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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 Government National Mortgage Association 2041-04-16 3.562000 9931682.00 10200000.18 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 10000000.00 10000000.00 0.0145 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 2042-07-01 3.500000 1024.00 464.95 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 1000.00 318.06 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-03-01 3.000000 3602.00 2963.18 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-09-01 3.500000 3584.00 3157.28 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-11-01 3.500000 115104.00 98524.82 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2048-06-01 4.000000 1024.00 893.73 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-07-01 3.500000 1500.00 1133.87 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2056-07-01 4.000000 1279.00 981.27 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2049-01-01 4.000000 50176.00 47189.67 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2049-01-01 4.000000 24971.00 22142.58 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2047-10-01 4.000000 1024.00 809.62 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-11-01 4.000000 4114.00 3183.06 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-02-01 4.500000 23360.00 18621.83 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-01-01 4.000000 9903.00 9651.54 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-02-01 4.000000 1000.00 885.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2049-03-01 4.500000 1000.00 981.66 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2047-10-01 4.000000 1184.00 1065.39 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2057-09-01 4.000000 1024.00 901.72 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2034-08-01 4.000000 1049.00 913.08 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2044-12-01 3.500000 20074.00 18038.30 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-07-01 3.500000 1004.00 852.53 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-11-01 4.000000 2048.00 1501.83 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2031-06-01 3.170000 1034.00 1126.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2049-08-01 3.500000 13497608.00 13366465.82 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-08-01 3.500000 1728.00 1665.25 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2049-04-01 3.500000 4384848.00 4247674.57 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2049-11-01 3.000000 237232.00 239795.21 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2042-12-01 2.880000 1088.00 469.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2048-04-01 4.000000 112700.00 100762.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2049-09-01 3.000000 10697.00 10727.18 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-05-01 3.500000 19840.00 16201.34 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2044-06-01 3.009000 1000.00 949.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2047-02-01 2.755000 169530.00 138384.73 Agency Mortgage-Backed Securities Y 2020-02-18 2020-02-18 2020-02-18 N N N 0.0167 18000000.00 18000000.00 0.0261 N N N Y BNP Paribas Securities Corp. BNP Paribas Securities Corp. 1.630000% BIV4BBL57 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 2024-05-15 2.500000 419700.00 441444.01 U.S. Treasuries (including strips) GINNIE MAE 2045-11-20 3.000000 230963.00 61952.05 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2047-09-15 3.500000 2839399.00 2429383.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2049-06-20 4.000000 43995.00 43897.88 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-08-01 3.000000 162691.00 159006.43 Agency Mortgage-Backed Securities U.S. Treasury 254900HROIFWPRGM1V77 2022-09-15 1.500000 2299900.00 2320706.77 U.S. Treasuries (including strips) Government National Mortgage Association 2048-10-20 2.287750 1605147.00 1379724.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2049-03-20 2.367750 1253023.00 1121108.73 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2028-01-01 6.500000 21326.00 1230.26 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2042-08-01 4.000000 563999.00 201645.94 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 8000000.00 8000000.00 0.0116 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 U.S. Treasury 254900HROIFWPRGM1V77 2024-09-30 2.125000 816000.00 850096.88 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-03-26 0.00 1000.00 997.79 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 2020-09-10 0.00 100.00 99.08 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-11-05 0.00 200.00 197.68 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-06-11 0.00 6323200.00 6288529.89 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 7000000.00 7000000.00 0.0102 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 14.29 1.23 Agency Collateralized Mortgage Obligation GINNIE MAE 2047-03-20 3.500000 5147564.86 3645642.78 Agency Mortgage-Backed Securities GINNIE MAE 2047-06-20 4.000000 21.29 12.71 Agency Mortgage-Backed Securities U.S. Treasury 254900HROIFWPRGM1V77 2023-10-31 2.875000 1447.14 1538.08 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp 2049-09-01 3.000000 19.10 19.05 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-08-01 3.500000 712.00 686.15 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-08-01 3.000000 118609.44 117346.37 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-11-20 2.500000 1319754.21 1334638.21 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2040-09-01 5.000000 1112.23 116.11 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 5000000.00 5000000.00 0.0073 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 35314.89 16466.73 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-08-01 3.000000 52.06 51.51 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-11-20 2.500000 5000019.66 5056409.14 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-04-20 3.000000 15.38 15.14 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-06-01 5.000000 15910.89 10938.88 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-01-01 4.500000 25538.46 16104.97 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2040-09-01 5.000000 130.72 13.65 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 5000000.00 5000000.00 0.0073 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 43867.62 16526.33 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2036-06-01 6.000000 5081625.00 27561.53 Agency Debentures and Agency Strips Fannie Mae REMIC Trust 2039-07-25 4.000000 305773.56 55948.45 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-05-01 4.000000 3442.72 2231.06 Agency Mortgage-Backed Securities FREDDIE MAC 2047-02-01 3.000000 14294.19 11626.52 Agency Mortgage-Backed Securities Fannie Mae REMIC Trust 2029-01-25 3.500000 23293.20 16217.24 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2037-10-15 2.041130 68840.58 16786.59 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-02-01 3.500000 3620.55 3163.