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 2020-12-31 2020-12-31 N 541783890.51 98904122.16 442879768.35 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 62587691.18000000 0.00000000 0.00000000 0.00000000 USD N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31387UK67 4257.72000000 PA USD 4332.30000000 0.000978211313 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 7.50000000 N N N N N N Federal Home Loan Mortgage Corp. N/A 31283H2G9 52719.84000000 PA USD 60976.48000000 0.013768179166 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 7.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31388KLR1 782.44000000 PA USD 877.38000000 0.000198107943 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36203W3Q9 643.16000000 PA USD 676.70000000 0.000152795419 Long ABS-MBS USGA US N 2 2023-09-15 Fixed 7.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31409A3H0 42679.19000000 PA USD 44227.24000000 0.009986285931 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36208LME4 31862.59000000 PA USD 34962.58000000 0.007894372806 Long ABS-MBS USGA US N 2 2027-12-20 Fixed 6.37500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31390UFB7 1056.03000000 PA USD 1107.45000000 0.000250056579 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 7.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31409YBF3 61180.20000000 PA USD 69215.40000000 0.015628485414 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 7.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31389TQW5 23358.48000000 PA USD 23781.38000000 0.005369714694 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31407UMP9 1200190.68000000 PA USD 1267452.26000000 0.286184276315 Long ABS-MBS USGSE US N 2 2034-10-01 Floating 2.52900000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418MKN1 29097.21000000 PA USD 30635.47000000 0.006917333368 Long ABS-MBS USGSE US N 2 2038-03-01 Floating 3.15200000 N N N N N N Federal Home Loan Mortgage Corp. N/A 3128PHBW0 38106.11000000 PA USD 39062.79000000 0.008820179378 Long ABS-MBS USGSE US N 2 2022-09-01 Fixed 7.50000000 N N N N N N Fannie Mae REMICs N/A 3136A4BW8 1086781.64000000 PA USD 1094140.56000000 0.247051375608 Long ABS-APCP USGSE US N 2 2041-11-25 Floating 0.66800000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36213DG44 209.65000000 PA USD 252.76000000 0.000057071922 Long ABS-MBS USGA US N 2 2031-08-15 Fixed 7.00000000 N N N N N N Federal Home Loan Mortgage Corp. N/A 31297PQZ7 41504.56000000 PA USD 46546.48000000 0.010509958531 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36200AN70 256.09000000 PA USD 287.73000000 0.000064967971 Long ABS-MBS USGA US N 2 2032-09-15 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36205WBS4 19028.46000000 PA USD 19106.87000000 0.004314234102 Long ABS-MBS USGA US N 2 2024-09-15 Fixed 7.50000000 N N N N N N Federal Home Loan Mortgage Corp. N/A 3128Q0CH8 545579.59000000 PA USD 579073.68000000 0.130751892812 Long ABS-MBS USGSE US N 2 2027-05-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31413HLG1 3845.09000000 PA USD 3876.98000000 0.000875402372 Long ABS-MBS USGSE US N 2 2022-08-01 Fixed 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36213FLD3 56032.25000000 PA USD 65522.66000000 0.014794683497 Long ABS-MBS USGA US N 2 2033-01-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202EFS3 66738.12000000 PA USD 72587.29000000 0.016389841033 Long ABS-MBS USGA US N 2 2035-10-20 Fixed 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617LEKR4 5105354.57000000 PA USD 5343844.67000000 1.206612957261 Long ABS-MBS USGA US N 2 2049-10-20 Fixed 3.00000000 N N N N N N Federal Home Loan Mortgage Corp. N/A 31292GWC6 4213.25000000 PA USD 4726.87000000 0.001067303213 Long ABS-MBS USGSE US N 2 2028-08-01 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36224FEE6 59.66000000 PA USD 59.90000000 0.000013525115 Long ABS-MBS USGA US N 2 2023-02-15 Fixed 7.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31402DMG2 467.52000000 PA USD 525.13000000 0.000118571684 Long ABS-MBS USGSE US N 2 2021-08-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31410FDJ1 14408.42000000 PA USD 14477.26000000 0.003268891702 Long ABS-MBS USGSE US N 2 2021-07-01 Fixed 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36201SNT2 43649.52000000 PA USD 44559.31000000 0.010061265649 Long ABS-MBS USGA US N 2 2032-06-15 Fixed 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36203PAL7 1344.42000000 PA USD 1493.98000000 0.000337333088 Long ABS-MBS USGA US N 2 2023-12-15 Fixed 6.50000000 N N N N N N Federal Home Loan Mortgage Corp. N/A 31335PJ89 43492.06000000 PA USD 46965.94000000 0.010604670467 Long ABS-MBS USGSE US N 2 2027-05-20 Fixed 7.05000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31346YXT5 4058300.19000000 PA USD 4340235.50000000 0.980003109234 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36225BSS8 44209.35000000 PA USD 52336.53000000 0.011817322384 Long ABS-MBS USGA US N 2 2032-03-15 Fixed 8.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31411EUN5 15.01000000 PA USD 16.83000000 0.000003800128 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31379TDE1 3186.45000000 PA USD 3570.31000000 0.000806157845 Long ABS-MBS USGSE US N 2 2028-03-01 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31403DH93 27448.54000000 PA USD 30850.06000000 0.006965786699 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 7.50000000 N N N N N N New Residential Mortgage Loan Trust N/A 64828FCQ3 2372342.94000000 PA USD 2378089.23000000 0.536960457430 Long ABS-MBS CORP US N 2 2048-01-25 Floating 0.89800000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36204JG91 224.91000000 PA USD 225.75000000 0.000050973202 Long ABS-MBS USGA US N 2 2024-05-15 Fixed 7.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31404LTJ9 9243.63000000 PA USD 10863.97000000 0.002453029191 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36200AGC7 6063.19000000 PA USD 7275.23000000 0.001642709945 Long ABS-MBS USGA US N 2 2032-11-15 Fixed 6.00000000 N N N N N N Federal Home Loan Mortgage Corp. N/A 31298YEV9 250.11000000 PA USD 253.90000000 0.000057329329 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 7.50000000 N N N N N N U.S. Treasury Bills 254900HROIFWPRGM1V77 9127963W7 790000.00000000 PA USD 789923.44000000 0.178360696615 Long DBT UST US N 2 2021-02-04 None 0.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36213DG51 212.66000000 PA USD 250.61000000 0.000056586463 Long ABS-MBS USGA US N 2 2031-08-15 Fixed 6.50000000 N N N N N N N/A N/A N/A -69.00000000 NC USD 122214.04000000 0.027595308870 N/A DIR N/A N 1 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 Short United States Treasury Note/Bond U.S. Treasury Bond 2021-03-22 14858026.54000000 USD 122214.04000000 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36213UV31 1530.02000000 PA USD 1753.28000000 0.000395881709 Long ABS-MBS USGA US N 2 2031-07-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36209LNF9 85.10000000 PA USD 94.52000000 0.000021342135 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36224CWA1 604.35000000 PA USD 606.78000000 0.000137007839 Long ABS-MBS USGA US N 2 2023-07-15 Fixed 7.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36225BWB0 15603.92000000 PA USD 18715.06000000 0.004225765396 Long ABS-MBS USGA US N 2 2033-01-15 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31406PC72 271780.48000000 PA USD 316545.51000000 0.071474366774 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36201YUX2 88078.65000000 PA USD 94688.41000000 0.021380161562 Long ABS-MBS USGA US N 2 2033-04-15 Fixed 7.00000000 N N N N N N Federal Home Loan Mortgage Corp. N/A 31298GCK4 24305.69000000 PA USD 28617.66000000 0.006461722129 Long ABS-MBS USGSE US N 2 2030-05-01 Fixed 7.00000000 N N N N N N Federal Home Loan Mortgage Corp. N/A 31293WQG8 1186.49000000 PA USD 1333.35000000 0.000301063650 Long ABS-MBS USGSE US N 2 2029-09-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31389R7K6 15684.85000000 PA USD 18869.84000000 0.004260713933 Long ABS-MBS USGSE US N 2 2031-02-01 Fixed 7.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36213UBD1 1706.80000000 PA USD 1897.84000000 0.000428522622 Long ABS-MBS USGA US N 2 2031-10-15 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31406NT20 4443.32000000 PA USD 4859.98000000 0.001097358774 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 7.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31405QL55 131387.91000000 PA USD 140949.11000000 0.031825592423 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 7.00000000 N N N N N N Federal Home Loan Mortgage Corp. N/A 31326MNX7 3100990.80000000 PA USD 3236810.29000000 0.730855306861 Long ABS-MBS USGSE US N 2 2048-01-01 Floating 2.94000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31391WT43 447351.88000000 PA USD 558399.90000000 0.126083858398 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 8.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31404KXF4 4943.04000000 PA USD 5842.76000000 0.001319265502 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202SZQ4 133856.69000000 PA USD 150851.08000000 0.034061406905 Long ABS-MBS USGA US N 2 2029-08-15 Fixed 6.50000000 N N N N N N U.S. Treasury Inflation-Indexed Bonds 254900HROIFWPRGM1V77 9128286N5 4129680.00000000 PA USD 4427435.63000000 0.999692455244 Long DBT UST US N 2 2024-04-15 Fixed 0.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31371JBE3 251.82000000 PA USD 300.94000000 0.000067950721 Long ABS-MBS USGSE US N 2 2030-02-01 Fixed 7.50000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Ctfs. N/A 3137FMD25 5000000.00000000 PA USD 5495045.00000000 1.240753223041 Long ABS-APCP USGSE US N 2 2026-04-25 Fixed 2.87500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202THG4 192516.84000000 PA USD 214027.67000000 0.048326359724 Long ABS-MBS USGA US N 2 2027-11-15 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138ALLV7 1561712.65000000 PA USD 1794837.10000000 0.405265091852 Long ABS-MBS USGSE US N 2 2041-08-01 Fixed 4.50000000 N N N N N N Federal Home Loan Mortgage Corp. N/A 3128MJDG2 274281.31000000 PA USD 326087.88000000 0.073628985404 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31411WA64 7645.43000000 PA USD 7706.40000000 0.001740065939 Long ABS-MBS USGSE US N 2 2022-04-01 Fixed 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202SF78 35278.20000000 PA USD 39779.64000000 0.008982040463 Long ABS-MBS USGA US N 2 2033-03-15 Fixed 6.00000000 N N N N N N U.S. Treasury Notes 254900HROIFWPRGM1V77 912828XT2 2500000.00000000 PA USD 2653320.30000000 0.599106233704 Long DBT UST US N 2 2024-05-31 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36206FXT4 3180.45000000 PA USD 3231.13000000 0.000729572726 Long ABS-MBS USGA US N 2 2025-10-15 Fixed 8.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31371JYE8 4.67000000 PA USD 4.67000000 0.000001054462 Long ABS-MBS USGSE US N 2 2021-03-01 Fixed 7.00000000 N N N N N N Fannie Mae REMICs N/A 3136A5QP4 758535.15000000 PA USD 761798.06000000 0.172010128807 Long ABS-APCP USGSE US N 2 2041-05-25 Floating 0.64800000 N N N N N N Federal Home Loan Mortgage Corp. N/A 31283HSV8 406.81000000 PA USD 410.73000000 0.000092740745 Long ABS-MBS USGSE US N 2 2023-10-01 Fixed 8.