N-MFP3 0000896435 XXXXXXXX 2025-12-31 Invesco Variable Insurance Funds 0000896435 FC4UULIMJMGKBDUARB13 Invesco V.I. Government Money Market Fund 549300BTSK7KTYK5O237 S000000185 2 N N 033-57340 Invesco Advisers, Inc. 801-33949 Pricewaterhouse Coopers LLP Houston TX None Invesco Investment Services, Inc. 0000896852 084-05432 N N Y Government N N 19 103 133337016.27 359771676.27 0.2584 0.6972 2025-12-01 211484774.69 358528484.69 0.4085 0.6925 2025-12-02 125969281.87 362213116.87 0.2416 0.6947 2025-12-03 116098513.17 361342348.17 0.2230 0.6942 2025-12-04 107206750.74 352450585.74 0.2095 0.6888 2025-12-05 103847800.45 349091635.45 0.2043 0.6866 2025-12-08 182833417.16 348877127.16 0.3597 0.6865 2025-12-09 168175542.07 349221439.57 0.3307 0.6867 2025-12-10 104036301.85 349132199.35 0.2046 0.6867 2025-12-11 102224521.53 347320419.03 0.2018 0.6856 2025-12-12 114242567.30 359338464.80 0.2202 0.6927 2025-12-15 192818151.24 358861861.24 0.3720 0.6923 2025-12-16 112451825.15 357531066.40 0.2155 0.6850 2025-12-17 110560882.86 355640124.11 0.2118 0.6812 2025-12-18 110131832.53 359211073.78 0.2111 0.6886 2025-12-19 107996683.12 357075924.37 0.2079 0.6873 2025-12-22 180972918.91 351016628.91 0.3524 0.6835 2025-12-23 101828710.38 350941295.38 0.1983 0.6835 2025-12-24 105142377.41 350254962.41 0.2051 0.6831 2025-12-26 92972184.97 338084769.97 0.1857 0.6753 2025-12-29 174211399.30 340255109.30 0.3465 0.6767 2025-12-30 94957089.71 340297999.71 0.1889 0.6771 2025-12-31 42.23 499953880.73 499797957.48 2812378.98 1917402.90 500692975.79 500865166.3000 Y 1.0000 0.0408 2025-12-01 0.0408 2025-12-02 0.0408 2025-12-03 0.0407 2025-12-04 0.0405 2025-12-05 0.0401 2025-12-08 0.0400 2025-12-09 0.0399 2025-12-10 0.0398 2025-12-11 0.0396 2025-12-12 0.0389 2025-12-15 0.0387 2025-12-16 0.0385 2025-12-17 0.0383 2025-12-18 0.0383 2025-12-19 0.0383 2025-12-22 0.0383 2025-12-23 0.0383 2025-12-24 0.0383 2025-12-26 0.0384 2025-12-29 0.0384 2025-12-30 0.0385 2025-12-31 0.9999 2025-12-01 1.0000 2025-12-02 1.0000 2025-12-03 1.0000 2025-12-04 1.0000 2025-12-05 0.9999 2025-12-08 1.0000 2025-12-09 1.0000 2025-12-10 1.0000 2025-12-11 1.0000 2025-12-12 1.0000 2025-12-15 1.0000 2025-12-16 1.0000 2025-12-17 1.0000 2025-12-18 1.0000 2025-12-19 1.0000 2025-12-22 1.0000 2025-12-23 1.0000 2025-12-24 1.0000 2025-12-26 1.0000 2025-12-29 1.0000 2025-12-30 1.0000 2025-12-31 N N Series I C000000416 1000.00 361023640.13 361147662.9500 0.9999 2025-12-01 1.0000 2025-12-02 1.0000 2025-12-03 1.0000 2025-12-04 0.9999 2025-12-05 0.9999 2025-12-08 1.0000 2025-12-09 1.0000 2025-12-10 1.0000 2025-12-11 1.0000 2025-12-12 1.0000 2025-12-15 1.0000 2025-12-16 1.0000 2025-12-17 1.0000 2025-12-18 1.0000 2025-12-19 1.0000 2025-12-22 1.0000 2025-12-23 1.0000 2025-12-24 1.0000 2025-12-26 1.0000 2025-12-29 1.0000 2025-12-30 1.0000 2025-12-31 1708315.78 768905.64 2025-12-01 1297.55 888930.92 2025-12-02 1700.41 6405819.88 2025-12-03 0.00 329860.55 2025-12-04 481574.25 250979.35 2025-12-05 151698.72 37803.88 2025-12-08 29459.52 253626.25 2025-12-09 239319.57 4342.62 2025-12-10 3572.10 110431.56 2025-12-11 35928.11 192800.88 2025-12-12 12510249.67 21966.65 2025-12-15 221566.82 574386.10 2025-12-16 66.93 953383.25 2025-12-17 204.49 1888326.81 2025-12-18 69126.37 252252.67 2025-12-19 168.96 233592.51 2025-12-22 27732.64 918303.83 2025-12-23 64818.64 1225.19 2025-12-24 9249.86 191493.52 2025-12-26 13854.28 12597686.94 2025-12-29 2471643.74 305135.96 2025-12-30 50.41 230930.41 2025-12-31 18041598.82 27412185.37 0.0365 2025-12-01 0.0365 2025-12-02 0.0365 2025-12-03 0.0364 2025-12-04 0.0362 2025-12-05 0.0359 2025-12-08 0.0357 2025-12-09 0.0357 2025-12-10 0.0356 2025-12-11 0.0353 2025-12-12 0.0346 2025-12-15 0.0344 2025-12-16 0.0342 2025-12-17 0.0341 2025-12-18 0.0341 2025-12-19 0.0340 2025-12-22 0.0340 2025-12-23 0.0340 2025-12-24 0.0340 2025-12-26 0.0341 2025-12-29 0.0342 2025-12-30 0.0342 2025-12-31 N 0.00 Insurance company 0.3799 0.00 N Series II C000000417 1000.00 139669335.65 139717503.3500 0.9999 2025-12-01 1.0000 2025-12-02 1.0000 2025-12-03 1.0000 2025-12-04 1.0000 2025-12-05 1.0000 2025-12-08 1.0000 2025-12-09 1.0000 2025-12-10 1.0000 2025-12-11 1.0000 2025-12-12 1.0000 2025-12-15 1.0000 2025-12-16 1.0000 2025-12-17 1.0000 2025-12-18 1.0000 2025-12-19 1.0000 2025-12-22 1.0000 2025-12-23 1.0000 2025-12-24 1.0000 2025-12-26 1.0000 2025-12-29 1.0000 2025-12-30 0.9999 2025-12-31 403694.57 48545.29 2025-12-01 291.86 456748.90 2025-12-02 11599.21 21604.55 2025-12-03 399109.89 8098.87 2025-12-04 330.94 135801.67 2025-12-05 773.99 513832.73 2025-12-08 143400.19 144183.79 2025-12-09 96000.32 58322.33 2025-12-10 91885.23 210749.04 2025-12-11 0.00 1546621.34 2025-12-12 310.99 503717.18 2025-12-15 1256.00 137362.46 2025-12-16 1274.49 522538.54 2025-12-17 0.00 15207.38 2025-12-18 497.95 241241.75 2025-12-19 2917.59 35210.39 2025-12-22 0.00 180368.95 2025-12-23 0.00 258599.98 2025-12-24 991.55 579763.45 2025-12-26 389575.50 71256.70 2025-12-29 9071.12 67701.87 2025-12-30 9557.47 33972.79 2025-12-31 1562538.86 5791449.95 0.0340 2025-12-01 0.0340 2025-12-02 0.0340 2025-12-03 0.0339 2025-12-04 0.0337 2025-12-05 0.0334 2025-12-08 0.0332 2025-12-09 0.0332 2025-12-10 0.0331 2025-12-11 0.0328 2025-12-12 0.0321 2025-12-15 0.0319 2025-12-16 0.0317 2025-12-17 0.0316 2025-12-18 0.0316 2025-12-19 0.0315 2025-12-22 0.0315 2025-12-23 0.0315 2025-12-24 0.0315 2025-12-26 0.0316 2025-12-29 0.0317 2025-12-30 0.0317 2025-12-31 N 0.00 Broker-dealer 0.0516 0.00 Insurance company 0.0631 0.00 N Federal Home Loan Bank Federal Home Loan Bank 3.840000% 3130AYT30 2549001DPIFGXC1TOL40 US3130AYT304 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-01-02 2026-02-09 2026-02-09 N N N 0.0364 10001027.80 10001027.80 0.0200 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.760000% 3133EP4R3 254900C5LP6DN9OP9V83 US3133EP4R31 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-01-02 2026-03-06 2026-03-06 N N N 0.0366 3000205.44 3000205.44 0.0060 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.790000% 3133ER6X4 254900C5LP6DN9OP9V83 US3133ER6X45 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-01-02 2027-03-11 2027-03-11 N N N 0.0374 2001823.44 2001823.44 0.0040 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.800000% 3133ERDN8 254900C5LP6DN9OP9V83 US3133ERDN80 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-01-02 2026-02-02 2026-02-02 N N N 0.0363 4000227.52 4000227.52 0.0080 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.800000% 3133EREL1 254900C5LP6DN9OP9V83 US3133EREL16 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-01-02 2026-05-14 2026-05-14 N N N 0.0372 5000716.40 5000716.40 0.0100 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.850000% 3133ERG39 254900C5LP6DN9OP9V83 US3133ERG392 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-01-02 2026-12-02 2026-12-02 N N N 0.0374 5003050.10 5003050.10 0.0100 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.805000% 3133ERGC9 254900C5LP6DN9OP9V83 US3133ERGC98 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-01-02 2026-06-03 2026-06-03 N N N 0.0371 2000527.34 2000527.34 0.0040 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.810000% 3133ERHZ7 254900C5LP6DN9OP9V83 US3133ERHZ74 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-01-02 2026-06-24 2026-06-24 N N N 0.0370 5006174.00 5006174.00 0.0100 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.870000% 3133ERJX0 254900C5LP6DN9OP9V83 US3133ERJX09 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-01-02 2026-07-01 2026-07-01 N N N 0.0368 3000461.58 3000461.58 0.0060 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.850000% 3133ERQ46 254900C5LP6DN9OP9V83 US3133ERQ466 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-01-02 2026-12-30 2026-12-30 N N N 0.0373 5002904.80 5002904.80 0.0100 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.850000% 3133ERQW4 254900C5LP6DN9OP9V83 US3133ERQW43 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-01-02 2026-08-26 2026-08-26 N N N 0.0368 1500838.28 1500838.28 0.0030 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.850000% 3133ERRZ6 254900C5LP6DN9OP9V83 US3133ERRZ64 