N-MFP2 0000896435 XXXXXXXX 2020-09-30 0000896435 FC4UULIMJMGKBDUARB13 S000000185 2 N N 033-57340 Invesco Advisers, Inc. 801-12313 Pricewaterhouse Coopers LLP Houston TX None Invesco Investment Services, Inc. 0000896852 084-05432 N N Y Exempt Government N 35 104 293925678.79 357597591.55 319972881.04 437586851.14 481379976.10 578943153.03 541663127.98 654318059.47 0.00 0.3555 0.4016 0.3785 0.4581 0.5823 0.6502 0.6407 0.6850 0.0000 0.00 1031209407.86 1031013641.83 506866.16 90766230.57 940754277.42 940710952.4600 1.0000 0.0022 1.0003 1.0003 1.0003 1.0002 0.0000 C000000416 1000.00 837837969.44 837799384.1300 1.0003 1.0003 1.0003 1.0002 0.0000 24493784.15 25789747.70 58973317.05 29840653.27 27794268.80 37574432.19 117598191.28 9408679.14 0.00 0.00 233427230.55 110776905.43 0.0001 Y Invesco Advisers, Inc. Yield Support 75,275. C000000417 1000.00 102916307.98 102911568.3300 1.0003 1.0003 1.0003 1.0002 0.0000 1700419.55 660942.71 1068591.79 1567168.27 305832.04 474807.32 2241922.29 778187.40 0.00 0.00 6586075.88 3995287.14 0.0001 Y Invesco Advisers, Inc. Yield Support 9,889; Invesco Distributors, Inc. Yield Support 20,753. Federal Home Loan Bank Federal Home Loan Bank 1.375000% 3130A7CV5 2549001DPIFGXC1TOL40 US3130A7CV50 U.S. Government Agency Debt Y 2021-02-18 2021-02-18 2021-02-18 N N N 0.0012 3014073.45 3014073.45 0.0032 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.120000% 3130AGSF3 2549001DPIFGXC1TOL40 US3130AGSF34 U.S. Government Agency Debt Y 2020-10-01 2021-01-22 2021-01-22 N N N 0.0012 5000473.35 5000473.35 0.0053 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.145000% 3130AGTF2 2549001DPIFGXC1TOL40 US3130AGTF25 U.S. Government Agency Debt Y 2020-10-01 2021-07-23 2021-07-23 N N N 0.0014 2000576.46 2000576.46 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.120000% 3130AGTW5 2549001DPIFGXC1TOL40 US3130AGTW57 U.S. Government Agency Debt Y 2020-10-01 2021-01-28 2021-01-28 N N N 0.0012 12001168.56 12001168.56 0.0128 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.100000% 3130AGVA0 2549001DPIFGXC1TOL40 US3130AGVA00 U.S. Government Agency Debt Y 2020-10-01 2020-11-06 2020-11-06 N N N 0.0011 4000075.28 4000075.28 0.0043 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.110000% 3130AGVL6 2549001DPIFGXC1TOL40 US3130AGVL64 U.S. Government Agency Debt Y 2020-10-01 2021-02-09 2021-02-09 N N N 0.0013 8000518.24 8000518.24 0.0085 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.135000% 3130AGZ24 2549001DPIFGXC1TOL40 US3130AGZ241 U.S. Government Agency Debt Y 2020-10-01 2021-02-26 2021-02-26 N N N 0.0013 5000846.90 5000846.90 0.0053 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.240000% 3130AHBW2 2549001DPIFGXC1TOL40 US3130AHBW23 U.S. Government Agency Debt Y 2020-10-01 2021-04-09 2021-04-09 N N N 0.0013 5003734.70 5003734.70 0.0053 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.158000% 3130AHV59 2549001DPIFGXC1TOL40 US3130AHV594 U.S. Government Agency Debt Y 2020-10-09 2021-04-09 2021-04-09 N N N 0.0014 5000583.40 5000583.40 0.0053 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.156000% 3130AHVJ9 2549001DPIFGXC1TOL40 US3130AHVJ91 U.S. Government Agency Debt Y 2020-10-13 2021-04-13 2021-04-13 N N N 0.0014 3000057.87 3000057.87 0.0032 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.132000% 3130AHXB4 2549001DPIFGXC1TOL40 US3130AHXB48 U.S. Government Agency Debt Y 2020-10-19 2021-04-19 2021-04-19 N N N 0.0014 2999768.10 2999768.10 0.0032 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.160000% 3130AJD22 2549001DPIFGXC1TOL40 US3130AJD226 U.S. Government Agency Debt Y 2020-10-01 2020-12-04 2020-12-04 N N N 0.0011 15001990.80 15001990.80 0.0159 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.210000% 3130AJHH5 2549001DPIFGXC1TOL40 US3130AJHH57 U.S. Government Agency Debt Y 2020-10-01 2021-01-08 2021-01-08 N N N 0.0012 10003337.70 10003337.70 0.0106 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.250000% 3130AJLK3 2549001DPIFGXC1TOL40 US3130AJLK31 U.S. Government Agency Debt Y 2020-10-01 2021-11-12 2021-11-12 N N N 0.0015 3003892.08 3003892.08 0.0032 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.220000% 3130AJM55 2549001DPIFGXC1TOL40 US3130AJM557 U.S. Government Agency Debt Y 2020-10-01 2021-11-15 2021-11-15 N N N 0.0015 2002155.96 2002155.96 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.200000% 3130AJPS2 2549001DPIFGXC1TOL40 US3130AJPS21 U.S. Government Agency Debt Y 2020-10-01 2021-03-11 2021-03-11 N N N 0.0013 5002334.70 5002334.70 0.0053 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.210000% 3130AJQY8 2549001DPIFGXC1TOL40 US3130AJQY89 U.S. Government Agency Debt Y 2020-10-01 2021-08-18 2021-08-18 N N N 0.0014 5004370.65 5004370.65 0.0053 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.175000% 3130AJR27 2549001DPIFGXC1TOL40 US3130AJR275 U.S. Government Agency Debt Y 2020-10-01 2020-10-19 2020-10-19 N N N 0.0009 10000422.60 10000422.60 0.0106 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.180000% 3130AJS59 2549001DPIFGXC1TOL40 US3130AJS596 U.S. Government Agency Debt Y 2020-10-01 2021-03-25 2021-03-25 N N N 0.0013 5002020.65 5002020.65 0.0053 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.150000% 3130AJS67 2549001DPIFGXC1TOL40 US3130AJS679 U.S. Government Agency Debt Y 2020-10-01 2020-10-23 2020-10-23 N N N 0.0009 3000124.20 3000124.20 0.0032 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.140000% 3130AJU31 2549001DPIFGXC1TOL40 US3130AJU311 U.S. Government Agency Debt Y 2020-10-01 2021-03-12 2021-03-12 N N N 0.0013 15003006.45 15003006.45 0.0159 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.120000% 3130AJU98 2549001DPIFGXC1TOL40 US3130AJU980 U.S. Government Agency Debt Y 2020-10-01 2020-12-15 2020-12-15 N N N 0.0011 10000721.30 10000721.30 0.0106 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.140000% 3130AJUY3 2549001DPIFGXC1TOL40 US3130AJUY34 U.S. Government Agency Debt Y 2020-10-01 2021-04-21 2021-04-21 N N N 0.0013 10002245.50 10002245.50 0.0106 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.100000% 3130AJVD8 2549001DPIFGXC1TOL40 US3130AJVD87 U.S. Government Agency Debt Y 2020-10-01 2020-10-22 2020-10-22 N N N 0.0009 10000123.90 10000123.90 0.0106 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.200000% 3130AJW47 2549001DPIFGXC1TOL40 US3130AJW473 U.S. Government Agency Debt Y 2020-10-01 2022-08-05 2022-08-05 N N N 0.0018 5004750.85 5004750.85 0.0053 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.090000% 3130AJXC8 2549001DPIFGXC1TOL40 US3130AJXC86 U.S. Government Agency Debt Y 2020-10-01 2020-12-04 2020-12-04 N N N 0.0011 24999763.25 24999763.25 0.0266 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.075000% 3130AJXM6 2549001DPIFGXC1TOL40 US3130AJXM68 U.S. Government Agency Debt Y 2020-10-01 2020-11-06 2020-11-06 N N N 0.0011 4999970.00 4999970.00 0.0053 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.160000% 3130AJZ93 2549001DPIFGXC1TOL40 US3130AJZ930 U.S. Government Agency Debt Y 2020-10-01 2022-08-19 2022-08-19 N N N 0.0018 7001060.01 7001060.01 0.0074 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.125000% 3130AJZE2 2549001DPIFGXC1TOL40 US3130AJZE25 U.S. Government Agency Debt Y 2020-10-01 2021-08-24 2021-08-24 N N N 0.0014 5000499.45 5000499.45 0.0053 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.090000% 3130AJZV4 2549001DPIFGXC1TOL40 US3130AJZV40 U.S. Government Agency Debt Y 2020-10-01 2020-11-25 2020-11-25 N N N 0.0011 20000190.40 20000190.40 0.0213 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 313312V49 US313312V491 U.S. Government Agency Debt Y 2020-12-31 2020-12-31 2020-12-31 N N N 0.0010 4998862.50 4998862.50 0.0053 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384N88 US313384N885 U.S. Government Agency Debt Y 2020-11-09 2020-11-09 2020-11-09 N N N 0.0006 38997042.63 38997042.63 0.0415 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384P45 2549001DPIFGXC1TOL40 US313384P450 U.S. Government Agency Debt Y 2020-11-13 2020-11-13 