N-MFP2 0000896435 XXXXXXXX 2023-02-28 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 Government/Agency N 9 107 670522632.24 613631270.76 639526153.39 713639547.92 890261106.42 872770213.69 898200718.55 971749738.08 0.00 0.7015 0.6518 0.6626 0.6868 0.9313 0.9270 0.9306 0.9352 0.0000 0.68 995960390.02 996032405.15 1632776.95 3864027.14 993801155.64 994117978.4200 1.0000 0.0466 0.9997 0.9996 0.9996 0.9996 0.0000 C000000416 1000.00 890254037.10 890538826.8500 0.9997 0.9996 0.9996 0.9996 0.0000 13087226.32 58312468.11 14635890.14 18853845.08 25504060.12 16903716.89 47288741.20 5055565.53 0.00 0.00 108294204.92 54533955.20 0.0428 N C000000417 1000.00 103547118.54 103579151.5700 0.9997 0.9996 0.9996 0.9996 0.0000 1379176.80 1241899.02 772373.25 1856451.37 2799820.27 3349679.40 1092870.19 217687.23 0.00 0.00 5911176.59 6505666.19 0.0403 N Federal Home Loan Bank Federal Home Loan Bank 313384SW0 2549001DPIFGXC1TOL40 US313384SW05 U.S. Government Agency Debt Y 2024-02-09 2024-02-09 2024-02-09 N N N 0.0534 2858117.73 2858117.73 0.0029 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 4.575000% 3133EM6F4 254900C5LP6DN9OP9V83 US3133EM6F48 U.S. Government Agency Debt Y 2023-03-01 2023-09-27 2023-09-27 N N N 0.0465 1000116.82 1000116.82 0.0010 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 4.575000% 3133EMQ47 254900C5LP6DN9OP9V83 US3133EMQ475 U.S. Government Agency Debt Y 2023-03-01 2023-07-07 2023-07-07 N N N 0.0463 3000216.54 3000216.54 0.0030 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 4.590000% 3133ENLG3 254900C5LP6DN9OP9V83 US3133ENLG34 U.S. Government Agency Debt Y 2023-03-01 2023-09-20 2023-09-20 N N N 0.0465 6998871.81 6998871.81 0.0070 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 4.574000% 3133ENLW8 254900C5LP6DN9OP9V83 US3133ENLW83 U.S. Government Agency Debt Y 2023-03-01 2024-01-25 2024-01-25 N N N 0.0471 5000952.45 5000952.45 0.0050 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 4.575000% 3133ENPK0 254900C5LP6DN9OP9V83 US3133ENPK00 U.S. Government Agency Debt Y 2023-03-01 2023-09-18 2023-09-18 N N N 0.0459 2999279.73 2999279.73 0.0030 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 4.595000% 3133ENRT9 254900C5LP6DN9OP9V83 US3133ENRT90 U.S. Government Agency Debt Y 2023-03-01 2024-03-15 2024-03-15 N N N 0.0468 11996161.44 11996161.44 0.0121 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 4.600000% 3133ENSJ0 254900C5LP6DN9OP9V83 US3133ENSJ00 U.S. Government Agency Debt Y 2023-03-01 2024-02-23 2024-02-23 N N N 0.0468 4999020.10 4999020.10 0.0050 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 4.595000% 3133ENVA5 254900C5LP6DN9OP9V83 US3133ENVA53 U.S. Government Agency Debt Y 2023-03-01 2024-04-25 2024-04-25 N N N 0.0469 3996878.56 3996878.56 0.0040 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 4.590000% 3133ENVX5 254900C5LP6DN9OP9V83 US3133ENVX56 U.S. Government Agency Debt Y 2023-03-01 2024-02-05 2024-02-05 N N N 0.0468 2997839.40 2997839.40 0.0030 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 4.600000% 3133ENWG1 254900C5LP6DN9OP9V83 US3133ENWG15 U.S. Government Agency Debt Y 2023-03-01 2024-05-09 2024-05-09 N N N 0.0469 4993661.50 4993661.50 0.0050 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 4.633000% 3133ENWS5 254900C5LP6DN9OP9V83 US3133ENWS52 U.S. Government Agency Debt Y 2023-03-01 2024-03-18 2024-03-18 N N N 0.0468 10003174.80 10003174.80 0.0101 N N N N U.S. International Development Finance Corp. U.S. International Development Finance Corp., VRD Bonds 4.800000% 690353M87 549300IDY55XMYWXSD28 US690353M877 U.S. Government Agency Debt Y 2023-03-07 2023-03-07 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 0.0480 5555555.68 5555555.68 0.0056 N N Y N U.S. International Development Finance Corp. U.S. International Development Finance Corp. VRD Bonds 4.750000% 690353S57 549300IDY55XMYWXSD28 US690353S577 U.S. Government Agency Debt Y 2023-03-07 2023-03-07 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 0.0475 6612690.00 6612690.00 0.0067 N N Y N U.S. International Development Finance Corp. 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Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2051-07-01 2.500000 282033.60 203343.02 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2051-08-01 2.500000 141322.30 102686.47 Agency Mortgage-Backed Securities Federal Home Loan Bank 2549001DPIFGXC1TOL40 2023-12-22 0.625000 13000.00 12541.44 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2052-02-01 2.500000 2494137.60 1987964.41 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2029-05-25 3.143000 38828.10 30332.12 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2052-03-01 2.500000 4028358.40 3230630.18 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2037-01-25 5.274290 49567.30 2694.05 Agency Collateralized Mortgage Obligation FRESB MTG TR 2015-SB2 A-5 20350725 FLT 2035-07-25 5.274290 158000.00 8092.10 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2036-01-25 3.700000 100.00 91.77 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2027-06-25 3.000000 393000.00 369385.42 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2032-04-25 2.450000 1676560.00 1431488.00 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2045-06-25 3.431786 742325.80 481591.59 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2051-12-25 3.000000 120035.90 87870.24 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2052-03-25 3.000000 300000.00 235388.31 Agency Debentures and Agency Strips Government National Mortgage Association 2069-06-20 3.078570 322134.40 167057.