Security Name	Identifier	CUSIP	Shares / Quantity	Market Value / Notional Value	Weighting
US Dollar	$USD		352,066,209	$352,066,208.97	7.23%
Fannie Mae or Freddie Mac TBA, 4%, due 05/01/2052		01F040651	129,496,000	$120,351,737.09	2.47%
Fannie Mae or Freddie Mac TBA, 5%, due 09/01/2054		01F050650	110,510,000	$108,039,824.12	2.22%
Fannie Mae or Freddie Mac TBA, 5.50%, due 07/01/2054		01F052656	101,728,000	$101,378,589.74	2.08%
Fannie Mae FN FM3003, 4%, due 05/01/2049		3140X6KR1	76,195,202	$72,934,760.93	1.50%
Fannie Mae FN FM2972, 4%, due 12/01/2044		3140X6JS1	65,927,801	$63,215,324.57	1.30%
U.S. Treasury Note, 4.125%, due 07/31/2028		91282CHQ7	58,600,000	$58,975,406.25	1.21%
Fannie Mae or Freddie Mac TBA, 3.50%, due 04/01/2052		01F032658	56,046,000	$50,476,012.89	1.04%
Fannie Mae or Freddie Mac TBA, 5.50%, due 07/01/2054		01F052664	50,311,000	$50,102,819.12	1.03%
U.S. Treasury Note, 4.625%, due 10/15/2026		91282CJC6	45,000,000	$45,439,452.90	0.93%
U.S. Treasury Note, 4.125%, due 02/15/2027		91282CKA8	41,000,000	$41,137,734.58	0.84%
Freddie Mac FR ZT0779, 3%, due 09/01/2047		3132AC2L3	42,003,273	$36,877,744.93	0.76%
Fannie Mae Series 2013-119, Class VZ, 3%, due 10/25/2033		3136AHFT2	37,945,519	$36,352,422.15	0.75%
Fannie Mae FN FS2044, 4.50%, due 07/01/2044		3140XHHW0	36,901,054	$36,148,586.56	0.74%
Freddie Mac Series 5478, Class NF, Variable rate, due 12/25/2054		3137HHSZ5	34,386,315	$34,619,069.36	0.71%
U.S. Treasury Note, 4.50%, due 04/15/2027		91282CKJ9	34,000,000	$34,381,835.98	0.71%
Fannie Mae Series 2024-91, Class FL, Variable rate, due 12/25/2054		3136BTZJ5	33,882,486	$34,176,840.18	0.70%
Fannie Mae FN AS7749, 3.50%, due 08/01/2046		3138WHTF9	36,660,077	$33,525,796.15	0.69%
Fannie Mae Series 2013-119, Class ZB, 3%, due 12/25/2033		3136AHFX3	34,986,014	$33,528,595.06	0.69%
Fannie Mae FN FS3541, 3.50%, due 08/01/2052		3140XJ5B5	35,959,361	$32,470,926.79	0.67%
Freddie Mac Series 5004, Class F, Variable rate, due 07/25/2050		3137FVAT9	33,116,874	$31,938,694.77	0.66%
Freddie Mac Series 5221, Class YC, 4%, due 05/25/2052		3137H7EX7	33,673,000	$30,890,162.26	0.63%
Freddie Mac Series 5256, Class FC, Variable rate, due 09/25/2052		3137H92G3	29,413,399	$29,249,887.40	0.60%
Fannie Mae FN FS1797 3.50%, due 07/01/2046		3140XG7K9	31,122,254	$28,933,549.19	0.59%
Fannie Mae Series 2014-60, Class EZ, 3%, due 10/25/2044		3136ALDV0	32,393,896	$28,872,822.20	0.59%
Freddie Mac FR SD3140, 3.50%, due 06/01/2052		3132DQPZ3	31,159,728	$28,135,495.11	0.58%
Freddie Mac Series 4991, Class DA, 2%, due 02/25/2044		3137FUM92	29,902,066	$28,234,541.41	0.58%
Fannie Mae FN FS0742, 3.50%, due 05/01/2044		3140XFZG9	29,981,907	$27,931,321.91	0.57%
Freddie Mac Series 5001, Class A, 2%, due 01/25/2045		3137FU4N1	29,938,449	$27,857,217.57	0.57%
GNMA Series 2022-63, Class AZ, 3%, due 08/20/2051		38383RAN7	34,790,525	$27,715,857.53	0.57%
Fannie Mae or Freddie Mac TBA, 5%, due 09/01/2054		01F050668	27,500,000	$26,867,044.33	0.55%
Freddie Mac - SLST Series 2024-2, Class VF, Variable rate, due 10/25/2034		35564CSK4	25,399,655	$25,616,054.76	0.53%
Fanniemae-Aces Series 2023-M1, Class 2A1, Variable rate, due 12/25/2037		3136BPRX1	25,755,610	$24,928,988.40	0.51%
Fannie Mae or Freddie Mac TBA, 4%, due 10/01/2037		01F040453	25,000,000	$24,324,038.25	0.50%
Freddie Mac Series 5004, Class FG, Variable rate, due 08/25/2050		3137FVAV4	25,199,191	$24,351,699.45	0.50%
Fannie Mae FN AS7738, 3%, due 08/01/2046		3138WHS45	27,246,858	$24,056,851.63	0.49%
Fannie Mae Series 2024-26, Class PO, 0%, due 05/25/2054		3136BRVQ7	31,005,732	$24,088,275.49	0.49%
Freddie Mac - SCRT Series 2018-4, Class MA, 3.50%, due 03/25/2058		35563PHF9	25,101,496	$24,034,360.94	0.49%
Freddie Mac Series 5224, Class HL, 4%, due 04/25/2052		3137H7G72	26,512,410	$24,063,580.65	0.49%
Freddie Mac Series 5476, Class FA, Variable rate, due 11/25/2054		3137HHF89	24,134,276	$24,061,745.64	0.49%
Fannie Mae Series 2024-84, Class FD, Variable rate, due 11/25/2054		3136BTTR4	22,740,344	$22,735,318.61	0.47%
Fannie Mae Series 2024-98, Class FG, Variable rate, due 11/25/2054		3136BUDS6	23,036,064	$22,992,120.55	0.47%
Fannie Mae FN FM2863, 3.50%, due 09/01/2048		3140X6FD8	23,879,192	$21,950,677.03	0.45%
GNMA Series 2015-164, Class MZ, 3%, due 09/20/2045		38379FDE6	28,018,067	$21,573,129.88	0.44%
Fannie Mae FN FS2127, 3.50%, due 06/01/2048		3140XHLH8	22,628,110	$20,825,591.11	0.43%
Freddie Mac FR ZS9776, 3.50%, due 08/01/2046		3132AA2H6	22,726,805	$20,901,824.02	0.43%
Fannie Mae FN 310230, 3.50%, due 02/01/2048		31374CST4	22,685,984	$20,632,967.28	0.42%
Fannie Mae Series 2018-84, Class ZM, 4%, due 11/25/2048		3136B3MR8	22,053,955	$20,408,079.42	0.42%
FannieMae-Aces Series 2023-M1, Class Z, Variable rate, due 01/25/2053		3136BPRZ6	26,126,809	$20,540,321.15	0.42%
Fannie Mae FN BM6732, 4%, due 11/01/2048		3140JBPS9	20,428,874	$19,500,245.32	0.40%
Freddie Mac Series 4199, Class BZ, 3.50%, due 05/15/2043		3137B27G9	20,838,775	$19,241,634.58	0.40%
GNMA Series 2018-170, Class Z, 2.50%, due 11/16/2060		38380MYS4	26,331,686	$19,234,067.13	0.39%
GNMA Series 2022-124, Class EY, 4%, due 07/20/2052		38383T5D1	22,341,349	$19,228,615.98	0.39%
Freddie Mac - SCRT Series 2019-1, Class MA, 3.50%, due 07/25/2058		35563PJF7	19,261,793	$18,410,373.16	0.38%
Freddie Mac Series 5350, Class PO, 0%, due 11/25/2053		3137HAYT7	21,252,169	$17,808,112.28	0.37%
Fannie Mae Series 2013-136, Class DZ, 3%, due 01/25/2044		3136AHVZ0	19,328,998	$17,466,248.75	0.36%
Freddie Mac - SCRT Series 2019-2, Class MA, 3.50%, due 08/25/2058		35563PKG3	18,383,968	$17,528,378.31	0.36%
Freddie Mac - SLST Series 2021-1, Class AC, 2.25%, due 05/26/2031		35564CKH9	19,266,924	$17,543,921.17	0.36%
Freddie Mac Series 5201, Class PF, Variable rate, due 03/25/2052		3137H6KT1	18,098,252	$17,319,754.21	0.36%
U.S. Treasury Note, 2.875%, due 05/15/2028		9128284N7	18,000,000	$17,448,750.00	0.36%
Freddie Mac FR SD0949, 3%, due 09/01/2048		3132DNBS1	18,788,076	$16,884,783.28	0.35%
Freddie Mac Series 4213, Class GZ, 3.50%, due 06/15/2043		3137B32M9	18,033,430	$16,940,782.67	0.35%
GNMA Series 2022-68, Class XA, 3.50%, due 10/01/2051		38383PD40	17,740,660	$16,988,954.47	0.35%
Fannie Mae FN BF0207, 4.50%, due 04/01/2047		3140FXGR7	17,026,347	$16,787,422.83	0.34%
Fannie Mae FN BM7521, 3.50%, due 10/01/2048		3140JCLB8	17,180,668	$15,677,993.23	0.32%
Freddie Mac FR ZS9446, 3.50%, due 08/01/2045		3132AAP73	16,985,310	$15,757,592.55	0.32%
Freddie Mac Series 5045, Class BF, Variable rate, due 11/25/2050		3137F6RT6	16,269,107	$15,500,931.88	0.32%
Freddie Mac Series 5410, Class PO, 0%, due 05/25/2054		3137HCUG5	20,250,224	$15,564,026.73	0.32%
PRP Advisors, LLC Series 2024-RPL4, Class A1, Variable rate, due 12/25/2054		74448MAA4	15,943,427	$15,468,550.74	0.32%
Freddie Mac FR SD1170, 3.50%, due 09/01/2049		3132DNJP9	16,230,145	$14,987,733.16	0.31%
Freddie Mac Series 4316, Class BZ, 3%, due 03/15/2044		3137B8YJ0	16,921,112	$15,324,500.43	0.31%
Freddie Mac Series 5045, Class AF, Variable rate, due 11/25/2050		3137F6RQ2	16,121,049	$15,250,597.63	0.31%
GNMA Series 2015-30, Class DZ, 2.95%, due 05/16/2055		38379KAF5	17,497,231	$15,306,029.65	0.31%
GNMA Series 2022-63, Class BZ, 3.50%, due 11/20/2046		38383RBL0	18,055,739	$15,069,269.40	0.31%
U.S. Treasury Note, 4.25%, due 01/15/2028		91282CMF5	15,000,000	$15,133,007.85	0.31%
Fannie Mae or Freddie Mac TBA, 6%, due 06/01/2054		01F060667	14,392,000	$14,572,420.41	0.30%
Fannie Mae Series 2020-34, Class FA, Variable rate, due 06/25/2050		3136BAHZ0	15,296,250	$14,823,300.61	0.30%
FannieMae Grantor Trust Series 2002-T8, Class A, Variable rate, due 07/25/2032		31392DSE3	13,970,236	$14,601,556.97	0.30%
GNMA Series 2022-63, Class HZ, 2.50%, due 11/20/2051		38383RDP9	20,613,200	$14,717,030.92	0.30%
Fannie Mae FN 310211, 3.50%, due 07/01/2048		31374CR81	15,411,533	$13,887,595.47	0.29%
Fannie Mae FN BM7079, 4%, due 10/01/2048		3140JB2M7	14,860,730	$14,002,285.20	0.29%
Fannie Mae Series 2013-115, Class Z, 3%, due 11/25/2033		3136AG6S6	14,955,499	$14,331,856.13	0.29%
Freddie Mac FR SD7509, 3%, due 11/01/2049		3132DVKW4	15,878,732	$14,008,220.14	0.29%
GNMA Series 2022-68, Class ZC, 3.50%, due 04/20/2052		38383PF22	18,703,778	$14,308,393.61	0.29%
Fannie Mae FN 310208, 3%, due 03/01/2048		31374CR57	15,527,280	$13,443,960.47	0.28%
Fannie Mae FN FS2925, 3%, due 08/01/2048		3140XJHB2	15,039,125	$13,515,726.47	0.28%
Freddie Mac Multiclass Certificates Series 2020-RR06, Class BX, Variable rate, due 05/27/2033		3137FRV99	150,334,000	$13,639,255.10	0.28%
GNMA Series 2018-123, Class Z, 2.50%, due 06/16/2060		38380MLC3	18,410,801	$13,587,741.64	0.28%
Freddie Mac - SLST Series 2019-2, Class A1C, 2.75%, due 09/25/2029		35564CCZ8	13,673,067	$12,996,257.94	0.27%
Freddie Mac Series 4990, Class AF, Variable rate, due 07/25/2050		3137FURQ9	13,520,241	$13,082,720.86	0.27%
Freddie Mac Series 5225, Class NZ, 4%, due 05/25/2052		3137H7L27	15,497,017	$13,382,562.47	0.27%
GNMA Series 2012-120, Class Z, Variable rate, due 01/16/2055		38378BM63	20,041,371	$13,098,914.08	0.27%
GNMA Series 2022-65, Class BZ, 3.50%, due 04/20/2052		38383P4Q1	16,904,653	$13,194,471.82	0.27%
Fannie Mae FN FS2796, 3.50%, due 08/01/2047		3140XJDA8	13,899,490	$12,874,465.88	0.26%
Fannie Mae Series 2014-12, Class ZB, 3%, due 03/25/2039		3136AJJJ6	13,324,430	$12,475,211.94	0.26%
Fannie Mae Series 2015-49, Class LE, 3%, due 07/25/2045		3136AN7L5	13,062,812	$12,512,766.94	0.26%
FANNIE MAE Series 2019-70, Class WA, 0%, due 11/25/2042		3136B7LQ2	14,827,224	$12,747,099.43	0.26%
Fannie Mae Series 2020-12, Class FL, Variable rate, due 03/25/2050		3136B8D30	12,887,180	$12,534,772.33	0.26%
Freddie Mac FR SD0954, 3%, due 02/01/2047		3132DNBX0	13,832,673	$12,483,253.78	0.26%
Freddie Mac Series 4798, Class GZ, 4%, due 06/15/2048		3137F5MU0	13,384,794	$12,577,707.24	0.26%
Freddie Mac Series 5224, Class DZ, 4%, due 04/25/2052		3137H7G31	14,332,846	$12,872,128.09	0.26%
GNMA Series 2022-76, Class PG, 4%, due 04/20/2052		38383RPG6	12,719,443	$12,421,587.76	0.26%
Freddie Mac - SCRT Series 2019-2, Class MV, 3.50%, due 08/25/2058		35563PKJ7	13,327,212	$12,252,435.96	0.25%
Freddie Mac FR SD0948, 3%, due 05/01/2047		3132DNBR3	13,715,353	$12,228,949.50	0.25%
Freddie Mac FR ZL8982, 3.50%, due 01/01/2045		3131XQ6T8	13,226,204	$12,289,947.41	0.25%
Freddie Mac Series 4499, Class CZ, 3.50%, due 08/15/2045		3137BKYF1	13,978,404	$12,113,012.33	0.25%
Freddie Mac Series 4959, Class JF, Variable rate, due 03/25/2050		3137FRTX9	12,550,972	$12,186,481.77	0.25%
GNMA Series 2019-7, Class Z, 2.50%, due 01/16/2061		38380MC82	19,454,226	$12,393,762.20	0.25%
GNMA Series 2022-43, Class Z, 2%, due 09/16/2061		38381EWE4	23,716,253	$12,063,886.15	0.25%
Fannie Mae Series 2020-47, Class FA, Variable rate, due 07/25/2050		3136BATB0	12,076,707	$11,776,648.20	0.24%
FHLMC Multifamily Structured Pass Through Certs. Series KJ51, Class A2, Variable rate, due 01/25/2032		3137HH6L0	11,475,000	$11,524,465.28	0.24%
Freddie Mac Series 4218, Class ZK, 2.50%, due 02/15/2043		3137B2Y53	14,839,934	$11,627,631.16	0.24%
Freddie Mac Series 5220, Class KZ, 4%, due 02/25/2051		3137H76P3	13,271,692	$11,909,563.54	0.24%
GNMA Series 2022-106, Class Z, 2%, due 05/16/2063		38381HJA0	20,222,529	$11,862,508.23	0.24%
GNMA Series 2024-181, Class FQ, Variable rate, due 11/20/2054		38384X5M1	11,701,938	$11,735,864.61	0.24%
MFRA Trust Series 2024-NQM3, Class A1, Variable rate, due 12/25/2069		55287GAA0	11,692,579	$11,744,374.77	0.24%
Fannie Mae Series 2017-50, Class BZ, 3%, due 07/25/2047		3136AXAN5	13,183,265	$11,405,389.28	0.23%
Fannie Mae Series 2024-28, Class CZ, 4%, due 05/25/2044		3136BRSL2	12,500,482	$11,240,649.56	0.23%
Fanniemae-Aces Series 2024-M3, Class Z, Variable rate, due 04/25/2053		3136BRLB1	13,135,631	$11,214,802.50	0.23%
Freddie Mac Multiclass Certificates Series 2021-RR15, Class X, Variable rate, due 10/27/2034		3137F92K6	112,345,000	$10,988,756.55	0.23%
Freddie Mac Series 5208, Class Z, 3%, due 04/25/2052		3137H6UD5	14,618,543	$11,312,324.18	0.23%
GNMA Series 2022-68, Class Z, 3.50%, due 04/20/2052		38383PN49	13,911,151	$11,140,900.92	0.23%
GNMA Series 2022-69, Class QL, 3%, due 04/20/2052		38383P4G3	12,991,946	$11,077,816.61	0.23%
GNMA Series 2022-90, Class KZ, 3%, due 04/20/2051		38383RC96	15,080,398	$11,123,268.27	0.23%
Fannie Mae FN AL9401, 4%, due 02/01/2046		3138ERNT3	11,061,334	$10,577,230.62	0.22%
Fannie Mae FN FS0074, 3%, due 01/01/2047		3140XFCL3	11,956,384	$10,745,353.81	0.22%
Fannie Mae Series 2017-3, Class LZ, 3.50%, due 02/25/2047		3136AU5M9	12,309,257	$10,901,592.94	0.22%
Freddie Mac Series 5208, Class HZ, 3.50%, due 03/25/2052		3137H6TV7	12,606,876	$10,851,047.98	0.22%
Fannie Mae FN FS0045, 3%, due 09/01/2047		3140XFBP5	11,307,163	$10,030,404.00	0.21%
Fannie Mae Series 2013-75, Class ZG, 3.25%, due 07/25/2043		3136AFNG5	12,690,853	$10,439,994.54	0.21%
Fannie Mae Series 2024-20, Class QZ, 4%, due 10/25/2045		3136BRT64	11,609,665	$10,282,014.32	0.21%
FHLMC Multifamily Structured Pass Through Certs. Series KJ47, Class A2, 5.43%, due 06/25/2031		3137HAMP8	10,000,000	$10,389,454.00	0.21%
Freddie Mac - SLST Series 2019-2, Class A2C, 2.75%, due 09/25/2029		35564CDD6	11,000,000	$10,197,216.70	0.21%
Freddie Mac Series 5225, Class HZ, 4%, due 08/25/2051		3137H7KJ1	11,639,035	$10,009,902.14	0.21%
GNMA Series 2015-24, Class BZ, 3%, due 02/20/2045		38379JUY5	11,356,400	$10,081,317.84	0.21%