2020-11-13 N N N 0.0006 2588783.53 2588783.53 0.0028 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank 0.215000% 3133EL2B9 US3133EL2B97 U.S. Government Agency Debt Y 2020-10-01 2022-07-28 2022-07-28 N N N 0.0018 5006089.90 5006089.90 0.0053 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.140000% 3133EL3T9 US3133EL3T96 U.S. Government Agency Debt Y 2020-10-01 2022-08-11 2022-08-11 N N N 0.0018 1998869.64 1998869.64 0.0021 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.155000% 3133EMAA0 US3133EMAA00 U.S. Government Agency Debt Y 2020-10-01 2022-06-17 2022-06-17 N N N 0.0018 5000794.65 5000794.65 0.0053 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.115000% 3133EMBF8 US3133EMBF87 U.S. Government Agency Debt Y 2020-10-01 2021-10-05 2021-10-05 N N N 0.0015 9999235.70 9999235.70 0.0106 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.100000% 3134GT3A9 S6XOOCT0IEG5ABCC6L87 US3134GT3A93 U.S. Government Agency Debt Y 2020-10-01 2021-02-19 2021-02-19 N N N 0.0013 3000031.47 3000031.47 0.0032 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.100000% 3134GTX24 S6XOOCT0IEG5ABCC6L87 US3134GTX248 U.S. Government Agency Debt Y 2020-10-01 2021-02-05 2021-02-05 N N N 0.0013 3000040.23 3000040.23 0.0032 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.190000% 3134GVFT0 S6XOOCT0IEG5ABCC6L87 US3134GVFT00 U.S. Government Agency Debt Y 2020-10-01 2021-06-04 2021-06-04 N N N 0.0014 2001150.66 2001150.66 0.0021 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.140000% 3134GWPM2 S6XOOCT0IEG5ABCC6L87 US3134GWPM20 U.S. Government Agency Debt Y 2020-10-01 2022-08-12 2022-08-12 N N N 0.0018 3999245.52 3999245.52 0.0043 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.160000% 3134GWTF3 S6XOOCT0IEG5ABCC6L87 US3134GWTF33 U.S. Government Agency Debt Y 2020-10-01 2022-09-16 2022-09-16 N N N 0.0018 4999999.95 4999999.95 0.0053 N N N N Federal National Mortgage Association Federal National Mortgage Association 0.300000% 3135G02Y8 B1V7KEBTPIMZEU4LTD58 US3135G02Y87 U.S. Government Agency Debt Y 2020-10-01 2021-07-06 2021-07-06 N N N 0.0014 10014694.80 10014694.80 0.0106 N N N N Federal National Mortgage Association Federal National Mortgage Association 0.370000% 3135G02Z5 B1V7KEBTPIMZEU4LTD58 US3135G02Z52 U.S. Government Agency Debt Y 2020-10-01 2022-01-07 2022-01-07 N N N 0.0016 3009174.90 3009174.90 0.0032 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 1.875000% 3137EAEK1 S6XOOCT0IEG5ABCC6L87 US3137EAEK12 U.S. Government Agency Debt Y 2020-11-17 2020-11-17 2020-11-17 N N N 0.0015 8180662.98 8180662.98 0.0087 N N N N U.S. International Development Finance Corp. U.S. International Development Finance Corp., VRD Bonds 0.130000% 690353M87 549300IDY55XMYWXSD28 US690353M877 U.S. Government Agency Debt Y 2020-10-07 2020-10-07 2028-02-15 Y US INTL DEV FINANCE CORP 1.0000 7 N n/a n/a Y UNITED STATES OF AMERICA 1.0000 n/a n/a N 0.0013 8333333.38 8333333.38 0.0089 N N Y N U.S. International Development Finance Corp. U.S. International Development Finance Corp., VRD Bonds 0.130000% 690353S57 549300IDY55XMYWXSD28 US690353S577 U.S. Government Agency Debt Y 2020-10-07 2020-10-07 2040-07-07 Y US INTL DEV FINANCE CORP 1.0000 7 N n/a n/a Y UNITED STATES OF AMERICA 1.0000 n/a n/a N 0.0013 7285950.00 7285950.00 0.0077 N N Y N U.S. International Development Finance Corp. U.S. International Development Finance Corp., VRD Bonds 0.130000% 690353W37 549300IDY55XMYWXSD28 US690353W371 U.S. Government Agency Debt Y 2020-10-07 2020-10-07 2025-06-15 Y US INTL DEV FINANCE CORP 1.0000 7 N n/a n/a Y UNITED STATES OF AMERICA 1.0000 n/a n/a N 0.0013 2850000.00 2850000.00 0.0030 N N Y N U.S. International Development Finance Corp. U.S. International Development Finance Corp., VRD Bonds 0.101000% 690353XQ5 549300IDY55XMYWXSD28 US690353XQ53 U.S. Government Agency Debt Y 2020-10-07 2020-10-07 2025-07-15 Y US INTL DEV FINANCE CORP 1.0000 7 N n/a n/a Y UNITED STATES OF AMERICA 1.0000 n/a n/a N 0.0010 258888.93 258888.93 0.0003 N N Y N U.S. Treasury U.S. Treasury Bills 9127962J7 254900HROIFWPRGM1V77 US9127962J70 U.S. Treasury Debt Y 2020-10-01 2020-10-01 2020-10-01 N N N 0.0000 3366000.00 3366000.00 0.0036 N Y Y N U.S. Treasury U.S. Treasury Bills 9127962R9 254900HROIFWPRGM1V77 US9127962R96 U.S. Treasury Debt Y 2020-10-15 2020-10-15 2020-10-15 N N N 0.0008 4999849.30 4999849.30 0.0053 N Y Y N U.S. Treasury U.S. Treasury Bills 9127962Y4 254900HROIFWPRGM1V77 US9127962Y48 U.S. Treasury Debt Y 2021-05-20 2021-05-20 2021-05-20 N N N 0.0010 4996711.45 4996711.45 0.0053 N Y Y N U.S. Treasury U.S. Treasury Bills 9127963B3 254900HROIFWPRGM1V77 US9127963B36 U.S. Treasury Debt Y 2020-11-27 2020-11-27 2020-11-27 N N N 0.0010 4999247.90 4999247.90 0.0053 N Y Y N U.S. Treasury U.S. Treasury Bills 9127963J6 254900HROIFWPRGM1V77 US9127963J61 U.S. Treasury Debt Y 2020-12-10 2020-12-10 2020-12-10 N N N 0.0009 34993534.80 34993534.80 0.0372 N Y Y N U.S. Treasury U.S. Treasury Bills 9127963K3 254900HROIFWPRGM1V77 US9127963K35 U.S. Treasury Debt Y 2020-12-17 2020-12-17 2020-12-17 N N N 0.0010 9998021.50 9998021.50 0.0106 N Y Y N U.S. Treasury U.S. Treasury Bills 9127963L1 254900HROIFWPRGM1V77 US9127963L18 U.S. Treasury Debt Y 2020-12-24 2020-12-24 2020-12-24 N N N 0.0010 19995333.40 19995333.40 0.0213 N Y Y N U.S. Treasury U.S. Treasury Bills 9127963S6 254900HROIFWPRGM1V77 US9127963S60 U.S. Treasury Debt Y 2021-07-15 2021-07-15 2021-07-15 N N N 0.0010 1998365.70 1998365.70 0.0021 N Y Y N U.S. Treasury U.S. Treasury Bills 9127963T4 254900HROIFWPRGM1V77 US9127963T44 U.S. Treasury Debt Y 2021-01-07 2021-01-07 2021-01-07 N N N 0.0010 14996069.85 14996069.85 0.0159 N Y Y N U.S. Treasury U.S. Treasury Bills 9127963U1 254900HROIFWPRGM1V77 US9127963U17 U.S. Treasury Debt Y 2021-01-14 2021-01-14 2021-01-14 N N N 0.0010 19994093.80 19994093.80 0.0213 N Y Y N U.S. Treasury U.S. Treasury Bills 9127963V9 254900HROIFWPRGM1V77 US9127963V99 U.S. Treasury Debt Y 2021-01-21 2021-01-21 2021-01-21 N N N 0.0010 9996811.10 9996811.10 0.0106 N Y Y N U.S. Treasury U.S. Treasury Bills 9127964F3 254900HROIFWPRGM1V77 US9127964F31 U.S. Treasury Debt Y 2021-03-04 2021-03-04 2021-03-04 N N N 0.0010 9995722.20 9995722.20 0.0106 N Y Y N U.S. Treasury U.S. Treasury Bills 9127964R7 254900HROIFWPRGM1V77 US9127964R78 U.S. Treasury Debt Y 2020-11-10 2020-11-10 2020-11-10 N N N 0.0008 7984312.41 7984312.41 0.0085 N Y Y N U.S. Treasury U.S. Treasury Bills 9127964T3 254900HROIFWPRGM1V77 US9127964T35 U.S. Treasury Debt Y 2020-11-24 2020-11-24 2020-11-24 N N N 0.0009 4999343.75 4999343.75 0.0053 N Y Y N U.S. Treasury U.S. Treasury Bills 912796A74 254900HROIFWPRGM1V77 US912796A742 U.S. Treasury Debt Y 2021-01-19 2021-01-19 2021-01-19 N N N 0.0010 9996791.70 9996791.70 0.0106 N Y Y N U.S. Treasury U.S. Treasury Bills 912796TU3 254900HROIFWPRGM1V77 US912796TU31 U.S. Treasury Debt Y 2020-12-03 2020-12-03 2020-12-03 N N N 0.0010 14997506.25 14997506.25 0.0159 N Y Y N U.S. Treasury U.S. Treasury Bills 912796TY5 254900HROIFWPRGM1V77 US912796TY52 U.S. Treasury Debt Y 2020-12-31 2020-12-31 2020-12-31 N N N 0.0010 79980283.20 79980283.20 0.0850 N Y Y N U.S. Treasury U.S. Treasury Bills 912796UC1 254900HROIFWPRGM1V77 US912796UC14 U.S. Treasury Debt Y 2021-01-28 2021-01-28 2021-01-28 N N N 0.0010 14994979.65 14994979.65 0.0159 N Y Y N U.S. Treasury U.S. Treasury Notes 1.625000% 9128282Z2 254900HROIFWPRGM1V77 US9128282Z22 U.S. Treasury Debt Y 2020-10-15 2020-10-15 2020-10-15 N N N 0.0048 20011660.40 20011660.40 0.0213 N Y Y N U.S. Treasury U.S. Treasury Floating Rate Notes 0.145000% 9128285H9 254900HROIFWPRGM1V77 US9128285H96 U.S. Treasury Debt Y 2020-10-01 2020-11-02 2020-10-31 N N N 0.0011 38000891.10 38000891.10 0.0404 N Y 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0.0054 N Y Y N U.S. Treasury U.S. Treasury Notes 1.375000% 912828N89 254900HROIFWPRGM1V77 US912828N894 U.S. Treasury Debt Y 2021-02-01 2021-02-01 2021-01-31 N N N 0.0016 10041015.60 10041015.60 0.0107 N Y Y N U.S. Treasury U.S. Treasury Notes 3.625000% 912828PX2 254900HROIFWPRGM1V77 US912828PX26 U.S. Treasury Debt Y 2021-02-16 2021-02-16 2021-02-15 N N N 0.0016 5065234.40 5065234.40 0.0054 N Y Y N U.S. Treasury U.S. Treasury Notes 2.125000% 912828WR7 254900HROIFWPRGM1V77 US912828WR74 U.S. Treasury Debt Y 2021-06-30 2021-06-30 2021-06-30 N N N 0.0012 10150000.00 10150000.00 0.0108 N Y Y N U.S. Treasury U.S. Treasury Floating Rate Notes 0.400000% 912828YN4 254900HROIFWPRGM1V77 US912828YN43 U.S. Treasury Debt Y 2020-10-01 2021-11-01 2021-10-31 N N N 0.0012 7022626.80 7022626.80 0.0075 N Y Y N U.S. Treasury U.S. Treasury Floating Rate Notes 0.254000% 912828Z45 254900HROIFWPRGM1V77 US912828Z450 U.S. Treasury Debt Y 2020-10-01 2022-01-31 2022-01-31 N N N 0.0014 7011440.31 7011440.31 0.0075 N Y Y N U.S. Treasury U.S. Treasury Floating Rate Notes 0.155000% 91282CAA9 254900HROIFWPRGM1V77 US91282CAA99 U.S. Treasury Debt Y 2020-10-01 2022-08-01 2022-07-31 N N N 0.0016 1999860.14 1999860.14 0.0021 N Y Y N J.P. Morgan Securities LLC J.P. 