Form N-MFP2 BNY MELLON VARIABLE INVE For: Jul 30

  
    N-MFP2
    
      
        
          0000813383
          XXXXXXXX
        
      
      
      
      
      
      
    
  
  
    
      2021-07-30
      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
      26
      91
      
        217912475.74
        221353022.53
        220160419.76
        253431120.39
        238906947.37
      
      
        217912475.74
        221353022.53
        245160419.76
        253431120.39
        238906947.37
      
      
        0.8511
        0.8530
        0.8523
        0.9506
        0.9477
      
      
        0.8511
        0.8530
        0.9491
        0.9506
        0.9477
      
      720747.09
      246186200.28
      246186200.28
      5176209.67
      52529.94
      252030627.10
      252000951.02
      1.0000
      0.0007
      
        1.0002
        1.0002
        1.0002
        1.0002
        1.0002
      
    
    
      C000005072
      1000.00
      252030627.10
      252000951.02
      
        1.0002
        1.0002
        1.0002
        1.0002
        1.0002
      
      
        667420.96
        887390.87
      
      
        32570033.70
        29120530.30
      
      
        8827876.45
        10010822.38
      
      
        12808482.57
        14527930.46
      
      
        4662479.83
        9177889.73
      
      
        59536293.51
        63724563.74
      
      0.0001
      Y
      BNY Mellon Investment Adviser, Inc. The fund is waiving expenses to maintain a minimum yield of .01 (107,417.14)
    
    
      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
          
            2040-05-15
          
          4.375
          2.62
          3.77
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          BFXS5XCH7N0Y05NIXW11
          
            2042-05-15
          
          3.000
          2314489.62
          2792854.47
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          BFXS5XCH7N0Y05NIXW11
          
            2042-08-15
          
          2.750
          673076.43
          786726.41
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          BFXS5XCH7N0Y05NIXW11
          
            2044-02-15
          
          3.625
          4354551.24
          5842692.08
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          BFXS5XCH7N0Y05NIXW11
          
            2044-05-15
          
          3.375
          1180866.16
          1519213.96
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          BFXS5XCH7N0Y05NIXW11
          
            2045-02-15
          
          2.500
          279130.37
          313882.11
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          BFXS5XCH7N0Y05NIXW11
          
            2045-05-15
          
          3.000
          17.51
          21.34
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          BFXS5XCH7N0Y05NIXW11
          
            2046-02-15
          
          2.500
          869.83
          980.41
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          BFXS5XCH7N0Y05NIXW11
          
            2047-02-15
          
          0.875
          91516.86
          136556.53
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          BFXS5XCH7N0Y05NIXW11
          
            2049-08-15
          
          2.250
          565426.70
          610675.27
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          BFXS5XCH7N0Y05NIXW11
          
            2023-08-31
          
          2.750
          5091049.94
          5417328.69
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          BFXS5XCH7N0Y05NIXW11
          
            2028-11-15
          
          3.125
          1406583.24
          1619595.93
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          BFXS5XCH7N0Y05NIXW11
          
            2025-12-31
          
          2.625
          4297737.40
          4678946.47
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          BFXS5XCH7N0Y05NIXW11
          
            2024-02-29
          
          2.375
          8125870.37
          8639789.28
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          BFXS5XCH7N0Y05NIXW11
          
            2029-05-15
          
          2.375
          349776.97
          384338.39
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          BFXS5XCH7N0Y05NIXW11
          
            2024-08-15
          
          2.375
          2333375.02
          2499360.30
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          BFXS5XCH7N0Y05NIXW11
          
            2021-10-31
          
          2.000
          7297297.29
          7369019.89
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          BFXS5XCH7N0Y05NIXW11
          
            2025-02-15
          
          2.000
          2372313.40
          2519845.25
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          BFXS5XCH7N0Y05NIXW11
          
            2023-02-15
          
          2.000
          58544.75
          60745.10
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          BFXS5XCH7N0Y05NIXW11
          
            2024-03-31
          
          2.125
          8188676.75
          8639997.91
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          BFXS5XCH7N0Y05NIXW11
          
            2024-06-30
          
          2.000
          1148352.32
          1204817.30
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          BFXS5XCH7N0Y05NIXW11
          
