0000831363-19-000108.txt : 20190705 0000831363-19-000108.hdr.sgml : 20190705 20190705100456 ACCESSION NUMBER: 0000831363-19-000108 CONFORMED SUBMISSION TYPE: N-MFP2 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20190628 FILED AS OF DATE: 20190705 DATE AS OF CHANGE: 20190705 FILER: COMPANY DATA: COMPANY CONFORMED NAME: BNY MELLON FUNDS TRUST CENTRAL INDEX KEY: 0001111565 IRS NUMBER: 134121547 FILING VALUES: FORM TYPE: N-MFP2 SEC ACT: 1940 Act SEC FILE NUMBER: 811-09903 FILM NUMBER: 19943298 BUSINESS ADDRESS: STREET 1: C/O BNY MELLON INVESTMENT ADVISER, INC. STREET 2: 240 GREENWICH STREET CITY: NEW YORK STATE: NY ZIP: 10286 BUSINESS PHONE: 2129226400 MAIL ADDRESS: STREET 1: C/O BNY MELLON INVESTMENT ADVISER, INC. STREET 2: 240 GREENWICH STREET CITY: NEW YORK STATE: NY ZIP: 10286 FORMER COMPANY: FORMER CONFORMED NAME: MELLON FUNDS TRUST DATE OF NAME CHANGE: 20030429 FORMER COMPANY: FORMER CONFORMED NAME: MPAM FUNDS TRUST DATE OF NAME CHANGE: 20000410 0001111565 S000000363 BNY Mellon Government Money Market Fund C000000941 Class M Shares MLMXX C000000942 Investor Shares MLOXX N-MFP2 1 primary_doc.xml N-MFP2 0001111565 XXXXXXXX 2019-06-28 0001111565 S000000363 2 N N 333-34844 BNY Mellon Investment Adviser, Inc. 801-08147 KPMG New York NY The Bank of New York Mellon BNY Mellon Transfer Inc 0001285911 084-06102 N N N Exempt Government N 12 97 368723887.79 361590732.12 488265659.96 449856969.88 0.00 618686686.40 611577204.34 688265659.96 649856969.88 0.00 0.4342 0.4293 0.5312 0.5107 0.0000 0.7285 0.7261 0.7488 0.7378 0.0000 2923615.61 876716885.59 876716885.59 1162656.03 1782867.09 879020290.16 879025852.03 1.0000 0.0239 1.0000 0.9999 0.9999 0.9999 C000000942 10000.00 17194234.84 0.00 1.0000 0.9999 0.9999 0.9999 183718.40 124248.40 239688.95 347676.16 431783.55 449238.90 152359.24 159609.05 1007550.14 1080772.51 0.0184 Y BNY Mellon Investment Advisor Inc. C000000941 10000.00 861826055.32 0.00 1.0000 0.9999 0.9999 0.9999 10438557.36 30257698.74 18422753.76 25697655.61 84325117.70 7865709.35 34979888.77 73698438.41 148166317.59 137519502.11 0.0209 Y BNY Mellon Investment Advisor Inc. ABN AMRO BANK NV ABN AMRO BANK NV BFXS5XCH7N0Y05NIXW11 1867 0000897878 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2044-05-15 3.375 4293333.33 5022222.22 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2044-08-15 3.125 44444.44 50123.17 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2045-11-15 3.000 56355.55 61911.47 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2023-06-30 2.625 6133333.33 6400000.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2021-08-15 2.750 6222222.22 6400000.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2023-10-31 2.875 800.00 841.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2028-11-15 3.125 2880000.00 3168888.88 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2019-09-30 1.750 4444444.44 4444444.44 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2022-12-31 2.125 6266666.66 6400000.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2023-11-30 2.125 911111.11 928888.88 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2019-07-31 1.625 3333333.33 3355555.55 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2021-07-15 2.625 4444444.44 4577777.77 U.S. Treasuries (including strips) Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2019-07-01 2019-07-01 2019-07-01 N N N 0.0250 40000000.00 40000000.00 0.0455 N Y Y N - N/A - CREDIT AGRICOLE SA CREDIT AGRICOLE SA 261700PLI2HF5NCF2442 4257 0001335241 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-07-02 0.000 823146.55 822965.45 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2047-02-15 0.000 10646.55 5229.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2028-04-15 3.625 184883.62 376962.07 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2032-04-15 3.375 475592.67 942076.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2027-01-15 2.375 98303.87 145125.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2028-01-15 1.750 65846.98 90608.26 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2040-02-15 2.125 239491.37 365199.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2041-08-15 3.750 572825.43 711648.88 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2043-02-15 0.625 91109.91 98641.15 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2044-02-15 1.375 35183.18 44095.11 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2045-02-15 0.750 384922.41 415809.28 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2046-02-15 1.000 253562.50 288552.30 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2047-02-15 0.875 301780.17 327801.49 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2049-02-15 1.000 203017.24 219577.11 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-01-15 2.000 883627.15 893736.53 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2028-01-15 0.500 110754.31 116766.36 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-04-15 0.625 598556.03 623549.98 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-05-31 2.500 969836.20 975937.99 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-09-15 2.750 956898.70 985363.06 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2025-09-30 3.000 799568.96 859620.65 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-10-31 2.875 603676.72 614361.42 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2025-11-30 2.875 852379.31 906588.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-01-15 0.625 252316.81 281803.78 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-01-31 1.250 965387.93 965411.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-01-15 1.375 552573.27 655226.97 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-07-15 1.250 601971.98 713249.97 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-01-15 1.125 442534.48 523084.84 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-07-15 0.125 823420.25 911796.