N-MFP2 0000796251 XXXXXXXX 2019-01-31 0000796251 S000000112 4 N N 033-06851 The Dreyfus Corporation 801-8147000 Ernst and Young LLP New York NY none Dreyfus Transfer Inc 0001285911 084-06102 N N N Exempt Government N 14 117 20491789246.94 19762851439.93 18158796382.16 18267002271.73 18939233505.93 21991789246.94 21762851439.93 20558796382.16 20767002271.73 19039233505.93 0.9097 0.9065 0.8814 0.8777 0.9944 0.9763 0.9983 0.9979 0.9978 0.9996 135466.69 19039098039.24 19039098039.24 6789823.05 45514436.27 19000508892.71 19002531900.01 1.0000 0.0245 0.9999 0.9999 0.9999 0.9999 0.9999 C000000251 10000000.00 15304515735.22 15306280923.97 0.9999 0.9999 0.9999 0.9999 0.9999 2060248557.58 1649402176.73 1261677984.04 1853443096.89 1100807517.36 2251643163.61 921374833.17 905439427.75 1175730900.50 2728528926.55 6519839792.65 9388456791.53 0.0228 Y Dreyfus. The fund is waiving 4 points of expenses. 590,206.59 C000000252 10000000.00 1823562575.01 1823716291.00 0.9999 0.9999 0.9999 0.9999 0.9999 265424126.36 102420022.07 108427292.36 214274645.86 94487120.27 174244935.05 232399851.57 51069770.40 64776433.54 287244367.46 765514824.10 829253740.84 0.0204 Y Dreyfus. The fund is waiving 4 points of expenses. 65,345.56 C000000253 10000000.00 703588564.46 703621688.45 0.9999 0.9999 0.9999 0.9999 0.9999 44590006.20 9023923.87 71469039.20 44312075.86 57210596.96 24993706.79 19286322.98 41746180.29 28276068.04 53692667.89 220832033.38 173768554.70 0.0219 Y Dreyfus. The fund is waiving 4 points of expenses. 24,464.64 C000000254 10000000.00 1168842018.02 1168912996.59 0.9999 0.9999 0.9999 0.9999 0.9999 80199039.09 108048940.36 73883514.84 139722527.45 122257835.63 132623304.25 72579785.23 45467891.79 145993674.61 117641577.51 494913849.40 543504241.36 0.0189 Y Dreyfus. The fund is waiving 4 points of expenses. 38,891.69 ABN AMRO BANK NV ABN AMRO BANK NV BFXS5XCH7N0Y05NIXW11 1867 0000897878 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2027-08-15 2.250 3344531.25 3273536.48 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2027-02-15 2.250 36000.00 35349.58 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2027-05-15 2.375 2689000.00 2648481.59 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2044-07-20 3.750 4771676.25 669506.88 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2044-10-20 3.000 10781250.00 1915096.75 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2047-04-20 3.000 4737744.68 3425704.95 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2047-04-20 3.500 1703921.25 965891.19 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2047-03-20 2.500 2429842.18 1199843.70 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2047-05-20 3.999 15625000.00 11507889.97 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2047-02-20 3.000 4545265.62 2292195.55 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2047-11-20 3.000 46875000.00 42941509.61 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2048-01-20 3.000 11842865.62 10546730.29 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2048-04-20 3.500 31250000.00 30083707.77 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2048-08-20 3.500 6062500.00 6026732.84 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2048-09-20 3.500 31250000.00 31072792.55 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2048-11-20 3.500 25000000.00 25253811.56 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2041-10-20 3.125 9375000.00 1042589.06 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2039-06-15 5.000 109375000.00 7488619.08 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2038-02-15 5.000 234375000.00 11407072.31 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2038-04-15 5.000 156250000.00 9901289.45 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2038-03-15 5.000 156250000.00 10128082.94 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2038-03-15 5.000 203125000.00 10329902.87 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2038-03-15 5.000 171875000.00 11705001.81 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2041-11-20 4.000 93750000.00 19138686.88 Agency Mortgage-Backed Securities Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2019-02-01 2019-02-01 2019-02-01 N N N 0.0259 250000000.00 250000000.00 0.0132 N Y Y N - N/A - ABN AMRO BANK NV ABN AMRO BANK NV BFXS5XCH7N0Y05NIXW11 1867 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 2044-05-15 3.375 1821350.00 1942569.70 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2044-11-15 3.000 50050.00 50025.53 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2026-08-15 1.500 254000.00 236313.62 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2027-08-15 2.250 40867450.00 39999951.75 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2023-02-28 2.625 39375300.00 39999973.90 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2023-10-31 2.875 39032050.00 39949952.27 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2026-02-15 1.625 37500000.00 35422973.84 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2020-02-29 1.250 1917500.00 1900246.62 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2027-02-15 2.250 40735950.00 39999968.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2019-02-28 1.125 805000.00 807972.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2024-04-30 2.000 15000000.00 14690143.09 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2027-05-15 2.375 40611900.00 39999951.58 U.S. Treasuries (including strips) Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2019-02-01 2019-02-01 2019-02-01 N N N 0.0258 250000000.00 250000000.00 0.0132 N Y Y N - N/A - BARCLAYS BANK PLC BARCLAYS BANK PLC 580 0000312070 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) 2019-07-31 1.132 7572300.00 7621420.98 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-01-31 1.435 15909100.00 15999966.37 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-04-30 1.857 14295100.00 14378868.29 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-04-15 0.125 14957800.00 15999977.10 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-01-15 1.125 13809800.00 15999936.96 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-01-15 0.375 15832300.00 15999995.74 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-07-31 2.020 15909700.00 15999915.73 U.S. Treasuries (including strips) Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2019-02-01 2019-02-01 2019-02-01 N N N 0.0255 100000000.00 100000000.00 0.0053 N Y Y N - N/A - BNP PARIBAS SA BNP PARIBAS SA 3487 0000872786 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) 2019-02-28 0.000 400.00 399.27 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-07-18 0.000 900.00 889.77 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-04-04 0.000 1787800.00 1780448.56 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-06-13 0.000 1211000.00 1200343.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-02-12 0.000 200.00 199.84 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-11-15 0.000 400.00 363.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-08-15 0.000 200.00 164.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2040-11-15 0.000 9300.00 4837.08 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-08-15 8.750 100.00 113.23 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-11-15 6.500 1000.00 1285.38 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2042-02-15 3.125 100.00 103.35 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2042-11-15 2.750 200.00 191.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2045-08-15 2.875 5649200.00 5547249.59 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2046-02-15 1.000 1013600.00 1036495.42 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2046-05-15 2.500 7801600.00 7037649.22 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-08-31 1.125 200.00 193.99 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-07-31 1.375 100.00 99.43 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-09-30 1.375 56535400.00 56351789.48 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-01-15 2.000 1000.00 990.57 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-02-29 2.250 460900.00 463567.07 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-01-31 2.500 119840000.00 119765699.