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Treasury 254900HROIFWPRGM1V77 2025-05-15 2.125000 6.00 6.57 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2045-08-15 2.875000 16666.67 22178.40 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2025-08-15 2.000000 632.33 687.46 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2025-07-15 0.375000 7138.33 8467.46 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2022-10-31 1.875000 2291.33 2392.25 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-12-31 1.750000 5252.67 5297.03 U.S. Treasuries (including strips) UNITED STATES TREAS BDS 2046-02-15 1.000000 0.67 0.99 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2023-01-31 1.750000 1259.67 1310.56 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2026-02-15 1.625000 2564.67 2752.02 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-03-31 1.250000 0.33 0.34 U.S. Treasuries (including strips) UNITED STATES TREAS BDS 2046-05-15 2.500000 54325.00 68326.51 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-07-31 1.125000 10271.00 10375.20 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2023-07-31 1.250000 233.00 240.77 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2023-12-31 2.250000 5757.33 6179.30 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2027-01-15 0.375000 11151.00 13183.26 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2022-01-31 1.875000 816.67 838.14 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2027-02-15 2.250000 15806.67 17718.84 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2024-02-29 2.125000 16.33 17.45 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2047-05-15 3.000000 73400.33 101341.42 U.S. Treasuries (including strips) United States Treasury Notes 2024-05-31 2.000000 28312.67 30388.32 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2024-06-30 2.000000 0.67 0.72 U.S. Treasuries (including strips) United States Treasury Notes 2027-07-15 0.375000 45928.67 54164.71 U.S. Treasuries (including strips) United States Treasury Notes 2022-04-15 0.125000 19856.00 21536.88 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2047-08-15 2.750000 63193.33 83141.35 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2022-08-31 1.625000 0.33 0.34 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2027-08-15 2.250000 309.67 348.96 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2022-10-31 2.000000 0.33 0.35 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-12-15 1.875000 333.33 336.37 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2024-12-31 2.250000 0.33 0.36 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2028-01-15 0.500000 4466.00 5274.37 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2025-01-31 2.500000 169.00 186.37 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2048-02-15 1.000000 2621.33 3824.26 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-02-15 2.250000 0.33 0.34 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2028-02-15 2.750000 0.67 0.78 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-03-15 2.375000 1883.33 1904.70 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-04-15 2.375000 1.33 1.36 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2023-04-30 2.750000 1395.33 1505.15 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2023-05-31 2.750000 0.33 0.36 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2048-05-15 3.125000 34666.33 49126.59 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-07-15 2.625000 0.33 0.34 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2028-07-15 0.750000 11951.33 14252.63 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2048-11-15 3.375000 0.33 0.49 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-12-15 2.625000 31422.67 32607.43 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-01-31 0.215025 2.00 2.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2023-11-30 2.875000 17.00 18.62 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2049-02-15 3.000000 613023.67 850165.74 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-01-31 2.500000 0.33 0.34 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2029-02-15 2.625000 15438.67 18135.96 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-02-28 2.500000 529.00 535.35 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2024-02-29 2.375000 1531.33 1649.42 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2023-12-31 2.625000 67296.00 73105.76 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-04-30 0.239025 142.67 142.84 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2049-02-15 1.000000 71.00 102.72 U.S. Treasuries (including strips) UST NOTES 02/28/26 2026-02-28 2.500000 0.67 0.75 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2024-01-31 2.500000 119806.33 129597.15 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2022-07-15 1.750000 2678.67 2766.01 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2024-06-30 1.750000 41778.00 44414.90 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2024-07-31 1.750000 7458.67 7926.06 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2024-09-30 1.500000 153.33 161.31 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2024-08-31 1.250000 0.67 0.69 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2022-10-15 1.375000 320.33 330.47 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2024-10-15 0.125000 37446.67 40156.23 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-10-31 1.500000 9653.33 9856.07 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2026-10-31 1.625000 22.67 24.56 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-11-05 0.00 429.33 429.30 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-01-28 0.00 36758.33 36746.46 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-11-30 1.500000 6133.00 6261.10 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-12-31 1.625000 1.00 1.02 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2030-01-15 0.125000 14083.00 15705.36 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2022-01-31 1.375000 1106.00 1126.92 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2027-01-31 1.500000 260.67 279.73 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2050-02-15 0.250000 305.00 366.23 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2023-01-15 1.500000 1611.67 1667.13 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-03-25 0.00 52963.33 52935.79 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-10-01 0.00 1.33 1.33 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2022-02-28 1.125000 3.67 3.72 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-04-22 0.00 560.67 560.30 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-10-22 0.00 1.67 1.67 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-10-15 0.00 3.33 3.33 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2025-03-31 0.500000 1086.67 1100.35 U.S. Treasuries (including strips) UNITED STATES TREAS NT 0.25 15APR23 2023-04-15 0.250000 7782.33 7813.79 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-11-12 0.00 12.00 12.