N-MFP2 0000796251 XXXXXXXX 2019-02-28 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 10 116 16541471261.22 17422427207.99 15794341423.34 15946829495.93 17839325788.04 19038404919.65 19922427207.99 18294341423.34 18446829495.93 17939325788.04 0.8685 0.8741 0.8627 0.8636 0.9937 0.9996 0.9995 0.9992 0.9990 0.9992 3212874.37 17936112913.67 17936112913.67 13644399.68 35478295.55 17917491892.17 17919514899.49 1.0000 0.0245 0.9999 0.9999 0.9999 0.9999 0.9999 C000000251 10000000.00 14520178959.23 14521944148.00 0.9999 0.9999 0.9999 0.9999 0.9999 267204750.15 282379502.15 1901636996.69 1251865055.19 1692570869.16 2742860427.88 1486147386.75 1393228525.78 764355728.39 1225918996.11 6111915731.14 6896252507.11 0.0229 Y Dreyfus.The fund is waiving 4 points of expenses. 465,564.73 C000000252 10000000.00 1513656052.30 1513809768.29 0.9999 0.9999 0.9999 0.9999 0.9999 101369503.52 17489378.42 56784945.99 110848102.90 312381408.13 608463524.58 72416738.54 63621449.49 50633618.57 103070282.07 593586214.75 903492737.46 0.0204 Y Dreyfus. The fund is waiving 4 points of expenses. 51,428.47 C000000253 10000000.00 675847993.05 675881117.04 0.9999 0.9999 0.9999 0.9999 0.9999 6605431.82 4170546.17 42447611.99 30189429.22 35362828.20 47860646.68 22490875.74 32800953.38 25711097.65 45336841.36 132617845.40 160358416.81 0.0219 Y Dreyfus. The fund is waiving 4 points of expenses. 21,753.29 C000000254 10000000.00 1207808887.59 1207879866.16 0.9999 0.9999 0.9999 0.9999 0.9999 40311010.22 40963448.69 88388935.10 97867048.28 53634811.65 79597076.79 120933296.57 62941004.83 149316979.20 132249584.58 452585032.74 413618163.17 0.0189 Y Dreyfus The fund is waiving 4 points of expenses. 35,856.83 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 2021-12-15 2.625 16823406.25 16979504.81 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2021-07-15 0.625 15746218.75 17645882.70 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2044-07-20 3.750 4771676.25 648962.26 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2044-10-20 3.000 10781250.00 1866248.41 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2047-04-20 3.000 4737744.68 3388324.29 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2047-04-20 3.500 1703921.25 964702.14 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2047-03-20 2.500 2429842.18 1198726.33 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2047-05-20 3.999 17500000.00 12760732.13 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2047-02-20 3.000 4545265.62 2289581.26 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2047-02-20 3.500 19375000.00 15451711.83 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2048-08-20 3.999 15625000.00 15759302.42 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2047-09-20 3.000 15625000.00 14044410.16 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2048-01-20 3.000 11842865.62 10490860.17 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2048-04-20 3.500 31250000.00 29841733.19 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2048-08-20 3.500 6062500.00 6002726.88 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2048-11-20 3.500 25000000.00 25213902.58 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2048-12-20 4.000 356646.25 365620.00 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2041-10-20 4.125 9375000.00 1023012.44 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2039-06-15 5.000 109375000.00 7327403.95 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2038-02-15 5.000 234375000.00 11289643.61 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2038-04-15 5.000 156250000.00 9733583.76 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2038-03-15 5.000 156250000.00 10024983.51 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2038-03-15 5.000 203125000.00 10196462.24 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2038-03-15 5.000 171875000.00 11524387.10 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2041-11-20 4.000 93750000.00 18967594.65 Agency Mortgage-Backed Securities Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2019-03-01 2019-03-01 2019-03-01 N N N 0.0258 250000000.00 250000000.00 0.0140 N Y Y N - N/A - BANK OF NOVA SCOTIA/NEW YORK BANK OF NOVA 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States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2020-04-15 0.125 183157.89 195092.29 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2020-04-30 1.375 11825.89 11720.92 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2019-05-15 3.125 40522.15 40935.97 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2022-09-30 1.750 14637.36 14373.15 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2020-09-30 1.375 3052.63 3014.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2020-11-30 1.625 378527.84 374136.10 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2020-05-15 3.500 582109.36 594438.40 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2019-03-15 1.000 19460.52 19535.85 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2023-03-31 1.500 25181.15 24367.97 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2021-04-30 1.375 4678.15 4588.