GNMA Series 2022-124, Class MY, 3.50%, due 07/20/2052		38383T5C3	12,000,000	$10,297,056.00	0.21%
GNMA Series 2022-191, Class BY, 4%, due 08/20/2041		38383LHV5	11,106,000	$10,462,546.13	0.21%
GNMA Series 2022-68, Class MZ, 3.50%, due 04/20/2052		38383PC90	13,475,978	$10,450,305.21	0.21%
U.S. Treasury Note, 4.125%, due 11/15/2027		91282CLX7	10,000,000	$10,052,734.40	0.21%
FHLMC Multifamily Structured Pass Through Certs. Series KJ52, Class A2, 4.758%, due 01/25/2032		3137HHUT6	9,700,000	$9,749,817.26	0.20%
Freddie Mac Series 4929, Class FB, Variable rate, due 09/25/2049		3137FPKK0	10,067,822	$9,798,251.84	0.20%
Freddie Mac Series 5282, Class MB, 4.75%, due 06/25/2042		3137H9KK4	9,746,832	$9,638,173.31	0.20%
GNMA Series 2023-81, Class YD, 4%, due 06/20/2053		38384BJS1	10,738,770	$9,592,176.49	0.20%
GNMA Series 2024-125, Class NV, 5%, due 08/20/2035		38384VNU7	9,804,594	$9,866,291.20	0.20%
Barclays Commercial Mortgage Securities LLC Series 2021-C10, Class ASB, 2.268%, due 07/15/2054		05551VBG7	10,000,000	$9,211,680.00	0.19%
Citizens Auto Receivables Trust Series 2024-1, Class A3, 5.11%, due 04/17/2028		17331QAD8	9,405,000	$9,475,123.68	0.19%
Fannie Mae FN BM3867, 4%, due 02/01/2046		3140J8JM6	9,657,981	$9,263,524.17	0.19%
Fannie Mae Series 2016-50, Class GY, 3%, due 08/25/2046		3136ATDD3	11,510,000	$9,261,452.44	0.19%
Fannie Mae Series 2024-20, Class ZA, 4%, due 10/25/2045		3136BRX93	10,623,985	$9,425,938.74	0.19%
FHLMC Multifamily Structured Pass Through Certs. Series K-1515, Class X1, Variable rate, due 11/01/2034		3137FTZM2	89,277,222	$9,068,735.53	0.19%
FHLMC Multifamily Structured Pass Through Certs. Series KJ24, Class A2, 2.821%, due 09/25/2027		3137FMD74	9,679,711	$9,447,543.68	0.19%
Freddie Mac - SCRT Series 2019-3, Class HA, 3%, due 10/25/2058		35563PLC1	9,904,268	$9,275,552.44	0.19%
Freddie Mac - SLST Series 2022-1, Class A2, 3.50%, due 05/25/2032		35564CMD6	10,000,000	$9,213,143.00	0.19%
GNMA Series 2018-134, Class KB, 3.50%, due 10/20/2048		38381ATW6	10,000,000	$9,085,295.00	0.19%
GNMA Series 2022-204, Class YC, 4%, due 07/20/2052		38383LNJ5	10,173,000	$9,274,574.56	0.19%
JP Morgan Chase Commercial Mortgage Sec Trust Series 2018-PHH, Class A, Variable rate, due 06/15/2035		46650FAA0	10,466,125	$9,181,267.10	0.19%
Porsche Innovative Lease Owner Trust Series 2024-1A, Class A3, 4.67%, due 11/22/2027		73328AAD1	8,995,000	$9,033,594.85	0.19%
PRP Advisors, LLC Series 2024-RPL3, Class A1, Variable rate, due 11/25/2054		69381LAA5	9,406,789	$9,139,222.47	0.19%
Towd Point Mortgage Trust Series 2019-1, Class A1, Variable rate, due 03/25/2058		89177BAA3	9,646,632	$9,311,732.90	0.19%
Fannie Mae or Freddie Mac TBA, 3.50%, due 04/01/2052		01F032666	10,000,000	$9,001,878.90	0.18%
FHLMC Multifamily Structured Pass Through Certs. Series K115, Class X1, Variable rate, due 06/25/2030		3137FWG95	157,509,968	$8,912,701.53	0.18%
Freddie Mac - SCRT Series 2019-3, Class MV, 3.50%, due 10/25/2058		35563PLK3	9,695,125	$8,995,877.75	0.18%
Freddie Mac FR SD4005, 4%, due 12/01/2049		3132E0NW8	9,196,841	$8,763,774.24	0.18%
Freddie Mac Series 4928, Class F, Variable rate, due 11/25/2049		3137FPVL6	8,914,915	$8,693,276.37	0.18%
GNMA Series 2016-20, Class FN, Variable rate, due 02/20/2046		38379VEB6	9,037,355	$8,897,541.92	0.18%
GNMA Series 2022-63, Class MZ, 3%, due 05/20/2051		38383RBC0	11,925,120	$8,852,790.43	0.18%
Pagaya AI Debt Selection Trust Series 2024-11, Class A, 5.092%, due 07/15/2032		69544AAA3	8,807,507	$8,805,408.33	0.18%
Arroyo Mortgage Trust Series 2019-2, Class M1, Variable rate, due 04/25/2049		042858AD2	9,000,000	$8,280,694.80	0.17%
FANNIE MAE Series 2019-17, Class GZ, 4%, due 11/25/2056		3136B4CS5	9,140,135	$8,050,683.02	0.17%
FHLMC Multifamily Structured Pass Through Certs. Series K-1512, Class X1, Variable rate, due 04/25/2034		3137FMTU6	156,414,645	$8,423,554.28	0.17%
Freddie Mac FR SD0961, 3.50%, due 11/01/2048		3132DNB69	9,098,278	$8,366,405.29	0.17%
Freddie Mac FR SD1169, 3.50%, due 02/01/2048		3132DNJN4	9,170,150	$8,519,527.78	0.17%
Freddie Mac FR ZA4196, 3%, due 04/01/2043		31329MUV0	9,150,147	$8,223,935.46	0.17%
Freddie Mac Multiclass Certificates Series 2020-RR11, Class AX, Variable rate, due 01/27/2029		3137FV2B7	112,919,000	$8,315,806.84	0.17%
Freddie Mac Series 4919, Class FP, Variable rate, due 09/25/2049		3137FP5D3	8,685,474	$8,446,016.38	0.17%
Freddie Mac Series 5228, Class DZ, 4.50%, due 06/25/2052		3137H7UG6	9,140,485	$8,149,374.25	0.17%
GNMA Series 2022-146, Class MF, Variable rate, due 08/20/2052		38383UTR1	8,432,125	$8,221,162.66	0.17%
GNMA Series 2022-154, Class EZ, 3.50%, due 09/20/2052		38383YWD0	10,584,053	$8,422,892.95	0.17%
GNMA Series 2022-78, Class AM, 3.50%, due 04/20/2052		38383P5T4	10,917,513	$8,359,289.69	0.17%
Fannie Mae Series 2019-18, Class FL, Variable rate, due 05/25/2049		3136B4PW2	7,738,782	$7,619,447.94	0.16%
FHLMC Multifamily Structured Pass Through Certs. Series K1522, Class A1, 1.912%, due 11/25/2035		3137H4RF9	9,510,576	$8,020,048.95	0.16%
FHLMC Multifamily Structured Pass Through Certs. Series K158, Class A3, Variable rate, due 10/25/2033		3137FJY78	8,000,000	$7,592,781.60	0.16%
Freddie Mac - STACR Series 2024-HQA1, Class M2, Variable rate, due 03/25/2044		35564NCA9	8,000,000	$8,036,012.80	0.16%
Freddie Mac FR SC0252, 3%, due 01/01/2042		3132D9H56	8,765,487	$7,944,671.69	0.16%
Freddie Mac FR SD0887, 3.50%, due 09/01/2049		3132DM6Y6	8,537,411	$7,913,981.31	0.16%
Freddie Mac Series 4945, Class LB, 3%, due 03/25/2040		3137FRNY3	8,706,789	$7,656,448.12	0.16%
Freddie Mac Series 5230, Class DL, 3.50%, due 09/25/2044		3137H7WJ8	8,917,916	$7,669,629.82	0.16%
Freddie Mac Series 5255, Class KZ, 4%, due 06/01/2052		3137H8VE8	9,353,835	$7,883,489.44	0.16%
Fannie Mae FN FS1884, 4%, due 05/01/2042		3140XHCW5	7,842,604	$7,410,977.61	0.15%
Fannie Mae Series 2023-44, Class PO, 0%, due 10/25/2053		3136BQLA5	9,577,730	$7,327,361.99	0.15%
FHLMC Multifamily Structured Pass Through Certs. Series K110, Class X1, Variable rate, due 04/25/2030		3137FTZS9	114,532,141	$7,523,181.10	0.15%
FREDDIE MAC Series 4329, Class VZ, 4%, due 04/15/2044		3137BA4P4	7,462,604	$7,214,380.51	0.15%
Freddie Mac Series 4587, Class ZH, Variable rate, due 03/15/2044		3137BQBX4	7,837,201	$7,288,919.31	0.15%
Freddie Mac Series 4937, Class MF, Variable rate, due 12/25/2049		3137FQA52	7,490,202	$7,403,799.05	0.15%
Freddie Mac Series 4994, Class FT, Variable rate, due 01/25/2050		3137FUCU6	7,493,004	$7,268,772.40	0.15%
Freddie Mac Series 5210, Class LB, 3%, due 08/25/2050		3137H6ZG3	9,750,000	$7,544,661.15	0.15%
FREMF Mortgage Trust Series 2019-KL4F, Class BA, Variable rate, due 10/25/2025		30297TAU9	7,498,000	$7,421,962.03	0.15%
GNMA Series 2019-128, Class EF, Variable rate, due 10/20/2049		38382AEN1	7,963,794	$7,417,399.35	0.15%
Barclays Commercial Mortgage Securities LLC Series 2018-TALL, Class A, Variable rate, due 03/15/2037		05548WAA5	7,000,000	$6,645,318.40	0.14%
Ellington Financial Mortgage Trust Series 2023-1, Class A1, Variable rate, due 02/25/2068		26844QAA5	6,722,030	$6,717,159.63	0.14%
Fannie Mae FN FS2787, 4%, due 10/01/2048		3140XJCZ4	7,030,096	$6,740,051.75	0.14%
Fannie Mae Series 2016-37, Class PY, 3%, due 06/25/2046		3136ASPG5	8,774,460	$7,060,245.52	0.14%
FHLMC Multifamily Structured Pass Through Certs. Series K117, Class A2, 1.406%, due 08/25/2030		3137FX3Q9	8,000,000	$6,871,363.20	0.14%
FHLMC Multifamily Structured Pass Through Certs. Series K129, Class X1, Variable rate, due 05/25/2031		3137H13R5	145,261,812	$6,912,312.36	0.14%
Freddie Mac - STACR Series 2024-DNA2, Class A1, Variable rate, due 05/25/2044		35564NCW1	6,582,351	$6,594,592.69	0.14%
New Residential Mortgage Loan Trust Series 2018-4A, Class A1S, Variable rate, due 01/25/2048		64828FCQ3	6,948,705	$6,788,585.12	0.14%
Pagaya AI Debt Selection Trust Series 2024-10, Class A, 5.183%, due 06/15/2032		69544MAA7	7,028,406	$7,051,786.35	0.14%
Progress Residential Trust Series 2025-SFR1, Class A, 3.40%, due 02/17/2042		74334NAA9	7,500,000	$7,004,346.00	0.14%
Starwood Mortgage Residential Trust Series 2022-3, Class A1, Variable rate, due 03/25/2067		85571RAA8	6,973,322	$6,785,717.43	0.14%
Arbor Multifamily Mortgage Securities Trust Series 2020-MF1, Class A4, 2.4953%, due 05/15/2053		03881BAC7	6,900,000	$6,261,655.47	0.13%
Chase Auto Owner Trust Series 2024-4A, Class A4, 4.95%, due 03/25/2030		16144YAD0	6,150,000	$6,249,915.36	0.13%
Fannie Mae Series 2021-18, Class JC, 1.50%, due 04/25/2036		3136BFTY9	7,246,270	$6,554,044.92	0.13%
Farmer Mac Agricultural Real Estate Trust Series 2024-2, Class A, Variable rate, due 08/01/2054		307910AC3	6,236,933	$6,132,240.58	0.13%
FHLMC Multifamily Structured Pass Through Certs. Series K757, Class XAM, Variable rate, due 08/25/2031		3137HH6B2	113,233,000	$6,225,137.04	0.13%
Freddie Mac Multiclass Certificates Series 2021-RR20, Class X, Variable rate, due 04/25/2033		3137H4CM0	55,000,000	$6,405,701.50	0.13%
Vista Point Securitization Trust Series 2020-1, Class M1, Variable rate, due 03/25/2065		92838WAD6	6,662,000	$6,518,548.48	0.13%
CoreVest American Finance Ltd Series 2021-1, Class A, 1.569%, due 04/15/2053		21873LAA1	6,066,913	$5,873,978.30	0.12%
Ellington Financial Mortgage Trust Series 2022-2, Class A1, Variable rate, due 04/25/2067		31572YAA6	5,676,586	$5,606,697.48	0.12%
Fannie Mae - CAS Series 2025-R02, Class 1A1, Variable rate, due 02/25/2045		20754TAB8	5,634,051	$5,634,854.15	0.12%
Fannie Mae FN BM7129, 3%, due 01/01/2047		3140JB4P8	6,457,349	$5,816,314.13	0.12%
Fannie Mae Series 2013-19, Class ZD, 3.50%, due 03/25/2043		3136ACLY5	6,791,382	$5,983,328.16	0.12%
FANNIE MAE Series 2018-94, Class AZ, 4%, due 01/25/2049		3136B3WL0	6,184,544	$5,847,878.65	0.12%
Fannie Mae Series 2020-38, Class NF, Variable rate, due 06/25/2050		3136BACY8	6,068,476	$5,888,597.89	0.12%
FHLMC Multifamily Structured Pass Through Certs. Series K113, Class XAM, Variable rate, due 06/25/2030		3137FV5S7	82,019,000	$5,895,533.92	0.12%
Freddie Mac FR SD1361, 3.50%, due 02/01/2050		3132DNQN6	6,069,512	$5,636,323.81	0.12%
Freddie Mac FR SF5029, 3.50%, due 02/01/2046		3133SSSS4	6,144,817	$5,714,259.27	0.12%
Freddie Mac Series 5178, Class HL, 2%, due 01/25/2052		3137H53U9	8,815,818	$5,691,656.08	0.12%
Freddie Mac Series 5270, Class AL, 3%, due 11/25/2048		3137H9DF3	7,871,994	$5,902,732.04	0.12%
GNMA Series 2016-156, Class ZM, 3.50%, due 11/20/2046		38380BC94	6,349,491	$5,732,648.15	0.12%
GNMA Series 2016-83, Class BP, 3%, due 06/20/2046		38379XMH0	7,231,381	$5,995,475.07	0.12%
GNMA Series 2018-155, Class KD, 4%, due 11/20/2048		38381A3V6	6,148,543	$5,799,825.95	0.12%
GNMA Series 2022-68, Class DZ, 3.50%, due 04/20/2052		38383PP62	7,731,720	$5,842,597.76	0.12%
Fannie Mae FN AL9566, 3.50%, due 06/01/2046		3138ERTY6	5,571,331	$5,147,563.39	0.11%
Fannie Mae FN FM8128, 4%, due 08/01/2051		3140XCDY1	5,449,062	$5,180,326.21	0.11%
Fannie Mae Series 2016-63, Class AF, Variable rate, due 09/25/2046		3136ATXX7	5,419,556	$5,339,294.74	0.11%
Fannie Mae Series 2019-38, Class CF, Variable rate, due 07/25/2049		3136B5EY7	5,450,500	$5,333,481.99	0.11%
Fannie Mae Series 2023-40, Class DO, 0%, due 09/25/2053		3136BQGQ6	6,531,950	$5,307,912.59	0.11%
Fannie Mae Series 2024-60, Class GV, 4%, due 11/25/2035		3136BSR98	5,508,485	$5,418,964.56	0.11%
Fannie Mae Series 2024-60, Class VA, 4.50%, due 10/25/2035		3136BSQ65	5,436,977	$5,323,688.98	0.11%
FHLMC Multifamily Structured Pass Through Certs. Series K-1517, Class X1, Variable rate, due 07/25/2035		3137FWHG8	56,482,702	$5,387,788.89	0.11%
Freddie Mac Series 4170, Class CO, 0%, due 11/15/2032		3137AYVG3	5,827,727	$5,153,699.94	0.11%
Freddie Mac Series 5221, Class VE, 3.50%, due 07/25/2033		3137H7EW9	5,723,112	$5,453,724.65	0.11%
Freddie Mac Series 5222, Class DP, 3.25%, due 05/25/2052		3137H7AV5	5,785,775	$5,549,498.10	0.11%
Freddie Mac Series 5357, Class OB, 0%, due 11/25/2053		3137HAXP6	6,613,263	$5,300,405.86	0.11%
GNMA Series 2015-123, Class ZA, 3.50%, due 09/20/2045		38379QDE2	5,575,101	$5,136,281.28	0.11%
GNMA Series 2017-33, Class PZ, 3%, due 02/20/2047		38376T7H9	6,597,657	$5,458,046.19	0.11%
GNMA Series 2018-78, Class EZ, 3%, due 04/20/2048		38380XHF7	5,819,612	$5,263,925.19	0.11%
HOMES Trust Series 2024-AFC1, Class A1, Variable rate, due 08/25/2059		403945AC2	5,623,060	$5,594,038.12	0.11%
NYO Commercial Mortgage Trust Series 2021-1290, Class A, Variable rate, due 11/15/2038		62955HAA5	5,300,000	$5,264,111.05	0.11%
Ally Auto Receivables Trust Series 2024-2, Class A3, 4.14%, due 07/16/2029		02007NAC2	5,000,000	$4,977,148.00	0.10%
BX Trust Series 2019-IMC, Class A, Variable rate, due 04/15/2034		05608BAA8	4,709,794	$4,670,595.29	0.10%
Cantor Commercial Real Estate Series 2019-CF3, Class ASB, 2.9426%, due 01/15/2053		12529TAV5	4,990,653	$4,785,928.01	0.10%
Capital Street Master Trust Series 2024-1, Class A, Variable rate, due 10/18/2028		14051LAA0	5,000,000	$5,004,393.50	0.10%
CFCRE Commercial Mortgage Trust Series 2017-C8, Class XA, Variable rate, due 06/15/2050		12532CBE4	203,892,439	$4,766,862.50	0.10%
Chase Auto Owner Trust Series 2024-5A, Class A3, 4.60%, due 08/27/2029		16144QAC9	4,750,000	$4,725,906.57	0.10%
Colony American Finance Ltd Series 2020-3, Class A, 1.358%, due 08/15/2053		21873CAA1	4,983,575	$4,856,943.80	0.10%
COMM Mortgage Trust Series 2016-DC2, Class A4, 3.497%, due 02/10/2049		12594CBE9	4,993,218	$4,961,293.28	0.10%
