Principal Amount USD ($) | | | | | | Value |
| Collateralized Mortgage Obligations—(continued) | |
2,712,101(c) | Provident Funding Mortgage Trust, Series 2021-INV1, Class B3, 2.781%, 8/25/51 (144A) | $ 2,132,060 |
2,245,865(c) | Provident Funding Mortgage Trust, Series 2021-J1, Class B2, 2.637%, 10/25/51 (144A) | 1,794,188 |
3,293,630(c) | Provident Funding Mortgage Trust, Series 2021-J1, Class B3, 2.637%, 10/25/51 (144A) | 2,591,199 |
1,460,000(a) | Radnor Re, Ltd., Series 2021-2, Class M2, 10.335% (SOFR30A + 500 bps), 11/25/31 (144A) | 1,541,500 |
1,793,661(c) | Rate Mortgage Trust, Series 2021-HB1, Class B3, 2.703%, 12/25/51 (144A) | 1,356,991 |
4,140,280(c) | Rate Mortgage Trust, Series 2021-J1, Class B2, 2.706%, 7/25/51 (144A) | 3,296,501 |
1,692,833(c) | Rate Mortgage Trust, Series 2021-J1, Class B3, 2.706%, 7/25/51 (144A) | 1,189,672 |
2,185,264(c) | Rate Mortgage Trust, Series 2021-J3, Class B3, 2.713%, 10/25/51 (144A) | 1,712,181 |
1,723,000(c) | Rate Mortgage Trust, Series 2021-J4, Class B4, 2.63%, 11/25/51 (144A) | 733,802 |
3,857,005(c) | Rate Mortgage Trust, Series 2022-J1, Class B3, 2.75%, 1/25/52 (144A) | 2,998,788 |
1,957,036(c) | RCKT Mortgage Trust, Series 2021-2, Class B3, 2.563%, 6/25/51 (144A) | 1,512,756 |
10,150,000(c) | RCKT Mortgage Trust, Series 2022-3, Class A17, 3.00%, 5/25/52 (144A) | 6,966,609 |
2,414,321(c) | RCKT Mortgage Trust, Series 2022-3, Class B3, 3.189%, 5/25/52 (144A) | 1,896,704 |
2,976,059(c) | Sequoia Mortgage Trust, Series 2021-1, Class B3, 2.658%, 3/25/51 (144A) | 2,338,033 |
1,484,209(c) | Sequoia Mortgage Trust, Series 2021-5, Class B4, 3.05%, 7/25/51 (144A) | 884,260 |
1,783,000(c) | Sequoia Mortgage Trust, Series 2021-9, Class B4, 2.859%, 1/25/52 (144A) | 862,449 |
4,100,000(c) | Sequoia Mortgage Trust, Series 2022-1, Class A7, 2.50%, 2/25/52 (144A) | 2,616,180 |
2,743,712(c) | Sequoia Mortgage Trust, Series 2022-1, Class B4, 2.946%, 2/25/52 (144A) | 1,364,822 |
4,750,000(a) | STACR Trust, Series 2018-HRP2, Class B2, 15.95% (SOFR30A + 1,061 bps), 2/25/47 (144A) | 5,860,312 |