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WKY74 3494109.25000000 PA USD 3913270.14000000 0.883596501727 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36200SR77 551.71000000 PA USD 555.61000000 0.000125453913 Long ABS-MBS USGA US N 2 2031-09-15 Fixed 7.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31386UTL6 27.01000000 PA USD 27.10000000 0.000006119042 Long ABS-MBS USGSE US N 2 2031-03-01 Fixed 7.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31386L3T7 20612.47000000 PA USD 20804.90000000 0.004697640643 Long ABS-MBS USGSE US N 2 2024-04-01 Fixed 7.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31385UA45 14220.67000000 PA USD 14354.66000000 0.003241209245 Long ABS-MBS USGSE US N 2 2025-02-01 Fixed 8.50000000 N N N N N N Federal Home Loan Mortgage Corp. N/A 31287TPP4 197.39000000 PA USD 211.89000000 0.000047843684 Long ABS-MBS USGSE US N 2 2032-06-01 Fixed 7.00000000 N N N N N N Uniform Mortgage-Backed Securities N/A 01F020620 21357000.00000000 PA USD 22144511.61000000 5.000118134206 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31389GSH4 56569.84000000 PA USD 65486.52000000 0.014786523268 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202SDX3 643.31000000 PA USD 739.93000000 0.000167072432 Long ABS-MBS USGA US N 2 2033-03-15 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31391BB71 3025.10000000 PA USD 3391.12000000 0.000765697654 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36208ESM6 18782.10000000 PA USD 18850.71000000 0.004256394477 Long ABS-MBS USGA US N 2 2027-08-20 Fixed 6.95000000 N N N N N N Federal Home Loan Mortgage Corp. N/A 31335PLS2 471200.29000000 PA USD 546310.62000000 0.123354160438 Long ABS-MBS USGSE US N 2 2030-10-20 Fixed 6.03000000 N N N N N N Galton Funding Mortgage Trust N/A 36418GAU8 1166255.87000000 PA USD 1190141.02000000 0.268727791389 Long ABS-MBS CORP US N 2 2058-10-25 Variable 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36201MNR9 17856.56000000 PA USD 21404.23000000 0.004832966310 Long ABS-MBS USGA US N 2 2032-09-15 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140HFN54 3790623.44000000 PA USD 4017716.32000000 0.907179918145 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31406QLU9 24416.20000000 PA USD 24798.17000000 0.005599300706 Long ABS-MBS USGSE US N 2 2029-09-01 Fixed 8.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36208QRR9 6419.84000000 PA USD 6661.47000000 0.001504126057 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 7.50000000 N N N N N N Freddie Mac REMICs N/A 3137AKPS4 1490979.55000000 PA USD 1495276.85000000 0.337625910429 Long ABS-APCP USGSE US N 2 2040-03-15 Floating 0.65863000 N N N N N N Federal Home Loan Mortgage Corp. N/A 31297PQY0 9424.77000000 PA USD 10563.08000000 0.002385089759 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31371M7G6 54987.71000000 PA USD 65160.96000000 0.014713013476 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 8.50000000 N N N N N N U.S. Treasury Notes 254900HROIFWPRGM1V77 912828ZB9 4759000.00000000 PA USD 4934488.13000000 1.114182331783 Long DBT UST US N 2 2027-02-28 Fixed 1.12500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31389D3X3 500.52000000 PA USD 502.28000000 0.000113412270 Long ABS-MBS USGSE US N 2 2031-12-01 Fixed 7.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31412LQS2 135714.16000000 PA USD 152438.90000000 0.034419928588 Long ABS-MBS USGSE US N 2 2027-06-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31405S4M3 36012.41000000 PA USD 37723.98000000 0.008517882887 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 7.00000000 N N N N N N Federal Home Loan Mortgage Corp. N/A 31335HTG8 12808.66000000 PA USD 14357.78000000 0.003241913726 Long ABS-MBS USGSE US N 2 2022-05-01 Fixed 6.50000000 N N N N N N U.S. Treasury Notes 254900HROIFWPRGM1V77 9128285U0 1900000.00000000 PA USD 2039457.04000000 0.460499030605 Long DBT UST US N 2 2023-12-31 Fixed 2.62500000 N N N N N N Freddie Mac Multifamily Structured Pass Through Ctfs. N/A 3137FNAX8 5000000.00000000 PA USD 5303191.00000000 1.197433565267 Long ABS-APCP USGSE US N 2 2028-12-25 Fixed 2.15400000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31410KWF7 114219.30000000 PA USD 120145.22000000 0.027128179832 Long ABS-MBS USGSE US N 2 2035-05-01 Floating 2.82500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31391HV27 25975.70000000 PA USD 28724.13000000 0.006485762514 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 7.00000000 N N N N N N Uniform Mortgage-Backed Securities N/A 01F020414 8015000.00000000 PA USD 8378863.29000000 1.891904730987 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 2.00000000 N N N N N N Federal Home Loan Mortgage Corp. N/A 31293AHV3 64237.91000000 PA USD 72841.03000000 0.016447134234 Long ABS-MBS USGSE US N 2 2028-08-01 Fixed 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202DJ85 5067.50000000 PA USD 6118.91000000 0.001381618768 Long ABS-MBS USGA US N 2 2030-10-20 Fixed 7.50000000 N N N N N N Invesco Government & Agency Portfolio 5493007T1J7WZ5QI1A47 825252885 4863064.49000000 NS USD 4863064.49000000 1.098055237004 Long STIV RF US N 1 N N N N/A N/A N/A 268.00000000 NC USD 32931.84000000 0.007435842039 N/A DIR N/A N 1 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 Long United States Treasury Note/Bond U.S. Treasury Notes 2021-03-22 36972005.66000000 USD 32931.84000000 N N N U.S. Treasury Notes 254900HROIFWPRGM1V77 9128284S6 6300000.00000000 PA USD 6695472.67000000 1.511803687701 Long DBT UST US N 2 2023-05-31 Fixed 2.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138E5U22 1078566.04000000 PA USD 1157815.89000000 0.261428941383 Long ABS-MBS USGSE US N 2 2027-03-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31406MEH5 16347.89000000 PA USD 16621.94000000 0.003753149542 Long ABS-MBS USGSE US N 2 2032-02-01 Fixed 7.50000000 N N N N N N Federal Home Loan Mortgage Corp. N/A 31283GEH6 1126.05000000 PA USD 1138.57000000 0.000257083317 Long ABS-MBS USGSE US N 2 2023-04-01 Fixed 8.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31365DJE6 1721.54000000 PA USD 1790.55000000 0.000404297086 Long ABS-MBS USGSE US N 2 2022-11-01 Fixed 7.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X7FG9 6789324.50000000 PA USD 7197701.42000000 1.625204386015 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140HRXC2 4000000.00000000 PA USD 4687725.76000000 1.058464643229 Long ABS-MBS USGSE US N 2 2028-11-01 Fixed 3.79000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36201MZ21 530.24000000 PA USD 603.43000000 0.000136251426 Long ABS-MBS USGA US N 2 2032-05-15 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31402RYF0 27074.08000000 PA USD 27409.43000000 0.006188909938 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 8.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380GJC9 3539927.54000000 PA USD 3539440.09000000 0.799187577067 Long ABS-APCP USGA US N 2 2047-08-20 Floating 0.45475000 N N N N N N N/A N/A N/A 356.00000000 NC USD 69716.38000000 0.015741604151 N/A DIR N/A N 1 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 Long United States Treasury Note/Bond U.S. Treasury Floating Rate Notes 2021-03-31 78597939.69000000 USD 69716.38000000 N N N Fannie Mae REMICs N/A 31397NL45 1919594.36000000 PA USD 2283766.75000000 0.515662921001 Long ABS-APCP USGSE US N 2 2039-06-25 Variable 6.60236900 N N N N N N Federal Home Loan Mortgage Corp. N/A 31283HHG3 2076.97000000 PA USD 2428.83000000 0.000548417465 Long ABS-MBS USGSE US N 2 2030-09-01 Fixed 7.50000000 N N N N N N Federal Home Loan Mortgage Corp. N/A 3128QSYV2 69996.71000000 PA USD 74030.57000000 0.016715726319 Long ABS-MBS USGSE US N 2 2036-10-01 Floating 2.40500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31391WT35 397244.02000000 PA USD 486930.83000000 0.109946505755 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 7.50000000 N N N N N N U.S. Treasury Inflation - Indexed Notes 254900HROIFWPRGM1V77 9128284H0 2725528.00000000 PA USD 2870186.60000000 0.648073541650 Long DBT UST US N 2 2023-04-15 Fixed 0.62500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31391ANZ8 1884.82000000 PA USD 2045.45000000 0.000461852210 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 7.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31371EYH2 334.39000000 PA USD 361.14000000 0.000081543575 Long ABS-MBS USGSE US N 2 2024-09-01 Fixed 8.50000000 N N N N N N Fannie Mae REMICs N/A 3136A4FE4 375381.54000000 PA USD 376235.72000000 0.084952112714 Long ABS-APCP USGSE US N 2 2040-03-25 Floating 0.64800000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418SK32 429153.29000000 PA USD 512386.92000000 0.115694361453 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 6.00000000 N N N N N N Federal Home Loan Mortgage Corp. N/A 3133G8PE5 5805055.44000000 PA USD 6166452.77000000 1.392353683929 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H022614 13790000.00000000 PA USD 14596398.52000000 3.295792574671 Long ABS-MBS USGA US N 2 2051-01-01 Fixed 2.50000000 N N N N N N Federal Home Loan Mortgage Corp. N/A 31356JPB3 74.44000000 PA USD 74.59000000 0.000016842042 Long ABS-MBS USGSE US N 2 2024-08-01 Fixed 8.50000000 N N N N N N Federal Home Loan Banks 2549001DPIFGXC1TOL40 3130AJHU6 14500000.00000000 PA USD 14598018.70000000 3.296158403077 Long DBT CORP US N 2 2025-04-14 Fixed 0.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133L7GP6 4874201.28000000 PA USD 5129043.73000000 1.158111997102 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31404MUM8 25970.31000000 PA USD 26077.13000000 0.005888083372 Long ABS-MBS USGSE US N 2 2028-07-01 Fixed 8.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36291ACF4 146374.75000000 PA USD 162713.96000000 0.036739984896 Long ABS-MBS USGA US N 2 2034-08-15 Fixed 6.50000000 N N N N N N Federal Home Loan Mortgage Corp. N/A 3128PJPB7 24311.52000000 PA USD 24645.15000000 0.005564749568 Long ABS-MBS USGSE US N 2 2023-01-01 Fixed 7.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31384VL75 17340.55000000 PA USD 20306.47000000 0.004585097683 Long ABS-MBS USGSE US N 2 2029-12-01 Fixed 7.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31400DWF5 98.68000000 PA USD 115.10000000 0.000025988994 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 7.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31383XL80 424669.69000000 PA USD 504216.68000000 0.113849562800 Long ABS-MBS USGSE US N 2 2029-07-01 Fixed 7.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31383HX66 518.99000000 PA USD 582.12000000 0.000131439736 Long ABS-MBS USGSE US N 2 2029-07-01 Fixed 6.50000000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912828Q60 2197280.00000000 PA USD 2204863.76000000 0.497847027019 Long DBT UST US N 2 2021-04-15 Fixed 0.12500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31371M2Y2 40630.56000000 PA USD 50698.08000000 0.011447368704 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 8.