            2022-08-31
          
          0.125
          42569.51
          42609.75
          U.S. Treasuries (including strips)
        
      
      Y
      
        FITCH'S RATING
        F1
      
      
        MOODY'S RATING
        P-1
      
      
        S&P RATING
        A-1
      
      2021-08-02
      2021-08-02
      2021-08-02
      N
      N
      N
      0.0005
      54000000.00
      54000000.00
      0.2143
      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 Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          NQQ6HPCNCCU6TUTQYE16
          
            2040-12-15
          
          4.000
          5584679.49
          111367.83
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          NQQ6HPCNCCU6TUTQYE16
          
            2038-02-15
          
          1.879
          17633867.89
          172303.26
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2040-10-25
          
          6.510
          4859642.85
          99181.06
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2041-12-25
          
          5.910
          4074150.85
          73702.05
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2027-05-25
          
          3.500
          5387755.05
          28944.39
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2042-09-25
          
          6.010
          5785027.67
          150479.94
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2027-09-25
          
          2.500
          5233714.67
          40052.70
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2027-10-25
          
          3.500
          3816755.01
          31370.57
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2027-11-25
          
          3.500
          3535714.28
          33342.36
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2042-11-25
          
          3.000
          2362943.94
          895834.38
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2042-10-25
          
          4.910
          1979187.57
          68261.93
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2043-01-25
          
          6.030
          2951365.44
          170832.81
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2033-02-25
          
          3.000
          2462904.55
          70296.35
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2028-02-25
          
          3.500
          4126860.41
          40527.29
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2043-03-25
          
          6.060
          1648440.35
          126106.39
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2043-02-25
          
          5.910
          1880701.66
          92363.21
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2023-01-25
          
          0.041
          27814301.34
          5238.23
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2043-08-25
          
          6.010
          4522964.28
          171599.08
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2024-03-25
          
          0.129
          18403471.42
          77009.96
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2024-09-25
          
          0.490
          12247579.69
          150976.81
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2024-12-25
          
          0.473
          9428571.42
          82579.53
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2045-09-25
          
          6.160
          455635.71
          25959.81
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2025-10-25
          
          0.072
          35067738.20
          104851.76
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2026-01-25
          
          0.070
          48446961.04
          175067.69
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2046-05-25
          
          5.910
          1178571.42
          108900.81
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2046-06-25
          
          5.500
          1414285.71
          83542.20
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2046-11-25
          
          6.010
          416507.14
          25944.47
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2027-02-25
          
          0.049
          23571428.57
          324720.34
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2027-05-25
          
          0.113
          44000000.00
          655478.17
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2047-09-25
          
          4.500
          1225714.28
          66148.86
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2047-12-25
          
          6.110
          1571428.57
          91426.95
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2047-09-25
          
          6.060
          2244897.91
          282757.10
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2048-01-25
          
          6.110
          2381209.04
          273175.63
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2048-06-25
          
          6.110
          10076785.63
          531239.52
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2048-10-25
          
          6.110
          220235.71
          26707.71
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2049-05-25
          
          6.010
          571764.28
          59277.58
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2043-06-25
          
          6.060
          2698479.37
          365189.27
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2049-09-25
          
          1.692
          7857142.85
          197674.46
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2049-08-25
          
          1.602
          3926670.78
          73879.77
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2049-08-25
          
          5.960
          1021428.57
          113694.75
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2049-10-25
          
          5.960
          604637.39
          55837.12
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2050-03-25
          
          5.960
          2679415.98
          370364.34
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          NQQ6HPCNCCU6TUTQYE16
          
            2024-11-25
          
          0.747
          25650532.20
          478003.37
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2050-05-25
          
          1.340
          3142857.14
          84008.34
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2050-07-25
          
          3.500
          1017961.60
          111218.58
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2050-07-25
          
          6.010
          2188775.44
          485403.71
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2050-06-25
          
          5.990
          2598799.42
          464145.98
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2050-09-25
          
          2.500
          2750000.00
          75644.58
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2050-11-25
          
          2.500
          3994650.00
          311639.89
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2051-02-25
          
          4.000
          3035002.37
          423397.98
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2051-01-25
          
          1.500
          864207.14
          88330.51
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2051-01-25
          
          4.000
          1880981.69
          272552.27
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2051-03-25
          
