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2020-08-21 2020-08-21 N N N 0.0165 10000532.50 10000532.50 0.0038 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.600000% 3130AGXS9 2549001DPIFGXC1TOL40 US3130AGXS99 U.S. Government Agency Debt Y 2020-02-03 2020-05-22 2020-05-22 N N N 0.0163 24993702.75 24993702.75 0.0095 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 13986495.60 13986495.60 0.0053 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 24998812.50 24998812.50 0.0095 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 4991901.90 4991901.90 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.680000% 3130AH5B5 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2020-02-28 2020-04-28 2020-04-28 N N N 0.0156 44999504.55 44999504.55 0.0172 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 24998205.50 24998205.50 0.0095 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 14998924.80 14998924.80 0.0057 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 19998590.40 19998590.40 0.0076 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 19998615.80 19998615.80 0.0076 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.619000% 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2020-02-05 2020-02-05 N N N 0.0148 3699681.39 3699681.39 0.0014 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384TP4 2549001DPIFGXC1TOL40 US313384TP45 U.S. Government Agency Debt Y 2020-02-26 2020-02-26 2020-02-26 N N N 0.0150 49450981.14 49450981.14 0.0189 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384VA4 2549001DPIFGXC1TOL40 US313384VA48 U.S. Government Agency Debt Y 2020-04-01 2020-04-01 2020-04-01 N N N 0.0157 51868469.12 51868469.12 0.0198 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384ZA0 2549001DPIFGXC1TOL40 US313384ZA02 U.S. Government Agency Debt Y 2020-07-06 2020-07-06 2020-07-06 N N N 0.0157 14899258.35 14899258.35 0.0057 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.704000% 3133EHAE3 US3133EHAE37 U.S. Government Agency Debt Y 2020-02-21 2020-02-21 2020-02-21 N N N 0.0156 5675277.96 5675277.96 0.0022 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.856000% 3133EK5A0 US3133EK5A06 U.S. Government Agency Debt Y 2020-02-03 2021-02-01 2021-02-01 N N N 0.0164 5004540.75 5004540.75 0.0019 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 1998363.30 1998363.30 0.0008 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.655000% 3133EKUW4 US3133EKUW44 U.S. Government Agency Debt Y 2020-02-03 2021-07-09 2021-07-09 N N N 0.0176 3996264.68 3996264.68 0.0015 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.589000% 3133ELBQ6 US3133ELBQ69 U.S. Government Agency Debt Y 2020-03-02 2020-07-29 2020-07-29 N N N 0.0159 19998064.00 19998064.00 0.0076 N N N N Federal Home Loan Mortgage Corp. 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0.0156 34953774.45 34953774.45 0.0133 N Y Y N U.S. Treasury U.S. Treasury Bills 912796TL3 254900HROIFWPRGM1V77 US912796TL32 U.S. Treasury Debt Y 2020-03-19 2020-03-19 2020-03-19 N N N 0.0155 29943093.60 29943093.60 0.0114 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 19950505.60 19950505.60 0.0076 N Y Y N U.S. Treasury U.S. Treasury Bills 912796TQ2 254900HROIFWPRGM1V77 US912796TQ29 U.S. Treasury Debt Y 2020-04-09 2020-04-09 2020-04-09 N N N 0.0157 14957787.45 14957787.45 0.0057 N Y Y N U.S. Treasury U.S. Treasury Bills 912796TR0 254900HROIFWPRGM1V77 US912796TR02 U.S. Treasury Debt Y 2020-04-16 2020-04-16 2020-04-16 N N N 0.0155 9969059.50 9969059.50 0.0038 N Y Y N U.S. Treasury U.S. Treasury Bills 912796TS8 254900HROIFWPRGM1V77 US912796TS84 U.S. Treasury Debt Y 2020-04-30 2020-04-30 2020-04-30 N N N 0.0155 24908156.50 24908156.50 0.0095 N Y Y N U.S. Treasury U.S. Treasury Bills 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Association B1V7KEBTPIMZEU4LTD58 2043-02-01 3.000000 7016.00 6542.62 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-11-01 4.000000 44490.00 32791.51 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2045-02-01 2.768000 1390073.00 499633.20 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2045-12-01 4.000000 498592.00 202110.47 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-06-01 4.000000 91688.00 85590.82 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2031-06-01 3.170000 397705.00 433260.05 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2038-06-01 4.000000 1774502.00 1586058.74 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-02-01 4.500000 1834552.00 1661048.97 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-08-01 3.500000 1099509.00 946267.93 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2049-08-01 3.500000 1119717.00 1108837.88 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2035-02-01 3.716000 39164666.00 1237851.69 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-08-01 3.500000 1144100.00 1041317.09 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-09-01 4.500000 216872.00 203158.71 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2044-04-01 4.500000 1029902.00 976074.36 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-10-01 4.500000 308606.00 305163.