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2067-07-20 3.766870 60000.00 42243.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2072-07-20 5.226320 2358932.40 2192966.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2052-02-20 4.726320 502932.30 460516.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2052-01-20 2.500000 59234.10 51652.49 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2045-11-25 2.350000 100.20 21.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2061-10-16 4.000000 158498.10 137024.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2036-01-20 5.500000 487603.70 480100.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2052-01-20 2.000000 182800.00 139887.21 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2052-08-01 5.000000 1104300.10 1049824.89 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2052-08-25 3.250000 1970022.00 1708492.71 Agency Debentures and Agency Strips Government National Mortgage Association 2070-01-20 5.041570 817600.00 463863.56 Agency Collateralized Mortgage Obligation U.S. Treasury 254900HROIFWPRGM1V77 2030-01-31 3.500000 100.00 96.77 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2051-11-01 3.000000 2384304.30 1999117.96 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2033-04-25 1.582850 11978.80 7678.15 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2031-11-25 0.500000 18500.00 13592.47 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2032-04-25 3.426000 352394.80 327119.46 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2027-02-25 2.835000 250000.00 198417.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2064-02-16 2.000000 6400.90 5113.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2064-02-16 4.000000 1717885.70 1487241.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2053-10-16 3.750000 1724843.40 1628681.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2053-01-20 6.000000 1435789.90 1463331.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2052-12-20 5.076320 1534854.20 1518005.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2052-09-20 4.876320 1532.00 1490.73 Agency Collateralized Mortgage Obligation Y 2023-03-07 2023-03-07 2023-03-23 Y BMO CAPITAL MARKETS CORP 1.0000 7 N n/a n/a N N 0.0455 25000000.00 25000000.00 0.0252 N N Y N ING Financial Markets, LLC ING Financial Markets, LLC 4.560000% KBVRJ5K57JZ3E2AVWX40 BIV6MNML8 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N U.S. Treasury 254900HROIFWPRGM1V77 2045-02-15 2.500000 9411.19 9422.27 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2042-06-01 4.000000 100.83 101.14 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-09-01 3.500000 7302.62 7323.42 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2027-03-01 6.500000 1.17 1.17 Agency Mortgage-Backed Securities U.S. Treasury 254900HROIFWPRGM1V77 2026-01-31 0.375000 5746.26 5748.14 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-12-01 2.500000 1926838.83 1931079.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2051-11-01 2.000000 18.86 18.89 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2052-05-01 3.500000 156.49 156.94 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2052-08-01 4.500000 22706.11 22785.56 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2053-01-01 6.000000 3044813.84 3058315.06 Agency Mortgage-Backed Securities U.S. Treasury 254900HROIFWPRGM1V77 2029-12-31 3.875000 17759.14 17872.77 U.S. Treasuries (including strips) FED HOME LOAN FIXED SINGLE FAMILY MBS 2052-03-01 2.500000 14991.21 15024.26 Agency Mortgage-Backed Securities FED HOME LOAN FIXED SINGLE FAMILY MBS 2052-07-01 4.500000 14920.83 14972.99 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2041-07-01 4.500000 4.56 4.57 Agency Mortgage-Backed Securities FED HOME LOAN FIXED SINGLE FAMILY MBS 2052-09-01 5.000000 43.49 43.66 Agency Mortgage-Backed Securities FED HOME LOAN FIXED SINGLE FAMILY MBS 2052-09-01 5.000000 24.68 24.77 Agency Mortgage-Backed Securities FED HOME LOAN FIXED SINGLE FAMILY MBS 2052-11-01 5.000000 23.49 23.58 Agency Mortgage-Backed Securities FED HOME LOAN FIXED SINGLE FAMILY MBS 2053-02-01 5.500000 11990.22 12039.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT BACKED SECURITY 2051-04-01 3.000000 14.05 14.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT BACKED SECURITY 2052-09-01 4.500000 22.54 22.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT BACKED SECURITY 2053-01-01 5.500000 24.96 25.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT BACKED SECURITY 2052-09-01 5.000000 4936.21 4955.