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-02-29 1.250 969836.20 968413.54 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-07-31 2.000 862073.27 869596.41 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-11-15 2.750 818982.75 855909.08 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-05-31 1.750 856685.34 858067.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-06-30 2.500 862071.12 877126.22 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2032-08-15 0.000 538793.10 400592.67 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2033-02-15 0.000 1293103.44 947431.03 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2034-02-15 0.000 646551.72 460635.77 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2030-11-15 0.000 969827.58 756475.21 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2032-11-15 0.000 862068.96 636439.65 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2033-05-15 0.000 1293103.44 942012.93 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2030-05-15 0.000 969827.58 767288.79 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2030-02-15 0.000 969827.58 771323.27 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2030-08-15 0.000 646551.72 507898.70 U.S. Treasuries (including strips) Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2019-07-01 2019-07-01 2019-07-01 N N N 0.0245 25000000.00 25000000.00 0.0284 N Y Y N - N/A - DAIWA CAPITAL MARKETS AMERICA DAIWA CAPITAL MARKETS AMERICA 36977 0000026617 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-11-01 5.000 1266521.80 1329641.59 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-11-01 4.000 7440000.00 7240000.00 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-01-01 4.500 1931315.20 1992371.53 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-02-01 5.000 496141.40 527058.92 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-07-01 4.500 2800000.00 2800000.00 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-12-01 4.500 11380000.00 11260000.00 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2019-11-01 4.500 393.20 0.00 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2026-01-01 3.500 526443.00 56891.06 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2039-02-01 3.500 8544.39 8470.81 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2023-03-01 4.500 872.00 3.11 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2045-01-20 4.000 188116.20 34145.23 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2049-05-20 5.500 591556.59 627507.80 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2049-06-20 3.500 35037.59 35924.82 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2049-06-20 4.500 28856.60 30251.38 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2049-05-20 6.000 7657.80 8358.48 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2047-12-15 5.000 55436.20 32017.13 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-01-15 5.000 34270.40 22899.87 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-08-20 5.000 658168.80 631912.31 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2049-01-20 4.500 297085.60 317699.27 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2049-05-20 4.000 231794.80 241433.51 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2049-05-20 4.000 153768.20 160391.15 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2038-12-20 4.125 5506.60 104.88 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2039-02-20 4.500 90000.00 30.64 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2039-11-20 4.500 28000.00 41.66 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-03-20 4.000 804458.00 76256.91 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-07-20 3.500 35400.00 2043.15 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-05-20 4.000 500000.00 52006.47 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-10-20 4.000 570000.00 37850.96 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-03-20 3.500 898085.60 44713.74 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-07-20 3.000 4860000.00 333340.08 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-09-20 3.817 2680000.00 453818.09 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2041-08-01 4.500 28800000.00 10860000.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2037-08-01 4.802 641.80 8.94 Agency Mortgage-Backed Securities Federal Home Loan Banks-Agency Debentures and Agency Strips 2021-06-11 2.250 2560000.00 2600000.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2034-04-01 3.500 10150.60 10056.07 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-06-01 4.500 14921.20 15692.10 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-06-01 4.000 164247.20 170811.66 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2024-07-01 5.500 11753.20 7888.43 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2046-08-01 3.500 861595.00 644955.58 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2047-12-01 3.500 487238.00 443662.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2047-11-01 3.500 3740000.00 3420000.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2048-03-01 4.500 208835.20 219571.62 Agency Mortgage-Backed Securities Federal Home Loan Banks-Agency Debentures and Agency Strips 2022-03-11 2.500 31000.00 31802.39 Agency Mortgage-Backed Securities Federal Farm Credit Bank-Agency Debentures and Agency Strips 2026-09-21 2.399 1341800.00 1374413.34 Agency Mortgage-Backed Securities Federal Farm Credit Bank-Agency Debentures and Agency Strips 2024-10-22 2.470 1800000.00 1855118.40 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2021-06-25 0.000 4520000.00 342.48 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2021-10-25 0.000 106924.20 64.41 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2023-07-25 0.000 2935.60 2.26 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2028-07-25 3.500 511142.60 13122.84 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-05-25 4.000 15280000.00 1170172.36 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2035-07-25 3.500 290171.40 21833.59 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-03-25 3.000 644800.00 47920.20 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-06-25 3.795 3940000.00 467190.96 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-11-25 3.745 697548.60 105026.62 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Debentures and Agency Strips 2032-02-01 6.500 109970.00 86.