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-11-03 0.00 1.67 1.67 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-05-20 0.00 0.67 0.67 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-06-17 0.00 899.67 898.96 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2027-05-31 0.500000 0.33 0.34 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2027-06-30 0.500000 0.33 0.34 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-07-15 0.00 1000.00 999.14 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-01-07 0.00 0.67 0.67 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-08-12 0.00 770.00 769.28 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-02-11 0.00 0.33 0.33 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-02-18 0.00 116.67 116.62 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-03-04 0.00 1.00 1.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2050-08-15 1.375000 4896.67 4868.36 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2023-08-15 0.125000 33081.33 33068.41 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2027-08-31 0.500000 62956.67 63276.07 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-09-09 0.00 0.67 0.67 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2027-09-30 0.375000 1124973.33 1120023.45 U.S. Treasuries (including strips) Y 2020-10-01 2020-10-01 2020-10-01 Y SOCIETE GENERALE (NY BRANCH) 1.0000 1 N n/a n/a N N 0.0007 5000000.00 5000000.00 0.0053 N Y Y N BNP Paribas Securities Corp. BNP Paribas Securities Corp. 0.110000% BIV4VF885 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LN MTG CORP 2025-12-11 0.00 163532.91 159096.26 Agency Debentures and Agency Strips UNITED STATES TREAS BDS 2028-11-15 5.250000 3538.00 4945.64 U.S. Treasuries (including strips) UNITED STATES TREAS BDS 2029-01-15 2.500000 331748.62 525721.39 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2031-02-15 0.00 47643.31 44547.40 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2040-08-15 0.00 205829.30 162780.92 U.S. Treasuries (including strips) UNITED STATES TREAS BDS 2025-02-15 7.625000 125.69 167.45 U.S. Treasuries (including strips) UNITED STATES TREAS BDS 2026-01-15 2.000000 41601.70 64226.62 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2031-11-15 0.00 0.63 0.57 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2029-05-15 0.00 19621.59 18471.29 U.S. Treasuries (including strips) FEDERAL NATL MTG ASSN-DEB-CPN STRIPS 2022-05-15 0.00 17970.28 17839.27 Agency Debentures and Agency Strips U.S. Treasury 254900HROIFWPRGM1V77 2030-11-15 0.00 1866023.50 1711164.08 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2031-05-15 0.00 575899.34 523520.15 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2032-11-15 0.00 1.36 1.21 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2033-05-15 0.00 5078.50 4462.41 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2033-11-15 0.00 0.31 0.27 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2034-05-15 0.00 0.82 0.71 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2034-11-15 0.00 45486.22 38916.05 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2028-11-15 0.00 1.39 1.31 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2035-05-15 0.00 0.47 0.40 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2035-11-15 0.00 9.33 7.84 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2036-05-15 0.00 679982.18 565664.26 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2036-11-15 0.00 0.00 0.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2037-11-15 0.00 267172.77 216291.32 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2038-08-15 0.00 1.31 1.05 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2039-02-15 0.00 0.07 0.05 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2038-11-15 0.00 1.38 1.10 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2039-05-15 0.00 4317.66 3396.55 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2039-08-15 0.00 0.22 0.18 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2039-11-15 0.00 10427.63 8156.25 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2040-02-15 0.00 1.32 1.02 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2040-05-15 0.00 0.35 0.27 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2040-08-15 0.00 10025.62 7709.30 U.S. Treasuries (including strips) UNITED STATES TREAS BDS 2028-04-15 3.625000 3.40 7.56 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-01-15 1.125000 387845.44 463197.93 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2036-08-15 0.00 1.02 0.85 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2037-02-15 0.00 1311886.67 1079430.84 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2031-02-15 0.00 0.20 0.19 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2037-05-15 0.00 2.95 2.41 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2037-08-15 0.00 722416.62 587381.79 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2031-08-15 0.00 0.21 0.19 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2034-02-15 0.00 0.17 0.15 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2034-08-15 0.00 2.63 2.26 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2022-02-15 0.00 0.15 0.15 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2025-08-15 0.00 0.72 0.71 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2025-11-15 0.00 51112.69 50081.69 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2027-02-15 0.00 85735.90 82922.82 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2030-05-15 0.00 1.16 1.07 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2030-02-15 0.00 85350.32 79415.91 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2027-08-15 0.00 0.17 0.16 U.S. Treasuries (including strips) FREDDIE MAC 2028-11-01 6.500000 99698.17 301.33 Agency Mortgage-Backed Securities U.S. Treasury 254900HROIFWPRGM1V77 2021-05-15 3.125000 6.79 7.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2033-02-15 0.00 0.68 0.60 U.S. Treasuries (including strips) GINNIE MAE 2041-03-20 4.500000 776102.86 91293.22 Agency Mortgage-Backed Securities U.S. Treasury 254900HROIFWPRGM1V77 2021-07-15 0.625000 15.29 17.85 U.S. Treasuries (including strips) FEDERAL HOME LN MTG CORP 2032-07-15 0.00 30573.25 25910.09 Agency Debentures and Agency Strips Federal Home Loan Bank 2549001DPIFGXC1TOL40 2024-09-09 5.365000 13842.89 16620.61 Agency Debentures and Agency Strips U.S. Treasury 254900HROIFWPRGM1V77 2042-02-15 0.750000 98943.52 143470.61 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2041-11-15 0.00 0.15 0.11 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2042-02-15 0.00 0.26 0.19 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2042-05-15 0.00 1.52 1.13 U.S. Treasuries (including strips) FANNIE MAE B1V7KEBTPIMZEU4LTD58 2023-06-01 5.500000 44.13 0.67 Agency Mortgage-Backed Securities U.S. Treasury 254900HROIFWPRGM1V77 2042-11-15 2.750000 7364.76 9591.78 U.S. Treasuries (including strips) FEDERAL NATL MTG ASSN STRIPPED MTG BACKED SECS 2040-12-01 5.500000 1090894.32 9056.27 Agency Debentures and Agency Strips FEDERAL NATL MTG ASSN STRIPPED MTG BACKED SECS 2041-01-01 5.500000 405203.30 3450.18 Agency Debentures and Agency Strips FEDERAL NATL MTG ASSN STRIPPED MTG BACKED SECS 2040-11-01 6.000000 387896.97 3388.15 Agency Debentures and Agency Strips GINNIE MAE 2033-05-20 5.000000 239899.84 7550.33 Agency Mortgage-Backed Securities U.S. Treasury 254900HROIFWPRGM1V77 2023-01-15 0.125000 6.79 7.86 U.S. Treasuries (including strips) UNITED STATES TREAS BD STRIPPED PRIN PMT 2042-08-15 0.00 1.70 1.28 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2023-02-15 2.000000 10.19 10.67 U.S. Treasuries (including strips) GINNIE MAE 2038-08-15 5.500000 17.27 0.43 Agency Mortgage-Backed Securities GINNIE MAE 2043-05-20 2.875000 20.21 1.23 Agency Mortgage-Backed Securities U.S. Treasury 254900HROIFWPRGM1V77 2043-05-15 0.00 0.71 0.51 U.S. Treasuries (including strips) UNITED STATES TREAS BD STRIPPED PRIN PMT 2042-11-15 0.00 229718.90 171923.23 U.S. Treasuries (including strips) UNITED STATES TREAS BD STRIPPED PRIN PMT 2043-08-15 0.00 358692.14 263499.91 U.S. Treasuries (including strips) UNITED STATES TREAS BD STRIPPED PRIN PMT 2043-11-15 0.00 306342.25 223745.03 U.S. Treasuries (including strips) UNITED STATES TREAS BD STRIPPED PRIN PMT 2036-02-15 0.00 258872.19 225679.85 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2024-01-15 0.625000 23400.42 27642.16 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2044-02-15 3.625000 409287.47 605501.63 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2044-02-15 1.375000 338143.52 537691.83 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT 2043-08-15 0.00 0.05 0.03 U.S. Treasuries (including strips) UNITED STATES TREAS BD STRIPPED PRIN PMT 2043-02-15 0.00 20348.20 15129.72 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT 2043-11-15 0.00 0.00 0.