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2023-04-30 1.625 76315.78 74100.85 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2019-05-15 0.875 10279.73 10271.65 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2021-05-31 1.375 1526.31 1493.82 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 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Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury-U.S. Treasuries (including strips) 2022-11-15 0.000 400.00 364.78 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-08-15 0.000 200.00 164.91 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-08-15 7.250 100.00 115.83 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-01-15 2.000 100.00 138.08 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2042-11-15 2.750 200.00 191.54 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-02-28 2.625 800.00 803.81 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-08-31 2.625 6525800.00 6533435.18 U.S. Treasuries (including strips) United States Treasury-U.S. 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States Treasury-U.S. Treasuries (including strips) 2034-11-15 0.000 4993000.00 3143492.93 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-05-15 0.000 0.38 0.36 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-11-15 0.000 0.84 0.80 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-02-15 0.000 702.50 635.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-08-15 0.000 702.50 626.70 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-11-15 0.000 1247.61 1106.45 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2037-08-15 0.000 46963000.00 27091076.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2038-05-15 0.000 860.60 484.99 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2038-11-15 0.000 826.08 456.55 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2039-05-15 0.000 572.34 310.37 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2040-05-15 0.000 544.75 283.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2040-08-15 0.000 115.27 59.48 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2045-05-15 0.000 0.01 0.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2041-08-15 0.000 250.61 124.53 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2042-02-15 0.000 7730913.28 3765264.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2042-11-15 0.000 224.13 106.56 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2042-11-15 0.000 291.25 138.47 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2043-05-15 0.000 216.22 101.05 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2044-02-15 0.000 243950.82 110936.63 U.S. Treasuries (including strips) Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2019-03-01 2019-03-01 2019-03-01 N N N 0.0259 120000000.00 120000000.00 0.0067 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) 2020-08-15 8.750 900.00 981.85 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-11-15 8.000 8717300.00 10163433.99 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2042-11-15 2.750 4305600.00 4123527.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-09-15 1.375 285700.00 282465.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-12-15 1.875 6833400.00 6780805.53 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-03-31 2.250 78000.00 78485.22 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-04-15 0.625 8794900.00 8913953.90 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-02-28 2.000 45900.00 45433.83 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-10-31 1.375 12216200.00 12037574.85 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-11-15 2.625 26000.00 26229.89 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-10-31 1.250 100.00 97.21 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-01-31 2.250 100.00 98.97 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-05-15 1.750 100.00 97.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-06-30 1.875 3568000.00 3547283.97 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-02-28 1.875 5088700.00 4999444.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-07-31 2.020 100.00 100.12 U.S. Treasuries (including strips) Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2019-03-01 2019-03-01 2019-03-01 N N N 0.0238 50000000.00 50000000.00 0.0028 N Y Y N - N/A - CANADIAN IMP BK COMM NY CANADIAN IMP BK COMM NY 2IGI19DL77OX0HC3ZE78 12816 0000800030 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2048-10-20 4.500 3048790.00 3132063.18 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2048-12-20 4.500 29873347.00 30947607.52 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2048-11-20 5.000 33346.00 34803.79 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2049-01-20 5.000 64668111.00 67568013.34 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2IGI19DL77OX0HC3ZE78 2043-08-15 3.625 194900.00 214410.81 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2IGI19DL77OX0HC3ZE78 2020-12-31 2.500 102800.00 103155.13 Agency Mortgage-Backed Securities Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2019-03-07 2019-03-07 2019-03-07 N N N 0.0241 100000000.00 100000000.00 0.0056 N N Y N - N/A - CASH MGMT BILL CASH MGMT BILL 912796XJ3 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2019-03-01 2019-03-01 2019-03-01 N N N 0.0239 250000000.00 250000000.00 0.0140 N Y Y N - N/A - CITIGROUP GLOBAL MARKETS INC CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 36027 0000091154 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2028-11-15 5.250 18062200.00 22235866.88 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2036-02-15 4.500 23473600.00 28851402.27 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2044-11-15 3.000 32054500.00 31999932.26 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2048-08-15 3.000 13081200.00 12914916.33 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2021-08-31 2.000 32393500.00 31999983.