Fannie Mae - CAS Series 2022-R02, Class 2M2, Variable rate, due 01/25/2042		20754BAB7	5,000,000	$5,104,525.00	0.10%
Fannie Mae - CAS Series 2024-R04, Class 1A1, Variable rate, due 05/25/2044		20753GAA9	4,981,449	$4,970,007.31	0.10%
Fannie Mae - CAS Series 2024-R05, Class 2A1, Variable rate, due 07/25/2044		20754XAA1	4,813,603	$4,805,833.87	0.10%
Fannie Mae or Freddie Mac TBA, 4%, due 05/01/2052		01F040669	5,000,000	$4,643,022.50	0.10%
FANNIE MAE Series 2016-2, Class EZ, 2.50%, due 02/25/2046		3136ARBM9	5,112,675	$4,783,752.79	0.10%
Fannie Mae Series 2020-49, Class FB, Variable rate, due 07/25/2050		3136BAB78	4,956,703	$4,797,589.36	0.10%
Fannie Mae Series 2024-39, Class AV, 3%, due 11/25/2033		3136BSDB8	4,960,657	$4,664,450.54	0.10%
Fannie Mae Series 2024-56, Class JV, 5%, due 08/25/2035		3136BSSV8	4,852,746	$4,876,478.40	0.10%
FHLMC Multifamily Structured Pass Through Certs. Series K123, Class A2, 1.621%, due 12/25/2030		3137F8ZV8	5,700,000	$4,911,639.84	0.10%
FHLMC Multifamily Structured Pass Through Certs. Series K-1516, Class X1, Variable rate, due 05/25/2035		3137FUZK3	44,395,635	$4,876,856.05	0.10%
FHLMC Multifamily Structured Pass Through Certs. Series K-154, Class A1, 4.363%, due 02/25/2032		3137H9UC1	4,939,879	$4,920,949.06	0.10%
Freddie Mac Multiclass Certificates Series 2021-RR18, Class X, Variable rate, due 10/27/2028		3137H1M86	100,924,000	$4,727,966.44	0.10%
Freddie Mac Series 4224, Class ME, 4%, due 07/15/2043		3137B3CM8	5,388,000	$4,873,713.78	0.10%
Freddie Mac Series 5222, Class BZ, 3.50%, due 05/25/2037		3137H7AS2	5,393,655	$4,984,748.87	0.10%
Freddiemac Strip Series 413, Class PO, 0%, due 05/25/2054		3133Q3ND9	5,442,539	$4,674,283.77	0.10%
GLS Auto Select Receivables Trust Series 2025-1A, Class A2, 5.18%, due 04/15/2030		36271FAB8	5,000,000	$5,019,897.00	0.10%
GNMA Series 2016-37, Class AF, Variable rate, due 11/20/2043		38379VYP3	4,876,787	$4,794,556.07	0.10%
HOUSTON GALLERIA MALL TRUST Series 2025-HGLR, Class A, Variable rate, due 02/05/2045		44216XAA3	4,950,000	$5,022,816.48	0.10%
JP Morgan Mortgage Trust Series 2019-INV1, Class B1, Variable rate, due 10/25/2049		46591DAX7	5,206,142	$5,070,127.81	0.10%
OSCAR US Funding Trust Series 2024-2A, Class A3, 4.47%, due 03/12/2029		68784BAC8	4,900,000	$4,858,978.47	0.10%
Pagaya AI Debt Selection Trust Series 2025-1, Class A2, 5.156%, due 07/15/2032		69544NAB3	5,000,000	$5,009,594.00	0.10%
Pagaya AI Debt Selection Trust Series 2025-2, Class A, Variable rate, due 10/15/2032		69545GAF8	5,000,000	$5,000,000.00	0.10%
Porsche Innovative Lease Owner Trust Series 2024-2A, Class A3, 4.84%, due 10/20/2027		73328NAE1	4,745,000	$4,744,310.08	0.10%
BPR Trust Series 2021-WILL, Class A, Variable rate, due 06/15/2038		05591VAA3	4,401,836	$4,382,735.41	0.09%
FANNIE MAE Series 2010-2, Class LC, 5%, due 07/25/2039		31396QLV9	4,400,000	$4,402,885.52	0.09%
Fannie Mae Series 2020-22, Class FA, Variable rate, due 04/25/2050		3136B9HC4	4,294,744	$4,167,834.73	0.09%
Fannie Mae Series 2024-56, Class EV, 5%, due 08/25/2035		3136BSSN6	4,480,930	$4,503,890.11	0.09%
Farmer Mac Agricultural Real Estate Trust Series 2024-1, Class A, Variable rate, due 10/01/2053		30335JAC5	4,604,484	$4,404,158.61	0.09%
FHLMC Multifamily Structured Pass Through Certs. Series K116, Class X1, Variable rate, due 07/25/2030		3137FWHV5	71,945,789	$4,283,465.20	0.09%
FHLMC Multifamily Structured Pass Through Certs. Series K116, Class XAM, Variable rate, due 09/25/2030		3137FWHX1	55,652,865	$4,143,711.98	0.09%
FHLMC Multifamily Structured Pass Through Certs. Series K117, Class XAM, Variable rate, due 09/25/2030		3137FX3V8	63,500,000	$4,238,764.70	0.09%
FHLMC Multifamily Structured Pass Through Certs. Series K120, Class XAM, 1.21102%, due 10/25/2030		3137F72T1	77,535,017	$4,528,727.30	0.09%
FHLMC Multifamily Structured Pass Through Certs. Series K142, Class A1, 2.40%, due 12/25/2031		3137H73N1	4,831,594	$4,396,384.75	0.09%
FHLMC Multifamily Structured Pass Through Certs. Series K-150, Class A1, Variable rate, due 12/25/2031		3137H9C80	4,642,195	$4,543,818.07	0.09%
FHLMC Multifamily Structured Pass Through Certs. Series KG04, Class X1, Variable rate, due 11/25/2030		3137F84T7	115,725,506	$4,355,421.99	0.09%
Freddie Mac - STACR Series 2025-HQA1, Class A1, Variable rate, due 02/25/2045		35564NGY3	4,625,000	$4,616,243.49	0.09%
Freddie Mac Multiclass Certificates Series 2020-RR02, Class DX, Variable rate, due 09/27/2028		3137FQY23	79,276,000	$4,147,545.91	0.09%
Freddie Mac Series 4980, Class FP, Variable rate, due 07/25/2049		3137FTJK4	4,552,909	$4,417,998.69	0.09%
GNMA Series 2020-84, Class IO, 2.50%, due 04/20/2050		38382FP81	19,759,118	$4,413,201.03	0.09%
GNMA Series 2022-90, Class ZG, 1.50%, due 02/20/2052		38383RK55	9,013,840	$4,547,472.61	0.09%
Hawaii Hotel Trust Series 2025-MAUI, Class A, Variable rate, due 03/15/2030		419909AA4	4,445,000	$4,435,323.68	0.09%
Hilton USA Trust Series 2016-HHV, Class A, 3.719%, due 11/05/2038		43300LAA8	4,250,000	$4,166,766.30	0.09%
Morgan Stanley Capital I Trust Series 2018-MP, Class A, Variable rate, due 07/11/2040		61691DAA5	4,527,000	$4,204,805.26	0.09%
Onslow Bay Financial LLC Series 2021-NQM4, Class A1, Variable rate, due 10/25/2061		67115DAA0	5,536,580	$4,608,753.53	0.09%
PRP Advisors, LLC Series 2024-RPL2, Class A1, Variable rate, due 05/25/2054		69381DAA3	4,721,466	$4,559,414.08	0.09%
Sequoia Mortgage Trust Series 2018-CH1, Class B1B, Variable rate, due 03/25/2048		81747DCC1	4,535,168	$4,345,268.55	0.09%
Wells Fargo Commercial Mortgage Trust Series 2021-C61, Class ASB, 2.525%, due 11/15/2054		95003QAE9	5,000,000	$4,593,069.50	0.09%
AMSR Trust Series 2020-SFR4, Class A, 1.355%, due 11/17/2037		66981FAA8	4,219,437	$4,139,360.53	0.08%
Colony American Finance Ltd Series 2020-4, Class A, 1.174%, due 12/15/2052		21873AAA5	3,945,829	$3,878,672.71	0.08%
Fannie Mae - CAS Series 2021-R02, Class 2M2, Variable rate, due 11/25/2041		20754KAB7	4,000,000	$4,017,981.20	0.08%
Fannie Mae FN BM5671, 4.50%, due 01/01/2049		3140JAJR0	4,220,683	$4,122,594.01	0.08%
Fannie Mae FN BV8046, 4.50%, due 09/01/2052		3140MM5G9	3,770,147	$3,670,078.03	0.08%
Fannie Mae FN FM9408, 4.50%, due 06/01/2046		3140XDN28	3,775,654	$3,666,185.76	0.08%
Fannie Mae Series 2017-84, Class ZK, 3.50%, due 10/25/2057		3136AYMD2	4,418,911	$3,782,208.68	0.08%
Fannie Mae Series 2020-20, Class KI, 4%, due 03/25/2050		3136B9JR9	11,969,763	$3,677,707.29	0.08%
FHLMC Multifamily Structured Pass Through Certs. Series K115, Class XAM, Variable rate, due 07/25/2030		3137FWGB0	55,537,412	$3,925,262.10	0.08%
FHLMC Multifamily Structured Pass Through Certs. Series K124, Class A2, 1.658%, due 12/25/2030		3137F9CT6	4,725,000	$4,072,471.36	0.08%
FHLMC Multifamily Structured Pass Through Certs. Series K130, Class X1, Variable rate, due 06/25/2031		3137H1YX8	76,462,097	$3,967,365.91	0.08%
FHLMC Multifamily Structured Pass Through Certs. Series K148, Class XAM, Variable rate, due 08/25/2032		3137H8UD1	200,000,000	$3,697,386.00	0.08%
FHLMC Multifamily Structured Pass Through Certs. Series KJ41, Class A2, 3.465%, due 02/25/2031		3137H8H87	4,000,000	$3,818,273.20	0.08%
FirstKey Homes 2020-SFR1 Trust Series 2020-SFR1, Class A, 1.339%, due 09/17/2025		33767MAA3	4,078,283	$4,015,765.80	0.08%
Freddie Mac - SCRT Series 2018-2, Class MA, 3.50%, due 11/25/2057		35563PFG9	3,842,739	$3,703,084.41	0.08%
Freddie Mac - SLST Series 2021-1, Class A1D, 2%, due 05/26/2031		35564CJU2	4,183,795	$3,873,836.55	0.08%
Freddie Mac FR SD1289, 3%, due 10/01/2050		3132DNNE9	4,494,909	$3,981,207.34	0.08%
Freddie Mac FR SD7550, 3%, due 02/01/2052		3132DVL78	4,237,965	$3,738,975.20	0.08%
Freddie Mac Series 5002, Class FJ, Variable rate, due 07/25/2050		3137FUAH7	4,180,959	$4,080,868.76	0.08%
Freddie Mac Series 5224, Class BE, 3.50%, due 08/25/2044		3137H7FG3	4,102,319	$3,979,929.85	0.08%
Freddie Mac Series 5232, Class GO, 0%, due 08/25/2051		3137H7YC1	9,012,197	$3,882,722.03	0.08%
GNMA Series 2009-57, Class VB, 5%, due 06/16/2039		38374VSP5	3,732,343	$3,736,901.54	0.08%
GNMA Series 2012-84, Class SJ, Variable rate, due 07/16/2042		38375GHS3	6,711,842	$4,085,496.21	0.08%
Metlife Securitization Trust Series 2018-1A, Class A, Variable rate, due 03/25/2057		59166DAA5	3,886,215	$3,749,889.62	0.08%
Towd Point Mortgage Trust Series 2019-HY2, Class A1, Variable rate, due 05/25/2058		89177HAA0	3,609,796	$3,702,223.40	0.08%
Bank Series 2022-BNK43, Class ASB, Variable rate, due 08/15/2055		06541QAT2	3,450,000	$3,401,824.89	0.07%
BENCHMARK Mortgage Trust Series 2023-V2, Class XA, Variable rate, due 06/15/2050		08163TAG7	141,033,471	$3,645,390.84	0.07%
BENCHMARK Mortgage Trust Series 2024-V6, Class XA, Variable rate, due 10/15/2028		081927AC9	75,142,316	$3,481,846.97	0.07%
CSAIL Commercial Mortgage Trust Series 2019-C18, Class ASB,. 2.868%, due 12/15/2052		12597DAE5	3,501,199	$3,366,426.60	0.07%
Fannie Mae FN BM4785, 4.50%, due 10/01/2038		3140J9J77	3,274,172	$3,268,523.08	0.07%
Fannie Mae Series 2019-33, Class F, Variable rate, due 07/25/2049		3136B47H5	3,643,125	$3,560,575.04	0.07%
Fannie Mae Series 2019-33, Class FK, Variable rate, due 07/25/2049		3136B46X1	3,507,711	$3,419,579.73	0.07%
FHLMC Multifamily Structured Pass Through Certs. Series K114, Class XAM, Variable rate, due 06/25/2030		3137FVNL2	53,269,611	$3,257,095.79	0.07%
FHLMC Multifamily Structured Pass Through Certs. Series K118, Class X1, Variable rate, due 09/25/2030		3137F62P1	76,690,883	$3,242,551.87	0.07%
FHLMC Multifamily Structured Pass Through Certs. Series K132, Class XAM, Variable rate, due 09/25/2031		3137H3EZ1	78,491,000	$3,640,962.02	0.07%
Flagstar Mortgage Trust Series 2018-4, Class B1, Variable rate, due 07/25/2048		33851LAM6	3,487,385	$3,238,095.24	0.07%
Freddie Mac Multiclass Certificates Series 2020-RR09, Class BX, Variable rate, due 02/27/2029		3137FTG84	47,500,000	$3,428,889.63	0.07%
Freddie Mac Multiclass Certificates Series 2020-RR10, Class XA, Variable rate, due 12/27/2027		3137FTZY6	96,907,000	$3,543,622.50	0.07%
Freddie Mac Series 3196, Class ZK, 6.50%, due 04/15/2032		31397AM59	3,335,614	$3,477,739.55	0.07%
FREDDIE MAC Series 4316, Class XZ, 4.50%, due 03/15/2044		3137B9AH8	3,531,470	$3,483,006.56	0.07%
FREDDIE MAC Series 4826, Class ME, 3.50%, due 09/15/2048		3137FH4X8	3,601,236	$3,244,192.37	0.07%
FREDDIE MAC Series 4872, Class BZ, 4%, due 04/15/2049		3137FLEW0	3,594,274	$3,286,260.13	0.07%
GNMA Series 2018-160, Class GY, 4.50%, due 11/20/2048		38381AP59	3,394,612	$3,195,061.38	0.07%
GNMA Series 2020-161, Class B, 2%, due 08/16/2062		38380RAP5	6,700,000	$3,492,217.89	0.07%
GNMA Series 2020-169, Class Z, 1.83%, due 05/01/2055		38380RFV7	9,198,509	$3,400,653.35	0.07%
Mello Mortgage Capital Acceptance Trust Series 2018-MTG2, Class A9, Variable rate, due 10/25/2048		585499AJ5	3,606,288	$3,450,158.93	0.07%
New Residential Mortgage Loan Trust Series 2015-2A, Class B1, Variable rate, due 08/25/2055		64829EAF1	3,468,588	$3,421,859.89	0.07%
NY Commercial Mortgage Trust Series 2025-299P, Class A, Variable rate, due 02/10/2035		62957FAA7	3,230,000	$3,318,225.51	0.07%
Wells Fargo Commercial Mortgage Trust Series 2018-C47, Class AS, Variable rate, due 09/15/2061		95002DBR9	3,519,700	$3,459,810.19	0.07%
Arbor Multifamily Mortgage Securities Trust Series 2020-MF1, Class AS, Variable rate, due 05/15/2053		03881BAJ2	2,963,000	$2,678,734.22	0.06%
Bank Series 2022-BNK43, Class A1, 4.35%, due 08/15/2055		06541QAQ8	2,913,124	$2,894,156.94	0.06%
BMO Mortgage Trust Series 2024-5C3, Class XA, Variable rate, due 02/15/2057		09660QAU8	78,500,000	$2,878,233.90	0.06%
Fannie Mae FN CA2947, 4%, due 12/01/2048		3140QAHZ6	3,306,840	$3,112,989.05	0.06%
FANNIE MAE Series 2018-86, Class DL, 3.50%, due 12/25/2048		3136B3TV2	3,194,933	$2,940,292.86	0.06%
FHLMC Multifamily Structured Pass Through Certs. Series K097, Class X1, Variable rate, due 07/25/2029		3137FNX70	72,596,261	$2,862,499.62	0.06%
FHLMC Multifamily Structured Pass Through Certs. Series K100, Class X1, Variable rate, due 09/25/2029		3137FQ3C5	123,706,237	$3,077,625.61	0.06%
FHLMC Multifamily Structured Pass Through Certs. Series K102, Class XAM, Variable rate, due 10/25/2029		3137FQKG7	64,993,000	$2,788,514.27	0.06%
FHLMC Multifamily Structured Pass Through Certs. Series K109, Class XAM, Variable rate, due 04/25/2030		3137FTG43	35,529,637	$2,787,218.31	0.06%
FHLMC Multifamily Structured Pass Through Certs. Series K119, Class XAM, 1.13403%, due 10/25/2030		3137FXQT8	51,000,000	$2,768,274.90	0.06%
FHLMC Multifamily Structured Pass Through Certs. Series K122, Class X1, Variable rate, due 11/25/2030		3137F82T9	77,172,391	$3,064,191.51	0.06%
FHLMC Multifamily Structured Pass Through Certs. Series K129, Class XAM, Variable rate, due 05/25/2031		3137H13T1	43,636,000	$2,760,753.72	0.06%
FHLMC Multifamily Structured Pass Through Certs. Series K130, Class XAM, Variable rate, due 07/25/2031		3137H1YZ3	41,565,013	$2,730,222.82	0.06%
FHLMC Multifamily Structured Pass Through Certs. Series K131, Class XAM, Variable rate, due 07/25/2031		3137H2NA8	58,530,863	$3,029,662.83	0.06%
FHLMC Multifamily Structured Pass Through Certs. Series K-1513, Class X1, Variable rate, due 08/25/2034		3137FPJA4	56,372,735	$3,040,452.17	0.06%
FNA VI LLC Series 2021-1A, Class A, Variable rate, due 01/10/2032		34411YAA5	3,242,082	$2,992,561.95	0.06%
Freddie Mac - SCRT Series 2019-4, Class MA, 3%, due 02/25/2059		35563PML0	3,150,886	$2,923,880.47	0.06%
