N-MFP2 0000796251 XXXXXXXX 2021-12-31 0000796251 S000000112 6 N N 033-06851 BNY Mellon Investment Adviser, Inc. 801-8147000 Ernst and Young LLP New York NY none BNY Mellon Transfer Inc 0001285911 084-06102 N N N Treasury Exempt Government N 25 87 29849845497.44 30334378558.81 29453755063.24 28003894392.81 27699622307.10 32799845497.44 33184378558.81 31903755063.24 30453894392.81 30149622307.10 0.9100 0.9140 0.9231 0.9194 0.9186 0.9999 0.9999 0.9999 0.9999 0.9999 778575582.19 29371046724.91 29371046724.91 3471203.03 53345175.16 30099748334.97 30101695611.94 1.0000 0.0007 1.0000 1.0000 1.0000 1.0000 1.0000 C000000251 10000000.00 24399992637.01 24401589593.89 1.0000 1.0000 1.0000 1.0000 1.0000 2021218740.59 1945946891.95 3111013235.71 2630042548.55 3021367045.51 3725592979.05 1843895254.09 3248501309.90 3430308222.07 3560664736.78 13427802497.97 15110748466.23 0.0001 Y BNY Mellon Investment Adviser, Inc. The fund is waiving 3 points of expenses and is also waiving expenses to maintain a minimum yield of .01 (3,320,494.13) C000000252 10000000.00 1607679372.65 1607783250.91 1.0000 1.0000 1.0000 1.0000 1.0000 27562894.85 137707830.11 79585115.84 64120573.59 99399937.03 112155617.61 50707709.21 137806869.53 120105068.10 100042603.81 377360725.03 551833494.65 0.0001 Y BNY Mellon Investment Adviser, Inc. The fund is waiving 3 points of expenses and is also waiving expenses to maintain a minimum yield of .01 (560,589.76) C000000253 10000000.00 685215172.61 685267093.95 1.0000 1.0000 1.0000 1.0000 1.0000 13934189.47 26766361.06 32307387.33 15006640.42 10038947.08 50036856.17 42924795.04 13687738.73 32069040.48 60029729.98 131274359.40 165527326.36 0.0001 Y BNY Mellon Investment Adviser, Inc. The fund is waiving 3 points of expenses and is also waiving expenses to maintain a minimum yield of .01 (150,456.05) C000000254 10000000.00 2903676538.02 2903837126.85 1.0000 1.0000 1.0000 1.0000 1.0000 168964473.56 54921206.98 159746234.89 127455817.58 239237269.39 767950469.49 195690536.84 192732828.20 129209910.59 347943282.07 892848425.27 1491003604.32 0.0001 Y BNY Mellon Investment Adviser, Inc. The fund is waiving 3 points of expenses and is also waiving expenses to maintain a minimum yield of .01 (1,572,548.33) C000223303 1000.00 292833477.75 292854335.84 1.0000 1.0000 1.0000 1.0000 1.0000 396417.79 4309085.46 1918539.50 15898400.32 7399713.53 2270902.74 7823984.36 3612530.27 6870561.24 6686672.65 24409216.42 32777591.44 0.0001 Y BNY Mellon Investment Adviser, Inc. Expenses are capped at 101 basis points and is also waiving expenses to maintain a minimum yield of .01 (234,278.76) C000223304 2500.00 210351136.93 210364210.50 1.0000 1.0000 1.0000 1.0000 1.0000 5858.11 665575.19 2720152.13 436443.85 1710577.31 1932333.33 6465809.71 1197301.87 8518693.08 6181968.63 19421090.34 10413622.87 0.0001 Y BNY Mellon Investment Adviser, Inc. Expenses are capped at 47 basis points and is also waiving expenses to maintain a minimum yield of .01 (69,685.69) 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 2041-02-15 2.125 16349400.00 31999970.92 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2042-11-15 2.750 3693514.28 4205363.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2044-11-15 3.000 4298657.14 5124490.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2045-08-15 2.875 10000000.00 11809432.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 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States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2028-12-31 1.375 32140428.57 31999974.89 U.S. Treasuries (including strips) Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2022-01-03 2022-01-03 2022-01-03 N N N 0.0005 200000000.00 200000000.00 0.0066 N Y Y N - N/A - BNP PARIBAS SA/PARIS BNP PARIBAS SA/PARIS 36030 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 6.750 100.00 127.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2031-02-15 5.375 24999900.00 33924945.54 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-01-15 2.000 14303100.00 23227648.71 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2037-02-15 4.750 1180300.00 1692603.90 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2038-05-15 4.500 100.00 140.10 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2046-02-15 1.000 711800.00 1133656.93 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-11-15 2.000 11256900.00 11673455.24 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-05-15 2.375 100.00 105.83 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2031-11-15 0.000 8899461.11 7552856.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-05-15 0.000 16571740.16 15091486.