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2024-11-15 2.250 32304100.00 31999997.05 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2021-11-30 1.875 11901600.00 11764802.87 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2019-11-30 1.500 32130800.00 31997739.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2021-12-31 2.125 4600.00 4571.17 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2019-12-31 1.625 231800.00 230670.08 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2025-01-15 0.250 100.00 103.71 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2025-02-15 2.000 100.00 96.94 U.S. Treasuries (including strips) Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2019-03-01 2019-03-01 2019-03-01 N N N 0.0260 200000000.00 200000000.00 0.0112 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 2019-08-29 0.000 51192775.00 50557472.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2043-08-15 3.625 50748700.00 55828989.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2044-11-15 3.000 49450071.89 49365890.93 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2045-05-15 3.000 58144277.30 58050005.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2047-08-15 2.750 37852475.50 35578925.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-03-31 2.250 52334000.00 52659558.88 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2028-05-15 2.875 57905947.50 59283187.67 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-05-31 2.750 54440137.89 55352524.69 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-10-31 2.875 54475377.39 55288171.09 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2028-11-15 3.125 48042764.80 50224685.88 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2025-11-30 2.875 60123915.89 61605881.23 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-08-15 2.375 65567072.10 65085344.30 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-11-30 1.500 57300000.00 57062708.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-12-31 2.125 53764227.10 53221928.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-04-30 1.625 63586765.00 61741269.80 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-01-15 0.125 60111443.60 65790961.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-11-30 2.125 64367076.39 63615083.62 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-01-31 1.875 61349200.00 60383580.53 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-09-30 2.000 54053000.00 54044119.27 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2027-05-15 2.375 51652894.00 51009547.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-06-30 1.625 53684561.00 53170181.34 U.S. Treasuries (including strips) Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2019-03-01 2019-03-01 2019-03-01 N N N 0.0260 1146000000.00 1146000000.00 0.0640 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) 2019-04-25 0.000 218950.00 218152.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-08-15 0.000 50.00 49.43 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-04-18 0.000 100000.00 99682.69 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-05-09 0.000 111000.00 110489.39 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-05-30 0.000 80480850.00 79999976.92 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-06-13 0.000 118500.00 117678.43 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-08-22 0.000 10179850.00 10060053.52 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-08-29 0.000 80577750.00 79589222.16 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-02-15 8.500 5000000.00 5292762.43 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2044-02-15 1.375 650000.00 739151.47 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2045-02-15 0.750 7186000.00 7011355.24 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2045-11-15 3.000 4000.00 3974.82 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2046-08-15 2.250 200.00 168.96 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-07-15 0.375 748250.00 747902.07 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-09-30 1.375 80079750.00 79999989.24 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-11-30 1.750 450.00 449.28 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-11-30 2.125 1805800.00 1771090.93 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-03-31 2.250 63225500.00 63608696.55 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-05-15 2.625 17819050.00 17991216.77 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-05-31 2.500 250.00 251.32 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-06-30 2.625 800.00 806.35 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-09-30 2.750 3994250.00 4050972.21 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-10-31 2.349 300.00 300.24 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-11-15 2.875 50.00 50.88 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-12-31 2.500 15000.00 15046.71 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-12-31 2.625 100000.00 100812.