N-MFP2 0001038520 XXXXXXXX 2023-01-31 0001038520 S000002772 2 N N 333-26513 BNY Mellon Investment Adviser, Inc. 801-08147 E & Y New York NY none BNY Mellon Transfer Inc 0001285911 084-06102 N N N Government/Agency Exempt Government N 3 60 1695812211.67 2329807771.03 2484186110.26 2678163126.50 2659384958.62 1794812211.67 2453807771.03 2613186110.26 2777163126.50 2758384958.62 0.7524 0.8106 0.8189 0.8325 0.8327 0.7963 0.8537 0.8614 0.8633 0.8637 2601702.87 3188086089.44 3188086089.44 2889819.18 10732965.51 3182844645.98 3182852703.85 1.0000 0.0440 0.9999 1.0000 1.0000 1.0000 1.0000 C000007598 1000000000.00 1248410093.38 1248417911.80 0.9999 1.0000 1.0000 1.0000 1.0000 132105463.21 99056612.48 268064675.44 108003654.18 136172631.20 106140579.69 247044416.20 103480785.95 76819716.72 2160747.06 860206902.77 418842379.36 0.0440 Y BNY Mellon Investment Advisor Inc. Mgt. fee is waived which is 10 basis points. Fund also waives expenses to maintain a minimum yield of .01. 84,743.85. C000222939 1000000000.00 1934434552.60 1934434792.05 0.9999 1.0000 1.0000 1.0000 1.0000 0.00 133969483.42 457577758.77 0.00 138154744.38 40945039.04 137358280.91 85236188.38 83974428.82 733090784.06 344125139.66 0.0440 Y BNY Mellon Investment Advisor Inc. Mgt. fee and service fee is waived which is 14 basis points. Fund also waives expenses to maintain a minimum yield of .01. 213,967.84. BANK OF NOVA SCOTIA/NEW YORK BANK OF NOVA SCOTIA/NEW YORK L3I9ZG2KFGXZ61BMYR72 36019 0000814020 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2023-04-20 0.000 6778133.33 6710345.22 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2023-07-13 0.000 1333333.33 1305649.33 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2023-08-10 0.000 3740173.33 3648991.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2023-02-09 0.000 759720.00 758910.89 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2023-07-27 0.000 2413200.00 2358398.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2023-02-21 0.000 646720.00 645051.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2023-03-07 0.000 26946.66 26829.31 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2023-09-07 0.000 4581800.00 4452364.15 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2023-03-16 0.000 53320.00 53028.23 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2023-04-27 0.000 4892280.00 4839105.80 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2023-05-04 0.000 13.33 13.17 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2023-03-21 0.000 1838626.66 1827433.10 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2023-02-07 0.000 1333333.33 1332242.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2023-07-20 0.000 106666.66 104343.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2023-05-16 0.000 10000000.00 9866330.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2023-05-30 0.000 6666666.66 6564806.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2037-05-15 5.000 18173.33 21268.80 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2039-02-15 3.500 120.00 120.05 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2041-02-15 2.125 1666586.66 2539950.44 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2043-08-15 3.625 8266933.33 8178563.27 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2044-02-15 1.375 10061466.66 12702273.71 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2045-02-15 2.500 6999986.66 5695587.99 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2045-05-15 3.000 13.33 11.75 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2046-05-15 2.500 1469880.00 1179928.06 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2046-08-15 2.250 1110853.33 853249.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2046-11-15 2.875 2933.33 2524.67 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2047-02-15 0.875 1446813.33 1565756.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2048-08-15 3.000 13333333.33 11848228.98 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2049-11-15 2.375 1200.00 931.80 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2051-02-15 0.125 4200.00 3363.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2041-02-15 1.875 4682453.33 3538687.94 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2051-05-15 2.375 3680000.00 2846538.12 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2041-05-15 2.250 3323826.66 2652988.40 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2041-11-15 2.000 266.66 202.65 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2042-02-15 2.375 639280.00 521560.37 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2052-05-15 2.875 5085600.00 4380834.15 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2027-08-15 2.250 93053.33 88285.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2024-08-31 1.875 386666.66 374209.31 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2024-11-30 2.125 533440.00 514439.67 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2024-12-31 2.250 2666.66 2570.21 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2025-01-31 2.500 6013.33 5809.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2028-02-15 2.750 104373.33 101087.45 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2025-02-28 2.750 126480.00 124198.03 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2023-02-28 2.625 124266.66 125451.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2023-03-31 2.500 800.00 803.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2025-03-31 2.625 32453.33 31704.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2023-04-15 0.625 16027333.33 19165013.08 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2023-05-31 2.750 8386733.33 8371000.37 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2023-06-30 2.625 533333.33 530030.89 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2025-08-31 2.750 109426.66 107133.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2023-09-30 2.875 106.66 106.38 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2028-11-15 3.125 212920.00 208090.78 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2025-11-30 2.875 1419600.00 1383520.83 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2024-01-31 2.500 13493.33 13195.19 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2026-01-31 2.625 221053.33 212850.