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2043-08-15 0.000 19.19 12.09 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2044-11-15 0.000 12519301.11 7702963.22 U.S. Treasuries (including strips) Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2022-01-03 2022-01-03 2022-01-03 N N N 0.0005 100000000.00 100000000.00 0.0033 N Y Y N - N/A - CASH MGMT BILL CASH MGMT BILL 912796T74 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2022-04-05 2022-04-05 2022-04-05 N N N 0.0008 149973933.00 149973933.00 0.0050 N Y Y N - N/A - CASH MGMT BILL CASH MGMT BILL 912796S91 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2022-03-22 2022-03-22 2022-03-22 N N N 0.0005 299959050.00 299959050.00 0.0100 N Y Y N - N/A - CASH MGMT BILL CASH MGMT BILL 912796T25 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2022-03-29 2022-03-29 2022-03-29 N N N 0.0007 149979636.00 149979636.00 0.0050 N Y Y N - N/A - CASH MGMT BILL CASH MGMT BILL 912796S26 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 49997625.00 49997625.00 0.0017 N Y Y N - N/A - CREDIT AGRICOLE CREDIT AGRICOLE 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 2025-03-31 2.625 6165198.60 6520077.39 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2025-08-15 2.000 25652883.30 26645906.41 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-11-15 1.625 30647685.21 31048247.92 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-01-31 2.250 25790256.86 26820206.75 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-06-30 2.000 12308937.91 12650941.75 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2029-11-15 1.750 27282514.78 28014607.15 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2025-01-31 1.375 28206795.65 28685287.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2027-07-31 0.375 32503504.00 30919676.61 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-09-15 0.125 26780276.34 26545399.26 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-09-30 0.125 27922608.69 27898928.48 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2026-01-31 0.375 29662541.56 28741196.42 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2026-09-30 0.875 31771874.95 31275011.71 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2026-12-31 1.250 26785860.86 26754521.41 U.S. Treasuries (including strips) Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2022-01-03 2022-01-03 2022-01-03 N N N 0.0005 326000000.00 326000000.00 0.0108 N Y Y N - N/A - DEUTSCHE BANK SECURITIES INC DEUTSCHE BANK SECURITIES INC 36035 0001074042 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) 2028-04-15 3.625 1303066.66 2973375.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2029-04-15 3.875 10125573.33 23825698.59 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2032-04-15 3.375 4736960.00 10995865.27 U.S. Treasuries (including strips) United States Treasury-U.S. 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Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2043-02-15 0.625 14647146.66 21852870.06 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2044-02-15 1.375 10538266.66 17839153.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2046-02-15 1.000 10265733.33 16349845.12 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2047-02-15 0.875 7264266.66 11224722.24 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2048-02-15 1.000 4247866.66 6671018.52 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2049-02-15 1.000 8281733.33 12901808.75 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2050-02-15 0.250 2649520.00 3438924.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries 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United States Treasury-U.S. Treasuries (including strips) 3TK20IVIUJ8J3ZU0QE75 2023-04-30 1.625 50.00 50.85 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 3TK20IVIUJ8J3ZU0QE75 2026-05-15 1.625 504950.00 514484.42 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 3TK20IVIUJ8J3ZU0QE75 2023-07-31 1.250 574650.00 583336.99 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 3TK20IVIUJ8J3ZU0QE75 2022-11-15 1.625 1702300.00 1724548.91 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 3TK20IVIUJ8J3ZU0QE75 2023-12-31 2.250 315700.00 325114.80 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 3TK20IVIUJ8J3ZU0QE75 2023-05-15 1.750 50.00 50.93 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 3TK20IVIUJ8J3ZU0QE75 2024-02-29 2.125 50.00 51.78 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3TK20IVIUJ8J3ZU0QE75 2022-02-28 1.125 50.00 50.27 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 3TK20IVIUJ8J3ZU0QE75 2030-05-15 0.625 300.00 280.63 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 3TK20IVIUJ8J3ZU0QE75 2027-08-31 0.500 104600.00 99970.83 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 3TK20IVIUJ8J3ZU0QE75 2025-08-31 0.250 474750.00 460166.88 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 3TK20IVIUJ8J3ZU0QE75 2023-09-15 0.125 50.00 49.56 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 3TK20IVIUJ8J3ZU0QE75 2024-01-15 0.125 50.00 49.38 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 3TK20IVIUJ8J3ZU0QE75 2023-02-28 0.125 600050.00 597962.58 U.S. Treasuries (including strips) United States Treasury-U.S. 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United States Treasury-U.S. Treasuries (including strips) ZBUT11V806EZRVTWT807 2024-06-15 0.250 73036800.00 71994264.69 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ZBUT11V806EZRVTWT807 2026-06-30 0.875 330000.00 324958.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ZBUT11V806EZRVTWT807 2024-08-15 0.375 50206600.00 49629186.44 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ZBUT11V806EZRVTWT807 2024-08-15 0.375 6039700.00 5970238.92 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ZBUT11V806EZRVTWT807 2026-08-31 0.750 7502600.00 7357939.55 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ZBUT11V806EZRVTWT807 2026-11-30 1.250 53328400.00 53396423.59 U.S. Treasuries (including strips) Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2022-01-03 2022-01-03 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549300Y1PMK3RWXMWR72 2023-08-31 1.375 390700.00 397157.48 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 549300Y1PMK3RWXMWR72 2028-02-15 2.750 1313700.00 1434592.