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-01-31 2.509 79894950.00 79999957.45 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-02-28 2.500 357500.00 357325.54 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-08-31 1.625 300.00 298.62 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-12-31 2.125 29250.00 29047.42 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-01-15 0.250 6500000.00 6732638.19 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-01-31 1.250 2000000.00 1978485.70 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-12-31 1.750 750.00 741.31 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-11-15 2.625 6144650.00 6196553.55 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-06-15 0.875 233800.00 233203.08 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-10-31 1.625 175000.00 168963.32 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-06-30 1.000 54793850.00 54609404.81 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-01-15 0.125 334000.00 356447.79 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-12-31 2.250 300000.00 297157.53 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-03-15 1.625 7099450.00 7084581.31 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-05-31 1.875 400000.00 393849.59 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-05-15 0.000 767.67 763.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-08-15 0.000 12358.55 11602.42 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-05-15 0.000 20808.93 18675.60 U.S. Treasuries (including strips) Y 2019-03-01 2019-03-01 2019-03-01 N Y DAIWA SECURITIES CO LTD 1.0000 FITCH'S RATING F1 MOODY'S RATING P-2 S&P RATING A-1 N 0.0255 500000000.00 500000000.00 0.0279 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 SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 2047-02-15 0.000 308955000.00 306000154.38 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 2021-09-15 0.000 600695000.00 612004885.46 U.S. Treasuries (including strips) Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2019-03-01 2019-03-01 2019-03-01 N N N 0.0258 900000000.00 900000000.00 0.0502 N Y 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 2019-07-25 0.000 2988600.00 2959392.41 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ZBUT11V806EZRVTWT807 2022-08-31 1.625 16495200.00 15999948.11 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ZBUT11V806EZRVTWT807 2020-11-30 2.000 5951000.00 5923238.91 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ZBUT11V806EZRVTWT807 2023-03-31 1.500 16556000.00 15999197.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ZBUT11V806EZRVTWT807 2021-03-31 1.250 12317500.00 12067509.43 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ZBUT11V806EZRVTWT807 2019-04-30 1.250 15968200.00 15999971.07 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ZBUT11V806EZRVTWT807 2019-11-30 1.000 1060900.00 1051300.47 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ZBUT11V806EZRVTWT807 2020-05-31 1.375 16182400.00 15999631.52 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ZBUT11V806EZRVTWT807 2020-06-30 2.500 15950800.00 15999874.00 U.S. Treasuries (including strips) Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2019-03-01 2019-03-01 2019-03-01 N N N 0.0260 100000000.00 100000000.00 0.0056 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 3.999 160214346.00 122400000.58 Agency Mortgage-Backed Securities Y FITCH'S RATING F1+ MOODY'S RATING NR S&P RATING A-1 2019-03-01 2019-03-01 2019-03-01 N N N 0.0257 120000000.00 120000000.00 0.0067 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 2026-08-15 1.500 100.00 92.30 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 549300Y1PMK3RWXMWR72 2022-10-31 2.000 83616800.00 82634623.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 549300Y1PMK3RWXMWR72 2024-10-31 2.250 30109600.00 29816891.43 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including 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Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2020-01-15 1.375 1436040.00 1424091.09 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2027-01-15 0.375 47188410.00 47792967.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2023-07-15 0.375 4199970.00 4511345.45 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2020-09-30 2.000 16561170.00 16558449.05 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2020-10-31 1.750 1499970.00 1489044.37 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2023-11-15 2.750 9681600.00 9863580.38 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2027-05-15 2.375 52800000.00 52142366.08 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2020-05-31 1.500 50944830.00 50477094.87 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2022-06-30 2.125 572130.00 567581.22 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2024-05-31 2.000 5672340.00 5555064.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2020-06-30 2.500 1500030.00 1505189.48 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2025-06-30 2.750 250500.00 254177.85 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2028-07-15 0.750 34800060.00 34953361.63 U.S. Treasuries (including strips) Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2019-03-01 2019-03-01 2019-03-01 N N N 0.0238 1500000000.00 1500000000.00 0.0837 N Y Y N - N/A - NOMURA SECURITIES INTERNATIONAL INC NOMURA SECURITIES INTERNATIONAL INC 36024 0000902266 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury-U.S. Treasuries (including strips) 2019-11-07 0.000 5650100.00 5553257.28 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-04-16 0.000 8992000.00 8963639.23 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-08-15 8.125 24000.00 24675.