Freddie Mac - SLST Series 2019-3, Class A1C, 2.75%, due 11/25/2029		35564CEE3	3,318,161	$3,149,634.17	0.06%
Freddie Mac Multiclass Certificates Series 2020-RR09, Class AX, Variable rate, due 11/27/2028		3137FTG68	37,600,000	$2,916,088.68	0.06%
Freddie Mac Series 4902, Class FB, Variable rate, due 08/25/2049		3137FN3E8	2,990,966	$2,911,806.62	0.06%
Freddie Mac Series 5202, Class NV, 3%, due 01/25/2037		3137H63G8	3,135,551	$2,871,805.93	0.06%
Freddiemac Strip Series 314, Class PO, 0%, due 09/15/2043		3132HTUJ3	4,004,865	$3,059,863.27	0.06%
GNMA GN 720225, 4.50%, due 07/15/2039		3620A6D61	3,081,532	$2,997,223.89	0.06%
GNMA GN 784752, 4%, due 03/15/2045		3622AAEZ3	3,064,103	$2,970,714.27	0.06%
GNMA Series 2015-125, Class VA, Variable rate, due 05/16/2035		38379KU30	3,060,707	$2,935,634.77	0.06%
GNMA SEries 2017-35, Class Z, Variable rate, due 05/16/2059		38379RQH9	4,402,668	$2,693,742.94	0.06%
GNMA Series 2020-62, Class WI, 2.50%, due 08/20/2049		38382FNH3	14,014,801	$2,720,906.34	0.06%
GS Mortgage-Backed Securities Trust Series 2021-PJ6, Class A8, Variable rate, due 11/25/2051		36262LAJ9	3,025,256	$2,679,471.44	0.06%
Island Finance Trust 2025-1 Series 2025-1A, Class A, 6.54%, due 03/19/2035		463920AA6	3,000,000	$3,060,693.90	0.06%
JP Morgan Mortgage Trust Series 2020-INV1, Class A15, Variable rate, due 08/25/2050		46591VBH1	3,410,943	$3,066,604.58	0.06%
New Residential Mortgage Loan Trust Series 2016-1A, Class A1, Variable rate, due 03/25/2056		64829FAA9	2,832,688	$2,719,756.61	0.06%
Winwater Mortgage Loan Trust Series 2016-1, Class B1, Variable rate, due 01/20/2046		97655JCB6	2,970,758	$2,832,305.38	0.06%
Arroyo Mortgage Trust Series 2021-1R, Class A3, Variable rate, due 10/25/2048		042853AC5	2,474,314	$2,224,722.21	0.05%
BRAVO Residential Funding Trust Series 2021-NQM1, Class A3, Variable rate, due 02/25/2049		10569TAC2	2,578,403	$2,395,990.62	0.05%
BX Trust Series 2020-VIV4, Class A, 2.843%, due 03/09/2044		05608MAA4	2,900,000	$2,624,236.10	0.05%
CSAIL Commercial Mortgage Trust Series 2020-C19, Class XA, Variable rate, due 03/15/2053		12597NAU7	56,274,560	$2,252,152.91	0.05%
Ellington Financial Mortgage Trust Series 2019-2, Class M1, Variable rate, due 11/25/2059		31573TAD0	2,422,000	$2,245,546.89	0.05%
Fannie Mae - CAS Series 2024-R01, Class 1M1, Variable rate, due 01/25/2044		20753UAA8	2,388,881	$2,385,693.05	0.05%
FANNIE MAE Series 2010-142, Class DL, 4%, due 12/25/2040		31398SKS1	2,821,000	$2,673,727.16	0.05%
Fannie Mae Series 2016-83, Class FA, Variable rate, due 11/25/2046		3136AUDV0	2,332,250	$2,299,830.71	0.05%
FANNIE MAE Series 2018-17, Class Z, 3.50%, due 03/25/2048		3136B06R2	2,827,112	$2,388,143.37	0.05%
Fannie Mae Series 2018-72, Class FB, Variable rate, due 10/25/2058		3136B27D8	2,457,962	$2,387,195.81	0.05%
Fannie Mae Series 2024-74, Class VT, 4.50%, due 11/25/2035		3136BS3A1	2,253,014	$2,217,990.62	0.05%
FHLMC Multifamily Structured Pass Through Certs. Series K099, Class XAM, Variable rate, due 09/25/2029		3137FPJL0	57,790,000	$2,567,465.80	0.05%
FHLMC Multifamily Structured Pass Through Certs. Series K112, Class XAM, Variable rate, due 05/25/2030		3137FUZZ0	29,273,633	$2,199,696.89	0.05%
FHLMC Multifamily Structured Pass Through Certs. Series K128, Class XAM, Variable rate, due 03/25/2031		3137FYUN4	64,367,000	$2,468,892.84	0.05%
FHLMC Multifamily Structured Pass Through Certs. Series K-152, Class A1, 3.78%, due 01/25/2032		3137H9M71	2,263,750	$2,207,400.54	0.05%
FHLMC Multifamily Structured Pass Through Certs. Series K739, Class X1, Variable rate, due 09/25/2027		3137F64R5	125,938,213	$2,651,528.32	0.05%
FHLMC Multifamily Structured Pass Through Certs. Series K741, Class XAM, Variable rate, due 12/25/2027		3137FF4B0	107,703,000	$2,451,753.25	0.05%
FHLMC Multifamily Structured Pass Through Certs. Series K744, Class X1, Variable rate, due 07/25/2028		3137H1Z58	104,404,079	$2,494,589.31	0.05%
FHLMC Multifamily Structured Pass Through Certs. Series KG05, Class X1, Variable rate, due 01/25/2031		3137FFXM4	158,954,940	$2,383,894.92	0.05%
Freddie Mac - STACR Series 2025-DNA1, Class A1, Variable rate, due 01/25/2045		35564NFY4	2,440,625	$2,437,080.72	0.05%
FREDDIE MAC Series 3820, Class NC, 4.50%, due 03/15/2041		3137A8AM0	2,489,870	$2,444,312.98	0.05%
FREDDIE MAC Series 4247, Class AY, 4.50%, due 09/15/2043		3137B4HE9	2,450,000	$2,318,783.88	0.05%
Freddie Mac Series 4942, Class FA, Variable rate, due 01/25/2050		3137FQVN0	2,310,104	$2,251,150.59	0.05%
Freddie Mac Series 5339, Class GO, 0%, due 09/25/2053		3137HAHL3	2,852,456	$2,365,353.50	0.05%
GNMA G2 784063, 5%, due 09/20/2045		3622A2QQ8	2,272,834	$2,283,030.00	0.05%
GNMA Series 2009-29, Class PC, 7%, due 05/20/2039		38374UNN7	2,125,333	$2,231,880.85	0.05%
GNMA Series 2011-31, Class Z, Variable rate, due 09/16/2052		38376GL99	2,771,863	$2,506,447.59	0.05%
GNMA Series 2018-4, Class Z, 2.50%, due 10/16/2059		38380JLF3	4,603,576	$2,560,196.31	0.05%
GNMA Series 2024-32, Class IO, Variable rate, due 06/16/2063		38381J2J5	51,346,165	$2,669,543.59	0.05%
PRKCM Trust Series 2025-HOME1, Class A1A, Variable rate, due 02/25/2060		69382FAA7	2,500,000	$2,508,235.15	0.05%
SKY1 2025-LINE A Series 2025-LINE, Class A, Variable rate, due 04/15/2030		830941AA8	2,502,000	$2,502,216.92	0.05%
BENCHMARK Mortgage Trust Series 2025-V14, Class AM, 6.0898%, due 04/15/2058		08164BAG5	2,000,000	$2,066,299.20	0.04%
Diamond Resorts Owner Trust Series 2021-1A, Class A, 1.66%, due 11/21/2033		25273CAA8	2,072,915	$2,042,655.62	0.04%
Fannie Mae FN AE7733, 5%, due 11/01/2040		31419JSX7	1,919,711	$1,934,239.72	0.04%
Fannie Mae FN AS1719, 5%, due 02/01/2044		3138WA4D6	1,728,223	$1,734,561.97	0.04%
FANNIE MAE Series 2005-86, Class WZ, 5.50%, due 10/25/2035		31394UCM2	1,955,640	$1,983,066.95	0.04%
FANNIE MAE Series 2009-85, Class J, 4.50%, due 10/25/2039		31398FDQ1	2,011,107	$1,997,244.66	0.04%
FANNIE MAE Series 2011-111, Class PZ, 4.50%, due 11/25/2041		3136A2HE6	2,002,282	$1,943,766.21	0.04%
Fannie Mae Series 2017-87, Class ZA, 4%, due 11/25/2057		3136AYT37	2,383,348	$1,901,769.35	0.04%
FannieMae Whole Loan Series 2007-W10, Class 3A, Variable rate, due 06/25/2047		31396XD43	1,804,692	$1,859,708.99	0.04%
FHLMC Multifamily Structured Pass Through Certs. Series K099, Class X1, Variable rate, due 09/25/2029		3137FPJJ5	56,603,958	$1,853,207.94	0.04%
FHLMC Multifamily Structured Pass Through Certs. Series K101, Class X1, Variable rate, due 10/25/2029		3137FQ4B6	68,398,325	$2,185,394.89	0.04%
FHLMC Multifamily Structured Pass Through Certs. Series K103, Class XAM, Variable rate, due 11/25/2029		3137FQKS1	59,029,000	$2,180,785.08	0.04%
FHLMC Multifamily Structured Pass Through Certs. Series K110, Class XAM, Variable rate, due 04/25/2030		3137FTZU4	24,006,055	$1,926,087.41	0.04%
FHLMC Multifamily Structured Pass Through Certs. Series K118, Class XAM, Variable rate, due 09/25/2030		3137F62R7	37,151,661	$2,062,411.30	0.04%
FHLMC Multifamily Structured Pass Through Certs. Series K122, Class XAM, Variable rate, due 11/25/2030		3137F84L4	35,410,560	$1,875,630.08	0.04%
FHLMC Multifamily Structured Pass Through Certs. Series K157, Class A3, Variable rate, due 08/25/2033		3137FHQ71	1,900,000	$1,816,706.66	0.04%
FHLMC Multifamily Structured Pass Through Certs. Series K740, Class XAM, 1.11174%, due 10/25/2027		3137F72F1	70,811,000	$1,781,399.41	0.04%
FHLMC Multifamily Structured Pass Through Certs. Series KIR1, Class X, Variable rate, due 03/25/2026		3137BP7A1	269,384,697	$1,885,288.79	0.04%
FHLMC Multifamily Structured Pass Through Certs. Series KSW4, Class A, Variable rate, due 10/25/2028		3137FJZ51	1,784,253	$1,783,713.12	0.04%
Freddie Mac - SCRT Series 2017-2, Class M1, Variable rate, due 08/25/2056		35563PBH1	1,855,565	$1,845,520.59	0.04%
Freddie Mac Multiclass Certificates Series 2020-RR11, Class BX, Variable rate, due 12/27/2028		3137FV2D3	44,100,401	$1,939,954.61	0.04%
FREDDIE MAC Series 3796, Class PB, 5%, due 01/15/2041		3137A62R2	2,041,270	$2,063,484.86	0.04%
FREDDIE MAC Series 3925, Class ZD, 4.50%, due 09/15/2041		3137AFGX4	2,093,762	$2,030,158.34	0.04%
FREDDIE MAC Series 4000, Class PY, 4.50%, due 02/15/2042		3137ALYJ2	1,878,000	$1,743,407.68	0.04%
FREDDIE MAC Series 4098, Class PE, 4%, due 08/15/2042		3137AT7D8	2,447,000	$2,093,086.23	0.04%
Freddie Mac Series 4833, Class PY, 4%, due 10/15/2048		3137FJD63	2,226,483	$2,077,384.90	0.04%
GNMA G2 MA5714, 6%, due 01/20/2049		36179UK35	1,715,763	$1,796,966.95	0.04%
GNMA Series 2003-35, Class TZ, 5.75%, due 04/16/2033		38373SV20	1,757,776	$1,750,590.95	0.04%
GNMA Series 2013-20, Class QM, 2.625%, due 02/16/2043		38378F3M0	2,223,000	$1,834,447.61	0.04%
GNMA Series 2017-106, Class AE, 2.60%, due 12/16/2056		38379RT37	2,124,403	$1,732,505.96	0.04%
GNMA Series 2017-146, Class Z, 2.60%, due 09/16/2057		38379R6F5	2,804,600	$1,729,636.25	0.04%
GNMA Series 2017-23, Class Z, 2.50%, due 05/16/2059		38379RMR1	3,383,686	$2,001,026.16	0.04%
GSAMP Trust Series 2006-SEA1, Class M2, Variable rate, due 05/25/2036		36244LAC7	1,849,762	$2,083,601.31	0.04%
MFRA Trust Series 2025-NQM1, Class A1, Variable rate, due 03/25/2070		55287JAA4	1,992,283	$1,989,907.74	0.04%
One Bryant Park Trust Series 2019-OBP, Class A, 2.51641%, due 09/13/2049		68236JAA9	2,250,000	$2,008,314.23	0.04%
Provident Funding Mortgage Trust Series 2020-1, Class A5, Variable rate, due 11/01/2049		743874AJ8	2,287,853	$1,958,981.01	0.04%
Arbor Multifamily Mortgage Securities Trust Series 2020-MF1, Class A5, 2.7563%, due 05/15/2053		03881BAE3	1,493,390	$1,358,663.68	0.03%
Arroyo Mortgage Trust Series 2019-3, Class A3, Variable rate, due 10/25/2048		04285AAC9	1,716,234	$1,629,828.75	0.03%
Arroyo Mortgage Trust Series 2021-1R, Class A2, Variable rate, due 10/25/2048		042853AB7	1,792,202	$1,612,913.44	0.03%
Chase Mortgage Finance Corporation Series 2019-ATR2, Class A11, Variable rate, due 07/25/2049		16159GAL3	1,766,214	$1,684,248.51	0.03%
Citigroup Commercial Mortgage Trust Series 2016-P4, Class XA, Variable rate, due 07/10/2049		29429EAF8	86,921,416	$1,293,303.76	0.03%
Fannie Mae FN FM1284, 3.50%, due 02/01/2046		3140X4NA0	1,425,213	$1,327,801.04	0.03%
Fannie Mae FN FS4013, 4%, due 04/01/2042		3140XKN71	1,431,190	$1,382,150.98	0.03%
Fannie Mae FN FS4015, 5.50%, due 03/01/2049		3140XKN97	1,344,889	$1,365,566.56	0.03%
FANNIE MAE Series 2006-57, Class KZ, 6%, due 07/25/2035		31394ERF7	1,290,721	$1,310,616.65	0.03%
FANNIE MAE Series 2009-37, Class NZ, 5.71154%, due 02/25/2037		31396QAU3	1,605,847	$1,617,004.96	0.03%
FANNIE MAE Series 2011-10, Class AY, 6%, due 02/25/2041		31397QQC5	1,507,000	$1,558,607.82	0.03%
Fannie Mae Series 2016-40, Class MS, Variable rate, due 07/25/2046		3136ASF50	13,084,306	$1,583,416.92	0.03%
FANNIE MAE Series 2018-92, Class DB, 3.50%, due 01/25/2049		3136B3WA4	1,699,959	$1,558,315.07	0.03%
Fannie Mae Series 2020-9, Class SJ, Variable rate, due 02/25/2050		3136B8RV3	9,219,970	$1,227,408.54	0.03%
FannieMae Grantor Trust Series 2005-T1, Class A1, Variable rate, due 05/25/2035		31394C7D8	1,573,903	$1,509,267.84	0.03%
FHLMC Multifamily Structured Pass Through Certs. Series K121, Class X1, Variable rate, due 10/25/2030		3137F83S0	27,811,838	$1,242,688.53	0.03%
FHLMC Multifamily Structured Pass Through Certs. Series K121, Class XAM, Variable rate, due 11/25/2030		3137F83U5	24,471,000	$1,431,083.66	0.03%
FHLMC Multifamily Structured Pass Through Certs. Series K739, Class XAM, Variable rate, due 09/25/2027		3137F64T1	46,072,531	$1,483,360.42	0.03%
First Trust Long Duration Opportunities ETF	LGOV	33738D606	73,956	$1,584,137.52	0.03%
Freddie Mac FG Q61217, 4%, due 01/01/2049		3132VMK79	1,445,834	$1,364,707.50	0.03%
Freddie Mac FG U59020, 4%, due 06/01/2035		3132FTAW8	1,379,862	$1,358,048.13	0.03%
Freddie Mac Series 3054, Class ZW, 6%, due 10/15/2035		31396CNQ9	1,344,296	$1,412,670.79	0.03%
FREDDIE MAC Series 3895, Class PW, 4.50%, due 07/15/2041		3137ACW96	1,330,684	$1,306,921.49	0.03%
GNMA G2 AC0197, 4%, due 12/20/2042		36178YGE9	1,706,748	$1,632,695.84	0.03%
GNMA Series 2005-78, Class ZA, 5%, due 10/16/2035		38374MBY4	1,425,558	$1,426,810.99	0.03%
GNMA Series 2010-116, Class JB, 5%, due 06/16/2040		38377LBY3	1,406,100	$1,399,002.50	0.03%
GNMA Series 2020-84, Class IM, 2.50%, due 05/20/2050		38382FT46	7,097,422	$1,510,733.84	0.03%
JP Morgan Chase Commercial Mortgage Sec Trust Series 2017-JP5, Class A4, 3.4569%, due 03/15/2050		46647TAR9	1,462,209	$1,436,227.56	0.03%
Sierra Receivables Funding Co LLC Series 2020-2A, Class A, 1.33%, due 07/20/2037		826525AA5	1,430,740	$1,419,448.40	0.03%
Towd Point Mortgage Trust Series 2017-2, Class A2, Variable rate, due 04/25/2057		89173HAB2	1,423,504	$1,413,625.54	0.03%
WFLD MORTGAGE TRUST Series 2014-MONT, Class A, Variable rate, due 08/10/2031		92939GAA5	1,495,893	$1,410,351.57	0.03%
BRAVO Residential Funding Trust Series 2021-NQM1, Class A2, Variable rate, due 02/25/2049		10569TAB4	1,031,361	$961,988.15	0.02%
BRAVO Residential Funding Trust Series 2025-NQM3, Class A1, Variable rate, due 05/01/2055		105927AC1	1,000,000	$1,002,776.16	0.02%
CIM Trust Series 2019-INV1, Class A11, Variable rate, due 02/25/2049		12555DAL9	877,059	$837,602.93	0.02%
COMM Mortgage Trust Series 2024-277P, Class X, Variable rate, due 08/10/2044		12654FAC4	41,260,000	$1,185,337.91	0.02%
CoreVest American Finance Ltd Series 2021-2, Class A, 1.408%, due 07/15/2054		21873BAA3	1,146,971	$1,093,043.75	0.02%
