N-MFP2 0000813383 XXXXXXXX 2022-09-30 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 7 68 274690450.47 270387683.43 275290889.64 272209719.03 257243906.15 274690450.47 274387683.43 275290889.64 272209719.03 262232676.98 0.9255 0.9243 0.9287 0.9278 0.9140 0.9255 0.9380 0.9287 0.9278 0.9317 2314683.25 278917993.73 278917993.73 226934.83 2727503.91 278732107.90 278702431.82 1.0000 0.0300 1.0000 1.0000 1.0000 1.0001 1.0000 C000005072 1000.00 278732107.90 278702431.82 1.0000 1.0000 1.0000 1.0001 1.0000 4034951.57 1979249.91 5285127.97 9694127.32 10148320.71 6361095.64 14860703.39 18052444.96 5864806.19 20027500.16 40193909.83 56114417.99 0.0246 Y BNY Mellon Investment Adviser, Inc. The fund is waiving expenses to maintain a minimum yield of .01. 0. 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 2042-05-15 3.000 1041262.22 905606.57 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2043-02-15 3.125 1950062.22 1699904.82 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2043-08-15 3.625 427253.33 404084.77 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2045-02-15 0.750 533106.66 527896.77 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2047-11-15 2.750 3801182.22 3119031.56 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2023-08-31 1.375 4760173.33 4644855.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2027-11-15 2.250 126653.33 117330.82 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2025-12-31 2.625 880995.55 845446.94 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2024-06-30 1.750 2985915.55 2873564.51 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2024-08-15 2.375 1035995.55 1004319.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2023-03-31 1.500 3507822.22 3466289.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2023-08-15 2.500 3931604.44 3887393.55 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2025-07-31 0.250 5706004.44 5107532.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2031-01-15 0.125 5777124.44 5796743.21 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2029-04-30 2.875 6744351.11 6399998.87 U.S. Treasuries (including strips) Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2022-10-03 2022-10-03 2022-10-03 N N N 0.0305 40000000.00 40000000.00 0.1435 N Y Y N - N/A - BANK OF MONTREAL BANK OF MONTREAL 563 0000927971 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-12-15 4.000 7974449.99 236618.90 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-10-25 3.516 11339166.66 67134.32 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-12-25 2.915 9506351.98 51931.58 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2027-05-25 3.500 12571428.46 34649.39 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-09-25 2.966 7542875.99 141081.22 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2027-09-25 2.500 12212000.89 52481.43 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2027-10-25 3.500 8905761.69 29735.81 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2027-11-25 3.500 8249999.99 41529.28 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-10-25 1.915 4618104.33 36625.42 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-01-25 3.036 6886519.38 173034.90 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2033-02-25 3.000 5746777.29 117805.12 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2028-02-25 3.500 9629340.96 52376.34 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-03-25 3.065 3846360.83 124382.62 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-02-25 2.915 4388303.88 75179.01 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2024-03-25 0.222 42941433.33 23544.59 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2024-09-25 0.598 28577685.94 137093.36 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2024-12-25 0.572 22000000.00 102739.75 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-09-25 3.165 1063150.00 18743.02 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2025-10-25 0.140 81824722.46 84759.18 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2026-01-25 0.167 94709575.76 203092.51 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-03-25 3.065 13749999.99 301237.30 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-05-25 2.915 2750000.00 98172.44 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-02-25 4.000 4445031.25 163450.18 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-11-25 3.016 971849.99 18074.82 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2023-10-25 0.228 40105937.29 11330.00 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2027-02-25 0.138 50416666.66 113422.75 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2027-05-25 0.198 88916666.66 282955.86 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-09-25 4.500 2860000.00 129218.89 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-09-25 3.065 5238095.13 290728.04 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-01-25 3.116 5556154.44 216648.21 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-06-25 3.116 23512499.81 440489.33 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-07-25 2.915 1126360.76 53579.93 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2029-02-25 0.630 6874999.99 139904.71 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-05-25 3.016 1334116.66 45954.58 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-06-25 3.065 6296451.88 361579.27 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-09-25 0.074 18333333.33 160484.13 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-08-25 0.000 9162231.83 55379.98 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-03-25 2.966 6251970.63 315188.58 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2024-11-25 0.796 70851241.81 542072.13 