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-01-02 2026-09-04 2026-09-04 N N N 0.0374 1000462.88 1000462.88 0.0020 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.845000% 3133ERT68 254900C5LP6DN9OP9V83 US3133ERT684 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-01-02 2027-01-14 2027-01-14 N N N 0.0374 5002074.40 5002074.40 0.0100 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.850000% 3133ERUR0 254900C5LP6DN9OP9V83 US3133ERUR02 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-01-02 2026-09-25 2026-09-25 N N N 0.0373 5003805.65 5003805.65 0.0100 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.910000% 3133ERVT5 254900C5LP6DN9OP9V83 US3133ERVT58 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-01-02 2026-10-01 2026-10-01 N N N 0.0371 4002318.00 4002318.00 0.0080 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.845000% 3133ERXN6 254900C5LP6DN9OP9V83 US3133ERXN60 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-01-02 2026-10-15 2026-10-15 N N N 0.0371 3005540.67 3005540.67 0.0060 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.840000% 3133ERYS4 254900C5LP6DN9OP9V83 US3133ERYS49 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-01-02 2026-08-28 2026-08-28 N N N 0.0372 3001306.44 3001306.44 0.0060 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.790000% 3133ET3D7 254900C5LP6DN9OP9V83 US3133ET3D71 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-01-02 2027-10-08 2027-10-08 N N N 0.0377 3000021.60 3000021.60 0.0060 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.765000% 3133ET5H6 254900C5LP6DN9OP9V83 US3133ET5H67 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-01-02 2027-06-23 2027-06-23 N N N 0.0376 4999955.45 4999955.45 0.0100 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.690000% 3133ETAB3 254900C5LP6DN9OP9V83 US3133ETAB36 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-01-02 2026-09-17 2026-09-17 N N N 0.0376 7997658.96 7997658.96 0.0160 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.905000% 3133ETB48 254900C5LP6DN9OP9V83 US3133ETB480 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-01-02 2027-10-01 2027-10-01 N N N 0.0377 2002369.28 2002369.28 0.0040 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.825000% 3133ETFX0 254900C5LP6DN9OP9V83 US3133ETFX01 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-01-02 2027-05-06 2027-05-06 N N N 0.0373 5006178.10 5006178.10 0.0100 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.795000% 3133ETRN9 254900C5LP6DN9OP9V83 US3133ETRN90 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-01-02 2026-12-29 2026-12-29 N N N 0.0375 2000108.64 2000108.64 0.0040 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.835000% 3133ETVS3 254900C5LP6DN9OP9V83 US3133ETVS32 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-01-02 2027-09-02 2027-09-02 N N N 0.0378 3000901.65 3000901.65 0.0060 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.840000% 3133ETYV3 254900C5LP6DN9OP9V83 US3133ETYV34 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-01-02 2027-09-22 2027-09-22 N N N 0.0378 5999309.64 5999309.64 0.0120 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.810000% 3134HAEY5 S6XOOCT0IEG5ABCC6L87 US3134HAEY57 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-01-02 2026-02-09 2026-02-09 N N N 0.0364 15001226.10 15001226.10 0.0300 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.850000% 3134HAJN4 S6XOOCT0IEG5ABCC6L87 US3134HAJN48 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-01-02 2026-09-04 2026-09-04 N N N 0.0374 4002050.28 4002050.28 0.0080 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.850000% 3134HATA1 S6XOOCT0IEG5ABCC6L87 US3134HATA17 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-01-02 2026-10-16 2026-10-16 N N N 0.0371 3001428.21 3001428.21 0.0060 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.850000% 3134HAWA7 S6XOOCT0IEG5ABCC6L87 US3134HAWA79 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-01-02 2026-10-29 2026-10-29 N N N 0.0371 2001262.46 2001262.46 0.0040 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.850000% 3134HBQ61 S6XOOCT0IEG5ABCC6L87 US3134HBQ610 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-01-02 2027-09-22 2027-09-22 N N N 0.0374 3005410.92 3005410.92 0.0060 N N N N Federal National Mortgage Association Federal National Mortgage Association 3.845000% 3135G07J6 B1V7KEBTPIMZEU4LTD58 US3135G07J65 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-01-02 2026-08-21 2026-08-21 N N N 0.0372 4003207.24 4003207.24 0.0080 N N N N Federal National Mortgage Association Federal National Mortgage Association 3.850000% 3135G07K3 B1V7KEBTPIMZEU4LTD58 US3135G07K39 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-01-02 2026-09-11 2026-09-11 N N N 0.0373 4002115.16 4002115.16 0.0080 N N N N Federal National Mortgage Association Federal National Mortgage Association 3.850000% 3135G1AA9 B1V7KEBTPIMZEU4LTD58 US3135G1AA91 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-01-02 2026-11-20 2026-11-20 N N N 0.0371 2001431.92 2001431.92 0.0040 N N N N Federal National Mortgage Association Federal National Mortgage Association 3.850000% 3135G1AB7 B1V7KEBTPIMZEU4LTD58 US3135G1AB74 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-01-02 2026-12-11 2026-12-11 N N N 0.0374 5009820.80 5009820.80 0.0100 N N N N Federal National Mortgage Association Federal National Mortgage Association 3.790000% 3135G1AC5 B1V7KEBTPIMZEU4LTD58 US3135G1AC57 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-01-02 2027-12-22 2027-12-22 N N N 0.0380 1999976.70 1999976.70 0.0040 N N N N U.S. International Development Finance Corp. U.S. International Development Finance Corp., VRD Bonds 3.950000% 690353S57 254900QI8QTIK0FY6E92 US690353S577 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-01-07 2026-01-07 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 0.0395 6043710.00 6043710.00 0.0121 N N Y N U.S. Treasury U.S. Treasury Bills 912797PV3 254900HROIFWPRGM1V77 US912797PV33 U.S. Treasury Debt Y 2026-03-19 2026-03-19 2026-03-19 N N N 0.0360 9925548.80 9925548.80 0.0198 N Y Y N U.S. Treasury U.S. Treasury Bills 912797RA7 254900HROIFWPRGM1V77 US912797RA77 U.S. Treasury Debt Y 2026-01-02 2026-01-02 2026-01-02 N N N 0.0347 509000.00 509000.00 0.0010 N Y Y N U.S. Treasury U.S. Treasury Bills 912797RF6 254900HROIFWPRGM1V77 US912797RF64 U.S. Treasury Debt Y 2026-07-09 2026-07-09 2026-07-09 N N N 0.0351 9822456.20 9822456.20 0.0196 N Y Y N U.S. Treasury U.S. Treasury Bills 912797RG4 254900HROIFWPRGM1V77 US912797RG48 U.S. Treasury Debt Y 2026-08-06 2026-08-06 2026-08-06 N N N 0.0354 4897835.95 4897835.95 0.0098 N Y Y N U.S. Treasury U.S. Treasury Bills 912797RH2 254900HROIFWPRGM1V77 US912797RH21 U.S. Treasury Debt Y 2026-01-08 2026-01-08 2026-01-08 N N N 0.0353 24985528.25 24985528.25 0.0499 N Y Y N U.S. Treasury U.S. Treasury Bills 912797RL3 254900HROIFWPRGM1V77 US912797RL33 U.S. Treasury Debt Y 2026-02-05 2026-02-05 2026-02-05 N N N 0.0360 9966554.20 9966554.20 0.0199 N Y Y N U.S. Treasury U.S. Treasury Bills 912797RT6 254900HROIFWPRGM1V77 US912797RT68 U.S. Treasury Debt Y 2026-02-12 2026-02-12 2026-02-12 N N N 0.0366 19918242.20 19918242.20 0.0398 N Y Y N U.S. Treasury U.S. Treasury Floating Rate Notes 3.847000% 91282CJU6 254900HROIFWPRGM1V77 US91282CJU62 U.S. Treasury Debt Y 2026-01-02 2026-02-02 2026-01-31 N N N 0.0401 2999941.08 2999941.08 0.0060 N Y Y N U.S. Treasury U.S. Treasury Notes 4.625000% 91282CKY6 254900HROIFWPRGM1V77 US91282CKY65 U.S. Treasury Debt Y 2026-06-30 2026-06-30 2026-06-30 N N N 0.0358 10051886.20 10051886.20 0.0201 N Y Y N J.P. Morgan Securities LLC J.P. Morgan Securities LLC 3.750000% BIV7XMRY3 ZBUT11V806EZRVTWT807 BIV7XMRY3 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y Y N Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137FX3R7 2050-10-25 1.000000 0.00 2245896.00 1050174.89 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137H3SE3 2047-11-25 2.000000 0.00 100000.00 57974.54 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137HB5K6 2053-11-25 6.000000 0.00 4622808.00 4118989.89 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137HLN81 2052-08-25 4.500000 0.00 6300000.00 4972861.80 Agency Debentures and Agency Strips Y 2026-01-02 2026-01-07 2026-01-07 Y JP MORGAN SECURITIES LLC 1.0000 7 N n/a n/a N N 0.0374 10000000.00 10000000.00 0.0200 N N Y N BNP Paribas Securities Corp. BNP Paribas Securities Corp. 3.810000% BIV8RDWN6 RCNB6OTYUAMMP879YW96 BIV8RDWN6 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DNYP2 2052-09-01 5.000000 0.00 1999.00 1557.