          2.500
          2801008.57
          249927.57
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2051-03-25
          
          2.500
          1084285.71
          166646.96
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2051-03-25
          
          2.000
          3248456.90
          328487.76
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2050-06-25
          
          3.000
          1821104.76
          152036.94
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2051-06-25
          
          3.000
          2904137.50
          315622.29
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2049-12-25
          
          5.910
          3562501.87
          549853.98
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2042-01-15
          
          5.866
          7857142.85
          256492.25
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2027-02-15
          
          4.000
          6351190.45
          36989.08
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2042-11-15
          
          6.056
          1591071.42
          69828.56
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2043-08-15
          
          6.006
          1282285.71
          68470.49
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2042-04-15
          
          6.006
          1705465.37
          89389.86
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2043-12-15
          
          5.856
          2141281.68
          87725.29
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2035-07-15
          
          6.006
          1316307.14
          46581.87
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          NQQ6HPCNCCU6TUTQYE16
          
            2050-11-25
          
          3.000
          1442938.04
          183767.40
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          NQQ6HPCNCCU6TUTQYE16
          
            2050-11-25
          
          2.500
          6016017.85
          569141.34
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          NQQ6HPCNCCU6TUTQYE16
          
            2050-11-25
          
          2.500
          1964285.71
          133772.67
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          NQQ6HPCNCCU6TUTQYE16
          
            2050-11-25
          
          4.099
          2185559.35
          301023.65
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          NQQ6HPCNCCU6TUTQYE16
          
            2050-09-25
          
          3.000
          1524940.52
          159049.48
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          NQQ6HPCNCCU6TUTQYE16
          
            2050-05-25
          
          3.000
          6275932.14
          855662.78
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          NQQ6HPCNCCU6TUTQYE16
          
            2050-12-25
          
          1.500
          1047540.52
          100991.28
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          NQQ6HPCNCCU6TUTQYE16
          
            2050-12-25
          
          2.000
          2456231.72
          241755.38
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          NQQ6HPCNCCU6TUTQYE16
          
            2050-11-25
          
          3.000
          4156249.03
          177977.43
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          NQQ6HPCNCCU6TUTQYE16
          
            2051-02-25
          
          2.500
          4458960.00
          371031.18
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          NQQ6HPCNCCU6TUTQYE16
          
            2051-02-25
          
          1.500
          1561371.42
          205117.50
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          NQQ6HPCNCCU6TUTQYE16
          
            2051-02-25
          
          2.000
          1344337.50
          120995.87
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          NQQ6HPCNCCU6TUTQYE16
          
            2051-02-25
          
          4.230
          2398266.51
          189249.11
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2048-06-15
          
          6.106
          2858035.71
          94174.95
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          NQQ6HPCNCCU6TUTQYE16
          
            2051-03-25
          
          2.500
          1517996.14
          116272.10
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2049-04-15
          
          5.956
          824711.87
          96983.98
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2048-09-15
          
          5.906
          1885714.28
          82432.76
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2041-09-15
          
          1.986
          3131223.85
          118446.58
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2038-07-15
          
          1.776
          1861349.12
          48964.54
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2044-06-15
          
          1.814
          3928571.42
          111275.19
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2038-08-15
          
          2.055
          2847488.67
          72354.45
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2044-07-15
          
          5.956
          2021551.00
          295534.66
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          NQQ6HPCNCCU6TUTQYE16
          
            2049-11-25
          
          5.960
          4794731.85
          441095.17
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          NQQ6HPCNCCU6TUTQYE16
          
            2050-02-25
          
          5.910
          154942.85
          21590.10
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          NQQ6HPCNCCU6TUTQYE16
          
            2050-08-25
          
          6.099
          2038352.17
          358339.24
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          NQQ6HPCNCCU6TUTQYE16
          
            2050-09-25
          
          4.500
          2743513.61
          295397.49
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          NQQ6HPCNCCU6TUTQYE16
          
            2041-06-25
          
          3.500
          2160496.79
          202210.02
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          NQQ6HPCNCCU6TUTQYE16
          
            2051-06-25
          
          3.500
          1463957.62
          178528.50
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          NQQ6HPCNCCU6TUTQYE16
          
            2051-07-25
          
          3.000
          855945.98
          90074.63
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          NQQ6HPCNCCU6TUTQYE16
          
