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The fund is waiving 11 points of expenses. 723,336.61 C000000026 10000000.00 135565910.15 135535103.27 1.0001 1.0002 1.0002 1.0002 1.0002 24468552.99 1219915.50 5348932.59 2372990.57 79399961.81 53207701.74 6543335.71 11831316.50 8810852.42 17545828.20 124571635.52 86177752.51 0.0188 Y Dreyfus The fund is waiving 11 points of expenses. 12,885.92 C000000027 10000000.00 158304023.36 158267906.82 1.0001 1.0002 1.0002 1.0002 1.0002 13201805.81 1133128.72 4258428.57 9558803.72 46534276.77 9549190.71 3867103.87 2856619.09 4293486.18 5730171.96 72155101.20 28827914.20 0.0203 Y Dreyfus The fund is waiving 11 points of expenses. 13,235.44 ABN AMRO BANK NV REPO ABN AMRO BANK NV REPO BFXS5XCH7N0Y05NIXW11 023000 0000897878 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2019-02-28 1.125 6760900.00 6722362.87 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2019-01-31 1.250 810300.00 807733.77 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2026-11-15 2.000 2280000.00 2152843.40 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2018-11-30 1.000 300.00 299.91 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2026-08-15 1.500 248400.00 224963.99 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2033-01-01 3.000 1083708.00 1011575.30 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2044-11-01 2.673 11000000.00 3882384.12 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2047-12-01 4.000 542607.00 527248.90 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2045-03-15 1.500 150887.00 67505.19 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2043-10-01 4.500 7359692.00 3701079.16 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2038-03-15 5.000 49033694.00 3369814.59 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2048-06-01 4.000 255323.00 260609.13 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2024-07-01 3.000 24766520.00 24122329.39 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2033-04-01 3.500 35961464.00 34753002.96 Agency Mortgage-Backed Securities Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2018-09-04 2018-09-04 2018-09-04 N N N 0.0199 80000000.00 80000000.00 0.0094 N Y Y N - N/A - ALPINE SEC LLC ALPINE SEC LLC 02088XJU3 Asset Backed Commercial Paper Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1 2018-09-28 2018-09-28 2018-09-28 N N Y CREDIT SUISSE AG Fully Supported 1.0000 FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 0.0238 249595175.00 249595175.00 0.0294 N N N N - N/A - ANTALIS S.A. 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20329400.00 20138954.18 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2021-02-15 7.875 8677400.00 9770092.16 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2029-08-15 6.125 600.00 783.94 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2028-01-15 0.500 14904600.00 14839543.09 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2019-09-30 1.750 9000000.00 8994119.16 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2021-10-31 1.250 36312600.00 34841612.49 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2020-04-15 1.500 24000.00 23708.24 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2022-04-15 0.125 18593900.00 18801316.39 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2046-02-25 4.265 69.00 68.83 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2048-01-25 0.100 151.00 0.70 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2020-10-15 9.500 40000.00 72.78 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2020-12-15 9.000 1000.00 1.69 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2020-11-15 7.000 43000.00 163.91 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2020-12-15 9.000 24000.00 121.59 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2021-04-15 8.000 155000.00 210.66 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2021-05-15 6.500 24500.00 61.24 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2021-07-15 6.500 19000.00 143.36 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2021-07-15 8.000 34000.00 425.25 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2021-08-15 8.250 300000.00 2317.79 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2022-03-15 7.750 14000.00 95.76 Agency Collateralized 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Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2026-09-15 8.000 50000.00 3668.86 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2027-04-15 6.427 24986.00 14.91 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2021-01-15 9.500 75000.00 21.44 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2020-01-15 9.500 1984.00 0.06 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2020-10-15 9.000 40000.00 26.84 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2021-03-25 9.000 58000.00 166.32 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2021-03-25 5.000 10000.00 25.79 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2021-06-25 6.500 17000.00 86.46 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2021-06-25 6.500 9000.00 74.90 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2021-05-25 6.500 5000.00 20.03 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2021-05-25 8.500 10000.00 34.51 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2021-05-25 6.500 13000.00 105.24 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2021-07-25 9.000 35000.00 195.22 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2021-07-25 8.500 6000.00 16.55 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2021-09-25 8.500 29000.00 202.36 