DoubleLine Global Bond Fund - Class N (DLGBX) NPORT-P DoubleLine Total Return Bond Fund (Jun 2024 report)

DoubleLine Total Return Bond Fund	(Unaudited)
Schedule of Investments	June 30, 2024

PRINCIPAL AMOUNT
$/SHARES SECURITY DESCRIPTION RATE MATURITY VALUE $

ASSET BACKED OBLIGATIONS - 4.7%
	Affirm, Inc.
26,635,000	Series 2023-B-A	6.82%	(a)	09/15/2028	26,966,275
	Aligned Data Centers Issuer LLC
12,950,000	Series 2021-1A-A2	1.94%	(a)	08/15/2046	11,934,739
11,550,000	Series 2021-1A-B	2.48%	(a)	08/15/2046	10,528,234
	Apollo Aviation Securitization Equity Trust
3,596,243	Series 2018-1A-B	5.44%	(a)(b)	01/16/2038	802,645
10,389,702	Series 2020-1A-A	3.35%	(a)	01/16/2040	9,730,143
12,250,000	Series 2024-1A-A1	6.26%	(a)	05/16/2049	12,290,793
	Bojangles Issuer LLC
21,123,750	Series 2020-1A-A2	3.83%	(a)	10/20/2050	20,070,055
	CAI International, Inc.
11,867,375	Series 2020-1A-A	2.22%	(a)	09/25/2045	10,809,206
	Cajun Global LLC
9,700,000	Series 2021-1-A2	3.93%	(a)	11/20/2051	8,842,106
	Carbon Level Mitigation Trust
18,667,090	Series 2021-3-CERT	1.81%	(a)(c)	09/08/2051	11,624,855
28,562,231	Series 2022-3-CERT	0.23%	(a)	11/21/2052	16,133,776
	Castlelake Aircraft Securitization Trust
6,403,710	Series 2017-1R-A	2.74%	(a)	08/15/2041	5,994,282
	Coinstar Funding LLC
11,899,350	Series 2017-1A-A2	5.22%	(a)	04/25/2047	10,411,240
	Commonbond Student Loan Trust
1,689,821	Series 2016-A-A1	3.32%	(a)	05/25/2040	1,615,846
	Compass Datacenters LLC
14,000,000	Series 2024-1A-A1	5.25%	(a)	02/25/2049	13,813,905
	Container Leasing International LLC
4,638,021	Series 2020-1A-A	2.08%	(a)	09/18/2045	4,182,216
	CyrusOne Data Centers Issuer I LLC
18,200,000	Series 2023-1A-A2	4.30%	(a)	04/20/2048	17,165,239
	DataBank Issuer
39,300,000	Series 2021-1A-A2	2.06%	(a)	02/27/2051	36,502,398
31,000,000	Series 2021-2A-A2	2.40%	(a)	10/25/2051	28,145,914
3,350,000	Series 2021-2A-B	2.79%	(a)	10/25/2051	2,895,371
	DB Master Finance Parent LLC
28,031,250	Series 2021-1A-A23	2.79%	(a)	11/20/2051	23,271,712
	Diamond Issuer
6,000,000	Series 2021-1A-B	2.70%	(a)	11/20/2051	5,170,676
	Diversified Energy Co. PLC
12,000,000	Series 2024-1A-A1	7.08%	(a)	05/30/2044	11,999,016
	Dividend Solar Loans LLC
14,905,601	Series 2019-1-A	3.67%	(a)	08/22/2039	12,898,708
	ECAF Ltd.
23,765,896	Series 2015-1A-A2	4.95%	(a)	06/15/2040	15,903,211
	Falcon Aerospace Ltd.
1,107,497	Series 2017-1-A	4.58%	(a)	02/15/2042	1,083,985
	Falko Regional Aircraft Ltd.
30,076,939	Series 2021-1A-A	5.75%		04/15/2041	27,935,611
	Foundation Finance Trust
17,993	Series 2019-1A-A	3.86%	(a)	11/15/2034	17,969
	FWEA
20,600,000	Series 2024-1 A	7.15%	(b)	08/25/2044	20,754,500
	GAIA Aviation Ltd.
9,221,748	Series 2019-1-A	3.97%	(a)(d)	12/15/2044	8,553,346
	Global Sea Containers Two SRL
19,426,257	Series 2020-1A-A	2.17%	(a)	10/17/2040	18,005,993
	Helios Issuer LLC
12,120,556	Series 2018-1A-A	4.87%	(a)	07/20/2048	10,504,770

PRINCIPAL AMOUNT
$/SHARES SECURITY DESCRIPTION RATE MATURITY VALUE $

10,979,969	Series 2019-AA-A	3.75%	(a)	06/20/2046	9,988,740
28,174,736	Series 2020-2A-A	2.73%	(a)	11/01/2055	22,920,635
12,040,764	Series 2021-C-B	2.33%	(a)	10/20/2048	9,548,227
	HERO Funding Trust
1,898,872	Series 2016-3A-A2	3.91%	(a)	09/20/2042	1,744,230
4,998,247	Series 2016-4A-A2	4.29%	(a)	09/20/2047	4,625,233
	Horizon Aircraft Finance Ltd.
10,982,785	Series 2019-1-A	3.72%	(a)	07/15/2039	10,123,602
	Jack in the Box, Inc.
36,765,000	Series 2019-1A-A23	4.97%	(a)	08/25/2049	34,849,084
	Jersey Mike’s Funding
4,565,500	Series 2019-1A-A2	4.43%	(a)	02/15/2050	4,393,992
	Jimmy Johns LLC
20,382,000	Series 2017-1A-A2II	4.85%	(a)	07/30/2047	19,593,257
	JOL Air Ltd.
7,633,492	Series 2019-1-A	3.97%	(a)	04/15/2044	7,166,040
	Labrador Aviation Finance Ltd.
48,616,827	Series 2016-1A-A1	4.30%	(a)	01/15/2042	44,711,777
	Loanpal Solar Loan Ltd.
1,400,881	Series 2021-1GS-B	2.84%	(a)	01/20/2048	1,022,420
	Lunar Aircraft Ltd.
9,627,978	Series 2020-1A-A	3.38%	(a)	02/15/2045	8,830,811
	Lunar Structured Aircraft Portfolio Notes
1,022,943	Series 2021-1-B	3.43%	(a)	10/15/2046	906,932
	Marlette Funding Trust
7,700,000	Series 2024-1A-B	6.07%	(a)	07/17/2034	7,742,549
	ME Funding
22,100,000	Series 2024-1A-A2	8.10%	(a)	04/30/2054	21,390,323
	Mosaic Solar Loans LLC
11,155,842	Series 2017-2A-A	3.82%	(a)	06/22/2043	10,415,643
6,707,174	Series 2018-1A-A	4.01%	(a)	06/22/2043	6,182,946
8,800,652	Series 2018-2GS-A	4.20%	(a)	02/22/2044	8,101,328
1,430,590	Series 2019-1A-A	4.37%	(a)	12/21/2043	1,329,248
	Navient Student Loan Trust
19,508,663	Series 2017-A-B	3.91%	(a)	12/16/2058	19,045,108
11,000,000	Series 2018-BA-B	4.13%	(a)	12/15/2059	10,325,548
	Navigator Aircraft ABS Ltd.
10,688,488	Series 2021-1-B	3.57%	(a)(d)	11/15/2046	9,634,368
	NBC Funding LLC
16,650,000	Series 2024-1A-A2	6.75%	(a)	07/30/2054	16,907,432
	Neighborly Issuer
14,307,500	Series 2021-1A-A2	3.58%	(a)	04/30/2051	12,824,137
	Pagaya AI Debt Selection Trust
5,123,075	Series 2023-5-A	7.18%	(a)	04/15/2031	5,135,044
7,708,692	Series 2023-6-A	7.13%	(a)	06/16/2031	7,725,869
	Pioneer Aircraft Finance Ltd.
28,989,568	Series 2019-1-A	3.97%	(a)	06/15/2044	27,256,514
	Primrose Holdings, Inc.
12,496,750	Series 2019-1A-A2	4.48%	(a)	07/30/2049	12,081,533
	Project Silver
24,668,514	Series 2019-1-A	3.97%	(a)	07/15/2044	22,482,292
	Purewest Funding LLC
17,597,433	Series 2021-1-A1	4.09%	(a)	12/22/2036	17,055,865
	Raptor Aircraft Finance
12,943,861	Series 2019-1-A	4.21%	(a)	08/23/2044	10,991,202
	Renew
6,541,595	Series 2017-2A-A	3.22%	(a)	09/22/2053	5,830,982
	Research-Driven Pagaya Motor Asset Trust
20,051,609	Series 2021-2A-A	2.65%	(a)	03/25/2030	19,375,287
	Retained Vantage Data Centers Issuer LLC
6,300,000	Series 2023-1A-B	5.75%	(a)	09/15/2048	5,997,493
	Sapphire Aviation Finance Ltd.
30,972,021	Series 2020-1A-A	3.23%	(a)	03/15/2040	28,490,202
7,372,895	Series 2020-1A-B	4.34%	(a)	03/15/2040	5,803,906

