N-MFP2 0000796251 XXXXXXXX 2019-04-30 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 11 113 17429106060.70 17178666558.59 16823896570.39 17018216827.52 18302089208.54 19029106060.70 18778666558.59 19073896570.39 19268216827.52 19052089208.54 0.9146 0.9132 0.8804 0.8815 0.9603 0.9986 0.9983 0.9981 0.9980 0.9997 2724996.75 19049364211.79 19049364211.79 6418992.39 39340302.46 19019167898.47 19021192557.04 1.0000 0.0250 0.9999 0.9999 0.9999 0.9999 0.9999 C000000251 10000000.00 15677056564.70 15678821753.47 0.9999 0.9999 0.9999 0.9999 0.9999 2322731586.73 893840120.52 1485618900.47 1689706001.96 1225394002.80 903606032.28 2346102356.77 2509153339.96 473643109.05 381169342.19 7853489955.82 6377474836.91 0.0233 Y Dreyfus. The fund is waiving 3 points of expenses. 425,578.95 C000000252 10000000.00 1419178204.58 1419333571.82 0.9999 0.9999 0.9999 0.9999 0.9999 53031249.81 98448503.92 36250754.98 90336000.62 71904543.03 61024290.48 68210234.93 84094849.45 8652166.81 68290859.84 238048949.56 402194504.31 0.0208 Y Dreyfus. The fund is waiving 3 points of expenses. 40,638.18 C000000253 10000000.00 662033618.59 662066742.58 0.9999 0.9999 0.9999 0.9999 0.9999 28992354.36 36352494.70 43123385.49 37433240.53 48756066.98 29520218.33 24166170.37 34776701.39 2691393.35 11861355.20 147729370.55 149944010.15 0.0223 Y Dreyfus. The fund is waiving 3 points of expenses. 18,151.12 C000000254 10000000.00 1260899510.60 1260970489.17 0.9999 0.9999 0.9999 0.9999 0.9999 59243206.18 196237027.97 79258174.28 81233169.35 48980359.41 111329439.37 185046670.39 58383205.54 23834449.98 47592002.26 396362860.24 494774844.49 0.0193 Y Dreyfus. The fund is waiving 3 points of expenses. 33,324.26 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 2020-04-23 0.000 1112240.00 1086399.32 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2044-07-20 3.750 6107745.59 789919.51 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2044-10-20 3.000 13800000.00 2278093.69 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2047-04-20 3.000 6064313.20 4174653.27 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2047-04-20 3.500 2181019.20 1058602.78 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2047-03-20 2.500 3110198.00 1494788.19 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2046-11-20 3.000 36000000.00 28510019.27 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2047-02-20 3.000 5817940.00 2759856.70 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2047-02-20 3.500 30000000.00 23564255.53 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2048-01-20 3.000 15158868.00 12842557.98 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2048-03-20 3.500 80000000.00 75719922.09 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2048-08-20 3.500 7200000.00 6998516.34 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2049-01-20 4.500 40000000.00 41464708.95 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2041-10-20 4.125 12000000.00 1257729.81 Agency Mortgage-Backed Securities Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2019-05-01 2019-05-01 2019-05-01 N N N 0.0275 200000000.00 200000000.00 0.0105 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 2020-04-23 0.000 26396178.75 25782916.32 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2044-05-15 3.375 35437500.00 38721546.96 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2021-04-15 2.375 13135500.00 13164179.52 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2023-10-31 2.875 211612.50 216646.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2028-11-15 3.125 18562500.00 19756627.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2022-04-15 2.250 43192102.50 43199969.13 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2024-11-15 2.250 30375000.00 30517540.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2022-01-31 1.500 43947630.00 43199986.11 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2022-11-15 1.625 33750000.00 33238068.44 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2023-11-30 2.125 10888425.00 10895265.61 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2022-06-30 1.750 16875000.00 16707281.15 U.S. Treasuries (including strips) Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2019-05-01 2019-05-01 2019-05-01 N N N 0.0274 270000000.00 270000000.00 0.0142 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) 2026-01-15 2.000 40788600.00 57397657.86 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2029-01-15 0.875 74001700.00 76468916.28 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-01-15 0.250 75797000.00 79999920.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-04-15 0.125 74498600.00 79999951.40 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-07-15 1.875 66491000.00 79999985.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-07-15 1.250 47639600.00 56133701.27 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-07-15 0.125 75985000.00 79999968.93 U.S. Treasuries (including strips) Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2019-05-01 2019-05-01 2019-05-01 N N N 0.0275 500000000.00 500000000.00 0.0263 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) 2019-06-04 0.000 51119000.00 50999892.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-01-15 2.375 100.00 143.52 U.S. Treasuries (including strips) Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2019-05-07 2019-05-24 2019-05-24 N N N 0.0243 50000000.00 50000000.00 0.0026 N N N Y - 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) 2026-08-15 0.000 200.00 167.31 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2029-02-15 0.000 100.00 77.99 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-08-15 8.125 100.00 103.26 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-08-15 8.125 100.00 114.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2040-02-15 2.125 2300.00 3335.36 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2042-11-15 2.750 200.00 196.55 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2043-02-15 3.125 7473300.00 7775879.87 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2043-05-15 2.875 97427700.00 97740024.