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36200JVM9 14739.12000000 PA USD 16371.06000000 0.003696502114 Long ABS-MBS USGA US N 2 2033-03-15 Fixed 6.50000000 N N N N N N Freddie Mac REMICs N/A 31398KNS5 450982.56000000 PA USD 461859.00000000 0.104285414012 Long ABS-APCP USGSE US N 2 2039-11-15 Floating 1.01863000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36291SB33 81107.09000000 PA USD 89277.38000000 0.020158378499 Long ABS-MBS USGA US N 2 2025-02-15 Fixed 5.00000000 N N N N N N Federal Home Loan Mortgage Corp. N/A 3128M7XB7 613376.12000000 PA USD 713385.64000000 0.161078850510 Long ABS-MBS USGSE US N 2 2040-01-01 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31407JAN2 190241.88000000 PA USD 227844.20000000 0.051446061952 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 7.50000000 N N N N N N Federal Home Loan Mortgage Corp. N/A 31335PHC2 17659.58000000 PA USD 18086.27000000 0.004083787811 Long ABS-MBS USGSE US N 2 2030-11-17 Fixed 8.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QCM94 6206900.84000000 PA USD 6475378.91000000 1.462107635696 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 2.50000000 N N N N N N Angel Oak Mortgage Trust N/A 03465AAB5 2178972.30000000 PA USD 2186447.92000000 0.493688823977 Long ABS-MBS CORP US N 2 2065-05-25 Variable 1.51800000 N N N N N N Federal Home Loan Mortgage Corp. N/A 31347AKK9 549781.80000000 PA USD 580658.45000000 0.131109725820 Long ABS-MBS USGSE US N 2 2038-07-01 Floating 2.88400000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31402BAX2 117553.82000000 PA USD 122726.37000000 0.027710990379 Long ABS-MBS USGSE US N 2 2024-04-01 Fixed 7.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36207FZF1 2262.10000000 PA USD 2271.42000000 0.000512875087 Long ABS-MBS USGA US N 2 2026-07-15 Fixed 8.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138LRKL5 1116562.77000000 PA USD 1198315.73000000 0.270573599346 Long ABS-MBS USGSE US N 2 2027-05-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36201A3E6 794.68000000 PA USD 883.29000000 0.000199442391 Long ABS-MBS USGA US N 2 2032-01-15 Fixed 6.50000000 N N N N N N U.S. Treasury Notes 254900HROIFWPRGM1V77 912828YB0 400000.00000000 PA USD 427718.75000000 0.096576719138 Long DBT UST US N 2 2029-08-15 Fixed 1.62500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31409AGY9 121230.02000000 PA USD 139733.62000000 0.031551140961 Long ABS-MBS USGSE US N 2 2029-12-01 Fixed 8.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133A0DU5 4851842.44000000 PA USD 5283806.53000000 1.193056650495 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36203LT51 440.88000000 PA USD 442.62000000 0.000099941345 Long ABS-MBS USGA US N 2 2023-01-15 Fixed 7.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36201FBE6 2125.54000000 PA USD 2389.40000000 0.000539514371 Long ABS-MBS USGA US N 2 2033-06-15 Fixed 6.00000000 N N N N N N Federal Home Loan Mortgage Corp. N/A 31296UE23 30997.43000000 PA USD 34897.43000000 0.007879662268 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X5H48 3892348.90000000 PA USD 4086684.23000000 0.922752521576 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 3.00000000 N N N N N N Freddie Mac STRIPS S6XOOCT0IEG5ABCC6L87 31351DDT5 1398110.49000000 PA USD 1401227.95000000 0.316390146973 Long ABS-APCP USGSE US N 2 2037-10-15 Floating 0.49913000 N N N N N N Federal Home Loan Mortgage Corp. N/A 3128LDAC8 108326.45000000 PA USD 123790.23000000 0.027951204558 Long ABS-MBS USGSE US N 2 2038-07-01 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36201YZG4 22783.24000000 PA USD 23141.10000000 0.005225142725 Long ABS-MBS USGA US N 2 2023-12-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36200ABK4 136.41000000 PA USD 163.90000000 0.000037007786 Long ABS-MBS USGA US N 2 2032-10-15 Fixed 6.00000000 N N N N N N Chase Mortgage Finance Corp. N/A 16164AAD7 1547051.44000000 PA USD 1581438.84000000 0.357080849705 Long ABS-MBS CORP US N 2 2045-12-25 Variable 3.75000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36241KG93 377739.95000000 PA USD 452961.89000000 0.102276491808 Long ABS-MBS USGA US N 2 2030-12-15 Fixed 8.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36213HF46 7822.00000000 PA USD 8690.68000000 0.001962311358 Long ABS-MBS USGA US N 2 2031-03-15 Fixed 6.50000000 N N N N N N U.S. Treasury Notes 254900HROIFWPRGM1V77 9128282A7 4250000.00000000 PA USD 4500351.56000000 1.016156501518 Long DBT UST US N 2 2026-08-15 Fixed 1.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36204C3L3 26313.79000000 PA USD 26689.55000000 0.006026364694 Long ABS-MBS USGA US N 2 2023-10-15 Fixed 7.50000000 N N N N N N Federal Home Loan Mortgage Corp. N/A 31298TWA6 1557.28000000 PA USD 1745.83000000 0.000394199537 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 6.50000000 N N N N N N Federal Home Loan Mortgage Corp. N/A 31287RN62 20405.74000000 PA USD 22991.42000000 0.005191345742 Long ABS-MBS USGSE US N 2 2031-12-01 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31411FJP0 5806.27000000 PA USD 5839.26000000 0.001318475219 Long ABS-MBS USGSE US N 2 2021-12-01 Fixed 7.00000000 N N N N N N Freddie Mac REMICs N/A 3137A06D2 1767919.23000000 PA USD 1770027.65000000 0.399663244178 Long ABS-APCP USGSE US N 2 2036-11-15 Floating 0.49913000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31371KAE1 6672.41000000 PA USD 7561.29000000 0.001707300838 Long ABS-MBS USGSE US N 2 2031-07-01 Fixed 8.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36204U5S6 330.34000000 PA USD 334.53000000 0.000075535173 Long ABS-MBS USGA US N 2 2024-04-15 Fixed 7.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31406KEV8 2682.20000000 PA USD 2686.07000000 0.000606500949 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36225BMX3 6310.91000000 PA USD 7507.15000000 0.001695076302 Long ABS-MBS USGA US N 2 2031-04-15 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31411HUP3 47.98000000 PA USD 53.81000000 0.000012150024 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36213KAA0 61287.23000000 PA USD 63638.98000000 0.014369358130 Long ABS-MBS USGA US N 2 2031-11-15 Fixed 8.00000000 N N N N N N Federal Home Loan Mortgage Corp. N/A 31297D6Y9 74351.34000000 PA USD 84700.53000000 0.019124949038 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 6.50000000 N N N N N N Federal Home Loan Mortgage Corp. N/A 31298QAN8 11138.57000000 PA USD 11186.31000000 0.002525811924 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 8.00000000 N N N N N N Federal Home Loan Mortgage Corp. N/A 31297KYA4 12176.72000000 PA USD 13647.23000000 0.003081475148 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 6.50000000 N N N N N N Federal Home Loan Mortgage Corp. N/A 3132GGFR1 815289.15000000 PA USD 907515.59000000 0.204912406222 Long ABS-MBS USGSE US N 2 2041-08-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36213AMH4 62975.79000000 PA USD 70003.01000000 0.015806323748 Long ABS-MBS USGA US N 2 2032-01-15 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140F4PY6 1232256.23000000 PA USD 1282743.38000000 0.289636933468 Long ABS-MBS USGSE US N 2 2044-05-01 Floating 2.17200000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31371KK75 19770.34000000 PA USD 23303.05000000 0.005261710212 Long ABS-MBS USGSE US N 2 2032-02-01 Fixed 7.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31371M5N3 35587.66000000 PA USD 42446.53000000 0.009584210666 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36200QSM7 415.12000000 PA USD 428.39000000 0.000096728283 Long ABS-MBS USGA US N 2 2032-05-15 Fixed 7.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36208QJ49 342.30000000 PA USD 343.51000000 0.000077562811 Long ABS-MBS USGA US N 2 2027-08-15 Fixed 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36213LLB4 975.70000000 PA USD 1184.35000000 0.000267420208 Long ABS-MBS USGA US N 2 2031-07-15 Fixed 7.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31375GCF1 10335.26000000 PA USD 10482.72000000 0.002366944879 Long ABS-MBS USGSE US N 2 2025-10-01 Fixed 6.95000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Ctfs. N/A 3137FLYW8 5000000.00000000 PA USD 5673728.00000000 1.281098935979 Long ABS-APCP USGSE US N 2 2029-04-25 Fixed 3.01500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36212DTT6 121386.23000000 PA USD 139305.80000000 0.031454541380 Long ABS-MBS USGA US N 2 2032-11-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36224TNY2 76.74000000 PA USD 77.05000000 0.000017397498 Long ABS-MBS USGA US N 2 2023-06-15 Fixed 7.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31388HCW7 110723.96000000 PA USD 127560.18000000 0.028802440101 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36208LNG8 38373.44000000 PA USD 42097.31000000 0.009505358566 Long ABS-MBS USGA US N 2 2028-02-20 Fixed 6.37500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202U6T5 8489.87000000 PA USD 9542.92000000 0.002154742817 Long ABS-MBS USGA US N 2 2033-05-15 Fixed 6.00000000 N N N N N N Freddie Mac Whole Loan Securities Trust N/A 3137G1BW6 15382.06000000 PA USD 15361.05000000 0.003468446991 Long ABS-O USGSE US N 2 2047-05-25 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36225BMN5 19506.50000000 PA USD 22737.83000000 0.005134086410 Long ABS-MBS USGA US N 2 2029-12-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36203ABJ4 8344.99000000 PA USD 8378.39000000 0.001891797864 Long ABS-MBS USGA US N 2 2023-03-15 Fixed 7.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133A0D27 4373246.29000000 PA USD 4678293.95000000 1.056334988484 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138M7AH8 1053785.81000000 PA USD 1115677.08000000 0.251914212328 Long ABS-MBS USGSE US N 2 2027-08-01 Fixed 3.00000000 N N N N N N Federal Home Loan Mortgage Corp. N/A 31335GQG3 543.50000000 PA USD 546.03000000 0.000123290797 Long ABS-MBS USGSE US N 2 2026-12-01 Fixed 8.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202DLG4 4721.50000000 PA USD 5718.04000000 0.001291104360 Long ABS-MBS USGA US N 2 2031-01-20 Fixed 7.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36204GXN7 5062.53000000 PA USD 5083.07000000 0.001147731362 Long ABS-MBS USGA US N 2 2023-09-15 Fixed 7.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140KEMQ8 4899570.60000000 PA USD 5156836.18000000 1.164387391009 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617MKMA4 4390278.83000000 PA USD 4747365.93000000 1.071931090392 Long ABS-MBS USGA US N 2 2050-06-20 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31407NHJ5 97033.14000000 PA USD 114873.78000000 0.025937915481 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 7.50000000 N N N N N N Federal Home Loan Mortgage Corp. N/A 31292GHZ2 384.16000000 PA USD 430.76000000 0.000097263417 Long ABS-MBS USGSE US N 2 2023-07-01 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36204JRY4 651.62000000 PA USD 653.92000000 0.000147651811 Long ABS-MBS USGA US N 2 2024-02-15 Fixed 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36205WCL8 12727.42000000 PA USD 12779.91000000 0.002885638702 Long ABS-MBS USGA US N 2 2024-10-15 Fixed 7.50000000 N N N N N N Fannie Mae REMICs N/A 31396PZE4 729005.83000000 PA USD 735005.84000000 0.165960581748 Long ABS-APCP USGSE US N 2 2037-03-25 Floating 0.59800000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36203D6X3 436.63000000 PA USD 438.37000000 0.000098981717 Long ABS-MBS USGA US N 2 2023-06-15 Fixed 7.50000000 N N N N N N Federal Home Loan Mortgage Corp. N/A 31292HJ54 1.35000000 PA USD 1.52000000 0.000000343208 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36290UZ66 78139.31000000 PA USD 84569.59000000 0.019095383452 Long ABS-MBS USGA US N 2 2025-08-15 Fixed 6.50000000 N N N N N N Federal Home Loan Mortgage Corp. N/A 3132GGF34 1512448.28000000 PA USD 1693218.05000000 0.382320027015 Long ABS-MBS USGSE US N 2 2041-08-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EBBT1 756746.77000000 PA USD 811253.67000000 0.183176954102 Long ABS-MBS USGSE US N 2 2027-03-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36209BR75 960.09000000 PA USD 1060.14000000 0.000239374222 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 7.