PRINCIPAL AMOUNT
$/SHARES SECURITY DESCRIPTION RATE MATURITY VALUE $

	SEB Funding LLC
17,705,625	Series 2021-1A-A2	4.97%	(a)	01/30/2052	16,923,233
	ServiceMaster Funding LLC
3,922,477	Series 2020-1-A2II	3.34%	(a)	01/30/2051	3,313,660
	Shenton Aircraft Investment Ltd.
16,810,671	Series 2015-1A-A	4.75%	(a)	10/15/2042	15,849,706
	Sierra Timeshare Conduit Receivables Funding LLC
1,378,774	Series 2021-2A-C	1.95%	(a)	09/20/2038	1,294,901
1,654,529	Series 2021-2A-D	3.23%	(a)	09/20/2038	1,541,041
	SLM Student Loan Trust
4,122,196	Series 2006-A-A5 (3 mo. Term SOFR + 0.55%, 0.00% Floor)	5.89%		06/15/2039	4,004,066
3,149,097	Series 2006-B-A5 (3 mo. Term SOFR + 0.53%, 0.00% Floor)	5.87%		12/15/2039	3,069,386
	SOFI Alternative Trust
4,755,790	Series 2021-1-PT2	9.72%	(a)(c)	05/25/2030	4,703,481
17,368,363	Series 2021-2-A	1.25%	(a)	08/15/2030	16,948,066
500,000	Series 2021-2-R1	0.00%	(a)(b)(e)	08/15/2030	3,176,177
19,919,196	Series 2021-3-A	1.50%	(a)	11/15/2030	19,347,754
950,000	Series 2021-3-R1	0.00%	(a)(b)(e)	11/15/2030	8,022,254
	SoFi Professional Loan Program LLC
13,287,494	Series 2017-E-B	3.49%	(a)	11/26/2040	12,862,427
13,000,000	Series 2017-E-C	4.16%	(a)	11/26/2040	12,137,819
12,800,000	Series 2018-A-B	3.61%	(a)	02/25/2042	11,721,701
18,000,000	Series 2018-B-BFX	3.83%	(a)	08/25/2047	16,524,374
	Sotheby’s Artfi Master Trust
9,800,000	Series 2024-1A-A1	6.43%	(a)	12/22/2031	9,857,707
	Sprite/KY
16,383,353	Series 2021-1-A	3.75%	(a)	11/15/2046	15,402,383
	Stack Infrastructure Issuer LLC
5,750,000	Series 2020-1A-A2	1.89%	(a)	08/25/2045	5,471,890
	Start/Bermuda
13,742,565	Series 2018-1-A	4.09%	(a)	05/15/2043	13,067,585
	Stonepeak ABS
2,541,302	Series 2021-1A-A	2.68%	(a)	02/28/2033	2,353,301
4,930,277	Series 2021-1A-B	3.82%	(a)	02/28/2033	4,284,470
	Subway Funding LLC
19,850,000	Series 2024-1A-A23	6.51%	(a)	07/30/2054	20,278,363
	Sunbird Engine Finance
31,287,117	Series 2020-1A-A	3.67%	(a)	02/15/2045	29,315,622
	Switch ABS Issuer LLC
27,500,000	Series 2024-2A-A2	5.44%	(a)	06/25/2054	26,719,028
8,500,000	Series 2024-2A-B	6.20%	(a)	06/25/2054	8,226,224
	Taco Bell Corp.
7,417,875	Series 2021-1A-A23	2.54%	(a)	08/25/2051	6,089,262
5,207,250	Series 2021-1A-A2I	1.95%	(a)	08/25/2051	4,741,168
	TAL Advantage LLC
12,125,000	Series 2020-1A-A	2.05%	(a)	09/20/2045	11,078,946
2,576,563	Series 2020-1A-B	3.29%	(a)	09/20/2045	2,373,851
	Textainer Ltd.
7,477,443	Series 2020-1A-A	2.73%	(a)	08/21/2045	7,010,321
2,254,243	Series 2020-2A-B	3.34%	(a)	09/20/2045	2,069,495
	Upgrade Master Credit Pass-Thru Trust
317,510	Series 2021-PT1-A	27.25%	(a)(c)	08/15/2027	223,482
	Upgrade Master Pass-Thru Trust
1,499,856	Series 2021-PT1-A	13.95%	(a)(c)	04/15/2027	1,401,143
1,530,377	Series 2021-PT3-A	14.66%	(a)(c)	07/15/2027	1,377,324
1,070,107	Series 2021-PT4-A	11.21%	(a)(c)	08/15/2027	948,386
2,871,603	Series 2021-PT5-A	17.86%	(a)(c)	10/15/2027	2,429,040
	Upstart Pass-Through Trust Series
2,021,225	Series 2020-ST5-A	3.00%	(a)	12/20/2026	1,984,664
1,918,061	Series 2021-ST1-A	2.75%	(a)	02/20/2027	1,913,096
	Upstart Securitization Trust
136,910	Series 2020-2-A	2.31%	(a)	11/20/2030	136,547
7,145,983	Series 2021-3-C	3.28%	(a)	07/20/2031	6,899,779
	Vantage Data Centers Holding LLC