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2046-11-01 2.445000 72325.00 47605.23 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2041-07-01 4.456000 1637581.00 116396.70 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2038-06-01 4.401000 1680990.00 348042.16 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-01-01 3.720000 1600000.00 1562510.70 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-02-01 3.500000 259809.00 207138.36 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2034-10-01 3.408000 6522381.00 165157.62 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2041-11-01 4.510000 4073331.00 1537218.88 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2040-07-01 4.558000 1061736.00 39844.82 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2041-03-01 4.875000 2849462.00 242478.59 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2047-02-01 3.500000 915790.00 685704.20 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2049-10-01 3.500000 1017.00 1068.39 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2049-11-01 3.000000 56288.00 56896.17 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-06-01 4.000000 154886.00 128658.35 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2036-10-01 3.893000 4244846.00 91488.81 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2039-03-01 5.000000 3828855.00 523616.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2048-08-01 4.000000 1340192.00 1169452.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2048-07-01 4.000000 435891.00 396529.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2048-08-01 4.500000 61120.00 55406.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2048-04-01 4.000000 5801.00 5186.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2049-09-01 3.000000 1762.00 1766.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2049-12-01 3.500000 164713.00 173720.30 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-05-01 3.500000 40352.00 32951.44 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-10-01 4.500000 332672.00 308936.82 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2042-08-01 3.500000 1029496.00 491131.48 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2043-06-01 3.500000 1088.00 587.98 Agency Mortgage-Backed Securities Y 2020-02-18 2020-02-18 2020-02-18 N N N 0.0167 65000000.00 65000000.00 0.0248 N N N Y BNP Paribas Securities Corp. BNP Paribas Securities Corp. 1.630000% BIV4BBKX7 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 2039-11-15 4.375000 1502600.00 2139524.80 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2022-11-15 0.00 0.16 0.15 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2037-02-15 0.00 0.32 0.23 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 2032-08-15 0.00 1.27 1.01 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-08-15 0.00 3.62 3.59 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2024-05-15 2.500000 216700.00 227926.89 U.S. Treasuries (including strips) Freddie Mac Giant Ioette Strips 2043-09-15 0.00 1433292.00 630496.61 Agency Debentures and Agency Strips GINNIE MAE 2044-03-20 3.500000 2944736.00 863044.76 Agency Mortgage-Backed Securities United States Treasury Notes 2027-07-15 0.375000 6640400.00 7262756.94 U.S. Treasuries (including strips) Government National Mortgage Association 2049-02-20 4.500000 673234.00 453355.48 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-08-01 3.000000 3281.00 3206.69 Agency Mortgage-Backed Securities U.S. Treasury 254900HROIFWPRGM1V77 2022-09-15 1.500000 1200.00 1210.86 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp 2049-09-25 2.126250 80321.00 75459.66 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp 2049-03-01 5.000000 11948376.00 13065129.47 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-03-20 2.367750 1503082.00 1344842.31 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2049-10-01 4.500000 2311.00 2459.31 Agency Mortgage-Backed Securities Government National Mortgage Association 2044-06-20 3.250000 55483515.00 5550647.71 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 31000000.00 31000000.00 0.0118 N N Y N Credit Agricole Corporate & Investment Bank Credit Agricole Corporate & Investment Bank 1.600000% 1VUV7VQFKUOQSJ21A208 BIV4BBTY6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury 254900HROIFWPRGM1V77 2025-05-31 2.875000 18862400.00 20400029.25 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 0.0160 20000000.00 20000000.00 0.0076 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 2039-05-15 4.250000 6884400.00 9657301.28 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2042-11-15 2.750000 22733600.00 26037094.61 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2045-02-15 0.750000 400.00 486.12 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-08-15 1.500000 200.00 201.29 