N-MFP2 0000759667 XXXXXXXX 2020-04-30 0000759667 S000000018 3 N N 002-94930 BNY Mellon Investment Adviser, Inc. 801-08147 Ernst and Young New York NY none BNY Mellon Transfer Inc 0001285911 084-06102 N N N Prime N 29 59 2029627683.71 1508764244.98 2637773041.30 2574570130.70 2120495365.54 2029627683.71 1900291750.60 2637773041.30 2905572696.16 2652915132.49 0.5018 0.3918 0.6075 0.5236 0.4418 0.5018 0.4935 0.6075 0.5909 0.5527 1502180.54 4788060711.85 4788060711.85 9942867.02 2655243.60 4796850515.81 4791530286.39 1.0000 0.0060 1.0006 1.0009 1.0009 1.0010 1.0011 C000000025 10000000.00 4546043016.33 4541003381.25 1.0010 1.0006 1.0007 1.0009 1.0011 407392004.17 266813615.15 402727219.50 564849662.46 956366771.13 554191570.50 1160287098.62 720613072.99 699294228.42 603657888.65 3626067321.84 2710275936.00 0.0049 Y BNY Mellon Investment Adviser, Inc. The fund is waiving 9 points of expenses. (237,806.07) C000000026 10000000.00 184026363.85 183821436.93 1.0010 1.0006 1.0007 1.0009 1.0011 15035997.26 3697892.67 4099419.79 21776191.43 6110477.16 12207069.43 24258007.05 7632744.05 6106856.51 3520486.43 55610757.77 48834384.01 0.0025 Y BNY Mellon Investment Adviser, Inc. The fund is waiving 9 points of expenses. (10,554.84) C000000027 10000000.00 66781135.63 66705468.20 1.0010 1.0006 1.0007 1.0009 1.0011 11245051.29 6599461.29 1163323.43 3961398.13 13001849.64 14748292.32 3913739.40 8849730.33 1438930.08 3114493.84 30762893.84 37273375.91 0.0040 Y BNY Mellon Investment Adviser, Inc. The fund is waiving 9 points of expenses. (4,433.85) 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 2041-02-15 2.125 3108274.56 5472022.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2042-02-15 0.750 3146687.76 4330093.13 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2049-08-15 2.250 2040000.00 2548614.81 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2022-08-31 1.625 3383617.44 3502428.47 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2023-10-31 2.875 32.64 35.55 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2022-06-15 1.750 200401.44 208234.44 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2021-03-31 2.250 6174720.96 6304521.38 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2021-09-30 2.125 7929227.04 8159997.70 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2022-01-31 1.500 4460492.64 4577013.15 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2022-03-31 1.750 4222090.08 4351764.93 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2026-01-15 0.625 1204950.48 1387490.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2021-06-30 2.125 3250584.96 3347565.75 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2027-05-15 2.375 6875301.84 7830221.39 U.S. Treasuries (including strips) Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2020-05-01 2020-05-01 2020-05-01 N N N 0.0002 51000000.00 51000000.00 0.0106 N Y Y N - N/A - BEDFORD ROW FUNDING CORP BEDFORD ROW FUNDING CORP 07646KEU0 Asset Backed Commercial Paper Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2020-05-04 2020-11-02 2020-11-02 N Y ROYAL BANK OF CANADA 1.0000 FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ N 0.0189 149781091.50 149781091.50 0.0313 N N N N - N/A - BNP PARIBAS SA BNP PARIBAS SA 3487 0000872786 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash Y N AMERICAN EXPRESS CR ACC 2019-2 A 20241115 2.67000-Asset-Backed Securities 2024-11-15 2.669 1811259.00 1878111.66 Private Label Collateralized Mortgage Obligations ANGEL OAK MTG TR 2017-2 B-2 20470725 FLT-Private Label Collateralized Mortgage Obligations 2047-07-25 6.340 1578400.00 1413749.22 Private Label Collateralized Mortgage Obligations BPCE SA VR 053117-053122-Corporate Debt Securities 2022-05-31 2.460 3953.00 3936.05 Private Label Collateralized Mortgage Obligations BNZ INTL FDG LTD FR 2.9%022122-Corporate Debt Securities 2022-02-21 2.899 10000000.00 10272383.33 Private Label