NPORT-P false 0000896435 XXXXXXXX S000000179 C000000405 C000000404 AIM Variable Insurance Funds (Invesco Variable Insurance Funds) 811-07452 0000896435 FC4UULIMJMGKBDUARB13 11 Greenway Plaza Suite 1000 Houston 77046-1173 800-959-4246 Invesco V.I. Government Securities Fund S000000179 549300CE6SMJL1GYPH45 2025-12-31 2025-09-30 N 415670395.95 88993842.85 326676553.10 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 63346623.45000000 0.00000000 0.00000000 393222.47000000 USD N Bloomberg US Government Bond Index 100% BB-US Gov Government National Mortgage Association 549300M8ZYFG0OCMTT87 38377YX47 1020569.12000000 PA USD 1056860.05000000 0.323518795570 Long ABS-APCP USGA US N 2 2039-01-20 Variable 5.87633000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36213CPZ7 579.45000000 PA USD 586.82000000 0.000179633338 Long ABS-MBS USGA US N 2 2031-04-15 Fixed 7.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128LDAC8 87000.66000000 PA USD 90847.26000000 0.027809544069 Long ABS-MBS USGSE US N 2 2038-07-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418MKN1 9977.79000000 PA USD 10208.91000000 0.003125081951 Long ABS-MBS USGSE US N 2 2038-03-01 Floating 6.65400000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H0506A5 12050000.00000000 PA USD 11987985.40000000 3.669680387600 Long ABS-MBS USGA US N 2 2055-10-01 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31391ANB1 25046.57000000 PA USD 26162.35000000 0.008008640274 Long ABS-MBS USGSE US N 2 2031-07-01 Fixed 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202DJA0 1698.17000000 PA USD 1767.96000000 0.000541195865 Long ABS-MBS USGA US N 2 2030-08-20 Fixed 7.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31335PLS2 166033.84000000 PA USD 168720.28000000 0.051647502215 Long ABS-MBS USGSE US N 2 2030-10-20 Fixed 6.03000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31413FJF0 43614.23000000 PA USD 46286.63000000 0.014168947713 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 8.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31283HRV9 5342.77000000 PA USD 5587.89000000 0.001710526803 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 7.00000000 N N N N N N U.S. Treasury Notes 254900HROIFWPRGM1V77 91282CAZ4 8000000.00000000 PA USD 7951574.08000000 2.434081664124 Long DBT UST US N 2 2025-11-30 Fixed 0.37500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31387VQ51 327.57000000 PA USD 327.06000000 0.000100117378 Long ABS-MBS USGSE US N 2 2027-10-01 Fixed 8.00000000 N N N N N N Freddie Mac Multifamily Structured Pass-Through Ctfs. S6XOOCT0IEG5ABCC6L87 3137FLYW8 5000000.00000000 PA USD 4840154.00000000 1.481634954841 Long ABS-APCP USGSE US N 2 2029-04-25 Fixed 3.01500000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31293AHV3 21629.47000000 PA USD 22612.65000000 0.006922030303 Long ABS-MBS USGSE US N 2 2028-08-01 Fixed 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36225BMZ8 4655.54000000 PA USD 4804.23000000 0.001470638144 Long ABS-MBS USGA US N 2 2031-04-15 Fixed 6.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31287XG26 24.07000000 PA USD 24.97000000 0.000007643646 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36207V3U8 3113.91000000 PA USD 3158.53000000 0.000966867676 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38377FZZ7 677430.41000000 PA USD 678222.87000000 0.207612962596 Long ABS-APCP USGA US N 2 2040-05-20 Floating 4.94992000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31390RXU2 1055.86000000 PA USD 1089.77000000 0.000333592965 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36290UXL5 59725.51000000 PA USD 63537.31000000 0.019449608304 Long ABS-MBS USGA US N 2 2034-09-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378CE94 193626.49000000 PA USD 194603.53000000 0.059570706300 Long ABS-APCP USGA US N 2 2041-07-20 Variable 4.52603000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128LXJ35 16195.53000000 PA USD 16271.01000000 0.004980770687 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 8.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138ERQT0 681918.75000000 PA USD 666613.76000000 0.204059260964 Long ABS-MBS USGSE US N 2 2031-12-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36225BSS8 16448.05000000 PA USD 17425.25000000 0.005334098769 Long ABS-MBS USGA US N 2 2032-03-15 Fixed 8.00000000 N N N N N N Credit Agricole Corporate and Investment Bank 254900BN8XS34XZDJ223 22532XF52 6000000.00000000 PA USD 6003570.00000000 1.837771931603 Long DBT CORP FR N 2 2026-08-28 Floating 4.47000000 N N N N N N N/A N/A N/A 533.00000000 NC USD 169817.27000000 0.051983305317 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 2025-12-31 110906550.18000000 USD 169817.27000000 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36209BR75 169.60000000 PA USD 171.99000000 0.000052648406 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36212TBV5 1344.73000000 PA USD 1389.70000000 0.000425405492 Long ABS-MBS USGA US N 2 2031-06-15 Fixed 6.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128K84V5 192564.84000000 PA USD 203778.40000000 0.062379254974 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36209FBP3 295.36000000 PA USD 301.19000000 0.000092198230 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.50000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 3136BFCF8 2312040.43000000 PA USD 325403.51000000 0.099610304722 Long ABS-APCP USGSE US N 2 2051-03-25 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31409X4U0 35560.92000000 PA USD 37362.95000000 0.011437291610 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 7.50000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 3136AUPW5 1056371.76000000 PA USD 1036800.47000000 0.317378293655 Long ABS-APCP USGSE US N 2 2056-12-25 Floating 4.87981000 N N N N N N U.S. Treasury Notes 254900HROIFWPRGM1V77 912828X88 3700000.00000000 PA USD 3626216.78000000 1.110032766535 Long DBT UST US N 2 2027-05-15 Fixed 2.37500000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31283HTS4 1801.08000000 PA USD 1861.67000000 0.000569881732 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36210QSB9 631.13000000 PA USD 640.62000000 0.000196102228 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31371GGS3 706.76000000 PA USD 738.10000000 0.000225942141 Long ABS-MBS USGSE US N 2 2028-01-01 Fixed 7.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31297PQY0 7075.84000000 PA USD 7383.59000000 0.002260214248 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31388KH70 7946.94000000 PA USD 7974.50000000 0.002441099590 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 7.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36200Q6R0 8070.14000000 PA USD 8390.14000000 0.002568332474 Long ABS-MBS USGA US N 2 2032-05-15 Fixed 7.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X7FG9 3240698.16000000 PA USD 3061858.32000000 0.937275201095 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 2.50000000 N N N N N N Uniform Mortgage-Backed Securities N/A 01F0206A2 -1440000.00000000 PA USD -1160975.68000000 -0.35538996263 Short ABS-MBS USGSE US N 2 2055-10-01 Fixed 2.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31335PHC2 10404.22000000 PA USD 10487.30000000 0.003210300800 Long ABS-MBS USGSE US N 2 2030-11-17 Fixed 8.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36207FZF1 56.03000000 PA USD 55.91000000 0.000017114788 Long ABS-MBS USGA US N 2 2026-07-15 Fixed 8.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EMFR7 90450.23000000 PA USD 93226.40000000 0.028537830191 Long ABS-MBS USGSE US N 2 2042-02-01 Floating 6.53900000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138X3HM7 67011.28000000 PA USD 68666.27000000 0.021019650583 Long ABS-MBS USGSE US N 2 2043-08-01 Floating 6.26500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31403G3D2 64436.69000000 PA USD 65613.66000000 0.020085206415 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 7.