N-MFP2 0000813383 XXXXXXXX 2022-01-31 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 Government/Agency Exempt Government N 19 53 264778974.10 257657439.08 307270348.33 299284457.92 301861831.94 266778946.32 257657439.08 307270348.33 299284457.92 301861831.94 0.9297 0.9347 0.9446 0.9432 0.9437 0.9368 0.9347 0.9446 0.9432 0.9437 883755.59 318976977.74 318976977.74 18136.34 10049375.74 309829493.93 309799817.85 1.0000 0.0008 1.0001 1.0001 1.0001 1.0001 1.0001 C000005072 1000.00 309829493.93 309799817.85 1.0001 1.0001 1.0001 1.0001 1.0001 11404167.84 16169473.48 2611365.36 11735341.43 43649352.50 4037899.59 30051328.32 38004614.12 3201909.64 631269.68 90918123.66 70578598.30 0.0001 Y BNY Mellon Investment Adviser, Inc. The fund is waiving expenses to maintain a minimum yield of .01 (121,859.94) 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 2531178.41 4709830.15 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2044-11-15 3.000 6625000.00 7660773.80 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2045-05-15 3.000 3926893.66 4553006.29 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2045-08-15 2.875 1563862.16 1791226.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2046-08-15 2.250 119947.83 123326.86 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2048-02-15 1.000 2207988.83 3237398.05 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2048-05-15 3.125 2011438.33 2438730.38 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2049-02-15 1.000 2208333.33 3203404.37 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2027-11-15 2.250 3138805.75 3250063.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2023-09-30 2.875 427281.58 444107.92 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2024-01-31 2.500 329121.16 337747.43 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2029-05-15 2.375 1963208.33 2057650.03 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2029-07-15 0.250 640.41 757.77 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2024-08-15 2.375 10485.16 10880.57 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2025-08-15 2.000 2209530.25 2267240.49 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2023-08-15 2.500 5840882.66 6039566.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2023-11-15 2.750 567603.50 587305.83 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2027-05-15 2.375 7339665.25 7647790.23 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2022-06-30 2.125 1096234.33 1106111.13 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2030-07-15 0.125 2208333.33 2593084.85 U.S. Treasuries (including strips) Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2022-02-01 2022-02-01 2022-02-01 N N N 0.0002 53000000.00 53000000.00 0.1711 N Y Y N - N/A - BANK OF MONTREAL BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 563 0000927971 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 NQQ6HPCNCCU6TUTQYE16 2047-02-25 4.000 1939650.00 66234.63 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2046-11-25 5.992 424080.00 19204.59 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2045-09-25 2.500 172000.00 84106.96 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2023-10-25 0.148 17500772.64 19315.24 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2047-03-25 5.972 1867212.40 231269.40 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2047-05-25 2.500 720000.00 101340.77 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2032-07-25 2.500 120000.00 50072.37 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2047-09-25 4.500 1248000.00 60590.90 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2047-09-25 6.042 2285714.24 234015.66 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2045-03-25 3.000 240000.00 56642.86 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2043-04-25 3.500 160000.00 11683.57 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2048-01-25 6.092 2424503.76 212867.70 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2047-10-25 3.500 240000.00 20639.97 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2029-09-25 3.500 154320.00 17227.52 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2029-12-25 3.500 111120.00 84831.56 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2048-06-25 6.092 10259999.92 388659.67 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2047-09-25 3.500 320000.00 36278.11 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2048-10-25 6.092 224240.00 19408.44 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2047-09-25 4.000 344000.00 72538.89 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2049-07-25 5.892 491502.88 34586.68 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2048-02-25 3.500 776000.00 152470.63 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2029-02-25 0.507 3000000.00 95390.94 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2049-05-25 5.992 582160.00 46795.28 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2043-06-25 6.042 2747542.64 301153.72 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2049-09-25 1.552 8000000.00 136221.37 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2049-08-25 1.542 3998064.80 63881.28 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2049-10-25 5.942 