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-11-30 2.000 54871800.00 54516592.52 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-09-30 1.750 999800.00 1000283.36 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-04-15 0.125 105898000.00 112425519.92 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-11-30 2.000 25852000.00 25469560.85 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-11-15 2.000 52278700.00 51788385.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-09-30 1.000 100.00 99.30 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-11-15 2.000 100.00 95.96 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-02-15 2.000 11302800.00 11187271.62 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-01-15 1.375 100.00 98.91 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2032-02-15 0.000 0.10 0.06 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2032-08-15 0.000 223.68 151.11 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2035-08-15 0.000 8816762.88 5419575.97 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2037-02-15 0.000 17.93 10.51 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2031-05-15 0.000 62.07 43.62 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2034-05-15 0.000 0.22 0.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-05-15 0.000 46.43 46.09 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-08-15 0.000 18.64 18.39 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-05-15 0.000 0.38 0.36 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-11-15 0.000 0.84 0.80 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-02-15 0.000 84.15 77.86 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-02-15 0.000 702.50 633.54 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-08-15 0.000 702.50 625.29 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-11-15 0.000 1320.80 1168.39 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-11-15 0.000 423.07 332.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-02-15 0.000 69.95 54.51 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2029-08-15 0.000 76.70 57.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2038-05-15 0.000 860.60 483.41 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2038-11-15 0.000 826.08 455.54 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2039-05-15 0.000 572.34 310.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2040-05-15 0.000 544.75 284.44 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2040-08-15 0.000 115.27 59.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2045-05-15 0.000 0.01 0.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2041-05-15 0.000 199984.73 100640.31 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2041-08-15 0.000 250.61 124.98 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2042-02-15 0.000 7730913.28 3780339.28 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2042-11-15 0.000 291.25 138.77 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2042-11-15 0.000 224.13 106.79 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2043-02-15 0.000 2.06 0.97 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2043-05-15 0.000 216.22 101.32 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2044-02-15 0.000 245465.60 112177.77 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2045-02-15 0.000 356.68 158.23 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2045-08-15 0.000 246.44 107.57 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2045-11-15 0.000 1696.42 733.27 U.S. Treasuries (including strips) Y FITCH'S RATING F1 MOODY'S RATING P1 S&P RATING A1 2019-02-01 2019-02-01 2019-02-01 N N N 0.0258 450000000.00 450000000.00 0.0237 N Y Y N - N/A - BNP PARIBAS SA BNP PARIBAS SA 3487 0000872786 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) 2021-11-15 8.000 11102700.00 12910370.27 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2037-02-15 4.750 300.00 387.89 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2029-01-15 2.500 100.00 135.30 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2042-11-15 2.750 4305700.00 4124513.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2046-02-15 1.000 100.00 102.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2046-08-15 2.250 200.00 171.94 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2046-11-15 2.875 100.00 97.31 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2047-08-15 2.750 300.00 286.07 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2048-02-15 1.000 600.00 589.41 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2048-11-15 3.375 200.00 213.90 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-10-31 2.000 1100.00 1085.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-08-15 2.750 48600.00 49481.55 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-08-31 2.750 500.00 511.22 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-02-28 2.000 45900.00 45789.52 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-09-30 1.750 100.00 97.98 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-11-30 2.000 183200.00 180489.84 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-12-31 2.125 400.00 395.13 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-11-15 2.625 200.00 201.33 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-07-15 0.625 1000.00 1116.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-12-31 2.000 33500.00 33095.41 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-02-15 2.000 27100.00 26823.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-01-31 2.250 33173300.00 32761287.61 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-05-15 1.750 886700.00 862601.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2044-11-15 0.000 178.19 79.75 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2045-11-15 0.000 164.03 70.90 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2048-05-15 0.000 10.68 4.26 U.S. Treasuries (including strips) Y FITCH'S RATING F1 MOODY'S RATING P1 S&P RATING A1 2019-02-01 2019-02-01 2019-02-01 N N N 0.0239 50000000.00 50000000.00 0.0026 N Y Y N - N/A - CANADIAN IMP BK COMM NY CANADIAN IMP BK COMM NY 2IGI19DL77OX0HC3ZE78 12816 0000800030 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 2IGI19DL77OX0HC3ZE78 2048-11-20 4.500 48617047.00 50398768.82 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2048-12-20 4.500 30000000.00 31202706.39 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2049-01-20 5.000 19421310.00 20398525.58 Agency Mortgage-Backed Securities Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2019-02-07 2019-02-07 2019-02-07 N N N 0.0242 100000000.00 100000000.00 0.0053 N N Y N - N/A - CITIGROUP GLOBAL MARKETS INC CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 36027 0000091154 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) MBNUM2BPBDO7JBLYG310 2019-03-28 0.000 32118600.00 31999953.89 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2019-04-25 0.000 32174600.00 31998186.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2019-05-23 0.000 32236500.00 31998336.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2019-06-20 0.000 26817900.00 26568144.89 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2019-07-18 0.000 32362500.00 31994862.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2020-07-15 1.500 18381600.00 18113834.92 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2027-07-15 0.375 355600.00 352814.91 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2019-07-31 1.132 100.00 100.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2024-07-31 2.125 100.00 97.90 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2022-07-31 1.875 7100.00 6952.