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36201MM25 23023.60000000 PA USD 23859.80000000 0.007303799361 Long ABS-MBS USGA US N 2 2032-09-15 Fixed 6.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31346YXT5 1261071.40000000 PA USD 1127919.47000000 0.345271020921 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36292ASN9 24304.14000000 PA USD 24422.89000000 0.007476168634 Long ABS-MBS USGA US N 2 2037-01-15 Fixed 8.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36291SGB0 41238.44000000 PA USD 42257.93000000 0.012935709526 Long ABS-MBS USGA US N 2 2029-09-15 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31409AGY9 39792.81000000 PA USD 41085.45000000 0.012576797939 Long ABS-MBS USGSE US N 2 2029-12-01 Fixed 8.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36200ACF4 1207.01000000 PA USD 1257.25000000 0.000384860801 Long ABS-MBS USGA US N 2 2032-10-15 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36200AGC7 2143.45000000 PA USD 2241.42000000 0.000686128214 Long ABS-MBS USGA US N 2 2032-11-15 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31409X6A2 26254.65000000 PA USD 26340.19000000 0.008063079443 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 7.50000000 N N N N N N Mizuho Bank Ltd. RB0PEZSDGCO3JS6CEU02 60710TE98 9000000.00000000 PA USD 9005146.20000000 2.756593980971 Long DBT CORP JP N 2 2026-02-25 Floating 4.44000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36241LKW5 993596.29000000 PA USD 1032570.13000000 0.316083330805 Long ABS-MBS USGA US N 2 2033-12-20 Fixed 6.10000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128QSYV2 23369.32000000 PA USD 24262.71000000 0.007427135424 Long ABS-MBS USGSE US N 2 2036-10-01 Floating 7.08200000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138X3XR8 1783034.77000000 PA USD 1733455.35000000 0.530633537531 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36200K7J0 2018.98000000 PA USD 2077.29000000 0.000635885857 Long ABS-MBS USGA US N 2 2033-02-15 Fixed 6.00000000 N N N N N N Chase Mortgage Finance Corp. N/A 16164AAD7 871465.96000000 PA USD 811983.62000000 0.248558891752 Long ABS-MBS CORP US N 2 2045-12-25 Variable 3.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31371JBE3 73.79000000 PA USD 76.14000000 0.000023307457 Long ABS-MBS USGSE US N 2 2030-02-01 Fixed 7.50000000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 31397FLB6 321402.62000000 PA USD 318252.94000000 0.097421420968 Long ABS-APCP USGSE US N 2 2037-03-15 Floating 4.85656000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31283HHG3 732.59000000 PA USD 756.37000000 0.000231534829 Long ABS-MBS USGSE US N 2 2030-09-01 Fixed 7.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36241KKE7 161738.90000000 PA USD 168754.54000000 0.051657989653 Long ABS-MBS USGA US N 2 2035-10-15 Fixed 7.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31416BWZ7 22028.83000000 PA USD 23156.37000000 0.007088470164 Long ABS-MBS USGSE US N 2 2038-10-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31406EPY4 22240.30000000 PA USD 22955.22000000 0.007026895497 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 6.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128M66Y9 20569.52000000 PA USD 21083.16000000 0.006453833248 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36213RHL4 538.35000000 PA USD 564.44000000 0.000172782525 Long ABS-MBS USGA US N 2 2031-10-15 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138LRKL5 171242.62000000 PA USD 169554.87000000 0.051902981218 Long ABS-MBS USGSE US N 2 2027-05-01 Fixed 3.50000000 N N N N N N Uniform Mortgage-Backed Securities N/A 01F0306A1 1705000.00000000 PA USD 1497865.81000000 0.458516473186 Long ABS-MBS USGSE US N 2 2055-10-01 Fixed 3.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133ADEA0 3399923.75000000 PA USD 2923926.03000000 0.895052308545 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.50000000 N N N N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 06367DPS8 8000000.00000000 PA USD 8003756.00000000 2.450055237833 Long DBT CORP CA N 2 2026-03-19 Floating 4.43000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31406EPS7 40119.17000000 PA USD 41414.27000000 0.012677454077 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36241KG93 108998.47000000 PA USD 114533.04000000 0.035060073615 Long ABS-MBS USGA US N 2 2030-12-15 Fixed 8.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128S5EJ9 97283.82000000 PA USD 100093.12000000 0.030639823718 Long ABS-MBS USGSE US N 2 2037-11-01 Floating 6.74000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31390UFB7 703.67000000 PA USD 734.88000000 0.000224956457 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 7.00000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31396PZE4 345712.15000000 PA USD 343106.10000000 0.105029300922 Long ABS-APCP USGSE US N 2 2037-03-25 Floating 4.92051000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31297FQY2 32121.37000000 PA USD 33204.82000000 0.010164433193 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31416TL49 148094.08000000 PA USD 149216.93000000 0.045677269636 Long ABS-MBS USGSE US N 2 2039-08-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381VCJ7 1439660.75000000 PA USD 1323823.05000000 0.405239689667 Long ABS-APCP USGA US N 2 2048-11-20 Fixed 3.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132GGFR1 362062.29000000 PA USD 363456.41000000 0.111258799124 Long ABS-MBS USGSE US N 2 2041-08-01 Fixed 4.50000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 3136ARAZ1 862863.74000000 PA USD 882786.06000000 0.270232452137 Long ABS-APCP USGSE US N 2 2056-02-25 Floating 4.93981000 N N N N N N BNP Paribas S.A. R0MUWSFPU8MPRO8K5P83 05593DEJ8 9000000.00000000 PA USD 9006673.50000000 2.757061507638 Long DBT CORP FR N 2 2026-02-06 Floating 4.46000000 N N N N N N N/A N/A N/A -8.00000000 NC USD -22639.56000000 -0.00693026780 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 2025-12-19 937860.44000000 USD -22639.56000000 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380P4N1 2992647.91000000 PA USD 2258554.97000000 0.691373454436 Long ABS-APCP USGA US N 2 2062-04-16 Fixed 1.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31403C7D7 295408.73000000 PA USD 302720.38000000 0.092666699561 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 5.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128M7XB7 246880.48000000 PA USD 253265.07000000 0.077527777122 Long ABS-MBS USGSE US N 2 2040-01-01 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202SF78 17970.59000000 PA USD 18287.61000000 0.005598078535 Long ABS-MBS USGA US N 2 2033-03-15 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31371NCK9 8.32000000 PA USD 8.77000000 0.000002684612 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31410KWF7 29711.22000000 PA USD 30746.60000000 0.009411939641 Long ABS-MBS USGSE US N 2 2035-05-01 Floating 6.32900000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31386XQT6 57465.65000000 PA USD 59727.09000000 0.018283249726 Long ABS-MBS USGSE US N 2 2031-03-01 Fixed 7.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36210EJH3 429.05000000 PA USD 432.23000000 0.000132311301 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36225BBD9 190.94000000 PA USD 195.64000000 0.000059887983 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 7.