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31384VNL2 324660.24000000 PA USD 392963.33000000 0.088729122006 Long ABS-MBS USGSE US N 2 2030-01-01 Fixed 8.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31403DUJ6 175025.26000000 PA USD 209530.09000000 0.047310829027 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6.00000000 N N N N N N Federal Home Loan Mortgage Corp. N/A 31297DX86 129230.26000000 PA USD 151611.13000000 0.034233022331 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 7.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36223V7J9 572.93000000 PA USD 589.50000000 0.000133106102 Long ABS-MBS USGA US N 2 2023-10-15 Fixed 7.00000000 N N N N N N Fannie Mae REMICs N/A 31359QLE2 115012.45000000 PA USD 126834.03000000 0.028638479123 Long ABS-APCP USGSE US N 2 2027-09-18 Fixed 7.00000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Ctfs. N/A 3137FMCK6 5000000.00000000 PA USD 5356252.50000000 1.209414582191 Long ABS-APCP USGSE US N 2 2025-12-25 Fixed 2.51000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38377FZZ7 1599294.20000000 PA USD 1616232.64000000 0.364937112847 Long ABS-APCP USGA US N 2 2040-05-20 Floating 0.85163000 N N N N N N N/A N/A N/A -6.00000000 NC USD -2073.12000000 -0.00046809995 N/A DIR N/A N 1 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 Short United States Treasury Note/Bond U.S. Treasury Bond 2021-03-22 1037051.88000000 USD -2073.12000000 N N N Federal Home Loan Mortgage Corp. N/A 3128PWBJ6 312643.26000000 PA USD 332025.74000000 0.074969724003 Long ABS-MBS USGSE US N 2 2026-08-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31405MST5 3594.23000000 PA USD 4074.94000000 0.000920100734 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 6.50000000 N N N N N N Private Export Funding Corp. CYQE6SAYPFKNQJ6FMH60 742651DJ8 1540000.00000000 PA USD 1600103.57000000 0.361295250844 Long DBT CORP US N 2 2021-12-15 Fixed 4.30000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31410UCE0 7486.14000000 PA USD 7524.13000000 0.001698910299 Long ABS-MBS USGSE US N 2 2021-10-01 Fixed 7.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31389XGX5 413.37000000 PA USD 415.07000000 0.000093720695 Long ABS-MBS USGSE US N 2 2022-03-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138X3HM7 610808.42000000 PA USD 629529.05000000 0.142144458832 Long ABS-MBS USGSE US N 2 2043-08-01 Floating 2.17800000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31409ASR1 77051.23000000 PA USD 84063.77000000 0.018981171868 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 7.00000000 N N N N N N Federal Home Loan Mortgage Corp. N/A 31292HJ88 384.15000000 PA USD 441.62000000 0.000099715550 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 7.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36213CPZ7 923.67000000 PA USD 998.37000000 0.000225426870 Long ABS-MBS USGA US N 2 2031-04-15 Fixed 7.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31388NEG7 457.23000000 PA USD 522.99000000 0.000118088483 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36201KDP8 3971.11000000 PA USD 4550.71000000 0.001027527181 Long ABS-MBS USGA US N 2 2033-03-15 Fixed 6.00000000 N N N N N N Federal Home Loan Mortgage Corp. N/A 3128M7S49 23588.74000000 PA USD 28236.88000000 0.006375743941 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 8.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31371KWK3 8275.42000000 PA USD 9658.89000000 0.002180928254 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138ERQT0 2037675.26000000 PA USD 2184263.87000000 0.493195676591 Long ABS-MBS USGSE US N 2 2031-12-01 Fixed 3.00000000 N N N N N N Federal Home Loan Mortgage Corp. N/A 31287XG26 65.01000000 PA USD 74.48000000 0.000016817205 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 6.50000000 N N N N N N Fannie Mae ACES N/A 3136ATTD6 428730.95000000 PA USD 430542.68000000 0.097214348174 Long ABS-APCP USGSE US N 2 2023-09-25 Floating 2.76213000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36201KAR7 5118.35000000 PA USD 5763.50000000 0.001301368997 Long ABS-MBS USGA US N 2 2033-01-15 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31411NYW1 25002.76000000 PA USD 25200.09000000 0.005690052199 Long ABS-MBS USGSE US N 2 2022-02-01 Fixed 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36212SUR5 766.09000000 PA USD 871.00000000 0.000196667371 Long ABS-MBS USGA US N 2 2031-02-15 Fixed 7.00000000 N N N N N N Wells Fargo Commercial Mortgage Trust 549300S7ENI2U7O0XH56 94989JBE5 5900000.00000000 PA USD 6310636.46000000 1.424909628071 Long ABS-MBS CORP US N 2 2048-05-15 Variable 4.09411200 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31371NEB7 47413.58000000 PA USD 48409.26000000 0.010930564785 Long ABS-MBS USGSE US N 2 2022-04-01 Fixed 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36208ETC7 44650.66000000 PA USD 47490.29000000 0.010723066031 Long ABS-MBS USGA US N 2 2027-10-20 Fixed 6.37500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31408XNX4 33674.66000000 PA USD 36229.98000000 0.008180545283 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202DMC2 10459.80000000 PA USD 12639.40000000 0.002853912258 Long ABS-MBS USGA US N 2 2031-03-20 Fixed 7.50000000 N N N N N N Federal Home Loan Mortgage Corp. N/A 31292HRM8 57461.10000000 PA USD 69072.77000000 0.015596280285 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 7.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36225AWR7 281.09000000 PA USD 312.57000000 0.000070576716 Long ABS-MBS USGA US N 2 2027-10-15 Fixed 6.50000000 N N N N N N Federal Home Loan Mortgage Corp. N/A 3128M8FR0 682361.68000000 PA USD 780055.52000000 0.176132570450 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 6.50000000 N N N N N N N/A N/A N/A 516.00000000 NC USD 151584.67000000 0.034227047797 N/A DIR N/A N 1 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 Long United States Treasury Note/Bond U.S. Treasury Notes 2021-03-31 64949071.84000000 USD 151584.67000000 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31374F5L9 34476.94000000 PA USD 38494.61000000 0.008691887223 Long ABS-MBS USGSE US N 2 2026-12-01 Fixed 8.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31386XQK5 820.59000000 PA USD 819.61000000 0.000185063770 Long ABS-MBS USGSE US N 2 2021-02-01 Fixed 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36290UYY6 24480.52000000 PA USD 24797.74000000 0.005599203615 Long ABS-MBS USGA US N 2 2025-03-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36201NGE4 6173.45000000 PA USD 6858.23000000 0.001548553465 Long ABS-MBS USGA US N 2 2032-06-15 Fixed 6.50000000 N N N N N N Freddie Mac REMICs N/A 31396JKN4 886344.84000000 PA USD 888397.79000000 0.200595704181 Long ABS-APCP USGSE US N 2 2036-03-15 Floating 0.45863000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36210BMG7 56557.95000000 PA USD 59003.15000000 0.013322611285 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 7.50000000 N N N N N N Federal Home Loan Mortgage Corp. N/A 3128M7S56 27696.71000000 PA USD 33440.34000000 0.007550658754 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 8.50000000 N N N N N N U.S. Treasury Notes 254900HROIFWPRGM1V77 912828YF1 2700000.00000000 PA USD 2763492.17000000 0.623982481813 Long DBT UST US N 2 2022-09-15 Fixed 1.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36200RHK1 23907.43000000 PA USD 24189.59000000 0.005461886437 Long ABS-MBS USGA US N 2 2032-07-15 Fixed 7.50000000 N N N N N N U.S. Treasury Inflation - Indexed Notes 254900HROIFWPRGM1V77 912828ZJ2 11592805.00000000 PA USD 12474482.92000000 2.816674820454 Long DBT UST US N 2 2025-04-15 Fixed 0.12500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31403GKH4 102469.92000000 PA USD 114894.76000000 0.025942652658 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 6.50000000 N N N N N N Federal Home Loan Mortgage Corp. N/A 31287SW60 34801.68000000 PA USD 35317.52000000 0.007974516454 Long ABS-MBS USGSE US N 2 2032-05-01 Fixed 8.00000000 N N N N N N GCAT N/A 36167FAC3 3891145.39000000 PA USD 3969250.02000000 0.896236474018 Long ABS-MBS CORP US N 2 2060-01-25 Variable 2.55400000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378HSF4 143497.01000000 PA USD 143485.76000000 0.032398355096 Long ABS-APCP USGA US N 2 2042-01-20 Floating 0.40163000 N N N N N N Federal Home Loan Mortgage Corp. N/A 31335GKT1 57.80000000 PA USD 58.00000000 0.000013096105 Long ABS-MBS USGSE US N 2 2025-04-01 Fixed 8.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36292ASP4 74363.86000000 PA USD 77861.73000000 0.017580782768 Long ABS-MBS USGA US N 2 2037-01-15 Fixed 8.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36292ASN9 35498.31000000 PA USD 36804.24000000 0.008310210271 Long ABS-MBS USGA US N 2 2037-01-15 Fixed 8.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31371FMY5 2725.11000000 PA USD 3065.59000000 0.000692194635 Long ABS-MBS USGSE US N 2 2026-09-01 Fixed 8.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31371H6S2 256.32000000 PA USD 299.18000000 0.000067553322 Long ABS-MBS USGSE US N 2 2030-01-01 Fixed 7.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381R6D6 913127.08000000 PA USD 965979.24000000 0.218113201151 Long ABS-APCP USGA US N 2 2049-03-20 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138E9L24 719905.42000000 PA USD 764123.06000000 0.172535101986 Long ABS-MBS USGSE US N 2 2027-05-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36291SGB0 82090.65000000 PA USD 92215.75000000 0.020821847505 Long ABS-MBS USGA US N 2 2029-09-15 Fixed 6.00000000 N N N N N N Fannie Mae REMICs N/A 31392BZJ8 428186.52000000 PA USD 503232.29000000 0.113627292543 Long ABS-APCP USGSE US N 2 2032-03-25 Fixed 6.50000000 N N N N N N Fannie Mae REMICs N/A 31394FN92 132930.29000000 PA USD 149277.15000000 0.033706021513 Long ABS-APCP USGSE US N 2 2035-10-25 Fixed 5.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31402CKC5 95049.37000000 PA USD 100861.09000000 0.022773921323 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 7.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31374SCZ2 1381.42000000 PA USD 1487.82000000 0.000335942191 Long ABS-MBS USGSE US N 2 2025-09-01 Fixed 7.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31390GZL4 101066.70000000 PA USD 122856.80000000 0.027740440810 Long ABS-MBS USGSE US N 2 2032-06-01 Fixed 7.