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2021-10-25 8.500 19000.00 66.89 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2022-05-25 8.250 78000.00 375.38 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2022-04-25 6.500 215500.00 1460.57 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2022-07-25 7.000 18000.00 103.42 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2022-04-25 8.000 1000.00 25.46 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2022-05-25 8.000 14000.00 95.75 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2022-07-25 7.000 29000.00 88.60 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2022-06-25 7.500 13000.00 71.63 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2022-06-25 7.000 88000.00 235.72 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2022-08-25 8.000 3000.00 70.14 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2022-07-25 7.000 6000.00 53.39 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2022-07-25 7.500 10000.00 69.91 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2023-03-25 7.500 14000.00 234.94 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2023-05-25 7.200 12000.00 348.85 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2023-04-25 18.420 5645.00 24.87 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2023-07-25 6.500 5000.00 104.72 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2023-09-25 7.000 6000.00 154.24 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2023-08-25 7.000 15000.00 227.05 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2023-12-25 7.000 15000.00 1637.47 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2019-06-25 6.900 69000.00 65.28 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2019-12-25 9.150 25000.00 34.29 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2041-03-25 4.485 67194999.00 1912808.54 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2041-10-25 4.386 22399000.00 1154166.91 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2041-10-25 4.535 162367330.00 1014205.80 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2039-11-25 0.300 115589315.00 108431.02 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2041-08-25 4.586 62350400.00 1726258.74 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2041-12-25 4.456 36775347.00 1957885.27 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2042-02-25 4.536 22850980.00 589223.55 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2042-03-25 4.536 61835654.00 492024.66 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2040-06-25 4.556 34167000.00 1104202.79 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2042-03-25 4.435 13923018.00 716001.10 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2042-04-25 4.435 24166666.00 1269223.71 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2041-04-25 4.535 87472888.00 2702786.67 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2042-04-25 3.886 19102000.00 927777.55 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2042-07-25 4.435 13333702.00 703823.46 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2041-11-25 4.586 52413273.00 1486731.37 Agency Collateralized Mortgage Obligation 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MBNUM2BPBDO7JBLYG310 2045-02-25 3.986 9250953.00 1123663.80 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2044-02-25 4.086 31625735.00 1253599.90 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2046-02-25 3.000 1000.00 871.92 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2046-04-25 4.035 45620103.00 2790201.05 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2046-10-25 3.986 20500860.00 1895151.79 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2046-09-25 4.035 23000000.00 2338828.27 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2047-01-25 3.500 15799.00 5037.19 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2042-08-25 2.500 35277.00 29813.19 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2056-12-25 3.835 14950182.00 1784146.31 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2047-05-25 3.000 3000.00 2540.35 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2047-09-25 1.506 55326000.00 994999.07 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2037-12-15 3.927 17500000.00 18509.46 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2040-11-15 3.927 46403814.00 1277617.05 Agency Collateralized Mortgage 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MBNUM2BPBDO7JBLYG310 2041-05-15 3.927 17000000.00 602065.19 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2036-12-15 0.790 8485519.00 57745.07 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2023-05-25 0.219 1.00 0.00 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2043-09-15 4.500 20725000.00 612593.07 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2044-01-15 4.027 39444285.00 1578082.99 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2044-05-15 4.027 51830501.00 2599474.23 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2050-11-15 3.927 23484774.00 1801283.08 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2041-09-15 3.500 1000.00 1083.03 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2043-12-15 2.407 22473927.00 70780.84 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2043-12-15 3.569 8462701.00 541173.81 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2041-01-15 2.855 15226387.00 1121959.01 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2041-01-15 4.000 457471.00 541759.79 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2045-01-15 2.500 469049.00 399065.23 