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133C56G1 2852649.15000000 PA USD 2929132.67000000 0.896646129697 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31371KK75 5811.13000000 PA USD 6070.61000000 0.001858293759 Long ABS-MBS USGSE US N 2 2032-02-01 Fixed 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36213UV31 831.53000000 PA USD 858.64000000 0.000262841024 Long ABS-MBS USGA US N 2 2031-07-15 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31388SLU7 190.38000000 PA USD 196.57000000 0.000060172668 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380GJC9 1398620.39000000 PA USD 1356163.59000000 0.415139555358 Long ABS-APCP USGA US N 2 2047-08-20 Floating 4.69469000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36292ASP4 61686.08000000 PA USD 62770.96000000 0.019215018465 Long ABS-MBS USGA US N 2 2037-01-15 Fixed 8.00000000 N N N N N N Fannie Mae ACES B1V7KEBTPIMZEU4LTD58 3136B4KB3 4632169.25000000 PA USD 4530192.04000000 1.386751512164 Long ABS-APCP USGSE US N 2 2029-02-25 Fixed 3.27300000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QLNE2 4049641.96000000 PA USD 3438676.41000000 1.052624186636 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31388HCW7 52728.57000000 PA USD 55083.62000000 0.016861822336 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36213HF46 4635.33000000 PA USD 4774.29000000 0.001461473116 Long ABS-MBS USGA US N 2 2031-03-15 Fixed 6.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KQDB9 4786654.44000000 PA USD 4885974.89000000 1.495661333399 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 5.50000000 N N N N N N Freddie Mac STRIPS S6XOOCT0IEG5ABCC6L87 31351DDT5 447199.04000000 PA USD 442052.18000000 0.135318000574 Long ABS-APCP USGSE US N 2 2037-10-15 Floating 4.80981000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H0526A1 6985000.00000000 PA USD 7038075.73000000 2.154447775088 Long ABS-MBS USGA US N 2 2055-10-01 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36290U3K0 1595.81000000 PA USD 1596.95000000 0.000488847450 Long ABS-MBS USGA US N 2 2026-02-15 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31409YBF3 48421.59000000 PA USD 49413.66000000 0.015126172824 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 7.50000000 N N N N N N U.S. Treasury Notes/Bonds 254900HROIFWPRGM1V77 91282CLL3 9800000.00000000 PA USD 9756167.93000000 2.986491634437 Long DBT UST US N 2 2027-09-15 Fixed 3.37500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31371M5N3 14008.39000000 PA USD 14769.55000000 0.004521153985 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36206MBW6 2.09000000 PA USD 2.11000000 0.000000645898 Long ABS-MBS USGA US N 2 2026-02-15 Fixed 6.50000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31395DRG6 562017.25000000 PA USD 556275.85000000 0.170283371953 Long ABS-APCP USGSE US N 2 2036-05-25 Floating 4.77051000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31293WQG8 598.41000000 PA USD 613.24000000 0.000187720849 Long ABS-MBS USGSE US N 2 2029-09-01 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36291JSP6 25656.89000000 PA USD 26487.29000000 0.008108108693 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31371MVB0 4836.35000000 PA USD 4991.56000000 0.001527982327 Long ABS-MBS USGSE US N 2 2026-07-01 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36208ETC7 15806.35000000 PA USD 15810.17000000 0.004839701487 Long ABS-MBS USGA US N 2 2027-10-20 Fixed 6.37500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31384VL75 4802.92000000 PA USD 4931.88000000 0.001509713492 Long ABS-MBS USGSE US N 2 2029-12-01 Fixed 7.50000000 N N N N N N U.S. Treasury Notes 254900HROIFWPRGM1V77 9128282A7 7450000.00000000 PA USD 7306387.02000000 2.236581398531 Long DBT UST US N 2 2026-08-15 Fixed 1.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36213DG44 65.17000000 PA USD 67.25000000 0.000020586111 Long ABS-MBS USGA US N 2 2031-08-15 Fixed 7.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31292HRM8 23291.65000000 PA USD 24387.06000000 0.007465200599 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 7.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31400DWF5 48.09000000 PA USD 50.24000000 0.000015379126 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 7.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31407UMP9 260900.64000000 PA USD 268172.66000000 0.082091186972 Long ABS-MBS USGSE US N 2 2034-10-01 Floating 6.50400000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36225BWB0 6011.03000000 PA USD 6184.74000000 0.001893230457 Long ABS-MBS USGA US N 2 2033-01-15 Fixed 6.00000000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 31396FWG4 368998.97000000 PA USD 367741.09000000 0.112570396164 Long ABS-APCP USGSE US N 2 2035-12-15 Floating 4.98656000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36201J2T5 1855.55000000 PA USD 1897.84000000 0.000580953846 Long ABS-MBS USGA US N 2 2032-03-15 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31403DH93 229.27000000 PA USD 229.10000000 0.000070130530 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 7.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31371M7G6 8069.85000000 PA USD 8586.68000000 0.002628495959 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 8.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36213NEZ5 398.45000000 PA USD 412.13000000 0.000126158426 Long ABS-MBS USGA US N 2 2031-09-15 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QCM94 3458673.26000000 PA USD 3267830.73000000 1.000326071458 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 2.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133BWWF6 4383675.94000000 PA USD 4465541.75000000 1.366961206007 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 2069.68000000 PA USD 2156.18000000 0.000660035126 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 5580.63000000 PA USD 5866.01000000 0.001795663001 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 8.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128M7SU1 11493.54000000 PA USD 12037.45000000 0.003684822153 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 7.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31389R7K6 6955.47000000 PA USD 7214.23000000 0.002208370919 Long ABS-MBS USGSE US N 2 2031-02-01 Fixed 7.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36213FF57 159.26000000 PA USD 162.53000000 0.000049752575 Long ABS-MBS USGA US N 2 2032-11-15 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36208QRR9 1168.74000000 PA USD 1175.36000000 0.000359793192 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 312938Z48 274537.28000000 PA USD 276356.15000000 0.084596261157 Long ABS-MBS USGSE US N 2 2040-01-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418MJQ6 13171.70000000 PA USD 13841.42000000 0.004237041155 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 8.00000000 N N N N N N U.S. Treasury Notes 254900HROIFWPRGM1V77 91282CCH2 4500000.00000000 PA USD 4222968.75000000 1.292706412482 Long DBT UST US N 2 2028-06-30 Fixed 1.25000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128K6MD9 7285.18000000 PA USD 7323.63000000 0.002241859702 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 8.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31298JNR1 5505.47000000 PA USD 5535.74000000 0.001694563000 Long ABS-MBS USGSE US N 2 2030-11-01 Fixed 8.50000000 N N N N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 85325VRU6 9000000.00000000 PA USD 9007222.50000000 2.757229563776 Long DBT CORP GB N 2 2026-07-24 Floating 4.46000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202DLW9 2937.05000000 PA USD 3053.07000000 0.000934584980 Long ABS-MBS USGA US N 2 2031-02-20 Fixed 7.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31292GWC6 836.45000000 PA USD 864.38000000 0.000264598114 Long ABS-MBS USGSE US N 2 2028-08-01 Fixed 6.50000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31359QLE2 285.23000000 PA USD 284.97000000 0.000087233074 Long ABS-APCP USGSE US N 2 2027-09-18 Fixed 7.00000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 3136A35Q0 21990.96000000 PA USD 21988.50000000 0.006730969759 Long ABS-APCP USGSE US N 2 2041-02-25 Floating 5.02051000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36294SGU5 17203.86000000 PA USD 17837.71000000 0.005460358213 Long ABS-MBS USGA US N 2 2036-12-15 Fixed 7.