Credit Suisse Mortgage Trust Series 2021-RPL6, Class A1, Variable rate, due 10/25/2060		12657GAA3	1,019,015	$916,702.50	0.02%
Fannie Mae FN AB2506, 5%, due 03/01/2041		31416XYC8	783,830	$788,960.80	0.02%
Fannie Mae FN AB2959, 4.50%, due 07/01/2040		31416YJD1	848,448	$837,182.62	0.02%
Fannie Mae FN AI9124, 4%, due 08/01/2042		3138APD62	1,084,123	$1,040,040.87	0.02%
Fannie Mae FN AI9158, 6.50%, due 01/01/2041		3138APE87	748,727	$801,421.91	0.02%
Fannie Mae FN AL7905, 4.50%, due 03/01/2034		3138EQYB2	752,516	$747,876.98	0.02%
Fannie Mae FN AL9777, 4.50%, due 01/01/2047		3138ER2K5	981,302	$957,677.24	0.02%
Fannie Mae FN AQ0411, 3.50%, due 10/01/2042		3138MFN52	1,263,545	$1,177,282.48	0.02%
Fannie Mae FN BJ9124, 4.50%, due 04/01/2048		3140HBD62	849,736	$832,610.89	0.02%
Fannie Mae FN BN4959, 4%, due 12/01/2048		3140JLQM9	786,760	$733,037.55	0.02%
Fannie Mae FN FM1285, 4%, due 10/01/2043		3140X4NB8	1,265,650	$1,216,458.74	0.02%
FANNIE MAE Series 2006-118, Class A1, Variable rate, due 12/25/2036		31396L4R8	1,215,512	$1,187,755.89	0.02%
FANNIE MAE Series 2007-57, Class ZG, 4.75%, due 06/25/2037		31396WKF2	970,391	$943,176.30	0.02%
FANNIE MAE Series 2009-103, Class PZ, 6%, due 12/25/2039		31398GJE0	953,851	$984,993.79	0.02%
FANNIE MAE Series 2012-39, Class PB, 4.25%, due 04/25/2042		3136A4N88	776,952	$745,178.39	0.02%
FANNIE MAE Series 2013-130, Class QY, 4.50%, due 06/25/2041		3136AHG38	1,003,000	$965,485.19	0.02%
FANNIE MAE Series 2015-16, Class MY, 3.50%, due 04/25/2045		3136ANAM9	875,000	$749,747.69	0.02%
Fannie Mae Series 2018-45, Class FT, Variable rate, due 06/25/2048		3136B2GN6	951,758	$923,344.68	0.02%
Fannie Mae Series 2019-41, Class SN, Variable rate, due 08/25/2049		3136B5SZ9	10,083,264	$931,198.49	0.02%
Fannie Mae Series 2020-93, Class NI, 3%, due 01/25/2051		3136BDUX4	10,938,908	$998,027.72	0.02%
FHLMC Multifamily Structured Pass Through Certs. Series K-1510, Class X1, Variable rate, due 01/25/2034		3137FL2N3	28,429,070	$848,968.80	0.02%
FHLMC Multifamily Structured Pass Through Certs. Series K-1511, Class X1, Variable rate, due 03/25/2034		3137FLYL2	15,599,924	$742,820.01	0.02%
FHLMC Multifamily Structured Pass Through Certs. Series K738, Class XAM, Variable rate, due 03/25/2027		3137FTFW2	38,645,000	$942,968.92	0.02%
Flagstar Mortgage Trust Series 2019-2, Class A11, Variable rate, due 12/25/2049		33852BAL9	1,222,230	$1,099,086.52	0.02%
Freddie Mac FR ZS2492. 6.50%, due 04/01/2035		3132A2XV9	898,334	$944,771.47	0.02%
Freddie Mac Multiclass Certificates Series 2021-P009, Class X, Variable rate, due 01/25/2031		3137H13X2	34,153,270	$1,067,272.60	0.02%
Freddie Mac Multiclass Certificates Series 2021-RR19, Class X, Variable rate, due 04/27/2029		3137H2P57	20,098,730	$1,130,380.74	0.02%
FREDDIE MAC Series 2613, Class LL, 5%, due 05/15/2033		31393RFB1	781,000	$790,627.39	0.02%
FREDDIE MAC Series 2891, Class ZA, 6.50%, due 11/15/2034		31395K2B8	747,263	$795,106.52	0.02%
FREDDIE MAC Series 2973, Class GE, 5.50%, due 05/15/2035		31395TYA6	785,000	$795,761.60	0.02%
FREDDIE MAC Series 3542, Class ZP, 5%, due 06/15/2039		31398EDX9	1,062,156	$1,077,921.01	0.02%
FREDDIE MAC Series 3563, Class ZP, 5%, due 08/15/2039		31398JGX5	870,451	$862,903.63	0.02%
FREDDIE MAC Series 3605, Class NC, 5.50%, due 06/15/2037		31398KP61	873,873	$911,762.69	0.02%
Freddie Mac Series 3954, Class GS, Variable rate, due 11/15/2041		3137AHZ76	6,260,280	$754,665.46	0.02%
FREDDIE MAC Series 4026, Class GZ, 4.50%, due 04/15/2042		3137ANZG3	1,282,802	$1,201,412.83	0.02%
FREDDIE MAC Series 4176, Class HE, 4%, due 03/15/2043		3137B0PK4	905,000	$803,155.92	0.02%
Freddie Mac Series 4570, Class ST, Variable rate, due 04/15/2046		3137BNRK2	8,313,532	$901,716.48	0.02%
Freddie Mac Series 4938, Class BS, Variable rate, due 12/25/2049		3137FQEU3	7,216,717	$823,283.77	0.02%
Freddie Mac Series 4943, Class NS, Variable rate, due 01/25/2050		3137FQPH0	7,660,012	$837,698.10	0.02%
GNMA G2 785020, 3%, due 05/20/2050		3622AAPD0	872,029	$754,726.05	0.02%
GNMA Series 2009-69, Class ZB, 6%, due 08/20/2039		38373AM52	786,387	$786,292.45	0.02%
GNMA Series 2010-59, Class ZD, 6.50%, due 05/20/2040		38377FVF5	1,098,630	$1,163,686.77	0.02%
GNMA Series 2011-35, Class BP, 4.50%, due 03/16/2041		38377UAJ7	771,202	$759,501.48	0.02%
GNMA Series 2012-149, Class PC, Variable rate, due 12/20/2042		38378GM88	1,091,684	$1,133,882.12	0.02%
GNMA Series 2013-70, Class PM, 2.50%, due 05/20/2043		38378TLD0	953,680	$750,814.91	0.02%
GNMA Series 2016-109, Class ZM, 3.50%, due 08/20/2036		38380AAW7	1,121,710	$1,012,620.87	0.02%
GNMA Series 2016-120, Class AS, Variable rate, due 09/20/2046		38380ASK4	5,717,134	$798,857.98	0.02%
GNMA Series 2017-17, Class KZ, 4.50%, due 02/20/2047		38380CYG2	1,070,255	$965,673.33	0.02%
GNMA Series 2019-104, Class Z, 2.80%, due 05/16/2061		38380NLL1	2,014,489	$1,094,926.37	0.02%
JP Morgan Mortgage Trust Series 2019-1, Class A5, Variable rate, due 05/25/2049		46650HAE8	1,182,723	$1,106,696.15	0.02%
JP Morgan Mortgage Trust Series 2019-INV2, Class A15, Variable rate, due 02/25/2050		46651DAR7	917,278	$834,853.50	0.02%
M360 2018-CRE1, Ltd. Series 2021-CRE3, Class A, Variable rate, due 11/18/2036		55379AAA2	1,072,098	$1,056,450.06	0.02%
Onslow Bay Financial LLC Series 2018-EXP1, Class 1A3, Variable rate, due 04/25/2048		67097VAC8	904,837	$856,836.52	0.02%
PRKCM Trust Series 2025-HOME1, Class A1B, Variable rate, due 02/25/2060		69382FAB5	1,000,000	$1,003,302.96	0.02%
Provident Funding Mortgage Trust Series 2019-1, Class A5, Variable rate, due 12/25/2049		74387LAJ0	1,073,211	$927,715.53	0.02%
Winwater Mortgage Loan Trust Series 2016-1, Class 2A3, Variable rate, due 12/20/2030		97655JBS0	864,283	$829,687.85	0.02%
Bank Series 2020-BN26, Class XA, Variable rate, due 03/15/2063		06540JBM3	8,232,651	$365,670.48	0.01%
CoreVest American Finance Trust Series 2021-3, Class A, 1.90%, due 10/15/2054		21873NAA7	752,588	$727,246.50	0.01%
Fannie Mae FN 890556, 4.50%, due 10/01/2043		31410LMD1	539,127	$524,193.61	0.01%
Fannie Mae FN AB8676, 3.50%, due 05/01/2042		31417FUA4	391,839	$356,954.48	0.01%
Fannie Mae FN AE9959, 5%, due 03/01/2041		31419MB59	360,137	$362,345.96	0.01%
Fannie Mae FN AL3093, 3.50%, due 02/01/2043		3138EKNK7	327,494	$305,128.98	0.01%
Fannie Mae FN AL5890, 4.50%, due 03/01/2043		3138ENRL5	389,708	$384,026.90	0.01%
Fannie Mae FN AL7637, 5%, due 01/01/2042		3138EQPX4	296,897	$296,050.76	0.01%
Fannie Mae FN BJ9100, 4.50%, due 02/01/2048		3140HBDE5	363,011	$355,880.02	0.01%
Fannie Mae FN BJ9111, 4.50%, due 03/01/2048		3140HBDR6	307,024	$300,992.10	0.01%
FANNIE MAE Series 2003-71, Class NH, 4.286%, due 08/25/2033		31393EHE2	355,000	$345,356.00	0.01%
FANNIE MAE Series 2004-60, Class AC, 5.50%, due 04/25/2034		31394AWK8	270,209	$269,184.08	0.01%
FANNIE MAE Series 2005-52, Class TZ, 6.50%, due 06/25/2035		31394DYA2	361,715	$384,232.38	0.01%
FANNIE MAE Series 2007-60, Class ZS, 4.75%, due 07/25/2037		31396WSC1	630,926	$612,874.15	0.01%
FANNIE MAE Series 2007-68, Class AE, 6.50%, due 07/25/2037		31396WK70	450,084	$469,526.96	0.01%
FANNIE MAE Series 2007-7, Class KA, 5.75%, due 08/25/2036		31396PSA0	313,274	$314,918.69	0.01%
FANNIE MAE Series 2009-109, Class PZ, 4.50%, due 01/25/2040		31398GTS8	310,323	$290,579.69	0.01%
FANNIE MAE Series 2010-35, Class EP, 5.50%, due 04/25/2040		31398PHK8	500,000	$499,624.45	0.01%
FANNIE MAE Series 2010-45, Class WB, 5%, due 05/25/2040		31398PMS5	263,361	$262,602.25	0.01%
FANNIE MAE Series 2011-105, Class MB, 4%, due 10/25/2041		3136A1MS1	750,000	$667,042.43	0.01%
FANNIE MAE Series 2012-122, Class SD, Variable rate, due 11/25/2042		3136A94X3	5,541,815	$647,605.97	0.01%
FANNIE MAE Series 2012-138, Class MA, 1%, due 12/25/2042		3136AAFH3	433,759	$364,727.32	0.01%
FANNIE MAE Series 2012-146, Class QA, 1%, due 01/25/2043		3136ABFP3	697,901	$592,126.23	0.01%
FANNIE MAE Series 2012-52, Class BZ, 4%, due 05/25/2042		3136A6AH7	410,372	$369,661.74	0.01%
FANNIE MAE Series 2013-10, Class HQ, 2.50%, due 02/25/2043		3136ACCG4	690,000	$472,467.29	0.01%
FANNIE MAE Series 2013-105, Class BN, 4%, due 05/25/2043		3136AGPZ9	379,979	$331,768.21	0.01%
FANNIE MAE Series 2013-41, Class DB, 3%, due 05/25/2043		3136ADR35	750,000	$604,209.90	0.01%
FANNIE MAE Series 2013-52, Class MD, 1.25%, due 06/25/2043		3136AEJ24	422,239	$351,137.31	0.01%
FANNIE MAE Series 2014-82, Class GZ, 4%, due 12/25/2044		3136ALK26	663,002	$535,195.29	0.01%
FANNIE MAE Series 2016-62, Class SB, Variable rate, due 09/25/2046		3136ATVK7	4,439,896	$347,077.36	0.01%
FANNIE MAE Series 2016-73, Class PI, 3%, due 08/25/2046		3136ATM76	2,478,595	$424,622.75	0.01%
Fannie Mae Series 2017-18, Class AS, Variable rate, due 03/25/2047		3136AVQD4	6,167,592	$610,540.43	0.01%
FANNIE MAE Series 2017-46, Class BY, 3%, due 06/25/2047		3136AWC96	597,364	$441,177.15	0.01%
FHLMC Multifamily Structured Pass Through Certs. Series K039, Class X3, Variable rate, due 08/25/2042		3137BDCY0	4,546,626	$723,571.66	0.01%
FHLMC Multifamily Structured Pass Through Certs. Series K734, Class X1, Variable rate, due 02/25/2026		3137FLN59	96,881,606	$308,722.92	0.01%
FHLMC Multifamily Structured Pass Through Certs. Series K734, Class XAM, Variable rate, due 02/25/2026		3137FLN75	68,018,000	$263,970.38	0.01%
FHLMC Multifamily Structured Pass Through Certs. Series K735, Class X1, Variable rate, due 05/25/2026		3137FMU83	40,589,029	$328,547.89	0.01%
FHLMC Multifamily Structured Pass Through Certs. Series K736, Class X1, Variable rate, due 07/25/2026		3137FNWZ9	47,694,046	$607,512.44	0.01%
FHLMC Multifamily Structured Pass Through Certs. Series K737, Class X1, Variable rate, due 10/25/2026		3137FQXL2	66,049,671	$540,874.15	0.01%
First Trust Intermediate Government Opportunities ETF	MGOV	33738D838	35,147	$711,199.55	0.01%
First Trust Structured Credit Income Opportunities ETF	SCIO	33738D770	14,956	$305,551.08	0.01%
FIVE 2023-V1 Series 2023-V1, Class XA, Variable rate, due 02/10/2056		337964AD2	30,152,166	$524,828.60	0.01%
Freddie Mac FG B70791, 4%, due 06/01/2039		3129882Y3	502,342	$496,732.05	0.01%
Freddie Mac FG G07100, 5.50%, due 07/01/2040		3128M9GH9	268,187	$272,671.33	0.01%
Freddie Mac FG G60114, 5.50%, due 06/01/2041		31335ADT2	253,667	$259,740.70	0.01%
Freddie Mac FG G60168, 4.50%, due 07/01/2045		31335AFH6	419,646	$410,407.36	0.01%
Freddie Mac FG Q14034, 3.50%, due 12/01/2042		3132HQPT3	275,540	$257,056.28	0.01%
Freddie Mac FG Q54651, 4.50%, due 03/01/2048		3132XXEZ8	303,717	$297,626.41	0.01%
Freddie Mac FG Q55037, 4.50%, due 04/01/2048		3132XXS34	495,835	$486,456.90	0.01%
Freddie Mac FG U64762, 4.50%, due 10/01/2045		3132MQFB7	709,469	$696,957.43	0.01%
Freddie Mac FG U90690, 3.50%, due 06/01/2042		3132H3XT5	563,276	$525,265.73	0.01%
Freddie Mac FH 760043, Variable rate, due 12/01/2048		31342WBL4	697,164	$699,920.59	0.01%
Freddie Mac Multiclass Certificates Series 2021-P011, Class X1, Variable rate, due 09/25/2045		3137H2NR1	3,945,174	$440,120.88	0.01%
FREDDIE MAC Series 2581, Class LL, 5.25%, due 03/15/2033		31393LYD9	574,000	$585,065.13	0.01%
FREDDIE MAC Series 2626, Class ZW, 5%, due 06/15/2033		31393VKU4	296,015	$297,032.75	0.01%
FREDDIE MAC Series 2626, Class ZX, 5%, due 06/15/2033		31393VKV2	645,312	$627,327.59	0.01%
FREDDIE MAC Series 3593, Class F, Variable rate, due 03/15/2036		31398KRU6	267,521	$265,202.45	0.01%
FREDDIE MAC Series 3622, Class PB, 5%, due 01/15/2040		31398LXJ2	457,859	$467,489.53	0.01%
FREDDIE MAC Series 3667, Class PL, 5%, due 05/15/2040		31398QFX0	324,661	$323,007.93	0.01%
FREDDIE MAC Series 3714, Class PB, 4.75%, due 08/15/2040		3137A0XA8	550,000	$542,074.89	0.01%
FREDDIE MAC Series 3999, Class WA, Variable rate, due 08/15/2040		3137ALAF6	262,635	$269,750.42	0.01%
FREDDIE MAC Series 4090, Class YZ, 4.50%, due 08/15/2042		3137AT5V0	748,633	$634,529.83	0.01%
FREDDIE MAC Series 4177, Class GL, 3%, due 03/15/2033		3137B16B3	732,650	$698,155.01	0.01%
FREDDIE MAC Series 4193, Class PB, 4%, due 04/15/2043		3137B1HG0	826,035	$725,092.45	0.01%
FREDDIE MAC Series 4211, Class PB, 3%, due 05/15/2043		3137B22X7	500,000	$433,073.40	0.01%
FREDDIE MAC Series 4512, Class W, Variable rate, due 05/15/2038		3137BLDP0	377,965	$390,159.90	0.01%
FREDDIE MAC Series 4546, Class ZT, 4%, due 01/15/2046		3137BMNX0	520,933	$385,744.55	0.01%
FREDDIE MAC Series 4600, Class WT, 3.50%, due 07/15/2036		3137BQXX0	771,702	$692,590.66	0.01%
FREDDIE MAC Series 4681, Class JY, 2.50%, due 05/15/2047		3137BYGP9	600,000	$492,166.32	0.01%
Freddie Mac Series 4774, Class SL, Variable rate, due 04/15/2048		3137F4W73	2,280,955	$258,911.92	0.01%
Freddie Mac Series 4842, Class FA, Variable rate, due 11/15/2048		3137FJG45	478,392	$465,285.40	0.01%
Freddie Mac Series 4910, Class SA, Variable rate, due 06/15/2049		3137FNHT0	5,530,345	$688,532.39	0.01%
Freddie Mac Series 4974, Class IA, 3.50%, due 12/25/2049		3137FTF28	2,515,155	$636,999.73	0.01%
Freddie Mac Series 5034, Class IO, Variable rate, due 05/01/2039		3137F6JT5	9,512,767	$687,330.72	0.01%
FreddieMac Strip Series 276, Class SS, Variable rate, due 09/15/2042		31325TUP2	5,083,548	$464,971.06	0.01%
GNMA G2 726317, 4.25%, due 06/20/2036		3620AQAS2	393,168	$375,831.68	0.01%
GNMA G2 748939, 4%, due 09/20/2040		3620C5BG1	453,037	$428,705.81	0.01%
GNMA G2 769102, 4.50%, due 07/20/2041		36176LGK5	721,552	$715,472.43	0.01%
GNMA G2 AD0026, 3.50%, due 06/20/2033		36180BA35	278,052	$268,127.62	0.01%
GNMA G2 AI6317, 4.50%, due 06/20/2044		36198TAS1	498,977	$483,211.35	0.01%