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2047-08-15 2.750 77565300.00 74765312.65 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2048-11-15 3.375 104500.00 114658.49 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2049-02-15 3.000 385200.00 390210.52 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2049-02-15 1.000 188800.00 191925.82 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-01-15 0.250 38621800.00 40734357.57 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-01-15 1.375 2155800.00 2548230.03 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-07-31 2.020 1200.00 1206.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2032-11-15 0.000 1.00 0.68 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) 2021-05-15 0.000 4.13 3.94 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-08-15 0.000 138523.85 131303.99 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-02-15 0.000 390.00 356.74 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-08-15 0.000 102.50 92.61 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-05-15 0.000 262.06 219.80 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-08-15 0.000 65.12 51.06 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-11-15 0.000 0.10 0.07 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2029-02-15 0.000 104.90 81.10 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2030-08-15 0.000 480.82 354.49 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2040-08-15 0.000 115.27 61.24 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2041-05-15 0.000 609.76 315.51 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2041-08-15 0.000 250.61 128.33 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2042-05-15 0.000 111.03 55.44 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2042-11-15 0.000 224.13 109.94 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2042-11-15 0.000 515.38 252.81 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2043-05-15 0.000 1082.71 521.56 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2043-11-15 0.000 15.67 7.43 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2044-05-15 0.000 172.09 80.31 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2044-11-15 0.000 423.88 194.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2045-02-15 0.000 14.44 6.58 U.S. Treasuries (including strips) Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2019-05-01 2019-05-01 2019-05-01 N N N 0.0273 220000000.00 220000000.00 0.0116 N Y Y N - N/A - CITIGROUP GLOBAL MARKETS INC CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 36027 0000091154 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) MBNUM2BPBDO7JBLYG310 2046-05-15 2.500 14053000.00 13004886.34 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2021-09-30 2.125 135100.00 134823.28 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2023-03-31 1.500 32908400.00 31964702.53 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2021-03-31 1.250 32607300.00 31999975.67 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2021-04-15 0.125 30254400.00 31999962.09 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2021-04-30 1.375 32590500.00 31999960.14 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2023-05-31 1.625 30906000.00 30300584.57 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2021-05-31 1.375 32424300.00 31999995.07 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2019-06-15 0.875 594100.00 594835.63 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2023-06-30 1.375 200.00 193.55 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2019-07-15 0.750 100.00 99.86 Agency Mortgage-Backed Securities Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2019-05-01 2019-05-01 2019-05-01 N N N 0.0275 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 2019-10-17 0.000 32005551.43 31644368.78 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-06-11 0.000 35009022.85 34911347.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2031-02-15 5.375 26920714.71 34817814.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2044-02-15 1.375 8597311.28 10205318.82 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2047-02-15 3.000 33721098.43 34236882.75 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2047-05-15 3.000 30010101.00 30665728.85 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2047-08-15 2.750 29808138.00 28732110.32 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2026-08-15 1.500 25152225.00 23646720.92 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-01-31 2.375 27920357.14 28159609.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2028-02-15 2.750 26847269.14 27507753.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-04-15 2.375 27418106.14 27477969.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2026-03-31 2.250 27475800.00 27223689.27 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2025-01-15 0.250 30096804.43 31743056.85 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-09-30 1.750 30930728.57 30430096.98 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-12-31 2.125 36807862.71 36852333.93 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-11-15 2.625 27898011.00 28342908.75 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-03-31 1.250 38906310.43 38181664.45 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-05-15 1.750 34598374.28 34334349.31 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-07-15 0.125 32102664.00 35088900.47 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2026-11-15 2.000 32947578.85 32216184.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-09-30 2.000 27895714.28 27800850.55 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-05-31 1.500 34596107.14 34476146.09 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2028-07-15 0.750 34129213.71 35104196.53 U.S. Treasuries (including strips) Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2019-05-01 2019-05-01 2019-05-01 N N N 0.0272 690000000.00 690000000.00 0.0363 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) 2019-06-20 0.000 100.00 99.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-07-18 0.000 522500.00 519822.71 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-09-12 0.000 103195000.00 102280898.70 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-05-02 0.000 66900.00 66895.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-05-09 0.000 169400.00 169310.55 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-01-02 0.000 100.00 98.39 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-01-30 0.000 100.00 98.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-08-08 0.000 500.00 496.