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-05-25 0.018 7333333.33 65586.83 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2035-06-25 4.000 25916511.86 743315.37 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-07-25 3.500 2375243.75 258829.41 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-06-25 2.996 6063865.31 477748.60 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-07-25 4.500 3666666.66 188329.56 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-07-25 3.000 1833333.33 171043.75 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2060-10-25 1.012 8127424.06 192301.69 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-09-25 2.500 6416666.66 199271.29 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-11-25 2.500 9166666.66 1091154.55 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-02-25 2.500 2813103.33 334957.77 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-11-25 2.500 9320850.00 1154443.94 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-01-25 4.000 4388957.28 579557.64 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-01-25 3.000 1833333.33 221894.91 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-03-25 2.500 12035686.66 1488565.56 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-09-25 4.000 6670721.19 1007633.61 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2034-08-25 0.980 5251032.59 76624.09 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-04-25 3.500 5118787.11 700477.77 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-09-25 3.000 4988517.96 733224.96 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-06-25 3.000 4249244.44 359282.93 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-06-25 3.000 6776320.83 757999.49 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-12-25 2.915 8312504.38 459003.82 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-11-25 3.500 4785415.61 649121.99 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-11-25 3.500 5398534.53 773736.07 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-11-25 3.000 4962551.36 573896.76 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-02-25 3.000 16704294.38 1984243.44 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-09-25 3.019 65816666.66 3375371.65 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-01-15 3.142 18333333.33 227260.66 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2027-02-15 4.000 14819444.38 37366.58 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-11-15 3.332 3712499.99 68977.31 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2043-08-15 3.282 2992000.00 66126.87 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2036-02-15 5.162 4950751.29 797461.73 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-04-15 3.282 3979419.21 92714.25 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2035-07-15 3.282 3071383.33 29888.58 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2039-07-15 3.350 2805720.31 286174.09 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2044-03-15 4.214 1450856.36 221376.32 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-11-25 2.000 3139583.33 263046.19 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-11-25 3.000 3366855.43 408154.00 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-11-25 2.500 14037374.99 1464086.03 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-11-25 2.500 4583333.33 465038.92 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2048-11-15 1.964 14849999.99 266389.64 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-09-25 3.000 3558194.56 400269.06 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-12-25 3.000 1692655.43 233672.75 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-05-25 3.000 14643841.66 1775740.18 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-12-25 1.500 2444261.23 226809.94 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-11-25 3.000 9931533.33 691852.35 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2045-02-25 3.500 4623292.29 548372.58 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-01-25 4.019 1512500.00 184070.35 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-02-25 1.500 3643199.99 492365.41 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-02-25 1.999 31859585.44 1411748.91 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-08-25 3.000 4858333.33 660711.81 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2048-06-15 3.382 6668749.99 90759.10 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-03-25 2.500 3541991.01 442468.39 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2044-10-25 4.000 4742879.16 644643.25 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-03-25 3.000 2566666.66 334763.25 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2048-09-15 3.182 4400000.00 100103.94 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2044-06-15 0.000 9166666.66 120711.62 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2049-10-25 2.966 6486944.38 270028.93 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2044-07-15 3.232 4716952.34 191891.36 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2049-11-25 2.966 11187707.66 407245.50 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2049-11-25 2.915 2383333.33 147384.95 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2049-11-25 2.915 1833333.33 126905.03 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-05-25 4.500 3473616.66 276028.47 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-06-25 3.000 3150812.68 398621.11 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-07-25 3.500 3132784.04 320967.92 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2043-03-15 3.382 3469722.11 145884.14 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-08-25 