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2038-11-15 4.000 820000.00 7312.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2025-05-15 4.000 500000.00 19276.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2039-04-15 3.655 44600000.00 584849.18 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2032-08-15 3.500 79800.00 2189.96 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2033-11-15 3.500 4460000.00 167045.43 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2045-05-15 3.705 1400000.00 117470.51 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2043-02-15 3.500 668028.20 40036.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2047-02-15 3.605 6780000.00 942654.51 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2048-05-15 2.694 907595.40 808401.01 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2029-12-15 4.000 874742.60 873376.77 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2049-04-15 3.655 4800000.00 756158.21 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2019-09-01 3.250 1976.60 16.29 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2027-03-01 2.500 533321.20 187490.35 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2032-04-01 4.000 365627.60 217105.92 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2023-09-01 3.750 2100000.00 2020000.00 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2023-10-01 3.770 1611169.20 1571888.16 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2023-10-01 3.649 295547.60 288423.85 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2023-12-01 3.459 1800000.00 1732215.30 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2024-04-01 3.350 1207400.00 1164341.30 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2024-04-01 3.540 1566000.00 1556550.58 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2024-04-01 3.520 1174973.80 1140539.73 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2027-05-01 3.000 747242.60 211072.27 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2036-03-25 4.245 337000.00 3350.34 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-06-25 3.695 1000000.00 8440.24 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-07-25 4.245 1600000.00 11846.41 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2038-02-25 3.104 736.80 6.53 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2038-12-25 3.995 6200000.00 28171.85 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2038-12-25 3.995 10000000.00 9775.92 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2019-08-25 9.750 797.60 0.00 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-01-25 3.845 2000000.00 18068.91 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2019-07-25 4.500 5130.60 0.00 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-10-01 3.500 229544.40 212218.67 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-02-01 4.000 224293.00 216278.62 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-10-01 4.000 246989.60 202044.16 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-08-01 3.500 1179079.80 1139098.29 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-08-01 4.000 482480.60 463675.63 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-11-01 4.000 236250.00 218933.62 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-01-01 4.500 217839.00 225857.27 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-12-01 4.500 210245.00 220643.71 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-05-20 4.500 5920000.00 831242.28 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-12-20 3.767 11300000.00 1447425.00 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-11-20 4.000 361567.00 21225.63 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2019-08-29 0.000 158800.00 158257.38 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-05-21 0.000 35800.00 35185.17 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2045-02-15 0.750 20.00 21.49 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2048-05-15 3.125 1925060.00 2160000.00 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2019-08-15 0.750 4120000.00 4140000.00 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-01-15 2.000 182240.00 184334.26 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2023-01-31 2.375 20.00 20.63 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-02-29 2.250 20.00 20.17 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2024-01-31 2.500 6380000.00 6640000.00 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2026-03-31 2.250 1746600.00 1797962.81 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-04-30 2.235 8420000.00 8440000.00 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2019-11-30 1.000 406080.00 404523.91 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-01-31 1.375 1000000.00 1001411.54 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-04-30 1.125 957000.00 951526.59 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-06-30 1.875 35600.00 35893.28 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2020-03-15 1.625 260000.00 260403.92 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-06-01 4.000 226610.80 215815.29 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2033-01-01 3.500 214950.20 207689.56 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-05-01 4.000 211498.40 221528.12 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2033-08-01 3.500 230448.40 210135.10 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-02-01 4.000 206420.60 214315.84 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-04-01 