PRINCIPAL AMOUNT
$/SHARES SECURITY DESCRIPTION RATE MATURITY VALUE $

32,425,000	Series 2020-2A-A2	1.99%	(a)	09/15/2045	28,825,887
	Vault DI Issuer LLC
54,400,000	Series 2021-1A-A2	2.80%	(a)	07/15/2046	48,520,240
	Vivant Solar Financing V Parent LLC
16,205,488	Series 2018-1A-A	4.73%	(a)	04/30/2048	14,944,816
	VR Funding LLC
14,271,980	Series 2020-1A-A	2.79%	(a)	11/15/2050	12,716,147
	Waterfall Commercial Mortgage Trust
5,524,699	Series 2015-SBC5-A	4.10%	(a)(c)	01/14/2026	5,345,743
	Wendy’s SPV Guarantor LLC
18,794,269	Series 2019-1A-A2II	4.08%	(a)	06/15/2049	17,550,374
	Willis Lease Finance Corp.
41,063,561	Series 2020-A-A	3.23%	(a)	03/15/2045	37,516,121
	Wingstop, Inc.
10,342,500	Series 2020-1A-A2	2.84%	(a)	12/05/2050	9,430,163
	Zephyrus Capital Aviation Partners
3,950,662	Series 2018-1-A	4.61%	(a)	10/15/2038	3,647,923
	Total Asset Backed Obligations (Cost $1,520,507,360)				1,404,699,071
COLLATERALIZED LOAN OBLIGATIONS - 4.7%
	37 Capital CLO
8,500,000	Series 2023-2A-B (3 mo. Term SOFR + 2.75%, 2.75% Floor)	8.12%	(a)	01/15/2034	8,551,613
	Allegro CLO Ltd.
30,000,000	Series 2024-2A-A1 (3 mo. Term SOFR + 1.50%, 1.50% Floor)	0.00%	(a)	07/24/2037	30,000,000
	Apidos CLO
3,000,000	Series 2013-12A-CR (3 mo. Term SOFR + 2.06%, 0.00% Floor)	7.39%	(a)	04/15/2031	3,004,387
25,000,000	Series 2024-48A-A1 (3 mo. Term SOFR + 1.44%, 1.44% Floor)	6.76%	(a)	07/25/2037	25,000,000
	ARES CLO
7,000,000	Series 2017-44A-A3R1 (3 mo. Term SOFR + 1.91%, 1.65% Floor)	7.24%	(a)	04/15/2034	7,011,857
	Battalion CLO Ltd.
3,000,000	Series 2017-11A-BR (3 mo. Term SOFR + 1.98%, 1.72% Floor)	7.30%	(a)	04/24/2034	3,008,384
1,000,000	Series 2021-19A-B (3 mo. Term SOFR + 1.86%, 1.60% Floor)	7.19%	(a)	04/15/2034	1,002,379
	BlueMountain CLO Ltd.
5,000,000	Series 2018-2A-B (3 mo. Term SOFR + 1.96%, 1.70% Floor)	7.28%	(a)	08/15/2031	5,029,652
	Bridge Street CLO Ltd.
166,500,000	Series 2020-1A-A1R (3 mo. Term SOFR + 1.55%, 1.55% Floor)	6.89%	(a)	07/20/2037	166,500,000
39,500,000	Series 2024-1A-A (3 mo. Term SOFR + 1.60%, 1.60% Floor)	6.92%	(a)	04/20/2037	39,778,353
	Canyon Capital CLO Ltd.
20,000,000	Series 2019-2A-BR (3 mo. Term SOFR + 1.96%, 1.70% Floor)	7.29%	(a)	10/15/2034	20,058,516
2,500,000	Series 2021-2A-B1 (3 mo. Term SOFR + 2.01%, 2.01% Floor)	7.34%	(a)	04/15/2034	2,507,363
	Capital Four US CLO Ltd.
16,500,000	Series 2021-1A-A (3 mo. Term SOFR + 1.47%, 1.21% Floor)	6.80%	(a)	01/18/2035	16,528,055
18,000,000	Series 2022-1A-BR (3 mo. Term SOFR + 2.65%, 2.65% Floor)	7.97%	(a)	01/20/2037	18,291,551
	Carlyle Global Market Strategies
28,080,000	Series 2017-2A-AR2 (3 mo. Term SOFR + 1.49%, 1.49% Floor)	1.49%	(a)	07/20/2037	28,071,832
18,500,000	Series 2022-2A-A2 (3 mo. Term SOFR + 2.00%, 2.00% Floor)	7.32%	(a)	04/20/2035	18,527,750
	CarVal CLO
5,000,000	Series 2024-1A-B (3 mo. Term SOFR + 2.10%, 2.10% Floor)	7.42%	(a)	04/20/2037	5,050,947
	Carval Clo X-C Ltd./Jersey
25,000,000	Series 2024-2A-A (3 mo. Term SOFR + 1.46%, 1.46% Floor)	0.00%	(a)	07/20/2037	25,000,000
	CBAM Ltd.
11,000,000	Series 2017-2A-BR (3 mo. Term SOFR + 2.11%, 1.85% Floor)	7.43%	(a)	07/17/2034	11,066,448
	Cedar Funding Ltd.
2,000,000	Series 2022-15A-B (3 mo. Term SOFR + 1.80%, 1.80% Floor)	7.12%	(a)	04/20/2035	2,000,852
	CIFC Funding Ltd.
11,500,000	Series 2022-3A-B (3 mo. Term SOFR + 2.00%, 2.00% Floor)	7.32%	(a)	04/21/2035	11,568,348