1090479.52 38268.42 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2050-03-25 5.942 2728132.64 249421.51 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2024-11-25 0.695 30916905.52 357758.32 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2050-07-25 3.500 1036470.00 112052.98 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2046-08-20 3.000 160000.00 98393.62 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2045-06-20 4.500 329220.88 5117.25 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2044-10-20 5.000 490378.96 34399.18 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2048-01-20 3.500 200000.00 88433.69 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2061-10-16 0.399 399999.20 397910.03 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2049-03-20 5.946 340800.00 19096.56 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2049-03-20 5.946 766400.00 24501.65 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2049-04-20 5.946 339920.00 22620.47 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2048-02-20 5.996 3687835.28 259007.74 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2045-12-20 1.412 5590531.67 61363.91 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2049-06-20 6.046 1096000.00 62139.59 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2049-06-20 3.166 8360000.00 157955.26 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2049-07-20 5.996 416080.00 19164.79 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2049-09-20 5.996 2239200.00 136482.34 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2069-11-20 1.170 5800000.00 268561.54 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2048-10-20 1.217 1965134.88 20553.01 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2050-03-20 5.946 2444424.80 127506.86 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2050-04-20 4.000 1246240.00 66561.88 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2050-01-20 2.500 1200000.00 180535.16 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2050-01-20 5.946 1334900.15 79746.24 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2050-01-20 5.946 3565595.60 237916.24 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2045-11-20 6.096 1329282.72 104613.12 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2050-03-20 4.500 2451543.91 165574.99 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2050-08-20 2.500 4389184.00 234038.51 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2050-09-20 3.500 981321.35 91698.74 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2050-09-20 3.496 4000000.00 248829.08 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2050-10-20 3.096 4416440.00 167978.02 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2050-12-20 4.146 1930185.76 42163.42 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2050-12-20 4.646 1547066.15 27426.99 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2050-06-25 5.972 2638047.76 376807.55 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2050-07-25 3.000 800000.00 72731.97 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2060-10-25 1.747 3546512.32 121123.64 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2050-09-25 2.500 2800000.00 78973.78 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2043-05-25 2.000 160000.00 85490.92 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2050-12-25 2.500 7385039.36 1082671.42 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2050-02-25 2.500 1227536.00 120340.17 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2050-11-25 2.500 4067280.00 376864.36 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2048-11-25 3.000 1629159.36 166163.17 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2051-01-25 4.000 1915181.36 258391.04 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2051-01-25 3.000 800000.00 87470.55 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2041-05-25 3.000 8000000.00 568780.39 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2051-03-25 2.500 5251936.00 504134.70 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2051-09-25 4.000 2910860.16 446287.80 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2051-09-25 2.500 3036768.00 312128.07 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2051-06-25 2.500 850208.00 75072.06 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2051-04-25 3.500 2233652.56 331162.25 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2047-10-25 2.500 2023040.00 270964.89 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2049-09-25 3.000 2176807.83 335289.08 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2050-06-25 3.000 1854215.76 148174.94 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2051-06-25 3.000 2956940.00 331694.14 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2049-12-25 5.892 3627274.64 425797.21 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2051-11-25 3.500 2088181.36 246826.84 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2051-05-25 2.000 4880255.60 502524.77 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2051-11-25 3.500 2355724.16 335157.73 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2051-11-25 3.000 2165476.96 248961.77 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2040-04-15 