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 549300Y1PMK3RWXMWR72 2023-04-15 0.625 2905800.00 3384444.32 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 549300Y1PMK3RWXMWR72 2024-02-15 2.750 5380100.00 5659862.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 549300Y1PMK3RWXMWR72 2024-11-15 2.250 117000.00 121661.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 549300Y1PMK3RWXMWR72 2026-02-15 1.625 4999400.00 5118694.43 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 549300Y1PMK3RWXMWR72 2023-03-31 1.500 1037700.00 1054530.67 U.S. Treasuries (including 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0.000 140625.00 78230.81 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2037-11-15 0.000 6460199.40 4731469.42 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2038-08-15 0.000 20888720.10 14998518.80 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2039-02-15 0.000 22745724.02 16138068.44 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2038-11-15 0.000 17008748.39 12139585.96 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2039-05-15 0.000 10535248.40 7426275.52 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2039-08-15 0.000 4880919.86 3417581.03 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2039-11-15 0.000 691936.20 480531.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2040-08-15 0.000 13874059.39 9369013.56 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2040-11-15 0.000 22391946.21 15061517.17 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2042-02-15 0.000 727846.65 472564.62 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2042-08-15 0.000 307552.91 198004.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2042-11-15 0.000 2051486.25 1314120.54 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2043-02-15 0.000 413321.66 263515.71 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2043-05-15 0.000 8407929.00 5322538.56 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2043-08-15 0.000 419165.12 264062.28 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2043-11-15 0.000 2844608.18 1782388.81 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2044-02-15 0.000 21779065.12 13560909.12 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2044-05-15 0.000 22582209.10 14022603.39 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2044-11-15 0.000 11451805.05 7046146.77 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2045-08-15 0.000 16735226.88 10140911.55 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2045-11-15 0.000 37557047.02 22697113.12 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2046-02-15 0.000 24661290.89 14805923.87 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2046-05-15 0.000 4218061.54 2522864.79 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2046-08-15 0.000 2232127.16 1326948.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2046-11-15 0.000 7792584.05 4626698.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2047-02-15 0.000 477362.40 282261.05 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2047-05-15 0.000 43565111.25 25694702.62 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2047-08-15 0.000 7037449.91 4135768.56 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2048-02-15 0.000 2687286.16 1563721.06 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2048-05-15 0.000 7229965.62 4207529.10 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2048-08-15 0.000 12833629.66 7442337.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2048-11-15 0.000 13369651.49 7671973.96 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2049-02-15 0.000 14289634.66 8196034.30 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2049-05-15 0.000 17079322.21 9809850.29 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2049-08-15 0.000 967564.66 552144.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2049-11-15 0.000 23675470.96 13411633.44 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2050-02-15 0.000 3995667.52 2254719.22 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2050-05-15 0.000 17615855.96 9923293.51 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2050-08-15 0.000 8328297.53 4681169.47 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2050-11-15 0.000 10890437.21 6094920.30 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2051-02-15 0.000 1829403.12 1022746.11 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2051-05-15 0.000 11099578.14 6182442.82 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2051-08-15 0.000 882899.98 491777.06 U.S. Treasuries (including strips) Y 2022-01-03 2022-01-03 2022-01-03 N Y NOMURA SECURITIES CO LTD 1.0000 FITCH'S RATING F1 MOODY'S RATING P-2 S&P RATING A-2 N 0.0005 550000000.00 550000000.00 0.0183 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 Treasury-U.S. Treasuries (including strips) 2044-11-15 3.000 47000000.00 56149725.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2047-08-15 2.750 12000000.00 14060700.00 U.S. Treasuries (including strips) Y FITCH'S RATING F1+ MOODY'S RATING Aa3 S&P RATING A-1+ 2022-01-03 2022-01-03 2022-01-03 N N N 0.0006 68833750.00 68833750.00 0.0023 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 Treasury-U.S. Treasuries (including strips) 2045-02-15 0.000 310000000.00 195253500.