N-MFP2 0000205007 XXXXXXXX 2020-01-31 0000205007 549300UJV6OHYATSFU27 S000000220 7 N N 002-58287 Invesco Advisers, Inc. 801-12313 Pricewaterhouse Coopers LLP Houston TX None Invesco Investment Services, Inc. 0000896852 084-05432 N N N Exempt Government N 15 117 9480370672.66 10582824212.51 9079087564.46 8692782354.02 8475180193.25 18376493767.11 20017735131.96 19394166713.90 19145423511.75 18214088534.38 0.3648 0.3837 0.3387 0.3272 0.3308 0.7071 0.7258 0.7234 0.7207 0.7108 20191865.43 25577004701.13 25575896668.95 29791151.17 37513241.84 25588366443.71 25588726555.0000 1.0000 0.0164 0.9999 1.0000 1.0000 1.0000 1.0000 C000000495 1000.00 277999394.52 278003306.8800 0.9999 1.0000 1.0000 1.0000 1.0000 10361091.04 45316011.40 13789033.77 10453331.92 6369055.43 7928502.60 19469808.16 4598705.62 5923648.30 28571082.12 46351500.25 94993528.64 0.0140 N C000000496 1000.00 24191509131.42 24191849584.4120 0.9999 1.0000 1.0000 1.0000 1.0000 3225321148.52 3055427265.04 4797300886.50 2540414057.55 3206709257.39 4420934850.69 2829059251.53 2644831094.58 2410248777.66 3276471329.25 14998581170.84 14054894159.80 0.0148 N C000000497 1000.00 14628586.50 14628792.3700 0.9999 1.0000 1.0000 1.0000 1.0000 144155.40 30577.73 251412.31 142915.28 10067.58 87302.23 240745.32 44337.14 5167.47 404716.58 519548.08 685629.21 0.0094 N C000000498 1000.00 581522547.99 581530731.8970 0.9999 1.0000 1.0000 1.0000 1.0000 65218455.25 50564955.08 47636892.51 42274399.19 32366076.87 43003116.02 53735798.98 25366500.56 42545402.22 64810832.15 202621792.86 202185585.92 0.0118 N C000000499 1000.00 292830305.05 292834426.1100 0.9999 1.0000 1.0000 1.0000 1.0000 27870468.77 5377199.50 4233913.21 55719501.92 7217185.94 18199656.69 24010014.22 1762108.60 14641292.65 13640213.56 68084037.81 90886732.85 0.0062 N C000000500 1000.00 183750424.94 183753010.9000 0.9999 1.0000 1.0000 1.0000 1.0000 11929623.39 16460848.23 11344337.66 27562443.37 59010666.17 21199405.73 18856820.82 34066549.69 29320781.86 44893791.67 126126654.90 135464573.75 0.0132 N C000029703 1000.00 46126053.29 46126702.4300 0.9999 1.0000 1.0000 1.0000 1.0000 8145701.74 1200646.68 15400000.00 7799908.93 534102.00 15271783.70 8550000.00 7207391.16 6234311.77 2994704.09 34804584.61 34474434.56 0.0145 N Federal Home Loan Bank Federal Home Loan Bank 1.655000% 3130AFS73 2549001DPIFGXC1TOL40 US3130AFS735 U.S. Government Agency Debt Y 2020-02-03 2020-07-24 2020-07-24 N N N 0.0165 26004341.22 26004341.22 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.685000% 3130AGA70 2549001DPIFGXC1TOL40 US3130AGA707 U.S. Government Agency Debt Y 2020-02-03 2020-10-01 2020-10-01 N N N 0.0168 40023720.00 40023720.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.600000% 3130AGGX7 2549001DPIFGXC1TOL40 US3130AGGX77 U.S. Government Agency Debt Y 2020-02-03 2020-02-21 2020-02-21 N N N 0.0162 419987240.40 419987240.40 0.0164 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.625000% 3130AGPJ8 2549001DPIFGXC1TOL40 US3130AGPJ82 U.S. Government Agency Debt Y 2020-02-03 2020-09-28 2020-09-28 N N N 0.0168 621354270.70 621354270.70 0.0243 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.630000% 3130AGSF3 2549001DPIFGXC1TOL40 US3130AGSF34 U.S. Government Agency Debt Y 2020-02-03 2021-01-22 2021-01-22 N N N 0.0170 108973183.80 108973183.80 0.0043 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.655000% 3130AGTF2 2549001DPIFGXC1TOL40 US3130AGTF25 U.S. Government Agency Debt Y 2020-02-03 2021-07-23 2021-07-23 N N N 0.0176 320598615.20 320598615.20 0.0125 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.630000% 3130AGTW5 2549001DPIFGXC1TOL40 US3130AGTW57 U.S. Government Agency Debt Y 2020-02-03 2021-01-28 2021-01-28 N N N 0.0170 172978779.80 172978779.80 0.0068 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.645000% 3130AGZ24 2549001DPIFGXC1TOL40 US3130AGZ241 U.S. Government Agency Debt Y 2020-02-03 2021-02-26 2021-02-26 N N N 0.0171 197809009.20 197809009.20 0.0077 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.610000% 3130AGZV0 2549001DPIFGXC1TOL40 US3130AGZV01 U.S. Government Agency Debt Y 2020-03-06 2020-03-06 2020-03-06 N N N 0.0158 37998195.00 37998195.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.665000% 3130AH3A9 2549001DPIFGXC1TOL40 US3130AH3A99 U.S. Government Agency Debt Y 2020-02-03 2021-09-10 2021-09-10 N N N 0.0176 78372859.83 78372859.83 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.680000% 3130AH5B5 2549001DPIFGXC1TOL40 US3130AH5B54 U.S. Government Agency Debt Y 2020-02-03 2020-12-23 2020-12-23 N N N 0.0169 80031773.60 80031773.60 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.629000% 3130AHKR3 2549001DPIFGXC1TOL40 US3130AHKR37 U.S. Government Agency Debt Y 2020-02-13 2020-08-13 2020-08-13 N N N 0.0161 109995785.90 109995785.90 0.0043 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.664000% 3130AHNC3 2549001DPIFGXC1TOL40 US3130AHNC31 U.S. Government Agency Debt Y 2020-02-06 2020-04-06 2020-04-06 N N N 0.0163 299989500.00 299989500.00 0.0117 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.600000% 3130AHNP4 2549001DPIFGXC1TOL40 US3130AHNP44 U.S. Government Agency Debt Y 2020-02-28 2020-04-28 2020-04-28 N N N 0.0156 349996146.50 349996146.50 0.0137 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.674000% 3130AHNU3 2549001DPIFGXC1TOL40 US3130AHNU39 U.S. Government Agency Debt Y 2020-05-06 2020-05-06 2020-05-06 N N N 0.0164 149997102.00 149997102.00 0.0059 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.667000% 3130AHP72 2549001DPIFGXC1TOL40 US3130AHP729 U.S. Government Agency Debt Y 2020-03-09 2020-06-08 2020-06-08 N N N 0.0155 179987079.60 179987079.60 0.0070 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.665000% 3130AHP80 2549001DPIFGXC1TOL40 US3130AHP802 U.S. Government Agency Debt Y 2020-03-09 2020-06-09 2020-06-09 N N N 0.0155 49996416.00 49996416.00 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.665000% 3130AHP98 2549001DPIFGXC1TOL40 US3130AHP984 U.S. Government Agency Debt Y 2020-03-09 2020-06-08 2020-06-08 N N N 0.0155 249982105.00 249982105.00 0.0098 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.667000% 3130AHPA5 2549001DPIFGXC1TOL40 US3130AHPA56 U.S. Government Agency Debt Y 2020-03-09 2020-06-08 2020-06-08 N N N 0.0155 220026389.00 220026389.00 0.0086 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.617000% 3130AHPP2 2549001DPIFGXC1TOL40 US3130AHPP26 U.S. Government Agency Debt Y 2020-02-10 2020-06-10 2020-06-10 N N N 0.0158 44996828.40 44996828.40 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.617000% 3130AHPQ0 2549001DPIFGXC1TOL40 US3130AHPQ09 U.S. Government Agency Debt Y 2020-06-10 2020-06-10 2020-06-10 N N N 0.0160 122991331.00 122991331.00 0.0048 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.639000% 3130AHPS6 2549001DPIFGXC1TOL40 US3130AHPS64 U.S. Government Agency Debt Y 2020-02-10 2020-06-09 2020-06-09 N N N 0.0158 186987057.70 186987057.70 0.0073 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.617000% 3130AHPU1 2549001DPIFGXC1TOL40 US3130AHPU11 U.S. Government Agency Debt Y 2020-02-10 2020-06-10 2020-06-10 N N N 0.0158 64995418.80 64995418.80 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.619000% 3130AHQB2 2549001DPIFGXC1TOL40 US3130AHQB21 U.S. Government Agency Debt Y 2020-02-11 2020-06-11 2020-06-11 N N N 0.0158 129988465.10 129988465.10 0.0051 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.619000% 3130AHQC0 2549001DPIFGXC1TOL40 US3130AHQC04 U.S. Government Agency Debt Y 2020-02-13 2020-07-13 2020-07-13 N N N 0.0159 124992907.50 124992907.50 0.0049 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.614000% 3130AHQF3 2549001DPIFGXC1TOL40 US3130AHQF35 U.S. Government Agency Debt Y 2020-02-12 2020-06-12 2020-06-12 N N N 0.0158 199985684.00 199985684.00 0.0078 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.614000% 3130AHQK2 2549001DPIFGXC1TOL40 US3130AHQK20 U.S. Government Agency Debt Y 2020-02-12 2020-06-12 2020-06-12 N N N 0.0158 199985684.00 199985684.00 0.0078 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.609000% 3130AHQZ9 2549001DPIFGXC1TOL40 US3130AHQZ98 U.S. Government Agency Debt Y 2020-02-12 2020-06-12 2020-06-12 N N N 0.0158 134990336.70 134990336.70 0.0053 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.600000% 3130AHR21 2549001DPIFGXC1TOL40 US3130AHR212 U.S. Government Agency Debt Y 2020-02-18 2020-07-16 2020-07-16 N N N 0.0159 64994124.00 64994124.00 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.768000% 3130AHV59 2549001DPIFGXC1TOL40 US3130AHV594 U.S. Government Agency Debt Y 2020-04-09 2021-04-09 2021-04-09 N N N 0.0165 15002363.85 15002363.85 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.738000% 3130AHVJ9 2549001DPIFGXC1TOL40 US3130AHVJ91 U.S. Government Agency Debt Y 2020-04-13 2021-04-13 2021-04-13 N N N 0.0165 77010950.94 77010950.94 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.703000% 3130AHWE9 2549001DPIFGXC1TOL40 US3130AHWE95 U.S. Government Agency Debt Y 2020-04-14 2021-04-14 2021-04-14 N N N 0.0165 549913397.00 549913397.00 0.0215 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.638000% 3130AHWL3 2549001DPIFGXC1TOL40 US3130AHWL39 U.S. Government Agency Debt Y 2020-04-16 2020-10-16 2020-10-16 N N N 0.0160 19997185.60 19997185.60 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.696000% 3130AHXB4 2549001DPIFGXC1TOL40 US3130AHXB48 U.S. Government Agency Debt Y 2020-04-20 2021-04-19 2021-04-19 N N N 0.0165 149963893.50 149963893.50 0.0059 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.631000% 3130AHXG3 2549001DPIFGXC1TOL40 US3130AHXG35 U.S. Government Agency Debt Y 2020-04-20 2020-10-20 2020-10-20 N N N 0.0160 149978557.50 149978557.50 0.0059 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384UV9 2549001DPIFGXC1TOL40 US313384UV93 U.S. Government Agency Debt Y 2020-03-27 2020-03-27 2020-03-27 N N N 0.0155 3092870.00 3092870.00 0.0001 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank 1.680000% 3133EKKV7 US3133EKKV70 U.S. Government Agency Debt Y 2020-02-03 2021-05-07 2021-05-07 N N N 0.0174 22991021.03 22991021.03 0.0009 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.660000% 3133EKQD1 US3133EKQD19 U.S. Government Agency Debt Y 2020-02-03 2021-06-10 2021-06-10 N N N 0.0176 13988543.10 13988543.10 0.0005 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 1.610000% 3134GT3A9 S6XOOCT0IEG5ABCC6L87 US3134GT3A93 U.S. Government Agency Debt Y 2020-02-03 2021-02-19 2021-02-19 N N N 0.0171 54970968.80 54970968.80 0.0021 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 1.620000% 3134GTUZ4 S6XOOCT0IEG5ABCC6L87 US3134GTUZ49 U.S. Government Agency Debt Y 2020-02-03 2020-12-14 2020-12-14 N N N 0.0169 149969676.00 149969676.00 0.0059 N N N N Federal National Mortgage Association Federal National Mortgage Association 1.640000% 3135G0V26 B1V7KEBTPIMZEU4LTD58 US3135G0V266 U.S. Government Agency Debt Y 2020-02-03 2020-07-30 2020-07-30 N N N 0.0165 63011064.69 63011064.69 0.0025 N N N N U.S. International Development Finance Corp. U.S. International Development Finance Corp., VRD Notes 1.870000% 6903533N5 549300IDY55XMYWXSD28 US6903533N55 U.S. Government Agency Debt Y 2020-02-07 2020-02-07 2030-03-15 Y INT DEVELOPMENT FIN CORP 1.0000 7 N n/a n/a Y UNITED STATES OF AMERICA 1.0000 n/a n/a N 0.0187 45000000.00 45000000.00 0.0018 N N Y N U.S. International Development Finance Corp. U.S. International Development Finance Corp., VRD Bonds 1.870000% 6903534J3 549300IDY55XMYWXSD28 US6903534J35 U.S. Government Agency Debt Y 2020-02-07 2020-02-07 2025-09-15 Y INT DEVELOPMENT FIN CORP 1.0000 7 N n/a n/a Y UNITED STATES OF AMERICA 1.0000 n/a n/a N 0.0187 5000000.00 5000000.00 0.0002 N N Y N U.S. International Development Finance Corp. U.S. International Development Finance Corp., VRD Bonds 1.870000% 6903534U8 549300IDY55XMYWXSD28 US6903534U89 U.S. Government Agency Debt Y 2020-02-07 2020-02-07 2026-09-15 Y INT DEVELOPMENT FIN CORP 1.0000 7 N n/a n/a Y UNITED STATES OF AMERICA 1.0000 n/a n/a N 0.0187 5000000.00 5000000.00 0.0002 N N Y N U.S. International Development Finance Corp. U.S. International Development Finance Corp., VRD Bonds 1.870000% 6903534Y0 549300IDY55XMYWXSD28 US6903534Y02 U.S. Government Agency Debt Y 2020-02-07 2020-02-07 2030-10-15 Y INT DEVELOPMENT FIN CORP 1.0000 7 N n/a n/a Y UNITED STATES OF AMERICA 1.0000 n/a n/a N 0.0187 8000000.00 8000000.00 0.0003 N N Y N U.S. International Development Finance Corp. U.S. International Development Finance Corp., VRD Bonds 1.870000% 6903537C5 549300IDY55XMYWXSD28 US6903537C54 U.S. Government Agency Debt Y 2020-02-07 2020-02-07 2027-08-13 Y INT DEVELOPMENT FIN CORP 1.0000 7 N n/a n/a Y UNITED STATES OF AMERICA 1.0000 n/a n/a N 0.0187 8000000.00 8000000.00 0.0003 N N Y N U.S. International Development Finance Corp. U.S. International Development Finance Corp., VRD Bonds 1.870000% 6903538B6 549300IDY55XMYWXSD28 US6903538B62 U.S. Government Agency Debt Y 2020-02-05 2020-02-05 2026-09-15 Y INT DEVELOPMENT FIN CORP 1.0000 5 N n/a n/a Y UNITED STATES OF AMERICA 1.0000 n/a n/a N 0.0187 10000000.00 10000000.00 0.0004 N N Y N U.S. International Development Finance Corp. U.S. International Development Finance Corp., VRD Bonds 1.870000% 690353D38 549300IDY55XMYWXSD28 US690353D389 U.S. Government Agency Debt Y 2020-02-07 2020-02-07 2028-11-15 Y INT DEVELOPMENT FIN CORP 1.0000 7 N n/a n/a Y UNITED STATES OF AMERICA 1.0000 n/a n/a N 0.0187 81818182.20 81818182.20 0.0032 N N Y N U.S. International Development Finance Corp. U.S. International Development Finance Corp., VRD Bonds 1.870000% 690353M87 549300IDY55XMYWXSD28 US690353M877 U.S. Government Agency Debt Y 2020-02-07 2020-02-07 2028-02-15 Y INT DEVELOPMENT FIN CORP 1.0000 7 N n/a n/a Y UNITED STATES OF AMERICA 1.0000 n/a n/a N 0.0187 18333333.38 18333333.38 0.0007 N N Y N U.S. International Development Finance Corp. U.S. International Development Finance Corp., VRD Bonds 1.870000% 690353VV6 549300IDY55XMYWXSD28 US690353VV66 U.S. Government Agency Debt Y 2020-02-07 2020-02-07 2026-07-09 Y INT DEVELOPMENT FIN CORP 1.0000 7 N n/a n/a Y UNITED STATES OF AMERICA 1.0000 n/a n/a N 0.0187 33150000.00 33150000.00 0.0013 N N Y N U.S. International Development Finance Corp. U.S. International Development Finance Corp., VRD Bonds 1.870000% 690353W37 549300IDY55XMYWXSD28 US690353W371 U.S. Government Agency Debt Y 2020-02-07 2020-02-07 2025-06-15 Y INT DEVELOPMENT FIN CORP 1.0000 7 N n/a n/a Y UNITED STATES OF AMERICA 1.0000 n/a n/a N 0.0187 24000000.00 24000000.00 0.0009 N N Y N U.S. International Development Finance Corp. U.S. International Development Finance Corp., VRD Bonds 1.870000% 690353XQ5 549300IDY55XMYWXSD28 US690353XQ53 U.S. Government Agency Debt Y 2020-02-07 2020-02-07 2025-07-15 Y INT DEVELOPMENT FIN CORP 1.0000 7 N n/a n/a Y UNITED STATES OF AMERICA 1.0000 n/a n/a N 0.0187 28722223.40 28722223.40 0.0011 N N Y N U.S. International Development Finance Corp. U.S. International Development Finance Corp., VRD Bonds 1.870000% 690353XS1 549300IDY55XMYWXSD28 US690353XS10 U.S. Government Agency Debt Y 2020-02-07 2020-02-07 2030-05-15 Y INT DEVELOPMENT FIN CORP 1.0000 7 N n/a n/a Y UNITED STATES OF AMERICA 1.0000 n/a n/a N 0.0187 8892000.00 8892000.00 0.0003 N N Y N U.S. International Development Finance Corp. U.S. International Development Finance Corp., VRD Bonds 1.870000% 690353ZZ3 549300IDY55XMYWXSD28 US690353ZZ35 U.S. Government Agency Debt Y 2020-02-07 2020-02-07 2020-09-15 Y INT DEVELOPMENT FIN CORP 1.0000 7 N n/a n/a Y UNITED STATES OF AMERICA 1.0000 n/a n/a N 0.0187 116000000.00 116000000.00 0.0045 N N Y N U.S. International Development Finance Corp. U.S. International Development Finance Corp., VRD Bonds 1.870000% 690355BD3 549300IDY55XMYWXSD28 US690355BD37 U.S. Government Agency Debt Y 2020-02-07 2020-02-07 2027-08-13 Y INT DEVELOPMENT FIN CORP 1.0000 7 N n/a n/a Y UNITED STATES OF AMERICA 1.0000 n/a n/a N 0.0187 4598620.00 4598620.00 0.0002 N N Y N U.S. Treasury U.S. Treasury Bills 912796SH3 254900HROIFWPRGM1V77 US912796SH39 U.S. Treasury Debt Y 2020-03-26 2020-03-26 2020-03-26 N N N 0.0155 349234714.50 349234714.50 0.0136 N Y Y N U.S. Treasury U.S. Treasury Bills 912796TD1 254900HROIFWPRGM1V77 US912796TD16 U.S. Treasury Debt Y 2020-08-13 2020-08-13 2020-08-13 N N N 0.0155 59518000.20 59518000.20 0.0023 N Y Y N U.S. Treasury U.S. Treasury Bills 912796TG4 254900HROIFWPRGM1V77 US912796TG47 U.S. Treasury Debt Y 2020-02-20 2020-02-20 2020-02-20 N N N 0.0151 349756354.50 349756354.50 0.0137 N Y Y N U.S. Treasury U.S. Treasury Bills 912796TM1 254900HROIFWPRGM1V77 US912796TM15 U.S. Treasury Debt Y 2020-04-02 2020-04-02 2020-04-02 N N N 0.0154 139653539.20 139653539.20 0.0055 N Y Y N U.S. Treasury U.S. Treasury Bills 912796UA5 254900HROIFWPRGM1V77 US912796UA57 U.S. Treasury Debt Y 2020-06-25 2020-06-25 2020-06-25 N N N 0.0154 298211010.00 298211010.00 0.0117 N Y Y N U.S. Treasury U.S. Treasury Bills 912796XB0 254900HROIFWPRGM1V77 US912796XB04 U.S. Treasury Debt Y 2020-03-17 2020-03-17 2020-03-17 N N N 0.0154 349366647.00 349366647.00 0.0137 N Y Y N U.S. Treasury U.S. Treasury Notes 2.750000% 9128285B2 254900HROIFWPRGM1V77 US9128285B27 U.S. Treasury Debt Y 2020-09-30 2020-09-30 2020-09-30 N N N 0.0157 191447266.10 191447266.10 0.0075 N Y Y N U.S. Treasury U.S. Treasury Floating Rate Notes 1.581000% 9128285H9 254900HROIFWPRGM1V77 US9128285H96 U.S. Treasury Debt Y 2020-02-03 2020-11-02 2020-10-31 N N N 0.0167 379872236.40 379872236.40 0.0148 N Y Y N U.S. Treasury U.S. Treasury Floating Rate Notes 1.651000% 9128285Y2 254900HROIFWPRGM1V77 US9128285Y20 U.S. Treasury Debt Y 2020-02-03 2021-02-01 2021-01-31 N N N 0.0166 695225360.70 695225360.70 0.0272 N Y Y N U.S. Treasury U.S. Treasury Floating Rate Notes 1.675000% 9128286Q8 254900HROIFWPRGM1V77 US9128286Q86 U.S. Treasury Debt Y 2020-02-03 2021-04-30 2021-04-30 N N N 0.0169 920387881.20 920387881.20 0.0360 N Y Y N U.S. Treasury U.S. Treasury Floating Rate Notes 1.756000% 9128287G9 254900HROIFWPRGM1V77 US9128287G95 U.S. Treasury Debt Y 2020-02-03 2021-08-02 2021-07-31 N N N 0.0172 170253182.70 170253182.70 0.0067 N Y Y N U.S. Treasury U.S. Treasury Notes 1.750000% 912828WC0 254900HROIFWPRGM1V77 US912828WC06 U.S. Treasury Debt Y 2020-11-02 2020-11-02 2020-10-31 N N N 0.0156 95122460.70 95122460.70 0.0037 N Y Y N U.S. Treasury U.S. Treasury Floating Rate Notes 1.579000% 912828Y53 254900HROIFWPRGM1V77 US912828Y537 U.S. Treasury Debt Y 2020-02-03 2020-07-31 2020-07-31 N N N 0.0164 99986624.00 99986624.00 0.0039 N Y Y N U.S. Treasury U.S. Treasury Floating Rate Notes 1.836000% 912828YN4 254900HROIFWPRGM1V77 US912828YN43 U.S. Treasury Debt Y 2020-02-03 2021-11-01 2021-10-31 N N N 0.0172 551624447.00 551624447.00 0.0216 N Y Y N U.S. Treasury U.S. Treasury Floating Rate Notes 1.690000% 912828Z45 254900HROIFWPRGM1V77 US912828Z450 U.S. Treasury Debt Y 2020-02-03 2022-01-31 2022-01-31 N N N 0.0171 25008190.75 25008190.75 0.0010 N Y Y N Societe Generale Societe Generale 1.610000% O2RNE8IBXP4R0TD8PU41 BIV3BA3R3 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y Y GINNIE MAE 2026-06-20 3.875000 1356780.80 4261.61 Agency Mortgage-Backed Securities GINNIE MAE 2026-09-20 3.250000 25600000.00 44879.59 Agency Mortgage-Backed Securities GINNIE MAE 2026-04-20 3.875000 69580618.88 178705.47 Agency Mortgage-Backed Securities GINNIE MAE 2027-04-20 3.875000 64000000.00 151734.27 Agency Mortgage-Backed Securities GINNIE MAE 2027-05-20 3.875000 152996299.52 291023.23 Agency Mortgage-Backed Securities GINNIE MAE 2027-10-20 4.125000 19708140.80 45111.35 Agency Mortgage-Backed Securities GINNIE MAE 2027-10-20 4.125000 363855743.36 844853.04 Agency Mortgage-Backed Securities GINNIE MAE 2027-09-20 3.250000 120918795.52 194329.47 Agency Mortgage-Backed Securities GINNIE MAE 2027-11-20 4.125000 166815290.24 343944.21 Agency Mortgage-Backed Securities GINNIE MAE 2027-12-20 4.125000 161050460.16 348330.11 Agency Mortgage-Backed Securities GINNIE MAE 2028-03-20 4.000000 43813207.68 135164.91 Agency Mortgage-Backed Securities GINNIE MAE 2028-06-20 3.875000 41215790.72 142758.97 Agency Mortgage-Backed Securities FREDDIE MAC 2020-07-01 5.800000 51230115.84 16063.08 Agency Mortgage-Backed Securities FREDDIE MAC 2030-11-01 5.548000 155958.40 225.49 Agency Mortgage-Backed Securities FREDDIE MAC 2020-09-01 5.955000 14944.64 4.63 Agency Mortgage-Backed Securities GINNIE MAE 2026-07-20 3.250000 96000000.00 157904.98 Agency Mortgage-Backed Securities FREDDIE MAC 2040-12-01 4.500000 7040000.00 1621092.77 Agency Mortgage-Backed Securities GINNIE MAE 2044-04-20 4.500000 136459277.44 34698099.89 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2022-10-15 2.326250 318.08 0.10 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2023-05-25 2.360880 50463258.88 68905.72 Agency Collateralized Mortgage Obligation GINNIE MAE 2026-06-20 3.875000 148897963.52 232514.65 Agency Mortgage-Backed Securities Fannie Mae REMIC Trust 2039-11-25 2.360880 7023733.12 333625.92 Agency Collateralized Mortgage Obligation Ginnie Mae Remic Trust 2023-11-26 2.010880 15826149.76 587458.52 Agency Collateralized Mortgage Obligation Fannie Mae REMIC Trust 2037-03-25 2.660880 20813164.80 491880.71 Agency Collateralized Mortgage Obligation GINNIE MAE 2027-11-20 4.125000 28504.32 70.11 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-09-01 4.000000 2529699.20 1743204.47 Agency Mortgage-Backed Securities Government National Mortgage Association 2026-07-20 3.250000 32034686.72 22494.49 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2057-02-01 4.500000 27971266.56 20640830.90 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-02-01 4.000000 59439184.64 47220214.92 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2035-08-01 3.500000 29435712.00 25661980.46 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-07-20 3.000000 2021264.00 2052025.85 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-11-01 4.000000 2358887.04 1851207.38 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-03-01 4.500000 8901881.60 9333141.08 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2049-05-01 4.000000 209313.92 223800.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2049-12-01 4.000000 3122634.24 3428301.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2049-09-01 3.000000 7968933.12 8128524.08 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2049-12-01 4.000000 7974403.84 8747671.54 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2037-02-01 7.500000 1390.08 29.13 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-09-01 3.500000 8362817.92 7056377.20 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-01-01 3.000000 81069959.04 82936493.28 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2038-11-01 6.000000 1806638.72 16025.10 Agency Mortgage-Backed Securities Government National Mortgage Association 2065-04-20 4.552000 460243.84 444551.37 Agency Mortgage-Backed Securities Government National Mortgage Association 2027-04-20 3.875000 37128547.20 110062.17 Agency Mortgage-Backed Securities Government National Mortgage Association 2027-12-20 4.125000 30559998.72 51709.32 Agency Mortgage-Backed Securities Government National Mortgage Association 2028-02-20 4.000000 5524736.00 28379.53 Agency Mortgage-Backed Securities Government National Mortgage Association 2028-02-20 4.000000 15872865.28 54213.31 Agency Mortgage-Backed Securities Government National Mortgage Association 2028-05-20 3.875000 60862631.04 206229.99 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-01-01 3.500000 640.00 665.09 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-04-01 4.500000 640.00 581.51 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-01-01 4.000000 4136.96 3982.93 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-12-20 2.500000 64455103.36 65504360.83 Agency Mortgage-Backed Securities Y 2020-02-03 2020-02-07 2020-02-07 Y SOCIETE GENERALE (NY BRANCH) 1.0000 7 N n/a n/a N N 0.0161 320000000.00 320000000.00 0.0125 N N Y N J.P. Morgan Securities LLC J.P. Morgan Securities LLC 1.590000% ZBUT11V806EZRVTWT807 BIV3YERF0 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y Y Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2040-07-01 5.000000 3678000.00 723139.27 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-04-01 4.000000 4100000.00 3171926.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2044-03-15 4.000000 5788944.00 447845.73 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-03-01 5.000000 2190296.00 2334354.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2034-05-01 5.000000 3214832.00 152871.71 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-10-01 5.500000 11150816.00 11028824.74 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2028-02-01 2.500000 32411400.00 10945899.01 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2026-08-01 6.000000 216125440.00 4052294.84 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2028-04-01 5.000000 1116786.00 21364.85 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2048-04-01 3.500000 100000.00 95381.43 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2049-03-01 5.500000 9194304.00 6301698.37 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2034-10-01 6.000000 3000000.00 69226.81 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2038-04-01 5.500000 5500000.00 111490.99 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2047-12-01 4.000000 386354.00 297780.72 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2048-09-01 4.500000 2231280.00 2324112.38 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2049-07-01 4.000000 15269360.00 15191838.07 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2048-08-01 4.500000 13095000.00 11607069.03 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2050-02-01 3.000000 161676800.00 167334949.08 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-02-01 6.500000 67703.00 29300.20 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-12-01 4.000000 2920060.00 2746490.66 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-01-01 4.500000 30059232.00 29810202.92 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2035-01-01 2.500000 40783616.00 41634806.32 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-12-01 5.000000 44734400.00 46567132.21 Agency Mortgage-Backed Securities Y 2020-02-03 2020-02-07 2020-02-07 Y JP MORGAN SECURITIES LLC 1.0000 7 N n/a n/a N N 0.0159 350000000.00 350000000.00 0.0137 N N Y N J.P. Morgan Securities LLC J.P. Morgan Securities LLC 1.630000% ZBUT11V806EZRVTWT807 BIV3Z6123 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y Y Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2040-08-01 4.320000 4710020.00 2212309.68 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2039-10-01 4.500000 56387008.00 485976.02 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp 2040-10-01 5.000000 699504.00 147362.15 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2047-03-01 4.000000 1078006.00 1089090.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2049-12-01 4.500000 12260560.00 12889160.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2028-10-01 2.500000 1107386.00 602048.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2041-12-01 4.000000 176464384.00 57993839.34 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2049-03-01 4.000000 5567568.00 2940151.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2047-12-01 4.000000 1398912.00 1094971.27 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2049-05-01 5.500000 201009.00 93206.38 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2048-08-01 4.000000 24950560.00 18960397.93 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2035-08-01 5.000000 5927000.00 717936.36 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2048-06-01 3.500000 4491176.00 4728706.04 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2034-12-01 3.000000 10000000.00 10271429.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2039-09-01 4.153000 20006304.00 1135213.28 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2048-05-01 4.500000 1367000.00 1082761.22 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2050-02-01 3.000000 109137152.00 111995963.32 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2038-04-01 7.000000 1558726.00 46305.36 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2033-07-01 3.670000 11944200.00 13714728.58 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-06-01 5.000000 2100520.00 2021292.05 Agency Mortgage-Backed Securities Government National Mortgage Association 2043-07-20 2.500000 969999.00 456870.78 Agency Mortgage-Backed Securities Government National Mortgage Association 2048-04-15 3.000000 122225.00 120280.37 Agency Mortgage-Backed Securities Y 2020-02-03 2020-05-01 2020-05-01 Y JP MORGAN SECURITIES LLC 1.0000 91 N n/a n/a N N 0.0163 240000000.00 240000000.00 0.0094 N N N Y J.P. Morgan Securities LLC J.P. Morgan Securities LLC 1.590000% ZBUT11V806EZRVTWT807 BIV3ZPN43 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y Y Fannie Mae Stripped Mortgage-Backed Securities 2034-01-01 5.500000 5601000.00 19327.62 Agency Debentures and Agency Strips FANNIE MAE B1V7KEBTPIMZEU4LTD58 2043-10-01 4.000000 501014.00 258504.61 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-10-01 3.000000 32000.00 26976.41 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-10-01 4.500000 731896.00 35167.41 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2034-01-01 5.000000 104630784.00 604781.23 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2022-11-01 2.280000 1360000.00 1185014.61 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2030-09-01 3.590000 1411020.00 1595813.76 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2040-03-01 4.981000 50994944.00 1696282.31 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2046-05-01 4.385000 15634160.00 5902157.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2036-08-01 4.379000 38017792.00 1154843.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2034-10-01 4.264000 28573720.00 1526176.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2041-10-01 3.959000 40322752.00 2234825.60 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2041-05-01 4.780000 25000000.00 555459.77 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2030-04-01 3.490000 11000000.00 11906098.05 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2033-06-01 3.620000 29143000.00 33313033.01 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2035-02-01 4.447000 680000.00 25121.01 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2048-04-01 4.500000 9098224.00 9088213.86 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2029-05-01 3.500000 2588012.00 1989664.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2045-01-01 4.000000 634999.00 332563.53 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2030-06-01 5.500000 1001212.00 1027083.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2049-06-01 3.000000 26678240.00 27018093.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2049-09-01 4.500000 7788990.00 7585617.02 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2032-12-01 3.500000 1534504.00 1339180.44 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2034-12-01 4.500000 15707376.00 16768317.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2037-06-01 4.584000 22367072.00 1926233.55 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2042-09-01 4.228000 46695040.00 5862569.86 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2039-08-01 4.105000 4150328.00 792205.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2038-02-01 4.505000 13777840.00 1332837.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2038-05-01 4.500000 25000000.00 599559.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2041-11-01 3.815000 50000000.00 4517788.84 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2031-01-01 3.500000 6100000.00 3799986.24 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2047-10-15 3.500000 13814100.00 1994412.21 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp 2043-02-01 2.142000 24500000.00 7107784.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2043-07-01 1.941000 40064704.00 10399901.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2044-08-01 2.938000 29687488.00 8350419.85 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2045-10-01 2.548000 3865688.00 1985269.70 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2047-06-01 4.500000 4783760.00 3769188.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2033-07-01 4.504000 38167872.00 899004.03 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2045-03-01 3.956000 3250000.00 679931.60 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2034-01-01 4.609000 50000000.00 743308.97 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2022-10-01 3.575000 5015744.00 24452.38 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-04-01 4.700000 4902160.00 33758.31 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2022-12-01 3.779000 15374976.00 24867.39 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2021-06-01 4.295000 8840000.00 8212859.32 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-01-01 4.525000 4009600.00 27599.95 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2027-11-01 2.615000 3000000.00 3148195.18 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2033-06-01 3.670000 8608000.00 9400545.41 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2042-09-01 3.953000 13146880.00 545625.35 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2042-05-01 4.585000 10131776.00 904515.58 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2027-08-01 2.500000 1204532.00 238644.58 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2042-09-01 4.002000 49967424.00 5276055.28 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2043-12-01 4.000000 25000.00 11009.25 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2045-02-01 2.888000 1500394.00 796207.42 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2030-05-01 2.000000 147104.00 75505.20 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2036-07-01 4.390000 45836608.00 1621494.92 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2034-03-01 4.931000 20000384.00 18056.90 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2035-01-01 3.630000 1240000.00 44963.83 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2035-02-01 5.055000 9431080.00 202860.31 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-10-01 2.518000 1170000.00 699672.69 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-08-01 2.490000 25000.00 17515.22 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-09-01 4.000000 1629214.00 1717019.19 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2051-06-01 6.008000 5000000.00 4226080.30 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-11-01 4.500000 30622240.00 29946946.58 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-10-01 5.000000 395000.00 270358.56 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-10-01 3.500000 1380932.00 1461187.98 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-01-01 3.500000 1219200.00 1270649.56 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2035-02-01 3.500000 1797184.00 1878888.78 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2021-07-01 5.500000 1021618.00 13883.01 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-02-01 5.000000 426000.00 12199.88 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2038-07-01 4.520000 13411920.00 627530.33 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-11-01 4.500000 266675.00 25933.53 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-09-01 3.000000 1665908.00 276198.52 Agency Mortgage-Backed Securities Y 2020-02-03 2020-02-07 2020-02-07 Y JP MORGAN SECURITIES LLC 1.0000 7 N n/a n/a N N 0.0159 250000000.00 250000000.00 0.0098 N N Y N J.P. Morgan Securities LLC J.P. Morgan Securities LLC 1.570000% ZBUT11V806EZRVTWT807 BIV430FY4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y Y UNITED STATES TREAS BDS 2037-02-15 4.750000 1536300.00 2251975.92 U.S. Treasuries (including strips) UNITED STATES TREAS BDS 2028-01-15 1.750000 2224600.00 3135042.75 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2047-08-15 2.750000 126505600.00 147613068.99 U.S. Treasuries (including strips) Y 2020-02-03 2020-02-07 2020-02-07 Y JP MORGAN SECURITIES LLC 1.0000 7 N n/a n/a N N 0.0157 150000000.00 150000000.00 0.0059 N N Y N J.P. Morgan Securities LLC J.P. Morgan Securities LLC 1.600000% ZBUT11V806EZRVTWT807 BIV489PY9 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y Y FEDERAL NATL MTG ASSN GTD 2042-01-25 4.000000 4284592.00 684270.84 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2028-04-01 2.500000 25000000.00 8133826.88 Agency Mortgage-Backed Securities Government National Mortgage Association 2061-07-16 2.900000 3724460.00 3818391.