Form N-MFP2 Dreyfus Treasury Obligat For: Jul 30

August 4, 2021 1:18 PM EDT

Get instant alerts when news breaks on your stocks. Claim your 1-week free trial to StreetInsider Premium here.


  
    N-MFP2
    
      
        
          0000796251
          XXXXXXXX
        
      
      
      
      
      
      
    
  
  
    
      2021-07-30
      0000796251
      S000000112
      6
      N
      N
    
    
      033-06851
      
        BNY Mellon Investment Adviser, Inc.
        801-8147000
      
      
        Ernst and Young LLP
        New York
        NY
      
      
        none
      
      
        BNY Mellon Transfer Inc
        0001285911
        084-06102
      
      N
      
      N
      
      N
      Treasury
      Exempt Government
      N
      24
      106
      
        25608004896.50
        26973518290.74
        26545889034.54
        25580098558.23
        28214498859.26
      
      
        26158004896.50
        28023518290.74
        27045889034.54
        26630098558.23
        29264498859.26
      
      
        0.9549
        0.9404
        0.9582
        0.9374
        0.9429
      
      
        0.9754
        0.9770
        0.9762
        0.9759
        0.9780
      
      1003402230.37
      28911096628.89
      28911096628.89
      9622383.52
      502839993.88
      29421281248.90
      29423245190.88
      1.0000
      0.0007
      
        1.0000
        1.0000
        1.0000
        1.0000
        1.0000
      
    
    
      C000000251
      10000000.00
      24094020738.47
      24095584613.61
      
        1.0000
        1.0000
        1.0000
        1.0000
        1.0000
      
      
        1330474617.22
        1515854736.57
      
      
        1932159263.23
        802891231.48
      
      
        3092547081.68
        2942143278.46
      
      
        1704667244.48
        2186013118.11
      
      
        3995897773.63
        2063339064.96
      
      
        12055745980.24
        9510241429.58
      
      0.0001
      Y
      BNY Mellon Investment Adviser, Inc. The fund is waiving 3 points of expenses and is also waiving expenses to maintain a minimum yield of .01 (3,372,629.67)
    
    
      C000000252
      10000000.00
      1717932491.09
      1718060983.37
      
        1.0000
        1.0000
        1.0000
        1.0000
        1.0000
      
      
        71602377.34
        160172323.75
      
      
        27941042.65
        72691540.13
      
      
        67469635.15
        66460522.66
      
      
        65996619.04
        20536259.94
      
      
        82674099.28
        54634845.20
      
      
        315683773.46
        374495491.68
      
      0.0001
      Y
      BNY Mellon Investment Adviser, Inc. The fund is waiving 3 points of expenses and is also waiving expenses to maintain a minimum yield of .01 (606,172.37)
    
    
      C000000253
      10000000.00
      803178037.66
      803243188.66
      
        1.0000
        1.0000
        1.0000
        1.0000
        1.0000
      
      
        19358975.59
        28019778.13
      
      
        74727445.36
        11047601.59
      
      
        43061786.25
        38432898.74
      
      
        52288872.99
        12582357.54
      
      
        75529667.91
        56136391.33
      
      
        264966748.10
        146219027.33
      
      0.0001
      Y
      BNY Mellon Investment Adviser, Inc. The fund is waiving 3 points of expenses and is also waiving expenses to maintain a minimum yield of .01 (175,327.04)
    
    
      C000000254
      10000000.00
      2541090646.67
      2541297787.96
      
        1.0000
        1.0000
        1.0000
        1.0000
        1.0000
      
      
        35743920.33
        123447231.79
      
      
        139585462.86
        107198555.80
      
      
        101116843.58
        636036374.11
      
      
        153832344.54
        99480893.03
      
      
        256196857.67
        98296466.38
      
      
        686475428.98
        1064459521.11
      
      0.0001
      Y
      BNY Mellon Investment Adviser, Inc. The fund is waiving 3 points of expenses and is also waiving expenses to maintain a minimum yield of .01 (1,281,639.93)
    
    
      C000223303
      1000.00
      78203945.08
      78203882.64
      
        1.0000
        1.0000
        1.0000
        1.0000
        1.0000
      
      
        1620744.37
        654675.45
      
      
        731202.11
        1418761.68
      
      
        6436563.73
        90277.81
      
      
        5245800.83
        471729.86
      
      
        1818192.67
        2835364.67
      
      
        15852503.71
        5470809.47
      
      0.0001
      Y
      BNY Mellon Investment Adviser, Inc. Expenses are capped at 101 basis points and is also waiving expenses to maintain a minimum yield of .01 (55,988.47)
    
    
      C000223304
      2500.00
      186855389.93
      186854734.64
      
        1.0000
        1.0000
        1.0000
        1.0000
        1.0000
      
      
        1172204.07
        2000.00
      
      
        1276398.45
        2676351.99
      
      
        1603218.41
        751027.52
      
      
        2077716.83
        1414089.16
      
      
        964050.56
        2797719.64
      
      
        7093588.32
        7641188.31
      
      0.0001
      Y
      BNY Mellon Investment Adviser, Inc. Expenses are capped at 47 basis points and is also waiving expenses to maintain a minimum yield of .01 (68,227.34)
    
    
      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
          
            2040-05-15
          
          4.375
          52.05
          74.80
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          BFXS5XCH7N0Y05NIXW11
          
            2042-05-15
          
          3.000
          45861183.24
          55339894.22
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          BFXS5XCH7N0Y05NIXW11
          
            2042-08-15
          
          2.750
          13336884.86
          15588838.28
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          BFXS5XCH7N0Y05NIXW11
          
            2044-02-15
          
          3.625
          86284626.48
          115771861.76
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          BFXS5XCH7N0Y05NIXW11
          
            2044-05-15
          
          3.375
          23398644.32
          30102943.43
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          BFXS5XCH7N0Y05NIXW11
          
            2045-02-15
          
          2.500
          5530916.75
          6219516.04
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          BFXS5XCH7N0Y05NIXW11
          
            2045-05-15
          
          3.000
          347.02
          422.94
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          BFXS5XCH7N0Y05NIXW11
          
            2046-02-15
          
          2.500
          17235.67
          19426.72
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          BFXS5XCH7N0Y05NIXW11
          
            2047-02-15
          
          0.875
          1813389.72
          2705842.38
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          BFXS5XCH7N0Y05NIXW11
          
            2049-08-15
          
          2.250
          11203825.40
          12100417.41
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          BFXS5XCH7N0Y05NIXW11
          
            2023-08-31
          
          2.750
          100878211.89
          107343364.91
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          BFXS5XCH7N0Y05NIXW11
          
            2028-11-15
          
          3.125
          27871186.48
          32091993.51
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          BFXS5XCH7N0Y05NIXW11
          
            2025-12-31
          
          2.625
          85158870.81
          92712458.02
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          BFXS5XCH7N0Y05NIXW11
          
            2024-02-29
          
          2.375
          161012616.75
          171195824.70
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          BFXS5XCH7N0Y05NIXW11
          
            2029-05-15
          
          2.375
          6930765.94
          7615594.17
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          BFXS5XCH7N0Y05NIXW11
          
            2024-08-15
          
          2.375
          46235394.05
          49524361.58
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          BFXS5XCH7N0Y05NIXW11
          
            2021-10-31
          
          2.000
          144594594.59
          146015764.57
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          BFXS5XCH7N0Y05NIXW11
          
            2025-02-15
          
          2.000
          47006950.81
          49930267.11
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          BFXS5XCH7N0Y05NIXW11
          
            2023-02-15
          
          2.000
          1160053.51
          1203652.99
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          BFXS5XCH7N0Y05NIXW11
          
            2024-03-31
          
          2.125
          162257113.51
          171199958.65
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          BFXS5XCH7N0Y05NIXW11
          
            2024-06-30
          
          2.000
          22754388.64
          23873231.83
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          BFXS5XCH7N0Y05NIXW11
          
            2022-08-31
          
          0.125
          843507.02
          844304.39
          U.S. Treasuries (including strips)
        
      
      Y
      
        FITCH'S RATING
        F1
      
      
        MOODY'S RATING
        P-1
      
      
        S&P RATING
        A-1
      
      2021-08-02
      2021-08-02
      2021-08-02
      N
      N
      N
      0.0005
      1070000000.00
      1070000000.00
      0.0364
      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)
          
          
            2024-11-15
          
          0.000
          380000.00
          375156.13
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2043-05-15
          
          0.000
          1000000.00
          658100.00
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2032-04-15
          
          3.375
          8359600.00
          19314916.09
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2025-01-15
          
          2.375
          31522800.00
          52592656.34
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2026-01-15
          