Collateralized Mortgage Obligations BANK OF THE WST AUTO TR 2019-1 A-3 20240415 2.43000-Asset-Backed Securities 2024-04-15 2.430 2344000.00 2362710.98 Private Label Collateralized Mortgage Obligations CIFC FUNDING 2019-3 LTD C 20320716 FLT-Asset-Backed Securities 2032-07-16 4.876 2177986.00 1747041.57 Private Label Collateralized Mortgage Obligations CWALT INC 2005-58 A-2 20351220 FLT-Private Label Collateralized Mortgage Obligations 2035-12-20 1.108 12421028.00 556666.77 Private Label Collateralized Mortgage Obligations CAPITAL ONE MULTI TR 2018-1 A 20240215 3.01000-Asset-Backed Securities 2024-02-15 3.009 5000000.00 5115805.83 Private Label Collateralized Mortgage Obligations CARLYLE GLBL MKT STRTG 2014-3R A-1A 20310728 FLT-Asset-Backed Securities 2031-07-28 2.041 28067205.00 26816252.90 Private Label Collateralized Mortgage Obligations CHESAPEAKE FDG II LLC 2017-3 A-2 20290815 FLT-Asset-Backed Securities 2029-08-15 1.153 10685000.00 2917739.25 Private Label Collateralized Mortgage Obligations CONN AVE SECS 2019-HRP1 M-2 20391125 FLT-Private Label Collateralized Mortgage Obligations 2039-11-25 3.096 9643471.00 6782154.59 Private Label Collateralized Mortgage Obligations COOPERATIEVE CENTRALE RAIFFEI FR 4.5%011121-Corporate Debt Securities 2021-01-11 4.500 8385000.00 8698389.37 Private Label Collateralized Mortgage Obligations CUTWATER LTD 2015-IR A-R 20290116 FLT-Asset-Backed Securities 2029-01-16 2.438 3438537.00 3347093.23 Private Label Collateralized Mortgage Obligations CWALT INC 2006-OA12 A-1C 20460920 FLT-Private Label Collateralized Mortgage Obligations 2046-09-20 0.998 6397851.00 2410683.01 Private Label Collateralized Mortgage Obligations DANSKE BK AS REGS FR 2.7%030222-Corporate Debt Securities 2022-03-02 2.700 2625000.00 2669441.25 Private Label Collateralized Mortgage Obligations ENTERPRISE FLEET FNC 2017-3 A-3 20230520 2.36000-Asset-Backed Securities 2023-05-20 2.359 2330000.00 2330898.34 Private Label Collateralized Mortgage Obligations ENTERPRISE FLEET FNC 2018-2 A-3 20240220 3.34000-Asset-Backed Securities 2024-02-20 3.339 2135000.00 2161721.18 Private Label Collateralized Mortgage Obligations FHLMC STACR 2019-FTR2 M-2 20481125 FLT-Private Label Collateralized Mortgage Obligations 2048-11-25 2.637 1.00 0.78 Private Label Collateralized Mortgage Obligations HALCYON LN ADV FDG 2014-3 D 20251022 FLT-Asset-Backed Securities 2025-10-22 4.747 6673065.00 5844103.69 Private Label Collateralized Mortgage Obligations HARBORVIEW MTG LN TR 2006-12 2A-1A3 20361219 FLT-Private Label Collateralized Mortgage Obligations 2036-12-19 0.958 37270000.00 11371592.34 Private Label Collateralized Mortgage Obligations HERTZ FLEET LEASE FD 2019-1 A-2 20330110 2.70000-Asset-Backed Securities 2033-01-10 2.700 3750000.00 3378139.81 Private Label Collateralized Mortgage Obligations HYUNDAI CAP AMER INC FR 4.125%060823-Corporate Debt Securities 2023-06-08 4.125 14539000.00 14909029.66 Private Label Collateralized Mortgage Obligations IMPAC SECD ASSETS TR 2006-3 A-1 20361125 FLT-Private Label Collateralized Mortgage Obligations 2036-11-25 0.657 19402272.00 1552222.30 Private Label Collateralized Mortgage Obligations INDYMAC IMSC 2007-AR1 2-A-1 20370625 FLT-Private Label Collateralized Mortgage Obligations 2037-06-25 3.508 228048.00 29691.12 Private Label Collateralized Mortgage Obligations INTESA SANPAOLO S P A FR 4%092329-Corporate Debt Securities 2029-09-23 4.000 5795000.00 5717527.28 Private Label Collateralized Mortgage Obligations NEW RESI MTG TR 2017-4 B-6 20570525 FLT-Private Label Collateralized Mortgage Obligations 2057-05-25 5.297 1154811.00 567058.00 Private Label Collateralized Mortgage Obligations OWNIT MTG LN TR 2006-4 A-2C 20370526 FLT-Private Label Collateralized Mortgage Obligations 2037-05-26 0.637 197346.00 70118.37 Private Label Collateralized Mortgage Obligations SOFI MTG TR 2016-1 B-6 20461125 FLT-Private Label Collateralized Mortgage Obligations 