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2043-04-20 1.907750 12635152.00 2482209.42 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2034-10-01 3.500000 6831352.00 7066694.84 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2031-05-15 6.000000 51850000.00 283671.86 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2049-11-01 4.000000 5359272.00 5814002.05 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2049-11-01 4.500000 1640928.00 1807191.51 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2042-07-25 7.000000 200000.00 35600.85 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2043-02-25 3.000000 29149000.00 29791667.44 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-02-25 2.500000 102504.00 100809.49 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2060-02-25 4.000000 23839648.00 28346991.71 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-02-25 2.500000 1246008.00 1232894.87 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2040-11-15 4.500000 2609720.00 3029209.00 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2041-04-15 5.000000 10000000.00 673990.74 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2043-01-15 2.500000 11603808.00 11431316.10 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2041-10-15 3.500000 2080000.00 2232687.48 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-718 A-2 20220125 2.79100 2022-01-25 2.791000 760000.00 774067.83 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2040-11-15 3.000000 15000000.00 9531116.90 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2045-07-15 3.000000 17576512.00 13263424.94 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2027-08-25 3.038000 5300000.00 5605912.17 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2049-05-15 2.500000 31942200.00 26336850.46 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2029-08-25 2.309500 50000000.00 50128395.83 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES 3296 KF 20361215 FLT 2036-12-15 1.525773 9999980.00 211856.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2039-08-16 5.998000 799999.00 881495.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2051-09-16 3.934800 1600000.00 200119.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2041-05-16 2.119630 5051680.00 1046052.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2043-04-20 1.907750 30000000.00 4791329.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2043-05-20 1.957750 19862112.00 4846325.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2045-04-20 3.500000 3000000.00 3245086.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2045-03-20 3.500000 2757000.00 3057475.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2045-06-20 3.000000 20000000.00 10577137.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2047-09-20 3.500000 15000000.00 12701449.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2049-03-20 4.000000 2935000.00 3410951.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2062-02-16 2.500000 3000000.00 3024680.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2050-01-20 2.127130 19880928.00 19900846.09 Agency Collateralized Mortgage Obligation Y 2020-02-03 2020-02-07 2020-02-07 Y JP MORGAN SECURITIES LLC 1.0000 7 N n/a n/a N N 0.0157 275000000.00 275000000.00 0.0107 N N Y N BMO Capital Markets Corp. BMO Capital Markets Corp. 1.620000% RUC0QBLBRPRCU4W1NE59 BIV49EC96 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N GOVERNMENT NATIONAL MORTGAGE A 2043-10-16 4.500000 1763000.00 76538.97 Agency Collateralized Mortgage Obligation Freddie Mac Giant Ioette Strips 2038-02-15 2.472870 1901550.00 29832.10 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTGAGE A 2062-05-20 1.621070 82219549.00 2201229.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2047-08-20 3.000000 4445000.00 3464873.29 Agency Mortgage-Backed Securities Government National Mortgage Association 2048-09-20 1.907750 16580970.00 13146438.89 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2043-03-01 3.500000 6269873.00 5487403.06 Agency Mortgage-Backed Securities NATIONAL AUSTRALIA BK LTD144A FR 3.45%120423 2023-12-04 3.450000 17577.00 18847.93 Corporate Debt Securities SMALL BUS ADMIN GTD DEV PTC DB08-20H 6.02%28 2028-08-01 6.020000 4260.00 484.53 Agency Debentures and Agency Strips SBA PC VAR QTRLY ADJ 5.825 20261225 2026-12-25 5.075000 1034.00 757.87 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2042-11-25 3.500000 702000.00 223976.11 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2044-08-25 2.287870 44489440.00 582198.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2039-12-20 2.000000 1427.00 50.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2045-04-20 4.000000 100000.00 8823.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2066-04-20 2.843270 44000000.00 3207947.45 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2038-07-15 2.305870 1480231.00 76547.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2044-01-20 4.442250 3560271.00 262703.14 Agency Collateralized Mortgage Obligation BANK OF MONTREAL FR 2.5%062824 2024-06-28 2.500000 245000.00 251654.74 Corporate Debt Securities Federal Home Loan Mortgage Corp 2043-07-15 4.000000 8000000.00 2969090.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2043-08-16 0.00 118495.00 0.02 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-09-25 4.389120 29959705.00 3993687.35 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-11-25 4.339120 41142250.00 7487201.97 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-11-25 4.339120 17067627.00 2921947.23 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2022-06-25 10.000000 131859426.00 92.51 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2043-10-25 0.00 5103534.00 3528400.07 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-12-25 4.500000 61049705.00 905300.03 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2036-05-25 3.000000 341894.00 147083.93 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2043-02-25 0.00 1087508.00 615355.10 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-08-25 0.185672 25000000.00 225404.97 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2042-08-25 3.500000 1785000.00 703201.98 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2042-06-25 3.000000 11127757.00 6021296.13 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2043-09-25 3.500000 70000.00 37789.11 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-05-25 4.000000 2108937.00 268869.47 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2040-10-25 3.500000 10367296.00 10229151.28 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-11-25 3.000000 7957481.00 7911089.26 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2045-10-25 3.500000 1428571.00 159040.28 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-08-25 3.500000 1428571.00 132411.10 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-07-25 4.000000 890625.00 175728.17 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-09-25 3.500000 11797143.00 1580368.79 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-11-25 3.500000 349000.00 387615.87 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-11-25 4.339120 23390625.00 3024450.65 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2037-12-15 2.367507 171076974.00 2017696.84 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2054-01-15 2.000000 7003425.00 364488.93 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2036-01-25 4.500000 132000.00 41924.75 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2038-07-25 5.500000 350000.00 19517.98 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-09-25 2.689120 123221132.00 35.18 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-07-01 4.500000 1592581.00 1723550.96 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-02-01 3.000000 13855625.00 12906552.05 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-04-01 3.000000 2309281.00 2295795.73 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-06-20 3.500000 433096.00 444568.62 Agency Mortgage-Backed Securities Government National Mortgage Association 2067-07-20 2.275980 4838682.00 413316.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2064-05-20 1.497400 12500000.00 369994.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2064-05-20 1.497410 12500000.00 370150.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2064-06-20 1.609670 24775734.00 915190.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2067-10-20 2.353340 5587000.00 717713.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2067-04-20 1.860630 6298000.00 541310.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2067-02-20 2.546620 4252000.00 618101.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2065-10-20 1.652340 13949515.00 669074.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2066-12-20 1.422550 6410000.00 637937.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2043-01-16 4.000000 2984000.00 145185.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2069-10-20 2.400000 15395365.00 14931715.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2069-10-20 0.927340 7762040.00 522967.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2069-10-20 1.027240 35927669.00 2808483.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2049-07-20 4.392250 33369409.00 5605458.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2043-10-16 4.000000 3170600.00 422195.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2049-09-20 5.000000 10828624.00 1556566.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2049-09-20 5.500000 23962039.00 3151417.91 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2046-08-01 3.000000 2060013.00 1557602.63 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2046-12-01 3.500000 32866935.00 29753956.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2050-01-01 5.000000 1174216.00 1173303.15 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2049-06-15 4.373750 15956184.00 2961763.90 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2046-09-25 2.085610 9281.00 1490.95 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-12-01 4.500000 722125.00 779652.87 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-11-20 5.000000 576103.00 614670.97 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-12-20 3.000000 2623735.00 2698302.42 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-12-20 3.500000 3535616.00 3650819.57 Agency Mortgage-Backed Securities Government National Mortgage Association 2030-01-16 2.069630 1622926.00 21888.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2035-11-16 1.919630 25000000.00 2006164.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2049-07-20 4.442250 10285713.00 1205521.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2049-09-20 4.442250 3908068.00 648763.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2049-10-20 3.000000 268006.00 281444.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2049-10-20 4.442250 1480887.00 202490.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2041-04-20 0.00 3365785.00 2604436.18 Agency Collateralized Mortgage Obligation AMER CR ACCEPT RECV TR 2019-1 C 20250414 3.50000 2025-04-14 3.500000 669088.00 682173.35 Asset-Backed Securities COMM MTG TR 2014-CCRE16 A-3 20470412 3.77500 2047-04-12 3.775000 56751.00 60854.04 Private Label Collateralized Mortgage Obligations DRIVEN BRANDS FDG LLC 2018-1 A-2 20480420 4.73900 2048-04-20 4.739000 1250170.00 1298115.99 Asset-Backed Securities ENERGY TRANSFER OPERATING LP SR GLBL NT 5%50 2050-05-15 5.000000 2347.00 2409.95 Corporate Debt Securities EXETER AUTO RECV TR 2019-2 C 20240315 3.30000 2024-03-15 3.300000 477000.00 487018.91 Asset-Backed Securities Federal Home Loan Mortgage Corp 2050-01-01 3.000000 23769056.00 24347634.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2050-01-01 3.500000 10782722.00 11192782.93 Agency Mortgage-Backed Securities Federal Agricultural Mortgage Corp 2021-10-29 1.490000 2000.00 2003.89 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp 2049-12-01 4.500000 4952.00 5211.02 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2042-07-25 2.110880 5566518.00 1870213.38 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2042-11-25 3.339120 1818021.00 105690.22 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2027-11-25 3.000000 4150000.00 80574.85 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2041-05-25 2.500000 145356.00 69198.56 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-07-25 0.183089 63578000.00 439426.81 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-09-25 0.626714 14400000.00 253855.34 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2027-02-25 0.159047 100000000.00 894709.41 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2027-09-25 3.058024 5386687.00 5782395.23 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-09-25 4.539120 829768.00 102894.66 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2043-07-25 3.500000 99000.00 84540.63 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-06-25 4.389120 6548998.00 943954.29 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-10-25 4.389120 3499802.00 680183.50 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-12-25 4.339120 7914598.00 1154143.90 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-01-25 2.144880 549032.00 544564.27 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-12-25 4.339120 2252525.00 337645.44 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2040-09-15 2.324418 354112.00 8037.87 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2044-06-15 4.500000 100000.00 106250.90 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2042-12-15 0.00 460000.00 389675.66 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2036-01-15 4.000000 90847.00 94476.18 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2046-09-15 4.500000 100000.00 71642.36 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2050-02-25 4.340620 59270273.00 12819322.20 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp 2050-02-25 4.340620 14487492.00 2942190.34 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp 2050-02-25 2.340620 4044304.00 3793886.76 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2030-01-01 2.260000 10103219.00 10410036.92 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-12-20 4.000000 1470754.00 1553704.71 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-06-20 5.000000 3927984.00 3925598.31 Agency Mortgage-Backed Securities Government National Mortgage Association 2050-01-20 3.000000 55228.00 56913.21 Agency Mortgage-Backed Securities Government National Mortgage Association 2050-01-15 3.500000 4071545.00 4307244.48 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-11-20 3.000000 4374074.00 4492605.86 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-12-20 3.000000 3629862.00 3732769.39 Agency Mortgage-Backed Securities Government National Mortgage Association 2050-01-20 3.000000 1008.00 1038.76 Agency Mortgage-Backed Securities Government National Mortgage Association 2050-01-20 3.500000 5071126.00 5301235.67 Agency Mortgage-Backed Securities Government National Mortgage Association 2040-07-15 3.150000 3469560.00 3699236.20 Agency Mortgage-Backed Securities Government National Mortgage Association 2050-01-20 3.500000 143695.00 150215.51 Agency Mortgage-Backed Securities Government National Mortgage Association 2033-02-16 1.969630 35959116.00 312021.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2033-10-16 4.250000 24782622.00 628550.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2067-04-20 1.798090 1521000.00 129920.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2067-08-20 2.096930 2318000.00 201876.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2064-03-20 1.517400 3091000.00 114149.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2064-05-20 1.495620 2998000.00 143203.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2064-10-20 1.568260 2486000.00 108917.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2064-11-20 1.594960 2565000.00 141196.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2065-04-20 2.504420 1327000.00 76950.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2067-01-20 1.803730 782000.00 78999.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2066-10-20 1.892760 2298000.00 163990.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2066-10-20 2.392980 1857000.00 174162.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2065-05-20 1.597570 1935000.00 66385.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2065-06-20 2.629310 1659000.00 102479.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2065-09-20 1.939120 1537000.00 114676.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2065-09-20 1.640940 1273000.00 60377.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2066-01-20 2.273100 1098000.00 75971.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2066-02-20 2.689900 1447000.00 73213.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2065-07-20 2.304000 1969000.00 108473.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2066-04-20 2.361180 1444000.00 124324.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2066-06-20 2.398700 1535000.00 145891.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2066-09-20 1.646150 3288000.00 151636.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2044-04-16 4.500000 7322220.00 295310.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2040-01-20 6.000000 588000.00 67717.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2069-10-20 2.400000 10466714.00 10357304.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2070-01-20 1.119270 25438709.00 1788211.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2069-12-20 1.402920 23505188.00 1648717.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2049-08-20 1.692250 6273736.00 236580.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2049-04-20 3.500000 714285.00 80213.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2050-01-20 4.000000 5250000.00 723445.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2050-01-20 4.000000 500000.00 76896.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2050-01-20 4.000000 937500.00 126979.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2050-01-20 4.000000 523125.00 70977.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2049-10-20 3.500000 4036285.00 314266.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2049-01-20 3.500000 1516975.00 641635.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2049-11-20 2.500000 1644750.00 455631.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2049-12-20 3.500000 1035321.00 438295.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2049-12-20 2.000000 507000.00 102354.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2050-01-20 3.500000 1440142.00 144485.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2050-01-20 4.373750 16000000.00 2740990.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2050-01-20 4.373750 34000000.00 6194253.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2049-10-20 3.500000 19965115.00 20780559.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2049-10-20 3.500000 142857.00 10415.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2049-11-20 3.500000 4337376.00 1574521.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2050-01-20 4.500000 2180222.00 411270.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2050-01-20 4.000000 35000000.00 5167302.78 Agency Collateralized Mortgage Obligation ONTARIO PROV CDA SR GLBL BD 23 2023-01-24 1.750000 1572.00 1582.76 Corporate Debt Securities SMALL BUS ADMIN GTD DEV PTC DB05-20B4.625%25 2025-02-01 4.625000 8064.00 533.99 Agency Debentures and Agency Strips SMALL BUS ADMIN GTD DEV PTC 2013-20F 2.45%33 2033-06-01 2.450000 5045.00 2176.98 Agency Debentures and Agency Strips SBA PC VAR MNTH ADJ 4.825 20320625 2032-06-25 4.825000 6560.00 908.27 Agency Debentures and Agency Strips SBA PC VAR QTRLY ADJ 5.000 20220625 2022-06-25 5.000000 3331.00 508.56 Agency Debentures and Agency Strips SBA PC VAR MNTH ADJ 5.500 20371125 2037-11-25 5.500000 610.00 133.62 Agency Debentures and Agency Strips SBA PC VAR QTRLY ADJ 4.000 20271225 2027-12-25 4.000000 728.00 609.80 Agency Debentures and Agency Strips SBA PC VAR QTRLY ADJ 3.500 20370325 2037-03-25 3.500000 2096.00 1815.31 Agency Debentures and Agency Strips SBA PC VAR QTRLY ADJ 4.075 20441025 2044-10-25 4.075000 111.00 120.14 Agency Debentures and Agency Strips SBA PC VAR QTRLY ADJ 5.734 20300425 2030-04-25 5.734000 182.00 200.98 Agency Debentures and Agency Strips WELLS FARGO CO MTG TR 2017-C40 A-S 20501017 FLT 2050-10-17 3.854000 3000000.00 3303832.83 Private Label Collateralized Mortgage Obligations Y 2020-02-03 2020-02-03 2020-02-03 Y BMO CAPITAL MARKETS CORP 1.0000 7 N n/a n/a N N 0.0161 350000000.00 350000000.00 0.0137 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp. 1.620000% RUC0QBLBRPRCU4W1NE59 BIV49GCS9 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. S6XOOCT0IEG5ABCC6L87 2022-01-13 2.375000 142000.00 144688.70 Agency Debentures and Agency Strips FREDDIE MAC 2027-04-01 2.500000 1020000.00 233624.15 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2020-05-01 1.375000 2000000.00 2005588.61 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2020-06-22 1.500000 558000.00 558721.68 Agency Debentures and Agency Strips GINNIE MAE 2044-03-20 3.500000 58771.00 17224.64 Agency Mortgage-Backed Securities Government National Mortgage Association 2066-10-20 2.443750 202201.00 179848.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2042-10-16 3.500000 2370000.00 207492.67 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2042-04-25 4.500000 1010816.00 256291.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2049-07-20 4.492250 24539232.00 4006193.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2044-09-16 4.530370 40444864.00 6955179.70 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-10-25 4.389120 1755619.00 252882.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2049-06-20 4.492250 33597532.00 5462610.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2049-10-20 4.442250 20087266.00 3491778.13 Agency Collateralized Mortgage Obligation Federal Home Loan Banks 2021-02-08 2.375000 500000.00 509853.61 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp 2049-11-01 5.000000 39414.00 43834.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2049-11-01 4.500000 991131.00 1085278.45 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2043-10-25 0.00 1548466.00 1070553.77 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2042-08-25 3.500000 7253396.00 2857480.35 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-09-25 3.500000 2043577.00 2192295.14 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-11-25 2.500000 2000.00 1823.54 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-11-25 2.500000 1000.00 866.65 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-11-25 2.500000 2001.00 1933.43 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2043-09-15 0.00 5576289.00 3425939.15 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2043-05-15 0.00 5187832.00 2654264.13 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2043-07-15 4.500000 38859.00 15666.66 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2020-04-23 2.500000 464000.00 468003.44 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp 2044-08-15 2.500000 2549.00 2445.73 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2045-05-01 3.000000 28195.00 15510.22 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-09-01 3.500000 2402922.00 2341428.09 Agency Mortgage-Backed Securities Government National Mortgage Association 2023-06-20 5.500000 3010.00 1083.34 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-10-20 3.500000 845287.00 870445.00 Agency Mortgage-Backed Securities Government National Mortgage Association 2069-04-20 4.498000 40028.00 39449.92 Agency Mortgage-Backed Securities Government National Mortgage Association 2063-05-20 1.754990 10000000.00 226763.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2067-06-20 2.109720 8397000.00 787408.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2067-07-20 2.275980 16045425.00 1370586.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2044-10-20 4.000000 786000.00 51909.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2047-04-20 5.500000 845000.00 83618.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2047-09-20 4.500000 775000.00 115660.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2049-07-20 4.392250 4430591.00 744259.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2049-09-20 5.000000 23053239.00 3313800.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2049-09-20 5.500000 46012141.00 6051383.40 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2021-12-25 2.210880 61680000.00 3436.26 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-09-25 3.500000 4575544.00 2971252.60 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2046-09-25 2.085610 124775.00 20044.49 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2036-03-25 2.010880 50000000.00 2237169.14 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2036-02-15 2.026250 50000000.00 2454412.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2049-12-20 3.000000 42373.00 43579.19 Agency Mortgage-Backed Securities Government National Mortgage Association 2030-01-16 2.069630 227343828.00 3066164.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2033-06-20 1.957750 92058951.00 2528055.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2034-05-20 2.057750 66666666.00 1831069.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2035-07-16 1.969630 22428750.00 2459263.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2036-06-20 1.907750 2331424.00 50368.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2037-04-16 1.919630 26311329.00 3222709.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2069-12-20 1.106000 100029.00 8511.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2049-09-20 4.412250 18132125.00 2875846.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2049-08-20 4.442250 9069621.00 1287259.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2049-08-20 4.392250 26666666.00 4041378.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2049-09-20 4.442250 27297561.00 4531566.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2049-09-20 3.500000 14285714.00 1957367.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2049-09-20 4.422250 24288827.00 3726542.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2049-11-20 4.392250 25931333.00 4452826.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2049-11-20 4.442250 32148000.00 4461847.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2049-10-20 4.392250 15000000.00 2769013.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2049-10-20 4.442250 19642333.00 3848597.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2049-10-20 4.442250 25000000.00 3842297.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2049-10-20 3.500000 15000000.00 1766131.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2049-10-20 4.392250 21357600.00 3053757.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2049-12-20 4.392250 6414240.00 1125926.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2049-12-20 0.00 144300.00 95152.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2044-02-20 0.00 3584100.00 2652735.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2041-04-20 0.00 6196417.00 4794772.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2041-04-20 0.00 100000.00 73284.90 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2050-01-01 3.500000 391538.00 406427.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2050-01-01 4.000000 201421.00 216461.15 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-12-25 4.339120 42651601.00 6980074.03 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2045-12-15 3.500000 65444.00 44432.02 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2047-12-15 2.500000 75975.00 74473.04 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2047-12-15 2.500000 20211.00 19140.68 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-01-01 3.000000 8674597.00 8896464.28 Agency Mortgage-Backed Securities Government National Mortgage Association 2034-01-20 5.500000 94536.00 96894.93 Agency Mortgage-Backed Securities Government National Mortgage Association 2037-10-20 7.000000 99848.00 115477.81 Agency Mortgage-Backed Securities Government National Mortgage Association 2032-11-20 7.500000 27473.00 27523.06 Agency Mortgage-Backed Securities Government National Mortgage Association 2029-08-20 7.500000 155887.00 159187.54 Agency Mortgage-Backed Securities Government National Mortgage Association 2034-06-20 5.000000 38642.00 39898.72 Agency Mortgage-Backed Securities Government National Mortgage Association 2030-12-20 7.500000 113348.00 81730.90 Agency Mortgage-Backed Securities Government National Mortgage Association 2032-03-20 6.500000 26201.00 26467.17 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-08-20 5.000000 1030.00 1065.42 Agency Mortgage-Backed Securities Government National Mortgage Association 2032-01-20 7.500000 39414.00 44717.14 Agency Mortgage-Backed Securities Government National Mortgage Association 2050-01-20 5.000000 257664.00 275638.07 Agency Mortgage-Backed Securities Government National Mortgage Association 2039-01-20 7.000000 158418.00 183199.15 Agency Mortgage-Backed Securities Government National Mortgage Association 2048-04-20 3.500000 4960.00 5165.70 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-11-20 5.000000 1000.00 1075.55 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-10-20 4.000000 11833.00 13029.34 Agency Mortgage-Backed Securities Government National Mortgage Association 2050-01-20 4.000000 27325.00 28415.57 Agency Mortgage-Backed Securities Government National Mortgage Association 2050-01-20 5.000000 1054.00 1127.93 Agency Mortgage-Backed Securities Government National Mortgage Association 2050-01-20 4.000000 385831.00 402066.85 Agency Mortgage-Backed Securities Government National Mortgage Association 2050-01-20 3.500000 5000.00 5171.11 Agency Mortgage-Backed Securities Government National Mortgage Association 2050-01-20 3.500000 1580629.00 1652350.74 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-10-20 3.500000 6566131.00 6834314.41 Agency Collateralized Mortgage Obligation Y 2020-02-03 2020-02-03 2020-02-03 Y BMO CAPITAL MARKETS CORP 1.0000 7 N n/a n/a N N 0.0161 150000000.00 150000000.00 0.0059 N Y Y N Credit Agricole Corporate & Investment Bank Credit Agricole Corporate & Investment Bank 1.600000% 1VUV7VQFKUOQSJ21A208 BIV49M232 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury 254900HROIFWPRGM1V77 2026-05-15 1.625000 140605500.00 142800000.34 U.S. Treasuries (including strips) Y 2020-02-04 2020-02-04 2020-02-04 Y CREDIT AGRICOLE C&IB SA 1.0000 7 N n/a n/a N N 0.0159 140000000.00 140000000.00 0.0055 N N Y N ING Financial Markets, LLC ING Financial Markets, LLC 1.680000% KBVRJ5K57JZ3E2AVWX40 BIV4AKAL5 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FANNIE MAE B1V7KEBTPIMZEU4LTD58 2042-04-01 3.500000 5821.00 2085.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F 2045-08-01 3.500000 1024.00 603.19 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2042-05-01 4.000000 10922736.00 3474032.48 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-08-01 3.500000 38148.00 32111.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F 2047-06-01 4.000000 1954103.00 1678166.