          2.000
          7000000.00
          11306147.48
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2027-01-15
          
          2.375
          3556900.00
          5916257.86
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2028-01-15
          
          1.750
          2324100.00
          3682829.52
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2029-01-15
          
          2.500
          17589200.00
          29038096.90
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2043-02-15
          
          0.625
          15843000.00
          22891203.52
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2047-02-15
          
          0.875
          5000000.00
          7444076.91
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2048-02-15
          
          1.000
          19052200.00
          28813959.01
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2049-02-15
          
          1.000
          15820900.00
          23676115.06
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2050-02-15
          
          0.250
          570400.00
          704290.37
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2027-07-15
          
          0.375
          12000000.00
          15040767.56
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2028-01-15
          
          0.500
          9000000.00
          11253352.85
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2029-07-15
          
          0.250
          23954200.00
          28801714.51
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2026-01-15
          
          0.625
          15247100.00
          19434104.78
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2026-07-15
          
          0.125
          4528000.00
          5658108.03
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2023-01-15
          
          0.125
          7218000.00
          8783578.42
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2027-01-15
          
          0.375
          7782900.00
          9782529.99
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2023-07-15
          
          0.375
          188300.00
          231725.20
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2024-07-15
          
          0.125
          36401400.00
          44592865.16
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2028-07-15
          
          0.750
          33621100.00
          42322409.83
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2024-10-15
          
          0.125
          2650000.00
          3013833.43
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2025-04-15
          
          0.125
          15586200.00
          17697569.78
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2030-07-15
          
          0.125
          14812200.00
          17639226.41
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2024-02-15
          
          0.000
          20000.00
          19833.43
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2035-11-15
          
          0.000
          2184000.00
          1709954.06
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2043-11-15
          
          0.000
          563000.00
          357738.64
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2048-02-15
          
          0.000
          875500.00
          509808.90
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2049-02-15
          
          0.000
          415000.00
          237079.12
          U.S. Treasuries (including strips)
        
      
      Y
      
        FITCH'S RATING
        F1
      
      
        MOODY'S RATING
        P-1
      
      
        S&P RATING
        A-1
      
      2021-08-02
      2021-08-02
      2021-08-02
      N
      N
      N
      0.0005
      425000000.00
      425000000.00
      0.0144
      N
      Y
      Y
      N
      - N/A -
    
    
      BNP PARIBAS
      BNP PARIBAS
      
      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)
          
          
            2039-11-15
          
          0.000
          50975400.00
          36972457.61
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2045-08-15
          
          0.000
          43680100.00
          27219385.35
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2048-11-15
          
          0.000
          94831400.00
          55506715.04
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2023-08-15
          
          6.250
          250200.00
          288168.24
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2027-02-15
          
          6.625
          10186700.00
          13706131.74
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2027-11-15
          
          6.125
          24724100.00
          32920002.09
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2028-04-15
          
          3.625
          25084600.00
          57712926.92
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2027-01-15
          
          2.375
          213400.00
          354833.20
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2050-02-15
          
          0.250
          130943200.00
          161721780.42
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2027-07-15
          
          0.375
          1776900.00
          2225180.38
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2022-07-31
          
          1.875
          100.00
          102.73
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2028-01-15
          
          0.500
          77483800.00
          96869589.39
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2028-05-15
          
          2.875
          3000.00
          3388.70
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2026-06-30
          
          1.875
          3499900.00
          3700894.12
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2021-10-31
          
          2.000
          5336700.00
          5389152.56
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2025-11-15
          
          2.250
          24578100.00
          26396111.06
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2027-01-15
          
          0.375
          432000.00
          542774.14
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2024-02-29
          
          2.125
          29381000.00
          31023021.05
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2028-07-15
          
          0.750
          14541200.00
          18306499.07
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2024-10-31
          
          1.500
          37641600.00
          39095666.36
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2021-11-30
          
          1.500
          272000.00
          273982.88
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2026-11-30
          
          1.625
          1800000.00
          1884101.28
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2024-12-31
          
          1.750
          7418000.00
          7753565.32
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2021-12-31
          
          1.625
          100.00
          100.78
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2026-01-31
          
          0.375
          69409000.00
          68659704.91
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2028-01-31
          
          0.750
          411100.00
          406832.48
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2023-03-31
          
          0.125
          3300000.00
          3299297.92
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2031-05-15
          
          1.625
          200.00
          207.19
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2031-07-15
          
          0.125
          100.00
          113.85
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2030-11-15
          
          0.000
          58830934.64
          51524132.56
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2031-05-15
          
          0.000
          8728120.08
          7565525.75
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2034-05-15
          
          0.000
          20983195.66
          16947623.53
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2034-11-15
          
          0.000
          20573757.44
          16422569.82
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2025-05-15
          
          0.000
          0.80
          0.78
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2026-11-15
          
          0.000
          239000.00
          228011.97
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2035-05-15
          
          0.000
          9959370.72
          7859556.91
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2029-11-15
          
          0.000
          4067000.00
          3641872.42
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2030-08-15
          
          0.000
          40.96
          36.07
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2031-02-15
          
          0.000
          23062367.66
          20102105.20
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2036-05-15
          
          0.000
          11770935.85
          9067693.35
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2036-11-15
          
          0.000
          19384538.93
          14748997.82
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2037-11-15
          
          0.000
          51540977.93
          38232891.26
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2046-05-15
          
          0.000
          16000064.02
          9623062.51
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2047-02-15
          
          0.000
          31298079.01
          18525771.13
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2049-05-15
          
          0.000
          19963971.19
          11277467.65
          U.S. Treasuries (including strips)
        
      
      Y
      
        FITCH'S RATING
        F1+
      
      
        MOODY'S RATING
        P-1
      
      
        S&P RATING
        A-1
      
      2021-08-02
      2021-08-02
      2021-08-02
      N
      N
      N
      0.0005
      900000000.00
      900000000.00
      0.0306
      N
      Y
      Y
      N
      - N/A -
    
    
      CANADIAN IMP BK COMM NY
      CANADIAN IMP BK COMM NY
      2IGI19DL77OX0HC3ZE78
      12816
      0000800030
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        Y
        
          United States Treasury-U.S. Treasuries (including strips)
          2IGI19DL77OX0HC3ZE78
          
            2022-04-30
          
          0.164
          4459900.00
          4464945.66
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          2IGI19DL77OX0HC3ZE78
          
            2027-06-30
          
          0.500
          3088700.00
          3023357.34
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          2IGI19DL77OX0HC3ZE78
          
            2027-09-30
          
          0.375
          24027700.00
          23270124.73
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          2IGI19DL77OX0HC3ZE78
          
            2025-09-30
          
          0.250
          1200.00
          1183.65
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          2IGI19DL77OX0HC3ZE78
          
            2022-10-31
          
          0.125
          123100.00
          123152.82
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          2IGI19DL77OX0HC3ZE78
          
            2023-11-15
          
          0.250
          54733100.00
          54764259.79
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          2IGI19DL77OX0HC3ZE78
          
            2025-12-31
          
          0.375
          132900.00
          131366.82
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          2IGI19DL77OX0HC3ZE78
          
            2023-04-30
          
          0.125
          360900.00
          360715.61
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          2IGI19DL77OX0HC3ZE78
          
            2026-04-15
          
          0.125
          11388000.00
          12885208.93
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          2IGI19DL77OX0HC3ZE78
          
            2023-05-31
          
          0.125
          113100.00
          113011.65
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          2IGI19DL77OX0HC3ZE78
          
            2026-11-15
          
          0.000
          91658600.00
          87731853.91
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          2IGI19DL77OX0HC3ZE78
          
            2025-01-15
          
          2.375
          600.00
          1001.32
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          2IGI19DL77OX0HC3ZE78
          
            2044-02-15
          
          3.625
          200.00
          268.34
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          2IGI19DL77OX0HC3ZE78
          
            2045-08-15
          
          2.875
          100.00
          120.21
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          2IGI19DL77OX0HC3ZE78
          
            2046-11-15
          
          2.875
          37789300.00
          45391467.95
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          2IGI19DL77OX0HC3ZE78
          
            2047-02-15
          
          0.875
          58975400.00
          87999912.27
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          2IGI19DL77OX0HC3ZE78
          
            2048-05-15
          
          3.125
          200.00
          252.49
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          2IGI19DL77OX0HC3ZE78
          
            2049-02-15
          
          3.000
          14542000.00
          18137277.31
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          2IGI19DL77OX0HC3ZE78
          
            2049-08-15
          
          2.250
          323800.00
          349712.26
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          2IGI19DL77OX0HC3ZE78
          
            2049-11-15
          
          2.375
          56874600.00
          62787163.48
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          2IGI19DL77OX0HC3ZE78
          