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31298BP21 39776.16000000 PA USD 41581.74000000 0.012728718852 Long ABS-MBS USGSE US N 2 2030-03-01 Fixed 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202SEZ7 17725.09000000 PA USD 18070.82000000 0.005531716258 Long ABS-MBS USGA US N 2 2033-03-15 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31379TDE1 1132.82000000 PA USD 1169.16000000 0.000357895290 Long ABS-MBS USGSE US N 2 2028-03-01 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31409ASR1 29281.06000000 PA USD 30590.61000000 0.009364189045 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 7.00000000 N N N N N N U.S. Treasury Notes 254900HROIFWPRGM1V77 912828M56 2800000.00000000 PA USD 2794179.47000000 0.855335175874 Long DBT UST US N 2 2025-11-15 Fixed 2.25000000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 31396JKN4 187636.92000000 PA USD 186328.36000000 0.057037567658 Long ABS-APCP USGSE US N 2 2036-03-15 Floating 4.78656000 N N N N N N BofA Securities Inc. 549300HN4UKV1E2R3U73 06054CJW6 8000000.00000000 PA USD 8002960.00000000 2.449811571738 Long DBT CORP US N 2 2026-03-19 Floating 4.44000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31391WT35 132292.71000000 PA USD 137504.48000000 0.042091934268 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 7.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36201KDP8 1964.80000000 PA USD 2050.84000000 0.000627789163 Long ABS-MBS USGA US N 2 2033-03-15 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36213KAA0 38467.89000000 PA USD 38885.43000000 0.011903342811 Long ABS-MBS USGA US N 2 2031-11-15 Fixed 8.00000000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 3137BKJ84 264148.71000000 PA USD 262902.11000000 0.080477802127 Long ABS-APCP USGSE US N 2 2044-09-15 Floating 4.78656000 N N N N N N GCAT Trust N/A 36167FAC3 1252261.73000000 PA USD 1224521.25000000 0.374842099434 Long ABS-MBS CORP US N 2 2060-01-25 Variable 3.55400000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36201Q3C5 291.27000000 PA USD 300.31000000 0.000091928850 Long ABS-MBS USGA US N 2 2032-08-15 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31388KLR1 285.00000000 PA USD 298.88000000 0.000091491108 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 6.50000000 N N N N N N SMB Private Education Loan Trust N/A 78449MAA4 982135.78000000 PA USD 925810.69000000 0.283402858642 Long ABS-O CORP US N 2 2053-03-17 Fixed 1.34000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31406PC72 68566.65000000 PA USD 70799.92000000 0.021672788979 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202DJ85 1772.68000000 PA USD 1863.24000000 0.000570362330 Long ABS-MBS USGA US N 2 2030-10-20 Fixed 7.50000000 N N N N N N Uniform Mortgage-Backed Securities N/A 01F0424A8 3651000.00000000 PA USD 3646754.62000000 1.116319670142 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140NDSH1 3096559.31000000 PA USD 3105340.84000000 0.950585773766 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5.00000000 N N N N N N U.S. Treasury Notes 254900HROIFWPRGM1V77 9128283W8 1900000.00000000 PA USD 1862630.86000000 0.570175864268 Long DBT UST US N 2 2028-02-15 Fixed 2.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418SK32 197810.73000000 PA USD 203305.38000000 0.062234457315 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 6.00000000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 3137A06D2 596614.59000000 PA USD 589762.29000000 0.180534012742 Long ABS-APCP USGSE US N 2 2036-11-15 Floating 4.80981000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31384WNM8 647.52000000 PA USD 676.05000000 0.000206947818 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 7.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140K9ND7 1875197.85000000 PA USD 1678679.93000000 0.513866059277 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 3.00000000 N N N N N N U.S. Treasury Notes 254900HROIFWPRGM1V77 912828ZB9 9159000.00000000 PA USD 8840581.69000000 2.706218614745 Long DBT UST US N 2 2027-02-28 Fixed 1.12500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31402CKC5 23842.49000000 PA USD 23946.52000000 0.007330345497 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 7.00000000 N N N N N N Angel Oak Mortgage Trust 254900ZFKOWCY24MSQ94 034936AA2 532207.98000000 PA USD 536140.04000000 0.164119535030 Long ABS-MBS CORP US N 2 2055-02-25 Floating 6.15603000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36290UZB5 28967.04000000 PA USD 29556.42000000 0.009047609851 Long ABS-MBS USGA US N 2 2030-04-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36212DTT6 84568.04000000 PA USD 86363.89000000 0.026437125401 Long ABS-MBS USGA US N 2 2032-11-15 Fixed 6.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GQTE2 2150247.82000000 PA USD 2206768.22000000 0.675520847474 Long ABS-MBS USGSE US N 2 2053-12-01 Fixed 6.00000000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 3137AMK30 1070481.86000000 PA USD 1061480.50000000 0.324933176234 Long ABS-APCP USGSE US N 2 2042-02-15 Floating 4.93656000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31409X5C9 13576.33000000 PA USD 13640.36000000 0.004175494038 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 7.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36291SDF4 8137.36000000 PA USD 8213.08000000 0.002514132074 Long ABS-MBS USGA US N 2 2027-04-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617LEKR4 2705886.44000000 PA USD 2418211.48000000 0.740246417152 Long ABS-MBS USGA US N 2 2049-10-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36200ABK4 59.72000000 PA USD 63.20000000 0.000019346353 Long ABS-MBS USGA US N 2 2032-10-15 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31402RJ42 7477.40000000 PA USD 7493.40000000 0.002293828537 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 7.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36290VQB3 16193.38000000 PA USD 16397.12000000 0.005019374621 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 6.00000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 3136A5QP4 102544.03000000 PA USD 102423.61000000 0.031353217434 Long ABS-APCP USGSE US N 2 2041-05-25 Floating 4.97051000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128M8FR0 267443.62000000 PA USD 276442.51000000 0.084622697091 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36213EYN0 637.50000000 PA USD 659.03000000 0.000201737772 Long ABS-MBS USGA US N 2 2032-04-15 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31405MST5 1511.84000000 PA USD 1560.66000000 0.000477738602 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31371KWK3 3471.25000000 PA USD 3688.34000000 0.001129049503 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 6.50000000 N N N N N N Freddie Mac Multifamily Structured Pass-Through Ctfs. S6XOOCT0IEG5ABCC6L87 3137FNAX8 3443005.70000000 PA USD 3330217.65000000 1.019423530216 Long ABS-APCP USGSE US N 2 2028-12-25 Fixed 2.15400000 N N N N N N U.S. Treasury Notes 254900HROIFWPRGM1V77 9128284V9 7500000.00000000 PA USD 7347949.20000000 2.249304129810 Long DBT UST US N 2 2028-08-15 Fixed 2.87500000 N N N N N N Verus Securitization Trust 9845008F97BFO762AF95 92540CAC1 3101994.31000000 PA USD 3165556.66000000 0.969018630189 Long ABS-MBS CORP US N 2 2068-11-25 Variable 7.73200000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31300MP56 161887.20000000 PA USD 167897.44000000 0.051395620042 Long ABS-MBS USGSE US N 2 2043-06-01 Floating 6.73800000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128NHRN5 113669.60000000 PA USD 116052.51000000 0.035525203415 Long ABS-MBS USGSE US N 2 2036-10-01 Floating 6.26000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36200KK48 831.03000000 PA USD 849.36000000 0.000260000294 Long ABS-MBS USGA US N 2 2033-01-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36201Q5D1 48.67000000 PA USD 49.09000000 0.000015027096 Long ABS-MBS USGA US N 2 2032-09-15 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31371M2Y2 12345.60000000 PA USD 13073.09000000 0.004001845212 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 8.