PRINCIPAL AMOUNT
$/SHARES SECURITY DESCRIPTION RATE MATURITY VALUE $

	Crown City CLO
2,750,000	Series 2021-1A-A2 (3 mo. Term SOFR + 1.98%, 1.72% Floor)	7.31%	(a)	07/20/2034	2,750,551
17,500,000	Series 2023-5A-A1R (3 mo. Term SOFR + 1.60%, 1.60% Floor)	6.92%	(a)	04/20/2037	17,632,435
90,000,000	Series 2024-6A-A1 (3 mo. Term SOFR + 1.50%, 1.50% Floor)	6.82%	(a)	07/15/2037	90,000,000
	Dryden Senior Loan Fund
3,500,000	Series 2017-53A-B (3 mo. Term SOFR + 1.66%, 0.00% Floor)	6.99%	(a)	01/15/2031	3,509,870
	Empower CLO Ltd.
9,000,000	Series 2023-3A-B (3 mo. Term SOFR + 2.55%, 2.55% Floor)	7.89%	(a)	01/20/2037	9,152,566
19,000,000	Series 2024-2A-A1 (3 mo. Term SOFR + 1.52%, 1.52% Floor)	6.85%	(a)	07/15/2037	19,000,000
	Franklin Park Place CLO LLC
18,000,000	Series 2022-1A-A (3 mo. Term SOFR + 1.40%, 1.40% Floor)	6.73%	(a)	04/14/2035	18,075,679
	Generate CLO Ltd.
5,800,000	Series 3A-B2R (3 mo. Term SOFR + 2.60%, 2.60% Floor)	7.92%	(a)	10/20/2036	5,877,352
	Greywolf CLO Ltd.
18,433,094	Series 2018-1A-A1 (3 mo. Term SOFR + 1.29%, 0.00% Floor)	6.61%	(a)	04/26/2031	18,454,101
	Halcyon Loan Advisors Funding Ltd.
2,149,989	Series 2014-2A-D (3 mo. Term SOFR + 5.26%, 0.00% Floor)	10.59%	(a)(b)	04/28/2025	440,963
	Halsey Point CLO Ltd.
13,000,000	Series 2019-1A-B1 (3 mo. Term SOFR + 2.46%, 2.20% Floor)	7.79%	(a)	01/20/2033	13,066,297
10,000,000	Series 2020-2A-AR (3 mo. Term SOFR + 1.52%, 1.52% Floor)	0.00%	(a)	07/20/2037	10,000,000
	Harbourview CLO VII LLC
16,812,651	Series 7RA-A1 (3 mo. Term SOFR + 1.39%, 1.13% Floor)	6.72%	(a)	07/18/2031	16,847,872
	Harvest US CLO
20,000,000	Series 2023-1A-B (3 mo. Term SOFR + 2.60%, 2.60% Floor)	7.93%	(a)	01/15/2037	20,330,038
	Jackson Financial, Inc.
9,500,000	Series 2022-6RA-BR (3 mo. Term SOFR + 2.75%, 2.75% Floor)	8.07%	(a)	01/20/2037	9,666,685
	Jamestown CLO Ltd.
6,000,000	Series 2018-11A-A2 (3 mo. Term SOFR + 1.96%, 0.00% Floor)	7.29%	(a)	07/14/2031	6,012,847
15,000,000	Series 2020-15A-A1R (3 mo. Term SOFR + 1.37%, 1.37% Floor)	6.70%	(a)	07/15/2035	15,022,145
	Katayma CLO Ltd.
25,000,000	Series 2024-2A-A1 (3 mo. Term SOFR + 1.65%, 1.65% Floor)	6.94%	(a)	04/20/2037	25,133,523
	LCM LP
12,180,578	Series 17A-A2RR (3 mo. Term SOFR + 1.41%, 1.15% Floor)	6.74%	(a)	10/15/2031	12,185,546
	Magnetite CLO Ltd.
23,500,000	Series 2024-40A-A1 (3 mo. Term SOFR + 1.45%, 1.45% Floor)	6.78%	(a)	07/15/2037	23,498,545
	Marble Point CLO
58,000,000	Series 2021-2A-A (3 mo. Term SOFR + 1.46%, 1.20% Floor)	6.79%	(a)	07/25/2034	58,011,599
50,000,000	Series 2021-4A-A1 (3 mo. Term SOFR + 1.47%, 1.21% Floor)	6.80%	(a)	01/22/2035	50,024,464
20,000,000	Series 2022-2A-A1R (3 mo. Term SOFR + 1.93%, 1.93% Floor)	7.25%	(a)	10/20/2036	20,105,000
11,400,000	Series 2022-2A-BR (3 mo. Term SOFR + 2.85%, 2.85% Floor)	8.17%	(a)	10/20/2036	11,476,566
	MidOcean Credit CLO
35,358,568	Series 2018-9A-A1 (3 mo. Term SOFR + 1.41%, 1.15% Floor)	6.74%	(a)	07/20/2031	35,390,390
	MKS CLO Ltd.
28,005,353	Series 2017-1A-AR (3 mo. Term SOFR + 1.26%, 1.00% Floor)	6.59%	(a)	07/20/2030	28,012,164
31,878,676	Series 2017-2A-A (3 mo. Term SOFR + 1.45%, 1.19% Floor)	6.78%	(a)	01/20/2031	31,905,853
	MP CLO Ltd.
18,938,673	Series 2013-1A-AR (3 mo. Term SOFR + 1.51%, 0.00% Floor)	6.84%	(a)	10/20/2030	18,999,277
	Nassau Global Credit LLC
22,735,268	Series 2018-IA-A (3 mo. Term SOFR + 1.41%, 0.00% Floor)	6.74%	(a)	07/15/2031	22,789,637
	Ocean Trails CLO
4,000,000	Series 2019-7A-BR (3 mo. Term SOFR + 1.86%, 1.60% Floor)	7.18%	(a)	04/17/2030	4,002,000
10,150,000	Series 2020-10A-BR (3 mo. Term SOFR + 2.06%, 1.80% Floor)	7.39%	(a)	10/15/2034	10,172,655
	Octagon Investment Partners Ltd.
1,500,000	Series 2019-1A-BR (3 mo. Term SOFR + 1.85%, 1.85% Floor)	7.18%	(a)	04/15/2035	1,501,086
	Park Blue CLO Ltd.
7,400,000	Series 2023-4A-B (3 mo. Term SOFR + 2.70%, 2.70% Floor)	8.03%	(a)	01/25/2037	7,523,143
	Regatta Funding Ltd.