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DP2Z0 2053-03-01 5.000000 0.00 1000.00 804.15 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DV3P8 2049-08-01 4.000000 0.00 1000.00 100.27 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DWEP4 2052-09-01 3.000000 0.00 1903.00 1391.64 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DWNZ2 2055-02-01 6.500000 0.00 16155.00 12021.09 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132E0AE2 2053-08-01 5.500000 0.00 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Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DWCH4 2051-10-01 2.000000 0.00 1000.00 625.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DWEP4 2052-09-01 3.000000 0.00 1000.00 731.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DWF57 2053-01-01 5.000000 0.00 1000.00 805.27 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DWN74 2055-03-01 5.000000 0.00 1000.00 953.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132E0AE2 2053-08-01 5.500000 0.00 1024.00 882.99 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31334WV81 2049-06-01 4.000000 0.00 1985.00 233.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31334YEV5 2049-08-01 5.500000 0.00 1000.00 155.53 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133ACDL9 2050-11-01 2.000000 0.00 1000.00 548.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133AXLV2 2051-11-01 3.000000 0.00 1000.00 618.82 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133B5EE8 2052-02-01 3.000000 0.00 1000.00 726.85 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133B5FE7 2052-02-01 2.000000 0.00 1000.00 648.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133BNJA2 2052-09-01 6.500000 0.00 1000.00 663.42 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133BPHE1 2052-10-01 3.000000 0.00 7391.00 5748.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133BT6M7 2053-01-01 4.500000 0.00 64384.00 44406.84 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133BXQ95 2053-02-01 6.000000 0.00 1000.00 1008.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133BXQT1 2053-03-01 3.000000 0.00 1000.00 789.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133C1NW6 2053-04-01 7.000000 0.00 1000.00 1061.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133C6W62 2053-06-01 5.000000 0.00 1000.00 977.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133CFHS1 2053-10-01 6.000000 0.00 1000.00 793.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133CTQU6 2054-09-01 5.000000 0.00 1000.00 940.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133CVTD6 2054-09-01 5.500000 0.00 6789.00 6819.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133CYJT6 2054-10-01 5.500000 0.00 1000.00 1012.31 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133JL2T5 2051-07-01 4.000000 0.00 1000.00 871.66 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133KN7C1 2052-04-01 3.500000 0.00 1000.00 687.22 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133KPMX3 2052-06-01 5.000000 0.00 1001.00 731.20 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133KRJB1 2053-06-01 5.000000 0.00 1000.00 880.81 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BRZ26 2046-03-25 5.500000 0.00 1000.00 583.36 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BV4T2 2030-04-25 4.620000 0.00 2656.00 2719.26 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31371LNG0 2034-04-01 6.000000 0.00 1626.00 14.63 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137FCJL9 2027-12-25 3.364000 0.00 34440.00 34222.25 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138AXB42 2041-11-01 4.500000 0.00 1000.00 114.78 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138AXUP4 2042-01-01 4.500000 0.00 1000.00 27.77 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EKBP9 2042-03-01 4.000000 0.00 1000.00 101.36 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EKT70 2041-09-01 5.500000 0.00 848704.00 47186.04 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EMJY8 2032-10-01 4.000000 0.00 1000.00 49.47 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138ER2G4 2047-01-01 3.500000 0.00 1000.00 300.06 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138ERVZ0 2046-12-01 3.000000 0.00 1000.00 268.00 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138ETGU4 2044-03-01 3.500000 0.00 1000.00 234.83 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138ETGX8 2045-12-01 4.000000 0.00 1000.00 138.87 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WCSJ3 2029-09-01 3.000000 0.00 1000.00 61.10 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WG4K7 2046-05-01 2.500000 0.00 1000.00 168.15 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WJM54 2047-01-01 3.000000 0.00 1024.00 209.09 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138XQBG5 2029-04-01 3.000000 0.00 1000.00 43.36 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6.000000 0.00 1000.00 1012.51 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140BMDY3 2055-09-01 6.500000 0.00 1000.00 1050.76 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140BNMS4 2055-09-01 6.000000 0.00 1000.00 1031.00 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140BRET2 2055-09-01 6.000000 0.00 1000.00 1033.89 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140BSRT6 2055-09-01 6.000000 0.00 1000.00 1038.43 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140BSU70 2055-10-01 5.000000 0.00 1000.00 1008.53 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140BTUV5 2055-11-01 5.500000 0.00 1000.00 1020.57 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140BUTP7 2055-11-01 6.500000 0.00 1000.00 1016.41 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140BVSE1 2055-11-01 5.500000 0.00 2000.00 2071.58 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140EWCB9 2046-05-01 3.000000 0.00 1004.00 252.02 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140F9UB9 2046-12-01 4.500000 0.00 1000.00 99.35 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FAEF5 2046-07-01 3.000000 0.00 1107.00 211.30 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140HGL21 2050-09-01 2.500000 0.00 1000.00 449.60 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J5RS0 2047-03-01 4.500000 0.00 1000.00 189.49 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 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3140KSJV0 2051-09-01 2.500000 0.00 1000.00 587.42 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140LP3K6 2051-06-01 3.000000 0.00 1000.00 521.54 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140M1SP0 2051-10-01 3.000000 0.00 2000.00 1388.26 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140M62P7 2054-11-01 6.000000 0.00 1000.00 1020.58 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140M7LU3 2055-02-01 6.000000 0.00 1000.00 1023.10 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MAEU4 2052-02-01 2.000000 0.00 1000.00 607.22 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MHSY6 2052-03-01 2.500000 0.00 1001.00 566.83 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140N2VL2 2053-06-01 3.000000 0.00 1000.00 787.82 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140N82D9 2053-04-01 6.500000 0.00 1000.00 964.98 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140NDGY7 2053-04-01 5.000000 0.00 1000.00 819.83 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140NEPD1 2053-03-01 5.000000 0.00 1000.00 706.99 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140NHJF6 2053-04-01 5.500000 0.00 1000.00 972.88 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140NKK42 2053-05-01 6.500000 0.00 1000.00 682.40 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140NP5F3 