NPORT-P false 0000202032 XXXXXXXX S000027862 C000084606 C000217950 C000188964 C000084605 C000084602 C000084604 AIM Growth Series (Invesco Growth Series) 811-02699 0000202032 EHBZ0YMC2UFRMDIU6731 11 Greenway Plaza Suite 1000 Houston 77046-1173 800-959-4246 Invesco Quality Income Fund S000027862 Z5XM6FHQ2ZGIRVHR7B13 2026-12-31 2026-03-31 N 653183649.22 152545484.56 500638164.66 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 130781533.88000000 0.00000000 0.00000000 1778687.29000000 USD N Bloomberg Barclays U.S. MBS Index 100% BB-US MBS Government National Mortgage Association 549300M8ZYFG0OCMTT87 38377YX47 416908.25000000 PA USD 428713.51000000 0.085633405573 Long ABS-APCP USGA US N 2 2039-01-20 Variable 5.87407000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31414UJU3 206479.60000000 PA USD 209028.51000000 0.041752412172 Long ABS-MBS USGSE US N 2 2038-04-01 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202WX95 469.45000000 PA USD 478.78000000 0.000095633939 Long ABS-MBS USGA US N 2 2033-06-15 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36225A5Z9 20.16000000 PA USD 20.38000000 0.000004070804 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DVC3 6208457.52000000 PA USD 5279806.07000000 1.054615177727 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.50000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31392BJ98 45718.22000000 PA USD 4347.92000000 0.000868475539 Long ABS-APCP USGSE US N 2 2032-03-25 Floating 4.32362000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31417GAT3 753547.28000000 PA USD 690570.56000000 0.137938057612 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.00000000 N N N N N N GSR Mortgage Loan Trust N/A 36242DLF8 121077.45000000 PA USD 114397.24000000 0.022850283513 Long ABS-MBS CORP US N 2 2034-12-25 Variable 1.45613000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 3136ACAP6 234600.67000000 PA USD 3417.99000000 0.000682726616 Long ABS-APCP USGSE US N 2 2028-02-25 Fixed 3.00000000 N N N N N N N/A N/A N/A 19.00000000 NC USD -48715.81000000 -0.00973074236 N/A DIR N/A N 1 Board of Trade of the City of Chicago, Inc. 549300EX04Q2QBFQTQ27 Long U.S. Treasury Notes/Bonds U.S. Treasury Notes/Bonds 2026-06-18 2212340.81000000 USD -48715.81000000 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31412MPQ5 657.96000000 PA USD 681.31000000 0.000136088306 Long ABS-MBS USGSE US N 2 2038-04-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31405V4M6 343.91000000 PA USD 346.78000000 0.000069267591 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31380RHF5 14542.54000000 PA USD 15039.44000000 0.003004053838 Long ABS-MBS USGSE US N 2 2028-10-01 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31410GLY7 142697.68000000 PA USD 149641.78000000 0.029890206253 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31371KF97 68.62000000 PA USD 71.69000000 0.000014319723 Long ABS-MBS USGSE US N 2 2031-12-01 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138XTAS4 635238.90000000 PA USD 613167.04000000 0.122477086902 Long ABS-MBS USGSE US N 2 2044-06-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31371GN63 856.47000000 PA USD 885.69000000 0.000176912201 Long ABS-MBS USGSE US N 2 2028-04-01 Fixed 6.50000000 N N N N N N Australia & New Zealand Banking Group Ltd. JHE42UYNWWTJB8YTTU19 05253MZZ0 6000000.00000000 PA USD 6000159.72000000 1.198502260424 Long DBT CORP AU N 2 2026-09-25 Floating 3.93000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31409EGT2 20930.23000000 PA USD 21610.25000000 0.004316540672 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 5.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133ARDX0 3207273.60000000 PA USD 2753568.41000000 0.550011685958 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.50000000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 3137B26D7 45734.09000000 PA USD 811.03000000 0.000161999235 Long ABS-APCP USGSE US N 2 2028-05-15 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36207VWA0 67.80000000 PA USD 68.38000000 0.000013658567 Long ABS-MBS USGA US N 2 2028-01-15 Fixed 7.00000000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 31394YF74 69.84000000 PA USD 0.21000000 0.000000041946 Long ABS-APCP USGSE US N 2 2026-07-15 Floating 3.86300000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378CE94 581304.00000000 PA USD 583005.36000000 0.116452440336 Long ABS-APCP USGA US N 2 2041-07-20 Variable 4.52823000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31404MUP1 14903.44000000 PA USD 15655.91000000 0.003127190674 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 7.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31385HQ88 3679.56000000 PA USD 3805.56000000 0.000760141808 Long ABS-MBS USGSE US N 2 2030-05-01 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31405RLZ7 47684.54000000 PA USD 47944.53000000 0.009576682998 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31414CK72 1592.90000000 PA USD 1646.81000000 0.000328942161 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 6.00000000 N N N N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 3136FCQE9 90378.78000000 PA USD 11750.94000000 0.002347192209 Long ABS-APCP USGSE US N 2 2035-06-25 Fixed 5.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31307TDS7 150345.58000000 PA USD 146357.08000000 0.029234103656 Long ABS-MBS USGSE US N 2 2032-02-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31380EJH8 597.60000000 PA USD 619.70000000 0.000123782013 Long ABS-MBS USGSE US N 2 2028-08-01 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31383LTC9 3874.60000000 PA USD 4006.84000000 0.000800346494 Long ABS-MBS USGSE US N 2 2029-07-01 Fixed 6.50000000 N N N N N N JP Morgan Trust N/A 46644MAS5 453463.95000000 PA USD 426072.32000000 0.085105840919 Long ABS-MBS CORP US N 2 2045-05-25 Variable 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36209JEL1 12337.85000000 PA USD 12510.57000000 0.002498924549 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 7.50000000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 31393VKX8 200466.96000000 PA USD 197015.08000000 0.039352788881 Long ABS-APCP USGSE US N 2 2032-05-15 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140M0BG0 3540184.29000000 PA USD 3039829.41000000 0.607190906443 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31403C6L0 176063.00000000 PA USD 177810.94000000 0.035516856794 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EGQ31 205436.98000000 PA USD 207125.88000000 0.041372371229 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 5.45000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31283HB20 6042.34000000 PA USD 6255.36000000 0.001249477255 Long ABS-MBS USGSE US N 2 2028-07-01 Fixed 6.50000000 N N N N N N GS Mortgage-Backed Securities Trust 2549005U12N6A8G3H936 36277LAA1 1328030.23000000 PA USD 1317410.90000000 0.263146318638 Long ABS-MBS CORP US N 2 2056-05-25 Variable 4.89900000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 3137ADPN1 1173.90000000 PA USD 1170.80000000 0.000233861515 Long ABS-APCP USGSE US N 2 2026-07-15 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380HQY1 488791.43000000 PA USD 57467.94000000 0.011478937096 Long ABS-APCP USGA US N 2 2047-10-16 Floating 2.41300000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 31397BZ79 326503.20000000 PA USD 325246.10000000 0.064966301604 Long ABS-APCP USGSE US N 2 2036-10-15 Floating 4.33700000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31378CTK8 42.83000000 PA USD 44.29000000 0.000008846708 Long ABS-MBS USGSE US N 2 2027-05-01 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36206NU52 33.47000000 PA USD 33.45000000 0.000006681472 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.00000000 N N N N N N Freddie Mac Multifamily Structured Pass-Through Ctfs. S6XOOCT0IEG5ABCC6L87 3137FMCT7 12093543.60000000 PA USD 294706.35000000 0.058866137422 Long ABS-APCP USGSE US N 2 2029-05-25 Variable 0.93799600 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31403RFD5 11163.20000000 PA USD 11728.98000000 0.002342805808 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 7.00000000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 3137AUFY0 19736.14000000 PA USD 81.21000000 0.000016221296 Long ABS-APCP USGSE US N 2 2027-09-15 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36209BE20 387.22000000 PA USD 390.32000000 0.000077964491 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36209AEY2 677.17000000 PA USD 700.82000000 0.000139985332 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31371GVE7 99.63000000 PA USD 103.03000000 0.000020579733 Long ABS-MBS USGSE US N 2 2028-07-01 Fixed 6.50000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 3136BFCF8 5494475.58000000 PA USD 763877.71000000 0.152580798653 Long ABS-APCP USGSE US N 2 2051-03-25 Fixed 2.00000000 N N N N N N Citigroup Mortgage Loan Trust N/A 17307G6L7 5247.59000000 PA USD 5178.83000000 0.001034445706 Long ABS-MBS CORP US N 2 2036-03-25 Variable 2.55654000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128M4AH6 46783.36000000 PA USD 48362.74000000 0.009660218380 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 5.50000000 N N N N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 3136FAXK1 174015.61000000 PA USD 18150.38000000 0.003625448733 Long ABS-APCP USGSE US N 2 2033-02-25 Fixed 6.00000000 N N N N N N Chase Mortgage Finance Trust N/A 16163LAD4 112274.38000000 PA USD 113169.49000000 0.022605046516 Long ABS-MBS CORP US N 2 2035-06-25 Variable 6.15191100 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36207KAH3 165.57000000 PA USD 169.82000000 0.000033920706 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 6.50000000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 31339LHR4 5501.00000000 PA USD 5506.82000000 0.001099960088 Long ABS-APCP USGSE US N 2 2029-01-15 Floating 4.38700000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31390MJW5 32245.37000000 PA USD 33873.19000000 0.006766002352 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 7.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J9C25 1702200.27000000 PA USD 1633651.68000000 0.326313852063 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31405V4N4 4612.33000000 PA USD 4661.50000000 0.000931111594 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 5.50000000 N N N N N N Freddie Mac STRIPS S6XOOCT0IEG5ABCC6L87 31282YC80 155481.16000000 PA USD 18934.31000000 0.003782034877 Long ABS-APCP USGSE US N 2 2031-06-15 Fixed 8.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EQKK7 2051968.46000000 PA USD 1953572.65000000 0.390216485258 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31368HKY8 15445.73000000 PA USD 15760.24000000 0.003148030076 Long ABS-MBS USGSE US N 2 2030-06-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31387KFT5 796.38000000 PA USD 823.64000000 0.000164518020 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31403DQG7 172074.64000000 PA USD 173356.97000000 0.034627198291 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 5.00000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 3136AXEG6 2224713.90000000 PA USD 2194644.44000000 0.438369384301 Long ABS-APCP USGSE US N 2 2045-07-25 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36208QSB3 29.68000000 PA USD 30.60000000 0.000006112198 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 6.00000000 N N N N N N Uniform Mortgage-Backed Securities N/A 01F022642 -1783000.00000000 PA USD -1499391.56000000 -0.29949605640 Short ABS-MBS USGSE US N 2 2056-04-01 Fixed 2.50000000 N N N N N N Vendee Mortgage Trust N/A 911760RC2 1045002.03000000 PA USD 10.45000000 0.000002087335 Long ABS-APCP USGSE US N 2 2031-10-15 Variable 0.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38377VGZ3 505714.07000000 PA USD 30508.11000000 0.006093844247 Long ABS-APCP USGA US N 2 2041-04-16 Floating 2.86300000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31394CXB3 430444.24000000 PA USD 34782.95000000 0.006947722418 Long ABS-APCP USGSE US N 2 2035-03-25 Floating 2.27362000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140M2EC2 4875504.86000000 PA USD 4013364.36000000 0.801649702979 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.00000000 N N N N N N Freddie Mac STRIPS S6XOOCT0IEG5ABCC6L87 31325UP42 13181.20000000 PA USD 227.89000000 0.000045519901 Long ABS-APCP USGSE US N 2 2027-12-15 Variable 3.14993000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31403DCQ0 173398.72000000 PA USD 182184.62000000 0.036390477766 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 7.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31410GYN7 121536.81000000 PA USD 122537.19000000 0.024476198310 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36211C4C3 3499.45000000 PA USD 3571.09000000 0.000713307584 Long ABS-MBS USGA US N 2 2029-08-15 Fixed 7.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140K3DN9 2965906.92000000 PA USD 2845770.55000000 0.568428607901 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 4.