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31292HQY3 451.09000000 PA USD 474.54000000 0.000145262950 Long ABS-MBS USGSE US N 2 2032-06-01 Fixed 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202SDX3 142.25000000 PA USD 146.12000000 0.000044729258 Long ABS-MBS USGA US N 2 2033-03-15 Fixed 6.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31335GQG3 118.94000000 PA USD 119.54000000 0.000036592770 Long ABS-MBS USGSE US N 2 2026-12-01 Fixed 8.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31403GKH4 23598.88000000 PA USD 24356.41000000 0.007455818230 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381R6D6 259841.60000000 PA USD 243702.81000000 0.074600643262 Long ABS-APCP USGA US N 2 2049-03-20 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31390GZL4 35855.45000000 PA USD 37456.91000000 0.011466054004 Long ABS-MBS USGSE US N 2 2032-06-01 Fixed 7.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128M7P42 295448.30000000 PA USD 308948.44000000 0.094573190842 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 7.00000000 N N N N N N U.S. Treasury Notes 254900HROIFWPRGM1V77 9128286T2 2600000.00000000 PA USD 2487265.61000000 0.761384796795 Long DBT UST US N 2 2029-05-15 Fixed 2.37500000 N N N N N N New Residential Mortgage Loan Trust N/A 64828FCQ3 616846.13000000 PA USD 606527.77000000 0.185666147216 Long ABS-MBS CORP US N 2 2048-01-25 Floating 5.02239000 N N N N N N N/A N/A N/A 37.00000000 NC USD -28568.16000000 -0.00874509043 N/A DIR N/A N 1 Board of Trade of the City of Chicago, Inc. 549300EX04Q2QBFQTQ27 Long U.S. Treasury Notes U.S. Treasury Notes 2025-12-19 4286458.79000000 USD -28568.16000000 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382DCA5 2083895.93000000 PA USD 1874898.26000000 0.573931077148 Long ABS-APCP USGA US N 2 2049-07-20 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617LELS1 1669873.97000000 PA USD 1486206.45000000 0.454947389366 Long ABS-MBS USGA US N 2 2049-11-20 Fixed 3.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31287SAH0 1361.45000000 PA USD 1423.22000000 0.000435666406 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 7.00000000 N N N N N N Bear Stearns Adjustable Rate Mortgage Trust N/A 07384M3Y6 153181.91000000 PA USD 148539.72000000 0.045469966727 Long ABS-MBS CORP US N 2 2035-01-25 Variable 0.00000000 N N N N N N Canadian Imperial Bank of Commerce 549300H8L46OOZOFHU82 13606DNE8 3000000.00000000 PA USD 3003079.50000000 0.919282229318 Long DBT CORP CA N 2 2026-08-12 Floating 4.49000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202U6T5 6013.69000000 PA USD 6040.47000000 0.001849067508 Long ABS-MBS USGA US N 2 2033-05-15 Fixed 6.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128MJDG2 117173.75000000 PA USD 122401.86000000 0.037468823164 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36201SYW3 413.72000000 PA USD 418.21000000 0.000128019594 Long ABS-MBS USGA US N 2 2032-11-15 Fixed 6.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133A0D27 2079427.15000000 PA USD 1858588.78000000 0.568938530287 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 3.00000000 N N N N N N U.S. Treasury Notes 254900HROIFWPRGM1V77 91282CBC4 5000000.00000000 PA USD 4955245.00000000 1.516865827368 Long DBT UST US N 2 2025-12-31 Fixed 0.37500000 N N N N N N U.S. Treasury Notes/Bonds 254900HROIFWPRGM1V77 91282CNV9 9800000.00000000 PA USD 9800000.00000000 2.999909208972 Long DBT UST US N 2 2027-08-31 Fixed 3.62500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36225BMN5 4502.13000000 PA USD 4631.70000000 0.001417824437 Long ABS-MBS USGA US N 2 2029-12-15 Fixed 6.50000000 N N N N N N Bank N/A 06541WBA9 1800000.00000000 PA USD 1756214.64000000 0.537600456272 Long ABS-MBS CORP US N 2 2060-06-15 Fixed 3.62400000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36213Y3T7 10455.37000000 PA USD 10524.33000000 0.003221636171 Long ABS-MBS USGA US N 2 2031-09-15 Fixed 7.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133G8PE5 2542020.90000000 PA USD 2409951.14000000 0.737717818169 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31390KTA6 17845.42000000 PA USD 18268.84000000 0.005592332791 Long ABS-MBS USGSE US N 2 2032-06-01 Fixed 7.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31391WT43 172093.82000000 PA USD 179946.45000000 0.055083980864 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 8.00000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 3136AA2X2 214259.69000000 PA USD 210013.98000000 0.064288048226 Long ABS-APCP USGSE US N 2 2028-01-25 Fixed 1.50000000 N N N N N N Textainer Marine Containers VII Ltd. 549300X48KLHDDGPK024 88315LAJ7 1360320.15000000 PA USD 1294795.30000000 0.396353912673 Long ABS-O CORP BM N 2 2045-09-20 Fixed 2.11000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31406KEV8 1775.56000000 PA USD 1854.00000000 0.000567533844 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36201YUX2 62538.60000000 PA USD 62867.04000000 0.019244429820 Long ABS-MBS USGA US N 2 2033-04-15 Fixed 7.00000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 3136A4BW8 365481.12000000 PA USD 364145.94000000 0.111469873348 Long ABS-APCP USGSE US N 2 2041-11-25 Floating 4.99051000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202TCF1 10154.56000000 PA USD 10310.55000000 0.003156195295 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31335PKW4 24189.33000000 PA USD 24609.51000000 0.007533295477 Long ABS-MBS USGSE US N 2 2032-07-25 Fixed 7.50000000 N N N N N N Freddie Mac 5493000IRJ8RDHSNEL96 35564KE39 2757785.69000000 PA USD 2799934.31000000 0.857096808274 Long ABS-MBS USGSE US N 2 2042-08-25 Floating 6.65600000 N N N N N N Banc of America Commercial Mortgage Trust 5493005NJP8BSE187672 06054AAY5 472263.50000000 PA USD 6.99000000 0.000002139731 Long ABS-MBS CORP US N 2 2048-09-15 Variable 0.67856100 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36212SUR5 211.49000000 PA USD 214.15000000 0.000065554138 Long ABS-MBS USGA US N 2 2031-02-15 Fixed 7.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31383HX66 47.76000000 PA USD 49.38000000 0.000015115869 Long ABS-MBS USGSE US N 2 2029-07-01 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31403DVZ9 9.29000000 PA USD 9.80000000 0.000002999909 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31383XL80 121437.46000000 PA USD 124911.80000000 0.038237148890 Long ABS-MBS USGSE US N 2 2029-07-01 Fixed 7.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617MKMA4 1925685.55000000 PA USD 1757707.21000000 0.538057351628 Long ABS-MBS USGA US N 2 2050-06-20 Fixed 3.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31283H2G9 24326.13000000 PA USD 24466.50000000 0.007489518230 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 7.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31389SRN6 9894.00000000 PA USD 10333.43000000 0.003163199165 Long ABS-MBS USGSE US N 2 2032-02-01 Fixed 7.00000000 N N N N N N U.S. Treasury Notes 254900HROIFWPRGM1V77 912828YB0 400000.00000000 PA USD 371203.12000000 0.113630169192 Long DBT UST US N 2 2029-08-15 Fixed 1.62500000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31347AKK9 150920.82000000 PA USD 155974.77000000 0.047745933560 Long ABS-MBS USGSE US N 2 2038-07-01 Floating 6.71200000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 31398KNS5 185843.07000000 PA USD 187243.51000000 0.057317707139 Long ABS-APCP USGSE US N 2 2039-11-15 Floating 5.34656000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31386GYD9 1841.21000000 PA USD 1845.15000000 0.000564824742 Long ABS-MBS USGSE US N 2 2029-11-01 Fixed 6.00000000 N N N N N N FRESB Mortgage Trust N/A 30298BAE3 2183170.60000000 PA USD 2154151.46000000 0.659414163507 Long ABS-APCP USGSE US N 2 2039-02-25 Floating 5.16922000 N N N N N N GS Mortgage-Backed Securities Trust N/A 36271WAD7 1592334.32000000 PA USD 1614710.12000000 0.494284057021 Long ABS-MBS CORP US N 2 2055-09-25 Variable 6.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128MJA34 13677.49000000 PA USD 14298.49000000 0.004376956308 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 7.