            2050-02-15
          
          0.250
          11601800.00
          14328836.87
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          2IGI19DL77OX0HC3ZE78
          
            2050-08-15
          
          1.375
          615000.00
          541019.96
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          2IGI19DL77OX0HC3ZE78
          
            2040-05-15
          
          1.125
          1600.00
          1425.75
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          2IGI19DL77OX0HC3ZE78
          
            2050-11-15
          
          1.625
          100.00
          93.28
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          2IGI19DL77OX0HC3ZE78
          
            2040-11-15
          
          1.375
          300.00
          278.11
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          2IGI19DL77OX0HC3ZE78
          
            2025-04-30
          
          2.875
          279700.00
          306179.02
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          2IGI19DL77OX0HC3ZE78
          
            2028-08-15
          
          2.875
          2806700.00
          3195184.55
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          2IGI19DL77OX0HC3ZE78
          
            2023-08-31
          
          2.750
          8981500.00
          9557112.61
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          2IGI19DL77OX0HC3ZE78
          
            2025-12-31
          
          2.625
          482200.00
          524971.11
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          2IGI19DL77OX0HC3ZE78
          
            2026-01-31
          
          2.625
          454000.00
          499578.18
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          2IGI19DL77OX0HC3ZE78
          
            2026-02-28
          
          2.500
          293600.00
          320944.75
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          2IGI19DL77OX0HC3ZE78
          
            2024-02-29
          
          2.375
          2059400.00
          2189646.30
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          2IGI19DL77OX0HC3ZE78
          
            2024-04-15
          
          0.500
          13993400.00
          16177403.37
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          2IGI19DL77OX0HC3ZE78
          
            2024-04-30
          
          2.250
          665600.00
          704247.30
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          2IGI19DL77OX0HC3ZE78
          
            2024-08-15
          
          2.375
          527800.00
          565345.19
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          2IGI19DL77OX0HC3ZE78
          
            2024-11-15
          
          2.250
          6450000.00
          6862456.46
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          2IGI19DL77OX0HC3ZE78
          
            2027-01-15
          
          0.375
          41970000.00
          52732016.32
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          2IGI19DL77OX0HC3ZE78
          
            2024-10-15
          
          0.125
          400.00
          454.93
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          2IGI19DL77OX0HC3ZE78
          
            2023-01-15
          
          1.500
          94000.00
          95926.19
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          2IGI19DL77OX0HC3ZE78
          
            2023-02-15
          
          1.375
          42172000.00
          43238414.54
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          2IGI19DL77OX0HC3ZE78
          
            2030-02-15
          
          1.500
          7380300.00
          7622130.41
          U.S. Treasuries (including strips)
        
      
      Y
      
        FITCH'S RATING
        F1+
      
      
        MOODY'S RATING
        P-1
      
      
        S&P RATING
        A-1
      
      2021-08-06
      2021-08-19
      2021-08-19
      N
      N
      N
      0.0005
      550000000.00
      550000000.00
      0.0187
      N
      N
      N
      Y
      - N/A -
    
    
      CASH MGMT BILL
      CASH MGMT BILL
      912796J91
      U.S. Treasury Debt
      Y
      
        FITCH'S RATING
        F1+
      
      
        MOODY'S RATING
        P-1
      
      
        S&P RATING
        A-1+
      
      2021-08-10
      2021-08-10
      2021-08-10
      N
      N
      N
      0.0004
      993194189.78
      993194189.78
      0.0338
      N
      Y
      Y
      N
      - N/A -
    
    
      CASH MGMT BILL
      CASH MGMT BILL
      912796K24
      U.S. Treasury Debt
      Y
      
        FITCH'S RATING
        F1+
      
      
        MOODY'S RATING
        P-1
      
      
        S&P RATING
        A-1+
      
      2021-08-17
      2021-08-17
      2021-08-17
      N
      N
      N
      0.0003
      499993750.00
      499993750.00
      0.0170
      N
      Y
      Y
      N
      - N/A -
    
    
      CASH MGMT BILL
      CASH MGMT BILL
      912796N54
      U.S. Treasury Debt
      Y
      
        FITCH'S RATING
        F1+
      
      
        MOODY'S RATING
        P-1
      
      
        S&P RATING
        A-1+
      
      2021-11-09
      2021-11-09
      2021-11-09
      N
      N
      N
      0.0005
      259967825.00
      259967825.00
      0.0088
      N
      Y
      Y
      N
      - N/A -
    
    
      CASH MGMT BILL
      CASH MGMT BILL
      912796N88
      U.S. Treasury Debt
      Y
      
        FITCH'S RATING
        F1+
      
      
        MOODY'S RATING
        P-1
      
      
        S&P RATING
        A-1+
      
      2021-11-30
      2021-11-30
      2021-11-30
      N
      N
      N
      0.0005
      199970250.00
      199970250.00
      0.0068
      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
          
            2026-02-15
          
          6.000
          20724800.00
          26257058.76
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          MBNUM2BPBDO7JBLYG310
          
            2028-11-15
          
          5.250
          20196700.00
          26395559.85
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          MBNUM2BPBDO7JBLYG310
          
            2041-08-15
          
          3.750
          100.00
          134.74
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          MBNUM2BPBDO7JBLYG310
          
            2041-11-15
          
          3.125
          100.00
          122.84
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          MBNUM2BPBDO7JBLYG310
          
            2042-02-15
          
          3.125
          244900.00
          303185.16
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          MBNUM2BPBDO7JBLYG310
          
            2042-02-15
          
          0.750
          3900.00
          5854.02
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          MBNUM2BPBDO7JBLYG310
          
            2042-05-15
          
          3.000
          21710900.00
          26198166.39
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          MBNUM2BPBDO7JBLYG310
          
            2042-08-15
          
          2.750
          68443200.00
          79999939.06
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          MBNUM2BPBDO7JBLYG310
          
            2042-11-15
          
          2.750
          12502000.00
          14525027.98
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          MBNUM2BPBDO7JBLYG310
          
            2043-02-15
          
          3.125
          3260200.00
          4041757.26
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          MBNUM2BPBDO7JBLYG310
          
            2043-02-15
          
          0.625
          41925900.00
          60689259.45
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          MBNUM2BPBDO7JBLYG310
          
            2043-05-15
          
          2.875
          900800.00
          1068345.64
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          MBNUM2BPBDO7JBLYG310
          
            2043-08-15
          
          3.625
          1803900.00
          2410293.23
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          MBNUM2BPBDO7JBLYG310
          
            2043-11-15
          
          3.750
          58454700.00
          79135479.80
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          MBNUM2BPBDO7JBLYG310
          
            2043-11-15
          
          3.750
          638500.00
          864395.91
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          MBNUM2BPBDO7JBLYG310
          
            2044-02-15
          
          3.625
          59370200.00
          79659597.16
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          MBNUM2BPBDO7JBLYG310
          
            2044-05-15
          
          3.375
          8887100.00
          11433477.29
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          MBNUM2BPBDO7JBLYG310
          
            2044-11-15
          
          3.000
          65558700.00
          79642783.83
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          MBNUM2BPBDO7JBLYG310
          
            2047-11-15
          
          2.750
          14736400.00
          17369637.70
          U.S. Treasuries (including strips)
        
      
      Y
      
        FITCH'S RATING
        F1
      
      
        MOODY'S RATING
        P-1
      
      
        S&P RATING
        A-1
      
      2021-08-02
      2021-08-02
      2021-08-02
      N
      N
      N
      0.0005
      500000000.00
      500000000.00
      0.0170
      N
      Y
      Y
      N
      - N/A -
    
    
      CREDIT AGRICOLE
      CREDIT AGRICOLE
      261700PLI2HF5NCF2442
      4257
      0001335241
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          United States Treasury-U.S. Treasuries (including strips)
          261700PLI2HF5NCF2442
          
            2024-10-31
          
          2.250
          63026717.42
          67098171.44
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          261700PLI2HF5NCF2442
          
            2024-12-31
          
          2.250
          61785862.57
          65654537.34
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          261700PLI2HF5NCF2442
          
            2028-08-15
          
          2.875
          50398829.57
          57374696.96
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          261700PLI2HF5NCF2442
          
            2025-02-15
          
          2.000
          54165706.85
          57534219.19
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          261700PLI2HF5NCF2442
          
            2025-07-31
          
          2.875
          38680501.57
          42765262.33
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          261700PLI2HF5NCF2442
          
            2027-08-31
          
          0.500
          10737887.57
          10501645.64
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          261700PLI2HF5NCF2442
          
            2027-10-31
          
          0.500
          61886598.00
          60331165.80
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          261700PLI2HF5NCF2442
          
