Security Name	Identifier	CUSIP	Shares / Quantity	Market Value / Notional Value	Weighting
US Dollar	$USD		403,279,181	$403,279,180.90	8.22%
Fannie Mae or Freddie Mac TBA, 5%, due 09/01/2054		01F050650	103,010,000	$100,099,859.35	2.04%
Fannie Mae or Freddie Mac TBA, 4%, due 05/01/2052		01F040651	100,000,000	$92,146,684.01	1.88%
Fannie Mae FN FM3003, 4%, due 05/01/2049		3140X6KR1	75,491,746	$71,599,188.15	1.46%
Fannie Mae FN FM2972, 4%, due 12/01/2044		3140X6JS1	65,302,955	$62,265,541.00	1.27%
Fannie Mae or Freddie Mac TBA, 5.50%, due 03/01/2055		01F052672	62,888,000	$62,315,623.61	1.27%
Fannie Mae or Freddie Mac TBA, 3.50%, due 04/01/2052		01F032666	68,116,000	$60,791,365.28	1.24%
U.S. Treasury Note, 4.125%, due 07/31/2028		91282CHQ7	58,600,000	$59,158,531.25	1.21%
Fannie Mae or Freddie Mac TBA, 5%, due 09/01/2054		01F050668	53,752,000	$52,199,854.56	1.06%
U.S. Treasury Note, 4.625%, due 10/15/2026		91282CJC6	45,000,000	$45,460,547.10	0.93%
U.S. Treasury Note, 4.125%, due 02/15/2027		91282CKA8	41,000,000	$41,200,195.21	0.84%
Fannie Mae or Freddie Mac TBA, 5%, due 09/01/2054		01F050676	40,000,000	$38,802,280.00	0.79%
Freddie Mac FR ZT0779, 3%, due 09/01/2047		3132AC2L3	41,807,047	$36,436,242.25	0.74%
Fannie Mae FN FS2044, 4.50%, due 07/01/2044		3140XHHW0	36,455,530	$35,567,447.71	0.73%
Fannie Mae Series 2013-119, Class VZ, 3%, due 10/25/2033		3136AHFT2	37,398,294	$35,884,889.54	0.73%
Fannie Mae or Freddie Mac TBA, 3%, due 03/01/2052		01F030660	40,388,000	$34,632,579.14	0.71%
Freddie Mac Series 5478, Class NF, Variable rate, due 12/25/2054		3137HHSZ5	34,190,876	$34,132,990.47	0.70%
U.S. Treasury Note, 4.50%, due 04/15/2027		91282CKJ9	34,000,000	$34,440,937.50	0.70%
Fannie Mae Series 2024-91, Class FL, Variable rate, due 12/25/2054		3136BTZJ5	33,646,886	$33,639,654.96	0.69%
Fannie Mae Series 2013-119, Class ZB, 3%, due 12/25/2033		3136AHFX3	34,644,271	$33,260,953.37	0.68%
Fannie Mae FN AS7749, 3.50%, due 08/01/2046		3138WHTF9	36,389,632	$33,055,600.12	0.67%
Fannie Mae FN FS3541, 3.50%, due 08/01/2052		3140XJ5B5	35,744,866	$31,983,756.63	0.65%
Freddie Mac Series 5004, Class F, Variable rate, due 07/25/2050		3137FVAT9	32,862,873	$31,393,811.00	0.64%
Freddie Mac Series 5221, Class YC, 4%, due 05/25/2052		3137H7EX7	33,673,000	$30,554,220.21	0.62%
Fannie Mae Series 2014-60, Class EZ, 3%, due 10/25/2044		3136ALDV0	32,474,881	$28,912,451.61	0.59%
Fannie Mae FN FS1797 3.50%, due 07/01/2046		3140XG7K9	30,881,279	$28,571,079.19	0.58%
Fannie Mae or Freddie Mac TBA, 3.50%, due 04/01/2037		01F032450	30,000,000	$28,674,124.20	0.58%
Freddie Mac Series 5256, Class FC, Variable rate, due 09/25/2052		3137H92G3	28,982,146	$28,535,719.25	0.58%
Freddie Mac Series 4991, Class DA, 2%, due 02/25/2044		3137FUM92	29,499,354	$27,887,836.74	0.57%
Fannie Mae FN FS0742, 3.50%, due 05/01/2044		3140XFZG9	29,732,988	$27,564,189.85	0.56%
Freddie Mac FR SD3140, 3.50%, due 06/01/2052		3132DQPZ3	30,958,850	$27,701,572.99	0.56%
Freddie Mac Series 5001, Class A, 2%, due 01/25/2045		3137FU4N1	29,582,039	$27,560,526.97	0.56%
GNMA Series 2022-63, Class AZ, 3%, due 08/20/2051		38383RAN7	34,877,501	$27,527,294.32	0.56%
Freddie Mac - SLST Series 2024-2, Class VF, Variable rate, due 10/25/2034		35564CSK4	25,399,655	$25,325,470.01	0.52%
Fannie Mae FN BM7665, 3.50%, due 02/01/2048		3140JCQT4	27,524,256	$24,856,161.41	0.51%
Fanniemae-Aces Series 2023-M1, Class 2A1, Variable rate, due 12/25/2037		3136BPRX1	25,648,800	$24,720,410.67	0.50%
Freddie Mac Series 5004, Class FG, Variable rate, due 08/25/2050		3137FVAV4	24,941,428	$23,867,879.11	0.49%
Freddie Mac Series 5224, Class HL, 4%, due 04/25/2052		3137H7G72	26,512,410	$24,145,681.63	0.49%
Freddie Mac Series 5476, Class FA, Variable rate, due 11/25/2054		3137HHF89	24,055,627	$23,892,866.31	0.49%
Fannie Mae FN AS7738, 3%, due 08/01/2046		3138WHS45	27,057,925	$23,716,219.01	0.48%
Fannie Mae Series 2024-26, Class PO, 0%, due 05/25/2054		3136BRVQ7	30,555,866	$23,696,905.33	0.48%
Freddie Mac - SCRT Series 2018-4, Class MA, 3.50%, due 03/25/2058		35563PHF9	24,644,100	$23,612,145.17	0.48%
Fannie Mae Series 2024-84, Class FD, Variable rate, due 11/25/2054		3136BTTR4	22,708,992	$22,531,998.19	0.46%
Fannie Mae Series 2024-98, Class FG, Variable rate, due 11/25/2054		3136BUDS6	22,902,758	$22,753,384.20	0.46%
Fannie Mae FN FM2863, 3.50%, due 09/01/2048		3140X6FD8	23,677,624	$21,615,400.78	0.44%
GNMA Series 2015-164, Class MZ, 3%, due 09/20/2045		38379FDE6	28,088,112	$21,359,158.28	0.44%
GNMA Series 2022-139, Class AL, 4%, due 07/20/2051		38383M3M8	23,600,000	$21,097,186.96	0.43%
Fannie Mae FN FS2127, 3.50%, due 06/01/2048		3140XHLH8	22,388,806	$20,449,391.06	0.42%
Fannie Mae Series 2022-69, Class FA, Variable rate, due 10/25/2052		3136BPEZ0	21,025,489	$20,504,466.48	0.42%
FannieMae-Aces Series 2023-M1, Class Z, Variable rate, due 01/25/2053		3136BPRZ6	26,214,856	$20,409,050.18	0.42%
Freddie Mac FR ZS9776, 3.50%, due 08/01/2046		3132AA2H6	22,574,307	$20,614,011.03	0.42%
Fannie Mae FN 310230, 3.50%, due 02/01/2048		31374CST4	22,571,588	$20,340,274.35	0.41%
Fannie Mae Series 2018-84, Class ZM, 4%, due 11/25/2048		3136B3MR8	22,127,468	$20,355,168.59	0.41%
Fannie Mae FN BM6732, 4%, due 11/01/2048		3140JBPS9	20,034,227	$19,160,803.82	0.39%
Freddie Mac Series 4199, Class BZ, 3.50%, due 05/15/2043		3137B27G9	20,899,554	$19,261,735.68	0.39%
GNMA Series 2018-170, Class Z, 2.50%, due 11/16/2060		38380MYS4	26,386,544	$19,232,637.35	0.39%
GNMA Series 2022-124, Class EY, 4%, due 07/20/2052		38383T5D1	22,341,349	$18,965,215.94	0.39%
Freddie Mac - SCRT Series 2019-1, Class MA, 3.50%, due 07/25/2058		35563PJF7	19,057,281	$18,228,678.17	0.37%
Freddie Mac Series 5350, Class PO, 0%, due 11/25/2053		3137HAYT7	21,489,605	$17,922,882.91	0.37%
Arbor Multifamily Mortgage Securities Trust Series 2020-MF1, Class A4, 2.4953%, due 05/15/2053		03881BAC7	19,400,000	$17,602,828.62	0.36%
Fannie Mae or Freddie Mac TBA, 3.50%, due 04/01/2052		01F032658	20,000,000	$17,855,614.61	0.36%
Freddie Mac - SCRT Series 2019-2, Class MA, 3.50%, due 08/25/2058		35563PKG3	18,383,968	$17,456,943.73	0.36%
U.S. Treasury Note, 2.875%, due 05/15/2028		9128284N7	18,000,000	$17,518,359.42	0.36%
Fannie Mae Series 2013-136, Class DZ, 3%, due 01/25/2044		3136AHVZ0	19,114,102	$17,239,100.74	0.35%
Freddie Mac - SLST Series 2021-1, Class AC, 2.25%, due 05/26/2031		35564CKH9	19,131,011	$17,329,484.13	0.35%
Freddie Mac Series 5201, Class PF, Variable rate, due 03/25/2052		3137H6KT1	17,889,484	$17,167,568.51	0.35%
Fannie Mae FN BF0207, 4.50%, due 04/01/2047		3140FXGR7	16,947,797	$16,763,404.94	0.34%
Freddie Mac FR SD0949, 3%, due 09/01/2048		3132DNBS1	18,636,692	$16,707,813.81	0.34%
Freddie Mac Series 4213, Class GZ, 3.50%, due 06/15/2043		3137B32M9	17,848,991	$16,743,124.60	0.34%
GNMA Series 2022-68, Class XA, 3.50%, due 10/01/2051		38383PD40	17,416,809	$16,692,044.75	0.34%
Freddie Mac FR ZS9446, 3.50%, due 08/01/2045		3132AAP73	16,814,342	$15,461,366.65	0.32%
GNMA Series 2015-30, Class DZ, 2.95%, due 05/16/2055		38379KAF5	17,540,245	$15,633,406.11	0.32%
Fannie Mae FN BM7521, 3.50%, due 10/01/2048		3140JCLB8	16,969,101	$15,347,349.10	0.31%
Freddie Mac Series 4316, Class BZ, 3%, due 03/15/2044		3137B8YJ0	16,963,415	$15,450,269.96	0.31%
Freddie Mac Series 5045, Class AF, Variable rate, due 11/25/2050		3137F6RQ2	15,971,818	$15,002,629.08	0.31%
Freddie Mac Series 5045, Class BF, Variable rate, due 11/25/2050		3137F6RT6	16,232,023	$15,315,025.83	0.31%
Freddie Mac Series 5410, Class PO, 0%, due 05/25/2054		3137HCUG5	19,968,839	$15,333,939.82	0.31%
PRP Advisors, LLC Series 2024-RPL4, Class A1, Variable rate, due 12/25/2054		74448MAA4	15,943,427	$15,224,491.95	0.31%
U.S. Treasury Note, 4.25%, due 01/15/2028		91282CMF5	15,000,000	$15,174,902.40	0.31%
Fannie Mae Series 2020-34, Class FA, Variable rate, due 06/25/2050		3136BAHZ0	15,120,104	$14,557,213.17	0.30%
Freddie Mac FR SD1170, 3.50%, due 09/01/2049		3132DNJP9	16,108,448	$14,748,198.32	0.30%
Freddie Mac Series 4959, Class JF, Variable rate, due 03/25/2050		3137FRTX9	15,051,929	$14,632,320.77	0.30%
GNMA Series 2022-63, Class BZ, 3.50%, due 11/20/2046		38383RBL0	18,108,402	$14,920,069.97	0.30%
GNMA Series 2022-63, Class HZ, 2.50%, due 11/20/2051		38383RDP9	20,656,144	$14,564,512.72	0.30%
Fannie Mae Series 2013-115, Class Z, 3%, due 11/25/2033		3136AG6S6	14,653,686	$14,064,052.89	0.29%
FannieMae Grantor Trust Series 2002-T8, Class A, Variable rate, due 07/25/2032		31392DSE3	13,726,096	$14,357,081.89	0.29%
GNMA Series 2022-68, Class ZC, 3.50%, due 04/20/2052		38383PF22	18,758,330	$14,031,396.13	0.29%
Fannie Mae FN 310211, 3.50%, due 07/01/2048		31374CR81	15,314,081	$13,676,589.02	0.28%
Fannie Mae FN BM7079, 4%, due 10/01/2048		3140JB2M7	14,786,261	$13,795,495.94	0.28%
Freddie Mac FR SD7509, 3%, due 11/01/2049		3132DVKW4	15,783,323	$13,798,261.77	0.28%
Freddie Mac Multiclass Certificates Series 2020-RR06, Class BX, Variable rate, due 05/27/2033		3137FRV99	150,334,000	$13,523,437.79	0.28%
Fannie Mae FN 310208, 3%, due 03/01/2048		31374CR57	15,372,035	$13,196,926.11	0.27%
Fannie Mae FN FS2925, 3%, due 08/01/2048		3140XJHB2	14,930,018	$13,403,381.31	0.27%
Fannie Mae or Freddie Mac TBA, 4%, due 05/01/2052		01F040669	14,496,000	$13,352,487.10	0.27%
Freddie Mac Series 5225, Class NZ, 4%, due 05/25/2052		3137H7L27	15,548,674	$13,224,576.34	0.27%
GNMA Series 2012-120, Class Z, Variable rate, due 01/16/2055		38378BM63	20,082,452	$13,037,115.96	0.27%
GNMA Series 2018-123, Class Z, 2.50%, due 06/16/2060		38380MLC3	18,449,157	$13,461,333.87	0.27%
Fannie Mae FN FS2796, 3.50%, due 08/01/2047		3140XJDA8	13,809,758	$12,678,060.73	0.26%
FANNIE MAE Series 2019-70, Class WA, 0%, due 11/25/2042		3136B7LQ2	14,587,991	$12,553,027.89	0.26%
Freddie Mac - SLST Series 2019-2, Class A1C, 2.75%, due 09/25/2029		35564CCZ8	13,575,389	$12,859,342.86	0.26%
Freddie Mac Series 4990, Class AF, Variable rate, due 07/25/2050		3137FURQ9	13,488,658	$12,993,416.63	0.26%
Freddie Mac Series 5224, Class DZ, 4%, due 04/25/2052		3137H7G31	14,380,622	$12,753,494.68	0.26%
GNMA Series 2022-65, Class BZ, 3.50%, due 04/20/2052		38383P4Q1	16,953,958	$12,938,555.30	0.26%
Fannie Mae Series 2014-12, Class ZB, 3%, due 03/25/2039		3136AJJJ6	13,238,194	$12,399,280.04	0.25%
Fannie Mae Series 2015-49, Class LE, 3%, due 07/25/2045		3136AN7L5	12,867,867	$12,344,564.71	0.25%
Fannie Mae Series 2020-12, Class FL, Variable rate, due 03/25/2050		3136B8D30	12,855,348	$12,428,546.56	0.25%
Freddie Mac - SCRT Series 2019-2, Class MV, 3.50%, due 08/25/2058		35563PKJ7	13,327,212	$12,171,225.27	0.25%
Freddie Mac FR SD0948, 3%, due 05/01/2047		3132DNBR3	13,609,490	$12,042,849.90	0.25%
Freddie Mac FR SD0954, 3%, due 02/01/2047		3132DNBX0	13,704,117	$12,342,806.10	0.25%
Freddie Mac FR ZL8982, 3.50%, due 01/01/2045		3131XQ6T8	13,143,291	$12,129,709.62	0.25%
Freddie Mac Series 4798, Class GZ, 4%, due 06/15/2048		3137F5MU0	13,116,279	$12,279,078.35	0.25%
GNMA Series 2019-7, Class Z, 2.50%, due 01/16/2061		38380MC82	19,494,756	$12,308,756.81	0.25%
GNMA Series 2022-76, Class PG, 4%, due 04/20/2052		38383RPG6	12,534,023	$12,250,791.30	0.25%
Fannie Mae Series 2020-47, Class FA, Variable rate, due 07/25/2050		3136BATB0	11,968,111	$11,624,339.36	0.24%
Freddie Mac Series 4218, Class ZK, 2.50%, due 02/15/2043		3137B2Y53	14,870,850	$11,577,521.96	0.24%
Freddie Mac Series 4499, Class CZ, 3.50%, due 08/15/2045		3137BKYF1	14,019,174	$11,960,963.02	0.24%
Freddie Mac Series 5220, Class KZ, 4%, due 02/25/2051		3137H76P3	13,315,931	$11,803,764.13	0.24%
GNMA Series 2022-106, Class Z, 2%, due 05/16/2063		38381HJA0	20,256,234	$11,623,211.57	0.24%
GNMA Series 2022-43, Class Z, 2%, due 09/16/2061		38381EWE4	23,755,780	$11,920,578.99	0.24%
GNMA Series 2024-181, Class FQ, Variable rate, due 11/20/2054		38384X5M1	11,685,069	$11,612,223.54	0.24%
JP Morgan Mortgage Trust Series 2025-3, Class A1C, Variable rate, due 09/25/2055		46593RAD8	11,850,000	$11,879,218.55	0.24%
U.S. Treasury Inflation Indexed Note, 0.125%, due 07/15/2030		912828ZZ6	10,000,000	$11,588,639.03	0.24%
Fannie Mae Series 2017-50, Class BZ, 3%, due 07/25/2047		3136AXAN5	13,216,223	$11,402,035.78	0.23%
Fannie Mae Series 2024-28, Class CZ, 4%, due 05/25/2044		3136BRSL2	12,542,150	$11,141,308.58	0.23%
FHLMC Multifamily Structured Pass Through Certs. Series KJ51, Class A2, Variable rate, due 01/25/2032		3137HH6L0	11,475,000	$11,506,785.75	0.23%
Freddie Mac Series 5208, Class Z, 3%, due 04/25/2052		3137H6UD5	14,655,089	$11,231,648.82	0.23%
MFRA Trust Series 2024-NQM3, Class A1, Variable rate, due 12/25/2069		55287GAA0	11,172,600	$11,217,612.35	0.23%
Fannie Mae FN FS0074, 3%, due 01/01/2047		3140XFCL3	11,871,310	$10,672,236.01	0.22%
Fannie Mae Series 2017-3, Class LZ, 3.50%, due 02/25/2047		3136AU5M9	12,345,159	$10,863,107.01	0.22%
Fanniemae-Aces Series 2024-M3, Class Z, Variable rate, due 04/25/2053		3136BRLB1	13,186,646	$10,782,393.46	0.22%
Freddie Mac Multiclass Certificates Series 2021-RR15, Class X, Variable rate, due 10/27/2034		3137F92K6	112,345,000	$10,850,021.71	0.22%
Freddie Mac Series 5208, Class HZ, 3.50%, due 03/25/2052		3137H6TV7	12,606,876	$10,727,112.31	0.22%
GNMA Series 2022-68, Class Z, 3.50%, due 04/20/2052		38383PN49	13,951,725	$11,024,874.92	0.22%
GNMA Series 2022-69, Class QL, 3%, due 04/20/2052		38383P4G3	12,991,946	$11,031,705.60	0.22%
GNMA Series 2022-90, Class KZ, 3%, due 04/20/2051		38383RC96	15,118,099	$10,976,008.85	0.22%
GNMA Series 2025-41, Class HV, 4.50%, due 02/20/2036		38385EQX5	11,004,238	$10,626,408.93	0.22%