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31407NHJ5 60864.74000000 PA USD 62729.30000000 0.019202265790 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 7.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31376KAR7 43.13000000 PA USD 43.77000000 0.000013398574 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31405G2U3 18533.55000000 PA USD 18778.02000000 0.005748199502 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 8.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31407JAN2 127784.01000000 PA USD 132449.99000000 0.040544688237 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 7.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31335PJ89 2781.89000000 PA USD 2795.10000000 0.000855616962 Long ABS-MBS USGSE US N 2 2027-05-20 Fixed 7.05000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132GGF34 457672.64000000 PA USD 458070.34000000 0.140221370543 Long ABS-MBS USGSE US N 2 2041-08-01 Fixed 4.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31287QAK7 36066.93000000 PA USD 37080.29000000 0.011350765657 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 7.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376CJ26 269221.78000000 PA USD 270329.14000000 0.082751313932 Long ABS-APCP USGA US N 2 2039-09-16 Floating 5.06100000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 3137AAV34 123106.02000000 PA USD 123015.93000000 0.037656798087 Long ABS-APCP USGSE US N 2 2040-03-15 Floating 4.93656000 N N N N N N U.S. Treasury Notes 254900HROIFWPRGM1V77 9128283F5 2900000.00000000 PA USD 2819740.24000000 0.863159664580 Long DBT UST US N 2 2027-11-15 Fixed 2.25000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36200XFC8 276.46000000 PA USD 285.76000000 0.000087474903 Long ABS-MBS USGA US N 2 2031-11-15 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31406TQU8 88304.81000000 PA USD 91926.52000000 0.028139919785 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 5.50000000 N N N N N N U.S. Treasury Notes 254900HROIFWPRGM1V77 912828ZV5 1900000.00000000 PA USD 1800064.45000000 0.551023461254 Long DBT UST US N 2 2027-06-30 Fixed 0.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31403DUJ6 72514.18000000 PA USD 76451.98000000 0.023402959065 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XMPT7 2347785.81000000 PA USD 2430392.14000000 0.743975077775 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36201MNR9 5405.04000000 PA USD 5667.49000000 0.001734893412 Long ABS-MBS USGA US N 2 2032-09-15 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202SZQ4 30613.80000000 PA USD 32026.10000000 0.009803611460 Long ABS-MBS USGA US N 2 2029-08-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36213AMH4 39925.11000000 PA USD 41930.08000000 0.012835350318 Long ABS-MBS USGA US N 2 2032-01-15 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140KEMQ8 2210343.40000000 PA USD 2060977.94000000 0.630892520581 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31403UVR9 98931.83000000 PA USD 104693.55000000 0.032048075996 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36207JYX5 7085.87000000 PA USD 7106.53000000 0.002175402529 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 31292HJ88 106.13000000 PA USD 108.28000000 0.000033145935 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 7.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H0426A2 7500000.00000000 PA USD 7274356.28000000 2.226776366705 Long ABS-MBS USGA US N 2 2055-10-01 Fixed 4.50000000 N N N N N N U.S. Treasury Notes 254900HROIFWPRGM1V77 91282CCJ8 2000000.00000000 PA USD 1957541.90000000 0.599229384975 Long DBT UST US N 2 2026-06-30 Fixed 0.87500000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133G6XH3 1200395.98000000 PA USD 1142925.89000000 0.349864683937 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36213FLD3 21055.54000000 PA USD 21814.18000000 0.006677608108 Long ABS-MBS USGA US N 2 2033-01-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36210Q5T5 727.01000000 PA USD 738.86000000 0.000226174787 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.50000000 N N N N N N U.S. Treasury Bills 254900HROIFWPRGM1V77 912797QN0 3068000.00000000 PA USD 2998720.73000000 0.917947952353 Long DBT UST US N 2 2026-05-14 None 0.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31297DX86 75595.69000000 PA USD 78004.58000000 0.023878230396 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 7.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36208VUH6 92.60000000 PA USD 92.83000000 0.000028416486 Long ABS-MBS USGA US N 2 2027-11-15 Fixed 7.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31387VJZ3 5449.73000000 PA USD 5517.75000000 0.001689056024 Long ABS-MBS USGSE US N 2 2031-02-01 Fixed 7.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140F4PY6 125258.33000000 PA USD 127700.23000000 0.039090724078 Long ABS-MBS USGSE US N 2 2044-05-01 Floating 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378HSF4 7813.32000000 PA USD 7741.27000000 0.002369704812 Long ABS-APCP USGA US N 2 2042-01-20 Floating 4.50000000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 31397HZX9 490107.11000000 PA USD 485946.10000000 0.148754508209 Long ABS-APCP USGSE US N 2 2037-06-15 Floating 4.88656000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H0226A4 7620000.00000000 PA USD 6561502.75000000 2.008562502492 Long ABS-MBS USGA US N 2 2055-10-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36225AWR7 10.25000000 PA USD 10.31000000 0.000003156026 Long ABS-MBS USGA US N 2 2027-10-15 Fixed 6.50000000 N N N N N N U.S. Treasury Notes 254900HROIFWPRGM1V77 9128285N6 2500000.00000000 PA USD 2495057.00000000 0.763769844001 Long DBT UST US N 2 2025-11-30 Fixed 2.87500000 N N N N N N N/A N/A N/A 389.00000000 NC USD 126775.74000000 0.038807725500 N/A DIR N/A N 1 Board of Trade of the City of Chicago, Inc. 549300EX04Q2QBFQTQ27 Long U.S. Treasury Notes U.S. Treasury Notes 2025-12-19 43635724.26000000 USD 126775.74000000 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36201ASW9 240.73000000 PA USD 247.07000000 0.000075631384 Long ABS-MBS USGA US N 2 2032-01-15 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202DMC2 3486.70000000 PA USD 3636.31000000 0.001113122434 Long ABS-MBS USGA US N 2 2031-03-20 Fixed 7.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36200QSM7 236.91000000 PA USD 238.51000000 0.000073011055 Long ABS-MBS USGA US N 2 2032-05-15 Fixed 7.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36213UBD1 687.57000000 PA USD 721.01000000 0.000220710667 Long ABS-MBS USGA US N 2 2031-10-15 Fixed 6.50000000 N N N N N N Textainer Marine Containers VII Ltd. 549300X48KLHDDGPK024 88315LAR9 2586666.77000000 PA USD 2404394.19000000 0.736016762508 Long ABS-O CORP BM N 2 2046-04-20 Fixed 2.82000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31385PXK5 10718.19000000 PA USD 10784.28000000 0.003301210294 Long ABS-MBS USGSE US N 2 2030-09-01 Fixed 8.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31408XNX4 18620.46000000 PA USD 19453.23000000 0.005954890185 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 7.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3135G05Y5 6000000.00000000 PA USD 5671106.64000000 1.736000513714 Long DBT USGSE US N 2 2027-10-08 Fixed 0.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31404KXF4 1424.95000000 PA USD 1474.94000000 0.000451498580 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202THG4 23632.93000000 PA USD 23851.80000000 0.007301350456 Long ABS-MBS USGA US N 2 2027-11-15 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XMBJ4 2574550.43000000 PA USD 2666914.80000000 0.816377782455 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31389PGT1 10008.76000000 PA USD 10450.76000000 0.003199115424 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 7.