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2026-02-15 1.625 108200.00 102207.08 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2024-06-30 2.000 31657500.00 30864565.32 U.S. Treasuries (including strips) Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2019-02-01 2019-02-01 2019-02-01 N N N 0.0255 200000000.00 200000000.00 0.0105 N Y Y N - N/A - CREDIT AGRICOLE SA CREDIT AGRICOLE SA 261700PLI2HF5NCF2442 4257 0001335241 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 2019-05-30 0.000 8483617.46 8416741.11 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2044-05-15 0.000 13340.00 6114.12 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2048-05-15 0.000 363848.50 146845.61 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2028-04-15 3.625 4625711.70 9010165.06 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2029-04-15 3.875 5049523.50 10041558.26 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2032-04-15 3.375 2546995.08 4738626.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2026-01-15 2.000 5615828.73 7696960.98 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2027-01-15 2.375 98137.93 137016.91 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2028-01-15 1.750 4867465.84 6292317.05 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2029-01-15 2.500 7446988.29 10076053.48 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2039-02-15 3.500 16220350.56 17939924.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2040-02-15 2.125 502628.96 700229.22 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2040-11-15 4.250 14034636.03 17031045.63 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2041-02-15 2.125 3410037.50 4710790.21 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2042-02-15 0.750 3496013.79 3580361.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2042-05-15 3.000 16153728.38 16204470.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2042-08-15 2.750 18898377.80 18256514.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2043-02-15 0.625 1019453.91 990917.21 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2044-02-15 3.625 16225831.08 18165035.62 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2044-02-15 1.375 17912451.75 20300816.88 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2044-11-15 3.000 20951459.38 20941218.63 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2045-02-15 2.500 22714962.91 20734467.52 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2045-02-15 0.750 3710565.46 3596942.63 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2046-02-15 1.000 958957.01 980618.15 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2047-02-15 0.875 111477.93 108279.48 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2048-02-15 3.000 19240215.30 19277486.94 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-08-15 1.500 20383631.16 20198315.15 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-04-30 2.750 20687227.33 21033923.54 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-08-31 2.750 15765723.36 16119552.36 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-10-15 2.875 14152594.98 14404372.75 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-11-30 2.875 17463894.25 17846126.11 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2029-01-15 0.875 17528204.16 17489776.54 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-11-30 2.000 19917431.51 19788497.88 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-12-31 2.375 17265283.88 17246531.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-01-15 0.625 81596.33 87574.44 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-10-31 1.500 16836191.66 16765229.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-03-31 1.375 18804831.05 18633336.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-07-15 1.875 94258.21 111872.24 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-01-15 1.375 3239874.68 3782273.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-07-15 1.250 8197707.91 9544527.61 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-01-31 1.750 19951526.33 19382508.80 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2026-02-15 1.625 22397293.05 21156766.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-07-15 0.625 11381988.15 12710591.32 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-09-30 1.125 19270563.80 18667809.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-09-30 1.000 14451744.48 14351595.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-11-30 2.125 18564877.80 18306891.07 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-01-15 0.125 5682984.51 6043903.12 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-07-15 0.375 14068741.96 15032179.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-07-31 2.000 16629977.50 16352589.47 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-06-30 2.000 16997816.88 16572067.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2028-07-15 0.750 723817.28 720686.54 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2031-08-15 0.000 6614416.66 4609586.97 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2032-08-15 0.000 3262297.00 2203975.23 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2033-02-15 0.000 6670000.00 4433082.09 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2033-08-15 0.000 7881716.66 5157243.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2034-02-15 0.000 7781666.66 5009447.91 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2034-08-15 0.000 4530041.66 2873314.82 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2035-08-15 0.000 10883216.66 6689804.45 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2030-11-15 0.000 5002500.00 3571634.92 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2031-11-15 0.000 7225833.33 4997675.36 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2032-05-15 0.000 7225833.33 4920214.43 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2032-11-15 0.000 7225833.33 4842608.98 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2033-05-15 0.000 6670000.00 4401733.09 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2029-02-15 0.000 16452666.66 12409917.41 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2030-05-15 0.000 5002500.00 3633115.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2030-02-15 0.000 5002500.00 3657077.62 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2030-08-15 0.000 12106050.00 8708002.82 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2031-02-15 0.000 7225833.33 5121424.98 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2045-02-15 0.000 1508309.33 669131.26 U.S. Treasuries (including strips) Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2019-02-01 2019-02-01 2019-02-01 N N N 0.0255 667000000.00 667000000.00 0.0351 N Y Y N - N/A - DAIWA CAPITAL MARKETS AMERICA DAIWA CAPITAL MARKETS AMERICA 36977 0000026617 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) 2019-02-28 0.000 2200.00 2196.11 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-04-25 0.000 218950.00 217761.32 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-02-14 0.000 5000.00 4995.77 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-03-14 0.000 300.00 299.19 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-04-18 0.000 100000.00 99498.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-05-30 0.000 42500000.00 42167777.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-06-13 0.000 5168500.00 5123208.43 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-01-30 0.000 82045450.00 79999974.88 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-02-19 0.000 14450.00 14433.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-02-15 8.500 5000000.00 5495566.63 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-11-15 6.500 246000.00 317295.21 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2043-08-15 3.625 40550.00 45745.85 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2044-02-15 1.375 650000.00 748429.26 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2044-08-15 3.125 2642000.00 2745598.69 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2046-08-15 2.250 200.00 173.74 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2047-02-15 0.875 1003450.00 992817.26 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2048-02-15 3.000 1232300.00 1247079.