N-MFP2 0000813383 XXXXXXXX 2020-07-31 0000813383 S000001923 1 N N 033-13690 BNY Mellon Investment Adviser, Inc. 801-08147 Ernst and Young LLP New York NY None BNY Mellon Transfer Inc 0001285911 084-06102 N N Y Exempt Government N 40 68 191948681.48 244410030.55 207110813.02 213364515.17 211186394.52 191948681.48 244410030.55 207110813.02 213364515.17 211186394.52 0.7458 0.7888 0.7598 0.7651 0.7642 0.7458 0.7888 0.7598 0.7651 0.7642 2158562.49 274002585.49 274002585.49 193836.84 78266.57 276276718.25 276247042.17 1.0000 0.0022 1.0004 1.0003 1.0004 1.0004 1.0004 C000005072 1000.00 276276718.25 276247042.17 1.0004 1.0003 1.0004 1.0004 1.0004 399827.72 503599.66 57929266.16 5450032.47 4885313.44 42169629.14 24417733.63 18144674.63 9458929.19 11976411.31 97091070.14 78244347.21 0.0001 Y BNY Mellon Investment Adviser, Inc.The fund is waiving expenses to maintain a minimum yield of .01 (78,112.92) 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 2044-11-15 3.000 1174102.00 1644514.38 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2028-08-15 5.500 2399992.00 3419440.24 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2024-11-15 2.250 1475252.00 1611281.86 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2022-08-31 1.625 1337886.00 1388419.44 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2021-06-30 2.125 497180.00 507109.22 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2023-03-31 1.500 3840946.00 3999999.57 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2024-11-30 2.125 1278.00 1388.45 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2023-05-15 1.750 2162334.00 2267176.24 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2023-02-15 2.000 881364.00 931040.16 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2022-07-31 1.875 3404524.00 3522688.21 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2026-08-15 1.500 91480.00 98498.51 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2023-01-31 2.375 3335086.00 3521367.22 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2049-08-15 2.250 494178.00 628255.80 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2024-06-30 2.000 1672.00 1793.67 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2046-02-15 2.500 1500000.00 1957028.67 U.S. Treasuries (including strips) Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2020-08-03 2020-08-03 2020-08-03 N N N 0.0008 25000000.00 25000000.00 0.0905 N Y Y N - N/A - BANK OF MONTREAL BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 563 0000772028 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 NQQ6HPCNCCU6TUTQYE16 2024-11-25 0.786 13893750.00 347871.87 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2049-11-20 3.500 2912172.65 2254559.67 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2058-09-16 0.622 6311432.69 279517.57 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2044-07-15 5.875 1254280.51 243864.84 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2050-01-20 5.863 2172784.81 244309.87 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2049-09-25 5.878 1534057.68 196875.68 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2069-11-20 2.691 3534375.00 352147.80 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2049-07-25 5.928 1452439.90 231735.00 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2049-03-20 5.863 1493488.71 180467.93 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2047-09-25 5.978 1392857.11 231037.05 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2048-08-20 6.013 1362839.54 188434.44 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2043-06-25 5.978 1674283.79 323427.25 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2049-08-20 5.863 1398702.38 216164.52 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2070-03-20 2.626 5798626.51 524042.75 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2048-06-25 6.028 6252187.45 496373.12 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2049-03-20 5.863 499005.19 65689.09 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2070-01-20 2.693 1633125.00 167613.66 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2048-02-20 2.000 2880832.50 171594.38 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2069-12-20 2.742 3127740.52 305547.27 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2067-11-20 2.277 2843282.17 243823.95 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2050-06-20 5.963 2396466.88 392651.97 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2066-12-20 2.220 2311749.08 220182.96 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2050-05-20 5.763 2824101.78 338305.32 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2047-07-20 4.000 4798828.12 286402.46 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2069-10-20 2.389 2432794.11 171395.51 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2045-09-20 5.483 1722499.98 193532.96 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2050-06-01 3.500 4054458.86 4257342.00 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2049-08-20 4.500 2137371.16 242546.39 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2044-11-16 