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133L7GP6 1528108.40000000 PA USD 1454761.15000000 0.445321568442 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 2.50000000 N N N N N N Credit Industriel et Commercial N4JDFKKH2FTD8RKFXO39 22536WMV5 4000000.00000000 PA USD 4001260.80000000 1.224838685859 Long DBT CORP FR N 2 2026-08-20 Floating 4.46000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31392BZJ8 142751.24000000 PA USD 150114.48000000 0.045952021525 Long ABS-APCP USGSE US N 2 2032-03-25 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202EFS3 41599.04000000 PA USD 42674.01000000 0.013063077100 Long ABS-MBS USGA US N 2 2035-10-20 Fixed 7.00000000 N N N N N N Uniform Mortgage-Backed Securities N/A 01F0606A8 2970000.00000000 PA USD 3034579.44000000 0.928924776266 Long ABS-MBS USGSE US N 2 2055-10-01 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H0206A8 12000000.00000000 PA USD 9922297.32000000 3.037346031064 Long ABS-MBS USGA US N 2 2055-10-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36201KAR7 1029.91000000 PA USD 1045.13000000 0.000319928072 Long ABS-MBS USGA US N 2 2033-01-15 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31412PXH9 397114.80000000 PA USD 398412.48000000 0.121959313032 Long ABS-MBS USGSE US N 2 2039-06-01 Fixed 4.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128LU4Z6 13964.85000000 PA USD 14364.13000000 0.004397049578 Long ABS-MBS USGSE US N 2 2038-01-01 Floating 7.07800000 N N N N N N U.S. Treasury Bonds 254900HROIFWPRGM1V77 912810FP8 3200000.00000000 PA USD 3446000.00000000 1.054866034093 Long DBT UST US N 2 2031-02-15 Fixed 5.37500000 N N N N N N Chase Mortgage Finance Corp. N/A 16163YAD6 636295.70000000 PA USD 591819.14000000 0.181163641646 Long ABS-MBS CORP US N 2 2045-04-25 Variable 3.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138M47C0 126976.50000000 PA USD 125651.10000000 0.038463458368 Long ABS-MBS USGSE US N 2 2027-08-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31376UVC5 117.29000000 PA USD 117.61000000 0.000036001971 Long ABS-MBS USGSE US N 2 2026-12-01 Fixed 7.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128MJAZ3 24477.90000000 PA USD 25849.92000000 0.007913001332 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179MQH6 367882.50000000 PA USD 333353.80000000 0.102043993312 Long ABS-MBS USGA US N 2 2042-10-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36225BYP7 35623.38000000 PA USD 37065.35000000 0.011346192326 Long ABS-MBS USGA US N 2 2032-11-15 Fixed 6.50000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31397NL45 709168.12000000 PA USD 741054.02000000 0.226846406014 Long ABS-APCP USGSE US N 2 2039-06-25 Variable 6.60259700 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31388NEG7 193.68000000 PA USD 200.82000000 0.000061473649 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36200AN70 171.65000000 PA USD 175.25000000 0.000053646335 Long ABS-MBS USGA US N 2 2032-09-15 Fixed 6.00000000 N N N N N N Invesco Government & Agency Portfolio 5493007T1J7WZ5QI1A47 825252885 2556177.20000000 NS USD 2556177.20000000 0.782479543065 Long STIV RF US N 1 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381TJF3 1170415.24000000 PA USD 1084373.69000000 0.331941083530 Long ABS-APCP USGA US N 2 2048-10-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36213LLB4 428.34000000 PA USD 443.07000000 0.000135629568 Long ABS-MBS USGA US N 2 2031-07-15 Fixed 7.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31411EUN5 11.85000000 PA USD 12.40000000 0.000003795803 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31391ANA3 609.02000000 PA USD 633.47000000 0.000193913519 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 6.50000000 N N N N N N N/A N/A N/A 848.00000000 NC USD 245509.30000000 0.075153633669 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 2025-12-31 92352116.12000000 USD 245509.30000000 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31371KAE1 2122.55000000 PA USD 2156.07000000 0.000660001453 Long ABS-MBS USGSE US N 2 2031-07-01 Fixed 8.00000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 3136AKWD1 430894.39000000 PA USD 421666.61000000 0.129077708821 Long ABS-APCP USGSE US N 2 2044-08-25 Floating 4.77981000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36201MZ21 283.06000000 PA USD 292.81000000 0.000089633001 Long ABS-MBS USGA US N 2 2032-05-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36213DG51 65.90000000 PA USD 67.80000000 0.000020754473 Long ABS-MBS USGA US N 2 2031-08-15 Fixed 6.50000000 N N N N N N Toronto-Dominion Bank (The) PT3QB789TSUIDF371261 89120FBN3 4000000.00000000 PA USD 4004360.00000000 1.225787391840 Long DBT CORP CA N 2 2026-04-10 Floating 4.72951000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31412LQS2 19441.63000000 PA USD 19858.63000000 0.006078988470 Long ABS-MBS USGSE US N 2 2027-06-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31411HUP3 38.32000000 PA USD 40.21000000 0.000012308811 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36201FBE6 1461.57000000 PA USD 1494.14000000 0.000457375953 Long ABS-MBS USGA US N 2 2033-06-15 Fixed 6.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31297D6Y9 23408.74000000 PA USD 24194.62000000 0.007406292178 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36201M3D2 66.53000000 PA USD 69.27000000 0.000021204460 Long ABS-MBS USGA US N 2 2032-06-15 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31404JAZ8 91791.10000000 PA USD 92062.83000000 0.028181646073 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31371KLV1 304.59000000 PA USD 318.20000000 0.000097405215 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36225BMX3 1437.51000000 PA USD 1484.04000000 0.000454284210 Long ABS-MBS USGA US N 2 2031-04-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379C2M7 561721.59000000 PA USD 583689.96000000 0.178675192468 Long ABS-APCP USGA US N 2 2041-09-20 Floating 5.12626000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31300LWG6 573922.32000000 PA USD 594850.35000000 0.182091534992 Long ABS-MBS USGSE US N 2 2036-07-01 Floating 6.74600000 N N N N N N Uniform Mortgage-Backed Securities N/A 01F0504A1 3611000.00000000 PA USD 3648756.58000000 1.116932496493 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36213Y4A7 3410.60000000 PA USD 3425.52000000 0.001048596836 Long ABS-MBS USGA US N 2 2031-11-15 Fixed 7.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31371FXT4 79.15000000 PA USD 79.26000000 0.000024262531 Long ABS-MBS USGSE US N 2 2027-07-01 Fixed 7.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31287TPP4 118.10000000 PA USD 123.47000000 0.000037795794 Long ABS-MBS USGSE US N 2 2032-06-01 Fixed 7.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31371J7A6 287.03000000 PA USD 297.52000000 0.000091074794 Long ABS-MBS USGSE US N 2 2031-07-01 Fixed 6.50000000 N N N N N N GS Mortgage-Backed Securities Trust 254900RIVK2GCJ08H839 36272NAA2 1112154.85000000 PA USD 1116120.79000000 0.341659289412 Long ABS-MBS CORP US N 2 2055-10-25 Floating 5.90603000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31385HUT7 147.75000000 PA USD 154.35000000 0.000047248570 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 7.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133G6VJ1 928664.67000000 PA USD 883168.07000000 0.270349390435 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36213J7F6 64130.69000000 PA USD 66178.77000000 0.020258194036 Long ABS-MBS USGA US N 2 2031-12-15 Fixed 7.00000000 N N N N N N N/A N/A N/A -181.00000000 NC USD -377368.69000000 -0.11551753146 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 2025-12-19 20726100.06000000 USD -377368.69000000 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31413URS0 44345.44000000 PA USD 45770.82000000 0.014011051471 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 8.