treasury board virginia debt calendar final method

FINAL METHOD

SALE DATE ISSUER PURPOSE AMOUNT MATURITY OF SALE

September 2021

21 ** Virginia Housing Development Authority Rental Housing Bonds, 2021 Series I-NON-AMT $45,000,000 ** 2056 Competitive

23 ** Virginia Public School Authority Special Obligation School Financing Bonds, Series 2021 (Henrico County) $55,000,000 ** TBD TBD

28 ** Virginia Public School Authority Special Obligation School Financing Bonds, Series 2021A (Prince William County) $66,320,000 2041 Competitive

29 ** Virginia Public School Authority Special Obligation School Financing Refunding Bonds, Series 2021B (Federally Taxable) TBD ** TBD Negotiated

(Prince William County)

October 2021

13 ** Commonwealth of Virginia General Obligation Bonds, Series 2021C TBD ** TBD Competitive

19 ** Virginia Public School Authority School Financing Bonds (1997 Resolution) Series 2021C TBD ** TBD Competitive

19 ** Virginia Housing Development Authority Rental Housing Bonds, 2021 Series J-Taxable TBD ** 2056 TBD

27 ** Virginia Resources Authority Virginia Pooled Financing Program, Series 2021C TBD ** 2051 Negotiated

November 2021

December 2021

January 2022

17 ** Virginia College Building Authority Educational Facilities Revenue Bonds (Public Higher Education Financing Program TBD ** TBD Competitive

Series 2022

February 2022

TBD ** Commonwealth of Virginia General Obligation Bonds, Series 2022A TBD ** TBD Competitive

* Division of Debt Management participating

** Preliminary, subject to change

Prepared for the Commonwealth Treasury Board.

This Calendar may be found on the Department of the Treasury's Web Site "www.trs.virginia.gov"

COMMONWEALTH OF VIRGINIA

TREASURY BOARD

VIRGINIA DEBT CALENDAR

As of September 1, 2021

The information contained herein, while not guaranteed by the Commonwealth of Virginia Treasury Board, has been obtained from sources which the Treasury Board believes to be reliable and accurate.

COMMONWEALTH OF VIRGINIA BANC OF AMERICA PUBLIC CAPITAL CORP

TREASURY BOARD 36, 60, 84, and 120-MONTH TERMS

MASTER LEASE PROGRAM CONTRACT TB#20-4012

AS OF AUGUST 31, 2021

Appendix # Agency Term Rate Date Item(s) Amount

TOTAL PROVIDED THROUGH PRIOR MONTH $21,099,920

2020-20 DGS 7 YEAR 1.0886% 8/20/2021 Vehicle Fleet $222,870

2020-21 DGS 7 YEAR 1.0886% 8/20/2021 Vehicle Fleet $86,145

TOTAL PROVIDED THIS MONTH $309,015

TOTAL PROVIDED TO DATE $21,408,935

OUTSTANDING REQUESTS - PRIOR MONTH $14,073,426

ADJUSTMENTS:

ADJUSTED REQUESTS OUTSTANDING $14,073,426

REQUESTS APPROVED DURING MONTH:

Request# Agency Date Approved Equipment Requested Amount

20012 VDACS 8/27/2021 New Large Capacity Truck $235,524

TOTAL REQUESTS FOR MONTH $235,524

LESS REQUESTS MET DURING MONTH ($309,015)

OUTSTANDING REQUESTS $13,999,935

BANC OF AMERICA PUBLIC CAPITAL CORP

LINE OF CREDIT AS OF AUGUST 1, 2020 $80,000,000

USED AUGUST 1, 2020 - AUGUST 31, 2021 ($21,408,935)

REPAID AUGUST 1, 2020 - AUGUST 31, 2021 ($609,996)

LINE OF CREDIT BALANCE $57,981,069

COMMONWEALTH OF VIRGINIA APPROVED REQUESTS - BANC OF AMERICA PUBLIC CAPITAL CORP

TREASURY BOARD

MASTER LEASING PROGRAM


Date Payment Request Lease Appendix Partial/ Remaining

Request # Agency Approved Equipment Requested Term Mode Amount Amount Number Final Authorization

20001 VPA 9/10/2020 12 Shuttle Trucks 10 Year Semi-Annually 11,600,000.00 11,600,000.00 2020-03 0.00

20002 VEDP 9/15/2020 Office Furnishings & Equipment 7 Year Annually 977,277.73 977,277.73 2020-01 0.00

20003 VSP 9/24/2020 Bell 407GXI Helicopter 10 Year Annually 4,884,430.33 4,884,430.33 2020-02 0.00

20004 DGS 9/21/2020 Vehicle Fleet 7 Year Monthly 2,355,864.83 287,760.00 2020-04

71,940.00 2020-05

370,749.10 2020-06

433,801.48 2020-07

123,943.28 2020-08

135,257.64 2020-10

252,437.44 2020-11

281,800.00 2020-13

222,870.00 2020-20 175,305.89

20005 VDEM 9/29/2020 (4) Chevrolet Tahoes 5 Year Semi-Annual 150,221.12 150,221.12 2020-09 0.00

20006 SVHEC 1/7/2021 Automation Robotics Equipment 5 Year Annually 254,110.00 254,110.00 2020-12 0.00

20007 DGS 1/11/2021 Vehicle Fleet 7 Year Monthly 2,156,985.20 272,410.12 2020-14

139,348.23 2020-15

120,573.00 2020-17

143,880.00 2020-18

340,062.00 2020-19

86,145.00 2020-21 1,054,566.85

20008 VDACS 3/8/2021 (1) Bruker MALDI'S Biotyper 3 Year Annually 225,000.00 225,000.00

20009 DFS 4/6/2021 Robotic Equipment (REQUEST CANCELLED) 7 Year Monthly 129,854.11

20010 DGS 4/6/2021 Vehicle Fleet 7 Year Monthly 2,002,513.88 259,918.48 2020-16 1,742,595.40

20011 DGS 7/21/2021 Vehicle Fleet 7 Year Monthly 10,566,942.67 10,566,942.67

20012 VDACS 8/27/2021 One New Lasrge Capacity Truck 5 Year Annually 235,524.00 235,524.00

TOTALS 35,538,724 21,408,935 13,999,935

Page 1

COMMONWEALTH OF VIRGINIA BANC OF AMERICA PUBLIC CAPITAL CORP

TREASURY BOARD 144-MONTH TERMS

ENERGY LEASE PROGRAM 180-MONTH TERMS

AS OF AUGUST 31, 2021 Contract TB20-001

Appendix # Agency Term Rate Date Item(s) Amount

TOTAL PROVIDED THROUGH PRIOR MONTH $19,399,000

TOTAL PROVIDED THIS MONTH $0

TOTAL PROVIDED TO DATE $19,399,000

OUTSTANDING REQUESTS - PRIOR MONTH $0

ADJUSTMENTS:

$0

ADJUSTED REQUESTS OUTSTANDING $0

REQUESTS APPROVED DURING MONTH:

Request# Agency Date Approved Equipment Requested Amount

TOTAL REQUESTS FOR MONTH $0

LESS REQUESTS MET DURING MONTH $0

OUTSTANDING REQUESTS $0

BANC OF AMERICA PUBLIC CAPITAL CORP

LINE OF CREDIT AS OF OCTOBER 1, 2019 $40,000,000

USED OCTOBER 1, 2019 - AUGUST 31, 2021 ($19,399,000)

REPAID OCTOBER 1, 2019 - AUGUST 31, 2021 $627,440

LINE OF CREDIT BALANCE $21,228,440

COMMONWEALTH OF VIRGINIA APPROVED REQUESTS - BANC OF AMERICA PUBLIC CAPITAL CORP & BANC OF AMERICA LEASING & CAPITAL. LLC

TREASURY BOARD 20-001

ENERGY LEASING PROGRAM


Date Payment Request Lease Appendix Partial/ Remaining

Request # Agency Approved Equipment Requested Term Mode Amount Amount Number Final Authorization

20001 VDOT 2/4/2020 Energy Efficiency Equipment 15 A $10,837,680 $10,837,680 2020-01 Final $0

20002 VDOT 2/4/2020 Energy Efficiency Equipment 15 A $8,561,320 $8,561,320 2020-02 Final $0

TOTALS $19,399,000 $19,399,000 $0

In evaluating this list, please note that being under collateralized in no way reflects the financial conditionof any depository. If you have any questions concerning this list, please call Laura Lingo (804) 371-6224.

UNDERCOLLATERALIZED DEPOSITORIES:

TYPE/COLLATERAL REQUIREMENT: STATUS:

FVCbank Pooled 50% Second time under for monthly reporting. Bank was required to pledge collateral of $62,881,659. Bank was undercollateralized by $5,462,220 due to a bank error; a certificate of deposit was not coded as public funds in their system. Additional collateral was pledged on 8/12/21 and 8/27/21 to cover shortage.

NEW QUALIFIED DEPOSITORIES:

NAME CHANGE:

Sonabank changed to Primis Bank

MERGED QUALIFIED DEPOSITORIES:

The Bank of Fincastle merged Opt-Out 110%into First Bank - Strasburg Pooled 50%

SECURITY FOR PUBLIC DEPOSITS SUMMARY OF DEPOSITORY STATUS

FOR THE MONTH ENDED JULY 31, 2021

Bank Name Location Required Amount Market Value

POOLED BANKS CornerStone Bank, N.A Lexington $13,469,165.98 $15,510,462.12

** New Horizon Bank, N.A. Powhatan $750,000.00 $3,583,248.64

OPT-OUT BANKS

* IDC's 1st Quarter 2021 report.** Rating is no longer below average. Depository will be removed from listing if rating is average or

above on 2nd Quarter 2021 IDC report.

Notes: Market values provided by escrow agents.

Bank Institutions Ranked Below Average by IDC*For the Month July 2021

POOLED 1st Month

Undercollateralized2nd Month

Undercollateralized3rd Month

UndercollateralizedFVCbank Apr-21 Jul-21Miners Exchange Bank Dec-20 Jun-21City National Bank of West Virginia Dec-20 May-21VCC Bank May-21Primis Bank Dec-20Oak View National Bank Nov-20Surrey Bank & Trust Sep-20Virginia Partners Bank Aug-20

OPT-OUT - Monthly ReportTD Bank, N.A. Jun-21Manufacturers and Traders Trust Company Oct-20Farmers and Miners Bank Aug-20

OPT-OUT - Weekly Report 1st Week

Undercollateralized2nd Week

Undercollateralized6 month collateral increase end date

Sandy Spring Bank 12/18/2020 6/11/2021 12/24/2021First Citizens Bank and Trust 5/21/2021 12/10/2021Shore United Bank 5/7/2021 11/26/2021Chesapeake Bank 12/11/2020 6/4/2021Manufacturers and Traders Trust Company 10/30/2020 5/14/2021American National Bank and Trust Company 10/23/2020 5/7/2021

REPORTING COMPLIANCE STATISTICS - UNDERCOLLATERALIZED

FOR AUGUST 2020 - JULY 2021

Pooled Banks Reporting Late Number of Times LateTotal Number Possible

Times Late

Bank NameVCC Bank 2 16Highlands Community Bank 1 16Blue Ridge Bank 1 16City National Bank of West Virginia 1 16Farmers Bank - Windsor 1 16Fulton Bank, N.A. 1 16Oak View National Bank 1 16Pinnacle Bank 1 16Touchstone Bank 1 16

Opt-Out Banks Reporting Late Number of Times LateTotal Number Possible

Times Late

Bank NameDollar Bank 2 68Premier Bank 2 68Bank of Marion 1 68First Citizens Bank and Trust 1 68Powell Valley National Bank 1 68

Escrow Banks Reporting Late Number of Times LateTotal Number Possible

Times Late

Escrow Bank NameBBVA USA (7 banks) 2 64Bank of New York (6 banks) 1 64Truist Bank (19 banks) 1 64

REPORTING COMPLIANCE STATISTICS - LATE REPORTINGFOR AUGUST 2020 - JULY 2021

Opt-Out Banks

Bank Name SPDA Contact LocationAmerican National Bank and Trust Company Danville, VABank of America, N.A. Charlotte, NCBank of Charlotte County Phenix, VABank of Marion Marion, VABank of the James Lynchburg, VACapital One, N.A. McLean, VAChesapeake Bank Kilmarnock, VADollar Bank Pittsburgh, PAEagleBank Bethesda, MDFarmers and Merchants Bank-Timberville Timberville, VAFarmers and Miners Bank Pennington Gap, VAFarmers Bank-Appomattox Appomattox, VAFirst Citizens Bank and Trust Raleigh, NCFNBP Narrows Narrows, VAJPMorgan Chase Bank, N.A. Norfolk, VAManufacturers & Traders Trust Company Washington, DCPowell Valley National Bank Jonesville, VAPremier Bank, Inc. Madison, WVRegions Bank Birmingham, ALSandy Spring Bank Olney, MDShore United Bank Easton, MDTD Bank, N.A. Cherry Hill, NJTruist Bank Lumberton, NCUnited Bank Parkersburg, WVVillage Bank Midlothian, VAWells Fargo Bank, N.A. Charlotte, NC

Summary of Qualified DepositoriesAs of July 2021


Pooled Banks

Bank Name SPDA Contact LocationAtlantic Union Bank Richmond, VABank of Botetourt Buchanan, VABank of Charles Town Charles Town, WVBank of Clarke County Berryville, VABank of Southside Virginia Carson, VABenchmark Community Bank Kenbridge, VABlue Grass Valley Bank Blue Grass, VABlue Ridge Bank, N.A. Luray, VABurke and Herbert Bank & Trust Alexandria, VACapital Bank, N.A. Rockville, MDCapon Valley Bank Wardensville, WVCarter Bank & Trust Martinsville, VACitizens and Farmers Bank West Point, VACitizens Bank and Trust Company Blackstone, VACity National Bank of West Virginia Cross Lanes, WVCornerStone Bank, N.A. Lexington, VAEssex Bank Tappahannock, VAFarmers and Merchants Bank - Craig County New Castle, VAFarmers Bank-Windsor Windsor, VAFirst Bank & Trust Abingdon, VAFirst Bank-Strasburg Strasburg, VAFirst Community Bank, N.A. Bluefield, VAFirst National Bank Altavista, VAFirst Sentinel Bank Richlands, VAFreedom Bank of Virginia Fairfax, VAFrontier Community Bank Waynesboro, VAFulton Bank, N.A. Lancaster, PAFVCbank Fairfax, VAHighlands Community Bank Covington, VA


Pooled Banks

Bank Name SPDA Contact LocationHomeTrust Bank Asheville, NCJohn Marshall Bank Reston, VALee Bank and Trust Pennington Gap, VALegacy Bank Grundy, VAMainstreet Bank Herndon, VAMiners Exchange Bank Coeburn, VAMovement Bank Danville, VAMVB Bank, Inc. Fairmont, WVNational Bank of Blacksburg Blacksburg, VANew Horizon Bank, N.A. Powhatan, VANew Peoples Bank, Inc. Honaker, VAOak View National Bank Warrenton, VAOld Point National Bank Hampton, VAPendleton Community Bank Franklin, WVPinnacle Bank Nashville, TNPioneer Bank Stanley, VAPNC Bank, N.A. Pittsburgh, PAPrimis Bank Glen Allen, VASelect Bank Lynchburg, VASkyline National Bank Independence, VASouthern Bank and Trust Mount Olive, NCSummit Community Bank Moorefield, WVSurrey Bank & Trust Mount Airy, NCTouchstone Bank Prince George, VATowne Bank Suffolk, VATruPoint Bank Grundy, VAVCC Bank Christiansburg, VAVirginia National Bank Charlottesville, VAVirginia Partners Bank Fredericksburg, VA

September 7, 2021

Members of the Virginia Treasury Board Commonwealth of Virginia Department of Treasury 101 North 14th Street Richmond, Virginia 23219 Ladies and Gentlemen: PFM Asset Management LLC (“PFM”) is pleased to provide you with the Virginia State Non-Arbitrage Program (“Program”) Report for the month ended August 31, 2021. Attached you will find various reports and information designed to aid you in your review of the Program. Economic Summary & Portfolio Strategy Update The U.S. economy grew slightly faster in the second quarter of 2021 than initially estimated. In its second estimate of U.S. gross domestic product (“GDP”) for the second quarter of 2021, the Bureau of Economic Analysis (the “Bureau”) reported an annualized growth rate of 6.6% a modest increase from the first estimate of 6.5%. Personal consumption continued to be a lead factor in GDP growth, which grew at 11.9%. The increase in second quarter GDP reflected the continued economic recovery, reopening of establishments, and continued government response related to the pandemic. Federal Chairman Powell’s speech at the Jackson Hole symposium was dovish in nature but kept the central bank on a path to begin tapering of asset purchases closer to the end of this year, assuming that economic and inflation readings continue to support the tapering. Chairman Powell’s remarks mentioned the economy’s rapid progress and solid outlook, and further defined this current inflationary period as “transitory”. The risks associated with the Delta variant continue to loom over economic recovery plans and the discussions about asset purchases. U.S. Treasury yields with short maturities under 1 year were little changed to slightly lower while long-term yields climbed resulting in a steeper yield curve over the last week in August 27, 2021. Leading up to the Federal Reserve’s Jackson Hole symposium, longer-dated yields climbed but pulled back slightly after Federal Chairman Powell’s speech was processed. He stated that the Fed would not be in a hurry to raise interest rates after it begins tapering its asset purchasing program. The Consumer Price Index (CPI) rose 0.5% for July, holding the year over year figure at an elevated 5.4%, the highest reading since 2008. Core CPI, stripping our volatile food and energy prices rose 4.3% year over year, a bit lower than last month’s reading. Prices have surged for used cars, new car, airline fares, and tobacco products. Faced with supply constraints and surging demand, businesses are raising prices as cost pressures mount. Ongoing challenges, including materials shortages, shipping bottlenecks and hiring difficulties, will likely continue to put broader upward pressure on

Virginia Treasury Board September 7, 2021

Page 2 of 3

prices in the months ahead. At the same time, some of the price surges linked to the economy’s reopening are beginning to subside.

U.S. hiring shifted downwards due to the delta variant and hiring challenges in August with the smallest job gains in seven months. According to the Bureau of Labor and Statistics, 235,000 jobs were added to the U.S. Labor Market in August along with an upward revision to 1,050,000 added jobs in July. The unemployment rate dropped to 5.2% in August from 5.4% in July.

In August, the SNAP Fund portfolio managers shifted some allocations of short term U.S. Treasuries into Repurchase agreements as term repurchase agreements continued to provide additive value to the portfolio while maintaining WAM and WAL limitations. Credit spreads continued to remain tight in comparison to other government securities and the allocations were held stable. The SNAP Fund portfolio managers will continue to seek opportunities of value within the portfolio while focusing on safety, liquidity and then yield as the current market conditions evolve.

Performance The monthly distribution yield for the SNAP Fund was 0.06% in August, slightly lower from July’s yield of 0.07%. At the end of August, the seven-day average yield was 0.06%, slightly lower from July’s seven-day average yield of 0.07%. During the month of August, the SNAP Fund slightly underperformed its benchmark, the iMoneyNet First Tier Institutional-Only Average index, gross of expenses and outperformed net of expenses. Performance statistics, on both a net and gross return basis, are shown below.

The weighted average maturity (WAM) and weighted average life (WAL) of the portfolio on August 31, 2021, were 55 days and 82 days respectively. At the end of July, the WAM and WAL were 52 days and 73 days respectively.

Returns Gross of Expenses Monthly Yield August 2021

Monthly Yield July 2021

Total Return for 12 Months Ended

August 2021 SNAP Fund 0.14% 0.15% 0.21% iMoneyNet First Tier Institutional-Only Average

0.16%

0.15%

0.21%

Returns Net of Expenses SNAP Fund (Distribution Yield) 0.06% 0.07% 0.14% iMoneyNet First Tier Institutional-Only Average

0.03%

0.03%

0.04%

Virginia Treasury Board September 7, 2021

Page 3 of 3

SNAP Program Activity Program assets as of August 31, 2021 were $4.70 billion. The details of new bond issues invested through the Program are shown below.

Additional Information PFM will be virtually hosting the annual Virginia SNAP Users’ Group Meeting on Tuesday, October 19, 2021 from 9am to 12pm and on Wednesday, October 20, 2021 from 9am to 11am. CPE credits will be offered for most sessions along with an update from the Program Administrator. PFM continues to provide oversight over the financial institutions that provide service to the Program and will keep Treasury Staff and the Treasury Board informed of any deviation in level of service. Please feel free to contact me if you have any questions. Sincerely, PFM Asset Management LLC

Nelson L. Bush Managing Director * The gross performance information represents the investment returns of the SNAP Fund before deducting fees and expenses and does not reflect actual investment returns that investors in the SNAP Fund would experience. Gross performance is shown solely for purposes of comparison to the gross performance of certain indices. All of the yields and returns represent past performance, which is not a guarantee of future results that may be achieved by the SNAP Fund. The yield for a stable value fund more closely reflects the current earnings of the fund than its total return.

Investor Bond Issue Name Investment Date

Investment Amount

County of Accomack VRA Pooled Series 2021B 8/4/2021 4,452,148

City of Lexington VRA Pooled Series 2021B 8/4/2021 5,935,510

City of Norfolk General Obligation Capital

Improvement Bonds, Series 2021A

8/12/2021 35,183,706

Commonwealth Transportation Board

Interstate 81 Corridor Program Revenue Bonds, Series 2021 8/18/2021 101,931,732

City of Virginia Beach General Obligation Bonds, Series 2021A 8/18/2021 110,004,002

Spotsylvania County General Obligation Public

Improvement and Refunding Bonds, Series 2021

8/24/2021 32,586,503

Total New Bond Issues Invested $ 290,093,601

*Percentages may not total to 100% due to rounding.

Portfolio Composition*

Portfolio Ratings Breakdown*

U.S. Treasuries2.6%

Commercial Paper24.6%

Certificates of Deposit51.0%

Repurchase Agreements

21.8%

Government Money Market Mutual Funds

0.02%

AAAm0.02%

A‐1+ (Short‐term)25.1%

A‐1 (Short‐term)74.9%

Virginia SNAP® Program - SNAP Fund Portfolio

Portfolio Composition and RatingsAugust 31, 2021

*Floating rate obligations are shown to their next reset date. All other securities are shown to their final maturity date.

Maturity Distribution*

0%

5%

10%

15%

20%

25%

30%

35%

40%

1 day 2 ‐ 7 days 8 ‐ 30 days 31 ‐ 90 days 91 ‐ 180 days 180+ days

August 31, 2021 July 31, 2021


Portfolio Maturity DistributionAugust 31, 2021

August 31, 2021 July 31, 2021 Net ChangeDistribution Yield (Gross) 0.14% 0.15% (0.01%)Distribution Yield (Net) 0.06% 0.07% (0.01%)Average Maturity* 55 days 52 days 3 daysNet Assets $4,695,702,572 $4,729,012,787 ($33,310,215)Number of Accounts 871 860 11

1. MMKT is iMoneyNet U.S. Prime First Tier Institutional Average Money Market Funds Net Yields

2. SNAP Fund Net Monthly Distribution Yield

*Average Maturity of SNAP Fund

Net Performance Comparison

0.00%

0.50%

1.00%

1.50%

2.00%

2.50%

3.00%

Sep-19 Oct-19 Nov-19 Dec-19 Jan-20 Feb-20 Mar-20 Apr-20 May-20 Jun-20 Jul-20 Aug-20 Sep-20 Oct-20 Nov-20 Dec-20 Jan-21 Feb-21 Mar-21 Apr-21 May-21 Jun-21 Jul-21 Aug-21

MMKT ¹ SNAP ²


Investment OverviewAugust 31, 2021

Assets

Investments 4,744,949,285.55$ Cash 207,902.82 Accrued Interest 913,797.44

Total Assets 4,746,070,985.81

Liabilities

Payable for Securities Purchased 49,998,833.33 Investment Management Fees Payable 273,776.34 Other Operating Expenses Payable 95,804.14

Total Liabilities 50,368,413.81

Net Position 4,695,702,572.00$

Net Asset Value per Share 1.00$


Statement of Net PositionAugust 31, 2021

(unaudited)

Income

Investment Income 554,382.67$

Total Income 554,382.67

Expenses

Investment Management Fees 273,776.34 Treasury Oversight Fee 8,495.86 Other Operating Expenses 15,938.20

Total Expenses 298,210.40

Net Investment Income 256,172.27

Net Realized Gain on Investment Securities Sold 1,576.09

Net Increase from Investment Operations Before Capital Share Transactions 257,748.36

Shares Issued 360,060,736.10 Shares Redeemed (393,628,699.42)

Total Increase (Decrease) in Net Position (33,310,214.96)

Net Position -- July 31, 2021 4,729,012,786.96

Net Position -- August 31, 2021 4,695,702,572.00$


Statement of Changes in Net PositionFor the Month Ended August 31, 2021

(unaudited)

To: Virginia Treasury Board Members From: PFM Asset Management LLC Subject: Virginia SNAP Fund (the “Fund”)

Compliance Checklist for the Month Ended August 31, 2021 I. Determination of Amortized Cost-Based and Market-Based Net Asset Value (NAVs)

A. Have the net asset values per share of each portfolio security been computed based upon

available market quotations (or an appropriate substitute which reflects current market conditions) at least weekly?

Date of Pricing 8/5/2021 8/12/2021 8/19/2021 8/26/2021

Average Maturity

56.7 Days 51.9 Days 54.3 Days 54.0 Days

Net Assets at Market 4,708.79 4,775.56 4,822.23 4,824.41

Shares Outstanding

4,708.74 4,775.51 4,822.18 4,824.36

NAV as of Pricing Date

1.00001 1.00001 1.00001 1.00001

Deviation from $1.00

0.00001 0.00001 0.00001 0.00001

B. Did the deviation of the market-based net asset value per share exceed 0.25%?

Yes No

If deviation was in excess of 0.25%: 1. Was the market-based NAV computation performed on a daily basis until the

deviation fell below 0.25%? Yes No Not Applicable

2. Was the Board informed of the situation and told what action, if any, was being taken?

Yes No Not Applicable

C. Did deviation of the market-based net asset value per share exceed 0.3750%?

Yes No

If the deviation was in excess of 0.3750%, was a meeting of the Board was held to determine what action, if any, should be initiated by the Board? Please note action below.

D. Was the portfolio periodically stress tested?

Yes No

E. Is the Advisor completing a periodic stress test of the Fund and reporting any deviation of the market-based net asset value per share that exceeds 0.3750%?

Yes No II. Credit Quality

A. Were all corporate notes and bonds rated at least two of the following ratings: at least AA

by S&P; at least AA by Moody’s or at least AA by Fitch? Yes No Not Applicable

B. Was all commercial paper rated in the top short term rating category by at least two

nationally recognized statistical ratings organizations: S&P, Moody’s or Fitch?


C. Were all bankers’ acceptances rated in the top short-term category by at least two nationally recognized statistical ratings organizations?


D. Were all bank deposit notes and certificates of deposit, whether maturing in one year or

less (short-term rating applies) or greater than one year but not to exceed 13 months (long-term rating applies), rated in one of the two highest rating categories by two of the three following nationally recognized statistical ratings organizations: S&P, Moody’s or Fitch?


E. Was at least 50% of the portfolio composed of securities rated at least A-1+ by S&P? (Note: Securities rated A-1 that mature within 5 business days are considered A-1+ for S&P’s AAAm requirements.)


F. Were all securities held in the portfolio analyzed by the Advisor and deemed to present minimal credit risk?

Yes No

G. Were any securities in the portfolio downgraded to below eligible security quality within the month?

Yes No

H. Were any securities in the portfolio in default for the month?

Yes No

If so, explain what action has been taken: I Were all repurchase agreements collateralized with only permitted securities? Yes No J. Were all repurchase counterparties deemed credit worthy in accordance with the

procedures governing repurchase agreements? Yes No

III. Diversification A. Did commercial paper represent more than 35% of the portfolio’s total assets at the time

of purchase?

Yes No Not Applicable B. Did any issuer at the time of purchase, other than the U.S. Government, represent more

than 5% of the portfolio’s assets? Yes No

C. Did any Federal Agency issuer at the time of purchase, represent more than 33% of the

Fund’s assets (final maturities of 30 days or less are excluded from this limit per S&P Fund Rating Criteria)?


IV. Maturity A. Did the dollar weighted average maturity of the portfolio exceed 60 days?

Yes No

B. Did the dollar weighted average life of the portfolio exceed 120 calendar days? Yes No

C. The maximum remaining maturity of all securities in the portfolio does not exceed 397 calendar days, other than U.S. Government or federal agency obligations under repurchase agreements, or unless subject at the time of purchase to an irrevocable agreement on the part of the responsible person to purchase the security within 397 days.

Yes No

D. The maximum maturity of any single issue of commercial paper in the portfolio did not exceed 270 days at the time of purchase.


E. The maximum maturity of any single banker’s acceptance in the portfolio did not exceed

180 days at the time of purchase.

Yes No Not Applicable F. Did the Fund acquire any security other than a Daily Liquid Asset, if immediately after

the acquisition, the Fund would have been invested in less than 10% Daily Liquid Assets?

Yes No

G. Did the Fund acquire any security other than a Weekly Liquid Asset, if immediately after

the acquisition, the Fund would have been invested in less than 30% Weekly Liquid Assets?

Yes No

H. Did the Fund acquire any security, when at the time of purchase; the security represented

more than 5% in illiquid securities?

Yes No

SNAP Fund Shares Outstanding 4,695,702,572

Individual PortfoliosCity of Norfolk 2008 Water Revenue DSRF 966,026 City of Norfolk 2010 Water Revenue DSRF 1,356,278 Northern Virginia Transportation Commission 2018 VRA DSRF 340,314 City of Virginia Beach Storm Water DSRF 8,364,405

11,027,023$

TOTAL 4,706,729,595$

Virginia SNAP® Program

Summary of AssetsAugust 31, 2021

Date7-Day Yield Fund Purchases Fund Redemptions

Net Fund Activity Fund Balance

8/2/2021 0.07% $0 $17,958,347 -$17,958,347 $4,711,054,440

8/3/2021 0.07% $0 $6,250,767 -$6,250,767 $4,704,803,673

8/4/2021 0.07% $16,325,233 $11,299,770 $5,025,463 $4,709,829,136

8/5/2021 0.07% $0 $1,093,342 -$1,093,342 $4,708,735,794

8/6/2021 0.07% $938,772 $636,795 $301,976 $4,709,037,7708/9/2021 0.07% $0 $4,395,581 -$4,395,581 $4,704,642,189

8/10/2021 0.07% $462,967 $2,058,831 -$1,595,864 $4,703,046,325

8/11/2021 0.07% $0 $11,056,347 -$11,056,347 $4,691,989,978

8/12/2021 0.07% $95,183,706 $11,667,657 $83,516,049 $4,775,506,027

8/13/2021 0.07% $929,821 $77,075,084 -$76,145,263 $4,699,360,765

8/16/2021 0.06% $0 $610,591 -$610,591 $4,698,750,173

8/17/2021 0.06% $0 $365,632 -$365,632 $4,698,384,541

8/18/2021 0.06% $211,935,734 $82,166,327 $129,769,406 $4,828,153,947

8/19/2021 0.06% $0 $5,975,410 -$5,975,410 $4,822,178,537

8/20/2021 0.06% $942,454 $10,173,829 -$9,231,375 $4,812,947,162

8/23/2021 0.06% $0 $4,493,297 -$4,493,297 $4,808,453,865

8/24/2021 0.06% $32,421,850 $9,194,180 $23,227,670 $4,831,681,535

8/25/2021 0.06% $0 $3,199,097 -$3,199,097 $4,828,482,439

8/26/2021 0.06% $28,000 $4,154,688 -$4,126,688 $4,824,355,751

8/27/2021 0.06% $892,200 $66,920,856 -$66,028,656 $4,758,327,095

8/30/2021 0.06% $0 $15,125,490 -$15,125,490 $4,743,201,605

8/31/2021 0.06% $257,748 $47,756,781 -$47,499,033 $4,695,702,572

TOTALS: $360,318,484 $393,628,699 -$33,310,215

Average Fund Balance: $4,352,859,388Average Net Fund Activity: -$1,387,926Total Fund Purchases $360,318,484Total Fund Redemptions $393,628,699

SNAP Fund Trade Activity

Fund Flows

Virginia SNAP® Program - SNAP Fund PortfolioMonth Ended August 31, 2021

$0$500,000,000$1,000,000,000$1,500,000,000$2,000,000,000$2,500,000,000$3,000,000,000$3,500,000,000$4,000,000,000$4,500,000,000$5,000,000,000

$0

$50,000,000

$100,000,000

$150,000,000

$200,000,000

8/2 8/4 8/6 8/8 8/10 8/12 8/14 8/16 8/18 8/20 8/22 8/24 8/26 8/28 8/30

Fun

d B

ala

nce

Pu

rch

ase

s a

nd

Re

de

mpt

ion

s

Fund Balance Fund Purchases Fund Redemptions

Schedule of Investments August 31, 2021For the Month Ending

SNAP® Fund Portfolio Virginia State Non-Arbitrage Program®

{VA SNAP POOL_2021-08-31}

Yield to S&P Moody's Maturity

DateRatingsRatingsMaturityCUSIP Category of Investment / Issuer Principal Value(1) (2)

U.S. Treasury Repurchase Agreement

RPE82R1H5 0.050% 377,200,000.00BNP PARIBAS 09/01/2021 377,200,000.00A-1 P-1

RPEA2OX09 0.050% 100,000,000.00BNP PARIBAS 09/17/2021 100,000,000.00A-1 P-1

RPE42Q5I0 0.050% 80,000,000.00BNP PARIBAS 10/01/2021 80,000,000.00A-1 P-1

RPEB2PA74 0.050% 135,800,000.00CREDIT AGRICOLE CIB/US 09/01/2021 135,800,000.00A-1 P-1

RPEB2MY67 0.050% 85,000,000.00GOLDMAN SACHS & CO 10/01/2021 85,000,000.00A-1 NR

778,000,000.00 778,000,000.00 Category of Investment Sub-Total

U.S. Treasury Debt

912796F53 0.040% 50,000,000.00UNITED STATES TREASURY 09/23/2021 49,998,833.33A-1+ P-1

912796M30 0.055% 75,000,000.00UNITED STATES TREASURY 10/12/2021 74,995,302.08A-1+ P-1


U.S. Government Agency Repurchase Agreement

RPEA2MUB2 0.050% 100,000,000.00BOFA SECURITIES INC 09/15/2021 100,000,000.00A-1 NR

RPE12L7T1 0.050% 75,000,000.00BOFA SECURITIES INC 10/15/2021 75,000,000.00A-1 NR

RPEA2NE10 0.055% 80,000,000.00GOLDMAN SACHS & CO 11/01/2021 80,000,000.00A-1 NR


Non-Financial Company Commercial Paper

30229AW70 0.180% 40,000,000.00EXXON MOBIL CORP 09/07/2021 39,998,800.00A-1+ P-1


Investment Company

262006208 0.030% 1,000,000.00DREYFUS GOV CASH MGMT MMF 09/07/2021 1,000,000.00AAAm Aaa


Financial Company Commercial Paper

06367NAW3 0.155% 25,000,000.00BANK OF MONTREAL CHICAGO 12/20/2021 25,000,000.00A-1 P-1(3)

Page 1






Financial Company Commercial Paper

06366HA31 0.150% 35,000,000.00BANK OF MONTREAL CHICAGO 01/03/2022 34,981,916.67A-1 P-1

06367NBB8 0.144% 25,000,000.00BANK OF MONTREAL CHICAGO 02/04/2022 25,000,000.00A-1 P-1(3)

06743UY30 0.260% 40,000,000.00BARCLAYS CAPITAL INC 11/03/2021 39,981,800.00A-1 NR

06054NZE4 0.120% 24,400,000.00BOFA SECURITIES INC 12/14/2021 24,391,541.34A-1 NR

06054NZL8 0.140% 30,000,000.00BOFA SECURITIES INC 12/20/2021 29,987,166.67A-1 NR

17327AY43 0.190% 25,000,000.00CITIGROUP GLOBAL MARKETS 11/04/2021 24,991,555.56A-1 P-1

21687CCU1 0.127% 23,000,000.00COOPERATIEVE RABOBANK U.A. 02/14/2022 23,000,000.00A-1 P-1(3)

21687CCV9 0.125% 10,000,000.00COOPERATIEVE RABOBANK U.A. 02/16/2022 10,000,000.00A-1 P-1(3)

63873LDF9 0.158% 20,000,000.00NATIXIS NY BRANCH 01/03/2022 20,000,000.00A-1 P-1(3)

63873KB30 0.140% 20,000,000.00NATIXIS NY BRANCH 02/03/2022 19,987,944.45A-1 P-1

74154EY10 0.190% 24,000,000.00PRICOA SHORT TERM FUNDING LLC 11/01/2021 23,992,273.33A-1+ P-1

78015M3C2 0.169% 25,000,000.00ROYAL BANK OF CANADA NY 03/15/2022 25,004,257.91A-1+ P-1(3)

89233BBC0 0.155% 20,000,000.00TOYOTA MOTOR CREDIT CORP 11/09/2021 20,000,000.00A-1+ P-1(3)

89233BBG1 0.178% 25,000,000.00TOYOTA MOTOR CREDIT CORP 12/21/2021 25,000,000.00A-1+ P-1(3)

89233HAE4 0.210% 14,000,000.00TOYOTA MOTOR CREDIT CORP 01/14/2022 13,988,975.00A-1+ P-1

89236DFP0 0.149% 30,000,000.00TOYOTA MOTOR CREDIT CORP 04/01/2022 30,000,000.00A-1+ P-1(3)


Certificate of Deposit

06052TP46 0.150% 35,000,000.00BANK OF AMERICA NA 02/07/2022 35,000,000.00A-1 P-1

06367CFR3 0.189% 25,000,000.00BANK OF MONTREAL CHICAGO 12/01/2021 25,000,000.00A-1 P-1(3)

06367CKA4 0.177% 35,000,000.00BANK OF MONTREAL CHICAGO 08/19/2022 35,000,000.00A-1 P-1(3)

06417MMX0 0.185% 60,000,000.00BANK OF NOVA SCOTIA HOUSTON 09/21/2021 60,000,000.00A-1 P-1(3)

06417MNR2 0.200% 25,000,000.00BANK OF NOVA SCOTIA HOUSTON 01/07/2022 25,000,000.00A-1 P-1

06742TWV4 0.161% 60,000,000.00BARCLAYS BANK PLC 09/07/2021 60,000,000.00A-1 P-1(3)

06742TZF6 0.120% 25,000,000.00BARCLAYS BANK PLC 11/04/2021 25,000,000.00A-1 P-1

05586FBL0 0.250% 65,000,000.00BNP PARIBAS NY BRANCH 11/05/2021 65,000,000.00A-1 P-1

13606CUM4 0.126% 25,000,000.00CANADIAN IMP BK COMM NY 01/13/2022 25,000,000.00A-1 P-1(3)

13606CUR3 0.163% 15,100,000.00CANADIAN IMP BK COMM NY 01/24/2022 15,100,000.00A-1 P-1(3)

13606CVS0 0.127% 40,000,000.00CANADIAN IMP BK COMM NY 02/17/2022 40,000,000.00A-1 P-1(3)

Page 2







13606CW42 0.150% 35,000,000.00CANADIAN IMP BK COMM NY 05/31/2022 35,000,000.00A-1 P-1(3)

13606CVN1 0.174% 34,000,000.00CANADIAN IMP BK COMM NY 08/16/2022 34,000,000.00A-1 P-1(3)

20271EUV9 0.135% 25,000,000.00COMMONWEALTH BANK OF AUSTRALIA NY 09/01/2021 25,000,000.00A-1+ P-1(3)

20271EWC9 0.100% 50,000,000.00COMMONWEALTH BANK OF AUSTRALIA NY 11/05/2021 50,000,000.00A-1+ P-1

21684LAN2 0.184% 50,000,000.00COOPERATIEVE RABOBANK U.A. 09/24/2021 50,000,000.00A-1 P-1(3)

21684LBM3 0.157% 50,000,000.00COOPERATIEVE RABOBANK U.A. 03/25/2022 50,000,000.00A-1 P-1(3)

22535CY62 0.060% 25,000,000.00CREDIT AGRICOLE CIB NY 09/07/2021 25,000,000.00A-1 P-1

23344NFC5 0.060% 160,000,000.00DNB NOR BANK ASA NY 09/02/2021 160,000,000.00A-1+ P-1

40054PFH3 0.210% 40,000,000.00GOLDMAN SACHS BANK USA 10/01/2021 40,000,000.00A-1 P-1

40054PAP0 0.160% 21,000,000.00GOLDMAN SACHS BANK USA 11/26/2021 21,000,000.00A-1 P-1

40054PFZ3 0.230% 20,000,000.00GOLDMAN SACHS BANK USA 07/27/2022 20,000,000.00A-1 P-1

40054PAQ8 0.160% 60,000,000.00GOLDMAN SACHS GROUP INC 12/27/2021 60,000,000.00A-1 P-1

40435RKW0 0.235% 40,000,000.00HSBC BANK USA NA 01/03/2022 40,000,000.00A-1 P-1

40435RKU4 0.250% 15,000,000.00HSBC BANK USA NA 02/25/2022 15,000,000.00A-1 P-1

40435RLJ8 0.190% 25,000,000.00HSBC BANK USA NA 04/08/2022 25,000,000.00A-1 P-1

60683BX57 0.140% 25,000,000.00MITSUBISHI UFJ TR&BK NY 01/18/2022 25,000,000.00A-1 P-1

60710RHE8 0.180% 35,000,000.00MIZUHO BANK LTD/NY 11/01/2021 35,000,000.00A-1 P-1

60710RT21 0.150% 50,000,000.00MIZUHO BANK LTD/NY 01/24/2022 50,000,000.00A-1 P-1

60710RC29 0.160% 40,000,000.00MIZUHO BANK LTD/NY 03/04/2022 39,999,999.38A-1 P-1

55380TRS1 0.190% 21,000,000.00MUFG BANK LTD/NY 10/12/2021 20,999,999.93A-1 P-1

55380TJT8 0.240% 11,250,000.00MUFG BANK LTD/NY 10/15/2021 11,251,095.03A-1 P-1

55380TPD6 0.235% 10,850,000.00MUFG BANK LTD/NY 10/28/2021 10,849,914.13A-1 P-1

55380TPM6 0.230% 15,000,000.00MUFG BANK LTD/NY 11/03/2021 15,000,000.00A-1 P-1

55380TSB7 0.240% 42,000,000.00MUFG BANK LTD/NY 01/13/2022 42,000,000.00A-1 P-1

55380TQY9 0.240% 25,000,000.00MUFG BANK LTD/NY 01/25/2022 25,000,000.00A-1 P-1

63253TW87 0.200% 30,000,000.00NATIONAL AUSTRALIA BK/NY 09/03/2021 30,000,000.00A-1+ P-1(3)

63873QNG5 0.155% 45,000,000.00NATIXIS NY BRANCH 11/15/2021 45,000,000.00A-1 P-1(3)

63873QNS9 0.178% 40,000,000.00NATIXIS NY BRANCH 12/10/2021 40,000,000.00A-1 P-1(3)

65558UED0 0.105% 50,000,000.00NORDEA BANK ABP NEW YORK 10/27/2021 49,999,611.11A-1+ P-1

65558UBG6 0.150% 32,000,000.00NORDEA BANK ABP NEW YORK 11/12/2021 32,000,000.00A-1+ P-1

Page 3







65558UCE0 0.120% 14,850,000.00NORDEA BANK ABP NEW YORK 11/22/2021 14,849,999.97A-1+ P-1

83050PUH0 0.145% 60,000,000.00SKANDINAVISKA ENSKILDA BANKEN AB 11/29/2021 60,000,000.00A-1 P-1(3)

83050PUG2 0.165% 20,000,000.00SKANDINAVISKA ENSKILDA BANKEN NY 10/25/2021 20,000,149.56A-1 P-1

83369X5M6 0.070% 100,000,000.00SOCIETE GENERALE NY 09/01/2021 100,000,000.00A-1 P-1

83369XDL9 0.174% 41,295,000.00SOCIETE GENERALE NY 02/14/2022 41,597,103.95A-1 P-1

86565CY60 0.148% 45,000,000.00SUMITOMO MITSUI BANK NY 12/21/2021 45,000,000.00A-1 P-1(3)

86565CD97 0.178% 53,000,000.00SUMITOMO MITSUI BANK NY 01/04/2022 53,000,000.00A-1 P-1(3)

86565CG60 0.174% 10,000,000.00SUMITOMO MITSUI BANK NY 01/20/2022 10,000,000.00A-1 P-1(3)

86564GXE6 0.180% 60,000,000.00SUMITOMO MITSUI TRUST NY 11/01/2021 60,000,000.00A-1 P-1

86564GXV8 0.180% 25,800,000.00SUMITOMO MITSUI TRUST NY 11/15/2021 25,800,000.00A-1 P-1

86564GXW6 0.180% 10,000,000.00SUMITOMO MITSUI TRUST NY 11/16/2021 10,000,000.00A-1 P-1

86564GQ87 0.120% 20,000,000.00SUMITOMO MITSUI TRUST NY 01/05/2022 20,000,000.00A-1 P-1

86564GB42 0.160% 40,000,000.00SUMITOMO MITSUI TRUST NY 01/07/2022 40,000,000.00A-1 P-1

86959RNX4 0.153% 50,000,000.00SVENSKA HANDELSBANKEN NY 12/09/2021 50,000,000.00A-1+ P-1(3)

86959RMY3 0.135% 20,000,000.00SVENSKA HANDELSBANKEN NY 02/08/2022 20,000,000.00A-1+ P-1(3)

86959RSF8 0.150% 20,000,000.00SVENSKA HANDELSBANKEN NY 03/03/2022 20,000,507.89A-1+ P-1

86959RSG6 0.158% 35,000,000.00SVENSKA HANDELSBANKEN NY 05/10/2022 35,000,000.00A-1+ P-1(3)

86959RSU5 0.151% 25,000,000.00SVENSKA HANDELSBANKEN NY 05/31/2022 25,000,000.00A-1+ P-1(3)

89114WBU8 0.136% 15,000,000.00TORONTO DOMINION BANK 12/09/2021 15,000,000.00A-1+ P-1(3)

89114WEP6 0.110% 55,000,000.00TORONTO DOMINION BANK NY 11/22/2021 55,000,000.00A-1+ P-1

89114WF67 0.160% 50,000,000.00TORONTO DOMINION BANK NY 04/22/2022 50,000,000.00A-1+ P-1

90275DNM8 0.200% 35,000,000.00UBS AG STAMFORD CT 12/03/2021 35,000,000.00A-1 P-1

96130AHV3 0.124% 20,000,000.00WESTPAC BANKING CORP NY 11/17/2021 20,000,000.00A-1+ P-1(3)

96130AJD1 0.148% 35,000,000.00WESTPAC BANKING CORP NY 11/24/2021 35,000,000.00A-1+ P-1(3)

96130AHM3 0.135% 25,000,000.00WESTPAC BANKING CORP NY 01/25/2022 25,000,000.00A-1+ P-1(3)

2,417,145,000.00 2,417,448,380.95 Category of Investment Sub-Total

Asset Backed Commercial Paper

02089XPG6 0.220% 45,000,000.00ALPINE SECURITIZATION LLC 03/25/2022 45,000,000.00A-1 P-1

07644DLE6 0.126% 50,000,000.00BEDFORD ROW FUNDING CORP 01/24/2022 50,000,000.00A-1+ P-1(3)

Page 4






Asset Backed Commercial Paper

07644DLD8 0.149% 50,000,000.00BEDFORD ROW FUNDING CORP 03/18/2022 50,000,000.00A-1+ P-1(3)

13738JXT2 0.130% 20,000,000.00CANCARA ASSET SECUR LLC 10/27/2021 19,995,955.56A-1 P-1

19424HX13 0.271% 26,000,000.00COLLAT COMM PAPER V CO 10/01/2021 25,994,150.00A-1 P-1

19424HX47 0.250% 30,000,000.00COLLAT COMM PAPER V CO 10/04/2021 29,993,125.00A-1 P-1

19424HXF2 0.250% 25,000,000.00COLLAT COMM PAPER V CO 10/15/2021 24,992,361.11A-1 P-1

19424HY53 0.180% 23,000,000.00COLLAT COMM PAPER V CO 11/05/2021 22,992,525.00A-1 P-1

19424JA30 0.170% 36,000,000.00COLLAT COMM PAPER V CO 01/03/2022 35,978,920.00A-1 P-1

19424JB47 0.210% 10,000,000.00COLLAT COMM PAPER V CO 02/04/2022 9,990,900.00A-1 P-1

2284K2CS8 0.179% 50,000,000.00CROWN POINT CAPITAL COMM PAPER 11/01/2021 50,000,000.00A-1 P-1(3)

2284K2CU3 0.179% 30,000,000.00CROWN POINT CAPITAL COMM PAPER 11/01/2021 30,000,000.00A-1 P-1(3)

22845AXX3 0.220% 24,000,000.00CROWN POINT CAPITAL COMM PAPER 02/01/2022 24,000,000.00A-1 P-1

53944QY20 0.210% 40,000,000.00LMA AMERICAS LLC 11/02/2021 39,985,533.33A-1 P-1

53944QYH7 0.130% 36,500,000.00LMA AMERICAS LLC 11/17/2021 36,489,850.97A-1 P-1

53944RAQ1 0.155% 25,000,000.00LMA AMERICAS LLC 01/24/2022 24,984,392.36A-1 P-1

54316UAA7 0.130% 25,000,000.00LONGSHIP FUNDING LLC 01/10/2022 24,988,173.61A-1+ P-1

54316UAJ8 0.130% 20,000,000.00LONGSHIP FUNDING LLC 01/18/2022 19,989,961.11A-1+ P-1

6117P4YN4 0.140% 33,000,000.00MONT BLANC CAPITAL CORP 11/22/2021 32,989,476.67A-1 P-1

76582JW26 0.200% 25,000,000.00RIDGEFIELD FUNDNG CO LLC 09/02/2021 24,999,861.11A-1 P-1

76582JX41 0.210% 15,000,000.00RIDGEFIELD FUNDNG CO LLC 10/04/2021 14,997,112.50A-1 P-1

76582JY16 0.220% 13,875,000.00RIDGEFIELD FUNDNG CO LLC 11/01/2021 13,869,827.71A-1 P-1

76582KC82 0.170% 21,000,000.00RIDGEFIELD FUNDNG CO LLC 03/08/2022 20,981,356.67A-1 P-1

76582KDN8 0.200% 10,000,000.00RIDGEFIELD FUNDNG CO LLC 04/22/2022 9,987,055.55A-1 P-1

88603ADZ3 0.127% 30,000,000.00THUNDER BAY FUNDING LLC 01/13/2022 30,000,000.00A-1+ P-1(3)


4,744,920,000.00 Portfolio Totals 4,744,949,285.55

Page 5




(3)

The value in accordance with GASB 79. Unless otherwise noted, the fund utilizes the amortized cost method to value portfolio securities.

The ultimate legal maturity date on which, in accordance with the terms of the security, and without reference to the maturity shortening provisions of GASB 79, the

principal amount must unconditionally be paid.

(2)

(1)

The Fund's Weighted Average Maturity and Weighted Average Life Maturity as of the reporting date are 55 and 82 days, respectively.

This information is for institutional investor use only, not for further distribution to retail investors, and does not represent an offer to sell or a solicitation of an offer to buy or sell any fund

or other security. Investors should consider the investment objectives, risks, charges and expenses before investing in the Virginia State Non-Arbitrage Program (“SNAP®” or the

“Program”). This and other information about the Program is available in the SNAP® Information Statement, which should be read carefully before investing. A copy of the SNAP®

Information Statement may be obtained by calling 1-800-570-SNAP (7627) or is available on the Program’s website at www.vasnap.com . While the SNAP® Fund Portfolio seeks to maintain

a stable net asset value of $1.00 per share, it is possible to lose money investing in the Program. An investment in the Program is not insured or guaranteed by the Federal Deposit

Insurance Corporation or any other government agency. Shares of the SNAP® Fund Portfolio are distributed by PFM Fund Distributors, Inc., member Financial Industry Regulatory

Authority (FINRA) (www.finra.org) and Securities Investor Protection Corporation (SIPC) (www.sipc.org ). PFM Fund Distributors, Inc. is a wholly owned subsidiary of PFM Asset

Management LLC.

Adjustable rate instrument. Rate shown is that which is in effect as of reporting date.

Page 6

MONTHLY INVESTMENT REPORT

September 2021

Prepared for the Commonwealth Treasury Board

Treasury Yield Curve

3mo 6mo 1yr 2yr 3yr 5yr 7yr 10yr 30yr Slope 08/31/2021 0.04 0.05 0.07 0.21 0.40 0.78 1.09 1.31 1.93 189 07/31/2021 0.04 0.05 0.07 0.18 0.34 0.69 1.00 1.22 1.89 185 Change 0.00 0.00 0.00 0.03 0.06 0.09 0.09 0.09 0.04

Interest Rates and Economic Review US Treasury securities declined in value (yields increased) during August as market participants weighed economic recovery risks, exacerbated by weakening data releases, and awaited details regarding the Fed’s timeline for tapering government security purchases. Front-end rates remained stable at historically low levels. Fed funds futures contracts are pricing in a 25 basis point rate hike approximately one year from now and slightly sooner than published Fed guidance. The second estimate for US second quarter GDP printed at 6.6 percent, slightly underperforming consensus expectations. The Bureau of Economic Analysis noted that the second estimate, upgraded from the first estimate by 0.1 percent, was the result of upward revisions in nonresidential fixed investment and exports. Separately, August non-farm payrolls recorded the smallest gain in seven months, increasing by 235,000 and underperforming consensus expectations of a 733,000 gain. The unemployment rate fell to 5.2 percent, however. At the recent Jackson Hole policymaker conference, Fed Chair Powell expressed optimism about the state of the domestic economic recovery, suggesting strong demand and declines in unemployment will continue and that disruptions caused by the COVID delta variant will be minor and transitory. Powell did not set a specific timeline for QE tapering although he did imply it may come before the end of this year and that a decision may come at the September or early November meeting. Review of Portfolio Credit Quality Treasury uses a proprietary rating scale in addition to those of S&P and Moody's. Approved issuers within the portfolio primarily consist of high-grade corporations and banking institutions issuing in US dollars.

MONTHLY INVESTMENT REPORT Page 2 of 2 September 2021

Financial institutions reported increased loan demand at the end of the latest quarter in connection with improving economic outlooks. Competition with non-bank entities is intense with banks becoming more accommodative with lending standards. Write-offs are at the low end of historic trends and some pandemic-era provisions are being reversed. Fee income is benefitting from higher asset prices and a return to pre-pandemic payment volumes. Banks continue to carry large capital buffers with many institutions planning to increase shareholder payouts as regulatory caps are lifted. Corporate issuers are likewise seeing improving demand for their products. Widespread supply chain and logistics bottlenecks are having an impact on industrial margins, likely persisting into next year. Two issuers were removed from purchase consideration. The outlook for American Honda Finance Corporation remains subdued and is unlikely to meet our investment criteria in the near future. Banco Estado has ended its presence in the United States. Primary Liquidity Portfolio Monthly Review For the month of August, the liquidity portion of the General Account earned 0.22 percent, which was seventeen basis points higher than the one-year Treasury constant maturity return. Securities lending contributed $330,422 to income for the month. The average days to maturity at the end of the month was 290 days. Security purchases greater than 90 days-to-maturity included $1.3 billion in money market securities with a weighted average maturity of 147 days and a weighted average yield of 0.11 percent, $234.4 million US government agencies with a weighted average maturity of 3.7 years and a weighted average yield of 0.44 percent and $150 million US Treasury securities with a weighted average maturity of 1.2 years and a weighted average yield of 0.18 percent.

General Account Portfolio $20,930,904,000

LGIP Portfolio $8,559,884,000

LGIP EM Portfolio $325,587,000

Tobacco Indemnification & Community Revitalization Endowments $390,542,000

Special and Trust Portfolios $52,647,000

Outside Trustee Portfolios $56,501,000

TOTAL Money Under Management $30,316,065,000

MANAGED INVESTMENT PORTFOLIOS1

August 31, 2021

1 EDCP, Tobacco Indemnification & Community Revitalization Endowment reflect month end market values. LGIP EM portfolios reflects end of month net asset value. Outside Trustee portfolios reflect month-end assets and all other portfolios are shown as monthly average invested balances.

1

Government Securities Aug July Change

US Govt MMK Funds 2.7% 1.0% 1.7%

Repurchase Agreements 2.6% 2.2% 0.4%

U.S. Treasury 15.1% 14.7% 0.4%

Agency Securities 18.4% 17.9% 0.5%

AAA Sovereign 5.3% 6.1% -0.8%

Securities for Public Deposit CD's 0.2% 0.2% 0.0%

Sub-Total 44.3% 42.1% 2.2%

Credit SecuritiesCD's, Bank Notes & Bankers Acceptance 32.4% 32.7% -0.3%

Commercial Paper 22.4% 24.3% -1.9%

Corporate Notes 0.9% 0.9% 0.0%Sub-Total 55.7% 57.9% -2.2%

Total 100.0% 100.0% 0.0%

Asset allocation calculations are based on end of month par balance while portfolio compliance is measured at the time an asset is purchased.

Totals may not add due to rounding

Asset Allocation and Risk ProfileGeneral Account - Primary Liquidity

August 31, 2021

2

1 Yr. Treasury FISCAL YEAR Constant

2022 Avg. Balance 1 YTM 2Duration (years) EOM Balance 3 YTM 4

Duration (years) Balance

Composite

YTM 5Duration (years) Maturity Yield 6

July 2021 $17,762.6 0.21% 0.79 $3,533.3 1.01% 4.32 $21,295.9 0.34% 1.37 0.08%

August 2021 $17,400.4 0.22% 0.79 $3,527.7 1.08% 4.31 $20,928.1 0.37% 1.39 0.07%1 Average daily balance for the Primary Liquidity Pool for the reporting period.

2 Total net earnings for the month ÷ number of days in month*365 ÷ average daily balance

3 Actual month end balance (market value + accrued income)

4 Actual YTM as of month end as reported by external managers.

5 Weighted YTM based on average Balance of Primary Liquidity and External Managers.

6 Federal Reserve Bank H.15 Release Monthly Averages

General Account Investment PortfolioPrimary Liquidity Portfolio Yield to Maturity (YTM)/Duration (years)

Externally Managed Extended Duration Portfolio Yield to Maturity (YTM)/Duration (years)

EXTERNAL MANAGEMENT

EXTENDED DURATION COMPOSITE

3

Report of General Account Investment Income

Fiscal Year 2022

Investment Balance,Income and This Year Last Year This Year Last Year

Month Earned Yield 2021 2020 2021 2020

JULY

2021 Average Balance Invested $21,281.8 $13,660.8 $21,281.8 $13,660.8

Collected Income 6.9 12.9 6.9 12.9

Earned Income 32.2 26.2 32.2 26.2

Transfers & Fees 0.0 0.0 0.0 0.0

Earned Yield % 1.78 % 2.26 % 1.78 % 2.26 %

AUGUST



Earned Income (2.1) (0.4) 30.0 25.8


Earned Yield % (0.12)% (0.04)% 0.84 % 1.14 %

SEPTEMBER

2021 Average Balance Invested $13,331.5 $13,342.6

Collected Income 14.5 38.8

Earned Income 4.9 30.7

Transfers & Fees 0.1 0.1

Earned Yield % 0.45 % 0.92 %

OCTOBER



Earned Income (1.6) 29.1


Earned Yield % (0.14)% 0.64 %

NOVEMBER





Earned Yield % 1.39 % 0.79 %

DECEMBER





Earned Yield % 0.72 % 0.78 %

Department of the Treasury

Year-to-date(dollars in millions)

Month(dollars in millions)

4


Fiscal Year 2022






JANUARY





Earned Yield % (0.34)% 0.61 %

FEBRUARY





Earned Yield % (1.85)% 0.32 %

MARCH





Earned Yield % (1.21)% 0.14 %

APRIL





Earned Yield % 1.50 % 0.28 %

MAY





Earned Yield % 0.73 % 0.33 %

JUNE





Earned Yield % 0.59 % 0.36 %

- Collected Income is collected interest income reported by ACTR 1673, Revenue Code 07101 & 07108 & 07133.

- Transfers represent interest accrued on various non-general funds and transferred to those funds from the general fund.- Earned Yield % is total Earned Income divided by Average Balances Invested.

5

VA GENERAL ACCOUNT

Audited Market Value - MonthlyAs of Aug 31, 2021

Description Security Coupon Rate Maturity Date Price (Base) Shares/Par Cost (Base) Amortized Cost Traded Market Value

Corporate BondUS BANK 3.45% 11/21 90331HNX7 3.4500 16-Nov-2021 100.3915 25,000,000.00 25,503,250.00 25,148,913.92 25,097,878.25MICROSOFT 2.4% 02/22 594918BW3 2.4000 06-Feb-2022 100.7729 15,793,000.00 16,092,435.28 15,930,816.84 15,915,060.31APPLE INC 2.5% 02/22 037833CM0 2.5000 09-Feb-2022 100.8377 50,000,000.00 51,039,500.00 50,468,686.32 50,418,834.50APPLE INC 2.3% 05/22 037833CQ1 2.3000 11-May-2022 101.2124 13,160,000.00 13,410,171.60 13,341,820.25 13,319,554.34BERKSHIRE 3% 05/22 084664BT7 3.0000 15-May-2022 101.9916 50,000,000.00 51,386,000.00 51,011,357.71 50,995,780.50TENNESSEE 0.75% 05/25 880591EW8 0.7500 15-May-2025 100.9319 18,000,000.00 17,947,080.00 17,960,678.92 18,167,740.02TENNESSEE ZERO 11/25 88059FAV3 - 01-Nov-2025 97.0215 68,855,000.00 66,769,832.70 66,908,938.99 66,804,126.28

240,808,000.00 242,148,269.58 240,771,212.95 240,718,974.20Agencies

FEDERAL FARM FLT 09/21 3133EL6Z2 0.1300 10-Sep-2021 100.0012 78,500,000.00 78,492,307.00 78,499,805.87 78,500,978.90FEDERAL FARM 2.85% 09/21 3133EJZU6 2.8500 20-Sep-2021 100.1474 71,500,000.00 71,236,423.50 71,495,222.52 71,605,404.59FEDERAL HOME ZERO 09/21 313385MC7 - 24-Sep-2021 99.9974 50,000,000.00 49,994,625.00 49,998,562.50 49,998,722.50FEDERAL HOME ZERO 09/21 313385MH6 - 29-Sep-2021 99.9969 50,000,000.00 49,994,312.50 49,998,250.00 49,998,445.00FEDERAL FARM 1.4% 10/21 3133EGYQ2 1.4000 14-Oct-2021 100.1641 25,000,000.00 24,779,500.00 24,988,598.47 25,041,016.75FEDERAL 0.045% 02/22 3130AMEN8 0.0450 01-Feb-2022 99.9784 50,000,000.00 50,000,000.00 50,000,000.00 49,989,198.00FEDERAL HOME FLT 06/22 3134GVJ25 0.2400 02-Jun-2022 100.1383 25,000,000.00 25,000,000.00 25,000,000.00 25,034,573.50FEDERAL HOME 2.75% 06/22 3130AEBM1 2.7500 10-Jun-2022 102.0641 50,000,000.00 49,873,000.00 49,974,162.40 51,032,049.50FEDERAL 2.125% 06/22 313379Q69 2.1250 10-Jun-2022 101.5624 10,095,000.00 10,200,088.95 10,125,156.59 10,252,726.10FANNIE MAE-ACES FLT 06/22 3135G04X8 0.2500 15-Jun-2022 100.1336 25,000,000.00 25,000,000.00 25,000,000.00 25,033,388.00FEDERAL 1.375% 09/22 3135G0W33 1.3750 06-Sep-2022 101.3258 15,000,000.00 14,871,750.00 14,955,714.21 15,198,870.00FEDERAL FARM FLT 09/22 3133EL7J7 0.1050 15-Sep-2022 100.0350 50,000,000.00 50,019,800.00 50,015,758.42 50,017,490.50FEDERAL FARM FLT 11/22 3133EK6W1 0.4650 07-Nov-2022 100.4922 35,000,000.00 35,000,000.00 35,000,000.00 35,172,280.85FEDERAL FARM FLT 11/22 3133EMKR2 0.1000 16-Nov-2022 100.0300 100,000,000.00 100,007,130.00 100,004,731.98 100,030,023.00FEDERAL FARM 0.1% 01/23 3133EMD58 0.1000 03-Jan-2023 99.9786 100,000,000.00 99,968,000.00 99,972,967.58 99,978,632.00FEDERAL FARM FLT 01/23 3133EMD33 0.0750 30-Jan-2023 99.9853 125,000,000.00 125,000,000.00 125,000,000.00 124,981,681.25FEDERAL FARM FLT 02/23 3133EMNZ1 0.1250 01-Feb-2023 100.0669 50,000,000.00 49,995,000.00 49,996,459.27 50,033,447.00FEDERAL HOME 2.75% 03/23 3130ADRG9 2.7500 10-Mar-2023 103.9591 9,000,000.00 8,961,030.00 8,987,265.23 9,356,315.13FEDERAL 0.125% 05/23 3133EMYX4 0.1250 10-May-2023 99.8990 15,000,000.00 14,980,800.00 14,983,769.16 14,984,853.30FEDERAL 0.125% 06/23 3130AMRY0 0.1250 02-Jun-2023 99.9210 90,000,000.00 89,917,200.00 89,927,279.64 89,928,918.90FEDERAL HOME 2.75% 06/23 3137EAEN5 2.7500 19-Jun-2023 104.5592 10,000,000.00 9,946,700.00 9,979,946.69 10,455,915.50FEDERAL 0.25% 07/23 3135G05G4 0.2500 10-Jul-2023 100.0955 50,000,000.00 49,892,500.00 49,933,371.77 50,047,765.50FEDERAL 0.125% 07/23 3133EMS37 0.1250 14-Jul-2023 99.8943 125,000,000.00 124,784,850.00 124,797,170.19 124,867,905.00FEDERAL FARM 0.16% 08/23 3133EM2E1 0.1600 10-Aug-2023 99.9749 50,000,000.00 49,973,821.00 49,974,602.09 49,987,468.00FEDERAL FARM FLT 08/23 3133EM2P6 0.1000 16-Aug-2023 100.0011 25,000,000.00 25,000,000.00 25,000,000.00 25,000,270.00FEDERAL 0.35% 08/23 3135G05T6 0.3500 18-Aug-2023 100.1642 50,000,000.00 50,000,000.00 50,000,000.00 50,082,117.00FEDERAL HOME 0.25% 08/23 3137EAEV7 0.2500 24-Aug-2023 100.0348 100,000,000.00 100,125,000.00 100,110,933.22 100,034,805.00FEDERAL 0.31% 11/23 3135G06F5 0.3100 16-Nov-2023 100.2528 17,060,000.00 17,060,000.00 17,060,000.00 17,103,121.03FEDERAL 3.375% 12/23 3130A0F70 3.3750 08-Dec-2023 107.0074 52,000,000.00 53,358,120.00 52,648,904.92 55,643,862.56FEDERAL 1.875% 03/24 3130A7PH2 1.8750 08-Mar-2024 103.9119 10,000,000.00 10,447,500.00 10,284,104.59 10,391,189.40FEDERAL FARM 0.92% 03/24 3133ELTU8 0.9200 18-Mar-2024 101.4735 25,000,000.00 24,995,000.00 24,996,795.96 25,368,366.25FEDERAL HOME FLT 05/24 3130AMLQ3 0.1100 20-May-2024 99.8734 100,000,000.00 100,000,000.00 100,000,000.00 99,873,367.00FEDERAL HOME FLT 07/24 3130AN6B1 0.1100 01-Jul-2024 99.9460 50,000,000.00 50,000,000.00 50,000,000.00 49,973,018.00FEDERAL FARM FLT 07/24 3133EMS52 0.1500 15-Jul-2024 99.9059 60,000,000.00 59,964,000.00 59,965,373.62 59,943,529.80FEDERAL FARM 0.45% 07/24 3133EMV25 0.4500 23-Jul-2024 100.1865 25,000,000.00 25,029,250.00 25,028,872.35 25,046,630.00FEDERAL 0.45% 07/24 3136G4G56 0.4500 29-Jul-2024 100.1419 15,000,000.00 15,000,000.00 15,000,000.00 15,021,291.30FEDERAL 2.875% 09/24 3130A2UW4 2.8750 13-Sep-2024 107.4503 17,450,000.00 18,427,179.96 18,052,526.77 18,750,084.50FEDERAL FARM 1.6% 09/24 3133EKP75 1.6000 17-Sep-2024 103.5191 13,235,000.00 13,255,726.22 13,247,910.38 13,700,755.13FEDERAL ZERO 11/24 31359YAY3 - 15-Nov-2024 98.2712 47,590,000.00 46,203,703.30 46,575,174.41 46,767,266.46FEDERAL 1.625% 01/25 3135G0X24 1.6250 07-Jan-2025 103.9669 66,000,000.00 66,367,420.00 66,253,542.15 68,618,128.92

Page 1 of 7

VA GENERAL ACCOUNT


Description Security Coupon Rate Maturity Date Price (Base) Shares/Par Cost (Base) Amortized Cost Traded Market ValueFEDERAL FARM 1.7% 02/25 3133ELKS2 1.7000 03-Feb-2025 100.6932 52,465,000.00 52,451,883.75 52,455,872.10 52,828,662.20FEDERAL FARM 0.9% 03/25 3133ELTV6 0.9000 17-Mar-2025 101.3167 49,500,000.00 49,455,351.00 49,468,146.95 50,151,788.28FEDERAL ZERO 05/25 31359YAZ0 - 15-May-2025 97.6210 10,000,000.00 9,661,800.00 9,742,982.02 9,762,096.60FEDERAL HOME 0.5% 06/25 3130AJKW8 0.5000 13-Jun-2025 99.6449 78,880,000.00 79,157,581.60 79,095,280.48 78,599,863.20FEDERAL 0.5% 06/25 3135G04Z3 0.5000 17-Jun-2025 99.7426 94,185,000.00 94,519,608.16 94,445,559.29 93,942,561.22FEDERAL FARM 0.5% 07/25 3133ELR71 0.5000 02-Jul-2025 99.7620 50,000,000.00 50,079,000.00 50,060,942.05 49,880,983.00FEDERAL 0.375% 07/25 3137EAEU9 0.3750 21-Jul-2025 99.1485 65,000,000.00 64,676,300.00 64,747,492.65 64,446,519.15FEDERAL FARM 0.58% 07/25 3133ELZ80 0.5800 29-Jul-2025 99.8562 32,500,000.00 32,500,000.00 32,500,000.00 32,453,261.75FEDERAL 0.55% 08/25 3136G4K28 0.5500 08-Aug-2025 99.7847 50,000,000.00 50,000,000.00 50,000,000.00 49,892,329.50FEDERAL 0.5% 08/25 3135G05S8 0.5000 14-Aug-2025 99.8786 50,000,000.00 50,000,000.00 50,000,000.00 49,939,292.50FEDERAL 0.52% 08/25 3136G4M26 0.5200 18-Aug-2025 99.8310 50,000,000.00 50,000,000.00 50,000,000.00 49,915,494.00FEDERAL 0.375% 08/25 3135G05X7 0.3750 25-Aug-2025 99.1165 71,436,000.00 71,199,546.84 71,241,454.97 70,804,835.08FEDERAL FARM 0.45% 09/25 3133EL5R1 0.4500 02-Sep-2025 99.3474 17,060,000.00 16,934,267.80 16,935,353.86 16,948,670.36FEDERAL 0.375% 09/25 3137EAEX3 0.3750 23-Sep-2025 98.9491 65,550,000.00 65,216,665.50 65,276,349.25 64,861,123.25FEDERAL HOME 0.6% 10/25 3134GWYS9 0.6000 15-Oct-2025 99.6603 50,000,000.00 50,000,000.00 50,000,000.00 49,830,126.50FEDERAL 0.54% 10/25 3136G45C3 0.5400 27-Oct-2025 99.6838 50,000,000.00 50,000,000.00 50,000,000.00 49,841,883.50FEDERAL 0.5% 11/25 3135G06G3 0.5000 07-Nov-2025 99.3734 45,000,000.00 44,838,900.00 44,864,570.71 44,718,027.75FEDERAL HOME 0.75% 03/26 3130ALF33 0.7500 16-Mar-2026 99.6923 50,000,000.00 50,000,000.00 50,000,000.00 49,846,134.50FEDERAL HOME 1.35% 04/26 3130ALX33 1.3500 20-Apr-2026 101.7548 50,000,000.00 50,794,500.00 50,737,689.13 50,877,375.50FEDERAL HOME 1.5% 05/26 3130AMKJ0 1.5000 26-May-2026 102.1455 100,000,000.00 102,180,000.00 102,066,750.48 102,145,504.00FEDERAL 0.875% 06/26 3130AN4T4 0.8750 12-Jun-2026 100.5174 50,000,000.00 50,257,000.00 50,254,147.10 50,258,717.50FEDERAL FARM 0.68% 07/26 3133EMV66 0.6800 27-Jul-2026 99.4271 25,000,000.00 24,973,000.00 24,973,519.23 24,856,779.75FEDERAL HOME 1.5% 08/26 3130ANNA4 1.5000 28-Aug-2026 102.2999 50,000,000.00 51,078,000.00 51,076,848.00 51,149,931.50

3,139,006,000.00 3,143,095,142.08 3,142,775,891.22 3,150,797,831.71Government Bond

INTERNATIONA 1.375% 09/21 459058FP3 1.3750 20-Sep-2021 100.0661 13,501,000.00 13,659,906.77 13,509,167.96 13,509,927.94CANADA BOND 2.625% 01/22 135087J70 2.6250 25-Jan-2022 101.0190 42,401,000.00 43,167,345.82 42,827,329.46 42,833,066.19INTERNATIONAL 2% 01/22 459058FY4 2.0000 26-Jan-2022 100.7793 17,500,000.00 17,738,612.50 17,633,755.01 17,636,377.50INTERNATIONA 1.625% 02/22 459058DY6 1.6250 10-Feb-2022 100.6628 135,000,000.00 136,766,350.00 135,867,016.99 135,894,780.00