            2023-12-15
          
          0.125
          52191875.71
          52030795.32
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          261700PLI2HF5NCF2442
          
            2023-01-31
          
          0.125
          56136176.85
          56157258.62
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          261700PLI2HF5NCF2442
          
            2026-04-30
          
          0.750
          59660532.85
          59932263.88
          U.S. Treasuries (including strips)
        
      
      Y
      
        FITCH'S RATING
        F1+
      
      
        MOODY'S RATING
        P-1
      
      
        S&P RATING
        A-1
      
      2021-08-02
      2021-08-02
      2021-08-02
      N
      N
      N
      0.0005
      519000000.00
      519000000.00
      0.0176
      N
      Y
      Y
      N
      - N/A -
    
    
      DEUTSCHE BANK SECURITIES INC
      DEUTSCHE BANK SECURITIES INC
      
      36035
      0001074042
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2028-04-15
          
          3.625
          1823629.62
          4195681.95
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2025-01-15
          
          2.375
          2550088.88
          4255781.45
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2028-01-15
          
          1.750
          6109362.96
          9681581.59
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2044-02-15
          
          1.375
          6708000.00
          11070933.88
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2045-02-15
          
          0.750
          18035111.11
          26353701.89
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2048-02-15
          
          1.000
          3156266.66
          4783699.96
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2050-02-15
          
          0.250
          16444.44
          20309.75
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2051-02-15
          
          0.125
          4824162.96
          5732224.94
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2027-07-15
          
          0.375
          16592592.59
          20778609.72
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2023-04-15
          
          0.625
          40355.55
          46325.26
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2029-01-15
          
          0.875
          13629629.62
          17222512.89
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2024-04-15
          
          0.500
          2032651.85
          2349895.58
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2025-01-15
          
          0.250
          10174696.29
          12604518.59
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2026-01-15
          
          0.625
          1945185.18
          2478546.36
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2026-07-15
          
          0.125
          3096192.59
          3868300.78
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2022-01-15
          
          0.125
          14074074.07
          17065559.28
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2022-07-15
          
          0.125
          29659.25
          35866.46
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2027-01-15
          
          0.375
          14222222.22
          17869107.80
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2023-07-15
          
          0.375
          1748355.55
          2152714.25
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2024-07-15
          
          0.125
          39466.66
          48361.77
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2022-04-15
          
          0.125
          1170725.92
          1327462.29
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2025-07-15
          
          0.375
          3648488.88
          4590226.33
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2031-01-15
          
          0.125
          27440859.25
          31999993.83
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2031-07-15
          
          0.125
          3045955.55
          3468089.87
          U.S. Treasuries (including strips)
        
      
      Y
      
        FITCH'S RATING
        F2
      
      
        MOODY'S RATING
        NR
      
      
        S&P RATING
        A-2
      
      2021-08-02
      2021-08-02
      2021-08-02
      N
      N
      N
      0.0005
      200000000.00
      200000000.00
      0.0068
      N
      Y
      Y
      N
      - N/A -
    
    
      FEDERAL RESERVE BANK OF NEW YORK
      FEDERAL RESERVE BANK OF NEW YORK
      
      36036
      0001457970
      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)
          
          
            2043-08-15
          
          3.625
          13295900.00
          17765407.06
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2043-11-15
          
          3.750
          518496400.00
          701936052.91
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2049-11-15
          
          2.375
          1076678800.00
          1188608057.66
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2027-11-15
          
          2.250
          778717500.00
          845240796.72
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2024-02-29
          
          2.375
          90800.00
          96542.62
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2024-02-15
          
          2.750
          330006300.00
          354748697.37
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2024-03-31
          
          2.125
          2153364800.00
          2272048089.30
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2024-05-31
          
          2.000
          102899500.00
          108043928.45
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2026-09-30
          
          1.625
          190332600.00
          199756398.65
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2027-03-31
          
          0.625
          1091600.00
          1081531.36
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2030-05-15
          
          0.625
          943936000.00
          899352733.06
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2024-02-15
          
          0.125
          11389100.00
          11349292.26
          U.S. Treasuries (including strips)
        
      
      Y
      
        FITCH'S RATING
        NR
      
      
        MOODY'S RATING
        NR
      
      
        S&P RATING
        A-1+
      
      2021-08-02
      2021-08-02
      2021-08-02
      N
      N
      N
      0.0005
      6600000000.00
      6600000000.00
      0.2243
      N
      Y
      Y
      N
      - N/A -
    
    
      ING (US) FUNDING LLC
      ING (US) FUNDING LLC
      3TK20IVIUJ8J3ZU0QE75
      36685
      0001017255
      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)
          3TK20IVIUJ8J3ZU0QE75
          
            2021-11-04
          
          0.000
          6567750.00
          6566843.65
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          3TK20IVIUJ8J3ZU0QE75
          
            2021-12-30
          
          0.000
          11971950.00
          11969088.70
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          3TK20IVIUJ8J3ZU0QE75
          
            2021-11-18
          
          0.000
          12001900.00
          11999799.66
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          3TK20IVIUJ8J3ZU0QE75
          
            2021-11-26
          
          0.000
          85325.00
          85308.44
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          3TK20IVIUJ8J3ZU0QE75
          
            2022-06-16
          
          0.000
          12006350.00
          11999506.38
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          3TK20IVIUJ8J3ZU0QE75
          
            2021-12-09
          
          0.000
          12002400.00
          11999987.51
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          3TK20IVIUJ8J3ZU0QE75
          
            2021-12-23
          
          0.000
          350.00
          349.92
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          3TK20IVIUJ8J3ZU0QE75
          
            2022-01-20
          
          0.000
          100.00
          99.97
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          3TK20IVIUJ8J3ZU0QE75
          
            2039-11-15
          
          4.375
          25.00
          35.77
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          3TK20IVIUJ8J3ZU0QE75
          
            2041-02-15
          
          2.125
          1284300.00
          2463746.00
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          3TK20IVIUJ8J3ZU0QE75
          
            2043-02-15
          
          0.625
          72075.00
          104331.17
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          3TK20IVIUJ8J3ZU0QE75
          
            2044-02-15
          
          3.625
          25.00
          33.54
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          3TK20IVIUJ8J3ZU0QE75
          
            2045-02-15
          
          0.750
          1000000.00
          1461244.22
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          3TK20IVIUJ8J3ZU0QE75
          
            2047-05-15
          
          3.000
          2969325.00
          3654050.31
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          3TK20IVIUJ8J3ZU0QE75
          
            2050-02-15
          
          0.250
          25.00
          30.87
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          3TK20IVIUJ8J3ZU0QE75
          
            2050-08-15
          
          1.375
          263700.00
          231978.80
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          3TK20IVIUJ8J3ZU0QE75
          
            2040-08-15
          
          1.125
          425.00
          378.59
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          3TK20IVIUJ8J3ZU0QE75
          
            2040-05-15
          
          1.125
          50.00
          44.55
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          3TK20IVIUJ8J3ZU0QE75
          
            2040-11-15
          
          1.375
          164075.00
          152107.31
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          3TK20IVIUJ8J3ZU0QE75
          
            2041-02-15
          
          1.875
          25.00
          25.37
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          3TK20IVIUJ8J3ZU0QE75
          
            2024-08-31
          
          1.875
          1882475.00
          1982320.65
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          3TK20IVIUJ8J3ZU0QE75
          
            2027-11-15
          
          2.250
          17500.00
          18994.96
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          3TK20IVIUJ8J3ZU0QE75
          
            2024-11-30
          
          2.125
          25.00
          26.48
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          3TK20IVIUJ8J3ZU0QE75
          
            2025-03-31
          
          2.625
          778550.00
          845389.51
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          3TK20IVIUJ8J3ZU0QE75
          
            2028-08-15
          
          2.875
          525.00
          597.66
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          3TK20IVIUJ8J3ZU0QE75
          
            2025-08-31
          
          2.750
          25.00
          27.47
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          3TK20IVIUJ8J3ZU0QE75
          
            2028-11-15
          
          3.125
          500000.00
          575719.90
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          3TK20IVIUJ8J3ZU0QE75
          
            2026-04-30
          
          2.375
          1000000.00
          1084582.96
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          3TK20IVIUJ8J3ZU0QE75
          
            2024-02-15
          
          2.750
          3500000.00
          3762414.35
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          3TK20IVIUJ8J3ZU0QE75
          
            2024-08-15
          
          2.375
          2758550.00
          2954780.21
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          3TK20IVIUJ8J3ZU0QE75
          
            2024-01-31
          
          2.250
          1474975.00
          1563898.06
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          3TK20IVIUJ8J3ZU0QE75
          