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2037-05-15 0.000 50000000.00 37293750.00 U.S. Treasuries (including strips) Y 2022-01-03 2022-01-03 2022-01-03 N Y PRUDENTIAL INSURANCE CO OF AMERICA 1.0000 FITCH'S RATING F1+ MOODY'S RATING Aa3 S&P RATING AA- N 0.0006 227987500.00 227987500.00 0.0076 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) 2023-08-31 1.375 2000.00 2032.90 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-10-31 2.250 100.00 104.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-04-30 2.875 2800.00 2979.98 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-08-31 2.750 800.00 853.78 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-01-31 2.500 211500.00 221248.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-04-30 2.250 2000.00 2073.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-02-15 2.750 45638400.00 47999936.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-08-15 2.375 21486000.00 22498167.85 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-11-15 2.250 45800.00 47602.28 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-08-15 2.000 46211100.00 47999931.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-11-15 2.250 26478000.00 27646821.42 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-01-31 1.750 14608700.00 14922536.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-03-31 1.500 9782000.00 9939560.71 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-08-15 2.500 977000.00 1015453.74 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-05-15 2.125 6088800.00 6317338.70 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-05-31 1.750 300.00 302.43 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-05-31 2.000 111800.00 115056.31 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-08-31 1.375 1004800.00 1015263.96 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-02-28 1.125 47736000.00 47997852.79 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-06-30 0.250 100.00 97.13 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-08-31 0.250 100.00 96.92 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-09-30 0.125 4984300.00 4980072.98 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-01-31 0.375 1291000.00 1250900.38 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-02-15 0.125 1900.00 1875.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-02-28 0.500 100.00 97.31 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-04-30 0.125 100.00 99.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-05-31 0.125 48291800.00 47999946.38 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-05-31 0.750 2823800.00 2768026.38 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-06-30 0.875 21598000.00 21253576.69 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-07-31 0.125 100.00 99.25 U.S. Treasuries (including strips) Y FITCH'S RATING NR MOODY'S RATING NR S&P RATING A-1+ 2022-01-07 2022-01-07 2022-02-23 N N N 0.0005 300000000.00 300000000.00 0.0100 N N N 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) 2022-02-24 0.000 3900.00 3899.80 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-01-20 0.000 700.00 699.99 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-02-15 7.125 7994800.00 8807181.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-08-15 6.250 300.00 334.43 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-02-15 6.000 24070100.00 29292637.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-11-15 6.500 900.00 1130.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-08-15 5.500 400.00 511.08 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2039-11-15 4.375 76341000.00 106409306.93 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2042-05-15 3.000 464700.00 549848.44 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2043-11-15 3.750 40000.00 52890.16 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2044-02-15 1.375 100.00 169.27 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2045-02-15 2.500 8129500.00 8985715.19 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2045-02-15 0.750 40893100.00 61688849.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2045-11-15 3.000 10028600.00 12040007.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2046-05-15 2.500 11693100.00 12911927.88 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2046-08-15 2.250 755200.00 801756.94 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2047-08-15 2.750 793600.00 928564.77 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2048-02-15 3.000 27500.00 33768.90 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2050-02-15 2.000 42439400.00 43279403.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2050-02-15 0.250 24996500.00 32444015.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2050-11-15 1.625 100.00 92.99 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2041-02-15 1.875 57407400.00 56938568.11 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2041-05-15 2.250 100.00 104.78 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2041-08-15 1.750 21073700.00 20448769.96 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-08-15 1.500 854200.00 868630.85 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-08-31 1.375 800.00 813.16 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-08-15 2.250 1215600.00 1285174.