N-MFP2 0000813383 XXXXXXXX 2020-01-31 0000813383 S000001923 1 N N 033-13690 BNY Mellon Investment Adviser, Inc. 801-08147 Ernst and Young LLP New York NY None BNY Mellon Transfer Inc 0001285911 084-06102 N N Y Exempt Government N 27 70 148822414.61 152500250.84 129729137.74 156603547.87 184936189.84 148822414.61 152500250.84 129729137.74 156603547.87 194936150.39 0.8073 0.8110 0.7841 0.8141 0.8398 0.8073 0.8110 0.7841 0.8141 0.8853 1786174.22 218150131.93 218150131.93 266059.13 269810.82 219932554.46 219902878.38 1.0000 0.0167 1.0002 1.0002 1.0002 1.0002 1.0002 C000005072 1000.00 219932554.46 219902878.38 1.0002 1.0002 1.0002 1.0002 1.0002 27425226.63 21109.57 8625160.60 4972267.14 786094.81 23414918.40 30118765.54 3219555.07 31735541.95 3963035.56 98690789.53 35590885.74 0.0109 Y BNY Mellon Investment Adviser, Inc. ABN AMRO BANK NV ABN AMRO BANK NV BFXS5XCH7N0Y05NIXW11 1867 0000897878 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2044-05-15 3.375 55080.00 69677.15 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2044-08-15 3.125 45000.00 55109.03 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2022-10-31 2.000 3300979.50 3373254.26 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2021-01-31 2.125 7086384.00 7127293.69 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2021-03-31 2.250 1386076.50 1408422.09 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2021-10-31 2.000 391500.00 397272.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2021-06-30 1.125 1841958.00 1834807.71 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2022-05-15 1.750 4500000.00 4553333.65 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2023-09-30 1.375 4500000.00 4522369.05 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2024-01-31 2.250 4500000.00 4653810.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2023-11-15 2.750 686236.50 725103.08 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2021-05-31 2.000 5400000.00 5455106.88 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2025-05-15 2.125 9675.00 10074.13 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2029-11-15 1.750 7049961.00 7199997.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2025-01-31 1.375 250708.50 250678.41 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2027-01-31 1.500 4255861.50 4263692.28 U.S. Treasuries (including strips) Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2020-02-03 2020-02-03 2020-02-03 N N N 0.0157 45000000.00 45000000.00 0.2046 N Y Y N - N/A - BANK OF NOVA SCOTIA/NEW YORK BANK OF NOVA SCOTIA/NEW YORK L3I9ZG2KFGXZ61BMYR72 36019 0000814020 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) L3I9ZG2KFGXZ61BMYR72 2020-02-27 0.000 24.55 24.52 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2020-05-21 0.000 1.44 1.43 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2020-06-18 0.000 1.44 1.43 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2020-08-13 0.000 1.44 1.43 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2020-09-10 0.000 21.66 21.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2020-04-30 0.000 13.00 12.94 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2020-05-07 0.000 11916.66 11866.93 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2020-12-03 0.000 1.44 1.42 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2020-12-31 0.000 4301.55 4243.45 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2021-01-28 0.000 1.44 1.42 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2020-02-18 0.000 15.88 15.87 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2020-03-10 0.000 1877.77 1874.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2026-08-15 6.750 41975.55 57197.59 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2027-01-15 2.375 775789.44 1162263.13 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2039-05-15 4.250 798.77 1116.94 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2041-02-15 4.750 72184.66 109178.43 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2041-08-15 3.750 1814499.55 2418868.47 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2041-11-15 3.125 642776.33 778707.82 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2043-11-15 3.750 64315.33 85876.57 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2044-02-15 3.625 78772.77 104097.86 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2044-02-15 1.375 799429.22 1108576.21 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2044-08-15 3.125 179881.00 220290.40 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2045-02-15 0.750 363351.44 440572.06 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2045-05-15 3.000 9605.55 11482.79 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2046-08-15 2.250 45593.88 47946.30 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2046-11-15 2.875 137944.44 162676.88 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2047-02-15 3.000 95340.55 115894.08 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2047-05-15 3.000 339318.77 410175.71 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2047-11-15 2.750 71050.77 82220.97 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2048-02-15 3.000 603395.00 736224.67 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2048-11-15 3.375 148392.11 193221.28 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2049-02-15 3.000 174387.77 214058.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2049-05-15 2.875 29928.88 35708.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2021-08-31 1.125 3928.88 3927.19 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2024-10-31 2.250 12989.88 13579.84 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2024-11-30 2.125 2513281.33 2608911.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2028-01-15 0.500 339861.88 371277.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2025-01-31 2.500 13.00 13.69 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2021-05-15 2.625 142402.00 145256.