PRINCIPAL AMOUNT
$/SHARES SECURITY DESCRIPTION RATE MATURITY VALUE $

2,500,000	Series 2018-1A-B (3 mo. Term SOFR + 1.91%, 0.00% Floor)	7.23%	(a)	07/17/2031	2,504,893
	Rockford Tower CLO Ltd.
6,295,781	Series 2018-1A-A (3 mo. Term SOFR + 1.36%, 0.00% Floor)	6.69%	(a)	05/20/2031	6,300,607
2,525,000	Series 2018-2A-B (3 mo. Term SOFR + 2.06%, 1.80% Floor)	7.39%	(a)	10/20/2031	2,531,107
10,000,000	Series 2024-1A-A1 (3 mo. Term SOFR + 1.61%, 1.61% Floor)	6.94%	(a)	04/20/2037	10,057,795
	Sound Point CLO Ltd.
22,118,617	Series 2013-3RA-A (3 mo. Term SOFR + 1.41%, 1.15% Floor)	6.74%	(a)	04/18/2031	22,123,078
18,000,000	Series 2018-2A-C (3 mo. Term SOFR + 2.21%, 0.00% Floor)	7.54%	(a)	07/26/2031	18,035,383
28,000,000	Series 2018-3A-A1AR (3 mo. Term SOFR + 1.30%, 1.30% Floor)	6.62%	(a)	10/26/2031	28,106,168
7,025,000	Series 2019-1A-BR (3 mo. Term SOFR + 1.96%, 1.70% Floor)	7.29%	(a)	01/20/2032	7,015,133
25,250,000	Series 2020-2A-AR (3 mo. Term SOFR + 1.44%, 1.18% Floor)	6.77%	(a)	10/25/2034	25,303,558
10,000,000	Series 2024-38A-A1 (3 mo. Term SOFR + 1.60%, 1.60% Floor)	6.92%	(a)	02/20/2037	10,079,764
20,000,000	Series 2024-39A-A1 (3 mo. Term SOFR + 1.54%, 1.54% Floor)	0.00%	(a)	07/20/2037	20,000,000
	Steele Creek CLO Ltd.
25,836,065	Series 2016-1A-AR (3 mo. Term SOFR + 1.38%, 1.12% Floor)	6.72%	(a)	06/15/2031	25,911,832
10,000,000	Series 2019-1A-BR (3 mo. Term SOFR + 2.06%, 1.80% Floor)	7.39%	(a)	04/15/2032	10,010,344
	Symphony CLO Ltd.
3,500,000	Series 2020-22A-B (3 mo. Term SOFR + 1.96%, 1.70% Floor)	7.29%	(a)	04/18/2033	3,503,317
	Trimaran CAVU LLC
20,000,000	Series 2021-3A-A (3 mo. Term SOFR + 1.47%, 1.21% Floor)	6.80%	(a)	01/18/2035	20,094,594
	Unity-Peace Park CLO Ltd.
15,000,000	Series 2022-1A-B (3 mo. Term SOFR + 2.00%, 2.00% Floor)	7.32%	(a)	04/20/2035	15,080,757
	Vibrant Clo X Ltd.
60,500,000	Series 2018-10RA-A1 (3 mo. Term SOFR + 1.70%, 1.70% Floor)	7.01%	(a)	04/20/2036	60,852,254
	Wellfleet CLO Ltd.
20,199,181	Series 2018-2A-A1 (3 mo. Term SOFR + 1.46%, 1.20% Floor)	6.79%	(a)	10/20/2031	20,224,123
	Wind River CLO Ltd.
4,000,000	Series 2013-2A-CR (3 mo. Term SOFR + 2.26%, 0.00% Floor)	7.59%	(a)	10/18/2030	4,007,544
10,476,690	Series 2014-2A-AR (3 mo. Term SOFR + 1.40%, 1.14% Floor)	6.73%	(a)	01/15/2031	10,487,162
	Total Collateralized Loan Obligations (Cost $1,402,221,947)				1,406,358,549
NON-AGENCY COMMERCIAL MORTGAGE BACKED OBLIGATIONS - 7.3%
	20 Times Square Trust
7,949,000	Series 2018-20TS-F	3.20%	(a)(c)	05/15/2035	6,208,165
5,856,000	Series 2018-20TS-G	3.20%	(a)(c)	05/15/2035	4,462,270
	Alen Mortgage Trust
11,551,000	Series 2021-ACEN-E (1 mo. Term SOFR + 4.11%, 4.00% Floor)	9.44%	(a)	04/15/2034	5,866,041
	Arbor Multifamily Mortgage Securities Trust
21,947,000	Series 2021-MF3-XB	0.60%	(a)(c)(f)	10/15/2054	684,775
	Arbor Realty Trust, Inc.
6,300,000	Series 2021-FL1-B (1 mo. Term SOFR + 1.61%, 1.50% Floor)	6.94%	(a)	12/15/2035	6,185,220
3,620,000	Series 2021-FL4-A (1 mo. Term SOFR + 1.46%, 1.46% Floor)	6.79%	(a)	11/15/2036	3,624,424
	AREIT Ltd.
11,250,000	Series 2024-CRE9-A (1 mo. Term SOFR + 1.69%, 1.69% Floor)	7.02%	(a)	05/17/2041	11,296,508
	Ares Commercial Real Estate Corp.
2,010,000	Series 2021-FL4-B (1 mo. Term SOFR + 1.51%, 1.40% Floor)	6.85%	(a)	12/18/2037	1,960,104
	Atrium Hotel Portfolio Trust
10,001,000	Series 2018-ATRM-A (1 mo. Term SOFR + 1.25%, 0.95% Floor)	6.58%	(a)	06/15/2035	9,955,184
	Banc of America Merrill Lynch Commercial Mortgage, Inc.
41,976,168	Series 2015-UBS7-XA	0.88%	(c)(f)	09/15/2048	248,931
2,121,000	Series 2016-UB10-C	4.98%	(c)	07/15/2049	2,002,473
	Banc of America Re-Remic Trust
35,435,000	Series 2020-BOC-D	3.29%	(a)(c)	01/15/2032	15,154,703
7,505,000	Series 2020-BOC-E	3.29%	(a)(c)	01/15/2032	2,834,459

PRINCIPAL AMOUNT
$/SHARES SECURITY DESCRIPTION RATE MATURITY VALUE $

	BANK
3,554,000	Series 2017-BNK4-C	4.37%	(c)	05/15/2050	3,069,978
31,684,613	Series 2017-BNK4-XA	1.49%	(c)(f)	05/15/2050	956,581
4,916,000	Series 2017-BNK5-B	3.90%	(c)	06/15/2060	4,574,618
70,319,575	Series 2017-BNK5-XA	1.07%	(c)(f)	06/15/2060	1,558,760
142,671,459	Series 2018-BN10-XA	0.83%	(c)(f)	02/15/2061	2,968,137
31,334,000	Series 2018-BN10-XD	1.87%	(a)(c)(f)	02/15/2061	1,714,083
2,290,000	Series 2019-BN16-B	4.44%	(c)	02/15/2052	2,065,185
88,118,518	Series 2019-BN16-XA	1.10%	(c)(f)	02/15/2052	2,995,237
13,119,665	Series 2019-BN16-XD	1.98%	(a)(c)(f)	02/15/2052	940,410
11,541,000	Series 2019-BN17-XD	1.74%	(a)(c)(f)	04/15/2052	724,936
43,097,000	Series 2019-BN19-AS	3.45%		08/15/2061	36,827,938
17,013,666	Series 2019-BN19-XD	1.16%	(a)(c)(f)	08/15/2061	753,826
1,099,000	Series 2019-BN20-AS	3.24%	(c)	09/15/2062	942,337
5,000,000	Series 2019-BN21-C	3.52%	(c)	10/17/2052	3,763,324
18,082,333	Series 2019-BN22-XD	1.08%	(a)(c)(f)	11/15/2062	805,279
26,932,000	Series 2019-BN24-XD	1.13%	(a)(c)(f)	11/15/2062	1,280,875
62,007,000	Series 2020-BN30-XB	0.83%	(c)(f)	12/15/2053	2,369,114
112,743,000	Series 2021-BN35-XB	0.70%	(c)(f)	06/15/2064	4,064,284
10,388,000	Series 2021-BN38-XD	0.82%	(a)(c)(f)	12/15/2064	453,895
7,663,000	Series 2022-BNK40-XD	1.01%	(a)(c)(f)	03/15/2064	418,727
	BANK5 Trust
122,696,883	Series 2024-5YR6-XA	0.98%	(a)(c)(f)	05/15/2057	3,872,166
	BBCMS Trust
45,454,000	Series 2018-CBM-A (1 mo. Term SOFR + 1.30%, 1.25% Floor)	6.63%	(a)	07/15/2037	44,666,269
13,455,000	Series 2018-CBM-E (1 mo. Term SOFR + 3.85%, 3.55% Floor)	9.18%	(a)	07/15/2037	12,166,532
5,775,000	Series 2018-TALL-F (1 mo. Term SOFR + 3.43%, 3.39% Floor)	8.76%	(a)	03/15/2037	3,737,781
11,799,000	Series 2020-C6-F5TB	3.81%	(a)(c)	02/15/2053	8,475,348
12,497,250	Series 2020-C6-F5TC	3.81%	(a)(c)	02/15/2053	8,565,318
92,968,782	Series 2020-C6-XA	1.15%	(c)(f)	02/15/2053	4,010,617
7,424,000	Series 2020-C6-XD	1.31%	(a)(c)(f)	02/15/2053	428,008
1,619,000	Series 2021-C11-ASB	2.11%		09/15/2054	1,429,738
34,040,000	Series 2021-C11-XB	1.08%	(c)(f)	09/15/2054	1,983,463
134,677,273	Series 2021-C9-XA	1.72%	(c)(f)	02/15/2054	10,443,118
68,467,000	Series 2021-C9-XB	1.11%	(c)(f)	02/15/2054	3,729,959
	Benchmark Mortgage Trust
34,887,045	Series 2018-B7-XA	0.56%	(c)(f)	05/15/2053	470,951
27,489,747	Series 2018-B8-XA	0.78%	(c)(f)	01/15/2052	586,859
12,985,000	Series 2019-B10-XD	2.04%	(a)(c)(f)	03/15/2062	1,001,142
13,924,000	Series 2019-B11-XD	1.64%	(a)(c)(f)	05/15/2052	841,611
13,870,000	Series 2019-B12-XD	1.23%	(a)(c)(f)	08/15/2052	641,017
14,907,500	Series 2019-B14-XD	1.40%	(a)(c)(f)	12/15/2062	879,514
24,552,000	Series 2019-B15-XD	1.09%	(a)(c)(f)	12/15/2072	1,078,177
76,555,579	Series 2019-B9-XA	1.18%	(c)(f)	03/15/2052	2,773,547
74,803,491	Series 2020-B16-XA	0.92%	(c)(f)	02/15/2053	2,957,842
75,104,562	Series 2020-B17-XA	1.54%	(c)(f)	03/15/2053	3,406,488
12,580,000	Series 2020-B17-XD	1.53%	(a)(c)(f)	03/15/2053	802,274
13,462,000	Series 2020-B18-AGND	3.74%	(a)	07/15/2053	12,779,016
2,432,000	Series 2020-B18-AGNE	3.76%	(a)	07/15/2053	2,265,220
87,966,031	Series 2020-B18-XA	1.91%	(c)(f)	07/15/2053	5,177,285
234,050,773	Series 2020-B19-XA	1.87%	(c)(f)	09/15/2053	13,863,459
70,577,521	Series 2020-B22-XA	1.62%	(c)(f)	01/15/2054	5,235,476
275,367,278	Series 2020-IG1-XA	0.61%	(c)(f)	09/15/2043	5,585,274
232,000,429	Series 2021-B24-XA	1.26%	(c)(f)	03/15/2054	11,603,826
120,506,177	Series 2021-B28-XA	1.38%	(c)(f)	08/15/2054	7,434,978
59,609,000	Series 2021-B28-XB	1.07%	(c)(f)	08/15/2054	3,418,356
66,420,000	Series 2021-B29-XB	0.81%	(c)(f)	09/15/2054	2,809,460
363,162,948	Series 2021-B30-XA	0.92%	(c)(f)	11/15/2054	16,515,707
15,995,000	Series 2021-B31-XD	1.26%	(a)(c)(f)	12/15/2054	1,126,744
13,067,000	Series 2022-B32-XD	1.64%	(a)(c)(f)	01/15/2055	1,128,058
10,959,500	Series 2022-B33-XD	1.73%	(a)(c)(f)	03/15/2055	1,045,688