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-02-15 7.625 31322500.00 40104178.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-11-15 6.500 7937500.00 10225314.44 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-02-15 6.625 24998500.00 32191147.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-04-15 3.625 808800.00 1586259.32 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-08-15 5.500 944000.00 1165322.81 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2029-04-15 3.875 4130500.00 8284757.11 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-01-15 2.000 975900.00 1347530.33 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-01-15 2.375 760000.00 1068942.85 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2029-01-15 2.500 300000.00 409534.27 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2039-11-15 4.375 2095300.00 2586429.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2040-05-15 4.375 11732100.00 14485857.53 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2040-11-15 4.250 4251100.00 5163323.77 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2041-08-15 3.750 18200000.00 20424689.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2045-08-15 2.875 77607300.00 75065075.65 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2049-02-15 3.000 6285200.00 6208397.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-08-15 1.500 303500.00 280806.29 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-09-30 1.375 22648400.00 22625320.90 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-10-31 1.181 1838700.00 1842481.81 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-12-15 1.875 279200.00 277051.08 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-01-31 2.000 5116700.00 5100290.54 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-01-31 1.435 31400000.00 31448401.61 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-02-15 2.750 678300.00 682933.85 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-02-28 2.625 20321200.00 20418132.12 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-04-15 2.375 4508100.00 4535255.11 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-08-31 2.750 26647000.00 26912404.11 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-09-30 2.750 15030700.00 15249666.74 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-02-29 2.375 125390700.00 124714844.12 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-01-15 0.625 4318200.00 4660689.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-08-15 2.375 91940800.00 91265301.79 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-11-30 1.500 38529200.00 38369642.53 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-08-15 2.000 27148000.00 26225815.88 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-09-30 1.375 3909500.00 3860803.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-11-30 2.000 505400.00 498938.48 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-11-30 1.625 1344100.00 1328505.55 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-01-15 1.375 9154900.00 10733771.57 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-01-31 1.375 1044700.00 1023203.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-07-15 1.250 1113200.00 1301519.82 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-07-15 0.125 4822400.00 5207247.15 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-11-15 2.000 2400800.00 2310628.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-05-15 1.750 11463300.00 11177588.33 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-07-31 2.000 79000.00 78514.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-07-15 0.375 596900.00 623450.83 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-07-31 2.000 6836100.00 6737434.30 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-06-15 1.500 1260000.00 1247117.33 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2031-08-15 0.000 46514.98 32462.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2032-02-15 0.000 0.08 0.05 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2034-02-15 0.000 8283721.91 5343580.49 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2035-08-15 0.000 2829680.64 1737084.35 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2036-02-15 0.000 2040240.63 1235263.69 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2037-02-15 0.000 3075817.02 1805750.65 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2031-05-15 0.000 273418.14 192774.82 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2031-11-15 0.000 273437.50 189393.75 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2032-05-15 0.000 161019.94 109820.42 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2032-11-15 0.000 9165629.41 6150503.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2034-05-15 0.000 287684.32 184132.