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-08-29 0.000 953100.00 945570.51 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-05-28 0.000 34570300.00 34508211.74 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-02-15 0.000 1000000.00 872540.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2041-02-15 0.000 100.00 53.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-02-15 8.500 68743000.00 73217254.37 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2044-02-15 1.375 1300000.00 1546341.05 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2045-02-15 0.750 14372000.00 14687192.22 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2046-08-15 2.250 300.00 262.39 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2048-11-15 3.375 2144600.00 2362436.71 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2049-02-15 3.000 36100.00 36724.69 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-08-15 1.500 10000000.00 9419512.98 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-08-15 0.750 100.00 99.65 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-09-15 0.875 300.00 298.57 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-07-15 0.375 1496500.00 1532599.61 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-08-31 1.250 38598000.00 38515091.92 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-01-31 2.000 1682600.00 1685571.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-05-31 2.875 12000000.00 12491118.13 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-09-15 2.750 99774500.00 101263085.70 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-02-28 2.500 271800.00 273927.11 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-04-30 2.535 160010800.00 159999919.30 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-12-31 2.125 179100.00 179797.45 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-01-15 0.250 13000000.00 13720845.98 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-08-15 2.000 7500000.00 7366862.98 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-08-15 3.625 8066900.00 8153153.07 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-02-15 3.625 79391000.00 80708431.79 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-05-15 0.875 3929000.00 3941987.03 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-07-15 0.750 148624100.00 148427383.30 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-09-30 1.125 40000000.00 38996125.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-01-15 0.125 594500.00 644229.97 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-02-15 2.000 100.00 99.43 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-08-31 2.125 7700.00 7705.62 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-05-31 1.500 1423100.00 1418297.78 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-06-30 2.750 155170000.00 159999980.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-05-15 0.000 1535.34 1533.96 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-05-15 0.000 41850.13 38127.10 U.S. Treasuries (including strips) Y 2019-05-01 2019-05-01 2019-05-01 N Y DAIWA SECURITIES CO LTD 1.0000 FITCH'S RATING F1 MOODY'S RATING P-2 S&P RATING A-1 N 0.0274 1000000000.00 1000000000.00 0.0526 N Y Y N - N/A - DEUTSCHE BANK SECURITIES INC DEUTSCHE BANK SECURITIES INC 36035 0000058056 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) 2032-04-15 3.375 4993327.27 9539160.31 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-01-15 2.375 8880527.27 13264011.98 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-01-15 2.375 17531781.82 25162452.59 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-01-15 1.750 4980581.81 6642295.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2043-02-15 0.625 2941200.00 3009891.67 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2044-02-15 1.375 3112145.45 3694228.98 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2045-02-15 0.750 3335454.54 3401341.75 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2047-02-15 0.875 16746363.64 17155032.93 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2048-02-15 1.000 4521454.54 4675718.23 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-07-15 0.375 2604000.00 2663842.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-01-15 0.500 11411345.44 11651569.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-04-15 0.500 31881818.18 32011067.57 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-01-15 0.250 6692454.54 7058522.29 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-04-15 0.125 8490345.45 9115858.52 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-01-15 0.625 22579709.09 24243229.89 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-01-15 1.125 15337381.82 17983348.53 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-04-15 0.125 20256127.27 21424827.62 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-07-15 0.625 21331018.18 24152579.80 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-07-15 0.125 16306254.55 17823086.05 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-01-15 0.125 2949927.27 3194218.31 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-07-15 0.375 3903945.45 4252510.24 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-07-15 0.125 7031690.90 7395290.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-04-15 0.125 21976381.82 22597419.16 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-07-15 0.750 13502763.64 13888502.44 U.S. Treasuries (including strips) Y FITCH'S RATING F2 MOODY'S RATING NR S&P RATING A-2 2019-05-01 2019-05-01 2019-05-01 N N N 0.0275 300000000.00 300000000.00 0.0158 N Y Y N - N/A - FIXED INCOME CLEARING CORP FIXED INCOME CLEARING CORP 37035 0001232861 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 2022-11-30 2.000 510690000.00 509821827.00 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 2022-12-31 2.125 917100000.00 918182178.00 U.S. Treasuries (including strips) Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2019-05-01 2019-05-01 2019-05-01 N N N 0.0276 1400000000.00 1400000000.00 0.0736 N Y Y N - N/A - HSBC SECURITIES USA INC HSBC SECURITIES USA INC CYYGQCGNHMHPSMRL3R97 36020 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2039-11-15 4.375 18909600.00 23999991.