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2025-08-31 2.750 505554.11 547438.29 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2025-10-31 3.000 328393.00 359337.93 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2020-11-30 2.750 17071.88 17318.97 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2020-12-31 2.500 1.44 1.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2022-01-15 2.500 6180.77 6316.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2021-02-28 2.500 2773453.22 2831191.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2026-02-28 2.500 190512.11 204254.55 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2024-04-30 2.250 2615728.55 2724299.11 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2022-05-15 2.125 359639.22 367191.35 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2022-06-15 1.750 57774.88 58407.88 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2021-06-30 1.625 51542.11 51718.07 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2029-07-15 0.250 1386831.33 1442966.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2024-02-15 2.750 661318.66 705447.85 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2021-02-28 2.000 6495.66 6582.75 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2022-02-28 1.750 1.44 1.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2020-02-29 1.375 1.44 1.45 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2020-04-15 0.125 7194.77 7896.65 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2022-11-30 2.000 69128.22 70569.40 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2022-12-31 2.125 72137.00 73828.45 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2026-01-15 0.625 426.11 482.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2020-08-15 2.625 1.44 1.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2023-02-28 1.500 32436.44 32772.22 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2021-03-31 1.250 645795.22 646564.24 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2021-04-15 0.125 4128.22 4469.61 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2021-07-15 0.625 4.33 4.99 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2021-09-30 1.125 2.88 2.88 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2026-11-15 2.000 936057.77 972087.36 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2023-12-31 2.250 9417.77 9751.88 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2027-01-15 0.375 10268.55 11309.03 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2023-07-15 0.375 315356.88 355314.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2024-02-29 2.125 6424.88 6672.97 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2024-03-31 2.125 1.44 1.49 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2020-10-31 1.750 80539.33 80996.07 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2024-05-15 2.500 84573.66 88955.29 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2021-05-31 2.000 273491.11 276282.08 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2022-04-30 1.750 1255164.44 1270747.40 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2020-05-15 1.500 3538.88 3548.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2020-05-31 1.500 7222.22 7237.12 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2022-06-30 2.125 1084.77 1106.08 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2020-06-30 2.500 7612.22 7656.67 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2028-07-15 0.750 1384010.33 1524829.03 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2025-07-31 2.875 72827.44 78451.90 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2022-09-15 1.500 5777.77 5830.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2021-09-30 1.500 2750.22 2766.45 U.S. Treasuries (including strips) Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2020-02-03 2020-02-03 2020-02-03 N N N 0.0157 26000000.00 26000000.00 0.1182 N Y Y N - N/A - BARCLAYS BANK PLC BARCLAYS BANK PLC 580 0000312070 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury-U.S. Treasuries (including strips) 2020-07-15 1.250 5387100.00 6399971.55 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-01-15 1.125 5399700.00 6399922.78 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-07-15 0.125 5839300.00 6399893.78 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-01-15 0.125 5619400.00 6399923.74 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-07-15 0.125 5677700.00 6399901.41 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-07-15 0.375 2141200.00 2400553.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2030-01-15 0.125 6259500.00 6399907.11 U.S. Treasuries (including strips) Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2020-02-03 2020-02-03 2020-02-03 N N N 0.0157 40000000.00 40000000.00 0.1819 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) 2023-02-15 0.000 100.00 96.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2048-11-15 0.000 1973600.00 1090597.54 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-02-15 8.500 1000.00 1040.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-08-15 8.750 800.00 861.89 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-08-15 8.750 800.00 861.89 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-01-15 2.375 200.00 307.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-01-15 2.375 200.00 299.63 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2029-01-15 2.500 200.00 295.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2041-05-15 4.375 6426000.00 9219663.70 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2045-02-15 2.500 800.00 880.33 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2046-02-15 1.000 200.00 255.85 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2047-02-15 0.875 100.00 122.80 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2048-02-15 1.000 100.00 124.