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2043-02-15 4.500000 17306.86 7724.63 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-10-01 4.000000 473575.05 334662.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2048-10-01 4.000000 243826.18 168838.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2049-01-01 5.000000 125514.99 107021.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2048-05-15 1.976250 25726.04 18043.15 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-09-01 3.000000 2557047.98 2550351.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2049-03-01 4.500000 29778.93 26870.87 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-06-25 2.110880 17971.72 17104.77 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2049-10-01 3.000000 905618.14 911062.36 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2049-12-01 3.000000 23609.19 24015.22 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-09-01 3.000000 10669944.00 10736880.67 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2044-09-15 2.126250 11589.90 7248.63 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-12-01 3.500000 71869.28 76664.83 Agency Mortgage-Backed Securities Government National Mortgage Association 2047-12-20 4.000000 27937.40 23512.51 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-06-01 4.000000 5569.86 4288.50 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-12-20 3.000000 131592.70 135648.61 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 15000000.00 15000000.00 0.0218 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 2794046.20 3742556.97 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2026-01-15 0.625000 716931.60 812200.56 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2028-01-15 0.500000 2699209.70 2952631.65 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2028-05-15 2.875000 3333227.70 3712611.45 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 11000000.00 11000000.00 0.0160 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 2024-11-15 7.500000 600.00 779.03 U.S. Treasuries (including strips) United States Treasury Notes 2027-07-15 0.375000 8871100.00 9702524.41 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2023-01-31 2.375000 482500.00 496728.92 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 10000000.00 10000000.00 0.0145 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 2020-05-15 8.750000 700.00 726.73 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2022-11-15 1.625000 100.00 101.04 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2024-03-31 2.125000 28602200.00 29671104.07 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2025-01-31 2.500000 18200.00 19176.07 U.S. Treasuries (including strips) Government National Mortgage Association 2048-03-20 3.500000 659144.00 505535.34 Agency Mortgage-Backed Securities U.S. Treasury 254900HROIFWPRGM1V77 2026-03-31 2.250000 214900.00 226767.10 U.S. Treasuries (including strips) Government National Mortgage Association 2044-04-20 3.875000 94856446.00 8759573.34 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2040-01-25 3.742130 1022384.00 1035380.12 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2049-10-01 4.500000 210180.00 223668.74 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2049-12-25 2.176250 5090816.00 5009278.05 Agency Debentures and Agency Strips Government National Mortgage Association 2046-12-20 3.000000 274913.00 180014.64 Agency Mortgage-Backed Securities Government National Mortgage Association 2040-08-20 5.000000 4997970.00 268774.38 Agency Mortgage-Backed Securities 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 45000000.00 45000000.00 0.0653 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 52505.30 19730.64 Agency Mortgage-Backed Securities U.S. Treasury 254900HROIFWPRGM1V77 2044-08-15 3.125000 3176.83 3902.88 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2024-08-15 2.375000 12978.66 13702.18 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2045-08-15 2.875000 2021.34 2390.58 U.S. Treasuries (including strips) FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-10-01 4.000000 71518.17 43813.39 Agency Mortgage-Backed Securities U.S. Treasury 254900HROIFWPRGM1V77 2021-12-31 2.000000 838.41 849.40 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-04-01 4.000000 584490.76 378531.63 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2030-03-01 3.000000 183091.92 109409.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F 2047-07-01 3.500000 196723.69 170163.72 Agency Mortgage-Backed Securities U.S. Treasury 254900HROIFWPRGM1V77 2027-08-15 2.250000 9.15 9.75 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-06-01 4.000000 1405005.88 1141305.10 Agency Mortgage-Backed Securities U.S. Treasury 254900HROIFWPRGM1V77 2024-10-31 2.250000 6131.10 6417.56 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp 2048-01-01 4.000000 569612.99 443742.95 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2043-07-01 3.500000 333746.43 171877.65 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2037-07-01 3.500000 236610.34 113605.83 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-11-01 4.000000 967316.10 851836.58 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2042-05-01 4.000000 12290.67 5578.12 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2042-10-01 3.500000 2667095.06 1057360.94 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2047-02-01 4.000000 1914028.32 1491834.60 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-07-01 4.000000 508470.88 437363.63 Agency Mortgage-Backed Securities U.S. Treasury 254900HROIFWPRGM1V77 2023-06-30 2.625000 5027.44 5253.33 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2028-07-15 0.750000 4823.17 5321.69 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2028-08-15 2.875000 8920.73 10018.38 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2023-08-31 2.750000 115.85 122.85 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-12-01 3.500000 1160512.04 892931.57 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2046-05-01 4.000000 258231.71 163758.