208,402,000.00 211,332,215.09 209,837,269.42 209,874,151.63Certificates of Deposit

COOPERATIEVE C 0.14% 09/2 21684XNN2 0.1400 01-Sep-2021 100.0001 28,000,000.00 28,000,000.00 28,000,000.00 28,000,038.92NORDEA BK ABP 0.13% 09/21 65558UAQ5 0.1300 01-Sep-2021 100.0002 60,000,000.00 60,000,000.00 60,000,000.00 60,000,100.20SUMITOMO MTSU 0.09% 09/21 86565CT90 0.0900 01-Sep-2021 100.0000 89,000,000.00 89,000,000.00 89,000,000.00 89,000,024.92WOORI BANK 0.15% 09/21 98106JDX0 0.1500 01-Sep-2021 100.0002 25,000,000.00 25,000,000.00 25,000,000.00 25,000,048.00CMWTH BK OF 0.07% 09/21 20271EVP1 0.0700 02-Sep-2021 100.0000 75,000,000.00 75,000,000.00 75,000,000.00 75,000,000.00MUFG BANK LTD 0.05% 09/21 55380TTN0 0.0500 02-Sep-2021 99.9999 47,000,000.00 47,000,000.00 47,000,000.00 46,999,947.83KOOKMIN BANK NY 0.1% 09/2 48668MR62 0.1000 03-Sep-2021 100.0002 50,000,000.00 50,000,000.00 50,000,000.00 50,000,083.50COOPERATIEVE C 0.14% 09/2 21684XNK8 0.1400 07-Sep-2021 100.0010 76,000,000.00 76,000,000.00 76,000,000.00 76,000,737.96MIZUHO BANK 0.07% 09/21 60710RQN8 0.0700 08-Sep-2021 99.9998 13,000,000.00 13,000,000.00 13,000,000.00 12,999,971.01BANK OF 0.07% 09/21 06367CFW2 0.0700 09-Sep-2021 100.0000 10,000,000.00 10,000,000.00 10,000,000.00 10,000,000.00SKANDIN ENS 0.17% 09/21 83050PSY6 0.1700 15-Sep-2021 100.0042 45,000,000.00 45,000,000.00 45,000,000.00 45,001,873.80BNP PARIBAS 0.07% 09/21 05586FMU8 0.0700 16-Sep-2021 99.9996 62,000,000.00 62,000,000.00 62,000,000.00 61,999,724.10COOPERATIEVE C 0.16% 09/2 21684XNZ5 0.1600 16-Sep-2021 100.0031 50,000,000.00 50,000,000.00 50,000,000.00 50,001,554.00SKANDIN ENS 0.18% 09/21 83050PTC3 0.1800 16-Sep-2021 100.0049 75,000,000.00 75,000,000.00 75,000,000.00 75,003,664.50SUMITOMO MTSU 0.09% 09/21 86565CY45 0.0900 20-Sep-2021 100.0006 50,000,000.00 50,000,000.00 50,000,000.00 50,000,277.50SKANDIN ENS 0.16% 09/21 83050PTZ2 0.1600 21-Sep-2021 100.0052 12,000,000.00 12,000,000.00 12,000,000.00 12,000,629.64SWEDBANK 0.16% 09/21 87019VU47 0.1600 22-Sep-2021 100.0061 38,000,000.00 38,000,000.00 38,000,000.00 38,002,321.04SHINHAN BNK NY 0.12% 09/2 82460AMY1 0.1200 23-Sep-2021 100.0015 30,000,000.00 30,000,000.00 30,000,000.00 30,000,459.60WOORI BANK 0.12% 09/21 98106JE50 0.1200 24-Sep-2021 100.0013 12,000,000.00 12,000,000.00 12,000,000.00 12,000,159.84ROYAL BANK OF FLT 09/21 78012UE27 0.1700 30-Sep-2021 100.0075 64,000,000.00 64,000,000.00 64,000,000.00 64,004,798.72

Page 2 of 7

VA GENERAL ACCOUNT


Description Security Coupon Rate Maturity Date Price (Base) Shares/Par Cost (Base) Amortized Cost Traded Market ValueCOOPERATIEVE C 0.15% 10/2 21684XQK5 0.1500 01-Oct-2021 100.0052 40,000,000.00 40,000,000.00 40,000,000.00 40,002,064.80NORDEA BK ABP 0.14% 10/21 65558T6L4 0.1400 01-Oct-2021 100.0052 50,000,000.00 50,000,000.00 50,000,000.00 50,002,581.00AUSTR & NEW 0.15% 10/21 05252WSB0 0.1500 04-Oct-2021 100.0076 50,000,000.00 50,000,000.00 50,000,000.00 50,003,775.50CREDIT AGRICOLE 0.1% 10/2 22535CJ44 0.1000 04-Oct-2021 100.0009 50,000,000.00 50,000,000.00 50,000,000.00 50,000,471.50CREDIT 0.09% 10/21 22535CK42 0.0900 04-Oct-2021 100.0000 72,000,000.00 72,000,000.00 72,000,000.00 71,999,999.28MUFG BANK LTD 0.07% 10/21 55380TUF5 0.0700 04-Oct-2021 100.0007 45,000,000.00 45,000,000.00 45,000,000.00 45,000,297.45AUSTR & NEW 0.11% 10/21 05252WSD6 0.1100 15-Oct-2021 100.0050 100,000,000.00 100,000,000.00 100,000,000.00 100,004,996.00MUFG BANK LTD 0.07% 10/21 55380TVK3 0.0700 15-Oct-2021 100.0000 35,000,000.00 35,000,000.00 35,000,000.00 35,000,000.00SKANDIN ENS 0.16% 10/21 83050PTW9 0.1600 15-Oct-2021 100.0106 50,000,000.00 50,000,000.00 50,000,000.00 50,005,309.00SWEDBANK 0.16% 10/21 87019VV61 0.1600 15-Oct-2021 100.0112 75,000,000.00 75,000,000.00 75,000,000.00 75,008,433.00LLOYDS BANK 0.09% 10/21 53947CL97 0.0900 18-Oct-2021 99.9995 30,000,000.00 30,000,000.00 30,000,000.00 29,999,839.50NORDEA BK ABP 0.15% 10/21 65558UAB8 0.1500 18-Oct-2021 100.0093 26,000,000.00 26,000,000.00 26,000,000.00 26,002,424.76BANK OF NOVA S 0.17% 10/2 06417MNY7 0.1700 21-Oct-2021 100.0127 48,200,000.00 48,200,000.00 48,200,000.00 48,206,141.16BANK OF NOVA S 0.17% 10/2 06417MNZ4 0.1700 22-Oct-2021 100.0130 75,000,000.00 75,000,000.00 75,000,000.00 75,009,743.25DNB BANK ASA, 0.14% 10/21 23341V5L1 0.1400 22-Oct-2021 100.0087 26,000,000.00 26,000,000.00 26,000,000.00 26,002,251.60SWEDBANK 0.15% 10/21 87019VV95 0.1500 22-Oct-2021 100.0108 23,000,000.00 23,000,000.00 23,000,000.00 23,002,489.98CANADIAN 0.16% 10/21 13606CS96 0.1600 25-Oct-2021 100.0107 115,000,000.00 115,000,000.00 115,000,000.00 115,012,287.75SKANDIN ENS 0.16% 10/21 83050PUC1 0.1600 25-Oct-2021 100.0125 45,000,000.00 45,000,000.00 45,000,000.00 45,005,633.55BANK OF 0.16% 10/21 06367CEP8 0.1600 29-Oct-2021 100.0100 30,000,000.00 30,000,000.00 30,000,000.00 30,002,996.10CMWTH BK OF 0.08% 10/21 20271EVZ9 0.0800 29-Oct-2021 100.0016 50,000,000.00 50,000,000.00 50,000,000.00 50,000,819.00COOPERATIEVE C 0.16% 10/2 21684XQG4 0.1600 29-Oct-2021 100.0115 25,000,000.00 25,000,000.00 25,000,000.00 25,002,865.50SKANDIN ENS 0.11% 10/21 83050PVP1 0.1100 29-Oct-2021 100.0049 95,000,000.00 95,000,000.00 95,000,000.00 95,004,666.40SWEDBANK 0.1% 10/21 87019V2A4 0.1000 29-Oct-2021 100.0034 50,000,000.00 50,000,000.00 50,000,000.00 50,001,719.50AUSTR & NEW 0.11% 11/21 05252WSF1 0.1100 01-Nov-2021 100.0069 150,000,000.00 150,000,000.00 150,000,000.00 150,010,324.50DNB BANK ASA, N 0.1% 11/2 23344NBR6 0.1000 01-Nov-2021 100.0034 92,000,000.00 92,000,000.00 92,000,000.00 92,003,166.64SUMITOMO MTSU B 0.1% 11/2 86565C4E6 0.1000 01-Nov-2021 100.0015 140,000,000.00 140,000,000.00 140,000,000.00 140,002,168.60WOORI BANK 0.12% 11/21 98106JED3 0.1200 02-Nov-2021 100.0012 65,000,000.00 65,000,000.00 65,000,000.00 65,000,794.95MIZUHO BANK LTD 0.1% 11/2 60710RZN8 0.1000 05-Nov-2021 100.0026 39,000,000.00 39,000,000.00 39,000,000.00 39,001,000.35BANK OF AMERICA VAR 11/21 06050FEL2 0.2100 08-Nov-2021 100.0243 45,000,000.00 45,000,000.00 45,000,000.00 45,010,949.85KOOKMIN BANK N 0.08% 11/2 48668MS87 0.0800 08-Nov-2021 99.9988 20,000,000.00 20,000,000.00 20,000,000.00 19,999,769.80LLOYDS BANK 0.09% 11/21 53947CM54 0.0900 08-Nov-2021 99.9994 50,000,000.00 50,000,000.00 50,000,000.00 49,999,712.00WOORI BANK 0.12% 11/21 98106JEE1 0.1200 08-Nov-2021 100.0002 25,000,000.00 25,000,000.00 25,000,000.00 25,000,047.50SHINHAN BNK NY 0.12% 11/2 82460ANA2 0.1200 09-Nov-2021 99.9994 35,000,000.00 35,000,000.00 35,000,000.00 34,999,795.25MIZUHO BANK LTD 0.1% 11/2 60710RH65 0.1000 12-Nov-2021 100.0014 33,000,000.00 33,000,000.00 33,000,000.00 33,000,467.94NORDEA BK ABP 0.13% 11/21 65558UBQ4 0.1300 15-Nov-2021 100.0095 42,000,000.00 42,000,000.00 42,000,000.00 42,003,986.22BANK OF 0.15% 11/21 06367CFC6 0.1500 16-Nov-2021 100.0083 30,000,000.00 30,000,000.00 30,000,000.00 30,002,498.70DNB BANK ASA, 0.09% 11/21 23344NAA4 0.0900 16-Nov-2021 100.0021 75,000,000.00 75,000,000.00 75,000,000.00 75,001,600.50WESTPAC BKING 0.18% 11/21 96130AHX9 0.1800 16-Nov-2021 100.0192 20,000,000.00 20,000,000.00 20,000,000.00 20,003,845.60CMWTH BK OF 0.12% 11/21 20271EVK2 0.1200 17-Nov-2021 100.0082 50,000,000.00 50,000,000.00 50,000,000.00 50,004,113.00BANK OF NOVA S 0.15% 11/2 06417MPS8 0.1500 19-Nov-2021 100.0140 50,000,000.00 50,000,000.00 50,000,000.00 50,006,994.50DNB BANK ASA, 0.11% 11/21 23341V7D7 0.1100 22-Nov-2021 100.0069 15,000,000.00 15,000,000.00 15,000,000.00 15,001,036.50WESTPAC BKING 0.18% 11/21 96130AJB5 0.1800 23-Nov-2021 100.0210 10,000,000.00 10,000,000.00 10,000,000.00 10,002,097.60NORDEA BK ABP 0.12% 11/21 65558UCA8 0.1200 24-Nov-2021 100.0075 25,000,000.00 25,000,000.00 25,000,000.00 25,001,886.75NORDEA BK ABP 0.11% 11/21 65558UCF7 0.1100 24-Nov-2021 100.0052 75,000,000.00 75,000,000.00 75,000,000.00 75,003,890.25SWEDBANK 0.11% 11/21 87019VX77 0.1100 24-Nov-2021 100.0031 95,000,000.00 95,000,000.00 95,000,000.00 95,002,908.90BANK OF NOVA S 0.13% 11/2 06417MQA6 0.1300 29-Nov-2021 100.0100 70,000,000.00 70,000,000.00 70,000,000.00 70,006,993.00CANADIAN 0.1% 11/21 13606CTL8 0.1000 29-Nov-2021 99.9975 90,000,000.00 90,000,000.00 90,000,000.00 89,997,743.70CMWTH BK OF 0.11% 11/21 20271EVN6 0.1100 29-Nov-2021 100.0050 50,000,000.00 50,001,690.50 50,001,223.21 50,002,496.00DNB BANK ASA, 0.11% 11/21 23344NDG8 0.1100 30-Nov-2021 100.0073 100,000,000.00 100,000,000.00 100,000,000.00 100,007,327.00LLOYDS BANK 0.09% 11/21 53947CN20 0.0900 30-Nov-2021 100.0000 50,000,000.00 50,000,000.00 50,000,000.00 50,000,000.00MIZUHO BANK 0.09% 11/21 60710R2A2 0.0900 30-Nov-2021 100.0101 45,000,000.00 45,000,000.00 45,000,000.00 45,004,545.00

Page 3 of 7

VA GENERAL ACCOUNT


Description Security Coupon Rate Maturity Date Price (Base) Shares/Par Cost (Base) Amortized Cost Traded Market ValueTORONTO-DOMINION 0.1% 11/ 89114WES0 0.1000 30-Nov-2021 99.9975 15,000,000.00 15,000,000.00 15,000,000.00 14,999,620.80SVENSKA 0.11% 12/21 86959RQW3 0.1100 01-Dec-2021 100.0000 100,000,000.00 100,000,000.00 100,000,000.00 99,999,992.00SVENSKA 0.105% 12/21 86959RQY9 0.1050 01-Dec-2021 99.9987 10,000,000.00 10,000,241.40 10,000,126.25 9,999,871.50NORDEA BK ABP N 0.1% 12/2 65558UCQ3 0.1000 03-Dec-2021 100.0023 36,360,000.00 36,358,293.25 36,359,060.78 36,360,852.28BANK OF 0.1% 12/21 06367CFX0 0.1000 06-Dec-2021 99.9946 75,000,000.00 75,000,000.00 75,000,000.00 74,995,953.75BANK OF 0.1% 12/21 06367CGC5 0.1000 06-Dec-2021 99.9946 100,000,000.00 100,000,000.00 100,000,000.00 99,994,605.00TORONTO-DOMINIO 0.14% 12/ 89114WAH8 0.1400 07-Dec-2021 99.9894 18,000,000.00 18,000,000.00 18,000,000.00 17,998,093.62CMWTH BK OF AUS 0.1% 12/2 20271EWE5 0.1000 10-Dec-2021 100.0017 25,000,000.00 25,000,000.00 25,000,000.00 25,000,420.25COOPERATIEVE C 0.09% 12/2 21684XRM0 0.0900 10-Dec-2021 99.9961 75,000,000.00 75,000,000.00 75,000,000.00 74,997,050.25COOPERATIEVE C 0.09% 12/2 21684XRN8 0.0900 10-Dec-2021 99.9961 30,000,000.00 30,000,000.00 30,000,000.00 29,998,820.10SWEDBANK 0.08% 12/21 87019VZ34 0.0800 13-Dec-2021 99.9928 23,000,000.00 23,000,000.00 23,000,000.00 22,998,338.25AUSTR & NEW 0.08% 12/21 05252WSH7 0.0800 14-Dec-2021 100.0000 100,000,000.00 100,000,000.00 100,000,000.00 99,999,996.00BANK OF NOVA S 0.09% 12/2 06417MQJ7 0.0900 14-Dec-2021 99.9985 25,000,000.00 25,000,000.00 25,000,000.00 24,999,634.25SWEDBANK 0.12% 12/21 87019V2H9 0.1200 15-Dec-2021 100.0044 10,000,000.00 10,000,000.00 10,000,000.00 10,000,441.00SVENSKA 0.135% 12/21 86959RRL6 0.1350 17-Dec-2021 100.0075 15,000,000.00 15,000,370.45 15,000,222.69 15,001,123.20SVENSKA 0.21% 12/21 86959RPK0 0.2100 23-Dec-2021 100.0316 34,000,000.00 34,000,000.00 34,000,000.00 34,010,752.16SVENSKA 0.21% 01/22 86959RPQ7 0.2100 03-Jan-2022 100.0329 81,000,000.00 81,000,000.00 81,000,000.00 81,026,680.59BANK OF 0.12% 01/22 06367CHV2 0.1200 05-Jan-2022 100.0000 13,000,000.00 13,000,000.00 13,000,000.00 12,999,998.96ROYAL BANK OF FLT 01/22 78012UK61 0.2000 07-Jan-2022 100.0284 46,000,000.00 46,000,000.00 46,000,000.00 46,013,046.98SVENSKA 0.19% 01/22 86959RPU8 0.1900 18-Jan-2022 100.0233 100,000,000.00 100,000,000.00 100,000,000.00 100,023,286.00TORONTO-DOMINIO 0.13% 01/ 89114WB53 0.1300 18-Jan-2022 100.0050 30,000,000.00 30,000,000.00 30,000,000.00 30,001,510.80TORONTO-DOMINIO 0.17% 01/ 89114W7A7 0.1700 18-Jan-2022 100.0206 40,000,000.00 40,000,000.00 40,000,000.00 40,008,228.80BANK OF NOVA S 0.13% 01/2 06417MQX6 0.1300 24-Jan-2022 100.0122 42,000,000.00 42,000,000.00 42,000,000.00 42,005,105.52BANK OF 0.14% 01/22 06367CJK4 0.1400 26-Jan-2022 100.0082 50,000,000.00 50,000,000.00 50,000,000.00 50,004,105.50TORONTO-DOMINIO 0.19% 02/ 89114WA96 0.1900 01-Feb-2022 100.0286 90,000,000.00 90,000,000.00 90,000,000.00 90,025,751.70CANADIAN 0.13% 02/22 13606CV84 0.1300 07-Feb-2022 99.9969 26,000,000.00 26,000,000.00 26,000,000.00 25,999,190.10ROYAL BK OF 0.17% 02/22 78012UL45 0.1700 07-Feb-2022 100.0266 42,000,000.00 42,000,000.00 42,000,000.00 42,011,183.34SVENSKA 0.2% 02/22 86959RQD5 0.2000 10-Feb-2022 100.0253 15,000,000.00 15,000,000.00 15,000,000.00 15,003,794.70CANADIAN 0.13% 02/22 13606CVJ0 0.1300 15-Feb-2022 99.9944 45,000,000.00 45,000,000.00 45,000,000.00 44,997,479.55TORONTO-DOMINIO 0.16% 02/ 89114WB20 0.1600 15-Feb-2022 100.0130 23,000,000.00 23,000,000.00 23,000,000.00 23,002,996.90CANADIAN 0.14% 02/22 13606CVZ4 0.1400 16-Feb-2022 99.9986 26,000,000.00 26,000,000.00 26,000,000.00 25,999,633.66SVENSKA 0.16% 02/22 86959RQT0 0.1600 18-Feb-2022 100.0061 39,000,000.00 39,000,000.00 39,000,000.00 39,002,394.60SVENSKA 0.13% 02/22 86959RSM3 0.1300 23-Feb-2022 99.9907 36,000,000.00 36,000,000.00 36,000,000.00 35,996,657.76ROYAL BANK OF FLT 02/22 78012UM51 0.1500 28-Feb-2022 99.9960 60,000,000.00 60,000,000.00 60,000,000.00 59,997,598.80COMMONWEALTH FLT 03/22 20271EWH8 1.0000 01-Mar-2022 99.9826 25,000,000.00 25,000,000.00 25,000,000.00 24,995,650.00TORONTO-DOMINIO 0.14% 03/ 89114WBJ3 0.1400 01-Mar-2022 99.9995 150,000,000.00 150,000,000.00 150,000,000.00 149,999,205.00TORONTO-DOMINIO 0.12% 03/ 89114WBN4 0.1200 01-Mar-2022 99.9894 26,000,000.00 26,000,000.00 26,000,000.00 25,997,236.20CMWTH BK OF 0.15% 04/22 20271EWB1 0.1500 29-Apr-2022 100.0033 50,000,000.00 50,000,000.00 50,000,000.00 50,001,665.50ROYAL BK OF 0.15% 05/22 78012UR49 0.1500 02-May-2022 99.9959 39,000,000.00 39,000,000.00 39,000,000.00 38,998,411.14ROYAL BK OF 0.2% 05/22 78012UL78 0.2000 11-May-2022 100.0273 31,000,000.00 31,006,686.26 31,006,480.53 31,008,465.17ROYAL BK OF 0.16% 05/22 78012US22 0.1600 13-May-2022 99.9986 60,000,000.00 60,000,000.00 60,000,000.00 59,999,145.60TORONTO-DOMINIO 0.16% 06/ 89114WC78 0.1600 16-Jun-2022 99.9855 25,000,000.00 25,000,000.00 25,000,000.00 24,996,380.50TORONTO-DOMINION 0.2% 06/ 89114WCG8 0.2000 22-Jun-2022 100.0155 22,000,000.00 22,000,000.00 22,000,000.00 22,003,407.58TORONTO-DOMINION 0.2% 06/ 89114WD77 0.2000 30-Jun-2022 100.0134 32,000,000.00 32,000,000.00 32,000,000.00 32,004,285.76TORONTO-DOMINIO 0.19% 08/ 89114WFD2 0.1900 31-Aug-2022 100.0075 50,000,000.00 50,000,000.00 50,000,000.00 50,003,750.00

5,707,560,000.00 5,707,567,281.86 5,707,567,113.46 5,707,862,192.38Commercial Paper

EXPORT DEVELMT ZERO 09/21 30215GW16 - 01-Sep-2021 99.9999 75,000,000.00 74,967,597.22 75,000,000.00 74,999,895.75NAT'L AUSTRALIA ZERO 09/2 63253JW14 - 01-Sep-2021 99.9998 25,000,000.00 24,995,138.89 25,000,000.00 24,999,944.50NATIONAL SECS C ZERO 09/2 63763PW13 - 01-Sep-2021 99.9998 41,500,000.00 41,496,449.44 41,500,000.00 41,499,919.49LVMH CORPORATE ZERO 09/21 55078TW29 - 02-Sep-2021 99.9997 25,000,000.00 24,993,611.11 24,999,931.30 24,999,916.75

Page 4 of 7

VA GENERAL ACCOUNT


Description Security Coupon Rate Maturity Date Price (Base) Shares/Par Cost (Base) Amortized Cost Traded Market ValueAPPLE INC ZERO 09/21 03785DW77 - 07-Sep-2021 99.9990 125,000,000.00 124,989,270.83 124,999,386.90 124,998,785.00EXPORT DEVELMT ZERO 09/21 30215GW73 - 07-Sep-2021 99.9990 65,000,000.00 64,987,627.78 64,999,233.34 64,999,368.20ING (US) ZERO 09/21 45685QW70 - 07-Sep-2021 99.9984 130,000,000.00 129,970,425.00 129,998,071.19 129,997,977.20NAT'L AUSTRALIA ZERO 09/2 63253JW71 - 07-Sep-2021 99.9984 50,000,000.00 49,986,111.11 49,999,333.33 49,999,222.00PHILIP MORRIS I ZERO 09/2 71838LW73 - 07-Sep-2021 99.9988 130,000,000.00 129,999,241.66 129,999,350.00 129,998,482.90BNP PARIBAS ZERO 09/21 09659BWD8 - 13-Sep-2021 99.9975 75,000,000.00 74,986,291.67 74,998,250.00 74,998,104.00CHEVRON CORP ZERO 09/21 16677JWD4 - 13-Sep-2021 99.9972 120,000,000.00 119,972,369.45 119,997,199.99 119,996,662.80EXPORT DEVELMT ZERO 09/21 30215GWD0 - 13-Sep-2021 99.9979 75,000,000.00 74,971,347.22 74,997,614.80 74,998,456.50NAT'L AUSTRALIA ZERO 09/2 63253JWD8 - 13-Sep-2021 99.9971 115,000,000.00 114,975,626.39 114,997,316.66 114,996,677.65METLIFE SHORT T ZERO 09/2 59157TWF6 - 15-Sep-2021 99.9975 35,000,000.00 34,976,870.83 34,998,450.68 34,999,125.00NAT'L AUSTRALIA ZERO 09/2 63253JWG1 - 16-Sep-2021 99.9965 100,000,000.00 99,936,444.44 99,994,583.34 99,996,489.00NESTLE CAP CORP ZERO 09/2 64105GWG5 - 16-Sep-2021 99.9982 100,000,000.00 99,988,013.89 99,997,708.33 99,998,222.00OLD LINE ZERO 09/21 67983TWL6 - 20-Sep-2021 99.9954 30,000,000.00 29,974,216.67 29,997,366.22 29,998,616.70PACCAR ZERO 09/21 69372AWP3 - 23-Sep-2021 99.9946 25,000,000.00 24,998,958.33 24,999,236.11 24,998,642.25THUNDER BAY ZERO 09/21 88602TWP4 - 23-Sep-2021 99.9952 25,000,000.00 24,978,395.83 24,997,402.78 24,998,802.00ING (US) ZERO 09/21 4497W0WU8 - 28-Sep-2021 99.9921 30,000,000.00 29,983,575.00 29,996,962.50 29,997,643.20EXXON MOBIL ZERO 09/21 30229AWW5 - 30-Sep-2021 99.9950 100,000,000.00 99,994,305.56 99,995,972.22 99,995,000.00NESTLE CAP CORP ZERO 09/2 64105GWW0 - 30-Sep-2021 99.9967 50,000,000.00 49,995,250.00 49,997,625.00 49,998,333.50EXPORT DEVELMT ZERO 10/21 30215GX15 - 01-Oct-2021 99.9948 25,000,000.00 24,991,562.50 24,998,138.79 24,998,708.25NAT'L AUSTRALIA ZERO 10/2 63253JX13 - 01-Oct-2021 99.9940 25,000,000.00 24,987,548.61 24,997,708.33 24,998,493.00APPLE INC ZERO 10/21 03785DX43 - 04-Oct-2021 99.9953 35,000,000.00 34,996,743.06 34,998,395.84 34,998,347.30HER MAJESTY RGT ZERO 10/2 13508TX43 - 04-Oct-2021 99.9953 50,000,000.00 49,995,763.89 49,997,708.33 49,997,639.00EXPORT DEVELMT ZERO 10/21 30215GX49 - 04-Oct-2021 99.9943 65,000,000.00 64,990,097.22 64,996,241.67 64,996,316.45NESTLE CAP CORP ZERO 10/2 64105GX41 - 04-Oct-2021 99.9959 85,000,000.00 84,990,187.50 84,995,645.83 84,996,548.15ROCHE HOLDINGS, ZERO 10/2 77119LX46 - 04-Oct-2021 99.9943 50,000,000.00 49,996,666.67 49,997,317.08 49,997,166.50JOHN DEERE ZERO 10/21 24422LX57 - 05-Oct-2021 99.9968 34,250,000.00 34,247,716.67 34,248,106.51 34,248,901.26NATIONAL SECS C ZERO 10/2 63763PX61 - 06-Oct-2021 99.9920 24,400,000.00 24,398,251.33 24,398,576.66 24,398,048.00NATIONAL SECS C ZERO 10/2 63763PX87 - 08-Oct-2021 99.9916 30,000,000.00 29,997,500.00 29,998,150.00 29,997,466.80TOYOTA MOTOR ZERO 10/21 89233GXC5 - 12-Oct-2021 99.9909 34,000,000.00 33,995,768.89 33,997,289.45 33,996,906.00J.P. MORGAN ZERO 10/21 46640PXF5 - 15-Oct-2021 99.9888 50,000,000.00 49,955,416.67 49,990,833.33 49,994,375.00NATIONAL SECS C ZERO 10/2 63763PXF1 - 15-Oct-2021 99.9900 200,000,000.00 199,977,833.34 199,985,384.28 199,980,000.00METLIFE SHORT T ZERO 10/2 59157TXJ7 - 18-Oct-2021 99.9917 42,000,000.00 41,970,584.45 41,992,323.34 41,996,527.86TOYOTA MOTOR ZERO 10/21 89233GXK7 - 19-Oct-2021 99.9887 95,000,000.00 94,978,862.50 94,988,726.67 94,989,267.85METLIFE SHORT T ZERO 10/2 59157TXR9 - 25-Oct-2021 99.9898 50,000,000.00 49,967,138.89 49,990,250.00 49,994,882.00ING (US) ZERO 10/21 45685QXS3 - 26-Oct-2021 99.9860 50,000,000.00 49,972,375.00 49,990,133.93 49,993,000.00APPLE INC ZERO 10/21 03785DXV3 - 29-Oct-2021 99.9903 50,000,000.00 49,991,666.67 49,995,166.67 49,995,165.50APPLE INC ZERO 11/21 03785DY83 - 08-Nov-2021 99.9885 122,000,000.00 121,979,236.67 121,986,173.33 121,985,970.00HER MAJESTY RGT ZERO 11/2 13508TY83 - 08-Nov-2021 99.9904 75,000,000.00 74,989,625.00 74,991,500.00 74,992,812.75EXXON MOBIL ZERO 11/21 30229AY86 - 08-Nov-2021 99.9879 75,000,000.00 74,979,500.00 74,988,666.66 74,990,943.75NATIONAL SECS C ZERO 11/2 63763PY94 - 09-Nov-2021 99.9839 32,000,000.00 31,994,506.67 31,996,320.00 31,994,835.52METLIFE SHORT T ZERO 11/2 59157TYF4 - 15-Nov-2021 99.9842 48,000,000.00 47,970,880.00 47,988,000.00 47,992,400.16APPLE INC ZERO 11/21 03785DYG5 - 16-Nov-2021 99.9872 80,000,000.00 79,987,066.67 79,989,866.67 79,989,733.60EXXON MOBIL ZERO 11/21 30229AYG8 - 16-Nov-2021 99.9859 100,000,000.00 99,960,222.22 99,983,204.94 99,985,883.00ING (US) ZERO 11/21 45685QYQ6 - 24-Nov-2021 99.9769 42,500,000.00 42,466,885.42 42,485,282.41 42,490,165.93METLIFE SHORT T ZERO 11/2 59157TYW7 - 30-Nov-2021 99.9798 69,281,000.00 69,252,363.85 69,267,217.89 69,266,990.00AMAZON.COM INC ZERO 12/21 02314PZ61 - 06-Dec-2021 99.9865 25,000,000.00 24,993,263.89 24,996,666.67 24,996,632.00HER MAJESTY RGT ZERO 12/2 13508TZ66 - 06-Dec-2021 99.9879 200,000,000.00 199,946,111.12 199,973,333.32 199,975,750.00J.P. MORGAN ZERO 12/21 46640PZ63 - 06-Dec-2021 99.9717 50,000,000.00 49,947,500.00 49,981,402.21 49,985,854.00METLIFE SHORT T ZERO 12/2 59157TZ63 - 06-Dec-2021 99.9779 16,000,000.00 15,993,600.00 15,996,586.67 15,996,464.96JOHNSON & ZERO 12/21 47816FZ87 - 08-Dec-2021 99.9863 35,000,000.00 34,993,058.33 34,994,330.97 34,995,187.50ING (US) ZERO 12/21 45685QZF9 - 15-Dec-2021 99.9673 18,000,000.00 17,994,050.00 17,994,750.00 17,994,117.06

Page 5 of 7

VA GENERAL ACCOUNT


Description Security Coupon Rate Maturity Date Price (Base) Shares/Par Cost (Base) Amortized Cost Traded Market ValueHER MAJESTY RGT ZERO 12/2 13508TZG4 - 16-Dec-2021 99.9884 200,000,000.00 199,943,333.32 199,970,555.56 199,976,816.00EXXON MOBIL ZERO 12/21 30229AZG7 - 16-Dec-2021 99.9792 42,000,000.00 41,979,233.33 41,987,633.33 41,991,261.48J.P. MORGAN ZERO 12/21 46640PZG1 - 16-Dec-2021 99.9670 100,000,000.00 99,880,888.88 99,953,064.02 99,967,008.00J.P. MORGAN ZERO 12/21 46640PZP1 - 23-Dec-2021 99.9633 70,000,000.00 69,921,833.33 69,967,041.66 69,974,286.90HER MAJESTY RGT ZERO 01/2 13508UAE3 - 14-Jan-2022 99.9883 100,000,000.00 99,959,833.34 99,977,500.00 99,988,289.00METLIFE SHORT T ZERO 01/2 59157UAJ9 - 18-Jan-2022 99.9623 59,654,000.00 59,623,675.88 59,630,966.92 59,631,497.32METLIFE SHORT T ZERO 01/2 59157UAX8 - 31-Jan-2022 99.9562 40,000,000.00 39,979,444.44 39,983,201.91 39,982,490.00NATIONAL SECS C ZERO 02/2 63763QB14 - 01-Feb-2022 99.9482 100,000,000.00 99,961,333.34 99,966,000.00 99,948,239.00NATIONAL SECS C ZERO 02/2 63763QB30 - 03-Feb-2022 99.9471 10,000,000.00 9,995,333.33 9,995,694.44 9,994,713.30HER MAJESTY RGT ZERO 02/2 13508UB77 - 07-Feb-2022 99.9809 100,000,000.00 99,952,333.34 99,971,291.68 99,980,889.00ING (US) ZERO 02/22 4497W1B70 - 07-Feb-2022 99.9453 25,000,000.00 24,985,000.00 24,986,823.20 24,986,333.25NATIONAL SECS C ZERO 02/2 63763QB71 - 07-Feb-2022 99.9453 50,000,000.00 49,980,111.11 49,982,431.48 49,972,666.50MET-LIFE FNDG I ZERO 02/2 59087BBF3 - 15-Feb-2022 99.9412 50,000,000.00 49,966,750.00 49,979,125.00 49,970,600.00ING (US) ZERO 02/22 4497W1BG0 - 16-Feb-2022 99.9409 15,000,000.00 14,989,733.33 14,990,200.00 14,991,127.50OLD LINE ZERO 02/22 67983UBG7 - 16-Feb-2022 99.9362 135,000,000.00 134,826,600.00 134,894,068.36 134,913,810.60J.P. MORGAN ZERO 03/22 46640QCU3 - 28-Mar-2022 99.9129 50,000,000.00 49,951,250.00 49,962,444.44 49,956,458.50

4,675,585,000.00 4,673,863,378.99 4,674,828,435.14 4,674,892,271.89Money Market

BLACKROCK VAR 12/49 09248U700 0.0251 31-Dec-2049 100.0000 471,428,014.91 471,428,014.91 471,428,014.91 471,428,014.91INVESCO VAR 12/99 00499KPA5 0.0102 31-Dec-2099 100.0000 8,703,509.18 8,703,509.18 8,703,509.18 8,703,509.18

480,131,524.09 480,131,524.09 480,131,524.09 480,131,524.09T-Bill

UNITED STATES ZERO 09/21 9127964L0 - 09-Sep-2021 99.9992 25,000,000.00 24,998,027.78 24,999,777.78 24,999,795.25UNITED STATES ZERO 09/21 912796L31 - 14-Sep-2021 99.9988 50,000,000.00 49,996,694.50 49,999,656.23 49,999,413.00UNITED STATES ZERO 09/21 912796F46 - 16-Sep-2021 99.9988 100,000,000.00 99,971,689.00 99,997,741.14 99,998,750.00UNITED STATES ZERO 09/21 912796F61 - 30-Sep-2021 99.9970 250,000,000.00 249,970,625.01 249,993,756.96 249,992,447.50UNITED STATES ZERO 10/21 912796M22 - 05-Oct-2021 99.9967 50,000,000.00 49,994,341.67 49,998,036.91 49,998,352.00UNITED STATES ZERO 10/21 912796M30 - 12-Oct-2021 99.9954 100,000,000.00 99,991,152.78 99,995,526.45 99,995,444.00UNITED STATES ZERO 10/21 912796G52 - 14-Oct-2021 99.9952 100,000,000.00 99,982,305.56 99,995,819.44 99,995,222.00UNITED STATES ZERO 10/21 912796ZB8 - 15-Oct-2021 99.9947 75,000,000.00 74,993,468.75 74,995,210.41 74,996,058.00UNITED STATES ZERO 10/21 912796G60 - 21-Oct-2021 99.9931 50,000,000.00 49,989,889.00 49,997,310.90 49,996,528.00UNITED STATES ZERO 10/21 912796G78 - 28-Oct-2021 99.9913 100,000,000.00 99,993,111.12 99,997,482.90 99,991,292.00UNITED STATES ZERO 11/21 9127964W6 - 04-Nov-2021 99.9916 50,000,000.00 49,991,152.78 49,996,888.89 49,995,778.00UNITED STATES ZERO 11/21 912796H51 - 12-Nov-2021 99.9885 150,000,000.00 149,984,016.68 149,993,497.00 149,982,750.00UNITED STATES ZERO 11/21 912796H69 - 18-Nov-2021 99.9897 50,000,000.00 49,992,416.50 49,996,853.65 49,994,854.00UNITED STATES ZERO 11/21 912796H77 - 26-Nov-2021 99.9882 100,000,000.00 99,984,750.00 99,992,910.82 99,988,215.00UNITED STATES ZERO 12/21 9127965G0 - 02-Dec-2021 99.9891 50,000,000.00 49,992,416.50 49,996,288.93 49,994,569.50UNITED STATES ZERO 12/21 912796J67 - 16-Dec-2021 99.9868 50,000,000.00 49,989,888.89 49,994,329.22 49,993,375.00UNITED STATES ZERO 12/21 912796A90 - 30-Dec-2021 99.9833 50,000,000.00 49,985,888.89 49,993,333.33 49,991,666.50

1,400,000,000.00 1,399,801,835.41 1,399,934,420.96 1,399,904,509.75T-Note

UNITED 2.875% 11/21 9128285L0 2.8750 15-Nov-2021 100.5762 50,000,000.00 50,365,234.38 50,288,346.41 50,288,111.00UNITED 1.875% 11/21 912828G53 1.8750 30-Nov-2021 100.4494 50,000,000.00 50,255,000.00 50,222,817.90 50,224,700.50UNITED 2.125% 12/21 912828G87 2.1250 31-Dec-2021 100.6831 50,000,000.00 50,722,656.25 50,340,018.57 50,341,547.00UNITED 1.75% 03/22 912828J76 1.7500 31-Mar-2022 100.9805 50,000,000.00 50,627,800.00 50,485,772.72 50,490,234.50UNITED 1.875% 03/22 912828W89 1.8750 31-Mar-2022 101.0469 50,000,000.00 50,842,300.00 50,525,254.68 50,523,437.50UNITED 0.125% 04/22 912828ZM5 0.1250 30-Apr-2022 100.0391 50,000,000.00 50,027,500.00 50,017,793.65 50,019,531.00UNITED 0.125% 06/22 912828ZX1 0.1250 30-Jun-2022 100.0391 50,000,000.00 50,025,390.63 50,018,582.47 50,019,531.00UNITED 0.125% 09/22 91282CAN1 0.1250 30-Sep-2022 100.0391 100,000,000.00 100,047,100.00 100,037,741.86 100,039,062.00UNITED 0.125% 01/23 91282CBG5 0.1250 31-Jan-2023 99.9844 50,000,000.00 49,955,078.13 49,959,821.67 49,992,187.50UNITED 0.125% 03/23 91282CBU4 0.1250 31-Mar-2023 99.9492 50,000,000.00 49,994,140.63 49,994,981.81 49,974,609.50

Page 6 of 7

VA GENERAL ACCOUNT


Description Security Coupon Rate Maturity Date Price (Base) Shares/Par Cost (Base) Amortized Cost Traded Market ValueUNITED 0.25% 06/24 91282CCG4 0.2500 15-Jun-2024 99.6875 100,000,000.00 99,782,233.00 99,797,633.48 99,687,500.00UNITED 0.375% 07/24 91282CCL3 0.3750 15-Jul-2024 99.9844 100,000,000.00 99,800,181.00 99,808,812.98 99,984,375.00UNITED STATES 1.5% 10/24 912828YM6 1.5000 31-Oct-2024 103.3633 50,000,000.00 51,625,000.00 51,532,347.55 51,681,640.50UNITED 0.25% 09/25 91282CAM3 0.2500 30-Sep-2025 98.4336 50,000,000.00 49,308,593.75 49,385,478.21 49,216,797.00UNITED 0.375% 12/25 91282CBC4 0.3750 31-Dec-2025 98.6836 50,000,000.00 49,527,343.75 49,577,581.42 49,341,797.00UNITED STATES 0.5% 02/26 91282CBQ3 0.5000 28-Feb-2026 99.0938 50,000,000.00 49,496,093.75 49,545,721.43 49,546,875.00UNITED 0.75% 05/26 91282CCF6 0.7500 31-May-2026 100.0273 100,000,000.00 99,770,185.00 99,781,527.88 100,027,344.00

1,050,000,000.00 1,052,171,830.27 1,051,320,234.69 1,051,399,280.00T-Bond

UNITED STATES ZERO 11/23 912833LP3 - 15-Nov-2023 99.4170 75,000,000.00 74,419,500.00 74,465,458.98 74,562,770.25UNITED STATES ZERO 08/24 912833LS7 - 15-Aug-2024 98.7658 50,000,000.00 49,347,500.00 49,355,743.29 49,382,893.50UNITED STATES ZERO 08/25 912833LW8 - 15-Aug-2025 97.4645 40,000,000.00 39,139,600.00 39,256,817.45 38,985,798.40UNITED STATES ZERO 02/26 912833LY4 - 15-Feb-2026 96.6727 17,000,000.00 16,229,560.00 16,295,603.34 16,434,366.65UNITED STATES ZERO 05/26 912833LZ1 - 15-May-2026 96.2616 20,000,000.00 19,182,000.00 19,224,553.06 19,252,325.40

202,000,000.00 198,318,160.00 198,598,176.12 198,618,154.20Repurchase Agreement

BANK OF NOVA 0.04% 09/21 ABH9905F1 0.0400 01-Sep-2021 100.0000 325,000,000.00 325,000,000.00 325,000,000.00 325,000,000.00REPO JPMCHASE (CUST) 99MO30002 0.0600 01-Sep-2021 100.0000 25,375,050.00 25,375,050.00 25,375,050.00 25,375,050.00REPO JPMCHASE (CUST) 99MO30003 0.0600 01-Sep-2021 100.0000 34,875,000.00 34,875,000.00 34,875,000.00 34,875,000.00REPO JPMCHASE (CUST) 99MO30005 0.0600 01-Sep-2021 100.0000 34,875,000.00 34,875,000.00 34,875,000.00 34,875,000.00REPO JPMCHASE (CUST) 99MO30006 0.0600 01-Sep-2021 100.0000 34,875,000.00 34,875,000.00 34,875,000.00 34,875,000.00BANK OF NOVA 0.04% 09/21 ABH9918F6 0.0400 02-Sep-2021 100.0000 475,000,000.00 475,000,000.00 475,000,000.00 475,000,000.00

930,000,050.00 930,000,050.00 930,000,050.00 930,000,050.00

Totals 18,033,492,574.09 18,038,429,687.37 18,035,764,328.05 18,044,198,939.85

Page 7 of 7

Account: 3015464900 VA. GENERAL/MERGANSER CAP Created: 7-Sep-2021 09:25:15 AM [EDT]



Corporate BondAT&T INC NOTES FLT 06/24 00206RGD8 1.2990 6/12/2024 102.6094 3,400,000.00 3,468,496.40 3,468,496.40 3,488,717.93AIR PRODUCTS 3.35% 07/24 009158AV8 3.3500 7/31/2024 107.4701 500,000.00 542,245.00 536,308.12 537,350.43AMERIPRISE 3% 04/25 03076CAK2 3.0000 4/2/2025 106.7731 1,810,000.00 1,971,180.50 1,943,874.41 1,932,592.86APPLE INC 3.25% 02/26 037833BY5 3.2500 2/23/2026 109.5251 2,230,000.00 2,487,338.30 2,458,330.29 2,442,410.13APPLE INC 2.85% 05/24 037833CU2 2.8500 5/11/2024 105.9656 2,175,000.00 2,350,696.50 2,304,081.45 2,304,751.21ASTRAZENECA FLT 08/23 046353AS7 0.7892 8/17/2023 100.9632 4,657,000.00 4,694,478.60 4,694,478.60 4,701,856.32ATMOS 0.625% 03/23 049560AU9 0.6250 3/9/2023 100.0099 2,000,000.00 1,999,920.00 1,999,939.91 2,000,197.16AVALONBAY 2.95% 09/22 05348EAQ2 2.9500 9/15/2022 102.0704 1,300,000.00 1,330,225.00 1,327,274.64 1,326,915.82TRUIST 2.2% 03/23 05531FBJ1 2.2000 3/16/2023 102.7606 2,735,000.00 2,732,976.10 2,734,116.42 2,810,502.41BP CAPITAL 3.814% 02/24 05565QCP1 3.8140 2/10/2024 107.8099 4,200,000.00 4,524,339.00 4,406,570.16 4,528,013.91BANK OF VAR 01/23 06051GGE3 3.1240 1/20/2023 101.0587 2,000,000.00 2,029,940.00 2,029,940.00 2,021,174.48BANK OF FLT 03/24 06051GHE2 0.9208 3/5/2024 100.9042 2,390,000.00 2,393,847.90 2,393,847.90 2,411,611.05BANK OF VAR 06/24 06051GJY6 0.5230 6/14/2024 99.9086 2,715,000.00 2,715,000.00 2,715,000.00 2,712,519.22BANK OF 2.9% 03/22 06367WJM6 2.9000 3/26/2022 101.5434 3,000,000.00 3,057,510.00 3,014,680.59 3,046,303.44BANK OF NEW 2.2% 08/23 06406FAD5 2.2000 8/16/2023 103.4360 1,865,000.00 1,942,416.15 1,912,002.69 1,929,081.40BANK OF NOVA 2.7% 03/22 064159JG2 2.7000 3/7/2022 101.2817 1,200,000.00 1,198,800.00 1,199,853.20 1,215,379.99BOSTON 3.2% 01/25 10112RAZ7 3.2000 1/15/2025 106.7843 3,850,000.00 4,186,028.00 4,136,100.70 4,111,197.24BP CAPITAL 3.194% 04/25 10373QBJ8 3.1940 4/6/2025 107.5061 2,860,000.00 3,079,276.20 3,069,541.21 3,074,673.77BURLINGTON 3% 03/23 12189LAM3 3.0000 3/15/2023 103.5238 1,000,000.00 1,044,560.00 1,033,950.00 1,035,238.32BURLINGTON 3.85% 09/23 12189LAQ4 3.8500 9/1/2023 106.2537 3,495,000.00 3,778,409.55 3,713,698.11 3,713,566.61CAMDEN 3.5% 09/24 133131AV4 3.5000 9/15/2024 107.0482 4,465,000.00 4,837,381.00 4,790,723.95 4,779,703.47CANADIAN 0.95% 06/23 13607GRK2 0.9500 6/23/2023 100.9375 1,895,000.00 1,893,938.80 1,894,363.10 1,912,765.09CANADIAN 2.85% 12/21 136375BV3 2.8500 12/15/2021 100.0930 2,365,000.00 2,410,786.40 2,372,294.88 2,367,198.31CATERPILLAR 1.931% 10/21 14912L7D7 1.9310 10/1/2021 100.1494 930,000.00 895,059.10 929,059.35 931,389.85CATERPILLAR 1.9% 09/22 14913Q3A5 1.9000 9/6/2022 101.6164 1,130,000.00 1,128,429.30 1,129,471.77 1,148,265.13CATERPILLAR 0.65% 07/23 14913R2D8 0.6500 7/7/2023 100.5826 1,350,000.00 1,349,244.00 1,349,535.18 1,357,865.44CHEVRON 1.554% 05/25 166764BW9 1.5540 5/11/2025 102.5600 4,850,000.00 4,931,360.00 4,920,620.05 4,974,160.24CITIGROUP INC VAR 05/24 172967MR9 1.6780 5/15/2024 102.0205 3,040,000.00 3,120,195.20 3,120,195.20 3,101,422.14COMCAST CORP FLT 04/24 20030NCX7 0.7561 4/15/2024 101.3050 4,940,000.00 4,997,748.60 4,997,748.60 5,004,466.95COMCAST CORP 3.1% 04/25 20030NDJ7 3.1000 4/1/2025 107.5382 3,466,000.00 3,729,312.02 3,729,110.86 3,727,273.01COMMONWEALTH 3.4% 09/21 202795HZ6 3.4000 9/1/2021 100.0000 2,000,000.00 2,001,460.00 2,000,000.00 2,000,000.00CREDIT SUISSE 2.1% 11/21 22550L2A8 2.1000 11/12/2021 100.3710 705,000.00 713,509.35 707,500.92 707,615.46CREDIT 2.95% 04/25 22550L2C4 2.9500 4/9/2025 106.8096 3,415,000.00 3,536,201.30 3,502,885.92 3,647,548.76DTE ENERGY 1.05% 06/25 233331BG1 1.0500 6/1/2025 99.7854 384,000.00 385,294.08 385,131.40 383,175.76JOHN DEERE 1.95% 06/22 24422EVA4 1.9500 6/13/2022 101.4079 2,200,000.00 2,197,162.00 2,199,197.72 2,230,973.62JOHN DEERE 0.45% 01/24 24422EVN6 0.4500 1/17/2024 100.0521 2,500,000.00 2,498,225.00 2,498,535.96 2,501,303.60DOMINION FLT 09/23 25746UDH9 0.6489 9/15/2023 100.0137 6,947,000.00 6,952,057.33 6,952,057.33 6,947,950.84FLORIDA 2.75% 06/23 341081FJ1 2.7500 6/1/2023 103.1131 1,550,000.00 1,581,310.00 1,564,753.75 1,598,252.66FLORIDA 2.85% 04/25 341081FZ5 2.8500 4/1/2025 106.6659 2,100,000.00 2,283,435.00 2,257,126.53 2,239,983.10FRANKLIN 2.85% 03/25 354613AK7 2.8500 3/30/2025 106.7261 1,000,000.00 1,080,450.00 1,070,231.80 1,067,260.60GOLDMAN SACHS VAR 07/23 38141GWM2 2.9050 7/24/2023 102.2010 2,505,000.00 2,559,759.30 2,559,759.30 2,560,135.05GOLDMAN SACHS FLT 02/23 38141GWU4 0.8808 2/23/2023 0.0000 0.00 0.00 0.00 0.00HSBC HOLDINGS VAR 08/24 404280CU1 0.7320 8/17/2024 100.1712 6,780,000.00 6,785,712.00 6,785,712.00 6,791,606.14

Page 1 of 6




HEWLETT FLT 10/21 42824CBB4 0.8579 10/5/2021 100.0040 3,390,000.00 3,390,560.00 3,390,560.00 3,390,135.63HONEYWELL 1.85% 11/21 438516BM7 1.8500 11/1/2021 100.1380 1,250,000.00 1,263,500.00 1,251,388.67 1,251,724.76HONEYWELL FLT 08/22 438516BV7 0.4954 8/8/2022 100.3803 1,750,000.00 1,648,293.50 1,648,293.50 1,756,655.23HONEYWELL 0.483% 08/22 438516CC8 0.4830 8/19/2022 100.0150 704,000.00 704,027.33 704,022.96 704,105.58HORMEL FOODS 0.65% 06/24 440452AG5 0.6500 6/3/2024 100.1747 2,195,000.00 2,194,604.90 2,194,640.54 2,198,835.48INTEL CORP 3.4% 03/25 458140BP4 3.4000 3/25/2025 108.7521 4,505,000.00 4,979,248.85 4,914,004.61 4,899,281.07INTERCONTINENTA FLT 06/23 45866FAR5 0.7689 6/15/2023 100.0311 6,175,000.00 6,176,651.00 6,176,651.00 6,176,920.43INTUIT INC 0.65% 07/23 46124HAA4 0.6500 7/15/2023 100.5766 2,635,000.00 2,634,367.60 2,634,614.41 2,650,193.57JPMORGAN CHASE VAR 06/25 46647PCH7 0.8240 6/1/2025 100.1720 1,850,000.00 1,850,000.00 1,850,000.00 1,853,181.26JPMORGAN CHASE VAR 06/25 46647PCK0 0.9690 6/23/2025 100.2952 4,855,000.00 4,873,400.45 4,873,400.45 4,869,332.83KEYBANK 2.4% 06/22 49327M2S2 2.4000 6/9/2022 101.6835 1,249,000.00 1,274,529.56 1,269,866.02 1,270,027.13KEYBANK VAR 06/24 49327M3C6 0.4330 6/14/2024 100.0562 3,890,000.00 3,890,000.00 3,890,000.00 3,892,187.31MPLX LP FLT 09/22 55336VBH2 1.2231 9/9/2022 99.9975 6,534,000.00 6,538,427.10 6,538,427.10 6,533,836.65MIDAMERICAN 3.7% 09/23 595620AK1 3.7000 9/15/2023 105.6202 775,000.00 833,419.50 821,836.70 818,556.19MITSUBISHI 2.665% 07/22 606822AP9 2.6650 7/25/2022 102.1319 6,474,000.00 6,644,428.68 6,612,659.45 6,612,017.72MITSUBISHI UFJ VAR 07/25 606822BW3 0.9530 7/19/2025 100.3661 6,000,000.00 6,000,000.00 6,000,000.00 6,021,968.64MORGAN 2.75% 05/22 61744YAH1 2.7500 5/19/2022 101.8163 3,725,000.00 3,696,094.00 3,718,307.62 3,792,658.63NATIONAL 2.3% 09/22 63743HEQ1 2.3000 9/15/2022 101.9783 2,920,000.00 2,859,100.40 2,902,896.23 2,977,766.89NATIONAL 2.85% 01/25 637432ND3 2.8500 1/27/2025 106.1599 967,000.00 1,026,634.89 1,026,253.85 1,026,566.30NEXTERA ENERGY FLT 08/21 65339KBA7 0.6850 8/28/2021 0.0000 0.00 0.00 0.00 0.00NEXTERA 0.65% 03/23 65339KBU3 0.6500 3/1/2023 100.3862 2,040,000.00 2,039,796.00 2,039,844.39 2,047,878.11OKLAHOMA 0.553% 05/23 678858BW0 0.5530 5/26/2023 100.0395 3,975,000.00 3,975,000.00 3,975,000.00 3,976,570.28ONCOR ELECTRIC 7% 09/22 68233DAR8 7.0000 9/1/2022 106.6175 3,519,000.00 3,880,542.06 3,750,514.02 3,751,871.34ONCOR 2.95% 04/25 68233JAZ7 2.9500 4/1/2025 106.9972 300,000.00 320,763.00 319,722.48 320,991.53OTIS WORLDWIDE FLT 04/23 68902VAG2 0.5947 4/5/2023 100.0353 6,770,000.00 6,770,663.90 6,770,663.90 6,772,389.81PNC BANK NA 2.45% 07/22 69353RFE3 2.4500 7/28/2022 101.8701 2,250,000.00 2,266,132.50 2,255,070.45 2,292,076.60PNC BANK NA VAR 12/22 69353RFS2 2.0280 12/9/2022 100.4715 2,000,000.00 2,011,020.00 2,011,020.00 2,009,430.78ROYAL BANK 2.25% 11/24 78015K7C2 2.2500 11/1/2024 104.8599 1,150,000.00 1,191,940.50 1,179,861.42 1,205,888.61ROYAL BANK OF 1.6% 04/23 78015K7G3 1.6000 4/17/2023 102.1535 2,000,000.00 2,044,840.00 2,034,667.96 2,043,069.04ROYAL BANK OF FLT 10/23 78015K7K4 0.5000 10/26/2023 100.5023 1,850,000.00 1,850,555.00 1,850,555.00 1,859,291.83SALESFORCE.CO 3.25% 04/23 79466LAE4 3.2500 4/11/2023 104.5032 2,045,000.00 2,146,166.15 2,136,220.55 2,137,090.34SALESFORCE.C 0.625% 07/24 79466LAG9 0.6250 7/15/2024 100.2182 3,995,000.00 3,992,962.55 3,993,079.67 4,003,717.05CHARLES 0.9% 03/26 808513BF1 0.9000 3/11/2026 99.6875 2,225,000.00 2,222,285.50 2,222,662.12 2,218,046.16CHARLES SCHWAB FLT 05/26 808513BQ7 0.5700 5/13/2026 100.7946 1,875,000.00 1,875,000.00 1,875,000.00 1,889,897.83CHARLES 1.15% 05/26 808513BR5 1.1500 5/13/2026 100.5500 1,420,000.00 1,428,008.80 1,427,639.45 1,427,809.39SHELL 3.25% 05/25 822582BD3 3.2500 5/11/2025 108.3480 5,092,000.00 5,533,210.88 5,513,511.41 5,517,080.16SHELL 2% 11/24 822582CC4 2.0000 11/7/2024 104.2380 2,890,000.00 2,924,593.30 2,914,353.64 3,012,477.36SIMON 3.75% 02/24 828807CR6 3.7500 2/1/2024 106.9122 1,475,000.00 1,575,314.75 1,531,133.60 1,576,954.58SIMON 3.5% 09/25 828807CV7 3.5000 9/1/2025 109.0917 3,270,000.00 3,615,318.95 3,569,590.75 3,567,298.43SOUTHERN FLT 09/23 842434CV2 0.4690 9/14/2023 100.0154 7,603,000.00 7,604,204.81 7,604,204.81 7,604,173.60SOUTHWEST 5.25% 05/25 844741BJ6 5.2500 5/4/2025 113.3392 2,625,000.00 3,010,980.00 2,976,390.72 2,975,153.97SOUTHWESTERN 3.3% 06/24 845743BP7 3.3000 6/15/2024 106.0847 2,300,000.00 2,402,787.00 2,364,590.10 2,439,947.89STATE STREET VAR 03/26 857477BM4 2.9010 3/30/2026 106.7864 2,845,000.00 3,045,246.20 3,045,246.20 3,038,072.40SVENSKA 1.875% 09/21 86960BAQ5 1.8750 9/7/2021 100.0204 2,500,000.00 2,448,025.00 2,499,648.43 2,500,509.58

Page 2 of 6




TEXAS 2.625% 05/24 882508BB9 2.6250 5/15/2024 105.2145 3,252,000.00 3,433,916.88 3,372,342.23 3,421,576.06TORONTO-DOMINIO FLT 01/23 89114QCF3 0.5300 1/27/2023 100.5679 1,500,000.00 1,492,305.00 1,492,305.00 1,508,518.37TOYOTA MOTOR 2.6% 01/22 89236TDP7 2.6000 1/11/2022 100.8689 836,000.00 846,208.77 842,961.01 843,263.75TOYOTA MOTOR FLT 09/22 89236TED3 0.6082 9/8/2022 100.4450 2,000,000.00 2,002,780.00 2,002,780.00 2,008,900.26UNILEVER 0.626% 08/24 904764BN6 0.6260 8/12/2024 100.1220 2,725,000.00 2,725,000.00 2,725,000.00 2,728,324.50UNION 3.75% 03/24 907818DV7 3.7500 3/15/2024 107.1329 1,030,000.00 1,094,323.50 1,068,931.34 1,103,469.20UNITEDHEALTH 3.35% 07/22 91324PCN0 3.3500 7/15/2022 102.7715 1,171,000.00 1,205,696.73 1,202,070.36 1,203,454.00VERIZON 3.376% 02/25 92343VEN0 3.3760 2/15/2025 108.2731 2,250,000.00 2,474,505.00 2,444,611.54 2,436,144.59VIRGINIA 2.75% 03/23 927804FN9 2.7500 3/15/2023 103.1164 1,375,000.00 1,423,262.50 1,418,312.74 1,417,850.03WELLS FARGO VAR 09/22 94988J6A0 2.0820 9/9/2022 100.0369 1,100,000.00 1,118,546.00 1,118,546.00 1,100,405.85XILINX INC 2.95% 06/24 983919AJ0 2.9500 6/1/2024 105.4165 2,000,000.00 2,112,420.00 2,110,982.98 2,108,329.66

258,995,000.00 265,977,321.97 264,884,957.75 266,088,243.16 FHLMC

FHLMCGLD 3.5% 02/27 3128MDN74 3.5000 2/1/2027 107.0580 321,619.26 344,132.59 330,691.29 344,319.30FHLMCGLD 4% 05/27 3128MEB26 4.0000 5/1/2027 106.1097 310,355.33 324,515.30 318,978.04 329,316.99FHLMCGLD 4% 05/27 3128MECE9 4.0000 5/1/2027 106.2389 273,279.08 292,921.01 282,554.06 290,328.63FHLMCGLD 4.5% 09/26 3128MEMA6 4.5000 9/1/2026 104.8691 63,164.90 67,201.53 65,054.81 66,240.49FHLMCGLD 2.5% 08/27 3128MMP31 2.5000 8/1/2027 105.0340 1,303,889.59 1,314,279.97 1,311,622.37 1,369,527.63UMBS MORTPASS 3% 01/29 3131XBNA3 3.0000 1/1/2029 105.9067 1,882,235.56 1,943,114.12 1,934,083.45 1,993,413.45UMBS MORTPASS 3% 11/30 3132ADPR3 3.0000 11/1/2030 105.8500 2,388,765.16 2,476,477.66 2,464,147.25 2,528,508.52UMBS MORTPASS 2.5% 07/35 3132D6NR7 2.5000 7/1/2035 105.6647 3,327,999.72 3,548,479.71 3,534,091.93 3,516,521.99FHLMCGLD 0.77% 10/25 3132XFFH6 0.7700 10/1/2025 99.4707 4,000,000.00 4,031,406.25 4,031,406.25 3,978,828.64FHLMCGLD 0.78% 10/25 3132XFFJ2 0.7800 10/1/2025 99.5108 3,500,000.00 3,529,121.09 3,529,121.09 3,482,877.48UMBS MORTPASS 2% 08/35 3133L7UX3 2.0000 8/1/2035 104.1329 2,955,130.75 3,106,119.45 3,095,445.99 3,077,261.99UMBS MORTPASS 2% 09/35 3133L7WF0 2.0000 9/1/2035 104.0343 4,266,721.91 4,410,723.77 4,406,461.68 4,438,856.32

24,593,161.26 25,388,492.45 25,303,658.21 25,416,001.43 FNMA

UMBS MORTPASS 3% 03/27 3138EBRC1 3.0000 3/1/2027 106.1023 216,864.50 223,336.57 220,405.90 230,098.26UMBS MORTPASS 3.5% 10/29 3138EPFL3 3.5000 10/1/2029 108.1082 768,549.68 817,184.47 796,000.75 830,865.43UMBS MORTPASS 5.5% 09/25 3138EQPW6 5.5000 9/1/2025 103.0258 91,984.43 99,472.54 95,116.23 94,767.69UMBS MORTPASS 4% 03/29 3138ETHZ2 4.0000 3/1/2029 106.1085 477,267.24 502,025.48 493,681.55 506,420.95UMBS MORTPASS 5.5% 09/25 3138ETJ23 5.5000 9/1/2025 102.9091 295,008.44 322,711.59 307,297.13 303,590.49UMBS MORTPASS 3.5% 12/29 3138WDNE7 3.5000 12/1/2029 108.1767 1,237,559.38 1,249,548.24 1,246,218.58 1,338,750.40UMBS MORTPASS 2.5% 06/31 3138WHCC4 2.5000 6/1/2031 105.4268 2,349,960.55 2,408,342.38 2,400,668.68 2,477,487.15UMBS MORTPASS 3.5% 05/27 3138Y5DW3 3.5000 5/1/2027 106.8079 680,429.82 688,935.22 685,930.93 726,752.83UMBS MORTPASS 4% 05/29 3140JADD7 4.0000 5/1/2029 106.0981 1,255,181.46 1,292,150.47 1,283,399.76 1,331,723.37UMBS MORTPASS 3% 06/31 3140J75E1 3.0000 6/1/2031 106.0206 1,294,813.11 1,292,486.50 1,292,961.20 1,372,768.55UMBS MORTPASS 2.5% 06/32 3140J8TH6 2.5000 6/1/2032 104.9394 2,617,793.26 2,745,819.71 2,732,936.94 2,747,095.44UMBS MORTPASS 2.5% 10/28 3140J83R2 2.5000 10/1/2028 105.2068 1,598,468.68 1,625,442.83 1,619,640.00 1,681,697.41UMBS MORTPASS 2% 06/30 3140QD2F0 2.0000 6/1/2030 103.5430 1,919,305.99 1,990,980.08 1,982,649.86 1,987,306.69UMBS MORTPASS 2.5% 06/32 3140X4H90 2.5000 6/1/2032 104.7451 1,724,096.35 1,745,378.17 1,742,381.75 1,805,907.01UMBS MORTPASS 3% 07/30 3140X4RS7 3.0000 7/1/2030 105.8479 1,881,386.44 1,935,476.31 1,925,524.24 1,991,407.23UMBS MORTPASS 3% 08/32 3140X4Z25 3.0000 8/1/2032 106.3334 2,455,548.26 2,537,427.03 2,526,626.14 2,611,068.96UMBS MORTPASS 2% 12/35 3140X8QT7 2.0000 12/1/2035 103.7613 3,969,249.69 4,146,625.54 4,137,698.36 4,118,546.11

Page 3 of 6




24,833,467.28 25,623,343.13 25,489,138.00 26,156,253.97 GNMA1 (20 Day Lag)

GNMA II FLT 11/41 36225FJ26 2.1250 11/20/2041 104.3594 90,179.74 93,786.93 93,786.93 94,111.0490,179.74 93,786.93 93,786.93 94,111.04

Money MarketINVESCO VAR 12/99 00499KPA5 0.0102 12/31/2099 100.0000 1,719,297.29 1,719,297.29 1,719,297.29 1,719,297.29

1,719,297.29 1,719,297.29 1,719,297.29 1,719,297.29 Mortgage Related

ALLY AUTO 3.02% 04/24 02004WAD3 3.0200 4/15/2024 102.4657 2,750,000.00 2,749,914.48 2,749,956.94 2,817,806.20AMERICAN 3.18% 04/24 02582JJH4 3.1800 4/15/2024 100.1178 2,400,000.00 2,457,281.25 2,436,183.27 2,402,827.68AMERICAN 2.67% 11/24 02587AAN4 2.6700 11/15/2024 101.5588 1,650,000.00 1,649,903.31 1,649,946.46 1,675,720.86ATLANTIC CITY 5.55% 10/23 048312AD4 5.5500 10/20/2023 100.4048 128,184.50 132,951.36 130,210.71 128,703.37BA CREDIT 1.74% 01/25 05522RDB1 1.7400 1/15/2025 101.5270 3,000,000.00 2,999,263.80 2,999,538.00 3,045,808.80BA CREDIT 0.44% 09/26 05522RDD7 0.4400 9/15/2026 100.0061 3,650,000.00 3,649,936.86 3,649,940.37 3,650,224.11BENCHMARK 3.848% 04/51 08161BAV5 3.8480 4/10/2051 103.9642 1,740,000.00 1,792,170.59 1,786,736.03 1,808,977.25BENCHMARK 3.571% 01/51 08162PAT8 3.5710 1/15/2051 102.6840 2,545,000.00 2,614,291.60 2,614,162.60 2,613,308.56COMM 3.031% 09/47 12592KAZ7 3.0310 9/10/2047 102.2992 189,719.27 194,106.52 193,460.45 194,081.35CNH EQUIPMENT 3.19% 11/23 12596EAC8 3.1900 11/15/2023 101.4172 647,695.06 659,459.84 654,736.33 656,873.94CNH EQUIPMENT 3.22% 01/26 12596JAD5 3.2200 1/15/2026 103.8440 1,500,000.00 1,499,550.60 1,499,720.52 1,557,660.30CNH EQUIPMENT 0.7% 12/27 12598AAD2 0.7000 12/15/2027 99.9130 2,950,000.00 2,949,155.71 2,949,215.55 2,947,432.03CNH EQUIPMENT 0.44% 08/26 12657WAC4 0.4400 8/17/2026 99.9260 6,555,000.00 6,553,443.19 6,553,479.31 6,550,151.27CAPITAL ONE 2.84% 12/24 14041NFT3 2.8400 12/15/2024 101.2162 5,100,000.00 5,099,111.58 5,099,499.66 5,162,026.20CAPITAL ONE 1.72% 08/24 14041NFU0 1.7200 8/15/2024 101.4900 3,500,000.00 3,499,118.70 3,499,476.69 3,552,149.65CAPITAL ONE 0.55% 07/26 14041NFW6 0.5500 7/15/2026 100.2193 7,160,000.00 7,159,710.02 7,159,717.70 7,175,699.73CAPITAL ONE 2.51% 11/23 14042WAC4 2.5100 11/15/2023 100.9649 785,135.33 784,976.27 785,056.80 792,711.18CAPITAL ONE 1.92% 05/24 14043TAF3 1.9200 5/15/2024 101.0443 916,168.93 916,117.45 916,139.31 925,736.12CARMAX AUTO 0.52% 02/26 14314QAC8 0.5200 2/17/2026 100.1601 3,560,000.00 3,559,232.82 3,559,293.45 3,565,698.14CARMAX AUTO 2.68% 03/24 14316LAC7 2.6800 3/15/2024 101.3854 1,469,384.43 1,496,361.41 1,486,113.77 1,489,741.43CARMAX AUTO 0.55% 06/26 14317DAC4 0.5500 6/15/2026 99.9740 4,500,000.00 4,499,259.75 4,499,276.97 4,498,830.45CHASE 1.53% 01/25 161571HP2 1.5300 1/15/2025 101.8291 3,200,000.00 3,199,266.88 3,199,500.17 3,258,529.60CITIGROUP 3.093% 04/46 17320DAG3 3.0930 4/10/2046 103.2134 800,000.00 840,218.75 837,918.85 825,707.44CITIGROUP 3.552% 03/47 17322AAE2 3.5520 3/10/2047 103.7740 1,480,557.89 1,539,317.53 1,539,286.03 1,536,434.44FRESB 2017-SB27 VAR 01/22 302948AA2 2.4100 1/25/2022 100.4225 664,127.68 667,264.36 667,264.36 666,933.69FRESB 2018-SB55 VAR 07/23 30297PAE3 3.5300 7/25/2023 104.1867 700,263.88 703,598.53 703,598.53 729,581.90FANNIE MAE-ACES VAR 01/23 3136AEX69 2.3890 1/25/2023 102.0708 373,201.75 374,878.25 374,878.25 380,929.86FANNIE MAE-ACES VAR 10/21 3136ALHX2 2.6140 10/25/2021 99.9541 11,205.28 11,151.00 11,151.00 11,200.14FNMA REMICS 3% 04/42 3136ASJA5 3.0000 4/25/2042 101.6478 543,716.43 562,406.68 558,713.30 552,675.95FHLMC REMICS 3.5% 07/41 3137ANTK1 3.5000 7/15/2041 106.1651 706,539.67 750,477.59 740,221.45 750,098.69FREDDIE MAC 3.241% 09/24 3137BEVH4 3.2410 9/25/2024 107.4446 1,920,000.00 2,113,875.00 2,062,200.80 2,062,936.70FREDDIE MAC 2.183% 05/22 3137BQBY2 2.1830 5/25/2022 100.7320 377,576.84 378,048.82 377,769.11 380,340.74FREDDIE MAC VAR 11/23 3137BTU25 3.0620 11/25/2023 104.5950 3,680,000.00 3,928,687.50 3,928,687.50 3,849,095.63FREDDIE MAC 2.197% 11/23 3137BYMP2 2.1970 11/25/2023 102.7309 206,129.93 205,608.62 205,943.60 211,759.19FREDDIE MAC 2.615% 01/23 3137B04Y7 2.6150 1/25/2023 103.1328 3,140,000.00 3,246,553.13 3,235,411.36 3,238,368.66FREDDIE MAC VAR 02/23 3137B36J2 3.3200 2/25/2023 103.8283 4,700,000.00 4,906,726.56 4,906,726.56 4,879,928.69