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2048-05-15 3.125 200300.00 206211.27 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2048-08-15 3.000 314850.00 318659.11 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-08-15 0.750 15000000.00 14911219.40 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-07-15 0.375 748250.00 747490.54 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-08-15 2.250 290650.00 285758.90 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-01-31 2.000 25000000.00 24861225.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-02-15 2.750 917800.00 938643.30 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-03-15 2.375 2100000.00 2114619.92 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-05-31 2.750 421200.00 428332.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-09-30 2.750 7690500.00 7791803.74 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-10-15 2.875 130000.00 132479.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-10-31 2.875 170000.00 172294.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-11-15 2.875 600000.00 610303.99 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-11-15 3.125 899800.00 943249.63 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-11-30 2.875 375000.00 384877.11 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-12-15 2.625 25200.00 25407.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-12-31 2.625 25550.00 25808.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-01-15 2.500 2795000.00 2801909.16 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-01-31 2.500 7625000.00 7628423.62 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-01-31 2.509 80004800.00 79999999.71 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-01-31 2.625 252500.00 254058.42 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-04-30 1.625 3327300.00 3333970.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-09-30 1.750 9000000.00 9006394.15 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-10-31 1.500 19632200.00 19552672.99 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-11-15 2.250 250.00 247.87 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-11-30 1.500 17696300.00 17585626.36 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-01-15 0.250 6500000.00 6728225.55 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-05-15 3.125 83200.00 83901.55 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-12-31 1.750 750.00 741.05 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-05-15 1.625 1946000.00 1833576.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-05-31 1.125 24869100.00 24804545.00 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313320.00 437446.94 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2037-05-15 5.000 390.00 514.83 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2040-02-15 2.125 360.00 501.52 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2040-08-15 3.875 8463600.00 9834157.43 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2040-11-15 4.250 390.00 473.26 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2041-05-15 4.375 9213960.00 11381875.23 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2042-02-15 0.750 16867800.00 17274767.11 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2042-11-15 2.750 120.00 114.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2043-02-15 3.125 4452630.00 4586258.87 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2043-05-15 2.875 60.00 58.67 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2043-11-15 3.750 1382280.00 1565174.33 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2044-02-15 3.625 41157810.00 46076720.57 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2044-08-15 3.125 61005210.00 62830804.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2045-02-15 2.500 30.00 27.38 U.S. Treasuries (including 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2047-11-15 2.750 30.00 28.38 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2026-08-15 1.500 21186300.00 19711067.99 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2021-08-31 1.125 30.00 29.09 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2027-08-15 2.250 6849300.00 6703909.08 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2027-11-15 2.250 3829440.00 3720323.59 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2023-01-31 2.375 14707830.00 14637232.41 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2028-02-15 2.750 4792080.00 4879003.90 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2021-02-15 2.250 7500000.00 7532946.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2021-03-15 2.375 30000000.00 30174416.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2020-03-31 2.250 120.00 120.45 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2021-04-15 2.375 9810030.00 9846589.07 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2028-08-15 2.875 21760740.00 22376201.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2023-08-31 2.750 3900000.00 3987527.41 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2025-09-30 3.000 329970.00 341745.75 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2023-09-30 2.875 53378700.00 54752399.37 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2025-10-31 3.000 105000.00 108487.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2021-11-15 2.875 136608000.00 138772599.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2020-11-30 2.750 111360.00 112290.30 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2024-01-31 2.500 86052600.00 86029365.79 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2020-11-30 2.000 1799940.00 1788288.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2024-01-15 0.625 1499940.00 1609832.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2019-04-15 0.125 46831200.00 50070963.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2024-08-15 2.375 5952030.00 5965820.43 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2021-09-30 2.125 120.00 119.65 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2019-10-31 1.500 3199800.00 3186313.33 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2020-04-15 0.125 55465800.00 58884694.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2025-08-15 2.000 1155000.00 1125192.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2022-11-30 2.000 120.00 118.22 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2020-01-15 1.375 15000000.00 17511201.39 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2020-02-15 3.625 299970.00 308063.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2022-12-31 2.125 4286310.00 4234170.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2026-01-15 0.625 4050000.00 4234484.09 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2026-02-15 1.625 6701700.00 6330510.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2021-01-15 1.125 90465300.00 104675887.52 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2021-02-15 3.625 122999970.00 127698866.32 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2021-04-15 0.125 22978950.00 23984280.06 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2021-07-15 0.625 1200000.00 1340074.28 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2021-11-15 2.000 30000000.00 29718634.30 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2022-05-15 1.750 1500000.00 1470063.56 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2021-09-30 1.125 15000090.00 14530909.84 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2021-10-31 1.250 360.00 349.05 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2022-07-15 0.125 3000030.00 3224412.