            2025-07-15
          
          0.375
          25.00
          31.45
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          3TK20IVIUJ8J3ZU0QE75
          
            2025-06-30
          
          2.750
          940000.00
          1022045.87
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          3TK20IVIUJ8J3ZU0QE75
          
            2022-02-28
          
          1.125
          25.00
          25.27
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          3TK20IVIUJ8J3ZU0QE75
          
            2025-03-31
          
          0.500
          100.00
          100.13
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          3TK20IVIUJ8J3ZU0QE75
          
            2030-07-15
          
          0.125
          25.00
          29.71
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          3TK20IVIUJ8J3ZU0QE75
          
            2027-12-31
          
          0.625
          25.00
          24.48
          U.S. Treasuries (including strips)
        
      
      Y
      
        FITCH'S RATING
        F1
      
      
        MOODY'S RATING
        P-1
      
      
        S&P RATING
        A-1
      
      2021-08-02
      2021-08-02
      2021-08-02
      N
      N
      N
      0.0005
      75000000.00
      75000000.00
      0.0025
      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
          
            2021-09-23
          
          0.000
          12685000.00
          12684086.68
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          ZBUT11V806EZRVTWT807
          
            2023-04-30
          
          2.750
          68449200.00
          71998035.82
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          ZBUT11V806EZRVTWT807
          
            2025-04-30
          
          2.875
          7801600.00
          8548551.51
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          ZBUT11V806EZRVTWT807
          
            2022-07-15
          
          1.750
          3409500.00
          3466074.90
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          ZBUT11V806EZRVTWT807
          
            2024-11-15
          
          2.250
          62000.00
          66001.83
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          ZBUT11V806EZRVTWT807
          
            2021-12-31
          
          2.125
          5301600.00
          5355635.69
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          ZBUT11V806EZRVTWT807
          
            2021-09-30
          
          1.125
          35760600.00
          35955611.93
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          ZBUT11V806EZRVTWT807
          
            2021-11-30
          
          1.750
          47175800.00
          47572305.63
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          ZBUT11V806EZRVTWT807
          
            2021-12-31
          
          2.000
          859800.00
          868030.37
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          ZBUT11V806EZRVTWT807
          
            2024-01-31
          
          2.250
          65850000.00
          69845899.51
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          ZBUT11V806EZRVTWT807
          
            2024-05-15
          
          2.500
          46890800.00
          49991878.20
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          ZBUT11V806EZRVTWT807
          
            2021-12-31
          
          1.625
          11077600.00
          11163437.31
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          ZBUT11V806EZRVTWT807
          
            2024-01-15
          
          0.125
          72235600.00
          71999891.70
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          ZBUT11V806EZRVTWT807
          
            2026-01-31
          
          0.375
          70146400.00
          69484613.67
          U.S. Treasuries (including strips)
        
      
      Y
      
        FITCH'S RATING
        F1+
      
      
        MOODY'S RATING
        P-1
      
      
        S&P RATING
        A-1
      
      2021-08-02
      2021-08-02
      2021-08-02
      N
      N
      N
      0.0005
      450000000.00
      450000000.00
      0.0153
      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
          
            2021-09-28
          
          0.000
          74200.00
          74194.50
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          ZBUT11V806EZRVTWT807
          
            2024-12-31
          
          2.250
          75236800.00
          79998254.11
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          ZBUT11V806EZRVTWT807
          
            2025-05-31
          
          2.875
          56427000.00
          61778317.44
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          ZBUT11V806EZRVTWT807
          
            2023-12-31
          
          2.625
          75536400.00
          79999690.69
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          ZBUT11V806EZRVTWT807
          
            2022-05-15
          
          2.125
          38636800.00
          39428877.07
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          ZBUT11V806EZRVTWT807
          
            2024-06-30
          
          1.750
          24759200.00
          25806653.56
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          ZBUT11V806EZRVTWT807
          
            2021-07-31
          
          1.125
          25473600.00
          25617090.81
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          ZBUT11V806EZRVTWT807
          
            2023-11-15
          
          2.750
          75248800.00
          79999809.65
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          ZBUT11V806EZRVTWT807
          
            2022-05-31
          
          1.750
          22818700.00
          23200772.94
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          ZBUT11V806EZRVTWT807
          
            2025-07-31
          
          2.875
          7064700.00
          7819051.57
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          ZBUT11V806EZRVTWT807
          
            2024-11-30
          
          1.500
          77056800.00
          79999215.17
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          ZBUT11V806EZRVTWT807
          
            2025-03-31
          
          0.500
          5543700.00
          5557786.57
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          ZBUT11V806EZRVTWT807
          
            2023-04-30
          
          0.084
          720200.00
          720380.85
          U.S. Treasuries (including strips)
        
      
      Y
      
        FITCH'S RATING
        F1+
      
      
        MOODY'S RATING
        P-1
      
      
        S&P RATING
        A-1
      
      2021-08-03
      2021-08-03
      2021-08-03
      N
      N
      N
      0.0005
      500000000.00
      500000000.00
      0.0170
      N
      N
      Y
      N
      - N/A -
    
    
      JP MORGAN SECURITIES LLC
      JP MORGAN SECURITIES LLC
      ZBUT11V806EZRVTWT807
      36021
      0001168524
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        Y
        
          United States Treasury-U.S. Treasuries (including strips)
          ZBUT11V806EZRVTWT807
          
            2022-01-27
          
          0.000
          46449100.00
          46435908.45
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          ZBUT11V806EZRVTWT807
          
            2021-08-05
          
          0.000
          51505700.00
          51505545.48
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          ZBUT11V806EZRVTWT807
          
            2021-08-15
          
          8.125
          2642500.00
          2747985.53
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          ZBUT11V806EZRVTWT807
          
            2024-08-31
          
          1.875
          75930000.00
          79997233.36
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          ZBUT11V806EZRVTWT807
          
            2023-02-28
          
          2.625
          76190000.00
          79999910.76
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          ZBUT11V806EZRVTWT807
          
            2021-10-31
          
          2.000
          614400.00
          620343.49
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          ZBUT11V806EZRVTWT807
          
            2025-08-15
          
          2.000
          31463300.00
          33579899.81
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          ZBUT11V806EZRVTWT807
          
            2021-11-30
          
          1.750
          10899400.00
          10991007.84
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          ZBUT11V806EZRVTWT807
          
            2022-04-30
          
          1.875
          64604500.00
          65772843.24
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          ZBUT11V806EZRVTWT807
          
            2022-02-28
          
          1.125
          79145000.00
          79999033.04
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          ZBUT11V806EZRVTWT807
          
            2024-11-15
          
          0.000
          20724684.80
          20420881.64
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          ZBUT11V806EZRVTWT807
          
            2025-02-15
          
          0.000
          38636236.79
          37929425.48
          U.S. Treasuries (including strips)
        
      
      Y
      
        FITCH'S RATING
        F1+
      
      
        MOODY'S RATING
        P-1
      
      
        S&P RATING
        A-1
      
      2021-08-25
      2021-08-25
      2021-08-25
      N
      N
      N
      0.0008
      500000000.00
      500000000.00
      0.0170
      N
      N
      N
      Y
      - 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
      
        Y
        
          United States Treasury-U.S. Treasuries (including strips)
          ZBUT11V806EZRVTWT807
          
            2022-06-16
          
          0.000
          24012800.00
          23998752.51
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          ZBUT11V806EZRVTWT807
          
            2021-08-10
          
          0.000
          240000.00
          239997.83
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          ZBUT11V806EZRVTWT807
          
            2022-07-14
          
          0.000
          24012800.00
          23997239.70
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          ZBUT11V806EZRVTWT807
          
            2023-02-15
          
          7.125
          21055900.00
          23999258.54
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          ZBUT11V806EZRVTWT807
          
            2023-02-28
          
          2.625
          22857000.00
          23999973.22
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          ZBUT11V806EZRVTWT807
          
            2021-10-31
          
          1.250
          2099300.00
          2111944.15
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          ZBUT11V806EZRVTWT807
          
            2024-08-31
          
          1.250
          12026200.00
          12410630.03
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          ZBUT11V806EZRVTWT807
          
            2026-04-15
          
          0.125
          21197000.00
          23999955.00
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          ZBUT11V806EZRVTWT807
          
            2025-02-15
          
          0.000
          18582220.80
          18242277.65
          U.S. Treasuries (including strips)
        
      
      Y
      
        FITCH'S RATING
        F1+
      
      
        MOODY'S RATING
        P-1
      
      
        S&P RATING
        A-1
      
      2021-08-25
      2021-08-25
      2021-08-25
      N
      N
      N
      0.0008
      150000000.00
      150000000.00
      0.0051
      N
      N
      N
      Y
      - N/A -
    