2053-09-01 7.500000 0.00 1000.00 1004.55 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140NRJV9 2053-08-01 6.500000 0.00 1000.00 611.38 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140NUV55 2028-09-01 5.370000 0.00 104557.00 108826.48 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Q9HZ9 2048-07-01 4.500000 0.00 1000.00 176.63 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Q9XL2 2048-10-01 4.500000 0.00 1000.00 176.24 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QBCC0 2049-06-01 4.000000 0.00 1000.00 253.83 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QDD43 2050-04-01 4.000000 0.00 2000.00 535.78 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QDWM2 2050-06-01 3.000000 0.00 1000.00 467.54 Agency Mortgage-Backed Securities Federal National 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National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QP4F1 2052-08-01 5.500000 0.00 1024.00 748.89 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QPFA0 2052-05-01 3.500000 0.00 1000.00 695.54 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QPSH1 2052-07-01 4.000000 0.00 1056.00 755.56 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QQKL8 2052-10-01 5.000000 0.00 1000.00 789.75 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QQLZ6 2052-10-01 5.500000 0.00 1001.00 811.39 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QQMK8 2052-10-01 5.000000 0.00 1000.00 795.84 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QQUD5 2052-11-01 4.500000 0.00 1000.00 780.42 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QQVE2 2052-11-01 5.000000 0.00 4413.00 3587.45 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QSAM3 2053-05-01 5.000000 0.00 1000.00 832.00 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QSGF2 2053-06-01 4.000000 0.00 1000.00 627.97 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QSNF4 2053-07-01 5.500000 0.00 2000.00 1681.99 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QSTU5 2053-08-01 5.000000 0.00 22205.00 18631.72 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QTN62 2053-12-01 6.000000 0.00 1000.00 928.92 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QUHH2 2054-04-01 5.500000 0.00 1000.00 873.78 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QUN28 2054-05-01 6.500000 0.00 1000.00 748.45 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W22M2 2055-08-01 6.000000 0.00 1024.00 993.29 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W3JV2 2055-08-01 6.500000 0.00 1000.00 1014.93 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W3WU9 2055-09-01 6.500000 0.00 1024.00 1037.21 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W3XF1 2055-07-01 6.000000 0.00 19847.00 20013.43 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X4XA9 2048-09-01 3.000000 0.00 1000.00 253.68 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X52Q5 2050-03-01 3.000000 0.00 1000.00 298.19 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X5JF1 2048-07-01 4.500000 0.00 2590020.00 479869.83 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X6QH7 2049-12-01 5.000000 0.00 14527.00 2266.69 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X6X55 2050-05-01 3.000000 0.00 1000.00 469.76 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X8KY2 2050-11-01 2.500000 0.00 1023.00 568.09 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X9S63 2051-02-01 2.000000 0.00 1000.00 582.69 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XABG6 2051-02-01 2.000000 0.00 1000.00 522.75 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XAD82 2051-03-01 2.000000 0.00 1000.00 484.23 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XBME7 2051-05-01 3.500000 0.00 1000.00 367.99 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XCZH4 2048-03-01 4.500000 0.00 1000.00 462.89 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XD4B9 2046-03-01 3.500000 0.00 1000.00 569.27 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XDM29 2051-10-01 2.500000 0.00 1000.00 543.27 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XEAZ7 2051-12-01 3.000000 0.00 1000.00 637.03 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XFCD1 2051-09-01 4.500000 0.00 1000.00 566.76 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XFM32 2052-02-01 2.500000 0.00 1000.00 647.18 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XFRR4 2050-03-01 2.500000 0.00 1000.00 588.20 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XFUJ8 2052-02-01 2.000000 0.00 1000.00 596.32 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XG2K4 2040-03-01 3.000000 0.00 1000.00 564.79 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XGFY0 2052-03-01 2.500000 0.00 1000.00 638.60 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XGLT4 2051-12-01 3.500000 0.00 1000.00 642.71 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XGV55 2052-04-01 3.000000 0.00 1000.00 668.52 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XH3J4 2052-05-01 3.000000 0.00 1001.00 702.73 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XH4X2 2052-05-01 2.500000 0.00 1000.00 678.68 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XHM38 2052-04-01 2.000000 0.00 1000.00 670.99 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XHVN4 2052-07-01 3.500000 0.00 1000.00 708.83 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XJHA4 2052-01-01 3.000000 0.00 1000.00 666.55 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XJL35 2052-10-01 5.000000 0.00 1000.00 781.93 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XJYY3 2052-10-01 4.000000 0.00 1000.00 751.78 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XKJ76 2051-11-01 3.000000 0.00 1999.00 1464.46 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XKS27 2053-04-01 5.000000 0.00 1000.00 844.62 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XLBB3 2052-03-01 2.500000 0.00 1000.00 669.22 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XLDR6 2052-09-01 5.000000 0.00 1020.00 846.40 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XLFV5 2053-05-01 6.000000 0.00 1000.00 770.16 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XMC53 2052-07-01 3.000000 0.00 1000.00 730.89 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XMMW3 2053-06-01 5.000000 0.00 1000.00 796.17 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XN6S8 2042-05-01 2.000000 0.00 1000.00 738.19 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XNGG3 2053-11-01 6.000000 0.00 1000.00 814.21 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XNHU1 2053-12-01 6.500000 0.00 1000.00 597.24 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XP6Y0 2054-06-01 6.500000 0.00 1024.00 806.57 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XPC31 2050-12-01 4.500000 0.00 1004.00 814.04 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XPNL9 2052-09-01 2.500000 0.00 1000.00 769.07 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XQQK6 2052-05-01 4.000000 0.00 1024.00 871.28 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Y6KA7 2055-04-01 6.500000 0.00 1000.00 890.09 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31413QXJ2 2027-08-01 6.000000 0.00 1000.00 2.24 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31414CAJ7 2038-02-01 6.000000 0.00 1420.00 25.84 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31416BRY6 2035-07-01 5.000000 0.00 1000.00 13.43 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31416X5B2 2041-05-01 4.500000 0.00 1060.00 62.50 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31416YT81 2041-07-01 4.500000 0.00 1000.00 60.20 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31417FMN5 2043-02-01 2.500000 0.00 1000.00 200.32 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31417YMC8 2030-03-01 5.000000 0.00 1086.00 16.23 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418BFA9 2034-07-01 4.000000 0.00 1000.00 96.17 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418BWZ5 2045-10-01 4.500000 0.00 1000.00 120.78 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418C4G6 