Fannie Mae FN AL9401, 4%, due 02/01/2046		3138ERNT3	10,866,943	$10,332,931.64	0.21%
Fannie Mae Series 2013-75, Class ZG, 3.25%, due 07/25/2043		3136AFNG5	12,725,224	$10,342,637.20	0.21%
Fannie Mae Series 2024-20, Class QZ, 4%, due 10/25/2045		3136BRT64	11,648,364	$10,272,091.44	0.21%
FHLMC Multifamily Structured Pass Through Certs. Series KJ47, Class A2, 5.43%, due 06/25/2031		3137HAMP8	10,000,000	$10,379,984.00	0.21%
Freddie Mac - SLST Series 2019-2, Class A2C, 2.75%, due 09/25/2029		35564CDD6	11,000,000	$10,149,338.10	0.21%
GNMA Series 2022-124, Class MY, 3.50%, due 07/20/2052		38383T5C3	12,000,000	$10,169,160.00	0.21%
GNMA Series 2022-191, Class BY, 4%, due 08/20/2041		38383LHV5	11,106,000	$10,438,793.72	0.21%
GNMA Series 2022-68, Class MZ, 3.50%, due 04/20/2052		38383PC90	13,515,282	$10,309,530.42	0.21%
U.S. Treasury Note, 4.125%, due 11/15/2027		91282CLX7	10,000,000	$10,079,687.50	0.21%
Fannie Mae FN FS0045, 3%, due 09/01/2047		3140XFBP5	11,168,542	$9,833,035.33	0.20%
Fannie Mae FN FS1046, 4.50%, due 11/01/2049		3140XGEU9	10,404,656	$10,048,308.65	0.20%
FHLMC Multifamily Structured Pass Through Certs. Series KJ52, Class A2, 4.758%, due 01/25/2032		3137HHUT6	9,700,000	$9,749,024.77	0.20%
Freddie Mac Series 4929, Class FB, Variable rate, due 09/25/2049		3137FPKK0	9,995,246	$9,670,547.66	0.20%
Freddie Mac Series 5225, Class HZ, 4%, due 08/25/2051		3137H7KJ1	11,677,832	$9,877,769.00	0.20%
GNMA Series 2015-24, Class BZ, 3%, due 02/20/2045		38379JUY5	11,307,643	$10,030,408.93	0.20%
GNMA Series 2024-125, Class NV, 5%, due 08/20/2035		38384VNU7	9,744,401	$9,797,560.17	0.20%
TENN VALLEY AUTHORITY N/C, 5.25%, due 02/01/2055		880591FC1	10,225,000	$9,902,276.20	0.20%
Fannie Mae Series 2016-50, Class GY, 3%, due 08/25/2046		3136ATDD3	11,510,000	$9,154,569.43	0.19%
Fannie Mae Series 2024-20, Class ZA, 4%, due 10/25/2045		3136BRX93	10,659,399	$9,404,580.62	0.19%
FHLMC Multifamily Structured Pass Through Certs. Series KJ24, Class A2, 2.821%, due 09/25/2027		3137FMD74	9,679,711	$9,458,045.20	0.19%
Freddie Mac - SCRT Series 2019-3, Class HA, 3%, due 10/25/2058		35563PLC1	9,830,283	$9,168,723.72	0.19%
Freddie Mac - SLST Series 2022-1, Class A2, 3.50%, due 05/25/2032		35564CMD6	10,000,000	$9,120,368.00	0.19%
Freddie Mac Series 5282, Class MB, 4.75%, due 06/25/2042		3137H9KK4	9,637,347	$9,536,654.72	0.19%
GNMA Series 2022-204, Class YC, 4%, due 07/20/2052		38383LNJ5	10,173,000	$9,212,082.84	0.19%
GNMA Series 2023-81, Class YD, 4%, due 06/20/2053		38384BJS1	10,738,770	$9,471,339.56	0.19%
Towd Point Mortgage Trust Series 2019-1, Class A1, Variable rate, due 03/25/2058		89177BAA3	9,483,163	$9,186,890.54	0.19%
Fannie Mae FN BM3867, 4%, due 02/01/2046		3140J8JM6	9,486,733	$9,048,319.33	0.18%
FHLMC Multifamily Structured Pass Through Certs. Series K115, Class X1, Variable rate, due 06/25/2030		3137FWG95	157,509,968	$8,814,746.08	0.18%
FHLMC Multifamily Structured Pass Through Certs. Series K-1515, Class X1, Variable rate, due 11/01/2034		3137FTZM2	89,277,222	$8,951,764.52	0.18%
Freddie Mac - SCRT Series 2019-3, Class MV, 3.50%, due 10/25/2058		35563PLK3	9,697,633	$8,945,874.60	0.18%
Freddie Mac FR SD4005, 4%, due 12/01/2049		3132E0NW8	9,146,203	$8,608,250.59	0.18%
Freddie Mac Series 4928, Class F, Variable rate, due 11/25/2049		3137FPVL6	8,894,201	$8,616,473.02	0.18%
GNMA Series 2016-20, Class FN, Variable rate, due 02/20/2046		38379VEB6	8,981,396	$8,781,187.71	0.18%
GNMA Series 2018-134, Class KB, 3.50%, due 10/20/2048		38381ATW6	10,000,000	$9,023,169.00	0.18%
GNMA Series 2022-63, Class MZ, 3%, due 05/20/2051		38383RBC0	11,954,933	$8,738,776.05	0.18%
JP Morgan Chase Commercial Mortgage Sec Trust Series 2018-PHH, Class A, Variable rate, due 06/15/2035		46650FAA0	10,466,125	$9,039,750.42	0.18%
PRP Advisors, LLC Series 2024-RPL3, Class A1, Variable rate, due 11/25/2054		69381LAA5	9,406,789	$9,005,662.99	0.18%
Arroyo Mortgage Trust Series 2019-2, Class M1, Variable rate, due 04/25/2049		042858AD2	9,000,000	$8,196,921.00	0.17%
FHLMC Multifamily Structured Pass Through Certs. Series K-1512, Class X1, Variable rate, due 04/25/2034		3137FMTU6	156,414,645	$8,319,741.88	0.17%
Freddie Mac FR SD0961, 3.50%, due 11/01/2048		3132DNB69	8,974,958	$8,183,528.80	0.17%
Freddie Mac FR SD1169, 3.50%, due 02/01/2048		3132DNJN4	9,076,494	$8,374,924.25	0.17%
Freddie Mac FR ZA4196, 3%, due 04/01/2043		31329MUV0	9,060,473	$8,130,937.28	0.17%
Freddie Mac Multiclass Certificates Series 2020-RR11, Class AX, Variable rate, due 01/27/2029		3137FV2B7	112,919,000	$8,188,942.34	0.17%
Freddie Mac Series 4919, Class FP, Variable rate, due 09/25/2049		3137FP5D3	8,665,259	$8,375,092.89	0.17%
GNMA Series 2022-154, Class EZ, 3.50%, due 09/20/2052		38383YWD0	10,614,923	$8,285,958.98	0.17%
GNMA Series 2022-78, Class AM, 3.50%, due 04/20/2052		38383P5T4	10,917,513	$8,176,699.75	0.17%
Fannie Mae or Freddie Mac TBA, 5.50%, due 07/01/2054		01F052664	7,872,000	$7,805,887.87	0.16%
FANNIE MAE Series 2019-17, Class GZ, 4%, due 11/25/2056		3136B4CS5	9,170,602	$8,092,795.03	0.16%
FHLMC Multifamily Structured Pass Through Certs. Series K1522, Class A1, 1.912%, due 11/25/2035		3137H4RF9	9,510,576	$8,000,714.90	0.16%
Freddie Mac - STACR Series 2024-HQA1, Class M2, Variable rate, due 03/25/2044		35564NCA9	8,000,000	$8,026,032.00	0.16%
Freddie Mac FR SC0252, 3%, due 01/01/2042		3132D9H56	8,573,125	$7,708,146.81	0.16%
Freddie Mac FR SD0887, 3.50%, due 09/01/2049		3132DM6Y6	8,471,737	$7,786,225.46	0.16%
Freddie Mac Series 4945, Class LB, 3%, due 03/25/2040		3137FRNY3	8,706,789	$7,631,980.30	0.16%
Freddie Mac Series 5228, Class DZ, 4.50%, due 06/25/2052		3137H7UG6	9,174,762	$8,029,906.80	0.16%
Freddie Mac Series 5255, Class KZ, 4%, due 06/01/2052		3137H8VE8	9,385,014	$7,802,656.57	0.16%
GNMA Series 2022-146, Class MF, Variable rate, due 08/20/2052		38383UTR1	8,294,085	$8,017,154.94	0.16%
Pagaya AI Debt Selection Trust Series 2024-11, Class A, 5.092%, due 07/15/2032		69544AAA3	7,937,051	$7,928,168.51	0.16%
Barclays Commercial Mortgage Securities LLC Series 2021-C10, Class ASB, 2.268%, due 07/15/2054		05551VBG7	8,000,000	$7,378,221.60	0.15%
Fannie Mae FN BM6429, 3%, due 09/01/2048		3140JBEB8	8,781,781	$7,577,466.53	0.15%
Fannie Mae FN FS1884, 4%, due 05/01/2042		3140XHCW5	7,788,645	$7,289,127.02	0.15%
Fannie Mae Series 2019-18, Class FL, Variable rate, due 05/25/2049		3136B4PW2	7,625,741	$7,482,983.61	0.15%
Fannie Mae Series 2023-44, Class PO, 0%, due 10/25/2053		3136BQLA5	9,400,986	$7,209,662.89	0.15%
FHLMC Multifamily Structured Pass Through Certs. Series K110, Class X1, Variable rate, due 04/25/2030		3137FTZS9	114,532,141	$7,407,446.37	0.15%
FHLMC Multifamily Structured Pass Through Certs. Series K158, Class A3, Variable rate, due 10/25/2033		3137FJY78	8,000,000	$7,566,780.80	0.15%
Freddie Mac Series 4587, Class ZH, Variable rate, due 03/15/2044		3137BQBX4	7,863,325	$7,298,785.70	0.15%
Freddie Mac Series 4937, Class MF, Variable rate, due 12/25/2049		3137FQA52	7,410,714	$7,329,906.62	0.15%
Freddie Mac Series 4994, Class FT, Variable rate, due 01/25/2050		3137FUCU6	7,415,712	$7,155,665.02	0.15%
Freddie Mac Series 5210, Class LB, 3%, due 08/25/2050		3137H6ZG3	9,750,000	$7,431,714.23	0.15%
Freddie Mac Series 5230, Class DL, 3.50%, due 09/25/2044		3137H7WJ8	8,917,916	$7,564,253.05	0.15%
FREMF Mortgage Trust Series 2019-KL4F, Class BA, Variable rate, due 10/25/2025		30297TAU9	7,498,000	$7,424,726.54	0.15%
GNMA Series 2019-128, Class EF, Variable rate, due 10/20/2049		38382AEN1	7,945,785	$7,410,567.59	0.15%
Ellington Financial Mortgage Trust Series 2023-1, Class A1, Variable rate, due 02/25/2068		26844QAA5	6,722,030	$6,708,585.68	0.14%
Fannie Mae FN FS2787, 4%, due 10/01/2048		3140XJCZ4	6,950,364	$6,626,173.18	0.14%
Fannie Mae Series 2016-37, Class PY, 3%, due 06/25/2046		3136ASPG5	8,774,460	$6,977,461.12	0.14%
FHLMC Multifamily Structured Pass Through Certs. Series K117, Class A2, 1.406%, due 08/25/2030		3137FX3Q9	8,000,000	$6,882,852.80	0.14%
FHLMC Multifamily Structured Pass Through Certs. Series K129, Class X1, Variable rate, due 05/25/2031		3137H13R5	145,261,812	$6,813,476.22	0.14%
FREDDIE MAC Series 4329, Class VZ, 4%, due 04/15/2044		3137BA4P4	7,297,675	$7,039,014.71	0.14%
New Residential Mortgage Loan Trust Series 2018-4A, Class A1S, Variable rate, due 01/25/2048		64828FCQ3	6,948,705	$6,771,963.83	0.14%
Starwood Mortgage Residential Trust Series 2022-3, Class A1, Variable rate, due 03/25/2067		85571RAA8	6,922,871	$6,710,531.73	0.14%
Barclays Commercial Mortgage Securities LLC Series 2018-TALL, Class A, Variable rate, due 03/15/2037		05548WAA5	7,000,000	$6,594,280.00	0.13%
Fannie Mae Series 2021-18, Class JC, 1.50%, due 04/25/2036		3136BFTY9	7,127,607	$6,455,459.14	0.13%
FHLMC Multifamily Structured Pass Through Certs. Series K757, Class XAM, Variable rate, due 08/25/2031		3137HH6B2	113,233,000	$6,193,273.27	0.13%
Freddie Mac - STACR Series 2024-DNA2, Class A1, Variable rate, due 05/25/2044		35564NCW1	6,525,075	$6,518,978.83	0.13%
Freddie Mac Multiclass Certificates Series 2021-RR20, Class X, Variable rate, due 04/25/2033		3137H4CM0	55,000,000	$6,333,783.50	0.13%
Vista Point Securitization Trust Series 2020-1, Class M1, Variable rate, due 03/25/2065		92838WAD6	6,662,000	$6,524,898.71	0.13%
CoreVest American Finance Ltd Series 2021-1, Class A, 1.569%, due 04/15/2053		21873LAA1	6,027,442	$5,852,195.75	0.12%
Fannie Mae FN BM7129, 3%, due 01/01/2047		3140JB4P8	6,419,062	$5,729,637.97	0.12%
Fannie Mae Series 2013-19, Class ZD, 3.50%, due 03/25/2043		3136ACLY5	6,811,191	$5,958,044.07	0.12%
FANNIE MAE Series 2018-94, Class AZ, 4%, due 01/25/2049		3136B3WL0	6,087,499	$5,740,006.19	0.12%
Fannie Mae Series 2020-38, Class NF, Variable rate, due 06/25/2050		3136BACY8	6,053,280	$5,815,549.98	0.12%
Farmer Mac Agricultural Real Estate Trust Series 2024-2, Class A, Variable rate, due 08/01/2054		307910AC3	6,236,933	$6,125,941.28	0.12%
FHLMC Multifamily Structured Pass Through Certs. Series K113, Class XAM, Variable rate, due 06/25/2030		3137FV5S7	82,019,000	$5,807,265.07	0.12%
Freddie Mac Series 5270, Class AL, 3%, due 11/25/2048		3137H9DF3	7,871,994	$5,787,798.57	0.12%
GNMA Series 2016-156, Class ZM, 3.50%, due 11/20/2046		38380BC94	6,279,834	$5,652,175.56	0.12%
GNMA Series 2016-83, Class BP, 3%, due 06/20/2046		38379XMH0	7,231,381	$5,940,658.31	0.12%
GNMA Series 2018-155, Class KD, 4%, due 11/20/2048		38381A3V6	6,137,221	$5,765,596.39	0.12%
GNMA Series 2022-68, Class DZ, 3.50%, due 04/20/2052		38383PP62	7,754,271	$5,724,695.75	0.12%
Pagaya AI Debt Selection Trust Series 2024-10, Class A, 5.183%, due 06/15/2032		69544MAA7	5,773,464	$5,790,861.60	0.12%
Ellington Financial Mortgage Trust Series 2022-2, Class A1, Variable rate, due 04/25/2067		31572YAA6	5,676,586	$5,570,250.39	0.11%
Fannie Mae - CAS Series 2025-R02, Class 1A1, Variable rate, due 02/25/2045		20754TAB8	5,634,051	$5,611,405.80	0.11%
Fannie Mae Series 2016-63, Class AF, Variable rate, due 09/25/2046		3136ATXX7	5,375,486	$5,272,611.35	0.11%
Fannie Mae Series 2019-38, Class CF, Variable rate, due 07/25/2049		3136B5EY7	5,386,049	$5,247,481.33	0.11%
Fannie Mae Series 2023-40, Class DO, 0%, due 09/25/2053		3136BQGQ6	6,531,950	$5,321,847.20	0.11%
Fannie Mae Series 2024-60, Class GV, 4%, due 11/25/2035		3136BSR98	5,473,357	$5,384,724.73	0.11%
Fannie Mae Series 2024-60, Class VA, 4.50%, due 10/25/2035		3136BSQ65	5,402,908	$5,290,412.80	0.11%
FHLMC Multifamily Structured Pass Through Certs. Series K-1517, Class X1, Variable rate, due 07/25/2035		3137FWHG8	56,482,702	$5,316,569.85	0.11%
Freddie Mac FR SD1361, 3.50%, due 02/01/2050		3132DNQN6	6,028,124	$5,557,769.15	0.11%
Freddie Mac FR SF5029, 3.50%, due 02/01/2046		3133SSSS4	6,103,573	$5,632,458.33	0.11%
Freddie Mac Series 5178, Class HL, 2%, due 01/25/2052		3137H53U9	8,815,818	$5,604,866.99	0.11%
Freddie Mac Series 5221, Class VE, 3.50%, due 07/25/2033		3137H7EW9	5,673,336	$5,406,728.73	0.11%
Freddie Mac Series 5222, Class DP, 3.25%, due 05/25/2052		3137H7AV5	5,697,336	$5,471,484.97	0.11%
GNMA Series 2017-33, Class PZ, 3%, due 02/20/2047		38376T7H9	6,614,151	$5,454,142.64	0.11%
GNMA Series 2018-78, Class EZ, 3%, due 04/20/2048		38380XHF7	5,834,161	$5,268,574.12	0.11%
HOMES Trust Series 2024-AFC1, Class A1, Variable rate, due 08/25/2059		403945AC2	5,623,060	$5,578,013.52	0.11%
HOUSTON GALLERIA MALL TRUST Series 2025-HGLR, Class A, Variable rate, due 02/05/2045		44216XAA3	5,425,000	$5,459,014.75	0.11%
NYO Commercial Mortgage Trust Series 2021-1290, Class A, Variable rate, due 11/15/2038		62955HAA5	5,300,000	$5,241,336.42	0.11%
Cantor Commercial Real Estate Series 2019-CF3, Class ASB, 2.9426%, due 01/15/2053		12529TAV5	4,907,710	$4,718,054.60	0.10%
Capital Street Master Trust Series 2024-1, Class A, Variable rate, due 10/18/2028		14051LAA0	5,000,000	$5,001,170.50	0.10%
COLT Funding LLC Series 2025-4, Class A1, Variable rate, due 04/25/2070		12674HAA0	5,000,000	$5,029,862.20	0.10%
Fannie Mae - CAS Series 2022-R02, Class 2M2, Variable rate, due 01/25/2042		20754BAB7	5,000,000	$5,086,019.50	0.10%
Fannie Mae - CAS Series 2024-R04, Class 1A1, Variable rate, due 05/25/2044		20753GAA9	4,981,449	$4,965,982.30	0.10%
Fannie Mae - CAS Series 2024-R05, Class 2A1, Variable rate, due 07/25/2044		20754XAA1	4,790,303	$4,760,745.32	0.10%
Fannie Mae FN AL9566, 3.50%, due 06/01/2046		3138ERTY6	5,512,180	$5,047,796.20	0.10%
Fannie Mae FN FM8128, 4%, due 08/01/2051		3140XCDY1	5,419,372	$5,092,003.60	0.10%
Fannie Mae or Freddie Mac TBA, 3.50%, due 04/01/2037		01F032468	5,000,000	$4,777,067.60	0.10%