2.750 800000.00 30592.48 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2041-03-15 2.500 800000.00 25509.17 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2042-01-15 5.853 8000000.00 201245.81 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2027-02-15 4.000 6466666.64 26748.23 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2032-02-15 3.500 792000.00 131708.68 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2041-03-15 2.500 600000.00 53000.42 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2031-10-15 3.000 125680.00 11245.02 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2042-11-15 6.043 1620000.00 55269.34 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2042-03-15 2.000 1096000.00 155851.12 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2033-01-15 2.250 80000.00 11999.34 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2032-07-15 2.000 800000.00 88036.44 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2033-04-15 2.500 800000.00 124630.38 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2042-07-15 2.500 148000.00 27054.74 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2043-08-15 5.993 1305600.00 57062.12 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2042-04-15 5.993 1736473.84 76559.92 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2035-07-15 5.993 1340240.00 33934.00 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2029-08-15 1.500 168000.00 34253.73 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2043-03-15 2.000 364000.00 10356.72 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2028-02-15 3.000 210161.36 108834.38 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2044-06-15 2.000 1200000.00 298093.96 Agency Debentures and Agency Strips Federal 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3TK20IVIUJ8J3ZU0QE75 2022-02-15 2.500 7901300.00 7999915.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 3TK20IVIUJ8J3ZU0QE75 2024-04-30 2.250 200.00 205.61 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 3TK20IVIUJ8J3ZU0QE75 2029-05-15 2.375 2499750.00 2620002.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 3TK20IVIUJ8J3ZU0QE75 2023-02-28 1.500 2400.00 2432.91 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 3TK20IVIUJ8J3ZU0QE75 2023-04-30 1.625 200.00 202.61 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 3TK20IVIUJ8J3ZU0QE75 2026-05-15 1.625 50.00 50.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 3TK20IVIUJ8J3ZU0QE75 2023-06-30 1.375 161400.00 162498.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 3TK20IVIUJ8J3ZU0QE75 2024-02-29 2.125 49950.00 51346.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 3TK20IVIUJ8J3ZU0QE75 2024-03-31 2.125 342550.00 351484.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 3TK20IVIUJ8J3ZU0QE75 2024-06-30 2.000 319950.00 326009.75 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 3TK20IVIUJ8J3ZU0QE75 2030-05-15 0.625 50.00 45.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 3TK20IVIUJ8J3ZU0QE75 2027-06-30 0.500 50.00 47.03 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 3TK20IVIUJ8J3ZU0QE75 2027-10-31 0.500 169850.00 158966.13 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 3TK20IVIUJ8J3ZU0QE75 2030-11-15 0.875 50.00 46.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 3TK20IVIUJ8J3ZU0QE75 2027-12-31 0.625 7184700.00 6751234.26 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 3TK20IVIUJ8J3ZU0QE75 2023-03-31 0.125 8065700.00 7999959.62 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 3TK20IVIUJ8J3ZU0QE75 2031-05-15 1.625 100.00 99.11 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 3TK20IVIUJ8J3ZU0QE75 2026-12-31 1.250 518250.00 509712.57 U.S. Treasuries (including strips) Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1 2022-02-01 2022-02-01 2022-02-01 N N N 0.0002 50000000.00 50000000.00 0.1614 N Y Y N - N/A - TREASURY BILL TREASURY BILL 912796F38 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2022-03-24 2022-03-24 2022-03-24 N N N 0.0008 9998972.90 9998972.90 0.0323 N Y Y N - N/A - TREASURY BILL TREASURY BILL 912796Q44 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2022-06-02 2022-06-02 2022-06-02 N N N 0.0010 4995000.35 4995000.35 0.0161 N Y Y N - N/A - TREASURY BILL TREASURY BILL 912796P94 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2022-12-01 2022-12-01 2022-12-01 N N N 0.0023 1989744.30 1989744.30 0.0064 N Y Y N - N/A - TREASURY BILL TREASURY BILL 912796K57 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2022-07-14 2022-07-14 2022-07-14 N N N 0.0028 4990506.75 4990506.75 0.0161 N Y Y N - N/A - US TREASURY FRN US TREASURY FRN 91282CAS0 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2022-02-01 2022-10-31 2022-10-31 N N N 0.0024 7005644.52 7005644.52 0.0226 N Y Y N - N/A - US TREASURY FRN US TREASURY FRN 91282CBY6 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2022-02-01 2023-04-30 2023-04-30 N N N 0.0022 10010376.40 10010376.40 0.0323 N Y Y N - N/A - US TREASURY N/B US TREASURY N/B 91282CAN1 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2022-09-30 2022-09-30 2022-09-30 N N N 0.0029 4985710.75 4985710.75 0.0161 N Y Y N - N/A - BNY Mellon Variable Investment Fund 2022-02-03 /S/Robert Svagna Robert Svagna Treasury Manager