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F 2047-07-01 3.500000 889934.00 769782.65 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-09-01 3.500000 1152.00 1014.84 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-11-01 3.500000 1361810.00 1165659.62 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-09-01 3.500000 2929952.00 2512454.00 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2041-06-01 4.675000 6342355.00 268526.86 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2039-06-01 3.882000 23032896.00 2063124.41 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-06-01 4.000000 4988744.00 4623129.07 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2048-06-01 4.000000 8505536.00 7423457.62 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2043-07-01 2.227000 1922596.00 573739.71 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-08-01 3.730000 8027.00 9062.79 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2042-04-01 3.500000 4747208.00 1989012.05 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-07-01 4.500000 12003536.00 11366748.32 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2048-12-01 4.000000 7451360.00 4852808.92 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-09-01 3.550000 17119840.00 19139952.59 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2056-07-01 4.000000 12427544.00 9534617.69 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-06-01 4.000000 59737601.00 58301212.62 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-12-01 4.500000 61986242.00 54858278.37 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2047-10-01 4.000000 1152.00 910.82 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2027-02-01 3.000000 86791.00 18948.99 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-11-01 4.000000 5925473.00 4584621.82 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-12-01 4.500000 28231524.00 26205540.11 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-01-01 4.000000 304400.00 296670.50 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2049-03-01 4.500000 1033448.00 1014491.90 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2047-10-01 4.000000 363506.00 327090.81 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2057-09-01 4.000000 1040.00 915.80 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2029-03-01 3.410000 154758.00 169522.36 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2048-10-01 4.500000 714792.00 652104.02 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2049-04-01 4.000000 5572755.00 4980492.48 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-04-01 4.000000 1005.00 972.37 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-07-01 3.500000 22614.00 19202.26 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2056-07-01 3.500000 4862088.00 3751531.67 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-11-01 4.000000 18112.00 15669.59 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2043-02-01 3.000000 43566.00 40626.56 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-11-01 4.000000 8881024.00 6545789.78 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-05-01 4.000000 38715.00 36122.69 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2029-03-01 3.490000 2093049.00 2336456.65 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2031-06-01 3.170000 2611872.00 2845374.81 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-01-01 5.000000 2384576.00 2298422.85 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-03-01 5.000000 9865264.00 9866437.39 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-05-01 4.500000 42260864.00 38822605.82 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2049-08-01 3.500000 1000.00 990.28 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-10-01 4.500000 4687891.00 4635593.53 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-08-01 3.500000 28317000.00 27288732.21 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2048-11-01 4.000000 236664.00 192199.59 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2051-05-01 4.000000 1483776.00 1218219.73 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2041-11-01 4.510000 149827.00 56542.64 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2049-11-01 3.000000 216432.00 218770.47 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2039-11-01 4.165000 1000.00 661.41 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-04-01 3.500000 61955951.00 59067988.08 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2041-03-01 5.000000 454672.00 127494.30 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-05-01 3.500000 271968.00 222089.04 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2043-06-01 3.500000 1139.00 615.54 Agency Mortgage-Backed Securities Y 2020-02-18 2020-02-18 2020-02-18 N N N 0.0167 375000000.00 375000000.00 0.0147 N N N Y BNP Paribas Securities Corp. BNP Paribas Securities Corp. 1.630000% BIV4BBL65 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N U.S. Treasury 254900HROIFWPRGM1V77 2035-05-15 0.00 419262.97 311962.68 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2037-02-15 0.00 2.56 1.82 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-02-15 0.00 0.32 0.32 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2029-11-15 0.00 1088785.70 921853.08 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2031-08-15 0.00 0.77 0.63 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2033-02-15 0.00 1.63 1.28 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2023-02-15 0.00 26912.45 25777.87 U.S. Treasuries (including strips) Freddie Mac Giant Ioette Strips 2043-09-15 0.00 31819696.00 13997294.64 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTGAGE A 2043-05-20 3.875000 6999990.00 901107.63 Agency Mortgage-Backed Securities U.S. Treasury 254900HROIFWPRGM1V77 2022-05-31 1.875000 31787800.00 32246568.83 U.S. Treasuries (including strips) GINNIE MAE 2045-06-20 3.000000 4501500.00 905363.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2042-10-20 4.125000 1999990.00 232482.01 Agency Mortgage-Backed Securities GINNIE MAE 2047-02-20 3.500000 62464.00 40825.75 Agency Mortgage-Backed Securities U.S. Treasury 254900HROIFWPRGM1V77 2024-03-31 2.125000 20765300.00 21541328.20 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2022-03-31 1.875000 16969000.00 17249009.36 U.S. Treasuries (including strips) Government National Mortgage Association 2047-11-20 3.000000 17129580.00 13793920.22 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-01-01 3.500000 20559744.00 17022051.51 Agency Mortgage-Backed Securities Government National Mortgage Association 2044-02-20 4.000000 5711612.00 462018.54 Agency Mortgage-Backed Securities U.S. Treasury 254900HROIFWPRGM1V77 2023-01-31 2.375000 369800.00 380705.40 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp 2043-08-15 0.00 1418820.00 594417.84 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2039-01-01 5.500000 81455778.00 956117.06 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2041-02-01 4.000000 92324530.00 1805207.34 Agency Debentures and Agency Strips Government National Mortgage Association 2048-05-20 3.500000 9699950.00 3208053.43 Agency Mortgage-Backed Securities U.S. Treasury 254900HROIFWPRGM1V77 2024-01-31 2.500000 42292100.00 44137304.32 U.S. Treasuries (including strips) Government National Mortgage Association 2049-07-20 3.500000 1420384.00 1439020.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2043-11-15 0.00 3880331.00 2011351.61 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2059-10-25 2.091130 5193473.00 4671127.57 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2049-09-25 2.126250 269714.00 253389.86 Agency Debentures and Agency Strips Government National Mortgage Association 2048-12-20 2.357750 335549.00 286493.78 Agency Collateralized Mortgage Obligation U.S. Treasury 254900HROIFWPRGM1V77 2024-10-15 0.125000 10211200.00 10400622.01 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp 2045-08-15 4.500000 6044967.00 499702.16 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp 2049-09-01 3.000000 67293439.00 67591305.58 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2042-04-01 4.500000 28892680.00 1598128.18 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2042-07-01 4.000000 60840657.00 1580503.79 Agency Debentures and Agency Strips Government National Mortgage Association 2046-10-20 3.500000 995828.00 962962.40 Agency Mortgage-Backed Securities Government National Mortgage Association 2048-10-20 2.287750 7051700.00 6061376.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2049-05-20 2.007750 3532900.00 3313365.14 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2049-11-25 2.176250 1038.00 972.22 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-01-01 4.000000 650660.00 579198.49 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-03-01 4.500000 16144285.00 14335520.73 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-07-01 3.500000 4159424.00 3854588.66 Agency Mortgage-Backed Securities Government National Mortgage Association 2042-05-20 3.875000 3000000.00 333902.30 Agency Mortgage-Backed Securities Government National Mortgage Association 2044-12-20 4.000000 16160030.00 1811711.69 Agency Mortgage-Backed Securities Government National Mortgage Association 2045-03-20 3.875000 5746136.00 697949.05 Agency Mortgage-Backed Securities Government National Mortgage Association 2046-03-20 3.500000 4079816.00 1352992.61 Agency Mortgage-Backed Securities Government National Mortgage Association 2047-03-20 3.500000 1266275.00 602964.36 Agency Mortgage-Backed Securities Government National Mortgage Association 2047-04-20 4.000000 267646.00 264479.74 Agency Mortgage-Backed Securities Government National Mortgage Association 2032-04-20 7.500000 130157.00 59394.82 Agency Mortgage-Backed Securities Government National Mortgage Association 2047-12-20 2.500000 2154975.00 619911.38 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-09-20 3.500000 634446.00 653312.91 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-03-20 2.367750 18441035.00 16499621.56 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2049-01-01 4.500000 6156695.00 2781479.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2049-12-25 2.176250 1000.00 983.98 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-11-01 4.500000 328743.00 348335.40 Agency Mortgage-Backed Securities Y 2020-02-07 2020-02-07 2020-03-03 Y BNP Paribas Securities Corp 1.0000 7 N n/a n/a N N 0.0163 310000000.00 310000000.00 0.0121 N N Y N J.P. Morgan Securities LLC J.P. Morgan Securities LLC 1.610000% ZBUT11V806EZRVTWT807 BIV4BC3Q9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREAS BDS 2040-11-15 4.250000 77600.00 109684.76 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2044-02-15 3.625000 93339400.00 123726454.09 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2047-08-15 2.750000 45982400.00 53654566.94 U.S. Treasuries (including strips) .25 07/15/2029 2029-07-15 0.250000 206401200.00 215209393.73 U.S. Treasuries (including strips) Y 2020-02-03 2020-03-04 2020-03-04 Y JP MORGAN SECURITIES LLC 1.0000 91 N n/a n/a N N 0.0151 385000000.00 385000000.00 0.0150 N N N Y RBC Dominion Securities Inc. RBC Dominion Securities Inc. 1.650000% 549300QJJX6CVVUXLE15 BIV4BM2N5 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. 2036-10-15 6.000000 700.00 60.36 Agency Collateralized Mortgage Obligation GINNIE MAE 2047-03-20 3.500000 252230678.00 178636496.16 Agency Mortgage-Backed Securities GINNIE MAE 2047-06-20 4.000000 1043.00 622.68 Agency Mortgage-Backed Securities U.S. Treasury 254900HROIFWPRGM1V77 2023-10-31 2.875000 70910.00 75365.74 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp 2049-09-01 3.000000 935.90 933.46 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-08-01 3.500000 34888.00 33621.12 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-08-01 3.000000 5811862.70 5749972.21 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-11-20 2.500000 64667956.50 65397272.12 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2040-09-01 5.000000 54499.20 5689.40 Agency Mortgage-Backed Securities Y 2020-02-07 2020-02-07 2020-02-07 Y RBC DOMINION SECURITIES INC 1.0000 7 N n/a n/a N N 0.0165 245000000.00 245000000.00 0.0096 N N Y N RBC Dominion Securities Inc. RBC Dominion Securities Inc. 1.640000% 549300QJJX6CVVUXLE15 BIV4BSC35 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. 2034-09-15 5.000000 1589170.15 741002.71 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-08-01 3.000000 2342.77 2317.82 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-11-20 2.500000 225000884.77 227538411.36 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-04-20 3.000000 692.31 681.28 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-06-01 5.000000 715990.15 492249.54 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-01-01 4.500000 1149230.77 724723.48 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2040-09-01 5.000000 5882.54 614.10 Agency Mortgage-Backed Securities Y 2020-02-05 2020-02-05 2020-02-05 Y RBC DOMINION SECURITIES INC 1.0000 7 N n/a n/a N N 0.0164 225000000.00 225000000.00 0.0088 N N Y N Royal Bank of Canada Royal Bank of Canada 1.600000% ES7IP3U3RHIGC71XBU11 BIV4CD691 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Fannie Mae REMIC Trust 2042-10-25 3.000000 2047155.60 771228.88 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2036-06-01 6.000000 237142500.00 1286204.51 Agency Debentures and Agency Strips Fannie Mae REMIC Trust 2039-07-25 4.000000 14269432.80 2610927.89 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-05-01 4.000000 160660.50 104115.91 Agency Mortgage-Backed Securities FREDDIE MAC 2047-02-01 3.000000 667062.20 542571.11 Agency Mortgage-Backed Securities Fannie Mae REMIC Trust 2029-01-25 3.500000 1087016.00 756804.54 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2037-10-15 2.041130 3212560.40 783374.02 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-02-01 3.500000 168959.00 147606.67 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2043-02-15 4.500000 807653.70 360482.57 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-10-01 4.000000 22100169.00 15617596.20 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2048-10-01 4.000000 11378555.30 7879138.90 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2049-01-01 5.000000 5857366.20 4994322.02 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2048-05-15 1.976250 1200548.30 842013.80 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-09-01 3.000000 119328905.50 119016421.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2049-03-01 4.500000 1389683.40 1253974.11 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-06-25 2.110880 838680.50 798222.51 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2049-10-01 3.000000 42262180.10 42516243.60 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2049-12-01 3.000000 1101762.20 1120710.08 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-09-01 3.000000 497930720.00 501054431.46 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2044-09-15 2.126250 540862.00 338269.55 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-12-01 3.500000 3353899.50 3577691.87 Agency Mortgage-Backed Securities Government National Mortgage Association 2047-12-20 4.000000 1303745.10 1097250.42 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-06-01 4.000000 259926.80 200129.83 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-12-20 3.000000 6140992.90 6330268.54 Agency Mortgage-Backed Securities Y 2020-02-07 2020-02-07 2020-03-19 Y ROYAL BANK OF CANADA (NY BRANCH) 1.0000 7 N n/a n/a N N 0.0160 700000000.00 700000000.00 0.0274 N N Y N Credit Agricole Corporate & Investment Bank Credit Agricole Corporate & Investment Bank 1.600000% 1VUV7VQFKUOQSJ21A208 BIV4CHKL9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury 254900HROIFWPRGM1V77 2043-11-15 3.750000 92711533.00 124184844.85 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2026-01-15 0.625000 23789094.00 26950291.23 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2028-01-15 0.500000 89564685.50 97973686.45 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2028-05-15 2.875000 110602555.50 123191197.99 U.S. Treasuries (including strips) Y 2020-02-07 2020-02-07 2020-03-23 Y CREDIT AGRICOLE C&IB SA 1.0000 7 N n/a n/a N N 0.0160 365000000.00 365000000.00 0.0143 N N Y N ING Financial Markets, LLC ING Financial Markets, LLC 1.590000% KBVRJ5K57JZ3E2AVWX40 BIV4CX6K2 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FANNIE MAE B1V7KEBTPIMZEU4LTD58 2042-10-01 3.500000 105313.00 44477.45 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2032-05-01 3.500000 11141448.00 3176638.47 Agency Mortgage-Backed Securities FREDDIE MAC 2043-09-01 4.000000 5812313.00 1740249.52 Agency Mortgage-Backed Securities FREDDIE MAC 2044-09-01 4.000000 13482956.00 4805993.54 Agency Mortgage-Backed Securities FREDDIE MAC 2042-08-01 4.033000 9538.00 885.23 Agency Mortgage-Backed Securities FREDDIE MAC 2043-06-01 2.309000 1000.00 379.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F 2045-08-01 3.500000 102081.00 60131.50 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-08-01 3.500000 1006.00 846.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F 2047-06-01 4.000000 3778657.00 3245077.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F 2047-07-01 3.500000 12122043.00 10485427.40 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-05-01 4.000000 345299.00 277023.61 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-09-01 3.500000 1024.00 902.08 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2042-03-01 3.500000 113915.00 46627.85 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2048-06-01 4.000000 451186.00 393785.90 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2048-05-01 3.500000 931684.00 802760.89 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2048-12-01 4.000000 68300.00 44481.39 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2048-08-01 4.000000 12326470.00 8694195.77 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2048-09-01 4.000000 1000.00 985.73 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-07-01 3.500000 9400.00 7105.56 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2056-07-01 4.000000 2507345.00 1923676.63 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-07-01 4.000000 297520.00 286429.63 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-12-01 4.500000 259584.00 229733.74 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2049-01-01 4.000000 8296.00 7802.25 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2049-01-01 4.000000 1581.00 1401.92 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-02-01 4.000000 308410.00 290100.23 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-11-01 4.000000 212879.00 164707.48 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-12-01 4.500000 44082.00 40918.54 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-02-01 4.500000 216152.00 172309.29 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-01-01 4.000000 2100241.00 2046910.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2049-02-01 4.500000 226385.00 178612.60 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2049-03-01 4.500000 789533.00 775050.93 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2047-10-01 4.000000 1248.00 1122.98 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2057-09-01 4.000000 3831528.00 3373972.05 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2029-03-01 3.410000 51694.00 56625.76 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2048-10-01 4.500000 556319.00 507529.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2049-04-01 4.000000 3471910.00 3102921.56 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2043-03-01 3.500000 21835007.00 11670420.23 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2056-07-01 3.500000 2099656.00 1620070.63 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2043-02-01 3.000000 2253.00 2100.99 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-11-01 4.000000 18642362.00 13740418.07 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-11-01 4.000000 25376.00 18608.66 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2031-06-01 3.170000 189568.00 206515.48 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2049-06-01 3.500000 383440.00 394974.13 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2047-10-01 3.500000 9972946.00 9743544.84 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2049-08-01 3.500000 7479800.00 7604704.95 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-08-01 3.500000 211710.00 182203.50 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2049-08-01 3.500000 1892987.00 1874594.82 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2044-04-01 4.500000 4462885.00 4229633.11 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2047-10-01 3.500000 2928223.00 2584142.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2049-09-01 3.500000 167245.00 170443.39 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2043-03-01 3.500000 11795131.00 5239801.65 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2045-01-01 3.500000 9000000.00 5423121.06 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2051-05-01 4.000000 5688680.00 4670558.23 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2041-11-01 4.510000 493055.00 186072.15 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-08-01 4.000000 561664.00 378365.98 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2041-03-01 4.875000 2479264.00 210976.12 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2047-02-01 3.500000 167400.00 125341.93 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2049-11-01 3.000000 286277.00 289370.12 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2046-10-01 2.313000 33990.00 17428.36 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2049-09-01 3.000000 4164400.00 4176149.47 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-05-01 3.500000 166284.00 135787.50 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-12-01 3.500000 1912208.00 2016200.03 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-10-01 4.500000 230800.00 214333.09 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2043-06-01 3.500000 1061.00 573.39 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2043-04-01 4.000000 1200.00 1078.33 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-11-01 3.243000 4093184.00 3385045.32 Agency Mortgage-Backed Securities Y 2020-04-02 2020-04-02 2020-04-02 N N N 0.0159 125000000.00 125000000.00 0.0049 N N N Y BMO Capital Markets Corp. BMO Capital Markets Corp. 1.590000% RUC0QBLBRPRCU4W1NE59 BIV4D1E63 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FANNIE MAE B1V7KEBTPIMZEU4LTD58 2043-01-01 3.000000 180000.00 80051.75 Agency Mortgage-Backed Securities Federal Home Loan Banks 2028-11-16 3.250000 865000.00 976470.44 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp 2049-05-01 3.500000 24862.00 20213.06 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-06-01 3.000000 7131723.00 6550406.94 Agency Mortgage-Backed Securities Government National Mortgage Association 2048-12-20 4.500000 2721296.00 2758199.92 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-12-01 3.000000 13001.00 10203.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2042-10-15 4.515196 970000.00 1052631.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2049-07-20 5.000000 1185144.00 1208865.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2049-11-01 4.500000 429451.00 470244.51 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-09-25 2.689120 133712.00 0.04 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2046-08-01 3.000000 386116.00 291947.33 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2046-09-25 2.085610 2818848.00 452834.05 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2027-07-25 1.204100 53585600.00 3561049.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2049-12-20 2.500000 18055587.00 18308358.34 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-12-20 3.000000 345905.00 355751.50 Agency Mortgage-Backed Securities CAPITAL ONE CC TR 2019-2 A 20240815 1.72000 2024-08-15 1.720000 975740.00 979901.21 Asset-Backed Securities CHESAPEAKE FDG II LLC 2018-1 C 20300415 3.57000 2030-04-15 3.570000 100000.00 102485.25 Asset-Backed Securities CPPIB CAPITAL INC FR 2.375%012921 2021-01-29 2.375000 750000.00 755876.98 Other Instrument International debt EXPORT DEV CDA GLBL BD 2.5%23 2023-01-24 2.500000 250000.00 257886.67 Other Instrument International debt Federal Home Loan Mortgage Corp 2038-05-01 4.875000 17794845.00 626421.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2038-04-01 4.670000 20093488.00 167557.89 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2038-01-01 4.085000 9031508.00 102130.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2038-04-01 4.907000 20429344.00 179449.53 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2021-09-15 9.000000 141.00 0.12 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2043-10-01 4.394000 3880440.00 448172.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2046-11-01 3.000000 138614.00 105594.27 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2047-01-01 3.500000 498000.00 350028.37 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2047-07-01 3.000000 648980.00 595309.57 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2034-12-01 3.500000 168396.00 172678.51 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2050-01-01 3.000000 6944786.00 7113833.67 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2050-01-01 4.000000 867543.00 915661.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2035-01-01 2.500000 14326535.00 14590084.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2049-07-01 4.000000 1082.00 702.58 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2049-12-01 2.356000 428896.00 433648.55 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2049-11-01 4.000000 842197.00 886707.12 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-05-25 2.110880 1938.00 0.89 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2021-10-25 0.155516 600000018.00 461676.55 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2027-09-25 3.058024 2832652.00 3040739.77 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-08-25 4.389120 12463141.00 2194829.58 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2034-03-25 3.000000 9714000.00 9773698.52 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-01-25 2.500000 1308444.00 1291351.65 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-02-25 2.160000 8537632.00 8499357.80 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-02-25 4.340000 23179424.00 5791976.60 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2045-12-15 3.500000 13451.00 9132.31 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2047-08-25 2.171199 17776448.00 2938340.58 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2026-07-25 2.539000 51924.00 53275.08 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2047-12-15 2.500000 22607.00 22160.08 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2047-12-15 2.500000 6014.00 5695.52 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2049-12-25 3.000000 1848666.00 1866214.77 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp 2050-02-25 3.500000 11586180.00 1998470.58 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp 2050-02-25 2.500000 2146000.00 2138175.45 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-09-01 3.000000 16193.00 12139.30 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2036-10-01 4.139000 37247440.00 331293.16 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-08-01 3.000000 8000.00 5937.04 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-09-01 3.000000 681678.00 514426.42 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-11-01 4.000000 898072.00 928950.61 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-05-01 3.830000 2960501.00 3385674.21 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-01-01 3.500000 926504.00 970597.13 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-01-01 2.865000 475857.00 488643.24 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-02-01 4.500000 1126250.00 1217306.19 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-12-01 4.500000 286876.00 308684.66 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-02-01 4.000000 416332.00 444629.35 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-12-01 5.000000 813068.00 902613.14 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-01-01 4.000000 304712.00 326073.60 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-05-01 3.500000 5084698.00 4847300.26 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2037-01-01 3.697000 601693.00 14831.67 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2041-04-01 4.500000 1150000.00 287658.85 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2039-08-01 4.030000 1385728.00 19442.89 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2035-01-01 3.000000 91814.00 94126.57 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-01-01 3.500000 1000.00 1038.33 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-10-20 5.000000 3653669.00 3868355.28 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-12-20 2.500000 10608421.00 10565942.28 Agency Mortgage-Backed Securities Government National Mortgage Association 2050-01-20 2.500000 34069483.00 34074283.01 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-12-20 4.000000 1931155.00 1988041.46 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-12-20 2.500000 21612507.00 21964334.60 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-12-20 3.000000 11552185.00 11908242.60 Agency Mortgage-Backed Securities Government National Mortgage Association 2050-01-20 4.500000 7634883.00 8070392.00 Agency Mortgage-Backed Securities Government National Mortgage Association 2050-01-20 5.000000 1773989.00 1897738.53 Agency Mortgage-Backed Securities Government National Mortgage Association 2060-08-15 3.940000 29737.00 31905.33 Agency Mortgage-Backed Securities Government National Mortgage Association 2069-07-20 4.430000 168290.00 106493.75 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-07-15 4.500000 276769.00 295889.60 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-01-15 5.500000 335019.00 252825.28 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-08-20 5.500000 1276641.00 1357547.74 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-10-15 3.000000 403072.00 413334.56 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-07-20 4.000000 1227060.00 1268740.82 Agency Mortgage-Backed Securities Government National Mortgage Association 2050-01-20 4.000000 8609583.00 8953201.98 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-11-20 3.000000 707462.00 727774.71 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-12-20 5.000000 1230630.00 1315412.92 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-12-20 3.000000 4379144.00 4505427.32 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-11-20 3.500000 6459317.00 6661119.50 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-11-20 3.000000 5996418.00 6096050.68 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-12-20 3.500000 2333929.00 2410320.22 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-12-20 3.000000 6777398.00 6972921.72 Agency Mortgage-Backed Securities Government National Mortgage Association 2050-01-20 3.000000 3810461.00 3926732.14 Agency Mortgage-Backed Securities Government National Mortgage Association 2050-01-20 3.500000 6252467.00 6466435.45 Agency Mortgage-Backed Securities Government National Mortgage Association 2050-01-20 5.000000 4211603.00 4577177.63 Agency Mortgage-Backed Securities Government National Mortgage Association 2050-01-20 4.500000 139958.00 151517.69 Agency Mortgage-Backed Securities Government National Mortgage Association 2050-01-20 3.000000 1610478.00 1659617.98 Agency Mortgage-Backed Securities Government National Mortgage Association 2050-01-20 3.500000 1462288.00 1512331.07 Agency Mortgage-Backed Securities Government National Mortgage Association 2050-01-20 4.000000 1142000.00 1187580.90 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-12-20 3.500000 1992793.00 2060991.25 Agency Mortgage-Backed Securities Government National Mortgage Association 2050-01-20 3.000000 4095543.00 4220508.94 Agency Mortgage-Backed Securities Government National Mortgage Association 2050-01-20 4.000000 1735578.00 1804850.51 Agency Mortgage-Backed Securities Government National Mortgage Association 2050-01-20 4.000000 7721140.00 8148838.82 Agency Mortgage-Backed Securities Government National Mortgage Association 2050-01-20 3.500000 252173.00 260802.98 Agency Mortgage-Backed Securities Government National Mortgage Association 2069-12-20 4.075000 10538376.00 11451037.71 Agency Mortgage-Backed Securities Government National Mortgage Association 2032-06-20 6.100000 229426.00 45549.41 Agency Mortgage-Backed Securities Government National Mortgage Association 2033-06-16 2.069630 50000000.00 1101213.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2037-02-20 1.957750 50000000.00 1681623.59 Agency Collateralized Mortgage Obligation Y 2020-02-07 2020-02-07 2020-04-06 Y BMO CAPITAL MARKETS CORP 1.0000 7 N n/a n/a N N 0.0159 300000000.00 300000000.00 0.0117 N N Y N BNP Paribas Securities Corp. BNP Paribas Securities Corp. 1.580000% BIV4D3D60 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREAS BDS 2029-01-15 2.500000 29927400.00 44149764.33 U.S. Treasuries (including strips) UNITED STATES TREAS BDS 2020-02-15 8.500000 100.00 104.08 U.S. Treasuries (including strips) UNITED STATES TREAS BDS 2027-11-15 6.125000 100.00 135.58 U.S. Treasuries (including strips) UNITED STATES TREAS BDS 2021-02-15 7.875000 100.00 110.14 U.S. Treasuries (including strips) UNITED STATES TREAS BDS 2021-11-15 8.000000 100.00 113.17 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2025-01-15 2.375000 38262200.00 58741220.77 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-04-30 2.250000 12551400.00 12738501.38 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-10-31 2.000000 31199000.00 31659027.54 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2022-10-31 1.875000 16362100.00 16660135.83 U.S. Treasuries (including strips) UNITED STATES TREAS BDS 2046-02-15 1.000000 100.00 127.93 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-06-30 1.125000 100.00 99.61 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2046-08-15 2.250000 38422000.00 40404378.50 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-02-29 2.250000 100.00 100.98 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2025-04-30 2.875000 33838900.00 36601524.16 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2023-06-30 2.625000 200.00 208.81 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-08-15 2.750000 143331500.00 147946498.54 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2025-09-30 3.000000 100.00 109.59 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-01-31 2.500000 10209300.00 10306186.26 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2022-01-15 2.500000 886700.00 906170.96 U.S. Treasuries (including strips) UST NOTES 02/28/26 2026-02-28 2.500000 1157100.00 1240566.53 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2026-03-31 2.250000 1104000.00 1164964.51 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2024-01-31 2.500000 76285400.00 79613732.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2024-04-15 0.500000 2260400.00 2365840.97 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-07-31 1.755940 100.00 100.13 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2026-06-30 1.875000 300.00 308.24 U.S. Treasuries (including strips) Y 2020-02-07 2020-02-07 2020-04-07 Y BNP Paribas Securities Corp 1.0000 7 N n/a n/a N N 0.0158 475000000.00 475000000.00 0.0186 N N Y N BNP Paribas Securities Corp. BNP Paribas Securities Corp. 1.590000% BIV4D3DA1 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N UNITED STATES TREAS BDS 2027-08-15 6.375000 111400.00 153761.80 U.S. Treasuries (including strips) UNITED STATES TREAS BDS 2029-01-15 2.500000 3564600.00 5258600.81 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-08-15 2.625000 2640800.00 2686974.46 U.S. Treasuries (including strips) UNITED STATES TREAS BDS 2027-01-15 2.375000 3300.00 4943.96 U.S. Treasuries (including strips) UNITED STATES TREAS BDS 2023-08-15 6.250000 20100.00 24047.23 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2031-11-15 0.00 0.06 0.05 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2026-05-15 0.00 95.18 86.42 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2029-08-15 0.00 85.87 73.09 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2032-05-15 0.00 16.32 13.06 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2032-11-15 0.00 71852.56 56859.59 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2033-11-15 0.00 4503947.56 3477709.60 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2034-11-15 0.00 114.96 86.62 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2022-11-15 0.00 42.83 41.15 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2026-11-15 0.00 5.68 5.11 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2035-05-15 0.00 29.16 21.70 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2035-11-15 0.00 96.83 71.14 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2036-11-15 0.00 209.05 149.83 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2037-11-15 0.00 108529.64 75884.03 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2038-11-15 0.00 79.39 54.26 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2039-05-15 0.00 22.91 15.47 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2039-11-15 0.00 243591.36 162221.86 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2040-02-15 0.00 98.35 65.13 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2040-08-15 0.00 182.00 118.89 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2040-11-15 0.00 26.61 17.23 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2037-02-15 0.00 5289.30 3765.58 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-02-15 0.00 0.32 0.32 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2025-05-15 0.00 32.30 29.85 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2029-11-15 0.00 0.01 0.01 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2037-08-15 0.00 0.30 0.21 U.S. Treasuries (including strips) UNITED STATES TREAS BDS 2041-02-15 2.125000 200.00 328.16 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2032-02-15 0.00 55.22 44.46 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2033-08-15 0.00 0.06 0.05 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2034-08-15 0.00 0.01 0.01 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-11-15 0.00 6.70 6.61 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2022-02-15 0.00 17.97 17.45 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2025-02-15 0.00 127.58 118.44 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2025-08-15 0.00 0.94 0.87 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2025-11-15 0.00 0.44 0.40 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2028-02-15 0.00 3.84 3.37 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2029-02-15 0.00 34.87 30.