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2047-10-01 3.500000 1058002.44 896688.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2047-12-01 4.500000 138710.37 120063.22 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2042-05-01 4.000000 388575.95 176860.07 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-10-01 4.000000 5001.71 3740.78 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-06-01 4.000000 343157.74 343681.18 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2044-06-01 4.500000 309867.68 282820.22 Agency Mortgage-Backed Securities U.S. Treasury 254900HROIFWPRGM1V77 2025-12-31 2.625000 207.32 222.05 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp 2047-10-01 4.500000 3698.69 3286.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2047-10-01 4.000000 146672.44 115965.20 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-01-20 4.500000 467.26 288.03 Agency Mortgage-Backed Securities U.S. Treasury 254900HROIFWPRGM1V77 2026-01-31 2.625000 36.59 39.12 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-03-01 4.000000 729895.91 577762.69 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-03-20 4.500000 10862.90 7622.64 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2045-10-01 3.500000 91277.38 66035.33 Agency Mortgage-Backed Securities UST NOTES 02/28/26 2026-02-28 2.500000 210.37 225.80 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-05-01 3.000000 240994.85 68839.28 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-10-01 4.500000 350609.76 331761.28 Agency Mortgage-Backed Securities U.S. Treasury 254900HROIFWPRGM1V77 2026-03-31 2.250000 4240.85 4480.39 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-04-01 3.500000 211270.37 29222.11 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp 2041-12-01 4.000000 883490.15 296541.46 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2042-12-01 3.500000 281293.78 114793.48 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-10-01 3.000000 18729.24 7242.61 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-06-01 3.500000 1403240.34 1462934.95 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-07-20 4.000000 101.92 103.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2031-01-01 3.000000 200568.69 95699.37 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2042-06-01 4.000000 7847.47 2583.25 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2047-05-01 4.000000 193573.38 164951.70 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2047-09-01 4.000000 197530.49 173768.55 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-04-01 4.000000 1066807.32 827496.58 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-11-01 4.000000 318037.07 268092.28 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-01-01 4.500000 370090.85 312633.55 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-06-01 4.000000 677875.40 637099.19 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-04-01 3.500000 336392.26 327211.76 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2038-10-01 4.000000 330134.94 254863.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2049-04-01 4.500000 191298.54 169333.68 Agency 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3.500000 56755.58 34750.41 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2032-02-01 3.500000 47859.73 37109.93 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-11-01 4.500000 68292.68 51326.53 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-08-01 3.500000 125000.00 120142.45 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-07-01 4.000000 39891.95 29553.49 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-08-01 3.500000 76443.41 65657.16 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-05-01 4.000000 11567.07 10721.06 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-04-01 5.000000 39087.26 42144.79 Agency Mortgage-Backed Securities Federal National 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Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-04-01 4.000000 231100.24 31792.36 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-07-01 3.500000 1221186.65 121964.96 Agency Debentures and Agency Strips Government National Mortgage Association 2045-08-15 3.500000 9155.30 5465.16 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 25000000.00 25000000.00 0.0363 N N Y N BMO Capital Markets Corp. BMO Capital Markets Corp. 1.570000% RUC0QBLBRPRCU4W1NE59 BIV4DP8D2 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 2050-01-01 4.000000 6212.00 6675.85 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2027-09-25 3.058024 6535.00 7015.