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2045-01-15 2.500 700000.00 580264.25 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2037-04-15 4.157 16804282.00 457575.03 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2053-05-15 3.750 1000.00 1064.28 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2042-03-15 1.191 114423632.00 2425551.31 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2037-11-15 6.000 829429.00 95671.83 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2036-11-15 0.000 8049430.00 1829.85 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2036-12-15 0.000 2449506.00 2863.22 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2036-12-15 0.000 78920.00 92.48 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2042-12-15 1.310 114042097.00 2779490.75 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2047-04-15 3.000 1000.00 873.92 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2047-08-15 2.007 30000000.00 1060512.83 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2043-04-15 1.165 56325200.00 2424816.95 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2048-05-15 4.000 3460804.00 2974816.11 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2048-06-15 3.250 500000.00 459311.44 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2032-10-25 5.500 832000.00 87612.77 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2034-02-25 3.936 100000000.00 46358.45 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2035-05-25 2.940 2076.00 16.36 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2036-03-15 4.628 31388571.00 311665.11 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2036-05-15 5.500 96000.00 12417.78 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2037-06-25 4.386 152450000.00 722421.72 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2037-05-25 4.035 40000000.00 118052.78 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2037-07-25 5.500 137737.00 92702.47 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2038-05-25 4.686 52742658.00 797989.21 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2036-11-15 4.548 171428571.00 2218534.02 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2037-09-25 0.250 206052.00 81.59 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2039-06-25 6.500 64028.00 146568.69 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2037-08-25 4.435 134418317.00 2799176.56 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2037-11-15 4.508 51423428.00 1205750.93 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2041-01-25 4.466 98400000.00 1893780.39 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2039-03-15 5.000 2691941.00 222391.53 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2039-04-15 5.000 10000000.00 723616.40 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2048-06-15 3.878 47450444.00 112241.03 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2039-12-25 4.096 199000000.00 1117572.94 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2039-10-25 4.386 203285972.00 326806.28 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2020-09-25 4.325 325000.00 36497.56 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2040-01-15 5.000 1650578.00 1081910.05 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2048-06-01 3.999 8402342.00 8449921.61 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2059-02-15 3.250 339549.00 328591.18 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2040-03-15 5.500 2327.00 1305.74 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2038-03-20 0.000 200000.00 4.86 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2035-09-20 4.214 326802508.00 3165750.99 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2035-05-20 4.113 196062750.00 1880148.50 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2040-07-16 4.427 131297989.00 2939596.03 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2040-07-20 4.463 63000000.00 1407286.54 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2042-08-16 4.027 50565957.00 2107916.49 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2038-12-20 0.100 46651885.00 8458.53 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2037-02-20 4.113 94862559.00 1334355.29 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2037-05-20 4.714 130000000.00 851811.91 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2037-07-20 4.613 110491000.00 1502513.34 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2038-03-20 5.694 115000000.00 621974.67 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2038-08-20 5.464 111968272.00 713051.16 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2034-04-20 4.513 132421544.00 28796.97 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2041-06-16 4.578 50000000.00 1334349.48 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2041-05-20 3.313 14500000.00 645519.44 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2047-03-20 3.500 222037.00 213646.85 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2040-01-20 3.704 600000.00 8023.99 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2037-03-20 4.113 12633934.00 1182552.52 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2047-05-16 4.078 15379762.00 2188568.62 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2039-03-20 4.514 70000000.00 129031.24 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2039-10-20 4.464 61409072.00 1162939.68 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2037-07-20 4.514 76397031.00 1865576.12 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2040-04-20 3.613 97291000.00 1855262.26 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2035-03-16 