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2026-11-15 2.000 4216260.00 4046109.21 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2023-01-15 0.125 21931980.00 23324850.17 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2027-01-15 0.375 47188410.00 47386546.90 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2027-02-15 2.250 21070800.00 20690111.33 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2023-07-15 0.375 900000.00 961632.62 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2022-03-31 1.875 14180880.00 14005162.61 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2020-10-31 1.750 1800180.00 1783289.83 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2021-04-30 2.250 30.00 29.98 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2024-05-15 2.500 1543890.00 1549753.19 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2021-06-30 2.125 74999700.00 74441683.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2024-04-30 2.000 56858100.00 55683575.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2027-05-15 2.375 63378930.00 62423923.32 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2025-05-15 2.125 22060500.00 21584655.62 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2020-05-31 1.500 8945130.00 8843915.36 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2025-07-15 0.375 4924740.00 5106230.47 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2020-07-31 1.625 1500000.00 1479135.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2024-05-31 2.000 8214870.00 8027214.38 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2020-06-30 2.500 1500030.00 1501951.36 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2028-07-15 0.750 14998560.00 14933686.57 U.S. Treasuries (including strips) Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2019-02-01 2019-02-01 2019-02-01 N N N 0.0238 1500000000.00 1500000000.00 0.0789 N Y Y N - N/A - NOMURA SECURITIES INTERNATIONAL INC NOMURA SECURITIES INTERNATIONAL INC 36024 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) 2019-02-28 0.000 372500.00 371822.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-10-10 0.000 39184000.00 38513405.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-11-07 0.000 6877800.00 6744611.40 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-05-16 0.000 26817000.00 26631238.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2031-02-15 0.000 100.00 71.85 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2039-02-15 0.000 700.00 390.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-02-15 6.000 8293400.00 10325601.03 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-04-15 3.625 934600.00 1820455.05 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-11-15 5.250 1051800.00 1291720.97 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2029-04-15 3.875 9521000.00 18933603.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-01-15 2.000 5170100.00 7086052.63 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2040-02-15 4.625 664100.00 853096.09 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2040-08-15 3.875 34000.00 39505.80 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2042-02-15 0.750 839200.00 859447.26 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2043-02-15 0.625 1000.00 972.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2044-11-15 3.000 18802200.00 18793009.77 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-08-31 1.125 6129800.00 5945813.03 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-07-31 1.132 1490000.00 1499585.06 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-08-31 1.625 841000.00 821773.13 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-08-31 1.875 24998000.00 24350419.90 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-09-30 1.875 100.00 98.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-09-30 1.375 250000.00 249188.07 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-10-31 1.181 2000000.00 2012724.52 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-10-31 2.250 1364800.00 1350958.51 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-11-30 2.125 1000.00 980.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-01-15 2.000 969500.00 960361.47 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-01-15 0.500 37646000.00 37198445.39 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-05-15 2.875 12671600.00 12941699.35 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-08-31 2.750 10384800.00 10617865.32 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-09-30 2.875 53300.00 54671.67 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-10-15 2.875 50392300.00 51288790.09 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-01-15 2.500 304200.00 304499.62 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-01-31 2.500 136036700.00 135999970.09 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-01-31 2.625 18467400.00 18513568.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-02-28 2.000 76300.00 76116.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-10-31 1.500 12126100.00 12074990.36 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-12-31 2.125 5887500.00 5835865.16 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-08-31 1.375 8707900.00 8598628.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-02-15 3.625 20594500.00 21150127.63 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-12-31 2.125 5696000.00 5626712.43 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-01-15 0.625 2609600.00 2728471.53 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-02-28 1.125 15698500.00 15324951.59 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-05-31 1.625 1600000.00 1546684.57 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-11-15 2.000 6867600.00 6803189.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-06-30 1.375 23079900.00 22015396.99 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-02-28 1.375 12181300.00 12241481.27 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-10-15 1.000 35962000.00 35672003.61 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-11-30 2.125 2317400.00 2285196.26 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-12-31 2.000 4000000.00 3951690.82 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-02-15 2.000 24855000.00 24600951.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-01-15 0.375 52054000.00 52272566.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-10-31 1.750 1046000.00 1036185.91 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-05-15 2.375 6543800.00 6445196.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-06-30 1.750 476000.00 465184.62 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-07-15 0.750 38120700.00 37955816.15 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2031-08-15 0.000 64317.97 44823.19 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2032-02-15 0.000 0.30 0.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2032-08-15 0.000 0.20 0.13 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2033-08-15 0.000 69.12 45.22 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2034-02-15 0.000 10723.26 6903.09 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2034-08-15 0.000 5.99 3.79 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2035-02-15 0.000 27470.52 17140.23 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2035-08-15 0.000 718722.05 441791.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2036-02-15 0.000 8.08 4.89 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2036-08-15 0.000 0.43 0.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2037-02-15 0.000 0.06 0.03 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2030-11-15 0.000 273437.50 195226.17 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2031-05-15 0.000 273418.14 192122.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2031-11-15 0.000 273437.50 189120.31 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2032-05-15 0.000 273437.50 186189.06 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2032-11-15 0.000 273437.50 183252.