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 312940ZC6 398836.91000000 PA USD 403801.86000000 0.080657426561 Long ABS-MBS USGSE US N 2 2040-06-01 Fixed 5.00000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 3136BKWM0 17539850.10000000 PA USD 2329811.27000000 0.465368290805 Long ABS-APCP USGSE US N 2 2049-08-25 Fixed 2.50000000 N N N N N N Bank of Nova Scotia L3I9ZG2KFGXZ61BMYR72 06418NHS4 3000000.00000000 PA USD 3001200.00000000 0.599474872643 Long DBT CORP CA N 2 2026-07-22 Floating 3.96000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31412XFC3 18745.88000000 PA USD 19200.95000000 0.003835294900 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 5.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128M7V29 238897.10000000 PA USD 241870.14000000 0.048312365511 Long ABS-MBS USGSE US N 2 2039-11-01 Fixed 5.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132QSYT9 1971815.81000000 PA USD 1854393.53000000 0.370405946030 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 3.50000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31394EG51 45978.45000000 PA USD 45794.47000000 0.009147219136 Long ABS-APCP USGSE US N 2 2035-08-25 Floating 4.12638000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EGCJ1 29400.68000000 PA USD 29364.76000000 0.005865465734 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 5.63000000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 31393F7B6 45123.78000000 PA USD 45104.17000000 0.009009335121 Long ABS-APCP USGSE US N 2 2032-02-15 Floating 4.28700000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31394EGR3 1520.84000000 PA USD 18.08000000 0.000003611390 Long ABS-APCP USGSE US N 2 2031-10-25 Fixed 0.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138AUFS1 1201178.80000000 PA USD 1160014.25000000 0.231707115414 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 4.00000000 N N N N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 3136FCWD4 112799.52000000 PA USD 14781.57000000 0.002952545579 Long ABS-APCP USGSE US N 2 2035-08-25 Fixed 6.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31287PHP1 12331.85000000 PA USD 12863.28000000 0.002569376629 Long ABS-MBS USGSE US N 2 2032-02-01 Fixed 7.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138X3XR8 4482044.83000000 PA USD 4336016.45000000 0.866097863902 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 4.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133BEVJ9 3814958.14000000 PA USD 3716033.83000000 0.742259398566 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31411UPJ4 7400.94000000 PA USD 7631.15000000 0.001524284510 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 5.50000000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 3133TT4B4 143765.38000000 PA USD 145514.16000000 0.029065734550 Long ABS-APCP USGSE US N 2 2031-05-15 Fixed 6.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31296XJA4 9501.26000000 PA USD 9837.13000000 0.001964918117 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 6.50000000 N N N N N N Fannie Mae Connecticut Avenue Securities N/A 20755AAC6 5550000.00000000 PA USD 5737857.51000000 1.146108689875 Long ABS-MBS USGSE US N 2 2043-01-25 Floating 7.01190000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DM2Y0 6648141.24000000 PA USD 5460869.97000000 1.090781797210 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36200NYP0 269.96000000 PA USD 277.48000000 0.000055425259 Long ABS-MBS USGA US N 2 2034-07-15 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31405LAT6 6935.16000000 PA USD 6972.83000000 0.001392788343 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31405D3R6 2475.83000000 PA USD 2600.77000000 0.000519490958 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36200KEY9 1820.08000000 PA USD 1835.34000000 0.000366600097 Long ABS-MBS USGA US N 2 2034-04-15 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31380MBN5 279.99000000 PA USD 289.54000000 0.000057834184 Long ABS-MBS USGSE US N 2 2028-09-01 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140E0EK7 1380300.19000000 PA USD 1254193.22000000 0.250518899383 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31404G2G5 140026.10000000 PA USD 140832.62000000 0.028130620064 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H050649 16067000.00000000 PA USD 15914953.48000000 3.178933330184 Long ABS-MBS USGA US N 2 2056-04-01 Fixed 5.00000000 N N N N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 3136FAKM1 284420.08000000 PA USD 30251.53000000 0.006042593660 Long ABS-APCP USGSE US N 2 2032-04-25 Fixed 6.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128M66Y9 362261.94000000 PA USD 366014.24000000 0.073109536155 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140JKBW5 1269913.45000000 PA USD 1214885.04000000 0.242667284629 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31403GDU3 966.27000000 PA USD 985.39000000 0.000196826784 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31374GB89 7265.07000000 PA USD 7276.92000000 0.001453528818 Long ABS-MBS USGSE US N 2 2027-02-01 Fixed 7.50000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31394FD93 153732.56000000 PA USD 153111.79000000 0.030583323607 Long ABS-APCP USGSE US N 2 2035-10-25 Floating 4.12638000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31415PFB9 145711.75000000 PA USD 150342.81000000 0.030030233532 Long ABS-MBS USGSE US N 2 2038-07-01 Fixed 6.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133A0BR4 1095124.94000000 PA USD 1081308.09000000 0.215985948800 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 4.50000000 N N N N N N Citigroup Mortgage Loan Trust N/A 17307GW79 316679.74000000 PA USD 324214.06000000 0.064760156713 Long ABS-MBS CORP US N 2 2035-10-25 Floating 6.48000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31392F7G6 78172.10000000 PA USD 7069.31000000 0.001412059746 Long ABS-APCP USGSE US N 2 2032-12-18 Floating 4.31400000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31409TRM2 637.14000000 PA USD 662.19000000 0.000132269180 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 6.00000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31392HRF2 49089.73000000 PA USD 6037.49000000 0.001205958799 Long ABS-APCP USGSE US N 2 2033-02-25 Floating 4.47362000 N N N N N N Uniform Mortgage-Backed Securities N/A 01F040446 776000.00000000 PA USD 757971.68000000 0.151401098339 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 4.00000000 N N N N N N Vendee Mortgage Trust N/A 911760NG7 1444854.83000000 PA USD 14.52000000 0.000002900298 Long ABS-APCP USGSE US N 2 2029-10-15 Variable 0.00000000 N N N N N N N/A N/A N/A -10.00000000 NC USD 17639.55000000 0.003523412964 N/A DIR N/A N 1 Board of Trade of the City of Chicago, Inc. 549300EX04Q2QBFQTQ27 Short U.S. Treasury Notes/Bonds U.S. Treasury Notes/Bonds 2026-06-18 1128108.30000000 USD 17639.55000000 N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132WJQX2 6425385.61000000 PA USD 6021886.56000000 1.202842089374 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.50000000 N N N N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 3136FAZ94 106710.26000000 PA USD 12965.00000000 0.002589694696 Long ABS-APCP USGSE US N 2 2033-11-25 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31371HLU0 533.58000000 PA USD 551.85000000 0.000110229311 Long ABS-MBS USGSE US N 2 2029-05-01 Fixed 6.50000000 N N N N N N BRAVO Residential Funding Trust 254900XRZJZN8JGL1235 10570CAG7 763101.84000000 PA USD 757392.39000000 0.151285388023 Long ABS-MBS CORP US N 2 2065-12-25 Variable 5.20500000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31392EHB9 28504.48000000 PA USD 2501.62000000 0.000499686235 Long ABS-APCP USGSE US N 2 2032-09-25 Floating 4.22362000 N N N N N N Freddie Mac STRIPS S6XOOCT0IEG5ABCC6L87 3128CVVZ4 75943.20000000 PA USD 69525.41000000 0.013887357158 Long ABS-APCP USGSE US N 2 2032-03-01 None 0.00000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31392ERQ5 49509.22000000 PA USD 4915.38000000 0.000981822870 Long ABS-APCP USGSE US N 2 2032-07-25 Floating 4.22362000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31390HJF3 336.04000000 PA USD 350.51000000 0.000070012640 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36290SEP2 700.87000000 PA USD 708.07000000 0.000141433484 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128ME5M9 1845996.59000000 PA USD 1802983.69000000 0.360137084479 Long ABS-MBS USGSE US N 2 2032-02-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H060648 9322000.00000000 PA USD 9480123.96000000 1.893607924685 Long ABS-MBS USGA US N 2 2056-04-01 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36210PWH3 221.02000000 PA USD 225.08000000 0.000044958617 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.00000000 N N N N N N J.P. Morgan Mortgage Trust N/A 466247LP6 169691.81000000 PA USD 164322.66000000 0.032822639502 Long ABS-MBS CORP US N 2 2035-02-25 Variable 5.29267000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QCT22 2086273.19000000 PA USD 2009316.31000000 0.401351005943 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 3.00000000 N N N N N N Banc of America Funding Trust N/A 058927AA2 125006.70000000 PA USD 120211.31000000 0.024011615271 Long ABS-MBS CORP US N 2 2036-02-20 Variable 5.48991300 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 3136A1DA0 2154.81000000 PA USD 2142.47000000 0.000427947797 Long ABS-APCP USGSE US N 2 2026-10-25 Fixed 2.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132XCSE6 1725797.36000000 PA USD 1658396.45000000 0.331256497619 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 4.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31335PMX0 293313.85000000 PA USD 295508.41000000 0.059026344945 Long ABS-MBS USGSE US N 2 2039-01-20 Fixed 5.80000000 N N N N N N Vendee Mortgage Trust N/A 911760RZ1 2928006.78000000 PA USD 31.33000000 0.000006258012 Long ABS-APCP USGSE US N 2 2032-01-15 Variable 0.00288300 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138E4MG3 566493.40000000 PA USD 547011.97000000 0.109262938507 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 4.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31335PMW2 441630.12000000 PA USD 444412.88000000 0.088769277168 Long ABS-MBS USGSE US N 2 2038-10-17 Fixed 5.35000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31395DUU1 34328.20000000 PA USD 40357.31000000 0.008061173288 Long ABS-APCP USGSE US N 2 2036-06-25 Floating 10.35327400 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31374GWP8 256.51000000 PA USD 265.24000000 0.000052980379 Long ABS-MBS USGSE US N 2 2028-01-01 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380P4N1 7361696.90000000 PA USD 5528707.25000000 1.104331958742 Long ABS-APCP USGA US N 2 2062-04-16 Fixed 1.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140F5PA5 519500.72000000 PA USD 499703.37000000 0.099813279384 Long ABS-MBS USGSE US N 2 2046-04-01 Fixed 4.00000000 N N N N N N Credit Agricole Corporate and Investment Bank 254900BN8XS34XZDJ223 22532XF52 6000000.00000000 PA USD 6004038.00000000 1.199276927694 Long DBT CORP FR N 2 2026-08-28 Floating 3.97000000 N N N N N N OBX 2026-R1 Trust 254900URJ5A8AOLJDR76 67124AAE7 4767151.33000000 PA USD 4726886.06000000 0.944172137417 Long ABS-MBS CORP US N 2 2063-01-25 Variable 5.28800000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140L85E6 5371549.02000000 PA USD 4764954.38000000 0.951776096262 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31403C7D7 573734.61000000 PA USD 583909.73000000 0.116633083775 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 5.50000000 N N N N N N Citigroup Mortgage Loan Trust 549300R1KUK063S4I339 17307GLB2 20063.33000000 PA USD 19140.69000000 0.003823258263 Long ABS-MBS CORP US N 2 2034-08-25 Variable 6.53143200 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 31398LPG7 108266.03000000 PA USD 9149.50000000 0.001827567422 Long ABS-APCP USGSE US N 2 2039-12-15 Floating 2.46300000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KHQ66 437164.82000000 PA USD 412387.84000000 0.082372433647 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31414GS34 849.44000000 PA USD 881.23000000 0.000176021338 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EBS8 4088471.69000000 PA USD 3463690.21000000 0.691855007169 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133A0TY0 2641972.30000000 PA USD 2381918.03000000 0.475776358683 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31405YVE8 57451.40000000 PA USD 58432.41000000 0.011671585213 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 5.50000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31392EF88 47113.80000000 PA USD 47617.90000000 0.009511440269 Long ABS-APCP USGSE US N 2 2032-07-25 Floating 4.77638000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36209ASX9 576.72000000 PA USD 581.32000000 0.000116115798 Long ABS-MBS USGA US N 2 2028-02-15 Fixed 7.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31385XEE3 250.33000000 PA USD 258.96000000 0.000051725980 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 6.