    
      MERRILL LYNCH PIERCE FENNER & SMITH
      MERRILL LYNCH PIERCE FENNER & SMITH
      8NAV47T0Y26Q87Y0QP81
      36022
      0000914246
      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)
          8NAV47T0Y26Q87Y0QP81
          
            2029-07-15
          
          0.250
          66656900.00
          79999909.00
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          8NAV47T0Y26Q87Y0QP81
          
            2026-01-15
          
          0.625
          62784700.00
          79999987.31
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          8NAV47T0Y26Q87Y0QP81
          
            2022-01-15
          
          0.125
          65976500.00
          79999996.16
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          8NAV47T0Y26Q87Y0QP81
          
            2027-01-15
          
          0.375
          23877500.00
          30000207.76
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          8NAV47T0Y26Q87Y0QP81
          
            2024-07-15
          
          0.125
          65285700.00
          79999972.36
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          8NAV47T0Y26Q87Y0QP81
          
            2025-04-15
          
          0.125
          70473200.00
          79999970.17
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          8NAV47T0Y26Q87Y0QP81
          
            2031-07-15
          
          0.125
          70262400.00
          79999958.55
          U.S. Treasuries (including strips)
        
      
      Y
      
        FITCH'S RATING
        F1+
      
      
        MOODY'S RATING
        NR
      
      
        S&P RATING
        A-1
      
      2021-08-02
      2021-08-02
      2021-08-02
      N
      N
      N
      0.0005
      500000000.00
      500000000.00
      0.0170
      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
          
            2042-05-15
          
          3.000
          300.00
          363.72
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          549300Y1PMK3RWXMWR72
          
            2047-02-15
          
          0.875
          10713200.00
          15949976.96
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          549300Y1PMK3RWXMWR72
          
            2049-05-15
          
          2.875
          33000.00
          40219.88
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          549300Y1PMK3RWXMWR72
          
            2050-02-15
          
          2.000
          485000.00
          499143.09
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          549300Y1PMK3RWXMWR72
          
            2026-05-15
          
          1.625
          15150600.00
          15885191.66
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          549300Y1PMK3RWXMWR72
          
            2022-02-15
          
          2.000
          100.00
          101.94
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          549300Y1PMK3RWXMWR72
          
            2026-09-30
          
          1.625
          15220900.00
          15999909.73
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          549300Y1PMK3RWXMWR72
          
            2027-02-28
          
          1.125
          10720300.00
          10971870.48
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          549300Y1PMK3RWXMWR72
          
            2030-05-15
          
          0.625
          16739300.00
          15999988.07
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          549300Y1PMK3RWXMWR72
          
            2030-08-15
          
          0.625
          500.00
          477.20
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          549300Y1PMK3RWXMWR72
          
            2022-09-30
          
          0.125
          106200.00
          106271.28
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          549300Y1PMK3RWXMWR72
          
            2025-12-31
          
          0.375
          5567500.00
          5511377.96
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          549300Y1PMK3RWXMWR72
          
            2024-01-15
          
          0.125
          100.00
          99.67
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          549300Y1PMK3RWXMWR72
          
            2028-01-31
          
          0.750
          16126100.00
          15999998.44
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          549300Y1PMK3RWXMWR72
          
            2026-03-31
          
          0.750
          4999900.00
          5035036.83
          U.S. Treasuries (including strips)
        
      
      Y
      
        FITCH'S RATING
        F1
      
      
        MOODY'S RATING
        NR
      
      
        S&P RATING
        A-1
      
      2021-08-02
      2021-08-02
      2021-08-02
      N
      N
      N
      0.0005
      100000000.00
      100000000.00
      0.0034
      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)
          
          
            2039-05-15
          
          4.250
          68215500.00
          95999957.87
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2041-08-15
          
          3.750
          7147300.00
          9630483.16
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2042-02-15
          
          3.125
          532000.00
          658613.75
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2050-02-15
          
          0.250
          43300.00
          53477.79
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2051-02-15
          
          1.875
          1500.00
          1493.60
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2051-02-15
          
          1.875
          11189600.00
          11141890.57
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2041-02-15
          
          1.875
          626000.00
          635350.73
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2022-07-31
          
          1.875
          40126400.00
          41224788.14
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2022-09-30
          
          1.875
          48065500.00
          49358162.52
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2021-12-15
          
          2.625
          615000.00
          622944.23
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2022-03-15
          
          2.375
          1000100.00
          1023438.04
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2022-05-15
          
          2.125
          22935000.00
          23409951.44
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2024-01-15
          
          0.625
          3406000.00
          4243848.01
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2021-09-30
          
          2.125
          10176800.00
          10283811.83
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2022-08-31
          
          1.875
          1384000.00
          1421461.51
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2023-02-28
          
          1.500
          329900.00
          339020.96
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2023-03-31
          
          1.500
          14263500.00
          14653307.42
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2022-07-15
          
          0.125
          1619100.00
          1957951.33
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2022-08-15
          
          1.625
          8085100.00
          8274483.50
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2024-07-15
          
          0.125
          10873000.00
          13323586.93
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2021-10-31
          
          0.350
          31364400.00
          31414034.41
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2022-02-28
          
          1.125
          9293800.00
          9394821.18
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2027-02-28
          
          1.125
          10000000.00
          10213267.39
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2025-02-28
          
          1.125
          93466400.00
          95999969.32
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2022-07-31
          
          0.125
          101100.00
          101213.59
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2023-08-15
          
          0.125
          176600.00
          176410.99
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2026-06-30
          
          0.875
          74114500.00
          74735084.07
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2031-07-15
          
          0.125
          4100600.00
          4668895.88
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2033-02-15
          
          0.000
          4359043.00
          3626026.32
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2033-08-15
          
          0.000
          1927068.00
          1583978.59
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2036-08-15
          
          0.000
          1506374.00
          1153183.52
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2021-08-15
          
          0.000
          718749.56
          718735.19
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2025-02-15
          
          0.000
          776985.67
          762012.37
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2025-05-15
          
          0.000
          34449.27
          33670.93
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2025-08-15
          
          0.000
          735721.88
          716832.95
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2026-05-15
          
          0.000
          422604.79
          406687.39
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2029-02-15
          
          0.000
          718750.00
          655047.18
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2030-02-15
          
          0.000
          4974082.54
          4430156.66
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2038-02-15
          
          0.000
          758417.00
          559055.71
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2045-05-15
          
          0.000
          78112629.04
          47945063.02
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2041-08-15
          
          0.000
          18821186.42
          12561542.13
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2047-11-15
          
          0.000
          37626704.71
          21886287.70
          U.S. Treasuries (including strips)
        
      
      Y
      2021-08-02
      2021-08-02
      2021-08-02
      N
      Y
      
        NOMURA SECURITIES CO LTD
        0.0000
        
          FITCH'S RATING
          F1
        
        
          MOODY'S RATING
          P-2
        
        
          S&P RATING
          A-2
        
      
      N
      0.0005
      600000000.00
      600000000.00
      0.0204
      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)
          
          
            2030-05-15
          
          0.000
          60000000.00
          53320500.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        FITCH'S RATING
        F1+
      
      
        MOODY'S RATING
        Aa3
      
      
        S&P RATING
        A-1+
      
      2021-08-02
      2021-08-02
      2021-08-02
      N
      N
      N
      0.0006
      52275000.00
      52275000.00
      0.0018
      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)
          
          
            2045-02-15
          
          0.000
          310000000.00
          195253500.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips)
          
          
            2037-05-15
          
          0.000
          50000000.00
          37676250.00
          U.S. Treasuries (including strips)
        
      
      Y
      2021-08-02
      2021-08-02
      2021-08-02
      N
      Y
      
        PRUDENTIAL INSURANCE CO OF AMERICA
        1.0000
        
          FITCH'S RATING
          F1+
        
        
          MOODY'S RATING
          Aa3
        
        
          S&P RATING
          AA-
        
      
      N
      0.0006
      228362500.00
      228362500.00
      0.0078
      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)
          
          
            2024-09-30
          
          2.125
          1333600.00
          1415116.66
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2023-01-31
          
          2.375
          122441300.00
          127999938.16
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2025-03-31
          
          2.625
          94817400.00
          102957595.03
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2025-10-31
          
          3.000
          62634800.00
          69390995.29
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2025-11-30
          
          2.875
          5900.00
          6495.93
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2024-02-15
          
          2.750
          119072400.00
          127999916.34
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2025-02-15
          
          2.000
          35436400.00
          37640155.06
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2022-08-31
          