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31326MNX7 732288.62000000 PA USD 756106.65000000 0.231454214520 Long ABS-MBS USGSE US N 2 2048-01-01 Floating 6.53200000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DMJA4 2850393.10000000 PA USD 2507089.45000000 0.767453135588 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36292ASE9 70629.89000000 PA USD 72490.78000000 0.022190383519 Long ABS-MBS USGA US N 2 2036-10-15 Fixed 8.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617MKLS6 1811610.96000000 PA USD 1672657.01000000 0.512022364056 Long ABS-MBS USGA US N 2 2050-05-20 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31413FJE3 1533.15000000 PA USD 1535.30000000 0.000469975572 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 7.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128LXUG3 10075.79000000 PA USD 10182.07000000 0.003116865873 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 7.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418MJP8 18985.19000000 PA USD 19888.62000000 0.006088168805 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 7.50000000 N N N N N N CHNGE Mortgage Trust N/A 17030AAA3 1118446.11000000 PA USD 1127321.09000000 0.345087848914 Long ABS-MBS CORP US N 2 2058-07-25 Variable 7.10000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36225BWT1 4.29000000 PA USD 4.44000000 0.000001359142 Long ABS-MBS USGA US N 2 2032-09-15 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31371JFY5 221.88000000 PA USD 228.09000000 0.000069821356 Long ABS-MBS USGSE US N 2 2030-04-01 Fixed 7.50000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31398NHW7 383112.91000000 PA USD 377655.16000000 0.115605223704 Long ABS-APCP USGSE US N 2 2040-07-25 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418MJT0 15193.26000000 PA USD 15875.29000000 0.004859635578 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 8.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31371FMY5 109.40000000 PA USD 109.57000000 0.000033540821 Long ABS-MBS USGSE US N 2 2026-09-01 Fixed 8.00000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31394FN92 23930.61000000 PA USD 24600.32000000 0.007530482297 Long ABS-APCP USGSE US N 2 2035-10-25 Fixed 5.75000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DQMQ6 2283971.04000000 PA USD 2323947.41000000 0.711390942492 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 5.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31296UE23 7823.51000000 PA USD 8113.93000000 0.002483780951 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31413YTV3 126.08000000 PA USD 131.92000000 0.000040382451 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 6.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31298GCK4 6129.35000000 PA USD 6408.00000000 0.001961573286 Long ABS-MBS USGSE US N 2 2030-05-01 Fixed 7.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31386Q2B6 60529.00000000 PA USD 63923.80000000 0.019567917989 Long ABS-MBS USGSE US N 2 2030-11-01 Fixed 8.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31403DJA8 18660.20000000 PA USD 18725.07000000 0.005731990809 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 7.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31300LV85 547806.24000000 PA USD 564207.99000000 0.172711504589 Long ABS-MBS USGSE US N 2 2035-09-01 Floating 6.78500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140JGLN3 987163.04000000 PA USD 948848.05000000 0.290454898276 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31384VNL2 92561.30000000 PA USD 97193.09000000 0.029752086299 Long ABS-MBS USGSE US N 2 2030-01-01 Fixed 8.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31307TDP3 1083819.49000000 PA USD 1056921.29000000 0.323537541941 Long ABS-MBS USGSE US N 2 2032-02-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31405S4M3 19334.37000000 PA USD 20190.49000000 0.006180575192 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 7.00000000 N N N N N N Royal Bank of Canada 549300HXQQQCCUBS2Z23 78015JJL2 9000000.00000000 PA USD 9007452.00000000 2.757299816752 Long DBT CORP CA N 2 2026-07-09 Floating 4.46000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128M7S56 8041.65000000 PA USD 8510.80000000 0.002605268091 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 8.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31416SNY3 91903.84000000 PA USD 97154.49000000 0.029740270331 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31386L4T6 13665.19000000 PA USD 13853.82000000 0.004240836958 Long ABS-MBS USGSE US N 2 2030-08-01 Fixed 7.50000000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 90276JYK6 9000000.00000000 PA USD 9007150.32000000 2.757207468527 Long DBT CORP GB N 2 2026-05-15 Floating 4.72393000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31298TWA6 977.69000000 PA USD 1010.14000000 0.000309217172 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36200KKW6 734.78000000 PA USD 774.20000000 0.000236992827 Long ABS-MBS USGA US N 2 2033-02-15 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36200RHK1 3171.15000000 PA USD 3182.63000000 0.000974245004 Long ABS-MBS USGA US N 2 2032-07-15 Fixed 7.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31374F5L9 1551.37000000 PA USD 1554.39000000 0.000475819272 Long ABS-MBS USGSE US N 2 2026-12-01 Fixed 8.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31287RN62 8872.39000000 PA USD 9368.65000000 0.002867867286 Long ABS-MBS USGSE US N 2 2031-12-01 Fixed 6.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132GGGS8 267377.85000000 PA USD 266790.16000000 0.081667985494 Long ABS-MBS USGSE US N 2 2041-08-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202SA81 2184.11000000 PA USD 2237.07000000 0.000684796621 Long ABS-MBS USGA US N 2 2033-01-15 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31406QLU9 1059.85000000 PA USD 1060.28000000 0.000324565687 Long ABS-MBS USGSE US N 2 2029-09-01 Fixed 8.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31371H6S2 59.49000000 PA USD 61.61000000 0.000018859633 Long ABS-MBS USGSE US N 2 2030-01-01 Fixed 7.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38377DSY3 229935.81000000 PA USD 234610.22000000 0.071817281581 Long ABS-APCP USGA US N 2 2034-08-20 Variable 5.65977000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31389GSH4 19966.43000000 PA USD 20856.85000000 0.006384556773 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 7.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31406MEH5 2396.30000000 PA USD 2394.62000000 0.000733024754 Long ABS-MBS USGSE US N 2 2032-02-01 Fixed 7.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Q7A72 1002919.12000000 PA USD 976731.65000000 0.298990435870 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140L3GC9 3716816.26000000 PA USD 3008577.78000000 0.920965325319 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202DLG4 1631.31000000 PA USD 1728.30000000 0.000529055416 Long ABS-MBS USGA US N 2 2031-01-20 Fixed 7.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3135G06G3 4000000.00000000 PA USD 3985191.16000000 1.219919557183 Long DBT USGSE US N 2 2025-11-07 Fixed 0.50000000 N N N N N N U.S. Treasury Notes/Bonds 254900HROIFWPRGM1V77 91282CNX5 9790000.00000000 PA USD 9741050.00000000 2.981863836740 Long DBT UST US N 2 2030-08-31 Fixed 3.62500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36201PKP9 11705.64000000 PA USD 12097.43000000 0.003703182822 Long ABS-MBS USGA US N 2 2032-06-15 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31404LTJ9 3045.24000000 PA USD 3161.67000000 0.000967828872 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138ALLV7 736075.22000000 PA USD 732074.79000000 0.224097745324 Long ABS-MBS USGSE US N 2 2041-08-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QACL2 803851.84000000 PA USD 772528.06000000 0.236481024630 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36212CSW2 19085.63000000 PA USD 19241.67000000 0.005890128880 Long ABS-MBS USGA US N 2 2031-03-15 Fixed 8.00000000 N N N N N N 2025-10-30 AIM Variable Insurance Funds (Invesco Variable Insurance Funds) Adrien Deberghes Adrien Deberghes Principal Financial Officer and Treasurer XXXX