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2033-05-15 0.000 380726.65 251252.93 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2034-05-15 0.000 273506.40 174838.96 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2034-11-15 0.000 273437.50 172033.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-02-15 0.000 0.32 0.31 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-05-15 0.000 316282.88 313987.61 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-08-15 0.000 4299267.46 4240668.45 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-11-15 0.000 2249259.04 2204249.12 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-02-15 0.000 14977716.32 14579863.24 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-05-15 0.000 10916749.80 10562173.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-08-15 0.000 0.08 0.07 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-02-15 0.000 0.09 0.08 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-05-15 0.000 4191486.12 3953661.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-08-15 0.000 2215567.35 2075975.53 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-11-15 0.000 3323852.46 3096756.88 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-02-15 0.000 1224966.36 1133400.12 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-05-15 0.000 107.79 99.10 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-08-15 0.000 1584913.62 1448254.44 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-11-15 0.000 7688356.21 6980719.91 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-05-15 0.000 3472486.73 3111070.31 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-02-15 0.000 300455.56 264034.33 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-05-15 0.000 316486.72 276197.96 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-08-15 0.000 4487877.33 3890495.98 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-11-15 0.000 2335532.04 2012200.99 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-02-15 0.000 13685601.33 11703720.97 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-05-15 0.000 316312.53 268432.30 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-08-15 0.000 4541.96 3824.96 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-02-15 0.000 0.01 0.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-08-15 0.000 4066724.18 3324913.03 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-11-15 0.000 1169436.34 948295.92 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-02-15 0.000 131.19 105.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-05-15 0.000 1870549.26 1492473.84 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-08-15 0.000 4488408.54 3550061.85 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-11-15 0.000 741828.43 582149.86 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-02-15 0.000 6128434.66 4776256.83 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-08-15 0.000 438596.25 336355.07 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-05-15 0.000 6175182.73 4773922.61 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2035-05-15 0.000 273437.50 169361.71 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2029-02-15 0.000 0.64 0.48 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2029-08-15 0.000 36700000.00 27275439.99 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2029-11-15 0.000 2959447.04 2180727.74 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2030-02-15 0.000 551756.60 403361.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2030-08-15 0.000 0.09 0.06 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2036-05-15 0.000 0.01 0.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2036-11-15 0.000 6369027.90 3768222.61 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2037-05-15 0.000 1201685.41 699200.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2037-08-15 0.000 0.60 0.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2037-11-15 0.000 1126561.34 644043.85 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2038-05-15 0.000 847656.06 476145.36 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2038-08-15 0.000 0.04 0.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2039-02-15 0.000 4747320.51 2596760.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2038-11-15 0.000 2149150.75 1185155.62 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2039-05-15 0.000 1126561.34 610542.17 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2039-08-15 0.000 4502338.29 2415774.63 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2039-11-15 0.000 1076669.97 572041.21 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2040-02-15 0.000 0.01 0.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2040-05-15 0.000 679222.21 354656.56 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2040-11-15 0.000 273437.50 140024.06 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2041-02-15 0.000 0.05 0.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2045-05-15 0.000 273437.50 120588.67 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2041-05-15 0.000 273437.58 137604.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2041-08-15 0.000 196283.20 97890.75 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2041-11-15 0.000 273437.50 135102.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2042-02-15 0.000 40.71 19.91 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2042-05-15 0.000 621322.62 300950.03 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2042-08-15 0.000 0.04 0.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2042-11-15 0.000 2359540.54 1124276.24 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2043-02-15 0.000 4124368.00 1950479.61 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2043-05-15 0.000 273437.51 128142.11 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2043-08-15 0.000 0.30 0.13 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2043-11-15 0.000 273437.50 126005.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2044-05-15 0.000 273437.50 124110.54 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2044-08-15 0.000 141.38 63.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2044-11-15 0.000 273437.58 122379.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2045-02-15 0.000 0.01 0.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2045-11-15 0.000 273437.58 118193.39 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2046-02-15 0.000 0.08 0.03 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2046-05-15 0.000 273437.59 116423.44 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2046-08-15 0.000 16060202.14 6788936.52 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2046-11-15 0.000 383179.96 161075.82 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2047-02-15 0.000 735109.81 305886.54 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2047-05-15 0.000 4401427.67 1812860.03 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2047-08-15 0.000 15.94 6.51 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2047-11-15 0.000 273437.52 110916.37 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2048-02-15 0.000 45299.94 18201.51 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2048-05-15 0.000 273437.69 109284.