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2020-01-31 1.435 22946123.07 23075901.10 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2021-12-15 2.625 2453146.15 2500844.37 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2021-01-31 2.500 23775323.07 23999985.82 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2020-06-15 1.500 2261630.76 2252465.27 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2031-08-15 0.000 25964997.71 18628847.26 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2036-08-15 0.000 820535.92 500805.07 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2031-11-15 0.000 22576246.14 16074422.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2020-11-15 0.000 10625575.38 10247751.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2024-11-15 0.000 27386360.12 23999981.92 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2040-11-15 0.000 14560349.53 7719009.14 U.S. Treasuries (including strips) Y FITCH'S RATING NR MOODY'S RATING NR S&P RATING A-1+ 2019-05-01 2019-05-01 2019-05-01 N N N 0.0275 150000000.00 150000000.00 0.0079 N Y Y N - N/A - HSBC SECURITIES USA INC HSBC SECURITIES USA INC CYYGQCGNHMHPSMRL3R97 36020 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2036-02-15 4.500 273700.00 343812.33 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2027-01-15 2.375 77675600.00 111576792.30 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2043-02-15 0.625 22370800.00 22928972.37 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2044-02-15 3.625 10939800.00 12392389.06 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2044-02-15 1.375 35003400.00 41636303.43 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2046-11-15 2.875 111793400.00 111999960.90 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2025-03-31 2.625 31606100.00 32153063.77 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2028-08-15 2.875 12033200.00 12477623.03 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2023-09-30 2.875 83551100.00 85811370.93 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2021-10-31 2.000 36372700.00 36146898.28 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2020-07-15 1.250 95052200.00 111999928.59 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2034-02-15 0.000 31398051.84 20803156.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2020-08-15 0.000 25241763.84 24488600.09 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2030-08-15 0.000 120476794.90 89241137.70 U.S. Treasuries (including strips) Y FITCH'S RATING NR MOODY'S RATING NR S&P RATING A-1+ 2019-05-07 2019-05-07 2019-05-07 N N N 0.0248 700000000.00 700000000.00 0.0368 N N Y N - N/A - JP MORGAN SECURITIES LLC JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 36021 0001168524 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) ZBUT11V806EZRVTWT807 2021-08-15 2.750 165286400.00 167997683.19 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ZBUT11V806EZRVTWT807 2021-10-15 2.875 21968000.00 22314529.35 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ZBUT11V806EZRVTWT807 2021-01-31 2.500 166426000.00 167998627.30 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ZBUT11V806EZRVTWT807 2019-12-31 1.125 109830000.00 109263857.30 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ZBUT11V806EZRVTWT807 2020-02-29 1.250 135215400.00 134171673.80 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ZBUT11V806EZRVTWT807 2023-05-15 1.750 170076000.00 167999688.69 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ZBUT11V806EZRVTWT807 2024-06-30 2.000 134360000.00 133254598.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ZBUT11V806EZRVTWT807 2025-07-31 2.875 162113600.00 167999356.40 U.S. Treasuries (including strips) Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2019-05-01 2019-05-01 2019-05-01 N N N 0.0275 1050000000.00 1050000000.00 0.0552 N Y Y N - N/A - MERRILL LYNCH PIERCE FENNER & SMITH MERRILL LYNCH PIERCE FENNER & SMITH 8NAV47T0Y26Q87Y0QP81 36022 0000914246 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 8NAV47T0Y26Q87Y0QP81 2047-06-20 4.000 163445241.00 122400000.70 Agency Mortgage-Backed Securities Y FITCH'S RATING F1+ MOODY'S RATING NR S&P RATING A-1 2019-05-01 2019-05-01 2019-05-01 N N N 0.0274 120000000.00 120000000.00 0.0063 N Y Y N - N/A - MUFG SECURITIES CANADA LTD MUFG SECURITIES CANADA LTD 549300Y1PMK3RWXMWR72 36023 0000852743 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) 549300Y1PMK3RWXMWR72 2047-05-15 3.000 88915400.00 91199983.93 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 549300Y1PMK3RWXMWR72 2023-01-31 2.375 25045100.00 25288064.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 549300Y1PMK3RWXMWR72 2025-01-31 2.500 7902400.00 8019730.16 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 549300Y1PMK3RWXMWR72 2023-04-30 2.750 21399200.00 21786825.10 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 549300Y1PMK3RWXMWR72 2023-06-30 2.625 49292000.00 50405834.43 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 549300Y1PMK3RWXMWR72 2023-09-30 2.875 88797700.00 91199904.87 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 549300Y1PMK3RWXMWR72 2025-10-31 3.000 86707800.00 89907577.93 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 549300Y1PMK3RWXMWR72 2023-12-31 2.625 20704900.00 21191830.75 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 549300Y1PMK3RWXMWR72 2024-01-31 2.500 89798300.00 91199998.37 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 549300Y1PMK3RWXMWR72 2022-03-15 2.375 200.00 201.38 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 549300Y1PMK3RWXMWR72 2022-04-15 2.250 100.00 100.10 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 549300Y1PMK3RWXMWR72 2020-05-31 1.375 91674100.00 91199960.04 U.S. Treasuries (including strips) Y FITCH'S RATING F1 MOODY'S RATING NR S&P RATING A-1 2019-05-01 2019-05-01 2019-05-01 N N N 0.0274 570000000.00 570000000.00 0.0300 N Y Y N - N/A - Natixis NY Natixis NY 9695005MSX1OYEMGDF46 4274 0001456764 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) 9695005MSX1OYEMGDF46 2019-06-20 0.000 810.00 807.26 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2019-08-15 0.000 1050.00 1042.54 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2020-04-23 0.000 60.00 58.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2022-11-15 7.625 111390.00 135261.