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KHDE3 1451168.16000000 PA USD 1300789.35000000 0.259826246143 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31381CV61 30.19000000 PA USD 30.09000000 0.000006010328 Long ABS-MBS USGSE US N 2 2029-01-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31371HQX9 19466.60000000 PA USD 20134.37000000 0.004021740934 Long ABS-MBS USGSE US N 2 2029-07-01 Fixed 6.50000000 N N N N N N Zaxby's Funding LLC N/A 98920MAA0 2769500.00000000 PA USD 2630582.16000000 0.525445790131 Long ABS-O CORP US N 2 2051-07-30 Fixed 3.23800000 N N N N N N Freddie Mac Whole Loan Securities Trust N/A 3137G1AK3 168400.84000000 PA USD 147762.63000000 0.029514855324 Long ABS-O USGSE US N 2 2045-09-25 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31416B4J4 10832.41000000 PA USD 11368.93000000 0.002270887599 Long ABS-MBS USGSE US N 2 2038-12-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31385HQN5 75387.88000000 PA USD 76875.57000000 0.015355515305 Long ABS-MBS USGSE US N 2 2029-12-01 Fixed 6.00000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 3136A4HF9 92729.59000000 PA USD 91812.56000000 0.018339105262 Long ABS-APCP USGSE US N 2 2042-03-25 Floating 4.17638000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31393BZV0 82569.10000000 PA USD 8902.20000000 0.001778170468 Long ABS-APCP USGSE US N 2 2033-05-25 Fixed 7.00000000 N N N N N N CD Mortgage Trust N/A 125039AG2 5342093.76000000 PA USD 51541.59000000 0.010295177962 Long ABS-MBS CORP US N 2 2050-11-13 Variable 0.87087400 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31404EGK6 5469.22000000 PA USD 5658.76000000 0.001130309353 Long ABS-MBS USGSE US N 2 2031-02-01 Fixed 6.50000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31392EGP9 50338.43000000 PA USD 4397.98000000 0.000878474776 Long ABS-APCP USGSE US N 2 2032-09-25 Floating 4.22362000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KQDB9 9865582.74000000 PA USD 10109054.47000000 2.019233686841 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X55Y5 3782746.11000000 PA USD 3619700.37000000 0.723017265864 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 4.00000000 N N N N N N Chase Mortgage Finance Corp. N/A 16164AAE5 1060023.79000000 PA USD 979909.84000000 0.195732149318 Long ABS-MBS CORP US N 2 2045-12-25 Variable 3.75000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381WQG6 230276.63000000 PA USD 236896.67000000 0.047318939450 Long ABS-APCP USGA US N 2 2033-11-20 Variable 6.87580000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 3137ARKB1 84193.05000000 PA USD 980.60000000 0.000195870005 Long ABS-APCP USGSE US N 2 2027-06-15 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31379PZT2 2179.85000000 PA USD 2222.59000000 0.000443951371 Long ABS-MBS USGSE US N 2 2028-05-01 Fixed 6.00000000 N N N N N N Merrill Lynch Mortgage Investors Trust N/A 59020UL52 80912.12000000 PA USD 77267.36000000 0.015433773422 Long ABS-MBS CORP US N 2 2035-11-25 Variable 2.38687200 N N N N N N Uniform Mortgage-Backed Securities N/A 01F050643 5134766.00000000 PA USD 5064733.03000000 1.011655400550 Long ABS-MBS USGSE US N 2 2056-04-01 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H042646 4300000.00000000 PA USD 4154718.74000000 0.829884542026 Long ABS-MBS USGA US N 2 2056-04-01 Fixed 4.50000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31397L5D7 2407.57000000 PA USD 117.11000000 0.000023392143 Long ABS-APCP USGSE US N 2 2038-07-25 Floating 2.27362000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31292GZZ2 6839.78000000 PA USD 7081.85000000 0.001414564549 Long ABS-MBS USGSE US N 2 2029-05-01 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31386FPL3 1334.82000000 PA USD 1402.18000000 0.000280078527 Long ABS-MBS USGSE US N 2 2030-12-01 Fixed 7.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31371M5N3 73869.72000000 PA USD 77532.02000000 0.015486637949 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36210SFX1 841.70000000 PA USD 853.03000000 0.000170388528 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WD4F5 1404693.62000000 PA USD 1353858.94000000 0.270426634557 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202DFF3 2381.33000000 PA USD 2452.72000000 0.000489918702 Long ABS-MBS USGA US N 2 2030-01-20 Fixed 7.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128KL3H8 42767.27000000 PA USD 43268.28000000 0.008642625164 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 5.00000000 N N N N N N CSMLT Trust N/A 12592UAQ5 248848.13000000 PA USD 231497.12000000 0.046240406014 Long ABS-MBS CORP US N 2 2045-05-25 Variable 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31415VNS0 646.82000000 PA USD 671.05000000 0.000134038922 Long ABS-MBS USGSE US N 2 2038-09-01 Fixed 6.00000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 3136AXQT5 184994.88000000 PA USD 36854.20000000 0.007361444372 Long ABS-APCP USGSE US N 2 2047-08-25 Fixed 4.00000000 N N N N N N Shellpoint Asset Funding Trust N/A 822804AK6 276454.99000000 PA USD 265816.34000000 0.053095500655 Long ABS-MBS CORP US N 2 2043-07-25 Variable 3.75000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31392JY29 2418.60000000 PA USD 2411.00000000 0.000481585338 Long ABS-APCP USGSE US N 2 2033-03-25 Floating 4.17638000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31359QJV7 16225.90000000 PA USD 457.07000000 0.000091297474 Long ABS-APCP USGSE US N 2 2027-09-18 Fixed 8.00000000 N N N N N N GS Mortgage-Backed Securities Trust 254900J0PZAB9KZBPX66 362934AB7 1350000.00000000 PA USD 1355292.54000000 0.270712989074 Long ABS-MBS CORP US N 2 2065-12-25 Floating 5.56190000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31405VZ26 638.04000000 PA USD 653.17000000 0.000130467480 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31405NDC6 4405.03000000 PA USD 4459.57000000 0.000890777075 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31371HHT8 2725.71000000 PA USD 2818.91000000 0.000563063345 Long ABS-MBS USGSE US N 2 2029-04-01 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36208WEG4 296.43000000 PA USD 299.27000000 0.000059777703 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 7.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31374GUA3 330.64000000 PA USD 341.89000000 0.000068290838 Long ABS-MBS USGSE US N 2 2027-12-01 Fixed 6.50000000 N N N N N N WaMu Mortgage Pass-Through Ctfs. Trust N/A 92922FEB0 77828.89000000 PA USD 75529.47000000 0.015086638480 Long ABS-MBS CORP US N 2 2033-10-25 Variable 5.66415400 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31403C5V9 193462.41000000 PA USD 198191.08000000 0.039587689071 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 7.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31404L5R7 863.78000000 PA USD 880.86000000 0.000175947433 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31411YXF5 5833.29000000 PA USD 6023.05000000 0.001203074480 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31374GBJ5 19.03000000 PA USD 18.96000000 0.000003787166 Long ABS-MBS USGSE US N 2 2027-01-01 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31405D2K2 3002.47000000 PA USD 3154.18000000 0.000630031871 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 7.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133BWWF6 4969738.43000000 PA USD 5047132.46000000 1.008139773648 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31391BB71 3927.91000000 PA USD 4062.38000000 0.000811440334 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 6.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128M7S49 23192.19000000 PA USD 24227.71000000 0.004839365376 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 8.00000000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 31397JST2 48633.43000000 PA USD 48310.49000000 0.009649781700 Long ABS-APCP USGSE US N 2 2037-07-15 Floating 4.23700000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36201U4B7 251.41000000 PA USD 253.71000000 0.000050677319 Long ABS-MBS USGA US N 2 2033-06-15 Fixed 5.50000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 3136APZR6 621825.31000000 PA USD 59772.77000000 0.011939315501 Long ABS-APCP USGSE US N 2 2035-08-25 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138XPWS8 329278.27000000 PA USD 323357.53000000 0.064589069077 Long ABS-MBS USGSE US N 2 2029-02-01 Fixed 3.00000000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 31393FGJ9 25505.69000000 PA USD 25473.22000000 0.005088149845 Long ABS-APCP USGSE US N 2 2029-06-15 Floating 4.18700000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128M7SU1 48733.69000000 PA USD 50692.85000000 0.010125646340 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 7.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31408FQ28 1908.29000000 PA USD 2005.24000000 0.000400536783 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 7.00000000 N N N N N N UBS Commercial Mortgage Trust N/A 90276TAH7 7067226.58000000 PA USD 77880.84000000 0.015556313021 Long ABS-MBS CORP US N 2 2050-11-15 Variable 1.08840800 N N N N N N WaMu Mortgage Pass-Through Ctfs. Trust N/A 92926UAC5 19267.68000000 PA USD 18310.39000000 0.003657409940 Long ABS-MBS CORP US N 2 2036-11-25 Variable 4.61203000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36207KTT7 1666.36000000 PA USD 1702.51000000 0.000340067961 Long ABS-MBS USGA US N 2 2029-07-15 Fixed 7.00000000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 31395LMA6 356653.39000000 PA USD 20986.73000000 0.004191995633 Long ABS-APCP USGSE US N 2 2035-01-15 Floating 2.91300000 N N N N N N Citigroup Commercial Mortgage Trust N/A 17326FAF4 15199138.18000000 PA USD 171101.26000000 0.034176631363 Long ABS-MBS CORP US N 2 2050-10-12 Variable 0.97468700 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418MJQ6 62059.29000000 PA USD 64801.48000000 0.012943775479 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 8.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36290VYD0 9989.39000000 PA USD 10295.11000000 0.002056397359 Long ABS-MBS USGA US N 2 2034-10-15 Fixed 5.50000000 N N N N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 3136FA2H2 56145.93000000 PA USD 7544.71000000 0.001507018548 Long ABS-APCP USGSE US N 2 2033-10-25 Variable 6.00000000 N N N N N N Agate Bay Mortgage Trust N/A 00841XBH2 845353.48000000 PA USD 788394.83000000 0.157477972246 Long ABS-MBS CORP US N 2 2045-03-25 Variable 3.61186000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XFX55 3577415.80000000 PA USD 3186399.32000000 0.636467521840 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 3.00000000 N N N N N N Freddie Mac Multifamily Structured Pass-Through Ctfs. S6XOOCT0IEG5ABCC6L87 3137FARM2 187955.04000000 PA USD 187878.58000000 0.037527818145 Long ABS-APCP USGSE US N 2 2044-05-25 Floating 4.59900000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31405MGF8 2767.48000000 PA USD 2907.32000000 0.000580722806 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 7.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31390VG32 5544.09000000 PA USD 5824.05000000 0.001163325213 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 7.00000000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 31392TMM6 19474.20000000 PA USD 19485.98000000 0.003892228234 Long ABS-APCP USGSE US N 2 2032-03-15 Floating 4.33700000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31391BEG8 15853.14000000 PA USD 16399.91000000 0.003275800999 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36209NAT9 1515.82000000 PA USD 1561.95000000 0.000311991795 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QCG59 3598915.52000000 PA USD 3523467.03000000 0.703795131638 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 3.50000000 N N N N N N MASTR Adjustable Rate Mortgages Trust N/A 576433WE2 60764.51000000 PA USD 60689.58000000 0.012122443769 Long ABS-MBS CORP US N 2 2034-04-21 Variable 6.23643000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140EUBG3 1666371.75000000 PA USD 1631502.49000000 0.325884561978 Long ABS-MBS USGSE US N 2 2030-11-01 Fixed 3.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31283HK95 2526.30000000 PA USD 2575.19000000 0.000514381479 Long ABS-MBS USGSE US N 2 2031-03-01 Fixed 8.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31416BSR0 173959.80000000 PA USD 184552.77000000 0.036863504028 Long ABS-MBS USGSE US N 2 2038-11-01 Fixed 6.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133B1ST9 2039538.42000000 PA USD 1682359.16000000 0.336042930554 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.00000000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 31339LK33 26751.50000000 PA USD 26797.08000000 0.005352584339 Long ABS-APCP USGSE US N 2 2031-12-15 Floating 4.38700000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31410FY90 15106.06000000 PA USD 15556.23000000 0.003107280087 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 5.50000000 N N N N N N Freddie Mac Multifamily Structured Pass-Through Ctfs. S6XOOCT0IEG5ABCC6L87 3137FMU83 9578578.49000000 PA USD 5522.05000000 0.001103002205 Long ABS-APCP USGSE US N 2 2026-05-25 Variable 0.95623100 N N N N N N N/A N/A N/A -86.00000000 NC USD 24601.82000000 0.004914092000 N/A DIR N/A N 1 Board of Trade of the City of Chicago, Inc. 549300EX04Q2QBFQTQ27 Short U.S. Treasury Notes/Bonds U.S. Treasury Notes/Bonds 2026-06-30 17864898.65000000 USD 24601.82000000 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617LEZF4 1989814.49000000 PA USD 1787333.12000000 0.357010960443 Long ABS-MBS USGA US N 2 2050-02-20 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QFBD0 4837009.59000000 PA USD 4151418.28000000 0.829225291447 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.50000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 3136AAQJ7 287557.70000000 PA USD 30123.08000000 0.006016936407 Long ABS-APCP USGSE US N 2 2042-12-25 Floating 2.37362000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31382D6W9 215.77000000 PA USD 226.63000000 0.000045268222 Long ABS-MBS USGSE US N 2 2029-04-01 Fixed 7.