Page 4 of 6




FREDDIE MAC VAR 05/23 3137B4GY6 3.3100 5/25/2023 104.6090 1,800,000.00 1,894,992.19 1,894,992.19 1,882,962.18FREDDIE MAC VAR 07/23 3137B4WB8 3.0600 7/25/2023 104.0741 1,100,000.00 1,152,507.81 1,152,507.81 1,144,814.88FREDDIE MAC 2.946% 07/24 3137FARE0 2.9460 7/25/2024 105.2763 3,650,000.00 3,932,589.84 3,854,360.04 3,842,583.86FIFTH THIRD 2.64% 12/23 31680YAD9 2.6400 12/15/2023 100.9636 561,863.42 561,739.92 561,801.82 567,277.54FORD CREDIT 2.24% 10/24 34532DAE7 2.2400 10/15/2024 102.3556 2,800,000.00 2,799,696.76 2,799,823.30 2,865,957.64FORD CREDIT 3.38% 03/24 34532TAE2 3.3800 3/15/2024 102.4261 4,270,000.00 4,432,960.55 4,407,058.80 4,373,594.90FORD CREDIT 0.41% 07/25 34533YAD2 0.4100 7/15/2025 100.1276 1,450,000.00 1,449,878.35 1,449,898.51 1,451,850.78SEASONED LOANS 3.5% 06/28 35564CAA5 3.5000 6/25/2028 104.2647 688,154.31 687,851.89 687,913.41 717,501.95SEASONED 1.75% 09/30 35564CGN1 1.7500 9/25/2030 101.9571 3,277,840.49 3,370,212.98 3,361,828.88 3,341,992.42SEASONED LOANS 2% 09/30 35564CGQ4 2.0000 9/25/2030 102.5589 1,176,660.67 1,212,355.33 1,210,154.54 1,206,770.00GS MORTGAGE 3.377% 05/45 36192KAT4 3.3770 5/10/2045 100.3548 668,258.34 672,461.06 672,389.25 670,629.19GS MORTGAGE 2.011% 06/46 36197XAH7 2.0110 6/10/2046 100.0000 0.05 0.05 0.05 0.05GM FINANCIAL 3.02% 05/23 36255JAD6 3.0200 5/16/2023 100.6034 411,665.39 411,569.38 411,631.06 414,149.34GM FINANCIAL 0.33% 02/25 36261RAD0 0.3300 2/20/2025 100.1210 1,350,000.00 1,349,796.15 1,349,823.59 1,351,633.37GM FINANCIAL 2.81% 12/22 38013RAD7 2.8100 12/16/2022 100.3259 107,630.57 107,616.66 107,626.63 107,981.32GM FINANCIAL 0.48% 06/26 380140AC7 0.4800 6/16/2026 100.1649 3,400,000.00 3,399,789.88 3,399,795.88 3,405,606.94GNMA 2010-117 KD 2% 06/39 38377J2S1 2.0000 6/20/2039 100.0000 0.08 0.08 0.08 0.08HYUNDAI AUTO 0.38% 01/26 44934KAC8 0.3800 1/15/2026 99.9621 5,410,000.00 5,408,806.01 5,408,837.40 5,407,947.45JOHN DEERE 0.72% 06/27 47787NAD1 0.7200 6/15/2027 100.8030 1,000,000.00 1,009,570.31 1,008,731.92 1,008,030.00JOHN DEERE 0.74% 05/28 47789QAD2 0.7400 5/15/2028 100.2337 5,260,000.00 5,259,647.58 5,259,654.58 5,272,294.72MERCEDES-BENZ 0.51% 03/27 58769KAE4 0.5100 3/15/2027 100.1300 3,605,000.00 3,604,480.88 3,604,498.63 3,609,686.14MORGAN 3.345% 12/50 61691NAB1 3.3450 12/15/2050 102.5468 1,710,000.00 1,761,270.59 1,755,494.84 1,753,549.94SANTANDER 0.33% 03/25 80287EAC9 0.3300 3/17/2025 100.1236 5,350,000.00 5,349,425.41 5,349,446.48 5,356,609.93SOUTHWEST 6.15% 08/22 84474YAA4 6.1500 2/1/2024 102.5557 1,203,707.62 1,200,698.37 1,201,779.13 1,234,470.29SYNCHRONY 3.38% 09/24 87166PAA9 3.3800 9/15/2024 100.1302 2,350,000.00 2,349,929.50 2,349,961.84 2,353,059.47TOYOTA AUTO 3.02% 12/22 89231AAD3 3.0200 12/15/2022 100.5209 585,890.07 585,785.84 585,858.47 588,941.91TOYOTA AUTO 0.44% 10/24 89237VAB5 0.4400 10/15/2024 100.2390 1,985,000.00 1,984,847.16 1,984,887.86 1,989,744.35TOYOTA AUTO 3% 05/24 89239AAE3 3.0000 5/15/2024 103.2890 2,600,000.00 2,599,897.04 2,599,945.72 2,685,514.26TOYOTA AUTO 0.26% 05/25 89240BAC2 0.2600 5/15/2025 100.0003 3,900,000.00 3,899,276.16 3,899,373.22 3,900,011.70UBS COMMERCIAL 3.4% 05/45 90269GAC5 3.4000 5/10/2045 100.4199 4,190,013.68 4,257,625.71 4,255,615.61 4,207,608.80UBS-BARCLAY 2.7919% 12/45 90270RBD5 2.7919 12/10/2045 100.7640 1,800,000.00 1,761,257.81 1,765,454.21 1,813,752.36VERIZON OWNER 2.93% 09/23 92347YAA2 2.9300 9/20/2023 101.0121 1,114,982.95 1,114,759.95 1,114,881.88 1,126,267.25VERIZON OWNER 0.41% 04/25 92348CAA9 0.4100 4/21/2025 100.2468 3,762,000.00 3,761,389.43 3,761,503.76 3,771,285.37VERIZON MASTER 0.5% 05/27 92348KAA1 0.5000 5/20/2027 100.1719 5,180,000.00 5,179,619.79 5,179,637.81 5,188,906.49VERIZON OWNER 3.23% 04/23 92348XAA3 3.2300 4/20/2023 100.5600 242,593.51 242,589.72 242,591.81 243,952.06VERIZON OWNER 2.33% 12/23 92349GAA9 2.3300 12/20/2023 101.0262 3,256,837.49 3,258,317.51 3,257,759.78 3,290,257.85VOLKSWAGEN 3.02% 11/22 92868LAD3 3.0200 11/21/2022 100.3880 151,370.48 151,348.63 151,364.28 151,957.80VOLKSWAGEN 0.39% 01/24 92868VAC3 0.3900 1/22/2024 100.2215 1,800,000.00 1,799,660.70 1,799,742.47 1,803,986.28VOLKSWAGEN 3.25% 04/23 92869BAD4 3.2500 4/20/2023 100.7551 462,920.52 462,901.07 462,913.04 466,415.99WFRBS 2.87% 11/45 92930RBB7 2.8700 11/15/2045 101.7502 4,556,868.35 4,688,590.33 4,686,349.16 4,636,624.03WFRBS 3.44% 04/45 92936QAG3 3.4400 4/15/2045 100.2009 467,528.00 473,335.09 473,018.85 468,467.03WFRBS 3.522% 03/47 96221TAF4 3.5220 3/15/2047 102.9053 630,909.35 665,412.21 660,584.96 649,239.47WORLD OMNI 1.95% 02/23 98161TAD7 1.9500 2/15/2023 100.1974 91,766.18 91,742.52 91,759.86 91,947.37WORLD OMNI 2.87% 07/23 98162QAC4 2.8700 7/17/2023 100.5714 548,564.39 548,511.46 548,545.27 551,698.72

Page 5 of 6




WORLD OMNI 2.64% 06/25 98162VAE9 2.6400 6/16/2025 102.9327 1,350,000.00 1,349,978.81 1,349,987.29 1,389,590.78WORLD OMNI 3.13% 11/23 98163EAD8 3.1300 11/15/2023 101.0023 969,197.80 986,953.82 979,754.98 978,911.88WORLD OMNI 0.5% 11/26 98163JAD7 0.5000 11/16/2026 100.0960 5,945,000.00 5,944,060.69 5,944,084.69 5,950,708.98WORLD OMNI 0.3% 01/26 98164EAC9 0.3000 1/15/2026 99.9769 5,000,000.00 4,999,659.50 4,999,699.40 4,998,844.50

182,391,830.57 184,530,764.79 184,276,456.80 184,832,279.55 T-Note

UNITED 0.25% 03/24 91282CBR1 0.2500 3/15/2024 99.8398 515,000.00 513,953.91 513,953.91 514,175.20UNITED 0.25% 05/24 91282CCC3 0.2500 5/15/2024 99.7305 49,220,000.00 49,055,865.18 49,055,865.18 49,087,336.84UNITED 0.125% 05/23 91282CCD1 0.1250 5/31/2023 99.9141 140,445,000.00 140,207,832.04 140,207,832.04 140,324,304.38UNITED STATES 2% 05/24 912828XT2 2.0000 5/31/2024 104.5039 130,000.00 130,878.52 130,878.52 135,855.08

190,310,000.00 189,908,529.65 189,908,529.65 190,061,671.50 Totals $682,932,936.14 $693,241,536.21 $691,675,824.63 $694,367,857.94

Page 6 of 6

Account: 3015465000 VA GENERAL/WELLINGTON Created: 7-Sep-2021 09:25:15 AM [EDT]



Corporate BondAT&T INC 4.125% 02/26 00206RCT7 4.1250 2/17/2026 111.9570 6,125,000.00 7,021,353.96 6,916,293.48 6,857,365.03AT&T INC 4.3% 02/30 00206RGQ9 4.3000 2/15/2030 116.3418 1,950,000.00 2,230,741.65 2,212,381.34 2,268,664.50AT&T INC 4.35% 03/29 00206RHJ4 4.3500 3/1/2029 115.9509 215,000.00 213,942.20 214,211.20 249,294.43AT&T INC 3.875% 01/26 00206RHT2 3.8750 1/15/2026 111.0383 145,000.00 147,062.97 146,365.44 161,005.59AT&T INC 2.95% 07/26 00206RHV7 2.9500 7/15/2026 107.8281 145,000.00 139,094.10 140,955.05 156,350.74AT&T INC 2.75% 06/31 00206RJY9 2.7500 6/1/2031 104.7892 685,000.00 729,477.05 726,515.41 717,806.34ABBVIE INC 3.6% 05/25 00287YAQ2 3.6000 5/14/2025 108.7025 525,000.00 552,478.50 543,675.16 570,687.94ABBVIE INC 4.25% 11/28 00287YBF5 4.2500 11/14/2028 115.9103 2,170,000.00 2,493,741.45 2,456,628.34 2,515,253.84AIR PRODUCTS 1.85% 05/27 009158AY2 1.8500 5/15/2027 103.6138 205,000.00 204,797.05 204,836.41 212,408.30AIR PRODUCTS 1.5% 10/25 009158BB1 1.5000 10/15/2025 102.5619 1,140,000.00 1,161,866.45 1,159,118.34 1,169,206.06ALABAMA 2.45% 03/22 010392FQ6 2.4500 3/30/2022 101.0764 645,000.00 638,973.30 644,083.35 651,942.69ALIBABA GROUP 3.4% 12/27 01609WAT9 3.4000 12/6/2027 108.9050 2,493,000.00 2,666,771.22 2,653,047.69 2,715,001.92ALPHABET INC 0.8% 08/27 02079KAJ6 0.8000 8/15/2027 97.7301 960,000.00 948,976.80 949,593.98 938,209.32AMAZON.COM 0.8% 06/25 023135BQ8 0.8000 6/3/2025 100.2634 3,900,000.00 3,911,856.65 3,910,717.28 3,910,274.12AMEREN 3.25% 03/25 02361DAP5 3.2500 3/1/2025 107.5609 625,000.00 624,643.75 624,878.69 672,255.34AMERICAN 1% 11/25 025537AR2 1.0000 11/1/2025 99.4975 2,705,000.00 2,691,991.10 2,692,949.11 2,691,407.92AMERICAN 3.7% 11/21 025816BY4 3.7000 11/5/2021 100.3252 1,180,000.00 1,206,421.05 1,184,537.97 1,183,837.21AMERICAN 4.2% 11/25 025816CA5 4.2000 11/6/2025 113.4431 1,055,000.00 1,175,969.20 1,166,709.41 1,196,824.73AMGEN INC 2.2% 02/27 031162CT5 2.2000 2/21/2027 104.2231 1,545,000.00 1,618,242.10 1,611,211.26 1,610,247.64AMGEN INC 2.45% 02/30 031162CU2 2.4500 2/21/2030 103.3813 440,000.00 439,846.00 439,868.44 454,877.69ANHEUSER-BUSCH 4% 04/28 035240AL4 4.0000 4/13/2028 113.8204 1,210,000.00 1,363,807.97 1,352,180.95 1,377,226.90ANHEUSER-BUSC 3.65% 02/26 035242AP1 3.6500 2/1/2026 110.4111 550,000.00 537,084.93 542,126.54 607,261.22ANTHEM INC 3.65% 12/27 036752AB9 3.6500 12/1/2027 111.9206 175,000.00 173,407.64 173,897.62 195,860.98ANTHEM INC 2.875% 09/29 036752AL7 2.8750 9/15/2029 106.7263 1,165,000.00 1,239,909.70 1,236,343.17 1,243,361.43ANTHEM INC 1.5% 03/26 036752AR4 1.5000 3/15/2026 101.6289 1,295,000.00 1,291,594.15 1,291,923.37 1,316,094.67APPALACHIAN 3.3% 06/27 037735CW5 3.3000 6/1/2027 108.9316 505,000.00 509,251.75 509,187.51 550,104.53APPLE INC 3.25% 02/26 037833BY5 3.2500 2/23/2026 109.5251 400,000.00 390,440.00 394,396.94 438,100.47APPLE INC 1.8% 09/24 037833DM9 1.8000 9/11/2024 103.6463 2,000,000.00 2,005,200.00 2,003,533.67 2,072,926.02APPLE INC 1.125% 05/25 037833DT4 1.1250 5/11/2025 101.1743 6,150,000.00 6,209,491.35 6,205,506.28 6,222,221.91APPLE INC 0.7% 02/26 037833EB2 0.7000 2/8/2026 99.4289 1,070,000.00 1,067,592.50 1,067,870.22 1,063,889.41APPLE INC 1.2% 02/28 037833EC0 1.2000 2/8/2028 98.9652 1,070,000.00 1,067,421.30 1,067,635.42 1,058,927.49ARCHER-DANIEL 3.25% 03/30 039482AB0 3.2500 3/27/2030 111.3501 782,000.00 833,081.78 826,458.73 870,757.79ASTRAZENECA 1.75% 05/28 04636NAE3 1.7500 5/28/2028 101.5685 1,125,000.00 1,123,087.50 1,123,161.00 1,142,645.91BAT CAPITAL 2.259% 03/28 05526DBR5 2.2590 3/25/2028 100.4823 470,000.00 470,000.00 470,000.00 472,266.76BAT 1.668% 03/26 05530QAN0 1.6680 3/25/2026 100.5789 490,000.00 490,000.00 490,000.00 492,836.70TRUIST 2.5% 08/24 05531FBH5 2.5000 8/1/2024 105.3714 1,145,000.00 1,157,449.72 1,153,109.57 1,206,502.50BANK OF VAR 04/28 06051GGL7 3.7050 4/24/2028 110.8443 740,000.00 725,474.38 730,158.52 820,247.48BANK OF VAR 07/24 06051GHL6 3.8640 7/23/2024 106.0008 1,784,000.00 1,845,752.60 1,826,762.72 1,891,053.88BANK OF VAR 07/30 06051GHV4 3.1940 7/23/2030 108.2295 3,035,000.00 3,189,736.55 3,178,876.68 3,284,766.51BANK OF VAR 06/26 06051GJD2 1.3190 6/19/2026 100.3327 2,650,000.00 2,652,969.25 2,652,855.15 2,658,815.68BANK OF VAR 07/31 06051GJF7 1.8980 7/23/2031 97.9474 525,000.00 525,000.00 525,000.00 514,223.97BANK OF VAR 10/26 06051GJK6 1.1970 10/24/2026 99.5820 2,430,000.00 2,430,000.00 2,430,000.00 2,419,843.16BANK OF VAR 03/27 06051GJQ3 1.6580 3/11/2027 101.0982 1,495,000.00 1,495,000.00 1,495,000.00 1,511,418.09

Page 1 of 12




BANK OF VAR 07/27 06051GJS9 1.7340 7/22/2027 101.3345 1,340,000.00 1,340,000.00 1,340,000.00 1,357,882.39BANK OF VAR 04/32 06051GJT7 2.6870 4/22/2032 103.9261 125,000.00 126,041.25 126,006.15 129,907.65BANK OF VAR 06/29 06051GJZ3 2.0870 6/14/2029 101.4376 820,000.00 820,000.00 820,000.00 831,788.31BANK OF VAR 07/32 06051GKA6 2.2990 7/21/2032 100.5943 2,570,000.00 2,570,000.00 2,570,000.00 2,585,274.15BANK OF NEW 1.95% 08/22 06406RAK3 1.9500 8/23/2022 101.7259 135,000.00 134,956.80 134,986.52 137,330.02BANK OF NEW 2.1% 10/24 06406RAL1 2.1000 10/24/2024 104.6897 3,330,000.00 3,422,733.65 3,412,985.46 3,486,167.08BAXTER 2.6% 08/26 071813BQ1 2.6000 8/15/2026 106.3274 1,375,000.00 1,468,366.00 1,459,276.41 1,462,001.42BLACKROCK INC 1.9% 01/31 09247XAR2 1.9000 1/28/2031 100.7673 1,320,000.00 1,315,445.40 1,316,005.79 1,330,128.93BOSTON 3.75% 03/26 101137AW7 3.7500 3/1/2026 110.7577 1,205,000.00 1,339,417.75 1,333,921.63 1,334,630.42BOSTON 1.9% 06/25 101137AZ0 1.9000 6/1/2025 103.1379 1,665,000.00 1,710,249.55 1,704,323.67 1,717,246.60BP CAPITAL 3.79% 02/24 10373QAD2 3.7900 2/6/2024 107.2740 896,000.00 948,953.64 930,653.26 961,175.41BP CAPITAL 3.224% 04/24 10373QAY6 3.2240 4/14/2024 106.2909 1,470,000.00 1,548,552.43 1,541,372.88 1,562,475.54BP CAPITAL 3.633% 04/30 10373QBL3 3.6330 4/6/2030 112.9273 290,000.00 325,932.24 323,617.47 327,489.12BRISTOL-MYER 1.125% 11/27 110122DP0 1.1250 11/13/2027 99.2188 2,375,000.00 2,380,929.30 2,380,430.31 2,356,446.57BRISTOL-MYERS 1.45% 11/30 110122DQ8 1.4500 11/13/2030 97.3427 210,000.00 202,345.50 202,501.60 204,419.77BURLINGTON 3.4% 09/24 12189LAT8 3.4000 9/1/2024 107.7525 275,000.00 272,459.00 273,766.41 296,319.36BURLINGTON 3% 04/25 12189LAV3 3.0000 4/1/2025 107.8164 1,638,000.00 1,714,042.82 1,694,815.74 1,766,032.12CIGNA 3.05% 10/27 125509BV0 3.0500 10/15/2027 107.9201 555,000.00 511,097.32 525,252.11 598,956.80CIGNA CORP 4.125% 11/25 125523AG5 4.1250 11/15/2025 111.7236 865,000.00 952,572.60 928,598.08 966,408.87CIGNA CORP 3.05% 10/27 125523AZ3 3.0500 10/15/2027 107.9201 635,000.00 684,771.30 683,260.00 685,292.91CIGNA CORP 0.613% 03/24 125523CN8 0.6130 3/15/2024 100.0201 390,000.00 390,000.00 390,000.00 390,078.40CVS HEALTH 2.875% 06/26 126650CU2 2.8750 6/1/2026 107.2949 640,000.00 602,595.72 618,108.25 686,687.06CVS HEALTH 3.75% 04/30 126650DJ6 3.7500 4/1/2030 112.7230 570,000.00 605,103.37 604,340.46 642,521.10CATERPILLAR 2.6% 04/30 149123CH2 2.6000 4/9/2030 106.7060 820,000.00 846,579.70 843,148.69 874,988.81CATERPILLAR 2.55% 11/22 14913Q2E8 2.5500 11/29/2022 102.8471 1,335,000.00 1,373,997.00 1,360,615.13 1,373,008.58CHEVRON 1.995% 05/27 166764BX7 1.9950 5/11/2027 103.7513 1,911,000.00 1,919,457.09 1,917,900.01 1,982,687.78CITIGROUP INC VAR 07/23 172967LM1 2.8760 7/24/2023 102.1763 1,584,000.00 1,607,392.08 1,600,293.56 1,618,473.07CITIGROUP INC VAR 04/25 172967MF5 3.3520 4/24/2025 106.5799 1,595,000.00 1,595,000.00 1,595,000.00 1,699,949.02CITIGROUP INC VAR 01/31 172967ML2 2.6660 1/29/2031 103.9002 1,670,000.00 1,744,223.00 1,739,854.20 1,735,132.52CITIGROUP INC VAR 05/25 172967MX6 0.9810 5/1/2025 100.4511 4,100,000.00 4,108,446.05 4,107,965.53 4,118,494.73CITIGROUP INC VAR 06/27 172967NA5 1.4620 6/9/2027 100.2931 1,175,000.00 1,175,000.00 1,175,000.00 1,178,443.41CITIGROUP INC VAR 11/22 17308CC46 2.3120 11/4/2022 100.3411 290,000.00 290,000.00 290,000.00 290,989.22COCA-COLA 1.45% 06/27 191216CU2 1.4500 6/1/2027 101.9850 1,270,000.00 1,268,463.30 1,268,752.40 1,295,209.20COCA-COLA 1.5% 03/28 191216DJ6 1.5000 3/5/2028 100.7195 1,305,000.00 1,299,571.20 1,299,959.16 1,314,388.87COCA-COLA 2% 03/31 191216DK3 2.0000 3/5/2031 101.6808 1,900,000.00 1,898,430.40 1,898,614.34 1,931,936.11COMCAST 3.375% 08/25 20030NBN0 3.3750 8/15/2025 108.9529 355,000.00 341,328.57 347,407.48 386,782.79COMCAST CORP 3.15% 03/26 20030NBS9 3.1500 3/1/2026 108.6193 4,890,000.00 5,300,202.85 5,254,905.87 5,311,485.82COMCAST CORP 3.95% 10/25 20030NCS8 3.9500 10/15/2025 111.5790 305,000.00 304,624.85 304,781.78 340,315.95COMCAST CORP 3.1% 04/25 20030NDJ7 3.1000 4/1/2025 107.5382 1,331,000.00 1,406,088.25 1,386,217.22 1,431,333.06COMMONSPIRIT 2.76% 10/24 20268JAA1 2.7600 10/1/2024 105.2980 165,000.00 165,000.00 165,000.00 173,741.70COMMONSPIRIT 3.347% 10/29 20268JAB9 3.3470 10/1/2029 108.5635 45,000.00 48,698.55 48,614.37 48,853.58COMMONWEALTH 2.55% 06/26 202795JH4 2.5500 6/15/2026 106.4569 535,000.00 550,758.40 550,151.50 569,544.58COMMONWEALTH 3.7% 08/28 202795JN1 3.7000 8/15/2028 114.1689 852,000.00 898,297.85 891,268.79 972,719.23JOHN DEERE 2.65% 01/22 24422ETL3 2.6500 1/6/2022 100.7599 575,000.00 574,839.00 574,989.21 579,369.24

Page 2 of 12




JOHN DEERE 2.15% 09/22 24422ETV1 2.1500 9/8/2022 102.0374 2,930,000.00 2,971,993.30 2,966,638.57 2,989,694.97JOHN DEERE 2.6% 03/24 24422EUX5 2.6000 3/7/2024 105.3357 410,000.00 424,005.60 418,587.89 431,876.35JOHN DEERE 1.2% 04/23 24422EVE6 1.2000 4/6/2023 101.4215 70,000.00 69,983.20 69,991.27 70,995.02JOHN DEERE 1.75% 03/27 24422EVF3 1.7500 3/9/2027 102.9827 689,000.00 698,835.90 696,980.20 709,550.54DEUTSCHE 0.898% 05/24 251526CJ6 0.8980 5/28/2024 100.0396 1,330,000.00 1,327,624.00 1,327,779.40 1,330,526.27DIAGEO 1.375% 09/25 25243YBC2 1.3750 9/29/2025 101.6725 4,755,000.00 4,814,371.60 4,810,656.04 4,834,526.00WALT DISNEY 1.75% 01/26 254687FV3 1.7500 1/13/2026 103.3170 2,640,000.00 2,714,243.69 2,707,693.82 2,727,569.54EASTERN 2.5% 11/24 257375AN5 2.5000 11/15/2024 104.7449 1,585,000.00 1,636,508.75 1,633,707.74 1,660,206.22EASTERN ENERGY 3% 11/29 257375AP0 3.0000 11/15/2029 106.4223 1,185,000.00 1,230,414.60 1,226,337.40 1,261,104.39DUKE ENERGY 3.35% 05/22 26442CAW4 3.3500 5/15/2022 102.2058 675,000.00 682,958.85 681,736.21 689,889.30DUKE ENERGY 2.55% 04/31 26442CBB9 2.5500 4/15/2031 104.9181 930,000.00 928,930.50 928,975.74 975,738.28EQUIFAX INC 2.6% 12/25 294429AR6 2.6000 12/15/2025 105.8962 2,231,000.00 2,361,303.10 2,349,377.24 2,362,544.91EQUINIX INC 1.45% 05/26 29444UBQ8 1.4500 5/15/2026 100.2943 1,570,000.00 1,567,739.20 1,567,888.03 1,574,620.81ESTEE LAUDER 2.6% 04/30 29736RAQ3 2.6000 4/15/2030 106.4159 465,000.00 483,543.60 481,146.73 494,833.74EVERGY INC 2.45% 09/24 30034WAA4 2.4500 9/15/2024 104.4956 145,000.00 144,747.70 144,849.48 151,518.58EVERGY INC 2.9% 09/29 30034WAB2 2.9000 9/15/2029 106.8455 245,000.00 249,842.72 249,414.95 261,771.59EVERGY METRO 2.25% 06/30 30037DAA3 2.2500 6/1/2030 102.3527 444,000.00 446,327.94 446,028.83 454,446.18EXELON CORP 4.05% 04/30 30161NAX9 4.0500 4/15/2030 114.6634 420,000.00 419,134.80 419,259.60 481,586.16EXXON MOBIL 3.043% 03/26 30231GAT9 3.0430 3/1/2026 108.4442 1,290,000.00 1,382,802.95 1,371,534.28 1,398,930.59EXXON MOBIL 3.482% 03/30 30231GBK7 3.4820 3/19/2030 112.4271 935,000.00 935,000.00 935,000.00 1,051,193.04FEDERAL HOME 2.75% 03/26 3130AAUF3 2.7500 3/13/2026 109.1808 700,000.00 683,788.00 690,463.89 764,265.62FEDERAL 1.875% 09/26 3135G0Q22 1.8750 9/24/2026 105.3064 1,100,000.00 1,004,421.00 1,041,211.04 1,158,370.40FEDERAL 6.625% 11/30 31359MGK3 6.6250 11/15/2030 145.2471 1,100,000.00 1,475,452.00 1,379,328.44 1,597,718.63FIFTH THIRD 2.875% 10/21 31677QBC2 2.8750 10/1/2021 100.0000 925,000.00 920,236.25 924,944.65 925,000.00FIFTH THIRD 2.375% 01/25 316773CY4 2.3750 1/28/2025 104.6190 1,415,000.00 1,484,720.60 1,477,491.53 1,480,359.42FISERV INC 3.5% 07/29 337738AU2 3.5000 7/1/2029 109.8487 1,420,000.00 1,552,059.20 1,539,161.84 1,559,851.72FORTIVE CORP 3.15% 06/26 34959JAG3 3.1500 6/15/2026 108.6463 605,000.00 643,652.90 639,231.90 657,309.92GENERAL 3.45% 05/27 369604BV4 3.4500 5/1/2027 110.3023 745,000.00 804,774.80 799,185.45 821,751.87GENERAL MILLS 4% 04/25 370334CF9 4.0000 4/17/2025 110.4473 525,000.00 573,000.75 559,151.52 579,848.49GENERAL 2.875% 04/30 370334CL6 2.8750 4/15/2030 106.9201 1,070,000.00 1,105,817.40 1,104,955.42 1,144,044.82GEORGIA 2.85% 05/22 373334JX0 2.8500 5/15/2022 101.8273 145,000.00 141,862.20 144,430.74 147,649.52GEORGIA 3.25% 03/27 373334KH3 3.2500 3/30/2027 108.5476 211,000.00 225,141.22 222,408.42 229,035.41GEORGIA 2.65% 09/29 373334KL4 2.6500 9/15/2029 105.9450 350,000.00 372,669.50 371,257.70 370,807.61GILEAD 1.2% 10/27 375558BX0 1.2000 10/1/2027 98.5166 530,000.00 529,538.90 529,600.64 522,138.19GLAXOSMITHKL 3.375% 05/23 377372AL1 3.3750 5/15/2023 105.1364 1,130,000.00 1,183,167.70 1,160,711.96 1,188,041.38GLAXOSMITHKL 3.625% 05/25 377372AM9 3.6250 5/15/2025 109.8596 2,070,000.00 2,275,609.55 2,246,309.70 2,274,093.91GOLDMAN SACHS 4% 03/24 38141GVM3 4.0000 3/3/2024 108.2699 750,000.00 790,531.00 775,304.09 812,024.46GOLDMAN SACHS VAR 07/23 38141GWM2 2.9050 7/24/2023 102.2010 730,000.00 724,728.30 727,890.36 746,067.30GOLDMAN SACHS VAR 09/25 38141GWQ3 3.2720 9/29/2025 107.0681 260,000.00 248,625.00 253,061.32 278,377.03GOLDMAN SACHS VAR 01/32 38141GXR0 1.9920 1/27/2032 98.0291 260,000.00 260,000.00 260,000.00 254,875.70GOLDMAN SACHS VAR 02/26 38141GXS8 0.8550 2/12/2026 99.4274 1,235,000.00 1,235,000.00 1,235,000.00 1,227,928.77GOLDMAN SACHS VAR 04/32 38141GYB4 2.6150 4/22/2032 103.2124 1,960,000.00 1,960,000.00 1,960,000.00 2,022,963.59GOLDMAN SACHS VAR 07/32 38141GYJ7 2.3830 7/21/2032 101.0971 1,255,000.00 1,255,000.00 1,255,000.00 1,268,768.94GOLDMAN SACHS 3.5% 11/26 38145GAH3 3.5000 11/16/2026 108.8609 680,000.00 629,503.20 646,895.69 740,253.79

Page 3 of 12




GOLDMAN 3.75% 05/25 38148LAE6 3.7500 5/22/2025 108.9571 3,960,000.00 4,266,639.49 4,256,284.75 4,314,699.18GOLDMAN SACHS VAR 10/22 38148YAC2 2.8760 10/31/2022 100.4017 320,000.00 320,000.00 320,000.00 321,285.46HSBC HOLDINGS 4.3% 03/26 404280AW9 4.3000 3/8/2026 112.7419 655,000.00 713,419.02 707,602.51 738,459.62HSBC HOLDINGS VAR 06/29 404280BT5 4.5830 6/19/2029 115.5255 2,150,000.00 2,533,291.90 2,504,557.11 2,483,798.29HSBC HOLDINGS VAR 05/27 404280CM9 1.5890 5/24/2027 100.3619 780,000.00 780,000.00 780,000.00 782,823.05HSBC HOLDINGS VAR 05/25 404280CS6 0.9760 5/24/2025 100.0505 400,000.00 400,000.00 400,000.00 400,201.95WELLTOWER INC 4% 06/25 42217KBF2 4.0000 6/1/2025 109.9259 810,000.00 880,477.80 868,811.97 890,399.88HOME DEPOT 2.7% 04/23 437076AZ5 2.7000 4/1/2023 103.2326 1,850,000.00 1,904,184.50 1,890,255.22 1,909,803.32HOME DEPOT 3.25% 03/22 437076BV3 3.2500 3/1/2022 101.5178 170,000.00 169,534.20 169,928.51 172,580.29HOME DEPOT 2.5% 04/27 437076CA8 2.5000 4/15/2027 107.0083 850,000.00 923,731.10 916,749.51 909,570.17HORMEL FOODS 0.65% 06/24 440452AG5 0.6500 6/3/2024 100.1747 1,505,000.00 1,505,596.40 1,505,560.10 1,507,629.79HUMANA INC 3.85% 10/24 444859BD3 3.8500 10/1/2024 108.3714 645,000.00 669,886.40 668,716.56 698,995.32INTERNATIONAL 2.85% 05/22 459200JX0 2.8500 5/13/2022 101.8778 2,315,000.00 2,364,947.90 2,330,248.89 2,358,472.20INTERNATIONAL 3% 05/24 459200JY8 3.0000 5/15/2024 106.4431 455,000.00 453,261.90 454,066.55 484,316.00INTERNATIONAL 3.5% 05/29 459200KA8 3.5000 5/15/2029 112.0266 455,000.00 506,920.05 505,659.35 509,721.16INTERNATIONAL 1.7% 05/27 459200KH3 1.7000 5/15/2027 101.9382 1,595,000.00 1,592,049.25 1,592,611.60 1,625,914.72JPMORGAN CHASE VAR 03/25 46647PAH9 3.2200 3/1/2025 106.0810 475,000.00 475,000.00 475,000.00 503,884.75JPMORGAN CHASE VAR 07/24 46647PAU0 3.7970 7/23/2024 106.1098 5,180,000.00 5,421,010.80 5,335,756.92 5,496,489.35JPMORGAN CHASE VAR 01/27 46647PBA3 3.9600 1/29/2027 111.3379 4,590,000.00 4,970,219.40 4,957,210.60 5,110,411.72JPMORGAN CHASE VAR 03/31 46647PBJ4 4.4930 3/24/2031 118.3817 895,000.00 895,000.00 895,000.00 1,059,516.57JPMORGAN CHASE VAR 04/31 46647PBL9 2.5220 4/22/2031 103.4724 1,180,000.00 1,180,000.00 1,180,000.00 1,220,974.63JPMORGAN CHASE VAR 05/31 46647PBP0 2.9560 5/13/2031 105.8972 1,470,000.00 1,561,675.20 1,556,427.05 1,556,689.02JOHNSON & 2.45% 03/26 478160BY9 2.4500 3/1/2026 106.6721 645,000.00 672,609.45 669,750.36 688,035.15L3HARRIS 2.9% 12/29 502431AF6 2.9000 12/15/2029 106.3672 1,540,000.00 1,605,960.75 1,599,339.45 1,638,054.63LYB 1.25% 10/25 50249AAF0 1.2500 10/1/2025 100.1004 2,835,000.00 2,840,046.05 2,839,384.17 2,837,845.12LOCKHEED 2.9% 03/25 539830BE8 2.9000 3/1/2025 106.8732 500,000.00 531,553.10 526,129.71 534,365.90LOWE'S COS 1.3% 04/28 548661DX2 1.3000 4/15/2028 98.1778 560,000.00 558,715.15 558,829.75 549,795.94MPLX LP 4% 03/28 55336VAR1 4.0000 3/15/2028 111.7427 630,000.00 680,128.20 675,628.92 703,979.01MPLX LP 1.75% 03/26 55336VBR0 1.7500 3/1/2026 101.2659 470,000.00 468,989.50 469,181.91 475,949.52MARATHON 4.7% 05/25 56585ABH4 4.7000 5/1/2025 111.9842 1,270,000.00 1,354,295.10 1,348,082.29 1,422,199.48MARSH & 3.875% 03/24 571748BF8 3.8750 3/15/2024 107.9014 2,295,000.00 2,452,354.55 2,435,067.11 2,476,337.73MARSH & 4.375% 03/29 571748BG6 4.3750 3/15/2029 117.5404 525,000.00 575,687.30 566,846.04 617,087.05MERCK & CO 2.9% 03/24 58933YAU9 2.9000 3/7/2024 105.6902 930,000.00 955,387.60 954,190.67 982,919.26METLIFE INC 4.368% 09/23 59156RBB3 4.3680 9/15/2023 107.9542 1,895,000.00 2,034,445.40 2,007,460.13 2,045,731.24MICROSOFT 2.375% 02/22 594918BA1 2.3750 2/12/2022 100.8247 205,000.00 204,645.35 204,977.86 206,690.65MICROSOFT 2.65% 11/22 594918BH6 2.6500 11/3/2022 102.5079 1,935,000.00 1,993,038.61 1,961,456.82 1,983,528.54MICROSOFT 2.4% 08/26 594918BR4 2.4000 8/8/2026 106.8686 1,295,000.00 1,347,993.80 1,353,082.90 1,383,947.76MORGAN STANLEY VAR 01/30 6174468G7 4.4310 1/23/2030 116.5728 1,130,000.00 1,251,842.80 1,231,101.35 1,317,273.19MORGAN STANLEY VAR 07/25 6174468J1 2.7200 7/22/2025 105.1370 2,345,000.00 2,383,854.60 2,372,598.84 2,465,461.71MORGAN STANLEY VAR 02/32 6174468U6 1.7940 2/13/2032 96.6755 1,650,000.00 1,633,858.55 1,634,718.55 1,595,145.47MORGAN STANLEY VAR 04/32 6174468X0 1.9280 4/28/2032 97.7672 1,170,000.00 1,170,000.00 1,170,000.00 1,143,876.81MORGAN STANLEY VAR 05/25 61747YEA9 0.7900 5/30/2025 99.7813 1,440,000.00 1,440,000.00 1,440,000.00 1,436,850.76MORGAN STANLEY VAR 07/32 61747YED3 2.2390 7/21/2032 100.2640 1,855,000.00 1,855,000.00 1,855,000.00 1,859,897.20MORGAN 4.875% 11/22 6174824M3 4.8750 11/1/2022 105.1240 30,000.00 30,258.59 30,031.95 31,537.21

Page 4 of 12




MORGAN 3.125% 07/26 61761J3R8 3.1250 7/27/2026 108.5128 2,890,000.00 3,110,091.40 3,102,534.07 3,136,021.25MORGAN STANLEY VAR 05/27 61772BAB9 1.5930 5/4/2027 100.9403 825,000.00 825,000.00 825,000.00 832,757.52NATIONAL 3.05% 02/22 637432MQ5 3.0500 2/15/2022 100.5704 430,000.00 428,113.29 429,823.81 432,452.88NATIONAL 3.7% 03/29 637432NS0 3.7000 3/15/2029 112.7506 480,000.00 519,011.25 514,429.73 541,202.83NEVADA POWER 2.4% 05/30 641423CD8 2.4000 5/1/2030 102.9989 746,000.00 759,684.44 757,918.29 768,371.66NISOURCE INC 3.6% 05/30 65473PAJ4 3.6000 5/1/2030 111.3761 920,000.00 979,760.83 976,667.67 1,024,659.99NISOURCE INC 3.49% 05/27 65473QBE2 3.4900 5/15/2027 110.3200 1,520,000.00 1,634,555.60 1,622,829.71 1,676,863.92NOVARTIS 2% 02/27 66989HAQ1 2.0000 2/14/2027 104.1610 245,000.00 250,820.05 249,716.36 255,194.40NOVARTIS 2.2% 08/30 66989HAR9 2.2000 8/14/2030 104.0590 735,000.00 761,296.65 759,710.09 764,833.42NUCOR CORP 2% 06/25 670346AR6 2.0000 6/1/2025 103.5951 395,000.00 405,818.90 404,916.99 409,200.70NVIDIA CORP 2.85% 04/30 67066GAF1 2.8500 4/1/2030 108.2871 883,000.00 907,763.75 904,570.02 956,175.07NVIDIA CORP 1.55% 06/28 67066GAM6 1.5500 6/15/2028 100.4703 1,335,000.00 1,330,768.05 1,330,898.40 1,341,278.22NVIDIA CORP 2% 06/31 67066GAN4 2.0000 6/15/2031 100.9021 1,320,000.00 1,316,981.25 1,317,045.20 1,331,907.24ORACLE CORP 2.5% 04/25 68389XBT1 2.5000 4/1/2025 104.8996 1,615,000.00 1,698,003.35 1,680,488.01 1,694,128.94ORACLE CORP 2.95% 04/30 68389XBV6 2.9500 4/1/2030 106.0190 240,000.00 239,752.80 239,788.02 254,445.50ORACLE CORP 2.3% 03/28 68389XCD5 2.3000 3/25/2028 103.3306 1,740,000.00 1,735,528.20 1,735,813.45 1,797,952.20ORACLE CORP 2.875% 03/31 68389XCE3 2.8750 3/25/2031 105.3261 3,220,000.00 3,307,049.00 3,305,370.05 3,391,499.13PNC 3.45% 04/29 693475AW5 3.4500 4/23/2029 111.5801 190,000.00 189,696.00 189,765.52 212,002.17PNC FINANCIAL 2.2% 11/24 693475AY1 2.2000 11/1/2024 104.9307 3,690,000.00 3,886,607.30 3,866,884.02 3,871,943.83PNC BANK NA 3.8% 07/23 69349LAM0 3.8000 7/25/2023 106.0491 2,045,000.00 2,137,466.20 2,094,997.07 2,168,704.36PACIFICORP 3.5% 06/29 695114CU0 3.5000 6/15/2029 111.9954 555,000.00 553,973.25 554,221.38 621,574.47PACIFICORP 2.7% 09/30 695114CW6 2.7000 9/15/2030 106.0769 85,000.00 84,847.00 84,867.52 90,165.34PEPSICO INC 2.75% 03/30 713448ES3 2.7500 3/19/2030 108.3184 1,060,000.00 1,087,937.20 1,087,749.42 1,148,175.49PFIZER INC 1.7% 05/30 717081EY5 1.7000 5/28/2030 100.1672 310,000.00 310,902.60 310,885.92 310,518.28PFIZER INC 1.75% 08/31 717081FB4 1.7500 8/18/2031 99.5155 1,485,000.00 1,479,995.55 1,480,016.10 1,477,805.22PROGRESSIVE 3.2% 03/30 743315AW3 3.2000 3/26/2030 110.5339 89,000.00 92,750.39 92,263.58 98,375.18PROVIDENCE 4.379% 10/23 743755AJ9 4.3790 10/1/2023 107.2502 485,000.00 485,000.00 485,000.00 520,163.56REYNOLDS 4.45% 06/25 761713BG0 4.4500 6/12/2025 110.8119 1,175,000.00 1,202,016.56 1,188,296.30 1,302,039.40RIO TINTO 3.75% 06/25 767201AS5 3.7500 6/15/2025 110.2048 2,509,000.00 2,731,110.85 2,699,153.89 2,765,038.46SALESFORCE.COM 1.5% 07/28 79466LAH7 1.5000 7/15/2028 100.3745 745,000.00 741,155.80 741,251.16 747,790.14SANTANDER 4.5% 07/25 80282KAE6 4.5000 7/17/2025 110.8635 1,145,000.00 1,226,885.90 1,212,977.34 1,269,387.02CHARLES SCHWAB 2% 03/28 808513BP9 2.0000 3/20/2028 103.0469 570,000.00 569,036.70 569,100.92 587,367.19SEMPRA ENERGY 3.4% 02/28 816851BG3 3.4000 2/1/2028 109.0767 1,080,000.00 1,117,437.00 1,116,179.66 1,178,028.60SOUTHERN 2.25% 06/30 842400GU1 2.2500 6/1/2030 100.0799 655,000.00 660,075.31 659,616.78 655,523.54SOUTHERN 2.6% 06/26 842434CQ3 2.6000 6/15/2026 106.4884 1,810,000.00 1,908,836.25 1,897,862.56 1,927,439.90SOUTHERN 3.25% 07/26 842587CV7 3.2500 7/1/2026 108.4755 1,340,000.00 1,396,668.55 1,397,589.61 1,453,571.67SOUTHERN 3.7% 04/30 842587DE4 3.7000 4/30/2030 111.5065 1,480,000.00 1,546,118.63 1,537,149.49 1,650,296.23STARBUCKS 3.8% 08/25 855244AQ2 3.8000 8/15/2025 110.4034 315,000.00 329,070.79 329,036.87 347,770.79STARBUCKS 2.25% 03/30 855244AW9 2.2500 3/12/2030 102.1148 1,165,000.00 1,158,173.10 1,159,181.03 1,189,637.90STATE STREET VAR 12/24 857477BC6 3.7760 12/3/2024 107.5425 230,000.00 230,000.00 230,000.00 247,347.74STATE STREET VAR 11/25 857477BE2 2.3540 11/1/2025 105.1020 2,740,000.00 2,828,396.70 2,820,280.99 2,879,794.80TAKEDA 2.05% 03/30 874060AX4 2.0500 3/31/2030 99.7223 690,000.00 688,647.60 688,810.62 688,083.81TOTALENERGIE 3.883% 10/28 89152UAH5 3.8830 10/11/2028 115.0857 200,000.00 200,000.00 200,000.00 230,171.38TOTALENERGIES 3.7% 01/24 89153VAG4 3.7000 1/15/2024 107.4722 2,225,000.00 2,338,587.40 2,319,524.60 2,391,256.01

Page 5 of 12




TRANSCANADA 4.1% 04/30 89352HBA6 4.1000 4/15/2030 114.5066 155,000.00 165,158.11 164,464.46 177,485.16TRUIST BANK 1.5% 03/25 89788JAA7 1.5000 3/10/2025 102.4183 1,700,000.00 1,727,535.50 1,726,343.71 1,741,111.37TRUIST VAR 06/29 89788MAE2 1.8870 6/7/2029 101.3490 950,000.00 950,000.00 950,000.00 962,815.50TYSON FOODS INC 4% 03/26 902494BJ1 4.0000 3/1/2026 111.5685 1,265,000.00 1,411,632.13 1,393,656.94 1,411,341.07US BANK 1.8% 01/22 90331HPJ6 1.8000 1/21/2022 100.4924 1,875,000.00 1,874,343.75 1,874,872.91 1,884,232.91UNION 2.375% 05/31 907818FU7 2.3750 5/20/2031 103.3239 1,880,000.00 1,880,000.00 1,880,000.00 1,942,490.11US BANCORP 3.375% 02/24 91159HHV5 3.3750 2/5/2024 106.6566 3,035,000.00 3,213,268.10 3,185,282.48 3,237,026.44RAYTHEON 3.95% 08/25 913017DD8 3.9500 8/16/2025 110.9158 526,000.00 590,306.14 581,223.06 583,417.32UNITEDHEALTH 2.375% 08/24 91324PDR0 2.3750 8/15/2024 105.3676 2,345,000.00 2,451,047.55 2,444,615.94 2,470,869.21UNITEDHEALTH 1.25% 01/26 91324PDW9 1.2500 1/15/2026 101.2744 973,000.00 979,342.03 977,905.49 985,399.94VALERO ENERGY 4% 04/29 91913YAW0 4.0000 4/1/2029 110.6159 755,000.00 817,980.44 809,935.56 835,150.23VERIZON 4.125% 03/27 92343VDY7 4.1250 3/16/2027 114.3378 255,000.00 261,974.25 259,225.90 291,561.44VERIZON 0.85% 11/25 92343VFS8 0.8500 11/20/2025 99.2611 380,000.00 379,962.00 379,967.90 377,192.18VERIZON 2.1% 03/28 92343VGH1 2.1000 3/22/2028 102.6513 1,650,000.00 1,649,257.50 1,649,307.67 1,693,746.95VERIZON 2.55% 03/31 92343VGJ7 2.5500 3/21/2031 103.2942 5,265,000.00 5,316,309.20 5,315,531.80 5,438,441.42VIACOMCBS 4.95% 01/31 92556HAB3 4.9500 1/15/2031 120.8692 10,000.00 9,803.60 9,829.41 12,086.92VIACOMCBS INC 4.2% 05/32 92556HAD9 4.2000 5/19/2032 115.4332 305,000.00 343,773.72 341,888.36 352,071.39VISA INC 3.15% 12/25 92826CAD4 3.1500 12/14/2025 109.1607 1,980,000.00 2,161,418.20 2,140,242.81 2,161,380.93VODAFONE 4.125% 05/25 92857WBJ8 4.1250 5/30/2025 111.2692 3,050,000.00 3,359,825.05 3,307,989.11 3,393,711.27WALMART INC 3.05% 07/26 931142EM1 3.0500 7/8/2026 109.5014 2,105,000.00 2,196,466.60 2,193,426.93 2,305,003.94WASTE 1.5% 03/31 94106LBP3 1.5000 3/15/2031 96.0456 1,235,000.00 1,220,388.95 1,221,278.05 1,186,162.70WASTE 2% 06/29 94106LBQ1 2.0000 6/1/2029 101.8249 305,000.00 304,975.60 304,976.86 310,566.00WELLS FARGO & 4.3% 07/27 94974BGL8 4.3000 7/22/2027 114.6176 515,000.00 527,590.12 521,313.54 590,280.59WELLS FARGO & 3% 04/26 949746RW3 3.0000 4/22/2026 108.2150 4,955,000.00 5,192,315.83 5,181,696.53 5,362,053.25WELLS FARGO 3.625% 10/21 94988J5T0 3.6250 10/22/2021 100.4828 725,000.00 724,920.25 724,996.18 728,500.02WELLS FARGO 3.75% 01/24 95000U2C6 3.7500 1/24/2024 107.1522 575,000.00 575,250.35 575,118.54 616,124.93WELLS FARGO & VAR 06/27 95000U2F9 3.1960 6/17/2027 108.2916 330,000.00 330,000.00 330,000.00 357,362.19WELLTOWER INC 2.7% 02/27 95040QAK0 2.7000 2/15/2027 106.1190 435,000.00 440,881.90 439,560.23 461,617.57WILLIS NORTH 3.6% 05/24 970648AF8 3.6000 5/15/2024 107.0626 325,000.00 336,694.20 335,779.40 347,953.58WILLIS NORTH 4.5% 09/28 970648AG6 4.5000 9/15/2028 115.6984 375,000.00 413,681.25 406,019.11 433,869.14WILLIS NORTH 2.95% 09/29 970648AJ0 2.9500 9/15/2029 106.1517 975,000.00 994,444.25 991,250.76 1,034,979.12

310,602,000.00 322,003,022.64 320,616,990.41 327,841,518.96 FHLMC

FHLMCGLD 5% 01/36 3128K86S0 5.0000 1/1/2036 113.0619 108,945.24 104,885.35 106,958.23 123,175.51FHLMCGLD 5.5% 12/37 3128LCJD9 5.5000 12/1/2037 115.6270 63,369.06 68,603.98 67,775.59 73,271.75FHLMCGLD 3% 12/47 3128MJ2Z2 3.0000 12/1/2047 104.9644 58,192.87 55,837.88 56,089.16 61,081.81FHLMCGLD 3% 02/48 3128MJ3H1 3.0000 2/1/2048 104.8601 167,510.24 160,731.30 161,452.55 175,651.38FHLMCGLD 3.5% 03/48 3128MJ3N8 3.5000 3/1/2048 106.1611 100,064.39 99,091.11 99,194.03 106,229.45FHLMCGLD 3.5% 06/48 3128MJ4A5 3.5000 6/1/2048 105.9396 653,190.74 645,777.59 646,501.19 691,987.62FHLMCGLD 3% 07/48 3128MJ4G2 3.0000 7/1/2048 104.8008 455,983.16 437,530.10 439,465.00 477,873.91FHLMCGLD 3.5% 07/48 3128MJ4H0 3.5000 7/1/2048 106.0232 51,132.41 50,635.06 50,687.50 54,212.21FHLMCGLD 5.5% 07/38 3128M6F29 5.5000 7/1/2038 116.4631 20,120.74 20,259.09 20,200.84 23,433.23FHLMCGLD 7% 02/39 3128M9U67 7.0000 2/1/2039 117.7125 42,868.65 48,200.24 47,404.80 50,461.77FHLMCGLD 5.5% 04/34 31292JAM2 5.5000 4/1/2034 115.7720 155,587.22 168,742.13 166,174.01 180,126.49

Page 6 of 12




FHLMCGLD 5% 08/38 312927CU8 5.0000 8/1/2038 114.5855 39,746.99 39,250.17 39,460.17 45,544.27UMBS MORTPASS 3% 01/50 3132DV4V4 3.0000 1/1/2050 104.5444 2,744,129.06 2,781,164.08 2,779,110.50 2,868,833.56FHLMCGLD 3% 01/48 3132L9J48 3.0000 1/1/2048 105.0841 182,332.12 174,953.35 175,740.37 191,602.03FHLMCGLD 3.5% 01/48 3132XWCU3 3.5000 1/1/2048 106.3192 124,657.93 123,221.43 123,362.02 132,535.28

4,967,830.82 4,978,882.86 4,979,575.96 5,256,020.27 FNMA

UMBS MORTPASS 4.5% 04/26 3138AFAG5 4.5000 4/1/2026 106.2942 72,096.61 74,519.06 73,553.10 76,634.50UMBS MORTPASS 4.5% 03/41 3138A87K6 4.5000 3/1/2041 111.8889 749,309.44 810,424.96 794,452.66 838,393.99UMBS MORTPASS 7% 03/39 3138ELYN7 7.0000 3/1/2039 119.6633 23,604.42 26,195.97 25,810.17 28,245.83FNMA MORTPASS 2.88% 11/27 3138LLFS9 2.8800 11/1/2027 109.5843 940,111.00 943,930.20 942,464.34 1,030,213.91FNMA MORTPASS 3.75% 06/30 3138LNPR6 3.7500 6/1/2030 116.8438 100,000.00 101,292.97 100,952.47 116,843.77FNMA MORTPASS 2.78% 03/27 3138L9BK7 2.7800 3/1/2027 108.3205 262,864.05 268,203.45 265,348.65 284,735.64UMBS MORTPASS 3% 04/43 3138MKQH2 3.0000 4/1/2043 108.5775 14,070.26 13,775.77 13,812.12 15,277.13UMBS MORTPASS 3% 01/43 3138MN5G1 3.0000 1/1/2043 108.5746 11,650.36 11,389.85 11,422.29 12,649.33UMBS MORTPASS 3% 12/42 3138MQTN3 3.0000 12/1/2042 108.5761 9,596.48 9,378.93 9,406.43 10,419.48UMBS MORTPASS 2.5% 01/43 3138MRK67 2.5000 1/1/2043 104.8550 315,310.91 293,534.73 299,373.21 330,619.33UMBS MORTPASS 3% 01/43 3138MRK75 3.0000 1/1/2043 108.5755 24,824.89 24,263.10 24,334.04 26,953.76UMBS MORTPASS 4% 03/44 3138WBG58 4.0000 3/1/2044 109.5447 898,395.95 945,092.89 933,954.85 984,144.73UMBS MORTPASS 2.5% 10/31 3138WJD88 2.5000 10/1/2031 105.0180 74,898.46 75,858.13 75,559.53 78,656.84UMBS MORTPASS 3% 04/43 3138WMWQ0 3.0000 4/1/2043 108.5793 29,918.37 29,250.88 29,334.33 32,485.16UMBS MORTPASS 3% 04/43 3138WN5M7 3.0000 4/1/2043 108.5797 25,423.83 24,845.42 24,916.89 27,605.12UMBS MORTPASS 2.5% 01/31 3140EVGE1 2.5000 1/1/2031 104.9588 21,943.78 22,224.93 22,132.69 23,031.93UMBS MORTPASS 2.5% 12/31 3140FDGH3 2.5000 12/1/2031 105.0120 188,435.55 190,849.88 190,105.64 197,879.85UMBS MORTPASS 3.5% 12/46 3140FLNT1 3.5000 12/1/2046 106.2073 54,607.32 54,144.44 54,194.73 57,996.95UMBS MORTPASS 4.5% 07/47 3140FPFS3 4.5000 7/1/2047 109.1342 308,614.42 321,802.86 320,406.60 336,803.90UMBS MORTPASS 3.5% 01/47 3140FQJ65 3.5000 1/1/2047 106.5878 346,948.67 344,007.73 344,332.07 369,804.99UMBS MORTPASS 3.5% 03/48 3140HAP95 3.5000 3/1/2048 106.2823 37,070.19 36,755.96 36,789.32 39,399.04UMBS MORTPASS 3.5% 05/48 3140HJQC8 3.5000 5/1/2048 105.7234 5,801.43 5,752.26 5,757.38 6,133.47UMBS MORTPASS 3.5% 01/48 3140H1FV7 3.5000 1/1/2048 106.0106 48,905.41 48,490.86 48,535.11 51,844.91UMBS MORTPASS 3.5% 12/47 3140H5LJ8 3.5000 12/1/2047 105.8302 13,590.69 13,475.49 13,487.94 14,383.05UMBS MORTPASS 3.5% 04/48 3140H8QX6 3.5000 4/1/2048 106.1820 281,862.81 279,473.57 279,725.48 299,287.70UMBS MORTPASS 3.5% 11/47 3140Q8KD6 3.5000 11/1/2047 106.4463 172,121.21 170,668.94 170,824.96 183,216.68UMBS MORTPASS 5% 02/36 31403C6L0 5.0000 2/1/2036 114.0539 117,112.19 112,994.95 114,956.15 133,571.00UMBS MORTPASS 6% 01/38 31410GWV1 6.0000 1/1/2038 121.0584 105,267.20 115,872.87 114,201.73 127,434.75UMBS MORTPASS 6% 01/38 31410GWW9 6.0000 1/1/2038 118.7885 66,035.14 73,979.17 72,727.36 78,442.17UMBS MORTPASS 6% 03/38 31410G4C4 6.0000 3/1/2038 123.0213 117,843.80 132,364.52 130,095.35 144,972.94UMBS MORTPASS 6% 10/36 31410QCW9 6.0000 10/1/2036 112.8811 20,190.49 20,304.07 20,249.12 22,791.24UMBS MORTPASS 6% 09/36 31410RVR7 6.0000 9/1/2036 112.2652 5,823.62 5,832.72 5,829.52 6,537.90UMBS MORTPASS 5.5% 05/37 31410WKW7 5.5000 5/1/2037 116.4004 3,661.37 3,507.47 3,578.33 4,261.85UMBS MORTPASS 6% 09/36 31410XBB1 6.0000 9/1/2036 112.3210 2,003.98 2,007.11 2,006.34 2,250.89UMBS MORTPASS 5.5% 04/37 31411RMG0 5.5000 4/1/2037 111.4924 9,929.82 9,512.48 9,706.18 11,070.99UMBS MORTPASS 5.5% 07/37 31412LQV5 5.5000 7/1/2037 112.9284 18,057.70 17,298.72 17,646.83 20,392.27UMBS MORTPASS 5.5% 05/37 31412YEC2 5.5000 5/1/2037 115.4317 6,782.59 6,497.51 6,628.85 7,829.26UMBS MORTPASS 6% 04/33 31415P4K1 6.0000 4/1/2033 118.7980 4,483.13 4,939.77 4,844.03 5,325.87

Page 7 of 12




UMBS MORTPASS 5.5% 09/39 31417MT45 5.5000 9/1/2039 116.5594 632,893.76 701,328.56 691,396.84 737,696.85UMBS MORTPASS 4% 03/46 31418BZY5 4.0000 3/1/2046 109.0124 123,403.14 132,099.23 130,574.05 134,524.77UMBS MORTPASS 4% 04/46 31418B3D6 4.0000 4/1/2046 109.0230 292,125.31 312,847.93 309,224.08 318,483.67UMBS MORTPASS 3.5% 07/47 31418CMF8 3.5000 7/1/2047 106.3535 37,282.51 36,966.47 37,000.67 39,651.26UMBS MORTPASS 3% 01/50 31418DKT8 3.0000 1/1/2050 104.6112 1,361,844.50 1,394,028.72 1,392,387.49 1,424,641.83UMBS MORTPASS 3% 02/50 31418DLT7 3.0000 2/1/2050 104.5821 1,337,841.60 1,369,772.11 1,368,155.68 1,399,143.11UMBS MORTPASS 3.5% 02/50 31418DLV2 3.5000 2/1/2050 105.6434 1,756,536.43 1,821,377.33 1,818,094.56 1,855,665.11UMBS MORTPASS 5% 07/40 31418U4R2 5.0000 7/1/2040 114.5635 161,925.55 175,073.90 173,238.52 185,507.61

11,213,020.34 11,588,208.84 11,533,528.68 12,133,856.33 Government Bond

EQUINOR ASA 3.125% 04/30 29446MAF9 3.1250 4/6/2030 109.7305 865,000.00 858,166.50 859,135.16 949,169.14EQUINOR ASA 1.75% 01/26 29446MAJ1 1.7500 1/22/2026 102.9433 3,480,000.00 3,532,397.85 3,530,072.48 3,582,427.08

4,345,000.00 4,390,564.35 4,389,207.64 4,531,596.22 GNMA1 (15 Day Lag)

GNMA I MORTPASS 4% 08/41 3620AY7J9 4.0000 8/15/2041 110.9243 496,076.56 535,743.30 523,324.40 550,269.63GNMA I MORTPASS 6% 08/34 36241KBZ0 6.0000 8/15/2034 118.8393 78,670.81 81,393.56 79,893.17 93,491.82GNMA I MORTPASS 7% 11/32 36241KJL3 7.0000 11/15/2032 118.8896 33,507.94 34,962.14 34,137.07 39,837.47GNMA I MORTPASS 7% 06/32 36241KJP4 7.0000 6/15/2032 111.4780 2,652.20 2,767.21 2,701.03 2,956.62GNMA I MORTPASS 7% 05/33 36241KJQ2 7.0000 5/15/2033 115.8062 2,744.18 2,863.40 2,797.65 3,177.93GNMA I MORTPASS 7% 01/33 36241KJT6 7.0000 1/15/2033 116.2575 6,334.86 6,611.78 6,460.43 7,364.75GNMA I MORTPASS 7% 11/33 36241KJ66 7.0000 11/15/2033 116.1295 9,081.33 9,401.66 9,227.22 10,546.10

629,067.88 673,743.05 658,540.97 707,644.32 GNMA1 (20 Day Lag)

TBA GNMA2 SINGLE 2% 21H0206A8 2.0000 10/15/2051 101.8984 3,550,000.00 3,619,474.61 3,619,474.61 3,617,394.55TBA GNMA2 SINGLE 2% 09/51 21H020691 2.0000 9/15/2051 102.0742 3,550,000.00 3,617,394.53 3,617,394.53 3,623,634.77TBA GNMA2 SINGLE 2.5% 21H0226A4 2.5000 10/15/2051 103.5117 6,100,000.00 6,313,500.00 6,313,500.00 6,314,214.86TBA GNMA2 SINGLE 2.5% 21H022697 2.5000 9/15/2051 103.7031 6,100,000.00 6,315,406.25 6,315,406.25 6,325,890.63TBA GNMA2 3.5% 12/49 21H032696 3.5000 9/15/2051 105.2422 9,000,000.00 9,452,584.38 9,452,584.38 9,471,796.83TBA GNMA2 SINGLE 4% 12/49 21H040699 4.0000 9/15/2051 105.8750 600,000.00 635,906.25 635,906.25 635,250.00TBA GNMA2 4.5% 12/49 21H042695 4.5000 9/15/2051 106.5625 2,400,000.00 2,554,340.63 2,554,340.63 2,557,500.00GNMA II MORTPASS 4% 07/45 36179RJF7 4.0000 7/20/2045 108.7846 243,684.11 251,679.38 250,771.84 265,090.69GNMA II MORTPASS 4% 10/45 36179RQ36 4.0000 10/20/2045 108.8545 306,600.55 316,663.18 315,531.96 333,748.51GNMA II MORTPASS 4% 07/47 36179TCY9 4.0000 7/20/2047 106.9819 254,217.89 261,704.62 260,913.62 271,967.09GNMA II MORTPASS 3% 01/48 36179TQN8 3.0000 1/20/2048 105.3142 32,487.49 31,371.99 31,490.82 34,213.95GNMA II MORTPASS 3% 02/48 36179TSF3 3.0000 2/20/2048 104.8097 980,871.01 947,191.88 950,766.00 1,028,048.09

33,117,861.05 34,317,217.70 34,318,080.89 34,478,749.97 Municipal Bond

CHICAGO ILL 4.864% 12/22 167486RW1 4.8640 12/1/2022 104.7850 210,000.00 219,901.50 212,254.92 220,048.50210,000.00 219,901.50 212,254.92 220,048.50



TBA UMBS SINGLE FAMILY 2% 01F020497 2.0000 9/25/2036 103.4752 8,200,000.00 8,479,632.81 8,479,632.81 8,484,965.17

Page 8 of 12




TBA UMBS SINGLE 2% 10/51 01F0206A2 2.0000 10/25/2051 101.1759 40,380,000.00 40,733,325.00 40,733,325.00 40,854,834.88TBA FNMA SINGLE 2% 01/46 01F020695 2.0000 9/25/2051 101.3711 81,990,000.00 83,244,710.26 83,244,710.26 83,114,159.97TBA UMBS SINGLE 2.5% 01F022493 2.5000 9/25/2036 104.5715 8,500,000.00 8,894,785.16 8,894,785.16 8,888,576.40TBA UMBS SINGLE 2.5% 01F0226A8 2.5000 10/25/2051 103.6642 13,750,000.00 14,245,214.84 14,245,214.84 14,253,827.09TBA UMBS SINGLE 2.5% 01F022691 2.5000 9/25/2051 103.8594 13,750,000.00 14,267,744.14 14,267,744.14 14,280,664.06TBA UMBS SINGLE FAMILY 3% 01F030496 3.0000 9/25/2036 105.4258 4,300,000.00 4,526,341.41 4,526,341.41 4,533,308.58TBA UMBS SINGLE 3% 10/49 01F0306A1 3.0000 10/25/2050 104.5547 2,405,000.00 2,513,600.78 2,513,600.78 2,514,540.25TBA UMBS SINGLE FAMILY 3% 01F030694 3.0000 9/25/2051 104.6055 4,895,000.00 5,112,755.87 5,112,755.87 5,120,437.71TBA UMBS SINGLE 3.5% 01F032690 3.5000 9/25/2051 105.7891 4,300,000.00 4,553,968.75 4,553,968.75 4,548,929.67TBA UMBS SINGLE FAMILY 4% 01F040693 4.0000 9/25/2050 107.1440 3,300,000.00 3,535,898.44 3,535,898.44 3,535,750.68TBA UMBS SINGLE 4.5% 01F042699 4.5000 9/25/2050 108.1481 2,400,000.00 2,592,961.92 2,592,961.92 2,595,553.30ALLY AUTO 3.12% 07/23 02007JAD9 3.1200 7/17/2023 100.8708 460,000.00 459,917.61 459,969.22 464,005.73AMERICREDIT 0.66% 12/24 03066EAD6 0.6600 12/18/2024 100.3353 150,000.00 149,974.71 149,981.94 150,502.94AMERICREDIT 3.38% 07/23 03066MAD8 3.3800 7/18/2023 100.3856 84,689.13 84,683.93 84,686.99 85,015.65BANK 4.272% 11/61 06036FAZ4 4.2720 11/15/2061 106.1059 900,000.00 926,970.21 925,215.81 954,953.19BENCHMARK 3.614% 03/62 08162VAB4 3.6140 3/15/2062 105.9425 865,000.00 890,923.12 889,446.37 916,402.80COMM 3.759% 08/48 12593PAW2 3.7590 8/10/2048 109.9214 1,676,000.00 1,872,144.06 1,865,697.64 1,842,282.66COMM 3.373% 10/48 12593QBC3 3.3730 10/10/2048 104.9550 906,868.13 963,972.48 962,550.56 951,803.45CSAIL 2.98551% 06/50 12595BAB7 2.9855 6/15/2050 100.9048 351,722.73 362,274.31 360,936.00 354,904.98CNH EQUIPMENT 3.37% 05/24 12596EAD6 3.3700 5/15/2024 102.8532 505,000.00 504,959.95 504,981.53 519,408.61CNH EQUIPMENT 3.01% 04/24 12596JAC7 3.0100 4/15/2024 101.2728 219,049.41 219,001.28 219,025.43 221,837.43COMM 3.288% 12/44 126192AD5 3.2880 12/10/2044 100.1589 333,491.34 332,826.96 332,899.60 334,021.42COMM 3.391% 05/45 12624BAC0 3.3910 5/15/2045 100.9570 537,375.85 561,599.75 557,671.06 542,518.75COMM 2.822% 10/45 12624PAE5 2.8220 10/15/2045 101.4881 1,100,114.99 1,121,472.69 1,119,855.41 1,116,486.02COMM 2014-CR14 VAR 02/47 12630DAY0 4.2360 2/10/2047 107.5121 520,000.00 536,554.69 534,967.23 559,062.71CSAIL 3.2241% 06/57 12634NAU2 3.2241 6/15/2057 103.9573 505,316.18 503,065.95 503,236.18 525,313.06CSAIL 2.9599% 01/49 12636MAF5 2.9599 1/15/2049 104.6280 944,818.91 964,453.44 963,001.96 988,544.94CSAIL 3.8184% 04/51 12652UAR0 3.8184 4/15/2051 103.6944 649,000.00 668,469.35 666,461.68 672,976.53CARMAX AUTO 3.13% 06/23 14313FAD1 3.1300 6/15/2023 100.7127 161,379.75 161,357.76 161,371.81 162,529.86CARMAX AUTO 2.22% 11/22 14314WAE1 2.2200 11/15/2022 100.0726 94,135.06 94,105.92 94,128.38 94,203.37CARMAX AUTO 3.36% 09/23 14315EAC4 3.3600 9/15/2023 101.1850 167,254.98 167,253.44 167,253.44 169,237.02CARMAX AUTO 0.62% 03/25 14315FAD9 0.6200 3/17/2025 100.3915 635,000.00 634,891.16 634,916.00 637,485.90CARMAX AUTO 3.05% 03/24 14315NAC4 3.0500 3/15/2024 101.2828 440,887.41 440,837.53 440,862.03 446,543.33CITIGROUP VAR 09/46 17321JAD6 4.3710 9/10/2046 107.0024 1,270,000.00 1,391,741.41 1,387,250.91 1,358,930.86CITIGROUP 3.622% 07/47 17322VAT3 3.6220 7/10/2047 107.4787 1,900,000.00 2,039,679.69 2,031,650.25 2,042,094.92CITIGROUP 3.616% 02/49 17324TAE9 3.6160 2/10/2049 109.8638 1,630,000.00 1,810,382.42 1,803,810.56 1,790,779.45COMM 2.941% 01/46 20048EAY7 2.9410 1/10/2046 102.2682 666,808.90 681,239.06 680,236.81 681,933.73DBGS 2018-C1 4.358% 10/51 23307DAX1 4.3580 10/15/2051 105.6525 1,050,000.00 1,131,867.19 1,127,794.87 1,109,350.94FNMA REMICS 7% 07/42 3136ABDT7 7.0000 7/25/2042 121.8249 20,119.11 22,797.47 22,455.50 24,510.10FNMA REMICS 1.75% 01/40 3136ACRN3 1.7500 1/25/2040 101.0717 353,102.89 352,302.88 352,364.14 356,886.95FNMA REMICS 2% 06/43 3136AMMM8 2.0000 6/25/2043 102.2558 420,570.46 422,903.32 422,751.96 430,057.52FNMA REMICS 3% 01/46 3136ASMM5 3.0000 1/25/2046 107.8723 81,626.43 79,458.23 79,671.80 88,052.27FNMA REMICS 3.5% 07/44 3136AWCM7 3.5000 7/25/2044 103.7935 189,774.40 188,914.46 189,004.84 196,973.51FNMA REMICS 3.5% 04/53 3136AWNN3 3.5000 4/25/2053 102.5814 223,625.14 229,774.83 229,429.21 229,397.80

Page 9 of 12




FNMA REMICS 3% 05/47 3136AWTK3 3.0000 5/25/2047 103.0127 96,742.68 92,449.64 92,869.40 99,657.22FNMA REMICS 4% 07/53 3136AXJT3 4.0000 7/25/2053 103.7273 222,911.69 232,203.32 231,704.32 231,220.23FNMA REMICS 3.5% 04/53 3136AYMB6 3.5000 4/25/2053 102.7270 180,320.27 185,532.67 185,240.14 185,237.66FNMA REMICS 3.5% 05/42 3136A6AN4 3.5000 5/25/2042 107.5774 77,563.23 78,566.09 78,430.18 83,440.53FNMA REMICS 2.5% 12/41 3136A6Y57 2.5000 12/25/2041 103.0990 162,697.31 157,841.79 158,522.97 167,739.33FNMA REMICS 7% 10/42 3136A9EA2 7.0000 10/25/2042 120.9877 7,402.71 8,458.57 8,325.31 8,956.37FNMA REMICS 3% 12/54 3136B0AP1 3.0000 12/25/2054 104.4994 277,697.13 272,273.34 272,720.85 290,191.86FNMA REMICS 3.5% 05/56 3136B1PJ7 3.5000 5/25/2056 104.6303 153,741.95 155,591.67 155,470.46 160,860.66FNMA REMICS 3.5% 03/45 3136B1R48 3.5000 3/25/2045 101.3776 53,028.84 53,144.85 53,130.90 53,759.37FNMA REMICS 3.5% 07/54 3136B27F3 3.5000 7/25/2054 104.2901 313,721.24 307,574.98 308,053.58 327,180.04FNMA REMICS 3.5% 12/47 3136B3BA7 3.5000 12/25/2047 103.7820 152,628.51 151,084.34 151,235.10 158,400.92FNMA REMICS 3.5% 10/56 3136B3BD1 3.5000 10/25/2056 105.5201 209,051.58 208,202.31 208,265.48 220,591.52FNMA REMICS 3.5% 02/48 3136B3JN1 3.5000 2/25/2048 104.6425 74,682.47 74,355.73 74,387.43 78,149.63FNMA REMICS 3.5% 03/49 3136B3Z94 3.5000 3/25/2049 107.5598 266,014.56 267,926.53 267,768.10 286,124.70FNMA REMICS 3.5% 11/57 3136B32G4 3.5000 11/25/2057 106.5681 250,444.72 252,870.90 252,716.49 266,894.28FNMA REMICS 3.5% 05/53 3136B36J4 3.5000 5/25/2053 105.3374 323,535.77 328,034.90 327,718.71 340,804.17FNMA REMICS 3.5% 11/57 3136B4EJ3 3.5000 11/25/2057 107.2481 294,561.88 298,750.18 298,476.22 315,912.11FNMA REMICS 3.5% 04/49 3136B4FP8 3.5000 4/25/2049 108.8623 309,120.20 314,131.33 313,731.90 336,515.42FNMA REMICS 3% 08/49 3136B5PK5 3.0000 8/25/2049 105.0378 328,220.67 331,708.01 331,464.56 344,755.74FNMA REMICS 2.5% 03/53 3136B5TS4 2.5000 3/25/2053 103.1294 323,359.74 321,945.05 322,031.99 333,478.96FNMA REMICS 3.5% 08/58 3136B8NW5 3.5000 8/25/2058 107.8127 1,217,515.24 1,275,727.70 1,273,407.84 1,312,636.54FHLMC REMICS 1.5% 10/42 3137AUXZ7 1.5000 10/15/2042 100.3049 332,820.50 330,298.36 330,466.74 333,835.27FHLMC REMICS 2.5% 12/42 3137FRK75 2.5000 12/15/2042 104.9812 595,645.18 617,144.25 615,781.13 625,315.52FIRST NATIONAL FLT 10/24 32113CBS8 0.5555 10/15/2024 100.0457 510,000.00 510,000.00 510,000.00 510,233.17FORD CREDIT 2.23% 09/24 34528QHA5 2.2300 9/15/2024 102.0676 1,215,000.00 1,214,944.23 1,214,965.68 1,240,120.85SEASONED CREDIT 3% 02/59 35563PML0 3.0000 2/25/2059 104.7355 527,522.88 539,084.12 538,566.12 552,503.67GS MORTGAGE VAR 07/46 36198EAE5 4.1846 7/10/2046 105.5570 855,000.00 904,930.66 900,732.34 902,512.01GS MORTGAGE 3.218% 03/50 36252HAB7 3.2180 3/10/2050 100.1085 15,694.13 16,164.43 16,100.78 15,711.16GS MORTGAGE 3.801% 01/47 36252RAJ8 3.8010 1/10/2047 103.9904 413,407.31 420,012.14 419,320.60 429,903.71GS MORTGAGE 3.872% 02/52 36252SAT4 3.8720 2/10/2052 106.0037 335,000.00 345,044.31 344,271.58 355,112.50GM FINANCIAL 2.97% 11/23 36256XAD4 2.9700 11/16/2023 100.9576 149,691.79 149,675.22 149,684.06 151,125.30GM FINANCIAL 0.58% 01/26 362590AD3 0.5800 1/16/2026 100.4380 395,000.00 394,995.81 394,995.81 396,730.06GNMA 2005-74 7.5% 09/35 38374L5X5 7.5000 9/16/2035 106.1289 1,250.63 1,332.71 1,289.92 1,327.28GNMA 2013-37 LG 2% 01/42 38378JNS7 2.0000 1/20/2042 102.0117 175,665.39 163,917.78 165,350.16 179,199.20HONDA AUTO 3.16% 01/23 43815AAC6 3.1600 1/17/2023 100.7321 208,858.16 208,826.93 208,847.46 210,387.13HYUNDAI AUTO 3.2% 12/22 44933AAC1 3.2000 12/15/2022 100.4303 53,215.74 53,215.10 53,215.10 53,444.72HYUNDAI AUTO 0.62% 12/25 44933FAD8 0.6200 12/15/2025 100.6081 545,000.00 544,906.21 544,926.91 548,314.31JPMCC 3.2397% 03/50 46647TAP3 3.2397 3/15/2050 100.6823 238,064.39 245,205.84 244,243.67 239,688.66MORGAN 3.089% 06/50 61691JAR5 3.0890 6/15/2050 104.8322 397,297.41 409,214.15 407,676.38 416,495.73MORGAN 2.729% 09/49 61766NAY1 2.7290 9/15/2049 104.3721 1,023,208.19 1,081,842.82 1,080,325.57 1,067,943.57SANTANDER 0.67% 04/24 80285RAD0 0.6700 4/15/2024 100.0663 158,410.04 158,391.80 158,397.83 158,515.10SANTANDER 0.48% 07/24 80286WAD8 0.4800 7/15/2024 100.1002 340,000.00 339,949.99 339,961.47 340,340.78SANTANDER 2.07% 01/23 80287AAB9 2.0700 1/17/2023 100.0000 0.01 0.01 0.01 0.01SOUTH CAROLINA FLT 05/30 83715RAE2 0.8458 5/1/2030 100.1452 135,800.13 136,412.90 136,252.88 135,997.33