FANNIE MAE Series 2016-2, Class EZ, 2.50%, due 02/25/2046		3136ARBM9	5,099,906	$4,785,139.14	0.10%
Fannie Mae Series 2020-49, Class FB, Variable rate, due 07/25/2050		3136BAB78	4,906,851	$4,705,146.06	0.10%
Fannie Mae Series 2024-56, Class JV, 5%, due 08/25/2035		3136BSSV8	4,822,530	$4,847,416.61	0.10%
FHLMC Multifamily Structured Pass Through Certs. Series K123, Class A2, 1.621%, due 12/25/2030		3137F8ZV8	5,700,000	$4,914,648.30	0.10%
FHLMC Multifamily Structured Pass Through Certs. Series K-1516, Class X1, Variable rate, due 05/25/2035		3137FUZK3	44,395,635	$4,812,762.07	0.10%
FHLMC Multifamily Structured Pass Through Certs. Series K-154, Class A1, 4.363%, due 02/25/2032		3137H9UC1	4,939,879	$4,921,099.23	0.10%
Freddie Mac Multiclass Certificates Series 2020-RR14, Class X, Variable rate, due 03/27/2034		3137F85E9	34,897,468	$4,843,290.46	0.10%
Freddie Mac Multiclass Certificates Series 2021-RR18, Class X, Variable rate, due 10/27/2028		3137H1M86	100,924,000	$4,704,880.08	0.10%
Freddie Mac Series 4170, Class CO, 0%, due 11/15/2032		3137AYVG3	5,753,763	$5,104,071.23	0.10%
Freddie Mac Series 4224, Class ME, 4%, due 07/15/2043		3137B3CM8	5,388,000	$4,826,209.94	0.10%
Freddie Mac Series 5222, Class BZ, 3.50%, due 05/25/2037		3137H7AS2	5,409,387	$5,000,742.33	0.10%
Freddie Mac Series 5357, Class OB, 0%, due 11/25/2053		3137HAXP6	6,432,820	$5,131,270.43	0.10%
GNMA Series 2015-123, Class ZA, 3.50%, due 09/20/2045		38379QDE2	5,591,362	$5,131,206.45	0.10%
GNMA Series 2016-37, Class AF, Variable rate, due 11/20/2043		38379VYP3	4,838,273	$4,750,305.49	0.10%
JP Morgan Mortgage Trust Series 2019-INV1, Class B1, Variable rate, due 10/25/2049		46591DAX7	5,193,221	$4,998,949.23	0.10%
OSCAR US Funding Trust Series 2024-2A, Class A3, 4.47%, due 03/12/2029		68784BAC8	4,900,000	$4,851,427.87	0.10%
Pagaya AI Debt Selection Trust Series 2025-1, Class A2, 5.156%, due 07/15/2032		69544NAB3	5,000,000	$5,000,398.00	0.10%
Pagaya AI Debt Selection Trust Series 2025-2, Class A, Variable rate, due 10/15/2032		69545GAF8	5,000,000	$4,998,109.50	0.10%
Progress Residential Trust Series 2025-SFR1, Class A, 3.40%, due 02/17/2042		74334NAA9	5,500,000	$5,099,813.95	0.10%
BPR Trust Series 2021-WILL, Class A, Variable rate, due 06/15/2038		05591VAA3	4,388,010	$4,348,909.79	0.09%
BX Trust Series 2019-IMC, Class A, Variable rate, due 04/15/2034		05608BAA8	4,709,794	$4,653,666.41	0.09%
CFCRE Commercial Mortgage Trust Series 2017-C8, Class XA, Variable rate, due 06/15/2050		12532CBE4	203,471,089	$4,559,420.86	0.09%
Colony American Finance Ltd Series 2020-3, Class A, 1.358%, due 08/15/2053		21873CAA1	4,707,521	$4,609,671.71	0.09%
FANNIE MAE Series 2010-2, Class LC, 5%, due 07/25/2039		31396QLV9	4,400,000	$4,400,400.41	0.09%
Fannie Mae Series 2024-39, Class AV, 3%, due 11/25/2033		3136BSDB8	4,918,651	$4,630,512.22	0.09%
Fannie Mae Series 2024-56, Class EV, 5%, due 08/25/2035		3136BSSN6	4,453,030	$4,476,082.62	0.09%
Farmer Mac Agricultural Real Estate Trust Series 2024-1, Class A, Variable rate, due 10/01/2053		30335JAC5	4,533,962	$4,261,520.65	0.09%
FHLMC Multifamily Structured Pass Through Certs. Series K116, Class X1, Variable rate, due 07/25/2030		3137FWHV5	71,945,789	$4,228,649.69	0.09%
FHLMC Multifamily Structured Pass Through Certs. Series K117, Class XAM, Variable rate, due 09/25/2030		3137FX3V8	63,500,000	$4,239,075.85	0.09%
FHLMC Multifamily Structured Pass Through Certs. Series K120, Class XAM, 1.21102%, due 10/25/2030		3137F72T1	77,535,017	$4,437,057.65	0.09%
FHLMC Multifamily Structured Pass Through Certs. Series K142, Class A1, 2.40%, due 12/25/2031		3137H73N1	4,831,594	$4,402,822.85	0.09%
FHLMC Multifamily Structured Pass Through Certs. Series K-150, Class A1, Variable rate, due 12/25/2031		3137H9C80	4,642,195	$4,547,340.57	0.09%
FHLMC Multifamily Structured Pass Through Certs. Series KG04, Class X1, Variable rate, due 11/25/2030		3137F84T7	115,725,506	$4,291,923.40	0.09%
Freddie Mac - STACR Series 2025-HQA1, Class A1, Variable rate, due 02/25/2045		35564NGY3	4,625,000	$4,599,394.61	0.09%
Freddie Mac Series 4980, Class FP, Variable rate, due 07/25/2049		3137FTJK4	4,473,472	$4,319,130.75	0.09%
Freddiemac Strip Series 413, Class PO, 0%, due 05/25/2054		3133Q3ND9	5,231,002	$4,468,142.49	0.09%
GNMA Series 2020-84, Class IO, 2.50%, due 04/20/2050		38382FP81	19,759,118	$4,398,350.08	0.09%
GNMA Series 2022-90, Class ZG, 1.50%, due 02/20/2052		38383RK55	9,025,108	$4,454,652.41	0.09%
Hawaii Hotel Trust Series 2025-MAUI, Class A, Variable rate, due 03/15/2030		419909AA4	4,445,000	$4,408,079.39	0.09%
Morgan Stanley Capital I Trust Series 2018-MP, Class A, Variable rate, due 07/11/2040		61691DAA5	4,527,000	$4,206,493.83	0.09%
Onslow Bay Financial LLC Series 2021-NQM4, Class A1, Variable rate, due 10/25/2061		67115DAA0	5,482,142	$4,537,260.65	0.09%
PRP Advisors, LLC Series 2024-RPL2, Class A1, Variable rate, due 05/25/2054		69381DAA3	4,721,466	$4,529,285.94	0.09%
Sequoia Mortgage Trust Series 2018-CH1, Class B1B, Variable rate, due 03/25/2048		81747DCC1	4,535,168	$4,310,141.86	0.09%
Wells Fargo Commercial Mortgage Trust Series 2021-C61, Class ASB, 2.525%, due 11/15/2054		95003QAE9	5,000,000	$4,596,716.00	0.09%
AMSR Trust Series 2020-SFR4, Class A, 1.355%, due 11/17/2037		66981FAA8	4,219,437	$4,150,194.78	0.08%
Fannie Mae - CAS Series 2021-R02, Class 2M2, Variable rate, due 11/25/2041		20754KAB7	4,000,000	$4,005,664.40	0.08%
Fannie Mae FN BM5671, 4.50%, due 01/01/2049		3140JAJR0	4,209,125	$4,079,049.93	0.08%
Fannie Mae Series 2017-84, Class ZK, 3.50%, due 10/25/2057		3136AYMD2	4,431,800	$3,822,507.30	0.08%
Fannie Mae Series 2020-22, Class FA, Variable rate, due 04/25/2050		3136B9HC4	4,261,969	$4,115,711.38	0.08%
FHLMC Multifamily Structured Pass Through Certs. Series K115, Class XAM, Variable rate, due 07/25/2030		3137FWGB0	55,537,412	$3,884,169.97	0.08%
FHLMC Multifamily Structured Pass Through Certs. Series K116, Class XAM, Variable rate, due 09/25/2030		3137FWHX1	55,652,865	$4,078,475.69	0.08%
FHLMC Multifamily Structured Pass Through Certs. Series K124, Class A2, 1.658%, due 12/25/2030		3137F9CT6	4,725,000	$4,074,477.12	0.08%
FHLMC Multifamily Structured Pass Through Certs. Series K130, Class X1, Variable rate, due 06/25/2031		3137H1YX8	76,462,097	$3,913,628.36	0.08%
FHLMC Multifamily Structured Pass Through Certs. Series KJ41, Class A2, 3.465%, due 02/25/2031		3137H8H87	4,000,000	$3,817,476.00	0.08%
FirstKey Homes 2020-SFR1 Trust Series 2020-SFR1, Class A, 1.339%, due 09/17/2025		33767MAA3	4,062,624	$4,006,083.44	0.08%
Freddie Mac - SLST Series 2021-1, Class A1D, 2%, due 05/26/2031		35564CJU2	4,135,471	$3,813,621.09	0.08%
Freddie Mac FR SD1289, 3%, due 10/01/2050		3132DNNE9	4,468,300	$3,928,678.46	0.08%
Freddie Mac Multiclass Certificates Series 2020-RR02, Class DX, Variable rate, due 09/27/2028		3137FQY23	79,276,000	$4,065,412.01	0.08%
Freddie Mac Series 5002, Class FJ, Variable rate, due 07/25/2050		3137FUAH7	4,141,424	$4,026,402.57	0.08%
Freddie Mac Series 5224, Class BE, 3.50%, due 08/25/2044		3137H7FG3	4,053,376	$3,940,028.98	0.08%
Freddie Mac Series 5232, Class GO, 0%, due 08/25/2051		3137H7YC1	9,012,195	$3,867,790.67	0.08%
GNMA Series 2009-57, Class VB, 5%, due 06/16/2039		38374VSP5	3,732,339	$3,737,817.73	0.08%
GNMA Series 2012-84, Class SJ, Variable rate, due 07/16/2042		38375GHS3	6,711,842	$4,050,808.07	0.08%
Hilton USA Trust Series 2016-HHV, Class A, 3.719%, due 11/05/2038		43300LAA8	4,250,000	$4,165,547.83	0.08%
Metlife Securitization Trust Series 2018-1A, Class A, Variable rate, due 03/25/2057		59166DAA5	3,863,487	$3,726,764.01	0.08%
Towd Point Mortgage Trust Series 2019-HY2, Class A1, Variable rate, due 05/25/2058		89177HAA0	3,609,796	$3,708,949.90	0.08%
Bank Series 2022-BNK43, Class ASB, Variable rate, due 08/15/2055		06541QAT2	3,450,000	$3,391,333.79	0.07%
BENCHMARK Mortgage Trust Series 2023-V2, Class XA, Variable rate, due 06/15/2050		08163TAG7	141,013,339	$3,558,654.93	0.07%
BENCHMARK Mortgage Trust Series 2024-V6, Class XA, Variable rate, due 10/15/2028		081927AC9	75,138,019	$3,421,559.99	0.07%
BWAY Mortgage Trust Series 2025-1535, Class A, Variable rate, due 05/05/2030		12430BAA8	3,595,000	$3,666,628.94	0.07%
Colony American Finance Ltd Series 2020-4, Class A, 1.174%, due 12/15/2052		21873AAA5	3,711,738	$3,655,682.38	0.07%
CSAIL Commercial Mortgage Trust Series 2019-C18, Class ASB,. 2.868%, due 12/15/2052		12597DAE5	3,441,917	$3,310,777.37	0.07%
Fannie Mae FN BM4785, 4.50%, due 10/01/2038		3140J9J77	3,256,705	$3,260,683.28	0.07%
Fannie Mae FN BV8046, 4.50%, due 09/01/2052		3140MM5G9	3,761,701	$3,636,382.20	0.07%
Fannie Mae FN FM9408, 4.50%, due 06/01/2046		3140XDN28	3,741,865	$3,623,183.60	0.07%
Fannie Mae Series 2019-33, Class F, Variable rate, due 07/25/2049		3136B47H5	3,633,715	$3,535,816.99	0.07%
Fannie Mae Series 2019-33, Class FK, Variable rate, due 07/25/2049		3136B46X1	3,499,718	$3,394,422.74	0.07%
Fannie Mae Series 2020-20, Class KI, 4%, due 03/25/2050		3136B9JR9	11,969,763	$3,672,087.48	0.07%
FHLMC Multifamily Structured Pass Through Certs. Series K114, Class XAM, Variable rate, due 06/25/2030		3137FVNL2	53,269,611	$3,208,412.69	0.07%
FHLMC Multifamily Structured Pass Through Certs. Series K118, Class X1, Variable rate, due 09/25/2030		3137F62P1	76,690,883	$3,194,880.82	0.07%
FHLMC Multifamily Structured Pass Through Certs. Series K132, Class XAM, Variable rate, due 09/25/2031		3137H3EZ1	78,491,000	$3,594,275.57	0.07%
FHLMC Multifamily Structured Pass Through Certs. Series K148, Class XAM, Variable rate, due 08/25/2032		3137H8UD1	200,000,000	$3,673,444.00	0.07%
Freddie Mac - SCRT Series 2018-2, Class MA, 3.50%, due 11/25/2057		35563PFG9	3,750,356	$3,599,329.16	0.07%
Freddie Mac FR SD7550, 3%, due 02/01/2052		3132DVL78	4,207,626	$3,674,173.84	0.07%
Freddie Mac Multiclass Certificates Series 2020-RR09, Class BX, Variable rate, due 02/27/2029		3137FTG84	47,500,000	$3,372,994.00	0.07%
Freddie Mac Multiclass Certificates Series 2020-RR10, Class XA, Variable rate, due 12/27/2027		3137FTZY6	96,907,000	$3,419,222.98	0.07%
Freddie Mac Series 3196, Class ZK, 6.50%, due 04/15/2032		31397AM59	3,353,682	$3,496,400.22	0.07%
FREDDIE MAC Series 4316, Class XZ, 4.50%, due 03/15/2044		3137B9AH8	3,519,527	$3,463,689.36	0.07%
FREDDIE MAC Series 4826, Class ME, 3.50%, due 09/15/2048		3137FH4X8	3,589,427	$3,221,451.72	0.07%
FREDDIE MAC Series 4872, Class BZ, 4%, due 04/15/2049		3137FLEW0	3,606,255	$3,197,027.52	0.07%
GNMA Series 2020-161, Class B, 2%, due 08/16/2062		38380RAP5	6,700,000	$3,384,724.63	0.07%
GNMA Series 2020-169, Class Z, 1.83%, due 05/01/2055		38380RFV7	9,212,536	$3,230,259.00	0.07%
Mello Mortgage Capital Acceptance Trust Series 2018-MTG2, Class A9, Variable rate, due 10/25/2048		585499AJ5	3,598,908	$3,418,789.77	0.07%
New Residential Mortgage Loan Trust Series 2015-2A, Class B1, Variable rate, due 08/25/2055		64829EAF1	3,409,988	$3,359,903.75	0.07%
NY Commercial Mortgage Trust Series 2025-299P, Class A, Variable rate, due 02/10/2035		62957FAA7	3,230,000	$3,297,536.07	0.07%
Wells Fargo Commercial Mortgage Trust Series 2018-C47, Class AS, Variable rate, due 09/15/2061		95002DBR9	3,519,700	$3,441,821.71	0.07%
Bank Series 2022-BNK43, Class A1, 4.35%, due 08/15/2055		06541QAQ8	2,811,015	$2,792,228.82	0.06%
BMO Mortgage Trust Series 2024-5C3, Class XA, Variable rate, due 02/15/2057		09660QAU8	78,500,000	$2,827,318.80	0.06%
COMM Mortgage Trust Series 2016-DC2, Class A4, 3.497%, due 02/10/2049		12594CBE9	3,077,883	$3,060,924.30	0.06%
Fannie Mae FN CA2947, 4%, due 12/01/2048		3140QAHZ6	3,297,758	$3,074,483.26	0.06%
FANNIE MAE Series 2018-86, Class DL, 3.50%, due 12/25/2048		3136B3TV2	3,188,175	$2,929,155.84	0.06%
FHLMC Multifamily Structured Pass Through Certs. Series K097, Class X1, Variable rate, due 07/25/2029		3137FNX70	72,596,261	$2,814,143.25	0.06%
FHLMC Multifamily Structured Pass Through Certs. Series K100, Class X1, Variable rate, due 09/25/2029		3137FQ3C5	123,706,237	$3,028,514.23	0.06%
FHLMC Multifamily Structured Pass Through Certs. Series K102, Class XAM, Variable rate, due 10/25/2029		3137FQKG7	64,993,000	$2,751,833.52	0.06%
FHLMC Multifamily Structured Pass Through Certs. Series K109, Class XAM, Variable rate, due 04/25/2030		3137FTG43	35,529,637	$2,744,898.96	0.06%
FHLMC Multifamily Structured Pass Through Certs. Series K119, Class XAM, 1.13403%, due 10/25/2030		3137FXQT8	51,000,000	$2,718,192.90	0.06%
FHLMC Multifamily Structured Pass Through Certs. Series K122, Class X1, Variable rate, due 11/25/2030		3137F82T9	77,172,391	$3,013,087.96	0.06%
FHLMC Multifamily Structured Pass Through Certs. Series K129, Class XAM, Variable rate, due 05/25/2031		3137H13T1	43,636,000	$2,723,362.03	0.06%
FHLMC Multifamily Structured Pass Through Certs. Series K131, Class XAM, Variable rate, due 07/25/2031		3137H2NA8	58,530,863	$2,981,649.96	0.06%
FHLMC Multifamily Structured Pass Through Certs. Series K-1513, Class X1, Variable rate, due 08/25/2034		3137FPJA4	56,372,735	$3,003,843.71	0.06%
Flagstar Mortgage Trust Series 2018-4, Class B1, Variable rate, due 07/25/2048		33851LAM6	3,460,126	$3,180,235.69	0.06%
FNA VI LLC Series 2021-1A, Class A, Variable rate, due 01/10/2032		34411YAA5	3,069,693	$2,839,965.48	0.06%
Freddie Mac - SCRT Series 2019-4, Class MA, 3%, due 02/25/2059		35563PML0	3,113,637	$2,877,191.05	0.06%
Freddie Mac - SLST Series 2019-3, Class A1C, 2.75%, due 11/25/2029		35564CEE3	3,276,421	$3,098,985.63	0.06%
Freddie Mac Multiclass Certificates Series 2020-RR09, Class AX, Variable rate, due 11/27/2028		3137FTG68	37,600,000	$2,861,984.16	0.06%