2046-11-25 3.158 906551.00 437971.02 Private Label Collateralized Mortgage Obligations SANTANDER RETAIL AUTO 2019-A A-2 20220120 2.72000-Asset-Backed Securities 2022-01-20 2.720 1900000.00 1410609.01 Private Label Collateralized Mortgage Obligations SOCIETE GENERALE MTN 144A FR 2.625%012225-Corporate Debt Securities 2025-01-22 2.625 4523573.00 4546669.60 Private Label Collateralized Mortgage Obligations TOYOTA MOTOR CREDIT CORP FR 3%040125-Corporate Debt Securities 2025-04-01 3.000 3000000.00 3197509.99 Private Label Collateralized Mortgage Obligations ENTURE XXIV CLO LTD-Asset-Backed Securities 2028-10-20 2.315 4499990.00 4312534.47 Private Label Collateralized Mortgage Obligations VENTURE XXVIII CLO 2017-28 A-2 20300722 FLT-Asset-Backed Securities 2030-07-22 2.245 4908263.00 4640142.65 Private Label Collateralized Mortgage Obligations WAMU MTG CERT 2005-AR2 B-1 20450125 FLT-Private Label Collateralized Mortgage Obligations 2045-01-25 1.017 12964137.00 3473286.70 Private Label Collateralized Mortgage Obligations WAMU MTG CERT 2005-AR6 B-1 20450425 FLT-Private Label Collateralized Mortgage Obligations 2045-04-25 1.387 13989957.00 4236988.81 Private Label Collateralized Mortgage Obligations WELLFLEET CLO 2016-2R A-1-R 20281020 FLT-Asset-Backed Securities 2028-10-20 2.275 1351498.00 1306378.36 Private Label Collateralized Mortgage Obligations Z CAP CR PARTNERS CLO 2018-1 LTD-Asset-Backed Securities 2031-01-16 2.736 2114415.00 2013037.36 Private Label Collateralized Mortgage Obligations ENEL FIN INTL N.V. 4.25%23-Corporate Debt Securities 2023-09-14 4.250 573.00 610.29 Private Label Collateralized Mortgage Obligations Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2020-05-01 2020-05-01 2020-05-01 N N N 0.0017 150000000.00 150000000.00 0.0313 N Y Y N - N/A - BNZ INTERNATIONAL FNDNG BNZ INTERNATIONAL FNDNG 0556X4GN0 Financial Company Commercial Paper Y 2020-07-15 2020-07-15 2020-07-15 N Y BANK OF NEW ZEALAND 1.0000 FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1+ N 0.0060 103500981.18 103500981.18 0.0216 N N N N - N/A - CAISSE DES DEPOTS ET CON CAISSE DES DEPOTS ET CON 12800AGT5 Financial Company Commercial Paper Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-07-27 2020-07-27 2020-07-27 N N N 0.0037 99928622.00 99928622.00 0.0208 N N N N - N/A - CITIGROUP GLOBAL MARKETS INC CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 36027 0000091154 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 Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2041-09-25 5.462 357483023.00 6205230.76 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2027-09-25 3.500 25831564.00 459570.32 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2039-03-25 5.712 56849719.00 1642981.43 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2047-03-25 5.612 237129.00 21363.45 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2047-04-25 6.000 2730778.00 288405.90 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2051-09-25 4.000 7500000.00 219649.54 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2047-09-25 5.662 8845350.00 1291276.89 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2057-08-25 5.612 69964263.00 10761209.00 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2057-09-25 2.326 54435730.00 1687819.75 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2047-10-25 5.712 40189528.00 4093836.30 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2047-10-25 5.662 42926212.00 5237886.13 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2047-11-25 5.712 12000000.00 1610967.75 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2047-11-25 4.000 7500000.00 434430.45 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2048-03-25 4.000 8230000.00 699499.22 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2048-01-25 5.662 5667080.00 623134.26 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2048-01-25 5.712 21330187.00 