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31405U3N7 10406.08000000 PA USD 10580.87000000 0.002113476507 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 5.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31288QQF0 2757789.45000000 PA USD 2875735.28000000 0.574413914678 Long ABS-MBS USGSE US N 2 2048-11-01 Floating 5.83500000 N N N N N N Morgan Stanley Capital I Trust N/A 61691NAF2 5275983.87000000 PA USD 59152.75000000 0.011815469569 Long ABS-MBS CORP US N 2 2050-12-15 Variable 0.84613300 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31297BTP7 5320.31000000 PA USD 5594.35000000 0.001117443773 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 7.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31415QNN2 145.77000000 PA USD 149.17000000 0.000029795970 Long ABS-MBS USGSE US N 2 2038-09-01 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36291FWL8 546.40000000 PA USD 552.46000000 0.000110351155 Long ABS-MBS USGA US N 2 2034-04-15 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31386TWY7 1316.58000000 PA USD 1383.02000000 0.000276251412 Long ABS-MBS USGSE US N 2 2031-04-01 Fixed 7.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WEC56 1103798.21000000 PA USD 1063679.76000000 0.212464776975 Long ABS-MBS USGSE US N 2 2045-03-01 Fixed 4.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31293TU39 2870.48000000 PA USD 2971.53000000 0.000593548436 Long ABS-MBS USGSE US N 2 2029-08-01 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QREJ8 5420176.23000000 PA USD 5383484.62000000 1.075324455868 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31379JSQ0 2204.46000000 PA USD 2279.60000000 0.000455338837 Long ABS-MBS USGSE US N 2 2028-06-01 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617VBN21 1550863.89000000 PA USD 1310782.42000000 0.261822312505 Long ABS-MBS USGA US N 2 2051-04-20 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31371LM48 277.75000000 PA USD 284.12000000 0.000056751566 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202XEG8 237.63000000 PA USD 240.15000000 0.000047968776 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31410LSH6 1270475.19000000 PA USD 1258035.71000000 0.251286417777 Long ABS-MBS USGSE US N 2 2044-07-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31385JK49 32760.00000000 PA USD 34425.29000000 0.006876281600 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36290WG55 5301.68000000 PA USD 5360.28000000 0.001070689447 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.50000000 N N N N N N Structured Adjustable Rate Mortgage Loan Trust N/A 863579HD3 17531.16000000 PA USD 17439.49000000 0.003483451968 Long ABS-MBS CORP US N 2 2035-01-25 Variable 3.85882000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31405KRH6 22057.02000000 PA USD 22196.02000000 0.004433545336 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36209HDN2 568.45000000 PA USD 583.66000000 0.000116583201 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 6.50000000 N N N N N N Structured Adjustable Rate Mortgage Loan Trust N/A 863579BM9 171857.87000000 PA USD 162087.80000000 0.032376237259 Long ABS-MBS CORP US N 2 2034-09-25 Floating 4.09300000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 3136AB5N9 166655.10000000 PA USD 18507.45000000 0.003696771701 Long ABS-APCP USGSE US N 2 2043-02-25 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31401NXS3 2534.59000000 PA USD 2662.24000000 0.000531769287 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 7.00000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31359QNY6 1609.12000000 PA USD 46.75000000 0.000009338081 Long ABS-APCP USGSE US N 2 2027-08-18 Fixed 8.00000000 N N N N N N Uniform Mortgage-Backed Securities N/A 01F052649 2735000.00000000 PA USD 2748024.51000000 0.548904319323 Long ABS-MBS USGSE US N 2 2056-04-01 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31403BZH9 14513.04000000 PA USD 14619.97000000 0.002920266777 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 5.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DMKN4 4716457.95000000 PA USD 4245748.80000000 0.848067346779 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31411AJS5 10545.90000000 PA USD 10888.94000000 0.002175011968 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418BQM1 1439875.68000000 PA USD 1369082.08000000 0.273467381562 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 3.00000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31392DW40 36452.61000000 PA USD 3619.23000000 0.000722923311 Long ABS-APCP USGSE US N 2 2032-07-25 Floating 4.22362000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31402RDK2 4158.45000000 PA USD 4370.42000000 0.000872969803 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 7.00000000 N N N N N N Freddie Mac STRIPS S6XOOCT0IEG5ABCC6L87 31325UP26 15617.06000000 PA USD 209.07000000 0.000041760699 Long ABS-APCP USGSE US N 2 2027-12-15 Fixed 3.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132GRHJ3 539072.82000000 PA USD 533220.34000000 0.106508128552 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 4.50000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 3136ARBA5 2855641.78000000 PA USD 191018.73000000 0.038155047594 Long ABS-APCP USGSE US N 2 2056-02-25 Variable 1.93066600 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380HHZ8 498175.66000000 PA USD 88831.45000000 0.017743643267 Long ABS-APCP USGA US N 2 2047-09-16 Fixed 4.50000000 N N N N N N Galton Funding Mortgage Trust N/A 36417JAS8 192531.36000000 PA USD 175555.00000000 0.035066243924 Long ABS-MBS CORP US N 2 2057-11-25 Variable 3.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31283HV85 2379.32000000 PA USD 2463.03000000 0.000491978073 Long ABS-MBS USGSE US N 2 2028-11-01 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140K9ND7 4134602.64000000 PA USD 3703961.12000000 0.739847934388 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 3.00000000 N N N N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 3136FAA67 67552.04000000 PA USD 8278.22000000 0.001653533546 Long ABS-APCP USGSE US N 2 2033-02-25 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31371NMF9 10295.16000000 PA USD 10604.38000000 0.002118172514 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 5.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128M6FN3 59787.55000000 PA USD 62887.32000000 0.012561431476 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SB89 930338.80000000 PA USD 871827.80000000 0.174143295805 Long ABS-MBS USGA US N 2 2046-05-20 Fixed 3.50000000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 31393JAZ1 36955.52000000 PA USD 36851.86000000 0.007360976969 Long ABS-APCP USGSE US N 2 2033-01-15 Floating 4.18700000 N N N N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 3136FCYY6 61925.39000000 PA USD 6860.16000000 0.001370283067 Long ABS-APCP USGSE US N 2 2035-09-25 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202DBH3 12264.15000000 PA USD 12585.03000000 0.002513797566 Long ABS-MBS USGA US N 2 2029-04-20 Fixed 6.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31293LRR7 1338.63000000 PA USD 1385.77000000 0.000276800711 Long ABS-MBS USGSE US N 2 2029-03-01 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31405QPC6 2144.62000000 PA USD 2171.11000000 0.000433668496 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 5.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KHFY7 2881230.50000000 PA USD 2566664.61000000 0.512678575302 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 3.00000000 N N N N N N GSAA Home Equity Trust N/A 36249BAD2 4250.21000000 PA USD 4175.83000000 0.000834101411 Long ABS-MBS CORP US N 2 2037-07-25 Floating 4.33303000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31392DPX4 58602.26000000 PA USD 5498.91000000 0.001098380105 Long ABS-APCP USGSE US N 2 2032-03-18 Floating 4.21400000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 31395XLV5 13089.57000000 PA USD 15258.01000000 0.003047712115 Long ABS-APCP USGSE US N 2 2035-08-15 Floating 10.86500000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 3137AUC31 347233.89000000 PA USD 5030.03000000 0.001004723641 Long ABS-APCP USGSE US N 2 2027-09-15 Fixed 3.00000000 N N N N N N N/A N/A N/A -29.00000000 NC USD 111649.80000000 0.022301495946 N/A DIR N/A N 1 Board of Trade of the City of Chicago, Inc. 549300EX04Q2QBFQTQ27 Short U.S. Treasury Notes/Bonds U.S. Treasury Notes/Bonds 2026-06-18 3491962.30000000 USD 111649.80000000 N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 3137AQBA5 1010503.11000000 PA USD 54914.38000000 0.010968876101 Long ABS-APCP USGSE US N 2 2039-02-15 Variable 2.05702900 N N N N N N Uniform Mortgage-Backed Securities N/A 01F062648 8000000.00000000 PA USD 8277280.24000000 1.653345834235 Long ABS-MBS USGSE US N 2 2056-04-01 Fixed 6.50000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31359XCD9 26945.15000000 PA USD 27300.25000000 0.005453090061 Long ABS-APCP USGSE US N 2 2029-11-25 Fixed 6.50000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31392EJM3 30891.22000000 PA USD 30871.24000000 0.006166377671 Long ABS-APCP USGSE US N 2 2032-08-25 Floating 4.27638000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36290RRG0 104.97000000 PA USD 106.67000000 0.000021306805 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.50000000 N N N N N N Merrill Lynch Mortgage Investors Trust N/A 59020UTB1 148691.78000000 PA USD 146875.39000000 0.029337633518 Long ABS-MBS CORP US N 2 2030-03-25 Floating 4.25300000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 3137AXEJ8 38813.79000000 PA USD 504.20000000 0.000100711459 Long ABS-APCP USGSE US N 2 2027-12-15 Fixed 3.00000000 N N N N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 3136FAXJ4 162209.95000000 PA USD 17151.45000000 0.003425917401 Long ABS-APCP USGSE US N 2 2033-02-25 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36295PTS1 189808.59000000 PA USD 188489.20000000 0.037649786473 Long ABS-MBS USGA US N 2 2037-11-20 Fixed 5.00000000 N N N N N N Freddie Mac STRIPS S6XOOCT0IEG5ABCC6L87 3128CVRE6 24273.37000000 PA USD 22136.99000000 0.004421754385 Long ABS-APCP USGSE US N 2 2031-12-01 None 0.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31390ABQ2 6026.30000000 PA USD 6234.04000000 0.001245218690 Long ABS-MBS USGSE US N 2 2032-06-01 Fixed 6.50000000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 3133994L8 38845.63000000 PA USD 39184.23000000 0.007826856353 Long ABS-APCP USGSE US N 2 2031-08-15 Floating 4.73700000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31403BHS5 9514.09000000 PA USD 9590.27000000 0.001915609052 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36205YBQ4 364.77000000 PA USD 366.04000000 0.000073114681 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 7.00000000 N N N N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 3136FANS5 80986.82000000 PA USD 9466.11000000 0.001890808705 Long ABS-APCP USGSE US N 2 2032-07-25 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31412LJ92 5036.35000000 PA USD 5200.17000000 0.001038708266 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 5.50000000 N N N N N N Freddie Mac STRIPS S6XOOCT0IEG5ABCC6L87 31282YCE7 4637.86000000 PA USD 182.49000000 0.000036451475 Long ABS-APCP USGSE US N 2 2028-02-01 Fixed 6.50000000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 31392UKB9 37907.85000000 PA USD 37890.02000000 0.007568344300 Long ABS-APCP USGSE US N 2 2032-03-15 Floating 4.28700000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31397QWP9 237271.54000000 PA USD 226308.91000000 0.045204086698 Long ABS-APCP USGSE US N 2 2041-03-25 Fixed 4.00000000 N N N N N N Uniform Mortgage-Backed Securities N/A 01F050445 3920000.00000000 PA USD 3949236.38000000 0.788840455797 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 5.00000000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 31395U5B3 56113.40000000 PA USD 3148.66000000 0.000628929279 Long ABS-APCP USGSE US N 2 2035-05-15 Floating 2.93300000 N N N N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 3136FCHX7 126940.65000000 PA USD 16532.00000000 0.003302185324 Long ABS-APCP USGSE US N 2 2034-04-25 Fixed 5.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133G7K36 1054345.25000000 PA USD 1017037.04000000 0.203148124092 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 3.00000000 N N N N N N Uniform Mortgage-Backed Securities N/A 01F042442 11060000.00000000 PA USD 10982063.94000000 2.193613015391 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31405WDP7 12409.08000000 PA USD 12778.44000000 0.002552430258 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31406UHF8 341.08000000 PA USD 347.81000000 0.000069473329 Long ABS-MBS USGSE US N 2 2030-06-01 Fixed 6.00000000 N N N N N N Verus Securitization Trust 9845008F97BFO762AF95 92540CAC1 4167515.94000000 PA USD 4210975.21000000 0.841121493975 Long ABS-MBS CORP US N 2 2068-11-25 Variable 7.73200000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36209ER87 13703.92000000 PA USD 13821.69000000 0.002760814291 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 7.