4.000 2793961.65 164411.63 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2049-11-20 3.000 12446362.45 12514297.25 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2050-04-20 5.913 2171315.59 343839.74 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2048-01-25 6.028 1477431.97 207316.48 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2049-02-20 0.636 6964782.58 5051658.57 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2049-09-25 3.071 4875000.00 167762.98 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2049-09-20 5.863 2437500.00 316597.73 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2047-10-20 6.013 2168877.50 294708.77 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2050-05-01 3.500 7711586.90 8018536.78 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2050-01-20 3.500 4178730.17 215166.96 Agency Mortgage-Backed Securities Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2020-08-03 2020-08-03 2020-08-03 N N N 0.0009 39000000.00 39000000.00 0.1412 N Y Y N - N/A - BANK OF MONTREAL BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 563 0000772028 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2045-08-20 0.000 119721.12 110480.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2050-07-20 6.022 3967374.80 913299.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2050-07-20 3.500 567142.80 95920.67 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2029-07-25 2.216 0.08 0.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2050-07-20 5.972 1672330.72 383427.10 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips NQQ6HPCNCCU6TUTQYE16 2050-08-25 6.049 1916319.36 468747.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2050-07-20 6.022 3232858.00 698880.40 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips NQQ6HPCNCCU6TUTQYE16 2050-08-25 2.000 1600000.00 125946.66 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips NQQ6HPCNCCU6TUTQYE16 2050-08-25 6.000 914285.68 215362.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2069-08-20 2.199 1170811.91 154262.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2066-09-20 3.066 2693901.20 167161.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2050-07-20 6.023 1214795.28 294012.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2050-05-20 5.913 293519.28 49317.68 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2050-08-25 2.500 1938452.64 235392.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2049-12-20 2.500 31257.11 9589.97 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips NQQ6HPCNCCU6TUTQYE16 2050-08-25 4.000 3363480.39 412713.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2050-07-20 5.972 1841735.12 380865.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2070-06-20 1.931 2424966.39 294712.14 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips NQQ6HPCNCCU6TUTQYE16 2050-07-25 2.500 2288842.56 267536.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2050-07-20 6.022 1734901.91 333414.07 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2050-08-25 2.830 1552340.40 42363.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2050-07-20 6.022 2016000.00 472393.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2050-07-20 4.500 2656492.08 275547.29 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips NQQ6HPCNCCU6TUTQYE16 2050-08-25 5.921 1347139.67 310712.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2050-07-20 6.022 1272966.96 250613.28 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2050-07-25 2.500 576000.00 59049.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2050-07-20 6.022 1464027.28 315429.59 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips NQQ6HPCNCCU6TUTQYE16 2050-08-25 5.921 1852860.32 380290.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2046-04-16 3.500 22060.79 1745.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2050-07-20 3.500 171428.56 26189.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2050-07-20 6.023 1999490.32 543884.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2070-07-20 1.781 3210405.76 373948.83 Agency Collateralized Mortgage Obligation Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2020-08-03 2020-08-03 2020-08-03 N N N 0.0009 8000000.00 8000000.00 0.0290 N Y Y N - N/A - BARCLAYS BANK PLC BARCLAYS BANK PLC 580 0000312070 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury-U.S. Treasuries (including strips) 2021-04-15 0.125 1101900.00 1200508.92 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-01-15 0.125 2777200.00 3199894.93 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-01-15 0.625 2698600.00 3199909.97 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2045-02-15 0.750 2265900.00 3199875.85 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-07-15 0.375 2755100.00 3199937.62 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-04-15 0.625 2957300.00 3199978.80 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-01-15 0.625 2741700.00 3199963.65 U.S. Treasuries (including strips) Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2020-08-03 2020-08-03 2020-08-03 N