3.869 4756155.06 430965.87 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2048-05-25 5.000 3568793.06 232499.43 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-09-25 4.500 6401531.76 516845.48 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2048-11-25 4.000 1704999.99 239166.90 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2041-04-25 3.500 2383333.33 223158.43 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-05-25 4.000 2838319.00 392757.03 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2041-06-25 3.500 5041159.19 444715.20 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-06-25 3.500 3415901.13 384596.04 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-06-25 3.000 4928985.41 599598.32 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-07-25 3.000 1997207.29 230491.74 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-07-25 3.000 9166666.66 1115260.62 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-08-25 3.500 3260667.11 446269.00 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-08-25 3.000 41614491.23 5295191.35 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-09-25 2.500 5569520.00 508397.25 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-12-25 4.500 1226512.64 165315.06 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-09-25 3.000 2062499.99 258461.48 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2048-10-25 4.500 2346666.66 403462.80 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2049-02-25 3.000 2169444.38 264131.24 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2045-03-25 4.000 6478848.93 995771.09 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2048-05-25 4.500 2040301.81 341127.30 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 2044-11-01 3.500 7921138.31 201988.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2067-11-20 2.462 3247482.14 119376.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2066-04-20 2.616 2383333.33 93329.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2067-03-20 1.528 3672724.91 175657.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2066-10-20 1.691 885683.33 22795.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2065-06-20 2.070 10104389.16 100682.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2066-06-20 1.358 5921817.91 129692.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2066-09-20 4.018 4583333.33 128253.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-04-20 3.136 3532989.89 173931.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-03-20 2.736 18803125.00 80071.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-11-20 3.036 17861066.66 115307.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-09-20 3.686 2798583.33 65468.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-11-16 3.110 5681014.71 96992.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-01-20 3.736 1948099.99 17807.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-07-20 3.136 4893602.08 50005.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-10-16 2.740 1649999.99 22973.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-01-20 3.186 1982162.04 13042.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-10-20 4.500 12637554.41 285574.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-12-20 4.000 2426416.66 32700.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-09-20 2.656 6477777.71 149255.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-02-20 0.236 10833900.00 134040.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2069-12-20 2.356 2762597.75 87049.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2070-02-20 0.008 9687333.33 219913.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2069-09-20 0.017 7448672.18 150897.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2068-02-20 2.100 4025760.38 159344.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2069-09-20 2.860 4853582.98 107981.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2068-10-20 2.837 4489884.84 126417.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2068-06-20 1.197 4039199.99 79098.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2068-10-20 3.121 3777657.58 123114.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2069-05-20 0.828 5559337.29 135475.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2069-05-20 1.034 4305950.00 120255.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2058-09-16 0.629 23735302.43 134722.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2070-04-20 0.263 5048157.58 144665.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-10-20 5.000 1123785.11 83004.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-03-20 3.036 781000.00 13296.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-03-20 3.036 1756333.33 25068.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-04-20 3.036 778983.33 22644.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-02-20 3.086 3472061.63 121592.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-06-20 3.136 2511666.66 71857.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-09-20 3.086 5131500.00 180606.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-10-20 0.000 4503434.09 24011.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-04-20 4.000 2855966.66 181650.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-01-20 3.036 3059146.19 109565.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-03-20 2.986 2604916.04 121863.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-05-20 0.000 18333333.33 77037.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-04-20 0.000 9166666.66 47686.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-06-20 3.286 4291817.01 190090.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-09-20 3.186 1452916.66 107738.