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132GTZ75 1530127.44000000 PA USD 1479609.58000000 0.295544703629 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138YTNJ9 1342308.18000000 PA USD 1262488.97000000 0.252175934461 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 3.50000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31394AZZ2 257536.88000000 PA USD 256918.66000000 0.051318233034 Long ABS-APCP USGSE US N 2 2034-09-25 Floating 4.27638000 N N N N N N Benchmark Mortgage Trust N/A 08162PAY7 10702253.98000000 PA USD 89822.95000000 0.017941690494 Long ABS-MBS CORP US N 2 2051-01-15 Variable 0.52394500 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31419AKZ9 198201.17000000 PA USD 189078.92000000 0.037767580130 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 3.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31335PM36 756864.52000000 PA USD 769473.50000000 0.153698530059 Long ABS-MBS USGSE US N 2 2038-11-25 Fixed 5.45000000 N N N N N N U.S. Treasury Bills 254900HROIFWPRGM1V77 912797UG0 72000.00000000 PA USD 70787.16000000 0.014139385487 Long DBT UST US N 2 2026-09-17 None 0.00000000 N N N N N N Vendee Mortgage Trust N/A 911760SZ0 5496958.88000000 PA USD 18.69000000 0.000003733235 Long ABS-APCP USGSE US N 2 2032-11-15 Variable 0.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36205XC36 190.33000000 PA USD 195.79000000 0.000039108085 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31298EX67 21999.82000000 PA USD 22777.30000000 0.004549653144 Long ABS-MBS USGSE US N 2 2029-08-01 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140H0AP7 2051634.79000000 PA USD 1923153.73000000 0.384140456272 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31386DC81 3894.73000000 PA USD 4091.17000000 0.000817190995 Long ABS-MBS USGSE US N 2 2030-12-01 Fixed 7.00000000 N N N N N N J.P. Morgan Mortgage Trust N/A 46590YAA2 73205.29000000 PA USD 72892.23000000 0.014559862820 Long ABS-MBS CORP US N 2 2048-10-26 Variable 4.70171000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31392AT65 49070.51000000 PA USD 49556.07000000 0.009898580151 Long ABS-APCP USGSE US N 2 2031-12-25 Floating 4.77638000 N N N N N N Chase Mortgage Finance Trust N/A 16163LBT8 103717.68000000 PA USD 104114.75000000 0.020796406936 Long ABS-MBS CORP US N 2 2035-06-25 Variable 6.15191100 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36209FBN8 4314.29000000 PA USD 4427.44000000 0.000884359266 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31410FV85 38419.46000000 PA USD 40360.27000000 0.008061764533 Long ABS-MBS USGSE US N 2 2030-01-01 Fixed 7.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31296LPB1 24398.39000000 PA USD 25259.96000000 0.005045552213 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 6.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128LXNJ5 194975.51000000 PA USD 201109.37000000 0.040170603081 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 7.50000000 N N N N N N Freddie Mac STRIPS S6XOOCT0IEG5ABCC6L87 3128HVJ75 346221.00000000 PA USD 345011.06000000 0.068914254716 Long ABS-APCP USGSE US N 2 2036-05-15 Floating 4.28700000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31412TVH3 15671.20000000 PA USD 16392.65000000 0.003274350850 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31417DVZ3 483853.95000000 PA USD 456127.14000000 0.091109142729 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H020642 23444000.00000000 PA USD 19372436.45000000 3.869548471830 Long ABS-MBS USGA US N 2 2056-04-01 Fixed 2.00000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 3136ASXP6 172235.67000000 PA USD 21676.84000000 0.004329841696 Long ABS-APCP USGSE US N 2 2046-07-25 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31382NLT7 22777.63000000 PA USD 23554.16000000 0.004704827091 Long ABS-MBS USGSE US N 2 2029-04-01 Fixed 6.50000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31392EHP8 34192.99000000 PA USD 3162.95000000 0.000631783636 Long ABS-APCP USGSE US N 2 2032-04-25 Floating 4.32362000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128M7DF0 139707.76000000 PA USD 138515.45000000 0.027667776805 Long ABS-MBS USGSE US N 2 2038-05-01 Fixed 4.50000000 N N N N N N Residential Accredit Loans, Inc. Trust N/A 75115DAH8 21527.89000000 PA USD 17262.02000000 0.003448003212 Long ABS-MBS CORP US N 2 2036-09-25 Fixed 6.00000000 N N N N N N Freddie Mac Seasoned Loans Structured Transaction N/A 35564CBC0 2000000.00000000 PA USD 1953200.60000000 0.390142170109 Long ABS-O USGSE US N 2 2029-05-25 Fixed 3.50000000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 31339MRQ3 7634.73000000 PA USD 7647.37000000 0.001527524375 Long ABS-APCP USGSE US N 2 2029-07-15 Floating 4.43700000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31413YRR4 80.22000000 PA USD 84.20000000 0.000016818534 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 6.00000000 N N N N N N Freddie Mac STRIPS S6XOOCT0IEG5ABCC6L87 31325UPL4 25838.40000000 PA USD 411.87000000 0.000082268997 Long ABS-APCP USGSE US N 2 2027-12-15 Fixed 3.00000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31392CE67 23995.49000000 PA USD 24243.31000000 0.004842481399 Long ABS-APCP USGSE US N 2 2032-04-25 Floating 4.77638000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379GZ42 292560.84000000 PA USD 296764.35000000 0.059277212755 Long ABS-APCP USGA US N 2 2044-07-20 Floating 4.23214000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31415TSZ4 440.70000000 PA USD 469.14000000 0.000093708397 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 6.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DNJK0 5056572.84000000 PA USD 4924985.14000000 0.983741449944 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31385XQT7 28369.83000000 PA USD 29162.82000000 0.005825129216 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 7.50000000 N N N N N N Fannie Mae Grantor Trust N/A 31359VYH0 73573.75000000 PA USD 75554.08000000 0.015091554206 Long ABS-APCP USGSE US N 2 2039-01-19 Variable 7.49999000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X9WP6 6437564.46000000 PA USD 5236439.63000000 1.045952945588 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31402DGM6 62401.92000000 PA USD 64546.49000000 0.012892842487 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 6.00000000 N N N N N N Bank N/A 06541WBA9 3200000.00000000 PA USD 3136568.32000000 0.626514025779 Long ABS-MBS CORP US N 2 2060-06-15 Fixed 3.62400000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31416KAX6 621.23000000 PA USD 648.58000000 0.000129550650 Long ABS-MBS USGSE US N 2 2039-01-01 Fixed 6.00000000 N N N N N N BNP Paribas S.A. R0MUWSFPU8MPRO8K5P83 05593DME0 8000000.00000000 PA USD 7997764.00000000 1.597513846238 Long DBT CORP FR N 2 2027-02-05 Floating 3.94000000 N N N N N N Brookfield Infrastructure Holdings Canada Inc. 549300GV8LYH0T7DZO77 11275NDN1 4600000.00000000 PA USD 4588244.70000000 0.916479210712 Long DBT CORP CA N 2 2026-04-22 Fixed 0.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36201DUR1 939.31000000 PA USD 950.16000000 0.000189789765 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31402DPF1 226654.68000000 PA USD 234407.76000000 0.046821791974 Long ABS-MBS USGSE US N 2 2029-12-01 Fixed 6.50000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31392DCP5 54613.79000000 PA USD 4052.88000000 0.000809542756 Long ABS-APCP USGSE US N 2 2032-04-25 Floating 3.22362000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 3136AR6E3 210644.02000000 PA USD 208278.13000000 0.041602527474 Long ABS-APCP USGSE US N 2 2046-06-25 Floating 4.27638000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31293MJF0 13182.32000000 PA USD 13751.12000000 0.002746718282 Long ABS-MBS USGSE US N 2 2029-03-01 Fixed 6.50000000 N N N N N N GSR Mortgage Loan Trust N/A 362341FR5 38883.56000000 PA USD 37492.21000000 0.007488883718 Long ABS-MBS CORP US N 2 2035-07-25 Variable 4.99257000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31286PAA2 287571.24000000 PA USD 294239.47000000 0.058772880449 Long ABS-MBS USGSE US N 2 2038-07-01 Fixed 5.35000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31380D3V6 1259.75000000 PA USD 1308.35000000 0.000261336448 Long ABS-MBS USGSE US N 2 2028-08-01 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36209MGF5 5249.12000000 PA USD 5305.17000000 0.001059681497 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 7.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31411APZ2 3740.60000000 PA USD 3862.22000000 0.000771459363 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 5.50000000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 3133TJUT8 31292.79000000 PA USD 31362.03000000 0.006264410549 Long ABS-APCP USGSE US N 2 2029-03-15 Floating 4.68304000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36209BA24 125.46000000 PA USD 126.22000000 0.000025211821 Long ABS-MBS USGA US N 2 2028-01-15 Fixed 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36209AE89 923.15000000 PA USD 957.32000000 0.000191219940 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.50000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31396XCE2 299475.00000000 PA USD 297203.48000000 0.059364926803 Long ABS-APCP USGSE US N 2 2037-08-25 Floating 4.22638000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31394DR28 410309.17000000 PA USD 407673.14000000 0.081430695615 Long ABS-APCP USGSE US N 2 2035-06-25 Floating 4.11638000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140JBWP7 2013071.26000000 PA USD 2094579.87000000 0.418381980810 Long ABS-MBS USGSE US N 2 2045-04-01 Floating 6.12400000 N N N N N N Freddie Mac STRIPS S6XOOCT0IEG5ABCC6L87 31282YW70 35235.78000000 PA USD 3984.82000000 0.000795948108 Long ABS-APCP USGSE US N 2 2032-12-15 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31410KQD9 109129.43000000 PA USD 112878.15000000 0.022546852790 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 6.50000000 N N N N N N Luminent Mortgage Trust N/A 550279AM5 23015.65000000 PA USD 20737.13000000 0.004142139266 Long ABS-MBS CORP US N 2 2036-04-25 Floating 4.51300000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31374TWX3 2016.08000000 PA USD 2085.13000000 0.000416494415 Long ABS-MBS USGSE US N 2 2029-08-01 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36290SU66 6645.58000000 PA USD 6687.23000000 0.001335741154 Long ABS-MBS USGA US N 2 2034-03-15 Fixed 5.50000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31393BFR1 8889.27000000 PA USD 1114.91000000 0.000222697764 Long ABS-APCP USGSE US N 2 2033-05-25 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31383HYG3 8257.05000000 PA USD 8673.25000000 0.001732438837 Long ABS-MBS USGSE US N 2 2029-07-01 Fixed 7.00000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31392EGN4 50338.43000000 PA USD 50314.55000000 0.010050082784 Long ABS-APCP USGSE US N 2 2032-09-25 Floating 4.27638000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 31395MTC3 53052.42000000 PA USD 3050.81000000 0.000609384225 Long ABS-APCP USGSE US N 2 2035-02-15 Floating 2.96300000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31411EFN2 5986.71000000 PA USD 6181.27000000 0.001234678144 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 5.50000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31359NUK5 170.83000000 PA USD 170.45000000 0.000034046545 Long ABS-APCP USGSE US N 2 2027-03-18 Fixed 7.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QCNM4 4919961.81000000 PA USD 4817730.86000000 0.962317937401 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 3.50000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31393EJT7 46023.30000000 PA USD 48533.96000000 0.009694418729 Long ABS-APCP USGSE US N 2 2032-09-25 Fixed 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617MKMA4 1996634.95000000 PA USD 1833638.72000000 0.366260275271 Long ABS-MBS USGA US N 2 2050-06-20 Fixed 3.50000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31392EXR6 16145.67000000 PA USD 16142.70000000 0.003224424572 Long ABS-APCP USGSE US N 2 2032-10-18 Floating 4.28600000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31385JNG9 5742.66000000 PA USD 5940.23000000 0.001186531594 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 6.50000000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 31393FG91 35239.22000000 PA USD 1847.87000000 0.000369102903 Long ABS-APCP USGSE US N 2 2029-06-15 Floating 4.31300000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31394EGT9 128473.62000000 PA USD 9778.37000000 0.001953181097 Long ABS-APCP USGSE US N 2 2031-10-25 Floating 2.92362000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31371LWT2 8453.11000000 PA USD 8656.01000000 0.001728995232 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 5.50000000 N N N N N N J.P. Morgan Mortgage Trust N/A 46651DAR7 101675.96000000 PA USD 92290.67000000 0.018434605372 Long ABS-MBS CORP US N 2 2050-02-25 Variable 3.50000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31392GDR3 16113.68000000 PA USD 16103.89000000 0.003216672466 Long ABS-APCP USGSE US N 2 2032-09-25 Floating 4.27638000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140KDA75 4498774.07000000 PA USD 3964529.13000000 0.791895107056 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 3.00000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31392AZY7 37853.84000000 PA USD 3592.51000000 0.000717586123 Long ABS-APCP USGSE US N 2 2031-11-25 Floating 4.12362000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140EX5Y5 626479.14000000 PA USD 588121.13000000 0.117474290119 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36211JLK1 6703.25000000 PA USD 6812.12000000 0.001360687314 Long ABS-MBS USGA US N 2 2029-07-15 Fixed 7.00000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31359UB53 3036.46000000 PA USD 3077.37000000 0.000614689453 Long ABS-APCP USGSE US N 2 2028-10-25 Fixed 6.