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31403UVR9 165490.69000000 PA USD 185579.56000000 0.041902921122 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 6.50000000 N N N N N N Federal Home Loan Mortgage Corp. N/A 3128S5EJ9 377052.30000000 PA USD 398635.18000000 0.090009796899 Long ABS-MBS USGSE US N 2 2037-11-01 Floating 2.61600000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31406TQU8 251941.78000000 PA USD 292330.98000000 0.066006849012 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 5.50000000 N N N N N N Federal Home Loan Mortgage Corp. N/A 3128K6MD9 34937.75000000 PA USD 35426.52000000 0.007999128100 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 8.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31413YTV3 235.62000000 PA USD 273.40000000 0.000061732329 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31403DVZ9 23.86000000 PA USD 27.83000000 0.000006283872 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 6.50000000 N N N N N N Federal Home Loan Mortgage Corp. N/A 31287NKX5 1214.22000000 PA USD 1218.24000000 0.000275072398 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 7.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418MSV5 88.08000000 PA USD 88.62000000 0.000020009945 Long ABS-MBS USGSE US N 2 2023-11-01 Fixed 5.50000000 N N N N N N U.S. Treasury Notes 254900HROIFWPRGM1V77 9128285N6 2500000.00000000 PA USD 2806835.95000000 0.633769286968 Long DBT UST US N 2 2025-11-30 Fixed 2.87500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31390UXC5 29.70000000 PA USD 33.28000000 0.000007514454 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202DJA0 4764.71000000 PA USD 5755.69000000 0.001299605538 Long ABS-MBS USGA US N 2 2030-08-20 Fixed 7.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36206MBW6 29.93000000 PA USD 33.24000000 0.000007505423 Long ABS-MBS USGA US N 2 2026-02-15 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138M47C0 1042421.91000000 PA USD 1118931.83000000 0.252649118330 Long ABS-MBS USGSE US N 2 2027-08-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36211D3F5 13630.96000000 PA USD 13873.16000000 0.003132488993 Long ABS-MBS USGA US N 2 2029-08-15 Fixed 8.00000000 N N N N N N N/A N/A N/A 54.00000000 NC USD -23595.26000000 -0.00532768974 N/A DIR N/A N 1 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 Long United States Treasury Note/Bond U.S. Treasury Notes 2021-03-22 8467001.51000000 USD -23595.26000000 N N N Federal Home Loan Mortgage Corp. N/A 31356JEC3 4177.52000000 PA USD 4195.28000000 0.000947272894 Long ABS-MBS USGSE US N 2 2024-08-01 Fixed 8.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31413FJF0 221773.16000000 PA USD 261985.18000000 0.059154921656 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 8.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31378RU98 83327.59000000 PA USD 93404.60000000 0.021090283791 Long ABS-MBS USGSE US N 2 2024-07-01 Fixed 6.75000000 N N N N N N New Residential Mortgage Loan Trust N/A 64830VAC7 3908093.93000000 PA USD 3985420.65000000 0.899887720057 Long ABS-MBS CORP US N 2 2060-01-26 Variable 2.76905000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36294SGU5 114279.72000000 PA USD 132468.67000000 0.029910752187 Long ABS-MBS USGA US N 2 2036-12-15 Fixed 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36213FF57 552.71000000 PA USD 654.51000000 0.000147785030 Long ABS-MBS USGA US N 2 2032-11-15 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36207FDD0 23396.45000000 PA USD 23482.85000000 0.005302308138 Long ABS-MBS USGA US N 2 2026-09-20 Fixed 6.95000000 N N N N N N Federal Home Loan Mortgage Corp. N/A 3128MJAZ3 62820.50000000 PA USD 72926.74000000 0.016466487117 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31373V5Y7 11669.46000000 PA USD 11842.61000000 0.002674001127 Long ABS-MBS USGSE US N 2 2025-02-01 Fixed 8.50000000 N N N N N N Federal Home Loan Mortgage Corp. N/A 31298BP21 138678.35000000 PA USD 155783.06000000 0.035175022914 Long ABS-MBS USGSE US N 2 2030-03-01 Fixed 7.00000000 N N N N N N Chase Mortgage Finance Corp. N/A 16163YAD6 1407202.14000000 PA USD 1412258.50000000 0.318880789082 Long ABS-MBS CORP US N 2 2045-04-25 Variable 3.75000000 N N N N N N Federal Home Loan Mortgage Corp. N/A 3128FBZJ7 4279.30000000 PA USD 4294.10000000 0.000969585947 Long ABS-MBS USGSE US N 2 2024-08-01 Fixed 7.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31403G3D2 86425.39000000 PA USD 91040.69000000 0.020556524932 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 7.50000000 N N N N N N Fannie Mae ACES N/A 3136B4KB3 5000000.00000000 PA USD 5806305.50000000 1.311034261427 Long ABS-APCP USGSE US N 2 2029-02-25 Fixed 3.27300000 N N N N N N Federal Home Loan Mortgage Corp. N/A 3128PE3N6 139.96000000 PA USD 140.81000000 0.000031794182 Long ABS-MBS USGSE US N 2 2021-10-01 Fixed 6.50000000 N N N N N N Federal Home Loan Mortgage Corp. N/A 31287SAH0 1974.96000000 PA USD 2051.37000000 0.000463188916 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 7.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31416SNY3 186587.73000000 PA USD 228179.80000000 0.051521838726 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31410YXJ8 4094.89000000 PA USD 4118.54000000 0.000929945392 Long ABS-MBS USGSE US N 2 2021-10-01 Fixed 7.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31378QWG2 43247.75000000 PA USD 45355.33000000 0.010241002918 Long ABS-MBS USGSE US N 2 2026-08-01 Fixed 7.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36206MYZ4 45071.25000000 PA USD 48941.20000000 0.011050674132 Long ABS-MBS USGA US N 2 2025-12-20 Fixed 7.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36203DFQ8 403.80000000 PA USD 424.39000000 0.000095825104 Long ABS-MBS USGA US N 2 2023-09-15 Fixed 7.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31416BWZ7 67895.28000000 PA USD 79928.66000000 0.018047485053 Long ABS-MBS USGSE US N 2 2038-10-01 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36204DMQ9 3749.32000000 PA USD 3965.37000000 0.000895360385 Long ABS-MBS USGA US N 2 2024-04-15 Fixed 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36291SDF4 86644.18000000 PA USD 96281.24000000 0.021739814478 Long ABS-MBS USGA US N 2 2027-04-15 Fixed 6.50000000 N N N N N N Federal Home Loan Mortgage Corp. N/A 3128PCLA8 642.90000000 PA USD 641.95000000 0.000144949046 Long ABS-MBS USGSE US N 2 2021-02-01 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31390RXU2 1542.20000000 PA USD 1728.18000000 0.000390214257 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36224WRG0 88.53000000 PA USD 89.54000000 0.000020217676 Long ABS-MBS USGA US N 2 2023-05-15 Fixed 7.50000000 N N N N N N Freddie Mac REMICs N/A 3137BKJ84 3256841.12000000 PA USD 3249589.44000000 0.733740773959 Long ABS-APCP USGSE US N 2 2044-09-15 Floating 0.45863000 N N N N N N Federal Home Loan Mortgage Corp. N/A 31297F4L4 33960.52000000 PA USD 34578.45000000 0.007807638205 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 7.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31371J7A6 790.74000000 PA USD 905.75000000 0.000204513744 Long ABS-MBS USGSE US N 2 2031-07-01 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36204DPT0 2293.30000000 PA USD 2302.42000000 0.000519874730 Long ABS-MBS USGA US N 2 2024-07-15 Fixed 8.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617LELS1 2927237.33000000 PA USD 3067769.57000000 0.692686771723 Long ABS-MBS USGA US N 2 2049-11-20 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31413FJE3 4614.95000000 PA USD 5270.89000000 0.001190140163 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 7.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617MKLS6 5937306.18000000 PA USD 6357453.54000000 1.435480686707 Long ABS-MBS USGA US N 2 2050-05-20 Fixed 3.50000000 N N N N N N Tennessee Valley Authority 549300HE1ISW43LNKM54 880591EN8 2000000.00000000 PA USD 2055579.38000000 0.464139373008 Long DBT USGA US N 2 2022-08-15 Fixed 1.87500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36210BR80 27734.83000000 PA USD 27851.14000000 0.006288645810 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 7.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36210EJH3 2600.99000000 PA USD 2852.29000000 0.000644032580 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378CE94 366229.92000000 PA USD 410786.40000000 0.092753480595 Long ABS-APCP USGA US N 2 2041-07-20 Variable 4.50103000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381TJF3 3865887.45000000 PA USD 4076386.95000000 0.920427448105 Long ABS-APCP USGA US N 2 2048-10-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36205WA22 17696.46000000 PA USD 17769.38000000 0.004012235660 Long ABS-MBS USGA US N 2 2024-09-15 Fixed 7.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X8DF1 4033667.75000000 PA USD 4229314.31000000 0.954957668478 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31411B7E7 6072.90000000 PA USD 6110.00000000 0.001379606935 Long ABS-MBS USGSE US N 2 2021-09-01 Fixed 7.00000000 N N N N N N Bear Stearns Adjustable Rate Mortgage Trust N/A 07384M3Y6 305933.71000000 PA USD 322412.13000000 0.072799019743 Long ABS-MBS CORP US N 2 2035-01-25 Variable 2.95878000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31403DJA8 45851.30000000 PA USD 51413.35000000 0.011608873033 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 7.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31386L4T6 51107.80000000 PA USD 57516.73000000 0.012986985206 Long ABS-MBS USGSE US N 2 2030-08-01 Fixed 7.50000000 N N N N N N U.S. Treasury Notes 254900HROIFWPRGM1V77 912828G38 3000000.00000000 PA USD 3232265.64000000 0.729829147997 Long DBT UST US N 2 2024-11-15 Fixed 2.25000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36212CSW2 31011.58000000 PA USD 31304.50000000 0.007068396941 Long ABS-MBS USGA US N 2 2031-03-15 Fixed 8.00000000 N N N N N N Federal Home Loan Mortgage Corp. N/A 31283HTS4 5784.59000000 PA USD 6839.82000000 0.001544396580 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31384VMN9 3967.22000000 PA USD 4305.47000000 0.000972153236 Long ABS-MBS USGSE US N 2 2025-01-01 Fixed 8.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36213Y4A7 5188.82000000 PA USD 5193.25000000 0.001172609446 Long ABS-MBS USGA US N 2 2031-11-15 Fixed 7.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31409X4U0 82680.57000000 PA USD 97681.64000000 0.022056017678 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 7.50000000 N N N N N N Federal Home Loan Mortgage Corp. N/A 31298WZ32 31629.37000000 PA USD 31962.73000000 0.007217021928 Long ABS-MBS USGSE US N 2 2028-01-01 Fixed 8.00000000 N N N N N N U.S. Treasury Notes 254900HROIFWPRGM1V77 912828M80 2700000.00000000 PA USD 2796925.79000000 0.631531623225 Long DBT UST US N 2 2022-11-30 Fixed 2.00000000 N N N N N N Federal Home Loan Mortgage Corp. N/A 3128PFSC0 17771.93000000 PA USD 17892.02000000 0.004039927149 Long ABS-MBS USGSE US N 2 2021-12-01 Fixed 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36205WCF1 7778.07000000 PA USD 7810.15000000 0.001763492161 Long ABS-MBS USGA US N 2 2024-10-15 Fixed 7.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31384WNM8 2021.39000000 PA USD 2375.16000000 0.000536299052 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 7.