            2051-07-25
          
          3.000
          3928571.42
          404576.90
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          NQQ6HPCNCCU6TUTQYE16
          
            2051-08-25
          
          3.000
          17834781.95
          1819159.64
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Debentures and Agency Strips
          NQQ6HPCNCCU6TUTQYE16
          
            2044-11-01
          
          3.500
          3394773.56
          91842.22
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          NQQ6HPCNCCU6TUTQYE16
          
            2042-11-20
          
          2.125
          785714.28
          52365.86
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          NQQ6HPCNCCU6TUTQYE16
          
            2042-12-20
          
          2.125
          1178571.42
          76831.24
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          NQQ6HPCNCCU6TUTQYE16
          
            2051-07-20
          
          1.500
          78.57
          77.46
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          NQQ6HPCNCCU6TUTQYE16
          
            2051-01-15
          
          3.000
          46666.40
          49933.99
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          NQQ6HPCNCCU6TUTQYE16
          
            2049-10-20
          
          4.000
          78.57
          80.90
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          NQQ6HPCNCCU6TUTQYE16
          
            2049-08-20
          
          4.500
          169292.90
          184194.95
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          NQQ6HPCNCCU6TUTQYE16
          
            2049-09-20
          
          5.000
          396895.08
          436821.53
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          NQQ6HPCNCCU6TUTQYE16
          
            2050-02-20
          
          4.500
          393858.29
          428862.24
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          NQQ6HPCNCCU6TUTQYE16
          
            2049-08-20
          
          5.000
          230286.80
          253724.93
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          NQQ6HPCNCCU6TUTQYE16
          
            2039-07-20
          
          6.000
          78.57
          77.05
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          NQQ6HPCNCCU6TUTQYE16
          
            2047-06-20
          
          3.500
          78.57
          79.52
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          NQQ6HPCNCCU6TUTQYE16
          
            2041-05-20
          
          4.000
          732631.66
          762052.95
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          NQQ6HPCNCCU6TUTQYE16
          
            2049-06-20
          
          4.000
          99764.50
          100711.45
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          NQQ6HPCNCCU6TUTQYE16
          
            2041-09-20
          
          4.500
          156791.64
          169136.83
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          NQQ6HPCNCCU6TUTQYE16
          
            2050-01-20
          
          4.500
          229863.62
          250680.50
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          NQQ6HPCNCCU6TUTQYE16
          
            2049-11-20
          
          5.000
          221680.79
          231182.64
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          NQQ6HPCNCCU6TUTQYE16
          
            2050-03-20
          
          4.500
          1022055.02
          1116176.06
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          NQQ6HPCNCCU6TUTQYE16
          
            2039-12-20
          
          2.125
          1214703.05
          88611.26
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          NQQ6HPCNCCU6TUTQYE16
          
            2051-01-20
          
          2.500
          5443825.82
          5613211.01
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2062-10-20
          
          1.539
          742814.28
          9153.33
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2042-08-20
          
          2.500
          177184.93
          4881.48
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2068-02-20
          
          2.311
          839928.57
          65939.04
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2067-12-20
          
          2.343
          1696828.57
          113565.62
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2067-08-20
          
          1.818
          1016085.71
          57715.41
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2064-03-20
          
          1.465
          296685.71
          7569.83
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2064-05-20
          
          1.473
          529178.57
          18204.06
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2064-05-20
          
          1.472
          982142.85
          19064.89
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2064-05-20
          
          1.472
          982142.85
          19047.16
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2067-09-20
          
          2.094
          227228.57
          13794.94
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2064-06-20
          
          1.484
          942307.14
          28319.99
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2064-06-20
          
          1.559
          1964285.71
          48567.59
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2064-07-20
          
          1.568
          552638.50
          8410.80
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2064-07-20
          
          1.615
          3616476.99
          78385.21
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2064-08-20
          
          1.550
          3929940.92
          131409.85
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2065-04-20
          
          1.712
          1195778.57
          45372.16
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2066-04-20
          
          2.605
          1021428.57
          67292.96
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2067-11-20
          
          2.382
          4582579.33
          284742.67
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2046-10-20
          
          4.000
          473942.85
          17469.94
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2067-05-20
          
          2.233
          1807142.85
          94889.41
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2067-09-20
          