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2028-02-15 2.750000 300.00 332.66 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2025-04-30 2.875000 400.00 433.16 U.S. Treasuries (including strips) UST NOTES 02/28/26 2026-02-28 2.500000 800.00 858.70 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-03-26 0.00 1100.00 1097.57 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-05-21 0.00 200.00 199.07 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-11-05 0.00 100.00 98.84 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-01-28 0.00 100.00 98.58 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2022-01-31 1.689940 1800.00 1800.14 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 35000000.00 35000000.00 0.0134 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 71.43 6.16 Agency Collateralized Mortgage Obligation GINNIE MAE 2047-03-20 3.500000 25737824.29 18228213.89 Agency Mortgage-Backed Securities GINNIE MAE 2047-06-20 4.000000 106.43 63.54 Agency Mortgage-Backed Securities U.S. Treasury 254900HROIFWPRGM1V77 2023-10-31 2.875000 7235.71 7690.38 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp 2049-09-01 3.000000 95.50 95.25 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-08-01 3.500000 3560.00 3430.73 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-08-01 3.000000 593047.21 586731.86 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-11-20 2.500000 6598771.07 6673191.03 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2040-09-01 5.000000 5561.14 580.55 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 25000000.00 25000000.00 0.0095 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 176574.46 82333.63 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-08-01 3.000000 260.31 257.54 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-11-20 2.500000 25000098.31 25282045.71 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-04-20 3.000000 76.92 75.70 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-06-01 5.000000 79554.46 54694.39 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-01-01 4.500000 127692.31 80524.83 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2040-09-01 5.000000 653.62 68.23 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 25000000.00 25000000.00 0.0095 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 175470.48 66105.33 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2036-06-01 6.000000 20326500.00 110246.10 Agency Debentures and Agency Strips Fannie Mae REMIC Trust 2039-07-25 4.000000 1223094.24 223793.82 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-05-01 4.000000 13770.90 8924.22 Agency Mortgage-Backed Securities FREDDIE MAC 2047-02-01 3.000000 57176.76 46506.09 Agency Mortgage-Backed Securities Fannie Mae REMIC Trust 2029-01-25 3.500000 93172.80 64868.96 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2037-10-15 2.041130 275362.32 67146.34 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-02-01 3.500000 14482.20 12652.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2043-02-15 4.500000 69227.46 30898.51 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-10-01 4.000000 1894300.20 1338651.10 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2048-10-01 4.000000 975304.74 675354.76 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2049-01-01 5.000000 502059.96 428084.74 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2048-05-15 1.976250 102904.14 72172.61 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-09-01 3.000000 10228191.90 10201407.53 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2049-03-01 4.500000 119115.72 107483.50 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-06-25 2.110880 71886.90 68419.07 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2049-10-01 3.000000 3622472.58 3644249.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2049-12-01 3.000000 94436.76 96060.86 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-09-01 3.000000 42679776.00 42947522.70 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2044-09-15 2.126250 46359.60 28994.53 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-12-01 3.500000 287477.10 306659.30 Agency Mortgage-Backed Securities Government National Mortgage Association 2047-12-20 4.000000 111749.58 94050.04 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-06-01 4.000000 22279.44 17153.99 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-12-20 3.000000 526370.82 542594.45 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 60000000.00 60000000.00 0.0229 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 3810063.00 5103486.77 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2026-01-15 0.625000 977634.00 1107546.22 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2028-01-15 0.500000 3680740.50 4026315.88 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2028-05-15 2.875000 4545310.50 5062651.97 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 15000000.00 15000000.00 0.0057 