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2071-07-20 1.079 11769945.91 204540.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2071-07-20 1.018 13691163.93 266227.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2072-03-20 1.000 8983333.33 198983.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2072-03-20 0.655 6082143.46 295378.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-06-20 0.865 5429906.71 128664.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-01-20 0.915 9166666.66 130434.90 Agency Collateralized Mortgage Obligation Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2022-10-03 2022-10-03 2022-10-03 N N N 0.0305 55000000.00 55000000.00 0.1973 N Y Y N - N/A - CASH MGMT BILL CASH MGMT BILL 912796YQ6 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2022-11-15 2022-11-15 2022-11-15 N N N 0.0261 1993245.42 1993245.42 0.0072 N Y Y N - N/A - FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313385Q74 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2022-11-25 2022-11-25 2022-11-25 N N N 0.0147 4976938.15 4976938.15 0.0179 N N Y N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133ENXG0 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2022-10-03 2024-05-24 2024-05-24 N N N 0.0301 2000796.90 2000796.90 0.0072 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133ENVA5 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2022-10-03 2024-04-25 2024-04-25 N N N 0.0301 3000844.68 3000844.68 0.0108 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EMA36 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2022-10-03 2023-05-19 2023-05-19 N N N 0.0299 5001054.75 5001054.75 0.0179 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3130AMMK5 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2022-10-03 2023-05-19 2023-05-19 N N N 0.0300 3000518.46 3000518.46 0.0108 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3130ATEK9 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2022-10-03 2023-01-17 2023-01-17 N N N 0.0297 3000288.84 3000288.84 0.0108 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3130ATJC2 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2022-10-03 2023-01-27 2023-01-27 N N N 0.0302 3000575.55 3000575.55 0.0108 N N N N - N/A - FIXED INCOME CLEARING CORP FIXED INCOME CLEARING CORP 37035 0001232861 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 2039-11-15 4.375 47312000.00 51000855.00 U.S. Treasuries (including strips) Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A1+ 2022-10-03 2022-10-03 2022-10-03 N N N 0.0305 50000000.00 50000000.00 0.1794 N Y Y N - N/A - HSBC SECURITIES USA INC HSBC SECURITIES USA INC CYYGQCGNHMHPSMRL3R97 36020 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2038-02-15 0.000 53865.00 30753.62 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2043-08-15 0.000 53930.09 23239.61 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2048-08-15 0.000 219626.39 82460.70 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2050-05-15 0.000 853550.59 306317.97 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2050-11-15 0.000 23018.79 8176.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2051-08-15 0.000 5439.00 1902.37 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2025-02-15 7.625 3363.50 3653.47 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2026-02-15 6.000 1862.70 1982.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2040-05-15 4.375 37844.80 40669.05 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2044-05-15 3.375 84114.10 76708.21 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2040-05-15 1.125 197306.89 125005.11 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2051-02-15 0.125 173659.50 125455.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2051-08-15 2.000 61086.20 42313.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2024-09-30 2.125 46020.80 44230.13 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2024-10-31 2.250 19958.40 19381.55 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2024-12-31 2.250 718008.20 692767.33 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2024-04-30 2.250 369852.00 362003.96 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2029-07-15 0.250 104716.50 109955.56 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2024-11-15 2.250 274830.50 266385.37 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2026-11-15 2.000 128274.30 119180.42 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2027-05-15 2.375 795263.00 747117.97 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2025-05-15 2.125 165833.50 158749.21 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2024-05-31 2.000 173028.10 167997.59 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2024-06-30 2.000 116115.30 112367.79 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2024-07-31 1.750 208653.89 200305.82 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2026-10-31 1.625 2296.00 2102.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2022-12-15 1.625 428228.50 428940.93 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2026-12-31 1.750 4825.80 4420.65 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2023-02-15 1.375 169369.20 168194.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2023-05-15 0.125 440859.29 430573.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2023-01-31 3.346 827993.59 832639.15 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2024-03-15 0.250 608844.59 574775.84 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2024-04-15 0.375 247230.20 233493.91 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2026-06-30 0.875 48348.30 43058.92 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2023-07-31 0.125 124128.20 120076.