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-06-30 2.125000 70831.42 72267.71 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2024-07-15 0.125000 641059.87 740140.79 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-07-31 2.250000 18.68 19.08 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-10-31 2.000000 4351.59 4475.58 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2024-11-15 2.250000 387470.06 423232.97 U.S. Treasuries (including strips) Fannie Mae Stripped Mortgage-Backed Securities 2036-05-01 5.500000 764331.21 5024.51 Agency Debentures and Agency Strips U.S. Treasury 254900HROIFWPRGM1V77 2021-12-31 2.125000 77370.70 79698.13 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT 2044-05-15 0.00 0.01 0.01 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2025-02-15 2.000000 85776.65 92638.43 U.S. Treasuries (including strips) GINNIE MAE 2043-11-20 3.125000 424628.45 13526.34 Agency Mortgage-Backed Securities UNITED STATES TREAS SEC STRIPPED INT PMT 2044-11-15 0.00 0.02 0.02 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2022-06-30 2.125000 1.70 1.77 U.S. Treasuries (including strips) UNITED STATES TREAS BD STRIPPED PRIN PMT 2045-02-15 0.00 357280.68 253273.42 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2025-08-15 2.000000 313613.59 340954.42 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2022-07-31 2.000000 1.70 1.76 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT 2044-02-15 0.00 0.07 0.05 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTGAGE A 2044-08-20 3.250000 233199.97 11263.24 Agency Mortgage-Backed Securities GINNIE MAE 2044-09-20 3.250000 81423.78 6310.58 Agency Mortgage-Backed Securities GINNIE MAE 2045-05-20 2.875000 420192.10 40415.44 Agency Mortgage-Backed Securities GINNIE MAE 2045-10-20 3.125000 259652.37 31964.28 Agency Mortgage-Backed Securities U.S. Treasury 254900HROIFWPRGM1V77 2025-11-15 2.250000 3758.81 4168.74 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2022-12-31 2.125000 516191.93 541958.43 U.S. Treasuries (including strips) GINNIE MAE 2045-09-20 3.500000 58089.17 5945.82 Agency Mortgage-Backed Securities UNITED STATES TREAS BDS 2046-02-15 1.000000 6.79 10.09 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2023-03-31 1.500000 1.70 1.76 U.S. Treasuries (including strips) UNITED STATES TREAS BD STRIPPED PRIN PMT 2045-08-15 0.00 425256.90 298737.02 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2023-05-31 1.625000 134598.73 140638.93 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2026-07-15 0.125000 811235.67 951819.07 U.S. Treasuries (including strips) UNITED STATES TREAS BD STRIPPED PRIN PMT 2044-11-15 0.00 12028.87 8579.84 U.S. Treasuries (including strips) UNITED STATES TREAS BD STRIPPED PRIN PMT 2046-05-15 0.00 121304.46 84021.53 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-08-31 1.125000 4304.03 4347.39 U.S. Treasuries (including strips) GINNIE MAE 2046-09-20 3.000000 4863.88 2569.28 Agency Mortgage-Backed Securities GINNIE MAE 2046-10-20 3.000000 524.87 276.29 Agency Mortgage-Backed Securities U.S. Treasury 254900HROIFWPRGM1V77 2023-10-31 1.625000 7081.10 7450.35 U.S. Treasuries (including strips) FREDDIE MAC 2046-12-01 2.500000 654.52 488.70 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-10-01 4.000000 209638.98 122252.07 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-11-01 2.500000 76567.24 56938.88 Agency Mortgage-Backed Securities U.S. Treasury 254900HROIFWPRGM1V77 2021-11-30 1.750000 5.10 5.22 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTGAGE A 2042-10-20 3.125000 135742.17 10458.34 Agency Mortgage-Backed Securities GINNIE MAE 2044-10-20 3.125000 585970.28 45815.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2044-10-20 3.125000 171757.42 14798.09 Agency Mortgage-Backed Securities GINNIE MAE 2047-02-20 3.500000 11978.84 5959.98 Agency Mortgage-Backed Securities UNITED STATES TREAS BD STRIPPED PRIN PMT 2046-08-15 0.00 1085270.49 748622.84 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2024-03-31 2.125000 1.70 1.81 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT 2046-08-15 0.00 2.70 1.82 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT 2046-11-15 0.00 16.44 11.02 U.S. Treasuries (including strips) GINNIE MAE 2043-03-20 3.000000 59404.48 3862.13 Agency Mortgage-Backed Securities GINNIE MAE 2042-08-20 3.250000 249070.06 17576.59 Agency Mortgage-Backed Securities United States Treasury Notes 2022-04-30 1.875000 1973277.28 2042956.70 U.S. Treasuries (including strips) U.S. Treasury Security Stripped Interest Security 2047-02-15 0.00 3662.91 2443.58 U.S. Treasuries (including strips) United States Treasury Notes 2027-07-15 0.375000 7816.56 9218.24 U.S. Treasuries (including strips) United States Treasury Notes 2022-04-15 0.125000 136502.76 148058.20 U.S. Treasuries (including strips) Government National Mortgage Association 2047-03-20 1.625000 132067.86 29830.70 Agency Mortgage-Backed Securities Government National Mortgage Association 2045-09-20 3.500000 9393.14 7260.02 Agency Mortgage-Backed Securities U.S. Treasury 254900HROIFWPRGM1V77 2020-10-15 1.625000 1.70 1.71 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2047-11-15 2.750000 3.40 4.50 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-11-15 1.750000 122.29 123.35 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2024-11-30 2.125000 222.51 241.81 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2047-08-15 0.00 4.13 2.72 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-12-01 4.000000 1503.30 689.50 Agency Mortgage-Backed Securities U.S. Treasury 254900HROIFWPRGM1V77 2047-11-15 0.00 3.41 2.25 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2028-01-15 0.500000 1241798.73 1466571.54 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2023-01-31 2.375000 24621.66 26003.54 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2025-01-31 2.500000 1.70 1.87 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-02-15 2.250000 6.79 6.87 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2048-02-15 0.00 10004.25 6717.45 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2028-02-15 2.750000 5635.67 6590.64 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-03-15 2.375000 6.79 6.87 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2048-02-15 0.00 40077.16 26366.76 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2023-02-28 2.625000 5.10 5.41 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2025-04-30 2.875000 1808015.29 2047718.56 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2023-04-15 0.625000 3.40 3.72 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2023-05-31 2.750000 3.40 3.66 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-07-01 4.000000 69527.47 30830.94 Agency Mortgage-Backed Securities U.S. Treasury 254900HROIFWPRGM1V77 2048-05-15 0.00 397436.94 265742.24 