4.000 2060000.00 1971261.62 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-05-01 5.000 553555.40 555893.55 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2033-07-01 3.500 250360.60 210877.57 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-03-01 4.000 979323.40 865728.51 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-05-01 2.501 167409.20 109705.64 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-02-01 3.500 10005.20 9802.60 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2024-05-01 4.000 5000.00 3240.35 Agency Mortgage-Backed Securities Y 2019-07-05 2019-07-05 2019-07-05 N Y DAIWA SECURITIES CO LTD 0.0000 FITCH'S RATING F1 MOODY'S RATING P-2 S&P RATING A-1 N 0.0252 100000000.00 100000000.00 0.1138 N N Y N - N/A - FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384LG2 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2019-09-04 2019-09-04 2019-09-04 N N N 0.0234 49805903.00 49805903.00 0.0566 N N N N - N/A - FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384HP7 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2019-07-01 2019-07-01 2019-07-01 N N N 0.0210 117000000.00 117000000.00 0.1331 N Y Y N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EHE33 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2019-07-01 2019-10-10 2019-10-10 N N N 0.0243 9998699.60 9998699.60 0.0114 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3130AGEU5 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2019-07-01 2020-05-08 2020-05-08 N N N 0.0245 25001392.75 25001392.75 0.0284 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3130ABSB3 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2019-07-12 2019-07-12 2019-07-12 N N N 0.0234 4999961.75 4999961.75 0.0057 N N Y N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3130AFWY9 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2019-07-01 2020-02-21 2020-02-21 N N N 0.0245 10001819.50 10001819.50 0.0114 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3130AETA8 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2019-08-20 2019-08-20 2019-08-20 N N N 0.0236 49999247.00 49999247.00 0.0569 N N Y N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3130AFSU2 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2019-07-25 2019-07-25 2019-07-25 N N N 0.0232 25000234.25 25000234.25 0.0284 N N Y N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3130ADCN0 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2019-07-08 2020-01-08 2020-01-08 N N N 0.0235 19993288.80 19993288.80 0.0228 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3130AG5G6 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2019-07-01 2020-03-27 2020-03-27 N N N 0.0248 10002572.20 10002572.20 0.0114 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3130AGGX7 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2019-07-01 2020-02-21 2020-02-21 N N N 0.0244 24996117.50 24996117.50 0.0284 N N N N - N/A - HSBC SECURITIES USA INC HSBC SECURITIES USA INC CYYGQCGNHMHPSMRL3R97 36020 0000853784 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) CYYGQCGNHMHPSMRL3R97 2046-08-15 0.000 14150052.17 7022331.29 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2025-01-15 2.375 8822417.39 13478724.92 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2040-02-15 2.125 5303739.13 8058939.49 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2025-09-30 3.000 6553939.13 7045930.77 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2021-02-28 2.500 11798904.34 12027061.81 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2022-09-30 1.750 8616000.00 8657619.28 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2022-05-31 1.875 466713.04 469380.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2025-07-15 0.375 4120834.78 4491307.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2022-11-15 0.000 12728141.91 11993091.71 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2023-11-15 0.000 6680843.13 6178390.28 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2026-11-15 0.000 9203444.86 7954629.43 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2028-02-15 0.000 7263967.49 6093575.26 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2030-05-15 0.000 3795389.21 3006472.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2030-02-15 0.000 5768785.02 4595835.27 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2043-05-15 0.000 1727115.13 926711.25 U.S. Treasuries (including strips) Y FITCH'S RATING NR MOODY'S RATING NR S&P RATING A-1+ 2019-07-03 2019-07-03 2019-07-03 N N N 0.0254 100000000.00 100000000.00 0.1138 N N Y N - N/A - TREASURY BILL TREASURY BILL 912796RW1 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2019-07-05 2019-07-05 2019-07-05 N N N 0.0246 124973055.00 124973055.00 0.1422 N Y Y N - N/A - US TREASURY FRN US TREASURY FRN 9128285Y2 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2019-07-01 2021-01-31 2021-01-31 N N N 0.0221 4996510.90 4996510.90 0.0057 N Y Y N - N/A - US TREASURY FRN US TREASURY FRN 9128286Q8 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2019-07-01 2021-04-30 2021-04-30 N N N 0.0223 24989161.00 24989161.00 0.0284 N Y Y N - N/A - US TREASURY FRN US TREASURY FRN 9128283T5 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2019-07-01 2020-01-31 2020-01-31 N N N 0.0211 24988284.50 24988284.50 0.0284 N Y Y N - N/A - US TREASURY FRN US TREASURY FRN 912828Y53 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2019-07-01 2020-07-31 2020-07-31 N N N 0.0214 34972429.45 34972429.45 0.0398 N Y Y N - N/A - US TREASURY FRN US TREASURY FRN 9128285H9 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2019-07-01 2020-10-31 2020-10-31 N N N 0.0214 24967974.25 24967974.25 0.0284 N Y Y N - N/A - US TREASURY N/B US TREASURY N/B 912828TH3 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2019-07-31 2019-07-31 2019-07-31 N N N 0.0248 24971810.25 24971810.25 0.0284 N Y Y N - N/A - BNY Mellon Funds Trust 2019-07-05 /S/John Delise John Delise Treasury Manager