Page 10 of 12




TOYOTA AUTO 3.3% 02/24 89231PAE8 3.3000 2/15/2024 102.5802 325,000.00 324,933.83 324,968.60 333,385.65UBS COMMERCIAL 3.4% 05/45 90269GAC5 3.4000 5/10/2045 100.4199 141,236.39 147,680.31 146,638.13 141,829.48UBS-BARCLAY 3.1847% 03/46 90270YBF5 3.1847 3/10/2046 102.7739 1,000,000.00 992,617.19 993,417.34 1,027,739.10UBS 3.44% 04/52 90276YAB9 3.4400 4/15/2052 105.5415 620,000.00 638,598.51 637,229.45 654,357.49UBS 4.2569% 12/51 90278KAX9 4.2569 12/15/2051 106.4732 1,160,000.00 1,194,796.06 1,191,893.02 1,235,089.47UBS 4.2076% 10/51 90353KAV1 4.2076 10/15/2051 105.3841 409,149.19 421,421.86 420,346.21 431,178.03VOLKSWAGEN 3.15% 07/24 92868LAE1 3.1500 7/22/2024 100.9019 335,000.00 334,996.28 334,996.28 338,021.30VOLKSWAGEN 3.25% 04/23 92869BAD4 3.2500 4/20/2023 100.7551 155,078.37 155,071.86 155,076.10 156,249.35WFRBS 3.66% 03/47 92938VAN5 3.6600 3/15/2047 99.5789 534,636.81 560,366.20 556,444.90 532,385.19WELLS FARGO 2.874% 05/48 94989HAM2 2.8740 5/15/2048 104.2680 1,089,000.00 1,132,219.69 1,129,812.01 1,135,478.19WELLS FARGO 3.148% 05/48 94989HAQ3 3.1480 5/15/2048 107.0455 1,015,000.00 1,073,838.28 1,070,555.08 1,086,511.32WELLS FARGO 2.934% 05/48 94989HAT7 2.9340 5/15/2048 102.8042 825,106.43 842,124.25 841,001.12 848,244.39WELLS FARGO 2.749% 03/50 95000TBP0 2.7490 3/15/2050 100.6797 577,063.28 582,818.33 582,052.89 580,985.46WORLD OMNI 1.95% 02/23 98161TAD7 1.9500 2/15/2023 100.1975 18,706.19 18,701.36 18,704.74 18,743.13

230,304,222.14 236,247,778.32 236,170,656.50 236,732,018.01 T-Note

UNITED STATES 0.5% 10/27 91282CAU5 0.5000 10/31/2027 97.1875 7,085,000.00 7,025,620.44 7,032,177.15 6,885,734.38UNITED 0.75% 01/28 91282CBJ9 0.7500 1/31/2028 98.4023 6,170,000.00 6,086,529.30 6,092,671.26 6,071,424.62UNITED STATES 0.5% 02/26 91282CBQ3 0.5000 2/28/2026 99.0938 15,230,000.00 15,050,928.52 15,069,247.04 15,091,978.13UNITED 1.25% 03/28 91282CBS9 1.2500 3/31/2028 101.4141 55,745,000.00 55,845,166.80 55,842,331.80 56,533,268.86UNITED 0.75% 04/26 91282CBW0 0.7500 4/30/2026 100.0781 9,125,000.00 9,081,870.12 9,084,799.00 9,132,128.91UNITED 1.625% 05/31 91282CCB5 1.6250 5/15/2031 103.1094 7,682,000.00 7,900,552.18 7,898,998.22 7,920,862.19UNITED 1.25% 05/28 91282CCE9 1.2500 5/31/2028 101.3125 2,890,000.00 2,891,636.91 2,891,589.28 2,927,931.25UNITED 1.25% 06/28 91282CCH2 1.2500 6/30/2028 101.2344 23,215,000.00 23,250,366.60 23,249,495.31 23,501,560.16UNITED 0.625% 07/26 91282CCP4 0.6250 7/31/2026 99.3125 10,735,000.00 10,698,098.44 10,698,765.04 10,661,196.88UNITED 1.125% 08/28 91282CCV1 1.1250 8/31/2028 100.2656 10,845,000.00 10,872,959.77 10,872,948.84 10,873,807.03UNITED 2.75% 02/24 912828B66 2.7500 2/15/2024 106.0039 4,210,000.00 4,242,726.17 4,223,307.00 4,462,764.44UNITED STATES 2% 02/25 912828J27 2.0000 2/15/2025 105.1133 11,940,000.00 12,872,346.09 12,612,119.85 12,550,525.75UNITED 1.75% 03/22 912828J76 1.7500 3/31/2022 100.9805 5,661,000.00 5,660,557.74 5,660,946.20 5,716,504.35UNITED 1.75% 09/22 912828L57 1.7500 9/30/2022 101.7695 6,599,000.00 6,485,752.40 6,573,648.30 6,715,771.35UNITED 2.25% 11/25 912828M56 2.2500 11/15/2025 106.6367 18,485,000.00 19,146,931.03 19,146,246.66 19,711,797.51UNITED STATES 1.5% 02/23 912828P79 1.5000 2/28/2023 102.0313 55,733,000.00 56,415,300.27 56,560,098.92 56,865,076.56UNITED STATES 2% 12/21 912828U81 2.0000 12/31/2021 100.6420 5,457,000.00 5,491,506.64 5,459,315.33 5,492,034.10UNITED 2.25% 12/23 912828V23 2.2500 12/31/2023 104.5898 8,300,000.00 8,412,503.91 8,357,157.41 8,680,957.05UNITED 2.125% 02/24 912828W48 2.1250 2/29/2024 104.5508 5,294,000.00 5,145,416.80 5,223,884.88 5,534,918.35UNITED 1.875% 02/22 912828W55 1.8750 2/28/2022 100.9063 3,477,000.00 3,468,433.60 3,476,023.50 3,508,510.31UNITED 2.125% 03/24 912828W71 2.1250 3/31/2024 104.6445 930,000.00 926,403.51 928,619.52 973,194.14UNITED 2.125% 05/25 912828XB1 2.1250 5/15/2025 105.7148 11,530,000.00 12,455,102.34 12,284,366.58 12,188,921.51UNITED 2.75% 06/25 912828XZ8 2.7500 6/30/2025 108.1992 7,760,000.00 8,703,021.88 8,469,548.88 8,396,259.39UNITED 1.875% 04/22 912828X47 1.8750 4/30/2022 101.1992 9,761,000.00 9,821,475.16 9,769,518.34 9,878,055.77UNITED 1.25% 08/24 912828YE4 1.2500 8/31/2024 102.5273 4,600,000.00 4,783,101.56 4,728,032.24 4,716,257.82UNITED 1.625% 11/26 912828YU8 1.6250 11/30/2026 104.1523 17,500,000.00 17,778,815.51 17,714,971.77 18,226,660.20UNITED 0.75% 07/28 912828Y38 0.8010 7/15/2028 125.5077 155,000.00 185,627.60 182,733.43 194,536.96UNITED 0.125% 07/30 912828ZZ6 0.1307 7/15/2030 118.6451 1,770,000.00 2,021,339.71 2,006,042.72 2,100,017.69

Page 11 of 12




UNITED 2.25% 12/24 9128283P3 2.2500 12/31/2024 105.8711 8,995,000.00 9,777,846.10 9,593,455.52 9,523,104.91UNITED 2.875% 05/25 9128284R8 2.8750 5/31/2025 108.5195 6,675,000.00 7,530,755.86 7,339,512.84 7,243,678.69UNITED 2.75% 08/25 9128284Z0 2.7500 8/31/2025 108.4297 3,905,000.00 4,158,672.46 4,078,796.62 4,234,179.32UNITED STATES 3% 10/25 9128285J5 3.0000 10/31/2025 109.6992 10,525,000.00 12,010,833.98 11,684,543.90 11,545,842.80UNITED STATES 2.5% 01/24 9128285Z9 2.5000 1/31/2024 105.3086 36,585,000.00 38,272,768.95 37,603,899.63 38,527,149.11

394,569,000.00 404,470,968.35 402,409,812.98 406,586,610.49 T-Bond

UNITED 6.875% 08/25 912810EV6 6.8750 8/15/2025 124.5625 5,300,000.00 6,998,691.41 6,678,039.89 6,601,812.50UNITED 0.875% 02/47 912810RW0 0.9805 2/15/2047 147.9979 1,665,000.00 2,243,620.66 2,236,992.02 2,464,165.18UNITED STATES 1% 02/49 912810SG4 1.0749 2/15/2049 148.3978 325,000.00 452,491.53 451,444.90 482,292.96

7,290,000.00 9,694,803.60 9,366,476.81 9,548,270.64 Totals $1,248,860,446.99 $1,280,197,535.97 $1,276,267,570.52 $1,289,648,778.47

Page 12 of 12

Account: 3015465200 VA GENERAL/INCOM RES& MGT Created: 7-Sep-2021 09:25:13 AM [EDT]



Corporate BondAT&T INC 4.125% 02/26 00206RCT7 4.1250 2/17/2026 111.9570 1,200,000.00 1,294,634.00 1,295,578.46 1,343,483.76AT&T INC NOTES FLT 06/24 00206RGD8 1.2990 6/12/2024 102.6094 2,250,000.00 2,250,000.00 2,250,000.00 2,308,710.40AT&T INC 2.3% 06/27 00206RJX1 2.3000 6/1/2027 104.3160 580,000.00 599,424.20 599,424.20 605,032.80AT&T INC 1.7% 03/26 00206RML3 1.7000 3/25/2026 101.3152 3,050,000.00 3,044,906.50 3,045,367.98 3,090,112.56COMCAST 9.455% 11/22 00209TAB1 9.4550 11/15/2022 111.0451 2,640,000.00 3,704,848.80 3,704,848.80 2,931,590.27ALEXANDRIA 4.7% 07/30 015271AN9 4.7000 7/1/2030 119.9823 3,235,000.00 3,922,490.30 3,922,490.30 3,881,427.37AMAZON.COM 5.2% 12/25 023135BN5 5.2000 12/3/2025 117.0634 1,075,000.00 1,181,769.00 1,181,769.00 1,258,431.83AMERICAN 2.7% 03/22 0258M0EG0 2.7000 3/3/2022 101.0415 280,000.00 273,361.20 279,093.24 282,916.17AMERICAN 3.3% 05/27 0258M0EL9 3.3000 5/3/2027 110.7907 4,455,000.00 4,769,594.70 4,773,530.49 4,935,726.80AMERICAN 3.4% 02/24 025816CC1 3.4000 2/22/2024 106.7741 3,480,000.00 3,699,741.80 3,699,741.80 3,715,737.84AMERICAN 0.875% 07/23 02665WDK4 0.8750 7/7/2023 100.8356 1,033,000.00 1,032,669.44 1,032,796.04 1,041,632.16AMERISOURCEBE 3.25% 03/25 03073EAM7 3.2500 3/1/2025 107.0217 300,000.00 284,559.00 291,897.44 321,065.15ANHEUSER-BUSC 4.75% 01/29 035240AQ3 4.7500 1/23/2029 118.8905 2,605,000.00 3,145,257.30 3,145,257.30 3,097,098.31ANHEUSER-BUSC 3.65% 02/26 035242AP1 3.6500 2/1/2026 110.4111 4,136,000.00 4,149,924.02 4,150,471.72 4,566,604.34APPLE INC 2.85% 05/24 037833CU2 2.8500 5/11/2024 0.0000 0.00 0.00 0.00 0.00ARCH 4.011% 12/26 03939CAA1 4.0110 12/15/2026 113.3658 400,000.00 395,196.00 396,997.30 453,463.29ARIZONA 2.95% 09/27 040555CW2 2.9500 9/15/2027 108.3434 450,000.00 423,376.11 432,539.55 487,545.11AUTOMATIC 3.375% 09/25 053015AE3 3.3750 9/15/2025 109.5730 100,000.00 98,965.00 99,417.38 109,573.00AVALONBAY 3.5% 11/24 05348EAU3 3.5000 11/15/2024 107.9353 1,052,000.00 1,061,436.44 1,061,436.44 1,135,479.05AVALONBAY 2.9% 10/26 05348EAY5 2.9000 10/15/2026 107.5835 2,090,000.00 2,159,783.30 2,161,413.26 2,248,496.05AVALONBAY 2.3% 03/30 05348EBG3 2.3000 3/1/2030 102.8646 3,245,000.00 3,301,402.80 3,301,560.32 3,337,954.74BANK OF VAR 12/28 06051GHD4 3.4190 12/20/2028 109.8280 2,755,000.00 2,996,365.55 2,996,365.55 3,025,762.45BANK OF VAR 04/27 06051GHT9 3.5590 4/23/2027 109.6956 4,600,000.00 4,971,816.00 4,971,816.00 5,045,995.35BANK OF VAR 02/26 06051GHY8 2.0150 2/13/2026 102.9861 4,094,000.00 4,087,856.00 4,089,446.40 4,216,250.12BANK OF NEW 2.95% 01/23 06406RAE7 2.9500 1/29/2023 0.0000 0.00 0.00 0.00 0.00BANK OF NEW 1.6% 04/25 06406RAN7 1.6000 4/24/2025 102.8051 4,167,000.00 4,203,653.94 4,203,897.54 4,283,890.27BANK OF NEW 1.05% 10/26 06406RAV9 1.0500 10/15/2026 99.5126 3,960,000.00 3,956,990.40 3,957,048.86 3,940,698.56TRUIST BANK 2.625% 01/22 07330NAQ8 2.6250 1/15/2022 100.7138 1,700,000.00 1,727,489.00 1,727,489.00 1,712,135.01BOSTON 4.5% 12/28 10112RBA1 4.5000 12/1/2028 117.0406 2,240,000.00 2,338,166.40 2,339,661.43 2,621,708.77BP CAPITAL 2.937% 04/23 10373QBH2 2.9370 4/6/2023 104.1049 3,049,000.00 3,087,150.00 3,087,150.00 3,174,158.07CIGNA CORP 3.75% 07/23 125523AF7 3.7500 7/15/2023 105.9092 576,000.00 608,555.52 608,555.52 610,037.25CAPITAL ONE 3.3% 10/24 14040HBT1 3.3000 10/30/2024 107.5441 1,500,000.00 1,563,540.00 1,563,540.00 1,613,161.68CAPITAL ONE 3.9% 01/24 14040HCA1 3.9000 1/29/2024 107.3431 2,300,000.00 2,350,736.00 2,351,403.29 2,468,891.42CATERPILLAR 2.95% 02/22 14913Q2T5 2.9500 2/26/2022 101.3043 1,784,000.00 1,783,143.68 1,783,862.05 1,807,269.00CATERPILLAR 1.9% 09/22 14913Q3A5 1.9000 9/6/2022 0.0000 0.00 0.00 0.00 0.00COMMONSPIRIT 2.95% 11/22 14916RAC8 2.9500 11/1/2022 102.6843 1,698,000.00 1,582,451.10 1,646,349.63 1,743,579.72CENTERPOINT 1.45% 06/26 15189TBA4 1.4500 6/1/2026 100.8480 3,165,000.00 3,161,037.40 3,161,308.36 3,191,837.81CHEVRON 2.355% 12/22 166764AB6 2.3550 12/5/2022 102.1678 575,000.00 549,717.25 549,717.25 587,464.86CINCINNATI 6.92% 05/28 172062AF8 6.9200 5/15/2028 131.7104 1,380,000.00 1,808,517.60 1,808,517.60 1,817,603.74CITIGROUP INC 3.7% 01/26 172967KG5 3.7000 1/12/2026 110.5533 4,200,000.00 4,632,224.46 4,632,224.46 4,643,240.62CITIGROUP INC 3.2% 10/26 172967KY6 3.2000 10/21/2026 108.8861 2,400,000.00 2,552,110.00 2,552,110.00 2,613,266.06CITIGROUP INC VAR 07/28 172967LP4 3.6680 7/24/2028 110.8260 2,720,000.00 2,994,094.40 2,994,094.40 3,014,465.98CITIBANK NA 3.65% 01/24 17325FAS7 3.6500 1/23/2024 107.1985 1,089,000.00 1,087,518.96 1,088,296.43 1,167,391.94

Page 1 of 8




COMCAST CORP 3.95% 10/25 20030NCS8 3.9500 10/15/2025 111.5790 4,440,000.00 4,953,860.40 4,953,860.40 4,954,107.60COMMONWEALTH 2.55% 06/26 202795JH4 2.5500 6/15/2026 106.4569 845,000.00 899,544.75 899,544.75 899,561.07CONNECTICUT 2.05% 07/31 207597EN1 2.0500 7/1/2031 101.3327 2,450,000.00 2,443,385.00 2,443,508.08 2,482,650.56DTE 3.375% 03/25 23338VAC0 3.3750 3/1/2025 107.9311 918,000.00 995,699.52 995,699.52 990,807.89DANAHER CORP 3.35% 09/25 235851AQ5 3.3500 9/15/2025 109.4033 175,000.00 171,913.00 173,266.88 191,455.85DIAGEO 2.875% 05/22 25245BAB3 2.8750 5/11/2022 101.8144 700,000.00 689,591.00 698,138.98 712,700.86TWDC 3.15% 09/25 25468PDF0 3.1500 9/17/2025 108.6847 700,000.00 775,201.00 775,201.00 760,793.03WALT DISNEY 3.35% 03/25 254687FN1 3.3500 3/24/2025 108.4870 1,089,000.00 1,088,401.05 1,088,576.28 1,181,423.28DOMINION 3.3% 03/25 25746UDE6 3.3000 3/15/2025 107.8698 1,250,000.00 1,364,112.50 1,364,112.50 1,348,371.90DUKE ENERGY 2% 08/31 26442UAL8 2.0000 8/15/2031 100.0674 2,860,000.00 2,855,109.40 2,855,138.88 2,861,928.01DUKE ENERGY 3.2% 01/27 26444HAC5 3.2000 1/15/2027 109.7675 1,282,000.00 1,328,587.88 1,328,587.88 1,407,219.75DUKE ENERGY 3.8% 07/28 26444HAE1 3.8000 7/15/2028 113.3706 3,355,000.00 3,782,633.30 3,782,633.30 3,803,583.29EOG 4.375% 04/30 26875PAU5 4.3750 4/15/2030 118.1168 1,015,000.00 1,195,883.15 1,195,883.15 1,198,885.98ERP 4.625% 12/21 26884AAZ6 4.6250 12/15/2021 100.1650 224,000.00 232,187.20 232,187.20 224,369.58ERP 1.85% 08/31 26884ABN2 1.8500 8/1/2031 98.5240 2,560,000.00 2,547,046.40 2,547,145.80 2,522,214.40ECOLAB INC 2.7% 11/26 278865AV2 2.7000 11/1/2026 107.5900 175,000.00 161,731.50 166,776.02 188,282.49EXXON MOBIL 2.61% 10/30 30231GBN1 2.6100 10/15/2030 105.8673 6,778,000.00 6,820,014.70 6,820,014.70 7,175,683.97FEDERAL 1.25% 02/26 313747BB2 1.2500 2/15/2026 99.7318 3,317,000.00 3,344,819.88 3,344,822.39 3,308,102.21FLORIDA 2.85% 04/25 341081FZ5 2.8500 4/1/2025 106.6659 1,120,000.00 1,195,824.00 1,195,824.00 1,194,657.65GILEAD 3.65% 03/26 375558BF9 3.6500 3/1/2026 110.2447 400,000.00 394,916.00 397,019.77 440,978.74GOLDMAN 5.75% 01/22 38141GGS7 5.7500 1/24/2022 102.1811 1,217,000.00 1,418,816.75 1,418,816.75 1,243,544.57GOLDMAN SACHS VAR 05/29 38141GWZ3 4.2230 5/1/2029 114.4902 7,880,000.00 8,784,442.10 8,784,442.10 9,021,824.21HEALTHPEAK 3.25% 07/26 40414LAQ2 3.2500 7/15/2026 108.8358 1,600,000.00 1,694,336.00 1,694,336.00 1,741,373.14HSBC USA INC 3.5% 06/24 40434CAD7 3.5000 6/23/2024 107.8288 572,000.00 629,772.00 629,772.00 616,780.92HOME DEPOT 2.7% 04/30 437076CB6 2.7000 4/15/2030 107.3338 1,016,000.00 1,010,320.56 1,011,132.76 1,090,511.76HONEYWELL 0.483% 08/22 438516CC8 0.4830 8/19/2022 100.0150 460,000.00 460,000.00 460,000.00 460,068.99HONEYWELL 1.75% 09/31 438516CF1 1.7500 9/1/2031 99.2024 3,735,000.00 3,726,073.35 3,726,143.82 3,705,211.28HORMEL FOODS 1.7% 06/28 440452AH3 1.7000 6/3/2028 101.5103 895,000.00 897,398.60 897,398.60 908,516.94HUNTINGTON 3.55% 10/23 44644AAE7 3.5500 10/6/2023 106.2874 1,495,000.00 1,491,711.00 1,493,657.42 1,588,996.17INTERNATIONAL 1.95% 05/30 459200KJ9 1.9500 5/15/2030 100.3321 3,940,000.00 3,922,586.15 3,924,216.58 3,953,083.44JPMORGAN 3.625% 05/24 46625HJX9 3.6250 5/13/2024 108.1831 225,000.00 223,497.00 224,306.90 243,411.88JPMORGAN CHASE VAR 04/24 46647PAP1 3.5590 4/23/2024 104.9854 4,145,000.00 4,321,833.47 4,324,407.73 4,351,644.33JPMORGAN CHASE VAR 07/29 46647PAV8 4.2030 7/23/2029 114.8699 3,880,000.00 4,519,076.10 4,519,076.10 4,456,952.93JPMORGAN CHASE VAR 02/27 46647PBW5 1.0400 2/4/2027 98.7411 624,000.00 624,000.00 624,000.00 616,144.63JPMORGAN CHASE VAR 06/25 46647PCK0 0.9690 6/23/2025 100.2952 2,460,000.00 2,460,000.00 2,460,000.00 2,467,262.36JPMORGAN 2.972% 01/23 48128BAB7 2.9720 1/15/2023 101.0261 300,000.00 292,188.00 297,637.79 303,078.16KEYBANK VAR 06/24 49327M3C6 0.4330 6/14/2024 100.0562 3,120,000.00 3,120,000.00 3,120,000.00 3,121,754.34KILROY 4.375% 10/25 49427RAL6 4.3750 10/1/2025 111.0037 250,000.00 250,347.50 250,347.50 277,509.36LOWE'S COS 4.5% 04/30 548661DU8 4.5000 4/15/2030 118.6898 3,445,000.00 4,154,442.00 4,154,442.00 4,088,862.85MAGELLAN 5% 03/26 559080AK2 5.0000 3/1/2026 114.7979 375,000.00 394,935.00 394,935.00 430,492.09MARSH & 3.75% 03/26 571748AZ5 3.7500 3/14/2026 110.9636 3,302,000.00 3,739,779.16 3,739,779.16 3,664,019.16METLIFE INC 3.6% 11/25 59156RBQ0 3.6000 11/13/2025 110.3435 755,000.00 792,636.75 792,636.75 833,093.75MICROSOFT 3.3% 02/27 594918BY9 3.3000 2/6/2027 111.5124 2,074,000.00 2,058,104.05 2,064,387.52 2,312,766.66MORGAN STANLEY VAR 04/24 61744YAQ1 3.7370 4/24/2024 105.2630 225,000.00 223,650.00 224,386.59 236,841.64

Page 2 of 8




MORGAN STANLEY 4% 07/25 6174468C6 4.0000 7/23/2025 110.9416 25,000.00 24,924.00 24,958.71 27,735.39MORGAN 3.75% 02/23 61746BDJ2 3.7500 2/25/2023 104.9613 2,519,000.00 2,582,398.50 2,582,398.50 2,643,975.58MORGAN 3.875% 01/26 61746BDZ6 3.8750 1/27/2026 111.4977 975,000.00 1,007,210.07 1,007,210.07 1,087,102.92MORGAN STANLEY FLT 10/23 61746BEC6 1.5253 10/24/2023 101.4236 200,000.00 204,576.00 204,576.00 202,847.20MORGAN 3.625% 01/27 61746BEF9 3.6250 1/20/2027 111.2532 2,635,000.00 2,886,680.70 2,889,536.50 2,931,522.66MORGAN 3.7% 10/24 61761JVL0 3.7000 10/23/2024 108.9229 250,000.00 246,812.50 248,410.02 272,307.20NATIONAL 3.6% 12/26 637417AJ5 3.6000 12/15/2026 109.5535 175,000.00 165,662.00 169,158.73 191,718.54NATIONAL 2.85% 01/25 637432ND3 2.8500 1/27/2025 106.1599 6,695,000.00 6,902,583.45 6,911,099.25 7,107,405.77NISOURCE INC 3.49% 05/27 65473QBE2 3.4900 5/15/2027 110.3200 600,000.00 573,726.00 583,109.27 661,919.97NORTHROP 3.25% 01/28 666807BN1 3.2500 1/15/2028 109.2904 725,000.00 681,442.80 695,905.30 792,355.06NSTAR 1.95% 08/31 67021CAR8 1.9500 8/15/2031 99.9848 2,809,000.00 2,792,820.16 2,792,913.19 2,808,574.07ORACLE CORP 3.25% 11/27 68389XBN4 3.2500 11/15/2027 109.0612 2,050,000.00 2,175,433.00 2,178,906.28 2,235,753.86ORACLE CORP 2.95% 11/24 68389XBS3 2.9500 11/15/2024 106.4920 1,500,000.00 1,482,570.00 1,490,251.43 1,597,380.00ORACLE CORP 1.65% 03/26 68389XCC7 1.6500 3/25/2026 101.5880 880,000.00 891,352.00 891,352.00 893,974.44PNC FINANCIAL 3.5% 01/24 693475AV7 3.5000 1/23/2024 106.9031 1,422,000.00 1,418,772.06 1,420,458.14 1,520,162.39PPL ELECTRIC FLT 06/24 69351UAY9 0.3800 6/24/2024 100.0708 2,580,000.00 2,580,000.00 2,580,000.00 2,581,825.63PACCAR 2.65% 04/23 69371RQ74 2.6500 4/6/2023 0.0000 0.00 0.00 0.00 0.00PACIFICORP 3.5% 06/29 695114CU0 3.5000 6/15/2029 111.9954 1,360,000.00 1,509,532.00 1,509,532.00 1,523,137.44PEPSICO INC 2.25% 03/25 713448EQ7 2.2500 3/19/2025 105.2592 2,572,000.00 2,570,173.88 2,570,706.88 2,707,265.85PRUDENTIAL 3.878% 03/28 74432QCC7 3.8780 3/27/2028 114.6426 1,752,000.00 1,899,339.62 1,900,279.42 2,008,538.23PRUDENTIAL 1.5% 03/26 74432QCH6 1.5000 3/10/2026 101.9136 2,200,000.00 2,273,260.00 2,273,260.00 2,242,098.14PUBLIC 3.75% 03/24 74456QBD7 3.7500 3/15/2024 106.6490 1,041,000.00 1,116,144.72 1,116,144.72 1,110,216.18PUBLIC 3.7% 05/28 74456QBU9 3.7000 5/1/2028 113.8299 1,185,000.00 1,326,950.45 1,326,950.45 1,348,884.17PUBLIC 1.9% 08/31 74456QCH7 1.9000 8/15/2031 99.9703 6,804,000.00 6,787,398.24 6,787,464.20 6,801,979.82QUALCOMM INC 1.3% 05/28 747525BN2 1.3000 5/20/2028 98.5835 920,000.00 897,984.40 898,578.04 906,968.32REALTY 3.65% 01/28 756109AU8 3.6500 1/15/2028 112.3372 3,992,000.00 4,310,081.76 4,310,081.76 4,484,499.67RYDER SYSTEM 2.5% 09/24 78355HKN8 2.5000 9/1/2024 104.8255 2,600,000.00 2,642,198.00 2,642,198.00 2,725,462.90SSM HEALTH 3.688% 06/23 784710AB1 3.6880 6/1/2023 104.9022 2,482,000.00 2,384,897.68 2,428,949.33 2,603,671.36SALESFORCE.C 0.625% 07/24 79466LAG9 0.6250 7/15/2024 100.2182 3,120,000.00 3,118,408.80 3,118,537.85 3,126,807.81CHARLES 3.2% 03/27 808513AQ8 3.2000 3/2/2027 109.8103 1,670,000.00 1,781,856.60 1,786,543.60 1,833,832.41CHARLES SCHWAB 2% 03/28 808513BP9 2.0000 3/20/2028 103.0469 1,149,000.00 1,147,058.19 1,147,186.63 1,184,008.61SEATTLE 1.208% 10/27 81257VAA9 1.2080 10/1/2027 98.5146 900,000.00 900,000.00 900,000.00 886,631.63SIMON 2.75% 02/23 828807CN5 2.7500 2/1/2023 102.8712 3,132,000.00 3,085,427.16 3,121,155.67 3,221,926.86SIMON 1.75% 02/28 828807DL8 1.7500 2/1/2028 100.3506 1,510,000.00 1,497,784.10 1,498,128.18 1,515,294.53SOUTHERN 3.25% 07/26 842587CV7 3.2500 7/1/2026 108.4755 350,000.00 328,534.50 337,038.45 379,664.24STANFORD 3.31% 08/30 85434VAB4 3.3100 8/15/2030 111.3403 2,230,000.00 2,230,000.00 2,230,000.00 2,482,889.34STATE STREET VAR 05/23 857477AZ6 2.6530 5/15/2023 101.7026 1,678,000.00 1,678,000.00 1,678,000.00 1,706,569.86STATE STREET 2.2% 03/31 857477BP7 2.2000 3/3/2031 102.0538 4,530,000.00 4,528,593.40 4,528,865.11 4,623,037.55TRUIST BANK 2.75% 05/23 86787EAN7 2.7500 5/1/2023 0.0000 0.00 0.00 0.00 0.00TD 3.625% 04/25 87236YAD0 3.6250 4/1/2025 109.1840 300,000.00 296,841.00 298,321.96 327,551.89TD AMERITRADE 3.3% 04/27 87236YAF5 3.3000 4/1/2027 110.0187 4,186,000.00 4,485,668.04 4,486,292.07 4,605,380.69TEXAS 1.375% 03/25 882508BH6 1.3750 3/12/2025 102.0122 2,779,000.00 2,774,859.29 2,776,093.25 2,834,919.29TEXTRON INC 3% 06/30 883203CB5 3.0000 6/1/2030 106.8596 584,000.00 581,214.32 581,618.57 624,060.34UDR INC 2.1% 06/33 90265EAV2 2.1000 6/15/2033 96.8422 5,726,000.00 5,628,427.92 5,630,433.32 5,545,185.86

Page 3 of 8




US BANCORP 2.95% 07/22 91159JAA4 2.9500 7/15/2022 0.0000 0.00 0.00 0.00 0.00UNITEDHEALTH 3.5% 06/23 91324PDJ8 3.5000 6/15/2023 105.6409 895,000.00 894,552.50 894,840.26 945,486.40UNITEDHEALTH 3.5% 02/24 91324PDM1 3.5000 2/15/2024 107.3069 2,200,000.00 2,194,522.00 2,197,401.70 2,360,751.67VERIZON 3.5% 11/24 92343VCR3 3.5000 11/1/2024 108.0789 275,000.00 265,988.25 270,493.49 297,217.04VERIZON 2.625% 08/26 92343VDD3 2.6250 8/15/2026 106.3939 2,138,000.00 2,023,255.87 2,079,767.44 2,274,701.95VERIZON 1.75% 01/31 92343VFR0 1.7500 1/20/2031 96.8570 2,219,000.00 2,174,567.65 2,175,821.69 2,149,256.12VERIZON 2.1% 03/28 92343VGH1 2.1000 3/22/2028 102.6513 3,785,000.00 3,801,687.50 3,801,737.79 3,885,352.84WALMART INC 2.85% 07/24 931142EL3 2.8500 7/8/2024 0.0000 0.00 0.00 0.00 0.00WELLS FARGO & 3.5% 03/22 94974BFC9 3.5000 3/8/2022 101.6985 72,000.00 71,765.28 71,967.10 73,222.94WELLS FARGO & 3% 04/26 949746RW3 3.0000 4/22/2026 108.2150 5,691,000.00 5,962,672.87 5,964,359.61 6,158,515.65WELLS FARGO & 3% 10/26 949746SH5 3.0000 10/23/2026 108.1186 2,475,000.00 2,627,872.00 2,634,754.33 2,675,934.48WEC ENERGY 3.55% 06/25 976657AL0 3.5500 6/15/2025 108.7272 3,110,000.00 3,391,952.60 3,391,952.60 3,381,414.71

280,903,000.00 293,093,314.57 293,462,384.20 299,151,310.82 FHLMC

FHLMCGLD 5% 11/35 3128DFAR9 5.0000 11/1/2035 114.0694 1,574,688.19 1,666,463.01 1,666,463.01 1,796,236.95FHLMC MORTPASS FLT 04/35 3128JR6Z4 2.3680 4/1/2035 106.5433 432,664.49 455,405.57 455,405.57 460,974.88FHLMCGLD 4.5% 11/39 3128MJMW7 4.5000 11/1/2039 111.7382 136,711.30 146,131.57 146,131.57 152,758.80FHLMCGLD 4% 07/37 3128M9Z96 4.0000 7/1/2037 110.0789 728,238.53 769,543.31 769,543.31 801,636.94FHLMCGLD 4.5% 06/38 3128M93E0 4.5000 6/1/2038 110.6115 578,642.16 624,300.63 624,300.63 640,044.63FHLMC MORTPASS FLT 07/43 31288QEM8 2.1280 7/1/2043 105.3797 2,412,785.89 2,537,915.68 2,537,915.68 2,542,587.40FHLMC MORTPASS FLT 04/45 31288QFT2 2.8770 4/1/2045 103.5339 5,440,100.21 5,671,304.47 5,671,304.47 5,632,349.00FHLMC MORTPASS FLT 08/47 31288QFZ8 2.4800 8/1/2047 103.4719 8,949,898.44 9,358,237.55 9,358,237.55 9,260,632.83FHLMC MORTPASS FLT 09/47 31288QF21 2.6070 9/1/2047 104.3945 3,639,256.71 3,793,977.85 3,793,977.85 3,799,185.34FHLMC MORTPASS FLT 01/49 31288QF54 2.7690 1/1/2049 103.8608 8,970,147.20 9,345,772.12 9,345,772.12 9,316,470.32FHLMC MORTPASS FLT 06/47 31288QF62 2.0080 6/1/2047 104.0215 3,334,704.00 3,480,597.30 3,480,597.30 3,468,810.36FHLMC MORTPASS FLT 01/46 31288QJ92 2.3910 1/1/2046 104.0623 9,074,207.18 9,487,080.06 9,487,080.06 9,442,829.61UMBS MORTPASS 4.5% 01/49 3131Y9DC4 4.5000 1/1/2049 109.3823 3,959,287.53 4,261,183.20 4,261,183.20 4,330,760.12UMBS MORTPASS 4.5% 06/50 3132DV6G5 4.5000 6/1/2050 108.3599 2,942,919.92 3,191,228.78 3,191,228.78 3,188,944.41UMBS MORTPASS 3.5% 08/50 3132DV6W0 3.5000 8/1/2050 105.7763 2,145,784.38 2,274,699.08 2,274,699.08 2,269,730.55UMBS MORTPASS 3.5% 05/35 3132D55G3 3.5000 5/1/2035 107.9928 1,033,879.50 1,102,374.03 1,102,374.03 1,116,515.62FHLMCGLD 6% 03/35 3132FCD69 6.0000 3/1/2035 118.6334 939,101.05 1,048,858.48 1,048,858.48 1,114,087.27FHLMCGLD 4.5% 01/49 3132XCSG1 4.5000 1/1/2049 110.8237 7,872,511.60 8,745,868.35 8,745,868.35 8,724,605.57UMBS MORTPASS 4.5% 03/49 31329QHG9 4.5000 3/1/2049 108.8774 696,584.57 744,148.24 744,148.24 758,423.10UMBS MORTPASS 5% 06/49 31329Q5X5 5.0000 6/1/2049 110.3989 837,516.89 900,330.67 900,330.67 924,609.71UMBS MORTPASS 4% 02/50 3133A2EC0 4.0000 2/1/2050 108.2031 2,314,151.14 2,498,921.65 2,498,921.65 2,503,982.51FHLMCGLD 4.5% 05/42 31335A3M8 4.5000 5/1/2042 110.5714 1,756,992.02 1,889,452.75 1,889,452.75 1,942,730.53FHLMCGLD 6.5% 12/35 31335BVT0 6.5000 12/1/2035 113.0768 557,754.01 619,629.84 619,629.84 630,690.58FHLMC MORTPASS FLT 03/45 31347A2T0 1.9460 3/1/2045 104.2184 374,510.19 381,232.54 381,232.54 390,308.69

70,703,037.10 74,994,656.73 74,994,656.73 75,209,905.72 FNMA

UMBS MORTPASS 5% 10/33 31371LDG1 5.0000 10/1/2033 113.9868 880,624.91 942,681.43 942,681.43 1,003,796.03UMBS MORTPASS 5% 05/41 3138AFFM7 5.0000 5/1/2041 113.6809 299,275.03 332,008.23 332,008.23 340,218.66UMBS MORTPASS 5% 11/38 3138EHQQ8 5.0000 11/1/2038 113.9024 988,705.24 1,047,255.10 1,047,255.10 1,126,159.41FNMA MORTPASS FLT 04/44 3138EMV40 1.9490 4/1/2044 104.2078 201,020.88 207,616.87 207,616.87 209,479.44

Page 4 of 8




UMBS MORTPASS 5% 05/42 3138ENNE5 5.0000 5/1/2042 113.6791 159,674.86 177,064.48 177,064.48 181,516.90UMBS MORTPASS 4.5% 06/42 3138EPAB0 4.5000 6/1/2042 111.7349 482,662.70 525,687.58 525,687.58 539,302.78UMBS MORTPASS 6.5% 12/36 3138EPA20 6.5000 12/1/2036 112.8198 1,205,674.05 1,345,080.12 1,345,080.12 1,360,238.67UMBS MORTPASS 4% 03/39 3138EPMM3 4.0000 3/1/2039 110.0536 870,211.62 928,678.96 928,678.96 957,699.49FNMA MORTPASS FLT 08/44 3138EQCF7 1.7800 8/1/2044 101.3152 351,488.37 360,275.57 360,275.57 356,111.29UMBS MORTPASS 4.5% 08/38 3138ERZB9 4.5000 8/1/2038 110.5345 417,413.79 448,328.50 448,328.50 461,386.40FNMA MORTPASS FLT 07/43 3138WTQA7 2.1950 7/1/2043 105.2008 1,076,601.72 1,057,172.42 1,059,513.65 1,132,594.09FNMA MORTPASS FLT 06/44 3138XQGY1 1.8550 6/1/2044 104.1269 235,847.46 244,654.88 244,654.88 245,580.72UMBS MORTPASS 4% 11/44 3138Y32E0 4.0000 11/1/2044 109.5324 6,084,581.63 6,704,448.38 6,704,448.38 6,664,588.11UMBS MORTPASS 5% 04/33 31385XAH0 5.0000 4/1/2033 113.1705 1,171,651.50 1,240,486.03 1,240,486.03 1,325,963.37FNMA MORTPASS 5.5% 03/41 3140FXDD1 5.5000 3/1/2041 112.4304 4,256,072.89 4,643,109.51 4,643,109.51 4,785,118.63FNMA MORTPASS FLT 02/45 3140JA4Z8 2.0680 2/1/2045 105.3135 2,997,497.95 3,158,613.48 3,158,613.48 3,156,770.39FNMA MORTPASS FLT 04/47 3140JBJ72 2.4140 4/1/2047 104.2060 8,750,562.48 9,160,745.09 9,160,788.83 9,118,607.99FNMA MORTPASS FLT 05/46 3140JBNB8 2.6890 5/1/2046 106.0225 5,164,033.87 5,388,346.60 5,388,346.60 5,475,038.12UMBS MORTPASS 4.5% 03/49 3140JN4A5 4.5000 3/1/2049 109.9138 4,304,442.60 4,660,904.24 4,660,904.24 4,731,174.49UMBS MORTPASS 3.5% 10/49 3140JWQB9 3.5000 10/1/2049 106.2326 955,810.41 1,011,814.93 1,011,814.93 1,015,381.83FNMA MORTPASS FLT 11/45 3140J5F20 2.3160 11/1/2045 104.0696 334,010.33 337,298.25 337,298.25 347,603.30UMBS MORTPASS 4.5% 08/42 3140J5GR4 4.5000 8/1/2042 111.7449 624,111.36 668,871.85 668,871.85 697,412.38FNMA MORTPASS FLT 04/45 3140J7PW9 1.9150 4/1/2045 104.2398 96,112.73 98,170.14 98,170.14 100,187.67FNMA MORTPASS FLT 06/41 3140J7WG6 2.1110 6/1/2041 104.9994 597,950.27 618,878.53 618,878.53 627,844.34UMBS MORTPASS 4% 04/48 3140J8KL6 4.0000 4/1/2048 108.0714 1,954,604.97 2,082,265.12 2,082,265.12 2,112,368.08FNMA MORTPASS FLT 11/44 3140J8NT6 2.0580 11/1/2044 104.9974 638,861.28 654,832.81 654,832.81 670,787.66UMBS MORTPASS 4.5% 07/47 3140J8RT2 4.5000 7/1/2047 110.5048 1,765,550.95 1,865,414.92 1,865,414.92 1,951,017.72FNMA MORTPASS FLT 05/47 3140J9B83 2.5650 5/1/2047 104.8699 1,066,577.90 1,057,870.29 1,058,658.71 1,118,518.96UMBS MORTPASS 4% 01/50 3140K45X4 4.0000 1/1/2050 107.6134 870,000.55 933,483.40 933,483.40 936,237.26UMBS MORTPASS 4% 07/34 3140QBK49 4.0000 7/1/2034 108.5121 1,191,806.09 1,305,400.12 1,305,400.12 1,293,254.15UMBS MORTPASS 4.5% 10/49 3140QB4V7 4.5000 10/1/2049 109.1356 3,797,206.36 4,144,294.75 4,144,294.75 4,144,105.73UMBS MORTPASS 4.5% 12/49 3140QCLM6 4.5000 12/1/2049 109.5900 4,058,859.45 4,426,059.41 4,426,059.41 4,448,105.17UMBS MORTPASS 4.5% 08/50 3140QEQ70 4.5000 8/1/2050 108.8763 4,103,701.03 4,509,601.80 4,509,601.80 4,467,959.73UMBS MORTPASS 3.5% 02/35 3140XAVR0 3.5000 2/1/2035 107.6364 5,335,237.82 5,757,888.69 5,757,888.69 5,742,659.63UMBS MORTPASS 3.5% 02/36 3140XA5J7 3.5000 2/1/2036 107.0650 2,580,716.85 2,785,561.25 2,785,561.25 2,763,043.82UMBS MORTPASS 4.5% 08/49 3140XBDS6 4.5000 8/1/2049 109.6499 8,465,448.92 9,270,989.29 9,270,989.29 9,282,356.36UMBS MORTPASS 4.5% 12/50 3140XBSP6 4.5000 12/1/2050 108.9532 6,055,422.58 6,608,926.05 6,608,926.05 6,597,576.37UMBS MORTPASS 4% 05/49 3140XBUK4 4.0000 5/1/2049 107.2540 8,994,227.60 9,632,255.62 9,632,255.62 9,646,670.76UMBS MORTPASS 4% 01/50 3140XBUU2 4.0000 1/1/2050 107.5931 8,857,222.90 9,518,746.73 9,518,746.73 9,529,764.85UMBS MORTPASS 4% 05/49 3140X4M60 4.0000 5/1/2049 108.6312 3,080,970.96 3,375,107.40 3,375,137.78 3,346,896.90UMBS MORTPASS 5% 08/49 3140X4WY8 5.0000 8/1/2049 110.1851 1,128,007.61 1,217,543.21 1,217,543.21 1,242,895.95UMBS MORTPASS 4.5% 01/50 3140X5TL7 4.5000 1/1/2050 109.5740 6,818,953.13 7,486,997.44 7,486,997.44 7,471,798.61UMBS MORTPASS 5% 10/49 3140X5XX6 5.0000 10/1/2049 110.1139 2,666,418.25 2,897,230.07 2,897,230.07 2,936,097.13UMBS MORTPASS 3.5% 08/50 3140X9Y74 3.5000 8/1/2050 106.6484 5,664,756.64 6,125,018.11 6,125,018.11 6,041,371.64UMBS MORTPASS 3% 12/34 3140X96K6 3.0000 12/1/2034 106.0184 2,734,724.25 2,908,208.32 2,908,208.32 2,899,310.02UMBS MORTPASS 4.5% 08/41 31410LC42 4.5000 8/1/2041 112.1082 754,167.07 810,928.67 810,928.67 845,483.16UMBS MORTPASS 4.5% 10/39 31417NCE9 4.5000 10/1/2039 112.1042 2,854,775.56 3,162,556.04 3,162,556.04 3,200,323.30UMBS MORTPASS 4.5% 04/31 31417YYC5 4.5000 4/1/2031 109.3569 421,474.75 455,587.87 455,587.87 460,911.77

Page 5 of 8




128,365,732.11 138,300,958.55 138,304,162.32 139,109,289.23 GNMA1 (20 Day Lag)

GNMA II MORTPASS 4% 09/42 36177RFJ5 4.0000 9/20/2042 107.4483 914,082.50 951,645.59 951,645.59 982,166.14GNMA II MORTPASS 4% 06/45 36179RGA1 4.0000 6/20/2045 108.9401 6,247,908.39 6,915,653.60 6,915,653.60 6,806,479.77GNMA II 4.5% 06/45 36179RGB9 4.5000 6/20/2045 111.3599 1,099,500.19 1,154,647.01 1,154,647.01 1,224,402.66GNMA II MORTPASS 5% 03/42 36202F4T0 5.0000 3/20/2042 112.9772 97,984.59 108,028.00 108,028.00 110,700.26

8,359,475.67 9,129,974.20 9,129,974.20 9,123,748.83 Municipal Bond

CALIFORNIA ST 2.5% 10/29 13063DRE0 2.5000 10/1/2029 107.1680 1,900,000.00 2,101,837.00 2,101,837.00 2,036,192.00DALLAS CNTY 5.621% 08/44 234667JL8 5.6210 8/15/2044 142.7300 500,000.00 617,720.00 617,720.00 713,650.00LOS ANGELES 1.806% 08/30 54438CYN6 1.8060 8/1/2030 101.7120 4,365,000.00 4,365,000.00 4,365,000.00 4,439,728.80NORTH EAST INDPT 5% 02/26 659155NS0 5.0000 2/1/2026 118.0970 1,250,000.00 1,505,625.00 1,505,625.00 1,476,212.50OREGON SCH 5.55% 06/28 686053BN8 5.5500 6/30/2028 120.3380 2,000,000.00 2,450,320.00 2,450,320.00 2,406,760.00TEXAS ST G O 4.681% 04/40 882722VN8 4.6810 4/1/2040 132.4270 500,000.00 568,365.00 568,365.00 662,135.00

10,515,000.00 11,608,867.00 11,608,867.00 11,734,678.30 Money Market

INVESCO VAR 12/99 00499KPA5 0.0102 12/31/2099 100.0000 26,146,343.43 26,146,343.43 26,146,343.43 26,146,343.4326,146,343.43 26,146,343.43 26,146,343.43 26,146,343.43

Mortgage RelatedBENCHMARK 3.6623% 02/51 08161CAB7 3.6623 2/15/2051 103.1814 3,342,000.00 3,449,771.41 3,449,771.41 3,448,323.39BENCHMARK 3.571% 01/51 08162PAT8 3.5710 1/15/2051 102.6840 2,800,000.00 2,883,976.96 2,883,976.96 2,875,152.84CNH EQUIPMENT 3.01% 04/24 12596JAC7 3.0100 4/15/2024 101.2728 554,555.42 554,433.59 554,493.59 561,613.69CNH EQUIPMENT 2.52% 08/24 12596TAC5 2.5200 8/15/2024 101.4031 1,572,156.59 1,571,809.77 1,571,959.59 1,594,214.89COMM 2.54% 12/45 12623SAD2 2.5400 12/10/2045 101.5361 3,205,308.54 3,131,598.18 3,139,665.48 3,254,544.00COMM 2.771% 12/45 12623SAE0 2.7710 12/10/2045 102.4185 1,745,000.00 1,803,212.11 1,803,212.11 1,787,202.83COMM 2.822% 10/45 12624PAE5 2.8220 10/15/2045 101.4881 4,067,176.94 4,124,124.71 4,124,758.05 4,127,701.41COMM 2.853% 10/45 12624QAR4 2.8530 10/15/2045 102.0702 4,729,117.47 4,852,907.23 4,852,907.23 4,827,017.30COMM 3.828% 07/47 12632QAX1 3.8280 7/15/2047 107.9639 2,100,000.00 2,316,562.50 2,316,562.50 2,267,241.48CVS 5.88% 01/28 126650BC3 5.8800 1/10/2028 115.0566 861,275.20 965,911.94 965,911.94 990,954.38CVS 6.943% 01/30 126650BQ2 6.9430 1/10/2030 121.4630 1,572,275.07 1,879,265.50 1,879,265.50 1,909,732.47CITIBANK CREDIT FLT 04/26 17305EGD1 0.7079 4/22/2026 101.2558 2,000,000.00 2,026,359.00 2,026,359.00 2,025,116.20CITIGROUP VAR 09/46 17321JAD6 4.3710 9/10/2046 107.0024 8,230,000.00 8,841,019.54 8,841,019.54 8,806,299.99CITIGROUP 2.4% 10/49 17325DAB9 2.4000 10/10/2049 100.1239 2,186,361.82 2,163,900.37 2,164,626.46 2,189,071.16CITIGROUP 2.982% 11/52 17328HBB6 2.9820 11/10/2052 105.5784 1,363,000.00 1,414,983.32 1,414,983.32 1,439,033.73UNITED 4.15% 04/24 210795PZ7 4.1500 10/11/2025 105.9773 1,468,944.46 1,468,944.46 1,468,944.46 1,556,747.82DELTA AIR LINES 2% 06/28 247361ZV3 2.0000 12/10/2029 100.1222 2,106,061.57 2,106,061.57 2,106,061.57 2,108,635.64DELTA AIR 3.204% 04/24 24737BAA3 3.2040 10/25/2025 106.1963 2,265,000.00 2,265,000.00 2,265,000.00 2,405,347.10CITIGROUP 3.778% 09/58 29425AAD5 3.7780 9/10/2058 110.0140 2,000,000.00 2,210,703.13 2,210,703.13 2,200,280.40FRESB 2019-SB62 VAR 03/39 30298AAC9 2.8300 3/25/2039 103.5004 2,820,355.57 2,834,017.36 2,834,017.36 2,919,080.42FRESB 2019-SB63 VAR 02/39 30298BAE3 2.5500 2/25/2039 102.9784 1,898,729.21 1,966,371.43 1,966,371.43 1,955,281.72FRESB 2019-SB70 VAR 10/39 302987AA0 2.3200 10/25/2039 103.7808 1,728,709.38 1,736,958.77 1,736,958.77 1,794,069.12FRESB 2018-SB46 FLT 12/37 30306NAE7 2.8900 12/25/2037 102.6215 903,207.91 898,043.40 898,938.56 926,885.42FRESB 2020-SB71 VAR 11/39 30313KAA2 2.1300 11/25/2039 103.3369 2,630,756.86 2,643,813.31 2,643,813.31 2,718,542.06FNMA REMICS 3.5% 04/48 3136B1WE0 3.5000 4/25/2048 107.3277 2,875,829.26 2,990,370.73 2,990,370.73 3,086,560.83

Page 6 of 8




FREDDIE MAC VAR 02/23 3137B36J2 3.3200 2/25/2023 103.8283 2,943,000.00 3,066,238.13 3,066,238.13 3,055,665.99FREDDIE MAC VAR 07/23 3137B4WB8 3.0600 7/25/2023 104.0741 1,370,000.00 1,434,807.42 1,434,807.42 1,425,814.90FHLMC REMICS 4% 01/47 3137FHSC8 4.0000 1/15/2047 106.4768 2,428,173.30 2,587,522.17 2,587,522.17 2,585,441.71FORD CREDIT 3.06% 04/26 34528QGW8 3.0600 4/15/2026 106.3785 4,548,000.00 4,917,437.97 4,917,437.97 4,838,094.18FORD CREDIT 0.62% 08/23 34531RAD9 0.6200 8/15/2023 100.2911 1,542,000.00 1,541,914.11 1,541,946.53 1,546,488.15SEASONED CREDIT 3% 07/56 35563PBT5 3.0000 7/25/2056 104.6575 6,246,490.23 6,556,862.78 6,556,862.78 6,537,418.01SEASONED 3.5% 11/57 35563PFG9 3.5000 11/25/2057 104.9400 9,921,363.76 10,458,953.55 10,458,953.70 10,411,479.13SEASONED 3.5% 03/58 35563PHF9 3.5000 3/25/2058 105.2837 3,864,899.64 3,871,623.65 3,874,653.36 4,069,108.96SEASONED 3.5% 07/58 35563PJF7 3.5000 7/25/2058 106.1903 3,088,257.48 3,212,748.45 3,212,748.45 3,279,428.65SEASONED 3.5% 08/58 35563PKG3 3.5000 8/25/2058 105.5475 4,038,856.25 4,180,391.20 4,180,391.68 4,262,911.80SEASONED 3.5% 10/58 35563PLH0 3.5000 10/25/2058 105.3928 5,684,397.95 5,963,972.73 5,963,974.18 5,990,943.89GM FINANCIAL 0.45% 04/25 362590AC5 0.4500 4/16/2025 100.2356 1,300,000.00 1,299,702.56 1,299,768.47 1,303,062.54GM FINANCIAL 0.26% 02/24 36261RAC2 0.2600 2/20/2024 100.0650 4,955,000.00 4,954,492.61 4,954,582.77 4,958,220.75HONDA AUTO 2.52% 06/23 43815MAC0 2.5200 6/21/2023 101.0921 1,263,640.16 1,252,978.20 1,257,685.03 1,277,440.37HYUNDAI AUTO 0.38% 05/25 44891RAC4 0.3800 5/15/2025 100.1422 1,700,000.00 1,699,608.49 1,699,682.28 1,702,417.91JPMBB 2.8164% 11/48 46590JAT4 2.8164 11/15/2048 100.7308 845,526.44 861,578.23 861,578.23 851,705.55JP MORGAN 3.5074% 05/45 46634SAC9 3.5074 5/15/2045 101.3478 3,957,070.08 4,189,824.61 4,189,824.61 4,010,403.47JP MORGAN 2.8291% 10/45 46638UAC0 2.8291 10/15/2045 101.5510 2,177,944.69 2,239,624.76 2,239,624.76 2,211,723.96JPMBB 4.131% 11/45 46640NAE8 4.1310 11/15/2045 106.5822 2,918,000.00 3,088,520.63 3,088,520.63 3,110,068.60JPMBB 3.9342% 09/47 46643ABE2 3.9342 9/15/2047 108.5995 2,825,000.00 3,079,371.10 3,079,371.10 3,067,935.03JOHN DEERE 0.52% 03/26 47789QAC4 0.5200 3/16/2026 100.1447 4,600,000.00 4,599,589.68 4,599,604.80 4,606,656.20MORGAN 4.051% 04/47 61763KBA1 4.0510 4/15/2047 107.3582 1,190,000.00 1,281,341.80 1,281,341.80 1,277,562.94MORGAN 3.892% 06/47 61763MAF7 3.8920 6/15/2047 107.4443 3,452,000.00 3,756,212.43 3,756,212.43 3,708,976.55MORGAN 3.635% 10/48 61765TAF0 3.6350 10/15/2048 109.6228 6,587,000.00 7,308,977.81 7,308,977.81 7,220,850.54NISSAN AUTO 1.93% 07/24 65479JAD5 1.9300 7/15/2024 100.9906 935,353.47 961,916.05 961,916.05 944,618.99UNITED STATES 2.2% 02/45 83162CE74 2.2000 2/1/2045 104.8941 5,238,758.12 5,238,758.12 5,238,758.12 5,495,150.28UNITED STATES 1.45% 08/46 83162CL68 1.4500 8/1/2046 100.0813 6,255,000.00 6,255,000.00 6,255,000.00 6,260,083.44UNITED STATES 4.99% 09/24 83162CPA5 4.9900 9/1/2024 103.9382 97,702.05 101,610.14 101,610.14 101,549.71UNITED STATES 5.37% 04/28 83162CRS4 5.3700 4/1/2028 109.7495 2,269,383.32 2,531,869.42 2,531,869.42 2,490,637.30UNITED STATES 4.22% 02/31 83162CTV5 4.2200 2/1/2031 108.8040 229,598.36 229,598.36 229,598.36 249,812.11UNITED STATES 4.09% 03/31 83162CTX1 4.0900 3/1/2031 106.5580 345,801.52 345,801.52 345,801.52 368,479.11UNITED STATES 3.29% 08/31 83162CUE1 3.2900 8/1/2031 106.9176 320,040.51 320,040.51 320,040.51 342,179.50UNITED STATES 2.87% 11/31 83162CUK7 2.8700 11/1/2031 105.4974 452,573.84 452,573.84 452,573.84 477,453.72UNITED STATES 2.42% 06/32 83162CUV3 2.4200 6/1/2032 105.1340 2,165,816.01 2,270,045.90 2,270,045.90 2,277,009.44UNITED STATES 2.2% 09/32 83162CVA8 2.2000 9/1/2032 103.4227 667,008.60 661,428.00 663,707.72 689,838.44UNITED STATES 1.93% 12/32 83162CVE0 1.9300 12/1/2032 103.6913 525,942.52 525,942.52 525,942.52 545,356.79UNITED STATES 3.46% 01/34 83162CWA7 3.4600 1/1/2034 108.6889 749,043.78 749,043.78 749,043.78 814,127.15UNITED STATES 3.21% 03/34 83162CWD1 3.2100 3/1/2034 107.3909 560,332.47 560,332.47 560,332.47 601,745.86UNITED STATES 2.98% 06/35 83162CXB4 2.9800 6/1/2035 107.1408 767,775.17 767,775.17 767,775.17 822,600.77UNITED STATES 2.82% 12/35 83162CXL2 2.8200 12/1/2035 107.0609 1,294,924.66 1,294,924.66 1,294,924.66 1,386,357.61UNITED STATES 2.75% 08/37 83162CYU1 2.7500 8/1/2037 107.7055 3,063,886.32 3,170,164.87 3,170,164.87 3,299,975.31UNITED STATES 2.78% 12/37 83162CZA4 2.7800 12/1/2037 107.8663 1,240,948.32 1,240,948.32 1,240,948.32 1,338,564.79UNITED STATES 3.5% 05/38 83162CZL0 3.5000 5/1/2038 111.1719 1,505,854.38 1,595,382.13 1,595,382.13 1,674,086.17UNITED STATES 3.54% 07/38 83162CZP1 3.5400 7/1/2038 111.4671 2,670,297.37 2,670,297.37 2,670,297.37 2,976,504.11

Page 7 of 8




UNITED STATES 3.53% 09/38 83162CZU0 3.5300 9/1/2038 100.0000 0.01 0.01 0.01 0.01SOUTHWEST 6.15% 08/22 84474YAA4 6.1500 2/1/2024 102.5557 316,879.64 343,265.46 343,265.46 324,978.01SPIRIT 4.1% 04/28 84858DAA6 4.1000 10/1/2029 104.8816 560,837.18 560,837.18 560,837.18 588,215.12UBS-BARCLAYS 3.525% 05/63 90269CAD2 3.5250 5/10/2063 101.6121 4,442,000.00 4,575,587.50 4,575,587.50 4,513,608.15UBS COMMERCIAL 3.4% 05/45 90269GAC5 3.4000 5/10/2045 100.4199 2,490,468.81 2,602,994.42 2,602,994.42 2,500,927.04US AIRWAYS 4.625% 06/25 90345WAD6 4.6250 12/3/2026 100.0000 0.46 0.50 0.50 0.46UBS-BARCLAY 3.2443% 04/46 90349GBF1 3.2443 4/10/2046 103.3277 3,274,000.00 3,266,233.76 3,267,007.70 3,382,947.59UNITED 3.1% 07/28 90931LAA6 3.1000 1/7/2030 104.8331 1,143,956.57 1,143,956.57 1,143,956.57 1,199,244.91UNITED 2.9% 05/28 90932MAA3 2.9000 11/1/2029 99.3899 2,102,503.37 2,162,277.55 2,162,277.55 2,089,675.79VERIZON MASTER 0.5% 05/27 92348KAA1 0.5000 5/20/2027 100.1719 4,021,000.00 4,020,704.86 4,020,718.51 4,027,913.71VERIZON OWNER 2.33% 12/23 92349GAA9 2.3300 12/20/2023 101.0262 4,159,334.63 4,192,866.89 4,192,884.26 4,202,016.06WFRBS 3.607% 11/47 92939KAE8 3.6070 11/15/2047 107.2368 1,659,000.00 1,814,790.47 1,814,790.47 1,779,059.01WELLS FARGO 2.918% 10/45 94988HAC5 2.9180 10/15/2045 101.5561 3,235,111.50 3,326,016.02 3,326,016.02 3,285,452.42WELLS FARGO 3.839% 09/58 94989TAZ7 3.8390 9/15/2058 110.2481 1,700,000.00 1,918,343.75 1,918,343.75 1,874,217.53WORLD OMNI 1.7% 01/23 98162HAC4 1.7000 1/17/2023 101.2664 3,650,000.00 3,649,659.45 3,649,841.56 3,696,222.14WORLD OMNI 2.59% 07/24 98162VAD1 2.5900 7/15/2024 101.0599 326,121.48 330,070.61 330,070.61 329,577.94WORLD OMNI 3.04% 05/24 98162YAD5 3.0400 5/15/2024 101.2084 861,470.28 861,327.02 861,396.45 871,880.29WORLD OMNI 3.13% 11/23 98163EAD8 3.1300 11/15/2023 101.0023 517,759.88 517,711.52 517,739.76 522,949.28WORLD OMNI 0.21% 04/24 98163JAB1 0.2100 4/15/2024 99.9947 4,920,000.00 4,919,518.33 4,919,542.33 4,919,739.24WORLD OMNI 0.44% 08/26 98164CAC3 0.4400 8/17/2026 99.8683 4,400,000.00 4,399,824.00 4,399,826.80 4,394,206.52

219,608,925.84 227,053,854.38 227,075,793.37 228,743,431.89 T-Note

UNITED 0.375% 01/26 91282CBH3 0.3750 1/31/2026 98.5820 34,362,000.00 34,079,477.93 34,102,584.90 33,874,757.49UNITED 1.125% 02/31 91282CBL4 1.1250 2/15/2031 98.6563 72,414,000.00 70,043,618.69 70,107,352.65 71,440,936.88UNITED 0.75% 04/26 91282CBW0 0.7500 4/30/2026 100.0781 161,202,000.00 160,326,707.71 160,362,552.61 161,327,939.06UNITED 0.625% 07/26 91282CCP4 0.6250 7/31/2026 99.3125 9,300,000.00 9,238,968.75 9,239,036.71 9,236,062.50UNITED 0.125% 10/24 912828YL8 0.1278 10/15/2024 113.6465 11,134,000.00 11,271,182.75 11,271,184.58 12,653,403.40UNITED 0.125% 01/30 912828Z37 0.1303 1/15/2030 117.6066 2,807,000.00 2,963,328.51 2,963,328.51 3,301,215.86

291,219,000.00 287,923,284.34 288,046,039.96 291,834,315.19 Totals $1,035,820,514.16 $1,068,251,253.20 $1,068,768,221.21 $1,081,053,023.41

Page 8 of 8

Account: 3015465500 VA GENERAL/DODGE & COX Created: 7-Sep-2021 09:25:14 AM [EDT]



Corporate BondAT&T INC 6.55% 02/39 00206RAS1 6.5500 2/15/2039 143.2107 775,000.00 762,188.50 767,561.84 1,109,882.62AT&T INC 4.3% 12/42 00206RBH4 4.3000 12/15/2042 115.5783 950,000.00 1,080,197.50 1,079,052.10 1,097,993.91ABBVIE INC 4.05% 11/39 00287YCA5 4.0500 11/21/2039 117.4966 750,000.00 866,670.00 865,472.85 881,224.47ALTRIA GROUP 2.45% 02/32 02209SBL6 2.4500 2/4/2032 97.7371 625,000.00 624,343.75 624,377.67 610,856.68ANHEUSER-BUSC 4.95% 01/42 035240AG5 4.9500 1/15/2042 126.9508 1,250,000.00 1,365,125.00 1,344,986.71 1,586,885.11AT&T INC 5.35% 09/40 04650NAB0 5.3500 9/1/2040 129.7102 200,000.00 255,878.00 254,230.09 259,420.40BAT CAPITAL 3.734% 09/40 05526DBT1 3.7340 9/25/2040 99.2393 2,675,000.00 2,609,863.75 2,610,502.69 2,654,651.73BANK OF 5.875% 02/42 06051GEN5 5.8750 2/7/2042 146.2353 2,540,000.00 3,353,916.70 3,248,054.20 3,714,377.64BANK OF VAR 02/31 06051GHZ5 2.4960 2/13/2031 102.8282 1,700,000.00 1,733,269.00 1,733,269.00 1,748,078.74BOSTON 3.25% 01/31 10112RBD5 3.2500 1/30/2031 107.7231 1,100,000.00 1,098,350.00 1,098,554.96 1,184,954.00BURLINGTON 5.75% 05/40 12189LAA9 5.7500 5/1/2040 141.8510 1,400,000.00 1,772,946.00 1,705,715.85 1,985,913.47BURLINGTON 4.95% 09/41 12189LAG6 4.9500 9/15/2041 132.8093 1,600,000.00 2,111,536.00 2,107,170.10 2,124,948.85CIGNA CORP 4.8% 08/38 125523AJ9 4.8000 8/15/2038 125.0984 850,000.00 1,033,209.00 1,017,891.85 1,063,336.80CSX CORP 6.22% 04/40 126408GS6 6.2200 4/30/2040 146.8767 750,000.00 982,417.50 940,520.45 1,101,575.43CSX 6.251% 01/23 126410LM9 6.2510 1/15/2023 107.0751 294,334.66 287,282.79 293,620.05 315,159.09CVS HEALTH 4.78% 03/38 126650CY4 4.7800 3/25/2038 124.4479 925,000.00 906,629.50 909,829.75 1,151,143.21CVS HEALTH 4.125% 04/40 126650DK3 4.1250 4/1/2040 116.2506 500,000.00 491,570.00 492,172.60 581,253.19CANADIAN 6.375% 11/37 136375BQ4 6.3750 11/15/2037 145.6316 1,337,000.00 1,868,274.40 1,738,811.31 1,947,094.88CANADIAN 5.75% 01/42 13645RAQ7 5.7500 1/15/2042 137.0425 300,000.00 347,829.00 337,811.24 411,127.46CHUBB CORP/THE 6% 05/37 171232AQ4 6.0000 5/11/2037 146.7957 1,350,000.00 1,518,829.18 1,465,891.63 1,981,741.82CHUBB 6.5% 05/38 171232AS0 6.5000 5/15/2038 153.0688 500,000.00 766,360.00 764,151.70 765,344.03CITIGROUP 8.125% 07/39 172967EW7 8.1250 7/15/2039 172.4443 735,000.00 1,086,131.55 987,757.35 1,267,465.56CITIGROUP INC VAR 03/31 172967MP3 4.4120 3/31/2031 117.1609 2,625,000.00 2,767,590.75 2,767,590.75 3,075,473.65COCA-COLA 3.45% 03/30 191216CT5 3.4500 3/25/2030 113.4040 750,000.00 842,070.00 840,054.00 850,530.13COMCAST CORP 6.45% 03/37 20030NAM3 6.4500 3/15/2037 147.6388 2,950,000.00 3,917,164.97 3,792,943.34 4,355,344.84COMMONWEALTH 2.95% 08/27 202795JK7 2.9500 8/15/2027 108.4403 1,350,000.00 1,346,301.00 1,347,793.39 1,463,943.70CONOCOPHILLIPS 6.5% 02/39 20825CAQ7 6.5000 2/1/2039 147.5396 1,750,000.00 2,049,013.50 2,052,571.97 2,581,942.35WALT DISNEY 6.65% 11/37 254687EH5 6.6500 11/15/2037 152.4724 2,279,000.00 3,461,424.75 3,428,665.52 3,474,844.97DOW CHEMICAL 9.4% 05/39 260543BY8 9.4000 5/15/2039 183.5138 927,000.00 1,581,387.84 1,469,329.35 1,701,172.96EOG 4.375% 04/30 26875PAU5 4.3750 4/15/2030 118.1168 550,000.00 549,780.00 549,810.66 649,642.65ERP 3.375% 06/25 26884ABD4 3.3750 6/1/2025 108.3123 1,750,000.00 1,751,572.50 1,751,567.50 1,895,466.06ERP OPERATING 2.5% 02/30 26884ABM4 2.5000 2/15/2030 104.3667 675,000.00 705,489.75 705,013.47 704,474.95EXELON CORP 4.05% 04/30 30161NAX9 4.0500 4/15/2030 114.6634 325,000.00 324,330.50 324,424.10 372,655.96EXXON MOBIL 3.482% 03/30 30231GBK7 3.4820 3/19/2030 112.4271 1,975,000.00 1,975,000.00 1,975,000.00 2,220,434.49GEORGIA 2.65% 09/29 373334KL4 2.6500 9/15/2029 105.9450 3,150,000.00 3,103,254.00 3,111,206.42 3,337,268.45GRUPO 6.125% 01/46 40049JBC0 6.1250 1/31/2046 142.7070 1,300,000.00 1,303,165.00 1,302,554.43 1,855,191.00HSBC HOLDINGS 4.3% 03/26 404280AW9 4.3000 3/8/2026 112.7419 2,600,000.00 2,728,830.00 2,665,869.31 2,931,290.08HSBC 4.95% 03/30 404280CF4 4.9500 3/31/2030 120.7706 775,000.00 914,476.75 895,416.85 935,972.41HSBC HOLDINGS VAR 06/31 404280CH0 2.8480 6/4/2031 104.3599 2,200,000.00 2,285,468.00 2,285,468.00 2,295,917.51INTEL CORP 3.9% 03/30 458140BR0 3.9000 3/25/2030 116.1327 1,500,000.00 1,569,330.00 1,568,077.50 1,741,991.19JPMORGAN 5.5% 10/40 46625HHV5 5.5000 10/15/2040 139.2650 2,272,000.00 2,680,754.86 2,597,259.11 3,164,100.73