2048-11-01 4.500000 0.00 1000.00 80.65 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418D2N1 2051-07-01 3.000000 0.00 1000.00 504.44 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418D3G5 2051-08-01 2.000000 0.00 1000.00 611.36 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418D3X8 2051-09-01 2.000000 0.00 1000.00 620.34 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DC59 2049-07-01 3.000000 0.00 1000.00 107.95 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DJS2 2049-12-01 3.500000 0.00 255964.00 34946.01 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DLS9 2050-02-01 2.500000 0.00 1000.00 223.34 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DPD8 2050-05-01 2.500000 0.00 1000.00 301.98 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DQ21 2040-07-01 2.500000 0.00 1000.00 331.19 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DSJ2 2050-09-01 2.500000 0.00 1000.00 402.87 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DYB2 2051-04-01 2.000000 0.00 2000.00 1160.59 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DYX4 2051-05-01 2.000000 0.00 1000.00 590.88 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DZW5 2051-06-01 2.500000 0.00 1020.00 590.07 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418E6Y1 2054-06-01 4.500000 0.00 1000.00 916.19 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EAP5 2052-01-01 3.000000 0.00 1000.00 614.02 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EPA2 2053-02-01 4.000000 0.00 1000.00 803.50 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418FPG6 2055-09-01 5.500000 0.00 1000.00 985.71 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31422M2E5 2050-11-01 2.000000 0.00 674986.00 67740.32 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31425YXT9 2055-01-01 6.500000 0.00 1000.00 782.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31426B2M7 2055-02-01 6.000000 0.00 1000.00 1023.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31426CHT4 2055-01-01 6.000000 0.00 60277.00 52502.71 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31426LE26 2055-04-01 5.500000 0.00 1000.00 976.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31426MRA2 2055-05-01 5.500000 0.00 1000.00 998.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31426U3P7 2055-06-01 6.000000 0.00 1001.00 1030.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31426UXD1 2055-07-01 6.000000 0.00 1000.00 1035.58 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31426YD94 2055-08-01 5.500000 0.00 1000.00 1015.99 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31426YHF6 2055-09-01 6.000000 0.00 1000.00 1029.76 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427ABC0 2055-09-01 6.000000 0.00 1001.00 1032.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427CC50 2055-10-01 5.500000 0.00 1000.00 1021.61 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427H3W0 2055-11-01 4.000000 0.00 2000.00 1906.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427JVB1 2055-11-01 5.000000 0.00 1001.00 1004.50 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427KF26 2055-11-01 4.500000 0.00 1000.00 980.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427KGA7 2055-11-01 4.500000 0.00 1000.00 981.07 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427KHY4 2055-11-01 5.000000 0.00 1000.00 1010.58 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427NA25 2055-03-01 6.000000 0.00 1000.00 893.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427PB60 2053-06-01 5.000000 0.00 1000.00 983.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427PHJ6 2054-07-01 6.000000 0.00 1000.00 944.89 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142GTVF0 2055-01-01 6.500000 0.00 1004.00 877.62 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142GUM83 2055-04-01 6.000000 0.00 1007.00 994.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142GVFP1 2055-06-01 4.500000 0.00 1000.00 976.57 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VN30 2050-06-20 3.000000 0.00 1000.00 250.01 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VVZ0 2050-08-20 3.000000 0.00 1000.00 328.70 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WNF1 2051-09-20 3.000000 0.00 1001.00 565.01 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XAA4 2052-06-20 4.500000 0.00 2000.00 1470.45 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XLF1 2052-11-20 4.000000 0.00 1000.00 758.25 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XNF9 2052-12-20 5.000000 0.00 1000.00 760.87 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617MSCL4 2050-04-20 4.000000 0.00 1000.00 301.70 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618BCJZ1 2054-09-20 7.500000 0.00 1000.00 1008.43 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618BHJW7 2053-09-15 7.000000 0.00 2000.00 1978.90 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618BV3H6 2053-10-20 7.500000 0.00 1000.00 1058.72 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618GCZJ4 2054-03-20 5.500000 0.00 1000.00 1003.57 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618GRX46 2054-03-20 5.500000 0.00 1000.00 860.06 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618GVHL7 2054-03-20 5.000000 0.00 1000.00 980.08 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618KFB33 2055-01-20 6.000000 0.00 1000.00 1046.02 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618KRJ47 2055-03-20 7.500000 0.00 1000.00 1074.92 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618KWRZ8 2055-11-20 6.500000 0.00 1000.00 1063.28 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618LFEK1 2055-08-20 6.500000 0.00 2002.00 2098.30 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618LLBA3 2055-07-20 6.500000 0.00 1000.00 1047.37 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618LP6L6 2055-10-20 7.000000 0.00 1000.00 1062.71 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618LP6M4 2055-10-20 7.000000 0.00 1999.00 2126.20 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618LP6N2 2055-10-20 7.000000 0.00 2000.00 2128.96 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5A41 2054-11-20 5.500000 0.00 1000.00 894.31 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5GP8 2055-02-20 5.500000 0.00 330394.00 285145.31 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36225DAS3 2034-05-20 5.625000 0.00 25000.00 510.94 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622ADFE3 2049-08-20 5.319000 0.00 1000.00 769.16 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622ADPG7 2048-05-20 5.317000 0.00 1001.00 851.75 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381NMM7 2055-06-20 4.987650 0.00 393920.00 388911.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381QAJ0 2055-08-20 4.997650 0.00 1000.00 1000.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381T3E3 2052-09-20 4.917650 0.00 3720322.00 2386035.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382VER6 2051-06-20 3.000000 0.00 23999.00 13295.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383KUE0 2054-04-20 4.947650 0.00 4197357.00 2531951.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383LYW4 2052-12-20 4.817650 0.00 8838.00 5698.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383RWT0 2052-05-20 4.500000 0.00 24919724.00 17217392.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383VVM7 2053-02-20 4.817650 0.00 4969650.00 3610358.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383XSX3 2053-04-20 4.817650 0.00 781787.00 415224.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383YBC5 2052-08-20 4.817650 0.00 130584.00 95166.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384ADT7 2053-05-20 4.917650 0.00 159812.00 116003.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384AXZ1 2053-05-20 4.977650 0.00 29247.00 12100.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384CBM0 2053-07-20 4.937650 0.00 2297.00 1837.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384DQ75 2053-11-20 5.417650 0.00 414501.00 138633.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384E6H3 2053-10-20 5.317650 0.00 339181.00 111611.