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133G8DC2 1731075.69000000 PA USD 1667486.56000000 0.333072202182 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 3.00000000 N N N N N N N/A N/A N/A -14.00000000 NC USD -3019.87000000 -0.00060320411 N/A DIR N/A N 1 Board of Trade of the City of Chicago, Inc. 549300EX04Q2QBFQTQ27 Short U.S. Treasury Notes/Bonds U.S. Treasury Notes/Bonds 2026-06-18 1586198.88000000 USD -3019.87000000 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36208DUE3 171.34000000 PA USD 172.95000000 0.000034545908 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 7.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418XE53 28687.57000000 PA USD 29008.86000000 0.005794376467 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418TZ67 38613.69000000 PA USD 39753.26000000 0.007940517284 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31403JPN0 9753.73000000 PA USD 10089.15000000 0.002015257867 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 6.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31296LLP4 14923.59000000 PA USD 15450.68000000 0.003086196996 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36209XTH3 523.87000000 PA USD 530.30000000 0.000105924805 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 6.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DVMB8 11393301.44000000 PA USD 9801296.97000000 1.957760646685 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31403DLW7 111356.82000000 PA USD 115046.29000000 0.022979928044 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 7.50000000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 3133TDBK1 21240.96000000 PA USD 21402.63000000 0.004275069603 Long ABS-APCP USGSE US N 2 2028-03-15 Fixed 6.95000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36291CL94 391.34000000 PA USD 393.99000000 0.000078697556 Long ABS-MBS USGA US N 2 2033-11-15 Fixed 5.50000000 N N N N N N Deutsche Mortgage Securities, Inc. Re-REMIC Trust Ctfs. N/A 25157TAA2 1082680.91000000 PA USD 966029.08000000 0.192959536086 Long ABS-MBS CORP US N 2 2037-06-27 Variable 4.49617000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31395DUN7 12958.64000000 PA USD 14982.76000000 0.002992732288 Long ABS-APCP USGSE US N 2 2036-06-25 Floating 10.35327300 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H022648 20125000.00000000 PA USD 17316933.59000000 3.458971930707 Long ABS-MBS USGA US N 2 2056-04-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QGHB6 1536619.01000000 PA USD 1354217.31000000 0.270498217194 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 3.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31335BUD6 1498473.72000000 PA USD 1562165.07000000 0.312034754893 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 7.50000000 N N N N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 3136FAXP0 140641.72000000 PA USD 14728.18000000 0.002941881190 Long ABS-APCP USGSE US N 2 2033-02-25 Fixed 6.50000000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 31392MW99 22631.84000000 PA USD 22862.49000000 0.004566669425 Long ABS-APCP USGSE US N 2 2032-02-15 Floating 4.78700000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XMPT7 3616253.20000000 PA USD 3734860.41000000 0.746019914909 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31411J3H7 4238.10000000 PA USD 4375.93000000 0.000874070398 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31405VC39 909.71000000 PA USD 930.36000000 0.000185834813 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 5.50000000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 31339W2H8 12320.03000000 PA USD 12805.40000000 0.002557815385 Long ABS-APCP USGSE US N 2 2032-03-15 Fixed 6.50000000 N N N N N N Swedbank AB/New York M312WZV08Y7LYUC71685 87019WV69 7000000.00000000 PA USD 7000259.70000000 1.398267290459 Long DBT CORP SE N 2 2026-10-16 Floating 3.93000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KGGA0 488554.89000000 PA USD 467952.76000000 0.093471251900 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138A5BX9 960002.90000000 PA USD 970757.19000000 0.193903952699 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140KEMQ8 4257413.45000000 PA USD 3962220.96000000 0.791434061502 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 2.00000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31392EQ29 7395.02000000 PA USD 7471.35000000 0.001492365250 Long ABS-APCP USGSE US N 2 2032-04-25 Floating 4.77638000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31385XQX8 49500.60000000 PA USD 50259.78000000 0.010039142747 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 7.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KKAL3 5213780.91000000 PA USD 4391355.15000000 0.877151495827 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31412FK51 8192.10000000 PA USD 8407.13000000 0.001679282682 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140JWPE4 953933.00000000 PA USD 920189.39000000 0.183803284478 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 3.00000000 N N N N N N J.P. Morgan Mortgage Trust N/A 46641CAR2 489891.96000000 PA USD 468887.25000000 0.093657911661 Long ABS-MBS CORP US N 2 2044-01-25 Variable 0.78613000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KQBC9 6750551.60000000 PA USD 6825419.61000000 1.363343846275 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31405QS90 1000.43000000 PA USD 1011.53000000 0.000202048120 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36210GAF1 9325.72000000 PA USD 9468.26000000 0.001891238157 Long ABS-MBS USGA US N 2 2029-08-15 Fixed 7.00000000 N N N N N N Countrywide Home Loans Mortgage Pass-Through Trust N/A 12669GHY0 63361.51000000 PA USD 61801.78000000 0.012344600224 Long ABS-MBS CORP US N 2 2035-02-25 Floating 4.33300000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DVKM6 4611256.12000000 PA USD 4435849.29000000 0.886038980470 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 4.00000000 N N N N N N Freddie Mac STRIPS S6XOOCT0IEG5ABCC6L87 31282YCV9 6334.54000000 PA USD 555.02000000 0.000110862502 Long ABS-APCP USGSE US N 2 2029-12-15 Fixed 7.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31405SXH2 18966.68000000 PA USD 19280.93000000 0.003851270510 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 5.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KH5S1 4627856.32000000 PA USD 4289301.83000000 0.856766849349 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31404JWD3 6712.70000000 PA USD 6752.03000000 0.001348684634 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XMUS3 10197744.48000000 PA USD 8296781.71000000 1.657241156521 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31371MMH7 77565.81000000 PA USD 81414.49000000 0.016262142151 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138AWEM1 1062339.63000000 PA USD 1051933.45000000 0.210118509585 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31415V3K9 313.39000000 PA USD 321.41000000 0.000064200059 Long ABS-MBS USGSE US N 2 2038-10-01 Fixed 6.00000000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 31392UVK7 34774.00000000 PA USD 34761.36000000 0.006943409922 Long ABS-APCP USGSE US N 2 2032-03-15 Floating 4.28700000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 3133TTX30 41504.23000000 PA USD 42930.38000000 0.008575131308 Long ABS-APCP USGSE US N 2 2031-06-15 Fixed 6.50000000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 3133TJC43 31193.50000000 PA USD 31136.61000000 0.006219384017 Long ABS-APCP USGSE US N 2 2029-02-15 Floating 4.13700000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XC6B9 9255325.46000000 PA USD 7947409.05000000 1.587455693753 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XDTX4 3724317.33000000 PA USD 3200963.63000000 0.639376670808 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.50000000 N N N N N N U.S. Treasury Bills 254900HROIFWPRGM1V77 912797QN0 3358000.00000000 PA USD 3343431.35000000 0.667833894020 Long DBT UST US N 2 2026-05-14 None 0.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617BTGK2 1433851.21000000 PA USD 1349309.44000000 0.269517894409 Long ABS-MBS USGA US N 2 2048-02-20 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138YEQK6 3480923.82000000 PA USD 3253977.89000000 0.649966007327 Long ABS-MBS USGSE US N 2 2045-04-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31416BL63 179459.91000000 PA USD 187047.84000000 0.037361881934 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31374T2L2 628.84000000 PA USD 650.36000000 0.000129906196 Long ABS-MBS USGSE US N 2 2029-04-01 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31389VQ26 4148.09000000 PA USD 4290.44000000 0.000856994193 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36208VSX4 2836.45000000 PA USD 2884.22000000 0.000576108695 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 7.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128M9H70 2022729.48000000 PA USD 2005414.45000000 0.400571628685 Long ABS-MBS USGSE US N 2 2041-08-01 Fixed 4.50000000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 3133TG5U9 11785.02000000 PA USD 11964.83000000 0.002389915680 Long ABS-APCP USGSE US N 2 2028-08-15 Fixed 6.50000000 N N N N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 31364JZP1 24779.95000000 PA USD 1548.55000000 0.000309315211 Long ABS-APCP USGSE US N 2 2029-04-25 Fixed 6.50000000 N N N N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 31364HS24 42342.93000000 PA USD 1647.43000000 0.000329066003 Long ABS-APCP USGSE US N 2 2028-02-25 Fixed 7.00000000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 3137AEH57 79297.94000000 PA USD 75777.23000000 0.015136127316 Long ABS-APCP USGSE US N 2 2038-06-15 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31402RHV4 77757.35000000 PA USD 80416.28000000 0.016062754635 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 6.50000000 N N N N N N Uniform Mortgage-Backed Securities N/A 01F020646 -6400000.00000000 PA USD -5156499.97000000 -1.02998539344 Short ABS-MBS USGSE US N 2 2056-04-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QMRB2 8010288.05000000 PA USD 6569008.86000000 1.312127065754 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.00000000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 31397TEH1 472980.09000000 PA USD 36063.98000000 0.007203601831 Long ABS-APCP USGSE US N 2 2038-05-15 Floating 2.28300000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XMBJ4 4271834.41000000 PA USD 4429773.23000000 0.884825317504 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31406CGC6 10284.24000000 PA USD 10569.65000000 0.002111235368 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 5.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31283H3D5 62558.63000000 PA USD 63861.53000000 0.012756025111 Long ABS-MBS USGSE US N 2 2029-10-01 Fixed 6.00000000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 31392RNB3 23154.18000000 PA USD 23390.16000000 0.004672068901 Long ABS-APCP USGSE US N 2 2032-02-15 Floating 4.78700000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31383EAP6 132.56000000 PA USD 139.24000000 0.000027812502 Long ABS-MBS USGSE US N 2 2029-06-01 Fixed 7.00000000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 3137AWK87 166043.25000000 PA USD 2542.92000000 0.000507935706 Long ABS-APCP USGSE US N 2 2027-11-15 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31403DA33 120933.43000000 PA USD 123617.14000000 0.024691912987 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 7.50000000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 31392R6E6 33341.11000000 PA USD 33683.92000000 0.006728196605 Long ABS-APCP USGSE US N 2 2032-03-15 Floating 4.78700000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31382NP48 13651.73000000 PA USD 14117.50000000 0.002819900877 Long ABS-MBS USGSE US N 2 2029-04-01 Fixed 6.