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31400DMD1 30032.52000000 PA USD 32226.52000000 0.007276584369 Long ABS-MBS USGSE US N 2 2026-09-01 Fixed 8.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31388SLU7 673.33000000 PA USD 777.50000000 0.000175555547 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36290VQB3 51199.09000000 PA USD 57528.09000000 0.012989550237 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31405G2U3 39142.14000000 PA USD 43407.76000000 0.009801251513 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 8.00000000 N N N N N N Federal Home Loan Mortgage Corp. N/A 3132GGGS8 1204257.80000000 PA USD 1355929.67000000 0.306162025655 Long ABS-MBS USGSE US N 2 2041-08-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380P4N1 3695674.04000000 PA USD 3771104.23000000 0.851496162050 Long ABS-APCP USGA US N 2 2062-04-16 Fixed 1.50000000 N N N N N N Banc of America Commercial Mortgage Trust N/A 06054AAY5 15590148.49000000 PA USD 488436.23000000 0.110286417421 Long ABS-MBS CORP US N 2 2048-09-15 Variable 0.79536400 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36213NEZ5 626.13000000 PA USD 695.68000000 0.000157081007 Long ABS-MBS USGA US N 2 2031-09-15 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31371GGS3 3669.14000000 PA USD 4216.14000000 0.000951982976 Long ABS-MBS USGSE US N 2 2028-01-01 Fixed 7.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31390KTA6 29694.84000000 PA USD 34505.43000000 0.007791150661 Long ABS-MBS USGSE US N 2 2032-06-01 Fixed 7.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36210RHN3 312.84000000 PA USD 347.48000000 0.000078459217 Long ABS-MBS USGA US N 2 2032-03-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36209FBP3 724.74000000 PA USD 805.51000000 0.000181880062 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.50000000 N N N N N N Uniform Mortgage-Backed Securities N/A 01F012411 8618000.00000000 PA USD 8866502.53000000 2.002011192119 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 1.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36203QUZ2 166.69000000 PA USD 167.29000000 0.000037773231 Long ABS-MBS USGA US N 2 2024-01-15 Fixed 7.00000000 N N N N N N Fannie Mae REMICs N/A 3136AUPW5 2856459.77000000 PA USD 2857423.54000000 0.645191707592 Long ABS-APCP USGSE US N 2 2056-12-25 Floating 0.56913000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140K9ND7 4580401.00000000 PA USD 4910906.75000000 1.108857776072 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31413MKN6 34469.90000000 PA USD 35441.03000000 0.008002404384 Long ABS-MBS USGSE US N 2 2022-09-01 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36205EUG9 1110.38000000 PA USD 1114.48000000 0.000251643917 Long ABS-MBS USGA US N 2 2024-01-15 Fixed 7.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418NA67 49415.45000000 PA USD 51103.49000000 0.011538908221 Long ABS-MBS USGSE US N 2 2023-12-01 Fixed 6.50000000 N N N N N N Verus Securitization Trust N/A 92537BAB0 2215173.49000000 PA USD 2230814.61000000 0.503706597009 Long ABS-MBS CORP US N 2 2058-10-25 Variable 4.18000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376CJ26 715233.70000000 PA USD 727784.12000000 0.164329954089 Long ABS-APCP USGA US N 2 2039-09-16 Floating 0.95313000 N N N N N N Freddie Mac REMICs N/A 3137AMK30 2847653.49000000 PA USD 2864787.54000000 0.646854461352 Long ABS-APCP USGSE US N 2 2042-02-15 Floating 0.60863000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EMFR7 253437.77000000 PA USD 254496.12000000 0.057463929984 Long ABS-MBS USGSE US N 2 2042-02-01 Floating 2.39700000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36210TY75 2121.38000000 PA USD 2356.70000000 0.000532130878 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31371FXT4 335.22000000 PA USD 365.69000000 0.000082570942 Long ABS-MBS USGSE US N 2 2027-07-01 Fixed 7.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138X3XR8 3961418.23000000 PA USD 4448659.72000000 1.004484746858 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31408XQE3 261116.95000000 PA USD 301331.32000000 0.068039080024 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31409X6A2 78389.78000000 PA USD 82674.40000000 0.018667459186 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 7.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31387VQ51 9422.28000000 PA USD 9603.28000000 0.002168371798 Long ABS-MBS USGSE US N 2 2027-10-01 Fixed 8.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36290UXL5 79049.17000000 PA USD 87856.81000000 0.019837621015 Long ABS-MBS USGA US N 2 2034-09-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36205WAT3 23392.73000000 PA USD 23488.93000000 0.005303680971 Long ABS-MBS USGA US N 2 2024-08-15 Fixed 7.50000000 N N N N N N Federal Home Loan Mortgage Corp. N/A 3128K7ME5 49814.33000000 PA USD 50873.05000000 0.011486876040 Long ABS-MBS USGSE US N 2 2021-12-01 Fixed 8.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36208VUH6 798.19000000 PA USD 878.55000000 0.000198372123 Long ABS-MBS USGA US N 2 2027-11-15 Fixed 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36201ASW9 818.56000000 PA USD 920.64000000 0.000207875831 Long ABS-MBS USGA US N 2 2032-01-15 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202SA81 8874.84000000 PA USD 10194.63000000 0.002301895622 Long ABS-MBS USGA US N 2 2033-01-15 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36213Y3T7 17258.59000000 PA USD 17534.42000000 0.003959182887 Long ABS-MBS USGA US N 2 2031-09-15 Fixed 7.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31406EPY4 41955.73000000 PA USD 47029.61000000 0.010619046829 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31371MVB0 86799.36000000 PA USD 97329.68000000 0.021976546899 Long ABS-MBS USGSE US N 2 2026-07-01 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31411K6E8 17043.58000000 PA USD 17159.81000000 0.003874597853 Long ABS-MBS USGSE US N 2 2022-02-01 Fixed 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36213EYN0 1628.18000000 PA USD 1809.67000000 0.000408614285 Long ABS-MBS USGA US N 2 2032-04-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382DCA5 5534930.46000000 PA USD 5703748.05000000 1.287877310641 Long ABS-APCP USGA US N 2 2049-07-20 Fixed 2.50000000 N N N N N N Federal Home Loan Mortgage Corp. N/A 31335GGF6 762.70000000 PA USD 824.39000000 0.000186143070 Long ABS-MBS USGSE US N 2 2024-08-01 Fixed 8.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31370KB68 421.92000000 PA USD 472.77000000 0.000106749062 Long ABS-MBS USGSE US N 2 2023-06-01 Fixed 6.50000000 N N N N N N Federal Home Loan Mortgage Corp. N/A 31300LV85 1774522.40000000 PA USD 1871925.35000000 0.422671226769 Long ABS-MBS USGSE US N 2 2035-09-01 Floating 2.63600000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31387VJZ3 9045.31000000 PA USD 9521.86000000 0.002149987576 Long ABS-MBS USGSE US N 2 2031-02-01 Fixed 7.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36224M3N3 4034.76000000 PA USD 4050.49000000 0.000914580048 Long ABS-MBS USGA US N 2 2023-04-15 Fixed 7.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36200K7J0 4192.02000000 PA USD 5010.61000000 0.001131370263 Long ABS-MBS USGA US N 2 2033-02-15 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140HMQW7 2465203.34000000 PA USD 2675107.34000000 0.604025636566 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 4.50000000 N N N N N N Freddie Mac REMICs N/A 31397HZX9 1173645.73000000 PA USD 1181026.08000000 0.266669684280 Long ABS-APCP USGSE US N 2 2037-06-15 Floating 0.55863000 N N N N N N Federal Home Loan Mortgage Corp. N/A 3128M66Y9 48547.02000000 PA USD 56473.21000000 0.012751363696 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31413URS0 54423.83000000 PA USD 56141.55000000 0.012676476554 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 8.00000000 N N N N N N Federal Home Loan Mortgage Corp. N/A 3128DY3P0 12816.11000000 PA USD 12884.73000000 0.002909306525 Long ABS-MBS USGSE US N 2 2021-12-01 Fixed 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36203DXT2 2337.94000000 PA USD 2370.27000000 0.000535194915 Long ABS-MBS USGA US N 2 2023-01-15 Fixed 8.00000000 N N N N N N Fannie Mae REMICs N/A 31397QXY9 5447.37000000 PA USD 5460.46000000 0.001232944105 Long ABS-APCP USGSE US N 2 2026-03-25 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31409XBQ1 191409.48000000 PA USD 210261.54000000 0.047475986718 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 7.50000000 N N N N N N Federal Home Loan Mortgage Corp. N/A 3128K84V5 426963.45000000 PA USD 515451.82000000 0.116386400291 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 7.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133G6XH3 4353709.57000000 PA USD 4541967.72000000 1.025553218861 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36200Q6R0 23449.97000000 PA USD 28691.49000000 0.006478392568 Long ABS-MBS USGA US N 2 2032-05-15 Fixed 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36225BBD9 1627.00000000 PA USD 1873.54000000 0.000423035806 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 7.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36290UZB5 77820.02000000 PA USD 86474.58000000 0.019525520509 Long ABS-MBS USGA US N 2 2030-04-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38377DSY3 706890.76000000 PA USD 810111.44000000 0.182919044375 Long ABS-APCP USGA US N 2 2034-08-20 Variable 5.70142000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381VCJ7 4465082.90000000 PA USD 4676385.80000000 1.055904137915 Long ABS-APCP USGA US N 2 2048-11-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36201MM25 65079.90000000 PA USD 74955.52000000 0.016924575326 Long ABS-MBS USGA US N 2 2032-09-15 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31371KDE8 879.72000000 PA USD 884.36000000 0.000199683991 Long ABS-MBS USGSE US N 2 2021-09-01 Fixed 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36200KKW6 1638.97000000 PA USD 1970.72000000 0.000444978556 Long ABS-MBS USGA US N 2 2033-02-15 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36205WBB1 26801.24000000 PA USD 27205.06000000 0.006142764231 Long ABS-MBS USGA US N 2 2024-09-15 Fixed 7.50000000 N N N N N N Federal Home Loan Mortgage Corp. N/A 31298W4P7 13160.28000000 PA USD 13355.20000000 0.003015536259 Long ABS-MBS USGSE US N 2 2026-05-01 Fixed 8.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31403C7D7 553033.64000000 PA USD 646898.24000000 0.146066333625 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 5.50000000 N N N N N N Fannie Mae REMICs N/A 3136AKWD1 1236630.70000000 PA USD 1236043.18000000 0.279092265741 Long ABS-APCP USGSE US N 2 2044-08-25 Floating 0.46913000 N N N N N N Federal Home Loan Mortgage Corp. N/A 31287QAK7 101063.47000000 PA USD 117136.64000000 0.026448857764 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 7.