          2.277
          1048064.28
          99583.31
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2066-10-20
          
          1.853
          606414.28
          28967.07
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2066-10-20
          
          2.358
          846685.71
          45019.05
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2065-06-20
          
          1.925
          3677142.85
          185423.32
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2065-06-20
          
          2.038
          4330452.50
          67223.38
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2066-11-20
          
          2.180
          189042.85
          12777.27
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2065-09-20
          
          1.911
          649000.00
          34765.42
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2065-10-20
          
          1.728
          362764.28
          14871.55
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2065-10-20
          
          1.615
          942857.14
          37175.34
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2065-11-20
          
          1.817
          2003571.42
          95235.89
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2065-12-20
          
          1.836
          4211428.57
          191112.64
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2066-12-20
          
          1.974
          3142857.14
          173706.31
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2066-12-20
          
          2.070
          2282500.00
          129518.02
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2066-12-20
          
          2.185
          693628.57
          44385.74
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2066-01-20
          
          1.541
          333692.85
          13545.51
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2066-12-20
          
          2.498
          3725895.95
          236972.58
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2066-01-20
          
          1.818
          765128.57
          34788.70
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2067-01-20
          
          2.306
          2507214.28
          185930.85
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2066-06-20
          
          1.970
          1962635.71
          100131.91
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2066-06-20
          
          1.853
          2910207.14
          157790.01
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2066-08-20
          
          2.445
          140721.42
          8842.98
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2066-09-20
          
          2.231
          2870135.71
          147667.41
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2047-04-20
          
          6.066
          1514138.52
          173844.09
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2040-03-20
          
          5.666
          8058482.14
          94055.35
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2040-11-20
          
          5.966
          7654742.85
          129127.22
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2041-09-20
          
          6.616
          1199392.85
          57761.79
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2041-11-16
          
          5.958
          2434720.59
          103862.83
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2042-05-20
          
          5.966
          1368714.28
          8765.09
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2043-01-20
          
          6.666
          834900.00
          19649.59
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2042-11-20
          
          2.500
          1738392.85
          208623.98
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2042-01-20
          
          3.000
          2750000.00
          424068.18
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2043-07-20
          
          6.066
          2097258.03
          46239.72
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2043-10-16
          
          5.588
          707142.85
          36696.54
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2042-08-20
          
          6.116
          3413465.62
          133017.96
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2044-01-20
          
          6.116
          849498.02
          20725.88
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2044-02-20
          
          6.016
          1130957.14
          27625.76
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2044-10-20
          
          4.500
          5416094.75
          143142.30
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2044-11-16
          
          4.000
          4503088.38
          203408.76
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2044-12-20
          
          4.000
          1039892.85
          16963.64
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2045-09-20
          
          5.586
          2776190.44
          212884.20
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2045-11-16
          
          4.500
          491150.00
          23495.99
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2047-07-20
          
          3.500
          2131879.98
          7455.88
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2041-03-20
          
          1.642
          11715553.92
          126105.03
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2048-02-20
          
          2.000
          4643100.00
          226023.00
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2047-11-20
          
          6.116
          1217857.14
          98204.85
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2069-12-20
          
          2.326
          1183970.46
          74391.92
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2069-09-20
          
          1.331
          1925000.00
          103395.85
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2069-10-20
          
          1.348
          2168571.42
          123335.17
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2069-10-20
          
          0.996
          1964285.71
          82433.55
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2068-07-20
          
          2.264
          145985.71
          10621.08
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2069-11-20
          
          1.035
          1088696.39
          63709.38
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2068-06-20
          
          2.080
          144728.57
          8652.35
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2069-08-20
          
          2.134
          35200.00
          2361.43
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2058-09-16
          
          0.668
          10172272.47
          124346.50
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2060-01-16
          
          0.664
          4241458.72
          143053.31
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2058-06-16
          
          0.369
          3842142.85
          86306.17
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2061-05-16
          
          0.912
          7464285.71
          320887.90
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2060-02-16
          
          0.578
          5894038.85
          202143.79
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2070-04-20
          
          1.173
          2163496.10
          173853.26
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2070-12-20
          
          1.081
          5427029.29
          411896.76
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2048-03-20
          
          6.116
          628571.42
          52036.85
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2049-01-16
          