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2026-02-28 2.500 3336773.33 3231519.15 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2024-02-29 2.375 51666.66 50899.82 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2026-03-31 2.250 859706.66 823997.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2024-04-30 2.250 106.66 104.09 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2026-04-30 2.375 2082906.66 1999623.54 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2026-06-30 1.875 21173.33 19874.06 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2029-07-15 0.250 1847693.33 2014394.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2024-01-15 0.625 3333333.33 4170930.28 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2024-08-15 2.375 151040.00 147843.52 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2024-11-15 2.250 6789320.00 6574539.26 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2025-02-15 2.000 6666666.66 6433831.88 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2025-08-15 2.000 61866.66 59336.92 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2026-02-15 1.625 634560.00 597019.19 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2023-02-28 1.500 66.66 66.92 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2026-05-15 1.625 8800.00 8216.45 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2023-05-31 1.625 23333.33 23160.84 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including 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(including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2023-08-15 2.500 133320.00 133241.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2024-02-29 2.125 1200026.66 1177383.78 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2023-11-15 2.750 346666.66 343218.52 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2024-05-15 2.500 1250000.00 1222222.09 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2024-07-15 0.125 3333333.33 4056063.51 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2027-05-15 2.375 140133.33 133102.53 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 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States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2024-11-30 1.500 1525000.00 1452646.29 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2030-01-15 0.125 5681333.33 6055697.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2025-01-31 1.375 49933.33 47177.16 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2027-01-31 1.500 5019600.00 4593691.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2025-02-28 1.125 256426.66 241946.97 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2023-04-15 0.250 1333333.33 1322229.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2027-05-31 0.500 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492533.33 465589.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2023-05-31 0.125 6666653.33 6567539.61 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2023-07-31 0.125 1091466.66 1066439.33 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2026-07-31 0.625 7440.00 6656.35 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2024-08-15 0.375 1239600.00 1165474.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2028-08-31 1.125 13333.33 11684.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2026-08-31 0.750 1299066.66 1169016.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2024-09-15 0.375 12000.00 11256.28 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2026-09-30 0.875 6840400.00 6170408.33 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2023-09-30 0.250 1364866.66 1325660.57 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2026-10-15 0.125 13564600.00 14030835.31 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2023-10-31 4.663 29795200.00 30121128.17 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2026-11-30 1.250 2134813.33 1944625.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2028-11-30 1.500 220013.33 195575.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2026-12-31 1.250 6800.00 6177.87 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2023-12-31 0.750 891066.66 859720.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2025-01-15 1.125 26.66 25.09 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2029-01-31 1.750 160000.00 143568.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2032-02-15 1.875 30363866.66 26776398.09 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2025-02-15 1.500 1480533.33 1411008.35 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2024-02-29 1.500 13146.66 12778.62 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2029-02-28 1.875 3333333.33 3035979.07 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2029-03-31 2.375 2666666.66 2498387.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2029-04-30 2.875 11173333.33 10760362.79 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2027-04-30 2.750 3266666.66 3158209.90 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2025-05-15 2.750 13.33 13.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2029-05-31 2.750 4676666.66 4458519.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2027-05-31 2.625 305360.00 292889.44 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2024-06-30 3.000 241053.33 236288.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2027-07-31 2.750 3426.66 3286.10 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2029-07-31 2.625 13.33 12.54 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2032-08-15 2.750 13.33 12.65 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2024-08-31 3.250 13.33 13.26 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2027-08-31 3.125 133.33 131.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2025-10-15 4.250 19649080.00 19996571.82 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2029-10-31 4.000 13333333.33 13746036.61 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2028-01-31 3.500 266.66 264.45 U.S. Treasuries (including strips) Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2023-02-01 2023-02-01 2023-02-01 N N N 0.0426 400000000.00 400000000.00 0.1257 N Y Y N - N/A - CREDIT AGRICOLE CIB CREDIT AGRICOLE CIB 261700PLI2HF5NCF2442 4257 0001335241 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-07-31 2.125 22300220.05 21516144.31 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2025-10-31 3.000 23587845.94 23128291.24 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2026-01-31 2.625 31450345.94 30283223.61 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-06-30 1.750 15725440.30 15132254.97 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-02-15 2.750 25645871.05 25442732.05 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-08-15 2.375 23587500.00 23088316.07 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-10-31 1.625 15725000.00 15425121.