          1.875
          7872500.00
          8085589.40
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2024-03-31
          
          2.125
          121313700.00
          127999937.72
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2025-05-15
          
          2.125
          71969100.00
          76580778.23
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2022-02-28
          
          1.125
          65445800.00
          66157178.77
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2022-05-31
          
          0.125
          53723100.00
          53757209.76
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2025-06-30
          
          0.250
          14142400.00
          13976280.60
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2023-04-30
          
          0.125
          2033900.00
          2032860.88
          U.S. Treasuries (including strips)
        
      
      Y
      
        FITCH'S RATING
        NR
      
      
        MOODY'S RATING
        NR
      
      
        S&P RATING
        A-1+
      
      2021-08-02
      2021-08-02
      2021-08-02
      N
      N
      N
      0.0005
      800000000.00
      800000000.00
      0.0272
      N
      Y
      Y
      N
      - N/A -
    
    
      TD SECURITIES USA LLC
      TD SECURITIES USA LLC
      SUVUFHICNZMP2WKHG940
      36028
      0000803012
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          United States Treasury-U.S. Treasuries (including strips)
          SUVUFHICNZMP2WKHG940
          
            2028-04-15
          
          3.625
          18606700.00
          42809018.97
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          SUVUFHICNZMP2WKHG940
          
            2041-02-15
          
          2.125
          25021400.00
          47999979.92
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          SUVUFHICNZMP2WKHG940
          
            2027-07-15
          
          0.375
          6849900.00
          8578008.40
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          SUVUFHICNZMP2WKHG940
          
            2028-01-15
          
          0.500
          4695900.00
          5870774.34
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          SUVUFHICNZMP2WKHG940
          
            2023-04-15
          
          0.625
          1035500.00
          1188679.24
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          SUVUFHICNZMP2WKHG940
          
            2029-01-15
          
          0.875
          10543200.00
          13322474.84
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          SUVUFHICNZMP2WKHG940
          
            2024-04-15
          
          0.500
          4509800.00
          5213661.70
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          SUVUFHICNZMP2WKHG940
          
            2029-07-15
          
          0.250
          1760400.00
          2112787.12
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          SUVUFHICNZMP2WKHG940
          
            2024-01-15
          
          0.625
          795500.00
          991186.46
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          SUVUFHICNZMP2WKHG940
          
            2026-01-15
          
          0.625
          748200.00
          953353.13
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          SUVUFHICNZMP2WKHG940
          
            2026-07-15
          
          0.125
          23343300.00
          29164498.95
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          SUVUFHICNZMP2WKHG940
          
            2022-01-15
          
          0.125
          996400.00
          1208187.70
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          SUVUFHICNZMP2WKHG940
          
            2022-07-15
          
          0.125
          291500.00
          352506.21
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          SUVUFHICNZMP2WKHG940
          
            2023-01-15
          
          0.125
          13836300.00
          16849943.10
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          SUVUFHICNZMP2WKHG940
          
            2027-01-15
          
          0.375
          3306300.00
          4154106.87
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          SUVUFHICNZMP2WKHG940
          
            2023-07-15
          
          0.375
          5401200.00
          6650386.54
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          SUVUFHICNZMP2WKHG940
          
            2024-07-15
          
          0.125
          1001100.00
          1226730.69
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          SUVUFHICNZMP2WKHG940
          
            2022-04-15
          
          0.125
          336500.00
          381550.50
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          SUVUFHICNZMP2WKHG940
          
            2025-07-15
          
          0.375
          107600.00
          135373.40
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          SUVUFHICNZMP2WKHG940
          
            2028-07-15
          
          0.750
          7884000.00
          9925483.36
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          SUVUFHICNZMP2WKHG940
          
            2024-10-15
          
          0.125
          2618500.00
          2978123.92
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          SUVUFHICNZMP2WKHG940
          
            2030-01-15
          
          0.125
          14297500.00
          16845228.63
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          SUVUFHICNZMP2WKHG940
          
            2025-04-15
          
          0.125
          11165600.00
          12674997.97
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          SUVUFHICNZMP2WKHG940
          
            2030-07-15
          
          0.125
          2035300.00
          2418914.64
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          SUVUFHICNZMP2WKHG940
          
            2025-10-15
          
          0.125
          7009200.00
          8003332.69
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          SUVUFHICNZMP2WKHG940
          
            2031-01-15
          
          0.125
          1019500.00
          1188883.82
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          SUVUFHICNZMP2WKHG940
          
            2026-04-15
          
          0.125
          42422500.00
          47999892.52
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          SUVUFHICNZMP2WKHG940
          
            2031-07-15
          
          0.125
          13000300.00
          14801991.69
          U.S. Treasuries (including strips)
        
      
      Y
      
        FITCH'S RATING
        NR
      
      
        MOODY'S RATING
        NR
      
      
        S&P RATING
        A-1+
      
      2021-08-02
      2021-08-02
      2021-08-02
      N
      N
      N
      0.0005
      300000000.00
      300000000.00
      0.0102
      N
      Y
      Y
      N
      - N/A -
    
    
      TREASURY BILL
      TREASURY BILL
      9127964V8
      U.S. Treasury Debt
      Y
      
        FITCH'S RATING
        F1+
      
      
        MOODY'S RATING
        P-1
      
      
        S&P RATING
        A-1+
      
      2021-10-07
      2021-10-07
      2021-10-07
      N
      N
      N
      0.0005
      299975250.00
      299975250.00
      0.0102
      N
      Y
      Y
      N
      - N/A -
    
    
      TREASURY BILL
      TREASURY BILL
      912796H77
      U.S. Treasury Debt
      Y
      
        FITCH'S RATING
        F1+
      
      
        MOODY'S RATING
        P-1
      
      
        S&P RATING
        A-1+
      
      2021-11-26
      2021-11-26
      2021-11-26
      N
      N
      N
      0.0003
      358949391.77
      358949391.77
      0.0122
      N
      Y
      Y
      N
      - N/A -
    
    
      TREASURY BILL
      TREASURY BILL
      912796J59
      U.S. Treasury Debt
      Y
      
        FITCH'S RATING
        F1+
      
      
        MOODY'S RATING
        P-1
      
      
        S&P RATING
        A-1+
      
      2021-12-09
      2021-12-09
      2021-12-09
      N
      N
      N
      0.0004
      299948937.00
      299948937.00
      0.0102
      N
      Y
      Y
      N
      - N/A -
    
    
      TREASURY BILL
      TREASURY BILL
      912796K73
      U.S. Treasury Debt
      Y
      
        FITCH'S RATING
        F1+
      
      
        MOODY'S RATING
        P-1
      
      
        S&P RATING
        A-1+
      
      2022-01-13
      2022-01-13
      2022-01-13
      N
      N
      N
      0.0005
      699848527.00
      699848527.00
      0.0238
      N
      Y
      Y
      N
      - N/A -
    
    
      TREASURY BILL
      TREASURY BILL
      912796K65
      U.S. Treasury Debt
      Y
      
        FITCH'S RATING
        F1+
      
      
        MOODY'S RATING
        P-1
      
      
        S&P RATING
        A-1+
      
      2022-01-06
      2022-01-06
      2022-01-06
      N
      N
      N
      0.0005
      206185029.49
      206185029.49
      0.0070
      N
      Y
      Y
      N
      - N/A -
    
    
      TREASURY BILL
      TREASURY BILL
      912796G78
      U.S. Treasury Debt
      Y
      
        FITCH'S RATING
        F1+
      
      
        MOODY'S RATING
        P-1
      
      
        S&P RATING
        A-1+
      
      2021-10-28
      2021-10-28
      2021-10-28
      N
      N
      N
      0.0004
      149981875.50
      149981875.50
      0.0051
      N
      Y
      Y
      N
      - N/A -
    
    
      TREASURY BILL
      TREASURY BILL
      9127964W6
      U.S. Treasury Debt
      Y
      
        FITCH'S RATING
        F1+
      
      
        MOODY'S RATING
        P-1
      
      
        S&P RATING
        A-1+
      
      2021-11-04
      2021-11-04
      2021-11-04
      N
      N
      N
      0.0004
      329961225.00
      329961225.00
      0.0112
      N
      Y
      Y
      N
      - N/A -
    
    
      TREASURY BILL
      TREASURY BILL
      9127965G0
      U.S. Treasury Debt
      Y
      
        FITCH'S RATING
        F1+
      
      
        MOODY'S RATING
        P-1
      
      
        S&P RATING
        A-1+
      
      2021-12-02
      2021-12-02
      2021-12-02
      N
      N
      N
      0.0004
      279957300.00
      279957300.00
      0.0095
      N
      Y
      Y
      N
      - N/A -
    