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT BACKED SECURITY 2053-01-01 6.000000 26.44 26.56 Agency Mortgage-Backed Securities Y 2023-03-23 2023-03-23 2023-03-23 N N N 0.0456 5000000.00 5000000.00 0.0050 N N N Y RBC Dominion Securities Inc. RBC Dominion Securities Inc. 4.560000% 549300QJJX6CVVUXLE15 BIV6MNNC7 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 2041-02-15 4.750000 6339272.73 6910256.10 U.S. Treasuries (including strips) GNMA II GTD CTF MULTI ISSUER 2042-07-20 3.500000 3620142.55 366443.26 Agency Mortgage-Backed Securities U.S. Treasury 254900HROIFWPRGM1V77 2042-08-15 2.750000 98.18 79.67 U.S. Treasuries (including strips) GINNIE MAE 2042-04-20 4.000000 36.36 2.55 Agency Mortgage-Backed Securities U.S. Treasury 254900HROIFWPRGM1V77 2025-01-15 0.250000 248556.36 301508.93 U.S. Treasuries (including strips) GNMA PLATINUM POOLS USING GNMA 2041-11-20 4.000000 756.44 49.15 Agency Mortgage-Backed Securities GINNIE MAE 2045-11-20 4.000000 288.73 30.35 Agency Mortgage-Backed Securities U.S. Treasury 254900HROIFWPRGM1V77 2026-01-15 0.625000 3090770.91 3728417.47 U.S. Treasuries (including strips) GINNIE MAE 2045-09-20 4.000000 213.20 19.86 Agency Mortgage-Backed Securities GINNIE MAE 2046-06-20 3.500000 155426.51 22167.49 Agency Mortgage-Backed Securities Ginnie Mae Remic Trust 2043-11-16 2.250000 1272727.27 157869.78 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-12-01 3.000000 152008.15 35750.29 Agency Mortgage-Backed Securities GINNIE MAE 2047-01-20 3.500000 4313270.29 726234.23 Agency Mortgage-Backed Securities GINNIE MAE 2047-02-20 3.000000 72.80 14.38 Agency Mortgage-Backed Securities GINNIE MAE 2046-10-20 3.000000 81905.31 14296.50 Agency Mortgage-Backed Securities U.S. Treasury 254900HROIFWPRGM1V77 2047-05-15 3.000000 2198694.55 1839792.09 U.S. Treasuries (including strips) GINNIE MAE 2047-03-20 3.500000 2140176.25 332921.48 Agency Mortgage-Backed Securities GINNIE MAE 2046-09-20 3.500000 159.53 25.23 Agency Mortgage-Backed Securities GINNIE MAE 2047-07-20 3.500000 1027654.11 165622.63 Agency Mortgage-Backed Securities GINNIE MAE 2047-07-20 4.000000 1817414.55 238187.48 Agency Mortgage-Backed Securities United States Treasury Notes 254900HROIFWPRGM1V77 2027-07-15 0.375000 85818.18 98506.20 U.S. Treasuries (including strips) Government National Mortgage Association 2047-08-20 3.500000 562501.82 92277.62 Agency Mortgage-Backed Securities Government National Mortgage Association 2047-12-20 3.500000 39.56 6.49 Agency Mortgage-Backed Securities Government National Mortgage Association 2048-01-20 3.500000 1846467.05 288684.01 Agency Mortgage-Backed Securities Government National Mortgage Association 2048-05-20 4.500000 61905.45 6237.93 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-11-01 3.000000 1846509.09 402457.28 Agency Mortgage-Backed Securities Government National Mortgage Association 2048-02-20 3.500000 9517805.71 1567142.91 Agency Mortgage-Backed Securities Government National Mortgage Association 2048-05-20 4.000000 5222649.09 601932.23 Agency 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18.63 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2049-04-01 4.000000 45.00 7.84 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2049-05-01 4.500000 45.00 23.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2049-05-01 4.000000 45.00 9.53 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2046-03-01 3.500000 45.00 2.31 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2031-12-01 6.000000 45.05 0.12 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2040-08-01 5.000000 45.00 3.61 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2031-01-01 4.500000 22500.00 1363.10 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2032-03-01 4.000000 30375.00 2956.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2033-04-01 3.000000 27000.00 5055.01 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2033-11-01 3.000000 52562.25 11245.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2033-12-01 4.500000 4322.30 534.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2035-01-01 3.500000 45.00 7.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2035-10-01 3.500000 45.00 7.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2036-06-01 3.500000 45.00 8.96 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2036-06-01 3.000000 22500.00 4486.21 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2038-04-01 3.000000 12105.00 2429.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2043-11-01 3.500000 45.00 17.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2049-03-01 4.000000 67455.00 3309.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2049-04-01 4.500000 45.00 8.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2033-07-01 5.500000 45.00 0.32 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2038-08-01 6.500000 45.00 0.42 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2041-05-01 4.500000 45000.00 4218.34 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2039-09-01 6.500000 45.00 2.01 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2042-01-01 3.500000 1814396.40 384232.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2039-11-01 4.500000 984.11 27.66 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2044-07-01 4.500000 8145.00 1327.89 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2034-07-01 6.000000 497205.00 6199.20 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2044-08-01 4.000000 90.00 8.04 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2046-04-01 3.000000 3780.00 619.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2046-02-01 3.000000 7110.00 1283.60 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2046-06-01 3.500000 45.00 6.46 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2031-12-01 4.500000 40950.00 2884.37 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2030-08-01 2.500000 45.00 8.11 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2033-01-01 3.500000 45.00 9.87 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2027-03-01 5.000000 45.00 0.42 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2046-08-01 3.500000 16470.00 3968.