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2049-02-15 1.000 300.00 368.28 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-07-15 1.500 100.00 100.03 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-11-15 2.875 200.00 206.28 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-01-15 2.500 3030000.00 3096535.47 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-02-28 2.500 100.00 107.21 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-04-15 0.500 100.00 104.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-02-15 2.000 4912100.00 5102860.33 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-04-15 0.125 500.00 541.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-07-15 0.625 100.00 115.26 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-07-15 0.125 100.00 109.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-01-15 0.125 100.00 113.81 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-07-15 0.125 4987800.00 5618765.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-01-15 0.125 100.00 112.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-01-15 0.375 200.00 220.26 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-07-15 0.125 100.00 109.94 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-07-31 2.250 1462700.00 1479608.81 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-07-15 0.375 200.00 223.79 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-07-15 0.750 100.00 110.17 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2030-01-15 0.125 100.00 102.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2031-08-15 0.000 0.96 0.78 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2032-08-15 0.000 448730.88 357145.35 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2033-02-15 0.000 0.20 0.15 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2033-08-15 0.000 7.57 5.88 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2034-02-15 0.000 98389.91 75509.93 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2035-08-15 0.000 61.20 45.24 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2036-02-15 0.000 0.01 0.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2037-02-15 0.000 1011906.78 720400.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2031-11-15 0.000 2.66 2.15 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2032-05-15 0.000 1.04 0.83 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2032-11-15 0.000 1.57 1.24 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-05-15 0.000 6.91 6.87 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-08-15 0.000 0.27 0.26 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2020-11-15 0.000 1.24 1.22 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2021-08-15 0.000 9.91 9.69 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-11-15 0.000 9.44 9.07 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-02-15 0.000 84.90 81.32 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-11-15 0.000 10.66 10.08 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-05-15 0.000 1.91 1.80 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-05-15 0.000 0.40 0.36 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-08-15 0.000 11.38 10.48 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-11-15 0.000 657982.56 603205.51 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-05-15 0.000 0.35 0.31 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-11-15 0.000 0.62 0.55 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-02-15 0.000 174.69 153.48 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2035-05-15 0.000 177.91 132.38 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2035-11-15 0.000 4306278.40 3163710.77 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2029-02-15 0.000 23.34 20.07 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2030-05-15 0.000 0.23 0.19 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2030-08-15 0.000 15.51 12.92 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2036-11-15 0.000 0.19 0.13 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2037-05-15 0.000 1.95 1.38 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2037-08-15 0.000 35.52 25.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2037-11-15 0.000 151.25 105.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2038-08-15 0.000 13.76 9.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2038-11-15 0.000 14.49 9.90 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2039-05-15 0.000 325.23 219.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2039-11-15 0.000 0.24 0.15 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2040-08-15 0.000 744.90 486.59 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2045-05-15 0.000 129.56 74.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2045-05-15 0.000 65.48 37.77 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2041-08-15 0.000 0.79 0.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2042-05-15 0.000 65792.36 40868.30 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2042-11-15 0.000 86.40 53.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2043-02-15 0.000 0.02 0.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2043-05-15 0.000 1343.77 812.92 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2043-08-15 0.000 0.19 0.11 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2044-02-15 0.000 30348.08 17997.44 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2044-05-15 0.000 241.16 142.35 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2044-08-15 0.000 228.80 133.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2045-11-15 0.000 46.74 26.