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-08-31 1.625 1700.00 1724.74 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-08-31 1.875 100.00 103.15 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-09-30 2.125 228000.00 236621.79 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-10-31 2.250 29723700.00 30918308.47 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-11-15 2.250 14435200.00 15197019.35 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-11-30 2.125 200.00 206.97 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-01-15 0.500 600.00 753.44 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-02-15 2.750 21934100.00 23928885.75 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-02-28 2.750 3770500.00 4008260.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-04-30 2.750 5099600.00 5272807.80 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-05-31 2.875 2804300.00 2980024.41 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-09-30 2.875 1200.00 1254.70 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-10-31 3.000 100.00 107.45 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-11-15 3.125 124800.00 139257.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2029-01-15 0.875 100.00 126.85 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-01-31 2.500 2198600.00 2299937.91 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2029-02-15 2.625 8063700.00 8798518.77 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-03-31 2.250 4817900.00 5052034.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-04-30 2.250 1703200.00 1765403.31 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2029-05-15 2.375 76202800.00 81464676.17 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-06-30 1.875 11370200.00 11688667.93 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-07-15 1.750 9339700.00 9492092.94 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2029-07-15 0.250 146900.00 177685.83 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-08-15 2.375 77700.00 81360.31 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-11-15 2.250 8003000.00 8317926.98 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-02-15 2.000 56665300.00 58781352.29 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-11-15 2.250 100.00 104.41 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-12-31 2.125 1241400.00 1262441.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-01-15 0.625 300.00 384.13 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-03-31 1.500 72373000.00 73538727.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-04-30 1.625 1139400.00 1158942.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-05-15 1.750 13463400.00 13574119.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-10-31 1.625 19944000.00 20332953.06 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-11-15 1.625 59800.00 60581.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-02-15 2.000 300.00 307.44 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-02-15 2.250 4081700.00 4310318.05 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-08-15 2.500 15360500.00 15965073.91 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-11-15 2.750 900.00 937.23 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-05-31 1.750 19200.00 19355.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-05-31 2.000 100.00 102.91 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-06-30 2.000 1291700.00 1327589.88 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-07-15 0.750 9740800.00 12306400.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-09-30 1.625 18841300.00 19237742.48 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-02-28 1.125 2343000.00 2359148.97 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-03-31 0.500 816800.00 803983.37 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2030-05-15 0.625 100.00 93.54 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-06-15 0.250 600.00 597.19 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-06-30 0.500 4967900.00 4752889.28 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2030-08-15 0.625 320800.00 299859.37 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-08-15 0.125 574700.00 570229.26 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-08-31 0.500 400.00 382.29 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-08-31 0.250 14606100.00 14157437.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-09-30 0.375 200.00 189.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-09-30 0.250 700.00 678.10 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-09-30 0.125 400.00 399.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-10-15 0.125 29924800.00 34369674.31 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-12-31 0.375 406200.00 393571.24 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-01-31 0.750 670200.00 647365.08 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2031-02-15 1.125 600.00 584.69 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-03-31 0.750 31552200.00 31009395.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-03-31 0.125 800.00 796.44 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-04-15 0.375 904500.00 895947.29 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-04-30 0.750 6356300.00 6236991.05 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-05-15 0.250 761200.00 750931.92 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-05-31 1.250 56400.00 55905.06 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-05-31 0.750 100.00 98.