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 2040-08-15 3.875000 5033800.00 6804980.37 U.S. Treasuries (including strips) UNITED STATES TREAS BDS 2039-05-15 4.250000 200.00 279.66 U.S. Treasuries (including strips) UNITED STATES TREAS BDS 2028-04-15 3.625000 100.00 208.62 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2029-04-15 3.875000 99600.00 213757.64 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2041-05-15 4.375000 19577200.00 28088266.47 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2042-11-15 2.750000 3501900.00 3998407.46 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2048-02-15 3.000000 9748100.00 11894019.19 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2022-01-31 1.689940 100.00 100.00 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 50000000.00 50000000.00 0.0191 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 FEDERAL HOME LOAN MORTGAGE - F 2032-07-15 6.250000 3000.00 4458.97 Agency Debentures and Agency Strips UNITED STATES TREAS BDS 2029-01-15 2.500000 7100.00 10474.12 U.S. Treasuries (including strips) UNITED STATES TREAS BDS 2029-02-15 5.250000 600.00 802.67 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2036-11-15 0.00 0.10 0.07 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2040-11-15 0.00 373647.19 241989.24 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2029-02-15 0.00 63.92 54.99 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2035-08-15 0.00 9515069.44 7034976.11 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2040-02-15 0.00 100.00 68.51 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2022-11-15 1.625000 100.00 101.04 U.S. Treasuries (including strips) UNITED STATES TREAS BD STRIPPED PRIN PMT 2036-02-15 0.00 100.00 75.62 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTGAGE A 2042-11-20 4.125000 471500.00 52098.84 Agency Mortgage-Backed Securities U.S. Treasury 254900HROIFWPRGM1V77 2021-05-31 2.000000 8037200.00 8119219.45 U.S. Treasuries (including strips) GINNIE MAE 2042-10-20 4.125000 10448.00 1142.35 Agency Mortgage-Backed Securities U.S. Treasury 254900HROIFWPRGM1V77 2023-05-31 1.625000 25000000.00 25280818.31 U.S. Treasuries (including strips) GINNIE MAE 2046-06-20 3.500000 4306.00 2396.85 Agency Mortgage-Backed Securities UNITED STATES TREAS BD STRIPPED PRIN PMT 2045-11-15 0.00 100.00 58.37 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-06-30 1.125000 500.00 498.06 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2023-07-31 1.250000 12724100.00 12674348.77 U.S. Treasuries (including strips) U.S. Treasury Security Stripped Interest Security 2047-02-15 0.00 44.48 24.77 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-09-15 1.375000 200.00 200.79 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2047-11-15 2.750000 36800.00 42585.49 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2023-06-30 2.625000 1385000.00 1446026.67 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2048-08-15 0.00 200.00 110.69 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-07-01 4.500000 5557.00 4934.18 Agency Mortgage-Backed Securities U.S. Treasury 254900HROIFWPRGM1V77 2021-09-30 1.500000 34158400.00 34359968.16 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-11-01 3.000000 1943.00 1967.82 Agency Mortgage-Backed Securities U.S. Treasury 254900HROIFWPRGM1V77 2024-10-15 0.125000 62863300.00 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3142857.14 435292.53 Agency Mortgage-Backed Securities Government National Mortgage Association 2032-08-15 7.500000 1147179.00 387599.05 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2035-04-01 6.500000 2472450.86 376047.62 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2041-03-01 5.000000 721428.57 147829.02 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2025-04-01 4.500000 2098658.00 205434.19 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2025-04-01 4.500000 1444259.71 187295.22 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2021-05-06 1.250000 42857.14 42894.03 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2043-09-01 4.000000 543716.29 273056.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2029-12-01 7.000000 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National Mortgage Association 2065-07-20 4.628000 170383.57 165999.63 Agency Mortgage-Backed Securities Government National Mortgage Association 2065-09-20 4.643000 142857.14 132528.86 Agency Mortgage-Backed Securities Government National Mortgage Association 2066-07-20 4.635000 841959.86 938631.07 Agency Mortgage-Backed Securities Government National Mortgage Association 2064-11-20 4.682000 957142.86 952446.28 Agency Mortgage-Backed Securities Government National Mortgage Association 2065-01-20 4.548000 416428.57 409873.60 Agency Mortgage-Backed Securities Government National Mortgage Association 2064-10-20 4.569000 531151.14 337027.48 Agency Mortgage-Backed Securities Government National Mortgage Association 2064-10-20 4.571000 530706.00 455648.00 Agency Mortgage-Backed