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2046-11-15 0.000 61.49 34.38 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2047-02-15 0.000 2907.07 1618.57 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2047-05-15 0.000 607.84 336.65 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2047-08-15 0.000 167.87 92.55 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2047-11-15 0.000 176.50 96.87 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2048-05-15 0.000 386.55 210.83 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2048-08-15 0.000 559.74 303.95 U.S. Treasuries (including strips) Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2020-02-03 2020-02-03 2020-02-03 N N N 0.0157 30000000.00 30000000.00 0.1364 N Y Y N - N/A - CREDIT AGRICOLE CIB CREDIT AGRICOLE CIB 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 2020-02-27 0.000 72.57 72.48 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-03-26 0.000 3823.71 3814.70 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-04-23 0.000 857.42 854.38 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-05-21 0.000 28133.57 27999.65 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-06-18 0.000 2535.42 2520.57 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-07-16 0.000 14873.57 14768.98 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-08-13 0.000 53985.85 53541.33 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-02-06 0.000 35714.28 35705.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-02-13 0.000 11571.42 11565.05 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-02-20 0.000 2550.57 2548.39 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-03-05 0.000 19895.71 19866.80 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-09-10 0.000 1.14 1.13 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-03-19 0.000 2242.85 2238.24 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-04-02 0.000 430.00 428.85 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-10-08 0.000 2.14 2.12 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-11-05 0.000 12857.42 12709.82 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-04-09 0.000 13245.71 13206.71 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-04-16 0.000 11962.85 11924.21 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-04-30 0.000 10000.00 9961.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-05-07 0.000 3182.85 3169.57 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-12-03 0.000 1145.85 1131.71 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-05-14 0.000 30928.57 30790.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-05-28 0.000 0.71 0.71 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-12-31 0.000 31338.57 30915.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-07-02 0.000 163580.00 162524.09 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-01-28 0.000 3357.14 3307.86 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-02-04 0.000 2228.57 2228.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-02-11 0.000 26060.00 26048.27 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-02-18 0.000 50000.00 49961.59 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-03-03 0.000 742.85 741.84 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-07-09 0.000 71.42 70.94 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-07-23 0.000 5857.14 5814.23 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-03-10 0.000 2282.85 2279.07 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-03-24 0.000 104357.14 104120.56 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2047-08-15 0.000 4365.71 2462.32 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-05-15 8.750 0.42 0.44 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-08-15 8.750 3850.14 4148.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-02-15 7.875 0.71 0.78 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-08-15 8.125 21357.85 24304.41 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-11-15 8.000 5471.71 6192.29 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-08-15 7.250 2858.00 3369.19 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-11-15 7.625 10858.00 12883.86 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-02-15 7.125 28572.57 34392.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-08-15 6.250 25714.28 30764.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-11-15 7.500 2.42 3.15 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2025-02-15 7.625 16227.14 21707.89 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2025-08-15 6.875 0.85 1.13 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2026-02-15 6.000 5392.85 6968.99 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2026-08-15 6.750 1.00 1.36 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2026-11-15 6.500 0.14 0.19 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2027-08-15 6.375 0.28 0.39 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2027-11-15 6.125 214.71 291.10 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2028-04-15 3.625 57141.14 119210.30 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2028-08-15 5.500 286.00 384.54 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2028-11-15 5.250 6814.28 8982.71 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2029-02-15 5.250 19287.14 25802.07 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2029-04-15 3.875 6432.85 13805.94 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2029-08-15 6.125 1.14 1.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2030-05-15 6.250 619.28 903.82 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2031-02-15 5.375 11431.00 16103.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2032-04-15 3.375 44505.00 91538.21 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2025-01-15 2.375 261.28 401.13 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2026-01-15 2.000 30802.42 45009.92 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2036-02-15 4.500 1278.28 1797.53 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2027-01-15 2.375 5461.57 8182.35 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2028-01-15 1.750 30266.14 42601.10 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2038-05-15 4.500 1.14 1.63 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2029-01-15 2.500 8310.57 12259.99 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2039-02-15 3.500 14033.28 17995.