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2034-11-15 0.000 12373437.50 7790068.78 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-05-15 0.000 316180.46 314532.84 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-08-15 0.000 4299267.46 4249567.93 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2019-11-15 0.000 2249259.04 2209663.09 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-02-15 0.000 7344762.78 7166527.42 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-05-15 0.000 10916714.77 10585610.82 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-08-15 0.000 0.08 0.07 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-05-15 0.000 4191486.12 3963578.26 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-08-15 0.000 2215567.35 2080705.77 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-11-15 0.000 2482138.04 2318813.35 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-02-15 0.000 4966508.08 4606436.24 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-05-15 0.000 107.79 99.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-11-15 0.000 7688356.21 6995404.67 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-08-15 0.000 45.39 40.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-05-15 0.000 3472486.73 3119057.03 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-05-15 0.000 316486.72 276973.36 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-08-15 0.000 4487877.33 3899323.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-11-15 0.000 9490384.41 8188967.99 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-02-15 0.000 18528777.09 15856742.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-05-15 0.000 355132.09 301826.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-08-15 0.000 4541.96 3826.41 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-11-15 0.000 3949972.48 3305534.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-02-15 0.000 7415180.79 6163127.52 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-08-15 0.000 1734007.52 1420204.17 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-11-15 0.000 1169436.34 950283.96 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-02-15 0.000 131.19 105.69 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-05-15 0.000 6102239.50 4879106.61 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-08-15 0.000 2777057.06 2201428.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-11-15 0.000 741828.43 584026.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-02-15 0.000 4503881.66 3517936.92 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-08-15 0.000 414414.09 318493.80 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-11-15 0.000 941248.00 717682.77 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2035-05-15 0.000 98556.02 60949.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2035-11-15 0.000 1710690.87 1042272.63 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2029-05-15 0.000 44631.69 33467.97 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2029-11-15 0.000 2230573.89 1648951.74 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2030-08-15 0.000 44.34 31.98 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2036-05-15 0.000 44.74 26.82 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2036-11-15 0.000 9285861.17 5475510.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2038-02-15 0.000 21.02 11.94 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2037-11-15 0.000 1126561.34 644381.82 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2038-05-15 0.000 1990200.70 1121575.61 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2038-08-15 0.000 51749.80 28845.33 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2039-02-15 0.000 4747321.88 2599111.26 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2038-11-15 0.000 2149150.75 1187792.63 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2039-05-15 0.000 1126561.34 610922.94 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2039-08-15 0.000 4554088.29 2450463.83 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2039-11-15 0.000 1076669.97 572756.12 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2040-02-15 0.000 572235.56 301322.07 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2040-08-15 0.000 1611593.53 831711.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2045-05-15 0.000 27265381.18 11971956.22 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2041-08-15 0.000 5.12 2.54 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2041-11-15 0.000 273437.50 134760.93 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2042-05-15 0.000 621322.62 300484.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2042-11-15 0.000 2359540.54 1121881.30 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2043-02-15 0.000 1246053.02 586716.52 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2043-05-15 0.000 273437.51 127791.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2043-08-15 0.000 0.30 0.13 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2043-11-15 0.000 273437.50 125589.84 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2044-05-15 0.000 273437.50 123290.23 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2044-11-15 0.000 273437.58 121564.87 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2045-11-15 0.000 1544253.58 665696.83 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2046-02-15 0.000 0.08 0.03 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2046-05-15 0.000 273437.59 116079.