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2030-05-15 0.00 0.01 0.01 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2030-02-15 0.00 3.20 2.69 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2041-02-15 0.00 0.08 0.05 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2025-01-15 2.375000 41140700.00 63160376.08 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2035-08-15 0.00 24.08 17.80 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-05-15 3.125000 118818600.00 122055762.49 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2033-02-15 0.00 0.74 0.58 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-08-15 0.00 102.74 101.81 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2041-05-15 0.00 0.09 0.06 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-08-15 2.125000 54017000.00 55084366.82 U.S. Treasuries (including strips) FANNIE MAE B1V7KEBTPIMZEU4LTD58 2041-02-01 3.500000 699898.00 176288.87 Agency Mortgage-Backed Securities GINNIE MAE 2036-07-20 6.000000 7435.00 222.07 Agency Mortgage-Backed Securities GINNIE MAE 2038-12-20 6.000000 2088.00 79.38 Agency Mortgage-Backed Securities U.S. Treasury 254900HROIFWPRGM1V77 2041-08-15 0.00 51.64 32.79 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2041-11-15 0.00 0.31 0.20 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2042-05-15 0.00 190.24 118.17 U.S. Treasuries (including strips) GINNIE MAE 2038-08-20 5.500000 1035.00 40.39 Agency Mortgage-Backed Securities GINNIE MAE 2038-08-20 6.000000 3264.00 95.01 Agency Mortgage-Backed Securities U.S. Treasury 254900HROIFWPRGM1V77 2042-11-15 0.00 183.68 112.70 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2043-02-15 0.00 17563.70 10714.12 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2023-08-15 2.500000 4112100.00 4320094.04 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2043-05-15 0.00 2113.15 1278.37 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2043-11-15 3.750000 15621900.00 20859027.81 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2024-02-15 2.750000 7784000.00 8303419.13 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT 2043-08-15 0.00 1.63 0.98 U.S. Treasuries (including strips) Freddie Mac Giant Ioette Strips 2043-09-15 0.00 16225019.00 7137289.16 Agency Debentures and Agency Strips UNITED STATES TREAS BD STRIPPED PRIN PMT 2044-05-15 0.00 100.00 60.25 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2024-11-15 2.250000 72956600.00 76216272.83 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT 2044-05-15 0.00 487.26 287.61 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2045-02-15 0.750000 300.00 363.76 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT 2044-11-15 0.00 2034.15 1183.82 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTGAGE A 2044-12-20 3.500000 1974.00 44.83 Agency Mortgage-Backed Securities UNITED STATES TREAS SEC STRIPPED INT PMT 2045-05-15 0.00 22.39 12.91 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT 2044-02-15 0.00 4.72 2.80 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT 2044-08-15 0.00 163.60 95.78 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT 2045-02-15 0.00 273.28 158.63 U.S. Treasuries (including strips) UNITED STATES TREAS BDS 2046-02-15 1.000000 20686800.00 26463843.83 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-01-31 1.375000 79900.00 79778.55 U.S. Treasuries (including strips) GINNIE MAE 2046-06-20 3.000000 81016215.00 50037955.91 Agency Mortgage-Backed Securities GINNIE MAE 2046-06-20 3.500000 21641266.00 12046165.17 Agency Mortgage-Backed Securities U.S. Treasury 254900HROIFWPRGM1V77 2021-06-30 1.125000 200.00 199.22 U.S. Treasuries (including strips) UNITED STATES TREAS BD STRIPPED PRIN PMT 2046-02-15 0.00 100.00 58.07 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2023-07-31 1.250000 72074000.00 71792190.66 U.S. Treasuries (including strips) GINNIE MAE 2046-09-20 3.000000 7018256.00 4717592.70 Agency Mortgage-Backed Securities U.S. Treasury 254900HROIFWPRGM1V77 2023-10-31 1.625000 100.00 101.36 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT 2045-08-15 0.00 3.82 2.19 U.S. Treasuries (including strips) UNITED STATES TREAS BD STRIPPED PRIN PMT 2046-08-15 0.00 14822100.00 8519239.13 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT 2045-11-15 0.00 395.22 225.65 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT 2046-05-15 0.00 27.43 15.49 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT 2046-08-15 0.00 60.12 33.83 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT 2046-11-15 0.00 1886.12 1054.78 U.S. Treasuries (including strips) GINNIE MAE 2047-01-20 3.000000 196925952.00 137130360.45 Agency Mortgage-Backed Securities U.S. Treasury Security Stripped Interest Security 2047-02-15 0.00 411.43 229.07 U.S. Treasuries (including strips) U.S. Treasury Security Stripped Interest Security 2047-05-15 0.00 534.54 296.05 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-09-15 1.375000 100.00 100.40 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp 2037-10-15 2.041130 74601800.00 18191443.68 Agency Debentures and Agency Strips Government National Mortgage Association 2047-11-20 3.000000 2300894.00 1852838.67 Agency Mortgage-Backed Securities U.S. Treasury 254900HROIFWPRGM1V77 2047-11-15 2.750000 10895500.00 12608428.49 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2047-08-15 0.00 121.76 67.13 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2047-11-15 0.00 100.00 56.11 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2047-11-15 0.00 256.34 140.70 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-01-01 3.500000 10744292.00 8895533.52 Agency Mortgage-Backed Securities Government National Mortgage Association 2064-09-20 4.700000 3129413.00 2828629.37 Agency Mortgage-Backed Securities U.S. Treasury 254900HROIFWPRGM1V77 2023-01-31 2.375000 100.00 102.95 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2048-02-15 0.00 1948500.00 1087876.78 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2048-02-15 0.00 16.68 9.11 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2023-03-31 2.500000 47033400.00 49078301.20 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2023-04-15 0.625000 80821100.00 85556029.32 U.S. Treasuries (including strips) Government National Mortgage Association 2048-06-20 4.000000 31350632.00 21454920.21 Agency Mortgage-Backed Securities Government National Mortgage Association 2047-07-15 4.500000 4624.00 4269.77 Agency Mortgage-Backed Securities U.S. Treasury 254900HROIFWPRGM1V77 2048-05-15 0.00 721.57 393.56 U.S. Treasuries (including strips) Government National Mortgage Association 2048-06-20 3.500000 27013344.00 20990142.14 Agency Mortgage-Backed Securities Government National Mortgage Association 2048-06-20 4.500000 46926912.00 28336098.88 Agency Mortgage-Backed Securities U.S. Treasury 254900HROIFWPRGM1V77 2023-06-30 2.625000 16947900.00 17694668.15 U.S. Treasuries (including strips) Government National Mortgage Association 2048-08-20 4.500000 71371.00 44158.96 Agency Mortgage-Backed Securities U.S. Treasury 254900HROIFWPRGM1V77 2023-08-31 2.750000 11789600.00 12490952.29 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2048-08-15 0.00 631.59 342.97 U.S. Treasuries (including strips) Government National Mortgage Association 2063-06-20 4.670000 1100000.00 714709.88 Agency Mortgage-Backed Securities U.S. Treasury 254900HROIFWPRGM1V77 2048-08-15 0.00 900.00 498.13 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2023-10-31 2.875000 33156300.00 35207895.25 U.S. Treasuries (including strips) Government National Mortgage Association 2048-11-20 4.500000 11428463.00 7035543.10 Agency Mortgage-Backed Securities U.S. Treasury 254900HROIFWPRGM1V77 2023-11-30 2.875000 23509900.00 24935780.57 U.S. Treasuries (including strips) Government National Mortgage Association 2048-11-20 4.000000 1479709.00 1010363.00 Agency Mortgage-Backed Securities U.S. Treasury 254900HROIFWPRGM1V77 2021-01-31 2.500000 500.00 504.75 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2049-02-15 0.00 174.76 94.18 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp 2031-06-01 6.500000 91957.00 65.24 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2036-09-01 4.303000 1654.00 28.21 Agency Mortgage-Backed Securities Government National Mortgage Association 2041-08-20 3.750000 1322.00 51.00 Agency Mortgage-Backed Securities U.S. Treasury 254900HROIFWPRGM1V77 2049-02-15 1.000000 32021000.00 39309953.12 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp 2049-04-01 4.000000 19508208.00 17687024.78 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2034-01-01 3.500000 4690139.00 1708595.14 Agency Mortgage-Backed Securities U.S. Treasury 254900HROIFWPRGM1V77 2020-05-21 0.00 300.00 298.57 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp 2044-11-01 4.000000 22465203.00 10134981.00 Agency Mortgage-Backed Securities Government National Mortgage Association 2064-08-20 4.691000 2557652.00 2465975.04 Agency Mortgage-Backed Securities U.S. Treasury 254900HROIFWPRGM1V77 2049-05-15 0.00 200.70 107.40 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2045-06-01 3.500000 1000.00 827.59 Agency Mortgage-Backed Securities U.S. Treasury 254900HROIFWPRGM1V77 2021-06-30 1.625000 12932700.00 12976851.31 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2024-06-30 1.750000 56717900.00 57697439.95 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2024-07-31 1.750000 100000000.00 101617000.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-03-12 0.00 20211900.00 20176246.21 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp 2037-08-01 4.847000 1004.00 15.36 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-02-01 4.500000 5971344.00 5945838.35 Agency Mortgage-Backed Securities Government National Mortgage Association 2041-09-20 4.625000 1405.00 101.02 Agency Mortgage-Backed Securities U.S. Treasury 254900HROIFWPRGM1V77 2022-09-15 1.500000 12847700.00 12963930.74 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2049-08-15 0.00 121.92 65.07 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-04-16 0.00 393900.00 392627.70 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-11-01 3.000000 19533169.00 19782693.33 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2049-09-01 3.000000 8558092.00 8595973.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2035-11-15 2.176250 1348.00 141.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2049-11-20 3.500000 2624944.00 2715477.58 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-12-01 4.500000 4821109.00 5062315.22 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-07-01 3.500000 2358152.00 2185328.05 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-03-20 2.367750 217967.00 195020.13 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2040-01-25 3.742130 315402.00 319411.26 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2047-03-01 4.000000 229171.00 178634.59 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2044-11-01 4.000000 885561.00 398565.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2049-08-01 4.000000 863675.00 895371.25 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2040-11-15 2.176250 1151.00 67.10 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2036-12-01 3.000000 95000.00 70417.26 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-08-01 4.000000 3775193.00 3519308.76 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-05-01 4.000000 2000000.00 1507847.62 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-01-01 4.500000 330006.00 307435.40 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2034-12-01 2.860000 826000.00 885078.27 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-07-01 4.500000 6223727.00 5725780.20 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-11-01 3.500000 253319.00 263422.99 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-04-01 5.000000 10357132.00 11420365.05 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-06-01 6.000000 1001.00 30.57 Agency Mortgage-Backed Securities Government National Mortgage Association 2028-09-20 1.500000 424802.00 144249.22 Agency Mortgage-Backed Securities Government National Mortgage Association 2044-12-20 4.125000 1055.00 92.26 Agency Mortgage-Backed Securities Government National Mortgage Association 2038-11-20 5.500000 8419472.00 2130859.53 Agency Mortgage-Backed Securities Government National Mortgage Association 2045-07-20 3.000000 30640669.00 16168241.40 Agency Mortgage-Backed Securities Government National Mortgage Association 2048-06-20 4.000000 3304214.00 1685112.53 Agency Mortgage-Backed Securities Government National Mortgage Association 2048-04-20 5.000000 170991.00 94339.52 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-06-20 3.000000 1026127.00 1015012.10 Agency Mortgage-Backed Securities Government National Mortgage Association 2034-12-20 3.500000 1544750.00 1595879.45 Agency Mortgage-Backed Securities Government National Mortgage Association 2047-05-15 4.500000 4990456.00 2297219.60 Agency Mortgage-Backed Securities Government National Mortgage Association 2047-04-15 4.500000 112238.00 45529.84 Agency Mortgage-Backed Securities Government National Mortgage Association 2067-06-20 4.609000 2789438.00 3024076.79 Agency Mortgage-Backed Securities Government National Mortgage Association 2047-06-15 4.500000 4872829.00 3349797.36 Agency Mortgage-Backed Securities Government National Mortgage Association 2047-07-15 4.500000 4925985.00 3770563.61 Agency Mortgage-Backed Securities Government National Mortgage Association 2047-07-15 4.500000 2581056.00 1743722.07 Agency Mortgage-Backed Securities Government National Mortgage Association 2067-07-20 4.621000 1977386.00 2451143.42 Agency Mortgage-Backed Securities Government National Mortgage Association 2047-07-15 4.500000 1867590.00 624933.57 Agency Mortgage-Backed Securities Government National Mortgage Association 2032-09-20 2.500000 2184575.00 1560090.95 Agency Mortgage-Backed Securities Government National Mortgage Association 2068-03-20 4.219000 3005133.00 3055079.44 Agency Mortgage-Backed Securities Government National Mortgage Association 2068-06-20 4.197000 3387093.00 3233132.38 Agency Mortgage-Backed Securities Government National Mortgage Association 2060-07-15 3.480000 1279482.00 1353312.38 Agency Mortgage-Backed Securities Government National Mortgage Association 2048-05-20 5.000000 1565912.00 1607666.06 Agency Mortgage-Backed Securities Government National Mortgage Association 2069-01-20 4.275000 1497314.00 1755012.54 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-02-15 5.500000 1416078.00 1553450.12 Agency Mortgage-Backed Securities Government National Mortgage Association 2048-11-15 4.500000 3680613.00 3346989.71 Agency Mortgage-Backed Securities Government National Mortgage Association 2068-12-20 4.432000 1341348.00 1589097.25 Agency Mortgage-Backed Securities Government National Mortgage Association 2060-12-15 4.290000 1445443.00 1548387.21 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-01-20 4.500000 1190156.00 1245273.30 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-06-15 4.500000 1080222.00 1213024.90 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-08-15 4.000000 1142243.00 1243024.17 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-09-15 3.500000 1736057.00 1825859.98 Agency Mortgage-Backed Securities Government National Mortgage Association 2069-01-20 4.461000 1142306.00 1356777.93 Agency Mortgage-Backed Securities Government National Mortgage Association 2054-11-15 2.750000 2148446.00 2216131.25 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-08-20 4.000000 1351953.00 1399963.27 Agency Mortgage-Backed Securities Government National Mortgage Association 2054-10-15 2.820000 1000000.00 1035890.51 Agency Mortgage-Backed Securities Government National Mortgage Association 2061-07-15 3.390000 1176996.00 1259635.05 Agency Mortgage-Backed Securities Government National Mortgage Association 2069-05-20 4.293000 1489247.00 1732700.73 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-10-20 4.500000 1091672.00 1177655.11 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-10-20 5.000000 1097467.00 1184200.64 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-10-20 5.000000 1071163.00 1160768.95 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-08-20 4.500000 1000.00 1050.45 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-10-20 4.000000 2136379.00 2211838.34 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-10-20 4.500000 1551959.00 1672509.51 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-11-20 4.000000 1366180.00 1418876.12 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-12-20 3.500000 1324767.00 1374597.64 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-09-20 4.500000 1147310.00 1247634.33 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-10-20 3.500000 1721006.00 1792280.08 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-10-20 4.500000 1048695.00 1124827.87 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-10-20 4.500000 4154160.00 4494829.55 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-10-20 4.500000 1005349.00 1084637.19 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-11-20 4.000000 1557162.00 1626327.75 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-10-20 4.000000 1781473.00 1886086.31 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-11-20 4.500000 1591130.00 1726411.82 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-12-20 5.000000 1086462.00 1179299.83 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-12-20 4.500000 1976884.00 2137499.04 Agency Mortgage-Backed Securities Government National Mortgage Association 2046-03-15 4.500000 2288662.00 1534141.17 Agency Mortgage-Backed Securities Government National Mortgage Association 2046-02-15 4.500000 2976472.00 2572641.41 Agency Mortgage-Backed Securities Government National Mortgage Association 2046-02-15 4.500000 3039651.00 2488842.83 Agency Mortgage-Backed Securities Government National Mortgage Association 2046-03-15 4.500000 1381124.00 1443470.67 Agency Mortgage-Backed Securities Government National Mortgage Association 2046-03-15 4.500000 2903811.00 2654515.33 Agency Mortgage-Backed Securities Government National Mortgage Association 2046-03-15 4.500000 2892318.00 2271092.95 Agency Mortgage-Backed Securities Government National Mortgage Association 2046-04-15 4.500000 2921435.00 2354612.70 Agency Mortgage-Backed Securities Government National Mortgage Association 2046-04-15 4.000000 6081.00 2750.41 Agency Mortgage-Backed Securities Government National Mortgage Association 2047-04-15 4.000000 1003.00 867.30 Agency Mortgage-Backed Securities Government National Mortgage Association 2067-05-20 4.700000 1161431.00 1348561.75 Agency Mortgage-Backed Securities Government National Mortgage Association 2047-03-15 4.500000 1002.00 265.32 Agency Mortgage-Backed Securities Government National Mortgage Association 2040-09-20 4.500000 1141.00 56.66 Agency Mortgage-Backed Securities Government National Mortgage Association 2039-05-15 5.000000 3481.00 167.43 Agency Mortgage-Backed Securities Government National Mortgage Association 2040-04-20 4.625000 2421.00 210.95 Agency Mortgage-Backed Securities Government National Mortgage Association 2041-09-15 4.000000 1500000.00 599350.22 Agency Mortgage-Backed Securities Government National Mortgage Association 2042-09-20 3.000000 80043904.00 30498710.97 Agency Mortgage-Backed Securities Government National Mortgage Association 2037-04-20 6.000000 65196.00 1509.93 Agency Mortgage-Backed Securities Government National Mortgage Association 2050-01-20 2.180000 6449870.00 6404595.50 Agency Collateralized Mortgage Obligation Y 2020-02-07 2020-02-07 2020-04-07 Y BNP Paribas Securities Corp 1.0000 7 N n/a n/a N N 0.0159 1505000000.00 1505000000.00 0.0588 N N Y N Bank of Montreal Bank of Montreal 1.570000% NQQ6HPCNCCU6TUTQYE16 BIV4D6K65 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury 254900HROIFWPRGM1V77 2042-02-15 3.125000 5755100.00 7041924.38 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2042-05-15 3.000000 8854300.00 10558072.33 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2044-08-15 3.125000 16709100.00 20527884.98 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-12-31 1.750000 23116000.00 23194973.15 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2026-02-15 1.625000 4124300.00 4205196.64 U.S. Treasuries (including strips) UNITED STATES TREAS BDS 2046-11-15 2.875000 100.00 118.33 U.S. Treasuries (including strips) United States Treasury Notes 2024-07-31 2.125000 5401500.00 5584124.71 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2025-07-31 2.875000 44524800.00 48013985.95 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2049-02-15 3.000000 27230100.00 33533709.51 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-03-26 0.00 339000.00 338249.79 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-05-21 0.00 100.00 99.54 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-07-16 0.00 1100.00 1092.45 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-10-08 0.00 500.00 494.75 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-11-05 0.00 100.00 98.84 U.S. Treasuries (including strips) Y 2020-02-07 2020-02-07 2020-04-01 Y BANK OF MONTREAL 1.0000 7 N n/a n/a N N 0.0157 150000000.00 150000000.00 0.0059 N N Y N Bank of Montreal Bank of Montreal 1.560000% NQQ6HPCNCCU6TUTQYE16 BIV4D9CB7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREAS BDS 2040-08-15 3.875000 10156600.00 13778093.32 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-05-15 3.125000 88300.00 90729.10 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2043-02-15 3.125000 7460600.00 9128015.92 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2023-02-15 2.000000 12371600.00 12729829.36 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2043-05-15 2.875000 1125800.00 1316176.98 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2023-05-15 1.750000 8528300.00 8673195.16 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2044-08-15 3.125000 8767500.00 10771270.24 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2025-05-15 2.125000 1150000.00 1198987.92 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2045-08-15 2.875000 9815100.00 11608035.36 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2025-08-15 2.000000 38445000.00 40040651.37 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2023-03-31 1.500000 1165600.00 1177683.76 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2023-06-30 1.375000 39900.00 39994.20 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2024-02-29 2.125000 2186200.00 2272880.66 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2022-03-31 1.875000 1132700.00 1152079.62 U.S. Treasuries (including strips) United States Treasury Notes 2024-07-31 2.125000 100.00 103.38 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2028-01-15 0.500000 23657900.00 25879080.17 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2048-08-15 3.000000 499900.00 613781.81 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2023-08-31 2.750000 12408600.00 13157720.41 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-09-15 2.750000 2898000.00 2989251.71 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2025-10-31 3.000000 2531000.00 2772255.98 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2049-02-15 3.000000 4896800.00 6030380.67 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2022-01-15 2.500000 5809000.00 5939254.63 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-05-21 0.00 709400.00 706114.06 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2049-05-15 2.875000 10871200.00 13015247.75 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-07-16 0.00 3800500.00 3774409.57 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2029-05-15 2.375000 9114500.00 9830152.66 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2024-06-30 1.750000 2271900.00 2314003.72 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2049-08-15 2.250000 1501800.00 1596881.78 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2049-11-15 2.375000 1290000.00 1401772.10 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-12-03 0.00 2000.00 1975.50 U.S. Treasuries (including strips) Y 2020-02-07 2020-02-07 2020-04-09 Y BANK OF MONTREAL 1.0000 7 N n/a n/a N N 0.0156 200000000.00 200000000.00 0.0078 N N Y N Bank of Montreal Bank of Montreal 1.570000% NQQ6HPCNCCU6TUTQYE16 BIV4DNG71 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N U.S. Treasury 254900HROIFWPRGM1V77 2020-12-31 1.750000 116700.00 117098.69 U.S. Treasuries (including strips) Government National Mortgage Association 2048-06-20 4.000000 106358957.00 72787143.06 Agency Mortgage-Backed Securities U.S. Treasury 254900HROIFWPRGM1V77 2020-06-18 0.00 195600.00 194480.39 U.S. Treasuries (including strips) Government National Mortgage Association 2049-07-20 4.000000 96988696.00 98258849.50 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2050-01-01 3.000000 1417165.00 1446895.24 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2033-07-01 3.500000 661652.00 290845.11 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-07-01 4.000000 199962846.00 153774545.23 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-05-01 4.000000 122560.00 112918.81 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-11-01 4.000000 77158375.00 79443315.75 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-11-20 4.500000 11073341.00 11773908.57 Agency Mortgage-Backed Securities Y 2020-02-07 2020-02-07 2020-04-13 Y BANK OF MONTREAL 1.0000 7 N n/a n/a N N 0.0157 410000000.00 410000000.00 0.0160 N N Y N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 1.560000% 2IGI19DL77OX0HC3ZE78 BIV4DNGB2 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FREDDIE MAC 2042-12-01 3.000000 1249626.26 469589.21 Agency Mortgage-Backed Securities U.S. Treasury 254900HROIFWPRGM1V77 2044-08-15 3.125000 75608.54 92888.50 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2024-08-15 2.375000 308892.07 326111.86 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2045-08-15 2.875000 48107.93 56895.86 U.S. Treasuries (including strips) FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-10-01 4.000000 1702132.46 1042758.62 Agency Mortgage-Backed Securities U.S. Treasury 254900HROIFWPRGM1V77 2021-12-31 2.000000 19954.27 20215.70 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-04-01 4.000000 13910880.14 9009052.76 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2030-03-01 3.000000 4357587.71 2603941.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F 2047-07-01 3.500000 4682023.80 4049896.59 Agency Mortgage-Backed Securities U.S. Treasury 254900HROIFWPRGM1V77 2027-08-15 2.250000 217.68 232.15 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-06-01 4.000000 33439140.04 27163061.42 Agency Mortgage-Backed Securities U.S. Treasury 254900HROIFWPRGM1V77 2024-10-31 2.250000 145920.12 152737.92 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp 2048-01-01 4.000000 13556789.11 10561082.33 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2043-07-01 3.500000 7943165.10 4090688.09 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2037-07-01 3.500000 5631325.98 2703818.66 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-11-01 4.000000 23022123.12 20273710.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2042-05-01 4.000000 292517.96 132759.22 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2042-10-01 3.500000 63476862.45 25165190.38 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2047-02-01 4.000000 45553874.09 35505663.60 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-07-01 4.000000 12101607.04 10409254.50 Agency Mortgage-Backed Securities U.S. Treasury 254900HROIFWPRGM1V77 2023-06-30 2.625000 119653.05 125029.25 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2028-07-15 0.750000 114791.46 126656.28 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2028-08-15 2.875000 212313.41 238437.54 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2023-08-31 2.750000 2757.32 2923.78 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-12-01 3.500000 27620186.62 21251771.34 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2046-05-01 4.000000 6145914.63 3897453.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2047-10-01 3.500000 25180458.05 21341195.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2047-12-01 4.500000 3301306.71 2857504.74 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2042-05-01 4.000000 9248107.49 4209269.69 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-10-01 4.000000 119040.63 89030.66 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-06-01 4.000000 8167154.30 8179612.12 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2044-06-01 4.500000 7374850.85 6731121.28 Agency Mortgage-Backed Securities U.S. Treasury 254900HROIFWPRGM1V77 2025-12-31 2.625000 4934.15 5284.80 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp 2047-10-01 4.500000 88028.80 78229.31 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2047-10-01 4.000000 3490804.05 2759971.88 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-01-20 4.500000 11120.70 6855.08 Agency Mortgage-Backed Securities U.S. Treasury 254900HROIFWPRGM1V77 2026-01-31 2.625000 870.73 931.11 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-03-01 4.000000 17371522.77 13750752.01 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-03-20 4.500000 258536.93 181418.95 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2045-10-01 3.500000 2172401.60 1571640.87 Agency Mortgage-Backed Securities UST NOTES 02/28/26 2026-02-28 2.500000 5006.71 5374.07 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-05-01 3.000000 5735677.37 1638374.81 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-10-01 4.500000 8344512.20 7895918.42 Agency Mortgage-Backed Securities U.S. Treasury 254900HROIFWPRGM1V77 2026-03-31 2.250000 100932.32 106633.22 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-04-01 3.500000 5028234.71 695486.17 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp 2041-12-01 4.000000 21027065.63 7057686.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2042-12-01 3.500000 6694791.98 2732084.84 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-10-01 3.000000 445755.86 172374.09 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-06-01 3.500000 33397119.98 34817851.83 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-07-20 4.000000 2425.71 2457.48 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2031-01-01 3.000000 4773534.80 2277644.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2042-06-01 4.000000 186769.77 61481.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2047-05-01 4.000000 4607046.54 3925850.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2047-09-01 4.000000 4701225.61 4135691.42 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-04-01 4.000000 25390014.15 19694418.71 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-11-01 4.000000 7569282.34 6380596.17 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-01-01 4.500000 8808162.32 7440678.60 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-06-01 4.000000 16133434.43 15162960.81 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-04-01 3.500000 8006135.70 7787640.00 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2038-10-01 4.000000 7857211.55 6065750.04 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2049-04-01 4.500000 4552905.17 4030141.51 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2044-04-01 4.500000 794506.40 315768.36 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2049-06-01 3.500000 2423653.41 2441116.91 Agency Mortgage-Backed Securities Government National Mortgage Association 2047-09-15 3.500000 263688.76 218807.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2048-10-01 4.000000 551054.17 521513.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2049-09-01 4.000000 31803475.61 33206194.13 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2049-10-01 3.500000 3628048.78 3811361.01 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2044-10-01 4.500000 1985300.95 920791.15 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2045-03-01 3.185000 767288.05 436768.25 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-03-01 3.500000 1763285.40 1126370.50 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2032-02-01 3.500000 1023029.21 797745.23 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-03-01 4.000000 821533.91 661278.68 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-02-01 3.500000 1773791.51 1501520.36 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2048-08-01 4.000000 503961.37 454211.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2033-12-01 4.000000 6197.43 5583.71 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2044-06-01 4.000000 464540.45 213380.96 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2044-04-01 4.000000 39753.26 17106.18 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2046-12-01 3.500000 1969195.31 1714692.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2047-08-01 4.000000 423663.95 345835.21 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-02-01 3.500000 11098037.23 7915886.17 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-12-01 4.000000 15963414.63 14675644.97 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-11-01 3.500000 2810304.73 2955975.11 Agency Mortgage-Backed Securities Government National Mortgage Association 2058-08-15 3.400000 82329.13 88703.99 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2030-07-01 3.500000 726767.83 429163.01 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2040-07-01 4.025000 6076728.47 172373.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2046-09-01 3.500000 964153.24 612962.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2038-10-01 4.516000 10231097.56 485207.82 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2029-01-01 3.500000 2045779.07 707783.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2032-02-01 3.500000 1593293.90 962625.38 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2032-02-01 3.500000 746883.18 498713.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2032-02-01 3.500000 1216219.91 918497.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2034-05-01 4.000000 926161.76 848252.