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2027-11-15 6.125 65310.00 85220.93 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2032-04-15 3.375 660.00 1260.85 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2025-01-15 2.375 6510900.00 9724721.62 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2026-01-15 2.000 1798890.00 2529487.47 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2027-01-15 2.375 120.00 172.22 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2040-02-15 2.125 2900760.00 4206561.52 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2041-02-15 2.125 1550970.00 2234129.22 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2042-02-15 3.125 60.00 62.62 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2042-02-15 0.750 304800.00 328765.19 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2042-05-15 3.000 5377800.00 5534578.49 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2043-02-15 3.125 15840000.00 16481331.84 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2043-08-15 3.625 29892810.00 33730186.51 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2044-02-15 3.625 23570550.00 26606277.05 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2045-02-15 2.500 8062710.00 7445747.37 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2045-02-15 0.750 8760540.00 8933592.12 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2045-05-15 3.000 9217230.00 9437004.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2046-11-15 2.875 1480230.00 1477195.08 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2047-02-15 3.000 2866140.00 2909979.32 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2047-05-15 3.000 1499340.00 1532095.94 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2021-08-31 1.125 22500000.00 21947058.22 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2027-07-15 0.375 5045010.00 5160950.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2027-08-15 2.250 23912100.00 23592382.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2022-08-31 1.625 8592900.00 8433790.54 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2024-08-31 1.875 22500270.00 22044954.90 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2022-09-30 1.875 30.00 29.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2024-09-30 2.125 46811100.00 46364138.40 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2019-11-30 1.750 599970.00 601775.67 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2021-02-15 2.250 1500000.00 1504844.17 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2025-02-28 2.750 59455800.00 60946263.19 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2023-02-28 2.625 4500000.00 4573355.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2025-04-30 2.875 24679080.00 25355780.37 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2025-08-31 2.750 59999700.00 61485198.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2021-09-15 2.750 30559800.00 30995506.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2025-09-30 3.000 300.00 311.26 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2025-10-31 3.000 20445360.00 21165425.13 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2021-11-15 2.875 12990000.00 13348390.22 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2028-11-15 3.125 7350000.00 7822826.31 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2024-02-29 2.375 19838310.00 19973742.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2022-03-15 2.375 29508300.00 29690329.32 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2022-04-15 2.250 347580.00 347643.30 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2020-12-31 2.375 2699970.00 2722714.35 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2024-01-15 0.625 1499970.00 1642471.24 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2024-08-15 2.375 10095600.00 10160362.99 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2021-08-31 2.000 50051490.00 49887782.45 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2021-09-30 2.125 98999700.00 98796929.13 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2024-11-15 2.250 14999670.00 15070058.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2025-01-15 0.250 5310000.00 5600449.45 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2020-04-15 0.125 13950000.00 14977744.67 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2020-08-31 1.375 22594440.00 22354695.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2022-09-30 1.750 2880870.00 2834241.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2020-10-31 1.375 15622980.00 15400102.56 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2019-07-15 1.875 1499970.00 1804802.53 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2022-10-31 1.875 1500000.00 1479030.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2025-11-15 2.250 5340.00 5342.19 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2020-01-15 1.375 33173160.00 39211820.55 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2021-01-31 1.375 18198120.00 17959006.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2020-05-15 3.500 2918100.00 2996987.10 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2023-02-28 1.500 57000030.00 55476214.74 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2020-11-15 2.625 4341600.00 4410836.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2021-01-15 1.125 3242520.00 3801911.43 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2021-02-15 3.625 24000630.00 24719622.17 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2021-03-31 1.250 37499700.00 36801252.71 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2021-04-15 0.125 11023230.00 11659227.81 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2021-04-30 1.375 74234340.00 72889213.75 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2021-05-15 3.125 22388790.00 23073620.78 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2021-07-15 0.625 1499940.00 1698344.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2023-05-31 1.625 330.00 323.53 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2021-11-15 2.000 7380000.00 7397204.77 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2023-06-30 1.375 1799970.00 1741935.38 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2022-01-15 0.125 8910780.00 9870970.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2022-05-15 1.750 1200000.00 1190842.63 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2022-07-15 0.125 5999880.00 6557997.56 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2021-11-30 1.750 834360.00 829270.91 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2021-12-31 2.000 149999700.00 149974175.