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DNNW9 5728134.88000000 PA USD 5680322.20000000 1.134616295954 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 5.00000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31392DPW6 60381.87000000 PA USD 60998.25000000 0.012184099077 Long ABS-APCP USGSE US N 2 2032-03-18 Floating 4.78600000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 3133TKCT5 30575.33000000 PA USD 30977.90000000 0.006187682479 Long ABS-APCP USGSE US N 2 2029-04-15 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140K7HQ9 2698839.07000000 PA USD 2500556.04000000 0.499473715052 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 3.50000000 N N N N N N Vendee Mortgage Trust N/A 911760SQ0 3231290.47000000 PA USD 3523.72000000 0.000703845661 Long ABS-APCP USGSE US N 2 2032-08-15 Variable 0.08922400 N N N N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 40433FVV8 2000000.00000000 PA USD 2000533.80000000 0.399596742960 Long DBT CORP GB N 2 2026-10-14 Floating 3.97000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31392EWW6 74291.97000000 PA USD 6258.53000000 0.001250110447 Long ABS-APCP USGSE US N 2 2032-08-25 Floating 3.22362000 N N N N N N Chase Mortgage Finance Corp. N/A 16163YAD6 753252.04000000 PA USD 698851.88000000 0.139592210369 Long ABS-MBS CORP US N 2 2045-04-25 Variable 3.75000000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 31392RT84 19019.45000000 PA USD 998.22000000 0.000199389513 Long ABS-APCP USGSE US N 2 2029-09-15 Floating 4.31300000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31402QSA0 11410.14000000 PA USD 11635.00000000 0.002324033767 Long ABS-MBS USGSE US N 2 2029-11-01 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36210BBL8 1108.50000000 PA USD 1128.34000000 0.000225380340 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.00000000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 3133THTM9 19031.97000000 PA USD 19343.55000000 0.003863778546 Long ABS-APCP USGSE US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31397NL45 172268.63000000 PA USD 178688.81000000 0.035692206989 Long ABS-APCP USGSE US N 2 2039-06-25 Variable 6.60494900 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31371KEX5 1255.99000000 PA USD 1299.40000000 0.000259548730 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J9WH0 5332273.60000000 PA USD 5124746.95000000 1.023642884573 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31386NCA4 255.14000000 PA USD 263.85000000 0.000052702733 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31371HNN4 399.29000000 PA USD 412.96000000 0.000082486719 Long ABS-MBS USGSE US N 2 2029-06-01 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36200KA49 1310.67000000 PA USD 1322.98000000 0.000264258718 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31384VTE2 28.22000000 PA USD 29.19000000 0.000005830558 Long ABS-MBS USGSE US N 2 2030-04-01 Fixed 6.50000000 N N N N N N Invesco Government & Agency Portfolio 5493007T1J7WZ5QI1A47 825252885 3341287.80000000 NS USD 3341287.80000000 0.667405730497 Long STIV RF US N 1 N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131Y7TD9 637441.10000000 PA USD 611023.69000000 0.122048963329 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140M1AL8 2249031.51000000 PA USD 1848188.38000000 0.369166497974 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31335ALZ9 2511362.25000000 PA USD 2429566.08000000 0.485293821267 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 4.00000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31393BKD6 7460.43000000 PA USD 1037.43000000 0.000207221517 Long ABS-APCP USGSE US N 2 2033-05-25 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36290REU3 264.02000000 PA USD 269.15000000 0.000053761382 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36209WQP0 130.02000000 PA USD 132.22000000 0.000026410291 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36209LD37 3014.59000000 PA USD 3057.36000000 0.000610692555 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 7.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128K7XS2 36157.29000000 PA USD 37435.04000000 0.007477464293 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 6.50000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31394DXZ8 85051.62000000 PA USD 3651.75000000 0.000729419021 Long ABS-APCP USGSE US N 2 2035-05-25 Floating 2.82362000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31412Q2T5 340143.76000000 PA USD 336814.42000000 0.067277016371 Long ABS-MBS USGSE US N 2 2040-01-01 Fixed 4.50000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 3136A1QW8 73164.47000000 PA USD 5210.24000000 0.001040719698 Long ABS-APCP USGSE US N 2 2041-10-25 Floating 2.77362000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 31397PM49 7911.98000000 PA USD 758.00000000 0.000151406755 Long ABS-APCP USGSE US N 2 2037-12-15 Floating 3.21300000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128M5F54 7926.65000000 PA USD 8338.14000000 0.001665502270 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 7.00000000 N N N N N N Freddie Mac Structured Pass-Through Ctfs. S6XOOCT0IEG5ABCC6L87 31393LFK4 1039462.68000000 PA USD 1093316.20000000 0.218384509447 Long ABS-APCP USGSE US N 2 2043-02-25 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617YYWH5 1463624.27000000 PA USD 1297478.90000000 0.259165000111 Long ABS-MBS USGA US N 2 2052-06-20 Fixed 3.00000000 N N N N N N N/A N/A N/A 46.00000000 NC USD -56114.74000000 -0.01120864208 N/A DIR N/A N 1 Board of Trade of the City of Chicago, Inc. 549300EX04Q2QBFQTQ27 Long U.S. Treasury Notes/Bonds U.S. Treasury Notes/Bonds 2026-06-30 5032380.39000000 USD -56114.74000000 N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 31397T4E9 22524.66000000 PA USD 1808.53000000 0.000361244932 Long ABS-APCP USGSE US N 2 2038-04-15 Floating 2.21300000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31385XNR4 445.77000000 PA USD 454.33000000 0.000090750172 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 5.50000000 N N N N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 3136FCQG4 44861.61000000 PA USD 6138.37000000 0.001226109081 Long ABS-APCP USGSE US N 2 2035-02-25 Fixed 5.50000000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 3137AUGD5 2334368.02000000 PA USD 2300218.78000000 0.459457337129 Long ABS-APCP USGSE US N 2 2027-08-15 Fixed 1.50000000 N N N N N N Morgan Stanley Residential Mortgage Loan Trust 2026-1 N/A 617956AC1 9600000.00000000 PA USD 9604981.44000000 1.918547589459 Long ABS-MBS CORP US N 2 2056-04-25 Variable 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31390MJR6 3934.83000000 PA USD 4069.49000000 0.000812860522 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 6.50000000 N N N N N N GCAT 2025-INV2 Trust N/A 36173QAA5 2631672.55000000 PA USD 2661648.88000000 0.531651213967 Long ABS-MBS CORP US N 2 2055-05-25 Variable 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36209CVX1 2634.02000000 PA USD 2667.45000000 0.000532809959 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 7.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DMYY5 15795153.07000000 PA USD 13575545.34000000 2.711648112009 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.50000000 N N N N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 3136FAXH8 113765.77000000 PA USD 13930.66000000 0.002782580510 Long ABS-APCP USGSE US N 2 2033-02-25 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31403DDN6 19971.97000000 PA USD 20983.79000000 0.004191408382 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 7.00000000 N N N N N N Uniform Mortgage-Backed Securities N/A 01F022444 -10666000.00000000 PA USD -10078877.23000000 -2.01320593224 Short ABS-MBS USGSE US N 2 2041-04-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36200WP21 213.01000000 PA USD 213.66000000 0.000042677529 Long ABS-MBS USGA US N 2 2034-03-15 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36207MK88 2140.14000000 PA USD 2152.95000000 0.000430041125 Long ABS-MBS USGA US N 2 2027-12-15 Fixed 7.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31391RHT2 1087.09000000 PA USD 1129.39000000 0.000225590072 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 5.50000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31392F6Z5 86321.25000000 PA USD 87180.56000000 0.017413886146 Long ABS-APCP USGSE US N 2 2032-12-18 Floating 4.78600000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36291N4H1 9017.59000000 PA USD 9283.62000000 0.001854357229 Long ABS-MBS USGA US N 2 2034-07-15 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31384WJ84 478.59000000 PA USD 494.93000000 0.000098859822 Long ABS-MBS USGSE US N 2 2031-04-01 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Y7R83 4902930.85000000 PA USD 5034168.68000000 1.005550322640 Long ABS-MBS USGSE US N 2 2055-11-01 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202XLH8 191.08000000 PA USD 191.88000000 0.000038327082 Long ABS-MBS USGA US N 2 2034-01-15 Fixed 5.50000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 3136A9XT0 34194.63000000 PA USD 385.81000000 0.000077063641 Long ABS-APCP USGSE US N 2 2027-11-25 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31405X2U6 2534.06000000 PA USD 2547.98000000 0.000508946416 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31404XRP1 23577.04000000 PA USD 23787.47000000 0.004751429611 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 5.50000000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 3133TNPR9 17384.58000000 PA USD 17893.85000000 0.003574208133 Long ABS-APCP USGSE US N 2 2030-03-15 Fixed 8.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H030641 11830813.00000000 PA USD 10563804.03000000 2.110067664772 Long ABS-MBS USGA US N 2 2056-04-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31371KDL2 2132.04000000 PA USD 2205.42000000 0.000440521749 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 6.50000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 3136A5AX4 25100.85000000 PA USD 1772.20000000 0.000353988194 Long ABS-APCP USGSE US N 2 2041-04-25 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31406AWK4 2466.27000000 PA USD 2495.75000000 0.000498513732 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31405RAQ9 113826.68000000 PA USD 116610.46000000 0.023292363273 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 5.50000000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 31396J4X0 725811.00000000 PA USD 718510.28000000 0.143518878647 Long ABS-APCP USGSE US N 2 2036-03-15 Floating 4.08700000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31402U5D0 4708.49000000 PA USD 4946.32000000 0.000988002982 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 7.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31292GY34 368.39000000 PA USD 377.32000000 0.000075367805 Long ABS-MBS USGSE US N 2 2029-03-01 Fixed 6.00000000 N N N N N N GS Mortgage-Backed Securities Trust 254900RIVK2GCJ08H839 36272NAA2 1636187.73000000 PA USD 1639370.77000000 0.327456212035 Long ABS-MBS CORP US N 2 2055-10-25 Floating 5.21200000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202X4F1 49107.50000000 PA USD 49660.41000000 0.009919421551 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140H9EU3 1221646.56000000 PA USD 1170605.13000000 0.233822591370 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 4.00000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 3136ABFE8 295258.31000000 PA USD 34030.85000000 0.006797494158 Long ABS-APCP USGSE US N 2 2042-08-25 Fixed 3.50000000 N N N N N N Lloyds Bank PLC H7FNTJ4851HG0EXQ1Z70 53944TBR4 7000000.00000000 PA USD 7001767.50000000 1.398568466060 Long DBT CORP GB N 2 2026-10-14 Floating 3.93000000 N N N N N N Freddie Mac STRIPS S6XOOCT0IEG5ABCC6L87 31282YCU1 71679.59000000 PA USD 5605.50000000 0.001119670931 Long ABS-APCP USGSE US N 2 2029-09-01 Fixed 7.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31405V6H5 18042.24000000 PA USD 18405.30000000 0.003676367744 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 5.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128MJQD5 257084.44000000 PA USD 254883.42000000 0.050911703899 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31415SNB4 63.47000000 PA USD 65.56000000 0.000013095286 Long ABS-MBS USGSE US N 2 2038-09-01 Fixed 6.00000000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 3137BNCR3 57509.66000000 PA USD 56848.49000000 0.011355205018 Long ABS-APCP USGSE US N 2 2042-03-15 Floating 4.29573000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133A1E65 2695283.91000000 PA USD 2375160.40000000 0.474426555477 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 3.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133A47H3 2249024.88000000 PA USD 1982035.13000000 0.395901725020 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 3.00000000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95001GAG8 7495487.39000000 PA USD 87193.51000000 0.017416472845 Long ABS-MBS CORP US N 2 2050-12-15 Variable 0.81565300 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31392F6J1 20056.03000000 PA USD 995.16000000 0.000198778293 Long ABS-APCP USGSE US N 2 2032-12-18 Floating 4.31400000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31371HHS0 153.97000000 PA USD 159.24000000 0.000031807403 Long ABS-MBS USGSE US N 2 2029-03-01 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36209DE91 378.52000000 PA USD 392.78000000 0.000078455864 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.50000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31394DQF0 169344.84000000 PA USD 13607.21000000 0.002717972971 Long ABS-APCP USGSE US N 2 2035-05-25 Floating 2.92362000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31411UGM7 6422.97000000 PA USD 6631.83000000 0.001324675278 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617MKLS6 3948435.60000000 PA USD 3667656.70000000 0.732596305855 Long ABS-MBS USGA US N 2 2050-05-20 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418MJP8 74829.68000000 PA USD 77933.35000000 0.015566801634 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 7.