Freddie Mac Series 4902, Class FB, Variable rate, due 08/25/2049		3137FN3E8	2,960,837	$2,866,180.59	0.06%
Freddie Mac Series 5202, Class NV, 3%, due 01/25/2037		3137H63G8	3,116,982	$2,855,266.47	0.06%
Freddiemac Strip Series 314, Class PO, 0%, due 09/15/2043		3132HTUJ3	3,986,760	$3,040,805.54	0.06%
GNMA GN 720225, 4.50%, due 07/15/2039		3620A6D61	3,064,028	$2,951,099.33	0.06%
GNMA GN 784752, 4%, due 03/15/2045		3622AAEZ3	3,051,409	$2,922,422.61	0.06%
GNMA Series 2015-125, Class VA, Variable rate, due 05/16/2035		38379KU30	3,013,834	$2,899,687.16	0.06%
GNMA Series 2018-160, Class GY, 4.50%, due 11/20/2048		38381AP59	3,385,962	$3,178,100.23	0.06%
GNMA Series 2020-62, Class WI, 2.50%, due 08/20/2049		38382FNH3	14,014,801	$2,713,386.00	0.06%
Island Finance Trust 2025-1 Series 2025-1A, Class A, 6.54%, due 03/19/2035		463920AA6	3,000,000	$3,041,376.60	0.06%
JP Morgan Mortgage Trust Series 2020-INV1, Class A15, Variable rate, due 08/25/2050		46591VBH1	3,401,277	$3,027,528.78	0.06%
Onslow Bay Financial LLC Series 2025-NQM7, Class A1, Variable rate, due 05/25/2055		67121DAA2	3,000,000	$2,999,967.00	0.06%
SKY1 2025-LINE A Series 2025-LINE, Class A, Variable rate, due 04/15/2030		830941AA8	2,977,000	$2,977,346.22	0.06%
Verus Securitization Trust Series 2025-3, Class A1, Variable rate, due 05/25/2070		924928AA2	3,100,000	$3,110,484.76	0.06%
Winwater Mortgage Loan Trust Series 2016-1, Class B1, Variable rate, due 01/20/2046		97655JCB6	2,919,257	$2,771,069.39	0.06%
Arbor Multifamily Mortgage Securities Trust Series 2020-MF1, Class AS, Variable rate, due 05/15/2053		03881BAJ2	2,963,000	$2,670,532.64	0.05%
Arroyo Mortgage Trust Series 2021-1R, Class A3, Variable rate, due 10/25/2048		042853AC5	2,474,314	$2,223,168.34	0.05%
BRAVO Residential Funding Trust Series 2021-NQM1, Class A3, Variable rate, due 02/25/2049		10569TAC2	2,578,403	$2,396,178.07	0.05%
BX Trust Series 2020-VIV4, Class A, 2.843%, due 03/09/2044		05608MAA4	2,900,000	$2,601,094.10	0.05%
CSAIL Commercial Mortgage Trust Series 2020-C19, Class XA, Variable rate, due 03/15/2053		12597NAU7	56,230,970	$2,224,407.21	0.05%
Ellington Financial Mortgage Trust Series 2019-2, Class M1, Variable rate, due 11/25/2059		31573TAD0	2,422,000	$2,238,942.09	0.05%
Fannie Mae - CAS Series 2024-R01, Class 1M1, Variable rate, due 01/25/2044		20753UAA8	2,317,872	$2,308,409.44	0.05%
FANNIE MAE Series 2010-142, Class DL, 4%, due 12/25/2040		31398SKS1	2,821,000	$2,667,519.83	0.05%
Fannie Mae Series 2016-83, Class FA, Variable rate, due 11/25/2046		3136AUDV0	2,308,176	$2,262,915.18	0.05%
FANNIE MAE Series 2018-17, Class Z, 3.50%, due 03/25/2048		3136B06R2	2,835,358	$2,313,629.99	0.05%
Fannie Mae Series 2018-72, Class FB, Variable rate, due 10/25/2058		3136B27D8	2,427,468	$2,351,668.91	0.05%
FHLMC Multifamily Structured Pass Through Certs. Series K099, Class XAM, Variable rate, due 09/25/2029		3137FPJL0	57,790,000	$2,532,901.60	0.05%
FHLMC Multifamily Structured Pass Through Certs. Series K128, Class XAM, Variable rate, due 03/25/2031		3137FYUN4	64,367,000	$2,434,005.92	0.05%
FHLMC Multifamily Structured Pass Through Certs. Series K130, Class XAM, Variable rate, due 07/25/2031		3137H1YZ3	41,565,013	$2,694,489.38	0.05%
FHLMC Multifamily Structured Pass Through Certs. Series K-152, Class A1, 3.78%, due 01/25/2032		3137H9M71	2,263,750	$2,208,626.13	0.05%
FHLMC Multifamily Structured Pass Through Certs. Series K739, Class X1, Variable rate, due 09/25/2027		3137F64R5	125,938,213	$2,633,103.56	0.05%
FHLMC Multifamily Structured Pass Through Certs. Series K741, Class XAM, Variable rate, due 12/25/2027		3137FF4B0	107,703,000	$2,389,514.91	0.05%
FHLMC Multifamily Structured Pass Through Certs. Series K744, Class X1, Variable rate, due 07/25/2028		3137H1Z58	104,404,079	$2,438,440.80	0.05%
FHLMC Multifamily Structured Pass Through Certs. Series KG05, Class X1, Variable rate, due 01/25/2031		3137FFXM4	158,954,940	$2,350,832.29	0.05%
Freddie Mac - STACR Series 2025-DNA1, Class A1, Variable rate, due 01/25/2045		35564NFY4	2,337,500	$2,325,269.27	0.05%
FREDDIE MAC Series 3820, Class NC, 4.50%, due 03/15/2041		3137A8AM0	2,423,226	$2,376,504.41	0.05%
FREDDIE MAC Series 4247, Class AY, 4.50%, due 09/15/2043		3137B4HE9	2,450,000	$2,294,355.18	0.05%
Freddie Mac Series 5339, Class GO, 0%, due 09/25/2053		3137HAHL3	2,809,009	$2,322,292.80	0.05%
GNMA G2 784063, 5%, due 09/20/2045		3622A2QQ8	2,266,830	$2,259,636.56	0.05%
GNMA Series 2011-31, Class Z, Variable rate, due 09/16/2052		38376GL99	2,764,233	$2,506,272.75	0.05%
GNMA SEries 2017-35, Class Z, Variable rate, due 05/16/2059		38379RQH9	4,411,840	$2,672,998.56	0.05%
GNMA Series 2018-4, Class Z, 2.50%, due 10/16/2059		38380JLF3	4,613,167	$2,530,736.16	0.05%
GNMA Series 2024-32, Class IO, Variable rate, due 06/16/2063		38381J2J5	50,972,681	$2,625,011.50	0.05%
GS Mortgage-Backed Securities Trust Series 2021-PJ6, Class A8, Variable rate, due 11/25/2051		36262LAJ9	3,005,275	$2,652,751.16	0.05%
New Residential Mortgage Loan Trust Series 2016-1A, Class A1, Variable rate, due 03/25/2056		64829FAA9	2,809,741	$2,691,180.90	0.05%
Onslow Bay Financial LLC Series 2025-NQM6, Class A1, Variable rate, due 03/25/2065		67448UAA0	2,500,000	$2,501,924.50	0.05%
PRKCM Trust Series 2025-HOME1, Class A1A, Variable rate, due 02/25/2060		69382FAA7	2,500,000	$2,501,951.00	0.05%
BENCHMARK Mortgage Trust Series 2025-V14, Class AM, 6.0898%, due 04/15/2058		08164BAG5	2,000,000	$2,047,748.80	0.04%
Diamond Resorts Owner Trust Series 2021-1A, Class A, 1.66%, due 11/21/2033		25273CAA8	2,007,100	$1,981,898.73	0.04%
Fannie Mae FN AE7733, 5%, due 11/01/2040		31419JSX7	1,879,815	$1,884,223.70	0.04%
FANNIE MAE Series 2005-86, Class WZ, 5.50%, due 10/25/2035		31394UCM2	1,885,621	$1,912,278.04	0.04%
FANNIE MAE Series 2009-85, Class J, 4.50%, due 10/25/2039		31398FDQ1	1,984,343	$1,971,166.25	0.04%
FANNIE MAE Series 2011-111, Class PZ, 4.50%, due 11/25/2041		3136A2HE6	2,009,791	$1,952,135.78	0.04%
Fannie Mae Series 2017-87, Class ZA, 4%, due 11/25/2057		3136AYT37	2,391,292	$1,959,406.58	0.04%
Fannie Mae Series 2024-74, Class VT, 4.50%, due 11/25/2035		3136BS3A1	2,239,036	$2,203,204.78	0.04%
FannieMae Whole Loan Series 2007-W10, Class 3A, Variable rate, due 06/25/2047		31396XD43	1,804,692	$1,857,549.68	0.04%
FHLMC Multifamily Structured Pass Through Certs. Series K099, Class X1, Variable rate, due 09/25/2029		3137FPJJ5	56,603,958	$1,822,805.95	0.04%
FHLMC Multifamily Structured Pass Through Certs. Series K101, Class X1, Variable rate, due 10/25/2029		3137FQ4B6	68,398,325	$2,150,429.66	0.04%
FHLMC Multifamily Structured Pass Through Certs. Series K103, Class XAM, Variable rate, due 11/25/2029		3137FQKS1	59,029,000	$2,153,441.67	0.04%
FHLMC Multifamily Structured Pass Through Certs. Series K110, Class XAM, Variable rate, due 04/25/2030		3137FTZU4	24,006,055	$1,896,552.77	0.04%
FHLMC Multifamily Structured Pass Through Certs. Series K112, Class XAM, Variable rate, due 05/25/2030		3137FUZZ0	29,273,633	$2,167,203.16	0.04%
FHLMC Multifamily Structured Pass Through Certs. Series K118, Class XAM, Variable rate, due 09/25/2030		3137F62R7	37,151,661	$2,032,942.61	0.04%
FHLMC Multifamily Structured Pass Through Certs. Series K122, Class XAM, Variable rate, due 11/25/2030		3137F84L4	35,410,560	$1,844,575.02	0.04%
FHLMC Multifamily Structured Pass Through Certs. Series K157, Class A3, Variable rate, due 08/25/2033		3137FHQ71	1,900,000	$1,809,259.80	0.04%
FHLMC Multifamily Structured Pass Through Certs. Series K740, Class XAM, 1.11174%, due 10/25/2027		3137F72F1	70,811,000	$1,731,413.92	0.04%
FHLMC Multifamily Structured Pass Through Certs. Series KSW4, Class A, Variable rate, due 10/25/2028		3137FJZ51	1,784,253	$1,779,347.94	0.04%
Freddie Mac - SCRT Series 2017-2, Class M1, Variable rate, due 08/25/2056		35563PBH1	1,906,274	$1,897,760.80	0.04%
Freddie Mac Multiclass Certificates Series 2020-RR11, Class BX, Variable rate, due 12/27/2028		3137FV2D3	44,083,535	$1,876,071.81	0.04%
FREDDIE MAC Series 3796, Class PB, 5%, due 01/15/2041		3137A62R2	2,000,285	$2,022,860.41	0.04%
FREDDIE MAC Series 3925, Class ZD, 4.50%, due 09/15/2041		3137AFGX4	2,101,614	$2,031,647.32	0.04%
FREDDIE MAC Series 4000, Class PY, 4.50%, due 02/15/2042		3137ALYJ2	1,878,000	$1,725,715.05	0.04%
FREDDIE MAC Series 4098, Class PE, 4%, due 08/15/2042		3137AT7D8	2,447,000	$2,068,618.68	0.04%
Freddie Mac Series 4833, Class PY, 4%, due 10/15/2048		3137FJD63	2,198,577	$2,043,485.28	0.04%
Freddie Mac Series 4942, Class FA, Variable rate, due 01/25/2050		3137FQVN0	2,276,736	$2,204,844.13	0.04%
GNMA Series 2003-35, Class TZ, 5.75%, due 04/16/2033		38373SV20	1,766,199	$1,761,019.69	0.04%
GNMA Series 2009-29, Class PC, 7%, due 05/20/2039		38374UNN7	2,095,265	$2,202,030.60	0.04%
GNMA Series 2013-20, Class QM, 2.625%, due 02/16/2043		38378F3M0	2,223,000	$1,826,633.54	0.04%
GNMA Series 2017-106, Class AE, 2.60%, due 12/16/2056		38379RT37	2,120,779	$1,732,551.36	0.04%
GNMA Series 2017-23, Class Z, 2.50%, due 05/16/2059		38379RMR1	3,390,736	$1,982,852.38	0.04%
GSAMP Trust Series 2006-SEA1, Class M2, Variable rate, due 05/25/2036		36244LAC7	1,849,762	$2,079,052.53	0.04%
MFRA Trust Series 2025-NQM1, Class A1, Variable rate, due 03/25/2070		55287JAA4	1,992,283	$1,993,887.92	0.04%
New Residential Mortgage Loan Trust Series 2016-3A, Class B1, Variable rate, due 09/25/2056		64829HAM9	2,191,488	$2,124,170.03	0.04%
One Bryant Park Trust Series 2019-OBP, Class A, 2.51641%, due 09/13/2049		68236JAA9	2,250,000	$1,991,838.82	0.04%
Provident Funding Mortgage Trust Series 2020-1, Class A5, Variable rate, due 11/01/2049		743874AJ8	2,281,158	$1,933,626.99	0.04%
PRP Advisors, LLC Series 2025-RPL3, Class A1, Variable rate, due 04/25/2055		69392NAA8	2,000,000	$1,895,020.60	0.04%
2025-04-25 US LONG BOND(CBT) Jun25 P 118			518	$1,456,875.00	0.03%
Arbor Multifamily Mortgage Securities Trust Series 2020-MF1, Class A5, 2.7563%, due 05/15/2053		03881BAE3	1,493,390	$1,360,878.67	0.03%
Arroyo Mortgage Trust Series 2019-3, Class A3, Variable rate, due 10/25/2048		04285AAC9	1,716,234	$1,625,814.48	0.03%
Arroyo Mortgage Trust Series 2021-1R, Class A2, Variable rate, due 10/25/2048		042853AB7	1,792,202	$1,611,730.22	0.03%
BWAY Mortgage Trust Series 2025-1535, Class B, Variable rate, due 05/05/2030		12430BAE0	1,480,000	$1,499,509.51	0.03%
Chase Mortgage Finance Corporation Series 2019-ATR2, Class A11, Variable rate, due 07/25/2049		16159GAL3	1,766,214	$1,682,932.50	0.03%
Fannie Mae FN AS1719, 5%, due 02/01/2044		3138WA4D6	1,718,954	$1,716,274.79	0.03%
Fannie Mae FN FM1284, 3.50%, due 02/01/2046		3140X4NA0	1,415,108	$1,312,048.81	0.03%
Fannie Mae FN FS4013, 4%, due 04/01/2042		3140XKN71	1,365,756	$1,318,373.96	0.03%
Fannie Mae FN FS4015, 5.50%, due 03/01/2049		3140XKN97	1,333,649	$1,351,197.44	0.03%
FANNIE MAE Series 2006-57, Class KZ, 6%, due 07/25/2035		31394ERF7	1,297,174	$1,317,741.92	0.03%
FANNIE MAE Series 2009-37, Class NZ, 5.71154%, due 02/25/2037		31396QAU3	1,613,490	$1,625,084.32	0.03%
FANNIE MAE Series 2011-10, Class AY, 6%, due 02/25/2041		31397QQC5	1,507,000	$1,553,135.90	0.03%
Fannie Mae Series 2016-40, Class MS, Variable rate, due 07/25/2046		3136ASF50	13,084,306	$1,621,010.75	0.03%
FANNIE MAE Series 2018-92, Class DB, 3.50%, due 01/25/2049		3136B3WA4	1,626,638	$1,489,725.40	0.03%
FannieMae Grantor Trust Series 2005-T1, Class A1, Variable rate, due 05/25/2035		31394C7D8	1,573,903	$1,508,686.92	0.03%
FHLMC Multifamily Structured Pass Through Certs. Series K121, Class XAM, Variable rate, due 11/25/2030		3137F83U5	24,471,000	$1,404,084.80	0.03%
FHLMC Multifamily Structured Pass Through Certs. Series K739, Class XAM, Variable rate, due 09/25/2027		3137F64T1	46,072,531	$1,434,965.84	0.03%
FHLMC Multifamily Structured Pass Through Certs. Series KIR1, Class X, Variable rate, due 03/25/2026		3137BP7A1	269,384,697	$1,697,877.86	0.03%
First Trust Long Duration Opportunities ETF	LGOV	33738D606	73,956	$1,564,908.96	0.03%
Freddie Mac FG Q61217, 4%, due 01/01/2049		3132VMK79	1,442,959	$1,348,597.17	0.03%
Freddie Mac FG U59020, 4%, due 06/01/2035		3132FTAW8	1,369,981	$1,352,856.87	0.03%
Freddie Mac Series 3054, Class ZW, 6%, due 10/15/2035		31396CNQ9	1,335,363	$1,404,590.69	0.03%
FREDDIE MAC Series 3895, Class PW, 4.50%, due 07/15/2041		3137ACW96	1,309,672	$1,287,217.80	0.03%
GNMA G2 AC0197, 4%, due 12/20/2042		36178YGE9	1,700,344	$1,606,457.17	0.03%
GNMA G2 MA5714, 6%, due 01/20/2049		36179UK35	1,645,734	$1,714,646.11	0.03%
GNMA Series 2005-78, Class ZA, 5%, due 10/16/2035		38374MBY4	1,386,733	$1,387,823.42	0.03%
GNMA Series 2010-116, Class JB, 5%, due 06/16/2040		38377LBY3	1,406,100	$1,397,738.80	0.03%
GNMA Series 2017-146, Class Z, 2.60%, due 09/16/2057		38379R6F5	2,810,676	$1,715,313.68	0.03%
GNMA Series 2020-84, Class IM, 2.50%, due 05/20/2050		38382FT46	7,097,422	$1,506,591.07	0.03%
JP Morgan Chase Commercial Mortgage Sec Trust Series 2017-JP5, Class A4, 3.4569%, due 03/15/2050		46647TAR9	1,462,209	$1,434,469.84	0.03%
Sierra Receivables Funding Co LLC Series 2020-2A, Class A, 1.33%, due 07/20/2037		826525AA5	1,370,368	$1,362,381.97	0.03%
Towd Point Mortgage Trust Series 2017-2, Class A2, Variable rate, due 04/25/2057		89173HAB2	1,236,935	$1,230,136.40	0.03%
BRAVO Residential Funding Trust Series 2021-NQM1, Class A2, Variable rate, due 02/25/2049		10569TAB4	1,031,361	$961,938.23	0.02%
BRAVO Residential Funding Trust Series 2025-NQM3, Class A1, Variable rate, due 05/01/2055		105927AC1	1,000,000	$999,909.30	0.02%
CIM Trust Series 2019-INV1, Class A11, Variable rate, due 02/25/2049		12555DAL9	877,059	$835,401.24	0.02%