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2048-05-15 0.00 8.89 5.82 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-12-01 3.000000 140323.11 100244.53 Agency Mortgage-Backed Securities Government National Mortgage Association 2048-03-20 3.500000 620.30 341.46 Agency Mortgage-Backed Securities U.S. Treasury 254900HROIFWPRGM1V77 2023-06-30 2.625000 3.40 3.65 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-07-15 2.625000 66.24 67.91 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2028-07-15 0.750000 42734.61 50963.41 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2034-11-01 4.000000 197747.28 67917.08 Agency Mortgage-Backed Securities Government National Mortgage Association 2048-08-20 3.500000 16299.74 7625.45 Agency Mortgage-Backed Securities U.S. Treasury 254900HROIFWPRGM1V77 2021-08-15 2.750000 6.79 6.97 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2023-07-31 2.750000 3.40 3.66 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2043-08-15 0.00 339702.76 130640.54 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-08-01 2.500000 134156.40 93513.69 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-10-01 4.000000 84.59 36.46 Agency Mortgage-Backed Securities U.S. Treasury 254900HROIFWPRGM1V77 2048-08-15 0.00 5.56 3.63 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2044-12-01 4.000000 144201.44 52103.71 Agency Mortgage-Backed Securities U.S. Treasury 254900HROIFWPRGM1V77 2048-08-15 0.00 27.18 18.09 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-09-15 2.750000 257994.06 264755.69 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2048-11-15 0.00 2.09 1.35 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2023-11-30 2.875000 78931.63 86454.48 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2024-02-29 2.375000 1.70 1.83 U.S. Treasuries (including strips) Government National Mortgage Association 2049-03-20 4.500000 9085.06 3996.70 Agency Mortgage-Backed Securities U.S. Treasury 254900HROIFWPRGM1V77 2029-01-15 0.875000 65797.03 78892.30 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2049-02-15 0.00 1286.03 834.27 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2031-06-01 6.500000 7523826.50 4470.47 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2032-02-15 6.000000 3.38 0.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2045-12-20 3.000000 114667.65 48609.40 Agency Mortgage-Backed Securities U.S. Treasury 254900HROIFWPRGM1V77 2021-11-15 2.875000 1.70 1.77 U.S. Treasuries (including strips) U.S. T Notes 2026-04-30 2.375000 8161.36 9176.34 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2032-11-15 3.500000 747842.97 26556.32 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2043-09-15 0.00 758014.44 298143.63 Agency Debentures and Agency Strips Government National Mortgage Association 2049-03-20 4.000000 113939.33 39187.61 Agency Mortgage-Backed Securities U.S. Treasury 254900HROIFWPRGM1V77 2022-02-15 2.500000 1.70 1.76 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-05-31 2.125000 325336.73 331975.01 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2045-03-01 3.500000 16984.46 7062.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2047-09-15 3.500000 217409.77 101909.57 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-07-01 4.500000 112519.13 78450.95 Agency Mortgage-Backed Securities Government National Mortgage Association 2048-04-20 4.000000 164932.84 74433.49 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-06-20 3.500000 195085.55 112201.39 Agency Mortgage-Backed Securities Government National Mortgage Association 2045-10-15 4.000000 233.89 162.74 Agency Mortgage-Backed Securities U.S. Treasury 254900HROIFWPRGM1V77 2024-04-15 0.500000 11.89 13.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2049-05-15 0.00 2.24 1.44 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-07-31 0.320025 1.70 1.70 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2045-06-01 3.500000 136.51 102.03 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-07-20 0.816250 216060.70 176182.43 Agency Collateralized Mortgage Obligation .25 07/15/2029 2029-07-15 0.250000 8.49 9.65 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2049-01-01 4.500000 12138.29 4234.68 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2033-06-01 5.500000 42462.85 281.23 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-06-20 3.500000 103033.80 49628.96 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-07-20 3.500000 213474.67 131701.90 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-07-20 4.000000 244.45 158.97 Agency Mortgage-Backed Securities U.S. Treasury 254900HROIFWPRGM1V77 2024-06-30 1.750000 25.48 27.09 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-07-31 1.750000 3.40 3.45 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2029-03-15 7.000000 2.51 0.71 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2027-01-01 3.170000 39161.14 43066.82 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-02-01 3.000000 71933.89 3660.03 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2036-08-01 6.000000 52.37 0.51 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-03-20 4.000000 231042.99 120981.69 Agency Mortgage-Backed Securities Federal Home Loan Bank 2549001DPIFGXC1TOL40 2033-07-11 3.930000 74479.83 81662.38 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2047-08-15 4.500000 60474.56 66004.36 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2047-09-15 3.000000 209477.71 97739.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2043-07-20 3.250000 16.99 0.52 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-07-20 3.000000 24998.15 18493.52 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-07-20 3.500000 507526.10 351881.74 Agency Mortgage-Backed Securities Government National Mortgage Association 2039-12-20 5.000000 181868.35 5724.28 Agency Mortgage-Backed Securities Government National Mortgage Association 2041-10-20 3.125000 20.26 1.27 Agency Mortgage-Backed Securities Government National Mortgage Association 2048-12-20 0.856250 194017.21 143676.76 Agency Collateralized Mortgage Obligation U.S. Treasury 254900HROIFWPRGM1V77 2024-10-15 0.125000 799099.79 856920.98 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2024-10-31 1.500000 1.70 1.80 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2043-11-15 0.00 17361.70 6015.60 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2049-09-01 3.000000 892.20 663.79 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2042-10-01 5.951870 75208.65 4263.68 Agency Debentures and Agency Strips Government National Mortgage Association 2049-11-20 3.500000 108451.86 85483.11 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-05-20 4.000000 342977.14 195079.51 Agency Mortgage-Backed Securities Government National Mortgage Association 2040-11-20 4.500000 53262.91 2925.53 Agency Mortgage-Backed Securities Government National Mortgage Association 2048-10-20 0.786250 470357.33 323713.28 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2049-03-01 4.000000 305106.58 137531.40 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-03-20 0.866250 731301.20 543419.74 Agency Collateralized Mortgage Obligation U.S. Treasury 254900HROIFWPRGM1V77 2022-12-15 1.625000 42231.85 43823.38 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2040-11-15 0.652380 5645.77 252.