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWBP7 12592385.82000000 PA USD 10242803.28000000 2.045949350856 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36200NAA9 104.26000000 PA USD 105.42000000 0.000021057124 Long ABS-MBS USGA US N 2 2034-01-15 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31410VD80 1355.73000000 PA USD 1370.62000000 0.000273774573 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 5.50000000 N N N N N N Adjustable Rate Mortgage Trust N/A 007036MT0 113739.08000000 PA USD 101059.36000000 0.020186107878 Long ABS-MBS CORP US N 2 2035-10-25 Variable 0.76613000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31412SB53 7912.41000000 PA USD 8161.36000000 0.001630191338 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 5.50000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 3136AYAT0 1264033.37000000 PA USD 123696.54000000 0.024707772745 Long ABS-APCP USGSE US N 2 2047-09-25 Floating 2.12362000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31394V7G9 80787.54000000 PA USD 94289.02000000 0.018833765912 Long ABS-APCP USGSE US N 2 2036-03-25 Floating 10.71994400 N N N N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 3136FART9 20254.24000000 PA USD 18615.80000000 0.003718414079 Long ABS-APCP USGSE US N 2 2032-09-25 None 0.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31384VPW6 48.44000000 PA USD 50.34000000 0.000010055166 Long ABS-MBS USGSE US N 2 2029-11-01 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418MJT0 63927.15000000 PA USD 66339.63000000 0.013251013343 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 8.50000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31392FP84 39505.25000000 PA USD 39934.95000000 0.007976808964 Long ABS-APCP USGSE US N 2 2032-12-25 Floating 4.77638000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DQMQ6 2052852.74000000 PA USD 2084198.02000000 0.416308257564 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617LKPS3 1526204.11000000 PA USD 1431554.21000000 0.285945880888 Long ABS-MBS USGA US N 2 2050-03-20 Fixed 4.00000000 N N N N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 85325VRU6 7000000.00000000 PA USD 7001526.00000000 1.398520227628 Long DBT CORP GB N 2 2026-07-24 Floating 3.96000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36194M3Q2 1086846.21000000 PA USD 998127.92000000 0.199371120792 Long ABS-MBS USGA US N 2 2046-07-20 Fixed 3.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31334XD97 1239003.96000000 PA USD 1184999.92000000 0.236697879556 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 4.00000000 N N N N N N CSMC Trust N/A 12647PAR9 639532.12000000 PA USD 626586.39000000 0.125157535767 Long ABS-MBS CORP US N 2 2043-08-25 Variable 3.55256000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31394CKG6 20795.75000000 PA USD 981.97000000 0.000196143656 Long ABS-APCP USGSE US N 2 2035-03-25 Floating 2.97362000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 3133TMBG0 56566.59000000 PA USD 57400.65000000 0.011465496250 Long ABS-APCP USGSE US N 2 2029-10-15 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140EU6V6 8037499.96000000 PA USD 7532945.58000000 1.504668663268 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X5U76 3808185.50000000 PA USD 3666373.62000000 0.732340016964 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36208YJ75 669.65000000 PA USD 675.72000000 0.000134971731 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 7.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128LXJQ4 57126.67000000 PA USD 58703.92000000 0.011725817994 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 7.50000000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 3137BHBM8 555246.58000000 PA USD 524939.33000000 0.104854037717 Long ABS-APCP USGSE US N 2 2038-07-15 Fixed 2.50000000 N N N N N N Morgan Stanley Residential Mortgage Loan Trust 2025-DSC1 N/A 61790VAE7 2547034.22000000 PA USD 2562575.46000000 0.511861787792 Long ABS-MBS CORP US N 2 2070-03-25 Variable 5.96600000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31419AGW1 17524.15000000 PA USD 17615.75000000 0.003518659032 Long ABS-MBS USGSE US N 2 2027-12-01 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31371G7E4 8681.72000000 PA USD 8978.28000000 0.001793367073 Long ABS-MBS USGSE US N 2 2028-11-01 Fixed 6.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KGPY8 1215613.84000000 PA USD 1090058.71000000 0.217733841913 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36200MPE7 15928.77000000 PA USD 16296.37000000 0.003255119395 Long ABS-MBS USGA US N 2 2033-06-15 Fixed 5.50000000 N N N N N N Bear Stearns Adjustable Rate Mortgage Trust N/A 07387AAB1 471709.40000000 PA USD 435633.30000000 0.087015599439 Long ABS-MBS CORP US N 2 2035-03-25 Variable 2.15844000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XAJL7 7349766.93000000 PA USD 6326939.04000000 1.263774815149 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.50000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31397NP41 443334.47000000 PA USD 448344.24000000 0.089554546906 Long ABS-APCP USGSE US N 2 2037-06-25 Floating 4.71638000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418M2C5 3373.13000000 PA USD 3372.76000000 0.000673692146 Long ABS-MBS USGSE US N 2 2027-06-01 Fixed 5.00000000 N N N N N N Uniform Mortgage-Backed Securities N/A 01F060642 15740000.00000000 PA USD 16046682.10000000 3.205245471227 Long ABS-MBS USGSE US N 2 2056-04-01 Fixed 6.00000000 N N N N N N Chase Mortgage Finance Trust N/A 16162WPJ2 9492.64000000 PA USD 8358.14000000 0.001669497171 Long ABS-MBS CORP US N 2 2035-12-25 Variable 3.93010400 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31405X3Q4 3610.27000000 PA USD 3686.00000000 0.000736260289 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202SUB2 120.35000000 PA USD 122.85000000 0.000024538680 Long ABS-MBS USGA US N 2 2033-05-15 Fixed 5.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128M7S56 30995.86000000 PA USD 32497.48000000 0.006491211076 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 8.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379GM79 350769.64000000 PA USD 355468.76000000 0.071003128625 Long ABS-APCP USGA US N 2 2041-09-20 Floating 5.44066000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31405ND51 9294.91000000 PA USD 9551.75000000 0.001907914872 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 5.50000000 N N N N N N CSFB Mortgage-Backed Pass-Through Ctfs. N/A 22541SJD1 126908.05000000 PA USD 124366.08000000 0.024841510052 Long ABS-MBS CORP US N 2 2034-06-25 Variable 5.73858000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202SWM6 41607.07000000 PA USD 42101.26000000 0.008409518684 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31283HTM7 23255.79000000 PA USD 24077.05000000 0.004809271785 Long ABS-MBS USGSE US N 2 2030-12-01 Fixed 6.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128MMUL5 499563.08000000 PA USD 483505.88000000 0.096577910780 Long ABS-MBS USGSE US N 2 2031-02-01 Fixed 2.50000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31392DAG7 27297.40000000 PA USD 2718.16000000 0.000542939030 Long ABS-APCP USGSE US N 2 2032-04-25 Floating 4.02362000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31371MLC9 50355.03000000 PA USD 52853.10000000 0.010557145605 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 6.00000000 N N N N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 3136FANL0 34096.15000000 PA USD 3891.51000000 0.000777309896 Long ABS-APCP USGSE US N 2 2032-01-25 Fixed 7.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140M9XT9 4354532.93000000 PA USD 3593063.68000000 0.717696718635 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31385WX20 2693.39000000 PA USD 2786.29000000 0.000556547661 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202V7K1 937.65000000 PA USD 940.46000000 0.000187852238 Long ABS-MBS USGA US N 2 2034-03-15 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36210A5W3 62.78000000 PA USD 65.10000000 0.000013003403 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31412XLG7 16857.92000000 PA USD 17046.43000000 0.003404940175 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 5.00000000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 3137B93W3 196132.95000000 PA USD 18474.86000000 0.003690262010 Long ABS-APCP USGSE US N 2 2044-01-15 Floating 2.31300000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XLND6 5237404.33000000 PA USD 4320831.29000000 0.863064703214 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.00000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31392GDQ5 16758.21000000 PA USD 16748.03000000 0.003345336249 Long ABS-APCP USGSE US N 2 2032-09-25 Floating 4.27638000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X5FH1 5685555.30000000 PA USD 5088935.81000000 1.016489786282 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31387V3B3 26.35000000 PA USD 27.25000000 0.000005443052 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XLKW7 6206251.61000000 PA USD 5743559.54000000 1.147247642196 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36209TLA5 3965.18000000 PA USD 4000.98000000 0.000799175988 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 7.50000000 N N N N N N N/A N/A N/A 1.00000000 NC USD 18787.92000000 0.003752794198 N/A DIR N/A N 2 CME Group Inc LCZ7XYGSLJUHFXXNXD88 Y 2031-01-30 0.00000000 USD 0.00000000 USD 11111000.00000000 USD 18787.92000000 N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 31364JN82 121766.87000000 PA USD 12990.82000000 0.002594852114 Long ABS-APCP USGSE US N 2 2030-05-25 Fixed 8.00000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31393T4V5 25212.01000000 PA USD 25150.22000000 0.005023632190 Long ABS-APCP USGSE US N 2 2033-11-25 Floating 4.17638000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140L3GC9 7817931.48000000 PA USD 6330928.62000000 1.264571714044 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31405WVG7 3567.90000000 PA USD 3613.00000000 0.000721678900 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31405YDX6 10435.18000000 PA USD 10685.45000000 0.002134365846 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36207V3M6 82.03000000 PA USD 83.27000000 0.000016632771 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31389UVE6 11842.06000000 PA USD 12575.45000000 0.002511884008 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 6.50000000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 3137H1KA3 7257627.50000000 PA USD 969998.61000000 0.193752430092 Long ABS-APCP USGSE US N 2 2048-09-25 Fixed 2.50000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31392ATX6 19087.46000000 PA USD 889.47000000 0.000177667238 Long ABS-APCP USGSE US N 2 2031-12-18 Floating 4.11400000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31410FV77 169468.61000000 PA USD 178060.73000000 0.035566751112 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 7.00000000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 3133TRLY9 103445.29000000 PA USD 104215.96000000 0.020816623133 Long ABS-APCP USGSE US N 2 2031-02-15 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140K2VW1 732969.73000000 PA USD 685401.68000000 0.136905599369 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QKQQ4 6324487.90000000 PA USD 5591752.84000000 1.116925003869 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31376J5M7 3278.34000000 PA USD 3390.63000000 0.000677261591 Long ABS-MBS USGSE US N 2 2033-02-01 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31419AB71 435.75000000 PA USD 457.02000000 0.000091287487 Long ABS-MBS USGSE US N 2 2040-02-01 Fixed 6.00000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31393BGX7 99593.27000000 PA USD 14120.36000000 0.002820472148 Long ABS-APCP USGSE US N 2 2033-05-25 Floating 4.47362000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31395D7F0 44914.55000000 PA USD 49736.16000000 0.009934552239 Long ABS-APCP USGSE US N 2 2036-06-25 Floating 10.35306400 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31392BMY9 25802.80000000 PA USD 2120.78000000 0.000423615327 Long ABS-APCP USGSE US N 2 2032-01-25 Floating 4.17362000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H052645 15162000.00000000 PA USD 15260931.90000000 3.048295750757 Long ABS-MBS USGA US N 2 2056-04-01 Fixed 5.50000000 N N N N N N Commonbond Student Loan Trust 549300O1CSZVJJTIR319 20267XAA1 402826.68000000 PA USD 391222.61000000 0.078144783521 Long ABS-O CORP US N 2 2046-02-25 Fixed 3.87000000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 31393G5Y6 4815.83000000 PA USD 4823.40000000 0.000963450320 Long ABS-APCP USGSE US N 2 2032-12-15 Floating 4.38700000 N N N N N N 2026-04-30 AIM Growth Series (Invesco Growth Series) Adrien Deberghes Adrien Deberghes Principal Financial Officer and Treasurer XXXX