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2048-08-15 0.000 1367317.71 542934.51 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2048-11-15 0.000 33737.05 13311.63 U.S. Treasuries (including strips) Y 2019-02-01 2019-02-01 2019-02-01 N Y Nomura Securities 0.0000 FITCH'S RATING F1 MOODY'S RATING P2 S&P RATING A1 N 0.0239 850000000.00 850000000.00 0.0447 N Y Y N - N/A - PRUDENTIAL INSURANCE CO OF AME PRUDENTIAL INSURANCE CO OF AME 3287 0000729057 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 2040-02-15 0.000 50000000.00 26838750.00 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 2040-02-15 0.000 50000000.00 26392500.00 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 2035-11-15 0.000 40000000.00 24429000.00 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 2043-08-15 0.000 350000000.00 164666250.00 U.S. Treasuries (including strips) Y FITCH'S RATING F1+ MOODY'S RATING A1 S&P RATING A-1+ 2019-02-01 2019-02-01 2019-02-01 N N N 0.0259 237575000.00 237575000.00 0.0125 N Y Y N - N/A - PRUDENTIAL LEGACY INSURANCE CO OF NE PRUDENTIAL LEGACY INSURANCE CO OF NE 36025 0001638427 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 2045-08-15 0.000 225000000.00 99258750.00 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 2045-02-15 0.000 220000000.00 98455500.00 U.S. Treasuries (including strips) Y 2019-02-01 2019-02-01 2019-02-01 N Y Prudential Insurance 0.0000 FITCH'S RATING F1+ MOODY'S RATING na S&P RATING A1+ N 0.0259 193837500.00 193837500.00 0.0102 N Y Y N - N/A - RBC DOMINION SECURITIES INC/CANADA RBC DOMINION SECURITIES INC/CANADA 36026 0000029617 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) 2019-06-20 0.000 300.00 297.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-03-14 0.000 34627700.00 34533374.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-04-04 0.000 14401500.00 14342281.03 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-10-10 0.000 2100.00 2064.06 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-05-09 0.000 531900.00 528454.35 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-06-06 0.000 278000.00 275669.80 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-01-02 0.000 300.00 293.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-06-27 0.000 208000.00 205965.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-01-30 0.000 400.00 389.89 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-02-26 0.000 900000.00 898469.09 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-03-05 0.000 1003000.00 1000833.52 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-02-15 8.875 5489400.00 5721966.51 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2036-02-15 4.500 800.00 1000.06 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2038-02-15 4.375 8000000.00 9935069.69 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2040-05-15 4.375 11000000.00 13563032.33 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2040-08-15 3.875 29260000.00 33998233.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2040-11-15 4.250 35000000.00 42472536.93 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2041-05-15 4.375 50000.00 61764.29 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2042-02-15 3.125 41300000.00 42684839.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2042-08-15 2.750 27146000.00 26224015.32 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2043-05-15 2.875 75000000.00 73346124.86 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2043-11-15 3.750 850000.00 962466.49 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2044-02-15 3.625 32916200.00 36850127.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2044-08-15 3.125 100.00 102.99 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2045-02-15 2.500 52100.00 47557.45 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2045-05-15 3.000 48011900.00 47983391.27 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2046-08-15 2.250 100.00 85.97 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2047-05-15 3.000 8000000.00 7969889.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2047-08-15 2.750 60000000.00 57215884.56 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2048-02-15 3.000 200.00 200.38 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2048-05-15 3.125 400.00 407.69 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2048-08-15 3.000 300.00 300.59 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-08-15 1.500 500.00 465.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-08-31 1.125 75400.00 73136.85 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-08-15 2.250 273900.00 268085.89 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-08-31 1.625 18400.00 17979.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-09-15 1.375 4832200.00 4768036.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-09-30 1.875 100.00 98.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-09-30 1.375 63400.00 63194.09 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-11-15 2.250 100.00 97.15 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-11-30 1.750 18637000.00 18563770.92 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-11-30 2.125 154046300.00 151065427.91 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-01-15 0.500 50000000.00 49405574.81 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-02-15 2.250 58200.00 58455.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-03-15 2.375 434800.00 437327.86 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-05-31 2.750 2800.00 2841.56 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-08-15 2.875 5915800.00 6083117.31 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-10-31 2.875 43026000.00 44037826.51 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-11-30 2.875 19097000.00 19534454.55 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-11-30 2.750 36000000.00 36300746.37 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-12-31 2.625 6837700.00 6870711.92 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-12-31 2.625 8732600.00 8798251.05 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-11-30 2.000 470000.00 466957.49 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-12-31 2.375 72000000.00 71921796.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-01-15 0.625 5000.00 5366.32 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-02-15 2.750 100.00 102.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-02-28 1.500 450000.00 452478.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-03-31 2.250 23669600.00 23708963.06 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-04-30 1.625 2844000.00 2849701.74 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-08-15 2.375 189519200.00 189958302.59 U.S. Treasuries (including strips) United States 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(including strips) 2022-12-31 2.125 268700.00 265431.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-01-15 0.625 350000.00 365943.07 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-05-15 3.500 300.00 305.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-01-31 1.750 100.00 97.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-02-15 1.625 936000.00 884157.42 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-02-15 0.750 4000000.00 4010729.17 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-02-28 1.125 800.00 780.96 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-03-31 1.250 656100.00 641543.70 U.S. Treasuries (including strips) United States 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(including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2019-08-15 0.000 1600.00 1578.67 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2019-03-21 0.000 37000.00 36881.23 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2019-04-04 0.000 773000.00 769821.42 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2019-06-27 0.000 5000.00 4951.10 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2020-01-30 0.000 95000000.00 92599350.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2020-05-15 8.750 400.00 438.44 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2021-02-15 7.875 1254900.00 1431822.17 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2021-05-15 8.125 500.00 569.97 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2029-02-15 5.250 355000.00 442046.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2029-08-15 6.125 998000.00 1335372.29 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-01-15 2.000 337500.00 462571.85 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2027-01-15 2.375 892800.00 1246497.