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140HHSZ9 1619975.03000000 PA USD 1752188.68000000 0.395635295450 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31412SCH6 11489.43000000 PA USD 11599.13000000 0.002619024581 Long ABS-MBS USGSE US N 2 2022-10-01 Fixed 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202SEZ7 27298.09000000 PA USD 30725.45000000 0.006937650395 Long ABS-MBS USGA US N 2 2033-03-15 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31385JLS5 2178.72000000 PA USD 2187.33000000 0.000493887993 Long ABS-MBS USGSE US N 2 2025-04-01 Fixed 8.50000000 N N N N N N Freddie Mac REMICs N/A 3137A8QF8 2309.16000000 PA USD 2316.88000000 0.000523139724 Long ABS-APCP USGSE US N 2 2026-04-15 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36290U3K0 90195.45000000 PA USD 98202.18000000 0.022173552963 Long ABS-MBS USGA US N 2 2026-02-15 Fixed 6.50000000 N N N N N N Federal Home Loan Mortgage Corp. N/A 31293RP47 2944.31000000 PA USD 3309.44000000 0.000747254726 Long ABS-MBS USGSE US N 2 2029-06-01 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36206UEB1 18077.62000000 PA USD 18143.97000000 0.004096816178 Long ABS-MBS USGA US N 2 2025-11-20 Fixed 6.95000000 N N N N N N Fannie Mae Connecticut Avenue Securities N/A 30711XAX2 2121478.30000000 PA USD 2167785.50000000 0.489474944424 Long ABS-MBS USGSE US N 2 2025-05-25 Floating 4.14800000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31404JAZ8 142121.74000000 PA USD 153466.31000000 0.034651912543 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36225AUK4 14117.65000000 PA USD 15114.39000000 0.003412752417 Long ABS-MBS USGA US N 2 2024-09-15 Fixed 7.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418ND31 90245.95000000 PA USD 95204.78000000 0.021496755282 Long ABS-MBS USGSE US N 2 2025-02-01 Fixed 4.50000000 N N N N N N Federal Home Loan Mortgage Corp. N/A 31335PKW4 79517.51000000 PA USD 89632.42000000 0.020238544726 Long ABS-MBS USGSE US N 2 2032-07-25 Fixed 7.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36290UZA7 105351.72000000 PA USD 113377.08000000 0.025599968231 Long ABS-MBS USGA US N 2 2025-04-15 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31416TL49 405049.90000000 PA USD 454903.56000000 0.102714911023 Long ABS-MBS USGSE US N 2 2039-08-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3135G06G3 4000000.00000000 PA USD 4017741.00000000 0.907185490763 Long DBT USGSE US N 2 2025-11-07 Fixed 0.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31412PXH9 811998.24000000 PA USD 902090.79000000 0.203687513963 Long ABS-MBS USGSE US N 2 2039-06-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36207N4Q4 2249.29000000 PA USD 2257.94000000 0.000509831372 Long ABS-MBS USGA US N 2 2027-11-15 Fixed 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36212TBV5 3096.73000000 PA USD 3514.68000000 0.000793596874 Long ABS-MBS USGA US N 2 2031-06-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36200XFC8 699.76000000 PA USD 796.42000000 0.000179827586 Long ABS-MBS USGA US N 2 2031-11-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36290UZQ2 118986.83000000 PA USD 128708.06000000 0.029061625569 Long ABS-MBS USGA US N 2 2025-06-15 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 313637V80 4000000.00000000 PA USD 4656023.84000000 1.051306510872 Long ABS-MBS USGSE US N 2 2028-10-01 Fixed 3.59000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202DLW9 10618.65000000 PA USD 12877.81000000 0.002907744024 Long ABS-MBS USGA US N 2 2031-02-20 Fixed 7.50000000 N N N N N N Federal Home Loan Mortgage Corp. N/A 3128M7SU1 36869.51000000 PA USD 43663.11000000 0.009858908245 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 7.50000000 N N N N N N Fannie Mae REMICs N/A 3136A35Q0 1012191.71000000 PA USD 1016001.60000000 0.229407995715 Long ABS-APCP USGSE US N 2 2041-02-25 Floating 0.69800000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31402RJ42 73423.69000000 PA USD 84231.05000000 0.019018942841 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 7.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31405MXF9 19794.91000000 PA USD 22186.00000000 0.005009486001 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 6.50000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Ctfs. N/A 3137FMCQ3 1927981.96000000 PA USD 2109958.01000000 0.476417791189 Long ABS-APCP USGSE US N 2 2028-12-25 Fixed 2.75800000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31406EPS7 163732.59000000 PA USD 190831.60000000 0.043088805052 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31386XQT6 129447.33000000 PA USD 159261.15000000 0.035960357952 Long ABS-MBS USGSE US N 2 2031-03-01 Fixed 7.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36291JSP6 88776.30000000 PA USD 98698.97000000 0.022285725619 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31385PXK5 75136.65000000 PA USD 85546.87000000 0.019316048307 Long ABS-MBS USGSE US N 2 2030-09-01 Fixed 8.00000000 N N N N N N Federal Home Loan Mortgage Corp. N/A 31298JNR1 22813.93000000 PA USD 22897.08000000 0.005170044250 Long ABS-MBS USGSE US N 2 2030-11-01 Fixed 8.50000000 N N N N N N Federal Home Loan Mortgage Corp. N/A 31307TDP3 3331226.95000000 PA USD 3573933.52000000 0.806976018190 Long ABS-MBS USGSE US N 2 2032-02-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36201J2T5 2929.24000000 PA USD 3290.63000000 0.000743007523 Long ABS-MBS USGA US N 2 2032-03-15 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31388KH70 32146.43000000 PA USD 33979.44000000 0.007672384793 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 7.50000000 N N N N N N Commercial Mortgage Trust N/A 12593JBJ4 6200000.00000000 PA USD 6849318.56000000 1.546541307478 Long ABS-MBS CORP US N 2 2048-08-10 Variable 4.37885800 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31376KAR7 124.25000000 PA USD 144.02000000 0.000032518983 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 5.00000000 N N N N N N Federal Home Loan Mortgage Corp. N/A 31292HQY3 1228.35000000 PA USD 1455.00000000 0.000328531602 Long ABS-MBS USGSE US N 2 2032-06-01 Fixed 7.00000000 N N N N N N Federal Home Loan Mortgage Corp. N/A 31335PF26 1868.46000000 PA USD 1879.17000000 0.000424307031 Long ABS-MBS USGSE US N 2 2022-11-17 Fixed 8.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31387T5Z3 20282.65000000 PA USD 21041.25000000 0.004751007271 Long ABS-MBS USGSE US N 2 2031-07-01 Fixed 7.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36241LKW5 2670558.51000000 PA USD 3068944.39000000 0.692952040106 Long ABS-MBS USGA US N 2 2033-12-20 Fixed 6.10000000 N N N N N N Fannie Mae REMICs N/A 31396VJT6 73820.63000000 PA USD 74512.10000000 0.016824453344 Long ABS-APCP USGSE US N 2 2037-02-25 Fixed 4.25000000 N N N N N N COLT Funding LLC N/A 19688JAA5 3085086.03000000 PA USD 3128520.34000000 0.706403986719 Long ABS-MBS CORP US N 2 2065-03-25 Variable 1.85300000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36210Q5T5 2318.30000000 PA USD 2575.88000000 0.000581620607 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.50000000 N N N N N N Federal Home Loan Mortgage Corp. N/A 3128LXUG3 60931.45000000 PA USD 69574.03000000 0.015709462245 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 7.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36224ES53 632.39000000 PA USD 640.92000000 0.000144716477 Long ABS-MBS USGA US N 2 2023-06-15 Fixed 7.50000000 N N N N N N U.S. Treasury Bonds 254900HROIFWPRGM1V77 912810FP8 3800000.00000000 PA USD 5460867.18000000 1.233036045052 Long DBT UST US N 2 2031-02-15 Fixed 5.37500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31388Q5P0 24959.69000000 PA USD 27424.78000000 0.006192375890 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 7.50000000 N N N N N N Freddie Mac REMICs N/A 31397FLB6 797723.27000000 PA USD 802478.98000000 0.181195673712 Long ABS-APCP USGSE US N 2 2037-03-15 Floating 0.52863000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3135G05Y5 6000000.00000000 PA USD 6027629.76000000 1.361008154076 Long DBT USGSE US N 2 2027-10-08 Fixed 0.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31389XDH3 399.40000000 PA USD 447.51000000 0.000101045482 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36201PKP9 17279.88000000 PA USD 19200.48000000 0.004335370764 Long ABS-MBS USGA US N 2 2032-06-15 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31389SRN6 46632.47000000 PA USD 52658.60000000 0.011890044152 Long ABS-MBS USGSE US N 2 2032-02-01 Fixed 7.00000000 N N N N N N Federal Home Loan Mortgage Corp. N/A 31300MP56 621202.13000000 PA USD 650194.73000000 0.146810664307 Long ABS-MBS USGSE US N 2 2043-06-01 Floating 3.01900000 N N N N N N Federal Home Loan Mortgage Corp. N/A 3128MB6V4 793.90000000 PA USD 800.01000000 0.000180638190 Long ABS-MBS USGSE US N 2 2022-12-01 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418MJP8 62840.39000000 PA USD 77540.65000000 0.017508284537 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 7.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375A4Q4 97369.86000000 PA USD 102673.27000000 0.023183102353 Long ABS-APCP USGA US N 2 2025-01-16 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36200ACF4 3376.68000000 PA USD 4047.94000000 0.000914004271 Long ABS-MBS USGA US N 2 2032-10-15 Fixed 6.00000000 N N N N N N Federal Home Loan Mortgage Corp. N/A 31297FQY2 54940.16000000 PA USD 61640.98000000 0.013918219888 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36201Q3C5 432.65000000 PA USD 480.93000000 0.000108591548 Long ABS-MBS USGA US N 2 2032-08-15 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31387KDV2 35459.51000000 PA USD 35943.48000000 0.008115855039 Long ABS-MBS USGSE US N 2 2031-01-01 Fixed 7.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418MJT0 50723.02000000 PA USD 62537.47000000 0.014120642772 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 8.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31371LZ36 5941.04000000 PA USD 6076.97000000 0.001372148929 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36224BLV9 226.06000000 PA USD 226.95000000 0.000051244156 Long ABS-MBS USGA US N 2 2022-11-15 Fixed 7.50000000 N N N N N N Fannie Mae REMICs N/A 3136AA2X2 2038250.70000000 PA USD 2067800.85000000 0.466898918797 Long ABS-APCP USGSE US N 2 2028-01-25 Fixed 1.50000000 N N N N N N Israel Government AID Bond 213800T8ZHTFZIBYPE21 46513EKL5 3800000.00000000 PA USD 4448746.56000000 1.004504354889 Long DBT NUSS IL N 2 2024-11-01 Fixed 5.12500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31371JFY5 708.10000000 PA USD 846.14000000 0.000191054110 Long ABS-MBS USGSE US N 2 2030-04-01 Fixed 7.50000000 N N N N N N U.S. Treasury Notes 254900HROIFWPRGM1V77 912828T91 625000.00000000 PA USD 651098.63000000 0.147014760332 Long DBT UST US N 2 2023-10-31 Fixed 1.62500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36205WAJ5 28615.87000000 PA USD 29051.54000000 0.006559690027 Long ABS-MBS USGA US N 2 2024-08-15 Fixed 7.