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2035-02-01 3.500000 45.00 7.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2043-12-01 4.000000 67500.00 22645.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2042-11-01 3.500000 7515.00 2611.57 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2037-07-01 5.000000 45.00 1.64 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2034-11-01 4.000000 28125.00 5940.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2045-03-01 3.500000 45.00 13.22 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2033-11-01 3.500000 45.00 6.77 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2048-11-01 4.500000 45.00 15.22 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2033-01-01 2.500000 47761.92 42936.11 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2035-08-01 2.500000 45.00 25.20 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2035-03-01 3.000000 21572.64 5848.86 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2037-06-01 3.000000 2384.95 2054.01 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2037-05-01 1.500000 45.00 36.15 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2037-08-01 3.000000 45.00 39.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2037-08-01 3.500000 45.00 39.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2037-10-01 3.500000 90.00 81.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2037-10-01 4.000000 45.00 40.72 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2038-02-01 6.000000 45.00 45.18 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2038-02-01 5.000000 17704.53 17549.02 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2038-02-01 3.500000 45.00 43.03 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2038-02-01 5.500000 45.00 45.61 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2035-10-01 2.500000 45.00 24.94 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2039-10-01 3.000000 45.36 41.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2039-04-01 3.500000 45.00 40.99 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2051-11-01 2.500000 45.00 34.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2052-01-01 2.500000 45.00 36.36 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2052-03-01 2.000000 45.00 35.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2049-12-01 3.500000 45.00 16.27 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2045-01-01 4.000000 45.00 25.39 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2050-06-01 3.500000 45.00 17.72 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2051-03-01 2.500000 45.00 31.55 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2052-09-01 5.500000 45.00 43.46 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2052-03-01 2.500000 45.00 36.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2052-04-01 2.500000 46747.17 37298.77 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2043-11-01 5.000000 45.00 38.72 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2052-05-01 4.000000 123444.36 112754.70 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2052-06-01 4.500000 8550.00 8032.03 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2052-07-01 5.000000 45.00 42.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2052-05-01 3.000000 15750.00 13447.80 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2052-03-01 3.000000 45.00 38.71 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2052-03-01 2.000000 45.00 35.63 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2052-05-01 3.000000 45.00 39.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2052-08-01 4.500000 144.94 136.86 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2052-09-01 4.500000 45.00 42.72 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2052-09-01 4.000000 7424.41 6819.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2052-09-01 5.000000 1350.00 1314.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2052-02-01 2.500000 46.08 38.38 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2052-07-01 3.500000 3067.02 2771.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2052-06-01 3.500000 45.00 40.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2052-12-01 4.000000 30667.90 28635.64 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2052-12-01 4.000000 90.00 84.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2052-12-01 6.000000 45.00 45.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2053-02-01 5.500000 348423.84 349620.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2053-02-01 5.500000 90.00 91.34 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 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Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2053-01-01 6.500000 45.00 45.51 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2053-02-01 7.000000 90.00 93.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2053-02-01 4.500000 92.16 89.07 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2053-02-01 5.000000 409861.98 404753.46 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2053-02-01 5.500000 483847.70 485209.