GNMA G2 BB1216, 4.50%, due 06/20/2047		3617ARK55	719,341	$697,618.78	0.01%
GNMA G2 BB4731, 4%, due 07/20/2047		3617AVHG6	339,801	$319,656.76	0.01%
GNMA G2 BB4757, 4%, due 08/20/2047		3617AVJA7	257,798	$245,363.71	0.01%
GNMA G2 BF0415, 5%, due 06/20/2035		3617G6N86	329,791	$327,502.88	0.01%
GNMA G2 BL6909, 5%, due 03/20/2049		3617JKVA8	260,902	$258,471.20	0.01%
GNMA GN 711563, 4.50%, due 03/15/2041		36297GQQ6	568,112	$570,387.00	0.01%
GNMA GN 737673, 4.50%, due 11/15/2040		3620ARQ20	568,838	$552,040.65	0.01%
GNMA GN 784343, 5%, due 02/15/2041		3622A2ZG0	307,907	$312,040.39	0.01%
GNMA Series 2004-105, Class JZ, 5%, due 12/20/2034		38374KGD9	274,669	$272,346.93	0.01%
GNMA Series 2004-49, Class MZ, 6%, due 06/20/2034		38374GV41	370,245	$379,693.70	0.01%
GNMA Series 2005-3, Class JZ, 5%, due 01/16/2035		38374KPS6	273,529	$269,926.18	0.01%
GNMA Series 2005-3, Class KZ, 5%, due 01/16/2035		38374KPT4	273,529	$270,106.06	0.01%
GNMA Series 2006-145, Class LZ, 3%, due 10/20/2046		38380BHQ1	353,878	$247,865.31	0.01%
GNMA Series 2006-38, Class OH, 6.50%, due 08/20/2036		38374NPM3	386,373	$385,383.57	0.01%
GNMA Series 2007-16, Class OZ, 6%, due 04/20/2037		38373MC32	532,300	$541,301.55	0.01%
GNMA Series 2007-71, Class ZD, 6%, due 11/20/2037		38375L4C1	396,993	$397,410.43	0.01%
GNMA Series 2008-47, Class ML, 5.25%, due 06/16/2038		38375XBM5	341,570	$347,216.06	0.01%
GNMA Series 2009-126, Class LB, 5%, due 12/20/2039		38376PWN6	732,000	$730,022.65	0.01%
GNMA Series 2009-32, Class SZ, 5.50%, due 05/16/2039		38374UCB5	477,240	$493,715.00	0.01%
GNMA Series 2009-61, Class PZ, 7.50%, due 08/20/2039		38376FEC2	339,490	$364,309.92	0.01%
GNMA Series 2009-61, Class WQ, Variable rate, due 11/16/2035		38376FJN3	6,099,872	$518,320.78	0.01%
GNMA Series 2009-75, Class JN, 5.50%, due 09/16/2039		38376CKS7	455,000	$447,734.24	0.01%
GNMA Series 2009-78, Class KZ, 5.50%, due 09/16/2039		38376FUK6	716,327	$714,768.65	0.01%
GNMA Series 2010-157, Class OP, 0%, due 12/20/2040		38377NF41	451,726	$385,222.43	0.01%
GNMA Series 2011-4, Class PZ, 5%, due 01/20/2041		38377TAY7	312,253	$311,739.14	0.01%
GNMA Series 2012-84, Class QS, Variable rate, due 07/16/2042		38375GGT2	5,002,336	$367,635.70	0.01%
GNMA Series 2013-183, Class PB, 4.50%, due 12/20/2043		38378PXC7	688,000	$654,821.13	0.01%
GNMA Series 2013-91, Class PB, 3.50%, due 09/20/2042		38378TTN0	675,372	$667,785.63	0.01%
GNMA Series 2014-94, Class Z, 4.50%, due 01/20/2044		38379CA89	659,970	$635,004.82	0.01%
GNMA Series 2015-137, Class WA, Variable rate, due 01/20/2038		38379QAH8	272,229	$279,846.21	0.01%
GNMA Series 20156-66, Class LI, 5%, due 05/16/2045		38379PC54	3,243,130	$277,117.04	0.01%
GNMA Series 2016-111, Class PI, 3.50%, due 06/20/2045		38379YV39	4,522,703	$576,725.08	0.01%
GNMA Series 2016-141, Class PC, 5%, due 10/20/2046		38380CAX1	464,000	$446,077.68	0.01%
GNMA Series 2017-123, Class IO, 5%, due 08/16/2047		38380F6N1	2,863,533	$534,804.81	0.01%
GNMA Series 2017-130, Class LS, Variable rate, due 08/16/2047		38380GAD6	3,569,835	$363,945.39	0.01%
GNMA Series 2017-133, Class JI, 7%, due 06/20/2041		38380HCX8	2,400,631	$253,911.34	0.01%
GNMA Series 2017-32, Class DI, 5.50%, due 05/20/2035		38380CS95	2,750,002	$314,397.80	0.01%
GNMA Series 2017-56, Class BI, 6%, due 04/16/2047		38376UJQ3	3,102,948	$420,333.04	0.01%
GNMA Series 2018-131, Class IA, 5%, due 04/20/2044		38380YZK4	4,156,292	$678,272.73	0.01%
GNMA Series 2018-44, Class Z, 2.50%, due 09/20/2047		38380VVB4	972,063	$709,140.73	0.01%
GNMA Series 2018-79, Class IO, 5%, due 06/20/2048		38380XDR5	3,456,207	$447,057.64	0.01%
GNMA Series 2020-62, Class IC, 2.50%, due 01/20/2050		38382FJZ8	3,000,000	$622,548.00	0.01%
GNMA Series 2021-46, Class IL, 3%, due 03/20/2051		38382P4V1	5,602,288	$684,195.14	0.01%
GS Mortgage-Backed Securities Trust Series 2019-PJ3, Class A1, Variable rate, due 03/25/2050		36257QAA4	310,062	$290,118.74	0.01%
JP Morgan Mortgage Trust Series 2015-IVR2, Class A5, Variable rate, due 01/25/2045		46644CAP3	696,955	$696,807.64	0.01%
JP Morgan Mortgage Trust Series 2019-8, Class A15, Variable rate, due 03/25/2050		46591KBE2	508,055	$458,962.10	0.01%
TIAA Bank Mortgage Loan Trust Series 2018-3, Class A1, Variable rate, due 11/25/2048		88632AAA6	724,763	$684,827.93	0.01%
2025-04-25 US 10yr Ultra Fut Jun25 C 114			-20	($19,687.50)	0.00%
2025-04-25 US LONG BOND(CBT) Jun25 C 118			-42	($42,656.25)	0.00%
2025-04-25 US ULTRA BOND CBT Jun25 C 122			-20	($35,000.00)	0.00%
2025-05-23 US 10YR NOTE (CBT)Jun25 C 111.50			-170	($162,031.25)	0.00%
2025-05-23 US 10YR NOTE (CBT)Jun25 P 105			-100	($1,562.50)	0.00%
2025-05-23 US 10YR NOTE (CBT)Jun25 P 109			-198	($55,687.50)	0.00%
2025-05-23 US 2YR NOTE (CBT) Jun25 C 103			-50	($65,625.00)	0.00%
2025-05-23 US 2YR NOTE (CBT) Jun25 C 103.75			-50	($24,218.80)	0.00%
2025-05-23 US 2YR NOTE (CBT) Jun25 P 102.25			-1,450	($45,312.50)	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	($54,687.50)	0.00%
2025-05-23 US 5YR NOTE (CBT) Jun25 C 108.50			-112	($66,500.00)	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	($3,726.64)	0.00%
2025-05-23 US LONG BOND(CBT) Jun25 C 118			-100	($160,937.50)	0.00%
2025-05-23 US LONG BOND(CBT) Jun25 C 124			-551	($172,187.50)	0.00%
2025-05-23 US LONG BOND(CBT) Jun25 P 104			-25	($781.25)	0.00%
2025-05-23 US LONG BOND(CBT) Jun25 P 105			-50	($2,343.75)	0.00%
2025-05-23 US LONG BOND(CBT) Jun25 P 106			-130	($6,093.76)	0.00%
2025-05-23 US LONG BOND(CBT) Jun25 P 113			-75	($41,015.63)	0.00%
2025-05-23 US ULTRA BOND CBT Jun25 C 124			-114	($197,718.76)	0.00%
2025-05-23 US ULTRA BOND CBT Jun25 C 128			-25	($18,750.00)	0.00%
2025-05-23 US ULTRA BOND CBT Jun25 P 115			-47	($22,031.25)	0.00%
2025-05-23 US ULTRA BOND CBT Jun25 P 119			-31	($44,078.13)	0.00%
2025-08-22 US 10YR NOTE (CBT)Sep25 C 115			-25	($13,671.88)	0.00%
2025-08-22 US 10YR NOTE (CBT)Sep25 P 107			-268	($92,125.00)	0.00%
2025-08-22 US 10YR NOTE (CBT)Sep25 P 108			-50	($26,562.50)	0.00%
2025-08-22 US 2YR NOTE (CBT) Sep25 C 104.50			-75	($32,812.50)	0.00%
2025-08-22 US 2YR NOTE (CBT) Sep25 P 102.50			-50	($5,468.80)	0.00%
2025-08-22 US 2YR NOTE (CBT) Sep25 P 103			-50	($14,843.80)	0.00%
2025-08-22 US 5YR NOTE (CBT) Sep25 C 109			-200	($159,375.00)	0.00%
2025-08-22 US 5YR NOTE (CBT) Sep25 C 110			-100	($50,000.00)	0.00%
2025-08-22 US 5YR NOTE (CBT) Sep25 P 105			-50	($6,640.65)	0.00%
2025-08-22 US 5YR NOTE (CBT) Sep25 P 106			-700	($213,281.60)	0.00%
2025-08-22 US 5YR NOTE (CBT) Sep25 P 106.50			-175	($75,195.40)	0.00%
2025-08-22 US LONG BOND(CBT) Sep25 C 128			-89	($47,281.25)	0.00%
2025-08-22 US LONG BOND(CBT) Sep25 P 108			-375	($169,921.88)	0.00%
2025-12-12 3 MONTH SOFR FUT Dec25 C 97.50			-1,000	($218,750.00)	0.00%
Bank Series 2019-BN23, Class XA, Variable rate, due 12/15/2052		06541RBC6	7,716,732	$206,437.25	0.00%
Countrywide Asset-Backed Certificates Series 2004-5, Class M1, Variable rate, due 08/25/2034		1266716K7	177,597	$177,547.73	0.00%
Countrywide Home Loans Series 2004-8, Class 2A1, 4.50%, due 06/25/2019		12669FZW6	29,528	$14,792.27	0.00%
Credit Suisse Mortgage Trust Series 2018-RPL9, Class A, Variable rate, due 09/25/2057		12654PAE8	248,725	$238,656.62	0.00%
Fannie Mae FN 190371, 6.50%, due 07/01/2036		31368HMU4	25,855	$26,845.88	0.00%
Fannie Mae FN 255190, 5.50%, due 05/01/2034		31371LNF2	14,234	$14,483.21	0.00%
Fannie Mae FN 255984, 4.50%, due 11/01/2025		31371MJ57	1,092	$1,087.58	0.00%
Fannie Mae FN 256181, 5.50%, due 03/01/2036		31371MRA7	46,247	$46,711.81	0.00%
Fannie Mae FN 256808, 5.50%, due 07/01/2037		31371NGR0	3,783	$3,743.38	0.00%
Fannie Mae FN 256936, 6%, due 10/01/2037		31371NLR4	29,835	$30,573.81	0.00%
Fannie Mae FN 555851, 6.50%, due 01/01/2033		31385XQC4	6,252	$6,448.75	0.00%
Fannie Mae FN 735415, 6.50%, due 12/01/2032		31402RAQ2	185,358	$193,830.67	0.00%
Fannie Mae FN 747097, 6%, due 10/01/2029		31403E7J0	12,886	$12,942.24	0.00%
Fannie Mae FN 788149, 5.50%, due 05/01/2033		31405FTE2	142,597	$144,924.91	0.00%
Fannie Mae FN 850000, 5.50%, due 01/01/2036		31408FKM0	156,459	$160,004.95	0.00%
Fannie Mae FN 871039, 5.50%, due 02/01/2037		31409GV86	29,325	$29,460.99	0.00%
Fannie Mae FN 888163, 7%, due 12/01/2033		31410FWY7	51,400	$53,718.41	0.00%
Fannie Mae FN 890149, 6.50%, due 10/01/2038		31410K5J9	6,559	$6,909.70	0.00%
Fannie Mae FN 890231, 5%, due 07/01/2025		31410LA85	547	$550.21	0.00%
Fannie Mae FN 930562, 5%, due 02/01/2039		31412NZ33	6,272	$6,319.59	0.00%
Fannie Mae FN 953115, 5.50%, due 11/01/2038		31413RK47	79,703	$80,935.15	0.00%
Fannie Mae FN 976871, 6.50%, due 08/01/2036		31414UW87	21,068	$21,730.69	0.00%
Fannie Mae FN 995097, 6.50%, due 10/01/2037		31416BNN4	9,893	$10,422.46	0.00%
Fannie Mae FN 995228, 6.50%, due 11/01/2038		31416BSR0	24,362	$25,665.49	0.00%
Fannie Mae FN AA3303, 5.50%, due 06/01/2038		31416LU53	63,964	$64,541.13	0.00%
Fannie Mae FN AB2133, 4%, due 01/01/2026		31416XLP3	813	$807.78	0.00%
Fannie Mae FN AD5222, 4.50%, due 05/01/2030		31418SYU7	4,047	$4,041.92	0.00%
Fannie Mae FN AE0137, 4.50%, due 03/01/2036		31419AEK9	114,835	$112,658.90	0.00%
Fannie Mae FN AH0979, 3.50%, due 01/01/2041		3138A2CR8	215,044	$198,535.09	0.00%
Fannie Mae FN AH1141, 4.50%, due 12/01/2040		3138A2HT9	69,202	$68,236.02	0.00%
Fannie Mae FN AI6093, 4.50%, due 06/01/2031		3138AKXX2	73,047	$73,200.24	0.00%
Fannie Mae FN AI6581, 4.50%, due 07/01/2041		3138ALJ32	16,705	$16,451.26	0.00%
Fannie Mae FN AI9114, 4%, due 06/01/2042		3138APDU9	250,519	$240,384.45	0.00%
Fannie Mae FN AL0212, 5.50%, due 02/01/2038		3138EGGW8	44,338	$45,196.58	0.00%
Fannie Mae FN AL2142, 6.50%, due 09/01/2038		3138EJLY2	46,301	$48,118.93	0.00%
Fannie Mae FN AL2892, 3.50%, due 12/01/2042		3138EKGA7	50,334	$46,896.88	0.00%
Fannie Mae FN AP1197, 3.50%, due 09/01/2042		3138M4KK7	166,401	$155,039.88	0.00%
Fannie Mae FN AP7963, 4%, due 09/01/2042		3138MBZ58	97,812	$94,007.66	0.00%
Fannie Mae FN AQ9999, 3%, due 02/01/2043		3138MSDD8	186,614	$168,099.54	0.00%
Fannie Mae FN AS7211, 3%, due 04/01/2046		3138WHAM4	136,110	$122,964.74	0.00%
Fannie Mae FN AS9990, 4.50%, due 07/01/2047		3138WLC43	159,302	$153,793.53	0.00%
Fannie Mae FN AT0332, 3%, due 04/01/2043		3138WMLN9	55,647	$50,632.82	0.00%
Fannie Mae FN AY0013, 4.50%, due 01/01/2045		3138YDAP4	55,924	$54,717.28	0.00%
Fannie Mae FN BH9428, 4.50%, due 09/01/2047		3140GYPN3	9,713	$9,453.33	0.00%
Fannie Mae FN BJ6232, 5%, due 04/01/2048		3140H74S3	31,322	$31,237.44	0.00%
Fannie Mae FN MA0096, 4.50%, due 06/01/2029		31417YDA2	36,798	$36,776.48	0.00%
Fannie Mae FN MA0295, 5%, due 01/01/2030		31417YKH9	15,497	$15,620.63	0.00%
Fannie Mae FN MA0777, 5%, due 06/01/2031		31417Y2K2	1,912	$1,936.68	0.00%
Fannie Mae FN MA1222, 4%, due 10/01/2032		31418ALC0	18,487	$18,256.43	0.00%
Fannie Mae FN MA1228, 3%, due 09/01/2042		31418ALJ5	38,887	$35,127.00	0.00%
Fannie Mae FN MA2509, 3%, due 01/01/2046		31418BYF7	1,655	$1,441.46	0.00%
Fannie Mae FN MA3101, 4.50%, due 08/01/2047		31418CNT7	128,011	$124,611.53	0.00%
Fannie Mae FN MA3123, 5%, due 08/01/2047		31418CPH1	82,942	$82,854.37	0.00%
FANNIE MAE Series 1996-51, Class AY, 7%, due 12/18/2026		31359KW45	2,780	$63.65	0.00%
FANNIE MAE Series 2001-34, Class SR, Variable rate, due 08/18/2031		313920PF1	1,734	$37.59	0.00%
FANNIE MAE Series 2001-42, Class SB, Variable rate, due 09/25/2031		313920B41	963	$960.62	0.00%
FANNIE MAE Series 2002-22, Class G, 6.50%, due 04/25/2032		31392CDZ4	3,683	$3,835.21	0.00%
FANNIE MAE Series 2002-80, Class CZ, 4.50%, due 09/25/2032		31392FLJ4	82,109	$78,133.84	0.00%
FANNIE MAE Series 2003-14, Class AT, 4%, due 03/25/2033		31392JGL7	5,184	$5,116.76	0.00%
FANNIE MAE Series 2003-21, Class OA, 4%, due 03/25/2033		31392JM71	15,183	$14,954.92	0.00%
FANNIE MAE Series 2003-32, Class UI, 6%, due 05/25/2033		31393BKD6	40,980	$6,156.56	0.00%
FANNIE MAE Series 2003-45, Class JB, 5.50%, due 06/25/2033		31393CSV6	218,181	$223,773.84	0.00%
FANNIE MAE Series 2003-63, Class F1, Variable rate, due 11/25/2027		31393DRP8	6,443	$6,427.53	0.00%
FANNIE MAE Series 2004-25, Class LC, 5.50%, due 04/25/2034		31393XRL3	147,295	$152,364.95	0.00%
FANNIE MAE Series 2004-25, Class UC, 5.50%, due 04/25/2034		31393XSN8	160,662	$166,192.08	0.00%
FANNIE MAE Series 2004-28, Class ZH, 5.50%, due 05/25/2034		31393YES0	50,419	$49,660.17	0.00%
FANNIE MAE Series 2005-2, Class S, Variable rate, due 02/25/2035		31394CCK6	883,682	$70,338.98	0.00%
FANNIE MAE Series 2005-2, Class TB, Variable rate, due 07/25/2033		31394CCQ3	190,519	$1,256.15	0.00%
FANNIE MAE Series 2005-29, Class ZT, 5%, due 04/25/2035		31394DGJ3	67,815	$65,922.09	0.00%
FANNIE MAE Series 2005-40, Class SA, Variable rate, due 05/25/2035		31394DQF0	40,364	$3,362.86	0.00%
FANNIE MAE Series 2005-79, Class NS, Variable rate, due 09/25/2035		31394FHE8	23,300	$1,874.54	0.00%
FANNIE MAE Series 2005-95, Class WZ, 6%, due 11/25/2035		31394UET5	67,129	$68,711.27	0.00%
FANNIE MAE Series 2006-117, Class GF, Variable rate, due 12/25/2036		31396LC99	127,953	$126,556.70	0.00%
FANNIE MAE Series 2006-15, Class IS, Variable rate, due 03/25/2036		31395BVS9	27,393	$3,296.59	0.00%
FANNIE MAE Series 2006-20, Class PI, Variable rate, due 11/25/2030		31395BW33	248,705	$10,142.68	0.00%
FANNIE MAE Series 2006-31, Class PZ, 6%, due 05/25/2036		31395DAL3	31,023	$32,321.13	0.00%
FANNIE MAE Series 2006-5, Class 2A2, Variable rate, due 02/25/2035		31394VL57	24,862	$25,152.12	0.00%