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2023-12-31 2.250 20185200.00 20272774.77 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2022-01-31 1.875 3617400.00 3594790.55 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2024-01-31 2.250 2095470.00 2100020.87 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2027-02-15 2.250 22064100.00 21826898.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2023-05-15 1.750 9826770.00 9695237.32 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2023-07-15 0.375 1500000.00 1633927.89 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2023-08-15 2.500 9094410.00 9212359.92 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2024-05-15 2.500 6899970.00 7034340.62 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2021-06-30 2.125 44791620.00 44953057.90 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2020-05-31 1.500 4500000.00 4484396.37 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2020-06-15 1.500 4200720.00 4182780.38 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2019-06-30 1.250 1530.00 1533.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2025-06-30 2.750 9270450.00 9542871.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2021-07-15 2.625 329520.00 334345.47 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2028-07-15 0.750 91097610.00 93700031.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2023-07-31 2.750 6904050.00 7073979.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2025-07-31 2.875 35440200.00 36668924.85 U.S. Treasuries (including strips) Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2019-05-01 2019-05-01 2019-05-01 N N N 0.0240 1500000000.00 1500000000.00 0.0789 N Y Y N - N/A - Natixis NY Natixis NY 9695005MSX1OYEMGDF46 4274 0001456764 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) 9695005MSX1OYEMGDF46 2019-06-20 0.000 150.00 149.49 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2019-08-15 0.000 1000.00 992.89 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2020-05-15 8.750 700.00 773.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2031-02-15 5.375 18194500.00 23531794.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2032-04-15 3.375 6889050.00 13160714.03 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2025-01-15 2.375 50.00 74.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2027-01-15 2.375 850.00 1219.96 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2042-02-15 3.125 50.00 52.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2045-02-15 2.500 1510600.00 1395008.12 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2045-02-15 0.750 3714500.00 3787874.71 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2045-05-15 3.000 1000.00 1023.84 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2046-11-15 2.875 33000.00 32932.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2048-02-15 1.000 450.00 465.35 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2022-09-30 1.875 12328550.00 12183084.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2022-10-31 2.000 12766150.00 12640531.08 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2024-12-31 2.250 2500000.00 2503998.90 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2023-04-15 0.625 3500000.00 3585824.35 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2025-05-31 2.875 74999500.00 77939218.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2021-06-15 2.625 21364000.00 21722865.89 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2021-08-15 2.750 14295000.00 14520025.41 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2023-09-30 2.875 62999500.00 64627001.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2024-01-31 2.500 6181200.00 6269198.08 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2022-03-15 2.375 44506000.00 44780546.39 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2021-10-31 2.000 25079450.00 24907229.42 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2020-04-15 0.125 50.00 53.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2019-07-15 1.875 50.00 60.16 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2020-12-31 1.750 304700.00 303527.24 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2026-01-15 0.625 50.00 53.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2021-02-28 1.125 21879600.00 21453709.42 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2021-01-15 1.125 50.00 58.62 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2021-04-15 0.125 43508950.00 46019248.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2022-02-15 2.000 2000.00 1993.48 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2021-09-30 1.125 3000.00 2922.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2021-10-31 1.250 50.00 48.74 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2020-05-31 1.500 55276400.00 55084730.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2024-06-30 2.000 12497950.00 12377717.65 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2028-07-15 0.750 13614200.00 14003122.26 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2020-07-31 2.625 49000.00 49463.62 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2025-07-31 2.875 32001200.00 33110693.44 U.S. Treasuries (including strips) Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2019-05-01 2019-05-01 2019-05-01 N N N 0.0275 500000000.00 500000000.00 0.0263 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 27795000.00 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 2040-02-15 0.000 50000000.00 27157500.00 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 2035-11-15 0.000 40000000.00 24888000.00 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 2043-08-15 0.000 350000000.00 170021250.00 U.S. Treasuries (including strips) Y FITCH'S RATING F1+ MOODY'S RATING A1 S&P RATING A-1+ 2019-05-01 2019-05-01 2019-05-01 N N N 0.0277 244962500.00 244962500.00 0.0129 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 102701250.00 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 2045-02-15 0.000 220000000.00 101821500.00 U.S. Treasuries (including strips) Y 2019-05-01 2019-05-01 2019-05-01 N Y PRUDENTIAL INSURANCE CO OF AMERICA 1.0000 FITCH'S RATING F1+ MOODY'S RATING A1 S&P RATING AA- N 0.0277 200512500.00 200512500.00 0.0105 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 801400.00 798691.26 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-09-12 0.000 39000.00 38650.55 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-10-10 0.000 100.00 98.91 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-05-16 0.000 310000.00 309665.