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2039-08-15 4.500 0.28 0.41 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2040-02-15 2.125 37074.85 61035.08 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2040-05-15 4.375 121428.57 173339.38 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2041-02-15 4.750 1.28 1.94 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2041-02-15 2.125 330.00 541.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2041-05-15 4.375 21428.57 30744.51 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2041-08-15 3.750 142858.42 190441.35 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2041-11-15 3.125 1.28 1.55 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2042-02-15 0.750 49729.14 62456.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2042-05-15 3.000 149015.42 177143.15 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2042-08-15 2.750 54286.28 62359.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2042-11-15 2.750 17858.14 20390.11 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2043-02-15 3.125 71428.57 87113.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2043-02-15 0.625 339.28 408.59 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2044-02-15 1.375 9833.57 13636.30 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2045-02-15 0.750 104576.28 126801.17 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2045-11-15 3.000 64286.42 77058.22 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2046-02-15 2.500 0.71 0.78 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2046-02-15 1.000 18499.00 23665.07 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2046-05-15 2.500 133571.71 146596.35 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2046-08-15 2.250 98572.71 103658.56 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2047-02-15 0.875 4614.28 5666.69 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2047-11-15 2.750 115501.14 133659.57 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2048-05-15 3.125 142858.00 177413.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2048-08-15 3.000 133428.71 163271.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2049-02-15 1.000 35934.85 44114.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2049-05-15 2.875 36251.00 43251.49 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2049-08-15 2.250 49391.42 52324.92 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2049-11-15 2.375 35174.28 38084.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-08-31 1.125 109189.57 109142.47 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-07-15 1.500 0.14 0.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-07-31 2.125 1572.71 1623.89 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-08-15 1.500 34859.00 35079.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2027-08-15 2.250 90333.85 96193.17 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-08-31 1.625 95715.85 96971.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-09-15 1.375 215714.42 216569.28 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-09-30 1.875 71429.00 72821.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-10-15 1.625 0.42 0.43 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-11-15 1.750 142858.85 143599.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-11-30 2.125 7142.00 7413.75 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-01-15 2.000 0.28 0.28 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2025-01-31 2.500 1991.71 2098.52 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-02-15 2.250 32808.42 33390.87 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-02-29 2.250 1.00 1.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2025-02-28 2.750 2907.28 3134.40 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-03-15 2.375 2.28 2.32 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-03-31 2.250 70143.57 70743.33 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-04-15 2.375 53490.14 54421.79 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-04-30 2.375 28572.00 28792.65 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-04-30 1.568 4186.28 4186.21 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-05-31 2.500 0.57 0.57 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2028-08-15 2.875 71827.28 80544.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-08-15 2.750 44265.57 45690.83 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-08-31 2.625 50042.28 50885.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2025-08-31 2.750 19241.42 20835.54 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-09-30 2.750 0.71 0.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-10-15 2.875 68572.42 70806.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-10-31 2.875 8469.57 8611.83 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-10-31 1.580 7090.00 7088.29 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2028-11-15 3.125 142855.85 162477.19 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2025-11-30 2.875 0.57 0.62 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-11-30 2.750 185715.14 188403.08 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-12-31 2.500 2.00 2.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-12-31 2.625 1.00 1.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-01-15 2.500 15.71 16.05 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2029-01-15 0.875 52158.14 57725.43 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-01-31 2.500 121429.57 122581.93 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-01-31 2.500 57165.00 59659.10 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2026-01-31 2.625 31987.14 34167.57 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-02-28 2.500 0.14 0.