2002226.36 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2048-02-25 4.000 35333518.00 4107580.67 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2048-02-25 4.000 35333519.00 4107580.78 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2048-06-25 5.712 119371000.00 10929833.02 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2048-03-25 4.000 3543699.00 112768.53 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2048-04-25 5.712 23518802.00 3766648.38 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2048-05-25 5.712 30363779.00 2567637.87 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2028-03-25 0.100 40000000.00 757764.36 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2048-05-25 5.712 29650692.00 2224477.70 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2048-09-25 5.712 55745335.00 6803746.39 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2048-06-25 2.405 103025846.00 3723864.66 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2048-08-25 5.712 9987000.00 1349005.25 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2048-10-25 5.662 20707928.00 3604887.26 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2048-10-25 4.500 10105007.00 324067.73 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2049-07-25 5.562 61099150.00 9293311.29 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2049-04-25 4.000 7157283.00 733256.89 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2048-05-25 4.500 7149452.00 550241.88 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2049-05-25 4.000 15237126.00 1130991.51 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2049-05-25 5.612 37858162.00 7017742.89 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2049-05-25 5.612 36032994.00 6300439.70 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2049-06-25 5.562 17145000.00 3139294.37 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2059-07-25 1.962 48223087.00 1881736.09 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2049-07-25 5.562 12574732.00 2529178.88 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2049-07-25 5.562 65016871.00 8177557.89 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2049-09-25 2.094 20021553.00 1145440.89 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2049-08-25 2.033 83575992.00 3144220.84 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2049-10-25 5.562 24244443.00 4231691.33 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2049-10-25 5.612 60118322.00 10856143.52 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2048-05-25 3.500 14786208.00 1040338.91 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2049-11-25 5.562 40272808.00 8958200.04 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2060-03-25 2.058 39101267.00 2022848.45 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2050-02-25 4.500 11761889.00 1687420.40 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2050-03-25 3.000 9190676.00 899387.01 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2050-03-25 4.000 25956898.00 4102226.60 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2050-03-25 5.562 16015114.00 2912963.83 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2060-03-25 2.121 44448234.00 2506577.79 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2050-03-25 3.000 15350966.00 1786418.39 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2040-11-15 3.936 25000000.00 268351.45 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2041-06-15 5.756 50000000.00 678636.97 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2041-11-15 5.185 30853107.00 1669715.50 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2041-11-15 5.886 23714927.00 1041081.23 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2032-10-15 4.854 3354985.00 1525074.72 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2039-04-15 6.500 18852189.00 1048890.09 