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2029-01-15 2.500 286500.00 387645.20 U.S. Treasuries (including strips) United States 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Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2044-11-15 3.000 400.00 399.80 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2045-08-15 2.875 65000000.00 63826953.12 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2047-08-15 2.750 500.00 476.79 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2047-11-15 2.750 200.00 189.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2019-09-15 0.875 300.00 297.85 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2019-07-31 1.375 9500.00 9446.26 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 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Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2021-12-31 2.000 999700.00 987626.33 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2019-11-30 1.000 100.00 98.86 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2020-03-31 1.125 115000000.00 113536108.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2020-01-15 1.375 300.00 296.75 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-05-15 1.750 1130000.00 1099289.28 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2020-05-31 1.375 300.00 296.03 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2020-06-30 1.875 500.00 495.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2019-03-31 1.250 400.00 400.85 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-11-15 2.750 3925100.00 3989155.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2021-07-31 2.250 199900.00 198572.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2020-04-15 1.500 99900.00 99100.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-04-15 0.125 300.00 303.61 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2021-07-15 2.625 100.00 100.35 U.S. Treasuries (including strips) Y FITCH'S RATING NR MOODY'S RATING NR S&P RATING A-1 2019-02-01 2019-02-01 2019-02-01 N N N 0.0255 500000000.00 500000000.00 0.0263 N Y Y N - N/A - US TREASURY FRN US TREASURY FRN 912828X54 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2019-02-01 2019-04-30 2019-04-30 N N N 0.0247 375080823.75 375080823.75 0.0197 N Y Y N - N/A - US TREASURY FRN US TREASURY FRN 9128284K3 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2019-02-01 2020-04-30 2020-04-30 N N N 0.0244 378934827.16 378934827.16 0.0199 N Y Y N - N/A - US TREASURY FRN US TREASURY FRN 9128285H9 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2019-02-01 2020-10-31 2020-10-31 N N N 0.0250 999243250.00 999243250.00 0.0526 N Y Y N - N/A - US TREASURY FRN US TREASURY FRN 9128282M1 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2019-02-01 2019-07-31 2019-07-31 N N N 0.0246 100032987.00 100032987.00 0.0053 N Y Y N - N/A - US TREASURY FRN US TREASURY FRN 9128283B4 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2019-02-01 2019-10-31 2019-10-31 N N N 0.0244 625243062.50 625243062.50 0.0329 N Y Y N - N/A - US TREASURY FRN US TREASURY FRN 9128283T5 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2019-02-01 2020-01-31 2020-01-31 N N N 0.0242 851876161.80 851876161.80 0.0448 N Y Y N - N/A - US TREASURY FRN US TREASURY FRN 912828Y53 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2019-02-01 2020-07-31 2020-07-31 N N N 0.0245 1131046856.88 1131046856.88 0.0595 N Y Y N - N/A - US TREASURY N/B US TREASURY N/B 912828W30 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2019-02-28 2019-02-28 2019-02-28 N N N 0.0229 199812920.00 199812920.00 0.0105 N Y Y N - N/A - US TREASURY N/B US TREASURY N/B 912828WW6 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2019-07-31 2019-07-31 2019-07-31 N N N 0.0250 147390078.68 147390078.68 0.0078 N Y Y N - N/A - US TREASURY N/B US TREASURY N/B 912828ST8 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2019-04-30 2019-04-30 2019-04-30 N N N 0.0230 299138670.00 299138670.00 0.0157 N Y Y N - N/A - US TREASURY N/B US TREASURY N/B 9128282K5 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2019-07-31 2019-07-31 2019-07-31 N N N 0.0250 217467068.52 217467068.52 0.0114 N Y Y N - N/A - US TREASURY N/B US TREASURY N/B 912828SH4 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2019-02-28 2019-02-28 2019-02-28 N N N 0.0238 214838504.90 214838504.90 0.0113 N Y Y N - N/A - US TREASURY N/B US TREASURY N/B 912828W97 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2019-03-31 2019-03-31 2019-03-31 N N N 0.0238 99814243.00 99814243.00 0.0053 N Y Y N - N/A - Wells Fargo Securities LLC Wells Fargo Securities LLC 22101 0001224385 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) 2019-02-07 0.000 3623100.00 3621502.21 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-04-04 0.000 1514800.00 1508571.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-11-15 7.625 655200.00 785462.22 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2044-02-15 1.375 57171000.00 64793922.03 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2046-08-15 2.250 23807700.00 20468500.57 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2047-11-15 2.750 7414000.00 7013714.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-07-31 1.875 76000.00 74420.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-08-31 1.625 16073500.00 15706029.15 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-09-15 1.375 212000.00 209185.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-10-31 2.000 18021900.00 17791812.11 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-11-15 2.250 14785000.00 14363714.90 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-04-30 1.857 97505400.00 98046938.23 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-08-15 2.750 14000000.00 14253947.06 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-09-30 2.875 11007900.00 11291188.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-11-30 2.875 18561000.00 18986176.41 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-12-31 2.625 71200.00 71735.27 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-03-31 1.625 874800.00 878305.38 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-04-30 1.625 406700.00 407515.36 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-08-31 2.000 4757000.00 4734799.26 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-11-30 1.500 79090700.00 78583724.26 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-08-31 1.375 6344000.00 6264392.08 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-09-30 1.375 264500.00 260613.51 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-03-15 1.000 400000.00 400826.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-09-30 1.125 1369000.00 1326179.74 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-11-15 1.625 11071300.00 10760600.48 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-03-31 1.125 296100.00 292330.79 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-08-31 2.125 24950000.00 25005422.77 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-05-31 2.000 24536100.00 24325496.67 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-06-30 1.625 70059800.00 69903887.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-07-15 0.125 200000.00 205716.47 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-04-30 1.750 15000.00 14715.71 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-04-15 0.125 55000.00 55661.90 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-04-30 1.875 169950000.00 167447519.11 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-07-31 2.020 33960500.00 34145567.28 U.S. Treasuries (including strips) Y FITCH'S RATING NR MOODY'S RATING NR S&P RATING A-1 2019-02-01 2019-02-01 2019-02-01 N N N 0.0258 700000000.00 700000000.00 0.0368 N Y Y N - N/A - WI TREASURY BILL WI TREASURY BILL 912796SA8 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2019-07-25 2019-07-25 2019-07-25 N N N 0.0247 197682416.00 197682416.00 0.0104 N Y Y N - N/A - Dreyfus Treasury & Agency Cash Management 2019-02-06 /S/John Delise John Delise Treasury Manager