          2.799
          172772.28
          92725.65
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2045-06-20
          
          4.500
          323341.93
          5980.74
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2044-10-20
          
          5.000
          481622.19
          40032.51
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2046-10-20
          
          6.016
          6665301.02
          683780.09
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2045-09-16
          
          1.399
          1178571.42
          119515.36
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2049-03-20
          
          5.966
          334714.28
          25004.79
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2049-03-20
          
          5.966
          752714.28
          35718.53
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2049-03-20
          
          5.966
          1871294.14
          150971.51
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2049-04-20
          
          5.966
          333850.00
          30034.01
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2043-05-20
          
          3.500
          684730.19
          60301.56
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2048-02-20
          
          6.016
          3621981.07
          331814.91
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2049-05-20
          
          5.966
          746428.57
          68810.15
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2045-12-20
          
          1.754
          5490700.75
          91063.97
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2049-06-20
          
          6.066
          1076428.57
          94187.28
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2049-07-20
          
          6.016
          408650.00
          36679.12
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2049-08-20
          
          5.966
          2254318.86
          164865.20
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2049-10-20
          
          4.500
          162827.89
          8525.09
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2048-10-20
          
          1.707
          1930043.18
          32039.30
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2050-03-20
          
          5.966
          2400774.35
          174099.69
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2050-04-20
          
          4.000
          1223985.71
          83257.63
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2050-01-20
          
          5.966
          1311062.65
          109085.28
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2050-01-20
          
          3.500
          663360.10
          13821.43
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2050-01-20
          
          5.966
          3501924.25
          310723.26
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2045-11-20
          
          6.116
          1305545.52
          133345.86
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2050-03-20
          
          4.500
          2407766.35
          218940.77
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2050-04-20
          
          6.016
          3499556.26
          294617.17
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2049-06-20
          
          4.000
          1864269.78
          188001.42
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2050-06-20
          
          6.066
          3862437.46
          466517.32
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2050-05-20
          
          5.866
          4551665.87
          426735.40
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2050-08-20
          
          2.500
          1683948.04
          330540.68
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2050-08-20
          
          2.500
          4310805.71
          200728.65
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2050-09-20
          
          3.500
          963797.76
          111250.76
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2050-09-20
          
          3.516
          3928571.42
          354557.71
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2050-10-20
          
          3.000
          3445898.57
          340637.81
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2050-10-20
          
          2.000
          1174067.95
          644354.66
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2050-10-20
          
          2.000
          785714.28
          174998.91
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2050-10-20
          
          3.116
          4337575.00
          255476.98
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2050-10-20
          
          3.616
          5623527.32
          357121.43
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2050-10-20
          
          2.500
          1348422.42
          430541.31
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2050-12-20
          
          4.166
          1895718.15
          100607.95
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2050-12-20
          
          4.666
          1519439.97
          85592.27
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2050-11-20
          
          3.116
          5372975.61
          453220.54
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2050-11-20
          
          3.116
          5006409.96
          392927.07
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2050-11-20
          
          3.116
          5789725.77
          368309.13
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2050-11-20
          
          3.666
          5568172.34
          410784.73
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2050-07-20
          
          3.500
          2926606.49
          291182.02
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2050-12-20
          
          3.000
          594741.47
          337223.20
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2050-12-20
          
          3.616
          4837539.77
          242094.90
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2051-01-20
          
          3.000
          2128722.43
          290765.94
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2051-02-20
          
          2.500
          353172.91
          357271.80
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2051-02-20
          
          4.000
          2076735.88
          242992.98
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2051-03-20
          
          2.000
          1010099.82
          641915.92
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2051-03-20
          
          3.000
          5657142.85
          442922.03
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2051-03-20
          
          3.000
          5892857.14
          544265.80
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2051-02-20
          
          0.260
          4320441.40
          125350.28
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2050-10-20
          
          1.740
          6672221.67
          183500.46
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2051-02-20
          
          1.740
          4320441.40
          209025.92
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2051-04-20
          
          3.000
          3928571.42
          229253.12
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2051-05-20
          
          3.000
          5892883.30
          546476.71
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2051-06-20
          
          6.216
          950569.87
          121984.50
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2051-06-20
          
          6.216
          940236.15
          153688.92
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2051-05-20
          