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-06-30 0.875 10982000.00 10806870.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2031-07-15 0.125 31963000.00 37046452.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-07-31 0.125 3239700.00 3215430.43 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-07-31 0.625 30977600.00 30195369.30 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-07-31 1.000 21200.00 20728.24 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2031-08-15 1.250 551300.00 541568.17 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-08-31 1.125 3183900.00 3134776.99 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-08-31 0.750 6045500.00 5924757.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-09-30 0.875 335100.00 329859.55 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-11-30 1.250 1100.00 1100.48 U.S. Treasuries (including strips) Y FITCH'S RATING NR MOODY'S RATING NR S&P RATING A-1+ 2022-01-07 2022-01-07 2022-01-19 N N N 0.0006 1000000000.00 1000000000.00 0.0332 N N N N - N/A - ROYAL BANK OF CANADA ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 539 0001000275 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) ES7IP3U3RHIGC71XBU11 2026-08-15 1.500 96900.00 98537.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2024-02-15 2.750 5882300.00 6186676.67 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2024-08-15 2.375 8622000.00 9028167.33 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2025-08-15 2.000 5255700.00 5459148.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2026-02-15 1.625 1752500.00 1793178.59 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2023-02-28 1.500 123000.00 125094.96 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2022-08-15 1.625 5524800.00 5605836.38 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2022-11-15 1.625 10236400.00 10370188.89 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2023-02-15 2.000 15505700.00 15890644.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2023-08-15 2.500 15211500.00 15810209.42 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2024-05-15 2.500 15247400.00 15885897.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2024-04-30 2.000 9700.00 9994.61 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2024-05-31 2.000 165100.00 169908.75 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2027-06-30 0.500 1200.00 1148.06 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2023-07-15 0.125 13515100.00 13422697.92 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2023-09-15 0.125 21900.00 21707.92 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2030-11-15 0.875 24500.00 23319.39 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2031-02-15 1.125 182300.00 177649.29 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2026-03-31 0.750 1953700.00 1920089.72 U.S. Treasuries (including strips) Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2022-01-07 2022-01-07 2022-01-19 N N N 0.0006 100000000.00 100000000.00 0.0033 N N N N - N/A - ROYAL BANK OF CANADA ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 539 0001000275 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) ES7IP3U3RHIGC71XBU11 2024-02-15 2.750 57500.00 60475.30 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2024-08-15 2.375 1081500.00 1132447.57 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2025-02-15 2.000 15293900.00 15865020.10 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2023-02-28 1.500 68200.00 69361.59 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2026-05-15 1.625 53500.00 54510.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2022-08-15 1.625 212700.00 215819.83 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2022-11-15 1.625 6145000.00 6225314.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2023-02-15 2.000 15506300.00 15891259.40 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2023-08-15 2.500 14447000.00 15015619.47 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2024-05-15 2.500 14811400.00 15431639.15 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2024-04-30 2.000 400.00 412.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2025-03-31 0.500 51500.00 50691.89 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2027-06-30 0.500 54800.00 52428.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2023-07-15 0.125 15987100.00 15877796.97 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2023-09-15 0.125 45800.00 45398.30 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2030-11-15 0.875 16541400.00 15744301.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2031-02-15 1.125 219400.00 213802.83 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2024-07-15 0.375 24500.00 24234.84 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2028-09-30 1.250 29800.00 29547.27 U.S. Treasuries (including strips) Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2022-01-07 2022-01-07 2022-01-18 N N N 0.0006 100000000.00 100000000.00 0.0033 N N N N - N/A - ROYAL BANK OF CANADA ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 539 0001000275 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) ES7IP3U3RHIGC71XBU11 2026-08-15 1.500 15800.00 16066.92 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2023-09-30 2.875 3300.00 3450.44 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2024-02-15 2.750 55800.00 58687.