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2026-11-15 2.000 17218937.89 16178503.26 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-02-15 2.000 31515667.60 31771725.54 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2027-02-15 2.250 24531188.69 23382782.69 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-07-31 1.750 197474.54 189441.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2030-02-15 1.500 982655.25 865513.49 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-05-15 0.125 35038130.50 34590198.97 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-08-15 0.125 19530450.00 19058673.40 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-09-15 0.125 15725000.00 15289048.26 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2026-02-28 0.500 31324483.05 28282821.23 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-04-15 0.375 30915350.00 29381102.71 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-08-31 0.125 26724794.75 26032310.28 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-09-30 0.250 27511296.35 26721028.31 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-10-15 0.625 28296634.30 26598394.69 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2026-11-30 1.250 36564776.39 33307261.45 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-01-31 0.875 18872641.80 18156802.49 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2029-03-31 2.375 32883365.19 30808273.98 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-06-30 3.000 23587531.44 23121301.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2029-08-31 3.125 29625900.00 29109457.54 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-11-30 4.500 30852450.00 31147857.12 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2025-12-15 4.000 25065650.00 25206966.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2028-01-31 3.500 18517791.44 18364464.13 U.S. Treasuries (including strips) Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2023-02-01 2023-02-01 2023-02-01 N N N 0.0427 629000000.00 629000000.00 0.1976 N Y Y N - N/A - FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384EV7 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2023-04-26 2023-04-26 2023-04-26 N N N 0.0468 49458428.50 49458428.50 0.0155 N N N N - N/A - FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384ET2 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2023-04-24 2023-04-24 2023-04-24 N N N 0.0433 15830801.44 15830801.44 0.0050 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EMJ52 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2023-02-01 2023-06-15 2023-06-15 N N N 0.0468 10003970.70 10003970.70 0.0031 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133ENXG0 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2023-02-01 2024-05-24 2024-05-24 N N N 0.0434 7993105.84 7993105.84 0.0025 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133ENVA5 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2023-02-01 2024-04-25 2024-04-25 N N N 0.0435 53960445.00 53960445.00 0.0170 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133ENUG3 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2023-02-01 2024-04-12 2024-04-12 N N N 0.0435 5002073.75 5002073.75 0.0016 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EM5N8 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2023-02-01 2023-08-21 2023-08-21 N N N 0.0432 5000580.55 5000580.55 0.0016 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EM2M3 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2023-02-01 2023-07-31 2023-07-31 N N N 0.0468 10005851.10 10005851.10 0.0031 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3130AUMK7 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2023-02-01 2023-08-23 2023-08-23 N N N 0.0436 15000243.90 15000243.90 0.0047 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3130AT6M4 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2023-02-01 2023-03-02 2023-03-02 N N N 0.0433 49999976.50 49999976.50 0.0157 N N Y N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3130ATPE1 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2023-02-01 2023-02-17 2023-02-17 N N N 0.0434 34999996.50 34999996.50 0.0110 N N Y N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3130ASW39 U.S. Government 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2023-02-01 2023-03-14 2023-03-14 N N N 0.0435 50001406.00 50001406.00 0.0157 N N Y N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3130ATPV3 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2023-02-01 2024-04-19 2024-04-19 N N N 0.0439 14999490.15 14999490.15 0.0047 N N N N - N/A - FIXED INCOME CLEARING CORP - SSB REP FIXED INCOME CLEARING CORP - SSB REP 37030 0001232861 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 2027-10-31 4.129 50000000.00 50857326.99 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 2027-10-31 4.129 50000000.00 50857326.97 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 2027-10-31 4.129 50000000.00 50857326.99 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 2027-08-31 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CYYGQCGNHMHPSMRL3R97 2028-08-15 0.000 32680.00 26701.88 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2028-11-15 0.000 19520.00 15842.41 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2037-05-15 0.000 10016.00 6146.29 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2040-08-15 0.000 15340.00 8178.61 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2042-02-15 0.000 20980.00 10272.12 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2042-08-15 0.000 34652.00 16509.