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2040-10-15 2.358 131578384.00 1477194.34 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2025-09-25 0.777 63585000.00 2015610.08 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2047-01-15 5.285 100000.00 8263.78 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2047-06-15 5.336 23741948.00 3893479.84 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2047-08-15 2.750 40000000.00 2499008.39 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2048-05-15 5.386 29000000.00 2604173.27 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2047-12-15 5.336 35000000.00 4701897.81 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2048-01-15 5.336 71199737.00 9025183.59 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2048-01-15 5.336 19253139.00 2684787.80 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2048-01-15 5.336 13668862.00 1271159.55 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2049-01-15 5.235 20594673.00 2242438.38 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2047-08-15 4.500 4969307.00 452151.38 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2049-03-15 5.285 66355924.00 10714309.72 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2049-04-15 5.235 16830622.00 2310483.94 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2048-03-25 2.041 1856000.00 274375.83 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2039-09-25 5.612 175000000.00 1466992.05 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2040-09-25 4.512 67766054.00 916867.13 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2041-06-25 6.062 50000000.00 698814.53 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2048-06-15 5.136 47450444.00 125258.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2040-02-16 4.985 50000000.00 1190781.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2040-05-16 5.255 92857830.00 2457143.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2041-10-16 5.305 38948969.00 2624620.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2041-11-16 5.905 46044357.00 2639748.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2041-12-20 5.911 26949488.00 2249293.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2038-10-20 1.752 61239231.00 857493.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2040-05-20 1.747 30325747.00 417647.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2041-08-20 1.558 101868319.00 1848644.98 Agency Collateralized Mortgage Obligation Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2020-05-01 2020-05-01 2020-05-01 N N N 0.0014 220000000.00 220000000.00 0.0459 N Y Y N - N/A - COLLATERALIZED COMMERCIAL PAPER FLEX COLLATERALIZED COMMERCIAL PAPER FLEX 19423MBQ2 Asset Backed Commercial Paper Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2020-07-06 2021-01-04 2021-01-04 N Y JP MORGAN SECURITIES LLC 1.0000 FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 N 0.0149 69898800.30 69898800.30 0.0146 N N N N - N/A - COLLATERALIZED COMMERCIAL PAPER V CO COLLATERALIZED COMMERCIAL PAPER V CO 19424G2H4 Asset Backed Commercial Paper Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2020-05-13 2020-08-13 2020-08-13 N Y JP MORGAN SECURITIES LLC 1.0000 FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 N 0.0182 135914892.56 135914892.56 0.0284 N N N N - N/A - COOPERAT RABOBANK UA/NY COOPERAT RABOBANK UA/NY 1190 0001098062 Non-Negotiable Time Deposit Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2020-05-01 2020-05-01 2020-05-01 N N N 0.0004 140000000.00 140000000.00 0.0292 N Y Y N - N/A - CREDIT INDUST ET COMM NY CREDIT INDUST ET COMM NY 27137 0001274419 Non-Negotiable Time Deposit Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2020-05-01 2020-05-01 2020-05-01 N N N 0.0004 235000000.00 235000000.00 0.0490 N Y Y N - N/A - DEXIA CREDIT LOCAL DEXIA CREDIT LOCAL 25215VGT0 Financial Company Commercial