Securities Government National Mortgage Association 2064-11-20 4.600000 545806.71 460485.47 Agency Mortgage-Backed Securities Government National Mortgage Association 2064-11-20 4.560000 687970.43 672004.85 Agency Mortgage-Backed Securities Government National Mortgage Association 2065-01-20 4.553000 722468.86 751393.67 Agency Mortgage-Backed Securities Government National Mortgage Association 2066-10-20 4.499000 208777.00 166045.80 Agency Mortgage-Backed Securities Government National Mortgage Association 2065-09-20 4.655000 135714.29 148084.52 Agency Mortgage-Backed Securities Government National Mortgage Association 2065-10-20 4.158000 173324.71 116432.46 Agency Mortgage-Backed Securities Government National Mortgage Association 2065-11-20 3.798000 568779.43 350845.41 Agency Mortgage-Backed Securities Government National Mortgage Association 2066-05-20 4.606000 190456.43 191221.82 Agency Mortgage-Backed Securities Government National Mortgage Association 2066-03-20 4.534000 708524.00 743908.13 Agency Mortgage-Backed Securities Government National Mortgage Association 2066-12-20 4.515000 917134.43 1013940.19 Agency Mortgage-Backed Securities Government National Mortgage Association 2066-11-20 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7322329.36 132871.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2037-06-01 4.542000 1649648.85 33539.04 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2029-06-01 4.998000 7301553.21 8380.07 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2026-08-01 3.500000 1282601.98 135251.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2048-03-01 3.000000 99837.14 98103.33 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2037-11-01 6.000000 456472.76 8575.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2041-07-01 4.500000 11265461.45 2837483.08 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2030-10-01 2.500000 5891.60 3200.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2049-10-01 3.000000 674111.72 688407.42 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2039-10-01 4.500000 200387.56 212693.60 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2039-12-01 3.000000 325420.34 336894.87 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2050-01-01 5.000000 1827166.78 1998237.80 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2039-11-01 3.000000 28279.89 28795.64 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2029-02-01 6.500000 95844.99 1130.99 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-01-01 6.000000 294580.15 6194.39 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2036-12-01 4.339000 10843063.36 13277.91 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2029-07-01 4.632000 5169094.56 35147.76 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2027-12-01 3.525000 2199569.51 14017.57 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2041-11-01 3.921000 2945801.52 213186.29 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2040-08-01 4.373000 3476045.80 269570.41 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2045-12-01 4.000000 6139484.00 3961869.59 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2022-07-01 2.650000 11586819.33 11816149.52 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2035-12-01 3.760000 687353.69 756643.29 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-07-01 2.580000 11783206.10 12340669.58 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2032-08-01 3.560000 1374707.38 1438516.35 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2029-09-01 3.080000 1502358.78 1640411.53 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-04-01 3.510000 358209.47 392718.29 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2042-07-01 4.387000 2380700.96 315956.98 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2033-02-01 3.500000 617996.17 259852.46 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-04-01 4.000000 4909.67 3809.88 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2044-04-01 3.500000 4469580.60 284485.17 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2033-02-01 4.965000 9044286.25 46906.39 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2034-05-01 4.699000 4955375.48 153455.97 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2036-09-01 6.500000 4173415.21 141704.97 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2035-01-01 3.980000 243519.59 6400.38 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2034-12-01 4.146000 5335888.20 176498.68 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2035-04-01 4.932000 304399.49 15992.41 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2035-06-01 5.500000 378311.62 20553.02 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-03-01 2.624000 49489.47 19925.17 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2032-03-01 2.500000 7953.47 5561.06 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2033-01-01 3.000000 26385.54 18459.73 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-12-01 