    
      TREASURY BILL
      TREASURY BILL
      912796H51
      U.S. Treasury Debt
      Y
      
        FITCH'S RATING
        F1+
      
      
        MOODY'S RATING
        P-1
      
      
        S&P RATING
        A-1+
      
      2021-11-12
      2021-11-12
      2021-11-12
      N
      N
      N
      0.0003
      349955126.50
      349955126.50
      0.0119
      N
      Y
      Y
      N
      - N/A -
    
    
      TREASURY BILL
      TREASURY BILL
      912796L31
      U.S. Treasury Debt
      Y
      
        FITCH'S RATING
        F1+
      
      
        MOODY'S RATING
        P-1
      
      
        S&P RATING
        A-1+
      
      2021-09-14
      2021-09-14
      2021-09-14
      N
      N
      N
      0.0005
      79346208.66
      79346208.66
      0.0027
      N
      Y
      Y
      N
      - N/A -
    
    
      TREASURY BILL
      TREASURY BILL
      912796H69
      U.S. Treasury Debt
      Y
      
        FITCH'S RATING
        F1+
      
      
        MOODY'S RATING
        P-1
      
      
        S&P RATING
        A-1+
      
      2021-11-18
      2021-11-18
      2021-11-18
      N
      N
      N
      0.0003
      229968777.50
      229968777.50
      0.0078
      N
      Y
      Y
      N
      - N/A -
    
    
      TREASURY BILL
      TREASURY BILL
      912796D48
      U.S. Treasury Debt
      Y
      
        FITCH'S RATING
        F1+
      
      
        MOODY'S RATING
        P-1
      
      
        S&P RATING
        A-1+
      
      2021-08-19
      2021-08-19
      2021-08-19
      N
      N
      N
      0.0001
      49999232.50
      49999232.50
      0.0017
      N
      Y
      Y
      N
      - N/A -
    
    
      TREASURY BILL
      TREASURY BILL
      912796D55
      U.S. Treasury Debt
      Y
      
        FITCH'S RATING
        F1+
      
      
        MOODY'S RATING
        P-1
      
      
        S&P RATING
        A-1+
      
      2021-08-26
      2021-08-26
      2021-08-26
      N
      N
      N
      0.0001
      499989165.00
      499989165.00
      0.0170
      N
      Y
      Y
      N
      - N/A -
    
    
      TREASURY BILL
      TREASURY BILL
      912796F61
      U.S. Treasury Debt
      Y
      
        FITCH'S RATING
        F1+
      
      
        MOODY'S RATING
        P-1
      
      
        S&P RATING
        A-1+
      
      2021-09-30
      2021-09-30
      2021-09-30
      N
      N
      N
      0.0005
      499965175.00
      499965175.00
      0.0170
      N
      Y
      Y
      N
      - N/A -
    
    
      US TREASURY FRN
      US TREASURY FRN
      91282CBY6
      U.S. Treasury Debt
      Y
      
        FITCH'S RATING
        F1+
      
      
        MOODY'S RATING
        P-1
      
      
        S&P RATING
        A-1+
      
      2021-08-02
      2023-04-30
      2023-04-30
      N
      N
      N
      0.0008
      850248956.50
      850248956.50
      0.0289
      N
      Y
      Y
      N
      - N/A -
    
    
      US TREASURY FRN
      US TREASURY FRN
      912828YN4
      U.S. Treasury Debt
      Y
      
        FITCH'S RATING
        F1+
      
      
        MOODY'S RATING
        P-1
      
      
        S&P RATING
        A-1+
      
      2021-08-02
      2021-10-31
      2021-10-31
      N
      N
      N
      0.0029
      223172274.19
      223172274.19
      0.0076
      N
      Y
      Y
      N
      - N/A -
    
    
      US TREASURY FRN
      US TREASURY FRN
      912828Z45
      U.S. Treasury Debt
      Y
      
        FITCH'S RATING
        F1+
      
      
        MOODY'S RATING
        P-1
      
      
        S&P RATING
        A-1+
      
      2021-08-02
      2022-01-31
      2022-01-31
      N
      N
      N
      0.0022
      825445427.62
      825445427.62
      0.0280
      N
      Y
      Y
      N
      - N/A -
    
    
      US TREASURY FRN
      US TREASURY FRN
      912828ZK9
      U.S. Treasury Debt
      Y
      
        FITCH'S RATING
        F1+
      
      
        MOODY'S RATING
        P-1
      
      
        S&P RATING
        A-1+
      
      2021-08-02
      2022-04-30
      2022-04-30
      N
      N
      N
      0.0015
      700593376.00
      700593376.00
      0.0238
      N
      Y
      Y
      N
      - N/A -
    
    
      US TREASURY FRN
      US TREASURY FRN
      91282CAS0
      U.S. Treasury Debt
      Y
      
        FITCH'S RATING
        F1+
      
      
        MOODY'S RATING
        P-1
      
      
        S&P RATING
        A-1+
      
      2021-08-02
      2022-10-31
      2022-10-31
      N
      N
      N
      0.0010
      790479988.20
      790479988.20
      0.0269
      N
      Y
      Y
      N
      - N/A -
    
    
      US TREASURY FRN
      US TREASURY FRN
      91282CBK6
      U.S. Treasury Debt
      Y
      
        FITCH'S RATING
        F1+
      
      
        MOODY'S RATING
        P-1
      
      
        S&P RATING
        A-1+
      
      2021-08-02
      2023-01-31
      2023-01-31
      N
      N
      N
      0.0009
      1584949972.32
      1584949972.32
      0.0538
      N
      Y
      Y
      N
      - N/A -
    
    
      US TREASURY N/B
      US TREASURY N/B
      9128282F6
      U.S. Treasury Debt
      Y
      
        FITCH'S RATING
        F1+
      
      
        MOODY'S RATING
        P-1
      
      
        S&P RATING
        A-1+
      
      2021-08-31
      2021-08-31
      2021-08-31
      N
      N
      N
      0.0005
      125107153.75
      125107153.75
      0.0043
      N
      Y
      Y
      N
      - N/A -
    
    
      US TREASURY N/B
      US TREASURY N/B
      912828T67
      U.S. Treasury Debt
      Y
      
        FITCH'S RATING
        F1+
      
      
        MOODY'S RATING
        P-1
      
      
        S&P RATING
        A-1+
      
      2021-10-31
      2021-10-31
      2021-10-31
      N
      N
      N
      0.0009
      397164798.36
      397164798.36
      0.0135
      N
      Y
      Y
      N
      - N/A -
    
    
      WI TREASURY BILL
      WI TREASURY BILL
      912796J67
      U.S. Treasury Debt
      Y
      
        FITCH'S RATING
        F1+
      
      
        MOODY'S RATING
        P-1
      
      
        S&P RATING
        A-1+
      
      2021-12-16
      2021-12-16
      2021-12-16
      N
      N
      N
      0.0004
      299946168.00
      299946168.00
      0.0102
      N
      Y
      Y
      N
      - N/A -
    
    
      WI TREASURY BILL
      WI TREASURY BILL
      912796J75
      U.S. Treasury Debt
      Y
      
        FITCH'S RATING
        F1+
      
      
        MOODY'S RATING
        P-1
      
      
        S&P RATING
        A-1+
      
      2021-12-23
      2021-12-23
      2021-12-23
      N
      N
      N
      0.0006
      199962264.00
      199962264.00
      0.0068
      N
      Y
      Y
      N
      - N/A -
    
    
      WI TREASURY BILL
      WI TREASURY BILL
      912796C64
      U.S. Treasury Debt
      Y
      
        FITCH'S RATING
        F1+
      
      
        MOODY'S RATING
        P-1
      
      
        S&P RATING
        A-1+
      
      2021-08-05
      2021-08-05
      2021-08-05
      N
      N
      N
      0.0006
      249999480.00
      249999480.00
      0.0085
      N
      Y
      Y
      N
      - N/A -
    
    
      WI TREASURY FRN
      WI TREASURY FRN
      91282CCQ2
      U.S. Treasury Debt
      Y
      
        FITCH'S RATING
        F1+
      
      
        MOODY'S RATING
        P-1
      
      
        S&P RATING
        A-1+
      
      2021-08-02
      2023-07-31
      2023-07-31
      N
      N
      N
      0.0001
      300009201.00
      300009201.00
      0.0102
      N
      Y
      Y
      N
      - N/A -
    
    
      Dreyfus Treasury & Agency Cash Management
      2021-08-04
      /S/Robert Svagna
      Robert Svagna
      Treasury Manager
    
  





Serious News for Serious Traders! Try StreetInsider.com Premium Free!

You May Also Be Interested In





Related Categories

SEC Filings