Paper Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-07-27 2020-07-27 2020-07-27 N N N 0.0055 69981006.90 69981006.90 0.0146 N N N N - N/A - DEXIA CREDIT LOCAL DEXIA CREDIT LOCAL 25215VH51 Financial Company Commercial Paper Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-08-05 2020-08-05 2020-08-05 N N N 0.0055 41552879.64 41552879.64 0.0087 N N N N - N/A - DNB Bank ASA (Cayman) DTD DNB Bank ASA (Cayman) DTD 0001245233 Non-Negotiable Time Deposit Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2020-05-01 2020-05-01 2020-05-01 N N N 0.0003 200000000.00 200000000.00 0.0417 N Y Y N - N/A - DZ BANK AG DZ BANK AG 36766 0001083675 Certificate of Deposit Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-07-10 2020-07-10 2020-07-10 N N N 0.0093 199371648.00 199371648.00 0.0416 N N N N - N/A - GOLDMAN SACHS LINCS 96-1 GOLDMAN SACHS LINCS 96-1 36018 0000769993 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) 2043-02-15 0.000 85744000.00 63938186.12 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2045-02-15 0.000 119434000.00 86122663.05 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2035-02-15 0.000 58565888.00 50462711.73 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2021-08-15 0.000 18251079.68 18200998.71 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2036-05-15 0.000 19999.79 16863.93 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2039-11-15 0.000 6862.00 5404.09 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-05-15 0.000 347447.67 240410.51 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2032-04-01 2.339 9230000.00 9884840.81 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2032-04-01 2.339 20800000.00 22275697.60 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-10-01 4.000 7606912.00 6487607.00 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-05-01 3.500 54287232.00 53846731.77 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-04-01 3.500 34859648.00 37121678.62 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-09-01 4.500 8227184.00 8396206.00 Agency Mortgage-Backed Securities Y FITCH'S RATING F1 MOODY'S RATING NR S&P RATING A-1 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 350000000.00 350000000.00 0.0730 N Y Y N - N/A - KBC BANK NV KBC BANK NV 36796 0001411306 Non-Negotiable Time Deposit Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2020-05-01 2020-05-01 2020-05-01 N N N 0.0006 205000000.00 205000000.00 0.0427 N Y Y N - N/A - LMA AMERICAS LLC LMA AMERICAS LLC 53944QE48 Asset Backed Commercial Paper Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2020-05-04 2020-05-04 2020-05-04 N N Y CREDIT AGRICOLE CIB Fully Supported 1.0000 FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 0.0008 37849747.67 37849747.67 0.0079 N N Y N - N/A - MANHATTAN ASSET FUNDING CO LLC MANHATTAN ASSET FUNDING CO LLC 56274LGU2 Asset Backed Commercial Paper Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1 2020-07-28 2020-07-28 2020-07-28 N N Y SUMITOMO MITSUI BANKING Fully Supported 1.0000 FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 0.0045 62933962.14 62933962.14 0.0131 N N N N - N/A - MITSUBISHI UFJ TR&BK NY MITSUBISHI UFJ TR&BK NY 60683BZY2 Certificate of Deposit Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2020-07-27 2020-07-27 2020-07-27 N N N 0.0055 20004784.80 20004784.80 0.0042 N N N N - N/A - MITSUBISHI UFJ TRUST AND BANKING COR MITSUBISHI UFJ TRUST AND BANKING COR 60682YE42 Financial Company Commercial Paper Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2020-05-04 2020-05-04 2020-05-04 N N N 0.0165 107998920.00 107998920.00 0.0225 N N Y N - N/A - MIZUHO BANK LTD/NY MIZUHO BANK LTD/NY 60710AHL9 Certificate of Deposit Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2020-05-04 2020-05-04 2020-05-04 N N N 0.0118 190023022.30 190023022.30 0.0396 N N Y N - N/A - MUFG BANK LTD/NY MUFG BANK LTD/NY 55380TDF4 Certificate of Deposit Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2020-07-21 