Page 1 of 6




JPMORGAN CHASE VAR 07/38 46647PAJ5 3.8820 7/24/2038 116.2603 1,400,000.00 1,614,822.50 1,614,822.50 1,627,643.58JPMORGAN CHASE VAR 03/31 46647PBJ4 4.4930 3/24/2031 118.3817 1,600,000.00 1,616,704.00 1,616,704.00 1,894,107.84JPMORGAN CHASE VAR 04/31 46647PBL9 2.5220 4/22/2031 103.4724 375,000.00 393,795.00 393,795.00 388,021.60KINDER 5.55% 06/45 49456BAH4 5.5500 6/1/2045 129.7588 2,000,000.00 2,559,947.00 2,544,522.70 2,595,176.90KONINKLIJKE 6.875% 03/38 500472AC9 6.8750 3/11/2038 151.9855 1,050,000.00 1,343,328.00 1,237,332.12 1,595,847.46LAFARGE SA 7.125% 07/36 505861AC8 7.1250 7/15/2036 150.4940 1,163,000.00 1,564,031.44 1,535,618.99 1,750,245.16MASTERCARD 3.35% 03/30 57636QAP9 3.3500 3/26/2030 112.9127 1,500,000.00 1,666,500.00 1,642,842.94 1,693,690.59BERKSHIRE 5.15% 11/43 59562VBD8 5.1500 11/15/2043 132.3412 3,810,000.00 5,036,210.40 5,033,043.39 5,042,199.26NIKE INC 2.85% 03/30 654106AK9 2.8500 3/27/2030 109.3613 350,000.00 349,485.50 349,558.86 382,764.49ORACLE CORP 2.8% 04/27 68389XBU8 2.8000 4/1/2027 106.6861 2,125,000.00 2,120,431.25 2,121,362.05 2,267,078.97UNITED 5.142% 12/23 690353NL7 5.1420 12/15/2023 105.7986 85,545.94 85,545.90 85,545.90 90,506.42PHILIP 4.375% 11/41 718172AM1 4.3750 11/15/2041 117.6544 975,000.00 951,204.00 954,520.82 1,147,130.76PHILIP 4.875% 11/43 718172BD0 4.8750 11/15/2043 125.2941 1,625,000.00 1,938,532.50 1,934,819.20 2,036,029.30PHILIP 2.75% 02/26 718172BT5 2.7500 2/25/2026 106.8581 475,000.00 439,213.50 454,172.22 507,575.94PROCTER & 2.8% 03/27 742718FG9 2.8000 3/25/2027 108.7849 325,000.00 324,181.00 324,349.64 353,551.05TRAVELERS 6.75% 06/36 792860AK4 6.7500 6/20/2036 152.6538 800,000.00 1,139,020.32 1,109,696.31 1,221,230.51SHELL 6.375% 12/38 822582AD4 6.3750 12/15/2038 148.0244 1,075,000.00 1,345,943.00 1,277,894.77 1,591,261.89TRANSCANADA 5% 10/43 89352HAL3 5.0000 10/16/2043 125.0714 1,375,000.00 1,705,393.75 1,690,867.37 1,719,732.01TRAVELERS 6.375% 03/33 89420GAE9 6.3750 3/15/2033 143.1462 1,000,000.00 1,174,110.00 1,093,128.36 1,431,462.32TYCO 7.125% 10/37 902133AG2 7.1250 10/1/2037 154.7047 1,025,000.00 1,396,306.25 1,305,630.35 1,585,722.84UNITED 4.45% 04/30 911312BY1 4.4500 4/1/2030 120.8661 2,150,000.00 2,447,077.00 2,424,989.35 2,598,620.40UNITEDHEALTH 5.8% 03/36 91324PAR3 5.8000 3/15/2036 141.3313 1,425,000.00 1,481,895.00 1,463,440.78 2,013,970.54UNITEDHEALTH 5.7% 10/40 91324PBN1 5.7000 10/15/2040 141.9291 500,000.00 713,860.00 712,309.60 709,645.73UNITEDHEALTH 2.95% 10/27 91324PDE9 2.9500 10/15/2027 109.4545 950,000.00 942,048.50 945,131.02 1,039,817.33VERIZON 4.272% 01/36 92343VCV4 4.2720 1/15/2036 119.5557 1,450,000.00 1,495,320.50 1,507,634.08 1,733,558.11VIRGINIA 8.875% 11/38 927804FG4 8.8750 11/15/2038 179.5068 1,100,000.00 1,579,336.00 1,579,336.00 1,974,575.27ANTHEM INC 4.625% 05/42 94973VAY3 4.6250 5/15/2042 125.1750 925,000.00 1,082,314.75 1,071,376.35 1,157,868.63WELLS FARGO & 3% 04/26 949746RW3 3.0000 4/22/2026 108.2150 2,800,000.00 2,702,771.00 2,748,527.81 3,030,020.00WELLS FARGO & VAR 04/31 95000U2L6 4.4780 4/4/2031 118.4572 2,050,000.00 2,050,000.00 2,050,000.00 2,428,371.90

92,292,880.60 106,038,549.35 104,640,994.14 116,759,513.97 FHLMC

FHLMCGLD 4.5% 03/31 3128E5RW1 4.5000 3/1/2031 116.6667 0.06 0.06 0.06 0.07FHLMCGLD 6% 02/22 3128MBJB4 6.0000 2/1/2022 100.1497 688.21 692.70 688.47 689.24FHLMCGLD 6% 03/23 3128MB5D5 6.0000 3/1/2023 101.0975 2,585.89 2,633.57 2,591.24 2,614.27FHLMCGLD 4.5% 01/44 3128MJT26 4.5000 1/1/2044 111.6204 142,297.60 152,058.35 149,655.41 158,833.19FHLMCGLD 6.5% 01/38 3128M5QY9 6.5000 1/1/2038 115.3096 44,094.56 48,634.92 46,868.11 50,845.26FHLMCGLD 4.5% 05/41 3128M8P81 4.5000 5/1/2041 112.4429 223,912.25 240,915.59 236,378.77 251,773.45FHLMCGLD 4.5% 12/43 3128M9YH9 4.5000 12/1/2043 110.3851 82,526.41 89,076.94 87,539.23 91,096.85FHLMC MORTPASS FLT 08/36 3128S4EP8 1.8730 8/1/2036 104.1823 43,394.00 43,790.24 43,790.24 45,208.87FHLMCGLD 6.5% 10/37 3128UNDB5 6.5000 10/1/2037 111.7027 17,351.22 17,600.64 17,488.97 19,381.78FHLMCGLD 5.5% 03/34 31283HZ65 5.5000 3/1/2034 115.6890 66,219.29 70,104.51 68,279.49 76,608.43FHLMCGLD 5.5% 01/35 31283H5J0 5.5000 1/1/2035 114.4942 39,424.54 42,849.52 41,404.22 45,138.83

Page 2 of 6




FHLMCGLD 4.5% 09/40 312942NM3 4.5000 9/1/2040 111.7414 196,425.09 210,052.09 206,181.24 219,488.21FHLMC MORTPASS FLT 05/44 31300MNQ2 1.9580 5/1/2044 104.2655 247,047.62 255,436.03 255,436.03 257,585.55FHLMC MORTPASS FLT 11/44 31300MR39 2.3530 11/1/2044 104.2010 199,794.11 199,602.13 199,602.13 208,187.42FHLMC MORTPASS FLT 01/45 31300MVS9 2.5550 1/1/2045 104.2071 156,083.98 161,409.91 161,409.91 162,650.64UMBS MORTPASS 2.5% 10/50 3132DVLF0 2.5000 10/1/2050 105.0843 16,851,072.81 17,648,865.79 17,648,490.44 17,707,824.66FHLMCGLD 4.5% 05/47 3132L8RZ2 4.5000 5/1/2047 108.4649 1,115,504.52 1,199,428.79 1,188,289.22 1,209,931.16FHLMCGLD 4.5% 05/47 3132WNEK4 4.5000 5/1/2047 108.9582 467,100.28 485,711.32 483,692.00 508,944.06FHLMC MORTPASS FLT 09/45 31326KCR6 3.0760 9/1/2045 103.9433 38,444.49 39,469.49 39,469.49 39,960.46UMBS MORTPASS 2.5% 07/50 3133KJK84 2.5000 7/1/2050 104.4348 5,503,816.44 5,724,829.08 5,716,047.51 5,747,899.03UMBS MORTPASS 2% 10/50 3133KKD97 2.0000 10/1/2050 101.8745 4,913,763.24 5,093,422.72 5,088,187.00 5,005,871.04UMBS MORTPASS 2.5% 02/51 3133KLA64 2.5000 2/1/2051 104.9390 5,012,479.71 5,246,264.90 5,246,243.14 5,260,047.49FHLMCGLD 4.5% 07/42 31335BAP1 4.5000 7/1/2042 111.6155 2,217,136.78 2,392,429.16 2,362,914.64 2,474,667.79FHLMC MORTPASS FLT 10/34 31349UCV8 2.3750 10/1/2034 106.4690 101,199.75 98,631.43 98,631.43 107,746.41FHLMC MORTPASS FLT 03/35 31349UM54 2.2410 3/1/2035 105.9515 34,596.30 33,770.18 33,770.18 36,655.31

37,716,959.15 39,497,680.06 39,423,048.57 39,689,649.47 FNMA

UMBS MORTPASS 6.5% 11/32 31371KVH1 6.5000 11/1/2032 115.6560 19,110.03 19,877.41 19,430.80 22,101.90UMBS MORTPASS 7% 08/37 31371NH40 7.0000 8/1/2037 120.0623 17,826.82 18,680.54 18,305.47 21,403.29UMBS MORTPASS 7% 11/37 31371NNA9 7.0000 11/1/2037 116.8088 20,663.60 21,722.62 21,263.14 24,136.91UMBS MORTPASS 6.5% 02/38 31374CL53 6.5000 2/1/2038 117.1269 15,834.96 17,396.18 16,781.35 18,546.99UMBS MORTPASS 5% 09/25 3138EJWC8 5.0000 9/1/2025 104.1416 55,283.88 60,164.41 56,846.14 57,573.49UMBS MORTPASS 6% 07/39 3138EK7L3 6.0000 7/1/2039 118.6110 362,543.72 401,517.16 389,771.48 430,016.89UMBS MORTPASS 4.5% 01/32 3138EMBT7 4.5000 1/1/2032 108.0552 97,884.85 105,302.69 102,220.14 105,769.67FNMA MORTPASS FLT 02/44 3138EMRA1 1.9420 2/1/2044 104.2355 84,713.43 87,810.77 87,810.77 88,301.49UMBS MORTPASS 5% 09/39 3138EM5Y3 5.0000 9/1/2039 113.8677 552,416.81 608,694.27 592,973.80 629,024.10UMBS MORTPASS 4.5% 09/41 3138ENBK4 4.5000 9/1/2041 111.0361 156,943.30 170,700.37 167,141.65 174,263.79UMBS MORTPASS 3.5% 12/29 3138EQAF9 3.5000 12/1/2029 107.1907 142,976.61 150,661.59 147,493.23 153,257.66FNMA MORTPASS FLT 10/45 3138EQTS1 2.8530 10/1/2045 104.5636 247,937.39 253,235.11 253,235.11 259,252.19UMBS MORTPASS 4.5% 02/46 3138EREA4 4.5000 2/1/2046 111.2426 1,225,420.10 1,345,281.48 1,325,959.02 1,363,188.63FNMA MORTPASS FLT 07/46 3138ET4D5 2.5490 7/1/2046 104.7271 171,515.64 176,004.54 176,004.54 179,623.31FNMA MORTPASS 3.14% 12/31 3138LGAK2 3.1400 12/1/2031 111.7220 1,715,000.00 1,688,739.06 1,688,739.06 1,916,032.40FNMA MORTPASS 2.92% 11/36 3138LGDL7 2.9200 11/1/2036 110.8976 729,289.02 703,080.21 703,080.21 808,764.13FNMA MORTPASS 3.09% 12/36 3138LGEU6 3.0900 12/1/2036 114.8307 500,000.00 490,898.44 490,898.44 574,153.53FNMA MORTPASS 3.28% 12/32 3138LLU52 3.2800 12/1/2032 113.3143 2,576,769.59 2,586,432.47 2,586,432.47 2,919,848.96FNMA MORTPASS 3.76% 07/33 3138LNYX3 3.7600 7/1/2033 117.4673 435,747.51 440,309.22 440,309.22 511,860.88FNMA MORTPASS 3.33% 10/29 3138L7WS1 3.3300 10/1/2029 112.7270 1,872,603.43 1,896,449.87 1,896,449.87 2,110,930.49UMBS MORTPASS 4% 12/34 3138WDK26 4.0000 12/1/2034 109.5508 341,886.95 365,872.45 358,470.39 374,539.86UMBS MORTPASS 4% 09/35 3138WFQY5 4.0000 9/1/2035 108.3326 1,090,036.07 1,176,046.73 1,153,240.56 1,180,864.27FNMA MORTPASS FLT 05/44 3138XUGF3 1.8300 5/1/2044 104.0404 125,575.46 129,202.18 129,202.18 130,649.17UMBS MORTPASS 6.5% 05/31 31384WLF5 6.5000 5/1/2031 113.1403 22,831.78 23,748.62 23,182.95 25,831.95UMBS MORTPASS 6.5% 06/32 31385JF86 6.5000 6/1/2032 113.8819 13,583.95 14,129.40 13,806.19 15,469.66UMBS MORTPASS 6.5% 07/32 31385JJF6 6.5000 7/1/2032 113.7371 7,603.98 7,909.33 7,729.02 8,648.55

Page 3 of 6




UMBS MORTPASS 6.5% 10/32 31385WV63 6.5000 10/1/2032 114.8584 26,991.10 28,074.95 27,441.32 31,001.54UMBS MORTPASS 6.5% 05/32 31391K5X1 6.5000 5/1/2032 113.4636 12,431.40 12,930.58 12,634.00 14,105.11UMBS MORTPASS 4.5% 06/48 3140HBJG4 4.5000 6/1/2048 108.5956 339,170.35 353,253.86 351,815.97 368,323.97FNMA MORTPASS FLT 11/48 3140HMYC2 3.8950 11/1/2048 104.7750 611,411.10 636,440.75 636,440.75 640,606.07FNMA MORTPASS FLT 08/49 3140JAX86 3.7240 8/1/2049 104.8536 775,050.50 807,202.99 807,202.99 812,668.03UMBS MORTPASS 4.5% 01/43 3140J5QK8 4.5000 1/1/2043 111.0006 581,283.98 629,921.10 622,106.31 645,228.79UMBS MORTPASS 2.5% 08/50 3140KELC0 2.5000 8/1/2050 105.1062 13,790,091.09 14,354,622.93 14,351,751.20 14,494,236.72UMBS MORTPASS 2.5% 07/50 3140QEDC3 2.5000 7/1/2050 104.8194 4,597,013.18 4,830,275.68 4,821,579.44 4,818,560.94UMBS MORTPASS 2% 12/50 3140QGAA5 2.0000 12/1/2050 102.0562 2,350,059.87 2,450,947.21 2,448,550.60 2,398,380.74UMBS MORTPASS 2% 01/51 3140QGLX3 2.0000 1/1/2051 102.0562 3,387,805.43 3,541,315.37 3,538,103.81 3,457,465.82UMBS MORTPASS 2% 01/51 3140QGMX2 2.0000 1/1/2051 102.0563 2,014,749.34 2,097,857.75 2,096,320.28 2,056,177.95UMBS MORTPASS 2.5% 11/50 3140XBSX9 2.5000 11/1/2050 104.8973 16,854,852.55 17,631,755.91 17,630,154.75 17,680,284.23FNMA MORTPASS 6.5% 10/32 31400FB48 6.5000 10/1/2032 110.6686 27,176.98 28,459.42 27,682.98 30,076.39FNMA MORTPASS 6% 01/33 31400FCF2 6.0000 1/1/2033 107.3504 48,443.03 49,858.47 49,010.27 52,003.77FNMA MORTPASS 6.5% 08/32 31402BVL5 6.5000 8/1/2032 100.7462 2,819.44 2,952.48 2,873.25 2,840.48FNMA MORTPASS FLT 10/33 31402DGA2 2.0850 10/1/2033 105.0280 67,100.66 64,332.75 64,332.75 70,474.51UMBS MORTPASS 6% 04/35 31402RDG1 6.0000 4/1/2035 115.5260 190,070.21 205,454.03 198,593.91 219,580.57FNMA MORTPASS 7% 11/33 31402RYC7 7.0000 11/1/2033 110.0868 23,881.42 25,411.30 24,522.33 26,290.30UMBS MORTPASS 6% 07/35 31403DA66 6.0000 7/1/2035 116.0300 101,140.70 102,183.71 101,643.90 117,353.52FNMA MORTPASS 7% 10/32 31405FD58 7.0000 10/1/2032 110.5831 16,926.56 17,839.04 17,296.32 18,717.91FNMA MORTPASS FLT 06/35 31406VYX8 1.4850 6/1/2035 101.0086 43,730.96 43,095.49 43,095.49 44,172.01FNMA MORTPASS FLT 07/35 31407JNR9 1.9150 7/1/2035 105.4311 114,513.88 113,511.88 113,511.88 120,733.26UMBS MORTPASS 6% 11/21 31410FSE6 6.0000 11/1/2021 100.1131 97.24 98.73 97.29 97.35UMBS MORTPASS 7% 03/37 31410F6C4 7.0000 3/1/2037 118.3297 57,331.35 63,575.09 61,025.03 67,840.03FNMA MORTPASS FLT 05/36 31410F7D1 2.0970 5/1/2036 104.5519 49,116.76 49,049.63 49,049.63 51,352.50UMBS MORTPASS 6% 04/35 31410GJS3 6.0000 4/1/2035 118.6009 47,946.17 47,811.31 47,878.21 56,864.57UMBS MORTPASS 6% 03/36 31410GTM5 6.0000 3/1/2036 117.5663 73,022.27 74,397.16 73,743.29 85,849.59UMBS MORTPASS 6.5% 02/38 31410KL77 6.5000 2/1/2038 116.8745 59,251.44 61,638.75 60,598.35 69,249.80UMBS MORTPASS 6.5% 07/38 31410KRB2 6.5000 7/1/2038 118.4943 9,783.83 10,088.07 9,958.58 11,593.28UMBS MORTPASS 6.5% 10/38 31410KXM1 6.5000 10/1/2038 118.7568 36,483.47 40,456.74 38,963.14 43,326.59UMBS MORTPASS 5.5% 11/29 31414UWN4 5.5000 11/1/2029 111.8283 131,333.52 143,810.19 137,584.87 146,868.08UMBS MORTPASS 6% 02/23 31414UZL5 6.0000 2/1/2023 101.7248 19,639.93 20,100.23 19,689.49 19,978.68UMBS MORTPASS 4% 11/30 31416W5Z1 4.0000 11/1/2030 107.8511 101,540.09 108,140.20 105,033.00 109,512.15UMBS MORTPASS 4.5% 01/31 31417YV46 4.5000 1/1/2031 109.1119 37,196.77 40,312.02 38,956.98 40,586.10UMBS MORTPASS 3.5% 03/37 31418CG99 3.5000 3/1/2037 106.4933 1,476,638.41 1,535,011.76 1,522,152.32 1,572,521.47UMBS MORTPASS 6.5% 08/39 31418MEC2 6.5000 8/1/2039 117.6674 41,087.32 44,736.32 43,387.60 48,346.37UMBS MORTPASS 5.5% 09/38 31418MGG1 5.5000 9/1/2038 115.0246 109,598.54 120,712.50 116,875.75 126,065.31UMBS MORTPASS 6% 08/37 31418MG30 6.0000 8/1/2037 117.0439 197,757.20 209,004.67 204,290.10 231,462.75UMBS MORTPASS 5.5% 04/37 31418MH39 5.5000 4/1/2037 115.4442 70,480.73 75,612.59 73,513.34 81,365.92UMBS MORTPASS 7% 12/38 31418MKY7 7.0000 12/1/2038 118.7578 61,209.83 66,546.58 64,420.68 72,691.42FNMA MORTPASS 5.5% 02/38 31419AJ99 5.5000 2/1/2038 109.9918 56,192.55 60,099.67 58,565.02 61,807.17UMBS MORTPASS 6.5% 01/39 31419AP43 6.5000 1/1/2039 114.3338 74,894.98 83,449.41 80,298.59 85,630.26

Page 4 of 6




UMBS MORTPASS 5.5% 09/24 31419AQZ3 5.5000 9/1/2024 101.2010 2,623.56 2,830.98 2,670.67 2,655.07UMBS MORTPASS 5.5% 01/25 31419A6M4 5.5000 1/1/2025 102.7659 21,435.32 23,153.50 21,867.11 22,028.19

61,313,373.90 63,868,200.87 63,684,060.74 65,231,029.44 Government Bond

PETROLEOS 6.625% 06/35 706451BG5 6.6250 6/15/2035 96.8330 1,505,000.00 1,746,275.00 1,665,643.48 1,457,336.651,505,000.00 1,746,275.00 1,665,643.48 1,457,336.65

Municipal BondCALIFORNIA ST 7.5% 04/34 13063A5E0 7.5000 4/1/2034 157.8250 1,775,000.00 1,841,944.60 1,810,214.76 2,801,393.75CALIFORNIA ST 7.3% 10/39 13063A7D0 7.3000 10/1/2039 161.8740 750,000.00 1,205,437.50 1,201,947.06 1,214,055.00CALIFORNIA 7.625% 03/40 13063BFR8 7.6250 3/1/2040 170.7390 200,000.00 293,384.00 275,717.04 341,478.00LOS ANGELES 5.75% 07/34 544646XZ0 5.7500 7/1/2034 134.8440 2,250,000.00 2,202,877.69 2,234,303.34 3,033,990.00

4,975,000.00 5,543,643.79 5,522,182.20 7,390,916.75 Money Market

INVESCO VAR 12/99 00499KPA5 0.0102 12/31/2099 100.0000 50,813,514.86 50,813,514.86 50,813,514.86 50,813,514.8650,813,514.86 50,813,514.86 50,813,514.86 50,813,514.86

Mortgage RelatedTBA UMBS SINGLE 2.5% 01F0226A8 2.5000 10/25/2051 103.6642 27,358,000.00 28,274,352.19 28,274,352.19 28,360,451.02BNSF 5.996% 04/24 05568YAA6 5.9960 4/1/2024 108.9351 213,101.67 213,101.67 213,101.67 232,142.52FNMA REMICS FLT 12/43 3136AHPA2 0.6844 12/25/2043 100.9724 1,157,202.37 1,159,552.93 1,159,552.93 1,168,455.47FANNIE MAE-ACES VAR 04/29 3136AWWF0 3.2280 4/25/2029 112.1279 660,468.55 665,469.22 665,469.22 740,569.19FHLMC REMICS VAR 03/44 3137B8LR6 4.5000 3/15/2044 112.2116 329,049.25 369,460.60 369,460.60 369,231.36FREDDIE MAC VAR 09/43 31392W7B0 6.5000 9/25/2043 124.2462 224,939.91 228,426.82 228,426.82 279,479.36FNMA TRUST 6.5% 09/42 31393BU94 6.5000 9/25/2042 116.3769 125,874.34 129,212.95 127,819.12 146,488.63FNMA TRUST 7% 08/44 31394BZ80 7.0000 8/25/2044 119.8004 77,298.38 81,954.38 80,072.10 92,603.76SEASONED 4.5% 06/57 35563PCS6 4.5000 6/25/2057 111.4064 606,237.97 663,901.07 658,721.26 675,388.02GNMA 2017-H20 FLT 10/67 38375UQ29 0.6626 10/20/2067 99.4236 738,516.50 738,516.50 738,516.50 734,259.69GNMA 2018-H05 FLT 02/68 38380LAC7 0.3511 2/20/2068 98.7216 854,435.33 852,981.15 852,981.15 843,512.14GNMA 2018-H08 FLT 06/68 38380LDF7 0.4111 6/20/2068 98.9342 1,026,051.72 1,022,037.24 1,022,037.24 1,015,115.65GNMA 2018-H09 FLT 04/68 38380LFE8 0.7811 4/20/2068 100.7698 1,561,107.20 1,574,022.98 1,574,022.98 1,573,124.13GNMA 2018-H20 FLT 06/68 38380LNG4 0.6029 6/20/2068 100.4810 982,787.44 984,015.92 984,015.92 987,514.25UNITED STATES 4.72% 02/24 83162CNN9 4.7200 2/1/2024 104.0945 25,034.86 24,311.20 24,929.51 26,059.90UNITED STATES 4.88% 11/24 83162CPD9 4.8800 11/1/2024 104.8410 42,305.73 42,305.73 42,305.73 44,353.75UNION 4.698% 01/24 90783SAA0 4.6980 1/2/2024 105.2886 42,773.40 39,869.51 42,424.63 45,035.51UNION 5.082% 01/29 90783VAA3 5.0820 1/2/2029 111.6304 265,872.75 256,330.23 262,273.12 296,794.84UNION 6.176% 01/31 90783XAA9 6.1760 1/2/2031 120.7614 226,684.04 226,684.04 226,684.04 273,746.87

36,517,741.41 37,546,506.33 37,547,166.73 37,904,326.06 T-Note

UNITED 0.75% 01/28 91282CBJ9 0.7500 1/31/2028 98.4023 4,615,000.00 4,612,115.62 4,612,115.62 4,541,268.18UNITED 1.125% 02/31 91282CBL4 1.1250 2/15/2031 98.6563 24,335,000.00 23,520,646.42 23,520,646.42 24,007,998.44UNITED 1.625% 05/31 91282CCB5 1.6250 5/15/2031 103.1094 5,165,000.00 5,199,150.20 5,199,150.20 5,325,599.22UNITED 1.25% 05/28 91282CCE9 1.2500 5/31/2028 101.3125 26,000,000.00 26,017,265.62 26,017,265.62 26,341,250.00UNITED 0.75% 05/26 91282CCF6 0.7500 5/31/2026 0.0000 0.00 0.00 0.00 0.00

Page 5 of 6




UNITED STATES 2% 11/26 912828U24 2.0000 11/15/2026 0.0000 0.00 0.00 0.00 0.00UNITED STATES 1.5% 08/26 9128282A7 1.5000 8/15/2026 0.0000 0.00 0.00 0.00 0.00

60,115,000.00 59,349,177.86 59,349,177.86 60,216,115.84 T-Bond

UNITED 2.75% 08/42 912810QX9 2.7500 8/15/2042 115.7031 3,560,000.00 3,362,277.48 3,362,277.48 4,119,031.25UNITED 2.75% 11/47 912810RZ3 2.7500 11/15/2047 117.3477 515,000.00 485,856.49 485,856.49 604,340.43UNITED 1.25% 05/50 912810SN9 1.2500 5/15/2050 84.7734 2,500,000.00 2,283,496.09 2,283,496.09 2,119,335.95UNITED 1.625% 11/50 912810SS8 1.6250 11/15/2050 93.0430 1,200,000.00 1,190,625.00 1,190,625.00 1,116,515.63UNITED 1.875% 02/51 912810SU3 1.8750 2/15/2051 98.7188 9,725,000.00 9,131,438.48 9,131,438.48 9,600,398.44UNITED 2.375% 05/51 912810SX7 2.3750 5/15/2051 110.4375 2,000,000.00 2,206,093.75 2,206,093.75 2,208,750.00

19,500,000.00 18,659,787.29 18,659,787.29 19,768,371.70 Totals $364,749,469.92 $383,063,335.41 $381,305,575.87 $399,230,774.74

Page 6 of 6

Account: 3016142600 VA GENERAL/EARNEST PARTNE Created: 7-Sep-2021 09:25:14 AM [EDT]



Corporate BondAFLAC INC 6.9% 12/39 001055AD4 6.9000 12/17/2039 148.9439 775,000.00 1,071,472.25 1,023,544.97 1,154,315.41ALLSTATE 1.45% 12/30 020002BJ9 1.4500 12/15/2030 96.5966 1,925,000.00 1,898,949.66 1,899,945.37 1,859,484.22AMERICAN 2.65% 12/22 025816BD0 2.6500 12/2/2022 103.0140 1,000,000.00 963,774.30 997,461.37 1,030,140.00AMERICAN 3.125% 05/26 025816CF4 3.1250 5/20/2026 109.1457 500,000.00 532,437.50 524,306.03 545,728.65AMERICAN 4.3% 12/42 03040WAJ4 4.3000 12/1/2042 123.7315 1,335,000.00 1,502,873.70 1,491,609.62 1,651,815.79BANK OF VAR 12/28 06051GHD4 3.4190 12/20/2028 109.8280 2,150,000.00 2,347,225.50 2,341,866.93 2,361,302.82BURLINGTON 5.75% 05/40 12189LAA9 5.7500 5/1/2040 141.8510 1,100,000.00 1,535,806.85 1,503,665.20 1,560,360.58BURLINGTON 3.75% 04/24 12189LAR2 3.7500 4/1/2024 107.6359 347,000.00 361,652.60 351,634.84 373,496.71BURLINGTON 6.7% 08/28 12189TAJ3 6.7000 8/1/2028 131.5749 500,000.00 655,320.00 648,276.00 657,874.41CSX CORP 6% 10/36 126408GH0 6.0000 10/1/2036 139.9347 550,000.00 744,068.00 726,271.85 769,640.61CSX CORP 6.22% 04/40 126408GS6 6.2200 4/30/2040 146.8767 400,000.00 554,076.00 543,350.70 587,506.90CSX 6.251% 01/23 126410LM9 6.2510 1/15/2023 107.0751 284,523.51 310,866.47 287,392.60 304,653.80CVS 6.036% 12/28 126650BP4 6.0360 12/10/2028 117.2144 529,390.72 613,976.78 610,175.92 620,521.99CAL DIVE 4.93% 02/27 12802RAA3 4.9300 2/1/2027 109.8431 443,149.09 444,445.83 447,847.97 486,768.70CANADIAN 6.9% 07/28 136375BD3 6.9000 7/15/2028 133.4200 253,000.00 314,974.88 297,391.02 337,552.55DUKE ENERGY 6.3% 04/38 144141CY2 6.3000 4/1/2038 147.6732 1,100,000.00 1,366,232.00 1,339,754.99 1,624,405.65COMMONWEALTH 5.9% 03/36 202795HK9 5.9000 3/15/2036 143.2091 1,652,000.00 2,049,915.90 2,045,079.24 2,365,814.20CROWLEY 4.181% 08/43 228023AB3 4.1810 8/15/2043 118.3134 859,526.78 887,461.40 885,739.48 1,016,935.39VESSEL 3.432% 08/36 228027AA6 3.4320 8/15/2036 110.9945 923,000.00 950,042.12 947,256.54 1,024,479.24DOMINION ENERGY 7% 06/38 25746UBD0 7.0000 6/15/2038 150.7506 1,075,000.00 1,463,083.50 1,408,874.23 1,620,569.00ENBRIDGE 5.875% 10/25 29250RAW6 5.8750 10/15/2025 117.3544 1,500,000.00 1,813,762.10 1,763,248.33 1,760,315.97ENTERGY 4.44% 01/26 29364WAM0 4.4400 1/15/2026 112.3700 1,700,000.00 1,814,802.56 1,790,797.44 1,910,290.27ENTERPRISE 5.7% 02/42 29379VAV5 5.7000 2/15/2042 135.7733 1,000,000.00 1,350,250.00 1,347,275.28 1,357,733.32ENTERPRISE 2.8% 01/30 29379VBX0 2.8000 1/31/2030 106.1255 525,000.00 562,662.13 562,334.08 557,158.80FEDEX CORP 4.9% 01/34 31428XAX4 4.9000 1/15/2034 125.3950 1,000,000.00 1,183,037.50 1,163,022.93 1,253,950.26FEDEX CORP 1.875% 02/34 314353AA1 1.8750 8/20/2035 100.2216 1,183,159.22 1,196,564.42 1,196,035.25 1,185,781.10FLORIDA 5.96% 04/39 341081FB8 5.9600 4/1/2039 146.9099 1,677,000.00 2,386,628.02 2,325,971.47 2,463,678.97GATX CORP 3.25% 03/25 361448AW3 3.2500 3/30/2025 106.9761 2,456,000.00 2,552,246.41 2,554,677.92 2,627,333.73GEORGIA 4.75% 09/40 373334JS1 4.7500 9/1/2040 124.0957 1,656,000.00 1,889,193.29 1,862,070.34 2,055,024.87JPMORGAN CHASE VAR 04/31 46647PBL9 2.5220 4/22/2031 103.4724 1,800,000.00 1,836,697.50 1,836,027.20 1,862,503.67JOHN SEVIER 4.626% 01/42 478045AA5 4.6260 1/15/2042 124.3648 1,364,013.34 1,699,035.33 1,657,779.95 1,696,352.23KANSAS CITY 3.125% 06/26 485170BA1 3.1250 6/1/2026 108.2969 1,435,000.00 1,504,731.95 1,495,426.60 1,554,060.74KEYCORP 2.55% 10/29 49326EEJ8 2.5500 10/1/2029 105.3305 850,000.00 900,345.50 899,408.06 895,309.11KEYBANK 2.3% 09/22 49327M2T0 2.3000 9/14/2022 102.1770 876,000.00 888,704.62 881,052.52 895,070.86KROGER CO/THE 4.5% 01/29 501044DL2 4.5000 1/15/2029 118.4964 1,220,000.00 1,330,846.60 1,311,159.57 1,445,655.84LAM RESEARCH 1.9% 06/30 512807AV0 1.9000 6/15/2030 100.7694 1,300,000.00 1,329,952.00 1,328,094.88 1,310,001.58MATSON 5.337% 09/28 576863BB9 5.3370 9/4/2028 112.4514 469,000.00 501,522.02 490,126.97 527,397.01MATSON 5.273% 07/29 576863BC7 5.2730 7/29/2029 114.0863 841,000.00 865,178.75 861,449.96 959,465.46MIDAMERICAN 6.75% 12/31 595620AB1 6.7500 12/30/2031 142.0411 1,100,000.00 1,594,032.00 1,590,262.87 1,562,452.19NATIONAL 4.023% 11/32 637432MS1 4.0230 11/1/2032 119.0121 1,000,000.00 1,042,405.60 1,050,663.59 1,190,121.24NATIONAL 3.7% 03/29 637432NS0 3.7000 3/15/2029 112.7506 1,130,000.00 1,251,621.90 1,246,581.06 1,274,081.66

Page 1 of 6




NEVADA POWER 6.75% 07/37 641423BU1 6.7500 7/1/2037 150.6218 1,080,000.00 1,471,875.00 1,410,315.86 1,626,715.01NORFOLK 4.8% 08/43 655844BN7 4.8000 8/15/2043 124.0340 500,000.00 617,940.00 617,209.00 620,170.15NORFOLK 3.8% 08/28 655844BZ0 3.8000 8/1/2028 113.4544 652,000.00 756,489.52 748,433.54 739,722.66UNITED 3.19% 10/34 690353T64 3.1900 10/5/2034 111.6905 844,817.50 844,817.50 844,817.50 943,580.70UNITED 3.37% 10/34 6903532V8 3.3700 10/5/2034 113.8449 648,782.49 648,782.46 648,782.46 738,605.78PNC BANK NA 2.7% 10/29 69349LAS7 2.7000 10/22/2029 106.5867 1,150,000.00 1,235,226.40 1,231,288.21 1,225,747.34PACIFICORP 6.25% 10/37 695114CG1 6.2500 10/15/2037 143.1861 650,000.00 912,622.50 894,138.72 930,709.70PROGRESSIVE 3.2% 03/30 743315AW3 3.2000 3/26/2030 110.5339 1,220,000.00 1,369,035.20 1,349,857.58 1,348,513.64RAYMOND 4.65% 04/30 754730AG4 4.6500 4/1/2030 119.8388 1,625,000.00 1,981,939.50 1,962,364.72 1,947,380.61REINAUER 5.875% 11/26 759330AA1 5.8750 11/30/2026 112.2704 362,000.00 390,899.17 374,559.27 406,418.79REPUBLIC 3.95% 05/28 760759AT7 3.9500 5/15/2028 113.8020 2,117,000.00 2,387,953.08 2,362,358.72 2,409,188.36DOMINION 6.05% 01/38 837004CB4 6.0500 1/15/2038 144.3559 1,079,000.00 1,337,306.21 1,325,694.17 1,557,600.16TENNESSEE ZERO 01/27 88059ENL4 - 1/15/2027 94.9900 913,000.00 510,870.43 510,870.43 867,258.43TENNESSEE 5.88% 04/36 880591CS9 5.8800 4/1/2036 149.2547 1,750,000.00 2,610,850.95 2,545,897.82 2,611,957.16TENNESSEE 4.65% 06/35 880591DX7 4.6500 6/15/2035 132.2308 1,410,000.00 1,578,547.71 1,585,229.86 1,864,454.25THIRAX 1 0.968% 01/33 88410XAA4 0.9680 1/14/2033 99.5109 2,498,912.37 2,498,912.37 2,498,912.37 2,486,690.46GLOBE LIFE 4.55% 09/28 891027AS3 4.5500 9/15/2028 117.4483 1,311,000.00 1,553,739.11 1,536,013.89 1,539,747.08TOTE 3.45% 01/41 89156HAB3 3.4500 1/22/2041 110.8892 610,000.00 607,511.20 607,883.07 676,424.17UNITED 1.44% 11/37 90376PBZ3 1.4400 11/20/2037 97.8642 2,050,000.00 2,036,006.50 2,036,030.17 2,006,216.51US BANCORP 3.6% 09/24 91159HHK9 3.6000 9/11/2024 108.6670 1,225,000.00 1,312,333.71 1,269,942.31 1,331,170.16UNITED 3.46% 08/31 911759LV8 3.4600 8/1/2031 101.0915 560,000.00 559,778.95 559,835.96 566,112.64RAYTHEON 5.7% 04/40 913017BS7 5.7000 4/15/2040 139.6733 1,250,000.00 1,767,230.00 1,748,575.22 1,745,915.71VERIZON 4.75% 11/41 92343VBE3 4.7500 11/1/2041 125.2714 1,650,000.00 2,081,143.50 2,059,538.78 2,066,978.43VESSEL 5.125% 04/35 925387AE2 5.1250 4/16/2035 119.3282 358,000.00 368,548.91 367,934.07 427,194.91WASTE 3.9% 03/35 94106LBB4 3.9000 3/1/2035 117.7827 875,000.00 928,983.75 920,242.92 1,030,598.49

72,173,275.02 82,432,219.07 81,551,637.76 86,012,176.80 FHLMC

FHLMCGLD 6.423% 08/28 3128HJAG1 6.4230 8/1/2028 119.4541 24,000,000.00 4,436,613.45 4,613,136.84 28,668,992.88FHLMCGLD 7.645% 05/25 3128HJAH9 7.6450 5/1/2025 111.5591 298,119.79 345,626.49 312,327.52 332,579.71UMBS MORTPASS 3% 06/51 3132DWBV4 3.0000 6/1/2051 104.8082 3,101,137.60 3,266,370.09 3,264,714.13 3,250,245.10FHLMCGLD 2.64% 06/33 3132WXAB6 2.6400 6/1/2033 108.0245 857,727.91 844,057.86 847,964.13 926,556.30

28,256,985.30 8,892,667.89 9,038,142.62 33,178,373.99 FNMA

FNMA MORTPASS 3.78% 09/33 313637TC4 3.7800 9/1/2033 114.4570 2,185,658.44 2,548,682.64 2,534,217.38 2,501,638.25UMBS MORTPASS 3% 03/42 3138EBPJ8 3.0000 3/1/2042 106.2077 202,317.63 196,501.00 198,009.47 214,876.89FNMA MORTPASS 3.54% 06/45 3138LACD9 3.5400 6/1/2045 111.1281 624,126.21 617,104.78 617,776.34 693,579.71FNMA MORTPASS 3.44% 02/32 3138LC7K5 3.4400 2/1/2032 112.4170 1,294,179.11 1,506,909.79 1,493,023.05 1,454,877.12FNMA MORTPASS 3.75% 12/37 3138LGJT4 3.7500 12/1/2037 100.0000 0.04 0.04 0.04 0.04FNMA MORTPASS 3.32% 01/29 3138LGX92 3.3200 1/1/2029 113.0826 2,000,000.00 2,181,250.00 2,149,266.72 2,261,652.30FNMA MORTPASS 4% 02/47 3138LHBV5 4.0000 2/1/2047 115.8774 1,759,164.36 2,069,766.83 2,065,966.99 2,038,473.69FNMA MORTPASS 3.22% 07/32 3138LJWG1 3.2200 7/1/2032 113.6389 2,008,023.32 2,200,930.83 2,181,820.57 2,281,895.55FNMA MORTPASS 3.21% 11/37 3138LLET8 3.2100 11/1/2037 114.2787 3,145,541.81 3,577,745.82 3,564,540.10 3,594,683.06

Page 2 of 6




FNMA MORTPASS 3.64% 06/28 3138LNMH1 3.6400 6/1/2028 109.7219 3,000,000.00 3,316,875.00 3,315,722.28 3,291,655.59UMBS MORTPASS 3.5% 06/42 3138LUSZ9 3.5000 6/1/2042 108.2630 78,297.31 81,661.26 80,853.41 84,767.03FNMA MORTPASS 3.31% 01/33 3138L2LH8 3.3100 1/1/2033 110.2741 3,082,029.85 3,413,829.63 3,412,234.43 3,398,679.23FNMA MORTPASS 5.09% 03/43 3138L3J71 5.0900 3/1/2043 118.7797 1,779,946.19 2,199,485.08 2,189,982.59 2,114,215.35UMBS MORTPASS 3.5% 02/45 3138WD2R1 3.5000 2/1/2045 108.0359 245,573.62 260,998.71 258,314.73 265,307.69UMBS MORTPASS 3.5% 08/45 3138WFKJ4 3.5000 8/1/2045 107.4883 238,059.59 248,595.41 246,749.44 255,886.10UMBS MORTPASS 3.5% 04/43 3138WMW49 3.5000 4/1/2043 108.8709 280,806.42 283,482.89 282,805.11 305,716.49UMBS MORTPASS 3% 07/43 3138X0Y28 3.0000 7/1/2043 106.6933 604,022.02 615,507.16 613,120.32 644,451.18UMBS MORTPASS 4% 10/43 3138X6P66 4.0000 10/1/2043 109.5633 126,048.14 132,133.90 130,578.74 138,102.54UMBS MORTPASS 3.5% 02/45 3138Y9RV2 3.5000 2/1/2045 107.3151 596,702.16 608,563.14 606,604.03 640,351.65FNMA MORTPASS 5.06% 01/30 31381LQS9 5.0600 1/1/2030 120.3646 976,945.46 1,004,116.77 988,546.23 1,175,896.17FNMA MORTPASS 4.96% 06/30 31381MR56 4.9600 6/1/2030 115.9580 493,348.05 575,983.84 547,230.42 572,076.73FNMA MORTPASS 5.62% 06/41 31381RFK5 5.6200 6/1/2041 117.2146 634,813.18 652,468.95 646,594.03 744,093.69FNMA MORTPASS 5.86% 07/29 31381RTQ7 5.8600 7/1/2029 118.5780 965,355.83 1,182,862.56 1,169,860.13 1,144,700.11FNMA MORTPASS 3.48% 07/42 31381U7H4 3.4800 7/1/2042 114.9011 1,860,471.66 2,216,141.52 2,205,973.38 2,137,702.10FNMA MORTPASS 3.49% 07/30 31381VD36 3.4900 7/1/2030 111.3094 723,526.69 758,418.15 744,218.53 805,352.86FNMA MORTPASS 3.3% 07/32 31381VHP3 3.3000 7/1/2032 110.6290 1,019,685.57 1,053,462.66 1,038,345.44 1,128,067.82UMBS MORTPASS 4% 01/46 3140EUE39 4.0000 1/1/2046 109.3685 343,129.42 367,791.87 363,486.81 375,275.49UMBS MORTPASS 4% 03/47 3140FE2P8 4.0000 3/1/2047 108.1967 410,497.81 424,929.38 423,709.09 444,144.93FNMA MORTPASS 3.5% 09/28 3140HRAE3 3.5000 9/1/2028 113.9354 1,850,000.00 2,136,171.88 2,112,555.48 2,107,805.71FNMA MORTPASS 3.89% 10/38 3140HRMF7 3.8900 10/1/2038 120.1320 2,000,000.00 2,421,718.75 2,417,106.10 2,402,639.94FNMA 3.945% 12/28 3140HRYE7 3.9450 12/1/2028 111.9408 2,987,042.71 3,345,487.83 3,338,845.88 3,343,720.34FNMA MORTPASS 3.84% 09/26 3140HRYV9 3.8400 9/1/2026 112.7597 1,634,537.67 1,850,092.33 1,807,801.19 1,843,100.39FNMA MORTPASS 4.48% 06/42 3140HSFV8 4.4800 6/1/2042 117.5645 2,516,539.71 3,003,136.25 2,990,324.55 2,958,556.19FNMA MORTPASS 3.79% 01/29 3140HSM24 3.7900 1/1/2029 112.3125 2,200,000.00 2,467,523.44 2,460,711.04 2,470,875.51FNMA MORTPASS 3.59% 02/29 3140HSW56 3.5900 2/1/2029 111.2315 2,300,000.00 2,602,324.22 2,582,030.57 2,558,324.06FNMA MORTPASS 3.35% 06/34 3140HUDD5 3.3500 6/1/2034 114.0527 2,000,000.00 2,345,078.12 2,311,856.04 2,281,054.94FNMA MORTPASS 2.87% 11/29 3140HWBM3 2.8700 11/1/2029 109.9952 1,644,657.01 1,735,562.85 1,721,357.67 1,809,043.70FNMA 2.835% 11/49 3140HWJB9 2.8350 11/1/2049 111.2649 1,934,244.22 2,112,859.58 2,104,902.93 2,152,134.92FNMA MORTPASS 2.61% 04/50 3140HX3X6 2.6100 4/1/2050 104.7264 1,952,574.74 2,037,847.33 2,034,130.94 2,044,862.13FNMA MORTPASS 2.05% 06/35 3140HYEL8 2.0500 6/1/2035 102.7203 1,823,000.00 1,942,207.11 1,934,026.41 1,872,590.50UMBS MORTPASS 2.5% 05/51 3140QKQH4 2.5000 5/1/2051 103.9524 3,590,077.97 3,728,632.55 3,727,240.14 3,731,972.25UMBS MORTPASS 3% 06/50 3140X6ZG9 3.0000 6/1/2050 104.7774 1,785,982.07 1,883,373.91 1,879,492.74 1,871,306.38FNMA MORTPASS 5.03% 05/24 31413XU27 5.0300 5/1/2024 108.5308 879,375.77 930,789.81 899,166.92 954,393.57UMBS MORTPASS 3.5% 05/43 31417GGC4 3.5000 5/1/2043 108.8710 226,081.39 225,198.27 225,422.03 246,137.00UMBS MORTPASS 2% 12/40 31418DU67 2.0000 12/1/2040 101.7970 3,638,286.88 3,762,505.59 3,757,796.81 3,703,667.70UMBS MORTPASS 4% 12/39 31419AGZ4 4.0000 12/1/2039 109.9921 192,036.66 197,692.73 196,019.77 211,225.08FNMA MORTPASS 3.75% 01/58 31419TPH3 3.7500 1/1/2058 116.1366 3,000,000.00 3,513,750.00 3,512,398.65 3,484,098.63FNMA MORTPASS 3.75% 01/58 31419TPJ9 3.7500 1/1/2058 116.1366 3,000,000.00 3,513,750.00 3,512,398.65 3,484,098.63

71,832,706.70 80,051,902.16 79,595,134.31 80,239,726.93 Government Bond

STATE OF ZERO 02/24 465139RG0 - 2/15/2024 97.9764 1,500,000.00 793,230.00 793,230.00 1,469,645.91

Page 3 of 6




1,500,000.00 793,230.00 793,230.00 1,469,645.91 GNMA1 (20 Day Lag)

GNMA II 5.5% 05/35 36202EDQ9 5.5000 5/20/2035 117.4337 37,711.45 37,357.56 37,536.09 44,285.95GNMA II MORTPASS 5% 09/35 36202EE88 5.0000 9/20/2035 109.7300 21,701.23 21,242.99 21,477.36 23,812.75

59,412.68 58,600.55 59,013.45 68,098.70 Municipal Bond

BRISTOL VA GO 4.14% 01/37 110331PN9 4.1400 1/1/2037 107.8620 680,000.00 686,222.00 685,099.06 733,461.60CALIFORNIA ST 7.3% 10/39 13063A7D0 7.3000 10/1/2039 161.8740 1,455,000.00 2,264,309.95 2,190,050.16 2,355,266.70LOS ANGELES 5.75% 07/34 544646XZ0 5.7500 7/1/2034 134.8440 1,188,000.00 1,528,835.45 1,491,048.82 1,601,946.72LOS ANGELES 6.758% 07/34 544646ZR6 6.7580 7/1/2034 144.1900 635,000.00 950,642.90 928,330.71 915,606.50WASHINGTON 5.481% 08/39 93974CPM6 5.4810 8/1/2039 141.0790 515,000.00 628,804.70 601,174.04 726,556.85

4,473,000.00 6,058,815.00 5,895,702.79 6,332,838.37 Money Market

INVESCO VAR 12/99 00499KPA5 0.0102 12/31/2099 100.0000 1,912,071.64 1,912,071.64 1,912,071.64 1,912,071.641,912,071.64 1,912,071.64 1,912,071.64 1,912,071.64

Mortgage RelatedCSAIL 3.504% 06/57 12634NAT5 3.5040 6/15/2057 108.1274 2,000,000.00 2,168,515.63 2,167,796.59 2,162,548.80CVS 6.943% 01/30 126650BQ2 6.9430 1/10/2030 121.4630 1,022,966.88 1,149,551.84 1,124,432.13 1,242,526.26CITIGROUP 2.684% 10/49 17325DAC7 2.6840 10/10/2049 105.2720 1,190,000.00 1,251,266.41 1,251,188.93 1,252,736.68CONTINENTAL 4% 10/24 210795QB9 4.0000 4/29/2026 100.0000 0.01 0.01 0.01 0.01DELTA AIR LINES 2% 06/28 247361ZV3 2.0000 12/10/2029 100.1222 940,206.06 951,958.64 951,420.57 941,355.20DELTA AIR 3.204% 04/24 24737BAA3 3.2040 10/25/2025 106.1963 1,372,000.00 1,410,670.56 1,400,321.07 1,457,013.78FRESB 2018-SB47 VAR 01/28 30296KAG0 3.3500 1/25/2028 105.2572 2,774,849.27 3,024,152.12 3,004,701.90 2,920,728.37FRESB 2018-SB48 VAR 02/28 30296RAP5 3.3700 2/25/2028 105.4793 3,086,942.61 3,330,602.86 3,311,432.20 3,256,086.07FREDDIE MAC 2.617% 12/26 3137FAQD3 2.6170 12/25/2026 105.3964 1,626,380.98 1,725,806.24 1,708,227.64 1,714,146.68FREDDIE MAC 2.51% 12/25 3137FMCK6 2.5100 12/25/2025 105.9849 1,790,000.00 1,893,764.06 1,868,849.12 1,897,129.17GS MORTGAGE 3.764% 07/48 36250PAD7 3.7640 7/10/2048 109.7373 1,600,000.00 1,762,562.50 1,760,560.31 1,755,796.32UNITED STATES 3.07% 05/44 83162CB93 3.0700 5/1/2044 109.9286 4,616,645.24 4,991,747.67 4,985,466.21 5,075,011.63UNITED STATES 2.69% 07/44 83162CC68 2.6900 7/1/2044 108.4037 1,647,495.49 1,702,635.80 1,700,008.35 1,785,945.74UNITED STATES 2.22% 10/44 83162CD59 2.2200 10/1/2044 104.8919 2,447,258.42 2,566,944.66 2,566,351.20 2,566,976.34UNITED STATES 2.2% 02/45 83162CE74 2.2000 2/1/2045 104.8941 2,201,197.49 2,201,197.49 2,201,197.49 2,308,927.18UNITED STATES 1.62% 03/45 83162CF24 1.6200 3/1/2045 101.5575 3,320,635.13 3,320,635.13 3,320,635.13 3,372,355.35UNITED STATES 1.24% 02/41 83162CJ46 1.2400 2/1/2041 100.4354 3,274,153.86 3,274,153.86 3,274,153.86 3,288,409.53UNITED STATES 1.34% 02/46 83162CJ53 1.3400 2/1/2046 99.0729 4,385,863.45 4,385,863.45 4,385,863.45 4,345,201.67UNITED STATES 1.52% 05/46 83162CK51 1.5200 5/1/2046 100.6265 3,000,000.00 3,000,000.00 3,000,000.00 3,018,795.00UNITED STATES 1.45% 08/46 83162CL68 1.4500 8/1/2046 100.0813 4,000,000.00 4,000,000.00 4,000,000.00 4,003,250.80UNITED STATES 6.07% 03/22 83162CMC4 6.0700 3/1/2022 100.8344 8,367.72 8,988.70 8,399.39 8,437.54UNITED STATES 4.99% 09/24 83162CPA5 4.9900 9/1/2024 103.9382 48,150.64 51,487.04 49,054.84 50,046.89UNITED STATES 4.88% 11/24 83162CPD9 4.8800 11/1/2024 104.8410 29,966.57 31,361.88 30,267.37 31,417.25UNITED STATES 5.09% 10/25 83162CPV9 5.0900 10/1/2025 105.4234 44,770.53 47,434.34 45,553.31 47,198.61UNITED STATES 5.7% 08/26 83162CQL0 5.7000 8/1/2026 109.6969 47,820.57 47,820.57 47,820.57 52,457.70UNITED STATES 5.36% 11/26 83162CQR7 5.3600 11/1/2026 107.5941 42,809.31 43,003.29 42,861.51 46,060.30

Page 4 of 6




UNITED STATES 5.71% 06/27 83162CRB1 5.7100 6/1/2027 109.7871 219,136.62 232,858.89 229,663.55 240,583.65UNITED STATES 5.29% 12/27 83162CRL9 5.2900 12/1/2027 110.1809 104,002.65 109,989.49 107,817.67 114,591.09UNITED STATES 5.49% 03/28 83162CRR6 5.4900 3/1/2028 109.9045 98,415.81 105,110.37 101,341.50 108,163.44UNITED STATES 6.77% 11/28 83162CSD6 6.7700 11/1/2028 112.6719 63,016.91 67,779.70 65,446.13 71,002.32UNITED STATES 6.22% 12/28 83162CSE4 6.2200 12/1/2028 112.4577 111,273.56 128,007.26 119,504.66 125,135.71UNITED STATES 4.66% 03/29 83162CSK0 4.6600 3/1/2029 109.2439 117,657.75 122,063.88 119,651.82 128,533.87UNITED STATES 4.95% 06/29 83162CSP9 4.9500 6/1/2029 109.6782 99,759.74 109,119.42 103,919.74 109,414.69UNITED STATES 3.92% 10/29 83162CSV6 3.9200 10/1/2029 106.3102 137,016.44 151,488.80 144,098.36 145,662.49UNITED STATES 2.76% 10/31 83162CUH4 2.7600 10/1/2031 104.9868 370,687.62 373,203.05 372,462.53 389,173.07UNITED STATES 2.13% 01/33 83162CVG5 2.1300 1/1/2033 103.6277 1,819,114.24 1,835,020.97 1,837,390.23 1,885,106.61UNITED STATES 3.15% 07/33 83162CVR1 3.1500 7/1/2033 107.4330 482,336.42 491,520.47 488,333.92 518,188.29UNITED STATES 3.16% 08/33 83162CVS9 3.1600 8/1/2033 107.4306 594,800.33 602,795.04 600,398.13 638,997.38UNITED STATES 3.11% 04/34 83162CWE9 3.1100 4/1/2034 106.8769 2,229,596.47 2,341,482.76 2,329,853.63 2,382,924.48UNITED STATES 2.87% 07/34 83162CWK5 2.8700 7/1/2034 106.6626 815,874.38 836,102.81 833,477.59 870,232.91UNITED STATES 2.88% 08/34 83162CWL3 2.8800 8/1/2034 106.5485 327,993.57 331,774.87 330,818.86 349,472.36UNITED STATES 2.46% 02/35 83162CWV1 2.4600 2/1/2035 104.9290 1,622,555.90 1,661,612.13 1,656,450.65 1,702,531.68UNITED STATES 2.82% 08/35 83162CXE8 2.8200 8/1/2035 106.7130 1,354,057.51 1,393,682.05 1,389,808.38 1,444,955.93UNITED STATES 2.7% 11/35 83162CXK4 2.7000 11/1/2035 106.3066 1,324,587.99 1,368,408.38 1,363,267.48 1,408,124.85UNITED STATES 2.78% 01/36 83162CXN8 2.7800 1/1/2036 107.1395 697,994.26 708,564.31 705,845.33 747,827.35UNITED STATES 2.27% 05/36 83162CXU2 2.2700 5/1/2036 104.7621 4,363,848.20 4,503,613.34 4,497,000.65 4,571,658.58UNITED STATES 2.03% 09/36 83162CYA5 2.0300 9/1/2036 103.6512 2,408,328.26 2,417,897.88 2,417,033.28 2,496,262.10UNITED STATES 2.82% 02/37 83162CYH0 2.8200 2/1/2037 107.9307 2,118,148.42 2,198,343.24 2,191,163.37 2,286,131.78UNITED STATES 2.75% 08/37 83162CYU1 2.7500 8/1/2037 107.7055 2,656,548.81 2,733,193.04 2,726,297.07 2,861,250.24UNITED STATES 2.59% 09/37 83162CYW7 2.5900 9/1/2037 106.9713 2,303,754.08 2,391,592.17 2,387,837.25 2,464,355.92UNITED STATES 2.92% 01/38 83162CZC0 2.9200 1/1/2038 108.5405 3,953,878.28 4,261,384.98 4,256,415.84 4,291,559.25UNITED STATES 3.22% 02/38 83162CZF3 3.2200 2/1/2038 109.9720 4,079,923.41 4,339,962.03 4,334,170.56 4,486,774.60UNITED STATES 3.2% 03/38 83162CZH9 3.2000 3/1/2038 109.7518 5,259,532.30 5,655,008.01 5,648,857.49 5,772,432.42UNITED STATES 3.68% 07/43 83162CZQ9 3.6800 7/1/2043 111.1845 643,769.32 643,769.32 643,769.32 715,771.96UNITED STATES 3.58% 08/38 83162CZR7 3.5800 8/1/2038 111.6975 5,066,266.80 5,569,331.26 5,568,356.02 5,658,892.85UNITED STATES 3.53% 09/38 83162CZU0 3.5300 9/1/2038 111.3214 4,094,944.59 4,479,325.59 4,478,029.89 4,558,548.42SBA SMALL 2.845% 03/27 831641FH3 2.8450 3/10/2027 105.6707 1,032,606.68 1,054,369.48 1,049,534.77 1,091,162.71SBA SMALL 3.548% 09/28 831641FL4 3.5480 9/10/2028 108.5847 1,852,404.19 1,952,128.30 1,936,376.54 2,011,426.61SBA SMALL 2.283% 09/29 831641FN0 2.2830 9/10/2029 104.1165 2,055,137.81 2,086,569.33 2,081,874.21 2,139,738.38SBA SMALL 2.078% 03/30 831641FP5 2.0780 3/10/2030 103.8230 3,291,220.06 3,347,993.31 3,346,988.83 3,417,043.73SOUTHWEST 6.15% 08/22 84474YAA4 6.1500 2/1/2024 102.5557 145,025.00 163,398.94 149,569.92 148,731.35UNION 2.695% 05/27 90782JAA1 2.6950 5/12/2027 106.3229 392,231.33 392,231.33 392,231.33 417,031.72UNION 3.227% 05/26 907825AA1 3.2270 5/14/2026 108.2306 1,215,483.36 1,295,806.46 1,279,043.49 1,315,525.18UNION 4.698% 01/24 90783SAA0 4.6980 1/2/2024 105.2886 32,507.73 35,135.24 33,051.25 34,226.93UNITED 2.9% 05/28 90932MAA3 2.9000 11/1/2029 99.3899 955,683.35 953,294.19 953,348.01 949,852.63UNITED 3.75% 09/26 90932QAA4 3.7500 3/3/2028 105.7957 1,032,912.67 1,086,917.53 1,069,753.88 1,092,777.60

108,062,513.05 112,873,974.37 112,546,816.28 114,762,336.00 T-Note

Page 5 of 6




UNITED 0.625% 05/30 912828ZQ6 0.6250 5/15/2030 94.9727 16,700,000.00 15,569,581.47 15,591,574.93 15,860,433.5516,700,000.00 15,569,581.47 15,591,574.93 15,860,433.55

T-BondUNITED STATES ZERO 05/40 912803DM2 - 5/15/2040 71.9331 8,533,200.00 5,456,869.43 5,920,699.11 6,138,193.07UNITED STATES ZERO 05/43 912803EC3 - 5/15/2043 65.6758 9,577,200.00 6,012,317.70 6,261,175.99 6,289,898.79UNITED STATES ZERO 05/45 912803EN9 - 5/15/2045 62.8900 6,031,100.00 3,119,965.20 3,400,418.25 3,792,959.39UNITED STATES ZERO 05/48 912803FD0 - 5/15/2048 59.1456 6,395,300.00 3,146,362.31 3,414,051.85 3,782,540.35UNITED 1.375% 11/40 912810ST6 1.3750 11/15/2040 92.5625 11,500,000.00 10,265,996.09 10,278,187.99 10,644,687.50UNITED 1.875% 02/51 912810SU3 1.8750 2/15/2051 98.7188 15,000,000.00 14,154,469.06 14,159,898.45 14,807,812.50

57,036,800.00 42,155,979.79 43,434,431.64 45,456,091.60 Totals $362,006,764.39 $350,799,041.94 $350,417,755.42 $385,291,793.49

Page 6 of 6

SECURITIES LENDING

Investment Holdings Report

Run time 01-Sep-2021 08:07 EDT

Date Asof 31-AUG-2021

Investment Account Not Specified

Master Client COV

Security ID Trade Date/Settle Date

Purchase Price Par Book ValueAmountInvested

Market ValueMoney MarketYield

Security Description Maturity Date/Expected

S&P MDY Variance %

Commonwealth of Virginia Dept of the TreasuryOutstanding Positions

USD

Open Triparty Set 2

CITGM00004

31-Oct-2019

15-Aug-2018 100 50,000,000 50,000,00050,000,000 50,000,0000.170000Citigroup Global Markets Inc.

OBFR+10

A-1 P-2 0.00OPEN

SUBTOTAL 50,000,000 0.170000 50,000,000 50,000,000 0.00

Open Triparty Set 3

CITGM00621

23-Jun-2020

03-Oct-2019 100 25,000,000 25,000,00025,000,000 25,000,0000.170000Citigroup Global Markets Inc.

OBFR+10

A-1 P-2 0.00OPEN

NOMIN00741

30-Apr-2020

29-Apr-2020 100 200,000,000 200,000,000200,000,000 200,000,0000.160000NOMURA SECURITIES INTL

OBFR+9

NR NR 0.00OPEN

SOCGP00000

12-Nov-2019

15-Aug-2018 100 75,000,000 75,000,00075,000,000 75,000,0000.160000Societe Generale Paris

OBFR+9

A-1 P-1 0.00OPEN

SUBTOTAL 300,000,000 0.160833 300,000,000 300,000,000 0.00

Page 1 of 3





S&P MDY Variance %

Triparty Set 1

CANTO00709

31-Aug-2021

31-Aug-2021 100 24,877,377 24,877,37724,877,377 24,877,3770.050000CANTOR FITZGERALD & CO.

FIXED

NR NR 0.0001-Sep-2021

GOLDM01F47

27-Aug-2021

27-Aug-2021 100 100,000,000 100,000,000100,000,000 100,000,0000.090000Goldman Sachs & Co.

SOFR+4

A-1 NR 0.0026-Oct-2021

GOLDM01F60

31-Aug-2021


FIXED

A-1 NR 0.0001-Sep-2021

HSBCS0056C

31-Aug-2021

31-Aug-2021 100 50,000,000 50,000,00050,000,000 50,000,0000.050000HSBC SECURITIES USA INC

FIXED

A-2 P-1 0.0001-Sep-2021

JPMSE00C25

31-Aug-2021

31-Aug-2021 100 50,000,000 50,000,00050,000,000 50,000,0000.040000Morgan (J.P.) Securities LLC

FIXED

A-1 P-1 0.0001-Sep-2021

SUBTOTAL 274,877,377 0.060914 274,877,377 274,877,377 0.00

Triparty Set 3

BNPPR00929

31-Aug-2021

31-Aug-2021 100 175,000,000 175,000,000175,000,000 175,000,0000.250000BNP Paribas Paris

OBFR+18

A-1 P-1 0.0029-Nov-2021

CANTO00702

26-Aug-2021


FIXED

NR NR 0.0009-Sep-2021

CITGM01885

31-Aug-2021


OBFR+27

A-1 P-2 0.0030-Nov-2021

GOLDM01F6D

31-Aug-2021


OBFR+27

A-1 NR 0.0002-Dec-2021

HSBCS00569

27-Aug-2021


FIXED

A-2 P-1 0.0029-Oct-2021

HSBCS0056D

31-Aug-2021


OBFR+32

A-1 NR 0.0001-Nov-2021

JEFFC00B20

09-Aug-2021

09-Aug-2021 100 32,500,000 32,500,00032,500,000 32,500,0000.620000Jefferies & Company Inc

OBFR+55

NR NR 0.0008-Nov-2021

JPMSE00C26

31-Aug-2021


FIXED

A-1 P-1 0.0029-Nov-2021

JPMSE00C29

31-Aug-2021


OBFR+28

A-1 P-1 0.0029-Nov-2021

MERPF002F2

23-Aug-2021

23-Aug-2021 100 200,000,000 200,000,000200,000,000 200,000,0000.220000MERRILL LYNCH PIERCE FENNER

OBFR+15

A-1 NR 0.0007-Oct-2021

PERSH0010A

31-Aug-2021

31-Aug-2021 100 150,000,000 150,000,000150,000,000 150,000,0000.370000Pershing LLC

OBFR+30

A-1 P-1 0.0015-Oct-2021

SOCGP009B1

31-Aug-2021


OBFR+20

A-1 P-1 0.0004-Nov-2021

SUBTOTAL 1,452,500,000 0.340207 1,452,500,000 1,452,500,000 0.00

Page 2 of 3





S&P MDY Variance %

TOTAL 2,077,377,377 2,077,377,377 2,077,377,377 0.00

PORTFOLIO YIELD

UNREALIZED GAIN/LOSS

0.273250

0

Unless we advise you otherwise, we hold all assets which are MiFID financial instruments in custody subject to the protections provided by MiFID. In addition to any lien or security interest which you have granted us under the custody agreement inplace between us, to the extent such assets are held by us with a sub-custodian, central securities depository or other third-party service provider, they may be subject to a security interest granted in favour of such. A list of parties that benefit from asecurity interest or lien under the terms of their legal documentation as at the date hereof and further information on the safeguarding of your assets, as amended or supplemented by DB from time to time, is available at: http://cib.db.com/legal-resources/securities-services-cc-agent-list.htm and https://www.db.com/legal-resources/information-on-safeguarding-of-client-assets .

This document is intended for discussion purposes only and does not create any legally binding obligations on the part of Deutsche Bank AG and/or its affiliates ("DB"). Without limitation, this document does not constitute a DB's view, an offer, aninvitation to offer or a recommendation to enter into any transaction. DB is not acting as your financial advisor or in any other fiduciary capacity with respect to this document. The transaction(s) or product(s) mentioned herein may not be appropriate forall users and before entering into any transaction you should take steps to ensure that you fully understand the transaction and have made an independent assessment of the appropriateness of the transaction in the light of your own objectives andcircumstances, including the possible risks and benefits of entering into such transaction. You should also consider seeking advice from your own advisers in making this assessment. If you decide to enter into a transaction with DB, you do so in relianceon your own judgment. The information contained in this document is based on material we believe to be reliable; however, we do not represent that it is accurate, current, complete, or error free. Any opinions expressed herein may differ from theopinions expressed by other DB departments. DB may engage in transactions in a manner inconsistent with the views discussed herein. DB trades or may trade as principal in the instruments (or related derivatives) discussed herein. The distribution ofthis document and availability of these products and services in certain jurisdictions may be restricted by law. You may not distribute this document, in whole or in part, without our express written permission. DB SPECIFICALLY DISCLAIMS ALLLIABILITY FOR ANY DIRECT INDIRECT, CONSEQUENTIAL OR OTHER LOSSES OR DAMAGES INCLUDING LOSS OF PROFITS INCURRED BY YOU OR ANY THIRD PARTY THAT MAY ARISE FROM ANY RELIANCE ON THIS DOCUMENTFOR THE RELIABILTY, ACCURACY, COMPLETENESS OR TIMELINESS THEREFORE. Deutsche Bank AG, including its subsidiaries and affiliates, does not provide legal, tax or accounting advice. The recipient of this communication should seekadvice from an independent tax advisor regarding any tax matters addressed herein based on its particular circumstances. Copyright @ 2021 Deutsche Bank AG. All rights reserved.

Page 3 of 3

LGIP Compliance

Investment staff affirms the portfolio complies with the following standards at time of purchase for the month of August 2021. Maturity Requirements

o LGIP portfolio weighted average maturity ≤ 60-days (WAM). o LGIP portfolio weighted average final maturity ≤120-days (WAL).

Liquidity Requirements

o Daily Liquid Assets ≥10% of Total Assets. o Weekly Liquid Assets (WLA) ≥ 30% of Total Assets. o ≤ 5% of Total Assets in Illiquid Securities.

Portfolio Quality

o All security purchases were Eligible Securities. o All holdings were Eligible Securities.

Stress Test (Weekly) subject to:

o Interest rate movements. o Credit spread widening. o Current market NAV of portfolio. o Shareholder redemptions.

Comments: The Stress Test indicates that the LGIP can maintain a stable net asset value per share based upon the hypothetical event assumptions developed by management using worst case scenarios.

Shadow Price NAV

o Determined weekly using JPMorgan’s third party pricing services.

Comments: Board will be advised if Shadow Price NAV deviation from the amortized cost price per share exceeds ½ of 1 percent.

Definitions:

o Daily Liquid Assets: Securities that will mature or are subject to a Demand Feature that is exercisable and payable within one Business Day and direct obligations of the U.S. Government.

o Weekly Liquid Assets: Securities that will mature or are subject to a Demand Feature that is exercisable and payable within five Business Days, Direct obligations of the U.S. Government, and Government Securities issued at a discount having a remaining maturity date of 60 days or less (e.g. government agency discount notes).

o Liquid Securities: Securities which can be sold or disposed of within 7 calendar days at approximately the values ascribed to it by the Fund.

o Eligible Securities: Securities that meet the LGIP’s credit quality, issuer limits, and maturity requirements.