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2049-06-15 3.500000 9070121.95 1018763.95 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp 2046-12-15 3.000000 11993358.40 1350555.42 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp 2049-06-15 4.000000 5804878.05 942414.72 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp 2048-11-15 3.500000 7979069.73 1199350.67 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp 2049-05-15 3.500000 4716463.41 728200.04 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp 2049-04-01 4.000000 34604524.46 34921841.67 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2044-08-01 4.000000 16761585.37 7927285.51 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2047-01-01 3.500000 1094103.41 965101.90 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2047-07-01 4.000000 14196554.88 12137902.63 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2042-05-01 3.500000 4823853.66 2086531.09 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2043-12-01 4.500000 7590756.76 3431096.98 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2044-06-01 4.000000 1428271.38 677230.32 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2045-06-01 3.000000 1855033.68 1257236.84 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2045-07-01 4.000000 1365386.41 907614.53 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2046-03-01 4.500000 1562033.91 989657.38 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2048-12-01 4.500000 2724475.98 2167697.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2047-02-01 4.000000 437179.88 343168.05 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2047-04-01 3.000000 1520490.57 1154991.34 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2047-11-01 3.500000 4543462.09 4188359.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2048-05-01 4.500000 72752.54 53396.09 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2048-07-01 4.500000 2249390.24 1514270.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2048-07-01 4.500000 146792.30 137978.31 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2050-02-01 3.000000 9593733.56 9896873.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2050-01-01 3.500000 17699093.49 18775002.32 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2040-11-01 5.000000 4106724.10 846831.25 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2042-03-01 3.500000 3498890.24 1384011.95 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2042-05-01 4.000000 437404.82 205303.49 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-05-01 4.000000 216957.32 171009.34 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2043-10-01 5.000000 2954135.09 1718050.46 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2043-08-01 4.000000 2621596.12 1475226.82 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2044-02-01 4.000000 2029819.28 1003838.27 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2045-02-01 4.500000 745473.32 225418.47 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2045-03-01 4.000000 1757116.99 943792.11 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2045-11-01 3.500000 1918928.70 1696975.29 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2032-03-01 3.500000 782541.82 548104.93 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-12-01 3.500000 2407176.26 1727808.51 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-01-01 3.500000 2042341.13 1696104.83 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-01-01 3.500000 751732.43 396298.98 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-01-01 3.500000 1350782.79 827059.68 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2032-02-01 3.500000 1139061.47 883216.29 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-11-01 4.500000 1625365.85 1221571.42 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-08-01 3.500000 2975000.00 2859390.38 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-07-01 4.000000 949428.44 703373.06 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-08-01 3.500000 1819353.27 1562640.50 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-05-01 4.000000 275296.34 255161.22 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-04-01 5.000000 930276.70 1003045.89 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-05-01 3.500000 836239.85 525839.56 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-09-01 4.500000 958584.91 1023366.01 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-03-01 5.500000 1694446.80 1130582.18 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-12-01 3.500000 10256635.40 10656750.76 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-11-01 3.500000 756358.20 783371.64 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2039-10-01 5.000000 1279807.99 456439.15 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2039-09-01 4.000000 5840433.65 1827157.35 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-04-01 3.500000 13366897.04 1276674.66 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-04-01 4.000000 5500185.80 756658.08 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-07-01 3.500000 29064242.18 2902766.14 Agency Debentures and Agency Strips Government National Mortgage Association 2045-08-15 3.500000 217896.26 130070.85 Agency Mortgage-Backed Securities Y 2020-02-07 2020-02-07 2020-02-13 Y CANADIAN IMPERIAL BK OF COMMERCE 1.0000 7 N n/a n/a N N 0.0156 595000000.00 595000000.00 0.0233 N N Y N Bank of Montreal Bank of Montreal 1.560000% NQQ6HPCNCCU6TUTQYE16 BIV4DR483 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FREDDIE MAC 2040-11-01 5.000000 8192427.00 2455888.50 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2021-04-01 4.000000 4285714.29 83170.41 Agency Mortgage-Backed Securities Federal Home Loan Bank 2020-05-08 1.500000 214285.71 214955.50 Agency Debentures and Agency Strips FANNIE MAE B1V7KEBTPIMZEU4LTD58 2024-03-01 4.000000 2785714.29 70767.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F 2022-12-01 2.500000 2571428.57 292827.66 Agency Mortgage-Backed Securities Federal Home Loan Bank 2022-03-11 2.250000 428571.43 439600.07 Agency Debentures and Agency Strips FANNIE MAE B1V7KEBTPIMZEU4LTD58 2027-09-01 2.500000 4500000.00 1275289.95 Agency Mortgage-Backed Securities GNMA 2064-01-20 4.541000 857142.86 777802.70 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2020-08-01 4.000000 1413288.86 2169.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F 2024-05-01 5.500000 4114285.71 96384.57 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-03-01 2.597000 9642857.14 3220620.62 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2025-09-01 4.000000 4285714.29 230695.13 Agency Mortgage-Backed Securities FREDDIE MAC 2021-12-01 3.000000 3857142.86 136516.27 Agency Mortgage-Backed Securities FREDDIE MAC 2031-12-01 2.500000 2142857.14 1435472.27 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2042-09-01 3.500000 1532391.43 827623.02 Agency Mortgage-Backed Securities Ginnie Mae (HMBS) 2063-07-20 4.347000 1457142.86 740185.68 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-10-01 3.500000 4285714.29 3172129.73 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2033-08-01 3.000000 2142857.14 967485.71 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-12-01 4.000000 3660572.14 2261605.38 Agency Mortgage-Backed Securities FREDDIE MAC 2041-01-01 4.113000 2914285.71 120528.60 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2030-12-01 8.000000 23103.43 1967.22 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2029-04-01 3.000000 1581675.00 633737.15 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2039-08-01 4.110000 6538459.71 2763589.39 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2041-05-01 4.500000 767784.86 145044.30 Agency Mortgage-Backed Securities Government National Mortgage Association 2048-01-20 3.500000 621485.57 548832.34 Agency Mortgage-Backed Securities Government National Mortgage Association 2064-05-20 4.567000 1284132.43 1093383.13 Agency Mortgage-Backed Securities Government National Mortgage Association 2064-09-20 4.700000 1285714.29 1162137.81 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2027-11-01 3.000000 2035714.29 570085.41 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2040-09-01 4.500000 7227883.71 2352191.36 Agency Mortgage-Backed Securities Government National Mortgage Association 2067-11-20 4.510000 2571428.57 2978418.85 Agency Mortgage-Backed Securities Government National Mortgage Association 2048-09-20 3.500000 579821.14 428618.29 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-08-01 4.500000 1102714.29 1092787.84 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-12-01 6.500000 16928571.43 1186746.94 Agency Mortgage-Backed Securities Government National Mortgage Association 2063-10-20 4.642000 1948315.29 1678645.83 Agency Mortgage-Backed Securities Government National Mortgage Association 2048-11-20 3.500000 540578.14 425842.89 Agency Mortgage-Backed Securities Government National Mortgage Association 2034-03-15 8.000000 2195788.29 809139.07 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2049-01-01 4.000000 2651010.00 2585975.52 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2036-08-01 6.500000 9428571.43 1305877.60 Agency Mortgage-Backed Securities Government National Mortgage Association 2032-08-15 7.500000 3441537.00 1162797.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2035-04-01 6.500000 7417352.57 1128142.87 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2041-03-01 5.000000 2164285.71 443487.07 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2025-04-01 4.500000 6295974.00 616302.57 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2025-04-01 4.500000 4332779.14 561885.66 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2021-05-06 1.250000 128571.43 128682.09 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2043-09-01 4.000000 1631148.86 819170.04 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2029-12-01 7.000000 22285714.29 1578092.65 Agency Mortgage-Backed Securities Government National Mortgage Association 2065-01-20 4.635000 3857142.86 3822346.72 Agency Mortgage-Backed Securities Government National Mortgage Association 2048-12-20 4.500000 4828728.00 2883533.29 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-03-01 4.000000 64285.71 60197.11 Agency Mortgage-Backed Securities Government National Mortgage Association 2048-04-20 4.000000 34049.14 22326.26 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-12-01 6.000000 11480669.57 306106.91 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2031-06-01 3.000000 350717.57 220979.99 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2032-07-01 6.500000 1587447.86 144970.51 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2032-07-01 6.500000 1597847.57 132980.85 Agency Mortgage-Backed Securities Government National Mortgage Association 2046-05-15 4.000000 4454531.57 3191157.15 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2049-11-01 3.000000 220714.29 223099.02 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2048-04-01 3.500000 2569312.71 2397239.10 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-01-01 5.000000 8072446.29 7650190.65 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-06-01 4.000000 2944285.71 3050264.92 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-11-20 4.000000 2114660.57 2170873.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2050-01-01 3.000000 78773.57 80426.13 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2032-07-01 6.500000 1474889.14 91092.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2023-10-01 2.500000 2142857.14 379549.98 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2029-01-01 2.500000 857142.86 447599.18 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2034-04-01 4.000000 2142857.14 1822458.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2034-06-01 4.000000 300000.00 262158.43 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2038-01-01 3.000000 1285714.29 1069636.81 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2026-03-01 3.500000 4285714.29 555561.64 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2026-11-01 3.000000 21699.00 4144.59 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2026-12-01 3.000000 4285714.29 713372.33 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2033-11-01 4.130000 2938533.86 121594.28 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2031-10-01 3.000000 1264187.14 780937.70 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2032-06-01 4.000000 884178.43 761765.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2032-06-01 3.000000 905649.86 723955.93 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2032-10-01 3.500000 836452.29 719749.96 Agency Mortgage-Backed Securities Federal Home Loan Banks 2023-03-10 2.750000 942857.14 991741.88 Agency Debentures and Agency Strips Federal Home Loan Banks 2026-12-16 2.020000 535714.29 543066.37 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp 2048-02-01 4.000000 1480955.57 1345661.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2048-02-01 4.000000 348695.57 347101.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2048-11-01 4.000000 528330.43 534109.84 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2034-05-01 4.000000 697320.86 720221.72 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2045-04-01 2.500000 627250.71 539365.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2043-05-01 2.197000 2142857.14 604937.38 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2027-01-01 4.500000 2083200.86 2077618.05 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2041-06-01 4.500000 7051948.71 1811425.59 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2041-12-01 4.000000 1628946.00 740879.51 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2043-09-01 3.500000 1303223.14 898279.61 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2042-11-01 3.500000 565696.71 215508.62 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2043-11-01 4.500000 1759272.00 955732.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2030-01-01 3.000000 1800000.00 760471.60 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2044-01-01 4.000000 1401428.57 738092.66 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2049-02-01 4.000000 2421614.57 2221896.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2046-11-01 3.500000 3348072.43 2587958.80 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2047-01-01 3.500000 2157152.14 1743571.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2047-02-01 3.500000 473749.29 420595.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2047-04-01 4.000000 2762936.57 2683002.42 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2047-04-01 4.000000 3318268.71 2651057.98 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2048-03-01 3.500000 248571.43 231037.48 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2048-08-01 5.000000 787686.86 774629.13 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2048-08-01 4.000000 3450813.00 3114053.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2049-06-01 5.000000 430081.71 415381.52 Agency Mortgage-Backed Securities Federal Home Loan Banks 2021-09-10 2.375000 428571.43 438682.33 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp 2050-02-01 3.000000 857796.86 879736.44 Agency Mortgage-Backed Securities Federal Farm Credit Bank 2021-10-05 1.530000 428571.43 431475.21 Agency Debentures and Agency Strips Federal Farm Credit Bank 2020-04-07 1.400000 171428.57 172124.65 Agency Debentures and Agency Strips Federal Farm Credit Bank 2023-02-23 1.730000 94285.71 94915.71 Agency Debentures and Agency Strips Federal Farm Credit Bank 2032-03-22 3.400000 814285.71 943348.28 Agency Debentures and Agency Strips Federal Farm Credit Bank 2029-03-14 3.000000 2142857.14 2387870.00 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp 2034-06-01 4.500000 1038531.00 1028760.11 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2049-11-01 4.500000 1686114.43 1776382.96 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2049-12-01 3.000000 5967390.86 6043603.58 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2043-10-01 4.390000 7756978.29 3938833.52 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2035-10-01 6.000000 26743445.14 823845.58 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2034-06-01 5.500000 3456450.43 122766.05 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2021-10-01 3.270000 728571.43 627906.81 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-01-01 4.500000 2474368.29 386310.05 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2041-03-01 5.000000 1671428.57 365178.48 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2044-05-01 4.326000 21428571.43 2423004.71 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2044-09-01 6.000000 2704959.43 1006746.89 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2036-12-01 6.500000 5700000.00 2003459.51 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2040-04-01 4.468000 1227857.14 512491.06 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2043-01-01 3.500000 5170714.29 3040071.34 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-07-01 2.470000 792857.14 736454.31 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2020-07-01 2.090000 728571.43 627789.79 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2025-07-01 3.750000 428571.43 437657.08 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-09-01 2.840000 3857142.86 3643834.00 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2027-10-01 3.000000 1285714.29 1317579.66 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2042-06-01 3.500000 1597788.86 728957.16 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2027-09-01 3.000000 696125.57 161875.17 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-03-01 3.000000 2396674.71 621653.94 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-09-01 2.500000 3000000.00 584442.14 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2043-10-01 4.000000 784333.29 486829.98 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-07-01 3.500000 668535.43 590061.87 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-10-01 3.000000 1160711.14 745117.62 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2043-11-01 4.000000 778136.14 349158.03 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2044-10-01 4.000000 741452.14 508484.10 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2044-11-01 3.500000 530592.86 128125.19 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2030-02-01 3.000000 522330.43 210560.29 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2044-12-01 3.500000 497190.43 473165.28 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2035-11-01 6.000000 4545281.14 158540.50 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-04-01 3.500000 491361.86 300819.09 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-05-01 4.500000 507015.43 213035.40 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-04-01 2.500000 1306245.43 764339.86 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-09-01 3.000000 901985.57 637873.10 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-07-01 4.000000 4426.71 3404.21 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-03-01 3.500000 2552601.43 2020893.26 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-12-01 3.500000 1012780.71 1017612.60 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-01-01 3.500000 2589577.71 2326223.18 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-02-01 3.500000 2007613.29 1857134.67 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-06-01 4.000000 1598422.71 1638064.81 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-09-01 3.840000 20149.71 22364.11 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-03-01 5.000000 466043.57 507988.16 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-03-01 4.500000 2730389.57 2695243.78 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-03-01 4.500000 2627812.29 2419871.50 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-03-01 5.000000 456539.57 503374.00 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-02-01 5.000000 878122.29 964871.29 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-07-01 3.500000 423699.86 448173.33 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-06-01 5.500000 768759.43 856668.21 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-05-01 5.500000 703588.71 785206.14 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-07-01 3.500000 2581455.43 2244842.78 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-11-01 2.500000 664910.14 667840.64 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-11-01 3.500000 465331.29 469634.48 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-12-01 3.500000 1087332.00 999407.10 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-02-01 3.500000 859127.57 725165.35 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-02-01 4.000000 432719.57 405385.63 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-03-01 4.000000 450843.00 386290.47 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-04-01 4.000000 507358.71 255268.15 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-07-01 4.000000 506535.86 520144.36 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-05-01 4.000000 432.00 398.02 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-01-01 4.000000 472668.00 497604.35 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-03-01 4.000000 732111.86 486708.48 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2045-11-01 4.000000 3514285.71 3243379.06 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2027-11-01 2.500000 857142.86 625164.52 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2036-10-01 6.000000 13269212.14 415227.25 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2036-07-01 5.500000 7928571.43 425332.95 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2041-02-01 4.500000 1028571.43 399462.22 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-02-01 2.500000 2400000.00 464689.44 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-05-01 2.500000 4757142.86 636372.75 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2034-02-01 3.500000 2142857.14 1473281.92 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2027-02-01 2.500000 1714285.71 946206.69 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-01-01 4.000000 2243900.57 2321055.35 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2030-12-01 6.500000 19285714.29 2048908.68 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2037-04-01 5.500000 5575714.29 517446.16 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-02-01 4.500000 800.57 122.52 Agency Mortgage-Backed Securities Government National Mortgage Association 2063-08-20 4.636000 1409465.57 693329.37 Agency Mortgage-Backed Securities Government National Mortgage Association 2065-04-20 4.598000 2200839.00 2232048.18 Agency Mortgage-Backed Securities Government National Mortgage Association 2063-08-20 4.664000 621428.57 381813.80 Agency Mortgage-Backed Securities Government National Mortgage Association 2063-08-20 4.580000 1330062.43 898932.26 Agency Mortgage-Backed Securities Government National Mortgage Association 2063-08-20 4.657000 2116344.86 1555439.42 Agency Mortgage-Backed Securities Government National Mortgage Association 2027-11-20 2.500000 2571428.57 726908.76 Agency Mortgage-Backed Securities Government National Mortgage Association 2044-04-20 3.875000 8571428.57 756152.76 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-11-20 4.500000 418745.57 445237.99 Agency Mortgage-Backed Securities Government National Mortgage Association 2050-01-20 3.500000 91545.00 95219.29 Agency Mortgage-Backed Securities Government National Mortgage Association 2065-07-20 4.529000 1832848.29 1632862.23 Agency Mortgage-Backed Securities Government National Mortgage Association 2065-11-20 4.504000 428571.43 406296.68 Agency Mortgage-Backed Securities Government National Mortgage Association 2047-10-15 4.500000 812421.86 417652.14 Agency Mortgage-Backed Securities Government National Mortgage Association 2067-10-20 4.642000 2647332.86 2875688.82 Agency Mortgage-Backed Securities Government National Mortgage Association 2047-11-15 4.500000 78281.57 53848.26 Agency Mortgage-Backed Securities Government National Mortgage Association 2047-10-15 4.500000 1572132.43 743473.23 Agency Mortgage-Backed Securities Government National Mortgage Association 2067-10-20 4.633000 3615486.43 3989816.34 Agency Mortgage-Backed Securities Government National Mortgage Association 2067-11-20 4.581000 2178635.57 2281837.99 Agency Mortgage-Backed Securities Government National Mortgage Association 2067-12-20 4.829000 1375263.86 1434191.35 Agency Mortgage-Backed Securities Government National Mortgage Association 2067-12-20 4.604000 3204909.86 3819323.53 Agency Mortgage-Backed Securities Government National Mortgage Association 2068-05-20 4.803000 1012785.43 1026168.27 Agency Mortgage-Backed Securities Government National Mortgage Association 2068-12-20 4.325000 608571.43 718078.48 Agency Mortgage-Backed Securities Government National Mortgage Association 2069-05-20 4.467000 2224869.00 2344594.07 Agency Mortgage-Backed Securities Government National Mortgage Association 2069-01-20 4.334000 428142.86 506380.89 Agency Mortgage-Backed Securities Government National Mortgage Association 2069-01-20 4.347000 1440152.57 1492587.64 Agency Mortgage-Backed Securities Government National Mortgage Association 2069-01-20 4.837000 912480.86 1040535.77 Agency Mortgage-Backed Securities Government National Mortgage Association 2069-02-20 4.261000 468738.00 491711.88 Agency Mortgage-Backed Securities Government National Mortgage Association 2069-05-20 4.544000 440840.57 482359.95 Agency Mortgage-Backed Securities Government National Mortgage Association 2069-05-20 4.459000 3541793.57 3496258.18 Agency Mortgage-Backed Securities Government National Mortgage Association 2069-05-20 3.823000 3020565.00 3158656.97 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-09-20 3.500000 2794908.43 2910059.16 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-10-20 3.500000 9311868.43 9686150.85 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-11-20 3.500000 569912.14 590883.21 Agency Mortgage-Backed Securities Government National Mortgage Association 2064-09-20 4.695000 1200000.00 967860.02 Agency Mortgage-Backed Securities Government National Mortgage Association 2064-01-20 4.695000 1654678.29 1564141.24 Agency Mortgage-Backed Securities Government National Mortgage Association 2065-03-20 4.646000 1160545.29 1039675.14 Agency Mortgage-Backed Securities Government National Mortgage Association 2065-03-20 4.643000 2266472.14 2360090.85 Agency Mortgage-Backed Securities Government National Mortgage Association 2065-07-20 4.628000 511150.71 497998.89 Agency Mortgage-Backed Securities Government National Mortgage Association 2065-09-20 4.643000 428571.43 397586.57 Agency Mortgage-Backed Securities Government National Mortgage Association 2066-07-20 4.635000 2525879.57 2815893.22 Agency Mortgage-Backed Securities Government National Mortgage Association 2064-11-20 4.682000 2871428.57 2857338.84 Agency Mortgage-Backed Securities Government National Mortgage Association 2065-01-20 4.548000 1249285.71 1229620.80 Agency Mortgage-Backed Securities Government National Mortgage Association 2064-10-20 4.569000 1593453.43 1011082.45 Agency Mortgage-Backed Securities Government National Mortgage Association 2064-10-20 4.571000 1592118.00 1366943.99 Agency Mortgage-Backed Securities Government National Mortgage Association 2064-11-20 4.600000 1637420.14 1381456.40 Agency Mortgage-Backed Securities Government National Mortgage Association 2064-11-20 4.560000 2063911.29 2016014.54 Agency Mortgage-Backed Securities Government National Mortgage Association 2065-01-20 4.553000 2167406.57 2254181.02 Agency Mortgage-Backed Securities Government National Mortgage Association 2066-10-20 4.499000 626331.00 498137.41 Agency Mortgage-Backed Securities Government National Mortgage Association 2065-09-20 4.655000 407142.86 444253.56 Agency Mortgage-Backed Securities Government National Mortgage Association 2065-10-20 4.158000 519974.14 349297.38 Agency Mortgage-Backed Securities Government National Mortgage Association 2065-11-20 3.798000 1706338.29 1052536.23 Agency Mortgage-Backed Securities Government National Mortgage Association 2066-05-20 4.606000 571369.29 573665.46 Agency Mortgage-Backed Securities Government National Mortgage Association 2066-03-20 4.534000 2125572.00 2231724.40 Agency Mortgage-Backed Securities Government National Mortgage Association 2066-12-20 4.515000 2751403.29 3041820.57 Agency Mortgage-Backed Securities Government National Mortgage Association 2066-11-20 4.450000 1680792.86 1974974.04 Agency Mortgage-Backed Securities Government National Mortgage Association 2066-02-20 3.751000 1580498.57 1212965.60 Agency Mortgage-Backed Securities Government National Mortgage Association 2066-10-20 4.406000 857142.86 887091.59 Agency Mortgage-Backed Securities Government National Mortgage Association 2046-06-20 3.500000 714528.86 505456.39 Agency Mortgage-Backed Securities Government National Mortgage Association 2066-09-20 4.494000 1754136.86 1797346.28 Agency Mortgage-Backed Securities Government National Mortgage Association 2047-02-15 4.000000 2567985.43 2008630.16 Agency Mortgage-Backed Securities Government National Mortgage Association 2047-03-15 4.000000 1323423.00 1210199.73 Agency Mortgage-Backed Securities Government National Mortgage Association 2047-03-15 4.000000 1042758.43 869631.38 Agency Mortgage-Backed Securities Government National Mortgage Association 2066-12-20 4.544000 2143508.14 2343396.02 Agency Mortgage-Backed Securities Government National Mortgage Association 2067-05-20 4.198000 585027.86 563962.65 Agency Mortgage-Backed Securities Government National Mortgage Association 2067-04-20 4.636000 1372731.00 1597661.04 Agency Mortgage-Backed Securities Government National Mortgage Association 2067-04-20 4.633000 1306864.29 1560155.67 Agency Mortgage-Backed Securities Government National Mortgage Association 2067-05-20 4.667000 1606924.29 1789611.39 Agency Mortgage-Backed Securities Government National Mortgage Association 2067-06-20 4.653000 2197437.00 2324880.33 Agency Mortgage-Backed Securities Government National Mortgage Association 2047-03-15 4.000000 3130356.86 1956100.43 Agency Mortgage-Backed Securities Government National Mortgage Association 2064-10-20 4.600000 1610460.86 1621191.56 Agency Mortgage-Backed Securities Government National Mortgage Association 2034-08-20 6.000000 15805918.71 562923.36 Agency Mortgage-Backed Securities Government National Mortgage Association 2025-12-20 3.500000 1457142.86 175057.47 Agency Mortgage-Backed Securities Government National Mortgage Association 2039-12-20 4.125000 6625653.00 737736.69 Agency Mortgage-Backed Securities Government National Mortgage Association 2048-07-20 4.000000 1365857.14 559995.69 Agency Mortgage-Backed Securities Government National Mortgage Association 2024-08-15 6.500000 17142857.14 787949.08 Agency Mortgage-Backed Securities Y 2020-02-07 2020-02-07 2020-02-12 Y BANK OF MONTREAL 1.0000 7 N n/a n/a N N 0.0156 300000000.00 300000000.00 0.0117 N N Y N BMO Capital Markets Corp. BMO Capital Markets Corp. 1.580000% RUC0QBLBRPRCU4W1NE59 BIV4DVFE9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREAS BDS 2028-11-15 5.250000 32.00 42.18 U.S. Treasuries (including strips) UNITED STATES TREAS BDS 2037-02-15 4.750000 685120.00 1001203.44 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-08-15 2.625000 1536.00 1562.86 U.S. Treasuries (including strips) UNITED STATES TREAS BDS 2020-08-15 8.750000 319488.00 344207.88 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-11-15 2.625000 163264.00 165542.00 U.S. Treasuries (including strips) UNITED STATES TREAS BDS 2028-08-15 5.500000 128.00 172.10 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-02-15 3.625000 96.00 99.66 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-08-15 2.125000 160.00 163.16 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-11-15 2.000000 64.00 64.92 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2022-08-15 1.625000 32.00 32.44 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2022-11-15 1.625000 9568.00 9667.37 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-02-29 1.250000 1472.00 1479.11 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-03-31 1.125000 3870272.00 3881548.96 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-04-30 1.125000 128.00 128.20 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2023-05-15 1.750000 1536.00 1560.53 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-05-31 1.375000 19168.00 19195.40 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-09-30 2.000000 16096.00 16247.65 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-11-30 2.000000 106876096.00 107617172.51 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-12-31 2.375000 576.00 581.44 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-08-31 2.125000 1504.00 1521.96 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-01-31 2.125000 892736.00 897889.76 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-03-31 2.250000 160.00 162.58 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-04-30 2.250000 2144.00 2175.96 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2024-05-15 2.500000 1540640.00 1620458.19 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-07-31 2.250000 31904.00 32272.81 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2024-08-15 2.375000 64.00 67.49 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-08-31 2.000000 31872.00 32413.21 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-10-31 2.000000 160.00 162.36 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-12-31 2.125000 96.00 97.44 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2022-01-31 1.500000 32.00 32.06 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2025-02-15 2.000000 64.00 66.49 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2022-02-28 1.750000 128.00 129.87 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-02-29 1.375000 32.00 32.17 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-03-31 1.375000 160.00 160.66 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-04-30 1.375000 32.00 32.09 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-06-30 1.625000 1568.00 1570.36 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-07-31 1.625000 288.00 288.05 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-08-31 1.375000 95904.00 96334.56 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-10-31 1.375000 17472.00 17506.13 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2022-11-30 2.000000 1504.00 1535.36 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-11-30 1.625000 1568.00 1573.30 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2022-12-31 2.125000 160.00 163.75 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2023-01-31 1.750000 256.00 258.88 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2026-02-15 1.625000 64.00 65.17 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-02-28 1.125000 64.00 64.03 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-01-31 1.375000 160.00 159.76 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-04-30 1.375000 1568.00 1571.13 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2023-05-31 1.625000 1472.00 1488.53 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-05-31 1.375000 288.00 288.24 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2023-06-30 1.375000 96.00 96.13 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2026-08-15 1.500000 160.00 161.52 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2023-08-31 1.375000 160.00 160.98 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-09-30 1.125000 10574400.00 10558651.94 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-02-15 1.375000 1536.00 1545.18 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2022-02-28 1.875000 128.00 130.24 U.S. Treasuries (including strips) United States Treasury Notes 2027-05-15 2.375000 128.00 136.58 U.S. Treasuries (including strips) United States Treasury Notes 2024-05-31 2.000000 1856.00 1910.71 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2024-06-30 2.000000 32.00 32.90 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2022-08-31 1.625000 64.00 64.84 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2024-08-31 1.875000 40576.00 41780.34 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2027-08-15 2.250000 160.00 170.38 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2022-09-30 1.875000 64.00 65.25 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-12-15 1.875000 3136.00 3152.61 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2028-02-15 2.750000 64.00 70.85 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-04-30 1.568940 64.00 64.