FANNIE MAE Series 2006-5, Class N2, Variable rate, due 02/25/2035		31394VL99	11,224,971	$0.00	0.00%
FANNIE MAE Series 2006-85, Class MZ, 6.50%, due 09/25/2036		31396KB50	27,992	$29,418.46	0.00%
FANNIE MAE Series 2007-116, Class PB, 5.50%, due 08/25/2035		31396X7A6	190,231	$197,197.12	0.00%
FANNIE MAE Series 2007-117, Class MD, 5.50%, due 07/25/2037		31396YBM3	42,907	$44,235.86	0.00%
FANNIE MAE Series 2007-25, Class FB, Variable rate, due 04/25/2037		31396VCB2	17,397	$17,179.99	0.00%
FANNIE MAE Series 2008-17, Class IP, 6.50%, due 02/25/2038		31396YSL7	2,968	$92.25	0.00%
FANNIE MAE Series 2008-3, Class FZ, Variable rate, due 02/25/2038		31396YJD5	140,314	$135,941.67	0.00%
FANNIE MAE Series 2008-8, Class ZA, 5%, due 02/25/2038		31396YHW5	16,218	$15,726.24	0.00%
FANNIE MAE Series 2009-106, Class SN, Variable rate, due 01/25/2040		31398GUS6	109,973	$10,170.07	0.00%
FANNIE MAE Series 2009-115, Class HZ, 5%, due 01/25/2040		31398GMM8	41,086	$41,074.79	0.00%
FANNIE MAE Series 2009-91, Class HL, 5%, due 11/25/2039		31398FTF8	138,531	$140,618.33	0.00%
FANNIE MAE Series 2009-92, Class DB, 5%, due 11/25/2039		31398FVJ7	97,000	$97,066.40	0.00%
FANNIE MAE Series 2010-115, Class PO, 0%, due 04/25/2040		31398NNU4	62,350	$54,358.37	0.00%
FANNIE MAE Series 2010-129, Class SM, Variable rate, due 11/25/2040		31398SGL1	149,404	$7,183.06	0.00%
FANNIE MAE Series 2010-21, Class KO, 0%, due 03/25/2040		31398MUM6	109,205	$95,125.04	0.00%
FANNIE MAE Series 2010-3, Class DZ, 4.50%, due 02/25/2040		31398G3T4	223,321	$205,787.31	0.00%
FANNIE MAE Series 2010-38, Class KC, 4.50%, due 04/25/2040		31398PEC9	229,646	$228,145.81	0.00%
FANNIE MAE Series 2010-68, Class BI, 5.50%, due 07/25/2050		31398THN4	239,841	$62,439.08	0.00%
FANNIE MAE Series 2011-101, Class EI, 3.50%, due 10/25/2026		3136A1ZF5	264,288	$2,484.89	0.00%
FANNIE MAE Series 2011-123, Class JS, Variable rate, due 03/25/2041		3136A2PK3	2,013,559	$122,405.08	0.00%
FANNIE MAE Series 2011-30, Class LS, Variable rate, due 04/25/2041		31397SMD3	70,347	$4,406.49	0.00%
FANNIE MAE Series 2011-30, Class ZB, 5%, due 04/25/2041		31397SMA9	150,812	$147,871.15	0.00%
FANNIE MAE Series 2011-52, Class GB, 5%, due 06/25/2041		31397S7M0	224,243	$227,797.26	0.00%
FANNIE MAE Series 2011-74, Class TQ, Variable rate, due 12/25/2033		3136A0JB4	118,504	$13,127.08	0.00%
FANNIE MAE Series 2011-9, Class AZ, 5%, due 05/25/2040		31397QNH7	121,517	$121,755.95	0.00%
FANNIE MAE Series 2012-101, Class AI, 3%, due 06/25/2027		3136A75X6	9,294	$2.27	0.00%
FANNIE MAE Series 2012-103, Class HI, 3%, due 09/25/2027		3136A8ZJ2	845,436	$17,337.09	0.00%
FANNIE MAE Series 2012-118, Class IB, 3.50%, due 11/25/2042		3136A92Y3	109,624	$16,627.21	0.00%
FANNIE MAE Series 2012-122, Class SD, 4%, due 05/25/2043		3136ADZ44	809,754	$154,272.45	0.00%
FANNIE MAE Series 2012-133, Class KO, 0%, due 12/25/2042		3136AAZM0	435,138	$214,406.59	0.00%
FANNIE MAE Series 2012-66, Class DI, 3.50%, due 06/25/2027		3136A6A53	35,167	$762.51	0.00%
FANNIE MAE Series 2013-105, Class KO, 0%, due 10/25/2043		3136AGQC9	104,439	$91,059.23	0.00%
FANNIE MAE Series 2013-106, Class KN, 3%, due 10/25/2043		3136AGC91	195,852	$152,695.76	0.00%
FANNIE MAE Series 2013-13, Class IK, 2.50%, due 03/25/2028		3136ACE56	130,675	$3,260.77	0.00%
FANNIE MAE Series 2013-23, Class ZB, 3%, due 03/25/2043		3136ADCB3	54,578	$37,564.38	0.00%
FANNIE MAE Series 2013-55, Class AI, 3%, due 06/25/2033		3136AEQT7	363,569	$30,860.43	0.00%
FANNIE MAE Series 2013-70, Class JZ, 3%, due 07/25/2043		3136AEZ67	142,199	$126,631.31	0.00%
FANNIE MAE Series 2014-29, Class GI, 3%, due 05/25/2029		3136AJV86	26,133	$760.16	0.00%
FANNIE MAE Series 2014-46, Class KA, Variable rate, due 08/25/2044		3136AKVK6	246,821	$105,503.14	0.00%
FANNIE MAE Series 2014-68, Class GI, 4.50%, due 10/25/2043		3136ALRP8	66,796	$3,823.88	0.00%
FANNIE MAE Series 2014-84, Class LI, 3.50%, due 12/25/2026		3136AL2S9	105,241	$1,191.29	0.00%
FANNIE MAE Series 2015-93, Class KI, 3%, due 09/25/2044		3136AQT75	8,203	$43.78	0.00%
FANNIE MAE Series 2016-74, Class HI, 3.50%, due 10/25/2046		3136ATD76	279,951	$51,852.55	0.00%
FANNIE MAE Series 2016-84, Class DF, Variable rate, due 11/25/2046		3136AUKR1	178,980	$175,204.52	0.00%
FANNIEMAE STRIP Series 320, Class 2, 7%, due 04/25/2032		3136FAJF8	43,093	$6,342.33	0.00%
FANNIEMAE STRIP Series 323, Class 6, 6%, due 01/25/2032		3136FAMX5	38,700	$4,135.53	0.00%
FANNIEMAE STRIP Series 324, Class 2, 6.50%, due 07/25/2032		3136FANS5	95,654	$10,547.89	0.00%
FANNIEMAE STRIP Series 345, Class 14, 6%, due 03/25/2034		3136FCCR5	126,926	$16,094.44	0.00%
FANNIEMAE STRIP Series 348, Class 17, 7.50%, due 12/25/2033		3136FCEX0	24,001	$2,698.70	0.00%
FANNIEMAE STRIP Series 348, Class 18, Variable rate, due 12/25/2033		3136FCEY8	36,746	$4,827.44	0.00%
FANNIEMAE STRIP Series 359, Class 6, 5%, due 11/25/2035		3136FCTX4	66,093	$8,810.17	0.00%
FANNIEMAE STRIP Series 362, Class 13, 6%, due 08/25/2035		3136FCWD4	53,439	$7,734.47	0.00%
FANNIEMAE STRIP Series 409, Class 49, Variable rate, due 11/25/2041		3136FLCA2	213,391	$30,583.99	0.00%
FANNIEMAE STRIP Series 409, Class 53, Variable rate, due 04/25/2042		3136FLCE4	241,135	$34,581.38	0.00%
FHLMC Multifamily Structured Pass Through Certs. Series K047, Class X3, Variable rate, due 06/25/2043		3137BKRL6	128,644,992	$168,409.16	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	$239,879.53	0.00%
Flagstar Mortgage Trust Series 2018-2, Class A4, Variable rate, due 04/25/2048		33851HAD5	143,393	$139,596.13	0.00%
Freddie Mac - SCRT Series 2019-2, Class HA, 3%, due 08/25/2058		35563PKB4	0	$0.07	0.00%
Freddie Mac FG A19763, 5%, due 04/01/2034		31296UZ46	58,540	$58,360.23	0.00%
Freddie Mac FG A47937, 5.50%, due 08/01/2035		3128K8ZA7	115,493	$117,664.90	0.00%
Freddie Mac FG A48972, 5.50%, due 05/01/2036		3128K96H2	53,460	$54,588.16	0.00%
Freddie Mac FG A54675, 5.50%, due 01/01/2036		3128KHFQ4	50,182	$51,384.07	0.00%
Freddie Mac FG A65324, 5.50%, due 09/01/2037		3128KV4H5	109,663	$112,288.44	0.00%
Freddie Mac FG A7828, 3.50%, due 08/01/2035		3128K8VV5	241,004	$229,053.29	0.00%
Freddie Mac FG A97294, 4%, due 02/01/2041		312946C79	62,676	$60,334.10	0.00%
Freddie Mac FG C01310, 6.50%, due 03/01/2032		31292HN34	1,758	$1,826.67	0.00%
Freddie Mac FG C03458, 5%, due 02/01/2040		31292KZX8	7,548	$7,614.41	0.00%
Freddie Mac FG C04269, 3%, due 10/01/2042		31292LW68	70,327	$63,508.37	0.00%
Freddie Mac FG C91482, 3.50%, due 07/01/2032		3128P7UF8	10,590	$10,368.04	0.00%
Freddie Mac FG E02883, 4%, due 04/01/2026		31294MFY2	1,855	$1,845.40	0.00%
Freddie Mac FG G01443, 6.50%, due 08/01/2032		31283HS89	8,407	$8,701.24	0.00%
Freddie Mac FG G02017, 5%, due 12/01/2035		3128LXG20	160,733	$161,757.69	0.00%
Freddie Mac FG G04814, 5.50%, due 10/01/2038		3128M6VF2	76,966	$78,275.48	0.00%
Freddie Mac FG G05173, 4.50%, due 11/01/2031		3128M7CJ3	9,802	$9,729.66	0.00%
Freddie Mac FG G05275, 5.50%, due 02/01/2039		3128M7FQ4	90,292	$91,792.13	0.00%
Freddie Mac FG G05449, 4.50%, due 05/01/2039		3128M7L61	41,661	$41,174.79	0.00%
Freddie Mac FG G06583, 5%, due 06/01/2041		3128M8UG7	120,194	$121,256.58	0.00%
Freddie Mac FG G07266, 4%, due 12/01/2042		3128M9MP4	32,066	$30,688.94	0.00%
Freddie Mac FG G07329, 4%, due 01/01/2043		3128M9PN6	231,051	$222,172.52	0.00%
Freddie Mac FG G07683, 4%, due 03/01/2044		3128M92Q4	246,810	$236,788.26	0.00%
Freddie Mac FG G08113, 6.50%, due 02/01/2036		3128MJDT4	1,205	$1,254.86	0.00%
Freddie Mac FG G14088, 4%, due 02/01/2026		3128MCXR1	2,603	$2,596.05	0.00%
Freddie Mac FG G14348, 4%, due 10/01/2026		3128MDBR3	23,879	$23,764.63	0.00%
Freddie Mac FG G15949, 4%, due 01/01/2029		3128MEZN4	5,108	$5,091.03	0.00%
Freddie Mac FG G60020, 4.50%, due 12/01/2043		31335AAV0	6,766	$6,557.81	0.00%
Freddie Mac FG G60194, 3.50%, due 08/01/2045		31335AGB8	157,462	$145,769.53	0.00%
Freddie Mac FG G60808, 3%, due 10/01/2046		31335A3R7	148,382	$131,842.85	0.00%
Freddie Mac FG H09034, 5.50%, due 05/01/2037		3128UNBB7	2,023	$2,041.73	0.00%
Freddie Mac FG N70075, 5%, due 01/01/2035		31281LCL0	64,735	$64,500.29	0.00%
Freddie Mac FG N70081, 5.50%, due 07/01/2038		31281LCS5	181,520	$183,677.42	0.00%
Freddie Mac FG Q07189, 4%, due 04/01/2042		3132GSKA6	39,521	$38,035.37	0.00%
Freddie Mac FG Q07479, 3.50%, due 04/01/2042		3132GSUC1	13,537	$12,628.93	0.00%
Freddie Mac FG Q11791, 3.50%, due 10/01/2042		3132HM7C9	53,293	$49,717.35	0.00%
Freddie Mac FG Q11836, 3.50%, due 10/01/2042		3132HNBD0	38,449	$35,869.25	0.00%
Freddie Mac FG U50165, 4%, due 05/01/2032		3132GHBH5	158,914	$157,325.59	0.00%
Freddie Mac FG U80212, 3.50%, due 02/01/2033		3132G7GV1	39,718	$38,542.88	0.00%
Freddie Mac FG U90245, 3.50%, due 10/01/2042		3132H3HW6	59,637	$55,612.74	0.00%
Freddie Mac FG U90932, 3%, due 02/01/2043		3132H4A92	8,191	$7,388.40	0.00%
Freddie Mac FG U99096, 4.50%, due 05/01/2044		3132H7DA9	89,376	$87,028.03	0.00%
FREDDIE MAC Series 2089, Class PJ, 7%, due 10/15/2028		3133TGKG3	406	$24.73	0.00%
FREDDIE MAC Series 2102, Class Z, 6%, due 12/15/2028		3133THHD2	1,667	$1,692.04	0.00%
Freddie Mac Series 2410, Class OG, 6.375%, due 02/15/2032		31339NKJ4	119,855	$122,196.91	0.00%
Freddie Mac Series 2437, Class SA, Variable rate, due 01/15/2029		31339WW85	58,980	$2,969.84	0.00%
FREDDIE MAC Series 2557, Class HL, 5.30%, due 01/15/2033		31393JLU0	106,111	$106,634.65	0.00%
FREDDIE MAC Series 2564, Class AC, 5.50%, due 02/15/2033		31393LFT5	67,273	$68,955.10	0.00%
FREDDIE MAC Series 2574, Class PE, 5.50%, due 02/15/2033		31393L2Q5	160,076	$164,934.75	0.00%
FREDDIE MAC Series 2577, Class LI, 5.50%, due 02/15/2033		31393LCM3	65,125	$6,887.68	0.00%
FREDDIE MAC Series 2597, Class AE, 5.50%, due 04/15/2033		31393NTQ2	7,865	$7,888.94	0.00%
FREDDIE MAC Series 2793, Class PE, 5%, due 05/15/2034		31394YH98	194,479	$197,553.00	0.00%
FREDDIE MAC Series 2907, Class DZ, 4%, due 12/15/2034		31395KL92	209,980	$205,068.21	0.00%
FREDDIE MAC Series 3031, Class BI, Variable rate, due 08/15/2035		31396AAK0	70,668	$6,707.61	0.00%
FREDDIE MAC Series 3074, Class ZH, 5.50%, due 11/15/2035		31396FPT4	26,000	$26,106.39	0.00%
FREDDIE MAC Series 3117, Class ZU, 6%, due 02/15/2036		31396HX79	80,861	$87,183.71	0.00%
FREDDIE MAC Series 3274, Class B, 6%, due 02/15/2037		31397F5S7	24,178	$25,552.37	0.00%
FREDDIE MAC Series 3322, Class NF, Variable rate, due 05/15/2037		31397HM70	138,368	$121,581.54	0.00%
FREDDIE MAC Series 3340, Class PF, Variable rate, due 07/15/2037		31397JSA3	29,623	$29,268.14	0.00%
FREDDIE MAC Series 3360, Class CB, 5.50%, due 08/15/2037		31397KDY4	41,893	$43,688.74	0.00%
FREDDIE MAC Series 3380, Class FS, Variable rate, due 11/15/2036		31397KTL5	46,706	$45,571.59	0.00%
FREDDIE MAC Series 3406, Class B, 6%, due 01/15/2038		31397PRT9	131,716	$136,173.36	0.00%
FREDDIE MAC Series 3413, Class B, 5.50%, due 04/15/2037		31397RCQ7	73,595	$76,833.06	0.00%
FREDDIE MAC Series 3420, Class AZ, 5.50%, due 02/15/2038		31397RDR4	131,848	$131,237.27	0.00%
FREDDIE MAC Series 3448, Class SA, Variable rate, due 05/15/2038		31397TJN3	103,820	$1,239.63	0.00%
FREDDIE MAC Series 3550, Class LL, 4.50%, due 07/15/2039		31398EXD1	177,000	$173,672.62	0.00%
FREDDIE MAC Series 3572, Class JS, Variable rate, due 09/15/2039		31398JSS3	635,741	$41,198.99	0.00%
FREDDIE MAC Series 3585, Class QZ, 5%, due 08/15/2039		31398KHZ6	38,841	$33,860.42	0.00%
FREDDIE MAC Series 3587, Class FX, Variable rate, due 12/15/2037		31398KD98	78,165	$70,288.55	0.00%
FREDDIE MAC Series 3645, Class WD, 4.50%, due 02/15/2040		31398VFK7	107,000	$104,755.11	0.00%
FREDDIE MAC Series 3735, Class IK, 3.50%, due 10/15/2025		3137GAFM4	31,907	$212.45	0.00%
FREDDIE MAC Series 3735, Class JI, 4.50%, due 10/15/2030		3137GAFQ5	37,510	$2,664.45	0.00%
FREDDIE MAC Series 3740, Class SC, Variable rate, due 10/15/2040		3137GARQ2	163,954	$16,330.86	0.00%
FREDDIE MAC Series 3770, Class GZ, 4.50%, due 10/15/2040		3137A4LR6	170,691	$148,297.17	0.00%
FREDDIE MAC Series 4012, Class GC, 3.50%, due 06/15/2040		3137AMMY0	9,112	$9,056.24	0.00%
FREDDIE MAC Series 4015, Class KB, 1.75%, due 05/15/2041		3137ANCR4	14,974	$14,015.50	0.00%
FREDDIE MAC Series 4021, Class IP, 3%, due 03/15/2027		3137AMGA9	79,831	$1,511.04	0.00%
FREDDIE MAC Series 4030, Class IL, 3.50%, due 04/15/2027		3137APLG3	67,333	$873.43	0.00%
FREDDIE MAC Series 4054, Class AI, 3%, due 04/15/2027		3137APVG2	132,878	$1,427.35	0.00%
FREDDIE MAC Series 4097, Class ES, Variable rate, due 08/15/2042		3137ATJQ6	20,980	$2,247.77	0.00%
FREDDIE MAC Series 4097, Class SA, Variable rate, due 08/15/2042		3137ATPL0	1,912,811	$196,834.37	0.00%
FREDDIE MAC Series 4103, Class HI, 3%, due 09/15/2027		3137AUAF6	84,841	$2,009.50	0.00%
FREDDIE MAC Series 4116, Class AS, Variable rate, due 10/15/2042		3137AVJZ1	23,262	$3,035.78	0.00%
FREDDIE MAC Series 4121, Class HI, 3.50%, due 10/15/2027		3137AV5X1	298,581	$6,631.12	0.00%
FREDDIE MAC Series 4136, Class TU, Variable rate, due 08/15/2042		3137AWMU6	217,929	$35,128.19	0.00%
FREDDIE MAC Series 4145, Class YI, 3%, due 12/15/2027		3137AWVX0	112,084	$2,532.74	0.00%
FREDDIE MAC Series 4151, Class DI, 3.50%, due 11/15/2031		3137AXJW4	126,900	$919.09	0.00%
FREDDIE MAC Series 4193, Class AI, 3%, due 04/15/2028		3137B1GZ9	1,142,846	$32,992.24	0.00%
FREDDIE MAC Series 4226, Class NS, Variable rate, due 01/15/2043		3137B3FV5	11,838	$6,448.32	0.00%
FREDDIE MAC Series 4387, Class IE, 2.50%, due 11/15/2028		3137BDZM1	975,363	$21,194.74	0.00%
FREDDIE MAC Series 4520, Class AI, 3.50%, due 10/15/2035		3137BLTL2	55,251	$4,988.41	0.00%