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-07-05 0.000 430000.00 428116.16 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-10-03 0.000 149900.00 148347.63 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-05-15 8.750 7713000.00 8521108.82 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-11-15 7.625 13915000.00 16897004.94 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-11-15 6.500 25425200.00 33205556.03 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2039-02-15 3.500 1612000.00 1799536.36 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2039-08-15 4.500 6565300.00 8359884.67 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2039-11-15 4.375 11300000.00 14289077.75 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2040-05-15 4.375 11000000.00 13914836.69 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2040-08-15 3.875 30000000.00 35180888.11 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2041-05-15 4.375 50000.00 63366.80 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2042-02-15 0.750 100.00 107.86 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2043-11-15 3.750 850000.00 986668.21 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2044-11-15 3.000 54700.00 55992.06 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2045-02-15 2.500 2454900.00 2267049.81 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2045-05-15 3.000 255100.00 261182.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2045-08-15 2.875 1500000.00 1488154.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2046-05-15 2.500 60400.00 55895.19 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2047-11-15 2.750 2311700.00 2243321.06 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2048-02-15 1.000 997700.00 1031739.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2048-08-15 3.000 10518900.00 10647510.35 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-08-31 1.125 100.00 97.54 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-07-15 0.375 20000000.00 20459623.28 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-08-15 2.250 8500.00 8386.35 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-09-30 1.375 3119800.00 3109183.47 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-10-15 1.625 789200.00 781462.67 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-10-31 2.250 70000000.00 69636700.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-11-15 2.250 2200.00 2180.23 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-11-30 1.750 3142200.00 3151656.81 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-02-28 2.625 21701800.00 22055565.87 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-03-15 2.375 16120000.00 16184298.65 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-03-31 2.500 850500.00 858621.57 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-09-30 2.875 125142000.00 128374863.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-10-31 2.875 781500.00 800091.88 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-11-15 3.125 151022600.00 160737900.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-01-15 2.500 52457600.00 53131228.03 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2029-01-15 0.875 635000.00 655391.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-01-31 2.625 50000000.00 50957686.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-04-30 2.375 131986600.00 131594599.80 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-02-15 2.750 287300.00 294471.45 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-03-31 1.375 1883200.00 1867300.23 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-04-15 0.125 99658500.00 107000685.90 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-04-30 1.375 172133900.00 170359199.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-10-31 1.375 6100.00 6012.97 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-07-15 1.875 300.00 360.96 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-02-15 1.625 14389900.00 13719889.32 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-02-28 1.125 2448800.00 2401133.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-11-15 2.625 30435000.00 30920355.85 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-04-15 0.125 133000.00 140673.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-08-15 2.125 6000.00 6003.32 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-07-15 0.125 100000.00 102876.19 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-08-15 1.625 2657100.00 2610393.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-11-15 1.625 7000.00 6893.82 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-11-30 2.125 44700000.00 44728082.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-02-15 2.000 8300000.00 8244451.40 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-01-15 0.375 10745600.00 11119260.85 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-01-31 1.875 56637000.00 56283007.79 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-04-30 1.125 38404000.00 37914041.77 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-02-15 1.375 5000000.00 4972653.86 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-03-15 1.625 10664000.00 10611119.89 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-10-31 1.750 1703000.00 1688171.97 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-07-31 1.625 2270100.00 2274379.51 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-05-15 2.125 45356400.00 45112585.53 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-05-31 1.500 175600.00 174991.11 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-06-15 1.500 20000000.00 19914587.91 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-06-30 2.000 12600.00 12478.78 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-07-31 2.625 24851800.00 25086941.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-07-31 2.875 14434600.00 14935052.93 U.S. Treasuries (including strips) Y FITCH'S RATING NR MOODY'S RATING NR S&P RATING A-1+ 2019-05-01 2019-05-01 2019-05-01 N N N 0.0272 1400000000.00 1400000000.00 0.0736 N Y Y N - N/A - ROYAL BANK OF CANADA NY ROYAL BANK OF CANADA NY 983 0000352613 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) 2019-06-25 0.000 6558300.00 6533771.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-11-15 7.500 670600.00 870602.