Citigroup Commercial Mortgage Trust Series 2016-P4, Class XA, Variable rate, due 07/10/2049		29429EAF8	86,892,586	$1,189,620.32	0.02%
COMM Mortgage Trust Series 2024-277P, Class X, Variable rate, due 08/10/2044		12654FAC4	41,260,000	$1,170,170.73	0.02%
CoreVest American Finance Ltd Series 2021-2, Class A, 1.408%, due 07/15/2054		21873BAA3	1,065,816	$1,020,475.28	0.02%
Credit Suisse Mortgage Trust Series 2021-RPL6, Class A1, Variable rate, due 10/25/2060		12657GAA3	1,012,437	$909,411.39	0.02%
Fannie Mae FN AB2506, 5%, due 03/01/2041		31416XYC8	781,197	$782,227.85	0.02%
Fannie Mae FN AB2959, 4.50%, due 07/01/2040		31416YJD1	1,132,915	$1,121,378.29	0.02%
Fannie Mae FN AI9124, 4%, due 08/01/2042		3138APD62	1,079,925	$1,030,209.36	0.02%
Fannie Mae FN AI9158, 6.50%, due 01/01/2041		3138APE87	745,385	$796,385.19	0.02%
Fannie Mae FN AL7905, 4.50%, due 03/01/2034		3138EQYB2	744,698	$742,609.78	0.02%
Fannie Mae FN AL9777, 4.50%, due 01/01/2047		3138ER2K5	978,532	$947,472.13	0.02%
Fannie Mae FN AQ0411, 3.50%, due 10/01/2042		3138MFN52	1,252,992	$1,161,845.67	0.02%
Fannie Mae FN BJ9124, 4.50%, due 04/01/2048		3140HBD62	846,857	$823,472.21	0.02%
Fannie Mae FN FM1285, 4%, due 10/01/2043		3140X4NB8	1,254,245	$1,198,763.69	0.02%
FANNIE MAE Series 2006-118, Class A1, Variable rate, due 12/25/2036		31396L4R8	1,210,969	$1,183,445.84	0.02%
FANNIE MAE Series 2007-57, Class ZG, 4.75%, due 06/25/2037		31396WKF2	974,232	$945,937.22	0.02%
FANNIE MAE Series 2009-103, Class PZ, 6%, due 12/25/2039		31398GJE0	958,620	$986,214.37	0.02%
FANNIE MAE Series 2012-39, Class PB, 4.25%, due 04/25/2042		3136A4N88	776,952	$742,210.13	0.02%
FANNIE MAE Series 2013-130, Class QY, 4.50%, due 06/25/2041		3136AHG38	1,003,000	$962,563.25	0.02%
FANNIE MAE Series 2015-16, Class MY, 3.50%, due 04/25/2045		3136ANAM9	875,000	$741,151.60	0.02%
Fannie Mae Series 2018-45, Class FT, Variable rate, due 06/25/2048		3136B2GN6	941,987	$910,190.87	0.02%
Fannie Mae Series 2019-41, Class SN, Variable rate, due 08/25/2049		3136B5SZ9	10,083,264	$956,557.90	0.02%
Fannie Mae Series 2020-9, Class SJ, Variable rate, due 02/25/2050		3136B8RV3	9,219,970	$1,216,370.39	0.02%
Fannie Mae Series 2020-93, Class NI, 3%, due 01/25/2051		3136BDUX4	10,868,693	$989,205.37	0.02%
FHLMC Multifamily Structured Pass Through Certs. Series K-1510, Class X1, Variable rate, due 01/25/2034		3137FL2N3	28,429,070	$838,890.69	0.02%
FHLMC Multifamily Structured Pass Through Certs. Series K738, Class XAM, Variable rate, due 03/25/2027		3137FTFW2	38,645,000	$907,740.13	0.02%
Flagstar Mortgage Trust Series 2019-2, Class A11, Variable rate, due 12/25/2049		33852BAL9	1,218,897	$1,085,087.85	0.02%
Freddie Mac FR ZS2492. 6.50%, due 04/01/2035		3132A2XV9	890,000	$937,918.57	0.02%
Freddie Mac Multiclass Certificates Series 2021-P009, Class X, Variable rate, due 01/25/2031		3137H13X2	33,204,591	$995,427.14	0.02%
Freddie Mac Multiclass Certificates Series 2021-RR19, Class X, Variable rate, due 04/27/2029		3137H2P57	20,098,730	$1,106,212.01	0.02%
FREDDIE MAC Series 2613, Class LL, 5%, due 05/15/2033		31393RFB1	770,000	$780,234.06	0.02%
FREDDIE MAC Series 2891, Class ZA, 6.50%, due 11/15/2034		31395K2B8	751,311	$798,087.28	0.02%
FREDDIE MAC Series 2973, Class GE, 5.50%, due 05/15/2035		31395TYA6	785,000	$795,674.13	0.02%
FREDDIE MAC Series 3542, Class ZP, 5%, due 06/15/2039		31398EDX9	1,049,395	$1,066,075.26	0.02%
FREDDIE MAC Series 3563, Class ZP, 5%, due 08/15/2039		31398JGX5	874,078	$866,635.23	0.02%
FREDDIE MAC Series 3605, Class NC, 5.50%, due 06/15/2037		31398KP61	859,135	$897,132.62	0.02%
Freddie Mac Series 3954, Class GS, Variable rate, due 11/15/2041		3137AHZ76	6,150,928	$751,839.62	0.02%
FREDDIE MAC Series 4026, Class GZ, 4.50%, due 04/15/2042		3137ANZG3	1,287,613	$1,192,946.33	0.02%
FREDDIE MAC Series 4176, Class HE, 4%, due 03/15/2043		3137B0PK4	905,000	$793,711.52	0.02%
Freddie Mac Series 4570, Class ST, Variable rate, due 04/15/2046		3137BNRK2	8,214,015	$875,457.12	0.02%
Freddie Mac Series 4938, Class BS, Variable rate, due 12/25/2049		3137FQEU3	7,216,717	$823,211.60	0.02%
Freddie Mac Series 4943, Class NS, Variable rate, due 01/25/2050		3137FQPH0	7,660,012	$836,770.47	0.02%
GNMA G2 785020, 3%, due 05/20/2050		3622AAPD0	869,716	$746,883.88	0.02%
GNMA Series 2009-69, Class ZB, 6%, due 08/20/2039		38373AM52	777,116	$778,293.26	0.02%
GNMA Series 2010-59, Class ZD, 6.50%, due 05/20/2040		38377FVF5	1,104,581	$1,167,807.86	0.02%
GNMA Series 2011-35, Class BP, 4.50%, due 03/16/2041		38377UAJ7	771,202	$759,638.98	0.02%
GNMA Series 2012-149, Class PC, Variable rate, due 12/20/2042		38378GM88	1,079,229	$1,121,908.23	0.02%
GNMA Series 2013-70, Class PM, 2.50%, due 05/20/2043		38378TLD0	953,680	$743,342.06	0.02%
GNMA Series 2016-109, Class ZM, 3.50%, due 08/20/2036		38380AAW7	1,124,981	$1,012,151.68	0.02%
GNMA Series 2016-120, Class AS, Variable rate, due 09/20/2046		38380ASK4	5,616,920	$793,226.53	0.02%
GNMA Series 2017-17, Class KZ, 4.50%, due 02/20/2047		38380CYG2	1,074,268	$951,709.80	0.02%
GNMA Series 2019-104, Class Z, 2.80%, due 05/16/2061		38380NLL1	2,019,190	$1,078,583.40	0.02%
JP Morgan Mortgage Trust Series 2019-1, Class A5, Variable rate, due 05/25/2049		46650HAE8	1,165,536	$1,079,805.29	0.02%
JP Morgan Mortgage Trust Series 2019-INV2, Class A15, Variable rate, due 02/25/2050		46651DAR7	902,326	$816,315.91	0.02%
M360 2018-CRE1, Ltd. Series 2021-CRE3, Class A, Variable rate, due 11/18/2036		55379AAA2	944,713	$935,379.67	0.02%
Onslow Bay Financial LLC Series 2018-EXP1, Class 1A3, Variable rate, due 04/25/2048		67097VAC8	904,837	$851,663.28	0.02%
PRKCM Trust Series 2025-HOME1, Class A1B, Variable rate, due 02/25/2060		69382FAB5	1,000,000	$1,000,595.80	0.02%
Provident Funding Mortgage Trust Series 2019-1, Class A5, Variable rate, due 12/25/2049		74387LAJ0	1,057,665	$905,166.34	0.02%
Bank Series 2020-BN26, Class XA, Variable rate, due 03/15/2063		06540JBM3	8,226,024	$360,255.43	0.01%
CoreVest American Finance Trust Series 2021-3, Class A, 1.90%, due 10/15/2054		21873NAA7	751,013	$728,127.56	0.01%
Fannie Mae FN 890556, 4.50%, due 10/01/2043		31410LMD1	536,084	$519,777.28	0.01%
Fannie Mae FN AB8676, 3.50%, due 05/01/2042		31417FUA4	390,422	$356,455.04	0.01%
Fannie Mae FN AE9959, 5%, due 03/01/2041		31419MB59	358,903	$359,229.13	0.01%
Fannie Mae FN AL3093, 3.50%, due 02/01/2043		3138EKNK7	325,985	$302,264.09	0.01%
Fannie Mae FN AL5890, 4.50%, due 03/01/2043		3138ENRL5	387,818	$381,109.45	0.01%
Fannie Mae FN AL7637, 5%, due 01/01/2042		3138EQPX4	293,866	$293,968.47	0.01%
Fannie Mae FN BJ9100, 4.50%, due 02/01/2048		3140HBDE5	362,033	$352,164.11	0.01%
Fannie Mae FN BJ9111, 4.50%, due 03/01/2048		3140HBDR6	306,347	$297,995.59	0.01%
Fannie Mae FN BN4959, 4%, due 12/01/2048		3140JLQM9	784,942	$724,183.79	0.01%
FANNIE MAE Series 2003-71, Class NH, 4.286%, due 08/25/2033		31393EHE2	355,000	$345,364.55	0.01%
FANNIE MAE Series 2004-60, Class AC, 5.50%, due 04/25/2034		31394AWK8	246,631	$245,562.93	0.01%
FANNIE MAE Series 2005-52, Class TZ, 6.50%, due 06/25/2035		31394DYA2	363,674	$385,058.31	0.01%
FANNIE MAE Series 2007-60, Class ZS, 4.75%, due 07/25/2037		31396WSC1	633,423	$612,967.09	0.01%
FANNIE MAE Series 2007-68, Class AE, 6.50%, due 07/25/2037		31396WK70	446,727	$466,083.43	0.01%
FANNIE MAE Series 2007-7, Class KA, 5.75%, due 08/25/2036		31396PSA0	313,274	$315,489.79	0.01%
FANNIE MAE Series 2009-109, Class PZ, 4.50%, due 01/25/2040		31398GTS8	311,487	$291,587.88	0.01%
FANNIE MAE Series 2010-35, Class EP, 5.50%, due 04/25/2040		31398PHK8	500,000	$498,212.50	0.01%
FANNIE MAE Series 2010-45, Class WB, 5%, due 05/25/2040		31398PMS5	263,361	$262,288.92	0.01%
FANNIE MAE Series 2011-105, Class MB, 4%, due 10/25/2041		3136A1MS1	750,000	$661,982.03	0.01%
FANNIE MAE Series 2012-122, Class SD, Variable rate, due 11/25/2042		3136A94X3	5,541,815	$663,713.25	0.01%
FANNIE MAE Series 2012-138, Class MA, 1%, due 12/25/2042		3136AAFH3	431,753	$363,281.69	0.01%
FANNIE MAE Series 2012-146, Class QA, 1%, due 01/25/2043		3136ABFP3	693,588	$588,986.08	0.01%
FANNIE MAE Series 2012-52, Class BZ, 4%, due 05/25/2042		3136A6AH7	411,740	$370,447.73	0.01%
FANNIE MAE Series 2013-10, Class HQ, 2.50%, due 02/25/2043		3136ACCG4	690,000	$466,180.70	0.01%
FANNIE MAE Series 2013-105, Class BN, 4%, due 05/25/2043		3136AGPZ9	379,979	$328,404.91	0.01%
FANNIE MAE Series 2013-41, Class DB, 3%, due 05/25/2043		3136ADR35	750,000	$596,629.28	0.01%
FANNIE MAE Series 2013-52, Class MD, 1.25%, due 06/25/2043		3136AEJ24	420,440	$349,569.66	0.01%
FANNIE MAE Series 2014-82, Class GZ, 4%, due 12/25/2044		3136ALK26	665,212	$557,876.77	0.01%
FANNIE MAE Series 2016-62, Class SB, Variable rate, due 09/25/2046		3136ATVK7	4,439,896	$350,706.09	0.01%
FANNIE MAE Series 2016-73, Class PI, 3%, due 08/25/2046		3136ATM76	2,444,470	$420,637.78	0.01%
Fannie Mae Series 2017-18, Class AS, Variable rate, due 03/25/2047		3136AVQD4	6,167,592	$633,618.33	0.01%
FANNIE MAE Series 2017-46, Class BY, 3%, due 06/25/2047		3136AWC96	597,364	$432,485.92	0.01%
FHLMC Multifamily Structured Pass Through Certs. Series K-1511, Class X1, Variable rate, due 03/25/2034		3137FLYL2	15,599,924	$734,115.25	0.01%
FHLMC Multifamily Structured Pass Through Certs. Series K734, Class X1, Variable rate, due 02/25/2026		3137FLN59	96,881,606	$274,078.06	0.01%
FHLMC Multifamily Structured Pass Through Certs. Series K735, Class X1, Variable rate, due 05/25/2026		3137FMU83	40,589,029	$301,909.32	0.01%
FHLMC Multifamily Structured Pass Through Certs. Series K736, Class X1, Variable rate, due 07/25/2026		3137FNWZ9	47,694,046	$567,955.00	0.01%
FHLMC Multifamily Structured Pass Through Certs. Series K737, Class X1, Variable rate, due 10/25/2026		3137FQXL2	66,049,671	$508,047.47	0.01%
First Trust Intermediate Government Opportunities ETF	MGOV	33738D838	35,147	$704,345.88	0.01%
First Trust Structured Credit Income Opportunities ETF	SCIO	33738D770	14,956	$303,008.56	0.01%
FIVE 2023-V1 Series 2023-V1, Class XA, Variable rate, due 02/10/2056		337964AD2	30,147,814	$510,927.07	0.01%
Freddie Mac FG B70791, 4%, due 06/01/2039		3129882Y3	500,214	$496,252.17	0.01%
Freddie Mac FG G07100, 5.50%, due 07/01/2040		3128M9GH9	266,933	$270,783.15	0.01%
Freddie Mac FG G60114, 5.50%, due 06/01/2041		31335ADT2	250,387	$257,065.19	0.01%
Freddie Mac FG G60168, 4.50%, due 07/01/2045		31335AFH6	418,356	$405,953.64	0.01%
Freddie Mac FG Q14034, 3.50%, due 12/01/2042		3132HQPT3	271,352	$251,943.29	0.01%
Freddie Mac FG Q54651, 4.50%, due 03/01/2048		3132XXEZ8	303,039	$294,741.29	0.01%
Freddie Mac FG Q55037, 4.50%, due 04/01/2048		3132XXS34	494,609	$481,579.96	0.01%
Freddie Mac FG U64762, 4.50%, due 10/01/2045		3132MQFB7	707,672	$689,679.01	0.01%
Freddie Mac FG U90690, 3.50%, due 06/01/2042		3132H3XT5	560,863	$518,356.97	0.01%
Freddie Mac FH 760043, Variable rate, due 12/01/2048		31342WBL4	694,698	$694,636.04	0.01%
Freddie Mac Multiclass Certificates Series 2021-P011, Class X1, Variable rate, due 09/25/2045		3137H2NR1	3,938,890	$429,127.93	0.01%
FREDDIE MAC Series 2581, Class LL, 5.25%, due 03/15/2033		31393LYD9	558,000	$569,358.38	0.01%
FREDDIE MAC Series 2626, Class ZW, 5%, due 06/15/2033		31393VKU4	297,248	$297,600.21	0.01%
FREDDIE MAC Series 2626, Class ZX, 5%, due 06/15/2033		31393VKV2	648,001	$628,326.08	0.01%
FREDDIE MAC Series 3593, Class F, Variable rate, due 03/15/2036		31398KRU6	265,821	$262,915.54	0.01%
FREDDIE MAC Series 3622, Class PB, 5%, due 01/15/2040		31398LXJ2	454,269	$464,021.66	0.01%
FREDDIE MAC Series 3667, Class PL, 5%, due 05/15/2040		31398QFX0	323,140	$321,722.50	0.01%
FREDDIE MAC Series 3714, Class PB, 4.75%, due 08/15/2040		3137A0XA8	550,000	$540,740.42	0.01%
FREDDIE MAC Series 3999, Class WA, Variable rate, due 08/15/2040		3137ALAF6	260,989	$268,286.66	0.01%
FREDDIE MAC Series 4090, Class YZ, 4.50%, due 08/15/2042		3137AT5V0	751,441	$660,288.88	0.01%
FREDDIE MAC Series 4177, Class GL, 3%, due 03/15/2033		3137B16B3	732,650	$699,474.95	0.01%
FREDDIE MAC Series 4193, Class PB, 4%, due 04/15/2043		3137B1HG0	826,035	$715,795.51	0.01%
FREDDIE MAC Series 4211, Class PB, 3%, due 05/15/2043		3137B22X7	500,000	$430,115.15	0.01%
FREDDIE MAC Series 4512, Class W, Variable rate, due 05/15/2038		3137BLDP0	375,619	$388,145.93	0.01%
FREDDIE MAC Series 4546, Class ZT, 4%, due 01/15/2046		3137BMNX0	522,670	$375,184.01	0.01%
FREDDIE MAC Series 4600, Class WT, 3.50%, due 07/15/2036		3137BQXX0	771,702	$688,761.17	0.01%
FREDDIE MAC Series 4681, Class JY, 2.50%, due 05/15/2047		3137BYGP9	600,000	$489,862.32	0.01%
Freddie Mac Series 4774, Class SL, Variable rate, due 04/15/2048		3137F4W73	2,268,398	$267,216.59	0.01%
Freddie Mac Series 4842, Class FA, Variable rate, due 11/15/2048		3137FJG45	476,800	$461,551.86	0.01%
Freddie Mac Series 4910, Class SA, Variable rate, due 06/15/2049		3137FNHT0	5,497,371	$686,518.29	0.01%
Freddie Mac Series 4974, Class IA, 3.50%, due 12/25/2049		3137FTF28	2,515,155	$635,693.61	0.01%
Freddie Mac Series 5034, Class IO, Variable rate, due 05/01/2039		3137F6JT5	9,342,638	$686,308.33	0.01%
FreddieMac Strip Series 276, Class SS, Variable rate, due 09/15/2042		31325TUP2	5,059,438	$484,641.00	0.01%
GNMA G2 726317, 4.25%, due 06/20/2036		3620AQAS2	389,728	$369,725.26	0.01%
GNMA G2 748939, 4%, due 09/20/2040		3620C5BG1	451,100	$421,557.23	0.01%
GNMA G2 769102, 4.50%, due 07/20/2041		36176LGK5	716,848	$712,601.24	0.01%
GNMA G2 AD0026, 3.50%, due 06/20/2033		36180BA35	275,702	$266,827.59	0.01%
GNMA G2 AI6317, 4.50%, due 06/20/2044		36198TAS1	497,393	$476,935.82	0.01%