US Govt MMK Funds 0.7% 1.8% -1.1%

Repurchase Agreements 9.0% 9.5% -0.5%

U.S. Treasury 12.5% 10.8% 1.7%


AAA Sovereign 2.5% 4.6% -2.1%Sub-Total 42.5% 41.2% 1.3%

Credit Securities

CD's, Bank Notes & Bankers Acceptance 32.9% 33.9% -1.0%


Corporate Notes 0.5% 0.6% -0.1%Sub-Total 57.5% 58.8% -1.3%

Total 100.0% 100.0% 0.0%



Asset Allocation and Risk ProfileLocal Government Investment Pool

August 31, 2021

2

FISCAL YEAR Average Average Treasury 3-Month iMoneyNet2022 Average Bal. Maturity Maturity Gross Constant Money Fund Monitor TM

$ (millions) (WAM)r (WAM)f Yield % Maturity1 Institutional Index

July 2021 $9,178.0 55 114 0.10% 0.05% 0.02%

August 2021 $8,559.9 45 111 0.10% 0.05% 0.02%

September 2021

October 2021

November 2021

December 2021

January 2022

February 2022

March 2022

April 2022

May 2022

June 2022

Year-to-Date Average2$8,869.0 50 113 0.10% 0.05% 0.02%

1 Federal Reserve Bank H.15 Release.

2 YTD average is weighted for the LGIP.

LGIP YIELD COMPARISONS

LGIP

3 9/9/2021 11:45 AM

Account: 3015463600 - LGIP INVESTMENT A/C Created: 09 Sep 2021 13:57

Security No. Security Description Holding Cost (Local)Price

(Local)Market Value (Local) Cost (Base) Market Value (Base)

Accrued Income

(Base)

Unrealised Gain/Loss

(Base)

Market Value + Accrued

Income (Base)% of Fund

Account: 3015463600 Base: USD NAV Value: 8,269,589,939.04

Currency: USD Rate: 1.000005253JAQ4 AUSTRALIA & NEW ZEALAND BANKING GROUP LTD/NEW YORK NY NOTES FIXED 2.55% 23/NOV/2021 USD 100013,650,000.00 13,882,186.50 100.5368 13,723,275.59 13,882,186.50 13,723,275.59 95,531.45 (158,910.91) 13,818,807.04 0.17%

3133EMNZ1 FEDERAL FARM CREDIT BANKS FUNDING CORP BOND VARIABLE 01/FEB/2023 USD 100050,000,000.00 49,995,000.00 99.9929 49,996,452.05 49,995,000.00 49,996,452.05 5,381.91 1,452.05 50,001,833.96 0.60%

3133EMSB9 FEDERAL FARM CREDIT BANKS FUNDING CORP BOND VARIABLE 01/MAR/2022 USD 100025,000,000.00 25,000,000.00 100.0000 25,000,000.00 25,000,000.00 25,000,000.00 3,833.41 0.00 25,003,833.41 0.30%

3133EMLY6 FEDERAL FARM CREDIT BANKS FUNDING CORP BOND VARIABLE 01/NOV/2022 USD 100050,000,000.00 50,000,000.00 100.0000 50,000,000.00 50,000,000.00 50,000,000.00 6,138.92 0.00 50,006,138.92 0.60%

3133EMJH6 FEDERAL FARM CREDIT BANKS FUNDING CORP BOND VARIABLE 02/DEC/2022 USD 100050,000,000.00 50,000,000.00 100.0000 50,000,000.00 50,000,000.00 50,000,000.00 18,958.49 0.00 50,018,958.49 0.60%

3133ELYN8 FEDERAL FARM CREDIT BANKS FUNDING CORP BOND VARIABLE 07/FEB/2022 USD 100025,000,000.00 24,995,572.50 99.9956 24,998,901.76 24,995,572.50 24,998,901.76 6,597.25 3,329.26 25,005,499.01 0.30%

3133EMG30 FEDERAL FARM CREDIT BANKS FUNDING CORP BOND VARIABLE 09/FEB/2023 USD 100075,000,000.00 74,993,625.00 99.9927 74,994,502.87 74,993,625.00 74,994,502.87 3,593.69 877.87 74,998,096.56 0.91%

3133EMSV5 FEDERAL FARM CREDIT BANKS FUNDING CORP BOND VARIABLE 09/MAR/2023 USD 100025,000,000.00 25,000,000.00 100.0000 25,000,000.00 25,000,000.00 25,000,000.00 7,138.87 0.00 25,007,138.87 0.30%

3133ELMT8 FEDERAL FARM CREDIT BANKS FUNDING CORP BOND VARIABLE 11/FEB/2022 USD 10005,000,000.00 5,000,000.00 100.0000 5,000,000.00 5,000,000.00 5,000,000.00 525.00 0.00 5,000,525.00 0.06%

3133ELU28 FEDERAL FARM CREDIT BANKS FUNDING CORP BOND VARIABLE 14/JUL/2022 USD 100010,000,000.00 10,000,000.00 100.0000 10,000,000.00 10,000,000.00 10,000,000.00 3,266.68 0.00 10,003,266.68 0.12%

3133EMJ60 FEDERAL FARM CREDIT BANKS FUNDING CORP BOND VARIABLE 15/JUN/2022 USD 100020,000,000.00 19,996,600.00 99.9838 19,996,768.87 19,996,600.00 19,996,768.87 2,144.76 168.87 19,998,913.63 0.24%


3133ELJ62 FEDERAL FARM CREDIT BANKS FUNDING CORP BOND VARIABLE 15/MAR/2022 USD 100025,000,000.00 25,000,000.00 100.0000 25,000,000.00 25,000,000.00 25,000,000.00 11,833.31 0.00 25,011,833.31 0.30%

3133EMTJ1 FEDERAL FARM CREDIT BANKS FUNDING CORP BOND VARIABLE 15/MAR/2023 USD 100050,000,000.00 50,000,000.00 100.0000 50,000,000.00 50,000,000.00 50,000,000.00 11,375.13 0.00 50,011,375.13 0.60%

3133EM2P6 FEDERAL FARM CREDIT BANKS FUNDING CORP BOND VARIABLE 16/AUG/2023 USD 100050,000,000.00 50,000,000.00 100.0000 50,000,000.00 50,000,000.00 50,000,000.00 2,222.24 0.00 50,002,222.24 0.60%

3133EMKR2 FEDERAL FARM CREDIT BANKS FUNDING CORP BOND VARIABLE 16/NOV/2022 USD 100050,000,000.00 50,002,300.00 100.0031 50,001,527.56 50,002,300.00 50,001,527.56 2,569.68 (772.44) 50,004,097.24 0.60%

3133EMRJ3 FEDERAL FARM CREDIT BANKS FUNDING CORP BOND VARIABLE 17/FEB/2023 USD 100014,000,000.00 14,000,000.00 100.0000 14,000,000.00 14,000,000.00 14,000,000.00 583.34 0.00 14,000,583.34 0.17%

3133EMT93 FEDERAL FARM CREDIT BANKS FUNDING CORP BOND VARIABLE 20/JUN/2023 USD 100050,000,000.00 50,000,000.00 100.0000 50,000,000.00 50,000,000.00 50,000,000.00 5,972.27 0.00 50,005,972.27 0.60%

3133EKMB9 FEDERAL FARM CREDIT BANKS FUNDING CORP BOND VARIABLE 20/MAY/2022 USD 100022,500,000.00 22,568,175.00 100.1083 22,524,374.90 22,568,175.00 22,524,374.90 3,299.99 (43,800.10) 22,527,674.89 0.27%

3133EML75 FEDERAL FARM CREDIT BANKS FUNDING CORP BOND VARIABLE 22/JUN/2023 USD 100010,800,000.00 10,799,460.00 99.9954 10,799,498.08 10,799,460.00 10,799,498.08 1,939.51 38.08 10,801,437.59 0.13%

3133EML83 FEDERAL FARM CREDIT BANKS FUNDING CORP BOND VARIABLE 22/MAR/2023 USD 100025,000,000.00 25,000,000.00 100.0000 25,000,000.00 25,000,000.00 25,000,000.00 4,190.95 0.00 25,004,190.95 0.30%

3133ELN59 FEDERAL FARM CREDIT BANKS FUNDING CORP BOND VARIABLE 23/JUN/2022 USD 100025,000,000.00 25,000,000.00 100.0000 25,000,000.00 25,000,000.00 25,000,000.00 12,152.70 0.00 25,012,152.70 0.30%

3133EKT63 FEDERAL FARM CREDIT BANKS FUNDING CORP BOND VARIABLE 24/SEP/2021 USD 100030,000,000.00 30,000,000.00 100.0000 30,000,000.00 30,000,000.00 30,000,000.00 10,925.05 0.00 30,010,925.05 0.36%

3133EMX23 FEDERAL FARM CREDIT BANKS FUNDING CORP BOND VARIABLE 27/JUL/2023 USD 100050,000,000.00 50,000,000.00 100.0000 50,000,000.00 50,000,000.00 50,000,000.00 5,000.04 0.00 50,005,000.04 0.60%

3133EK4H6 FEDERAL FARM CREDIT BANKS FUNDING CORP BOND VARIABLE 28/OCT/2021 USD 100015,000,000.00 15,000,000.00 100.0000 15,000,000.00 15,000,000.00 15,000,000.00 3,791.66 0.00 15,003,791.66 0.18%

3133EMD33 FEDERAL FARM CREDIT BANKS FUNDING CORP BOND VARIABLE 30/JAN/2023 USD 100075,000,000.00 75,000,000.00 100.0000 75,000,000.00 75,000,000.00 75,000,000.00 5,989.59 0.00 75,005,989.59 0.91%

3130AH3A9 FEDERAL HOME LOAN BANKS BOND VARIABLE 10/SEP/2021 USD 500050,000,000.00 50,000,000.00 100.0000 50,000,000.00 50,000,000.00 50,000,000.00 14,854.17 0.00 50,014,854.17 0.60%

3130AJC49 FEDERAL HOME LOAN BANKS BOND VARIABLE 28/FEB/2022 USD 500043,000,000.00 43,000,000.00 100.0000 43,000,000.00 43,000,000.00 43,000,000.00 812.22 0.00 43,000,812.22 0.52%

3134GVJ25 FEDERAL HOME LOAN MORTGAGE CORP MEDIUM TERM NOTE VARIABLE 02/JUN/2022 USD 100025,000,000.00 25,000,000.00 100.0000 25,000,000.00 25,000,000.00 25,000,000.00 14,722.30 0.00 25,014,722.30 0.30%

3134GVFL7 FEDERAL HOME LOAN MORTGAGE CORP MEDIUM TERM NOTE VARIABLE 04/MAR/2022 USD 100047,000,000.00 46,992,300.00 99.9952 46,997,758.23 46,992,300.00 46,997,758.23 22,507.91 5,458.23 47,020,266.14 0.57%

3135G04X8 FEDERAL NATIONAL MORTGAGE ASSOCIATION MORTGAGE PASS THRU - FLOATING 15/JUN/202225,000,000.00 25,000,000.00 100.0000 25,000,000.00 25,000,000.00 25,000,000.00 13,541.58 0.00 25,013,541.58 0.30%

3135G04J9 FEDERAL NATIONAL MORTGAGE ASSOCIATION NOTES VARIABLE 06/MAY/2022 USD 100025,000,000.00 25,014,332.25 100.0206 25,005,137.98 25,014,332.25 25,005,137.98 5,055.57 (9,194.27) 25,010,193.55 0.30%

3135G02Z5 FEDERAL NATIONAL MORTGAGE ASSOCIATION NOTES VARIABLE 07/JAN/2022 USD 100025,000,000.00 25,000,000.00 100.0000 25,000,000.00 25,000,000.00 25,000,000.00 13,611.08 0.00 25,013,611.08 0.30%

3135G05F6 FEDERAL NATIONAL MORTGAGE ASSOCIATION NOTES VARIABLE 08/JUL/2022 USD 100050,000,000.00 50,000,000.00 100.0000 50,000,000.00 50,000,000.00 50,000,000.00 17,569.48 0.00 50,017,569.48 0.60%

3135G0Z55 FEDERAL NATIONAL MORTGAGE ASSOCIATION NOTES VARIABLE 09/MAR/2022 USD 100025,000,000.00 25,000,000.00 100.0000 25,000,000.00 25,000,000.00 25,000,000.00 12,583.31 0.00 25,012,583.31 0.30%

459058DY6 INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT BOND FIXED 1.625% 10/FEB/2022 USD 1000110,000,000.00 111,461,458.00 100.6445 110,708,921.89 111,461,458.00 110,708,921.89 106,861.41 (752,536.11) 110,815,783.30 1.34%

912828G87 UNITED STATES OF AMERICA NOTES FIXED 2.125% 31/DEC/2021 USD 10050,000,000.00 50,722,656.25 100.6831 50,341,567.99 50,722,656.25 50,341,567.99 181,895.38 (381,088.26) 50,523,463.37 0.61%

91282CBY6 UNITED STATES OF AMERICA NOTES VARIABLE 30/APR/2023 USD 10050,000,000.00 50,006,884.69 100.0122 50,006,098.36 50,006,884.69 50,006,098.36 3,969.77 (786.33) 50,010,068.13 0.60%

912828Z45 UNITED STATES OF AMERICA NOTES VARIABLE 31/JAN/2022 USD 100100,000,000.00 100,007,967.60 100.0017 100,001,656.74 100,007,967.60 100,001,656.74 18,606.23 (6,310.86) 100,020,262.97 1.21%

91282CBK6 UNITED STATES OF AMERICA NOTES VARIABLE 31/JAN/2023 USD 10010,000,000.00 10,004,831.20 100.0416 10,004,162.88 10,004,831.20 10,004,162.88 927.30 (668.32) 10,005,090.18 0.12%

94988J5T0 WELLS FARGO BANK NA CALLABLE MEDIUM TERM NOTE FIXED 3.625% 22/OCT/2021 USD 100020,979,000.00 21,192,356.43 100.1919 21,019,255.93 21,192,356.43 21,019,255.93 274,081.25 (173,100.50) 21,293,337.18 0.26%

FIXED INCOME Subtotal 1,524,630,955.42 1,523,115,863.88 1,524,630,955.42 1,523,115,863.88 940,068.68 (1,515,091.54) 1,524,055,932.56 18.43%

CASH . 5.66 5.66 100.0000 5.66 5.66 5.66 0.00 0.00 5.66 0.00%

ABH9901F5 BANK OF NOVA SCOTIA/THE REPURCHASE AGREEMENT FIXED .04% DTD 31/AUG/2021 DUE 01/SEP/2021675,000,000.00 675,000,000.00 100.0000 675,000,000.00 675,000,000.00 675,000,000.00 750.00 0.00 675,000,750.00 8.16%

00499KPA5 INVESCO TREASURY PORTFOLIO INST.SHARES FUND 1931 11,046,953.21 11,046,953.21 100.0000 11,046,953.21 11,046,953.21 11,046,953.21 3.09 0.00 11,046,956.30 0.13%

99MO30004 REPO JPMCHASE (CUST) METLIFE0831J 35,875,000.00 35,875,000.00 100.0000 35,875,000.00 35,875,000.00 35,875,000.00 59.79 0.00 35,875,059.79 0.43%

99MO30001 REPO JPMCHASE (CUST) METLIFE0831K 34,127,887.50 34,127,887.50 100.0000 34,127,887.50 34,127,887.50 34,127,887.50 56.88 0.00 34,127,944.38 0.41%

USD NET PAYABLES 0.00 0.0000 0.00 0.00 0.00 (695,215.44) 0.00 (695,215.44) -0.01%

USD NET RECEIVABLES 0.00 0.0000 0.00 0.00 0.00 247,020.11 0.00 247,020.11 0.00%

CASH EQUIVALENTS Subtotal 756,049,846.37 756,049,846.37 756,049,846.37 756,049,846.37 (447,325.57) 0.00 755,602,520.80 9.14%

03785DXR2 APPLE INC CORPORATE COMMERCIAL PAPER DISCOUNT DTD 07/JUL/2021 DUE 25/OCT/2021 0.08%21,760,000.00 21,756,518.40 99.9910 21,758,041.60 21,756,518.40 21,758,041.60 0.00 1,523.20 21,758,041.60 0.26%

03785DY18 APPLE INC CORPORATE COMMERCIAL PAPER DISCOUNT DTD 20/JUL/2021 DUE 01/NOV/2021 0.08%76,300,000.00 76,288,570.17 99.9898 76,292,242.84 76,288,570.17 76,292,242.84 0.00 3,672.67 76,292,242.84 0.92%

03785DWL6 APPLE INC CORPORATE COMMERCIAL PAPER DISCOUNT DTD 29/JUN/2021 DUE 20/SEP/2021 0.07%25,000,000.00 24,997,118.06 99.9974 24,999,340.28 24,997,118.06 24,999,340.28 0.00 2,222.22 24,999,340.28 0.30%

06052TN30 BANK OF AMERICA N/A CERTIFICATE OF DEPOSIT FIXED DTD 05/MAR/2021 DUE 01/OCT/2021 0.17%50,000,000.00 50,000,000.00 100.0000 50,000,000.00 50,000,000.00 50,000,000.00 42,500.00 0.00 50,042,500.00 0.61%

06367CFW2 BANK OF MONTREAL- CERTIFICATE OF DEPOSIT FIXED DTD 04/JUN/2021 DUE 09/SEP/2021 0.07%20,000,000.00 20,000,000.00 100.0000 20,000,000.00 20,000,000.00 20,000,000.00 3,461.11 0.00 20,003,461.11 0.24%

06367CHP5 BANK OF MONTREAL- CERTIFICATE OF DEPOSIT FIXED DTD 06/JUL/2021 DUE 03/JAN/2022 0.12%40,000,000.00 40,000,000.00 100.0000 40,000,000.00 40,000,000.00 40,000,000.00 7,600.00 0.00 40,007,600.00 0.48%

06367CHV2 BANK OF MONTREAL- CERTIFICATE OF DEPOSIT FIXED DTD 08/JUL/2021 DUE 05/JAN/2022 0.12%42,000,000.00 42,000,000.00 100.0000 42,000,000.00 42,000,000.00 42,000,000.00 7,700.00 0.00 42,007,700.00 0.51%

06367CGC5 BANK OF MONTREAL- CERTIFICATE OF DEPOSIT FIXED DTD 09/JUN/2021 DUE 06/DEC/2021 0.1%12,000,000.00 12,000,000.00 100.0000 12,000,000.00 12,000,000.00 12,000,000.00 2,800.00 0.00 12,002,800.00 0.15%

06367CFC6 BANK OF MONTREAL- CERTIFICATE OF DEPOSIT FIXED DTD 18/MAY/2021 DUE 16/NOV/2021 0.15%10,000,000.00 10,000,000.00 100.0000 10,000,000.00 10,000,000.00 10,000,000.00 4,416.67 0.00 10,004,416.67 0.12%

06367CH67 BANK OF MONTREAL- CERTIFICATE OF DEPOSIT FIXED DTD 23/JUN/2021 DUE 22/DEC/2021 0.13%22,000,000.00 22,000,000.00 100.0000 22,000,000.00 22,000,000.00 22,000,000.00 5,561.11 0.00 22,005,561.11 0.27%

06417MQG3 BANK OF NOVA SCOTIA CERTIFICATE OF DEPOSIT FIXED DTD 10/JUN/2021 DUE 10/DEC/2021 0.1%33,000,000.00 33,000,000.00 100.0000 33,000,000.00 33,000,000.00 33,000,000.00 7,608.33 0.00 33,007,608.33 0.40%

06417MQJ7 BANK OF NOVA SCOTIA CERTIFICATE OF DEPOSIT FIXED DTD 14/JUN/2021 DUE 14/DEC/2021 0.09%45,000,000.00 45,000,000.00 100.0000 45,000,000.00 45,000,000.00 45,000,000.00 8,887.50 0.00 45,008,887.50 0.54%

06417MNY7 BANK OF NOVA SCOTIA CERTIFICATE OF DEPOSIT FIXED DTD 21/APR/2021 DUE 21/OCT/2021 0.17%20,000,000.00 20,000,000.00 100.0000 20,000,000.00 20,000,000.00 20,000,000.00 12,561.11 0.00 20,012,561.11 0.24%

06417MNZ4 BANK OF NOVA SCOTIA CERTIFICATE OF DEPOSIT FIXED DTD 22/APR/2021 DUE 22/OCT/2021 0.17%25,000,000.00 25,000,000.00 100.0000 25,000,000.00 25,000,000.00 25,000,000.00 15,583.33 0.00 25,015,583.33 0.30%

06417MQX6 BANK OF NOVA SCOTIA CERTIFICATE OF DEPOSIT FIXED DTD 22/JUL/2021 DUE 24/JAN/2022 0.13%40,000,000.00 40,000,000.00 100.0000 40,000,000.00 40,000,000.00 40,000,000.00 5,922.22 0.00 40,005,922.22 0.48%

13606CUR3 CANADIAN IMPERIAL BANK OF COMMERCE/NEW YORK NY CERTIFICATE OF DEPOSIT VARIABLE 24/JAN/2022 USD40,000,000.00 40,000,000.00 100.0000 40,000,000.00 40,000,000.00 40,000,000.00 1,451.65 0.00 40,001,451.65 0.48%

13606CVM3 CANADIAN IMPERIAL BANK OF COMMERCE/NEW YORK NY CERTIFICATE OF DEPOSIT VARIABLE DTD 16/AUG/202150,000,000.00 50,000,000.00 100.0000 50,000,000.00 50,000,000.00 50,000,000.00 2,666.64 0.00 50,002,666.64 0.60%

13606CVJ0 CANADIAN IMPERIAL BK CERTIFICATE OF DEPOSIT FIXED DTD 13/AUG/2021 DUE 15/FEB/2022 0.13%45,000,000.00 45,000,000.00 100.0000 45,000,000.00 45,000,000.00 45,000,000.00 3,087.50 0.00 45,003,087.50 0.54%

16677JWG7 CHEVRON CORP CORPORATE COMMERCIAL PAPER DISCOUNT DTD 17/MAY/2021 DUE 16/SEP/2021 0.08%50,000,000.00 49,998,472.22 99.9979 49,998,958.33 49,998,472.22 49,998,958.33 0.00 486.11 49,998,958.33 0.60%

17305TZ47 CITIBANK N.A. NEW YORK CERTIFICATE OF DEPOSIT FIXED DTD 21/JUN/2021 DUE 01/OCT/2021 0.08%20,000,000.00 20,000,000.00 100.0000 20,000,000.00 20,000,000.00 20,000,000.00 3,200.00 0.00 20,003,200.00 0.24%

20271EVP1 CMWTH BK OF AUS NY B CERTIFICATE OF DEPOSIT FIXED DTD 01/JUN/2021 DUE 02/SEP/2021 0.07%23,000,000.00 23,000,000.00 100.0000 23,000,000.00 23,000,000.00 23,000,000.00 4,114.44 0.00 23,004,114.44 0.28%

20271EVR7 CMWTH BK OF AUS NY B CERTIFICATE OF DEPOSIT FIXED DTD 15/JUN/2021 DUE 15/DEC/2021 0.08%50,000,000.00 50,000,000.00 100.0000 50,000,000.00 50,000,000.00 50,000,000.00 8,666.67 0.00 50,008,666.67 0.60%

20271EVK2 CMWTH BK OF AUS NY B CERTIFICATE OF DEPOSIT FIXED DTD 17/MAY/2021 DUE 17/NOV/2021 0.12%30,000,000.00 30,000,000.00 100.0000 30,000,000.00 30,000,000.00 30,000,000.00 10,700.00 0.00 30,010,700.00 0.36%

Detailed NAVAs at: 31 Aug 2021

GROUP BY CURRENCY IDENTIFIER = S CONSOLIDATED = NO

Version 2.3 Page 1 of 3




Accrued Income

(Base)


(Base)





20271EVS5 CMWTH BK OF AUS NY B CERTIFICATE OF DEPOSIT FIXED DTD 23/JUN/2021 DUE 23/DEC/2021 0.1%50,000,000.00 50,000,000.00 100.0000 50,000,000.00 50,000,000.00 50,000,000.00 9,722.22 0.00 50,009,722.22 0.60%

20271EVU0 CMWTH BK OF AUS NY B CERTIFICATE OF DEPOSIT FIXED DTD 28/JUN/2021 DUE 28/SEP/2021 0.08%25,000,000.00 25,000,000.00 100.0000 25,000,000.00 25,000,000.00 25,000,000.00 3,611.11 0.00 25,003,611.11 0.30%

21684XNK8 COOPERATIEVE CENTRALE CERTIFICATE OF DEPOSIT FIXED DTD 04/MAR/2021 DUE 07/SEP/2021 0.14%24,000,000.00 24,000,000.00 100.0000 24,000,000.00 24,000,000.00 24,000,000.00 16,893.33 0.00 24,016,893.33 0.29%

21684XRP3 COOPERATIEVE CENTRALE CERTIFICATE OF DEPOSIT FIXED DTD 14/JUN/2021 DUE 14/DEC/2021 0.08%25,000,000.00 25,000,000.00 100.0000 25,000,000.00 25,000,000.00 25,000,000.00 4,388.89 0.00 25,004,388.89 0.30%

21684XNZ5 COOPERATIEVE CENTRALE CERTIFICATE OF DEPOSIT FIXED DTD 17/MAR/2021 DUE 16/SEP/2021 0.16%35,000,000.00 35,000,000.00 100.0000 35,000,000.00 35,000,000.00 35,000,000.00 26,133.33 0.00 35,026,133.33 0.42%

22535CT68 CREDIT AGRICOLE CRP&IN CERTIFICATE OF DEPOSIT FIXED DTD 11/AUG/2021 DUE 10/NOV/2021 0.08%25,000,000.00 25,000,000.00 100.0000 25,000,000.00 25,000,000.00 25,000,000.00 1,166.67 0.00 25,001,166.67 0.30%

22535CW72 CREDIT AGRICOLE CRP&IN CERTIFICATE OF DEPOSIT FIXED DTD 24/AUG/2021 DUE 23/NOV/2021 0.08%40,000,000.00 40,000,000.00 100.0000 40,000,000.00 40,000,000.00 40,000,000.00 711.11 0.00 40,000,711.11 0.48%

23341V6D8 DNB BANK ASA, NY BRANC CERTIFICATE OF DEPOSIT FIXED DTD 05/MAY/2021 DUE 05/NOV/2021 0.13%18,000,000.00 18,000,000.00 100.0000 18,000,000.00 18,000,000.00 18,000,000.00 7,735.00 0.00 18,007,735.00 0.22%


23344NBP0 DNB BANK ASA, NY BRANC CERTIFICATE OF DEPOSIT FIXED DTD 25/JUN/2021 DUE 27/SEP/2021 0.07%95,000,000.00 95,000,000.00 100.0000 95,000,000.00 95,000,000.00 95,000,000.00 12,561.11 0.00 95,012,561.11 1.15%

30215GX15 EXPORT DEVELMT CORP CORPORATE COMMERCIAL PAPER DISCOUNT DTD 10/MAY/2021 DUE 01/OCT/2021 0.09%25,000,000.00 24,992,000.00 99.9925 24,998,125.00 24,992,000.00 24,998,125.00 0.00 6,125.00 24,998,125.00 0.30%

30215GW16 EXPORT DEVELMT CORP CORPORATE COMMERCIAL PAPER DISCOUNT DTD 15/APR/2021 DUE 01/SEP/2021 0.12%25,000,000.00 24,992,062.50 100.0000 25,000,000.00 24,992,062.50 25,000,000.00 0.00 7,937.50 25,000,000.00 0.30%

30215GWN8 EXPORT DEVELMT CORP CORPORATE COMMERCIAL PAPER DISCOUNT DTD 16/APR/2021 DUE 22/SEP/2021 0.12%25,000,000.00 24,995,833.33 99.9971 24,999,270.83 24,995,833.33 24,999,270.83 0.00 3,437.50 24,999,270.83 0.30%

30215GXJ6 EXPORT DEVELMT CORP CORPORATE COMMERCIAL PAPER DISCOUNT DTD 19/MAY/2021 DUE 18/OCT/2021 0.09%50,000,000.00 49,981,250.00 99.9883 49,994,125.00 49,981,250.00 49,994,125.00 0.00 12,875.00 49,994,125.00 0.60%

30215GXL1 EXPORT DEVELMT CORP CORPORATE COMMERCIAL PAPER DISCOUNT DTD 20/MAY/2021 DUE 20/OCT/2021 0.09%25,000,000.00 24,992,805.56 99.9905 24,997,618.06 24,992,805.56 24,997,618.06 0.00 4,812.50 24,997,618.06 0.30%

30229AYG8 EXXON MOBIL CORP CORPORATE COMMERCIAL PAPER DISCOUNT DTD 05/APR/2021 DUE 16/NOV/2021 0.13%50,000,000.00 49,989,236.11 99.9894 49,994,722.22 49,989,236.11 49,994,722.22 0.00 5,486.11 49,994,722.22 0.60%

30229AY11 EXXON MOBIL CORP CORPORATE COMMERCIAL PAPER DISCOUNT DTD 09/MAR/2021 DUE 01/NOV/2021 0.14%88,000,000.00 87,986,940.00 99.9898 87,991,053.33 87,986,940.00 87,991,053.33 0.00 4,113.33 87,991,053.33 1.06%

30229AW13 EXXON MOBIL CORP CORPORATE COMMERCIAL PAPER DISCOUNT DTD 18/DEC/2020 DUE 01/SEP/2021 0.23%35,000,000.00 34,977,250.00 100.0000 35,000,000.00 34,977,250.00 35,000,000.00 0.00 22,750.00 35,000,000.00 0.42%

30229AWD7 EXXON MOBIL CORP CORPORATE COMMERCIAL PAPER DISCOUNT DTD 18/DEC/2020 DUE 13/SEP/2021 0.23%26,000,000.00 25,994,583.33 99.9980 25,999,480.00 25,994,583.33 25,999,480.00 0.00 4,896.67 25,999,480.00 0.31%

30229AZD4 EXXON MOBIL CORP CORPORATE COMMERCIAL PAPER DISCOUNT DTD 30/APR/2021 DUE 13/DEC/2021 0.11%13,000,000.00 12,993,680.56 99.9714 12,996,280.56 12,993,680.56 12,996,280.56 0.00 2,600.00 12,996,280.56 0.16%

313313MB1 FEDERAL FARM CREDIT DISCOUNT NOTES DISCOUNT NOTES ZERO CPN 23/SEP/2021 USD 100030,000,000.00 29,998,833.33 99.9976 29,999,266.66 29,998,833.33 29,999,266.66 0.00 433.33 29,999,266.66 0.36%

313313MC9 FEDERAL FARM CREDIT DISCOUNT NOTES DISCOUNT NOTES ZERO CPN 24/SEP/2021 USD 100045,000,000.00 44,998,250.00 99.9974 44,998,850.00 44,998,250.00 44,998,850.00 0.00 600.00 44,998,850.00 0.54%

313385LD6 FEDERAL HOME LOAN BANKS DISCOUNT NOTES ZERO CPN 01/SEP/2021 USD 100029,100,000.00 29,098,538.60 100.0000 29,100,000.00 29,098,538.60 29,100,000.00 0.00 1,461.40 29,100,000.00 0.35%

313385MQ6 FEDERAL HOME LOAN BANKS DISCOUNT NOTES ZERO CPN 06/OCT/2021 USD 100030,000,000.00 29,998,366.67 99.9961 29,998,833.34 29,998,366.67 29,998,833.34 0.00 466.67 29,998,833.34 0.36%

313385MS2 FEDERAL HOME LOAN BANKS DISCOUNT NOTES ZERO CPN 08/OCT/2021 USD 100011,500,000.00 11,499,348.33 99.9959 11,499,527.22 11,499,348.33 11,499,527.22 0.00 178.89 11,499,527.22 0.14%

313385MX1 FEDERAL HOME LOAN BANKS DISCOUNT NOTES ZERO CPN 13/OCT/2021 USD 100050,000,000.00 49,996,500.00 99.9948 49,997,375.00 49,996,500.00 49,997,375.00 0.00 875.00 49,997,375.00 0.60%

313385LT1 FEDERAL HOME LOAN BANKS DISCOUNT NOTES ZERO CPN 15/SEP/2021 USD 100050,000,000.00 49,996,944.44 99.9984 49,999,222.22 49,996,944.44 49,999,222.22 0.00 2,277.78 49,999,222.22 0.60%

313385NE2 FEDERAL HOME LOAN BANKS DISCOUNT NOTES ZERO CPN 20/OCT/2021 USD 100050,000,000.00 49,996,888.89 99.9946 49,997,277.78 49,996,888.89 49,997,277.78 0.00 388.89 49,997,277.78 0.60%

13508TY34 HER MAJESTY RGT CANA CORPORATE COMMERCIAL PAPER DISCOUNT DTD 25/AUG/2021 DUE 03/NOV/2021 0.045%50,000,000.00 49,995,625.00 99.9921 49,996,062.50 49,995,625.00 49,996,062.50 0.00 437.50 49,996,062.50 0.60%

13508TY18 HER MAJESTY RGT CANA CORPORATE COMMERCIAL PAPER DISCOUNT DTD 30/APR/2021 DUE 01/NOV/2021 0.04%50,000,000.00 49,993,666.67 99.9898 49,994,916.67 49,993,666.67 49,994,916.67 0.00 1,250.00 49,994,916.67 0.60%

45685QW70 ING (US) FUNDING LLC CORPORATE COMMERCIAL PAPER DISCOUNT DTD 08/DEC/2020 DUE 07/SEP/2021 0.26%70,000,000.00 69,984,075.00 99.9985 69,998,950.00 69,984,075.00 69,998,950.00 0.00 14,875.00 69,998,950.00 0.85%

4497W1B70 ING (US) FUNDING LLC CORPORATE COMMERCIAL PAPER DISCOUNT DTD 11/AUG/2021 DUE 07/FEB/2022 0.13%50,000,000.00 49,970,000.00 99.9470 49,973,500.00 49,970,000.00 49,973,500.00 0.00 3,500.00 49,973,500.00 0.60%

45685QZF9 ING (US) FUNDING LLC CORPORATE COMMERCIAL PAPER DISCOUNT DTD 16/DEC/2020 DUE 15/DEC/2021 0.3%31,500,000.00 31,486,216.39 99.9689 31,490,214.59 31,486,216.39 31,490,214.59 0.00 3,998.20 31,490,214.59 0.38%

46640PZT3 J.P. MORGAN SECURITIES CORPORATE COMMERCIAL PAPER DISCOUNT DTD 01/APR/2021 DUE 27/DEC/2022 0.23%24,000,000.00 23,966,306.67 99.9383 23,985,180.00 23,966,306.67 23,985,180.00 0.00 18,873.33 23,985,180.00 0.29%

46640PXF5 J.P. MORGAN SECURITIES CORPORATE COMMERCIAL PAPER DISCOUNT DTD 02/FEB/2021 DUE 15/OCT/2021 0.19%25,000,000.00 24,977,708.33 99.9817 24,995,416.67 24,977,708.33 24,995,416.67 0.00 17,708.34 24,995,416.67 0.30%

46640PZ63 J.P. MORGAN SECURITIES CORPORATE COMMERCIAL PAPER DISCOUNT DTD 11/MAR/2021 DUE 06/DEC/2021 0.21%50,000,000.00 49,947,500.00 99.9627 49,981,333.33 49,947,500.00 49,981,333.33 0.00 33,833.33 49,981,333.33 0.60%

46640PZP1 J.P. MORGAN SECURITIES CORPORATE COMMERCIAL PAPER DISCOUNT DTD 29/MAR/2021 DUE 23/DEC/2021 0.23%30,000,000.00 29,966,500.00 99.9529 29,985,875.00 29,966,500.00 29,985,875.00 0.00 19,375.00 29,985,875.00 0.36%

24422LWL3 JOHN DEERE CAPITAL C CORPORATE COMMERCIAL PAPER DISCOUNT DTD 13/AUG/2021 DUE 20/SEP/2021 0.09%30,000,000.00 29,998,100.00 99.9968 29,999,050.00 29,998,100.00 29,999,050.00 0.00 950.00 29,999,050.00 0.36%

24422LXE8 JOHN DEERE CAPITAL C CORPORATE COMMERCIAL PAPER DISCOUNT DTD 26/AUG/2021 DUE 14/OCT/2021 0.09%34,000,000.00 33,997,223.33 99.9928 33,997,563.33 33,997,223.33 33,997,563.33 0.00 340.00 33,997,563.33 0.41%

48668MR70 KOOKMIN BANK NY BRCH CERTIFICATE OF DEPOSIT FIXED DTD 07/JUN/2021 DUE 07/SEP/2021 0.1%20,000,000.00 20,000,000.00 100.0000 20,000,000.00 20,000,000.00 20,000,000.00 4,777.78 0.00 20,004,777.78 0.24%


53947CK49 LLOYDS BANK CORPORATE CERTIFICATE OF DEPOSIT FIXED DTD 03/JUN/2021 DUE 03/SEP/2021 0.09%50,000,000.00 50,000,000.00 100.0000 50,000,000.00 50,000,000.00 50,000,000.00 11,250.00 0.00 50,011,250.00 0.60%

53947CKE7 LLOYDS BANK CORPORATE CERTIFICATE OF DEPOSIT FIXED DTD 23/JUN/2021 DUE 22/SEP/2021 0.08%23,000,000.00 23,000,000.00 100.0000 23,000,000.00 23,000,000.00 23,000,000.00 3,577.78 0.00 23,003,577.78 0.28%

59087BBF3 MET-LIFE FNDG INC. CORPORATE COMMERCIAL PAPER DISCOUNT DTD 21/MAY/2021 DUE 15/FEB/2022 0.11%25,000,000.00 24,983,312.50 99.9583 24,989,562.50 24,983,312.50 24,989,562.50 0.00 6,250.00 24,989,562.50 0.30%

59157TYF4 METLIFE SHORT TERM FDG CORPORATE COMMERCIAL PAPER DISCOUNT DTD 04/MAY/2021 DUE 15/NOV/2021 0.19%33,958,000.00 33,942,803.80 99.9813 33,951,632.88 33,942,803.80 33,951,632.88 0.00 8,829.08 33,951,632.88 0.41%

59157TZL0 METLIFE SHORT TERM FDG CORPORATE COMMERCIAL PAPER DISCOUNT DTD 07/JUN/2021 DUE 20/DEC/2021 0.14%13,000,000.00 12,993,463.89 99.9694 12,996,027.78 12,993,463.89 12,996,027.78 0.00 2,563.89 12,996,027.78 0.16%

59157TZ14 METLIFE SHORT TERM FDG CORPORATE COMMERCIAL PAPER DISCOUNT DTD 18/MAR/2021 DUE 01/DEC/2021 0.21%18,000,000.00 17,993,805.00 99.9823 17,996,815.00 17,993,805.00 17,996,815.00 0.00 3,010.00 17,996,815.00 0.22%

59157TY15 METLIFE SHORT TERM FDG CORPORATE COMMERCIAL PAPER DISCOUNT DTD 19/APR/2021 DUE 01/NOV/2021 0.2%21,000,000.00 20,986,274.17 99.9780 20,995,374.17 20,986,274.17 20,995,374.17 0.00 9,100.00 20,995,374.17 0.25%

59157TW17 METLIFE SHORT TERM FDG CORPORATE COMMERCIAL PAPER DISCOUNT DTD 23/FEB/2021 DUE 01/SEP/2021 0.18%54,825,000.00 54,788,984.21 100.0000 54,825,000.00 54,788,984.21 54,825,000.00 0.00 36,015.79 54,825,000.00 0.66%

59157TWU3 METLIFE SHORT TERM FDG CORPORATE COMMERCIAL PAPER DISCOUNT DTD 30/MAR/2021 DUE 28/SEP/2021 0.18%23,000,000.00 22,996,518.06 99.9963 22,999,137.50 22,996,518.06 22,999,137.50 0.00 2,619.44 22,999,137.50 0.28%

60710RQN8 MIZUHO BANK LTD CERTIFICATE OF DEPOSIT FIXED DTD 07/JUN/2021 DUE 08/SEP/2021 0.07%19,000,000.00 19,000,000.00 100.0000 19,000,000.00 19,000,000.00 19,000,000.00 3,177.22 0.00 19,003,177.22 0.23%

60710RWA9 MIZUHO BANK LTD CERTIFICATE OF DEPOSIT FIXED DTD 14/JUL/2021 DUE 14/OCT/2021 0.08%50,000,000.00 50,000,000.00 100.0000 50,000,000.00 50,000,000.00 50,000,000.00 5,444.44 0.00 50,005,444.44 0.60%

55380TVK3 MUFG BANK LTD NY BRAN CERTIFICATE OF DEPOSIT FIXED DTD 18/AUG/2021 DUE 15/OCT/2021 0.07%15,000,000.00 15,000,000.00 100.0000 15,000,000.00 15,000,000.00 15,000,000.00 408.33 0.00 15,000,408.33 0.18%

55380TUF5 MUFG BANK LTD NY BRAN CERTIFICATE OF DEPOSIT FIXED DTD 20/JUL/2021 DUE 04/OCT/2021 0.07%50,000,000.00 50,000,000.00 100.0000 50,000,000.00 50,000,000.00 50,000,000.00 4,180.56 0.00 50,004,180.56 0.60%

63763PX87 NATIONAL SECS CLEARING CORPORATE COMMERCIAL PAPER DISCOUNT DTD 03/AUG/2021 DUE 08/OCT/2021 0.11%50,000,000.00 49,994,625.00 99.9938 49,996,916.66 49,994,625.00 49,996,916.66 0.00 2,291.66 49,996,916.66 0.60%

63763PW39 NATIONAL SECS CLEARING CORPORATE COMMERCIAL PAPER DISCOUNT DTD 04/SEP/2020 DUE 03/SEP/2021 0.25%25,000,000.00 24,997,875.00 99.9997 24,999,916.67 24,997,875.00 24,999,916.67 0.00 2,041.67 24,999,916.67 0.30%

63763PXD6 NATIONAL SECS CLEARING CORPORATE COMMERCIAL PAPER DISCOUNT DTD 05/AUG/2021 DUE 13/OCT/2021 0.11%50,000,000.00 49,994,250.00 99.9930 49,996,500.00 49,994,250.00 49,996,500.00 0.00 2,250.00 49,996,500.00 0.60%

63763PXU8 NATIONAL SECS CLEARING CORPORATE COMMERCIAL PAPER DISCOUNT DTD 09/AUG/2021 DUE 28/OCT/2021 0.11%35,000,000.00 34,995,333.33 99.9905 34,996,675.00 34,995,333.33 34,996,675.00 0.00 1,341.67 34,996,675.00 0.42%

63763QB30 NATIONAL SECS CLEARING CORPORATE COMMERCIAL PAPER DISCOUNT DTD 12/AUG/2021 DUE 03/FEB/2022 0.13%15,000,000.00 14,993,000.00 99.9569 14,993,541.67 14,993,000.00 14,993,541.67 0.00 541.67 14,993,541.67 0.18%

63763PXT1 NATIONAL SECS CLEARING CORPORATE COMMERCIAL PAPER DISCOUNT DTD 15/JUL/2021 DUE 27/OCT/2021 0.11%50,000,000.00 49,993,083.33 99.9907 49,995,333.33 49,993,083.33 49,995,333.33 0.00 2,250.00 49,995,333.33 0.60%

63763PX53 NATIONAL SECS CLEARING CORPORATE COMMERCIAL PAPER DISCOUNT DTD 16/OCT/2020 DUE 05/OCT/2021 0.24%50,000,000.00 49,995,250.00 99.9943 49,997,166.67 49,995,250.00 49,997,166.67 0.00 1,916.67 49,997,166.67 0.60%

63763PY11 NATIONAL SECS CLEARING CORPORATE COMMERCIAL PAPER DISCOUNT DTD 27/JUL/2021 DUE 01/NOV/2021 0.12%25,000,000.00 24,996,875.00 99.9898 24,997,458.33 24,996,875.00 24,997,458.33 0.00 583.33 24,997,458.33 0.30%

63254GRG2 NATL AUSTRALIA BK LTD CORPORATE COMMERCIAL PAPER VARIABLE DTD 16/JUN/2021 DUE 16/DEC/202135,000,000.00 35,000,000.00 100.0000 35,000,000.00 35,000,000.00 35,000,000.00 1,876.38 0.00 35,001,876.38 0.42%

63253JW89 NAT'L AUSTRALIA FNDG CORPORATE COMMERCIAL PAPER DISCOUNT DTD 04/JUN/2021 DUE 08/SEP/2021 0.06%32,000,000.00 31,994,880.00 99.9988 31,999,626.67 31,994,880.00 31,999,626.67 0.00 4,746.67 31,999,626.67 0.39%

63253JX13 NAT'L AUSTRALIA FNDG CORPORATE COMMERCIAL PAPER DISCOUNT DTD 25/MAR/2021 DUE 01/OCT/2021 0.13%75,000,000.00 74,948,541.67 99.9892 74,991,875.00 74,948,541.67 74,991,875.00 0.00 43,333.33 74,991,875.00 0.91%

63253LZG3 NAT'L AUSTRALIA FNDG CORPORATE COMMERCIAL PAPER VARIABLE DTD 23/JUL/2021 DUE 25/JAN/202285,000,000.00 85,000,000.00 100.0000 85,000,000.00 85,000,000.00 85,000,000.00 1,605.57 0.00 85,001,605.57 1.03%

64105GX66 NESTLE CAP CORP CORPORATE COMMERCIAL PAPER DISCOUNT DTD 03/AUG/2021 DUE 06/OCT/2021 0.07%50,000,000.00 49,994,666.67 99.9942 49,997,083.34 49,994,666.67 49,997,083.34 0.00 2,416.67 49,997,083.34 0.60%

64105GX17 NESTLE CAP CORP CORPORATE COMMERCIAL PAPER DISCOUNT DTD 11/MAY/2021 DUE 01/OCT/2021 0.07%50,000,000.00 49,994,083.33 99.9950 49,997,500.00 49,994,083.33 49,997,500.00 0.00 3,416.67 49,997,500.00 0.60%

65558UCQ3 NORDEA BK ABP NY CERTIFICATE OF DEPOSIT FIXED DTD 03/JUN/2021 DUE 03/DEC/2021 0.1%33,000,000.00 32,999,999.75 100.0000 32,999,999.87 32,999,999.75 32,999,999.87 8,250.00 0.12 33,008,249.87 0.40%

65558UBF8 NORDEA BK ABP NY CERTIFICATE OF DEPOSIT FIXED DTD 12/MAY/2021 DUE 12/OCT/2021 0.14%31,000,000.00 31,000,000.00 100.0000 31,000,000.00 31,000,000.00 31,000,000.00 13,502.22 0.00 31,013,502.22 0.38%

65558UDV1 NORDEA BK ABP NY CERTIFICATE OF DEPOSIT FIXED DTD 14/JUL/2021 DUE 14/DEC/2021 0.12%11,000,000.00 11,000,000.00 100.0000 11,000,000.00 11,000,000.00 11,000,000.00 1,796.67 0.00 11,001,796.67 0.13%

65558UBL5 NORDEA BK ABP NY CERTIFICATE OF DEPOSIT FIXED DTD 14/MAY/2021 DUE 15/NOV/2021 0.14%60,000,000.00 60,000,000.00 100.0000 60,000,000.00 60,000,000.00 60,000,000.00 25,666.67 0.00 60,025,666.67 0.73%

65558T5U5 NORDEA BK ABP NY CERTIFICATE OF DEPOSIT FIXED DTD 16/MAR/2021 DUE 16/SEP/2021 0.16%30,000,000.00 30,000,000.00 100.0000 30,000,000.00 30,000,000.00 30,000,000.00 22,533.33 0.00 30,022,533.33 0.36%

67983TZ17 OLD LINE FUNDING LLC CORPORATE COMMERCIAL PAPER DISCOUNT DTD 13/MAY/2021 DUE 01/DEC/2021 0.21%10,000,000.00 9,995,166.67 99.9747 9,997,472.22 9,995,166.67 9,997,472.22 0.00 2,305.55 9,997,472.22 0.12%

67983TWE2 OLD LINE FUNDING LLC CORPORATE COMMERCIAL PAPER DISCOUNT DTD 21/DEC/2020 DUE 14/SEP/2021 0.29%42,000,000.00 41,992,066.67 99.9971 41,998,786.67 41,992,066.67 41,998,786.67 0.00 6,720.00 41,998,786.67 0.51%

67983TWL6 OLD LINE FUNDING LLC CORPORATE COMMERCIAL PAPER DISCOUNT DTD 22/MAR/2021 DUE 20/SEP/2021 0.22%30,000,000.00 29,974,216.67 99.9910 29,997,308.33 29,974,216.67 29,997,308.33 0.00 23,091.66 29,997,308.33 0.36%

67983TWP7 OLD LINE FUNDING LLC CORPORATE COMMERCIAL PAPER DISCOUNT DTD 24/MAR/2021 DUE 23/SEP/2021 0.22%40,000,000.00 39,965,433.33 99.9896 39,995,844.44 39,965,433.33 39,995,844.44 0.00 30,411.11 39,995,844.44 0.48%

69372AWL2 PACCAR FINANCIAL COR CORPORATE COMMERCIAL PAPER DISCOUNT DTD 20/AUG/2021 DUE 20/SEP/2021 0.09%31,000,000.00 30,998,794.41 99.9974 30,999,181.92 30,998,794.41 30,999,181.92 0.00 387.51 30,999,181.92 0.37%

69372AWQ1 PACCAR FINANCIAL COR CORPORATE COMMERCIAL PAPER DISCOUNT DTD 25/AUG/2021 DUE 24/SEP/2021 0.09%20,000,000.00 19,999,166.67 99.9968 19,999,361.11 19,999,166.67 19,999,361.11 0.00 194.44 19,999,361.11 0.24%

77119LW13 ROCHE HOLDINGS, INC. CORPORATE COMMERCIAL PAPER DISCOUNT DTD 21/JUL/2021 DUE 01/SEP/2021 0.08%40,000,000.00 39,997,666.67 100.0000 40,000,000.00 39,997,666.67 40,000,000.00 0.00 2,333.33 40,000,000.00 0.48%





Accrued Income

(Base)


(Base)





78012UA96 ROYAL BANK OF CANADA/NEW YORK NY CERTIFICATE OF DEPOSIT VARIABLE 02/SEP/2021 USD 100070,000,000.00 70,000,000.00 100.0000 70,000,000.00 70,000,000.00 70,000,000.00 41,222.45 0.00 70,041,222.45 0.85%

78012UM51 ROYAL BANK OF CANADA/NEW YORK NY CERTIFICATE OF DEPOSIT VARIABLE 28/FEB/2022 USD 100030,000,000.00 30,000,000.00 100.0000 30,000,000.00 30,000,000.00 30,000,000.00 125.00 0.00 30,000,125.00 0.36%

78012UM77 ROYAL BK OF CANADA CERTIFICATE OF DEPOSIT FIXED DTD 04/JUN/2021 DUE 01/MAR/2022 0.12%20,000,000.00 20,000,000.00 100.0000 20,000,000.00 20,000,000.00 20,000,000.00 5,933.33 0.00 20,005,933.33 0.24%

86959RQX1 SHBASS 0.13 03/01/22 35,000,000.00 35,000,000.00 100.0000 35,000,000.00 35,000,000.00 35,000,000.00 11,627.78 0.00 35,011,627.78 0.42%

ABG9937Y3 SHINHAN BNK NY BRCH CERTIFICATE OF DEPOSIT FIXED 15,000,000.00 15,000,000.00 100.0000 15,000,000.00 15,000,000.00 15,000,000.00 1,050.00 0.00 15,001,050.00 0.18%

83050PVQ9 SKANDIN ENS BANKEN CERTIFICATE OF DEPOSIT FIXED DTD 04/JUN/2021 DUE 03/DEC/2021 0.11%17,000,000.00 16,997,274.14 99.9910 16,998,463.61 16,997,274.14 16,998,463.61 4,623.06 1,189.47 17,003,086.67 0.21%

83050PVT3 SKANDIN ENS BANKEN CERTIFICATE OF DEPOSIT FIXED DTD 09/JUN/2021 DUE 08/DEC/2021 0.1%25,000,000.00 25,000,000.00 100.0000 25,000,000.00 25,000,000.00 25,000,000.00 5,833.33 0.00 25,005,833.33 0.30%

83050PSY6 SKANDIN ENS BANKEN CERTIFICATE OF DEPOSIT FIXED DTD 16/MAR/2021 DUE 15/SEP/2021 0.17%45,000,000.00 45,000,000.00 100.0000 45,000,000.00 45,000,000.00 45,000,000.00 35,912.50 0.00 45,035,912.50 0.54%

83050PSZ3 SKANDIN ENS BANKEN CERTIFICATE OF DEPOSIT FIXED DTD 18/MAR/2021 DUE 17/SEP/2021 0.18%50,000,000.00 50,000,000.00 100.0000 50,000,000.00 50,000,000.00 50,000,000.00 41,750.00 0.00 50,041,750.00 0.61%

83050PTZ2 SKANDIN ENS BANKEN CERTIFICATE OF DEPOSIT FIXED DTD 21/APR/2021 DUE 21/SEP/2021 0.16%31,000,000.00 31,000,000.00 100.0000 31,000,000.00 31,000,000.00 31,000,000.00 18,324.44 0.00 31,018,324.44 0.38%

86565CT90 SUMITOMO MTSU BKG CORP CERTIFICATE OF DEPOSIT FIXED DTD 01/JUN/2021 DUE 01/SEP/2021 0.09%47,000,000.00 47,000,000.00 100.0000 47,000,000.00 47,000,000.00 47,000,000.00 10,810.00 0.00 47,010,810.00 0.57%

86565C4P1 SUMITOMO MTSU BKG CORP CERTIFICATE OF DEPOSIT FIXED DTD 04/AUG/2021 DUE 01/NOV/2021 0.1%35,000,000.00 35,000,000.00 100.0000 35,000,000.00 35,000,000.00 35,000,000.00 2,722.22 0.00 35,002,722.22 0.42%

86565CX20 SUMITOMO MTSU BKG CORP CERTIFICATE OF DEPOSIT FIXED DTD 14/JUN/2021 DUE 14/SEP/2021 0.05%28,000,000.00 28,000,000.00 100.0000 28,000,000.00 28,000,000.00 28,000,000.00 3,072.22 0.00 28,003,072.22 0.34%


86959RQY9 SVENSKA HANDLSBNKN AB CERTIFICATE OF DEPOSIT FIXED DTD 01/JUN/2021 DUE 01/DEC/2021 0.105%40,000,000.00 40,000,969.84 100.0013 40,000,505.03 40,000,969.84 40,000,505.03 10,733.33 (464.81) 40,011,238.36 0.48%

86959RPQ7 SVENSKA HANDLSBNKN AB CERTIFICATE OF DEPOSIT FIXED DTD 06/APR/2021 DUE 03/JAN/2022 0.21%19,000,000.00 19,000,000.00 100.0000 19,000,000.00 19,000,000.00 19,000,000.00 16,403.33 0.00 19,016,403.33 0.23%

86959RRL6 SVENSKA HANDLSBNKN AB CERTIFICATE OF DEPOSIT FIXED DTD 18/JUN/2021 DUE 17/DEC/2021 0.135%14,000,000.00 14,000,347.73 100.0015 14,000,207.86 14,000,347.73 14,000,207.86 3,937.50 (139.87) 14,004,145.36 0.17%

86959RPJ3 SVENSKA HANDLSBNKN AB CERTIFICATE OF DEPOSIT FIXED DTD 23/MAR/2021 DUE 23/DEC/2021 0.215%36,000,000.00 36,001,372.80 100.0016 36,000,564.10 36,001,372.80 36,000,564.10 34,830.00 (808.70) 36,035,394.10 0.44%

86959RQT0 SVENSKA HANDLSBNKN AB CERTIFICATE OF DEPOSIT FIXED DTD 24/MAY/2021 DUE 18/FEB/2022 0.16%38,000,000.00 38,000,000.00 100.0000 38,000,000.00 38,000,000.00 38,000,000.00 16,888.89 0.00 38,016,888.89 0.46%

86959RPK0 SVENSKA HANDLSBNKN AB CERTIFICATE OF DEPOSIT FIXED DTD 29/MAR/2021 DUE 23/DEC/2021 0.21%36,000,000.00 36,000,000.00 100.0000 36,000,000.00 36,000,000.00 36,000,000.00 32,760.00 0.00 36,032,760.00 0.44%

87019V2G1 SWEDBANK (SPARBANK) CERTIFICATE OF DEPOSIT FIXED DTD 06/JUL/2021 DUE 09/DEC/2021 0.11%45,000,000.00 45,000,000.00 100.0000 45,000,000.00 45,000,000.00 45,000,000.00 7,837.50 0.00 45,007,837.50 0.54%

87019VY76 SWEDBANK (SPARBANK) CERTIFICATE OF DEPOSIT FIXED DTD 09/JUN/2021 DUE 07/DEC/2021 0.08%26,000,000.00 26,000,000.00 100.0000 26,000,000.00 26,000,000.00 26,000,000.00 4,853.33 0.00 26,004,853.33 0.31%

87019VZ34 SWEDBANK (SPARBANK) CERTIFICATE OF DEPOSIT FIXED DTD 11/JUN/2021 DUE 13/DEC/2021 0.08%17,000,000.00 17,000,000.00 100.0000 17,000,000.00 17,000,000.00 17,000,000.00 3,097.78 0.00 17,003,097.78 0.21%

87019VX28 SWEDBANK (SPARBANK) CERTIFICATE OF DEPOSIT FIXED DTD 18/MAY/2021 DUE 18/NOV/2021 0.12%25,000,000.00 25,000,000.00 100.0000 25,000,000.00 25,000,000.00 25,000,000.00 8,833.33 0.00 25,008,833.33 0.30%


880590LT9 TENNESSEE VALLEY AUTHORITY DISCOUNT NOTES ZERO CPN 15/SEP/2021 USD 10009,000,000.00 8,999,710.00 99.9984 8,999,860.00 8,999,710.00 8,999,860.00 0.00 150.00 8,999,860.00 0.11%

88602TZH9 THUNDER BAY FNDNG LLC. CORPORATE COMMERCIAL PAPER DISCOUNT DTD 14/JUN/2021 DUE 17/DEC/2021 0.14%10,000,000.00 9,995,350.00 99.9733 9,997,325.00 9,995,350.00 9,997,325.00 0.00 1,975.00 9,997,325.00 0.12%

89114WC45 TORONTO-DOMINION BANK/NY CERTIFICATE OF DEPOSIT VARIABLE 13/JUN/2022 USD 100030,000,000.00 30,000,000.00 100.0000 30,000,000.00 30,000,000.00 30,000,000.00 12,066.67 0.00 30,012,066.67 0.36%

89114WBJ3 TORONTO-DOMINION CERTIFICATE OF DEPOSIT FIXED DTD 01/JUN/2021 DUE 01/MAR/2022 0.14%20,000,000.00 20,000,000.00 100.0000 20,000,000.00 20,000,000.00 20,000,000.00 7,155.56 0.00 20,007,155.56 0.24%

89114W2R5 TORONTO-DOMINION CERTIFICATE OF DEPOSIT FIXED DTD 02/MAR/2021 DUE 02/DEC/2021 0.18%23,000,000.00 23,000,000.00 100.0000 23,000,000.00 23,000,000.00 23,000,000.00 21,045.00 0.00 23,021,045.00 0.28%

89114WA96 TORONTO-DOMINION CERTIFICATE OF DEPOSIT FIXED DTD 04/MAY/2021 DUE 01/FEB/2022 0.19%20,000,000.00 20,000,000.00 100.0000 20,000,000.00 20,000,000.00 20,000,000.00 12,666.67 0.00 20,012,666.67 0.24%

89114WAH8 TORONTO-DOMINION CERTIFICATE OF DEPOSIT FIXED DTD 07/MAY/2021 DUE 07/DEC/2021 0.14%36,000,000.00 36,000,000.00 100.0000 36,000,000.00 36,000,000.00 36,000,000.00 16,380.00 0.00 36,016,380.00 0.44%

89114W3M5 TORONTO-DOMINION CERTIFICATE OF DEPOSIT FIXED DTD 08/MAR/2021 DUE 30/NOV/2021 0.19%26,000,000.00 26,000,000.00 100.0000 26,000,000.00 26,000,000.00 26,000,000.00 24,288.33 0.00 26,024,288.33 0.31%

89114WBV6 TORONTO-DOMINION CERTIFICATE OF DEPOSIT FIXED DTD 09/JUN/2021 DUE 09/JUN/2022 0.16%22,000,000.00 22,000,000.00 100.0000 22,000,000.00 22,000,000.00 22,000,000.00 8,213.33 0.00 22,008,213.33 0.27%

89114WB20 TORONTO-DOMINION CERTIFICATE OF DEPOSIT FIXED DTD 17/MAY/2021 DUE 15/FEB/2022 0.16%45,000,000.00 45,000,000.00 100.0000 45,000,000.00 45,000,000.00 45,000,000.00 21,400.00 0.00 45,021,400.00 0.54%

89114WCG8 TORONTO-DOMINION CERTIFICATE OF DEPOSIT FIXED DTD 22/JUN/2021 DUE 22/JUN/2022 0.2%16,000,000.00 16,000,000.00 100.0000 16,000,000.00 16,000,000.00 16,000,000.00 6,311.11 0.00 16,006,311.11 0.19%

89114W2E4 TORONTO-DOMINION CERTIFICATE OF DEPOSIT FIXED DTD 23/FEB/2021 DUE 01/SEP/2021 0.12%34,000,000.00 34,000,000.00 100.0000 34,000,000.00 34,000,000.00 34,000,000.00 21,533.33 0.00 34,021,533.33 0.41%

89233GWV4 TOYOTA MOTOR CREDIT CORPORATE COMMERCIAL PAPER DISCOUNT DTD 02/FEB/2021 DUE 29/SEP/2021 0.17%48,000,000.00 47,991,573.33 99.9938 47,997,013.33 47,991,573.33 47,997,013.33 0.00 5,440.00 47,997,013.33 0.58%

89233GWM4 TOYOTA MOTOR CREDIT CORPORATE COMMERCIAL PAPER DISCOUNT DTD 25/MAR/2021 DUE 21/SEP/2021 0.15%23,000,000.00 22,995,975.00 99.9961 22,999,105.56 22,995,975.00 22,999,105.56 0.00 3,130.56 22,999,105.56 0.28%

912796ZC6 UNITED STATES OF AMERICA BILL ZERO CPN 01/NOV/2021 USD 10050,000,000.00 49,994,881.94 99.9907 49,995,340.27 49,994,881.94 49,995,340.27 0.00 458.33 49,995,340.27 0.60%

912796M63 UNITED STATES OF AMERICA BILL ZERO CPN 02/NOV/2021 USD 10050,000,000.00 49,994,362.50 99.9929 49,996,469.44 49,994,362.50 49,996,469.44 0.00 2,106.94 49,996,469.44 0.60%

9127964W6 UNITED STATES OF AMERICA BILL ZERO CPN 04/NOV/2021 USD 10050,000,000.00 49,994,312.50 99.9920 49,996,000.00 49,994,312.50 49,996,000.00 0.00 1,687.50 49,996,000.00 0.60%

912796M22 UNITED STATES OF AMERICA BILL ZERO CPN 05/OCT/2021 USD 10075,000,000.00 74,994,631.25 99.9958 74,996,847.92 74,994,631.25 74,996,847.92 0.00 2,216.67 74,996,847.92 0.91%

9127964V8 UNITED STATES OF AMERICA BILL ZERO CPN 07/OCT/2021 USD 10050,000,000.00 49,992,010.42 99.9968 49,998,375.00 49,992,010.42 49,998,375.00 0.00 6,364.58 49,998,375.00 0.60%

912796N54 UNITED STATES OF AMERICA BILL ZERO CPN 09/NOV/2021 USD 10050,000,000.00 49,994,545.83 99.9902 49,995,112.50 49,994,545.83 49,995,112.50 0.00 566.67 49,995,112.50 0.60%

912796H51 UNITED STATES OF AMERICA BILL ZERO CPN 12/NOV/2021 USD 10050,000,000.00 49,994,147.78 99.9908 49,995,420.00 49,994,147.78 49,995,420.00 0.00 1,272.22 49,995,420.00 0.60%


912796ZB8 UNITED STATES OF AMERICA BILL ZERO CPN 15/OCT/2021 USD 10025,000,000.00 24,997,427.08 99.9921 24,998,013.89 24,997,427.08 24,998,013.89 0.00 586.81 24,998,013.89 0.30%


912796G60 UNITED STATES OF AMERICA BILL ZERO CPN 21/OCT/2021 USD 10050,000,000.00 49,989,889.00 99.9944 49,997,222.25 49,989,889.00 49,997,222.25 0.00 7,333.25 49,997,222.25 0.60%

912796F53 UNITED STATES OF AMERICA BILL ZERO CPN 23/SEP/2021 USD 10025,000,000.00 24,997,294.58 99.9972 24,999,307.92 24,997,294.58 24,999,307.92 0.00 2,013.34 24,999,307.92 0.30%



912796G78 UNITED STATES OF AMERICA BILL ZERO CPN 28/OCT/2021 USD 10050,000,000.00 49,995,486.11 99.9921 49,996,041.67 49,995,486.11 49,996,041.67 0.00 555.56 49,996,041.67 0.60%

912796L56 UNITED STATES OF AMERICA BILL ZERO CPN 28/SEP/2021 USD 10025,000,000.00 24,997,124.65 99.9966 24,999,146.87 24,997,124.65 24,999,146.87 0.00 2,022.22 24,999,146.87 0.30%


96130AHW1 WESTPAC BKING CORP NY CERTIFICATE OF DEPOSIT FIXED DTD 19/FEB/2021 DUE 19/NOV/2021 0.18%50,000,000.00 49,999,998.99 100.0000 49,999,999.70 49,999,998.99 49,999,999.70 48,500.00 0.71 50,048,499.70 0.61%

96130AJB5 WESTPAC BKING CORP NY CERTIFICATE OF DEPOSIT FIXED DTD 23/FEB/2021 DUE 23/NOV/2021 0.18%23,000,000.00 23,000,000.00 100.0000 23,000,000.00 23,000,000.00 23,000,000.00 21,850.00 0.00 23,021,850.00 0.28%

96130AJC3 WESTPAC BKING CORP NY CERTIFICATE OF DEPOSIT FIXED DTD 24/FEB/2021 DUE 24/NOV/2021 0.18%27,470,000.00 27,466,020.23 99.9953 27,468,719.15 27,466,020.23 27,468,719.15 25,959.15 2,698.92 27,494,678.30 0.33%

98106JE92 WOORI BANK CERTIFICATE OF DEPOSIT FIXED DTD 06/JUL/2021 DUE 08/SEP/2021 0.12%45,000,000.00 45,000,000.00 100.0000 45,000,000.00 45,000,000.00 45,000,000.00 8,550.00 0.00 45,008,550.00 0.54%

98106JE50 WOORI BANK CERTIFICATE OF DEPOSIT FIXED DTD 24/JUN/2021 DUE 24/SEP/2021 0.12%23,000,000.00 23,000,000.00 100.0000 23,000,000.00 23,000,000.00 23,000,000.00 5,290.00 0.00 23,005,290.00 0.28%

SHORT TERM INVESTMENTS Subtotal 5,940,654,100.61 5,941,116,299.92 5,940,654,100.61 5,941,116,299.92 978,802.91 462,199.31 5,942,095,102.83 71.85%

09248U700 BLACKROCK LIQUIDITY FUNDS INSTITUTIONAL SHSFEDFUND PORTFOLIO48,121,937.63 48,121,937.63 100.0000 48,121,937.63 48,121,937.63 48,121,937.63 2,257.92 0.00 48,124,195.55 0.58%

INVESTMENT COMPANIES Subtotal 48,121,937.63 48,121,937.63 48,121,937.63 48,121,937.63 2,257.92 0.00 48,124,195.55 0.58%

EXPENSE 00015 ADVISOR 0.00 0.00 0.0000 0.00 0.00 0.00 (287,812.70) 0.00 (287,812.70) 0.00%

MISCELLANEOUS Subtotal 0.00 0.00 0.00 0.00 (287,812.70) 0.00 (287,812.70) 0.00%

USD Subtotal 8,269,456,840.03 8,268,403,947.80 8,269,456,840.03 8,268,403,947.80 1,185,991.24 (1,052,892.23) 8,269,589,939.04 100.00%

3015463600 Grand Total 8,269,456,840.03 8,268,403,947.80 1,185,991.24 (1,052,892.23) 8,269,589,939.04 100.00%


1

LGIP Extended Maturity (EM) Compliance

Investment staff affirms the portfolio complies with the following standards at time of purchase for the month of August 2021. Maturity/Duration Requirements

o The weighted average maturity (WAM) is one year +/-3 months. o The maximum final maturity is five years.

Portfolio Quality

o All holdings and securities purchased were Eligible Securities in compliance with Treasury Board approved guidelines.

Asset Allocation

o The portfolio is currently in compliance with asset allocation guidelines. S&P Global Ratings

o The portfolio is in compliance with S&P requirements for a ‘AAAf’/S1 rating.

Aug July Change

US MMK FundsLGIP 7.1% 13.4% -6.3%

Sub-Total 7.1% 13.4% -6.3%

Government SecuritiesUS Gov MMK Funds 0.0% 0.0% 0.0%


U.S. Treasury 11.7% 11.9% -0.2%


AAA Sovereign 0.6% 0.6% 0.0%Sub-Total 37.4% 35.2% 2.2%

Credit Securities

CD's, Bank Notes & Bankers Acceptance 24.9% 19.4% 5.5%


Corporate Notes 20.2% 20.8% -0.6%Sub-Total 55.5% 51.4% 4.1%

Total 100.0% 100.0% 0.0%Asset allocation calculations are based on end of month par balance while portfolio compliance is measured at the time an asset is purchased.


Asset Allocation and Risk ProfileLocal Government Investment Pool EM

August 31, 2021

2

FISCAL YEAR2022 Net Asset Value NAV Duration NAV Gross Bank of America Merrill Lynch Duration

$ (millions) (Per Share) (Years) YTM U.S. 1-Year Treasury Bill Index1 (Years)

July 2021 $320.0 $10.02 1.05 0.26% 0.07% 0.87

August 2021 $325.6 $10.02 1.11 0.25% 0.07% 0.87

September 2021

October 2021

November 2021

December 2021

January 2022

February 2022

March 2022

April 2022

May 2022

June 2022

Year-to-Date Average2$322.8 $10.02 1.08 0.25% 0.07% 0.87

1 As reported on Bloomberg.2 YTD Average is weighted for the LGIP EM.

LGIP EM & BENCHMARK YIELD AND DURATION COMPARISONS

LGIP EM Benchmark

3 9/9/2021 9:11 AM

LGIP EM HOLDINGSS&P SURVEILLANCE REPORTAs of August 31, 2021

SECURITY TYPES: S&P RATING: MATURITIES:Treasuries 11.7% AAA < 31d 7.1% 0.1

Treasury Notes 11.7% AAA > 365d 0.0% 0.0 0 to 1 Years 64.4%Treasury Bills 0.0% AA+ > 365d 35.6% 8.9 1 to 2 Years 13.9%

Agencies 25.1% AA > 365d 0.0% 0.0 2 to 3 Years 8.7%Discount Notes 0.0% AA- > 365d 0.0% 0.0 3 to 5 Years 13.0%Agency Fixed Rate 21.8% A-1+ < 31d 2.0% 0.0Agency Floating Rate 3.3% A-1+ < 92d 5.6% 0.1

AAA Sovereigns 0.5% A-1+ < 365d 28.5% 2.0World Bank 0.0% A-1 < 31d 1.0% 0.1Credit 55.5% A-1 < 92d 9.9% 2.0

CP Fixed Rate 9.9% A-1 < 365d 10.3% 4.1ABCP 0.5% 100.0% 17.279YCD Fixed Rate 21.4% S&P rating AAAfYCD Floating Rate 3.5%Corporate Fixed Rate 19.8%Corporate Floating Rate 0.4%

Cash 7.1%100.0%

TOP TEN HOLDINGS:CUSIP Issuer Percent of Fund Market Value Maturity DTM

1. AAM9943P9 VIRGINIA TREASURY LGIP STIF 7.1% 23,042,981$ 12/31/2049 12. 30215GZ13 EXPORT DEVELMT CORP CORPORATE COMMERCIAL PAPER 4.6% 14,998,083$ 12/1/2021 923. 3133EL3E2 FEDERAL FARM CREDIT BANKS FUNDING CORP CALLABLE 3.4% 11,100,183$ 8/10/2023 7094. 912828T91 UNITED STATES OF AMERICA NOTES FIXED 1.625% 3.2% 10,298,828$ 10/31/2023 7915. 91282CCK5 UNITED STATES OF AMERICA NOTES FIXED 0.125% 3.1% 9,992,578$ 6/30/2023 6686. 084664BT7 BERKSHIRE HATHAWAY FINANCE CORP CALLABLE NOTES 2.7% 8,727,418$ 5/15/2022 2577. 78012UR49 ROYAL BK OF CANADA CERTIFICATE OF DEPOSIT FIXED 2.2% 6,999,715$ 5/2/2022 2448. 3133ELJU9 FEDERAL FARM CREDIT BANKS FUNDING CORP CALLABLE 1.9% 6,236,989$ 1/27/2026 16109. 594918BA1 MICROSOFT CORP CALLABLE NOTES FIXED 2.375% 1.7% 5,646,183$ 2/12/2022 165

10. 478160CD4 JOHNSON & JOHNSON CALLABLE NOTES FIXED 2.25% 1.7% 5,559,580$ 3/3/2022 184

Asset allocation calculations are based on market value at end of month while portfolio compliance is measured at the time an asset is purchased.