PRINCIPAL AMOUNT
$/SHARES SECURITY DESCRIPTION RATE MATURITY VALUE $

7,270,000	Series 2022-B34-XD	1.96%	(a)(c)(f)	04/15/2055	812,925
	BHMS Mortgage Trust
14,537,000	Series 2018-ATLS-A (1 mo. Term SOFR + 1.55%, 1.50% Floor)	6.88%	(a)	07/15/2035	14,522,134
	BPR Trust
10,166,000	Series 2021-TY-A (1 mo. Term SOFR + 1.16%, 1.05% Floor)	6.49%	(a)	09/15/2038	10,091,427
	Braemar Hotels & Resorts Trust
598,840	Series 2018-PRME-A (1 mo. Term SOFR + 0.99%, 0.95% Floor)padding-right: 3.6pt; text-align: right; padding-bottom: 3pt	6.32%	(a)	06/15/2035	598,266
	BSPRT Co.-Issuer LLC
7,531,656	Series 2021-FL6-A (1 mo. Term SOFR + 1.21%, 1.10% Floor)	6.54%	(a)	03/15/2036	7,495,007
15,000,000	Series 2023-FL10-C (1 mo. Term SOFR + 3.97%, 3.97% Floor)	9.30%	(a)	09/15/2035	15,169,620
	BX Trust
170,000,000	Series 2019-OC11-E	4.08%	(a)(c)	12/09/2041	144,355,652
326,679,000	Series 2019-OC11-XB	0.32%	(a)(c)(f)	12/09/2041	3,625,582
3,450,000	Series 2021-VIEW-F (1 mo. Term SOFR + 4.04%, 3.93% Floor)	9.37%	(a)	06/15/2036	3,079,017
55,807,000	Series 2021-VOLT-E (1 mo. Term SOFR + 2.11%, 2.00% Floor)	7.44%	(a)	09/15/2036	55,149,448
3,745,000	Series 2021-VOLT-F (1 mo. Term SOFR + 2.51%, 2.40% Floor)	7.84%	(a)	09/15/2036	3,686,869
3,534,323	Series 2021-XL2-E (1 mo. Term SOFR + 1.96%, 1.85% Floor)	7.29%	(a)	10/15/2038	3,468,398
2,549,000	Series 2024-VLT4-A (1 mo. Term SOFR + 1.49%, 1.49% Floor)	6.81%	(a)	07/15/2029	2,549,936
	California Housing Finance Agency
62,658,194	Series 2021-2	0.82%	(c)(f)	03/25/2035	2,854,707
	Cantor Commercial Real Estate Lending LP
10,105,250	Series 2019-CF2-XD	1.58%	(a)(c)(f)	11/15/2052	620,156
11,514,000	Series 2019-CF3-XD	1.22%	(a)(c)(f)	01/15/2053	593,337
	CFCRE Commercial Mortgage Trust
7,155,000	Series 2016-C4-C	5.00%	(c)	05/10/2058	6,718,683
72,684,120	Series 2016-C4-XA	1.76%	(c)(f)	05/10/2058	1,513,458
5,000,000	Series 2016-C6-C	4.31%	(c)	11/10/2049	4,374,458
	Citigroup Commercial Mortgage Trust
100,134,015	Series 2014-GC25-XA	1.07%	(c)(f)	10/10/2047	7,029
9,978,000	Series 2015-GC27-C	4.57%	(c)	02/10/2048	9,552,332
3,685,000	Series 2015-GC27-D	4.57%	(a)(c)	02/10/2048	3,319,926
160,095,587	Series 2015-GC27-XA	1.45%	(c)(f)	02/10/2048	556,636
14,310,000	Series 2015-GC33-C	4.73%	(c)	09/10/2058	12,285,384
150,947,285	Series 2015-GC33-XA	1.02%	(c)(f)	09/10/2058	1,128,452
92,971,219	Series 2016-C1-XA	1.98%	(c)(f)	05/10/2049	2,325,043
188,685,122	Series 2016-GC36-XA	1.36%	(c)(f)	02/10/2049	2,642,724
32,227,177	Series 2016-GC37-XA	1.81%	(c)(f)	04/10/2049	629,287
88,508,048	Series 2016-P3-XA	1.81%	(c)(f)	04/15/2049	1,496,193
51,789,397	Series 2016-P4-XA	2.05%	(c)(f)	07/10/2049	1,400,841
83,619,039	Series 2016-P5-XA	1.52%	(c)(f)	10/10/2049	1,849,210
218,858,029	Series 2017-B1-XA	0.86%	(c)(f)	08/15/2050	4,048,655
37,161,695	Series 2017-P7-XA	1.24%	(c)(f)	04/14/2050	848,784
15,766,000	Series 2019-C7-XD	1.33%	(a)(c)(f)	12/15/2072	883,259
13,007,000	Series 2019-GC41-XD	0.97%	(a)(c)(f)	08/10/2056	460,912
11,280,000	Series 2019-GC43-XD	0.74%	(a)(c)(f)	11/10/2052	328,819
3,625,000	Series 2020-420K-D	3.42%	(a)(c)	11/10/2042	3,038,450
7,800,000	Series 2020-420K-E	3.42%	(a)(c)	11/10/2042	6,398,939
23,804,000	Series 2020-555-E	3.62%	(a)(c)	12/10/2041	19,734,542
2,853,000	Series 2020-GC46-B	3.15%	(c)	02/15/2053	2,402,458
21,133,200	Series 2020-GC46-XD	1.18%	(a)(c)(f)	02/15/2053	1,111,879
	Citigroup/Deutsche Bank Commercial Mortgage Trust
5,161,000	Series 2016-C1-B	4.20%	(c)	05/10/2049	4,716,190
102,105,042	Series 2016-C1-XA	1.51%	(c)(f)	05/10/2049	1,623,542
69,603,681	Series 2017-CD4-XA	1.38%	(c)(f)	05/10/2050	1,880,817
5,723,000	Series 2017-CD6-B	3.91%	(c)	11/13/2050	5,031,583
5,175,000	Series 2017-CD6-C	4.37%	(c)	11/13/2050	4,357,190
41,911,021	Series 2017-CD6-XA	1.01%	(c)(f)	11/13/2050	822,634