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2043-05-15 0.000 1804.00 836.44 U.S. Treasuries (including strips) United States 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Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-09-01 5.000 3721840.00 3733859.72 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-10-01 5.500 1008.00 1012.48 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-11-01 5.000 268939.00 268510.34 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-06-01 3.500 104010.00 38554.12 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-03-01 3.000 942069.00 796904.74 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-04-01 4.000 4105816.00 3688078.72 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-08-01 4.500 3006713.00 2907121.34 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-08-01 4.500 368549.00 359272.13 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2040-09-01 4.150 12863545.00 188977.10 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2043-06-01 3.500 13665360.00 2349198.87 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2028-11-01 4.000 1000.00 90.78 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-09-01 5.000 1007.00 997.94 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-09-01 5.000 3553.00 3515.74 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2036-09-01 3.815 8368119.00 61834.21 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-01-01 3.500 27572330.00 4855764.56 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-09-01 3.500 75027195.00 16705629.06 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2026-04-01 2.500 752871.00 69155.90 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2035-06-01 2.500 25726.00 10943.97 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-02-01 2.000 13041984.00 8991638.59 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-05-01 3.000 1999.00 1211.32 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-06-01 4.000 1090.00 1013.59 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2035-11-01 5.500 465291.00 81911.02 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2040-12-01 4.033 58679.00 951.61 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2040-11-01 4.000 7676.00 1007.13 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2051-11-20 3.000 3635872.00 2995911.99 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2030-01-01 3.000 29981000.00 5063920.93 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2037-10-01 2.609 4173.00 41.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2036-07-01 3.930 27205.00 145.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2038-04-01 2.524 9084.00 180.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2042-09-01 3.500 42985121.00 5602411.70 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2039-08-01 4.500 99977258.00 4820518.59 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2028-10-01 3.500 11874576.00 1707890.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2028-10-01 3.000 24539552.00 3770875.57 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2033-08-01 4.000 517180.00 164175.58 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2043-12-01 4.000 1250580.00 213769.02 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2045-07-01 4.000 6845520.00 2023845.34 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2047-10-01 4.500 2654745.00 1184407.32 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2048-07-01 4.500 10759.00 6240.86 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2033-12-01 4.000 1000.00 316.38 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2033-02-01 3.000 1023.00 330.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2050-03-01 4.000 10442216.00 2805768.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2043-01-01 3.500 1002.00 564.25 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2051-10-01 3.500 12412812.00 10476205.18 Agency 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1000.00 784.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2051-11-01 3.000 40000.00 31706.63 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-11-01 5.500 528364.00 526854.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2041-08-01 4.500 1008.00 87.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2041-10-01 3.500 1000.00 112.10 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2042-09-01 4.000 1006.00 131.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2043-03-01 4.000 1845634.00 317221.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2042-09-01 4.000 1000.00 113.28 Agency Mortgage-Backed Securities Federal Home 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Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2029-12-01 3.000 293010.00 38964.76 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2044-11-01 3.750 4775000.00 265590.27 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2050-12-01 2.301 2413380.00 1878736.15 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2050-12-01 2.265 1641110.00 1250804.99 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2029-03-01 3.000 1150112.00 26562.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2029-05-01 3.000 2640276.00 576251.20 Agency Mortgage-Backed Securities Federal National 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Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2034-06-01 3.370 12600000.00 11813827.19 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2030-04-01 5.381 7679000.00 7640128.90 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2042-02-01 3.196 6750000.00 1292659.02 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2039-03-01 4.000 1500000.00 451375.81 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2049-09-01 3.000 119742080.00 62362505.70 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2050-09-01 3.500 1788706.00 1083922.46 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2051-11-01 4.000 1031360.00 994264.29 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2052-05-01 3.000 45455808.00 39977980.40 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2052-06-01 3.500 4330240.00 3986878.25 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2052-10-01 4.000 1017296.00 986464.17 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2052-10-01 4.000 2386328.00 2188588.98 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2048-08-01 5.000 108206800.00 35592331.02 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2050-01-01 3.500 25000.00 5773.88 