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2048-06-20 4.000000 56122.56 24390.39 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-06-20 3.000000 44332.01 28701.32 Agency Mortgage-Backed Securities Government National Mortgage Association 2067-10-20 4.631000 24.39 27.67 Agency Mortgage-Backed Securities U.S. Treasury 254900HROIFWPRGM1V77 2049-11-15 0.00 176407.64 114986.91 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2030-01-15 0.125000 19519.32 21767.94 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2025-01-31 1.375000 168789.81 177627.51 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2022-01-31 1.375000 483733.33 492885.19 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2036-05-15 0.582380 594462.85 74710.31 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2020-10-25 3.000000 48783.54 0.07 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-12-01 4.000000 119608.59 125643.80 Agency Mortgage-Backed Securities Government National Mortgage Association 2045-09-20 3.250000 315958.13 30094.64 Agency Mortgage-Backed Securities U.S. Treasury 254900HROIFWPRGM1V77 2050-02-15 2.000000 115470.06 132594.85 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2050-02-15 0.250000 592715.07 711698.31 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2023-01-15 1.500000 52.65 54.47 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-03-25 0.00 1.70 1.70 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2043-08-15 0.00 129434.36 43736.26 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2049-08-01 4.000000 116687.44 105272.56 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2030-05-25 4.000000 151184.71 73711.97 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2041-12-01 4.000000 279616.88 102291.16 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2042-10-01 3.500000 43997.10 14552.73 Agency Mortgage-Backed Securities Government National Mortgage Association 2050-02-20 3.500000 84573.03 85544.46 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-10-20 2.500000 1053078.56 958668.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2050-02-20 2.500000 517490.14 467710.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2049-01-20 2.500000 645435.24 580280.75 Agency Collateralized Mortgage Obligation Federal Home Loan Bank 2549001DPIFGXC1TOL40 2035-05-25 4.125000 169.85 175.74 Agency Debentures and Agency Strips Federal Home Loan Bank 2549001DPIFGXC1TOL40 2033-08-08 3.940000 11125.27 12196.11 Agency Debentures and Agency Strips Government National Mortgage Association 2048-04-20 3.500000 255543.98 97776.63 Agency Mortgage-Backed Securities U.S. Treasury 254900HROIFWPRGM1V77 2025-04-15 0.125000 3.40 3.63 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2044-07-01 2.894000 1720.76 412.87 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2050-03-01 3.000000 395.01 420.59 Agency Mortgage-Backed Securities Government National Mortgage Association 2043-12-20 3.000000 307390.23 16270.03 Agency Mortgage-Backed Securities Government National Mortgage Association 2045-01-20 3.000000 305715.50 20938.19 Agency Mortgage-Backed Securities Government National Mortgage Association 2048-06-20 3.500000 629113.02 238731.33 Agency Mortgage-Backed Securities Government National Mortgage Association 2048-06-20 3.500000 341384.29 139348.09 Agency Mortgage-Backed Securities Government National Mortgage Association 2048-07-20 4.000000 18659.80 7676.51 Agency Mortgage-Backed Securities Government National Mortgage Association 2048-08-20 4.000000 716644.59 312676.77 Agency Mortgage-Backed Securities Government National Mortgage Association 2050-04-20 0.836250 509537.15 503036.77 Agency Collateralized Mortgage Obligation U.S. Treasury 254900HROIFWPRGM1V77 2021-05-20 0.00 53367.30 53330.80 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-11-10 0.00 22692.14 22690.12 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2035-03-01 3.750000 266318.68 6010.55 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2023-04-20 0.375000 296305.73 297881.09 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2044-05-01 2.697000 122249.51 80283.76 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-04-01 2.658000 183958.42 167705.04 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-05-01 2.347000 15907.43 15091.71 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-09-01 3.500000 3125.33 3011.54 Agency Mortgage-Backed Securities Government National Mortgage Association 2044-08-20 3.250000 655729.02 36145.34 Agency Mortgage-Backed Securities Government National Mortgage Association 2045-12-20 2.500000 24240.85 1868.47 Agency Mortgage-Backed Securities Government National Mortgage Association 2047-06-20 3.500000 107760.00 31158.62 Agency Mortgage-Backed Securities Government National Mortgage Association 2048-04-20 3.500000 702627.33 308338.08 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-09-20 3.500000 83576.48 61000.48 Agency Mortgage-Backed Securities Government National Mortgage Association 2048-09-20 3.500000 13625.78 5419.43 Agency Mortgage-Backed Securities Government National Mortgage Association 2048-11-20 4.000000 849256.90 328458.94 Agency Mortgage-Backed Securities Government National Mortgage Association 2048-12-20 4.000000 217186.17 67748.00 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-02-20 4.000000 90021.83 38099.76 Agency Mortgage-Backed Securities Government National Mortgage Association 2048-11-15 5.500000 566.13 168.23 Agency Mortgage-Backed Securities Government National Mortgage Association 2043-08-20 3.250000 28891.97 4188.77 Agency Mortgage-Backed Securities Government National Mortgage Association 2046-02-15 4.500000 2306.56 458.57 Agency Mortgage-Backed Securities Government National Mortgage Association 2047-01-15 4.500000 1465.70 608.02 Agency Mortgage-Backed Securities Government National Mortgage Association 2040-11-15 4.000000 1273.89 446.48 Agency Mortgage-Backed Securities Government National Mortgage Association 2029-04-15 6.500000 74542.88 9365.68 Agency Mortgage-Backed Securities Government National Mortgage Association 2034-01-15 5.500000 92294.54 2520.26 Agency Mortgage-Backed Securities Government National Mortgage Association 2041-07-20 3.250000 17.12 0.23 Agency Mortgage-Backed Securities Government National Mortgage Association 2041-12-20 2.904000 52779.35 28862.84 Agency Mortgage-Backed Securities Government National Mortgage Association 2043-04-20 2.587000 136134.05 61189.14 Agency Mortgage-Backed Securities GNAR WN 784594 M 2042-09-20 3.313000 99559.68 43486.39 Agency Mortgage-Backed Securities Government National Mortgage Association 2033-01-20 6.450000 73036.09 20718.86 Agency Mortgage-Backed Securities Government National Mortgage Association 2050-05-20 0.826250 16.99 16.75 Agency Collateralized Mortgage Obligation U.S. Treasury 254900HROIFWPRGM1V77 2022-06-30 0.125000 8390.66 8392.66 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2022-07-31 0.155025 5.10 5.10 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2041-02-01 4.500000 31954.55 6363.46 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2045-09-01 2.741000 30313.00 5176.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2043-11-15 0.00 128594.19 52563.63 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2057-02-01 4.500000 16985.14 11887.91 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-11-01 4.500000 7810.28 5031.97 Agency Mortgage-Backed Securities Government National Mortgage Association 2026-12-15 2.500000 42158.95 7207.52 Agency Mortgage-Backed Securities Government National Mortgage Association 2043-02-20 3.000000 8492.57 891.16 Agency Mortgage-Backed Securities Government National Mortgage Association 2042-09-20 3.250000 5086.93 351.92 Agency Mortgage-Backed Securities Government National Mortgage Association 2050-07-20 3.500000 15320.58 16252.13 Agency Mortgage-Backed Securities Government National Mortgage Association 2047-11-15 3.500000 7171.79 2209.10 Agency Mortgage-Backed Securities Government National Mortgage Association 2050-05-20 5.000000 9859.31 10706.78 Agency Mortgage-Backed Securities Government National Mortgage Association 2050-05-20 4.000000 55899.04 60653.78 Agency Mortgage-Backed Securities Government National Mortgage Association 2045-07-15 4.000000 424.63 187.75 Agency Mortgage-Backed Securities Government National Mortgage Association 2046-10-15 4.000000 6047.24 3413.13 Agency Mortgage-Backed Securities Government National Mortgage Association 2041-09-15 4.000000 1702.10 799.27 Agency Mortgage-Backed Securities Government National Mortgage Association 2033-12-15 5.500000 73953.29 2254.97 Agency Mortgage-Backed Securities Government National Mortgage Association 2040-12-15 5.500000 465.39 223.38 Agency Mortgage-Backed Securities Government National Mortgage Association 2026-05-20 4.000000 250361.77 6912.58 Agency Mortgage-Backed Securities Government National Mortgage Association 2037-10-15 6.500000 52862.23 2009.14 Agency Mortgage-Backed Securities U.S. Treasury 254900HROIFWPRGM1V77 2050-05-15 0.00 2258529.09 1464502.53 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2035-09-01 3.500000 5016.00 2043.