FREDDIE MAC Series 4546, Class PZ, 4%, due 12/15/2045		3137BMNB8	307,744	$228,418.88	0.00%
FREDDIE MAC Series 4568, Class MZ, 4%, due 04/15/2046		3137BPBU2	159,904	$111,538.78	0.00%
FREDDIE MAC Series 4591, Class GI, 4%, due 12/15/2044		3137BQPQ4	770,614	$87,471.57	0.00%
FREDDIE MAC Series 4605, Class KS, Variable rate, due 08/15/2043		3137BR2M6	136,619	$73,535.35	0.00%
FREDDIE MAC Series 4609, Class YI, 4%, due 04/15/2054		3137BRGT6	98,864	$2,874.66	0.00%
FreddieMac Strip Series 243, Class 11, Variable rate, due 08/15/2036		31282YWM7	100,404	$12,029.29	0.00%
FreddieMac Strip Series 267, Class S5, Variable rate, due 08/15/2042		31325TN96	257,945	$25,886.78	0.00%
FreddieMac Strip Series 299, Class S1, Variable rate, due 01/15/2043		31325TYW3	162,288	$17,716.63	0.00%
FreddieMac Strip Series 303, Class C2, 3.50%, due 01/15/2028		31325UDY9	81,674	$2,081.43	0.00%
FreddieMac Strip Series 304, Class C37, 3.50%, due 12/15/2027		31325UPS9	35,289	$801.60	0.00%
FreddieMac Strip Series 304, Class C40, 3.50%, due 09/15/2026		31325UPV2	90,739	$945.99	0.00%
GMAC Mortgage Corporation Loan Trust Series 2003-J10, Class A1, 4.75%, due 01/25/2019		36185NM72	723	$697.65	0.00%
GNMA G2 3227, 6%, due 04/20/2032		36202DSQ5	22,467	$23,226.49	0.00%
GNMA G2 745478, 5%, due 08/20/2040		3620C1FT8	207,124	$204,905.24	0.00%
GNMA G2 754384, 4.50%, due 03/20/2042		36230N2R5	63,537	$63,550.69	0.00%
GNMA G2 AG8899, 4%, due 12/20/2043		36182D3G8	29,433	$28,014.13	0.00%
GNMA G2 AK2389, 4.50%, due 11/20/2044		36183KUN6	241,447	$234,233.90	0.00%
GNMA G2 AR8421, 5%, due 10/20/2041		36193FLA3	135,999	$134,592.82	0.00%
GNMA G2 BB4769, 4%, due 08/20/2047		3617AVJN9	154,799	$145,794.36	0.00%
GNMA G2 BD0483, 4.50%, due 11/20/2047		3617BFRC8	218,356	$211,291.88	0.00%
GNMA G2 MA1162, 6%, due 07/20/2043		36179NJF6	68,094	$71,317.41	0.00%
GNMA G2 MA2215, 3.50%, due 09/20/2044		36179QN80	9,599	$8,719.05	0.00%
GNMA G2 MA2759, 6%, due 01/20/2045		36179RB40	59,036	$61,753.76	0.00%
GNMA G2 MA2897, 6%, due 03/20/2045		36179RGE3	28,708	$30,067.67	0.00%
GNMA GN 487108, 6%, due 04/15/2029		36210BDM4	30,466	$31,425.88	0.00%
GNMA GN 553144, 5.50%, due 04/15/2033		36213FP56	16,536	$16,771.73	0.00%
GNMA GN 604338, 5%, due 05/15/2033		36200MLT8	61,437	$61,916.91	0.00%
GNMA GN 604897, 5%, due 12/15/2033		36200M7J6	47,565	$47,615.04	0.00%
GNMA GN 605389, 5%, due 04/15/2034		36200NRJ2	59,213	$59,385.73	0.00%
GNMA GN 615403, 4.50%, due 08/15/2033		36290RU43	133,324	$131,969.04	0.00%
GNMA GN 627123, 5.50%, due 03/15/2034		36291FVQ8	4,660	$4,709.46	0.00%
GNMA GN 638704, 5.50%, due 11/15/2036		36291URZ0	61,144	$63,716.10	0.00%
GNMA GN 653143, 4.90%, due 04/15/2036		36292MS86	63,813	$64,194.46	0.00%
GNMA GN 658324, 5.50%, due 03/15/2037		36294SLD7	209,301	$215,658.87	0.00%
GNMA GN 677190, 5%, due 06/15/2038		36295QKB5	72,099	$72,956.44	0.00%
GNMA GN 687833, 6%, due 08/15/2038		36296DEE4	11,169	$11,678.49	0.00%
GNMA GN 706840, 4.50%, due 05/15/2040		36297BHR5	37,327	$37,476.61	0.00%
GNMA GN 706855, 4.50%, due 09/15/2040		36297BH87	155,508	$156,130.55	0.00%
GNMA GN 711483, 4%, due 01/15/2040		36297GM80	168,472	$163,360.82	0.00%
GNMA GN 711543, 4%, due 11/15/2040		36297GP46	85,892	$83,266.71	0.00%
GNMA GN 723216, 4.50%, due 08/15/2040		3620A9N98	177,373	$172,355.31	0.00%
GNMA GN 723248, 5%, due 10/15/2039		3620A9P96	46,066	$46,627.77	0.00%
GNMA GN 724230, 5%, due 08/15/2039		3620AAST6	158,082	$159,075.23	0.00%
GNMA GN 724267, 5%, due 09/15/2039		3620AATY4	42,757	$43,019.05	0.00%
GNMA GN 724340, 4.50%, due 09/15/2039		3620AAV96	114,954	$112,628.21	0.00%
GNMA GN 725272, 4.50%, due 11/15/2039		3620ABW93	72,307	$70,883.47	0.00%
GNMA GN 726394, 4.50%, due 10/15/2039		3620AC7F5	27,676	$27,145.28	0.00%
GNMA GN 733595, 4.50%, due 04/15/2040		3620AL7G3	141,670	$138,481.70	0.00%
GNMA GN 733733, 5%, due 06/15/2040		3620AMEE8	56,851	$57,107.35	0.00%
GNMA GN 736617, 4%, due 12/15/2035		3620AQK69	79,290	$75,910.20	0.00%
GNMA GN 737996, 4%, due 02/15/2041		3620AR3D1	125,928	$119,458.35	0.00%
GNMA GN 743673, 4.50%, due 07/15/2040		3620AYFN1	100,214	$98,519.90	0.00%
GNMA GN 762905, 4.50%, due 04/15/2041		36176DKS1	223,996	$218,936.30	0.00%
GNMA GN 781623, 5%, due 06/15/2033		36225BYU6	180,156	$180,675.68	0.00%
GNMA GN 781697, 6%, due 11/15/2033		36225B3E6	27,336	$28,457.35	0.00%
GNMA GN 781824, 5.50%, due 11/15/2034		36241KAZ1	152,408	$156,558.06	0.00%
GNMA GN 781862, 5.50%, due 01/15/2035		36241KB72	5,734	$5,919.64	0.00%
GNMA GN 782070, 7%, due 06/15/2032		36241KJP4	7,478	$7,646.71	0.00%
GNMA GN 782810, 4.50%, due 11/15/2039		36241LDP8	31,689	$31,192.70	0.00%
GNMA GN 783091, 5.50%, due 06/15/2040		36241LNG7	53,221	$54,904.70	0.00%
GNMA GN 783375, 5%, due 08/15/2041		36241LXC5	96,720	$97,261.15	0.00%
GNMA GN 783760, 5%, due 02/15/2042		3622A2E99	140,661	$142,583.49	0.00%
GNMA GN AN4469, 5%, due 12/15/2040		36186G6E9	58,267	$57,822.54	0.00%
GNMA Series 2003-18, Class PG, 5.50%, due 03/20/2033		38373SM61	183,010	$182,514.82	0.00%
GNMA Series 2003-4, Class MZ, 5.50%, due 01/20/2033		38373YD92	102,769	$102,495.07	0.00%
GNMA Series 2003-62, Class MZ, 5.50%, due 07/20/2033		38374BDT7	147,762	$148,466.14	0.00%
GNMA Series 2003-84, Class Z, 5.50%, due 10/20/2033		38374CYN5	113,409	$114,416.34	0.00%
GNMA Series 2004-105, Class KA, 5%, due 12/16/2034		38374KFR9	173,217	$172,873.37	0.00%
GNMA Series 2004-37, Class B, 6%, due 04/17/2034		38374GSA1	64,770	$65,487.65	0.00%
GNMA Series 2004-68, Class ZC, 6%, due 08/20/2034		38374HVU1	26,287	$26,677.55	0.00%
GNMA Series 2004-71, Class ST, Variable rate, due 09/20/2034		38374JBT2	31,581	$31,917.52	0.00%
GNMA Series 2004-88, Class SM, Variable rate, due 10/16/2034		38374JPK6	151,696	$4,211.54	0.00%
GNMA Series 2005-33, Class AY, 5.50%, due 04/16/2035		38374K2D4	80,351	$80,681.54	0.00%
GNMA Series 2005-41, Class PA, 4%, due 05/20/2035		38374LCL3	72,883	$71,519.04	0.00%
GNMA Series 2005-93, Class PO, 0%, due 06/20/2035		38374MLY3	130,611	$122,009.58	0.00%
GNMA Series 2006-61, Class ZA, 5%, due 11/20/2036		38374NV20	219,664	$218,989.35	0.00%
GNMA Series 2007-27, Class SD, Variable rate, due 05/20/2037		38375JJ71	85,918	$2,862.33	0.00%
GNMA Series 2007-41, Class OL, 0%, due 07/20/2037		38375KWU2	67,189	$62,299.90	0.00%
GNMA Series 2007-42, Class SB, Variable rate, due 07/20/2037		38375KYH9	129,659	$5,988.63	0.00%
GNMA Series 2007-81, Class FZ, Variable rate, due 12/20/2037		38374DKM0	172,911	$172,714.33	0.00%
GNMA Series 2008-33, Class XS, Variable rate, due 04/16/2038		38375QFE4	65,705	$3,980.08	0.00%
GNMA Series 2008-54, Class PE, 5%, due 06/20/2038		3837427Z0	98,810	$98,982.32	0.00%
GNMA Series 2008-71, Class JI, 6%, due 04/20/2038		38375XME1	286,708	$139.68	0.00%
GNMA Series 2009-106, Class SL, Variable rate, due 04/20/2036		38376JCQ5	2,527,036	$115,716.03	0.00%
GNMA Series 2009-106, Class WZ, 5.50%, due 11/16/2039		38376JCK8	57,990	$57,150.47	0.00%
GNMA Series 2009-14, Class KI, 6.50%, due 03/20/2039		38374XBQ7	78,377	$5,276.79	0.00%
GNMA Series 2009-14, Class KS, Variable rate, due 03/20/2039		38374XAM7	25,718	$883.32	0.00%
GNMA Series 2009-25, Class SE, Variable rate, due 09/20/2038		38374XSE6	60,605	$2,322.40	0.00%
GNMA Series 2009-79, Class OK, 0%, due 11/16/2037		38376CXX2	70,585	$61,398.84	0.00%
GNMA Series 2009-81, Class TZ, 5.50%, due 09/20/2039		38376F4G4	168,547	$168,258.95	0.00%
GNMA Series 2009-94, Class AL, 5%, due 10/20/2039		38376K2G5	63,246	$63,688.29	0.00%
GNMA Series 2010-116, Class BM, 4.50%, due 09/16/2040		38377LBS6	89,000	$85,429.43	0.00%
GNMA Series 2010-4, Class WA, 3%, due 01/16/2040		38376T2N1	9,769	$9,350.71	0.00%
GNMA Series 2010-85, Class SL, Variable rate, due 07/20/2037		38374Y6D0	804,466	$31,745.03	0.00%
GNMA Series 2011-112, Class IP, Variable rate, due 08/16/2026		38377XLV2	34,385	$1.39	0.00%
GNMA Series 2011-129, Class CL, 5%, due 03/20/2041		38376LU98	239,265	$236,512.09	0.00%
GNMA Series 2011-151, Class TB, Variable rate, due 04/20/2041		38378ACU3	28,475	$2,681.54	0.00%
GNMA Series 2011-48, Class LI, 5.50%, due 01/16/2041		38377UX86	83,084	$5,805.19	0.00%
GNMA Series 2011-61, Class WS, Variable rate, due 02/20/2038		38377VQW9	4,215,181	$117,766.67	0.00%
GNMA Series 2011-63, Class BI, 6%, due 02/20/2038		38377U2F4	31,014	$241.64	0.00%
GNMA Series 2011-81, Class IC, Variable rate, due 07/20/2035		38376LWH8	984,417	$4,163.10	0.00%
GNMA Series 2012-108, Class KB, 2.75%, due 09/16/2042		38378HPP5	251,623	$194,814.08	0.00%
GNMA Series 2012-143, Class TI, 3%, due 12/16/2027		38378GZP6	921,803	$18,880.37	0.00%
GNMA Series 2013-130, Class WS, Variable rate, due 09/20/2043		38378UBE6	605,762	$72,649.31	0.00%
GNMA Series 2013-194, Class AE, Variable rate, due 11/16/2044		38378NNC3	4,399	$4,145.51	0.00%
GNMA Series 2013-5, Class IA, 3.50%, due 10/16/2042		38378FUX6	50,411	$6,137.45	0.00%
GNMA Series 2013-69, Class PI, 5%, due 05/20/2043		38378TPS3	111,366	$9,452.98	0.00%
GNMA Series 2013-74, Class AG, Variable rate, due 12/16/2053		38378KSU4	86,795	$71,976.33	0.00%
GNMA Series 2014-116, Class SB, Variable rate, due 08/20/2044		38379ENH1	2,040,725	$171,340.93	0.00%
GNMA Series 2014-118, Class TV, Variable rate, due 05/20/2044		38379EKC5	785,901	$82,792.17	0.00%
GNMA Series 2014-44, Class IC, 3%, due 04/20/2028		38379AVB3	705,098	$14,588.49	0.00%
GNMA Series 2014-44, Class ID, Variable rate, due 03/16/2044		38379AWF3	4,515,552	$39,786.98	0.00%
GNMA Series 2014-91, Class JI, 4.50%, due 01/20/2040		38379CUJ3	13,484	$729.56	0.00%
GNMA Series 2015-138, Class MI, 4.50%, due 08/20/2044		38379QPM1	195,605	$15,926.99	0.00%
GNMA Series 2015-151, Class KW, Variable rate, due 04/20/2034		38379QT54	26,029	$25,591.55	0.00%
GNMA Series 2015-95, Class IK, 1%, due 05/16/2037		38379NPR7	5,604	$0.01	0.00%
GNMA Series 2016-16, Class KZ, 3%, due 02/16/2046		38379VAD6	210,048	$164,321.81	0.00%
GNMA Series 2016-160, Class LE, 2.50%, due 11/20/2046		38380B3G8	303,000	$208,655.50	0.00%
GNMA Series 2016-167, Class KI, 6%, due 12/16/2046		38380CDE0	138,105	$15,937.11	0.00%
GNMA Series 2016-55, Class PB, Variable rate, due 03/20/2031		38379WTL6	12,829	$12,951.55	0.00%
GNMA Series 2016-69, Class WI, 4.50%, due 05/20/2046		38379WN99	692,566	$145,909.82	0.00%
GNMA Series 2016-75, Class SA, Variable rate, due 05/20/2040		38379YEV6	1,942,651	$170,777.84	0.00%
GNMA Series 2016-78, Class UI, 4%, due 06/20/2046		38379XQF0	339,317	$61,454.77	0.00%
GNMA Series 2016-99, Class JA, Variable rate, due 11/20/2045		38379XH60	224,034	$231,351.08	0.00%
GNMA Series 2017-12, Class SD, Variable rate, due 01/20/2047		38376MDW4	1,703,640	$226,493.84	0.00%
GNMA Series 2017-186, Class TI, Variable rate, due 05/20/2040		38380T4U7	2,640,074	$31,392.85	0.00%
GNMA Series 2019-128, Class ES, Variable rate, due 10/20/2049		38382AEP6	1,809,953	$23,269.12	0.00%
GNMA Series 2019-27, Class DI, 5.50%, due 01/20/2040		38381RHP7	806,367	$116,396.75	0.00%
JP Morgan Mortgage Trust Series 2004-S2, Class 5A1, 5.50%, due 12/25/2019		466247JX2	3,364	$3,304.30	0.00%
Salomon Brothers Mortgage Securities VII Series 2003-UP2, Class PO1, 0%, due 12/25/2018		79549AXS3	218	$217.08	0.00%
Sequoia Mortgage Trust Series 20178-CH1, Class A13, Variable rate, due 08/25/2047		81746HAN1	256,744	$243,198.11	0.00%
US 10YR NOTE (CBT)Jun25	TYM5		-3,297	($366,636,703.13)	0.00%
US 10yr Ultra Fut Jun25	UXYM5		-6,695	($763,439,218.75)	0.00%
US 2YR NOTE (CBT) Jun25	TUM5		2,762	$572,230,298.26	0.00%
US 5YR NOTE (CBT) Jun25	FVM5		937	$101,371,687.50	0.00%
US LONG BOND(CBT) Jun25	USM5		-524	($61,357,125.00)	0.00%
US ULTRA BOND CBT Jun25	WNM5		-1,812	($220,724,250.00)	0.00%
Wells Fargo Mortgage Backed Securities Trust Series 2019-1, Class A1, Variable rate, due 11/25/2048		95001TAA3	172,098	$164,516.15	0.00%
2025-05-23 US 10YR NOTE (CBT)Jun25 C 112			-824	($630,875.02)	-0.01%
2025-05-23 US 2YR NOTE (CBT) Jun25 C 103.50			-450	($302,344.20)	-0.01%
2025-05-23 US 5YR NOTE (CBT) Jun25 C 109			-901	($387,148.89)	-0.01%
2025-05-23 US LONG BOND(CBT) Jun25 P 114			-351	($274,218.75)	-0.01%
2025-05-23 US LONG BOND(CBT) Jun25 P 117			-185	($361,328.13)	-0.01%
2025-08-22 US 10YR NOTE (CBT)Sep25 C 114.50			-460	($294,687.51)	-0.01%
2025-08-22 US 2YR NOTE (CBT) Sep25 C 104.25			-596	($335,250.00)	-0.01%
2025-08-22 US LONG BOND(CBT) Sep25 C 122			-403	($566,718.75)	-0.01%
2026-03-13 3 MONTH SOFR FUT Mar26 P 95			-3,350	($272,187.50)	-0.01%
2025-05-23 US LONG BOND(CBT) Jun25 C 122			-1,673	($941,062.50)	-0.02%
2025-08-22 US 10YR NOTE (CBT)Sep25 C 114			-1,221	($915,750.00)	-0.02%
2025-08-22 US LONG BOND(CBT) Sep25 C 124			-1,112	($1,129,375.01)	-0.02%
2025-08-22 US LONG BOND(CBT) Sep25 P 110			-1,259	($983,593.75)	-0.02%
2025-05-23 US LONG BOND(CBT) Jun25 C 119			-1,121	($1,418,765.67)	-0.03%
2025-05-23 US LONG BOND(CBT) Jun25 C 120			-1,685	($1,632,343.75)	-0.03%
2025-08-22 US LONG BOND(CBT) Sep25 P 116			-633	($1,770,421.88)	-0.04%
2025-08-22 US LONG BOND(CBT) Sep25 C 120			-1,438	($2,786,125.00)	-0.06%
Fannie Mae or Freddie Mac TBA, 3.50%, due 04/01/2037		01F032450	-5,000,000	($4,799,982.65)	-0.10%
Fannie Mae or Freddie Mac TBA, 3%, due 03/01/2052		01F030660	-12,483,000	($10,802,625.92)	-0.22%
Fannie Mae or Freddie Mac TBA, 4.50%, due 10/01/2054		01F042665	-20,000,000	($19,092,826.60)	-0.39%
Fannie Mae or Freddie Mac TBA, 6%, due 05/01/2054		01F060659	-24,460,000	($24,788,610.32)	-0.51%
Fannie Mae or Freddie Mac TBA, 4.50%, due 10/01/2054		01F042657	-33,324,000	($31,824,183.08)	-0.65%