4.000000 37313.49 32026.53 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-01-01 3.000000 337103.78 348067.97 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-07-01 4.500000 1817878.47 1765627.52 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-08-01 5.000000 625236.55 428170.87 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2034-01-01 4.090000 196386.77 228691.50 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2029-01-01 3.695000 428240.99 484759.88 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2044-09-01 2.711000 5162181.74 5191667.27 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2029-09-01 6.000000 4288389.45 3389239.65 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-12-01 4.000000 4153580.15 4031732.46 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-11-01 4.500000 801232.88 794063.95 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-12-01 4.000000 276869.60 297403.55 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-05-01 4.500000 216684.52 235490.98 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-07-01 3.500000 8907211.43 9305940.18 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-11-01 5.000000 198382.84 219716.98 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-12-01 3.000000 14743348.57 15122980.83 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2037-11-01 3.500000 141594.86 118814.88 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-01-01 4.500000 26668.93 19037.97 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-04-01 3.500000 398319.50 356121.43 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-01-01 3.000000 901655.64 929564.31 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-05-01 4.500000 93306.69 91350.60 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-09-01 4.000000 5268067.21 5362900.46 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2034-04-01 4.000000 142129.23 130588.58 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2037-10-01 2.740000 3526100.86 37166.58 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-10-01 5.960000 78554.71 73898.55 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2038-06-01 4.548000 3929501.28 277349.62 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-04-01 4.500000 775727.73 3427.48 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2037-08-01 3.810000 253275.30 20306.50 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-11-01 4.500000 24265.94 25416.30 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2027-03-01 3.500000 30451.73 16351.59 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2039-04-01 4.500000 265531.41 215329.76 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2034-08-01 3.500000 28476.08 26870.95 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-08-01 6.000000 221381.70 225888.33 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-10-01 6.000000 196386.77 10543.31 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2038-05-01 5.500000 1608489.33 92033.19 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2025-12-01 3.500000 998672.28 149770.22 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2039-03-01 3.500000 65788.78 6865.94 Agency Debentures and Agency Strips Government National Mortgage Association 2047-10-20 3.500000 19638.68 16936.78 Agency Mortgage-Backed Securities Government National Mortgage Association 2054-12-15 2.810000 589160.30 611504.31 Agency Mortgage-Backed Securities Government National Mortgage Association 2032-02-20 7.500000 6549137.37 13951.41 Agency Mortgage-Backed Securities Government National Mortgage Association 2040-11-20 4.625000 1571094.15 55282.74 Agency Mortgage-Backed Securities Government National Mortgage Association 2041-08-20 3.825000 4400219.94 2534250.47 Agency Mortgage-Backed Securities Y 2020-02-03 2020-02-03 2020-02-03 N N N 0.0159 117832061.00 117832061.00 0.0450 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 U.S. Treasury 254900HROIFWPRGM1V77 2025-04-30 2.875000 12535900.00 13559336.94 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp 2023-06-25 2.212500 67785000.00 11358426.61 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2037-10-25 2.710000 9921406.00 9177994.73 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2024-07-25 2.152500 54241708.00 14635670.89 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2029-11-01 2.450000 644447.00 671690.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2023-02-25 2.364000 73611467.00 12719595.76 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2022-07-25 2.142500 131540000.00 9645891.23 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2025-02-25 1.952500 24050000.00 12639662.97 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-12-01 2.103000 2293021.00 2291783.92 Agency Mortgage-Backed Securities 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 85000000.00 85000000.00 0.0325 N N Y N Invesco Investment Securities Funds 2020-02-07 Sheri Morris Sheri Morris President