          3.000
          5256962.93
          689164.86
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2051-06-20
          
          3.000
          5892857.14
          599319.57
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2051-04-20
          
          3.000
          3273809.47
          302720.56
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2051-05-20
          
          3.000
          3273809.54
          310445.95
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2051-06-20
          
          6.216
          1079827.02
          151171.17
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2051-07-20
          
          0.268
          4266853.48
          4117046.15
          Agency Debentures and Agency Strips
        
        
          United States Treasury-U.S. Treasuries (including strips)
          NQQ6HPCNCCU6TUTQYE16
          
            2021-12-16
          
          0.000
          173187.14
          173151.11
          Agency Debentures and Agency Strips
        
      
      Y
      
        FITCH'S RATING
        F1+
      
      
        MOODY'S RATING
        P-1
      
      
        S&P RATING
        A-1
      
      2021-08-02
      2021-08-02
      2021-08-02
      N
      N
      N
      0.0005
      55000000.00
      55000000.00
      0.2182
      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+
      
      2021-08-02
      2022-05-19
      2022-05-19
      N
      N
      N
      0.0024
      5006773.65
      5006773.65
      0.0198
      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+
      
      2021-08-02
      2023-05-19
      2023-05-19
      N
      N
      N
      0.0009
      5000328.00
      5000328.00
      0.0198
      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+
      
      2021-08-02
      2023-05-19
      2023-05-19
      N
      N
      N
      0.0008
      2998398.51
      2998398.51
      0.0119
      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
          
            2021-11-04
          
          0.000
          4816350.00
          4815685.34
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          3TK20IVIUJ8J3ZU0QE75
          
            2021-12-30
          
          0.000
          8779430.00
          8777331.71
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          3TK20IVIUJ8J3ZU0QE75
          
            2021-11-18
          
          0.000
          8801393.33
          8799853.08
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          3TK20IVIUJ8J3ZU0QE75
          
            2021-11-26
          
          0.000
          62571.66
          62559.52
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          3TK20IVIUJ8J3ZU0QE75
          
            2022-06-16
          
          0.000
          8804656.66
          8799638.01
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          3TK20IVIUJ8J3ZU0QE75
          
            2021-12-09
          
          0.000
          8801760.00
          8799990.84
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          3TK20IVIUJ8J3ZU0QE75
          
            2021-12-23
          
          0.000
          256.66
          256.60
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          3TK20IVIUJ8J3ZU0QE75
          
            2022-01-20
          
          0.000
          73.33
          73.31
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          3TK20IVIUJ8J3ZU0QE75
          
            2039-11-15
          
          4.375
          18.33
          26.23
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          3TK20IVIUJ8J3ZU0QE75
          
            2041-02-15
          
          2.125
          941819.99
          1806747.06
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          3TK20IVIUJ8J3ZU0QE75
          
            2043-02-15
          
          0.625
          52854.99
          76509.52
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          3TK20IVIUJ8J3ZU0QE75
          
            2044-02-15
          
          3.625
          18.33
          24.59
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          3TK20IVIUJ8J3ZU0QE75
          
            2045-02-15
          
          0.750
          733333.33
          1071579.09
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          3TK20IVIUJ8J3ZU0QE75
          
            2047-05-15
          
          3.000
          2177505.00
          2679636.89
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          3TK20IVIUJ8J3ZU0QE75
          
            2050-02-15
          
          0.250
          18.33
          22.64
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          3TK20IVIUJ8J3ZU0QE75
          
            2050-08-15
          
          1.375
          193380.00
          170117.79
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          3TK20IVIUJ8J3ZU0QE75
          
            2040-08-15
          
          1.125
          311.66
          277.63
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          3TK20IVIUJ8J3ZU0QE75
          
            2040-05-15
          
          1.125
          36.66
          32.67
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          3TK20IVIUJ8J3ZU0QE75
          
            2040-11-15
          
          1.375
          120321.66
          111545.36
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          3TK20IVIUJ8J3ZU0QE75
          
            2041-02-15
          
          1.875
          18.33
          18.60
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          3TK20IVIUJ8J3ZU0QE75
          
            2024-08-31
          
          1.875
          1380481.66
          1453701.81
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          3TK20IVIUJ8J3ZU0QE75
          