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36200RG89 276.94000000 PA USD 307.75000000 0.000069488385 Long ABS-MBS USGA US N 2 2032-07-15 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31409BDG9 1.14000000 PA USD 1.13000000 0.000000255148 Long ABS-MBS USGSE US N 2 2021-03-01 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36207JYX5 19520.79000000 PA USD 20249.95000000 0.004572335755 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36201M3D2 107.70000000 PA USD 119.66000000 0.000027018619 Long ABS-MBS USGA US N 2 2032-06-15 Fixed 6.50000000 N N N N N N Freddie Mac REMICs N/A 31396FWG4 964245.96000000 PA USD 974301.12000000 0.219992239345 Long ABS-APCP USGSE US N 2 2035-12-15 Floating 0.65863000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QACL2 2291065.42000000 PA USD 2485148.38000000 0.561133869189 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202TCF1 27034.71000000 PA USD 30028.02000000 0.006780174247 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.50000000 N N N N N N FRESB Mortgage Trust N/A 30298BAE3 3645723.50000000 PA USD 3781346.60000000 0.853808837122 Long ABS-APCP USGSE US N 2 2039-02-25 Floating 2.55000000 N N N N N N Federal Home Loan Mortgage Corp. N/A 3128F6QV1 3224.90000000 PA USD 3264.54000000 0.000737116534 Long ABS-MBS USGSE US N 2 2024-09-01 Fixed 7.00000000 N N N N N N Federal Home Loan Mortgage Corp. N/A 31283HRV9 17675.66000000 PA USD 20680.61000000 0.004669576593 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 7.00000000 N N N N N N U.S. Treasury Notes 254900HROIFWPRGM1V77 9128283U2 2000000.00000000 PA USD 2093203.12000000 0.472634622213 Long DBT UST US N 2 2023-01-31 Fixed 2.37500000 N N N N N N Fannie Mae REMICs N/A 31398NHW7 1234163.97000000 PA USD 1343241.36000000 0.303297069767 Long ABS-APCP USGSE US N 2 2040-07-25 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Q7A72 3099007.07000000 PA USD 3348649.91000000 0.756108124441 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 3.00000000 N N N N N N Federal Home Loan Mortgage Corp. N/A 3128LXJ35 69066.44000000 PA USD 77991.68000000 0.017610124817 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 8.00000000 N N N N N N U.S. Treasury Notes 254900HROIFWPRGM1V77 912828X88 1000000.00000000 PA USD 1115273.44000000 0.251823072468 Long DBT UST US N 2 2027-05-15 Fixed 2.37500000 N N N N N N U.S. Treasury Notes 254900HROIFWPRGM1V77 912828R28 4000000.00000000 PA USD 4138125.00000000 0.934367585906 Long DBT UST US N 2 2023-04-30 Fixed 1.62500000 N N N N N N U.S. Treasury Notes 254900HROIFWPRGM1V77 9128286T2 2600000.00000000 PA USD 2937187.50000000 0.663202004224 Long DBT UST US N 2 2029-05-15 Fixed 2.37500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36225BMZ8 16353.40000000 PA USD 18947.99000000 0.004278359806 Long ABS-MBS USGA US N 2 2031-04-15 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31409HGB4 18980.08000000 PA USD 19073.78000000 0.004306762548 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36201SYW3 599.95000000 PA USD 675.05000000 0.000152422857 Long ABS-MBS USGA US N 2 2032-11-15 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31386Q2B6 121949.50000000 PA USD 148208.11000000 0.033464637716 Long ABS-MBS USGSE US N 2 2030-11-01 Fixed 8.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31389PGT1 25413.57000000 PA USD 25448.41000000 0.005746121592 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 7.00000000 N N N N N N Federal Home Loan Mortgage Corp. N/A 3128NHRN5 979807.41000000 PA USD 1023069.22000000 0.231003828377 Long ABS-MBS USGSE US N 2 2036-10-01 Floating 2.20000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36225BWT1 10.55000000 PA USD 12.50000000 0.000002822436 Long ABS-MBS USGA US N 2 2032-09-15 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31391ANB1 106081.56000000 PA USD 120953.80000000 0.027310753085 Long ABS-MBS USGSE US N 2 2031-07-01 Fixed 7.00000000 N N N N N N Federal Home Loan Mortgage Corp. N/A 31283GRY5 1225.76000000 PA USD 1335.69000000 0.000301592011 Long ABS-MBS USGSE US N 2 2025-12-01 Fixed 8.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36204KHY2 171.62000000 PA USD 173.90000000 0.000039265735 Long ABS-MBS USGA US N 2 2024-02-15 Fixed 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36224NXM0 509.04000000 PA USD 511.07000000 0.000115397007 Long ABS-MBS USGA US N 2 2023-02-15 Fixed 7.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31407SAF9 128683.35000000 PA USD 151669.91000000 0.034246294556 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 7.00000000 N N N N N N Fannie Mae REMICs N/A 31398NXQ2 497.70000000 PA USD 498.26000000 0.000112504574 Long ABS-APCP USGSE US N 2 2025-10-25 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418MJQ6 49549.60000000 PA USD 60811.16000000 0.013730850751 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 8.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36225BYP7 66454.17000000 PA USD 79101.26000000 0.017860662340 Long ABS-MBS USGA US N 2 2032-11-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36201Q5D1 318.19000000 PA USD 359.90000000 0.000081263590 Long ABS-MBS USGA US N 2 2032-09-15 Fixed 6.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DMJA4 4634483.55000000 PA USD 5035126.68000000 1.136906004706 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 3.00000000 N N N N N N Federal Home Loan Mortgage Corp. N/A 3128PHSP7 1995.12000000 PA USD 1997.42000000 0.000451007280 Long ABS-MBS USGSE US N 2 2021-03-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31391ANA3 1252.20000000 PA USD 1403.42000000 0.000316885100 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36213J7F6 115012.24000000 PA USD 133577.19000000 0.030161050367 Long ABS-MBS USGA US N 2 2031-12-15 Fixed 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36212CRF0 42980.44000000 PA USD 43981.06000000 0.009930699739 Long ABS-MBS USGA US N 2 2031-01-15 Fixed 8.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140JGLN3 2656783.77000000 PA USD 2886397.32000000 0.651733839807 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36213RHL4 1117.57000000 PA USD 1265.28000000 0.000285693791 Long ABS-MBS USGA US N 2 2031-10-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379C2M7 1623188.35000000 PA USD 1667291.51000000 0.376465946099 Long ABS-APCP USGA US N 2 2041-09-20 Floating 2.85536000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31385NHT9 5032.64000000 PA USD 5460.28000000 0.001232903462 Long ABS-MBS USGSE US N 2 2026-10-01 Fixed 8.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31413DXK8 15628.33000000 PA USD 15682.89000000 0.003541116826 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 8.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31405FTH5 2532.55000000 PA USD 2538.10000000 0.000573090075 Long ABS-MBS USGSE US N 2 2025-11-01 Fixed 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202TEV4 4198.44000000 PA USD 4378.46000000 0.000988634006 Long ABS-MBS USGA US N 2 2024-07-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36210QSB9 2470.95000000 PA USD 2747.24000000 0.000620312824 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36241KKE7 722836.62000000 PA USD 856064.83000000 0.193295086201 Long ABS-MBS USGA US N 2 2035-10-15 Fixed 7.50000000 N N N N N N Federal Home Loan Mortgage Corp. N/A 3128MJA34 49452.19000000 PA USD 57082.85000000 0.012889017308 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 7.00000000 N N N N N N Freddie Mac REMICs N/A 3137AAV34 1309026.79000000 PA USD 1314522.08000000 0.296812402358 Long ABS-APCP USGSE US N 2 2040-03-15 Floating 0.60863000 N N N N N N Fannie Mae REMICs N/A 3136ARAZ1 2387343.95000000 PA USD 2399255.84000000 0.541739770353 Long ABS-APCP USGSE US N 2 2056-02-25 Floating 0.62913000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31385HUT7 370.90000000 PA USD 438.55000000 0.000099022360 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 7.00000000 N N N N N N Federal Home Loan Mortgage Corp. N/A 3133ADEA0 4999060.10000000 PA USD 5359054.92000000 1.210047354379 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31386GYD9 9074.43000000 PA USD 9843.22000000 0.002222549031 Long ABS-MBS USGSE US N 2 2029-11-01 Fixed 6.00000000 N N N N N N Federal Home Loan Mortgage Corp. N/A 31300LWG6 1580543.52000000 PA USD 1669541.81000000 0.376974052398 Long ABS-MBS USGSE US N 2 2036-07-01 Floating 2.99200000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36207V3U8 15366.60000000 PA USD 17111.40000000 0.003863667122 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36205WBJ4 36898.42000000 PA USD 37653.54000000 0.008501977893 Long ABS-MBS USGA US N 2 2024-09-15 Fixed 7.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133G6VJ1 3225231.13000000 PA USD 3404025.11000000 0.768611563061 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 2.50000000 N N N N N N Federal Home Loan Mortgage Corp. N/A 3128M7P42 938590.80000000 PA USD 1094087.72000000 0.247039444605 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 7.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31376UVC5 579.95000000 PA USD 582.16000000 0.000131448768 Long ABS-MBS USGSE US N 2 2026-12-01 Fixed 7.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36205Q7F0 23362.61000000 PA USD 23448.42000000 0.005294534019 Long ABS-MBS USGA US N 2 2025-08-20 Fixed 6.95000000 N N N N N N Federal Home Loan Mortgage Corp. N/A 3128F7N67 359.92000000 PA USD 389.81000000 0.000088017116 Long ABS-MBS USGSE US N 2 2026-01-01 Fixed 7.00000000 N N N N N N COLT Mortgage Loan Trust N/A 12597KAC3 3467431.22000000 PA USD 3520331.04000000 0.794872850732 Long ABS-MBS CORP US N 2 2050-02-25 Variable 2.89700000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31409X5C9 27348.44000000 PA USD 28362.67000000 0.006404146684 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 7.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31371NCK9 21.47000000 PA USD 25.53000000 0.000005764544 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31417SCQ1 117633.69000000 PA USD 125311.96000000 0.028294803455 Long ABS-MBS USGSE US N 2 2024-11-01 Fixed 4.50000000 N N N N N N Federal Home Loan Mortgage Corp. N/A 3128LU4Z6 19530.31000000 PA USD 20545.58000000 0.004639087505 Long ABS-MBS USGSE US N 2 2038-01-01 Floating 4.07700000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31371KLV1 975.59000000 PA USD 1145.80000000 0.000258715814 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 7.00000000 N N N N N N Fannie Mae REMICs N/A 31395DRG6 1514835.75000000 PA USD 1519176.81000000 0.343022399885 Long ABS-APCP USGSE US N 2 2036-05-25 Floating 0.44800000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36205RAW7 12441.62000000 PA USD 12485.68000000 0.002819203064 Long ABS-MBS USGA US N 2 2025-09-20 Fixed 6.95000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36292ASE9 85226.07000000 PA USD 90583.41000000 0.020453273432 Long ABS-MBS USGA US N 2 2036-10-15 Fixed 8.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38377YX47 2541558.24000000 PA USD 2974807.25000000 0.671696352507 Long ABS-APCP USGA US N 2 2039-01-20 Variable 5.88968000 N N N N N N Federal Home Loan Mortgage Corp. N/A 312938Z48 686934.06000000 PA USD 771683.55000000 0.174242222189 Long ABS-MBS USGSE US N 2 2040-01-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179MQH6 1129015.03000000 PA USD 1186682.42000000 0.267946857094 Long ABS-MBS USGA US N 2 2042-10-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36200KK48 3761.96000000 PA USD 4278.64000000 0.000966095158 Long ABS-MBS USGA US N 2 2033-01-15 Fixed 6.50000000 N N N N N N 2021-02-15 AIM Variable Insurance Funds (Invesco Variable Insurance Funds) Sheri Morris Sheri Morris President