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2033-04-01 3.500000 50293.62 20155.07 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2043-01-01 3.500000 46.08 8.59 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2043-02-01 4.000000 45.00 13.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2028-06-01 3.000000 156040.38 24057.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2044-05-01 3.500000 315.00 282.50 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2046-01-01 4.000000 45.00 16.53 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2049-04-01 5.000000 28482.48 13139.28 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2047-10-01 3.500000 57030.48 17105.71 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2048-02-01 3.500000 90.00 15.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2048-06-01 4.000000 45.00 20.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2048-06-01 4.500000 90.00 29.53 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2048-08-01 4.500000 90.00 47.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2048-08-01 4.500000 45.00 6.66 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2048-08-01 5.000000 90.00 14.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2048-09-01 5.000000 90.00 16.90 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2048-09-01 3.500000 90.00 22.57 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2049-07-01 4.000000 90.00 31.63 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2049-08-01 4.500000 90.00 55.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2044-06-01 5.000000 24750.00 3555.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2048-09-01 4.500000 180.00 59.24 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2040-05-01 6.000000 90.00 40.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2050-01-01 3.500000 35366.49 21525.99 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2050-01-01 3.000000 90.00 36.89 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2050-02-01 4.000000 90.00 24.89 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2050-03-01 2.500000 18551.47 11828.42 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2050-04-01 3.000000 45.00 19.13 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2050-05-01 2.500000 90.00 39.15 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2050-08-01 3.000000 90.00 61.21 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2050-09-01 3.500000 45.05 39.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2050-08-01 2.000000 135.00 86.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2051-02-01 2.500000 45.00 22.39 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2051-02-01 2.500000 3420.00 2226.42 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2051-08-01 2.500000 27000.00 20654.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2051-10-01 3.000000 26717.81 21110.11 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2051-11-01 3.000000 4500.00 3751.99 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2051-12-01 3.000000 45.00 36.20 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 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Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2052-11-01 6.000000 287563.95 282717.13 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2041-02-01 4.500000 3105.00 175.42 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2040-09-01 4.500000 90.00 6.16 Agency Mortgage-Backed Securities Government National Mortgage Association 2042-03-20 5.047860 1350000.00 188605.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2051-06-20 2.000000 817065.00 659713.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2053-01-20 5.486320 2250000.00 2228090.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2051-12-20 2.500000 145639.62 126108.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2048-11-20 3.500000 452071.44 382085.81 Agency 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BofA Securities, Inc. 4.550000% 549300HN4UKV1E2R3U73 BIV6PJQ97 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FANNIE MAE B1V7KEBTPIMZEU4LTD58 2036-10-01 5.000000 5896914.33 15068.82 Agency Debentures and Agency Strips FANNIE MAE B1V7KEBTPIMZEU4LTD58 2034-08-01 5.000000 4431117.77 9786.68 Agency Debentures and Agency Strips FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-12-01 3.500000 700276.10 27839.46 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2041-10-25 4.000000 12878.66 5431.39 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2036-04-15 5.000000 7011320.31 19255.56 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2036-01-15 5.000000 6542751.13 12948.27 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2034-01-01 5.000000 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National Mortgage Association B1V7KEBTPIMZEU4LTD58 2039-11-01 4.500000 2468411.85 10212.63 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2043-11-15 4.000000 428368.71 10990.12 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2048-07-15 4.000000 1342555.83 37846.28 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2045-05-01 3.500000 941422.59 19947.04 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2041-10-25 3.500000 37656.90 32467.71 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2040-11-01 4.500000 3560422.59 51879.78 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2051-01-25 2.000000 2824267.78 281173.74 Agency Debentures and Agency Strips Government National Mortgage Association 2052-03-20 3.500000 9260284.52 7698233.