4.578 36518754.00 23008.99 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2040-08-20 4.513 62500000.00 1417872.42 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2040-09-20 4.514 76000000.00 1225097.73 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2040-09-20 3.314 100000000.00 1048415.56 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2040-09-20 3.964 100000000.00 891148.88 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2040-11-20 3.314 52625000.00 1071515.91 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2040-12-20 3.314 50000000.00 655148.17 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2040-12-20 3.314 50000000.00 660306.97 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2040-12-20 3.913 99629600.00 2054879.45 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2041-01-20 3.914 55017118.00 1104118.47 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2041-07-16 4.028 38336781.00 1513713.74 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2041-11-16 4.578 35841761.00 2202755.19 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2041-08-16 4.578 58663920.00 1002268.27 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2042-05-16 4.527 18000000.00 2042987.71 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2043-01-20 4.214 83866385.00 2220392.29 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2043-01-20 4.663 95000000.00 3165511.50 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2043-02-16 3.478 35091627.00 779547.17 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2043-02-16 4.078 22530812.00 838202.63 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2043-11-20 4.033 1876425.00 77925.93 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2043-08-20 3.964 48934000.00 2051184.19 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2043-07-20 4.064 65714285.00 2553348.42 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2043-08-20 4.064 52410000.00 2319610.16 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2043-11-16 3.478 58212312.00 2283325.01 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2044-02-20 4.014 38571428.00 2200833.24 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2044-03-20 4.014 1750000.00 84630.43 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2044-03-16 4.027 25593175.00 2087449.30 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2039-04-20 4.113 17890056.00 749569.71 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2044-08-20 3.513 24189145.00 1226243.68 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2044-08-20 3.000 1000000.00 966593.59 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2044-08-20 3.513 31500000.00 1698762.28 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2044-10-16 3.500 1250000.00 1364556.92 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2045-08-20 3.613 2150000.00 115100.88 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2040-04-16 3.528 38320966.00 1889191.61 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2045-07-20 4.113 19360000.00 1194023.57 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2046-02-20 4.014 25777777.00 2831332.28 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2045-02-20 2.500 1000.00 1066.03 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2045-12-20 4.663 1750000.00 162414.57 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2046-01-20 3.000 1000.00 840.64 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2046-01-20 3.000 1000.00 886.56 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2046-04-20 3.963 6025000.00 621907.56 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2046-08-20 4.014 20000000.00 2047076.26 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2046-11-20 3.964 10887571.00 1800558.45 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2043-12-16 4.027 26277352.00 2446427.11 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2047-07-20 3.250 1000.00 1005.42 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2047-06-20 3.500 8462.00 7737.93 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2047-09-20 3.000 106810.00 88808.76 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2048-02-20 3.000 2470298.00 2167478.58 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2048-02-20 3.000 887837.00 765332.25 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2047-11-20 4.113 12000000.00 1752026.65 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2048-01-20 3.500 2996547.00 2532178.03 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2048-03-20 3.500 2458.00 2504.63 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2048-05-20 4.000 1130723.00 1163494.67 Agency Collateralized Mortgage Obligation Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2018-09-04 2018-09-04 2018-09-04 N N N 0.0207 300000000.00 300000000.00 0.0353 N Y Y N - N/A - COLLATERALIZED CP CO LLC COLLATERALIZED CP CO LLC 19422GP16 Asset Backed Commercial Paper Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2019-02-01 2019-02-01 2019-02-01 N N Y JP MORGAN SECURITIES LLC (3A3) Fully Supported 1.0000 FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 0.0250 98969480.00 98969480.00 0.0116 N N N N - N/A - COLLATERALIZED CP CO LLC COLLATERALIZED CP CO LLC 19423EEE4 Financial Company Commercial Paper Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2018-09-05 2018-09-05 2018-09-05 N Y JP MORGAN SECURITIES LLC (3A3) 1.0000 FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 N 0.0238 75004380.00 75004380.00 0.0088 N N Y N - N/A - COLLATERALIZED CP II CO. 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