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-02-29 2.375 10000.28 10494.78 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2026-03-31 2.250 4411.14 4654.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-04-15 2.250 7790.00 7985.85 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-04-15 0.500 16947.00 17737.52 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-04-30 1.674 15457.14 15462.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-04-30 2.250 142857.28 148786.83 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2029-05-15 2.375 93847.28 101038.24 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2026-05-31 2.125 156285.71 163233.19 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-11-30 2.000 0.57 0.57 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-12-31 2.375 1.28 1.29 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-01-15 0.625 93356.57 105937.56 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-01-31 2.125 22143.71 22271.54 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-02-15 2.750 18628.00 19871.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-02-28 2.000 0.14 0.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-03-31 2.250 1.00 1.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-08-15 2.375 150469.14 158675.26 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-08-31 2.000 169277.00 172151.42 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-09-30 2.125 1.28 1.30 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-11-15 2.250 62270.42 65052.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-11-30 1.875 5867.28 5933.79 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-12-31 2.125 32424.00 32911.97 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2025-01-15 0.250 4890.14 5414.10 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-01-31 1.500 6944.28 6956.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-02-28 1.750 0.14 0.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-03-31 1.750 2.42 2.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-03-31 1.375 1.28 1.29 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-04-30 1.375 0.14 0.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-08-31 1.875 0.28 0.29 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-08-31 1.375 121429.85 121975.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-09-30 1.375 1.00 1.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-10-31 1.375 2521.14 2526.06 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-10-31 1.875 126413.57 128716.19 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2025-11-15 2.250 142859.85 150045.08 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-11-30 2.000 159519.42 162845.08 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-11-30 1.625 14234.00 14282.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-02-15 3.625 0.28 0.29 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-12-31 1.750 1.57 1.57 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-01-31 1.375 5963.71 5954.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-05-15 3.500 2.14 2.17 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-08-15 2.625 1.00 1.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-01-31 1.750 196286.42 198495.23 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2026-02-15 1.625 23735.28 24170.17 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-02-28 1.500 7010.57 7083.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-02-28 1.125 71.42 71.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-11-15 2.625 11000.42 11153.91 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-01-15 1.125 168006.00 199070.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-02-15 3.625 109094.28 113250.49 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-03-31 1.500 0.71 0.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-03-31 1.250 214286.42 214541.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-07-15 0.625 134591.00 155129.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-04-30 1.625 58465.00 59179.45 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-05-31 1.625 0.57 0.57 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-05-31 1.375 0.71 0.71 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-11-15 2.000 4611.71 4677.97 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-06-30 1.375 1952.14 1954.87 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-07-31 1.250 214676.42 213837.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-02-15 2.000 8384.00 8562.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-09-30 1.375 31357.42 31513.30 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-09-30 1.125 1.42 1.42 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-10-31 1.250 2.14 2.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-08-15 1.625 21574.57 21874.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-11-30 2.125 1.14 1.17 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-11-30 1.750 1430.28 1442.90 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-12-31 2.000 6821.14 6907.37 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-01-15 0.125 20307.71 22748.36 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-02-15 2.000 6824.14 7016.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-02-29 1.250 0.57 0.57 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-03-31 1.125 0.71 0.71 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-12-31 2.250 0.85 0.88 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2027-02-15 2.250 103594.57 110046.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-05-31 1.375 0.57 0.57 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-07-15 0.375 33374.28 37603.