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2023-02-28 2.625000 64.00 67.12 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-03-31 2.250000 64.00 64.55 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2023-03-31 2.500000 1568.00 1636.17 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2025-03-31 2.625000 2616352.00 2799265.67 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2023-05-31 2.750000 96.00 100.75 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-07-31 1.578940 27904.00 27901.63 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2028-05-15 2.875000 96.00 106.76 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-07-31 2.625000 512.00 514.62 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-06-15 2.625000 32.00 32.60 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-08-15 2.750000 1472.00 1519.40 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2025-07-31 2.875000 1568.00 1689.10 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-10-31 1.580940 149088.00 149052.22 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-09-15 2.750000 63968.00 65961.62 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2023-09-30 2.875000 128.00 136.08 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-10-31 2.875000 25536.00 25964.92 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2025-10-31 3.000000 710176.00 777096.89 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-05-31 2.500000 301760.00 303873.82 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-08-31 2.625000 247680.00 251854.31 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2026-01-31 2.625000 192.00 205.09 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2049-02-15 3.000000 959968.00 1178348.41 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2024-02-29 2.375000 256.00 268.66 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-02-27 0.00 298752.00 298413.51 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-04-30 1.674940 523456.00 523645.49 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-11-15 2.875000 224000.00 231040.71 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2024-04-30 2.250000 96.00 99.98 U.S. Treasuries (including strips) U.S. T Notes 2026-04-30 2.375000 96.00 101.91 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2049-05-15 2.875000 4800.00 5726.94 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2026-05-31 2.125000 64.00 66.85 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2022-06-15 1.750000 3200000.00 3235060.06 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-07-31 1.755940 64.00 64.08 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-06-30 1.625000 96.00 96.33 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2022-07-15 1.750000 1440.00 1453.94 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-02-06 0.00 839904.00 839697.38 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2024-06-30 1.750000 1737600.00 1767609.02 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2024-07-31 1.750000 96.00 97.55 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-03-05 0.00 160.00 159.77 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-09-10 0.00 31968.00 31671.34 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-03-19 0.00 228960.00 228488.80 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2022-09-15 1.500000 54400.00 54892.15 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2026-09-30 1.625000 11200.00 11375.74 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-10-31 1.835940 1539776.00 1544142.80 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2022-08-15 1.500000 320064.00 323268.99 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2024-10-31 1.500000 684800.00 691059.90 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-10-31 1.500000 640000.00 643200.77 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-11-05 0.00 544.00 537.75 U.S. Treasuries (including strips) UNITED STATES TREAS N 1.625 15AUG29 2029-08-15 1.625000 1047584.00 1062158.65 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-02-18 0.00 31968.00 31943.45 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2026-11-30 1.625000 2496000.00 2528230.18 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2024-11-30 1.500000 128000.00 129075.33 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2022-12-15 1.625000 31968.00 32269.35 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2022-01-31 1.689940 1390080.00 1390050.81 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-12-31 0.00 15040.00 14836.84 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2025-01-31 1.375000 2910880.00 2910530.69 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2022-01-31 1.375000 12707808.00 12703868.58 U.S. Treasuries (including strips) Y 2020-02-07 2020-02-07 2020-04-17 Y BMO CAPITAL MARKETS CORP 1.0000 7 N n/a n/a N N 0.0158 160000000.00 160000000.00 0.0063 N N Y N Bank of Montreal Bank of Montreal 1.580000% NQQ6HPCNCCU6TUTQYE16 BIV4DVFQ2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREAS BDS 2036-02-15 4.500000 1147500.00 1618175.54 U.S. Treasuries (including strips) UNITED STATES TREAS BDS 2040-08-15 3.875000 50000000.00 67828275.82 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-11-15 2.625000 40105150.00 40659679.28 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2022-02-15 2.000000 17513450.00 17895449.56 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2042-11-15 2.750000 13004500.00 14894226.91 U.S. Treasuries (including strips) UNITED STATES TREAS BDS 2043-02-15 0.625000 40750.00 49221.76 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2023-02-15 2.000000 66900.00 68837.14 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2023-08-15 2.500000 200.00 210.31 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2043-11-15 3.750000 10027750.00 13431927.38 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2044-05-15 3.375000 18655700.00 23677747.71 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2024-07-15 0.125000 25000.00 27523.37 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2044-08-15 3.125000 50.00 61.42 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2025-01-15 0.250000 20432500.00 22653053.29 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2025-07-15 0.375000 350.00 392.40 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2026-02-15 1.625000 24686450.00 25170665.73 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2023-06-30 1.375000 200.00 200.47 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2026-07-15 0.125000 4350.00 4767.62 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-11-30 1.750000 50.00 50.46 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2027-02-15 2.250000 26596300.00 28290720.50 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2047-05-15 3.000000 16809150.00 20385198.40 U.S. Treasuries (including strips) United States Treasury Notes 2024-07-31 2.125000 50.00 51.69 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2047-11-15 2.750000 188400.00 218717.01 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2048-08-15 3.000000 913500.00 1121603.68 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2025-07-31 2.875000 20739650.00 22364912.67 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2025-10-31 3.000000 24999400.00 27382353.24 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2028-11-15 3.125000 50.00 56.96 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-02-27 0.00 100.00 99.90 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2022-03-15 2.375000 50.00 51.50 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-04-30 1.674940 52255550.00 52274466.51 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-12-31 2.500000 2019950.00 2041806.10 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-05-21 0.00 100.00 99.54 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-07-16 0.00 200.00 198.62 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2049-08-15 2.250000 412600.00 438722.48 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-10-08 0.00 500.00 494.76 U.S. Treasuries (including strips) Y 2020-02-07 2020-02-07 2020-04-16 Y BANK OF MONTREAL 1.0000 7 N n/a n/a N N 0.0158 375000000.00 375000000.00 0.0147 N N Y N Metropolitan Life Insurance Co. Metropolitan Life Insurance Co. 1.560000% 549300H7EXFMRS487544 BIV4EVSW4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREAS BD STRIPPED PRIN PMT 2045-11-15 0.00 28052631.64 28052631.64 U.S. Treasuries (including strips) UNITED STATES TREAS BD STRIPPED PRIN PMT 2045-11-15 0.00 161123963.00 161123963.00 U.S. Treasuries (including strips) UNITED STATES TREAS BD STRIPPED PRIN PMT 2045-11-15 0.00 1210600.00 1210600.00 U.S. Treasuries (including strips) Y 2020-02-04 2020-02-04 2020-02-04 N N N 0.0156 185000156.30 185000156.30 0.0072 N N Y N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp. 1.590000% 549300DPS5RIH7XBJV62 BIV4F1314 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury 254900HROIFWPRGM1V77 2024-04-30 2.000000 442009900.00 444183524.20 U.S. Treasuries (including strips) Y 2020-02-06 2020-02-06 2020-02-06 N N N 0.0159 434300000.00 434300000.00 0.0170 N N Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 1.570000% MBNUM2BPBDO7JBLYG310 BIV4F3C77 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury 254900HROIFWPRGM1V77 2020-02-15 0.00 38834.62 38806.93 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2023-08-15 0.00 39188.46 37340.26 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2025-02-15 0.00 37153.85 34668.40 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2029-08-15 0.00 4423.08 3824.81 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2037-05-15 0.00 88.46 65.30 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2038-02-15 0.00 1181315.38 854948.66 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2038-05-15 0.00 426738.46 306850.56 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2039-02-15 0.00 1675726.92 1178691.24 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2039-05-15 0.00 693361.54 484512.72 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2039-08-15 0.00 688673.08 478136.08 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2031-11-15 0.00 0.03 0.02 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2026-05-15 0.00 1.69 1.53 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2029-05-15 0.00 0.50 0.42 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2038-02-15 0.00 2907740.97 2023595.80 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2030-11-15 0.00 0.60 0.50 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2032-05-15 0.00 0.60 0.48 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2033-05-15 0.00 0.50 0.39 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-11-15 0.00 1.06 1.03 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2022-11-15 0.00 0.71 0.68 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2023-05-15 0.00 0.64 0.61 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2023-11-15 0.00 0.63 0.59 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2024-05-15 0.00 0.12 0.12 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2024-11-15 0.00 0.29 0.27 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2026-11-15 0.00 0.49 0.44 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2027-11-15 0.00 0.57 0.51 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2028-11-15 0.00 0.22 0.19 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2035-05-15 0.00 0.82 0.61 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2035-11-15 0.00 0.01 0.01 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2036-05-15 0.00 0.60 0.44 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2037-11-15 0.00 56471.69 39485.06 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2038-05-15 0.00 201248.75 139434.19 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2038-08-15 0.00 22285865.19 15333098.68 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2039-02-15 0.00 735583.35 499781.07 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2038-11-15 0.00 26115417.89 17849287.48 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2039-05-15 0.00 8038658.63 5427847.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2039-08-15 0.00 3237819.17 2175225.20 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2039-11-15 0.00 82924023.08 55223999.48 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2040-02-15 0.00 1602471.92 1061201.78 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2040-05-15 0.00 50082837.55 32973438.42 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2040-08-15 0.00 782849.73 511373.88 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2040-11-15 0.00 24391978.45 15797245.32 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2036-08-15 0.00 0.78 0.56 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-02-15 0.00 0.88 0.88 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2022-08-15 0.00 0.88 0.84 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2023-08-15 0.00 0.62 0.59 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2025-05-15 0.00 1.69 1.56 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2027-05-15 0.00 0.31 0.28 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2028-08-15 0.00 0.18 0.15 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2029-11-15 0.00 0.20 0.17 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2037-05-15 0.00 0.30 0.21 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2037-08-15 0.00 1106.80 779.07 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2031-08-15 0.00 0.41 0.33 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2032-02-15 0.00 0.09 0.07 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2032-08-15 0.00 0.42 0.34 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2035-02-15 0.00 0.86 0.64 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-05-15 0.00 1.32 1.31 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-11-15 0.00 0.87 0.86 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-05-15 0.00 0.88 0.87 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2024-08-15 0.00 0.50 0.46 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2025-11-15 0.00 1.50 1.38 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2026-02-15 0.00 1.62 1.48 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2026-08-15 0.00 52.80 47.73 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2027-02-15 0.00 0.02 0.02 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2028-02-15 0.00 0.02 0.02 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2029-02-15 0.00 0.29 0.25 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2030-05-15 0.00 1.72 1.44 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2030-02-15 0.00 1.76 1.48 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2030-08-15 0.00 0.32 0.27 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2041-02-15 0.00 42508425.34 27435830.39 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2027-08-15 0.00 0.73 0.65 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2023-02-15 0.00 0.52 0.50 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2041-05-15 0.00 11933016.93 7631212.06 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2040-05-15 0.00 123669.23 83808.66 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2039-11-15 0.00 2397219.23 1652141.92 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2040-02-15 0.00 6844446.15 4688924.73 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2041-08-15 0.00 2868096.46 1821181.02 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2041-11-15 0.00 31428832.58 19794255.91 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2042-02-15 0.00 11486224.68 7193386.04 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2042-05-15 0.00 292453.85 186059.14 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2042-05-15 0.00 3840910.65 2385862.31 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2041-02-15 0.00 448765.38 297854.56 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2041-08-15 0.00 713796.15 464781.23 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2042-08-15 0.00 11934346.15 7357715.35 U.S. Treasuries (including strips) UNITED STATES TREAS BD STRIPPED PRIN PMT 2042-08-15 0.00 1065873.08 672768.43 U.S. Treasuries (including strips) UNITED STATES TREAS BD STRIPPED PRIN PMT 2041-05-15 0.00 5393057.69 3543826.75 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2042-11-15 0.00 22401931.85 13744593.28 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2043-02-15 0.00 1855037.90 1131600.94 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2043-05-15 0.00 9455652.96 5720272.90 U.S. Treasuries (including strips) UNITED STATES TREAS BD STRIPPED PRIN PMT 2041-11-15 0.00 4194403.85 2709584.88 U.S. Treasuries (including strips) UNITED STATES TREAS BD STRIPPED PRIN PMT 2042-02-15 0.00 3996957.69 2563932.45 U.S. Treasuries (including strips) UNITED STATES TREAS BD STRIPPED PRIN PMT 2042-11-15 0.00 12028823.08 7540243.69 U.S. Treasuries (including strips) UNITED STATES TREAS BD STRIPPED PRIN PMT 2043-08-15 0.00 595434.62 365661.76 U.S. Treasuries (including strips) UNITED STATES TREAS BD STRIPPED PRIN PMT 2043-11-15 0.00 455400.00 278025.80 U.S. Treasuries (including strips) UNITED STATES TREAS BD STRIPPED PRIN PMT 2040-11-15 0.00 7842911.54 5228939.71 U.S. Treasuries (including strips) UNITED STATES TREAS BD STRIPPED PRIN PMT 2043-05-15 0.00 700880.77 433175.15 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT 2043-08-15 0.00 13996743.47 8411734.90 U.S. Treasuries (including strips) UNITED STATES TREAS BD STRIPPED PRIN PMT 2043-02-15 0.00 6338357.69 3941254.20 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT 2043-11-15 0.00 4024840.95 2403973.10 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT 2044-05-15 0.00 16014201.95 9452462.77 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT 2044-11-15 0.00 9250422.90 5383487.12 U.S. Treasuries (including strips) UNITED STATES TREAS BD STRIPPED PRIN PMT 2045-02-15 0.00 873380.77 517283.34 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT 2045-05-15 0.00 25586705.30 14756927.59 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT 2044-02-15 0.00 6752266.25 4004323.46 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT 2044-08-15 0.00 1425106.54 834365.68 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT 2045-02-15 0.00 1849709.54 1073675.00 U.S. Treasuries (including strips) UNITED STATES TREAS BD STRIPPED PRIN PMT 2045-05-15 0.00 953792.31 561775.09 U.S. Treasuries (including strips) UNITED STATES TREAS BD STRIPPED PRIN PMT 2044-08-15 0.00 1800015.38 1077741.21 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2046-02-15 2.500000 621884.62 686072.42 U.S. Treasuries (including strips) UNITED STATES TREAS BD STRIPPED PRIN PMT 2045-08-15 0.00 3122338.46 1829543.59 U.S. Treasuries (including strips) UNITED STATES TREAS BD STRIPPED PRIN PMT 2045-11-15 0.00 260696.15 152173.04 U.S. Treasuries (including strips) UNITED STATES TREAS BD STRIPPED PRIN PMT 2044-11-15 0.00 1116826.92 664904.03 U.S. Treasuries (including strips) UNITED STATES TREAS BD STRIPPED PRIN PMT 2046-02-15 0.00 2010465.38 1167426.99 U.S. Treasuries (including strips) UNITED STATES TREAS BD STRIPPED PRIN PMT 2046-05-15 0.00 316780.77 183000.45 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT 2045-08-15 0.00 4886319.92 2797804.18 U.S. Treasuries (including strips) UNITED STATES TREAS BD STRIPPED PRIN PMT 2046-08-15 0.00 195057.69 112112.53 U.S. Treasuries (including strips) UNITED STATES TREAS BD STRIPPED PRIN PMT 2046-11-15 0.00 6931846.15 3975517.75 U.S. Treasuries (including strips) UNITED STATES TREAS BD STRIPPED PRIN PMT 2047-02-15 0.00 253619.23 144958.61 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT 2045-11-15 0.00 20056344.12 11451330.12 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT 2046-02-15 0.00 5823423.08 3306988.03 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT 2046-05-15 0.00 7421920.94 4192576.34 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT 2046-08-15 0.00 6692160.73 3765350.93 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT 2046-11-15 0.00 7126310.68 3985282.36 U.S. Treasuries (including strips) U.S. Treasury Bond Stripped Principal Payment 2047-05-15 0.00 5936388.46 3366585.26 U.S. Treasuries (including strips) U.S. Treasury Security Stripped Interest Security 2047-02-15 0.00 18496250.52 10298138.90 U.S. Treasuries (including strips) U.S. Treasury Security Stripped Interest Security 2047-05-15 0.00 16054482.71 8891775.25 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2047-08-15 0.00 3328011.54 1877048.43 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2047-08-15 0.00 10534883.73 5808555.63 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2047-11-15 0.00 5520619.23 3097685.70 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2047-11-15 0.00 8927520.77 4900021.54 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2048-02-15 0.00 1557276.92 869451.07 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2048-02-15 0.00 17763075.15 9702724.54 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2048-05-15 0.00 215846.15 120031.18 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2048-05-15 0.00 7827950.38 4269528.53 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2048-08-15 0.00 3649467.75 1981741.28 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2048-08-15 0.00 497242.31 275210.69 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2048-11-15 0.00 2395096.15 1323513.37 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2048-11-15 0.00 17711270.71 9604485.59 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2049-02-15 0.00 2926130.77 1606498.46 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2049-02-15 0.00 784134.60 422567.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2049-05-15 0.00 21704882.13 11615345.97 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2049-05-15 0.00 4723846.15 2578974.36 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2049-08-15 0.00 392680.77 213434.17 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2049-08-15 0.00 4864500.00 2596242.02 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2049-11-15 0.00 240758250.00 130236249.27 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2026-02-15 0.00 18930.77 17270.58 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-05-15 0.00 33615.38 33434.47 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-11-15 0.00 88.46 87.30 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2049-11-15 0.00 4806307.43 2560089.27 U.S. Treasuries (including strips) Y 2020-02-03 2020-02-03 2020-02-03 N N N 0.0157 575000000.00 575000000.00 0.0225 N Y Y N RBC Capital Markets LLC RBC Capital Markets LLC 1.590000% 549300LCO2FLSSVFFR64 BIV4F3CB8 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATL MTG ASSN STRIPPED MTG BACKED SECS 2042-07-01 3.500000 100000000.00 4485994.22 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp. 2039-08-15 5.000000 38200.00 43824.44 Agency Collateralized Mortgage Obligation Fannie Mae REMIC Trust 2043-05-25 2.500000 32000.00 1641.99 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-03-25 3.046442 30500000.00 20834567.98 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-07-25 2.646116 10000000.00 8903632.44 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2024-05-25 2.132500 53484984.00 17941819.79 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2025-10-25 2.152500 54890000.00 45545322.48 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2025-10-25 2.202500 48802218.00 37505578.58 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2024-04-25 2.132500 82850000.00 38574971.58 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2037-11-25 2.960000 16296557.00 13608701.90 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2024-08-25 2.122500 155360000.00 77358056.55 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2025-08-25 2.212500 40140000.00 40217299.60 Agency Collateralized Mortgage Obligation U.S. Treasury 254900HROIFWPRGM1V77 2029-05-15 2.375000 12300.00 13242.48 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2033-11-25 3.000000 500000.00 60.45 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2035-01-25 5.500000 5000.00 5473.92 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2035-08-15 5.000000 3000.00 1351.90 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2033-01-25 2.500000 1000000.00 276316.17 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2029-11-01 2.450000 654513.00 682181.66 Agency Mortgage-Backed Securities Y 2020-02-03 2020-02-03 2020-02-03 N N N 0.0159 300000000.00 300000000.00 0.0117 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC 1.590000% VYVVCKR63DVZZN70PB21 BIV4F3CE2 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 2049-04-01 4.500000 325185425.00 287847699.21 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2048-08-01 4.500000 916229.00 813954.39 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2048-08-01 4.000000 164306608.00 113622040.84 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-02-01 4.000000 101697999.00 107716305.78 Agency Mortgage-Backed Securities Y 2020-02-03 2020-02-03 2020-02-03 N N N 0.0159 500000000.00 500000000.00 0.0195 N Y Y N Bank of Nova Scotia Bank of Nova Scotia 1.570000% L3I9ZG2KFGXZ61BMYR72 BIV4F3CF9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREAS BDS 2027-02-15 6.625000 188.00 258.94 U.S. Treasuries (including strips) UNITED STATES TREAS BDS 2027-01-15 2.375000 2432438.00 3644201.46 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2041-11-15 3.125000 16210394.00 19638496.42 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2043-02-15 3.125000 8500138.00 10366702.19 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2044-11-15 3.000000 36468898.00 43507291.52 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-04-15 0.125000 376.00 412.68 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2025-08-15 2.000000 43865100.00 45635266.57 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2025-07-15 0.375000 4076216.00 4561089.54 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-10-31 1.375000 158766.00 159076.12 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2026-01-15 0.625000 441330.00 499426.43 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-04-15 0.125000 14382564.00 15571954.07 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2046-08-15 2.250000 1176316.00 1237007.88 U.S. Treasuries (including strips) United States Treasury Notes 2022-04-15 0.125000 18343442.00 19424976.33 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2023-11-30 2.875000 71139294.00 75453907.73 U.S. Treasuries (including strips) Y 2020-02-03 2020-02-03 2020-02-03 N N N 0.0157 235000000.00 235000000.00 0.0092 N Y Y N ABN AMRO Bank N.V. ABN AMRO Bank N.V. 1.590000% BFXS5XCH7N0Y05NIXW11 BIV4F3CJ1 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FANNIE MAE B1V7KEBTPIMZEU4LTD58 2024-06-01 3.090000 3692075.00 3566778.34 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2024-10-01 3.250000 1533333.33 1636248.11 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2024-10-01 3.000000 1594920.24 1685044.40 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-10-01 2.734000 3258333.14 1262056.86 Agency Mortgage-Backed Securities FREDDIE MAC 2042-10-01 3.500000 40212.43 17348.54 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-06-01 4.000000 5209516.48 122735.76 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-02-01 3.500000 1776457.90 1551956.58 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-10-01 3.110000 494390.75 456500.81 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-10-01 3.000000 2879699.09 3042422.25 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-09-01 2.940000 2875404.99 2717729.35 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-11-01 3.090000 321850.31 341706.86 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-12-01 3.840000 1640879.61 1874092.90 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-12-01 3.900000 141197.77 160660.47 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-01-01 2.753000 127317.46 84876.22 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-05-01 5.000000 1239144.74 1093287.67 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2044-02-01 4.500000 121746.09 44551.31 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2026-10-01 3.500000 11500000.00 2059390.66 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2048-11-01 4.000000 5314446.32 4292338.21 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2030-02-01 2.950000 265147.26 269384.19 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2042-02-01 4.000000 513917.18 188478.47 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-01-01 3.654000 404588.59 260715.39 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-12-01 4.000000 790755.33 766422.25 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-09-01 4.500000 11823912.64 10662705.13 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-05-01 2.492000 2549614.78 1369182.67 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2042-08-01 3.500000 20234.06 7623.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2049-01-01 4.000000 2278459.73 2215126.20 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2043-05-01 2.846000 987897.15 523184.65 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-08-01 3.491000 403853.36 344240.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2048-12-01 3.573000 5750000.00 4677715.33 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2040-03-01 4.261000 4983333.33 1656354.28 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-03-01 3.370000 766666.67 737034.17 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-04-01 3.480000 833750.00 808047.89 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-05-01 3.160000 2491666.67 2365275.88 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-07-01 3.050000 2491666.67 2364952.29 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-06-01 3.190000 3174000.00 3026367.45 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-06-01 3.260000 651666.67 624782.13 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2025-06-01 2.890000 1916666.67 1847494.33 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2025-06-01 2.860000 1549625.00 1566145.81 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-09-01 4.500000 851359.95 912248.27 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-09-01 3.500000 2354481.06 2103749.21 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-06-01 3.220000 4791666.67 4002188.46 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-08-01 3.000000 12458333.33 12622325.50 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-08-01 6.500000 2751620.91 44095.79 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2044-12-01 3.500000 74520.00 45862.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2042-08-01 3.500000 69279.83 24345.42 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-05-20 2.377750 6321.36 6113.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2049-10-20 2.227750 19166666.67 18449929.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2049-10-20 2.307750 13213054.57 13135887.38 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-09-01 3.620000 57791.33 64935.31 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-10-01 3.520000 2875000.00 3209475.58 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-12-20 3.000000 376288.43 387886.27 Agency Mortgage-Backed Securities Y 2020-02-03 2020-02-03 2020-02-03 N N N 0.0159 115000000.00 115000000.00 0.0045 N Y Y N Bank of Nova Scotia Bank of Nova Scotia 1.590000% L3I9ZG2KFGXZ61BMYR72 BIV4F3CL6 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FANNIE MAE B1V7KEBTPIMZEU4LTD58 2042-11-01 3.500000 407325.62 170187.11 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2042-06-01 4.000000 2445605.32 863577.46 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2028-04-01 2.500000 2863179.17 847618.50 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2032-11-01 3.000000 343.58 134.07 Agency Mortgage-Backed Securities U.S. Treasury 254900HROIFWPRGM1V77 2044-05-15 3.375000 735420.42 930319.65 U.S. Treasuries (including strips) FANNIE MAE B1V7KEBTPIMZEU4LTD58 2041-11-01 4.000000 260989.51 78736.31 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2041-04-01 4.500000 2062442.63 613103.48 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2041-07-01 4.500000 15655977.86 5591298.91 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2042-02-01 4.000000 10429265.74 3357714.47 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-04-01 4.000000 73582.46 45315.70 Agency Mortgage-Backed Securities FREDDIE MAC 2042-09-01 3.500000 159375.90 66810.89 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-05-01 4.500000 7830814.17 2650954.25 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2041-07-01 4.500000 4719739.00 1277788.26 Agency Mortgage-Backed Securities FREDDIE MAC 2044-08-01 4.000000 189868.49 75468.14 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-08-01 4.500000 6085491.95 2503223.82 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2040-11-01 4.000000 3576998.46 1024077.66 Agency Mortgage-Backed Securities FREDDIE MAC 2042-06-01 4.000000 113240.07 44108.68 Agency Mortgage-Backed Securities FREDDIE MAC 2046-04-01 4.000000 69443.53 48228.71 Agency Mortgage-Backed Securities FEDERAL NATL MTG ASSN GTD MTG 2042-08-01 3.500000 536561.37 249278.94 Agency Mortgage-Backed Securities FREDDIE MAC 2045-06-01 2.578000 222.67 91.60 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-03-01 3.000000 8687045.15 7146373.83 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-04-01 4.000000 1260069.73 1019052.05 Agency Mortgage-Backed Securities FREDDIE MAC 2047-01-01 4.000000 1014249.75 668135.84 Agency Mortgage-Backed Securities FREDDIE MAC 2047-04-01 4.000000 180997.95 149044.74 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-04-01 4.000000 59702.52 42821.12 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2027-12-01 2.500000 4274.56 1189.50 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2047-11-01 4.000000 73683.87 55665.51 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-03-01 2.662000 1799502.79 727596.20 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-10-01 3.500000 133673.95 115666.01 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2045-04-01 4.000000 101127.49 59182.88 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-11-01 4.500000 417295.87 338839.34 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2043-01-01 3.500000 3476075.20 1599343.89 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2043-07-01 3.000000 5270331.01 2868753.29 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-10-01 4.000000 182.78 129.