4

Account: 3014143700 - LGIP EM Created: 09 Sep 2021 13:46

Security No. Security Description Holding Cost (Local) Price (Local) Market Value (Local) Cost (Base) Market Value (Base)Accrued Income

(Base)

Unrealised

Gain/Loss (Base)

Market Value +

Accrued Income

(Base)

% of Fund

Account: 3014143700 Base: UNKNOWN NAV Value: 325,587,235.57

Currency: USD Rate: 1.0000023135AM8 AMAZON.COM INC CALLABLE NOTES FIXED 3.3% 05/DEC/2021 USD 10004,485,000.00 4,528,428.85 100.2728 4,497,233.06 4,528,428.85 4,497,233.06 35,626.68 (31,195.79) 4,532,859.74 1.39%

037833AY6 APPLE INC CALLABLE NOTES FIXED 2.15% 09/FEB/2022 USD 10003,090,000.00 3,144,593.50 100.8607 3,116,596.00 3,144,593.50 3,116,596.00 4,152.19 (27,997.50) 3,120,748.19 0.96%

037833CQ1 APPLE INC CALLABLE NOTES FIXED 2.3% 11/MAY/2022 USD 10001,240,000.00 1,263,086.31 101.2124 1,255,034.00 1,263,086.31 1,255,034.00 8,762.06 (8,052.31) 1,263,796.06 0.39%

037833CM0 APPLE INC CALLABLE NOTES FIXED 2.5% 09/FEB/2022 USD 10002,206,000.00 2,253,115.40 100.8377 2,224,478.98 2,253,115.40 2,224,478.98 3,446.88 (28,636.42) 2,227,925.86 0.68%

037833BF6 APPLE INC CALLABLE NOTES FIXED 2.7% 13/MAY/2022 USD 10002,027,000.00 2,068,390.85 101.6974 2,061,406.83 2,068,390.85 2,061,406.83 16,520.26 (6,984.02) 2,077,927.09 0.64%

037833CN8 APPLE INC NOTES VARIABLE 09/FEB/2022 USD 1000 284,000.00 284,985.48 100.2352 284,667.91 284,985.48 284,667.91 113.47 (317.57) 284,781.38 0.09%

05253JAQ4 AUSTRALIA & NEW ZEALAND BANKING GROUP LTD/NEW YORK NY NOTES FIXED 2.55% 23/NOV/2021 USD 10003,665,000.00 3,698,733.35 100.5350 3,684,607.20 3,698,733.35 3,684,607.20 25,650.80 (14,126.15) 3,710,258.00 1.14%

06367WQD8 BANK OF MONTREAL MEDIUM TERM NOTE VARIABLE 10/SEP/2021 USD 1000360,000.00 360,388.80 100.0098 360,035.29 360,388.80 360,035.29 438.24 (353.51) 360,473.53 0.11%

084664BT7 BERKSHIRE HATHAWAY FINANCE CORP CALLABLE NOTES FIXED 3% 15/MAY/2022 USD 10008,557,000.00 8,788,814.70 101.9916 8,727,417.87 8,788,814.70 8,727,417.87 75,933.24 (61,396.83) 8,803,351.11 2.70%

084670BF4 BERKSHIRE HATHAWAY INC NOTES FIXED 3.4% 31/JAN/2022 USD 10001,272,000.00 1,311,216.64 101.3167 1,288,748.58 1,311,216.64 1,288,748.58 4,113.20 (22,468.06) 1,292,861.78 0.40%

21688AAJ1 COOPERATIEVE RABOBANK UA/NY NOTES FIXED 2.75% 10/JAN/2022 USD 1000250,000.00 253,062.50 100.9129 252,282.16 253,062.50 252,282.16 993.27 (780.34) 253,275.43 0.08%

22550L2A8 CREDIT SUISSE AG/NEW YORK NY MEDIUM TERM NOTE FIXED 2.1% 12/NOV/2021 USD 1000455,000.00 457,197.65 100.3710 456,687.99 457,197.65 456,687.99 2,908.50 (509.66) 459,596.49 0.14%

22546QAR8 CREDIT SUISSE AG/NEW YORK NY MEDIUM TERM NOTE FIXED 3% 29/OCT/2021 USD 10001,990,000.00 2,002,070.30 100.4370 1,998,696.10 2,002,070.30 1,998,696.10 20,356.03 (3,374.20) 2,019,052.13 0.62%

30216BGK2 EXPORT DEVELOPMENT CANADA NOTES FIXED 1.375% 21/OCT/2021 USD 50001,740,000.00 1,752,180.00 100.1710 1,742,975.40 1,752,180.00 1,742,975.40 8,694.06 (9,204.60) 1,751,669.46 0.54%

3133EM2E1 FEDERAL FARM CREDIT BANKS FUNDING CORP BOND FIXED 0.16% 10/AUG/2023 USD 10003,000,000.00 2,998,429.26 99.9749 2,999,248.08 2,998,429.26 2,999,248.08 286.96 818.82 2,999,535.04 0.92%

3133ELZN7 FEDERAL FARM CREDIT BANKS FUNDING CORP BOND FIXED 0.16% 18/MAY/2022 USD 1000300,000.00 300,105.00 100.0638 300,191.42 300,105.00 300,191.42 138.26 86.42 300,329.68 0.09%

3133EMWL2 FEDERAL FARM CREDIT BANKS FUNDING CORP BOND FIXED 0.2% 19/JUL/2023 USD 1000452,000.00 452,103.96 99.9470 451,760.42 452,103.96 451,760.42 108.09 (343.54) 451,868.51 0.14%

3133EMRZ7 FEDERAL FARM CREDIT BANKS FUNDING CORP BOND FIXED 0.25% 26/FEB/2024 USD 10005,000,000.00 4,998,200.00 99.8774 4,993,872.10 4,998,200.00 4,993,872.10 203.80 (4,327.90) 4,994,075.90 1.53%

3133EKP75 FEDERAL FARM CREDIT BANKS FUNDING CORP BOND FIXED 1.6% 17/SEP/2024 USD 1000210,000.00 217,562.10 103.5191 217,390.15 217,562.10 217,390.15 1,533.91 (171.95) 218,924.06 0.07%

3133ELJM7 FEDERAL FARM CREDIT BANKS FUNDING CORP BOND FIXED 1.65% 23/JAN/2025 USD 1000875,000.00 900,567.50 103.8927 909,061.02 900,567.50 909,061.02 1,569.29 8,493.52 910,630.31 0.28%

3133EHZP1 FEDERAL FARM CREDIT BANKS FUNDING CORP BOND FIXED 1.85% 20/SEP/2022 USD 1000300,000.00 310,358.25 101.8844 305,653.23 310,358.25 305,653.23 2,488.45 (4,705.02) 308,141.68 0.09%

3133EKQP4 FEDERAL FARM CREDIT BANKS FUNDING CORP BOND FIXED 1.875% 12/DEC/2022 USD 1000315,000.00 326,932.20 102.2656 322,136.52 326,932.20 322,136.52 1,307.12 (4,795.68) 323,443.64 0.10%

3133EKPT7 FEDERAL FARM CREDIT BANKS FUNDING CORP BOND FIXED 2.125% 05/JUN/2023 USD 1000582,000.00 610,582.02 103.3844 601,697.24 610,582.02 601,697.24 2,973.61 (8,884.78) 604,670.85 0.19%

3133EJUS6 FEDERAL FARM CREDIT BANKS FUNDING CORP BOND FIXED 2.875% 17/JUL/2023 USD 1000155,000.00 163,140.60 104.9934 162,739.78 163,140.60 162,739.78 557.85 (400.82) 163,297.63 0.05%

3133EDBU5 FEDERAL FARM CREDIT BANKS FUNDING CORP BOND FIXED 3.5% 20/DEC/2023 USD 1000283,000.00 310,734.00 107.3301 303,744.17 310,734.00 303,744.17 1,975.59 (6,989.83) 305,719.76 0.09%

3133EMGG1 FEDERAL FARM CREDIT BANKS FUNDING CORP BOND VARIABLE 06/NOV/2023 USD 1000800,000.00 801,408.00 100.2321 801,856.66 801,408.00 801,856.66 106.89 448.66 801,963.55 0.25%

3133EMJV5 FEDERAL FARM CREDIT BANKS FUNDING CORP BOND VARIABLE 08/DEC/2023 USD 10001,263,000.00 1,264,275.63 100.1725 1,265,178.42 1,264,275.63 1,265,178.42 492.92 902.79 1,265,671.34 0.39%

3133ELZA5 FEDERAL FARM CREDIT BANKS FUNDING CORP BOND VARIABLE 11/MAY/2023 USD 10001,000,000.00 1,001,190.00 100.6238 1,006,238.49 1,001,190.00 1,006,238.49 275.28 5,048.49 1,006,513.77 0.31%

3133ELCW2 FEDERAL FARM CREDIT BANKS FUNDING CORP BOND VARIABLE 12/DEC/2022 USD 10004,490,000.00 4,498,946.10 100.5077 4,512,796.40 4,498,946.10 4,512,796.40 4,582.30 13,850.30 4,517,378.70 1.39%

3133EM7M8 FEDERAL FARM CREDIT BANKS FUNDING CORP BOND VARIABLE 21/FEB/2023 USD 10003,000,000.00 3,000,000.00 100.1198 3,003,592.86 3,000,000.00 3,003,592.86 144.72 3,592.86 3,003,737.58 0.92%

3133EL5J9 FEDERAL FARM CREDIT BANKS FUNDING CORP CALLABLE BOND FIXED 0.3% 01/SEP/2023 USD 10002,000,000.00 2,001,300.00 100.0015 2,000,029.06 2,001,300.00 2,000,029.06 3,000.00 (1,270.94) 2,003,029.06 0.62%

3133EMHL9 FEDERAL FARM CREDIT BANKS FUNDING CORP CALLABLE BOND FIXED 0.31% 30/NOV/2023 USD 10001,980,000.00 1,981,696.86 100.0271 1,980,536.58 1,981,696.86 1,980,536.58 1,567.86 (1,160.28) 1,982,104.44 0.61%

3133EL3E2 FEDERAL FARM CREDIT BANKS FUNDING CORP CALLABLE BOND FIXED 0.32% 10/AUG/2023 USD 100011,100,000.00 11,100,710.20 100.0017 11,100,183.15 11,100,710.20 11,100,183.15 2,123.65 (527.05) 11,102,306.80 3.41%

3133ELVX9 FEDERAL FARM CREDIT BANKS FUNDING CORP CALLABLE BOND FIXED 0.875% 08/APR/2024 USD 1000135,000.00 136,255.50 100.4551 135,614.43 136,255.50 135,614.43 471.21 (641.07) 136,085.64 0.04%

3133ELJU9 FEDERAL FARM CREDIT BANKS FUNDING CORP CALLABLE BOND FIXED 1.98% 27/JAN/2026 USD 10006,200,000.00 6,257,050.00 100.5966 6,236,988.95 6,257,050.00 6,236,988.95 11,970.14 (20,061.05) 6,248,959.09 1.92%

3130A7PH2 FEDERAL HOME LOAN BANKS BOND FIXED 1.875% 08/MAR/2024 USD 5000125,000.00 131,361.25 103.9119 129,889.87 131,361.25 129,889.87 1,127.29 (1,471.38) 131,017.16 0.04%

3130AAB49 FEDERAL HOME LOAN BANKS BOND FIXED 1.875% 10/DEC/2021 USD 5000500,000.00 509,210.00 100.4957 502,478.40 509,210.00 502,478.40 2,126.02 (6,731.60) 504,604.42 0.15%

313382A29 FEDERAL HOME LOAN BANKS BOND FIXED 2.1% 01/DEC/2022 USD 5000100,000.00 104,247.00 102.5036 102,503.62 104,247.00 102,503.62 527.87 (1,743.38) 103,031.49 0.03%

3133834G3 FEDERAL HOME LOAN BANKS BOND FIXED 2.125% 09/JUN/2023 USD 50001,915,000.00 1,983,327.20 103.4456 1,980,982.76 1,983,327.20 1,980,982.76 9,390.86 (2,344.44) 1,990,373.62 0.61%

3130A6C70 FEDERAL HOME LOAN BANKS BOND FIXED 2.625% 12/SEP/2025 USD 5000315,000.00 347,208.75 107.9657 340,091.85 347,208.75 340,091.85 3,887.21 (7,116.90) 343,979.06 0.11%

3130A0F70 FEDERAL HOME LOAN BANKS BOND FIXED 3.375% 08/DEC/2023 USD 50001,150,000.00 1,193,264.00 107.0074 1,230,585.42 1,193,264.00 1,230,585.42 9,020.77 37,321.42 1,239,606.19 0.38%

3130AJQQ5 FEDERAL HOME LOAN BANKS CALLABLE BOND FIXED 0.3% 30/JUN/2022 USD 5000500,000.00 500,015.00 100.0027 500,013.51 500,015.00 500,013.51 256.79 (1.49) 500,270.30 0.15%

3130AJZH5 FEDERAL HOME LOAN BANKS CALLABLE BOND FIXED 0.45% 27/AUG/2024 USD 5000210,000.00 210,008.40 99.8970 209,783.73 210,008.40 209,783.73 12.84 (224.67) 209,796.57 0.06%

3130AL7E8 FEDERAL HOME LOAN BANKS CALLABLE BOND FIXED 0.6% 25/FEB/2026 USD 50001,000,000.00 1,000,000.00 99.4105 994,105.06 1,000,000.00 994,105.06 114.13 (5,894.94) 994,219.19 0.31%

3130AJLA5 FEDERAL HOME LOAN BANKS CALLABLE BOND FIXED 0.75% 19/MAY/2025 USD 50002,000,000.00 2,000,160.00 100.0029 2,000,058.14 2,000,160.00 2,000,058.14 4,270.44 (101.86) 2,004,328.58 0.62%

3130ANNA4 FEDERAL HOME LOAN BANKS CALLABLE BOND FIXED 1.5% 28/AUG/2026 USD 50002,000,000.00 2,043,120.00 102.2999 2,045,997.26 2,043,120.00 2,045,997.26 82.87 2,877.26 2,046,080.13 0.63%

3134GWH33 FEDERAL HOME LOAN MORTGAGE CORP CALLABLE MEDIUM TERM NOTE FIXED 0.32% 01/SEP/2023 USD 1000347,000.00 347,305.36 100.0000 347,000.00 347,305.36 347,000.00 555.20 (305.36) 347,555.20 0.11%

3134GWJH0 FEDERAL HOME LOAN MORTGAGE CORP CALLABLE MEDIUM TERM NOTE FIXED 0.625% 20/AUG/2025 USD 1000975,000.00 975,000.00 99.9924 974,926.23 975,000.00 974,926.23 198.71 (73.77) 975,124.94 0.30%

3134GVB56 FEDERAL HOME LOAN MORTGAGE CORP CALLABLE MEDIUM TERM NOTE FIXED 0.7% 10/JUN/2025 USD 1000800,000.00 799,520.00 100.1889 801,510.85 799,520.00 801,510.85 1,269.95 1,990.85 802,780.80 0.25%

3134GVSY5 FEDERAL HOME LOAN MORTGAGE CORP CALLABLE MEDIUM TERM NOTE FIXED 0.7% 13/MAY/2025 USD 1000750,000.00 749,250.00 100.1908 751,430.84 749,250.00 751,430.84 1,583.56 2,180.84 753,014.40 0.23%

3134GVR26 FEDERAL HOME LOAN MORTGAGE CORP CALLABLE MEDIUM TERM NOTE FIXED 0.7% 25/JUN/2025 USD 10001,000,000.00 999,800.00 100.1892 1,001,892.43 999,800.00 1,001,892.43 1,300.55 2,092.43 1,003,192.98 0.31%

3134GVQF8 FEDERAL HOME LOAN MORTGAGE CORP CALLABLE MEDIUM TERM NOTE FIXED 0.75% 30/APR/2025 USD 1000645,000.00 644,516.25 100.0238 645,153.52 644,516.25 645,153.52 1,638.93 637.27 646,792.45 0.20%

3134GUV80 FEDERAL HOME LOAN MORTGAGE CORP CALLABLE MEDIUM TERM NOTE FIXED 1.75% 13/JAN/2025 USD 10002,610,000.00 2,605,382.50 100.5570 2,624,537.73 2,605,382.50 2,624,537.73 6,205.84 19,155.23 2,630,743.57 0.81%

3134GWTL0 FEDERAL HOME LOAN MORTGAGE CORP CALLABLE NOTES FIXED 0.3% 28/SEP/2023 USD 1000250,000.00 250,085.00 99.9993 249,998.31 250,085.00 249,998.31 320.12 (86.69) 250,318.43 0.08%

3135G05P4 FEDERAL NATIONAL MORTGAGE ASSOCIATION CALLABLE NOTES FIXED 0.3% 03/AUG/2023 USD 10003,760,000.00 3,761,140.00 100.0814 3,763,061.24 3,761,140.00 3,763,061.24 888.91 1,921.24 3,763,950.15 1.16%

3136G4G56 FEDERAL NATIONAL MORTGAGE ASSOCIATION CALLABLE NOTES FIXED 0.45% 29/JUL/2024 USD 10002,150,000.00 2,150,000.00 100.1419 2,153,051.75 2,150,000.00 2,153,051.75 893.89 3,051.75 2,153,945.64 0.66%

3135G05M1 FEDERAL NATIONAL MORTGAGE ASSOCIATION CALLABLE NOTES FIXED 0.7% 30/JUL/2025 USD 1000200,000.00 200,102.00 99.9059 199,811.72 200,102.00 199,811.72 125.54 (290.28) 199,937.26 0.06%

3136G1HQ5 FEDERAL NATIONAL MORTGAGE ASSOCIATION CALLABLE NOTES FIXED 2% 28/SEP/2021 USD 1000610,000.00 614,587.20 100.1480 610,902.52 614,587.20 610,902.52 5,204.89 (3,684.68) 616,107.41 0.19%

3135G06G3 FEDERAL NATIONAL MORTGAGE ASSOCIATION NOTES FIXED 0.5% 07/NOV/2025 USD 10002,000,000.00 1,992,840.00 99.3734 1,987,467.90 1,992,840.00 1,987,467.90 3,179.35 (5,372.10) 1,990,647.25 0.61%

459058FY4 INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT BOND FIXED 2% 26/JAN/2022 USD 1000125,000.00 125,922.50 100.7793 125,974.13 125,922.50 125,974.13 249.32 51.63 126,223.45 0.04%

478160CD4 JOHNSON & JOHNSON CALLABLE NOTES FIXED 2.25% 03/MAR/2022 USD 10005,510,000.00 5,591,252.95 100.8998 5,559,580.08 5,591,252.95 5,559,580.08 61,325.49 (31,672.87) 5,620,905.57 1.73%

478160BN3 JOHNSON & JOHNSON CALLABLE NOTES FIXED 2.45% 05/DEC/2021 USD 1000235,000.00 237,855.25 100.5921 236,391.52 237,855.25 236,391.52 1,384.32 (1,463.73) 237,775.84 0.07%

594918BA1 MICROSOFT CORP CALLABLE NOTES FIXED 2.375% 12/FEB/2022 USD 10005,600,000.00 5,700,994.00 100.8247 5,646,183.48 5,700,994.00 5,646,183.48 7,233.61 (54,810.52) 5,653,417.09 1.74%

594918BW3 MICROSOFT CORP CALLABLE NOTES FIXED 2.4% 06/FEB/2022 USD 10003,850,000.00 3,906,415.24 100.7729 3,879,755.73 3,906,415.24 3,879,755.73 6,528.26 (26,659.51) 3,886,283.99 1.19%

63254ABB3 NATIONAL AUSTRALIA BANK LTD/NEW YORK MEDIUM TERM NOTE FIXED 3.7% 04/NOV/2021 USD 10003,944,000.00 4,034,409.04 100.6070 3,967,939.69 4,034,409.04 3,967,939.69 47,585.22 (66,469.35) 4,015,524.91 1.23%

63254AAU2 NATIONAL AUSTRALIA BANK LTD/NEW YORK NOTES FIXED 2.8% 10/JAN/2022 USD 1000725,000.00 734,410.50 100.9339 731,770.56 734,410.50 731,770.56 2,928.12 (2,639.94) 734,698.68 0.23%

713448DL9 PEPSICO INC CALLABLE NOTES FIXED 1.7% 06/OCT/2021 USD 10001,400,000.00 1,402,646.00 100.0182 1,400,254.87 1,402,646.00 1,400,254.87 9,647.00 (2,391.13) 1,409,901.87 0.43%

717081EM1 PFIZER INC CALLABLE NOTES FIXED 3% 15/SEP/2021 USD 10002,600,000.00 2,607,228.00 100.1044 2,602,714.48 2,607,228.00 2,602,714.48 36,050.93 (4,513.52) 2,638,765.41 0.81%

69353REY0 PNC BANK NA CALLABLE NOTES FIXED 2.55% 09/DEC/2021 USD 10001,365,000.00 1,375,906.05 100.4469 1,371,100.64 1,375,906.05 1,371,100.64 8,022.98 (4,805.41) 1,379,123.62 0.42%

880591CJ9 TENNESSEE VALLEY AUTHORITY BOND FIXED 6.75% 01/NOV/2025 USD 1000260,000.00 338,470.60 125.0022 325,005.79 338,470.60 325,005.79 5,865.90 (13,464.81) 330,871.69 0.10%

88059EHM9 TENNESSEE VALLEY AUTHORITY DISCOUNT NOTES ZERO CPN 01/MAY/2024 USD 1000100,000.00 97,408.00 99.0075 99,007.48 97,408.00 99,007.48 0.00 1,599.48 99,007.48 0.03%

88059EHP2 TENNESSEE VALLEY AUTHORITY DISCOUNT NOTES ZERO CPN 01/MAY/2025 USD 1000550,000.00 523,369.00 97.7346 537,540.06 523,369.00 537,540.06 0.00 14,171.06 537,540.06 0.17%

88059FAV3 TENNESSEE VALLEY AUTHORITY DISCOUNT NOTES ZERO CPN 01/NOV/2025 USD 10004,500,000.00 4,364,865.00 97.0215 4,365,965.70 4,364,865.00 4,365,965.70 0.00 1,100.70 4,365,965.70 1.34%

88059ES70 TENNESSEE VALLEY AUTHORITY DISCOUNT NOTES ZERO CPN 15/DEC/2021 USD 1000165,000.00 164,389.50 100.0064 165,010.53 164,389.50 165,010.53 0.00 621.03 165,010.53 0.05%

88059ET53 TENNESSEE VALLEY AUTHORITY DISCOUNT NOTES ZERO CPN 15/DEC/2024 USD 100050,000.00 47,984.00 98.4112 49,205.58 47,984.00 49,205.58 0.00 1,221.58 49,205.58 0.02%

88059E2K9 TENNESSEE VALLEY AUTHORITY DISCOUNT NOTES ZERO CPN 15/JAN/2025 USD 1000250,000.00 239,995.00 98.1058 245,264.44 239,995.00 245,264.44 0.00 5,269.44 245,264.44 0.08%

88059ENJ9 TENNESSEE VALLEY AUTHORITY DISCOUNT NOTES ZERO CPN 15/JAN/2026 USD 1000390,000.00 376,576.20 96.7300 377,247.10 376,576.20 377,247.10 0.00 670.90 377,247.10 0.12%






(Base)

Unrealised

Gain/Loss (Base)

Market Value +

Accrued Income

(Base)

% of Fund



88059E4U5 TENNESSEE VALLEY AUTHORITY DISCOUNT NOTES ZERO CPN 15/MAR/2025 USD 10001,862,000.00 1,789,605.44 97.9970 1,824,703.36 1,789,605.44 1,824,703.36 0.00 35,097.92 1,824,703.36 0.56%

880591EW8 TENNESSEE VALLEY AUTHORITY NOTES FIXED 0.75% 15/MAY/2025 USD 10002,000,000.00 1,994,120.00 100.9319 2,018,637.78 1,994,120.00 2,018,637.78 4,442.93 24,517.78 2,023,080.71 0.62%

880591EN8 TENNESSEE VALLEY AUTHORITY NOTES FIXED 1.875% 15/AUG/2022 USD 10001,750,000.00 1,807,882.42 101.6917 1,779,605.24 1,807,882.42 1,779,605.24 1,515.79 (28,277.18) 1,781,121.03 0.55%

89233P5F9 TOYOTA MOTOR CREDIT CORP CALLABLE MEDIUM TERM NOTE FIXED 3.4% 15/SEP/2021 USD 10002,375,000.00 2,386,869.25 100.1150 2,377,731.20 2,386,869.25 2,377,731.20 37,344.61 (9,138.05) 2,415,075.81 0.74%

07330NAQ8 TRUIST BANK CALLABLE NOTES FIXED 2.625% 15/JAN/2022 USD 1000900,000.00 909,342.00 100.7138 906,424.42 909,342.00 906,424.42 3,081.52 (2,917.58) 909,505.94 0.28%

912833LW8 UNITED STATES OF AMERICA BOND ZERO CPN 15/AUG/2025 USD 1002,000,000.00 1,961,160.00 97.4645 1,949,289.92 1,961,160.00 1,949,289.92 0.00 (11,870.08) 1,949,289.92 0.60%

912833LY4 UNITED STATES OF AMERICA BOND ZERO CPN 15/FEB/2026 USD 1002,000,000.00 1,948,280.00 96.6727 1,933,454.90 1,948,280.00 1,933,454.90 0.00 (14,825.10) 1,933,454.90 0.59%

912833LT5 UNITED STATES OF AMERICA BOND ZERO CPN 15/NOV/2024 USD 1001,000,000.00 914,530.00 98.5542 985,542.31 914,530.00 985,542.31 0.00 71,012.31 985,542.31 0.30%

912833LX6 UNITED STATES OF AMERICA BOND ZERO CPN 15/NOV/2025 USD 1004,000,000.00 3,905,060.00 97.0140 3,880,561.04 3,905,060.00 3,880,561.04 0.00 (24,498.96) 3,880,561.04 1.19%

91282CCK5 UNITED STATES OF AMERICA NOTES FIXED 0.125% 30/JUN/2023 USD 10010,000,000.00 9,974,609.38 99.9258 9,992,578.10 9,974,609.38 9,992,578.10 2,139.95 17,968.72 9,994,718.05 3.07%

91282CBU4 UNITED STATES OF AMERICA NOTES FIXED 0.125% 31/MAR/2023 USD 1005,000,000.00 4,992,382.81 99.9492 4,997,460.95 4,992,382.81 4,997,460.95 2,629.78 5,078.14 5,000,090.73 1.54%

91282CCG4 UNITED STATES OF AMERICA NOTES FIXED 0.25% 15/JUN/2024 USD 1002,000,000.00 1,995,620.82 99.6875 1,993,750.00 1,995,620.82 1,993,750.00 1,065.57 (1,870.82) 1,994,815.57 0.61%

91282CBC4 UNITED STATES OF AMERICA NOTES FIXED 0.375% 31/DEC/2025 USD 1002,000,000.00 1,985,625.00 98.6836 1,973,671.88 1,985,625.00 1,973,671.88 1,283.97 (11,953.12) 1,974,955.85 0.61%

912828T91 UNITED STATES OF AMERICA NOTES FIXED 1.625% 31/OCT/2023 USD 10010,000,000.00 10,309,570.31 102.9883 10,298,828.10 10,309,570.31 10,298,828.10 54,755.43 (10,742.21) 10,353,583.53 3.18%

91159HHP8 US BANCORP CALLABLE MEDIUM TERM NOTE FIXED 2.625% 24/JAN/2022 USD 1000400,000.00 403,832.00 100.7296 402,918.43 403,832.00 402,918.43 1,094.17 (913.57) 404,012.60 0.12%

90331HPC1 US BANK NA/CINCINNATI OH CALLABLE MEDIUM TERM NOTE FIXED 2.65% 23/MAY/2022 USD 1000250,000.00 254,100.00 101.5899 253,974.71 254,100.00 253,974.71 1,819.01 (125.29) 255,793.72 0.08%

90331HNX7 US BANK NA/CINCINNATI OH CALLABLE MEDIUM TERM NOTE FIXED 3.45% 16/NOV/2021 USD 10002,000,000.00 2,040,260.00 100.3915 2,007,830.26 2,040,260.00 2,007,830.26 20,250.00 (32,429.74) 2,028,080.26 0.62%


94988J5U7 WELLS FARGO BANK NA CALLABLE MEDIUM TERM NOTE VARIABLE 22/OCT/2021 USD 1000760,000.00 761,140.00 100.0455 760,345.63 761,140.00 760,345.63 561.10 (794.37) 760,906.73 0.23%

961214DG5 WESTPAC BANKING CORP NOTES FIXED 2.8% 11/JAN/2022 USD 10001,457,000.00 1,476,699.26 100.9360 1,470,637.65 1,476,699.26 1,470,637.65 5,749.70 (6,061.61) 1,476,387.35 0.45%

FIXED INCOME Subtotal 187,693,704.94 187,287,486.19 187,693,704.94 187,287,486.19 651,442.01 (406,218.75) 187,938,928.20 57.72%

CASH . 0.09 0.09 100.0000 0.09 0.09 0.09 0.00 0.00 0.09 0.00%

00499KPA5 INVESCO TREASURY PORTFOLIO INST.SHARES FUND 1931 21,610.24 21,610.24 100.0000 21,610.24 21,610.24 21,610.24 1.40 0.00 21,611.64 0.01%

AAM9943P9 VIRGINIA TREASURY LGIP STIF 23,042,981.19 23,042,981.19 100.0000 23,042,981.19 23,042,981.19 23,042,981.19 1,192.07 0.00 23,044,173.26 7.08%

USD NET PAYABLES 0.00 0.0000 0.00 0.00 0.00 (46,247.02) 0.00 (46,247.02) -0.01%


06050FEL2 BANK OF AMERICA N/A CERTIFICATE OF DEPOSIT VARIABLE DTD 08/APR/2021 DUE 08/NOV/20215,000,000.00 5,000,000.00 100.0243 5,001,216.65 5,000,000.00 5,001,216.65 670.91 1,216.65 5,001,887.56 1.54%

06367CJK4 BANK OF MONTREAL- CERTIFICATE OF DEPOSIT FIXED DTD 26/JUL/2021 DUE 26/JAN/2022 0.14%1,000,000.00 1,000,000.00 100.0082 1,000,082.11 1,000,000.00 1,000,082.11 143.89 82.11 1,000,226.00 0.31%

06367CEP8 BANK OF MONTREAL- CERTIFICATE OF DEPOSIT FIXED DTD 28/APR/2021 DUE 29/OCT/2021 0.16%3,000,000.00 3,000,000.00 100.0100 3,000,299.61 3,000,000.00 3,000,299.61 1,680.00 299.61 3,001,979.61 0.92%

06367C6R3 BANK OF MONTREAL/CHICAGO IL CERTIFICATE OF DEPOSIT VARIABLE 12/OCT/2021 USD 10001,150,000.00 1,150,000.00 100.0119 1,150,136.80 1,150,000.00 1,150,136.80 309.54 136.80 1,150,446.34 0.35%


06417MQX6 BANK OF NOVA SCOTIA CERTIFICATE OF DEPOSIT FIXED DTD 22/JUL/2021 DUE 24/JAN/2022 0.13%3,000,000.00 3,000,000.00 100.0122 3,000,364.68 3,000,000.00 3,000,364.68 444.17 364.68 3,000,808.85 0.92%

13606CEU4 CANADIAN IMPERIAL BANK OF COMMERCE/NEW YORK NY CERTIFICATE OF DEPOSIT VARIABLE 14/SEP/2021 USD150,000.00 150,037.08 100.0033 150,004.88 150,037.08 150,004.88 55.63 (32.20) 150,060.51 0.05%

13608BAB0 CANADIAN IMPERIAL BK CORPORATE COMMERCIAL PAPER DISCOUNT DTD 16/JUL/2021 DUE 11/JAN/2022 0.12%5,000,000.00 4,997,016.67 99.9597 4,997,986.55 4,997,016.67 4,997,986.55 0.00 969.88 4,997,986.55 1.54%

20271ETU3 COMMONWEALTH BANK OF AUSTRALIA/NEW YORK NY CERTIFICATE OF DEPOSIT VARIABLE 15/OCT/2021 USD3,400,000.00 3,400,836.26 100.0049 3,400,167.65 3,400,836.26 3,400,167.65 753.12 (668.61) 3,400,920.77 1.04%

21684XSR8 COOPERATIEVE CENTRALE CERTIFICATE OF DEPOSIT FIXED DTD 06/AUG/2021 DUE 07/FEB/2022 0.13%5,000,000.00 5,000,000.00 100.0031 5,000,155.20 5,000,000.00 5,000,155.20 469.44 155.20 5,000,624.64 1.54%

22535CL41 CREDIT AGRICOLE CRP&IN CERTIFICATE OF DEPOSIT FIXED DTD 12/JUL/2021 DUE 01/NOV/2021 0.12%2,000,000.00 2,000,081.04 100.0050 2,000,099.82 2,000,081.04 2,000,099.82 340.00 18.78 2,000,439.82 0.61%

30215GZ13 EXPORT DEVELMT CORP CORPORATE COMMERCIAL PAPER DISCOUNT DTD 19/APR/2021 DUE 01/DEC/2021 0.14%15,000,000.00 14,986,816.67 99.9872 14,998,083.30 14,986,816.67 14,998,083.30 0.00 11,266.63 14,998,083.30 4.61%

4497W1BB1 ING (US) FUNDING LLC CORPORATE COMMERCIAL PAPER DISCOUNT DTD 11/AUG/2021 DUE 11/FEB/2022 0.13%4,000,000.00 3,997,546.68 99.9431 3,997,722.24 3,997,546.68 3,997,722.24 0.00 175.56 3,997,722.24 1.23%

4497W0ZE1 ING (US) FUNDING LLC CORPORATE COMMERCIAL PAPER DISCOUNT DTD 19/MAR/2021 DUE 14/DEC/2021 0.21%400,000.00 399,797.33 99.9679 399,871.67 399,797.33 399,871.67 0.00 74.34 399,871.67 0.12%

4497W0WH7 ING (US) FUNDING LLC CORPORATE COMMERCIAL PAPER DISCOUNT DTD 19/MAR/2021 DUE 17/SEP/2021 0.18%900,000.00 899,154.50 99.9958 899,962.60 899,154.50 899,962.60 0.00 808.10 899,962.60 0.28%


48668MS61 KOOKMIN BANK NY BRCH CERTIFICATE OF DEPOSIT FIXED DTD 29/JUL/2021 DUE 29/NOV/2021 0.15%2,000,000.00 2,000,159.88 100.0125 2,000,249.86 2,000,159.88 2,000,249.86 283.33 89.98 2,000,533.19 0.61%

60710RZN8 MIZUHO BANK LTD CERTIFICATE OF DEPOSIT FIXED DTD 04/AUG/2021 DUE 05/NOV/2021 0.1%1,000,000.00 1,000,000.00 100.0026 1,000,025.65 1,000,000.00 1,000,025.65 77.78 25.65 1,000,103.43 0.31%

63253LZG3 NAT'L AUSTRALIA FNDG CORPORATE COMMERCIAL PAPER VARIABLE DTD 23/JUL/2021 DUE 25/JAN/20223,000,000.00 3,000,000.00 99.9796 2,999,388.00 3,000,000.00 2,999,388.00 56.67 (612.00) 2,999,444.67 0.92%

65558UCQ3 NORDEA BK ABP NY CERTIFICATE OF DEPOSIT FIXED DTD 03/JUN/2021 DUE 03/DEC/2021 0.1%1,000,000.00 1,000,000.00 100.0023 1,000,023.44 1,000,000.00 1,000,023.44 250.00 23.44 1,000,273.44 0.31%

65558UDV1 NORDEA BK ABP NY CERTIFICATE OF DEPOSIT FIXED DTD 14/JUL/2021 DUE 14/DEC/2021 0.12%4,000,000.00 4,000,000.00 100.0073 4,000,291.40 4,000,000.00 4,000,291.40 653.33 291.40 4,000,944.73 1.23%

67983TYF7 OLD LINE FUNDING LLC COMMERCIAL PAPER ZERO CPN DTD 17/MAY/2021 DUE 15/NOV/20211,500,000.00 1,499,504.17 99.9778 1,499,667.50 1,499,504.17 1,499,667.50 0.00 163.33 1,499,667.50 0.46%

78012UE27 ROYAL BANK OF CANADA/NEW YORK NY CERTIFICATE OF DEPOSIT VARIABLE 30/SEP/2021 USD 10001,000,000.00 1,000,000.00 100.0075 1,000,074.98 1,000,000.00 1,000,074.98 155.83 74.98 1,000,230.81 0.31%

78012UR49 ROYAL BK OF CANADA CERTIFICATE OF DEPOSIT FIXED DTD 05/AUG/2021 DUE 02/MAY/2022 0.15%7,000,000.00 7,000,000.00 99.9959 6,999,714.82 7,000,000.00 6,999,714.82 787.50 (285.18) 7,000,502.32 2.15%

82460ALV8 SHINHAN BNK NY BRCH CERTIFICATE OF DEPOSIT FIXED DTD 05/NOV/2020 DUE 03/NOV/2021 0.47%2,120,000.00 2,121,519.09 100.0619 2,121,313.28 2,121,519.09 2,121,313.28 8,303.33 (205.81) 2,129,616.61 0.65%

83050PVQ9 SKANDIN ENS BANKEN CERTIFICATE OF DEPOSIT FIXED DTD 04/JUN/2021 DUE 03/DEC/2021 0.11%500,000.00 499,981.51 100.0023 500,011.71 499,981.51 500,011.71 135.97 30.20 500,147.68 0.15%

83050PTP4 SKANDIN ENS BANKEN CERTIFICATE OF DEPOSIT FIXED DTD 07/APR/2021 DUE 07/OCT/2021 0.18%2,325,000.00 2,325,284.38 100.0111 2,325,257.94 2,325,284.38 2,325,257.94 1,708.88 (26.44) 2,326,966.82 0.71%

83050PVA4 SKANDIN ENS BANKEN CERTIFICATE OF DEPOSIT FIXED DTD 18/MAY/2021 DUE 15/DEC/2021 0.16%2,500,000.00 2,500,371.67 100.0162 2,500,404.38 2,500,371.67 2,500,404.38 1,177.78 32.71 2,501,582.16 0.77%

86565C4P1 SUMITOMO MTSU BKG CORP CERTIFICATE OF DEPOSIT FIXED DTD 04/AUG/2021 DUE 01/NOV/2021 0.1%5,000,000.00 5,000,000.00 100.0015 5,000,077.45 5,000,000.00 5,000,077.45 388.89 77.45 5,000,466.34 1.54%

86959RSF8 SVENSKA HANDLSBNKN AB CERTIFICATE OF DEPOSIT FIXED DTD 03/AUG/2021 DUE 03/MAR/2022 0.155%1,000,000.00 1,000,029.42 100.0020 1,000,020.34 1,000,029.42 1,000,020.34 124.86 (9.08) 1,000,145.20 0.31%

86959RQD5 SVENSKA HANDLSBNKN AB CERTIFICATE OF DEPOSIT FIXED DTD 10/MAY/2021 DUE 10/FEB/2022 0.2%2,000,000.00 2,000,000.00 100.0253 2,000,505.96 2,000,000.00 2,000,505.96 1,266.67 505.96 2,001,772.63 0.61%

86959RQT0 SVENSKA HANDLSBNKN AB CERTIFICATE OF DEPOSIT FIXED DTD 24/MAY/2021 DUE 18/FEB/2022 0.16%1,000,000.00 1,000,000.00 100.0061 1,000,061.40 1,000,000.00 1,000,061.40 444.44 61.40 1,000,505.84 0.31%

86959RQS2 SVENSKA HANDLSBNKN AB CERTIFICATE OF DEPOSIT FIXED DTD 24/MAY/2021 DUE 24/MAY/2022 0.2%1,500,000.00 1,500,341.08 100.0154 1,500,231.36 1,500,341.08 1,500,231.36 833.33 (109.72) 1,501,064.69 0.46%


87019V2H9 SWEDBANK (SPARBANK) CERTIFICATE OF DEPOSIT FIXED DTD 15/JUL/2021 DUE 15/DEC/2021 0.12%5,000,000.00 5,000,000.00 100.0044 5,000,220.50 5,000,000.00 5,000,220.50 800.00 220.50 5,001,020.50 1.54%

89114NZV0 TORONTO-DOMINION BANK/NY CALLABLE CERTIFICATE OF DEPOSIT VARIABLE 16/FEB/2022 USD 1000250,000.00 249,930.00 100.0485 250,121.19 249,930.00 250,121.19 27.78 191.19 250,148.97 0.08%


89114WA96 TORONTO-DOMINION CERTIFICATE OF DEPOSIT FIXED DTD 04/MAY/2021 DUE 01/FEB/2022 0.19%3,750,000.00 3,750,000.00 100.0286 3,751,072.99 3,750,000.00 3,751,072.99 2,375.00 1,072.99 3,753,447.99 1.15%

89114W7A7 TORONTO-DOMINION CERTIFICATE OF DEPOSIT FIXED DTD 16/APR/2021 DUE 18/JAN/2022 0.17%1,000,000.00 1,000,000.00 100.0206 1,000,205.72 1,000,000.00 1,000,205.72 651.67 205.72 1,000,857.39 0.31%

89114WDR3 TORONTO-DOMINION CERTIFICATE OF DEPOSIT FIXED DTD 21/JUL/2021 DUE 28/JUL/2022 0.2%1,000,000.00 1,000,000.00 100.0045 1,000,045.48 1,000,000.00 1,000,045.48 233.33 45.48 1,000,278.81 0.31%

96130AHJ0 WESTPAC BANKING CORP/NY CERTIFICATE OF DEPOSIT VARIABLE 24/JAN/2022 USD 1000420,000.00 420,035.27 100.0039 420,016.28 420,035.27 420,016.28 70.91 (18.99) 420,087.19 0.13%

96130AHS0 WESTPAC BKING CORP NY CERTIFICATE OF DEPOSIT FIXED DTD 12/FEB/2021 DUE 11/FEB/2022 0.18%550,000.00 550,102.25 100.0364 550,200.10 550,102.25 550,200.10 552.75 97.85 550,752.85 0.17%

96130AHX9 WESTPAC BKING CORP NY CERTIFICATE OF DEPOSIT FIXED DTD 18/FEB/2021 DUE 16/NOV/2021 0.18%2,000,000.00 2,000,000.00 100.0192 2,000,384.56 2,000,000.00 2,000,384.56 1,950.00 384.56 2,002,334.56 0.61%

98106JDX0 WOORI BANK CERTIFICATE OF DEPOSIT FIXED DTD 25/MAY/2021 DUE 01/SEP/2021 0.15%2,000,000.00 2,000,000.00 100.0002 2,000,003.84 2,000,000.00 2,000,003.84 825.00 3.84 2,000,828.84 0.61%

SHORT TERM INVESTMENTS Subtotal 114,592,929.32 114,615,713.53 114,592,929.32 114,615,713.53 35,061.23 22,784.21 114,650,774.76 35.21%

EXPENSE 00015 ADVISOR 0.00 0.00 0.0000 0.00 0.00 0.00 (22,005.36) 0.00 (22,005.36) -0.01%

MISCELLANEOUS Subtotal 0.00 0.00 0.00 0.00 (22,005.36) 0.00 (22,005.36) -0.01%




(Base)

Unrealised

Gain/Loss (Base)

Market Value +

Accrued Income

(Base)

% of Fund



USD Subtotal 325,351,225.78 324,967,791.24 325,351,225.78 324,967,791.24 619,444.33 (383,434.54) 325,587,235.57 100.00%

3014143700 Grand Total 325,351,225.78 324,967,791.24 619,444.33 (383,434.54) 325,587,235.57 100.00%


MONTHLY INVESTMENT REPORT

September 2021

Prepared for the Commonwealth Treasury Board

Treasury Yield Curve

3mo 6mo 1yr 2yr 3yr 5yr 7yr 10yr 30yr Slope 08/31/2021 0.04 0.05 0.07 0.21 0.40 0.78 1.09 1.31 1.93 189 07/31/2021 0.04 0.05 0.07 0.18 0.34 0.69 1.00 1.22 1.89 185 Change 0.00 0.00 0.00 0.03 0.06 0.09 0.09 0.09 0.04

Interest Rates and Economic Review US Treasury securities declined in value (yields increased) during August as market participants weighed economic recovery risks, exacerbated by weakening data releases, and awaited details regarding the Fed’s timeline for tapering government security purchases. Front-end rates remained stable at historically low levels. Fed funds futures contracts are pricing in a 25 basis point rate hike approximately one year from now and slightly sooner than published Fed guidance. The second estimate for US second quarter GDP printed at 6.6 percent, slightly underperforming consensus expectations. The Bureau of Economic Analysis noted that the second estimate, upgraded from the first estimate by 0.1 percent, was the result of upward revisions in nonresidential fixed investment and exports. Separately, August non-farm payrolls recorded the smallest gain in seven months, increasing by 235,000 and underperforming consensus expectations of a 733,000 gain. The unemployment rate fell to 5.2 percent, however. At the recent Jackson Hole policymaker conference, Fed Chair Powell expressed optimism about the state of the domestic economic recovery, suggesting strong demand and declines in unemployment will continue and that disruptions caused by the COVID delta variant will be minor and transitory. Powell did not set a specific timeline for QE tapering although he did imply it may come before the end of this year and that a decision may come at the September or early November meeting. Review of Portfolio Credit Quality Treasury uses a proprietary rating scale in addition to those of S&P and Moody's. Approved issuers within the portfolio primarily consist of high-grade corporations and banking institutions issuing in US dollars.

MONTHLY INVESTMENT REPORT Page 2 of 2 September 2021

Financial institutions reported increased loan demand at the end of the latest quarter in connection with improving economic outlooks. Competition with non-bank entities is intense with banks becoming more accommodative with lending standards. Write-offs are at the low end of historic trends and some pandemic-era provisions are being reversed. Fee income is benefitting from higher asset prices and a return to pre-pandemic payment volumes. Banks continue to carry large capital buffers with many institutions planning to increase shareholder payouts as regulatory caps are lifted. Corporate issuers are likewise seeing improving demand for their products. Widespread supply chain and logistics bottlenecks are having an impact on industrial margins, likely persisting into next year. Two issuers were removed from purchase consideration. The outlook for American Honda Finance Corporation remains subdued and is unlikely to meet our investment criteria in the near future. Banco Estado has ended its presence in the United States. Primary Liquidity Portfolio Monthly Review For the month of August, the liquidity portion of the General Account earned 0.22 percent, which was seventeen basis points higher than the one-year Treasury constant maturity return. Securities lending contributed $330,422 to income for the month. The average days to maturity at the end of the month was 290 days. Security purchases greater than 90 days-to-maturity included $1.3 billion in money market securities with a weighted average maturity of 147 days and a weighted average yield of 0.11 percent, $234.4 million US government agencies with a weighted average maturity of 3.7 years and a weighted average yield of 0.44 percent and $150 million US Treasury securities with a weighted average maturity of 1.2 years and a weighted average yield of 0.18 percent.

General Account Portfolio $20,930,904,000

LGIP Portfolio $8,559,884,000

LGIP EM Portfolio $325,587,000

Tobacco Indemnification & Community Revitalization Endowments $390,542,000

Special and Trust Portfolios $52,647,000

Outside Trustee Portfolios $56,501,000

TOTAL Money Under Management $30,316,065,000

MANAGED INVESTMENT PORTFOLIOS1

August 31, 2021

1 EDCP, Tobacco Indemnification & Community Revitalization Endowment reflect month end market values. LGIP EM portfolios reflects end of month net asset value. Outside Trustee portfolios reflect month-end assets and all other portfolios are shown as monthly average invested balances.

1


US Govt MMK Funds 2.7% 1.0% 1.7%


U.S. Treasury 15.1% 14.7% 0.4%


AAA Sovereign 5.3% 6.1% -0.8%

Securities for Public Deposit CD's 0.2% 0.2% 0.0%

Sub-Total 44.3% 42.1% 2.2%

Credit SecuritiesCD's, Bank Notes & Bankers Acceptance 32.4% 32.7% -0.3%


Corporate Notes 0.9% 0.9% 0.0%Sub-Total 55.7% 57.9% -2.2%

Total 100.0% 100.0% 0.0%



Asset Allocation and Risk ProfileGeneral Account - Primary Liquidity

August 31, 2021

2

1 Yr. Treasury FISCAL YEAR Constant

2022 Avg. Balance 1 YTM 2Duration (years) EOM Balance 3 YTM 4

Duration (years) Balance

Composite

YTM 5Duration (years) Maturity Yield 6

July 2021 $17,762.6 0.21% 0.79 $3,533.3 1.01% 4.32 $21,295.9 0.34% 1.37 0.08%

August 2021 $17,400.4 0.22% 0.79 $3,527.7 1.08% 4.31 $20,928.1 0.37% 1.39 0.07%1 Average daily balance for the Primary Liquidity Pool for the reporting period.

2 Total net earnings for the month ÷ number of days in month*365 ÷ average daily balance

3 Actual month end balance (market value + accrued income)

4 Actual YTM as of month end as reported by external managers.

5 Weighted YTM based on average Balance of Primary Liquidity and External Managers.

6 Federal Reserve Bank H.15 Release Monthly Averages

General Account Investment PortfolioPrimary Liquidity Portfolio Yield to Maturity (YTM)/Duration (years)

Externally Managed Extended Duration Portfolio Yield to Maturity (YTM)/Duration (years)

EXTERNAL MANAGEMENT

EXTENDED DURATION COMPOSITE

3


Fiscal Year 2022



JULY



Earned Income 32.2 26.2 32.2 26.2


Earned Yield % 1.78 % 2.26 % 1.78 % 2.26 %

AUGUST



Earned Income (2.1) (0.4) 30.0 25.8


Earned Yield % (0.12)% (0.04)% 0.84 % 1.14 %

SEPTEMBER





Earned Yield % 0.45 % 0.92 %

OCTOBER





Earned Yield % (0.14)% 0.64 %

NOVEMBER





Earned Yield % 1.39 % 0.79 %

DECEMBER





Earned Yield % 0.72 % 0.78 %




4


Fiscal Year 2022






JANUARY





Earned Yield % (0.34)% 0.61 %

FEBRUARY





Earned Yield % (1.85)% 0.32 %

MARCH





Earned Yield % (1.21)% 0.14 %

APRIL





Earned Yield % 1.50 % 0.28 %

MAY





Earned Yield % 0.73 % 0.33 %

JUNE





Earned Yield % 0.59 % 0.36 %

- Collected Income is collected interest income reported by ACTR 1673, Revenue Code 07101 & 07108 & 07133.

- Transfers represent interest accrued on various non-general funds and transferred to those funds from the general fund.- Earned Yield % is total Earned Income divided by Average Balances Invested.

5

VA GENERAL ACCOUNT



Corporate BondUS BANK 3.45% 11/21 90331HNX7 3.4500 16-Nov-2021 100.3915 25,000,000.00 25,503,250.00 25,148,913.92 25,097,878.25MICROSOFT 2.4% 02/22 594918BW3 2.4000 06-Feb-2022 100.7729 15,793,000.00 16,092,435.28 15,930,816.84 15,915,060.31APPLE INC 2.5% 02/22 037833CM0 2.5000 09-Feb-2022 100.8377 50,000,000.00 51,039,500.00 50,468,686.32 50,418,834.50APPLE INC 2.3% 05/22 037833CQ1 2.3000 11-May-2022 101.2124 13,160,000.00 13,410,171.60 13,341,820.25 13,319,554.34BERKSHIRE 3% 05/22 084664BT7 3.0000 15-May-2022 101.9916 50,000,000.00 51,386,000.00 51,011,357.71 50,995,780.50TENNESSEE 0.75% 05/25 880591EW8 0.7500 15-May-2025 100.9319 18,000,000.00 17,947,080.00 17,960,678.92 18,167,740.02TENNESSEE ZERO 11/25 88059FAV3 - 01-Nov-2025 97.0215 68,855,000.00 66,769,832.70 66,908,938.99 66,804,126.28

240,808,000.00 242,148,269.58 240,771,212.95 240,718,974.20Agencies

FEDERAL FARM FLT 09/21 3133EL6Z2 0.1300 10-Sep-2021 100.0012 78,500,000.00 78,492,307.00 78,499,805.87 78,500,978.90FEDERAL FARM 2.85% 09/21 3133EJZU6 2.8500 20-Sep-2021 100.1474 71,500,000.00 71,236,423.50 71,495,222.52 71,605,404.59FEDERAL HOME ZERO 09/21 313385MC7 - 24-Sep-2021 99.9974 50,000,000.00 49,994,625.00 49,998,562.50 49,998,722.50FEDERAL HOME ZERO 09/21 313385MH6 - 29-Sep-2021 99.9969 50,000,000.00 49,994,312.50 49,998,250.00 49,998,445.00FEDERAL FARM 1.4% 10/21 3133EGYQ2 1.4000 14-Oct-2021 100.1641 25,000,000.00 24,779,500.00 24,988,598.47 25,041,016.75FEDERAL 0.045% 02/22 3130AMEN8 0.0450 01-Feb-2022 99.9784 50,000,000.00 50,000,000.00 50,000,000.00 49,989,198.00FEDERAL HOME FLT 06/22 3134GVJ25 0.2400 02-Jun-2022 100.1383 25,000,000.00 25,000,000.00 25,000,000.00 25,034,573.50FEDERAL HOME 2.75% 06/22 3130AEBM1 2.7500 10-Jun-2022 102.0641 50,000,000.00 49,873,000.00 49,974,162.40 51,032,049.50FEDERAL 2.125% 06/22 313379Q69 2.1250 10-Jun-2022 101.5624 10,095,000.00 10,200,088.95 10,125,156.59 10,252,726.10FANNIE MAE-ACES FLT 06/22 3135G04X8 0.2500 15-Jun-2022 100.1336 25,000,000.00 25,000,000.00 25,000,000.00 25,033,388.00FEDERAL 1.375% 09/22 3135G0W33 1.3750 06-Sep-2022 101.3258 15,000,000.00 14,871,750.00 14,955,714.21 15,198,870.00FEDERAL FARM FLT 09/22 3133EL7J7 0.1050 15-Sep-2022 100.0350 50,000,000.00 50,019,800.00 50,015,758.42 50,017,490.50FEDERAL FARM FLT 11/22 3133EK6W1 0.4650 07-Nov-2022 100.4922 35,000,000.00 35,000,000.00 35,000,000.00 35,172,280.85FEDERAL FARM FLT 11/22 3133EMKR2 0.1000 16-Nov-2022 100.0300 100,000,000.00 100,007,130.00 100,004,731.98 100,030,023.00FEDERAL FARM 0.1% 01/23 3133EMD58 0.1000 03-Jan-2023 99.9786 100,000,000.00 99,968,000.00 99,972,967.58 99,978,632.00FEDERAL FARM FLT 01/23 3133EMD33 0.0750 30-Jan-2023 99.9853 125,000,000.00 125,000,000.00 125,000,000.00 124,981,681.25FEDERAL FARM FLT 02/23 3133EMNZ1 0.1250 01-Feb-2023 100.0669 50,000,000.00 49,995,000.00 49,996,459.27 50,033,447.00FEDERAL HOME 2.75% 03/23 3130ADRG9 2.7500 10-Mar-2023 103.9591 9,000,000.00 8,961,030.00 8,987,265.23 9,356,315.13FEDERAL 0.125% 05/23 3133EMYX4 0.1250 10-May-2023 99.8990 15,000,000.00 14,980,800.00 14,983,769.16 14,984,853.30FEDERAL 0.125% 06/23 3130AMRY0 0.1250 02-Jun-2023 99.9210 90,000,000.00 89,917,200.00 89,927,279.64 89,928,918.90FEDERAL HOME 2.75% 06/23 3137EAEN5 2.7500 19-Jun-2023 104.5592 10,000,000.00 9,946,700.00 9,979,946.69 10,455,915.50FEDERAL 0.25% 07/23 3135G05G4 0.2500 10-Jul-2023 100.0955 50,000,000.00 49,892,500.00 49,933,371.77 50,047,765.50FEDERAL 0.125% 07/23 3133EMS37 0.1250 14-Jul-2023 99.8943 125,000,000.00 124,784,850.00 124,797,170.19 124,867,905.00FEDERAL FARM 0.16% 08/23 3133EM2E1 0.1600 10-Aug-2023 99.9749 50,000,000.00 49,973,821.00 49,974,602.09 49,987,468.00FEDERAL FARM FLT 08/23 3133EM2P6 0.1000 16-Aug-2023 100.0011 25,000,000.00 25,000,000.00 25,000,000.00 25,000,270.00FEDERAL 0.35% 08/23 3135G05T6 0.3500 18-Aug-2023 100.1642 50,000,000.00 50,000,000.00 50,000,000.00 50,082,117.00FEDERAL HOME 0.25% 08/23 3137EAEV7 0.2500 24-Aug-2023 100.0348 100,000,000.00 100,125,000.00 100,110,933.22 100,034,805.00FEDERAL 0.31% 11/23 3135G06F5 0.3100 16-Nov-2023 100.2528 17,060,000.00 17,060,000.00 17,060,000.00 17,103,121.03FEDERAL 3.375% 12/23 3130A0F70 3.3750 08-Dec-2023 107.0074 52,000,000.00 53,358,120.00 52,648,904.92 55,643,862.56FEDERAL 1.875% 03/24 3130A7PH2 1.8750 08-Mar-2024 103.9119 10,000,000.00 10,447,500.00 10,284,104.59 10,391,189.40FEDERAL FARM 0.92% 03/24 3133ELTU8 0.9200 18-Mar-2024 101.4735 25,000,000.00 24,995,000.00 24,996,795.96 25,368,366.25FEDERAL HOME FLT 05/24 3130AMLQ3 0.1100 20-May-2024 99.8734 100,000,000.00 100,000,000.00 100,000,000.00 99,873,367.00FEDERAL HOME FLT 07/24 3130AN6B1 0.1100 01-Jul-2024 99.9460 50,000,000.00 50,000,000.00 50,000,000.00 49,973,018.00FEDERAL FARM FLT 07/24 3133EMS52 0.1500 15-Jul-2024 99.9059 60,000,000.00 59,964,000.00 59,965,373.62 59,943,529.80FEDERAL FARM 0.45% 07/24 3133EMV25 0.4500 23-Jul-2024 100.1865 25,000,000.00 25,029,250.00 25,028,872.35 25,046,630.00FEDERAL 0.45% 07/24 3136G4G56 0.4500 29-Jul-2024 100.1419 15,000,000.00 15,000,000.00 15,000,000.00 15,021,291.30FEDERAL 2.875% 09/24 3130A2UW4 2.8750 13-Sep-2024 107.4503 17,450,000.00 18,427,179.96 18,052,526.77 18,750,084.50FEDERAL FARM 1.6% 09/24 3133EKP75 1.6000 17-Sep-2024 103.5191 13,235,000.00 13,255,726.22 13,247,910.38 13,700,755.13FEDERAL ZERO 11/24 31359YAY3 - 15-Nov-2024 98.2712 47,590,000.00 46,203,703.30 46,575,174.41 46,767,266.46FEDERAL 1.625% 01/25 3135G0X24 1.6250 07-Jan-2025 103.9669 66,000,000.00 66,367,420.00 66,253,542.15 68,618,128.92

Page 1 of 7

VA GENERAL ACCOUNT


Description Security Coupon Rate Maturity Date Price (Base) Shares/Par Cost (Base) Amortized Cost Traded Market ValueFEDERAL FARM 1.7% 02/25 3133ELKS2 1.7000 03-Feb-2025 100.6932 52,465,000.00 52,451,883.75 52,455,872.10 52,828,662.20FEDERAL FARM 0.9% 03/25 3133ELTV6 0.9000 17-Mar-2025 101.3167 49,500,000.00 49,455,351.00 49,468,146.95 50,151,788.28FEDERAL ZERO 05/25 31359YAZ0 - 15-May-2025 97.6210 10,000,000.00 9,661,800.00 9,742,982.02 9,762,096.60FEDERAL HOME 0.5% 06/25 3130AJKW8 0.5000 13-Jun-2025 99.6449 78,880,000.00 79,157,581.60 79,095,280.48 78,599,863.20FEDERAL 0.5% 06/25 3135G04Z3 0.5000 17-Jun-2025 99.7426 94,185,000.00 94,519,608.16 94,445,559.29 93,942,561.22FEDERAL FARM 0.5% 07/25 3133ELR71 0.5000 02-Jul-2025 99.7620 50,000,000.00 50,079,000.00 50,060,942.05 49,880,983.00FEDERAL 0.375% 07/25 3137EAEU9 0.3750 21-Jul-2025 99.1485 65,000,000.00 64,676,300.00 64,747,492.65 64,446,519.15FEDERAL FARM 0.58% 07/25 3133ELZ80 0.5800 29-Jul-2025 99.8562 32,500,000.00 32,500,000.00 32,500,000.00 32,453,261.75FEDERAL 0.55% 08/25 3136G4K28 0.5500 08-Aug-2025 99.7847 50,000,000.00 50,000,000.00 50,000,000.00 49,892,329.50FEDERAL 0.5% 08/25 3135G05S8 0.5000 14-Aug-2025 99.8786 50,000,000.00 50,000,000.00 50,000,000.00 49,939,292.50FEDERAL 0.52% 08/25 3136G4M26 0.5200 18-Aug-2025 99.8310 50,000,000.00 50,000,000.00 50,000,000.00 49,915,494.00FEDERAL 0.375% 08/25 3135G05X7 0.3750 25-Aug-2025 99.1165 71,436,000.00 71,199,546.84 71,241,454.97 70,804,835.08FEDERAL FARM 0.45% 09/25 3133EL5R1 0.4500 02-Sep-2025 99.3474 17,060,000.00 16,934,267.80 16,935,353.86 16,948,670.36FEDERAL 0.375% 09/25 3137EAEX3 0.3750 23-Sep-2025 98.9491 65,550,000.00 65,216,665.50 65,276,349.25 64,861,123.25FEDERAL HOME 0.6% 10/25 3134GWYS9 0.6000 15-Oct-2025 99.6603 50,000,000.00 50,000,000.00 50,000,000.00 49,830,126.50FEDERAL 0.54% 10/25 3136G45C3 0.5400 27-Oct-2025 99.6838 50,000,000.00 50,000,000.00 50,000,000.00 49,841,883.50FEDERAL 0.5% 11/25 3135G06G3 0.5000 07-Nov-2025 99.3734 45,000,000.00 44,838,900.00 44,864,570.71 44,718,027.75FEDERAL HOME 0.75% 03/26 3130ALF33 0.7500 16-Mar-2026 99.6923 50,000,000.00 50,000,000.00 50,000,000.00 49,846,134.50FEDERAL HOME 1.35% 04/26 3130ALX33 1.3500 20-Apr-2026 101.7548 50,000,000.00 50,794,500.00 50,737,689.13 50,877,375.50FEDERAL HOME 1.5% 05/26 3130AMKJ0 1.5000 26-May-2026 102.1455 100,000,000.00 102,180,000.00 102,066,750.48 102,145,504.00FEDERAL 0.875% 06/26 3130AN4T4 0.8750 12-Jun-2026 100.5174 50,000,000.00 50,257,000.00 50,254,147.10 50,258,717.50FEDERAL FARM 0.68% 07/26 3133EMV66 0.6800 27-Jul-2026 99.4271 25,000,000.00 24,973,000.00 24,973,519.23 24,856,779.75FEDERAL HOME 1.5% 08/26 3130ANNA4 1.5000 28-Aug-2026 102.2999 50,000,000.00 51,078,000.00 51,076,848.00 51,149,931.50

3,139,006,000.00 3,143,095,142.08 3,142,775,891.22 3,150,797,831.71Government Bond

INTERNATIONA 1.375% 09/21 459058FP3 1.3750 20-Sep-2021 100.0661 13,501,000.00 13,659,906.77 13,509,167.96 13,509,927.94CANADA BOND 2.625% 01/22 135087J70 2.6250 25-Jan-2022 101.0190 42,401,000.00 43,167,345.82 42,827,329.46 42,833,066.19INTERNATIONAL 2% 01/22 459058FY4 2.0000 26-Jan-2022 100.7793 17,500,000.00 17,738,612.50 17,633,755.01 17,636,377.50INTERNATIONA 1.625% 02/22 459058DY6 1.6250 10-Feb-2022 100.6628 135,000,000.00 136,766,350.00 135,867,016.99 135,894,780.00

208,402,000.00 211,332,215.09 209,837,269.42 209,874,151.63Certificates of Deposit

COOPERATIEVE C 0.14% 09/2 21684XNN2 0.1400 01-Sep-2021 100.0001 28,000,000.00 28,000,000.00 28,000,000.00 28,000,038.92NORDEA BK ABP 0.13% 09/21 65558UAQ5 0.1300 01-Sep-2021 100.0002 60,000,000.00 60,000,000.00 60,000,000.00 60,000,100.20SUMITOMO MTSU 0.09% 09/21 86565CT90 0.0900 01-Sep-2021 100.0000 89,000,000.00 89,000,000.00 89,000,000.00 89,000,024.92WOORI BANK 0.15% 09/21 98106JDX0 0.1500 01-Sep-2021 100.0002 25,000,000.00 25,000,000.00 25,000,000.00 25,000,048.00CMWTH BK OF 0.07% 09/21 20271EVP1 0.0700 02-Sep-2021 100.0000 75,000,000.00 75,000,000.00 75,000,000.00 75,000,000.00MUFG BANK LTD 0.05% 09/21 55380TTN0 0.0500 02-Sep-2021 99.9999 47,000,000.00 47,000,000.00 47,000,000.00 46,999,947.83KOOKMIN BANK NY 0.1% 09/2 48668MR62 0.1000 03-Sep-2021 100.0002 50,000,000.00 50,000,000.00 50,000,000.00 50,000,083.50COOPERATIEVE C 0.14% 09/2 21684XNK8 0.1400 07-Sep-2021 100.0010 76,000,000.00 76,000,000.00 76,000,000.00 76,000,737.96MIZUHO BANK 0.07% 09/21 60710RQN8 0.0700 08-Sep-2021 99.9998 13,000,000.00 13,000,000.00 13,000,000.00 12,999,971.01BANK OF 0.07% 09/21 06367CFW2 0.0700 09-Sep-2021 100.0000 10,000,000.00 10,000,000.00 10,000,000.00 10,000,000.00SKANDIN ENS 0.17% 09/21 83050PSY6 0.1700 15-Sep-2021 100.0042 45,000,000.00 45,000,000.00 45,000,000.00 45,001,873.80BNP PARIBAS 0.07% 09/21 05586FMU8 0.0700 16-Sep-2021 99.9996 62,000,000.00 62,000,000.00 62,000,000.00 61,999,724.10COOPERATIEVE C 0.16% 09/2 21684XNZ5 0.1600 16-Sep-2021 100.0031 50,000,000.00 50,000,000.00 50,000,000.00 50,001,554.00SKANDIN ENS 0.18% 09/21 83050PTC3 0.1800 16-Sep-2021 100.0049 75,000,000.00 75,000,000.00 75,000,000.00 75,003,664.50SUMITOMO MTSU 0.09% 09/21 86565CY45 0.0900 20-Sep-2021 100.0006 50,000,000.00 50,000,000.00 50,000,000.00 50,000,277.50SKANDIN ENS 0.16% 09/21 83050PTZ2 0.1600 21-Sep-2021 100.0052 12,000,000.00 12,000,000.00 12,000,000.00 12,000,629.64SWEDBANK 0.16% 09/21 87019VU47 0.1600 22-Sep-2021 100.0061 38,000,000.00 38,000,000.00 38,000,000.00 38,002,321.04SHINHAN BNK NY 0.12% 09/2 82460AMY1 0.1200 23-Sep-2021 100.0015 30,000,000.00 30,000,000.00 30,000,000.00 30,000,459.60WOORI BANK 0.12% 09/21 98106JE50 0.1200 24-Sep-2021 100.0013 12,000,000.00 12,000,000.00 12,000,000.00 12,000,159.84ROYAL BANK OF FLT 09/21 78012UE27 0.1700 30-Sep-2021 100.0075 64,000,000.00 64,000,000.00 64,000,000.00 64,004,798.72

Page 2 of 7

VA GENERAL ACCOUNT


Description Security Coupon Rate Maturity Date Price (Base) Shares/Par Cost (Base) Amortized Cost Traded Market ValueCOOPERATIEVE C 0.15% 10/2 21684XQK5 0.1500 01-Oct-2021 100.0052 40,000,000.00 40,000,000.00 40,000,000.00 40,002,064.80NORDEA BK ABP 0.14% 10/21 65558T6L4 0.1400 01-Oct-2021 100.0052 50,000,000.00 50,000,000.00 50,000,000.00 50,002,581.00AUSTR & NEW 0.15% 10/21 05252WSB0 0.1500 04-Oct-2021 100.0076 50,000,000.00 50,000,000.00 50,000,000.00 50,003,775.50CREDIT AGRICOLE 0.1% 10/2 22535CJ44 0.1000 04-Oct-2021 100.0009 50,000,000.00 50,000,000.00 50,000,000.00 50,000,471.50CREDIT 0.09% 10/21 22535CK42 0.0900 04-Oct-2021 100.0000 72,000,000.00 72,000,000.00 72,000,000.00 71,999,999.28MUFG BANK LTD 0.07% 10/21 55380TUF5 0.0700 04-Oct-2021 100.0007 45,000,000.00 45,000,000.00 45,000,000.00 45,000,297.45AUSTR & NEW 0.11% 10/21 05252WSD6 0.1100 15-Oct-2021 100.0050 100,000,000.00 100,000,000.00 100,000,000.00 100,004,996.00MUFG BANK LTD 0.07% 10/21 55380TVK3 0.0700 15-Oct-2021 100.0000 35,000,000.00 35,000,000.00 35,000,000.00 35,000,000.00SKANDIN ENS 0.16% 10/21 83050PTW9 0.1600 15-Oct-2021 100.0106 50,000,000.00 50,000,000.00 50,000,000.00 50,005,309.00SWEDBANK 0.16% 10/21 87019VV61 0.1600 15-Oct-2021 100.0112 75,000,000.00 75,000,000.00 75,000,000.00 75,008,433.00LLOYDS BANK 0.09% 10/21 53947CL97 0.0900 18-Oct-2021 99.9995 30,000,000.00 30,000,000.00 30,000,000.00 29,999,839.50NORDEA BK ABP 0.15% 10/21 65558UAB8 0.1500 18-Oct-2021 100.0093 26,000,000.00 26,000,000.00 26,000,000.00 26,002,424.76BANK OF NOVA S 0.17% 10/2 06417MNY7 0.1700 21-Oct-2021 100.0127 48,200,000.00 48,200,000.00 48,200,000.00 48,206,141.16BANK OF NOVA S 0.17% 10/2 06417MNZ4 0.1700 22-Oct-2021 100.0130 75,000,000.00 75,000,000.00 75,000,000.00 75,009,743.25DNB BANK ASA, 0.14% 10/21 23341V5L1 0.1400 22-Oct-2021 100.0087 26,000,000.00 26,000,000.00 26,000,000.00 26,002,251.60SWEDBANK 0.15% 10/21 87019VV95 0.1500 22-Oct-2021 100.0108 23,000,000.00 23,000,000.00 23,000,000.00 23,002,489.98CANADIAN 0.16% 10/21 13606CS96 0.1600 25-Oct-2021 100.0107 115,000,000.00 115,000,000.00 115,000,000.00 115,012,287.75SKANDIN ENS 0.16% 10/21 83050PUC1 0.1600 25-Oct-2021 100.0125 45,000,000.00 45,000,000.00 45,000,000.00 45,005,633.55BANK OF 0.16% 10/21 06367CEP8 0.1600 29-Oct-2021 100.0100 30,000,000.00 30,000,000.00 30,000,000.00 30,002,996.10CMWTH BK OF 0.08% 10/21 20271EVZ9 0.0800 29-Oct-2021 100.0016 50,000,000.00 50,000,000.00 50,000,000.00 50,000,819.00COOPERATIEVE C 0.16% 10/2 21684XQG4 0.1600 29-Oct-2021 100.0115 25,000,000.00 25,000,000.00 25,000,000.00 25,002,865.50SKANDIN ENS 0.11% 10/21 83050PVP1 0.1100 29-Oct-2021 100.0049 95,000,000.00 95,000,000.00 95,000,000.00 95,004,666.40SWEDBANK 0.1% 10/21 87019V2A4 0.1000 29-Oct-2021 100.0034 50,000,000.00 50,000,000.00 50,000,000.00 50,001,719.50AUSTR & NEW 0.11% 11/21 05252WSF1 0.1100 01-Nov-2021 100.0069 150,000,000.00 150,000,000.00 150,000,000.00 150,010,324.50DNB BANK ASA, N 0.1% 11/2 23344NBR6 0.1000 01-Nov-2021 100.0034 92,000,000.00 92,000,000.00 92,000,000.00 92,003,166.64SUMITOMO MTSU B 0.1% 11/2 86565C4E6 0.1000 01-Nov-2021 100.0015 140,000,000.00 140,000,000.00 140,000,000.00 140,002,168.60WOORI BANK 0.12% 11/21 98106JED3 0.1200 02-Nov-2021 100.0012 65,000,000.00 65,000,000.00 65,000,000.00 65,000,794.95MIZUHO BANK LTD 0.1% 11/2 60710RZN8 0.1000 05-Nov-2021 100.0026 39,000,000.00 39,000,000.00 39,000,000.00 39,001,000.35BANK OF AMERICA VAR 11/21 06050FEL2 0.2100 08-Nov-2021 100.0243 45,000,000.00 45,000,000.00 45,000,000.00 45,010,949.85KOOKMIN BANK N 0.08% 11/2 48668MS87 0.0800 08-Nov-2021 99.9988 20,000,000.00 20,000,000.00 20,000,000.00 19,999,769.80LLOYDS BANK 0.09% 11/21 53947CM54 0.0900 08-Nov-2021 99.9994 50,000,000.00 50,000,000.00 50,000,000.00 49,999,712.00WOORI BANK 0.12% 11/21 98106JEE1 0.1200 08-Nov-2021 100.0002 25,000,000.00 25,000,000.00 25,000,000.00 25,000,047.50SHINHAN BNK NY 0.12% 11/2 82460ANA2 0.1200 09-Nov-2021 99.9994 35,000,000.00 35,000,000.00 35,000,000.00 34,999,795.25MIZUHO BANK LTD 0.1% 11/2 60710RH65 0.1000 12-Nov-2021 100.0014 33,000,000.00 33,000,000.00 33,000,000.00 33,000,467.94NORDEA BK ABP 0.13% 11/21 65558UBQ4 0.1300 15-Nov-2021 100.0095 42,000,000.00 42,000,000.00 42,000,000.00 42,003,986.22BANK OF 0.15% 11/21 06367CFC6 0.1500 16-Nov-2021 100.0083 30,000,000.00 30,000,000.00 30,000,000.00 30,002,498.70DNB BANK ASA, 0.09% 11/21 23344NAA4 0.0900 16-Nov-2021 100.0021 75,000,000.00 75,000,000.00 75,000,000.00 75,001,600.50WESTPAC BKING 0.18% 11/21 96130AHX9 0.1800 16-Nov-2021 100.0192 20,000,000.00 20,000,000.00 20,000,000.00 20,003,845.60CMWTH BK OF 0.12% 11/21 20271EVK2 0.1200 17-Nov-2021 100.0082 50,000,000.00 50,000,000.00 50,000,000.00 50,004,113.00BANK OF NOVA S 0.15% 11/2 06417MPS8 0.1500 19-Nov-2021 100.0140 50,000,000.00 50,000,000.00 50,000,000.00 50,006,994.50DNB BANK ASA, 0.11% 11/21 23341V7D7 0.1100 22-Nov-2021 100.0069 15,000,000.00 15,000,000.00 15,000,000.00 15,001,036.50WESTPAC BKING 0.18% 11/21 96130AJB5 0.1800 23-Nov-2021 100.0210 10,000,000.00 10,000,000.00 10,000,000.00 10,002,097.60NORDEA BK ABP 0.12% 11/21 65558UCA8 0.1200 24-Nov-2021 100.0075 25,000,000.00 25,000,000.00 25,000,000.00 25,001,886.75NORDEA BK ABP 0.11% 11/21 65558UCF7 0.1100 24-Nov-2021 100.0052 75,000,000.00 75,000,000.00 75,000,000.00 75,003,890.25SWEDBANK 0.11% 11/21 87019VX77 0.1100 24-Nov-2021 100.0031 95,000,000.00 95,000,000.00 95,000,000.00 95,002,908.90BANK OF NOVA S 0.13% 11/2 06417MQA6 0.1300 29-Nov-2021 100.0100 70,000,000.00 70,000,000.00 70,000,000.00 70,006,993.00CANADIAN 0.1% 11/21 13606CTL8 0.1000 29-Nov-2021 99.9975 90,000,000.00 90,000,000.00 90,000,000.00 89,997,743.70CMWTH BK OF 0.11% 11/21 20271EVN6 0.1100 29-Nov-2021 100.0050 50,000,000.00 50,001,690.50 50,001,223.21 50,002,496.00DNB BANK ASA, 0.11% 11/21 23344NDG8 0.1100 30-Nov-2021 100.0073 100,000,000.00 100,000,000.00 100,000,000.00 100,007,327.00LLOYDS BANK 0.09% 11/21 53947CN20 0.0900 30-Nov-2021 100.0000 50,000,000.00 50,000,000.00 50,000,000.00 50,000,000.00MIZUHO BANK 0.09% 11/21 60710R2A2 0.0900 30-Nov-2021 100.0101 45,000,000.00 45,000,000.00 45,000,000.00 45,004,545.00