GNMA G2 BB1216, 4.50%, due 06/20/2047		3617ARK55	717,800	$689,291.45	0.01%
GNMA G2 BB4731, 4%, due 07/20/2047		3617AVHG6	339,022	$314,922.49	0.01%
GNMA G2 BF0415, 5%, due 06/20/2035		3617G6N86	327,138	$323,171.75	0.01%
GNMA G2 BL6909, 5%, due 03/20/2049		3617JKVA8	260,465	$256,035.92	0.01%
GNMA GN 711563, 4.50%, due 03/15/2041		36297GQQ6	565,583	$562,466.23	0.01%
GNMA GN 737673, 4.50%, due 11/15/2040		3620ARQ20	566,401	$544,293.94	0.01%
GNMA GN 784343, 5%, due 02/15/2041		3622A2ZG0	305,631	$307,427.11	0.01%
GNMA Series 2004-105, Class JZ, 5%, due 12/20/2034		38374KGD9	275,813	$273,672.58	0.01%
GNMA Series 2004-49, Class MZ, 6%, due 06/20/2034		38374GV41	365,264	$374,073.50	0.01%
GNMA Series 2005-3, Class JZ, 5%, due 01/16/2035		38374KPS6	274,669	$271,018.42	0.01%
GNMA Series 2005-3, Class KZ, 5%, due 01/16/2035		38374KPT4	274,669	$271,172.28	0.01%
GNMA Series 2006-38, Class OH, 6.50%, due 08/20/2036		38374NPM3	382,475	$381,543.07	0.01%
GNMA Series 2007-16, Class OZ, 6%, due 04/20/2037		38373MC32	534,961	$543,119.44	0.01%
GNMA Series 2007-71, Class ZD, 6%, due 11/20/2037		38375L4C1	392,182	$391,733.17	0.01%
GNMA Series 2008-47, Class ML, 5.25%, due 06/16/2038		38375XBM5	335,110	$340,538.02	0.01%
GNMA Series 2009-126, Class LB, 5%, due 12/20/2039		38376PWN6	732,000	$729,906.11	0.01%
GNMA Series 2009-32, Class SZ, 5.50%, due 05/16/2039		38374UCB5	479,427	$495,933.02	0.01%
GNMA Series 2009-61, Class PZ, 7.50%, due 08/20/2039		38376FEC2	341,612	$366,769.00	0.01%
GNMA Series 2009-61, Class WQ, Variable rate, due 11/16/2035		38376FJN3	6,026,858	$529,375.74	0.01%
GNMA Series 2009-75, Class JN, 5.50%, due 09/16/2039		38376CKS7	455,000	$448,170.36	0.01%
GNMA Series 2009-78, Class KZ, 5.50%, due 09/16/2039		38376FUK6	719,611	$718,758.03	0.01%
GNMA Series 2010-157, Class OP, 0%, due 12/20/2040		38377NF41	447,489	$381,874.43	0.01%
GNMA Series 2011-4, Class PZ, 5%, due 01/20/2041		38377TAY7	313,554	$313,278.80	0.01%
GNMA Series 2012-84, Class QS, Variable rate, due 07/16/2042		38375GGT2	4,864,708	$372,715.95	0.01%
GNMA Series 2013-183, Class PB, 4.50%, due 12/20/2043		38378PXC7	688,000	$649,407.95	0.01%
GNMA Series 2013-91, Class PB, 3.50%, due 09/20/2042		38378TTN0	606,612	$600,038.64	0.01%
GNMA Series 2014-94, Class Z, 4.50%, due 01/20/2044		38379CA89	662,445	$632,993.94	0.01%
GNMA Series 2015-137, Class WA, Variable rate, due 01/20/2038		38379QAH8	269,485	$277,268.75	0.01%
GNMA Series 20156-66, Class LI, 5%, due 05/16/2045		38379PC54	3,190,417	$270,132.62	0.01%
GNMA Series 2016-111, Class PI, 3.50%, due 06/20/2045		38379YV39	4,474,712	$571,405.89	0.01%
GNMA Series 2016-141, Class PC, 5%, due 10/20/2046		38380CAX1	464,000	$440,338.32	0.01%
GNMA Series 2017-123, Class IO, 5%, due 08/16/2047		38380F6N1	2,822,252	$526,362.69	0.01%
GNMA Series 2017-130, Class LS, Variable rate, due 08/16/2047		38380GAD6	3,518,790	$374,542.47	0.01%
GNMA Series 2017-133, Class JI, 7%, due 06/20/2041		38380HCX8	2,350,555	$248,633.51	0.01%
GNMA Series 2017-32, Class DI, 5.50%, due 05/20/2035		38380CS95	2,718,805	$310,941.83	0.01%
GNMA Series 2017-56, Class BI, 6%, due 04/16/2047		38376UJQ3	3,027,007	$410,327.19	0.01%
GNMA Series 2018-131, Class IA, 5%, due 04/20/2044		38380YZK4	4,105,511	$667,497.42	0.01%
GNMA Series 2018-44, Class Z, 2.50%, due 09/20/2047		38380VVB4	974,088	$701,926.03	0.01%
GNMA Series 2018-79, Class IO, 5%, due 06/20/2048		38380XDR5	3,392,191	$439,394.52	0.01%
GNMA Series 2020-62, Class IC, 2.50%, due 01/20/2050		38382FJZ8	3,000,000	$619,831.50	0.01%
GNMA Series 2021-46, Class IL, 3%, due 03/20/2051		38382P4V1	5,559,205	$680,897.49	0.01%
GS Mortgage-Backed Securities Trust Series 2019-PJ3, Class A1, Variable rate, due 03/25/2050		36257QAA4	286,049	$266,593.82	0.01%
JP Morgan Mortgage Trust Series 2015-IVR2, Class A5, Variable rate, due 01/25/2045		46644CAP3	683,259	$682,753.24	0.01%
JP Morgan Mortgage Trust Series 2019-8, Class A15, Variable rate, due 03/25/2050		46591KBE2	506,666	$453,492.57	0.01%
PRP Advisors, LLC Series 2024-8, Class A1, Variable rate, due 12/25/2029		74448KAA8	469,822	$469,919.95	0.01%
TIAA Bank Mortgage Loan Trust Series 2018-3, Class A1, Variable rate, due 11/25/2048		88632AAA6	724,763	$680,694.95	0.01%
Winwater Mortgage Loan Trust Series 2016-1, Class 2A3, Variable rate, due 12/20/2030		97655JBS0	636,870	$611,757.38	0.01%
2025-04-25 US 10YR NOTE (CBT)Jun25 C 111			200	$59,375.00	0.00%
2025-04-25 US 10yr Ultra Fut Jun25 C 114			-20	($1,562.50)	0.00%
2025-04-25 US LONG BOND(CBT) Jun25 C 118			-42	$0.00	0.00%
2025-04-25 US LONG BOND(CBT) Jun25 P 114			162	$10,125.00	0.00%
2025-04-25 US ULTRA BOND CBT Jun25 C 122			-20	($625.00)	0.00%
2025-05-23 US 10YR NOTE (CBT)Jun25 C 111.50			-170	($130,156.25)	0.00%
2025-05-23 US 10YR NOTE (CBT)Jun25 P 105			-100	($3,125.00)	0.00%
2025-05-23 US 2YR NOTE (CBT) Jun25 C 103			-50	($79,687.50)	0.00%
2025-05-23 US 2YR NOTE (CBT) Jun25 C 103.75			-50	($27,343.80)	0.00%
2025-05-23 US 2YR NOTE (CBT) Jun25 P 102.50			-25	($781.25)	0.00%
2025-05-23 US 5YR NOTE (CBT) Jun25 C 107.50			-50	($58,984.40)	0.00%
2025-05-23 US 5YR NOTE (CBT) Jun25 C 108.50			-112	($65,625.06)	0.00%
2025-05-23 US 5YR NOTE (CBT) Jun25 C 109			-401	($156,640.63)	0.00%
2025-05-23 US 5YR NOTE (CBT) Jun25 P 102			-100	$0.00	0.00%
2025-05-23 US 5YR NOTE (CBT) Jun25 P 105			-159	($2,484.38)	0.00%
2025-05-23 US LONG BOND(CBT) Jun25 C 118			-100	($79,687.50)	0.00%
2025-05-23 US LONG BOND(CBT) Jun25 P 104			-25	($2,734.38)	0.00%
2025-05-23 US LONG BOND(CBT) Jun25 P 105			-50	($6,250.00)	0.00%
2025-05-23 US LONG BOND(CBT) Jun25 P 106			-60	($9,375.00)	0.00%
2025-05-23 US ULTRA BOND CBT Jun25 C 124			-114	($94,406.26)	0.00%
2025-05-23 US ULTRA BOND CBT Jun25 C 128			-25	($7,812.50)	0.00%
2025-05-23 US ULTRA BOND CBT Jun25 P 115			-47	($44,062.50)	0.00%
2025-05-23 US ULTRA BOND CBT Jun25 P 119			-31	($69,750.00)	0.00%
2025-08-22 US 10YR NOTE (CBT)Sep25 C 115			-25	($14,453.13)	0.00%
2025-08-22 US 10YR NOTE (CBT)Sep25 P 107			-268	($121,437.50)	0.00%
2025-08-22 US 10YR NOTE (CBT)Sep25 P 108			-248	($158,875.01)	0.00%
2025-08-22 US 10YR NOTE (CBT)Sep25 P 110			-174	($212,062.50)	0.00%
2025-08-22 US 2YR NOTE (CBT) Sep25 C 104.50			-75	($50,390.70)	0.00%
2025-08-22 US 2YR NOTE (CBT) Sep25 P 102.50			-50	($7,812.50)	0.00%
2025-08-22 US 2YR NOTE (CBT) Sep25 P 103			-50	($15,625.00)	0.00%
2025-08-22 US 5YR NOTE (CBT) Sep25 C 109			-200	($193,750.00)	0.00%
2025-08-22 US 5YR NOTE (CBT) Sep25 C 110			-100	($63,281.30)	0.00%
2025-08-22 US 5YR NOTE (CBT) Sep25 P 105			-50	($8,593.75)	0.00%
2025-08-22 US LONG BOND(CBT) Sep25 C 123			-86	($83,312.50)	0.00%
2025-08-22 US LONG BOND(CBT) Sep25 C 128			-89	($40,328.13)	0.00%
2025-11-21 US LONG BOND(CBT) Dec25 C 130			-200	($165,625.00)	0.00%
Bank Series 2019-BN23, Class XA, Variable rate, due 12/15/2052		06541RBC6	7,712,719	$203,624.28	0.00%
Countrywide Asset-Backed Certificates Series 2004-5, Class M1, Variable rate, due 08/25/2034		1266716K7	177,597	$177,341.76	0.00%
Countrywide Home Loans Series 2004-8, Class 2A1, 4.50%, due 06/25/2019		12669FZW6	29,528	$4,706.14	0.00%
Credit Suisse Mortgage Trust Series 2018-RPL9, Class A, Variable rate, due 09/25/2057		12654PAE8	246,917	$237,412.62	0.00%
Fannie Mae FN 190371, 6.50%, due 07/01/2036		31368HMU4	25,648	$26,707.20	0.00%
Fannie Mae FN 255190, 5.50%, due 05/01/2034		31371LNF2	13,994	$14,276.69	0.00%
Fannie Mae FN 255984, 4.50%, due 11/01/2025		31371MJ57	785	$782.32	0.00%
Fannie Mae FN 256181, 5.50%, due 03/01/2036		31371MRA7	38,685	$39,074.77	0.00%
Fannie Mae FN 256808, 5.50%, due 07/01/2037		31371NGR0	3,729	$3,693.38	0.00%
Fannie Mae FN 256936, 6%, due 10/01/2037		31371NLR4	29,701	$30,525.07	0.00%
Fannie Mae FN 555851, 6.50%, due 01/01/2033		31385XQC4	6,125	$6,317.79	0.00%
Fannie Mae FN 735415, 6.50%, due 12/01/2032		31402RAQ2	181,904	$190,741.28	0.00%
Fannie Mae FN 747097, 6%, due 10/01/2029		31403E7J0	12,684	$12,748.97	0.00%
Fannie Mae FN 788149, 5.50%, due 05/01/2033		31405FTE2	130,541	$132,822.39	0.00%
Fannie Mae FN 850000, 5.50%, due 01/01/2036		31408FKM0	155,287	$159,224.71	0.00%
Fannie Mae FN 871039, 5.50%, due 02/01/2037		31409GV86	29,155	$29,365.13	0.00%
Fannie Mae FN 888163, 7%, due 12/01/2033		31410FWY7	50,641	$52,938.73	0.00%
Fannie Mae FN 890149, 6.50%, due 10/01/2038		31410K5J9	6,524	$6,891.82	0.00%
Fannie Mae FN 890231, 5%, due 07/01/2025		31410LA85	344	$343.93	0.00%
Fannie Mae FN 930562, 5%, due 02/01/2039		31412NZ33	6,149	$6,176.27	0.00%
Fannie Mae FN 953115, 5.50%, due 11/01/2038		31413RK47	79,388	$80,430.48	0.00%
Fannie Mae FN 976871, 6.50%, due 08/01/2036		31414UW87	20,677	$21,288.74	0.00%
Fannie Mae FN 995097, 6.50%, due 10/01/2037		31416BNN4	9,637	$10,181.16	0.00%
Fannie Mae FN 995228, 6.50%, due 11/01/2038		31416BSR0	24,239	$25,607.81	0.00%
Fannie Mae FN AA3303, 5.50%, due 06/01/2038		31416LU53	62,599	$63,326.55	0.00%
Fannie Mae FN AB2133, 4%, due 01/01/2026		31416XLP3	663	$659.46	0.00%
Fannie Mae FN AD5222, 4.50%, due 05/01/2030		31418SYU7	3,950	$3,955.13	0.00%
Fannie Mae FN AE0137, 4.50%, due 03/01/2036		31419AEK9	113,347	$111,310.47	0.00%
Fannie Mae FN AH0979, 3.50%, due 01/01/2041		3138A2CR8	213,623	$195,464.04	0.00%
Fannie Mae FN AH1141, 4.50%, due 12/01/2040		3138A2HT9	65,846	$64,748.26	0.00%
Fannie Mae FN AI6093, 4.50%, due 06/01/2031		3138AKXX2	70,958	$71,307.54	0.00%
Fannie Mae FN AI6581, 4.50%, due 07/01/2041		3138ALJ32	16,148	$15,858.33	0.00%
Fannie Mae FN AI9114, 4%, due 06/01/2042		3138APDU9	249,611	$238,171.24	0.00%
Fannie Mae FN AL0212, 5.50%, due 02/01/2038		3138EGGW8	43,762	$44,728.26	0.00%
Fannie Mae FN AL2142, 6.50%, due 09/01/2038		3138EJLY2	45,969	$47,887.86	0.00%
Fannie Mae FN AL2892, 3.50%, due 12/01/2042		3138EKGA7	50,135	$46,487.06	0.00%
Fannie Mae FN AP1197, 3.50%, due 09/01/2042		3138M4KK7	165,708	$153,652.97	0.00%
Fannie Mae FN AP7963, 4%, due 09/01/2042		3138MBZ58	97,116	$92,816.66	0.00%
Fannie Mae FN AQ9999, 3%, due 02/01/2043		3138MSDD8	185,849	$166,361.02	0.00%
Fannie Mae FN AS7211, 3%, due 04/01/2046		3138WHAM4	135,290	$121,126.92	0.00%
Fannie Mae FN AS9990, 4.50%, due 07/01/2047		3138WLC43	157,903	$151,232.77	0.00%
Fannie Mae FN AT0332, 3%, due 04/01/2043		3138WMLN9	55,373	$49,936.29	0.00%
Fannie Mae FN AY0013, 4.50%, due 01/01/2045		3138YDAP4	55,667	$54,313.87	0.00%
Fannie Mae FN BH9428, 4.50%, due 09/01/2047		3140GYPN3	9,693	$9,359.28	0.00%
Fannie Mae FN BJ6232, 5%, due 04/01/2048		3140H74S3	31,266	$30,978.57	0.00%
Fannie Mae FN MA0096, 4.50%, due 06/01/2029		31417YDA2	35,207	$35,254.53	0.00%
Fannie Mae FN MA0295, 5%, due 01/01/2030		31417YKH9	15,185	$15,340.09	0.00%
Fannie Mae FN MA0777, 5%, due 06/01/2031		31417Y2K2	1,884	$1,913.72	0.00%
Fannie Mae FN MA1222, 4%, due 10/01/2032		31418ALC0	18,140	$17,976.04	0.00%
Fannie Mae FN MA1228, 3%, due 09/01/2042		31418ALJ5	38,612	$34,564.79	0.00%
Fannie Mae FN MA2509, 3%, due 01/01/2046		31418BYF7	1,650	$1,423.88	0.00%
Fannie Mae FN MA3101, 4.50%, due 08/01/2047		31418CNT7	126,894	$122,551.69	0.00%
Fannie Mae FN MA3123, 5%, due 08/01/2047		31418CPH1	82,758	$82,135.00	0.00%
FANNIE MAE Series 1996-51, Class AY, 7%, due 12/18/2026		31359KW45	2,467	$53.46	0.00%
FANNIE MAE Series 2001-34, Class SR, Variable rate, due 08/18/2031		313920PF1	1,565	$34.56	0.00%
FANNIE MAE Series 2001-42, Class SB, Variable rate, due 09/25/2031		313920B41	943	$942.58	0.00%
FANNIE MAE Series 2002-22, Class G, 6.50%, due 04/25/2032		31392CDZ4	3,560	$3,710.06	0.00%
FANNIE MAE Series 2002-80, Class CZ, 4.50%, due 09/25/2032		31392FLJ4	82,417	$78,509.85	0.00%
FANNIE MAE Series 2003-14, Class AT, 4%, due 03/25/2033		31392JGL7	4,919	$4,855.30	0.00%
FANNIE MAE Series 2003-21, Class OA, 4%, due 03/25/2033		31392JM71	14,494	$14,259.76	0.00%
FANNIE MAE Series 2003-32, Class UI, 6%, due 05/25/2033		31393BKD6	40,579	$6,098.86	0.00%
FANNIE MAE Series 2003-45, Class JB, 5.50%, due 06/25/2033		31393CSV6	215,830	$221,625.25	0.00%
FANNIE MAE Series 2003-63, Class F1, Variable rate, due 11/25/2027		31393DRP8	6,208	$6,192.83	0.00%
FANNIE MAE Series 2004-25, Class LC, 5.50%, due 04/25/2034		31393XRL3	145,150	$150,343.09	0.00%
FANNIE MAE Series 2004-25, Class UC, 5.50%, due 04/25/2034		31393XSN8	158,323	$163,986.75	0.00%
FANNIE MAE Series 2004-28, Class ZH, 5.50%, due 05/25/2034		31393YES0	50,650	$49,774.70	0.00%
FANNIE MAE Series 2005-2, Class S, Variable rate, due 02/25/2035		31394CCK6	883,682	$70,473.21	0.00%
FANNIE MAE Series 2005-2, Class TB, Variable rate, due 07/25/2033		31394CCQ3	177,778	$1,166.41	0.00%
FANNIE MAE Series 2005-29, Class ZT, 5%, due 04/25/2035		31394DGJ3	68,098	$66,172.98	0.00%
FANNIE MAE Series 2005-40, Class SA, Variable rate, due 05/25/2035		31394DQF0	40,364	$3,366.65	0.00%
FANNIE MAE Series 2005-79, Class NS, Variable rate, due 09/25/2035		31394FHE8	23,300	$1,887.06	0.00%
FANNIE MAE Series 2005-95, Class WZ, 6%, due 11/25/2035		31394UET5	67,464	$68,815.34	0.00%
FANNIE MAE Series 2006-117, Class GF, Variable rate, due 12/25/2036		31396LC99	127,377	$125,505.46	0.00%
FANNIE MAE Series 2006-15, Class IS, Variable rate, due 03/25/2036		31395BVS9	27,393	$3,288.93	0.00%
FANNIE MAE Series 2006-20, Class PI, Variable rate, due 11/25/2030		31395BW33	248,705	$10,117.09	0.00%
FANNIE MAE Series 2006-31, Class PZ, 6%, due 05/25/2036		31395DAL3	31,178	$32,327.16	0.00%
FANNIE MAE Series 2006-5, Class 2A2, Variable rate, due 02/25/2035		31394VL57	24,428	$24,687.67	0.00%
FANNIE MAE Series 2006-5, Class N2, Variable rate, due 02/25/2035		31394VL99	11,028,852	$0.00	0.00%
FANNIE MAE Series 2006-85, Class MZ, 6.50%, due 09/25/2036		31396KB50	27,801	$29,223.04	0.00%