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2042-02-01 4.000000 135025.76 58540.84 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2046-11-01 3.500000 339791.11 270402.52 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2027-09-01 3.000000 210912.95 53021.90 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2042-02-01 4.000000 1166427.28 391231.97 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2041-11-01 4.000000 635808.20 194301.10 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2031-08-01 4.500000 643260.62 175461.25 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2042-09-01 3.000000 1294192.44 645404.13 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2042-08-01 3.500000 1028262.49 501053.77 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2027-10-01 3.000000 128543.27 38561.63 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-02-01 2.500000 1081448.48 360042.45 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2043-01-01 3.000000 858388.03 478694.08 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2043-04-01 3.500000 293295.21 142834.74 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-01-01 3.500000 851587.49 806509.15 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-09-01 4.000000 649.40 502.75 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-06-01 4.500000 520492.47 347647.59 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-08-01 4.000000 15307459.46 13671105.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2048-05-01 4.000000 88252.40 73663.55 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-11-01 3.500000 18910.28 15815.60 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-11-01 4.000000 4275268.29 3868518.61 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-09-01 4.000000 1561540.16 1280898.61 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2041-11-01 4.000000 2443914.18 860611.34 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2029-10-01 3.000000 4697759.71 1896165.15 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2047-06-01 4.500000 14366.25 10001.73 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2043-01-01 3.000000 10486.50 6100.65 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-10-01 3.500000 258004.00 218293.80 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2049-01-01 4.500000 813280.99 730616.86 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2049-02-01 3.660000 256.89 182.14 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2039-07-01 6.500000 224.62 13.12 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-12-01 4.500000 49089.43 44438.11 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2045-01-01 2.638000 1820904.83 799120.09 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-09-01 3.500000 463780.24 340101.76 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2044-09-01 2.742000 1128.43 416.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2049-01-01 4.500000 628361.46 642138.38 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2047-08-01 4.500000 141147.11 126087.20 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2047-10-01 3.500000 982534.24 946644.86 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2036-07-01 6.500000 16766540.71 393377.31 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2027-06-01 2.500000 14751.67 4854.52 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2042-10-01 3.500000 29331.72 11782.61 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2043-03-01 3.000000 605028.94 320831.52 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2045-06-01 2.457000 813643.54 267008.00 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2045-09-01 3.500000 272303.76 192659.91 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-05-01 4.000000 1742084.26 1544292.46 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2033-11-01 3.500000 167366.74 67761.14 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-02-01 4.500000 339320.06 371867.57 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2049-03-01 4.000000 5328.17 4393.56 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-07-01 3.231000 3826034.06 3564133.38 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-10-01 4.500000 183.49 171.87 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2040-12-01 4.500000 1613308.39 429248.62 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-10-01 3.000000 55543.90 49064.03 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-03-01 4.000000 941456.92 833615.65 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-07-01 3.500000 187.92 188.31 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2032-08-01 3.500000 164925.15 41899.32 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2049-10-01 3.206000 1289607.99 1311078.70 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-09-01 3.768000 261.32 198.96 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-02-01 4.000000 113089.73 97688.90 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-09-01 4.000000 6991098.33 6205773.53 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-01-01 3.500000 177.46 121.12 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-01-01 3.500000 177.29 177.73 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-01-01 3.500000 177.29 163.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2049-01-01 4.000000 952.56 1015.07 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2041-07-01 4.500000 1577.50 375.80 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2042-09-01 3.000000 177.29 85.86 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-12-01 4.500000 1719.15 1591.93 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2032-12-01 4.000000 317673.54 205220.50 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-09-01 3.000000 376.56 384.89 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-05-01 5.000000 181.54 150.29 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-09-01 3.500000 4495830.23 4749235.21 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2040-05-01 6.000000 192.36 11.29 Agency Mortgage-Backed Securities Y 2020-02-03 2020-02-03 2020-02-03 N N N 0.0159 84211152.00 84211152.00 0.0033 N Y Y N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp. 1.590000% 5U0XI89JRFVHWIBS4F54 BIV4F3CM4 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 2048-01-20 3.000000 363643.91 299835.57 Agency Mortgage-Backed Securities Government National Mortgage Association 2048-04-20 3.500000 10198455.00 7813037.23 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-04-01 3.500000 26200639.95 21045583.45 Agency Mortgage-Backed Securities Y 2020-02-03 2020-02-03 2020-02-03 N N N 0.0159 28540742.00 28540742.00 0.0011 N Y Y N J.P. Morgan Securities LLC J.P. Morgan Securities LLC 1.590000% ZBUT11V806EZRVTWT807 BIV4F3CP7 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FREDDIE MAC 2039-12-01 5.500000 328799.12 15240.93 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2039-05-01 6.500000 664418.11 40548.47 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2023-12-01 5.000000 1983851.04 36394.60 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2021-09-01 3.770000 745217.78 767090.42 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2039-10-01 4.332000 320669.47 43415.55 Agency Mortgage-Backed Securities Fannie Mae Stripped Mortgage-Backed Securities 2036-05-01 5.500000 20514434.64 161183.60 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE - F 2036-07-15 0.00 6042099.33 82313.14 Agency Debentures and Agency Strips FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-11-01 3.000000 329702.41 251125.27 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-01-01 3.500000 445946.90 366817.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2047-10-01 4.000000 9484589.98 7814912.08 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2025-01-01 5.500000 1762607.17 51695.55 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-08-01 4.000000 1064189.06 747276.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2048-02-01 3.500000 16816217.77 15336573.53 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-11-01 3.500000 1393331.43 902771.46 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2036-05-01 5.500000 5363804.81 18977.97 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-06-01 4.000000 163367.55 114657.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2049-03-01 4.000000 4064824.28 2669619.55 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2037-04-15 6.000000 3468949.94 11909.51 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp 2036-05-01 0.00 53680018.79 982026.99 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2036-04-01 5.000000 19872474.23 105527.13 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2022-06-01 6.030000 3251859.42 1475340.56 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2040-11-01 4.000000 106096408.37 3786132.52 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-04-01 5.000000 31615.30 23997.59 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2030-09-01 3.590000 1526102.14 1725967.60 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2037-08-01 4.553000 14779686.61 273057.53 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-06-01 3.500000 39059.80 34317.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2038-04-01 6.000000 2872024.17 313272.40 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2040-11-01 5.500000 9363273.94 207865.43 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2045-09-01 2.688000 152205.09 59282.82 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2035-07-01 5.000000 90329.43 6161.97 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2038-05-01 4.665000 11297523.28 824984.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2027-12-01 6.000000 9252100.09 252309.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2038-10-01 5.500000 4011370.93 3738873.83 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-06-01 4.500000 478045.01 515640.23 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-02-01 4.500000 17383804.54 13657741.84 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2049-01-01 4.486000 45164.71 26125.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2023-07-01 4.500000 4426141.99 3741.86 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2037-06-01 4.676000 90316.78 4486.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2038-03-01 5.108000 33881195.56 2144042.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2037-06-01 4.760000 4675586.70 201195.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2027-09-01 6.000000 16839775.69 305575.03 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2037-06-01 4.542000 3793835.99 77132.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2029-06-01 4.998000 16791995.03 19272.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2026-08-01 3.500000 2949707.48 311049.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2048-03-01 3.000000 229603.86 225616.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2037-11-01 6.000000 1049788.74 19722.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2041-07-01 4.500000 25908127.65 6525598.11 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2030-10-01 2.500000 13549.41 7359.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2049-10-01 3.000000 1550311.33 1583188.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2039-10-01 4.500000 460848.10 489149.34 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2039-12-01 3.000000 748396.48 774785.43 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2050-01-01 5.000000 4202088.87 4595515.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2039-11-01 3.000000 65037.64 66223.75 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2029-02-01 6.500000 220422.77 2601.04 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-01-01 6.000000 677470.71 14245.77 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2036-12-01 4.339000 24936703.30 30536.33 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2029-07-01 4.632000 11887800.80 80832.25 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2027-12-01 3.525000 5058534.70 32237.38 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2041-11-01 3.921000 6774707.12 490282.42 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2040-08-01 4.373000 7994154.41 619953.71 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2045-12-01 4.000000 14119486.89 9111444.17 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2022-07-01 2.650000 26647181.36 27174591.26 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2035-12-01 3.760000 1580765.00 1740116.12 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-07-01 2.580000 27098828.50 28380874.08 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2032-08-01 3.560000 3161529.99 3308276.85 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2029-09-01 3.080000 3455100.63 3772592.13 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-04-01 3.510000 823804.39 903167.23 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2042-07-01 4.387000 5475097.89 726632.80 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2033-02-01 3.500000 1421257.68 597604.53 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-04-01 4.000000 11291.18 8761.91 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2044-04-01 3.500000 10279069.82 654254.44 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2033-02-01 4.965000 20799904.54 107874.56 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2034-05-01 4.699000 11396293.09 352915.57 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2036-09-01 6.500000 9597953.41 325890.81 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2035-01-01 3.980000 560042.46 14719.48 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2034-12-01 4.146000 12271390.14 405908.83 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2035-04-01 4.932000 700053.07 36779.09 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2035-06-01 5.500000 870034.99 47267.50 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-03-01 2.624000 113815.08 45823.59 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2032-03-01 2.500000 18291.26 12789.23 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2033-01-01 3.000000 60681.05 42453.39 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-12-01 4.000000 85812.96 73654.11 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-01-01 3.000000 775265.87 800481.13 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-07-01 4.500000 4180727.77 4060561.88 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-08-01 5.000000 1437909.00 984700.50 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2034-01-01 4.090000 451647.14 525941.05 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2029-01-01 3.695000 984861.76 1114842.99 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2044-09-01 2.711000 11871902.82 11939713.17 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2029-09-01 6.000000 9862369.32 7794519.02 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-12-01 4.000000 9552337.05 9272113.67 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-11-01 4.500000 1842662.53 1826175.54 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-12-01 4.000000 636740.27 683963.91 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-05-01 4.500000 498327.58 541578.38 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-07-01 3.500000 20484662.06 21401652.06 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-11-01 5.000000 456237.68 505301.59 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-12-01 3.000000 33906516.71 34779588.88 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2037-11-01 3.500000 325637.59 273248.55 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-01-01 4.500000 61332.78 43783.21 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-04-01 3.500000 916048.80 819002.36 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-01-01 3.000000 2073613.20 2137797.10 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-05-01 4.500000 214585.24 210086.65 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-09-01 4.000000 12115416.51 12333512.51 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2034-04-01 4.000000 326866.52 300325.52 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2037-10-01 2.740000 8109270.23 85475.11 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-10-01 5.960000 180658.86 169950.70 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2038-06-01 4.548000 9037004.04 637844.22 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-04-01 4.500000 1784006.21 7882.47 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2037-08-01 3.810000 582478.48 46700.57 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-11-01 4.500000 55806.42 58452.00 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2027-03-01 3.500000 70032.41 37605.12 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2039-04-01 4.500000 610664.87 495211.92 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2034-08-01 3.500000 65488.84 61797.37 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-08-01 6.000000 509130.08 519494.37 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-10-01 6.000000 451647.14 24247.34 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2038-05-01 5.500000 3699177.98 211656.45 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2025-12-01 3.500000 2296730.50 344439.15 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2039-03-01 3.500000 151299.99 15790.18 Agency Debentures and Agency Strips Government National Mortgage Association 2047-10-20 3.500000 45164.71 38950.94 Agency Mortgage-Backed Securities Government National Mortgage Association 2054-12-15 2.810000 1354941.42 1406327.82 Agency Mortgage-Backed Securities Government National Mortgage Association 2032-02-20 7.500000 15061601.14 32085.24 Agency Mortgage-Backed Securities Government National Mortgage Association 2040-11-20 4.625000 3613177.13 127138.36 Agency Mortgage-Backed Securities Government National Mortgage Association 2041-08-20 3.825000 10119555.27 5828228.60 Agency Mortgage-Backed Securities Y 2020-02-03 2020-02-03 2020-02-03 N N N 0.0159 270988285.00 270988285.00 0.0106 N Y Y N RBC Dominion Securities Inc. RBC Dominion Securities Inc. 1.590000% 549300QJJX6CVVUXLE15 BIV4F3CS1 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N U.S. Treasury 254900HROIFWPRGM1V77 2045-02-15 0.750000 476700.00 579327.71 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-11-30 1.750000 68807800.00 69450566.75 U.S. Treasuries (including strips) GINNIE MAE 2047-06-20 4.000000 1062400.00 634265.39 Agency Mortgage-Backed Securities United States Treasury Notes 2024-07-31 2.125000 29399600.00 30393600.48 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2023-04-30 2.750000 7589000.00 7979351.97 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2023-05-31 2.750000 180800.00 189900.47 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2025-08-31 2.750000 365300.00 395958.56 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2023-11-30 2.875000 18871000.00 20035495.79 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2022-04-15 2.250000 900.00 923.10 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2022-05-15 2.125000 100.00 102.15 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-06-01 3.500000 23483670.00 20632455.55 Agency Mortgage-Backed Securities U.S. Treasury 254900HROIFWPRGM1V77 2020-06-18 0.00 446900.00 444341.94 U.S. Treasuries (including strips) .25 07/15/2029 2029-07-15 0.250000 42120500.00 43917996.93 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-02-13 0.00 63600.00 63573.35 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-02-20 0.00 179800.00 179670.18 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp 2049-09-01 3.000000 1441000.00 1437240.79 Agency Mortgage-Backed Securities U.S. Treasury 254900HROIFWPRGM1V77 2020-04-02 0.00 1200.00 1196.97 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-04-30 0.00 124700.00 124238.73 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-08-01 3.000000 33021454.00 32669808.72 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-11-20 2.500000 1000.00 1011.28 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2049-07-01 3.000000 27230804.00 25836515.33 Agency Mortgage-Backed Securities U.S. Treasury 254900HROIFWPRGM1V77 2020-03-03 0.00 900.00 898.88 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2040-09-01 5.000000 302464.00 31575.51 Agency Mortgage-Backed Securities Y 2020-02-03 2020-02-03 2020-02-03 N N N 0.0159 250000000.00 250000000.00 0.0098 N Y Y N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp. 1.570000% 5U0XI89JRFVHWIBS4F54 BIV4F3CW2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury 254900HROIFWPRGM1V77 2024-08-15 2.375000 243811900.00 257403664.76 U.S. Treasuries (including strips) Y 2020-02-03 2020-02-03 2020-02-03 N N N 0.0157 250000000.00 250000000.00 0.0098 N Y Y N Prudential Legacy Insurance Company of New Jersey Prudential Legacy Insurance Company of New Jersey 1.600000% 5493005NCNV4ZW27HH91 BIV4F3E18 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury 254900HROIFWPRGM1V77 2033-08-15 0.00 39040000.00 39040000.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2033-08-15 0.00 39040000.00 39040000.00 U.S. Treasuries (including strips) UNITED STATES TREAS BD STRIPPED PRIN PMT 2045-02-15 0.00 17816100.00 17816100.00 U.S. Treasuries (including strips) Y 2020-02-03 2020-02-03 2020-02-03 N N N 0.0160 93687500.00 93687500.00 0.0037 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 1.600000% X574KRZ6V5A7UBU45C31 BIV4F3E26 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury 254900HROIFWPRGM1V77 2033-11-15 0.00 19401250.00 19401250.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2026-11-15 0.00 45181500.00 45181500.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2037-11-15 0.00 35278000.00 35278000.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2039-02-15 0.00 34266500.00 34266500.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2039-08-15 0.00 33813000.00 33813000.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2039-08-15 0.00 33813000.00 33813000.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2040-02-15 0.00 10013250.00 10013250.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2037-05-15 0.00 35731500.00 35731500.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2026-02-15 0.00 27471900.00 27471900.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2030-02-15 0.00 25399500.00 25399500.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2041-02-15 0.00 16258250.00 16258250.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2041-02-15 0.00 32516500.00 32516500.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2042-02-15 0.00 29727030.00 29727030.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2042-08-15 0.00 31068000.00 31068000.00 U.S. Treasuries (including strips) UNITED STATES TREAS BD STRIPPED PRIN PMT 2043-11-15 0.00 30596000.00 30596000.00 U.S. Treasuries (including strips) UNITED STATES TREAS BD STRIPPED PRIN PMT 2043-11-15 0.00 30596000.00 30596000.00 U.S. Treasuries (including strips) UNITED STATES TREAS BD STRIPPED PRIN PMT 2043-11-15 0.00 30596000.00 30596000.00 U.S. Treasuries (including strips) UNITED STATES TREAS BD STRIPPED PRIN PMT 2043-11-15 0.00 30596000.00 30596000.00 U.S. Treasuries (including strips) UNITED STATES TREAS BD STRIPPED PRIN PMT 2043-02-15 0.00 31174000.00 31174000.00 U.S. Treasuries (including strips) UNITED STATES TREAS BD STRIPPED PRIN PMT 2045-02-15 0.00 29693500.00 29693500.00 U.S. Treasuries (including strips) Y 2020-02-03 2020-02-03 2020-02-03 N N N 0.0160 580193750.00 580193750.00 0.0227 N Y Y N RBC Capital Markets LLC RBC Capital Markets LLC 1.640000% 549300LCO2FLSSVFFR64 BIV4F3GP3 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N UNITED STATES TREAS BDS 2037-05-15 5.000000 70300.00 104915.43 U.S. Treasuries (including strips) UNITED STATES TREAS BDS 2023-02-15 7.125000 877700.00 1056463.61 U.S. Treasuries (including strips) UNITED STATES TREAS BDS 2028-11-15 5.250000 200.00 263.64 U.S. Treasuries (including strips) UNITED STATES TREAS BDS 2031-02-15 5.375000 3699100.00 5211052.02 U.S. Treasuries (including strips) UNITED STATES TREAS BDS 2036-02-15 4.500000 15233300.00 21421199.92 U.S. Treasuries (including strips) UNITED STATES TREAS BDS 2037-02-15 4.750000 356300.00 520680.74 U.S. Treasuries (including strips) UNITED STATES TREAS BDS 2038-02-15 4.375000 999300.00 1416468.49 U.S. Treasuries (including strips) UNITED STATES TREAS BDS 2038-05-15 4.500000 1069900.00 1529041.41 U.S. Treasuries (including strips) UNITED STATES TREAS BDS 2029-01-15 2.500000 117200.00 172896.82 U.S. Treasuries (including strips) UNITED STATES TREAS BDS 2039-08-15 4.500000 13278300.00 19305171.13 U.S. Treasuries (including strips) UNITED STATES TREAS BDS 2039-11-15 4.375000 14000.00 19934.35 U.S. Treasuries (including strips) UNITED STATES TREAS BDS 2040-08-15 3.875000 868700.00 1174358.62 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-08-15 2.625000 153000.00 155675.21 U.S. Treasuries (including strips) UNITED STATES TREAS BDS 2020-02-15 8.500000 5624500.00 5853773.33 U.S. Treasuries (including strips) UNITED STATES TREAS BDS 2020-08-15 8.750000 509200.00 548598.55 U.S. Treasuries (including strips) UNITED STATES TREAS BDS 2026-02-15 6.000000 300.00 387.68 U.S. Treasuries (including strips) UNITED STATES TREAS BDS 2026-08-15 6.750000 100.00 136.26 U.S. Treasuries (including strips) UNITED STATES TREAS BDS 2027-02-15 6.625000 45000.00 61980.91 U.S. Treasuries (including strips) UNITED STATES TREAS BDS 2027-11-15 6.125000 6000.00 8134.68 U.S. Treasuries (including strips) UNITED STATES TREAS BDS 2029-02-15 5.250000 800.00 1070.23 U.S. Treasuries (including strips) UNITED STATES TREAS BDS 2029-08-15 6.125000 6507000.00 9340729.50 U.S. Treasuries (including strips) UNITED STATES TREAS BDS 2030-05-15 6.250000 101400.00 147989.67 U.S. Treasuries (including strips) UNITED STATES TREAS BDS 2027-01-15 2.375000 1288600.00 1930539.65 U.S. Treasuries (including strips) UNITED STATES TREAS BDS 2039-05-15 4.250000 987800.00 1381257.91 U.S. Treasuries (including strips) UNITED STATES TREAS BDS 2040-02-15 4.625000 1300.00 1925.48 U.S. Treasuries (including strips) UNITED STATES TREAS BDS 2040-02-15 2.125000 869900.00 1432086.95 U.S. Treasuries (including strips) UNITED STATES TREAS BDS 2040-11-15 4.250000 510000.00 718376.51 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-02-15 3.625000 122000.00 124096.13 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-05-15 3.500000 341900.00 346233.19 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-11-15 2.625000 40000.00 40558.12 U.S. Treasuries (including strips) UNITED STATES TREAS BDS 2023-08-15 6.250000 400.00 478.55 U.S. Treasuries (including strips) UNITED STATES TREAS BDS 2025-02-15 7.625000 300.00 401.33 U.S. Treasuries (including strips) UNITED STATES TREAS BDS 2026-11-15 6.500000 100.00 134.09 U.S. Treasuries (including strips) UNITED STATES TREAS BDS 2028-08-15 5.500000 5885800.00 7913770.94 U.S. Treasuries (including strips) UNITED STATES TREAS BDS 2026-01-15 2.000000 279600.00 408564.38 U.S. Treasuries (including strips) UNITED STATES TREAS BDS 2039-02-15 3.500000 18000.00 23082.77 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-07-15 1.250000 974300.00 1157570.93 U.S. Treasuries (including strips) UNITED STATES TREAS BDS 2021-02-15 7.875000 912000.00 1004440.39 U.S. Treasuries (including strips) UNITED STATES TREAS BDS 2021-11-15 8.000000 45000.00 50926.10 U.S. Treasuries (including strips) UNITED STATES TREAS BDS 2028-01-15 1.750000 439900.00 619181.15 U.S. Treasuries (including strips) UNITED STATES TREAS BDS 2021-05-15 8.125000 500.00 550.89 U.S. Treasuries (including strips) UNITED STATES TREAS BDS 2028-04-15 3.625000 452500.00 944024.94 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-01-15 1.125000 116300.00 137803.78 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2036-08-15 0.00 65000.00 46884.31 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2041-02-15 4.750000 39700.00 60045.77 U.S. Treasuries (including strips) UNITED STATES TREAS BDS 2041-02-15 2.125000 760700.00 1248163.97 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-02-15 3.625000 600.00 622.86 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2029-04-15 3.875000 912200.00 1957728.09 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2032-04-15 3.375000 926900.00 1906454.73 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2025-01-15 2.375000 24600.00 37766.62 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2027-08-15 0.00 400.00 354.90 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2041-05-15 4.375000 779000.00 1117665.43 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-05-15 3.125000 600.00 616.35 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-07-15 0.625000 825900.00 951932.94 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2041-08-15 3.750000 699200.00 932087.77 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-08-15 2.125000 74900.00 76380.01 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2041-11-15 3.125000 100.00 121.15 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-11-15 2.000000 792000.00 803379.27 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2022-01-15 0.125000 12800.00 14567.89 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2042-02-15 3.125000 515600.00 628986.23 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2042-02-15 0.750000 259100.00 325412.96 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2022-02-15 2.000000 764700.00 780953.53 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2022-01-13 2.375000 9000.00 9170.41 Agency Debentures and Agency Strips U.S. Treasury 254900HROIFWPRGM1V77 2042-05-15 3.000000 999200.00 1187806.15 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2022-05-15 1.750000 20700.00 20945.33 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2022-07-15 0.125000 583700.00 657539.04 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2042-08-15 2.750000 1947500.00 2237112.87 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2042-11-15 2.750000 866200.00 989011.83 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2022-11-15 1.625000 4547800.00 4595031.18 U.S. Treasuries (including strips) GINNIE MAE 2031-10-15 6.500000 35000.00 205.62 Agency Mortgage-Backed Securities U.S. Treasury 254900HROIFWPRGM1V77 2023-01-15 0.125000 3108700.00 3482314.64 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2043-02-15 3.125000 684200.00 834445.00 U.S. Treasuries (including strips) UNITED STATES TREAS BDS 2043-02-15 0.625000 110600.00 133194.37 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-02-29 1.250000 16382300.00 16461395.72 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-03-31 1.125000 3442800.00 3452831.42 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-04-30 1.125000 186200.00 186496.69 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2043-05-15 2.875000 4004700.00 4665930.96 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2023-05-15 1.750000 357800.00 363514.75 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-05-31 1.375000 30000.00 30042.88 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-06-30 1.875000 300.00 300.83 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2023-07-15 0.375000 1243600.00 1401172.24 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-07-31 2.000000 700.00 701.42 U.S. Treasuries (including strips) UNITED STATES TREAS BDS 2043-08-15 3.625000 454300.00 598989.29 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2023-08-15 2.500000 2127000.00 2234585.74 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-09-30 2.000000 3700.00 3734.86 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-10-31 1.750000 40800.00 41031.38 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2043-11-15 3.750000 1300.00 1735.82 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2023-11-15 2.750000 300.00 316.99 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-11-30 2.000000 3010700.00 3031576.13 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-12-31 2.375000 19786000.00 19972832.57 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-08-31 2.125000 300.00 303.58 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2024-01-15 0.625000 827100.00 938562.34 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-01-31 2.125000 5423200.00 5454508.13 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2044-02-15 3.625000 1000600.00 1322288.32 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2044-02-15 1.375000 12730100.00 17652952.54 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2024-02-15 2.750000 565400.00 603128.62 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-02-28 2.000000 581200.00 588991.91 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-03-31 2.250000 93000.00 94499.30 U.S. Treasuries (including strips) FANNIE MAE B1V7KEBTPIMZEU4LTD58 2024-04-25 7.500000 18000.00 163.62 Agency Collateralized Mortgage Obligation U.S. Treasury 254900HROIFWPRGM1V77 2044-05-15 3.375000 5900.00 7463.60 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-04-30 2.250000 52200.00 52978.14 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2024-05-15 2.500000 5911000.00 6217239.82 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-05-31 2.000000 1995400.00 2015763.01 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-06-30 2.125000 559400.00 565520.82 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2024-07-15 0.125000 1548000.00 1701946.40 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-07-31 2.250000 1000.00 1011.56 U.S. Treasuries (including strips) FANNIE MAE B1V7KEBTPIMZEU4LTD58 2039-10-01 6.500000 29000.00 1351.83 Agency Mortgage-Backed Securities GINNIE MAE 2031-07-20 6.000000 27000.00 218.74 Agency Mortgage-Backed Securities GINNIE MAE 2039-02-20 6.000000 32000.00 1631.70 Agency Mortgage-Backed Securities GINNIE MAE 2034-03-15 5.000000 50000.00 1445.03 Agency Mortgage-Backed Securities U.S. Treasury 254900HROIFWPRGM1V77 2044-08-15 3.125000 595600.00 729398.69 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2024-08-15 2.375000 10200.00 10756.28 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-08-31 2.000000 294700.00 299704.18 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2044-11-15 3.000000 1214600.00 1449014.34 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-10-31 2.000000 917800.00 931332.91 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2024-11-15 2.250000 467000.00 487865.38 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-11-30 1.875000 555900.00 562201.81 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-12-31 2.125000 787100.00 798945.66 U.S. Treasuries (including strips) Ginnie Mae Remic Trust 2034-10-20 5.000000 2386.00 840.29 Agency Collateralized Mortgage Obligation U.S. Treasury 254900HROIFWPRGM1V77 2025-01-15 0.250000 864700.00 957349.40 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2045-02-15 2.500000 700.00 770.29 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2045-02-15 0.750000 1566300.00 1899175.13 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2022-01-31 1.500000 405500.00 406213.68 U.S. Treasuries (including strips) FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CT 2040-03-15 3.500000 9126823.00 113797.24 Agency Collateralized Mortgage Obligation U.S. Treasury 254900HROIFWPRGM1V77 2022-02-28 1.750000 651000.00 660494.68 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-02-29 1.375000 962800.00 968020.81 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2022-03-31 1.750000 353500.00 358292.45 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-03-31 1.375000 8479800.00 8515024.26 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-04-15 0.125000 935700.00 1026981.04 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-04-30 1.375000 200400.00 200972.20 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2022-04-30 1.750000 664400.00 672648.58 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2025-05-15 2.125000 3427700.00 3569106.99 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2022-05-31 1.875000 100.00 101.44 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-05-31 1.500000 1804600.00 1808324.66 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2022-06-30 2.125000 656400.00 669294.16 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-06-30 1.625000 998300.00 999801.37 U.S. Treasuries (including strips) TENNESSEE VALLEY AUTH FED BOOK ENTRY CPN STRIPS 2030-07-15 0.00 50000.00 39675.95 Agency Debentures and Agency Strips U.S. Treasury 254900HROIFWPRGM1V77 2020-07-31 1.625000 3600200.00 3600776.03 U.S. Treasuries (including strips) Fannie Mae REMIC Trust 2026-11-25 2.500000 18000.00 2763.24 Agency Collateralized Mortgage Obligation GINNIE MAE 2028-11-20 6.000000 187000.00 1461.56 Agency Mortgage-Backed Securities U.S. Treasury 254900HROIFWPRGM1V77 2045-08-15 2.875000 339300.00 399899.02 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2025-08-15 2.000000 369400.00 384307.06 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2022-08-31 1.875000 600.00 612.35 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-08-31 1.375000 3000.00 3013.47 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2022-07-31 2.000000 800.00 812.23 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2022-09-30 1.750000 366800.00 372610.53 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-09-30 1.375000 10085800.00 10119798.24 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2025-07-15 0.375000 521400.00 583421.51 U.S. Treasuries (including strips) Fannie Mae REMIC Trust 2042-07-25 2.500000 3200.00 60.21 Agency Collateralized Mortgage Obligation UNITED STATES TREAS BDS 2045-11-15 3.000000 622000.00 745572.84 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-10-31 1.375000 170700.00 171033.42 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2025-11-15 2.250000 399600.00 419698.13 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-11-30 1.625000 20337300.00 20406095.64 U.S. Treasuries (including strips) Ginnie Mae Remic Trust 2043-06-20 3.000000 8000.00 3047.35 Agency Collateralized Mortgage Obligation U.S. Treasury 254900HROIFWPRGM1V77 2022-12-31 2.125000 202000.00 206736.45 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-12-31 1.750000 363100.00 364294.74 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2026-01-15 0.625000 206400.00 233570.38 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2046-02-15 2.500000 543900.00 600038.63 U.S. Treasuries (including strips) UNITED STATES TREAS BDS 2046-02-15 1.000000 618400.00 791095.82 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2023-01-31 1.750000 800.00 809.