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-07-31 2.000 0.28 0.28 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-08-15 2.500 128572.71 135076.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-08-31 2.125 0.14 0.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-09-30 2.000 0.14 0.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-02-15 1.375 27.85 28.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-02-29 2.125 5508.14 5720.83 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-02-28 1.875 1.42 1.45 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-03-15 1.625 1966.71 1978.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-03-31 1.875 60543.71 61542.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-10-31 1.750 2.28 2.29 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-11-15 2.750 7022.28 7420.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-04-30 2.250 137158.28 139202.87 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-05-15 2.500 131641.71 138461.86 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-05-31 2.000 125828.71 127112.79 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-06-30 2.125 2.00 2.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-07-15 0.125 166402.00 182950.44 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-07-31 2.250 7001.71 7082.65 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-04-30 1.750 97862.28 99077.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-04-30 1.875 64471.28 65469.23 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-04-30 2.000 6830.57 7040.91 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2027-05-15 2.375 15478.14 16516.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-05-15 1.500 0.71 0.71 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-05-31 1.875 2665.71 2704.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-06-30 2.125 0.57 0.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-06-30 1.625 1151.42 1153.16 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-07-31 1.625 1.00 1.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-06-15 1.500 7035.71 7047.28 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-06-30 2.500 9500.14 9555.61 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-07-15 2.625 7143.57 7270.96 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-07-31 2.625 1.71 1.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-07-31 1.578 29818.57 29816.03 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-07-31 2.750 0.42 0.44 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-07-31 1.750 42857.14 43550.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2026-07-31 1.875 124474.28 127713.10 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2029-08-15 1.625 3713.57 3765.23 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2026-08-31 1.375 153000.00 153090.19 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-08-31 1.250 212816.71 212762.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-09-15 1.500 142971.71 144265.15 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-09-30 1.500 62143.71 62510.42 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-10-31 1.835 25285.71 25357.42 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-10-31 1.500 10604.85 10657.89 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2026-10-31 1.625 71428.57 72450.51 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2029-11-15 1.750 11755.42 12005.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-11-30 1.500 21085.00 21169.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2026-12-31 1.750 2950.00 3008.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-12-31 1.750 8217.14 8373.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-12-31 1.625 287.14 288.71 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2030-01-15 0.125 44071.42 44953.94 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2026-05-15 0.000 438.57 398.22 U.S. Treasuries (including strips) Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2020-02-03 2020-02-03 2020-02-03 N N N 0.0157 10000000.00 10000000.00 0.0455 N Y Y N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EJBU2 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-02-06 2020-02-06 2020-02-06 N N N 0.0168 9999981.40 9999981.40 0.0455 N N Y N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EKDM5 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-02-03 2021-03-18 2021-03-18 N N N 0.0170 3000415.83 3000415.83 0.0136 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3130AG3Q6 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2020-02-03 2021-03-12 2021-03-12 N N N 0.0170 1999994.62 1999994.62 0.0091 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3130AGGX7 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2020-02-03 2020-02-21 2020-02-21 N N N 0.0160 4999873.15 4999873.15 0.0227 N N Y N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3130AH5B5 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2020-02-03 2020-12-23 2020-12-23 N N N 0.0168 5002431.95 5002431.95 0.0227 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3130AEHW3 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2020-03-25 2020-06-25 2020-06-25 N N N 0.0174 9999964.60 9999964.60 0.0455 N N N N - N/A - US TREASURY FRN US TREASURY FRN 9128285H9 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-02-03 2020-10-31 2020-10-31 N N N 0.0158 6998231.80 6998231.80 0.0318 N Y Y N - N/A - US TREASURY FRN US TREASURY FRN 9128287G9 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-02-03 2021-07-31 2021-07-31 N N N 0.0175 5008564.70 5008564.70 0.0227 N Y Y N - N/A - US TREASURY N/B US TREASURY N/B 9128285B2 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-09-30 2020-09-30 2020-09-30 N N N 0.0157 20154687.60 20154687.60 0.0916 N Y Y N - N/A - BNY Mellon Variable Investment Fund 2020-02-05 /S/John Delise John Delise Treasury Manager