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384EMX0 2053-09-20 5.217650 0.00 1000.00 341.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384EPK5 2053-09-20 5.317650 0.00 1023.00 325.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384FAS1 2053-11-20 5.417650 0.00 1000.00 334.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384GNF3 2053-12-20 5.167650 0.00 7578.00 3441.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384HQX9 2047-09-20 5.500000 0.00 2453.00 502.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384PPQ7 2054-06-20 5.117650 0.00 9243.00 4502.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384UPU7 2054-08-20 5.017650 0.00 1290469.00 998165.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384X5F6 2054-11-20 5.017650 0.00 1000.00 641.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384YRH6 2054-10-20 4.937650 0.00 422861.00 355280.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385EP65 2055-04-20 5.217650 0.00 7659.00 6968.58 Agency Collateralized Mortgage Obligation Y 2026-01-02 2026-01-07 2026-07-28 Y BNP Paribas Securities Corp 1.0000 7 N n/a n/a N N 0.0374 30000000.00 30000000.00 0.0599 N N Y N BofA Securities, Inc. BofA Securities, Inc. 3.830000% BIV8TNH82 549300HN4UKV1E2R3U73 BIV8TNH82 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BYJJ2 2055-06-25 4.500000 0.00 920000.00 914763.36 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137HPNV1 2054-11-25 5.000000 0.00 956999.00 961585.58 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RAT3 2065-04-20 4.670390 0.00 99992.00 5521.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376T5Z1 2039-01-16 3.000000 0.00 7749998.00 124573.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380KMB8 2046-06-20 3.000000 0.00 6500000.00 544272.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382Y3J0 2073-03-20 4.797650 0.00 292344.00 278145.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384BPP0 2053-06-20 5.167650 0.00 9438300.00 6133947.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384MYW1 2054-04-20 5.000000 0.00 1365000.00 1237190.96 Agency Collateralized Mortgage Obligation Y 2026-01-02 2026-01-07 2026-07-16 Y BOFA SECURITIES INC 1.0000 7 N n/a n/a N N 0.0383 10000000.00 10000000.00 0.0200 N N Y N BNP Paribas Securities Corp. BNP Paribas Securities Corp. 3.880000% BIV8W20L3 RCNB6OTYUAMMP879YW96 BIV8W20L3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y U.S. Treasury 254900HROIFWPRGM1V77 912810RK6 2045-02-15 2.500000 0.00 24999800.00 18039330.68 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CAU5 2027-10-31 0.500000 0.00 200.00 189.72 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CHP9 2033-07-15 1.375000 0.00 1600.00 1686.80 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CLE9 2034-07-15 1.875000 0.00 3200.00 3370.80 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CLW9 2034-11-15 4.250000 0.00 1600.00 1631.39 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CMM0 2035-02-15 4.625000 0.00 11852800.00 12553819.04 U.S. Treasuries (including strips) Y 2026-01-07 2026-01-07 2026-07-20 Y BNP Paribas Securities Corp 1.0000 7 N n/a n/a N N 0.0388 30000000.00 30000000.00 0.0599 N N Y N RBC Dominion Securities Inc. RBC Dominion Securities Inc. 3.870000% BIV8WR5H2 549300QJJX6CVVUXLE15 BIV8WR5H2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y U.S. Treasury 254900HROIFWPRGM1V77 912797PM3 2026-02-19 0.00 0.00 100.00 99.53 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797QX8 2026-06-11 0.00 0.00 100.00 98.46 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797RK5 2026-01-29 0.00 0.00 80900.00 80686.02 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797RL3 2026-02-05 0.00 0.00 400.00 398.66 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797SC2 2026-03-26 0.00 0.00 200.00 198.38 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797SX6 2026-06-04 0.00 0.00 600.00 591.13 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810FD5 2028-04-15 3.625000 0.00 300.00 638.54 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810QV3 2042-02-15 0.750000 0.00 39100.00 44151.83 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SA7 2048-02-15 3.000000 0.00 100.00 75.97 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TY4 2054-02-15 2.125000 0.00 6993100.00 6756802.82 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CCE9 2028-05-31 1.250000 0.00 27200.00 25830.39 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CCF6 2026-05-31 0.750000 0.00 99300.00 98194.17 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CCV1 2028-08-31 1.125000 0.00 19000.00 17931.03 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CDY4 2032-02-15 1.875000 0.00 7000.00 6306.25 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CHW4 2030-08-31 4.125000 0.00 200.00 206.60 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CJQ5 2030-12-31 3.750000 0.00 1000.00 1002.32 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CKC4 2031-02-28 4.250000 0.00 3200.00 3325.26 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CKQ3 2034-05-15 4.375000 0.00 100700.00 103772.80 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CLC3 2029-07-31 4.000000 0.00 2000.00 2061.37 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CLF6 2034-08-15 3.875000 0.00 100.00 100.22 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CMP3 2027-02-28 4.125000 0.00 66000.00 67374.71 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CMY4 2027-04-30 3.750000 0.00 1000.00 1009.65 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CNE7 2027-05-31 3.875000 0.00 27000.00 27234.55 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CNK3 2030-06-30 3.875000 0.00 100.00 100.91 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CPG0 2027-10-31 3.792149 0.00 100.00 100.75 U.S. Treasuries (including strips) Y 2026-01-07 2026-01-07 2026-07-27 Y RBC DOMINION SECURITIES INC 1.0000 7 N n/a n/a N N 0.0387 7000000.00 7000000.00 0.0140 N N Y N RBC Dominion Securities Inc. RBC Dominion Securities Inc. 3.830000% BIV8WR616 549300QJJX6CVVUXLE15 BIV8WR616 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y U.S. Treasury 254900HROIFWPRGM1V77 912810QW1 2042-05-15 3.000000 0.00 45700.00 37128.20 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RF7 2044-02-15 1.375000 0.00 44800.00 52890.31 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RQ3 2046-02-15 2.500000 0.00 1517600.00 1076702.30 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SA7 2048-02-15 3.000000 0.00 800.00 607.75 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SG4 2049-02-15 1.000000 0.00 4100.00 3850.58 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SM1 2050-02-15 0.250000 0.00 9900.00 7258.82 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SY5 2041-05-15 2.250000 0.00 96200.00 71395.32 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TH1 2042-05-15 3.250000 0.00 300.00 252.73 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TS7 2043-05-15 3.875000 0.00 293200.00 265815.42 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TX6 2054-02-15 4.250000 0.00 226700.00 209871.27 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UF3 2044-11-15 4.625000 0.00 3400.00 3368.94 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UH9 2055-02-15 2.375000 0.00 14000.00 13897.80 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UK2 2055-05-15 4.750000 0.00 11300.00 11244.19 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 9128286S4 2026-04-30 2.375000 0.00 97400.00 97415.40 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CCS8 2031-08-15 1.250000 0.00 79000.00 69340.63 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CEZ0 2032-07-15 0.625000 0.00 200.00 211.36 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CGM7 2033-02-15 3.500000 0.00 100.00 98.75 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CJQ5 2030-12-31 3.750000 0.00 400.00 400.93 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CKL4 2029-04-15 2.125000 0.00 3754000.00 4056605.45 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CKT7 2029-05-31 4.500000 