Page 3 of 7

VA GENERAL ACCOUNT


Description Security Coupon Rate Maturity Date Price (Base) Shares/Par Cost (Base) Amortized Cost Traded Market ValueTORONTO-DOMINION 0.1% 11/ 89114WES0 0.1000 30-Nov-2021 99.9975 15,000,000.00 15,000,000.00 15,000,000.00 14,999,620.80SVENSKA 0.11% 12/21 86959RQW3 0.1100 01-Dec-2021 100.0000 100,000,000.00 100,000,000.00 100,000,000.00 99,999,992.00SVENSKA 0.105% 12/21 86959RQY9 0.1050 01-Dec-2021 99.9987 10,000,000.00 10,000,241.40 10,000,126.25 9,999,871.50NORDEA BK ABP N 0.1% 12/2 65558UCQ3 0.1000 03-Dec-2021 100.0023 36,360,000.00 36,358,293.25 36,359,060.78 36,360,852.28BANK OF 0.1% 12/21 06367CFX0 0.1000 06-Dec-2021 99.9946 75,000,000.00 75,000,000.00 75,000,000.00 74,995,953.75BANK OF 0.1% 12/21 06367CGC5 0.1000 06-Dec-2021 99.9946 100,000,000.00 100,000,000.00 100,000,000.00 99,994,605.00TORONTO-DOMINIO 0.14% 12/ 89114WAH8 0.1400 07-Dec-2021 99.9894 18,000,000.00 18,000,000.00 18,000,000.00 17,998,093.62CMWTH BK OF AUS 0.1% 12/2 20271EWE5 0.1000 10-Dec-2021 100.0017 25,000,000.00 25,000,000.00 25,000,000.00 25,000,420.25COOPERATIEVE C 0.09% 12/2 21684XRM0 0.0900 10-Dec-2021 99.9961 75,000,000.00 75,000,000.00 75,000,000.00 74,997,050.25COOPERATIEVE C 0.09% 12/2 21684XRN8 0.0900 10-Dec-2021 99.9961 30,000,000.00 30,000,000.00 30,000,000.00 29,998,820.10SWEDBANK 0.08% 12/21 87019VZ34 0.0800 13-Dec-2021 99.9928 23,000,000.00 23,000,000.00 23,000,000.00 22,998,338.25AUSTR & NEW 0.08% 12/21 05252WSH7 0.0800 14-Dec-2021 100.0000 100,000,000.00 100,000,000.00 100,000,000.00 99,999,996.00BANK OF NOVA S 0.09% 12/2 06417MQJ7 0.0900 14-Dec-2021 99.9985 25,000,000.00 25,000,000.00 25,000,000.00 24,999,634.25SWEDBANK 0.12% 12/21 87019V2H9 0.1200 15-Dec-2021 100.0044 10,000,000.00 10,000,000.00 10,000,000.00 10,000,441.00SVENSKA 0.135% 12/21 86959RRL6 0.1350 17-Dec-2021 100.0075 15,000,000.00 15,000,370.45 15,000,222.69 15,001,123.20SVENSKA 0.21% 12/21 86959RPK0 0.2100 23-Dec-2021 100.0316 34,000,000.00 34,000,000.00 34,000,000.00 34,010,752.16SVENSKA 0.21% 01/22 86959RPQ7 0.2100 03-Jan-2022 100.0329 81,000,000.00 81,000,000.00 81,000,000.00 81,026,680.59BANK OF 0.12% 01/22 06367CHV2 0.1200 05-Jan-2022 100.0000 13,000,000.00 13,000,000.00 13,000,000.00 12,999,998.96ROYAL BANK OF FLT 01/22 78012UK61 0.2000 07-Jan-2022 100.0284 46,000,000.00 46,000,000.00 46,000,000.00 46,013,046.98SVENSKA 0.19% 01/22 86959RPU8 0.1900 18-Jan-2022 100.0233 100,000,000.00 100,000,000.00 100,000,000.00 100,023,286.00TORONTO-DOMINIO 0.13% 01/ 89114WB53 0.1300 18-Jan-2022 100.0050 30,000,000.00 30,000,000.00 30,000,000.00 30,001,510.80TORONTO-DOMINIO 0.17% 01/ 89114W7A7 0.1700 18-Jan-2022 100.0206 40,000,000.00 40,000,000.00 40,000,000.00 40,008,228.80BANK OF NOVA S 0.13% 01/2 06417MQX6 0.1300 24-Jan-2022 100.0122 42,000,000.00 42,000,000.00 42,000,000.00 42,005,105.52BANK OF 0.14% 01/22 06367CJK4 0.1400 26-Jan-2022 100.0082 50,000,000.00 50,000,000.00 50,000,000.00 50,004,105.50TORONTO-DOMINIO 0.19% 02/ 89114WA96 0.1900 01-Feb-2022 100.0286 90,000,000.00 90,000,000.00 90,000,000.00 90,025,751.70CANADIAN 0.13% 02/22 13606CV84 0.1300 07-Feb-2022 99.9969 26,000,000.00 26,000,000.00 26,000,000.00 25,999,190.10ROYAL BK OF 0.17% 02/22 78012UL45 0.1700 07-Feb-2022 100.0266 42,000,000.00 42,000,000.00 42,000,000.00 42,011,183.34SVENSKA 0.2% 02/22 86959RQD5 0.2000 10-Feb-2022 100.0253 15,000,000.00 15,000,000.00 15,000,000.00 15,003,794.70CANADIAN 0.13% 02/22 13606CVJ0 0.1300 15-Feb-2022 99.9944 45,000,000.00 45,000,000.00 45,000,000.00 44,997,479.55TORONTO-DOMINIO 0.16% 02/ 89114WB20 0.1600 15-Feb-2022 100.0130 23,000,000.00 23,000,000.00 23,000,000.00 23,002,996.90CANADIAN 0.14% 02/22 13606CVZ4 0.1400 16-Feb-2022 99.9986 26,000,000.00 26,000,000.00 26,000,000.00 25,999,633.66SVENSKA 0.16% 02/22 86959RQT0 0.1600 18-Feb-2022 100.0061 39,000,000.00 39,000,000.00 39,000,000.00 39,002,394.60SVENSKA 0.13% 02/22 86959RSM3 0.1300 23-Feb-2022 99.9907 36,000,000.00 36,000,000.00 36,000,000.00 35,996,657.76ROYAL BANK OF FLT 02/22 78012UM51 0.1500 28-Feb-2022 99.9960 60,000,000.00 60,000,000.00 60,000,000.00 59,997,598.80COMMONWEALTH FLT 03/22 20271EWH8 1.0000 01-Mar-2022 99.9826 25,000,000.00 25,000,000.00 25,000,000.00 24,995,650.00TORONTO-DOMINIO 0.14% 03/ 89114WBJ3 0.1400 01-Mar-2022 99.9995 150,000,000.00 150,000,000.00 150,000,000.00 149,999,205.00TORONTO-DOMINIO 0.12% 03/ 89114WBN4 0.1200 01-Mar-2022 99.9894 26,000,000.00 26,000,000.00 26,000,000.00 25,997,236.20CMWTH BK OF 0.15% 04/22 20271EWB1 0.1500 29-Apr-2022 100.0033 50,000,000.00 50,000,000.00 50,000,000.00 50,001,665.50ROYAL BK OF 0.15% 05/22 78012UR49 0.1500 02-May-2022 99.9959 39,000,000.00 39,000,000.00 39,000,000.00 38,998,411.14ROYAL BK OF 0.2% 05/22 78012UL78 0.2000 11-May-2022 100.0273 31,000,000.00 31,006,686.26 31,006,480.53 31,008,465.17ROYAL BK OF 0.16% 05/22 78012US22 0.1600 13-May-2022 99.9986 60,000,000.00 60,000,000.00 60,000,000.00 59,999,145.60TORONTO-DOMINIO 0.16% 06/ 89114WC78 0.1600 16-Jun-2022 99.9855 25,000,000.00 25,000,000.00 25,000,000.00 24,996,380.50TORONTO-DOMINION 0.2% 06/ 89114WCG8 0.2000 22-Jun-2022 100.0155 22,000,000.00 22,000,000.00 22,000,000.00 22,003,407.58TORONTO-DOMINION 0.2% 06/ 89114WD77 0.2000 30-Jun-2022 100.0134 32,000,000.00 32,000,000.00 32,000,000.00 32,004,285.76TORONTO-DOMINIO 0.19% 08/ 89114WFD2 0.1900 31-Aug-2022 100.0075 50,000,000.00 50,000,000.00 50,000,000.00 50,003,750.00

5,707,560,000.00 5,707,567,281.86 5,707,567,113.46 5,707,862,192.38Commercial Paper

EXPORT DEVELMT ZERO 09/21 30215GW16 - 01-Sep-2021 99.9999 75,000,000.00 74,967,597.22 75,000,000.00 74,999,895.75NAT'L AUSTRALIA ZERO 09/2 63253JW14 - 01-Sep-2021 99.9998 25,000,000.00 24,995,138.89 25,000,000.00 24,999,944.50NATIONAL SECS C ZERO 09/2 63763PW13 - 01-Sep-2021 99.9998 41,500,000.00 41,496,449.44 41,500,000.00 41,499,919.49LVMH CORPORATE ZERO 09/21 55078TW29 - 02-Sep-2021 99.9997 25,000,000.00 24,993,611.11 24,999,931.30 24,999,916.75

Page 4 of 7

VA GENERAL ACCOUNT


Description Security Coupon Rate Maturity Date Price (Base) Shares/Par Cost (Base) Amortized Cost Traded Market ValueAPPLE INC ZERO 09/21 03785DW77 - 07-Sep-2021 99.9990 125,000,000.00 124,989,270.83 124,999,386.90 124,998,785.00EXPORT DEVELMT ZERO 09/21 30215GW73 - 07-Sep-2021 99.9990 65,000,000.00 64,987,627.78 64,999,233.34 64,999,368.20ING (US) ZERO 09/21 45685QW70 - 07-Sep-2021 99.9984 130,000,000.00 129,970,425.00 129,998,071.19 129,997,977.20NAT'L AUSTRALIA ZERO 09/2 63253JW71 - 07-Sep-2021 99.9984 50,000,000.00 49,986,111.11 49,999,333.33 49,999,222.00PHILIP MORRIS I ZERO 09/2 71838LW73 - 07-Sep-2021 99.9988 130,000,000.00 129,999,241.66 129,999,350.00 129,998,482.90BNP PARIBAS ZERO 09/21 09659BWD8 - 13-Sep-2021 99.9975 75,000,000.00 74,986,291.67 74,998,250.00 74,998,104.00CHEVRON CORP ZERO 09/21 16677JWD4 - 13-Sep-2021 99.9972 120,000,000.00 119,972,369.45 119,997,199.99 119,996,662.80EXPORT DEVELMT ZERO 09/21 30215GWD0 - 13-Sep-2021 99.9979 75,000,000.00 74,971,347.22 74,997,614.80 74,998,456.50NAT'L AUSTRALIA ZERO 09/2 63253JWD8 - 13-Sep-2021 99.9971 115,000,000.00 114,975,626.39 114,997,316.66 114,996,677.65METLIFE SHORT T ZERO 09/2 59157TWF6 - 15-Sep-2021 99.9975 35,000,000.00 34,976,870.83 34,998,450.68 34,999,125.00NAT'L AUSTRALIA ZERO 09/2 63253JWG1 - 16-Sep-2021 99.9965 100,000,000.00 99,936,444.44 99,994,583.34 99,996,489.00NESTLE CAP CORP ZERO 09/2 64105GWG5 - 16-Sep-2021 99.9982 100,000,000.00 99,988,013.89 99,997,708.33 99,998,222.00OLD LINE ZERO 09/21 67983TWL6 - 20-Sep-2021 99.9954 30,000,000.00 29,974,216.67 29,997,366.22 29,998,616.70PACCAR ZERO 09/21 69372AWP3 - 23-Sep-2021 99.9946 25,000,000.00 24,998,958.33 24,999,236.11 24,998,642.25THUNDER BAY ZERO 09/21 88602TWP4 - 23-Sep-2021 99.9952 25,000,000.00 24,978,395.83 24,997,402.78 24,998,802.00ING (US) ZERO 09/21 4497W0WU8 - 28-Sep-2021 99.9921 30,000,000.00 29,983,575.00 29,996,962.50 29,997,643.20EXXON MOBIL ZERO 09/21 30229AWW5 - 30-Sep-2021 99.9950 100,000,000.00 99,994,305.56 99,995,972.22 99,995,000.00NESTLE CAP CORP ZERO 09/2 64105GWW0 - 30-Sep-2021 99.9967 50,000,000.00 49,995,250.00 49,997,625.00 49,998,333.50EXPORT DEVELMT ZERO 10/21 30215GX15 - 01-Oct-2021 99.9948 25,000,000.00 24,991,562.50 24,998,138.79 24,998,708.25NAT'L AUSTRALIA ZERO 10/2 63253JX13 - 01-Oct-2021 99.9940 25,000,000.00 24,987,548.61 24,997,708.33 24,998,493.00APPLE INC ZERO 10/21 03785DX43 - 04-Oct-2021 99.9953 35,000,000.00 34,996,743.06 34,998,395.84 34,998,347.30HER MAJESTY RGT ZERO 10/2 13508TX43 - 04-Oct-2021 99.9953 50,000,000.00 49,995,763.89 49,997,708.33 49,997,639.00EXPORT DEVELMT ZERO 10/21 30215GX49 - 04-Oct-2021 99.9943 65,000,000.00 64,990,097.22 64,996,241.67 64,996,316.45NESTLE CAP CORP ZERO 10/2 64105GX41 - 04-Oct-2021 99.9959 85,000,000.00 84,990,187.50 84,995,645.83 84,996,548.15ROCHE HOLDINGS, ZERO 10/2 77119LX46 - 04-Oct-2021 99.9943 50,000,000.00 49,996,666.67 49,997,317.08 49,997,166.50JOHN DEERE ZERO 10/21 24422LX57 - 05-Oct-2021 99.9968 34,250,000.00 34,247,716.67 34,248,106.51 34,248,901.26NATIONAL SECS C ZERO 10/2 63763PX61 - 06-Oct-2021 99.9920 24,400,000.00 24,398,251.33 24,398,576.66 24,398,048.00NATIONAL SECS C ZERO 10/2 63763PX87 - 08-Oct-2021 99.9916 30,000,000.00 29,997,500.00 29,998,150.00 29,997,466.80TOYOTA MOTOR ZERO 10/21 89233GXC5 - 12-Oct-2021 99.9909 34,000,000.00 33,995,768.89 33,997,289.45 33,996,906.00J.P. MORGAN ZERO 10/21 46640PXF5 - 15-Oct-2021 99.9888 50,000,000.00 49,955,416.67 49,990,833.33 49,994,375.00NATIONAL SECS C ZERO 10/2 63763PXF1 - 15-Oct-2021 99.9900 200,000,000.00 199,977,833.34 199,985,384.28 199,980,000.00METLIFE SHORT T ZERO 10/2 59157TXJ7 - 18-Oct-2021 99.9917 42,000,000.00 41,970,584.45 41,992,323.34 41,996,527.86TOYOTA MOTOR ZERO 10/21 89233GXK7 - 19-Oct-2021 99.9887 95,000,000.00 94,978,862.50 94,988,726.67 94,989,267.85METLIFE SHORT T ZERO 10/2 59157TXR9 - 25-Oct-2021 99.9898 50,000,000.00 49,967,138.89 49,990,250.00 49,994,882.00ING (US) ZERO 10/21 45685QXS3 - 26-Oct-2021 99.9860 50,000,000.00 49,972,375.00 49,990,133.93 49,993,000.00APPLE INC ZERO 10/21 03785DXV3 - 29-Oct-2021 99.9903 50,000,000.00 49,991,666.67 49,995,166.67 49,995,165.50APPLE INC ZERO 11/21 03785DY83 - 08-Nov-2021 99.9885 122,000,000.00 121,979,236.67 121,986,173.33 121,985,970.00HER MAJESTY RGT ZERO 11/2 13508TY83 - 08-Nov-2021 99.9904 75,000,000.00 74,989,625.00 74,991,500.00 74,992,812.75EXXON MOBIL ZERO 11/21 30229AY86 - 08-Nov-2021 99.9879 75,000,000.00 74,979,500.00 74,988,666.66 74,990,943.75NATIONAL SECS C ZERO 11/2 63763PY94 - 09-Nov-2021 99.9839 32,000,000.00 31,994,506.67 31,996,320.00 31,994,835.52METLIFE SHORT T ZERO 11/2 59157TYF4 - 15-Nov-2021 99.9842 48,000,000.00 47,970,880.00 47,988,000.00 47,992,400.16APPLE INC ZERO 11/21 03785DYG5 - 16-Nov-2021 99.9872 80,000,000.00 79,987,066.67 79,989,866.67 79,989,733.60EXXON MOBIL ZERO 11/21 30229AYG8 - 16-Nov-2021 99.9859 100,000,000.00 99,960,222.22 99,983,204.94 99,985,883.00ING (US) ZERO 11/21 45685QYQ6 - 24-Nov-2021 99.9769 42,500,000.00 42,466,885.42 42,485,282.41 42,490,165.93METLIFE SHORT T ZERO 11/2 59157TYW7 - 30-Nov-2021 99.9798 69,281,000.00 69,252,363.85 69,267,217.89 69,266,990.00AMAZON.COM INC ZERO 12/21 02314PZ61 - 06-Dec-2021 99.9865 25,000,000.00 24,993,263.89 24,996,666.67 24,996,632.00HER MAJESTY RGT ZERO 12/2 13508TZ66 - 06-Dec-2021 99.9879 200,000,000.00 199,946,111.12 199,973,333.32 199,975,750.00J.P. MORGAN ZERO 12/21 46640PZ63 - 06-Dec-2021 99.9717 50,000,000.00 49,947,500.00 49,981,402.21 49,985,854.00METLIFE SHORT T ZERO 12/2 59157TZ63 - 06-Dec-2021 99.9779 16,000,000.00 15,993,600.00 15,996,586.67 15,996,464.96JOHNSON & ZERO 12/21 47816FZ87 - 08-Dec-2021 99.9863 35,000,000.00 34,993,058.33 34,994,330.97 34,995,187.50ING (US) ZERO 12/21 45685QZF9 - 15-Dec-2021 99.9673 18,000,000.00 17,994,050.00 17,994,750.00 17,994,117.06

Page 5 of 7

VA GENERAL ACCOUNT


Description Security Coupon Rate Maturity Date Price (Base) Shares/Par Cost (Base) Amortized Cost Traded Market ValueHER MAJESTY RGT ZERO 12/2 13508TZG4 - 16-Dec-2021 99.9884 200,000,000.00 199,943,333.32 199,970,555.56 199,976,816.00EXXON MOBIL ZERO 12/21 30229AZG7 - 16-Dec-2021 99.9792 42,000,000.00 41,979,233.33 41,987,633.33 41,991,261.48J.P. MORGAN ZERO 12/21 46640PZG1 - 16-Dec-2021 99.9670 100,000,000.00 99,880,888.88 99,953,064.02 99,967,008.00J.P. MORGAN ZERO 12/21 46640PZP1 - 23-Dec-2021 99.9633 70,000,000.00 69,921,833.33 69,967,041.66 69,974,286.90HER MAJESTY RGT ZERO 01/2 13508UAE3 - 14-Jan-2022 99.9883 100,000,000.00 99,959,833.34 99,977,500.00 99,988,289.00METLIFE SHORT T ZERO 01/2 59157UAJ9 - 18-Jan-2022 99.9623 59,654,000.00 59,623,675.88 59,630,966.92 59,631,497.32METLIFE SHORT T ZERO 01/2 59157UAX8 - 31-Jan-2022 99.9562 40,000,000.00 39,979,444.44 39,983,201.91 39,982,490.00NATIONAL SECS C ZERO 02/2 63763QB14 - 01-Feb-2022 99.9482 100,000,000.00 99,961,333.34 99,966,000.00 99,948,239.00NATIONAL SECS C ZERO 02/2 63763QB30 - 03-Feb-2022 99.9471 10,000,000.00 9,995,333.33 9,995,694.44 9,994,713.30HER MAJESTY RGT ZERO 02/2 13508UB77 - 07-Feb-2022 99.9809 100,000,000.00 99,952,333.34 99,971,291.68 99,980,889.00ING (US) ZERO 02/22 4497W1B70 - 07-Feb-2022 99.9453 25,000,000.00 24,985,000.00 24,986,823.20 24,986,333.25NATIONAL SECS C ZERO 02/2 63763QB71 - 07-Feb-2022 99.9453 50,000,000.00 49,980,111.11 49,982,431.48 49,972,666.50MET-LIFE FNDG I ZERO 02/2 59087BBF3 - 15-Feb-2022 99.9412 50,000,000.00 49,966,750.00 49,979,125.00 49,970,600.00ING (US) ZERO 02/22 4497W1BG0 - 16-Feb-2022 99.9409 15,000,000.00 14,989,733.33 14,990,200.00 14,991,127.50OLD LINE ZERO 02/22 67983UBG7 - 16-Feb-2022 99.9362 135,000,000.00 134,826,600.00 134,894,068.36 134,913,810.60J.P. MORGAN ZERO 03/22 46640QCU3 - 28-Mar-2022 99.9129 50,000,000.00 49,951,250.00 49,962,444.44 49,956,458.50

4,675,585,000.00 4,673,863,378.99 4,674,828,435.14 4,674,892,271.89Money Market

BLACKROCK VAR 12/49 09248U700 0.0251 31-Dec-2049 100.0000 471,428,014.91 471,428,014.91 471,428,014.91 471,428,014.91INVESCO VAR 12/99 00499KPA5 0.0102 31-Dec-2099 100.0000 8,703,509.18 8,703,509.18 8,703,509.18 8,703,509.18

480,131,524.09 480,131,524.09 480,131,524.09 480,131,524.09T-Bill

UNITED STATES ZERO 09/21 9127964L0 - 09-Sep-2021 99.9992 25,000,000.00 24,998,027.78 24,999,777.78 24,999,795.25UNITED STATES ZERO 09/21 912796L31 - 14-Sep-2021 99.9988 50,000,000.00 49,996,694.50 49,999,656.23 49,999,413.00UNITED STATES ZERO 09/21 912796F46 - 16-Sep-2021 99.9988 100,000,000.00 99,971,689.00 99,997,741.14 99,998,750.00UNITED STATES ZERO 09/21 912796F61 - 30-Sep-2021 99.9970 250,000,000.00 249,970,625.01 249,993,756.96 249,992,447.50UNITED STATES ZERO 10/21 912796M22 - 05-Oct-2021 99.9967 50,000,000.00 49,994,341.67 49,998,036.91 49,998,352.00UNITED STATES ZERO 10/21 912796M30 - 12-Oct-2021 99.9954 100,000,000.00 99,991,152.78 99,995,526.45 99,995,444.00UNITED STATES ZERO 10/21 912796G52 - 14-Oct-2021 99.9952 100,000,000.00 99,982,305.56 99,995,819.44 99,995,222.00UNITED STATES ZERO 10/21 912796ZB8 - 15-Oct-2021 99.9947 75,000,000.00 74,993,468.75 74,995,210.41 74,996,058.00UNITED STATES ZERO 10/21 912796G60 - 21-Oct-2021 99.9931 50,000,000.00 49,989,889.00 49,997,310.90 49,996,528.00UNITED STATES ZERO 10/21 912796G78 - 28-Oct-2021 99.9913 100,000,000.00 99,993,111.12 99,997,482.90 99,991,292.00UNITED STATES ZERO 11/21 9127964W6 - 04-Nov-2021 99.9916 50,000,000.00 49,991,152.78 49,996,888.89 49,995,778.00UNITED STATES ZERO 11/21 912796H51 - 12-Nov-2021 99.9885 150,000,000.00 149,984,016.68 149,993,497.00 149,982,750.00UNITED STATES ZERO 11/21 912796H69 - 18-Nov-2021 99.9897 50,000,000.00 49,992,416.50 49,996,853.65 49,994,854.00UNITED STATES ZERO 11/21 912796H77 - 26-Nov-2021 99.9882 100,000,000.00 99,984,750.00 99,992,910.82 99,988,215.00UNITED STATES ZERO 12/21 9127965G0 - 02-Dec-2021 99.9891 50,000,000.00 49,992,416.50 49,996,288.93 49,994,569.50UNITED STATES ZERO 12/21 912796J67 - 16-Dec-2021 99.9868 50,000,000.00 49,989,888.89 49,994,329.22 49,993,375.00UNITED STATES ZERO 12/21 912796A90 - 30-Dec-2021 99.9833 50,000,000.00 49,985,888.89 49,993,333.33 49,991,666.50

1,400,000,000.00 1,399,801,835.41 1,399,934,420.96 1,399,904,509.75T-Note

UNITED 2.875% 11/21 9128285L0 2.8750 15-Nov-2021 100.5762 50,000,000.00 50,365,234.38 50,288,346.41 50,288,111.00UNITED 1.875% 11/21 912828G53 1.8750 30-Nov-2021 100.4494 50,000,000.00 50,255,000.00 50,222,817.90 50,224,700.50UNITED 2.125% 12/21 912828G87 2.1250 31-Dec-2021 100.6831 50,000,000.00 50,722,656.25 50,340,018.57 50,341,547.00UNITED 1.75% 03/22 912828J76 1.7500 31-Mar-2022 100.9805 50,000,000.00 50,627,800.00 50,485,772.72 50,490,234.50UNITED 1.875% 03/22 912828W89 1.8750 31-Mar-2022 101.0469 50,000,000.00 50,842,300.00 50,525,254.68 50,523,437.50UNITED 0.125% 04/22 912828ZM5 0.1250 30-Apr-2022 100.0391 50,000,000.00 50,027,500.00 50,017,793.65 50,019,531.00UNITED 0.125% 06/22 912828ZX1 0.1250 30-Jun-2022 100.0391 50,000,000.00 50,025,390.63 50,018,582.47 50,019,531.00UNITED 0.125% 09/22 91282CAN1 0.1250 30-Sep-2022 100.0391 100,000,000.00 100,047,100.00 100,037,741.86 100,039,062.00UNITED 0.125% 01/23 91282CBG5 0.1250 31-Jan-2023 99.9844 50,000,000.00 49,955,078.13 49,959,821.67 49,992,187.50UNITED 0.125% 03/23 91282CBU4 0.1250 31-Mar-2023 99.9492 50,000,000.00 49,994,140.63 49,994,981.81 49,974,609.50

Page 6 of 7

VA GENERAL ACCOUNT


Description Security Coupon Rate Maturity Date Price (Base) Shares/Par Cost (Base) Amortized Cost Traded Market ValueUNITED 0.25% 06/24 91282CCG4 0.2500 15-Jun-2024 99.6875 100,000,000.00 99,782,233.00 99,797,633.48 99,687,500.00UNITED 0.375% 07/24 91282CCL3 0.3750 15-Jul-2024 99.9844 100,000,000.00 99,800,181.00 99,808,812.98 99,984,375.00UNITED STATES 1.5% 10/24 912828YM6 1.5000 31-Oct-2024 103.3633 50,000,000.00 51,625,000.00 51,532,347.55 51,681,640.50UNITED 0.25% 09/25 91282CAM3 0.2500 30-Sep-2025 98.4336 50,000,000.00 49,308,593.75 49,385,478.21 49,216,797.00UNITED 0.375% 12/25 91282CBC4 0.3750 31-Dec-2025 98.6836 50,000,000.00 49,527,343.75 49,577,581.42 49,341,797.00UNITED STATES 0.5% 02/26 91282CBQ3 0.5000 28-Feb-2026 99.0938 50,000,000.00 49,496,093.75 49,545,721.43 49,546,875.00UNITED 0.75% 05/26 91282CCF6 0.7500 31-May-2026 100.0273 100,000,000.00 99,770,185.00 99,781,527.88 100,027,344.00

1,050,000,000.00 1,052,171,830.27 1,051,320,234.69 1,051,399,280.00T-Bond

UNITED STATES ZERO 11/23 912833LP3 - 15-Nov-2023 99.4170 75,000,000.00 74,419,500.00 74,465,458.98 74,562,770.25UNITED STATES ZERO 08/24 912833LS7 - 15-Aug-2024 98.7658 50,000,000.00 49,347,500.00 49,355,743.29 49,382,893.50UNITED STATES ZERO 08/25 912833LW8 - 15-Aug-2025 97.4645 40,000,000.00 39,139,600.00 39,256,817.45 38,985,798.40UNITED STATES ZERO 02/26 912833LY4 - 15-Feb-2026 96.6727 17,000,000.00 16,229,560.00 16,295,603.34 16,434,366.65UNITED STATES ZERO 05/26 912833LZ1 - 15-May-2026 96.2616 20,000,000.00 19,182,000.00 19,224,553.06 19,252,325.40

202,000,000.00 198,318,160.00 198,598,176.12 198,618,154.20Repurchase Agreement

BANK OF NOVA 0.04% 09/21 ABH9905F1 0.0400 01-Sep-2021 100.0000 325,000,000.00 325,000,000.00 325,000,000.00 325,000,000.00REPO JPMCHASE (CUST) 99MO30002 0.0600 01-Sep-2021 100.0000 25,375,050.00 25,375,050.00 25,375,050.00 25,375,050.00REPO JPMCHASE (CUST) 99MO30003 0.0600 01-Sep-2021 100.0000 34,875,000.00 34,875,000.00 34,875,000.00 34,875,000.00REPO JPMCHASE (CUST) 99MO30005 0.0600 01-Sep-2021 100.0000 34,875,000.00 34,875,000.00 34,875,000.00 34,875,000.00REPO JPMCHASE (CUST) 99MO30006 0.0600 01-Sep-2021 100.0000 34,875,000.00 34,875,000.00 34,875,000.00 34,875,000.00BANK OF NOVA 0.04% 09/21 ABH9918F6 0.0400 02-Sep-2021 100.0000 475,000,000.00 475,000,000.00 475,000,000.00 475,000,000.00

930,000,050.00 930,000,050.00 930,000,050.00 930,000,050.00

Totals 18,033,492,574.09 18,038,429,687.37 18,035,764,328.05 18,044,198,939.85

Page 7 of 7




Corporate BondAT&T INC NOTES FLT 06/24 00206RGD8 1.2990 6/12/2024 102.6094 3,400,000.00 3,468,496.40 3,468,496.40 3,488,717.93AIR PRODUCTS 3.35% 07/24 009158AV8 3.3500 7/31/2024 107.4701 500,000.00 542,245.00 536,308.12 537,350.43AMERIPRISE 3% 04/25 03076CAK2 3.0000 4/2/2025 106.7731 1,810,000.00 1,971,180.50 1,943,874.41 1,932,592.86APPLE INC 3.25% 02/26 037833BY5 3.2500 2/23/2026 109.5251 2,230,000.00 2,487,338.30 2,458,330.29 2,442,410.13APPLE INC 2.85% 05/24 037833CU2 2.8500 5/11/2024 105.9656 2,175,000.00 2,350,696.50 2,304,081.45 2,304,751.21ASTRAZENECA FLT 08/23 046353AS7 0.7892 8/17/2023 100.9632 4,657,000.00 4,694,478.60 4,694,478.60 4,701,856.32ATMOS 0.625% 03/23 049560AU9 0.6250 3/9/2023 100.0099 2,000,000.00 1,999,920.00 1,999,939.91 2,000,197.16AVALONBAY 2.95% 09/22 05348EAQ2 2.9500 9/15/2022 102.0704 1,300,000.00 1,330,225.00 1,327,274.64 1,326,915.82TRUIST 2.2% 03/23 05531FBJ1 2.2000 3/16/2023 102.7606 2,735,000.00 2,732,976.10 2,734,116.42 2,810,502.41BP CAPITAL 3.814% 02/24 05565QCP1 3.8140 2/10/2024 107.8099 4,200,000.00 4,524,339.00 4,406,570.16 4,528,013.91BANK OF VAR 01/23 06051GGE3 3.1240 1/20/2023 101.0587 2,000,000.00 2,029,940.00 2,029,940.00 2,021,174.48BANK OF FLT 03/24 06051GHE2 0.9208 3/5/2024 100.9042 2,390,000.00 2,393,847.90 2,393,847.90 2,411,611.05BANK OF VAR 06/24 06051GJY6 0.5230 6/14/2024 99.9086 2,715,000.00 2,715,000.00 2,715,000.00 2,712,519.22BANK OF 2.9% 03/22 06367WJM6 2.9000 3/26/2022 101.5434 3,000,000.00 3,057,510.00 3,014,680.59 3,046,303.44BANK OF NEW 2.2% 08/23 06406FAD5 2.2000 8/16/2023 103.4360 1,865,000.00 1,942,416.15 1,912,002.69 1,929,081.40BANK OF NOVA 2.7% 03/22 064159JG2 2.7000 3/7/2022 101.2817 1,200,000.00 1,198,800.00 1,199,853.20 1,215,379.99BOSTON 3.2% 01/25 10112RAZ7 3.2000 1/15/2025 106.7843 3,850,000.00 4,186,028.00 4,136,100.70 4,111,197.24BP CAPITAL 3.194% 04/25 10373QBJ8 3.1940 4/6/2025 107.5061 2,860,000.00 3,079,276.20 3,069,541.21 3,074,673.77BURLINGTON 3% 03/23 12189LAM3 3.0000 3/15/2023 103.5238 1,000,000.00 1,044,560.00 1,033,950.00 1,035,238.32BURLINGTON 3.85% 09/23 12189LAQ4 3.8500 9/1/2023 106.2537 3,495,000.00 3,778,409.55 3,713,698.11 3,713,566.61CAMDEN 3.5% 09/24 133131AV4 3.5000 9/15/2024 107.0482 4,465,000.00 4,837,381.00 4,790,723.95 4,779,703.47CANADIAN 0.95% 06/23 13607GRK2 0.9500 6/23/2023 100.9375 1,895,000.00 1,893,938.80 1,894,363.10 1,912,765.09CANADIAN 2.85% 12/21 136375BV3 2.8500 12/15/2021 100.0930 2,365,000.00 2,410,786.40 2,372,294.88 2,367,198.31CATERPILLAR 1.931% 10/21 14912L7D7 1.9310 10/1/2021 100.1494 930,000.00 895,059.10 929,059.35 931,389.85CATERPILLAR 1.9% 09/22 14913Q3A5 1.9000 9/6/2022 101.6164 1,130,000.00 1,128,429.30 1,129,471.77 1,148,265.13CATERPILLAR 0.65% 07/23 14913R2D8 0.6500 7/7/2023 100.5826 1,350,000.00 1,349,244.00 1,349,535.18 1,357,865.44CHEVRON 1.554% 05/25 166764BW9 1.5540 5/11/2025 102.5600 4,850,000.00 4,931,360.00 4,920,620.05 4,974,160.24CITIGROUP INC VAR 05/24 172967MR9 1.6780 5/15/2024 102.0205 3,040,000.00 3,120,195.20 3,120,195.20 3,101,422.14COMCAST CORP FLT 04/24 20030NCX7 0.7561 4/15/2024 101.3050 4,940,000.00 4,997,748.60 4,997,748.60 5,004,466.95COMCAST CORP 3.1% 04/25 20030NDJ7 3.1000 4/1/2025 107.5382 3,466,000.00 3,729,312.02 3,729,110.86 3,727,273.01COMMONWEALTH 3.4% 09/21 202795HZ6 3.4000 9/1/2021 100.0000 2,000,000.00 2,001,460.00 2,000,000.00 2,000,000.00CREDIT SUISSE 2.1% 11/21 22550L2A8 2.1000 11/12/2021 100.3710 705,000.00 713,509.35 707,500.92 707,615.46CREDIT 2.95% 04/25 22550L2C4 2.9500 4/9/2025 106.8096 3,415,000.00 3,536,201.30 3,502,885.92 3,647,548.76DTE ENERGY 1.05% 06/25 233331BG1 1.0500 6/1/2025 99.7854 384,000.00 385,294.08 385,131.40 383,175.76JOHN DEERE 1.95% 06/22 24422EVA4 1.9500 6/13/2022 101.4079 2,200,000.00 2,197,162.00 2,199,197.72 2,230,973.62JOHN DEERE 0.45% 01/24 24422EVN6 0.4500 1/17/2024 100.0521 2,500,000.00 2,498,225.00 2,498,535.96 2,501,303.60DOMINION FLT 09/23 25746UDH9 0.6489 9/15/2023 100.0137 6,947,000.00 6,952,057.33 6,952,057.33 6,947,950.84FLORIDA 2.75% 06/23 341081FJ1 2.7500 6/1/2023 103.1131 1,550,000.00 1,581,310.00 1,564,753.75 1,598,252.66FLORIDA 2.85% 04/25 341081FZ5 2.8500 4/1/2025 106.6659 2,100,000.00 2,283,435.00 2,257,126.53 2,239,983.10FRANKLIN 2.85% 03/25 354613AK7 2.8500 3/30/2025 106.7261 1,000,000.00 1,080,450.00 1,070,231.80 1,067,260.60GOLDMAN SACHS VAR 07/23 38141GWM2 2.9050 7/24/2023 102.2010 2,505,000.00 2,559,759.30 2,559,759.30 2,560,135.05GOLDMAN SACHS FLT 02/23 38141GWU4 0.8808 2/23/2023 0.0000 0.00 0.00 0.00 0.00HSBC HOLDINGS VAR 08/24 404280CU1 0.7320 8/17/2024 100.1712 6,780,000.00 6,785,712.00 6,785,712.00 6,791,606.14

Page 1 of 6




HEWLETT FLT 10/21 42824CBB4 0.8579 10/5/2021 100.0040 3,390,000.00 3,390,560.00 3,390,560.00 3,390,135.63HONEYWELL 1.85% 11/21 438516BM7 1.8500 11/1/2021 100.1380 1,250,000.00 1,263,500.00 1,251,388.67 1,251,724.76HONEYWELL FLT 08/22 438516BV7 0.4954 8/8/2022 100.3803 1,750,000.00 1,648,293.50 1,648,293.50 1,756,655.23HONEYWELL 0.483% 08/22 438516CC8 0.4830 8/19/2022 100.0150 704,000.00 704,027.33 704,022.96 704,105.58HORMEL FOODS 0.65% 06/24 440452AG5 0.6500 6/3/2024 100.1747 2,195,000.00 2,194,604.90 2,194,640.54 2,198,835.48INTEL CORP 3.4% 03/25 458140BP4 3.4000 3/25/2025 108.7521 4,505,000.00 4,979,248.85 4,914,004.61 4,899,281.07INTERCONTINENTA FLT 06/23 45866FAR5 0.7689 6/15/2023 100.0311 6,175,000.00 6,176,651.00 6,176,651.00 6,176,920.43INTUIT INC 0.65% 07/23 46124HAA4 0.6500 7/15/2023 100.5766 2,635,000.00 2,634,367.60 2,634,614.41 2,650,193.57JPMORGAN CHASE VAR 06/25 46647PCH7 0.8240 6/1/2025 100.1720 1,850,000.00 1,850,000.00 1,850,000.00 1,853,181.26JPMORGAN CHASE VAR 06/25 46647PCK0 0.9690 6/23/2025 100.2952 4,855,000.00 4,873,400.45 4,873,400.45 4,869,332.83KEYBANK 2.4% 06/22 49327M2S2 2.4000 6/9/2022 101.6835 1,249,000.00 1,274,529.56 1,269,866.02 1,270,027.13KEYBANK VAR 06/24 49327M3C6 0.4330 6/14/2024 100.0562 3,890,000.00 3,890,000.00 3,890,000.00 3,892,187.31MPLX LP FLT 09/22 55336VBH2 1.2231 9/9/2022 99.9975 6,534,000.00 6,538,427.10 6,538,427.10 6,533,836.65MIDAMERICAN 3.7% 09/23 595620AK1 3.7000 9/15/2023 105.6202 775,000.00 833,419.50 821,836.70 818,556.19MITSUBISHI 2.665% 07/22 606822AP9 2.6650 7/25/2022 102.1319 6,474,000.00 6,644,428.68 6,612,659.45 6,612,017.72MITSUBISHI UFJ VAR 07/25 606822BW3 0.9530 7/19/2025 100.3661 6,000,000.00 6,000,000.00 6,000,000.00 6,021,968.64MORGAN 2.75% 05/22 61744YAH1 2.7500 5/19/2022 101.8163 3,725,000.00 3,696,094.00 3,718,307.62 3,792,658.63NATIONAL 2.3% 09/22 63743HEQ1 2.3000 9/15/2022 101.9783 2,920,000.00 2,859,100.40 2,902,896.23 2,977,766.89NATIONAL 2.85% 01/25 637432ND3 2.8500 1/27/2025 106.1599 967,000.00 1,026,634.89 1,026,253.85 1,026,566.30NEXTERA ENERGY FLT 08/21 65339KBA7 0.6850 8/28/2021 0.0000 0.00 0.00 0.00 0.00NEXTERA 0.65% 03/23 65339KBU3 0.6500 3/1/2023 100.3862 2,040,000.00 2,039,796.00 2,039,844.39 2,047,878.11OKLAHOMA 0.553% 05/23 678858BW0 0.5530 5/26/2023 100.0395 3,975,000.00 3,975,000.00 3,975,000.00 3,976,570.28ONCOR ELECTRIC 7% 09/22 68233DAR8 7.0000 9/1/2022 106.6175 3,519,000.00 3,880,542.06 3,750,514.02 3,751,871.34ONCOR 2.95% 04/25 68233JAZ7 2.9500 4/1/2025 106.9972 300,000.00 320,763.00 319,722.48 320,991.53OTIS WORLDWIDE FLT 04/23 68902VAG2 0.5947 4/5/2023 100.0353 6,770,000.00 6,770,663.90 6,770,663.90 6,772,389.81PNC BANK NA 2.45% 07/22 69353RFE3 2.4500 7/28/2022 101.8701 2,250,000.00 2,266,132.50 2,255,070.45 2,292,076.60PNC BANK NA VAR 12/22 69353RFS2 2.0280 12/9/2022 100.4715 2,000,000.00 2,011,020.00 2,011,020.00 2,009,430.78ROYAL BANK 2.25% 11/24 78015K7C2 2.2500 11/1/2024 104.8599 1,150,000.00 1,191,940.50 1,179,861.42 1,205,888.61ROYAL BANK OF 1.6% 04/23 78015K7G3 1.6000 4/17/2023 102.1535 2,000,000.00 2,044,840.00 2,034,667.96 2,043,069.04ROYAL BANK OF FLT 10/23 78015K7K4 0.5000 10/26/2023 100.5023 1,850,000.00 1,850,555.00 1,850,555.00 1,859,291.83SALESFORCE.CO 3.25% 04/23 79466LAE4 3.2500 4/11/2023 104.5032 2,045,000.00 2,146,166.15 2,136,220.55 2,137,090.34SALESFORCE.C 0.625% 07/24 79466LAG9 0.6250 7/15/2024 100.2182 3,995,000.00 3,992,962.55 3,993,079.67 4,003,717.05CHARLES 0.9% 03/26 808513BF1 0.9000 3/11/2026 99.6875 2,225,000.00 2,222,285.50 2,222,662.12 2,218,046.16CHARLES SCHWAB FLT 05/26 808513BQ7 0.5700 5/13/2026 100.7946 1,875,000.00 1,875,000.00 1,875,000.00 1,889,897.83CHARLES 1.15% 05/26 808513BR5 1.1500 5/13/2026 100.5500 1,420,000.00 1,428,008.80 1,427,639.45 1,427,809.39SHELL 3.25% 05/25 822582BD3 3.2500 5/11/2025 108.3480 5,092,000.00 5,533,210.88 5,513,511.41 5,517,080.16SHELL 2% 11/24 822582CC4 2.0000 11/7/2024 104.2380 2,890,000.00 2,924,593.30 2,914,353.64 3,012,477.36SIMON 3.75% 02/24 828807CR6 3.7500 2/1/2024 106.9122 1,475,000.00 1,575,314.75 1,531,133.60 1,576,954.58SIMON 3.5% 09/25 828807CV7 3.5000 9/1/2025 109.0917 3,270,000.00 3,615,318.95 3,569,590.75 3,567,298.43SOUTHERN FLT 09/23 842434CV2 0.4690 9/14/2023 100.0154 7,603,000.00 7,604,204.81 7,604,204.81 7,604,173.60SOUTHWEST 5.25% 05/25 844741BJ6 5.2500 5/4/2025 113.3392 2,625,000.00 3,010,980.00 2,976,390.72 2,975,153.97SOUTHWESTERN 3.3% 06/24 845743BP7 3.3000 6/15/2024 106.0847 2,300,000.00 2,402,787.00 2,364,590.10 2,439,947.89STATE STREET VAR 03/26 857477BM4 2.9010 3/30/2026 106.7864 2,845,000.00 3,045,246.20 3,045,246.20 3,038,072.40SVENSKA 1.875% 09/21 86960BAQ5 1.8750 9/7/2021 100.0204 2,500,000.00 2,448,025.00 2,499,648.43 2,500,509.58

Page 2 of 6




TEXAS 2.625% 05/24 882508BB9 2.6250 5/15/2024 105.2145 3,252,000.00 3,433,916.88 3,372,342.23 3,421,576.06TORONTO-DOMINIO FLT 01/23 89114QCF3 0.5300 1/27/2023 100.5679 1,500,000.00 1,492,305.00 1,492,305.00 1,508,518.37TOYOTA MOTOR 2.6% 01/22 89236TDP7 2.6000 1/11/2022 100.8689 836,000.00 846,208.77 842,961.01 843,263.75TOYOTA MOTOR FLT 09/22 89236TED3 0.6082 9/8/2022 100.4450 2,000,000.00 2,002,780.00 2,002,780.00 2,008,900.26UNILEVER 0.626% 08/24 904764BN6 0.6260 8/12/2024 100.1220 2,725,000.00 2,725,000.00 2,725,000.00 2,728,324.50UNION 3.75% 03/24 907818DV7 3.7500 3/15/2024 107.1329 1,030,000.00 1,094,323.50 1,068,931.34 1,103,469.20UNITEDHEALTH 3.35% 07/22 91324PCN0 3.3500 7/15/2022 102.7715 1,171,000.00 1,205,696.73 1,202,070.36 1,203,454.00VERIZON 3.376% 02/25 92343VEN0 3.3760 2/15/2025 108.2731 2,250,000.00 2,474,505.00 2,444,611.54 2,436,144.59VIRGINIA 2.75% 03/23 927804FN9 2.7500 3/15/2023 103.1164 1,375,000.00 1,423,262.50 1,418,312.74 1,417,850.03WELLS FARGO VAR 09/22 94988J6A0 2.0820 9/9/2022 100.0369 1,100,000.00 1,118,546.00 1,118,546.00 1,100,405.85XILINX INC 2.95% 06/24 983919AJ0 2.9500 6/1/2024 105.4165 2,000,000.00 2,112,420.00 2,110,982.98 2,108,329.66

258,995,000.00 265,977,321.97 264,884,957.75 266,088,243.16 FHLMC

FHLMCGLD 3.5% 02/27 3128MDN74 3.5000 2/1/2027 107.0580 321,619.26 344,132.59 330,691.29 344,319.30FHLMCGLD 4% 05/27 3128MEB26 4.0000 5/1/2027 106.1097 310,355.33 324,515.30 318,978.04 329,316.99FHLMCGLD 4% 05/27 3128MECE9 4.0000 5/1/2027 106.2389 273,279.08 292,921.01 282,554.06 290,328.63FHLMCGLD 4.5% 09/26 3128MEMA6 4.5000 9/1/2026 104.8691 63,164.90 67,201.53 65,054.81 66,240.49FHLMCGLD 2.5% 08/27 3128MMP31 2.5000 8/1/2027 105.0340 1,303,889.59 1,314,279.97 1,311,622.37 1,369,527.63UMBS MORTPASS 3% 01/29 3131XBNA3 3.0000 1/1/2029 105.9067 1,882,235.56 1,943,114.12 1,934,083.45 1,993,413.45UMBS MORTPASS 3% 11/30 3132ADPR3 3.0000 11/1/2030 105.8500 2,388,765.16 2,476,477.66 2,464,147.25 2,528,508.52UMBS MORTPASS 2.5% 07/35 3132D6NR7 2.5000 7/1/2035 105.6647 3,327,999.72 3,548,479.71 3,534,091.93 3,516,521.99FHLMCGLD 0.77% 10/25 3132XFFH6 0.7700 10/1/2025 99.4707 4,000,000.00 4,031,406.25 4,031,406.25 3,978,828.64FHLMCGLD 0.78% 10/25 3132XFFJ2 0.7800 10/1/2025 99.5108 3,500,000.00 3,529,121.09 3,529,121.09 3,482,877.48UMBS MORTPASS 2% 08/35 3133L7UX3 2.0000 8/1/2035 104.1329 2,955,130.75 3,106,119.45 3,095,445.99 3,077,261.99UMBS MORTPASS 2% 09/35 3133L7WF0 2.0000 9/1/2035 104.0343 4,266,721.91 4,410,723.77 4,406,461.68 4,438,856.32

24,593,161.26 25,388,492.45 25,303,658.21 25,416,001.43 FNMA

UMBS MORTPASS 3% 03/27 3138EBRC1 3.0000 3/1/2027 106.1023 216,864.50 223,336.57 220,405.90 230,098.26UMBS MORTPASS 3.5% 10/29 3138EPFL3 3.5000 10/1/2029 108.1082 768,549.68 817,184.47 796,000.75 830,865.43UMBS MORTPASS 5.5% 09/25 3138EQPW6 5.5000 9/1/2025 103.0258 91,984.43 99,472.54 95,116.23 94,767.69UMBS MORTPASS 4% 03/29 3138ETHZ2 4.0000 3/1/2029 106.1085 477,267.24 502,025.48 493,681.55 506,420.95UMBS MORTPASS 5.5% 09/25 3138ETJ23 5.5000 9/1/2025 102.9091 295,008.44 322,711.59 307,297.13 303,590.49UMBS MORTPASS 3.5% 12/29 3138WDNE7 3.5000 12/1/2029 108.1767 1,237,559.38 1,249,548.24 1,246,218.58 1,338,750.40UMBS MORTPASS 2.5% 06/31 3138WHCC4 2.5000 6/1/2031 105.4268 2,349,960.55 2,408,342.38 2,400,668.68 2,477,487.15UMBS MORTPASS 3.5% 05/27 3138Y5DW3 3.5000 5/1/2027 106.8079 680,429.82 688,935.22 685,930.93 726,752.83UMBS MORTPASS 4% 05/29 3140JADD7 4.0000 5/1/2029 106.0981 1,255,181.46 1,292,150.47 1,283,399.76 1,331,723.37UMBS MORTPASS 3% 06/31 3140J75E1 3.0000 6/1/2031 106.0206 1,294,813.11 1,292,486.50 1,292,961.20 1,372,768.55UMBS MORTPASS 2.5% 06/32 3140J8TH6 2.5000 6/1/2032 104.9394 2,617,793.26 2,745,819.71 2,732,936.94 2,747,095.44UMBS MORTPASS 2.5% 10/28 3140J83R2 2.5000 10/1/2028 105.2068 1,598,468.68 1,625,442.83 1,619,640.00 1,681,697.41UMBS MORTPASS 2% 06/30 3140QD2F0 2.0000 6/1/2030 103.5430 1,919,305.99 1,990,980.08 1,982,649.86 1,987,306.69UMBS MORTPASS 2.5% 06/32 3140X4H90 2.5000 6/1/2032 104.7451 1,724,096.35 1,745,378.17 1,742,381.75 1,805,907.01UMBS MORTPASS 3% 07/30 3140X4RS7 3.0000 7/1/2030 105.8479 1,881,386.44 1,935,476.31 1,925,524.24 1,991,407.23UMBS MORTPASS 3% 08/32 3140X4Z25 3.0000 8/1/2032 106.3334 2,455,548.26 2,537,427.03 2,526,626.14 2,611,068.96UMBS MORTPASS 2% 12/35 3140X8QT7 2.0000 12/1/2035 103.7613 3,969,249.69 4,146,625.54 4,137,698.36 4,118,546.11

Page 3 of 6




24,833,467.28 25,623,343.13 25,489,138.00 26,156,253.97 GNMA1 (20 Day Lag)

GNMA II FLT 11/41 36225FJ26 2.1250 11/20/2041 104.3594 90,179.74 93,786.93 93,786.93 94,111.0490,179.74 93,786.93 93,786.93 94,111.04



ALLY AUTO 3.02% 04/24 02004WAD3 3.0200 4/15/2024 102.4657 2,750,000.00 2,749,914.48 2,749,956.94 2,817,806.20AMERICAN 3.18% 04/24 02582JJH4 3.1800 4/15/2024 100.1178 2,400,000.00 2,457,281.25 2,436,183.27 2,402,827.68AMERICAN 2.67% 11/24 02587AAN4 2.6700 11/15/2024 101.5588 1,650,000.00 1,649,903.31 1,649,946.46 1,675,720.86ATLANTIC CITY 5.55% 10/23 048312AD4 5.5500 10/20/2023 100.4048 128,184.50 132,951.36 130,210.71 128,703.37BA CREDIT 1.74% 01/25 05522RDB1 1.7400 1/15/2025 101.5270 3,000,000.00 2,999,263.80 2,999,538.00 3,045,808.80BA CREDIT 0.44% 09/26 05522RDD7 0.4400 9/15/2026 100.0061 3,650,000.00 3,649,936.86 3,649,940.37 3,650,224.11BENCHMARK 3.848% 04/51 08161BAV5 3.8480 4/10/2051 103.9642 1,740,000.00 1,792,170.59 1,786,736.03 1,808,977.25BENCHMARK 3.571% 01/51 08162PAT8 3.5710 1/15/2051 102.6840 2,545,000.00 2,614,291.60 2,614,162.60 2,613,308.56COMM 3.031% 09/47 12592KAZ7 3.0310 9/10/2047 102.2992 189,719.27 194,106.52 193,460.45 194,081.35CNH EQUIPMENT 3.19% 11/23 12596EAC8 3.1900 11/15/2023 101.4172 647,695.06 659,459.84 654,736.33 656,873.94CNH EQUIPMENT 3.22% 01/26 12596JAD5 3.2200 1/15/2026 103.8440 1,500,000.00 1,499,550.60 1,499,720.52 1,557,660.30CNH EQUIPMENT 0.7% 12/27 12598AAD2 0.7000 12/15/2027 99.9130 2,950,000.00 2,949,155.71 2,949,215.55 2,947,432.03CNH EQUIPMENT 0.44% 08/26 12657WAC4 0.4400 8/17/2026 99.9260 6,555,000.00 6,553,443.19 6,553,479.31 6,550,151.27CAPITAL ONE 2.84% 12/24 14041NFT3 2.8400 12/15/2024 101.2162 5,100,000.00 5,099,111.58 5,099,499.66 5,162,026.20CAPITAL ONE 1.72% 08/24 14041NFU0 1.7200 8/15/2024 101.4900 3,500,000.00 3,499,118.70 3,499,476.69 3,552,149.65CAPITAL ONE 0.55% 07/26 14041NFW6 0.5500 7/15/2026 100.2193 7,160,000.00 7,159,710.02 7,159,717.70 7,175,699.73CAPITAL ONE 2.51% 11/23 14042WAC4 2.5100 11/15/2023 100.9649 785,135.33 784,976.27 785,056.80 792,711.18CAPITAL ONE 1.92% 05/24 14043TAF3 1.9200 5/15/2024 101.0443 916,168.93 916,117.45 916,139.31 925,736.12CARMAX AUTO 0.52% 02/26 14314QAC8 0.5200 2/17/2026 100.1601 3,560,000.00 3,559,232.82 3,559,293.45 3,565,698.14CARMAX AUTO 2.68% 03/24 14316LAC7 2.6800 3/15/2024 101.3854 1,469,384.43 1,496,361.41 1,486,113.77 1,489,741.43CARMAX AUTO 0.55% 06/26 14317DAC4 0.5500 6/15/2026 99.9740 4,500,000.00 4,499,259.75 4,499,276.97 4,498,830.45CHASE 1.53% 01/25 161571HP2 1.5300 1/15/2025 101.8291 3,200,000.00 3,199,266.88 3,199,500.17 3,258,529.60CITIGROUP 3.093% 04/46 17320DAG3 3.0930 4/10/2046 103.2134 800,000.00 840,218.75 837,918.85 825,707.44CITIGROUP 3.552% 03/47 17322AAE2 3.5520 3/10/2047 103.7740 1,480,557.89 1,539,317.53 1,539,286.03 1,536,434.44FRESB 2017-SB27 VAR 01/22 302948AA2 2.4100 1/25/2022 100.4225 664,127.68 667,264.36 667,264.36 666,933.69FRESB 2018-SB55 VAR 07/23 30297PAE3 3.5300 7/25/2023 104.1867 700,263.88 703,598.53 703,598.53 729,581.90FANNIE MAE-ACES VAR 01/23 3136AEX69 2.3890 1/25/2023 102.0708 373,201.75 374,878.25 374,878.25 380,929.86FANNIE MAE-ACES VAR 10/21 3136ALHX2 2.6140 10/25/2021 99.9541 11,205.28 11,151.00 11,151.00 11,200.14FNMA REMICS 3% 04/42 3136ASJA5 3.0000 4/25/2042 101.6478 543,716.43 562,406.68 558,713.30 552,675.95FHLMC REMICS 3.5% 07/41 3137ANTK1 3.5000 7/15/2041 106.1651 706,539.67 750,477.59 740,221.45 750,098.69FREDDIE MAC 3.241% 09/24 3137BEVH4 3.2410 9/25/2024 107.4446 1,920,000.00 2,113,875.00 2,062,200.80 2,062,936.70FREDDIE MAC 2.183% 05/22 3137BQBY2 2.1830 5/25/2022 100.7320 377,576.84 378,048.82 377,769.11 380,340.74FREDDIE MAC VAR 11/23 3137BTU25 3.0620 11/25/2023 104.5950 3,680,000.00 3,928,687.50 3,928,687.50 3,849,095.63FREDDIE MAC 2.197% 11/23 3137BYMP2 2.1970 11/25/2023 102.7309 206,129.93 205,608.62 205,943.60 211,759.19FREDDIE MAC 2.615% 01/23 3137B04Y7 2.6150 1/25/2023 103.1328 3,140,000.00 3,246,553.13 3,235,411.36 3,238,368.66FREDDIE MAC VAR 02/23 3137B36J2 3.3200 2/25/2023 103.8283 4,700,000.00 4,906,726.56 4,906,726.56 4,879,928.69

Page 4 of 6




FREDDIE MAC VAR 05/23 3137B4GY6 3.3100 5/25/2023 104.6090 1,800,000.00 1,894,992.19 1,894,992.19 1,882,962.18FREDDIE MAC VAR 07/23 3137B4WB8 3.0600 7/25/2023 104.0741 1,100,000.00 1,152,507.81 1,152,507.81 1,144,814.88FREDDIE MAC 2.946% 07/24 3137FARE0 2.9460 7/25/2024 105.2763 3,650,000.00 3,932,589.84 3,854,360.04 3,842,583.86FIFTH THIRD 2.64% 12/23 31680YAD9 2.6400 12/15/2023 100.9636 561,863.42 561,739.92 561,801.82 567,277.54FORD CREDIT 2.24% 10/24 34532DAE7 2.2400 10/15/2024 102.3556 2,800,000.00 2,799,696.76 2,799,823.30 2,865,957.64FORD CREDIT 3.38% 03/24 34532TAE2 3.3800 3/15/2024 102.4261 4,270,000.00 4,432,960.55 4,407,058.80 4,373,594.90FORD CREDIT 0.41% 07/25 34533YAD2 0.4100 7/15/2025 100.1276 1,450,000.00 1,449,878.35 1,449,898.51 1,451,850.78SEASONED LOANS 3.5% 06/28 35564CAA5 3.5000 6/25/2028 104.2647 688,154.31 687,851.89 687,913.41 717,501.95SEASONED 1.75% 09/30 35564CGN1 1.7500 9/25/2030 101.9571 3,277,840.49 3,370,212.98 3,361,828.88 3,341,992.42SEASONED LOANS 2% 09/30 35564CGQ4 2.0000 9/25/2030 102.5589 1,176,660.67 1,212,355.33 1,210,154.54 1,206,770.00GS MORTGAGE 3.377% 05/45 36192KAT4 3.3770 5/10/2045 100.3548 668,258.34 672,461.06 672,389.25 670,629.19GS MORTGAGE 2.011% 06/46 36197XAH7 2.0110 6/10/2046 100.0000 0.05 0.05 0.05 0.05GM FINANCIAL 3.02% 05/23 36255JAD6 3.0200 5/16/2023 100.6034 411,665.39 411,569.38 411,631.06 414,149.34GM FINANCIAL 0.33% 02/25 36261RAD0 0.3300 2/20/2025 100.1210 1,350,000.00 1,349,796.15 1,349,823.59 1,351,633.37GM FINANCIAL 2.81% 12/22 38013RAD7 2.8100 12/16/2022 100.3259 107,630.57 107,616.66 107,626.63 107,981.32GM FINANCIAL 0.48% 06/26 380140AC7 0.4800 6/16/2026 100.1649 3,400,000.00 3,399,789.88 3,399,795.88 3,405,606.94GNMA 2010-117 KD 2% 06/39 38377J2S1 2.0000 6/20/2039 100.0000 0.08 0.08 0.08 0.08HYUNDAI AUTO 0.38% 01/26 44934KAC8 0.3800 1/15/2026 99.9621 5,410,000.00 5,408,806.01 5,408,837.40 5,407,947.45JOHN DEERE 0.72% 06/27 47787NAD1 0.7200 6/15/2027 100.8030 1,000,000.00 1,009,570.31 1,008,731.92 1,008,030.00JOHN DEERE 0.74% 05/28 47789QAD2 0.7400 5/15/2028 100.2337 5,260,000.00 5,259,647.58 5,259,654.58 5,272,294.72MERCEDES-BENZ 0.51% 03/27 58769KAE4 0.5100 3/15/2027 100.1300 3,605,000.00 3,604,480.88 3,604,498.63 3,609,686.14MORGAN 3.345% 12/50 61691NAB1 3.3450 12/15/2050 102.5468 1,710,000.00 1,761,270.59 1,755,494.84 1,753,549.94SANTANDER 0.33% 03/25 80287EAC9 0.3300 3/17/2025 100.1236 5,350,000.00 5,349,425.41 5,349,446.48 5,356,609.93SOUTHWEST 6.15% 08/22 84474YAA4 6.1500 2/1/2024 102.5557 1,203,707.62 1,200,698.37 1,201,779.13 1,234,470.29SYNCHRONY 3.38% 09/24 87166PAA9 3.3800 9/15/2024 100.1302 2,350,000.00 2,349,929.50 2,349,961.84 2,353,059.47TOYOTA AUTO 3.02% 12/22 89231AAD3 3.0200 12/15/2022 100.5209 585,890.07 585,785.84 585,858.47 588,941.91TOYOTA AUTO 0.44% 10/24 89237VAB5 0.4400 10/15/2024 100.2390 1,985,000.00 1,984,847.16 1,984,887.86 1,989,744.35TOYOTA AUTO 3% 05/24 89239AAE3 3.0000 5/15/2024 103.2890 2,600,000.00 2,599,897.04 2,599,945.72 2,685,514.26TOYOTA AUTO 0.26% 05/25 89240BAC2 0.2600 5/15/2025 100.0003 3,900,000.00 3,899,276.16 3,899,373.22 3,900,011.70UBS COMMERCIAL 3.4% 05/45 90269GAC5 3.4000 5/10/2045 100.4199 4,190,013.68 4,257,625.71 4,255,615.61 4,207,608.80UBS-BARCLAY 2.7919% 12/45 90270RBD5 2.7919 12/10/2045 100.7640 1,800,000.00 1,761,257.81 1,765,454.21 1,813,752.36VERIZON OWNER 2.93% 09/23 92347YAA2 2.9300 9/20/2023 101.0121 1,114,982.95 1,114,759.95 1,114,881.88 1,126,267.25VERIZON OWNER 0.41% 04/25 92348CAA9 0.4100 4/21/2025 100.2468 3,762,000.00 3,761,389.43 3,761,503.76 3,771,285.37VERIZON MASTER 0.5% 05/27 92348KAA1 0.5000 5/20/2027 100.1719 5,180,000.00 5,179,619.79 5,179,637.81 5,188,906.49VERIZON OWNER 3.23% 04/23 92348XAA3 3.2300 4/20/2023 100.5600 242,593.51 242,589.72 242,591.81 243,952.06VERIZON OWNER 2.33% 12/23 92349GAA9 2.3300 12/20/2023 101.0262 3,256,837.49 3,258,317.51 3,257,759.78 3,290,257.85VOLKSWAGEN 3.02% 11/22 92868LAD3 3.0200 11/21/2022 100.3880 151,370.48 151,348.63 151,364.28 151,957.80VOLKSWAGEN 0.39% 01/24 92868VAC3 0.3900 1/22/2024 100.2215 1,800,000.00 1,799,660.70 1,799,742.47 1,803,986.28VOLKSWAGEN 3.25% 04/23 92869BAD4 3.2500 4/20/2023 100.7551 462,920.52 462,901.07 462,913.04 466,415.99WFRBS 2.87% 11/45 92930RBB7 2.8700 11/15/2045 101.7502 4,556,868.35 4,688,590.33 4,686,349.16 4,636,624.03WFRBS 3.44% 04/45 92936QAG3 3.4400 4/15/2045 100.2009 467,528.00 473,335.09 473,018.85 468,467.03WFRBS 3.522% 03/47 96221TAF4 3.5220 3/15/2047 102.9053 630,909.35 665,412.21 660,584.96 649,239.47WORLD OMNI 1.95% 02/23 98161TAD7 1.9500 2/15/2023 100.1974 91,766.18 91,742.52 91,759.86 91,947.37WORLD OMNI 2.87% 07/23 98162QAC4 2.8700 7/17/2023 100.5714 548,564.39 548,511.46 548,545.27 551,698.72

Page 5 of 6




WORLD OMNI 2.64% 06/25 98162VAE9 2.6400 6/16/2025 102.9327 1,350,000.00 1,349,978.81 1,349,987.29 1,389,590.78WORLD OMNI 3.13% 11/23 98163EAD8 3.1300 11/15/2023 101.0023 969,197.80 986,953.82 979,754.98 978,911.88WORLD OMNI 0.5% 11/26 98163JAD7 0.5000 11/16/2026 100.0960 5,945,000.00 5,944,060.69 5,944,084.69 5,950,708.98WORLD OMNI 0.3% 01/26 98164EAC9 0.3000 1/15/2026 99.9769 5,000,000.00 4,999,659.50 4,999,699.40 4,998,844.50

182,391,830.57 184,530,764.79 184,276,456.80 184,832,279.55 T-Note

UNITED 0.25% 03/24 91282CBR1 0.2500 3/15/2024 99.8398 515,000.00 513,953.91 513,953.91 514,175.20UNITED 0.25% 05/24 91282CCC3 0.2500 5/15/2024 99.7305 49,220,000.00 49,055,865.18 49,055,865.18 49,087,336.84UNITED 0.125% 05/23 91282CCD1 0.1250 5/31/2023 99.9141 140,445,000.00 140,207,832.04 140,207,832.04 140,324,304.38UNITED STATES 2% 05/24 912828XT2 2.0000 5/31/2024 104.5039 130,000.00 130,878.52 130,878.52 135,855.08

190,310,000.00 189,908,529.65 189,908,529.65 190,061,671.50 Totals $682,932,936.14 $693,241,536.21 $691,675,824.63 $694,367,857.94

Page 6 of 6




Corporate BondAT&T INC 4.125% 02/26 00206RCT7 4.1250 2/17/2026 111.9570 6,125,000.00 7,021,353.96 6,916,293.48 6,857,365.03AT&T INC 4.3% 02/30 00206RGQ9 4.3000 2/15/2030 116.3418 1,950,000.00 2,230,741.65 2,212,381.34 2,268,664.50AT&T INC 4.35% 03/29 00206RHJ4 4.3500 3/1/2029 115.9509 215,000.00 213,942.20 214,211.20 249,294.43AT&T INC 3.875% 01/26 00206RHT2 3.8750 1/15/2026 111.0383 145,000.00 147,062.97 146,365.44 161,005.59AT&T INC 2.95% 07/26 00206RHV7 2.9500 7/15/2026 107.8281 145,000.00 139,094.10 140,955.05 156,350.74AT&T INC 2.75% 06/31 00206RJY9 2.7500 6/1/2031 104.7892 685,000.00 729,477.05 726,515.41 717,806.34ABBVIE INC 3.6% 05/25 00287YAQ2 3.6000 5/14/2025 108.7025 525,000.00 552,478.50 543,675.16 570,687.94ABBVIE INC 4.25% 11/28 00287YBF5 4.2500 11/14/2028 115.9103 2,170,000.00 2,493,741.45 2,456,628.34 2,515,253.84AIR PRODUCTS 1.85% 05/27 009158AY2 1.8500 5/15/2027 103.6138 205,000.00 204,797.05 204,836.41 212,408.30AIR PRODUCTS 1.5% 10/25 009158BB1 1.5000 10/15/2025 102.5619 1,140,000.00 1,161,866.45 1,159,118.34 1,169,206.06ALABAMA 2.45% 03/22 010392FQ6 2.4500 3/30/2022 101.0764 645,000.00 638,973.30 644,083.35 651,942.69ALIBABA GROUP 3.4% 12/27 01609WAT9 3.4000 12/6/2027 108.9050 2,493,000.00 2,666,771.22 2,653,047.69 2,715,001.92ALPHABET INC 0.8% 08/27 02079KAJ6 0.8000 8/15/2027 97.7301 960,000.00 948,976.80 949,593.98 938,209.32AMAZON.COM 0.8% 06/25 023135BQ8 0.8000 6/3/2025 100.2634 3,900,000.00 3,911,856.65 3,910,717.28 3,910,274.12AMEREN 3.25% 03/25 02361DAP5 3.2500 3/1/2025 107.5609 625,000.00 624,643.75 624,878.69 672,255.34AMERICAN 1% 11/25 025537AR2 1.0000 11/1/2025 99.4975 2,705,000.00 2,691,991.10 2,692,949.11 2,691,407.92AMERICAN 3.7% 11/21 025816BY4 3.7000 11/5/2021 100.3252 1,180,000.00 1,206,421.05 1,184,537.97 1,183,837.21AMERICAN 4.2% 11/25 025816CA5 4.2000 11/6/2025 113.4431 1,055,000.00 1,175,969.20 1,166,709.41 1,196,824.73AMGEN INC 2.2% 02/27 031162CT5 2.2000 2/21/2027 104.2231 1,545,000.00 1,618,242.10 1,611,211.26 1,610,247.64AMGEN INC 2.45% 02/30 031162CU2 2.4500 2/21/2030 103.3813 440,000.00 439,846.00 439,868.44 454,877.69ANHEUSER-BUSCH 4% 04/28 035240AL4 4.0000 4/13/2028 113.8204 1,210,000.00 1,363,807.97 1,352,180.95 1,377,226.90ANHEUSER-BUSC 3.65% 02/26 035242AP1 3.6500 2/1/2026 110.4111 550,000.00 537,084.93 542,126.54 607,261.22ANTHEM INC 3.65% 12/27 036752AB9 3.6500 12/1/2027 111.9206 175,000.00 173,407.64 173,897.62 195,860.98ANTHEM INC 2.875% 09/29 036752AL7 2.8750 9/15/2029 106.7263 1,165,000.00 1,239,909.70 1,236,343.17 1,243,361.43ANTHEM INC 1.5% 03/26 036752AR4 1.5000 3/15/2026 101.6289 1,295,000.00 1,291,594.15 1,291,923.37 1,316,094.67APPALACHIAN 3.3% 06/27 037735CW5 3.3000 6/1/2027 108.9316 505,000.00 509,251.75 509,187.51 550,104.53APPLE INC 3.25% 02/26 037833BY5 3.2500 2/23/2026 109.5251 400,000.00 390,440.00 394,396.94 438,100.47APPLE INC 1.8% 09/24 037833DM9 1.8000 9/11/2024 103.6463 2,000,000.00 2,005,200.00 2,003,533.67 2,072,926.02APPLE INC 1.125% 05/25 037833DT4 1.1250 5/11/2025 101.1743 6,150,000.00 6,209,491.35 6,205,506.28 6,222,221.91APPLE INC 0.7% 02/26 037833EB2 0.7000 2/8/2026 99.4289 1,070,000.00 1,067,592.50 1,067,870.22 1,063,889.41APPLE INC 1.2% 02/28 037833EC0 1.2000 2/8/2028 98.9652 1,070,000.00 1,067,421.30 1,067,635.42 1,058,927.49ARCHER-DANIEL 3.25% 03/30 039482AB0 3.2500 3/27/2030 111.3501 782,000.00 833,081.78 826,458.73 870,757.79ASTRAZENECA 1.75% 05/28 04636NAE3 1.7500 5/28/2028 101.5685 1,125,000.00 1,123,087.50 1,123,161.00 1,142,645.91BAT CAPITAL 2.259% 03/28 05526DBR5 2.2590 3/25/2028 100.4823 470,000.00 470,000.00 470,000.00 472,266.76BAT 1.668% 03/26 05530QAN0 1.6680 3/25/2026 100.5789 490,000.00 490,000.00 490,000.00 492,836.70TRUIST 2.5% 08/24 05531FBH5 2.5000 8/1/2024 105.3714 1,145,000.00 1,157,449.72 1,153,109.57 1,206,502.50BANK OF VAR 04/28 06051GGL7 3.7050 4/24/2028 110.8443 740,000.00 725,474.38 730,158.52 820,247.48BANK OF VAR 07/24 06051GHL6 3.8640 7/23/2024 106.0008 1,784,000.00 1,845,752.60 1,826,762.72 1,891,053.88BANK OF VAR 07/30 06051GHV4 3.1940 7/23/2030 108.2295 3,035,000.00 3,189,736.55 3,178,876.68 3,284,766.51BANK OF VAR 06/26 06051GJD2 1.3190 6/19/2026 100.3327 2,650,000.00 2,652,969.25 2,652,855.15 2,658,815.68BANK OF VAR 07/31 06051GJF7 1.8980 7/23/2031 97.9474 525,000.00 525,000.00 525,000.00 514,223.97BANK OF VAR 10/26 06051GJK6 1.1970 10/24/2026 99.5820 2,430,000.00 2,430,000.00 2,430,000.00 2,419,843.16BANK OF VAR 03/27 06051GJQ3 1.6580 3/11/2027 101.0982 1,495,000.00 1,495,000.00 1,495,000.00 1,511,418.09

Page 1 of 12