FANNIE MAE Series 2007-116, Class PB, 5.50%, due 08/25/2035		31396X7A6	187,431	$194,538.69	0.00%
FANNIE MAE Series 2007-117, Class MD, 5.50%, due 07/25/2037		31396YBM3	42,388	$43,740.92	0.00%
FANNIE MAE Series 2007-25, Class FB, Variable rate, due 04/25/2037		31396VCB2	17,310	$16,982.19	0.00%
FANNIE MAE Series 2008-17, Class IP, 6.50%, due 02/25/2038		31396YSL7	2,873	$85.80	0.00%
FANNIE MAE Series 2008-3, Class FZ, Variable rate, due 02/25/2038		31396YJD5	140,899	$135,212.19	0.00%
FANNIE MAE Series 2008-8, Class ZA, 5%, due 02/25/2038		31396YHW5	16,151	$15,653.74	0.00%
FANNIE MAE Series 2009-106, Class SN, Variable rate, due 01/25/2040		31398GUS6	109,973	$10,185.91	0.00%
FANNIE MAE Series 2009-115, Class HZ, 5%, due 01/25/2040		31398GMM8	40,916	$40,860.70	0.00%
FANNIE MAE Series 2009-91, Class HL, 5%, due 11/25/2039		31398FTF8	137,936	$139,953.64	0.00%
FANNIE MAE Series 2009-92, Class DB, 5%, due 11/25/2039		31398FVJ7	97,000	$97,003.08	0.00%
FANNIE MAE Series 2010-115, Class PO, 0%, due 04/25/2040		31398NNU4	62,056	$54,105.54	0.00%
FANNIE MAE Series 2010-129, Class SM, Variable rate, due 11/25/2040		31398SGL1	149,404	$7,363.49	0.00%
FANNIE MAE Series 2010-21, Class KO, 0%, due 03/25/2040		31398MUM6	108,757	$94,789.85	0.00%
FANNIE MAE Series 2010-3, Class DZ, 4.50%, due 02/25/2040		31398G3T4	224,158	$206,191.17	0.00%
FANNIE MAE Series 2010-38, Class KC, 4.50%, due 04/25/2040		31398PEC9	228,212	$226,706.05	0.00%
FANNIE MAE Series 2010-68, Class BI, 5.50%, due 07/25/2050		31398THN4	239,342	$63,920.23	0.00%
FANNIE MAE Series 2011-101, Class EI, 3.50%, due 10/25/2026		3136A1ZF5	227,525	$2,004.74	0.00%
FANNIE MAE Series 2011-123, Class JS, Variable rate, due 03/25/2041		3136A2PK3	2,013,559	$121,708.59	0.00%
FANNIE MAE Series 2011-30, Class LS, Variable rate, due 04/25/2041		31397SMD3	61,832	$4,012.24	0.00%
FANNIE MAE Series 2011-30, Class ZB, 5%, due 04/25/2041		31397SMA9	151,440	$148,546.40	0.00%
FANNIE MAE Series 2011-52, Class GB, 5%, due 06/25/2041		31397S7M0	221,627	$224,885.79	0.00%
FANNIE MAE Series 2011-74, Class TQ, Variable rate, due 12/25/2033		3136A0JB4	118,504	$12,915.67	0.00%
FANNIE MAE Series 2011-9, Class AZ, 5%, due 05/25/2040		31397QNH7	120,976	$121,164.37	0.00%
FANNIE MAE Series 2012-103, Class HI, 3%, due 09/25/2027		3136A8ZJ2	786,606	$15,745.64	0.00%
FANNIE MAE Series 2012-118, Class IB, 3.50%, due 11/25/2042		3136A92Y3	108,984	$16,529.52	0.00%
FANNIE MAE Series 2012-122, Class SD, 4%, due 05/25/2043		3136ADZ44	800,549	$152,258.98	0.00%
FANNIE MAE Series 2012-133, Class KO, 0%, due 12/25/2042		3136AAZM0	435,138	$212,808.20	0.00%
FANNIE MAE Series 2012-66, Class DI, 3.50%, due 06/25/2027		3136A6A53	33,425	$703.82	0.00%
FANNIE MAE Series 2013-105, Class KO, 0%, due 10/25/2043		3136AGQC9	103,391	$90,253.89	0.00%
FANNIE MAE Series 2013-106, Class KN, 3%, due 10/25/2043		3136AGC91	195,852	$150,424.91	0.00%
FANNIE MAE Series 2013-13, Class IK, 2.50%, due 03/25/2028		3136ACE56	124,485	$3,039.10	0.00%
FANNIE MAE Series 2013-23, Class ZB, 3%, due 03/25/2043		3136ADCB3	54,714	$36,832.72	0.00%
FANNIE MAE Series 2013-55, Class AI, 3%, due 06/25/2033		3136AEQT7	357,372	$30,224.66	0.00%
FANNIE MAE Series 2013-70, Class JZ, 3%, due 07/25/2043		3136AEZ67	142,554	$126,697.12	0.00%
FANNIE MAE Series 2014-29, Class GI, 3%, due 05/25/2029		3136AJV86	25,189	$723.32	0.00%
FANNIE MAE Series 2014-46, Class KA, Variable rate, due 08/25/2044		3136AKVK6	241,893	$103,648.37	0.00%
FANNIE MAE Series 2014-68, Class GI, 4.50%, due 10/25/2043		3136ALRP8	65,005	$3,683.84	0.00%
FANNIE MAE Series 2014-84, Class LI, 3.50%, due 12/25/2026		3136AL2S9	94,250	$1,020.72	0.00%
FANNIE MAE Series 2015-93, Class KI, 3%, due 09/25/2044		3136AQT75	7,140	$39.19	0.00%
FANNIE MAE Series 2016-74, Class HI, 3.50%, due 10/25/2046		3136ATD76	277,575	$51,416.46	0.00%
FANNIE MAE Series 2016-84, Class DF, Variable rate, due 11/25/2046		3136AUKR1	176,621	$172,523.01	0.00%
FANNIEMAE STRIP Series 320, Class 2, 7%, due 04/25/2032		3136FAJF8	42,338	$6,220.10	0.00%
FANNIEMAE STRIP Series 323, Class 6, 6%, due 01/25/2032		3136FAMX5	38,027	$4,045.60	0.00%
FANNIEMAE STRIP Series 324, Class 2, 6.50%, due 07/25/2032		3136FANS5	91,969	$10,126.38	0.00%
FANNIEMAE STRIP Series 345, Class 14, 6%, due 03/25/2034		3136FCCR5	125,487	$15,878.90	0.00%
FANNIEMAE STRIP Series 348, Class 17, 7.50%, due 12/25/2033		3136FCEX0	23,717	$2,646.31	0.00%
FANNIEMAE STRIP Series 348, Class 18, Variable rate, due 12/25/2033		3136FCEY8	36,283	$4,747.53	0.00%
FANNIEMAE STRIP Series 359, Class 6, 5%, due 11/25/2035		3136FCTX4	65,372	$8,734.89	0.00%
FANNIEMAE STRIP Series 362, Class 13, 6%, due 08/25/2035		3136FCWD4	52,202	$7,546.93	0.00%
FANNIEMAE STRIP Series 409, Class 49, Variable rate, due 11/25/2041		3136FLCA2	212,301	$30,470.99	0.00%
FANNIEMAE STRIP Series 409, Class 53, Variable rate, due 04/25/2042		3136FLCE4	236,551	$33,956.36	0.00%
FHLMC Multifamily Structured Pass Through Certs. Series K047, Class X3, Variable rate, due 06/25/2043		3137BKRL6	128,644,992	$27,195.55	0.00%
FHLMC Multifamily Structured Pass Through Certs. Series K734, Class XAM, Variable rate, due 02/25/2026		3137FLN75	68,018,000	$244,866.84	0.00%
FHLMC Multifamily Structured Pass Through Certs. Series KG06, Class X1, Variable rate, due 10/25/2031		3137H4C73	0	$0.00	0.00%
First Trust Commercial Mortgage Opportunities ETF	CAAA	33738D762	11,808	$238,875.84	0.00%
Flagstar Mortgage Trust Series 2018-2, Class A4, Variable rate, due 04/25/2048		33851HAD5	127,959	$124,573.87	0.00%
Freddie Mac FG A19763, 5%, due 04/01/2034		31296UZ46	57,869	$57,860.16	0.00%
Freddie Mac FG A47937, 5.50%, due 08/01/2035		3128K8ZA7	112,852	$115,366.19	0.00%
Freddie Mac FG A48972, 5.50%, due 05/01/2036		3128K96H2	53,171	$54,476.29	0.00%
Freddie Mac FG A54675, 5.50%, due 01/01/2036		3128KHFQ4	49,857	$51,186.73	0.00%
Freddie Mac FG A65324, 5.50%, due 09/01/2037		3128KV4H5	108,464	$111,356.60	0.00%
Freddie Mac FG A7828, 3.50%, due 08/01/2035		3128K8VV5	233,284	$221,831.29	0.00%
Freddie Mac FG A97294, 4%, due 02/01/2041		312946C79	62,315	$59,653.67	0.00%
Freddie Mac FG C01310, 6.50%, due 03/01/2032		31292HN34	1,712	$1,783.92	0.00%
Freddie Mac FG C03458, 5%, due 02/01/2040		31292KZX8	7,476	$7,503.28	0.00%
Freddie Mac FG C04269, 3%, due 10/01/2042		31292LW68	69,937	$63,076.10	0.00%
Freddie Mac FG C91482, 3.50%, due 07/01/2032		3128P7UF8	10,465	$10,281.18	0.00%
Freddie Mac FG E02883, 4%, due 04/01/2026		31294MFY2	1,565	$1,557.15	0.00%
Freddie Mac FG G01443, 6.50%, due 08/01/2032		31283HS89	8,267	$8,580.51	0.00%
Freddie Mac FG G02017, 5%, due 12/01/2035		3128LXG20	159,179	$159,952.27	0.00%
Freddie Mac FG G04814, 5.50%, due 10/01/2038		3128M6VF2	76,455	$77,667.75	0.00%
Freddie Mac FG G05173, 4.50%, due 11/01/2031		3128M7CJ3	9,570	$9,514.09	0.00%
Freddie Mac FG G05275, 5.50%, due 02/01/2039		3128M7FQ4	89,946	$91,244.70	0.00%
Freddie Mac FG G05449, 4.50%, due 05/01/2039		3128M7L61	41,046	$40,456.10	0.00%
Freddie Mac FG G06583, 5%, due 06/01/2041		3128M8UG7	119,319	$119,753.55	0.00%
Freddie Mac FG G07266, 4%, due 12/01/2042		3128M9MP4	31,920	$30,374.96	0.00%
Freddie Mac FG G07329, 4%, due 01/01/2043		3128M9PN6	230,028	$219,960.49	0.00%
Freddie Mac FG G07683, 4%, due 03/01/2044		3128M92Q4	245,930	$234,630.72	0.00%
Freddie Mac FG G08113, 6.50%, due 02/01/2036		3128MJDT4	1,155	$1,206.37	0.00%
Freddie Mac FG G14088, 4%, due 02/01/2026		3128MCXR1	2,206	$2,200.90	0.00%
Freddie Mac FG G14348, 4%, due 10/01/2026		3128MDBR3	20,037	$19,948.83	0.00%
Freddie Mac FG G15949, 4%, due 01/01/2029		3128MEZN4	4,456	$4,442.83	0.00%
Freddie Mac FG G60020, 4.50%, due 12/01/2043		31335AAV0	6,738	$6,503.80	0.00%
Freddie Mac FG G60194, 3.50%, due 08/01/2045		31335AGB8	156,863	$143,935.13	0.00%
Freddie Mac FG G60808, 3%, due 10/01/2046		31335A3R7	147,886	$130,431.83	0.00%
Freddie Mac FG H09034, 5.50%, due 05/01/2037		3128UNBB7	2,011	$2,034.55	0.00%
Freddie Mac FG N70075, 5%, due 01/01/2035		31281LCL0	64,183	$64,105.16	0.00%
Freddie Mac FG N70081, 5.50%, due 07/01/2038		31281LCS5	179,969	$182,663.18	0.00%
Freddie Mac FG Q07189, 4%, due 04/01/2042		3132GSKA6	39,313	$37,625.51	0.00%
Freddie Mac FG Q07479, 3.50%, due 04/01/2042		3132GSUC1	13,219	$12,273.76	0.00%
Freddie Mac FG Q11791, 3.50%, due 10/01/2042		3132HM7C9	53,053	$49,257.82	0.00%
Freddie Mac FG Q11836, 3.50%, due 10/01/2042		3132HNBD0	38,291	$35,550.82	0.00%
Freddie Mac FG U50165, 4%, due 05/01/2032		3132GHBH5	150,151	$149,126.12	0.00%
Freddie Mac FG U80212, 3.50%, due 02/01/2033		3132G7GV1	39,319	$38,294.44	0.00%
Freddie Mac FG U90245, 3.50%, due 10/01/2042		3132H3HW6	59,333	$54,835.89	0.00%
Freddie Mac FG U90932, 3%, due 02/01/2043		3132H4A92	8,158	$7,291.98	0.00%
Freddie Mac FG U99096, 4.50%, due 05/01/2044		3132H7DA9	88,897	$86,747.63	0.00%
FREDDIE MAC Series 2089, Class PJ, 7%, due 10/15/2028		3133TGKG3	387	$23.30	0.00%
FREDDIE MAC Series 2102, Class Z, 6%, due 12/15/2028		3133THHD2	1,544	$1,565.24	0.00%
Freddie Mac Series 2410, Class OG, 6.375%, due 02/15/2032		31339NKJ4	113,359	$115,641.59	0.00%
Freddie Mac Series 2437, Class SA, Variable rate, due 01/15/2029		31339WW85	56,298	$2,918.78	0.00%
FREDDIE MAC Series 2557, Class HL, 5.30%, due 01/15/2033		31393JLU0	103,469	$104,065.76	0.00%
FREDDIE MAC Series 2564, Class AC, 5.50%, due 02/15/2033		31393LFT5	66,355	$68,083.57	0.00%
FREDDIE MAC Series 2574, Class PE, 5.50%, due 02/15/2033		31393L2Q5	157,192	$162,163.11	0.00%
FREDDIE MAC Series 2577, Class LI, 5.50%, due 02/15/2033		31393LCM3	63,939	$6,751.60	0.00%
FREDDIE MAC Series 2597, Class AE, 5.50%, due 04/15/2033		31393NTQ2	7,500	$7,522.96	0.00%
FREDDIE MAC Series 2793, Class PE, 5%, due 05/15/2034		31394YH98	192,382	$195,573.22	0.00%
FREDDIE MAC Series 2907, Class DZ, 4%, due 12/15/2034		31395KL92	208,345	$203,858.38	0.00%
FREDDIE MAC Series 3031, Class BI, Variable rate, due 08/15/2035		31396AAK0	69,459	$6,712.40	0.00%
FREDDIE MAC Series 3074, Class ZH, 5.50%, due 11/15/2035		31396FPT4	26,119	$26,132.66	0.00%
FREDDIE MAC Series 3117, Class ZU, 6%, due 02/15/2036		31396HX79	81,265	$86,886.31	0.00%
FREDDIE MAC Series 3274, Class B, 6%, due 02/15/2037		31397F5S7	24,042	$25,429.74	0.00%
FREDDIE MAC Series 3322, Class NF, Variable rate, due 05/15/2037		31397HM70	136,306	$119,888.76	0.00%
FREDDIE MAC Series 3340, Class PF, Variable rate, due 07/15/2037		31397JSA3	29,460	$28,998.73	0.00%
FREDDIE MAC Series 3360, Class CB, 5.50%, due 08/15/2037		31397KDY4	41,671	$43,509.21	0.00%
FREDDIE MAC Series 3380, Class FS, Variable rate, due 11/15/2036		31397KTL5	45,811	$44,656.82	0.00%
FREDDIE MAC Series 3406, Class B, 6%, due 01/15/2038		31397PRT9	131,091	$135,624.10	0.00%
FREDDIE MAC Series 3413, Class B, 5.50%, due 04/15/2037		31397RCQ7	73,218	$76,528.78	0.00%
FREDDIE MAC Series 3420, Class AZ, 5.50%, due 02/15/2038		31397RDR4	131,163	$130,641.92	0.00%
FREDDIE MAC Series 3448, Class SA, Variable rate, due 05/15/2038		31397TJN3	103,391	$1,291.57	0.00%
FREDDIE MAC Series 3550, Class LL, 4.50%, due 07/15/2039		31398EXD1	177,000	$173,732.71	0.00%
FREDDIE MAC Series 3572, Class JS, Variable rate, due 09/15/2039		31398JSS3	617,855	$41,909.72	0.00%
FREDDIE MAC Series 3585, Class QZ, 5%, due 08/15/2039		31398KHZ6	39,003	$33,799.81	0.00%
FREDDIE MAC Series 3587, Class FX, Variable rate, due 12/15/2037		31398KD98	77,345	$69,497.27	0.00%
FREDDIE MAC Series 3645, Class WD, 4.50%, due 02/15/2040		31398VFK7	107,000	$104,815.88	0.00%
FREDDIE MAC Series 3735, Class IK, 3.50%, due 10/15/2025		3137GAFM4	25,634	$143.04	0.00%
FREDDIE MAC Series 3735, Class JI, 4.50%, due 10/15/2030		3137GAFQ5	36,398	$2,568.72	0.00%
FREDDIE MAC Series 3740, Class SC, Variable rate, due 10/15/2040		3137GARQ2	163,288	$17,050.82	0.00%
FREDDIE MAC Series 3770, Class GZ, 4.50%, due 10/15/2040		3137A4LR6	171,331	$146,986.59	0.00%
FREDDIE MAC Series 4012, Class GC, 3.50%, due 06/15/2040		3137AMMY0	8,678	$8,629.82	0.00%
FREDDIE MAC Series 4015, Class KB, 1.75%, due 05/15/2041		3137ANCR4	14,704	$13,782.44	0.00%
FREDDIE MAC Series 4021, Class IP, 3%, due 03/15/2027		3137AMGA9	75,397	$1,384.76	0.00%
FREDDIE MAC Series 4030, Class IL, 3.50%, due 04/15/2027		3137APLG3	58,959	$731.68	0.00%
FREDDIE MAC Series 4054, Class AI, 3%, due 04/15/2027		3137APVG2	116,962	$1,149.85	0.00%
FREDDIE MAC Series 4097, Class ES, Variable rate, due 08/15/2042		3137ATJQ6	20,761	$2,309.28	0.00%
FREDDIE MAC Series 4097, Class SA, Variable rate, due 08/15/2042		3137ATPL0	1,896,518	$204,898.82	0.00%
FREDDIE MAC Series 4103, Class HI, 3%, due 09/15/2027		3137AUAF6	81,281	$1,878.79	0.00%
FREDDIE MAC Series 4116, Class AS, Variable rate, due 10/15/2042		3137AVJZ1	23,168	$3,024.56	0.00%
FREDDIE MAC Series 4121, Class HI, 3.50%, due 10/15/2027		3137AV5X1	283,975	$6,138.20	0.00%
FREDDIE MAC Series 4136, Class TU, Variable rate, due 08/15/2042		3137AWMU6	216,787	$34,968.06	0.00%
FREDDIE MAC Series 4145, Class YI, 3%, due 12/15/2027		3137AWVX0	106,567	$2,343.34	0.00%
FREDDIE MAC Series 4151, Class DI, 3.50%, due 11/15/2031		3137AXJW4	108,966	$674.39	0.00%
FREDDIE MAC Series 4193, Class AI, 3%, due 04/15/2028		3137B1GZ9	1,099,866	$31,123.78	0.00%
FREDDIE MAC Series 4226, Class NS, Variable rate, due 01/15/2043		3137B3FV5	11,838	$6,208.68	0.00%
FREDDIE MAC Series 4387, Class IE, 2.50%, due 11/15/2028		3137BDZM1	922,063	$19,546.55	0.00%
FREDDIE MAC Series 4520, Class AI, 3.50%, due 10/15/2035		3137BLTL2	54,517	$4,918.39	0.00%
FREDDIE MAC Series 4546, Class PZ, 4%, due 12/15/2045		3137BMNB8	308,770	$222,178.51	0.00%
FREDDIE MAC Series 4568, Class MZ, 4%, due 04/15/2046		3137BPBU2	160,437	$107,878.32	0.00%