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-12-31 2.250 63897700.00 63999908.43 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-02-15 2.750 200.00 204.92 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-03-31 2.500 63394600.00 63999966.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-05-31 2.750 62215700.00 63999919.78 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-08-31 2.750 4400000.00 4508937.06 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-11-30 2.875 61551600.00 63999907.89 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-02-29 2.375 63566000.00 63999953.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-04-15 1.500 8375500.00 8308376.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-05-15 2.125 64345800.00 63999907.54 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-07-31 2.000 3793600.00 3778604.38 U.S. Treasuries (including strips) Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2019-05-01 2019-05-01 2019-05-01 N N N 0.0272 400000000.00 400000000.00 0.0210 N Y Y N - N/A - TD SECURITIES USA LLC TD SECURITIES USA LLC SUVUFHICNZMP2WKHG940 36028 0000803012 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) SUVUFHICNZMP2WKHG940 2039-11-15 0.000 21000000.00 11767350.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) SUVUFHICNZMP2WKHG940 2040-08-15 0.000 22340000.00 12125705.19 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) SUVUFHICNZMP2WKHG940 2042-08-15 0.000 24700000.00 12399894.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) SUVUFHICNZMP2WKHG940 2043-02-15 0.000 22100000.00 10901576.40 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) SUVUFHICNZMP2WKHG940 2044-05-15 0.000 44300000.00 20961386.69 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) SUVUFHICNZMP2WKHG940 2045-02-15 0.000 18100000.00 8364734.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) SUVUFHICNZMP2WKHG940 2046-05-15 0.000 24200000.00 10732458.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) SUVUFHICNZMP2WKHG940 2032-04-15 3.375 14516600.00 27732244.87 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) SUVUFHICNZMP2WKHG940 2047-02-15 0.875 21175700.00 21692460.44 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) SUVUFHICNZMP2WKHG940 2048-02-15 1.000 15132100.00 15648379.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) SUVUFHICNZMP2WKHG940 2023-04-15 0.625 19788300.00 20273533.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) SUVUFHICNZMP2WKHG940 2020-10-31 2.349 2367600.00 2379447.52 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) SUVUFHICNZMP2WKHG940 2020-04-15 0.125 27029500.00 29020856.62 U.S. Treasuries (including strips) Y FITCH'S RATING NR MOODY'S RATING NR S&P RATING A-1+ 2019-05-01 2019-05-01 2019-05-01 N N N 0.0275 200000000.00 200000000.00 0.0105 N Y Y N - N/A - TREASURY BILL TREASURY BILL 912796QM4 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2019-06-20 2019-06-20 2019-06-20 N N N 0.0248 149505208.50 149505208.50 0.0079 N Y Y N - N/A - TREASURY BILL TREASURY BILL 912796RU5 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2019-06-13 2019-06-13 2019-06-13 N N N 0.0249 349003564.00 349003564.00 0.0183 N Y Y N - N/A - TREASURY BILL TREASURY BILL 912796SJ9 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2019-09-19 2019-09-19 2019-09-19 N N N 0.0243 495358750.00 495358750.00 0.0260 N Y Y N - N/A - US TREASURY FRN US TREASURY FRN 9128286Q8 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2019-05-01 2021-04-30 2021-04-30 N N N 0.0255 250075985.00 250075985.00 0.0131 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+ 2019-05-01 2020-07-31 2020-07-31 N N N 0.0246 1131047943.12 1131047943.12 0.0595 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+ 2019-05-01 2020-04-30 2020-04-30 N N N 0.0245 378963767.60 378963767.60 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+ 2019-05-01 2020-10-31 2020-10-31 N N N 0.0251 999429170.00 999429170.00 0.0525 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+ 2019-05-01 2019-07-31 2019-07-31 N N N 0.0247 100011884.00 100011884.00 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+ 2019-05-01 2019-10-31 2019-10-31 N N N 0.0245 625073612.50 625073612.50 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+ 2019-05-01 2020-01-31 2020-01-31 N N N 0.0243 851790501.72 851790501.72 0.0448 N Y Y N - N/A - US TREASURY FRN US TREASURY FRN 9128285Y2 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2019-05-01 2021-01-31 2021-01-31 N N N 0.0255 300045522.00 300045522.00 0.0158 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 0.0249 147697298.56 147697298.56 0.0078 N Y Y N - N/A - US TREASURY N/B US TREASURY N/B 912828T59 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2019-10-15 2019-10-15 2019-10-15 N N N 0.0241 289158517.08 289158517.08 0.0152 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 0.0249 218053253.86 218053253.86 0.0115 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) 2019-09-19 0.000 111624900.00 110571160.90 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-09-26 0.000 932000.00 922781.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-10-03 0.000 570000.00 564097.07 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-09-30 2.125 45265000.00 44832800.88 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-10-15 1.625 732000.00 724823.45 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-10-31 2.000 35549700.00 35199890.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-03-31 2.250 355506400.00 352244366.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-04-30 1.375 20677000.00 20463820.12 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-08-31 1.875 36000.00 35639.56 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-08-31 1.375 15578200.00 15412903.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-03-31 1.125 58062200.00 57444425.81 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-03-31 1.875 49999200.00 49533051.71 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-06-30 1.750 22838600.00 22611609.55 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-06-30 2.000 3472100.00 3438697.82 U.S. Treasuries (including strips) Y FITCH'S RATING NR MOODY'S RATING NR S&P RATING A-1 2019-05-01 2019-05-01 2019-05-01 N N N 0.0275 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 0.0246 198886736.00 198886736.00 0.0105 N Y Y N - N/A - Dreyfus Treasury & Agency Cash Management 2019-05-06 /S/John Delise John Delise Treasury Manager