0.00 4300.00 4445.13 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CMR9 2032-02-29 4.125000 0.00 209000.00 215325.79 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CNS6 2035-07-15 1.875000 0.00 5100.00 5215.93 U.S. Treasuries (including strips) Y 2026-01-07 2026-01-07 2026-08-26 Y RBC DOMINION SECURITIES INC 1.0000 7 N n/a n/a N N 0.0383 6000000.00 6000000.00 0.0120 N N Y N RBC Dominion Securities Inc. RBC Dominion Securities Inc. 3.870000% BIV8WUJT4 549300QJJX6CVVUXLE15 BIV8WUJT4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y U.S. Treasury 254900HROIFWPRGM1V77 912810QW1 2042-05-15 3.000000 0.00 5405200.00 4391363.69 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RA8 2043-02-15 0.625000 0.00 879600.00 932815.53 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RB6 2043-05-15 2.875000 0.00 23300.00 18258.87 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RD2 2043-11-15 3.750000 0.00 595000.00 526899.99 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RG5 2044-05-15 3.375000 0.00 100.00 83.38 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RQ3 2046-02-15 2.500000 0.00 69600.00 49379.60 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SH2 2049-05-15 2.875000 0.00 35000.00 25398.15 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TK4 2042-08-15 3.375000 0.00 200.00 172.38 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TS7 2043-05-15 3.875000 0.00 94500.00 85673.80 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UL0 2045-05-15 5.000000 0.00 2779900.00 2885882.55 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CDY4 2032-02-15 1.875000 0.00 15700.00 14144.02 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CLM1 2031-09-30 3.625000 0.00 14900.00 14916.64 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CMH1 2027-01-31 4.125000 0.00 352000.00 360255.50 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CMR9 2032-02-29 4.125000 0.00 100.00 103.03 U.S. Treasuries (including strips) Y 2026-01-07 2026-01-07 2026-07-24 Y RBC DOMINION SECURITIES INC 1.0000 7 N n/a n/a N N 0.0387 9000000.00 9000000.00 0.0180 N N Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC 3.870000% BIV8YXK23 VYVVCKR63DVZZN70PB21 BIV8YXK23 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618LH5V3 2055-10-20 6.500000 0.00 3758632.00 3946580.11 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618M8WZ3 2055-11-20 7.000000 0.00 6420691.00 6838719.75 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618V64J4 2055-12-20 5.500000 0.00 4272373.00 4390757.61 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36212UVV0 2041-08-20 4.500000 0.00 1305161.00 123942.62 Agency Mortgage-Backed Securities Y 2026-03-19 2026-03-19 2026-03-19 N N N 0.0387 15000000.00 15000000.00 0.0300 N N N Y Royal Bank of Canada Royal Bank of Canada 3.690000% BIV90WLD5 549300HXQQQCCUBS2Z23 BIV90WLD5 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W1WH2 2055-05-01 6.000000 0.00 9872378.00 9037945.36 Agency Mortgage-Backed Securities U.S. Treasury 254900HROIFWPRGM1V77 912797PM3 2026-02-19 0.00 0.00 228200.00 227123.58 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TN8 2053-02-15 3.625000 0.00 4100.00 3395.86 U.S. Treasuries (including strips) Y 2026-01-07 2026-01-07 2026-09-01 Y ROYAL BANK OF CANADA (NY BRANCH) 1.0000 7 N n/a n/a N N 0.0369 9000000.00 9000000.00 0.0180 N N Y N Royal Bank of Canada Royal Bank of Canada 3.650000% BIV98HGH7 549300HXQQQCCUBS2Z23 BIV98HGH7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y U.S. Treasury 254900HROIFWPRGM1V77 91282CEN7 2027-04-30 2.750000 0.00 5200.00 5173.99 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CFJ5 2029-08-31 3.125000 0.00 10279400.00 10224454.22 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CLL3 2027-09-15 3.375000 0.00 400.00 403.40 U.S. Treasuries (including strips) Y 2026-01-07 2026-01-07 2026-06-22 Y ROYAL BANK OF CANADA (NY BRANCH) 1.0000 7 N n/a n/a N N 0.0364 10000000.00 10000000.00 0.0200 N N Y N Bank of Montreal Bank of Montreal 3.780000% BIV98LV81 NQQ6HPCNCCU6TUTQYE16 BIV98LV81 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FED HOME LOAN FIXED SINGLE FAMILY MBS S6XOOCT0IEG5ABCC6L87 3133CXZE3 2054-10-01 5.000000 0.00 88883.81 84688.54 Agency Mortgage-Backed Securities FED HOME LOAN FIXED SINGLE FAMILY MBS S6XOOCT0IEG5ABCC6L87 3133KRKT0 2053-06-01 6.000000 0.00 94077.49 83870.72 Agency Mortgage-Backed Securities FED HOME LOAN FIXED SINGLE FAMILY MBS S6XOOCT0IEG5ABCC6L87 3133WFT31 2054-06-01 6.000000 0.00 100000.00 79572.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT BACKED SECURITY B1V7KEBTPIMZEU4LTD58 3140BHCG4 2055-08-01 5.500000 0.00 92915.57 86499.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT BACKED SECURITY B1V7KEBTPIMZEU4LTD58 3140FXYJ5 2063-03-01 3.500000 0.00 111145.46 79899.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT BACKED SECURITY B1V7KEBTPIMZEU4LTD58 3140KP3U5 2051-01-01 2.500000 0.00 151200.00 82513.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT BACKED SECURITY B1V7KEBTPIMZEU4LTD58 3140KSG50 2051-09-01 2.500000 0.00 136400.00 82251.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT BACKED SECURITY B1V7KEBTPIMZEU4LTD58 3140MKZ39 2055-08-01 4.000000 0.00 79345.69 73960.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT BACKED SECURITY B1V7KEBTPIMZEU4LTD58 3140QPT23 2052-07-01 5.000000 0.00 112000.00 82774.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT BACKED SECURITY B1V7KEBTPIMZEU4LTD58 3140W3UC1 2038-03-01 2.000000 0.00 71712.03 65231.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT BACKED SECURITY B1V7KEBTPIMZEU4LTD58 3140W3UP2 2037-03-01 2.500000 0.00 81743.68 75582.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT BACKED SECURITY B1V7KEBTPIMZEU4LTD58 3140W4RH2 2052-10-01 2.000000 0.00 104720.58 85334.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT BACKED SECURITY B1V7KEBTPIMZEU4LTD58 3140W4RV1 2053-10-01 3.500000 0.00 91959.79 85661.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT BACKED SECURITY B1V7KEBTPIMZEU4LTD58 3140W4RY5 2056-01-01 5.000000 0.00 66858.07 67211.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT BACKED SECURITY B1V7KEBTPIMZEU4LTD58 3140XKGH7 2047-07-01 5.000000 0.00 134895.76 83794.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT BACKED SECURITY B1V7KEBTPIMZEU4LTD58 31418FQG5 2055-10-01 6.000000 0.00 84403.33 83420.59 Agency Mortgage-Backed Securities FED HOME LOAN FIXED SINGLE FAMILY MBS S6XOOCT0IEG5ABCC6L87 31425YNM5 2055-01-01 5.500000 0.00 82062.15 76791.80 Agency Mortgage-Backed Securities FED HOME LOAN FIXED SINGLE FAMILY MBS S6XOOCT0IEG5ABCC6L87 31426QNV1 2055-06-01 5.500000 0.00 87556.56 85548.21 Agency Mortgage-Backed Securities FED HOME LOAN FIXED SINGLE FAMILY MBS S6XOOCT0IEG5ABCC6L87 31426SFW4 2055-06-01 6.500000 0.00 88865.36 87046.67 Agency Mortgage-Backed Securities FED HOME LOAN FIXED SINGLE FAMILY MBS S6XOOCT0IEG5ABCC6L87 31426XVH8 2055-09-01 5.500000 0.00 80414.36 81235.04 Agency Mortgage-Backed Securities FED HOME LOAN FIXED SINGLE FAMILY MBS S6XOOCT0IEG5ABCC6L87 31427ARF6 2055-09-01 6.000000 0.00 87173.37 85303.01 Agency Mortgage-Backed Securities FED HOME LOAN FIXED SINGLE FAMILY MBS S6XOOCT0IEG5ABCC6L87 31427PMF8 2055-08-01 6.500000 0.00 84505.27 84874.89 Agency Mortgage-Backed Securities FED HOME LOAN FIXED SINGLE FAMILY MBS S6XOOCT0IEG5ABCC6L87 31427QNY4 2052-03-01 2.500000 0.00 101346.70 86455.00 Agency Mortgage-Backed Securities FED HOME LOAN FIXED SINGLE FAMILY MBS S6XOOCT0IEG5ABCC6L87 31427QUH3 2055-11-01 5.000000 0.00 85900.07 84953.08 Agency Mortgage-Backed Securities FED HOME LOAN FIXED SINGLE FAMILY MBS S6XOOCT0IEG5ABCC6L87 3142J6CV3 2055-12-01 4.500000 0.00 87118.95 85524.68 Agency Mortgage-Backed Securities Y 2026-01-07 2026-01-07 2026-01-07 Y BANK OF MONTREAL 1.0000 7 N n/a n/a N N 0.0377 2000000.00 2000000.00 0.0040 N N Y N RBC Dominion Securities Inc. RBC Dominion Securities Inc. 3.680000% BIV98N7X9 549300QJJX6CVVUXLE15 BIV98N7X9 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DMUB9 2051-03-01 2.500000 0.00 1571.00 872.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DVJX4 2055-01-01 6.000000 0.00 1015.00 945.