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2046-08-15 0.000 16060202.14 6772298.15 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2046-11-15 0.000 383182.19 160482.83 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2047-02-15 0.000 735109.81 305854.93 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2047-05-15 0.000 4401427.67 1809206.84 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2047-08-15 0.000 15.94 6.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2047-11-15 0.000 273437.52 110600.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2048-02-15 0.000 21350.00 8539.57 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2048-05-15 0.000 286548.66 113756.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2048-08-15 0.000 1367357.05 540229.09 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2048-11-15 0.000 33497.16 13186.16 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2036-08-15 0.000 4368896.37 2597361.31 U.S. Treasuries (including strips) Y 2019-03-01 2019-03-01 2019-03-01 N Y NOMURA SECURITIES CO LTD 1.0000 FITCH'S RATING F1 MOODY'S RATING P-2 S&P RATING A-1 N 0.0238 850000000.00 850000000.00 0.0474 N Y Y N - N/A - PRUDENTIAL INSURANCE CO OF AME PRUDENTIAL INSURANCE CO OF AME 3287 0000729057 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 2040-02-15 0.000 50000000.00 26838750.00 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 2040-02-15 0.000 50000000.00 26328750.00 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 2035-11-15 0.000 40000000.00 24378000.00 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 2043-08-15 0.000 350000000.00 164220000.00 U.S. Treasuries (including strips) Y FITCH'S RATING F1+ MOODY'S RATING A1 S&P RATING A-1+ 2019-03-01 2019-03-01 2019-03-01 N N N 0.0257 237025000.00 237025000.00 0.0132 N Y Y N - N/A - PRUDENTIAL LEGACY INSURANCE CO OF NE PRUDENTIAL LEGACY INSURANCE CO OF NE 36025 0001638427 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 2045-08-15 0.000 225000000.00 99258750.00 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 2045-02-15 0.000 220000000.00 98455500.00 U.S. Treasuries (including strips) Y 2019-03-01 2019-03-01 2019-03-01 N Y PRUDENTIAL INSURANCE CO OF AMERICA 1.0000 FITCH'S RATING F1+ MOODY'S RATING A1 S&P RATING AA- N 0.0257 193837500.00 193837500.00 0.0108 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 346500.00 343915.10 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including 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2025-11-15 2.250 7485800.00 7377332.57 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-01-15 0.625 466100.00 491322.80 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2019-03-15 1.000 200.00 200.77 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2020-11-15 2.625 1000.00 1008.84 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2021-04-15 0.125 4259900.00 4460443.71 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2021-04-30 1.375 300.00 294.23 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2021-11-15 2.000 400.00 397.32 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-01-15 0.125 2770000.00 3031718.27 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-05-15 1.750 342100.00 336083.13 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-11-15 1.625 100.00 97.40 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2021-12-31 2.000 999700.00 990056.56 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2019-11-30 1.000 100.00 99.09 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2019-12-31 1.125 3500.00 3465.48 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2020-01-15 1.375 300.00 297.50 U.S. Treasuries (including strips) 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10528794.91 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-12-31 2.500 14977900.00 15029642.43 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-01-15 2.500 6283000.00 6304793.67 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-01-31 2.500 56600.00 56687.37 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2029-02-15 2.625 48900.00 48655.77 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-02-29 2.375 108851200.00 108264492.03 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-09-30 2.125 21000000.00 20990660.19 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-01-31 1.250 35998000.00 35609684.20 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) 2023-01-15 0.125 46980900.00 50203446.45 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-12-31 2.250 541700.00 537456.93 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-01-31 1.875 3860900.00 3800130.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-02-15 2.250 15150000.00 14746222.36 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-02-15 1.375 50000.00 49472.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-05-15 2.125 34900.00 34212.59 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-06-30 2.125 11989700.00 11894374.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-07-15 0.375 47594000.00 49711039.15 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-07-31 1.625 5450600.00 5387285.31 U.S. Treasuries (including strips) Y FITCH'S RATING NR MOODY'S RATING NR S&P RATING A-1 2019-03-01 2019-03-01 2019-03-01 N N N 0.0257 700000000.00 700000000.00 0.0391 N Y Y N - N/A - WI TREASURY BILL WI TREASURY BILL 912796SA8 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2019-07-25 2019-07-25 2019-07-25 N N N 0.0247 198056374.00 198056374.00 0.0111 N Y Y N - N/A - Dreyfus Treasury & Agency Cash Management 2019-03-06 /S/John Delise John Delise Treasury Manager