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2024-08-15 2.375 5649900.00 5916056.90 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2024-11-15 2.250 2700.00 2806.24 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2025-02-15 2.000 10437900.00 10827682.49 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2023-02-28 1.500 84400.00 85837.52 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2026-05-15 1.625 1500.00 1528.32 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2022-05-15 1.750 4787400.00 4826770.41 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2022-08-15 1.625 200100.00 203035.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2022-11-15 1.625 11758500.00 11912182.62 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2023-02-15 2.000 15484400.00 15868815.71 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2023-08-15 2.500 15052900.00 15645367.09 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2024-02-29 2.125 10700.00 11082.09 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2024-05-15 2.500 2233500.00 2327029.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2025-03-31 0.500 34900.00 34352.37 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2025-05-31 0.250 29100.00 28303.53 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2027-06-30 0.500 24500.00 23439.63 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2023-07-15 0.125 15882900.00 15774309.38 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2023-09-15 0.125 27600.00 27357.93 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2030-11-15 0.875 16619000.00 15818161.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2031-02-15 1.125 193100.00 188173.77 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2026-03-31 0.750 2407700.00 2366279.38 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2024-07-15 0.375 33600.00 33236.35 U.S. Treasuries (including strips) Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2022-01-07 2022-01-07 2022-01-10 N N N 0.0006 100000000.00 100000000.00 0.0033 N N N N - N/A - ROYAL BANK OF CANADA ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 539 0001000275 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) ES7IP3U3RHIGC71XBU11 2026-08-15 1.500 190300.00 193514.92 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2023-09-30 2.875 2100.00 2195.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2024-08-15 2.375 103900.00 108794.54 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2024-11-15 2.250 2100.00 2182.63 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2025-02-15 2.000 38398600.00 39832518.91 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2026-02-15 1.625 22064500.00 22576655.65 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2023-02-28 1.500 236500.00 240528.12 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2022-08-15 1.625 342100.00 347117.83 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2022-11-15 1.625 39304500.00 39818206.55 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2023-02-15 2.000 38794500.00 39757612.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2023-08-15 2.500 38060100.00 39558107.47 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2024-02-29 2.125 1500.00 1553.56 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2024-05-15 2.500 38122100.00 39718493.26 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2024-04-30 2.000 18500.00 19061.90 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2027-06-30 0.500 85800.00 82086.57 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2023-07-15 0.125 28587600.00 28392147.97 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2023-09-15 0.125 149500.00 148188.80 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2030-11-15 0.875 3367200.00 3204940.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2031-02-15 1.125 410000.00 399540.38 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2026-03-31 0.750 496600.00 488056.79 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2031-05-15 1.625 73900.00 74974.49 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2028-09-30 1.250 33900.00 33612.50 U.S. Treasuries (including strips) Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2022-01-07 2022-01-07 2022-01-18 N N N 0.0006 250000000.00 250000000.00 0.0083 N N N N - N/A - ROYAL BANK OF CANADA ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 539 0001000275 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) ES7IP3U3RHIGC71XBU11 2026-08-15 1.500 103800.00 105553.59 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2024-02-15 2.750 1552800.00 1633148.85 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2024-08-15 2.375 38004300.00 39794616.06 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2025-02-15 2.000 10539100.00 10932661.61 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2025-08-15 2.000 3209400.00 3333635.87 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2026-02-15 1.625 985300.00 1008170.53 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2023-02-28 1.500 359900.00 366029.90 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2022-05-15 1.750 9829000.00 9909831.30 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2022-08-15 1.625 39269400.00 39845393.74 U.S. Treasuries (including strips) United States Treasury-U.S. 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