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133CSDV0 2054-08-01 6.000000 0.00 1000.00 1003.49 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BMYV4 2050-03-25 4.474190 0.00 9232.00 4745.25 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137HLVG4 2055-06-25 5.274190 0.00 1000.00 933.44 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138AUPE1 2041-10-01 4.500000 0.00 1000.00 98.19 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EPG81 2045-03-01 3.500000 0.00 1000.00 154.93 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138NXVU8 2042-12-01 3.000000 0.00 1000.00 175.92 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138X0NZ7 2033-07-01 3.500000 0.00 1022.00 107.70 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138X0PZ5 2043-07-01 3.500000 0.00 1048.00 191.30 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138YKGW7 2045-06-01 3.500000 0.00 1000.00 197.07 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138YSGK6 2035-05-01 3.000000 0.00 1000.00 99.46 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138YYLC5 2035-12-01 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Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418FGF8 2045-01-01 5.000000 0.00 1000.00 880.46 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418FNR4 2040-08-01 4.500000 0.00 1000.00 962.72 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31425VYC1 2054-12-01 4.500000 0.00 1000.00 977.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31426JTG4 2055-03-01 6.500000 0.00 1000.00 1054.25 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31426MZD7 2055-05-01 6.500000 0.00 11130.00 11651.50 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31426SSZ3 2055-07-01 6.000000 0.00 1000.00 974.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31426YMP8 2055-09-01 6.000000 0.00 1000.00 981.98 Agency Mortgage-Backed Securities Federal Home Loan 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National Mortgage Association 549300M8ZYFG0OCMTT87 3618H9TG3 2054-06-20 6.500000 0.00 1000.00 916.13 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618K8QV1 2055-02-20 6.500000 0.00 1000.00 904.25 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618L7K89 2055-08-20 6.500000 0.00 1000.00 1010.78 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618M8ML5 2055-11-20 5.500000 0.00 1000.00 1031.93 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5JA8 2050-10-20 4.000000 0.00 1000.00 930.53 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5TY5 2055-08-20 5.000000 0.00 1000.00 1002.75 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618NKX43 2066-07-15 5.690000 0.00 1000.00 1043.07 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618NLP24 2055-03-20 6.500000 0.00 1000.00 1044.41 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202ENX3 2037-07-20 6.000000 0.00 1000.00 10.23 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622AAUS1 2050-11-20 3.000000 0.00 1000.00 409.61 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622AAWJ9 2050-11-20 4.000000 0.00 1008.00 386.57 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385DFZ4 2065-02-20 5.117650 0.00 5458.00 3881.84 Agency Collateralized Mortgage Obligation U.S. Treasury 254900HROIFWPRGM1V77 912810RC4 2043-08-15 3.625000 0.00 100.00 88.10 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TH1 2042-05-15 3.250000 0.00 6000.00 5054.53 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CCZ2 2026-09-30 0.875000 0.00 27600.00 27115.52 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CDY4 2032-02-15 1.875000 0.00 3600.00 3243.22 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CHE4 2028-05-31 3.625000 0.00 6940400.00 6983064.20 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 9128334Y3 2034-08-15 0.00 0.00 815.30 567.59 U.S. Treasuries (including strips) Y 2026-01-07 2026-01-07 2026-05-28 Y RBC DOMINION SECURITIES INC 1.0000 7 N n/a n/a N N 0.0367 7000000.00 7000000.00 0.0140 N N Y N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp. 3.840000% BIV9AX2Z4 K5HU16E3LMSVCCJJJ255 BIV9AX2Z4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N TREASURY BOND 1.375 15-NOV-2040 254900HROIFWPRGM1V77 912810ST6 2040-11-15 1.375000 0.00 30000000.00 19612150.00 U.S. Treasuries (including strips) TREASURY NOTE 4.125 30-SEP-2027 254900HROIFWPRGM1V77 91282CFM8 2027-09-30 4.125000 0.00 45000000.00 45966449.00 U.S. Treasuries (including strips) Y 2026-01-07 2026-01-07 2026-01-07 N N N 0.0384 64293750.00 64293750.00 0.1284 N N Y N BMO Capital Markets Corp. BMO Capital Markets Corp. 3.750000% BIV9AX300 RUC0QBLBRPRCU4W1NE59 BIV9AX300 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W06F7 2053-05-01 6.000000 0.00 17830391.00 15300000.81 Agency Mortgage-Backed Securities Y 2026-01-07 2026-01-07 2026-02-04 Y BMO CAPITAL MARKETS CORP 1.0000 7 N n/a n/a N N 0.0375 15000000.00 15000000.00 0.0300 N N Y N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp. 3.850000% BIV9AX3H3 5U0XI89JRFVHWIBS4F54 BIV9AX3H3 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DCX8 2049-06-01 3.000000 0.00 214025.74 20924.45 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DHK1 2049-11-01 2.500000 0.00 503757.32 101198.20 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DJQ6 2049-12-01 2.500000 0.00 103778.85 24185.68 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DLS9 2050-02-01 2.500000 0.00 180039.06 40210.62 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DNG3 2050-04-01 2.500000 0.00 11954.75 2610.46 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DP97 2050-06-01 2.000000 0.00 13897.09 5952.94 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EQ94 2053-04-01 5.500000 0.00 668.56 505.45 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418ER85 2053-05-01 5.500000 0.00 167832.73 128767.16 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179MQN3 2042-10-20 3.000000 0.00 40270.96 4253.75 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179R4E6 2046-03-20 3.500000 0.00 1114007.55 107365.98 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179RZT9 2046-02-20 3.500000 0.00 107122.97 10346.06 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XH25 2052-10-20 5.500000 0.00 308129.29 210086.42 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XHZ2 2052-10-20 5.000000 0.00 120607.30 89562.23 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XLH7 2052-11-20 5.000000 0.00 50243.73 38327.51 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XNF9 2052-12-20 5.000000 0.00 56862.12 43264.61 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XQW9 2053-01-20 5.000000 0.00 23734.20 17801.33 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XTC0 2053-02-20 5.000000 0.00 58070.35 44139.48 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179YHU1 2053-10-20 6.500000 0.00 2504.80 1141.81 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179YW59 2054-05-20 5.500000 0.00 251999.78 211209.40 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179YYX6 2054-06-20 6.000000 0.00 211846.08 143113.79 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N53X5 2055-11-20 5.000000 0.00 206669.37 207418.07 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5A41 2054-11-20 5.500000 0.00 80293.31 71807.01 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5GP8 2055-02-20 5.500000 0.00 380807.58 328654.56 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5JD2 2055-03-20 5.500000 0.00 184852.68 159325.05 Agency Mortgage-Backed Securities Y 2026-01-02 2026-01-02 2026-01-02 N N N 0.0385 1968080.00 1968080.00 0.0039 N Y Y N Metropolitan Life Insurance Co. Metropolitan Life Insurance Co. 3.850000% BIV9AX3P5 549300H7EXFMRS487544 BIV9AX3P5 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N TREASURY NOTE 3.5 31-JAN-2030 254900HROIFWPRGM1V77 91282CGJ4 2030-01-31 3.500000 0.00 15155000.00 15302380.00 U.S. Treasuries (including strips) Y 2026-01-07 2026-01-07 2026-01-07 N N N 0.0385 15003450.00 15003450.00 0.0300 N N Y N Invesco Variable Insurance Funds 2026-01-08 Adrien Deberghes Adrien Deberghes Principal Financial Officer and Treasurer