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2072-09-20 3.942000 2201227.12 2087093.45 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2062-01-01 3.500000 2328412.56 394388.27 Agency Debentures and Agency Strips Government National Mortgage Association 2052-09-20 5.000000 3765690.38 3610519.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2049-10-20 4.000000 3280795.53 1209235.47 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2043-09-15 3.500000 1775160.19 26052.48 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2036-11-15 3.500000 335249.66 11369.64 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2042-01-25 4.000000 16004.18 14408.50 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2043-01-25 2.500000 94142.26 6462.21 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-06-25 3.694391 1443435.29 283225.80 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-02-25 3.000000 34192.47 27266.48 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2058-05-25 3.530189 276025.10 40989.50 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2031-10-25 1.807258 34547.27 28049.53 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2052-05-25 4.500000 1454309.62 1312130.08 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2031-12-25 1.936670 41987.45 35275.91 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2032-01-25 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S6XOOCT0IEG5ABCC6L87 2052-09-25 5.234130 1510587.87 1445363.77 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2052-10-25 4.500000 1726035.74 1603779.17 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2032-04-01 3.500000 1208680.61 7978.83 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-01-01 3.500000 482140.51 8087.73 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2040-06-25 5.000000 150627.62 70129.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2064-12-16 3.250000 1882845.19 1656963.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2052-12-20 5.000000 2081186.70 2040219.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2053-02-20 5.000000 1880196.40 1840864.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2053-02-20 5.000000 5597469.83 5534789.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2053-02-20 4.500000 2543250.69 2466149.50 Agency Collateralized Mortgage Obligation Y 2023-03-01 2023-03-01 2023-03-01 N N N 0.0455 45000000.00 45000000.00 0.0453 N Y Y N ABN AMRO Bank N.V. ABN AMRO Bank N.V. 4.550000% BFXS5XCH7N0Y05NIXW11 BIV6PJQE6 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 2043-06-25 3.000000 1987722.34 325385.37 Agency Collateralized Mortgage Obligation U.S. Treasury 254900HROIFWPRGM1V77 2046-08-15 2.250000 11399411.25 8215977.59 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2024-01-31 2.250000 3082.50 3008.40 U.S. Treasuries (including strips) United States Treasury Notes 254900HROIFWPRGM1V77 2027-05-15 2.375000 683797.50 637976.10 U.S. Treasuries (including strips) Government National Mortgage Association 2046-07-20 2.250000 3077100.00 41189.04 Agency Collateralized Mortgage Obligation U.S. Treasury 254900HROIFWPRGM1V77 2027-04-30 0.500000 121871.25 104606.66 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2042-08-01 3.500000 18108973.80 3306594.37 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-01-01 3.000000 23962500.00 6062041.27 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2042-10-01 3.500000 3786284.25 852605.80 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2051-07-01 3.000000 2242157.40 1837121.45 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2051-11-01 2.500000 3269239.54 2578057.94 Agency Mortgage-Backed Securities Government National Mortgage Association 2052-01-20 2.500000 488929.16 393370.55 Agency Mortgage-Backed Securities U.S. Treasury 254900HROIFWPRGM1V77 2029-03-31 2.375000 6210112.50 5683888.28 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2032-02-15 1.875000 362745.00 306960.75 U.S. Treasuries (including strips) Government National Mortgage Association 2051-11-20 3.000000 7295923.24 5468122.63 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2051-07-01 3.000000 48138.30 39201.64 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2052-08-01 4.500000 155484.11 142872.95 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2052-06-01 4.500000 58407.64 53743.79 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2052-10-01 4.593000 1253535.19 1182699.67 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2040-10-01 2.500000 1500945.19 852923.95 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2052-04-01 3.000000 1576113.53 1339997.16 Agency Mortgage-Backed Securities Government National Mortgage Association 2052-11-20 5.000000 808751.14 797467.85 Agency Mortgage-Backed Securities Government National Mortgage Association 2052-11-20 5.500000 5625000.00 5674190.63 Agency Mortgage-Backed Securities Y 2023-03-01 2023-03-01 2023-03-01 N N N 0.0455 45000000.00 45000000.00 0.0453 N Y Y N Invesco Variable Insurance Funds 2023-03-07 Sheri Morris Sheri Morris President