2020-07-21 2020-07-21 N N N 0.0066 50007860.77 50007860.77 0.0104 N N N N - N/A - MUFG BANK LTD/NY MUFG BANK LTD/NY 55380TDD9 Certificate of Deposit Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2020-07-23 2020-07-23 2020-07-23 N N N 0.0066 42007732.57 42007732.57 0.0088 N N N N - N/A - NATIXIS NY BRANCH NATIXIS NY BRANCH 4274 0001456764 Non-Negotiable Time Deposit Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2020-05-01 2020-05-01 2020-05-01 N N N 0.0004 30000000.00 30000000.00 0.0063 N Y Y N - N/A - NATIXIS NY BRANCH NATIXIS NY BRANCH 63873QEW0 Certificate of Deposit Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2020-09-09 2020-09-09 2020-09-09 N N N 0.0095 195817904.51 195817904.51 0.0408 N N N N - N/A - NIEUW AMSTERDAM RECEIVABLES CORP NIEUW AMSTERDAM RECEIVABLES CORP 65409RE48 Asset Backed Commercial Paper Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1 2020-05-04 2020-05-04 2020-05-04 N N Y COOPERATIEVE RABOBANK UA Fully Supported 1.0000 FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 0.0165 96549076.98 96549076.98 0.0201 N N Y N - N/A - PRUDENTIAL FUNDING LLC PRUDENTIAL FUNDING LLC 74433GE69 Financial Company Commercial Paper Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-05-06 2020-05-06 2020-05-06 N N N 0.0013 99999000.00 99999000.00 0.0208 N N Y N - N/A - SKANDINAV ENSKILDA BK NY SKANDINAV ENSKILDA BK NY 83050PHZ5 Certificate of Deposit Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2020-05-11 2020-08-10 2020-08-10 N N N 0.0105 99997664.00 99997664.00 0.0208 N N N N - N/A - SKANDINAV ENSKILDA BK NY SKANDINAV ENSKILDA BK NY 83050PGB9 Certificate of Deposit Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2020-05-06 2020-11-06 2020-11-06 N N N 0.0187 124965336.25 124965336.25 0.0261 N N N N - N/A - SOCIETE GENERALE SOCIETE GENERALE 83369BGV2 Financial Company Commercial Paper Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2020-07-29 2020-07-29 2020-07-29 N N N 0.0064 199872500.00 199872500.00 0.0416 N N N N - N/A - SUMITOMO MITSUI BANK NY SUMITOMO MITSUI BANK NY 86565CCZ0 Certificate of Deposit Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2020-07-27 2020-07-27 2020-07-27 N N N 0.0040 136015940.56 136015940.56 0.0284 N N N N - N/A - SWEDBANK (NEW YORK) SWEDBANK (NEW YORK) 36700 0001633050 Non-Negotiable Time Deposit Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-05-01 2020-05-01 2020-05-01 N N N 0.0003 130000000.00 130000000.00 0.0271 N Y Y N - N/A - TORONTO DOMINION BANK NY TORONTO DOMINION BANK NY 21348 0001343236 Non-Negotiable Time Deposit Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-05-01 2020-05-01 2020-05-01 N N N 0.0004 220000000.00 220000000.00 0.0459 N Y Y N - N/A - TOTAL CAPITAL CANADA LTD TOTAL CAPITAL CANADA LTD 89153PES7 Financial Company Commercial Paper Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1 2020-05-26 2020-05-26 2020-05-26 N N N 0.0070 99913839.00 99913839.00 0.0208 N N N N - N/A - TOTAL CAPITAL SA TOTAL CAPITAL SA 89153PG89 Financial Company Commercial Paper Y FITCH'S RATING AA- MOODY'S RATING P-1 S&P RATING A-1 2020-07-08 2020-07-08 2020-07-08 N N N 0.0075 9974700.00 9974700.00 0.0021 N N N N - N/A - TREASURY BILL TREASURY BILL 9127962M0 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-05-19 2020-05-19 2020-05-19 N N N 0.0010 187993066.56 187993066.56 0.0392 N Y Y N - N/A - WELLS FARGO BANK NA WELLS FARGO BANK NA 95001KFZ2 Certificate of Deposit Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2020-07-14 2021-02-12 2021-02-12 N N N 0.0142 75008655.75 75008655.75 0.0156 N N N N - N/A - WESTPAC BANKING CORP WESTPAC BANKING CORP 9612C4L25 Financial Company Commercial Paper Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1+ 2020-05-11 2021-02-08 2021-02-08 N N N 0.0173 150007050.00 150007050.00 0.0313 N N N N - N/A - Dreyfus Cash Management 2020-05-05 /S/Anthony Ciavarella Anthony Ciavarella Treasury Manager