            2027-11-15
          
          2.250
          12833.33
          13929.64
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          3TK20IVIUJ8J3ZU0QE75
          
            2024-11-30
          
          2.125
          18.33
          19.41
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          3TK20IVIUJ8J3ZU0QE75
          
            2025-03-31
          
          2.625
          570936.66
          619952.30
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          3TK20IVIUJ8J3ZU0QE75
          
            2028-08-15
          
          2.875
          385.00
          438.28
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          3TK20IVIUJ8J3ZU0QE75
          
            2025-08-31
          
          2.750
          18.33
          20.14
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          3TK20IVIUJ8J3ZU0QE75
          
            2028-11-15
          
          3.125
          366666.66
          422194.59
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          3TK20IVIUJ8J3ZU0QE75
          
            2026-04-30
          
          2.375
          733333.33
          795360.83
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          3TK20IVIUJ8J3ZU0QE75
          
            2024-02-15
          
          2.750
          2566666.66
          2759103.86
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          3TK20IVIUJ8J3ZU0QE75
          
            2024-08-15
          
          2.375
          2022936.66
          2166838.82
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          3TK20IVIUJ8J3ZU0QE75
          
            2024-01-31
          
          2.250
          1081648.33
          1146858.58
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          3TK20IVIUJ8J3ZU0QE75
          
            2025-07-15
          
          0.375
          18.33
          23.06
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          3TK20IVIUJ8J3ZU0QE75
          
            2025-06-30
          
          2.750
          689333.33
          749500.30
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          3TK20IVIUJ8J3ZU0QE75
          
            2022-02-28
          
          1.125
          18.33
          18.53
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          3TK20IVIUJ8J3ZU0QE75
          
            2025-03-31
          
          0.500
          73.33
          73.42
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          3TK20IVIUJ8J3ZU0QE75
          
            2030-07-15
          
          0.125
          18.33
          21.78
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          3TK20IVIUJ8J3ZU0QE75
          
            2027-12-31
          
          0.625
          18.33
          17.95
          U.S. Treasuries (including strips)
        
      
      Y
      
        FITCH'S RATING
        F1+
      
      
        MOODY'S RATING
        P-1
      
      
        S&P RATING
        A-1
      
      2021-08-02
      2021-08-02
      2021-08-02
      N
      N
      N
      0.0005
      55000000.00
      55000000.00
      0.2182
      N
      Y
      Y
      N
      - N/A -
    
    
      TREASURY BILL
      TREASURY BILL
      912796A90
      U.S. Treasury Debt
      Y
      
        FITCH'S RATING
        F1+
      
      
        MOODY'S RATING
        P-1
      
      
        S&P RATING
        A-1+
      
      2021-12-30
      2021-12-30
      2021-12-30
      N
      N
      N
      0.0006
      24994791.75
      24994791.75
      0.0992
      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+
      
      2021-08-02
      2022-10-31
      2022-10-31
      N
      N
      N
      0.0010
      7004253.06
      7004253.06
      0.0278
      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+
      
      2021-08-02
      2023-04-30
      2023-04-30
      N
      N
      N
      0.0008
      10002928.90
      10002928.90
      0.0397
      N
      Y
      Y
      N
      - N/A -
    
    
      US TREASURY N/B
      US TREASURY N/B
      912828F96
      U.S. Treasury Debt
      Y
      
        FITCH'S RATING
        F1+
      
      
        MOODY'S RATING
        P-1
      
      
        S&P RATING
        A-1+
      
      2021-10-31
      2021-10-31
      2021-10-31
      N
      N
      N
      0.0006
      22173379.56
      22173379.56
      0.0880
      N
      Y
      Y
      N
      - N/A -
    
    
      US TREASURY N/B
      US TREASURY N/B
      9128285A4
      U.S. Treasury Debt
      Y
      
        FITCH'S RATING
        F1+
      
      
        MOODY'S RATING
        P-1
      
      
        S&P RATING
        A-1+
      
      2021-09-15
      2021-09-15
      2021-09-15
      N
      N
      N
      0.0011
      5016155.40
      5016155.40
      0.0199
      N
      Y
      Y
      N
      - N/A -
    
    
      BNY Mellon Variable Investment Fund
      2021-08-04
      /S/Robert Svagna
      Robert Svagna
      Treasury Manager
    
  

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