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2026-02-15 1.625000 9900.00 10081.39 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2023-02-28 1.500000 1080800.00 1091988.38 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-02-28 1.125000 1354200.00 1354834.73 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-03-31 1.250000 266900.00 267217.83 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-04-15 0.125000 951500.00 1030185.88 U.S. Treasuries (including strips) UNITED STATES TREAS BDS 2046-05-15 2.500000 4839200.00 5311072.63 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-01-31 1.375000 20600.00 20568.69 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2023-04-30 1.625000 339900.00 344053.63 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2023-05-31 1.625000 923400.00 933772.30 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-05-31 1.375000 864600.00 865334.25 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-06-30 1.125000 244600.00 243650.49 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2023-06-30 1.375000 376000.00 376526.78 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2026-07-15 0.125000 686900.00 751925.71 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2026-08-15 1.500000 16100.00 16253.09 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2023-08-31 1.375000 400.00 402.45 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-08-31 1.125000 613200.00 612935.53 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-07-31 1.125000 285500.00 284049.66 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2023-07-31 1.250000 573100.00 570859.18 U.S. Treasuries (including strips) Federal Farm Credit Bank 2020-02-03 2.500000 750000.00 750937.50 Agency Debentures and Agency Strips U.S. Treasury 254900HROIFWPRGM1V77 2046-08-15 2.250000 24178000.00 25425461.02 U.S. Treasuries (including strips) UNITED STATES TREAS N 1.375 30SEP23 2023-09-30 1.375000 250900.00 252147.20 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-09-30 1.125000 665400.00 664409.04 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-10-31 1.250000 694800.00 694743.96 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2023-10-31 1.625000 741700.00 751785.00 U.S. Treasuries (including strips) FREDDIE MAC 2046-04-01 3.500000 1000.00 595.27 Agency Mortgage-Backed Securities INTERNATIONAL BK FOR RECON & DEV 2023-04-19 1.750000 4000.00 4059.32 Other Instrument International debt UNITED STATES TREAS BDS 2046-11-15 2.875000 505500.00 596132.48 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2023-11-30 2.125000 1971500.00 2034193.16 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-12-31 2.000000 1172900.00 1187726.98 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2023-12-31 2.250000 202000.00 209166.19 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2027-01-15 0.375000 297100.00 327204.30 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2024-01-31 2.250000 217000.00 224417.06 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2022-01-31 1.875000 19245200.00 19421832.45 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2027-02-15 2.250000 6330000.00 6724250.63 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-02-15 1.375000 700.00 704.18 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2024-02-29 2.125000 478000.00 496457.49 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-03-15 1.625000 5000000.00 5030373.57 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2022-03-31 1.875000 800.00 813.20 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-04-15 1.500000 575000.00 577405.93 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2047-05-15 3.000000 700.00 846.17 U.S. Treasuries (including strips) United States Treasury Notes 2022-04-30 1.875000 645400.00 655390.15 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2024-04-30 2.000000 200.00 206.16 U.S. Treasuries (including strips) United States Treasury Notes 2027-05-15 2.375000 248500.00 265162.93 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-05-15 1.500000 545900.00 547419.28 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2022-05-31 1.750000 30700.00 31048.89 U.S. Treasuries (including strips) United States Treasury Notes 2024-05-31 2.000000 62000.00 63827.63 U.S. Treasuries (including strips) UNITED STATES TREAS BDS 2047-02-15 0.875000 1011500.00 1242199.46 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-06-15 1.500000 469000.00 469771.61 U.S. Treasuries (including strips) United States Treasury Notes 2022-06-30 1.750000 3574800.00 3611407.33 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2024-06-30 2.000000 800.00 822.61 U.S. Treasuries (including strips) United States Treasury Notes 2020-07-15 1.500000 700.00 700.22 U.S. Treasuries (including strips) United States Treasury Notes 2027-07-15 0.375000 899500.00 983803.67 U.S. Treasuries (including strips) United States Treasury Notes 2024-07-31 2.125000 293000.00 302534.22 U.S. Treasuries (including strips) United States Treasury Notes 2022-07-31 1.875000 18200.00 18421.13 U.S. Treasuries (including strips) United States Treasury Notes 2022-04-15 0.125000 295100.00 312499.18 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2047-08-15 2.750000 900.00 1046.75 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2022-08-31 1.625000 200.00 202.62 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2024-08-31 1.875000 7200.00 7413.70 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-08-15 1.500000 900.00 905.70 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2027-08-15 2.250000 2600.00 2768.64 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-09-15 1.375000 652000.00 654583.82 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2022-09-30 1.875000 2849300.00 2904864.85 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2024-09-30 2.125000 756800.00 787512.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2022-10-31 2.000000 655000.00 669341.19 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-12-01 3.500000 4000.00 3233.20 Agency Mortgage-Backed Securities U.S. Treasury 254900HROIFWPRGM1V77 2047-11-15 2.750000 1574800.00 1822381.09 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2027-11-15 2.250000 4079800.00 4325361.59 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2024-11-30 2.125000 1617300.00 1678837.82 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-12-15 1.875000 2576000.00 2589647.10 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2024-12-31 2.250000 3197300.00 3334324.16 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-01-15 2.000000 700.00 703.68 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2028-01-15 0.500000 710600.00 776285.70 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2023-01-31 2.375000 3819800.00 3932445.90 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2025-01-31 2.500000 1365700.00 1438942.49 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2048-02-15 3.000000 772600.00 942677.98 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2048-02-15 1.000000 851500.00 1058800.69 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-02-15 2.250000 3967900.00 4038341.65 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2025-02-28 2.750000 2959600.00 3190801.19 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2028-02-15 2.750000 3738500.00 4138523.52 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-03-15 2.375000 13000600.00 13240293.63 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2023-02-28 2.625000 700600.00 734791.84 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-03-31 2.250000 7058700.00 7119055.24 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2023-03-31 2.500000 345000.00 359999.79 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-04-15 2.375000 484800.00 493243.86 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-04-30 2.375000 29400.00 29627.05 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2023-04-30 2.750000 100.00 105.07 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2025-04-30 2.875000 8030500.00 8686113.90 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2025-03-31 2.625000 100.00 106.99 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2023-04-15 0.625000 526500.00 557345.17 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2023-05-31 2.750000 7524500.00 7896725.50 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-05-15 2.625000 394200.00 402100.91 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2048-05-15 3.125000 100.00 124.19 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2023-06-30 2.625000 105000.00 109626.57 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-06-30 2.500000 25700.00 25850.07 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-07-15 2.625000 691700.00 704035.67 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2028-07-15 0.750000 257900.00 284140.51 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2028-08-15 2.875000 16286400.00 18262968.40 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-08-15 2.750000 100000.00 103219.81 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2023-08-31 2.750000 144000.00 152566.43 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2023-07-31 2.750000 600.00 628.17 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2025-07-31 2.875000 88900.00 95765.75 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-08-01 4.000000 1000.00 702.20 Agency Mortgage-Backed Securities U.S. Treasury 254900HROIFWPRGM1V77 2021-09-15 2.750000 724100.00 746667.17 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-09-30 2.750000 400.00 406.76 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2023-09-30 2.875000 712300.00 757247.47 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-10-15 2.875000 365300.00 377202.79 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-10-31 2.875000 970000.00 986292.59 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2025-10-31 3.000000 300.00 328.27 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2048-11-15 3.375000 418600.00 545058.82 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-05-31 2.500000 600100.00 604303.68 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2025-09-30 3.000000 200.00 219.17 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-11-30 2.750000 713600.00 723928.27 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-08-31 2.625000 5100.00 5185.95 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-12-15 2.625000 21105300.00 21644664.97 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2028-11-15 3.125000 903000.00 1027027.57 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2026-01-31 2.625000 559800.00 597959.33 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2049-02-15 3.000000 37800.00 46399.02 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-01-31 2.500000 528000.00 533010.72 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2029-02-15 2.625000 760600.00 839379.17 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2022-01-15 2.500000 913300.00 933355.06 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2029-01-15 0.875000 436600.00 483202.13 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2022-03-15 2.375000 30000.00 30886.95 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-04-30 1.674940 500.00 500.18 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-04-23 0.00 2544000.00 2534976.43 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2049-02-15 1.000000 340200.00 417639.86 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-11-15 2.875000 442700.00 456614.83 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-12-31 2.500000 48800.00 49327.00 U.S. Treasuries (including strips) UST NOTES 02/28/26 2026-02-28 2.500000 65400.00 70117.58 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-03-26 0.00 3254900.00 3247234.71 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-05-21 0.00 652000.00 648896.48 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2049-05-15 2.875000 600.00 715.87 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2022-02-15 2.500000 1427800.00 1475422.81 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2026-03-31 2.250000 88300.00 93176.06 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2022-05-15 2.125000 249000.00 254228.80 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-05-31 2.125000 39000.00 39467.99 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp 2049-04-01 4.500000 9000.00 7971.00 Agency Mortgage-Backed Securities Government National Mortgage Association 2041-11-16 3.000000 5000.00 520.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2047-08-20 3.000000 10000.00 7353.33 Agency Collateralized Mortgage Obligation U.S. Treasury 254900HROIFWPRGM1V77 2020-06-18 0.00 6772500.00 6732819.92 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2024-01-31 2.500000 715400.00 746612.90 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2024-04-15 0.500000 6800.00 7117.20 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2026-05-31 2.125000 950200.00 992439.93 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2022-06-15 1.750000 199200.00 201382.49 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2042-10-25 4.379120 11714285.00 756752.90 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2040-06-01 6.000000 26000.00 1343.27 Agency Mortgage-Backed Securities Government National Mortgage Association 2038-11-20 6.000000 4500.00 1845.20 Agency Mortgage-Backed Securities Government National Mortgage Association 2039-09-16 4.500000 20000.00 9233.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2046-09-20 2.000000 51600.00 41272.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2046-09-20 2.500000 10000.00 9817.33 Agency Collateralized Mortgage Obligation U.S. Treasury 254900HROIFWPRGM1V77 2020-07-16 0.00 149100.00 148051.53 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2022-07-15 1.750000 955100.00 964344.63 U.S. Treasuries (including strips) .25 07/15/2029 2029-07-15 0.250000 1674100.00 1741862.47 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2026-07-31 1.875000 1613000.00 1654970.26 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-08-13 0.00 698800.00 693046.08 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-02-13 0.00 774100.00 773673.47 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-02-20 0.00 6972000.00 6966045.91 U.S. Treasuries (including strips) Government National Mortgage Association 2028-04-15 7.000000 286300.00 1470.48 Agency Mortgage-Backed Securities U.S. Treasury 254900HROIFWPRGM1V77 2020-02-06 0.00 971500.00 971261.01 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2024-06-30 1.750000 400700.00 407620.24 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-07-31 1.750000 65400.00 65678.60 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2024-07-31 1.750000 3700600.00 3760438.70 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-09-10 0.00 4981200.00 4934974.46 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-03-12 0.00 4541600.00 4533588.62 U.S. Treasuries (including strips) FRESB MORTGAGE TR 2019-SB64 A-5H 20390425 FLT 2039-04-25 2.520000 23999000.00 24438483.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2047-09-20 2.500000 70000.00 22075.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2048-11-20 2.500000 60000.00 41371.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2049-08-20 2.500000 2000.00 2015.37 Agency Collateralized Mortgage Obligation U.S. Treasury 254900HROIFWPRGM1V77 2020-03-19 0.00 615500.00 614233.30 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2026-06-30 1.875000 564200.00 579691.15 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2026-08-31 1.375000 28700.00 28716.92 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2022-09-15 1.500000 202900.00 204735.60 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2026-09-30 1.625000 489200.00 496876.07 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-09-30 1.500000 89600.00 90128.73 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-10-08 0.00 179200.00 177338.11 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-04-09 0.00 66100.00 65905.40 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-04-16 0.00 16957000.00 16902228.89 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp 2048-11-25 3.000000 323094.00 326844.72 Agency Debentures and Agency Strips Government National Mortgage Association 2049-10-20 3.500000 1797895.00 1851460.53 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-09-20 5.500000 351394.00 374120.68 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-05-20 5.500000 1453000.00 1480749.44 Agency Mortgage-Backed Securities Government National Mortgage Association 2029-08-20 7.000000 65000.00 282.70 Agency Mortgage-Backed Securities Government National Mortgage Association 2057-07-16 2.600000 180000.00 179831.78 Agency Collateralized Mortgage Obligation U.S. Treasury 254900HROIFWPRGM1V77 2022-08-15 1.500000 3576800.00 3612616.60 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2024-08-31 1.250000 124700.00 124668.09 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2022-10-15 1.375000 9523300.00 9562320.55 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2024-10-15 0.125000 372400.00 379308.17 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2024-10-31 1.500000 5816300.00 5869468.01 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-10-31 1.500000 147300.00 148036.68 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2026-10-31 1.625000 305700.00 310073.69 U.S. Treasuries (including strips) Government National Mortgage Association 2049-11-20 4.000000 960920.00 1002383.07 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-04-20 3.000000 16000.00 16061.37 Agency Collateralized Mortgage Obligation U.S. Treasury 254900HROIFWPRGM1V77 2020-11-05 0.00 815600.00 806236.91 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-05-07 0.00 2401300.00 2391279.38 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2049-11-15 2.375000 5798000.00 6277633.97 U.S. Treasuries (including strips) UNITED STATES TREAS N 1.625 15AUG29 2029-08-15 1.625000 166000.00 168309.50 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2029-11-15 1.750000 11601300.00 11848197.97 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-06-04 0.00 98500.00 97975.78 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-06-11 0.00 1300500.00 1293227.60 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-07-02 0.00 399000.00 396424.46 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-02-04 0.00 650600.00 650492.65 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-02-11 0.00 38700.00 38682.59 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-02-18 0.00 183900.00 183758.76 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-02-25 0.00 37800.00 37760.42 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp 2034-10-25 2.859000 30000000.00 32075192.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2049-12-20 2.500000 3000.00 3017.66 Agency Collateralized Mortgage Obligation U.S. Treasury 254900HROIFWPRGM1V77 2026-11-30 1.625000 6838800.00 6927107.59 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2024-11-30 1.500000 10896000.00 10987537.12 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2022-12-15 1.625000 676000.00 682372.48 U.S. Treasuries (including strips) UST NOTES 12/31/26 2026-12-31 1.750000 280000.00 285524.51 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2024-12-31 1.750000 5800.00 5910.14 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-03-03 0.00 3812000.00 3806800.43 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-07-23 0.00 500.00 496.34 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-03-10 0.00 562900.00 561966.71 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-03-17 0.00 275900.00 275355.10 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-03-24 0.00 31000.00 30929.72 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp 2038-06-25 3.190000 30000000.00 27024613.40 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2039-06-25 2.320000 25000000.00 25283262.08 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2037-01-01 6.000000 88000.00 1636.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2028-09-01 2.500000 17000.00 6232.36 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2029-11-01 8.000000 760586.00 1590.52 Agency Mortgage-Backed Securities Federal Home Loan Banks 2023-12-08 2.250000 490000.00 505721.65 Agency Debentures and Agency Strips Federal Home Loan Banks 2028-09-21 3.700000 2500000.00 2604705.83 Agency Debentures and Agency Strips Federal Home Loan Banks 2030-12-24 4.000000 4000000.00 4164920.00 Agency Debentures and Agency Strips Federal Home Loan Banks 2034-02-14 3.750000 1000000.00 1040241.67 Agency Debentures and Agency Strips Federal Home Loan Banks 2029-02-22 3.500000 1500000.00 1540171.67 Agency Debentures and Agency Strips Federal Home Loan Banks 2030-01-28 2.400000 1500000.00 1505240.00 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp 2029-11-01 2.450000 284697.00 296732.19 Agency Mortgage-Backed Securities Federal Farm Credit Bank 2020-02-06 0.00 17000000.00 16995699.00 Agency Debentures and Agency Strips Federal Farm Credit Bank 2021-05-17 1.550000 10000.00 10019.00 Agency Debentures and Agency Strips Federal Farm Credit Bank 2029-11-28 2.860000 20000.00 21773.88 Agency Debentures and Agency Strips Federal Farm Credit Bank 2027-10-13 2.340000 15000.00 15092.60 Agency Debentures and Agency Strips Federal Farm Credit Bank 2033-12-19 3.980000 1500000.00 1620881.67 Agency Debentures and Agency Strips Federal Farm Credit Bank 2028-09-20 3.730000 1000000.00 1042441.44 Agency Debentures and Agency Strips Federal Farm Credit Bank 2029-02-22 2.730000 16000.00 16192.03 Agency Debentures and Agency Strips Federal Farm Credit Bank 2030-01-07 2.160000 162000.00 167052.78 Agency Debentures and Agency Strips Federal Farm Credit Bank 2022-10-13 1.600000 20000.00 20103.91 Agency Debentures and Agency Strips Federal Farm Credit Bank 2022-01-21 1.600000 125000.00 125380.00 Agency Debentures and Agency Strips Federal Farm Credit Bank 2022-07-15 1.680000 180000.00 180081.54 Agency Debentures and Agency Strips Federal Farm Credit Bank 2024-01-24 1.670000 9867000.00 9886026.86 Agency Debentures and Agency Strips Federal Farm Credit Bank 2026-01-27 1.980000 570000.00 568826.37 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2022-09-25 7.000000 205000.00 1229.05 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-05-25 7.000000 21000.00 1229.22 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2043-02-25 2.000000 11000.00 9914.85 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2041-08-25 3.000000 1115000.00 516186.44 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2043-04-25 3.000000 20000000.00 20429073.33 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-02-25 2.340000 1046000.00 1015629.39 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-01-25 2.500000 103000.00 101324.99 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-01-25 2.500000 1000000.00 986936.89 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-01-25 2.500000 43000.00 42914.94 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-11-20 2.250000 130000.00 131331.20 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2029-03-01 6.500000 40000.00 550.50 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2031-06-01 6.500000 41000.00 441.34 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2039-07-15 3.000000 105000.00 18390.54 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2033-01-15 2.250000 875000.00 284351.37 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2040-06-15 3.000000 3000000.00 1257656.34 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2023-06-19 2.750000 15000000.00 15702479.17 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp 2047-10-15 3.000000 25000.00 15088.58 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2026-07-27 2.252500 55000000.00 54853625.82 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2029-10-25 2.537000 10840411.00 11371414.38 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2050-02-25 2.500000 28000.00 27990.78 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp 2050-02-25 2.500000 64000.00 64033.46 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp 2050-02-25 2.500000 984000.00 986691.57 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp 2050-02-25 2.500000 1595000.00 1545389.65 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp 2050-02-25 2.500000 1117000.00 1099362.45 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp 2050-02-25 2.500000 1000000.00 995666.89 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2032-04-01 6.500000 46000.00 1220.26 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2032-07-01 7.000000 25000.00 329.03 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2031-10-01 6.500000 16000.00 62.11 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-12-01 2.103000 8433377.00 8428827.19 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2032-05-01 6.500000 40000.00 1578.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2021-06-15 5.250000 17001.00 907.30 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2042-11-01 3.000000 575000.00 231353.49 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp 2036-09-15 5.500000 20000.00 1219.90 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2040-05-25 5.000000 18000.00 21381.76 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-10-01 2.000000 50000.00 22988.69 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2021-01-01 5.500000 150000.00 0.45 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-06-01 7.000000 60000.00 1305.61 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-08-20 4.500000 85846.00 90237.72 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-06-20 5.500000 70000.00 69052.96 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-07-20 5.500000 1950000.00 2035511.93 Agency Mortgage-Backed Securities Government National Mortgage Association 2032-11-15 6.000000 42000.00 2389.08 Agency Mortgage-Backed Securities Government National Mortgage Association 2032-05-15 6.000000 120000.00 1652.32 Agency Mortgage-Backed Securities Government National Mortgage Association 2031-10-15 6.500000 25000.00 1116.27 Agency Mortgage-Backed Securities Government National Mortgage Association 2028-10-20 6.500000 36000.00 187.13 Agency Mortgage-Backed Securities Government National Mortgage Association 2024-09-20 8.000000 25000.00 24.38 Agency Mortgage-Backed Securities Government National Mortgage Association 2026-01-20 6.500000 55000.00 146.54 Agency Mortgage-Backed Securities Government National Mortgage Association 2026-07-20 8.000000 245000.00 294.27 Agency Mortgage-Backed Securities Government National Mortgage Association 2029-02-20 6.000000 150000.00 1300.69 Agency Mortgage-Backed Securities Government National Mortgage Association 2029-04-20 6.500000 144000.00 827.06 Agency Mortgage-Backed Securities Government National Mortgage Association 2032-12-20 5.000000 65000.00 1449.68 Agency Mortgage-Backed Securities Government National Mortgage Association 2023-08-15 7.500000 50000.00 378.51 Agency Mortgage-Backed Securities Government National Mortgage Association 2026-04-15 7.000000 31000.00 206.64 Agency Mortgage-Backed Securities Government National Mortgage Association 2025-12-15 7.000000 30000.00 95.92 Agency Mortgage-Backed Securities Government National Mortgage Association 2025-08-15 7.500000 25000.00 25.74 Agency Mortgage-Backed Securities Government National Mortgage Association 2026-05-15 7.500000 140000.00 161.74 Agency Mortgage-Backed Securities Government National Mortgage Association 2028-05-15 6.500000 77000.00 1347.05 Agency Mortgage-Backed Securities Government National Mortgage Association 2029-03-15 5.500000 25000.00 652.92 Agency Mortgage-Backed Securities Government National Mortgage Association 2029-12-15 8.500000 26550.00 159.55 Agency Mortgage-Backed Securities Government National Mortgage Association 2030-11-15 8.500000 108000.00 641.22 Agency Mortgage-Backed Securities Government National Mortgage Association 2031-04-15 6.000000 50085.00 1259.37 Agency Mortgage-Backed Securities Government National Mortgage Association 2033-01-15 6.000000 40000.00 1306.11 Agency Mortgage-Backed Securities Government National Mortgage Association 2024-06-15 7.000000 30000.00 68.68 Agency Mortgage-Backed Securities Government National Mortgage Association 2023-12-15 8.000000 225000.00 262.17 Agency Mortgage-Backed Securities Government National Mortgage Association 2023-12-15 7.000000 110000.00 253.43 Agency Mortgage-Backed Securities Government National Mortgage Association 2029-05-15 6.500000 130000.00 784.09 Agency Mortgage-Backed Securities Government National Mortgage Association 2031-04-15 8.500000 600000.00 1968.36 Agency Mortgage-Backed Securities Government National Mortgage Association 2035-12-15 5.500000 15000.00 553.84 Agency Mortgage-Backed Securities Government National Mortgage Association 2036-08-15 6.000000 72000.00 1489.62 Agency Mortgage-Backed Securities Government National Mortgage Association 2032-07-20 6.000000 15000.00 755.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2034-04-20 14.552700 100000.00 29620.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2025-12-16 3.000000 5000.00 579.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2055-11-16 2.600000 65000.00 34908.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2046-11-20 2.500000 96000.00 71848.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2048-11-20 3.000000 15000.00 10781.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2049-03-20 3.000000 200000.00 199373.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2049-06-20 2.500000 8000.00 8002.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2049-12-20 2.500000 586000.00 588510.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2050-01-20 2.500000 258000.00 257831.50 Agency Collateralized Mortgage Obligation Tennessee Valley Authority 549300HE1ISW43LNKM54 2031-12-15 0.00 40000.00 30492.52 Agency Debentures and Agency Strips U.S. Treasury 254900HROIFWPRGM1V77 2020-12-03 0.00 310200.00 306372.13 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-12-31 0.00 104500.00 103088.41 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-07-09 0.00 410000.00 407234.55 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-07-30 0.00 12734000.00 12636674.04 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-08-31 1.500000 64200.00 64649.72 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-11-30 1.500000 4814000.00 4833183.71 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-12-31 1.625000 482000.00 484643.25 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2030-01-15 0.125000 166000.00 169324.10 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2027-01-31 1.500000 20988000.00 21026617.92 U.S. Treasuries (including strips) Y 2020-02-03 2020-02-07 2020-04-01 Y RBC CAPITAL MARKETS LLC 1.0000 7 N n/a n/a N N 0.0167 920000000.00 920000000.00 0.0360 N N Y N SHORT TERM INVESTMENTS TRUST 2020-02-07 Sheri Morris Sheri Morris President