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2035-11-01 3.500000 43196.60 24669.96 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2049-12-01 4.000000 171.40 169.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2040-05-01 2.500000 25102.78 25170.41 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2042-04-01 3.500000 1145343.69 26148.35 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2041-11-01 3.500000 1248407.64 27553.03 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2034-02-01 5.500000 25400.61 1263.46 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-08-01 2.500000 450.17 472.08 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-05-01 2.500000 31717.20 32750.11 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-09-01 2.500000 405.33 425.07 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2035-09-01 2.500000 746476.23 778513.08 Agency Mortgage-Backed Securities Government National Mortgage Association 2047-02-15 4.000000 519.35 284.37 Agency Mortgage-Backed Securities Federal Home Loan Bank 2549001DPIFGXC1TOL40 2036-01-15 4.150000 100127.39 101913.94 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2047-04-01 3.000000 176645.44 133347.76 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2050-09-01 2.500000 19.96 21.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2022-10-01 6.000000 36.37 0.10 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2021-01-01 5.500000 376.97 0.13 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2050-01-01 3.000000 165.06 158.78 Agency Mortgage-Backed Securities Federal Farm Credit Bank 2034-07-18 2.990000 152.87 159.55 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-03-25 0.598130 194980.54 122142.17 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-07-01 3.500000 39200.75 35528.02 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-03-01 3.000000 154141.23 152803.28 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-08-01 2.500000 73047.34 76638.48 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2035-07-01 3.000000 15708.54 16362.55 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-08-01 2.500000 15669.55 16459.20 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-01-01 4.000000 167069.54 91687.94 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-01-01 3.500000 692.14 424.19 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-04-01 4.000000 48294.64 35723.47 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-12-01 4.500000 40350.49 26240.68 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-06-01 2.500000 128999.54 136020.90 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-06-01 4.000000 101365.13 109293.53 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-03-01 3.500000 248523.50 220295.19 Agency Mortgage-Backed Securities U.S. Treasury 254900HROIFWPRGM1V77 2027-09-30 0.375000 3864360.08 3847356.90 U.S. Treasuries (including strips) Y 2020-10-05 2020-10-05 2020-10-05 Y BNP Paribas Securities Corp 1.0000 7 N n/a n/a N N 0.0011 40000000.00 40000000.00 0.0425 N N Y N Metropolitan Life Insurance Co. Metropolitan Life Insurance Co. 0.100000% 549300H7EXFMRS487544 BIV4X0571 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 2046-05-15 0.00 15122294.43 15122294.43 U.S. Treasuries (including strips) UNITED STATES TREAS BD STRIPPED PRIN PMT 2046-05-15 0.00 109020.00 109020.00 U.S. Treasuries (including strips) Y 2020-10-01 2020-10-01 2020-10-01 N N N 0.0010 15001875.00 15001875.00 0.0159 N Y Y N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp. 0.100000% BIV4X0LG3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury 254900HROIFWPRGM1V77 2030-05-15 0.625000 29910900.00 29981212.50 U.S. Treasuries (including strips) Y 2020-10-01 2020-10-01 2020-10-01 N N N 0.0010 29437500.00 29437500.00 0.0313 N Y Y N ING Financial Markets, LLC ING Financial Markets, LLC 0.120000% KBVRJ5K57JZ3E2AVWX40 BIV4X6WW3 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 6640.00 2480.58 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2042-05-01 4.000000 2964.00 821.09 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-10-01 3.011000 3739.00 493.54 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2042-04-01 3.500000 3391.00 1334.86 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2045-10-01 3.500000 2422.00 1646.86 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-05-01 4.000000 2346.00 1561.10 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2045-10-01 4.000000 5231835.00 2905580.45 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-12-01 3.000000 1892.00 1931.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2049-03-01 4.000000 123296.00 61160.75 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2037-05-01 3.500000 1010.00 243.97 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-06-01 2.500000 77088.00 79333.42 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2050-07-01 2.500000 1531.00 1637.12 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-06-01 2.000000 1088.00 1109.58 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-03-01 3.838000 1396.00 665.73 Agency Mortgage-Backed Securities Y 2020-10-26 2020-10-26 2020-10-26 N N N 0.0012 3000000.00 3000000.00 0.0032 N N N Y Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp. 0.080000% 5U0XI89JRFVHWIBS4F54 BIV4XB4M5 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-12-01 3.000000 1161725.28 745256.81 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-06-01 2.000000 87807561.58 89549180.39 Agency Mortgage-Backed Securities Y 2020-10-01 2020-10-01 2020-10-01 N N N 0.0008 88523958.00 88523958.00 0.0941 N Y Y N RBC Capital Markets LLC RBC Capital Markets LLC 0.140000% 549300LCO2FLSSVFFR64 BIV4XB536 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. 2043-08-15 0.00 106555.00 27324.88 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2026-02-25 0.646750 15358816.00 15219726.82 Agency Collateralized Mortgage Obligation FRESB MTG TR 2019-SB67 A-5H 20390825 FLT 2039-08-25 2.240000 24138960.00 23749301.22 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2038-05-25 2.970000 4446.00 4466.28 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2030-07-25 1.175470 169515.00 13258.87 Agency Mortgage-Backed Securities FRESB MTG TR 2016-SB20 A-5H 20360725 FLT 2036-07-25 2.140000 4366921.00 3245979.73 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2042-07-01 3.459000 188428.00 31646.46 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-07-01 2.490000 2176758.00 1944848.36 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2025-07-01 2.640000 656646.00 654516.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2038-08-25 3.400000 2981.00 2689.64 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2050-09-25 1.000000 346010.00 336325.37 Agency Debentures and Agency Strips Government National Mortgage Association 2048-07-20 5.000000 8176.00 9097.58 Agency Mortgage-Backed Securities Government National Mortgage Association 2050-06-20 3.000000 139664.00 24689.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2050-09-20 1.000000 629382.00 636128.70 Agency Collateralized Mortgage Obligation Y 2020-10-01 2020-10-07 2020-11-30 Y RBC CAPITAL MARKETS LLC 1.0000 7 N n/a n/a N N 0.0014 45000000.00 45000000.00 0.0478 N N Y N Invesco Variable Insurance Funds 2020-10-07 Sheri Morris Sheri Morris President