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2049-12-20 3.000000 5438.00 5605.61 Agency Mortgage-Backed Securities Government National Mortgage Association 2050-01-20 4.500000 9620566.00 10169342.33 Agency Mortgage-Backed Securities Government National Mortgage Association 2050-01-20 3.500000 10868.00 11361.15 Agency Mortgage-Backed Securities Y 2020-02-07 2020-02-07 2020-04-13 Y BMO CAPITAL MARKETS CORP 1.0000 7 N n/a n/a N N 0.0157 10000000.00 10000000.00 0.0145 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 1.00 1.32 U.S. Treasuries (including strips) UNITED STATES TREAS BDS 2037-02-15 4.750000 21410.00 31287.61 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-08-15 2.625000 48.00 48.84 U.S. Treasuries (including strips) UNITED STATES TREAS BDS 2020-08-15 8.750000 9984.00 10756.50 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-11-15 2.625000 5102.00 5173.19 U.S. Treasuries (including strips) UNITED STATES TREAS BDS 2028-08-15 5.500000 4.00 5.38 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-02-15 3.625000 3.00 3.11 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-08-15 2.125000 5.00 5.10 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-11-15 2.000000 2.00 2.03 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2022-08-15 1.625000 1.00 1.01 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2022-11-15 1.625000 299.00 302.11 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-02-29 1.250000 46.00 46.22 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-03-31 1.125000 120946.00 121298.40 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-04-30 1.125000 4.00 4.01 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2023-05-15 1.750000 48.00 48.77 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-05-31 1.375000 599.00 599.86 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-09-30 2.000000 503.00 507.74 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-11-30 2.000000 3339878.00 3363036.64 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-12-31 2.375000 18.00 18.17 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-08-31 2.125000 47.00 47.56 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-01-31 2.125000 27898.00 28059.06 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-03-31 2.250000 5.00 5.08 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-04-30 2.250000 67.00 68.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2024-05-15 2.500000 48145.00 50639.32 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-07-31 2.250000 997.00 1008.53 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2024-08-15 2.375000 2.00 2.11 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-08-31 2.000000 996.00 1012.91 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-10-31 2.000000 5.00 5.07 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-12-31 2.125000 3.00 3.05 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2022-01-31 1.500000 1.00 1.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2025-02-15 2.000000 2.00 2.08 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2022-02-28 1.750000 4.00 4.06 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-02-29 1.375000 1.00 1.01 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-03-31 1.375000 5.00 5.02 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-04-30 1.375000 1.00 1.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-06-30 1.625000 49.00 49.07 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-07-31 1.625000 9.00 9.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-08-31 1.375000 2997.00 3010.46 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-10-31 1.375000 546.00 547.07 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2022-11-30 2.000000 47.00 47.98 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-11-30 1.625000 49.00 49.17 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2022-12-31 2.125000 5.00 5.12 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2023-01-31 1.750000 8.00 8.09 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2026-02-15 1.625000 2.00 2.04 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-02-28 1.125000 2.00 2.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-01-31 1.375000 5.00 4.99 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-04-30 1.375000 49.00 49.10 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2023-05-31 1.625000 46.00 46.52 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-05-31 1.375000 9.00 9.01 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2023-06-30 1.375000 3.00 3.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2026-08-15 1.500000 5.00 5.05 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2023-08-31 1.375000 5.00 5.03 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-09-30 1.125000 330450.00 329957.87 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-02-15 1.375000 48.00 48.29 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2022-02-28 1.875000 4.00 4.07 U.S. Treasuries (including strips) United States Treasury Notes 2027-05-15 2.375000 4.00 4.27 U.S. Treasuries (including strips) United States Treasury Notes 2024-05-31 2.000000 58.00 59.71 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2024-06-30 2.000000 1.00 1.03 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2022-08-31 1.625000 2.00 2.03 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2024-08-31 1.875000 1268.00 1305.64 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2027-08-15 2.250000 5.00 5.32 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2022-09-30 1.875000 2.00 2.04 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-12-15 1.875000 98.00 98.52 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2028-02-15 2.750000 2.00 2.21 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-04-30 1.568940 2.00 2.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2023-02-28 2.625000 2.00 2.10 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-03-31 2.250000 2.00 2.02 U.S. Treasuries (including strips) U.S. 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Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-09-15 2.750000 1999.00 2061.30 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2023-09-30 2.875000 4.00 4.25 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-10-31 2.875000 798.00 811.40 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2025-10-31 3.000000 22193.00 24284.28 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-05-31 2.500000 9430.00 9496.06 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-08-31 2.625000 7740.00 7870.45 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2026-01-31 2.625000 6.00 6.41 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2049-02-15 3.000000 29999.00 36823.39 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2024-02-29 2.375000 8.00 8.40 U.S. Treasuries (including strips) U.S. Treasury 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45000000.00 0.0653 N N Y N Invesco Variable Insurance Funds 2020-02-07 Sheri Morris Sheri Morris President