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2052-09-01 5.000 68840000.00 66829527.73 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2051-03-01 2.000 200000.00 134576.23 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2035-10-01 2.000 343000.00 216453.22 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2047-05-01 3.000 3900000.00 2473666.47 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2041-10-01 2.000 325667.00 248494.97 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2042-01-01 2.000 1000000.00 809354.88 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2052-05-01 3.500 5610000.00 5102586.20 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2052-04-01 2.500 701872.00 590369.19 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2041-04-01 2.000 27000.00 23293.33 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2053-01-01 5.500 46063808.00 47242826.52 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2048-01-01 3.923 8076300.00 202346.78 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2051-09-01 2.000 5641000.00 4345087.82 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2050-02-01 4.000 2112176.00 384121.01 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2050-09-01 2.000 20965000.00 12687012.96 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2051-04-01 4.000 437125.00 125745.02 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2052-01-01 2.000 12147872.00 9654146.53 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2052-10-01 5.000 40775296.00 40027605.45 Agency Mortgage-Backed Securities Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2023-02-01 2023-02-01 2023-02-01 N N N 0.0430 425000000.00 425000000.00 0.1335 N Y Y N - N/A - JP MORGAN SECURITIES LLC JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 36021 0001168524 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2040-03-25 1.115 1761700.00 55093.98 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2030-09-25 0.100 43431104.00 245009.33 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2027-08-25 1.912 191234045.00 31354.45 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2043-01-25 1.614 17838000.00 457752.82 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2043-03-25 4.000 3590770.00 76364.82 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2047-10-25 4.855 5191680.00 1543014.02 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2051-02-25 2.000 20469696.00 1980599.59 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2052-02-25 2.500 8271360.00 7301314.73 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2046-11-15 4.958 5178800.00 1920403.36 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2047-05-15 3.500 1000000.00 274886.17 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2044-07-15 4.000 2678084.00 7717.87 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2036-09-25 4.955 15419648.00 664363.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2041-05-16 4.000 3795900.00 3090358.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2056-06-16 0.453 112581376.00 232188.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2056-01-16 0.687 175000000.00 2057007.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2046-08-20 3.500 25405183.00 233030.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2061-03-16 0.733 100809728.00 1630424.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2059-08-16 3.200 23245100.00 21010029.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2061-02-16 0.850 83000000.00 1395673.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2060-03-16 0.784 174857216.00 4345847.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2063-08-16 1.201 50000000.00 4165449.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2064-07-16 3.250 36570000.00 33617240.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2049-09-20 0.000 41711360.00 287978.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2045-12-20 3.000 914710.00 17913.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2050-03-20 0.100 14208624.00 29576.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2051-05-20 4.500 3150952.00 206945.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2052-04-20 1.290 21195264.00 2530857.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2051-07-20 0.000 50000000.00 337920.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2044-07-20 3.000 18646272.00 17173684.42 Agency Collateralized Mortgage Obligation Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2023-02-07 2023-02-07 2023-02-07 N N N 0.0432 99000000.00 99000000.00 0.0311 N N Y N - N/A - TREASURY BILL TREASURY BILL 912796Z77 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2023-03-21 2023-03-21 2023-03-21 N N N 0.0455 14910300.00 14910300.00 0.0047 N Y Y N - N/A - TREASURY BILL TREASURY BILL 912796Y60 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2023-02-21 2023-02-21 2023-02-21 N N N 0.0415 14963218.80 14963218.80 0.0047 N Y Y N - N/A - US TREASURY FRN US TREASURY FRN 91282CFD8 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2023-02-01 2024-07-31 2024-07-31 N N N 0.0470 79977802.40 79977802.40 0.0251 N Y Y N - N/A - US TREASURY FRN US TREASURY FRN 91282CEL1 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2023-02-01 2024-04-30 2024-04-30 N N N 0.0458 79901539.20 79901539.20 0.0251 N Y Y N - N/A - US TREASURY FRN US TREASURY FRN 91282CDE8 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2023-02-01 2023-10-31 2023-10-31 N N N 0.0466 10002131.70 10002131.70 0.0031 N Y Y N - N/A - US TREASURY FRN US TREASURY FRN 91282CCQ2 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2023-02-01 2023-07-31 2023-07-31 N N N 0.0466 20003225.40 20003225.40 0.0063 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+ 2023-02-01 2023-04-30 2023-04-30 N N N 0.0466 105057801.45 105057801.45 0.0330 N Y Y N - N/A - US TREASURY FRN US TREASURY FRN 91282CFS5 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2023-02-01 2024-10-31 2024-10-31 N N N 0.0481 28011327.40 28011327.40 0.0088 N Y Y N - N/A - US TREASURY FRN US TREASURY FRN 91282CGF2 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2023-02-01 2025-01-31 2025-01-31 N N N 0.0483 15003873.90 15003873.90 0.0047 N Y Y N - N/A - Dreyfus Institutional Preferred Money Market Fund 2023-02-03 /S/Robert Svagna Robert Svagna Treasury Manager