N N 0.0007 20000000.00 20000000.00 0.0724 N Y Y N - N/A - CASH MGMT BILL CASH MGMT BILL 9127965D7 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-12-22 2020-12-22 2020-12-22 N N N 0.0010 24991187.50 24991187.50 0.0905 N Y Y N - N/A - FANNIE MAE FANNIE MAE 3135G04P5 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-08-03 2022-05-19 2022-05-19 N N N 0.0029 5001530.45 5001530.45 0.0181 N N N N - N/A - FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384Q69 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2020-11-23 2020-11-23 2020-11-23 N N N 0.0016 49987555.50 49987555.50 0.1809 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EKDM5 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-08-03 2021-03-18 2021-03-18 N N N 0.0022 2999947.23 2999947.23 0.0109 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3130AG3Q6 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2020-08-03 2021-03-12 2021-03-12 N N N 0.0022 1999820.54 1999820.54 0.0072 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3130AH5B5 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2020-08-03 2020-12-23 2020-12-23 N N N 0.0020 5000781.25 5000781.25 0.0181 N N N N - N/A - ING (US) FUNDING LLC ING (US) FUNDING LLC 3TK20IVIUJ8J3ZU0QE75 36685 0001017255 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury-U.S. Treasuries (including strips) 3TK20IVIUJ8J3ZU0QE75 2040-05-15 1.125 449970.00 463124.39 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 3TK20IVIUJ8J3ZU0QE75 2020-11-27 0.000 225.00 224.91 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 3TK20IVIUJ8J3ZU0QE75 2025-05-31 0.250 475050.00 475951.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 3TK20IVIUJ8J3ZU0QE75 2028-02-15 2.750 86160.00 102093.28 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 3TK20IVIUJ8J3ZU0QE75 2026-06-30 1.875 8784450.00 9599739.05 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 3TK20IVIUJ8J3ZU0QE75 2024-08-31 1.250 4315485.00 4524341.57 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 3TK20IVIUJ8J3ZU0QE75 2020-08-04 0.000 8680860.00 8680773.19 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 3TK20IVIUJ8J3ZU0QE75 2030-07-15 0.125 25035.00 27919.79 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 3TK20IVIUJ8J3ZU0QE75 2028-08-15 2.875 105.00 126.42 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 3TK20IVIUJ8J3ZU0QE75 2021-10-31 1.250 3040485.00 3092048.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 3TK20IVIUJ8J3ZU0QE75 2022-02-28 1.875 5336430.00 5524435.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 3TK20IVIUJ8J3ZU0QE75 2021-03-31 2.250 7499790.00 7661785.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 3TK20IVIUJ8J3ZU0QE75 2028-11-15 3.125 11430.00 13971.10 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 3TK20IVIUJ8J3ZU0QE75 2029-08-15 1.625 15.00 16.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 3TK20IVIUJ8J3ZU0QE75 2026-09-30 1.625 6376350.00 6910507.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 3TK20IVIUJ8J3ZU0QE75 2023-11-30 2.875 313890.00 343782.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 3TK20IVIUJ8J3ZU0QE75 2026-01-31 2.625 2698500.00 3043503.22 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 3TK20IVIUJ8J3ZU0QE75 2025-06-30 2.750 3856455.00 4339859.99 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 3TK20IVIUJ8J3ZU0QE75 2025-05-15 2.125 30.00 32.84 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 3TK20IVIUJ8J3ZU0QE75 2022-01-15 0.125 105.00 120.98 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 3TK20IVIUJ8J3ZU0QE75 2029-05-15 2.375 750000.00 875137.07 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 3TK20IVIUJ8J3ZU0QE75 2043-11-15 3.750 2701020.00 4192159.86 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 3TK20IVIUJ8J3ZU0QE75 2020-10-29 0.000 30.00 29.99 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 3TK20IVIUJ8J3ZU0QE75 2026-12-31 1.750 15.00 16.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 3TK20IVIUJ8J3ZU0QE75 2021-01-21 0.000 583980.00 583664.65 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 3TK20IVIUJ8J3ZU0QE75 2022-07-31 0.125 30.00 30.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 3TK20IVIUJ8J3ZU0QE75 2021-07-15 2.625 31590.00 32376.31 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 3TK20IVIUJ8J3ZU0QE75 2025-11-15 2.250 642360.00 712228.13 U.S. Treasuries (including strips) Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2020-08-03 2020-08-03 2020-08-03 N N N 0.0007 60000000.00 60000000.00 0.2172 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+ 2020-08-03 2020-08-03 2020-10-31 N N N 0.0015 7000997.01 7000997.01 0.0253 N Y Y N - N/A - US TREASURY FRN US TREASURY FRN 9128287G9 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-08-03 2020-08-03 2021-07-31 N N N 0.0032 5009923.25 5009923.25 0.0181 N Y Y N - N/A - US TREASURY N/B US TREASURY N/B 9128285B2 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2020-09-30 2020-09-30 2020-09-30 N N N 0.0159 20083946.00 20083946.00 0.0725 N Y Y N - N/A - BNY Mellon Variable Investment Fund 2020-08-06 /S/Anthony Ciavarella Anthony Ciavarella Treasury Manager