FREDDIE MAC Series 4591, Class GI, 4%, due 12/15/2044		3137BQPQ4	757,165	$85,875.41	0.00%
FREDDIE MAC Series 4605, Class KS, Variable rate, due 08/15/2043		3137BR2M6	136,619	$72,675.17	0.00%
FREDDIE MAC Series 4609, Class YI, 4%, due 04/15/2054		3137BRGT6	94,626	$2,678.69	0.00%
FreddieMac Strip Series 243, Class 11, Variable rate, due 08/15/2036		31282YWM7	97,672	$11,612.12	0.00%
FreddieMac Strip Series 267, Class S5, Variable rate, due 08/15/2042		31325TN96	256,854	$26,808.38	0.00%
FreddieMac Strip Series 299, Class S1, Variable rate, due 01/15/2043		31325TYW3	161,328	$17,727.38	0.00%
FreddieMac Strip Series 303, Class C2, 3.50%, due 01/15/2028		31325UDY9	76,681	$1,905.61	0.00%
FreddieMac Strip Series 304, Class C37, 3.50%, due 12/15/2027		31325UPS9	31,935	$697.13	0.00%
FreddieMac Strip Series 304, Class C40, 3.50%, due 09/15/2026		31325UPV2	74,531	$738.29	0.00%
GMAC Mortgage Corporation Loan Trust Series 2003-J10, Class A1, 4.75%, due 01/25/2019		36185NM72	723	$698.00	0.00%
GNMA G2 3227, 6%, due 04/20/2032		36202DSQ5	22,153	$22,967.56	0.00%
GNMA G2 745478, 5%, due 08/20/2040		3620C1FT8	206,258	$202,466.10	0.00%
GNMA G2 754384, 4.50%, due 03/20/2042		36230N2R5	63,176	$62,588.72	0.00%
GNMA G2 AG8899, 4%, due 12/20/2043		36182D3G8	29,332	$27,572.36	0.00%
GNMA G2 AK2389, 4.50%, due 11/20/2044		36183KUN6	240,794	$231,309.97	0.00%
GNMA G2 AR8421, 5%, due 10/20/2041		36193FLA3	135,397	$132,958.48	0.00%
GNMA G2 BB4757, 4%, due 08/20/2047		3617AVJA7	256,974	$241,546.74	0.00%
GNMA G2 BB4769, 4%, due 08/20/2047		3617AVJN9	154,445	$143,637.96	0.00%
GNMA G2 BD0483, 4.50%, due 11/20/2047		3617BFRC8	217,735	$208,619.87	0.00%
GNMA G2 MA1162, 6%, due 07/20/2043		36179NJF6	67,638	$70,470.58	0.00%
GNMA G2 MA2215, 3.50%, due 09/20/2044		36179QN80	9,259	$8,296.71	0.00%
GNMA G2 MA2759, 6%, due 01/20/2045		36179RB40	57,480	$59,812.49	0.00%
GNMA G2 MA2897, 6%, due 03/20/2045		36179RGE3	28,018	$29,191.43	0.00%
GNMA GN 487108, 6%, due 04/15/2029		36210BDM4	29,828	$30,794.25	0.00%
GNMA GN 553144, 5.50%, due 04/15/2033		36213FP56	16,246	$16,517.36	0.00%
GNMA GN 604338, 5%, due 05/15/2033		36200MLT8	60,718	$61,385.90	0.00%
GNMA GN 604897, 5%, due 12/15/2033		36200M7J6	45,746	$45,978.25	0.00%
GNMA GN 605389, 5%, due 04/15/2034		36200NRJ2	58,227	$58,592.72	0.00%
GNMA GN 615403, 4.50%, due 08/15/2033		36290RU43	130,923	$130,014.17	0.00%
GNMA GN 627123, 5.50%, due 03/15/2034		36291FVQ8	4,611	$4,672.68	0.00%
GNMA GN 638704, 5.50%, due 11/15/2036		36291URZ0	60,838	$63,052.37	0.00%
GNMA GN 653143, 4.90%, due 04/15/2036		36292MS86	63,116	$62,993.41	0.00%
GNMA GN 658324, 5.50%, due 03/15/2037		36294SLD7	208,197	$213,341.75	0.00%
GNMA GN 677190, 5%, due 06/15/2038		36295QKB5	71,692	$72,001.41	0.00%
GNMA GN 687833, 6%, due 08/15/2038		36296DEE4	11,105	$11,550.49	0.00%
GNMA GN 706840, 4.50%, due 05/15/2040		36297BHR5	37,188	$36,982.97	0.00%
GNMA GN 706855, 4.50%, due 09/15/2040		36297BH87	154,894	$154,040.67	0.00%
GNMA GN 711483, 4%, due 01/15/2040		36297GM80	167,670	$160,565.58	0.00%
GNMA GN 711543, 4%, due 11/15/2040		36297GP46	85,526	$81,900.78	0.00%
GNMA GN 723216, 4.50%, due 08/15/2040		3620A9N98	176,372	$169,707.85	0.00%
GNMA GN 723248, 5%, due 10/15/2039		3620A9P96	45,231	$45,434.72	0.00%
GNMA GN 724230, 5%, due 08/15/2039		3620AAST6	157,019	$156,800.09	0.00%
GNMA GN 724267, 5%, due 09/15/2039		3620AATY4	42,317	$42,251.73	0.00%
GNMA GN 724340, 4.50%, due 09/15/2039		3620AAV96	114,387	$110,986.47	0.00%
GNMA GN 725272, 4.50%, due 11/15/2039		3620ABW93	72,026	$69,923.96	0.00%
GNMA GN 726394, 4.50%, due 10/15/2039		3620AC7F5	27,125	$26,346.79	0.00%
GNMA GN 733595, 4.50%, due 04/15/2040		3620AL7G3	140,944	$136,432.68	0.00%
GNMA GN 733733, 5%, due 06/15/2040		3620AMEE8	56,620	$56,440.34	0.00%
GNMA GN 736617, 4%, due 12/15/2035		3620AQK69	74,821	$70,752.84	0.00%
GNMA GN 737996, 4%, due 02/15/2041		3620AR3D1	123,929	$116,101.67	0.00%
GNMA GN 743673, 4.50%, due 07/15/2040		3620AYFN1	94,521	$92,053.90	0.00%
GNMA GN 762905, 4.50%, due 04/15/2041		36176DKS1	222,860	$215,707.43	0.00%
GNMA GN 781623, 5%, due 06/15/2033		36225BYU6	177,404	$178,506.11	0.00%
GNMA GN 781697, 6%, due 11/15/2033		36225B3E6	26,913	$28,099.92	0.00%
GNMA GN 781824, 5.50%, due 11/15/2034		36241KAZ1	147,273	$150,450.50	0.00%
GNMA GN 781862, 5.50%, due 01/15/2035		36241KB72	5,589	$5,788.33	0.00%
GNMA GN 782070, 7%, due 06/15/2032		36241KJP4	7,070	$7,236.66	0.00%
GNMA GN 782810, 4.50%, due 11/15/2039		36241LDP8	31,379	$30,589.36	0.00%
GNMA GN 783091, 5.50%, due 06/15/2040		36241LNG7	52,910	$54,286.22	0.00%
GNMA GN 783375, 5%, due 08/15/2041		36241LXC5	96,069	$95,873.59	0.00%
GNMA GN 783760, 5%, due 02/15/2042		3622A2E99	139,671	$140,507.16	0.00%
GNMA GN AN4469, 5%, due 12/15/2040		36186G6E9	58,035	$57,409.53	0.00%
GNMA Series 2003-18, Class PG, 5.50%, due 03/20/2033		38373SM61	176,308	$175,831.21	0.00%
GNMA Series 2003-4, Class MZ, 5.50%, due 01/20/2033		38373YD92	100,699	$100,431.61	0.00%
GNMA Series 2003-62, Class MZ, 5.50%, due 07/20/2033		38374BDT7	148,439	$148,954.41	0.00%
GNMA Series 2003-84, Class Z, 5.50%, due 10/20/2033		38374CYN5	111,192	$112,116.95	0.00%
GNMA Series 2004-105, Class KA, 5%, due 12/16/2034		38374KFR9	170,791	$170,604.64	0.00%
GNMA Series 2004-37, Class B, 6%, due 04/17/2034		38374GSA1	63,939	$64,661.56	0.00%
GNMA Series 2004-68, Class ZC, 6%, due 08/20/2034		38374HVU1	25,901	$26,257.08	0.00%
GNMA Series 2004-71, Class ST, Variable rate, due 09/20/2034		38374JBT2	31,244	$31,597.89	0.00%
GNMA Series 2004-88, Class SM, Variable rate, due 10/16/2034		38374JPK6	146,621	$2,405.97	0.00%
GNMA Series 2005-33, Class AY, 5.50%, due 04/16/2035		38374K2D4	79,447	$79,619.43	0.00%
GNMA Series 2005-41, Class PA, 4%, due 05/20/2035		38374LCL3	71,891	$70,599.99	0.00%
GNMA Series 2005-93, Class PO, 0%, due 06/20/2035		38374MLY3	128,914	$120,719.62	0.00%
GNMA Series 2006-145, Class LZ, 3%, due 10/20/2046		38380BHQ1	354,763	$242,426.48	0.00%
GNMA Series 2006-61, Class ZA, 5%, due 11/20/2036		38374NV20	220,579	$219,877.04	0.00%
GNMA Series 2007-27, Class SD, Variable rate, due 05/20/2037		38375JJ71	85,295	$2,888.53	0.00%
GNMA Series 2007-41, Class OL, 0%, due 07/20/2037		38375KWU2	66,340	$61,623.44	0.00%
GNMA Series 2007-42, Class SB, Variable rate, due 07/20/2037		38375KYH9	128,852	$6,096.40	0.00%
GNMA Series 2007-81, Class FZ, Variable rate, due 12/20/2037		38374DKM0	173,600	$173,458.44	0.00%
GNMA Series 2008-33, Class XS, Variable rate, due 04/16/2038		38375QFE4	65,373	$3,985.35	0.00%
GNMA Series 2008-54, Class PE, 5%, due 06/20/2038		3837427Z0	97,634	$97,812.38	0.00%
GNMA Series 2008-71, Class JI, 6%, due 04/20/2038		38375XME1	283,794	$3,070.42	0.00%
GNMA Series 2009-106, Class SL, Variable rate, due 04/20/2036		38376JCQ5	2,489,770	$118,043.24	0.00%
GNMA Series 2009-106, Class WZ, 5.50%, due 11/16/2039		38376JCK8	58,256	$56,740.94	0.00%
GNMA Series 2009-14, Class KI, 6.50%, due 03/20/2039		38374XBQ7	77,389	$5,147.60	0.00%
GNMA Series 2009-14, Class KS, Variable rate, due 03/20/2039		38374XAM7	25,393	$911.12	0.00%
GNMA Series 2009-25, Class SE, Variable rate, due 09/20/2038		38374XSE6	60,062	$2,323.36	0.00%
GNMA Series 2009-79, Class OK, 0%, due 11/16/2037		38376CXX2	69,514	$60,600.23	0.00%
GNMA Series 2009-81, Class TZ, 5.50%, due 09/20/2039		38376F4G4	169,320	$169,112.51	0.00%
GNMA Series 2009-94, Class AL, 5%, due 10/20/2039		38376K2G5	62,556	$63,056.32	0.00%
GNMA Series 2010-116, Class BM, 4.50%, due 09/16/2040		38377LBS6	89,000	$84,821.42	0.00%
GNMA Series 2010-4, Class WA, 3%, due 01/16/2040		38376T2N1	9,479	$9,084.98	0.00%
GNMA Series 2010-85, Class SL, Variable rate, due 07/20/2037		38374Y6D0	796,841	$32,461.71	0.00%
GNMA Series 2011-112, Class IP, Variable rate, due 08/16/2026		38377XLV2	29,305	$22.72	0.00%
GNMA Series 2011-129, Class CL, 5%, due 03/20/2041		38376LU98	239,265	$236,746.93	0.00%
GNMA Series 2011-151, Class TB, Variable rate, due 04/20/2041		38378ACU3	27,899	$2,650.54	0.00%
GNMA Series 2011-48, Class LI, 5.50%, due 01/16/2041		38377UX86	80,943	$5,565.11	0.00%
GNMA Series 2011-61, Class WS, Variable rate, due 02/20/2038		38377VQW9	4,171,988	$115,616.63	0.00%
GNMA Series 2011-63, Class BI, 6%, due 02/20/2038		38377U2F4	30,668	$331.73	0.00%
GNMA Series 2011-81, Class IC, Variable rate, due 07/20/2035		38376LWH8	970,639	$3,755.30	0.00%
GNMA Series 2012-108, Class KB, 2.75%, due 09/16/2042		38378HPP5	251,623	$192,709.40	0.00%
GNMA Series 2012-143, Class TI, 3%, due 12/16/2027		38378GZP6	842,859	$16,738.68	0.00%
GNMA Series 2013-130, Class WS, Variable rate, due 09/20/2043		38378UBE6	599,955	$73,207.21	0.00%
GNMA Series 2013-194, Class AE, Variable rate, due 11/16/2044		38378NNC3	4,367	$4,120.89	0.00%
GNMA Series 2013-5, Class IA, 3.50%, due 10/16/2042		38378FUX6	49,793	$6,069.31	0.00%
GNMA Series 2013-69, Class PI, 5%, due 05/20/2043		38378TPS3	109,189	$9,269.32	0.00%
GNMA Series 2013-74, Class AG, Variable rate, due 12/16/2053		38378KSU4	86,759	$72,200.94	0.00%
GNMA Series 2014-116, Class SB, Variable rate, due 08/20/2044		38379ENH1	2,008,947	$177,088.30	0.00%
GNMA Series 2014-118, Class TV, Variable rate, due 05/20/2044		38379EKC5	785,901	$84,579.23	0.00%
GNMA Series 2014-44, Class IC, 3%, due 04/20/2028		38379AVB3	662,865	$13,122.40	0.00%
GNMA Series 2014-44, Class ID, Variable rate, due 03/16/2044		38379AWF3	4,495,822	$39,658.10	0.00%
GNMA Series 2014-91, Class JI, 4.50%, due 01/20/2040		38379CUJ3	13,298	$720.91	0.00%
GNMA Series 2015-138, Class MI, 4.50%, due 08/20/2044		38379QPM1	194,109	$15,771.28	0.00%
GNMA Series 2015-151, Class KW, Variable rate, due 04/20/2034		38379QT54	25,429	$25,037.04	0.00%
GNMA Series 2015-95, Class IK, 1%, due 05/16/2037		38379NPR7	5,303	$0.01	0.00%
GNMA Series 2016-16, Class KZ, 3%, due 02/16/2046		38379VAD6	210,573	$163,189.13	0.00%
GNMA Series 2016-160, Class LE, 2.50%, due 11/20/2046		38380B3G8	303,000	$204,694.92	0.00%
GNMA Series 2016-167, Class KI, 6%, due 12/16/2046		38380CDE0	136,592	$15,744.08	0.00%
GNMA Series 2016-55, Class PB, Variable rate, due 03/20/2031		38379WTL6	12,188	$12,318.97	0.00%
GNMA Series 2016-69, Class WI, 4.50%, due 05/20/2046		38379WN99	690,542	$146,236.30	0.00%
GNMA Series 2016-75, Class SA, Variable rate, due 05/20/2040		38379YEV6	1,923,801	$169,978.83	0.00%
GNMA Series 2016-78, Class UI, 4%, due 06/20/2046		38379XQF0	338,354	$61,588.49	0.00%
GNMA Series 2016-99, Class JA, Variable rate, due 11/20/2045		38379XH60	221,623	$229,064.15	0.00%
GNMA Series 2017-12, Class SD, Variable rate, due 01/20/2047		38376MDW4	1,687,831	$225,758.41	0.00%
GNMA Series 2017-186, Class TI, Variable rate, due 05/20/2040		38380T4U7	2,615,691	$31,223.50	0.00%
GNMA Series 2019-128, Class ES, Variable rate, due 10/20/2049		38382AEP6	1,805,860	$21,481.61	0.00%
GNMA Series 2019-27, Class DI, 5.50%, due 01/20/2040		38381RHP7	797,272	$116,053.49	0.00%
JP Morgan Mortgage Trust Series 2004-S2, Class 5A1, 5.50%, due 12/25/2019		466247JX2	3,364	$3,292.17	0.00%
Salomon Brothers Mortgage Securities VII Series 2003-UP2, Class PO1, 0%, due 12/25/2018		79549AXS3	218	$218.18	0.00%
Sequoia Mortgage Trust Series 20178-CH1, Class A13, Variable rate, due 08/25/2047		81746HAN1	256,744	$241,724.44	0.00%
US 10YR NOTE (CBT)Jun25	TYM5		-3,464	($385,261,750.00)	0.00%
US 10yr Ultra Fut Jun25	UXYM5		-6,356	($722,101,187.50)	0.00%
US 2YR NOTE (CBT) Jun25	TUM5		3,087	$640,600,737.46	0.00%
US 5YR NOTE (CBT) Jun25	FVM5		-12	($1,301,343.76)	0.00%
US LONG BOND(CBT) Jun25	USM5		-41	($4,722,687.50)	0.00%
US ULTRA BOND CBT Jun25	WNM5		-2,142	($255,969,000.00)	0.00%
Wells Fargo Mortgage Backed Securities Trust Series 2019-1, Class A1, Variable rate, due 11/25/2048		95001TAA3	171,624	$163,540.12	0.00%
WFLD MORTGAGE TRUST Series 2014-MONT, Class A, Variable rate, due 08/10/2031		92939GAA5	0	$0.02	0.00%
2025-05-23 US 10YR NOTE (CBT)Jun25 C 112			-824	($476,375.02)	-0.01%
2025-05-23 US 2YR NOTE (CBT) Jun25 C 103.50			-450	($365,625.00)	-0.01%
2025-05-23 US LONG BOND(CBT) Jun25 P 114			-321	($421,312.50)	-0.01%
2025-05-23 US LONG BOND(CBT) Jun25 P 117			-185	($534,765.63)	-0.01%
2025-08-22 US 10YR NOTE (CBT)Sep25 C 114.50			-460	($309,062.51)	-0.01%
2025-08-22 US 2YR NOTE (CBT) Sep25 C 104.25			-596	($502,875.00)	-0.01%
2025-08-22 US 5YR NOTE (CBT) Sep25 P 106			-900	($281,250.00)	-0.01%
2025-08-22 US 5YR NOTE (CBT) Sep25 P 106.50			-680	($281,562.83)	-0.01%
2025-08-22 US 5YR NOTE (CBT) Sep25 P 106.75			-524	($253,812.51)	-0.01%
2025-08-22 US LONG BOND(CBT) Sep25 P 108			-561	($727,546.91)	-0.01%
2025-11-21 US LONG BOND(CBT) Dec25 P 112			-200	($721,875.00)	-0.01%
2025-12-12 3 MONTH SOFR FUT Dec25 C 97.50			-1,000	($275,000.00)	-0.01%
2025-08-22 US 10YR NOTE (CBT)Sep25 C 114			-1,246	($992,906.28)	-0.02%
2025-08-22 US LONG BOND(CBT) Sep25 C 122			-1,389	($1,606,031.25)	-0.03%
2025-08-22 US LONG BOND(CBT) Sep25 C 124			-1,663	($1,377,171.89)	-0.03%
Fannie Mae or Freddie Mac TBA, 4.50%, due 10/01/2054		01F042665	-2,000,000	($1,893,967.28)	-0.04%
2025-08-22 US LONG BOND(CBT) Sep25 P 110			-1,259	($2,262,265.65)	-0.05%
2025-08-22 US LONG BOND(CBT) Sep25 C 116			-926	($2,763,531.30)	-0.06%
2025-08-22 US LONG BOND(CBT) Sep25 C 120			-2,282	($3,636,937.50)	-0.07%
Fannie Mae or Freddie Mac TBA, 4.50%, due 10/01/2054		01F042657	-6,100,000	($5,779,936.17)	-0.12%
2025-08-22 US LONG BOND(CBT) Sep25 P 116			-1,710	($7,160,625.00)	-0.15%
Fannie Mae or Freddie Mac TBA, 6%, due 04/01/2055		01F060675	-65,000,000	($65,587,600.00)	-1.34%
Fannie Mae or Freddie Mac TBA, 6%, due 06/01/2054		01F060667	-101,060,000	($102,127,323.93)	-2.08%