PRINCIPAL AMOUNT
$/SHARES SECURITY DESCRIPTION RATE MATURITY VALUE $

58,789,851	Series 2020-C9-XA	1.82%	(c)(f)	09/15/2053	2,981,075
	CLNC Ltd.
32,591,568	Series 2019-FL1-AS (1 mo. Term SOFR + 1.66%, 1.55% Floor)	7.00%	(a)	08/20/2035	32,383,992
29,797,989	Series 2019-FL1-B (1 mo. Term SOFR + 2.01%, 1.90% Floor)	7.35%	(a)	08/20/2035	29,438,953
	Commercial Mortgage Pass Through Certificates
13,222,232	Series 2013-CR12-XA	0.74%	(c)(f)	10/10/2046	688
292,850	Series 2013-CR13-C	5.11%	(c)	11/10/2046	275,678
4,345,000	Series 2014-CR16-C	5.05%	(c)	04/10/2047	4,057,185
8,187,000	Series 2014-CR18-B	4.46%	(c)	07/15/2047	8,063,258
7,635,000	Series 2014-CR19-C	4.78%	(c)	08/10/2047	7,176,337
25,400,000	Series 2014-CR20-C	4.59%	(c)	11/10/2047	24,897,077
10,585,000	Series 2014-LC17-AM	4.19%	(c)	10/10/2047	10,516,941
24,722,585	Series 2014-UBS3-XA	0.90%	(c)(f)	06/10/2047	1,609
143,915,986	Series 2015-CR22-XA	0.95%	(c)(f)	03/10/2048	294,193
5,360,000	Series 2015-CR23-C	4.41%	(c)	05/10/2048	5,086,651
72,231,315	Series 2015-CR26-XA	1.04%	(c)(f)	10/10/2048	474,776
17,822,000	Series 2015-DC1-C	4.42%	(c)	02/10/2048	15,988,013
237,101,120	Series 2015-DC1-XA	1.07%	(c)(f)	02/10/2048	740,325
4,400,000	Series 2015-PC1-A5	3.90%		07/10/2050	4,330,629
1,403,000	Series 2016-DC2-C	4.81%	(c)	02/10/2049	1,329,199
5,524,000	Series 2017-PANW-E	4.13%	(a)(c)	10/10/2029	4,873,010
15,800,000	Series 2018-COR3-XD	1.75%	(a)(c)(f)	05/10/2051	881,027
18,570,000	Series 2018-HCLV-A (1 mo. Term SOFR + 1.30%, 1.00% Floor)	6.63%	(a)	09/15/2033	17,306,727
	Computershare Corporate Trust
4,346,710	Series 2014-LC18-B	3.96%		12/15/2047	4,273,187
11,460,000	Series 2015-C26-C	4.07%	(c)	02/15/2048	11,074,003
280,656,588	Series 2015-C26-XA	1.28%	(c)(f)	02/15/2048	860,409
3,187,500	Series 2015-C27-C	3.89%		02/15/2048	2,849,498
161,526,948	Series 2015-C27-XA	0.94%	(c)(f)	02/15/2048	493,061
9,701,000	Series 2015-C31-C	4.75%	(c)	11/15/2048	9,077,304
115,738,999	Series 2015-C31-XA	1.10%	(c)(f)	11/15/2048	988,330
211,308,737	Series 2015-LC20-XA	1.42%	(c)(f)	04/15/2050	1,073,279
3,000,000	Series 2015-LC22-C	4.69%	(c)	09/15/2058	2,882,837
8,438,000	Series 2015-NXS2-C	4.41%	(c)	07/15/2058	7,429,166
80,647,611	Series 2015-P2-XA	1.08%	(c)(f)	12/15/2048	795,887
10,085,000	Series 2016-C32-C	4.89%	(c)	01/15/2059	9,418,320
4,250,000	Series 2016-C34-B	4.09%		06/15/2049	3,967,069
5,888,000	Series 2016-C34-C	5.23%	(c)	06/15/2049	5,352,453
5,890,000	Series 2016-LC24-C	4.57%	(c)	10/15/2049	5,246,754
97,154,943	Series 2016-NXS6-XA	1.73%	(c)(f)	11/15/2049	2,234,923
182,929,389	Series 2017-C39-XA	1.23%	(c)(f)	09/15/2050	4,776,012
1,904,000	Series 2017-C42-C	4.30%	(c)	12/15/2050	1,589,639
48,075,106	Series 2017-C42-XA	1.00%	(c)(f)	12/15/2050	1,163,903
1,758,000	Series 2017-RC1-C	4.59%		01/15/2060	1,594,625
134,819,552	Series 2018-C43-XA	0.74%	(c)(f)	03/15/2051	2,468,559
4,335,668	Series 2019-C49-XD	2.30%	(a)(c)(f)	03/15/2052	363,169
59,528,760	Series 2019-C50-XA	1.57%	(c)(f)	05/15/2052	2,899,467
3,193,000	Series 2019-C51-B	3.84%	(c)	06/15/2052	2,692,488
42,949,862	Series 2019-C51-XA	1.41%	(c)(f)	06/15/2052	2,164,579
24,972,000	Series 2019-C52-AS	3.14%		08/15/2052	21,863,475
74,044,022	Series 2019-C52-XA	1.74%	(c)(f)	08/15/2052	4,402,665
5,000,000	Series 2019-C53-C	3.58%	(c)	10/15/2052	4,246,761
8,777,333	Series 2019-C53-XD	1.56%	(a)(c)(f)	10/15/2052	582,838
140,180,517	Series 2019-C54-XA	0.94%	(c)(f)	12/15/2052	4,959,867
6,363,333	Series 2019-C54-XD	1.49%	(a)(c)(f)	12/15/2052	404,693
28,088,000	Series 2020-C55-AS	2.94%		02/15/2053	24,094,167
52,886,315	Series 2020-C55-XB	0.94%	(c)(f)	02/15/2053	2,024,229
158,581,029	Series 2020-C56-XA	1.51%	(c)(f)	06/15/2053	8,249,068
164,284,710	Series 2021-C61-XA	1.48%	(c)(f)	11/15/2054	10,821,434
9,132,000	Series 2021-C61-XD	1.52%	(a)(c)(f)	11/15/2054	762,122
	Credit Suisse Mortgage Capital Certificates