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2024-12-15 1.000 359.80 336.91 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2032-01-15 0.125 104209.00 96894.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2025-02-15 1.500 168896.70 158918.28 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2027-03-31 2.500 65803.50 61702.82 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2034-02-15 0.000 27797.27 17846.26 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2035-08-15 0.000 29713.76 17880.08 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2032-11-15 0.000 54168.48 36600.83 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2040-02-15 0.000 85389.58 42463.21 U.S. Treasuries (including strips) Y FITCH'S RATING NR MOODY'S RATING NR S&P RATING A-1 2022-10-03 2022-10-03 2022-10-03 N N N 0.0296 7000000.00 7000000.00 0.0251 N Y Y N - N/A - ING (US) FUNDING LLC ING (US) FUNDING LLC 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) 2023-01-26 0.000 247.50 244.75 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-03-23 0.000 550.00 540.23 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-07-13 0.000 381535.00 370392.27 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-02-09 0.000 8914125.00 8798811.87 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-02-16 0.000 7988750.00 7879783.45 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2042-05-15 3.000 208972.50 181747.56 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2042-11-15 2.750 33000.00 27343.51 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2043-02-15 3.125 55.00 47.94 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2044-05-15 3.375 63442.50 57981.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2047-05-15 3.000 27.50 23.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2049-02-15 3.000 27.50 23.87 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2049-05-15 2.875 27.50 23.52 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2041-11-15 2.000 4050585.00 2956052.12 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2052-02-15 2.250 275.00 203.28 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2042-02-15 2.375 4272070.00 3316539.30 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-11-15 2.250 221815.00 205487.97 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-11-15 3.125 536800.00 518087.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-06-30 1.875 27.50 25.51 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-11-15 2.250 27.50 26.63 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-05-15 1.625 27.50 25.35 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-11-15 2.000 967972.50 898492.40 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-05-15 2.500 27.50 26.98 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-05-15 2.125 411510.00 393500.57 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-08-31 1.375 184195.00 166376.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-03-15 0.500 330357.50 325470.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-12-31 0.625 100842.50 85022.17 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-01-31 0.750 4956847.50 4192983.45 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2031-02-15 1.125 362835.00 295527.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-03-31 1.250 581432.50 502999.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-04-30 3.331 27.50 27.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-06-15 0.250 577.50 540.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-07-31 1.000 10390160.00 8799983.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-09-30 0.250 3074280.00 2954899.55 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-10-15 0.125 705155.00 716388.93 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-11-30 1.500 1951125.00 1697556.79 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-11-30 0.500 877250.00 841189.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-04-30 2.500 2048860.00 2014314.21 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-04-30 2.750 275.00 263.40 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2032-05-15 2.875 8412827.50 7901018.41 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-09-15 3.500 27.50 27.01 U.S. Treasuries (including strips) Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2022-10-03 2022-10-03 2022-10-03 N N N 0.0305 55000000.00 55000000.00 0.1973 N Y Y N - N/A - TREASURY BILL TREASURY BILL 912796XR5 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2023-01-12 2023-01-12 2023-01-12 N N N 0.0271 2972910.96 2972910.96 0.0107 N Y Y N - N/A - TREASURY BILL TREASURY BILL 912796S34 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2023-01-26 2023-01-26 2023-01-26 N N N 0.0295 2967543.18 2967543.18 0.0107 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 1990486.24 1990486.24 0.0072 N Y Y N - N/A - TREASURY BILL TREASURY BILL 912796V55 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2022-10-13 2022-10-13 2022-10-13 N N N 0.0167 5995670.82 5995670.82 0.0215 N Y Y N - N/A - US TREASURY FRN US TREASURY FRN 91282CEL1 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2022-10-03 2024-04-30 2024-04-30 N N N 0.0326 7989515.44 7989515.44 0.0287 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+ 2022-10-03 2022-10-31 2022-10-31 N N N 0.0334 7001964.97 7001964.97 0.0251 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+ 2022-10-03 2023-04-30 2023-04-30 N N N 0.0333 10012617.80 10012617.80 0.0359 N Y Y N - N/A - US TREASURY FRN US TREASURY FRN 91282CFD8 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2022-10-03 2024-07-31 2024-07-31 N N N 0.0336 6992049.26 6992049.26 0.0251 N Y Y N - N/A - BNY Mellon Variable Investment Fund 2022-10-05 /S/Robert Svagna Robert Svagna Treasury Manager