PRINCIPAL AMOUNT
$/SHARES SECURITY DESCRIPTION RATE MATURITY VALUE $

147,561,481	Series 2014-USA-X1	0.69%	(a)(c)(f)	09/15/2037	464,981
3,799,000	Series 2017-CALI-E	3.90%	(a)(c)	11/10/2032	938,201
6,050,000	Series 2017-CALI-F	3.90%	(a)(c)	11/10/2032	1,017,353
4,847,000	Series 2017-TIME-A	3.65%	(a)	11/13/2039	3,958,283
29,196,411	Series 2020-NET-A	2.26%	(a)	08/15/2037	27,632,328
131,304,467	Series 2020-NET-X	1.37%	(a)(c)(f)	08/15/2037	1,639,586
5,903,500	Series 2021-B33-A1	3.05%	(a)	10/10/2043	5,380,292
18,815,500	Series 2021-B33-A2	3.17%	(a)	10/10/2043	15,876,033
2,887,333	Series 2021-B33-B	3.77%	(a)(c)	10/10/2043	2,459,743
109,000,000	Series 2021-B33-X	0.62%	(a)(c)(f)	10/10/2043	2,913,995
	CSAIL Commercial Mortgage Trust
4,606,000	Series 2015-C1-C	4.39%	(c)	04/15/2050	4,276,744
13,360,000	Series 2015-C2-AS	3.85%	(c)	06/15/2057	12,701,241
9,205,000	Series 2015-C3-B	4.24%	(c)	08/15/2048	8,554,505
2,299,000	Series 2015-C4-C	4.71%	(c)	11/15/2048	2,193,722
262,752,149	Series 2015-C4-XA	0.95%	(c)(f)	11/15/2048	1,772,710
9,425,000	Series 2016-C5-C	4.80%	(c)	11/15/2048	8,809,115
34,841,758	Series 2016-C6-XA	2.02%	(c)(f)	01/15/2049	789,424
11,020,000	Series 2016-C7-B	4.47%	(c)	11/15/2049	10,203,389
128,485,354	Series 2017-C8-XA	1.21%	(c)(f)	06/15/2050	3,103,667
4,399,000	Series 2017-CX10-B	3.89%	(c)	11/15/2050	3,868,876
3,356,000	Series 2017-CX10-C	4.31%	(c)	11/15/2050	2,742,628
76,912,213	Series 2017-CX10-XA	0.89%	(c)(f)	11/15/2050	1,351,040
1,886,000	Series 2018-C14-C	5.04%	(c)	11/15/2051	1,587,884
15,894,000	Series 2019-C16-B	3.88%		06/15/2052	13,943,296
24,423,868	Series 2019-C17-XA	1.46%	(c)(f)	09/15/2052	1,274,623
7,924,000	Series 2019-C18-B	3.59%		12/15/2052	6,867,368
223,355,971	Series 2019-C18-XA	1.13%	(c)(f)	12/15/2052	8,642,871
194,993,042	Series 2020-C19-XA	1.21%	(c)(f)	03/15/2053	9,147,709
81,465,000	Series 2020-C19-XB	0.15%	(c)(f)	03/15/2053	394,682
	CSWF
878,416	Series 2018-TOP-G (1 mo. Term SOFR + 3.50%, 3.45% Floor)	8.83%	(a)	08/15/2035	843,497
	DOLP Trust
5,750,000	Series 2021-NYC-E	3.70%	(a)(c)	05/10/2041	4,090,948
11,475,000	Series 2021-NYC-F	3.70%	(a)(c)	05/10/2041	7,344,943
	Extended Stay America Trust
3,140,969	Series 2021-ESH-A (1 mo. Term SOFR + 1.19%, 1.08% Floor)	6.52%	(a)	07/15/2038	3,131,256
	Fontainebleau Miami Beach Trust
6,520,000	Series 2019-FBLU-G	4.09%	(a)(c)	12/10/2036	6,310,244
	FS Rialto
591,318	Series 2019-FL1-A (1 mo. Term SOFR + 1.31%, 1.20% Floor)	6.64%	(a)	12/16/2036	589,725
	Granite Point Mortgage Trust, Inc.
16,105,252	Series 2021-FL4-A (1 mo. Term SOFR + 1.46%, 1.35% Floor)	6.81%	(a)	12/15/2036	15,817,306
	Great Wolf Trust
15,000,000	Series 2024-WLF2-A (1 mo. Term SOFR + 1.69%)	7.02%	(a)	05/15/2041	15,017,403
1,960,000	Series 2024-WOLF-C (1 mo. Term SOFR + 2.39%, 2.39% Floor)	7.72%	(a)	03/15/2039	1,962,820
	Greystone Commercial Real Estate Notes
25,725,000	Series 2019-FL2-B (1 mo. Term SOFR + 1.71%, 1.60% Floor)	7.04%	(a)	09/15/2037	25,741,670
14,873,000	Series 2019-FL2-C (1 mo. Term SOFR + 2.11%, 2.00% Floor)	7.44%	(a)	09/15/2037	14,911,283
6,250,000	Series 2021-FL3-B (1 mo. Term SOFR + 1.76%, 1.65% Floor)	7.09%	(a)	07/15/2039	6,185,438
	GS Mortgage Securities Corp. II
4,000,000	Series 2015-GC28-C	4.45%	(c)	02/10/2048	3,743,177
182,142,525	Series 2015-GC28-XA	1.10%	(c)(f)	02/10/2048	253,943
187,803,696	Series 2015-GC32-XA	0.83%	(c)(f)	07/10/2048	923,543
141,030,460	Series 2015-GC34-XA	1.35%	(c)(f)	10/10/2048	1,502,454
62,713,503	Series 2015-GS1-XA	0.90%	(c)(f)	11/10/2048	482,819
39,392,751	Series 2016-GS2-XA	1.88%	(c)(f)	05/10/2049	856,930
252,572,061	Series 2016-GS3-XA	1.31%	(c)(f)	10/10/2049	4,867,215
47,213,122	Series 2016-GS4-XA	0.69%	(c)(f)	11/10/2049	483,160
179,118,148	Series 2017-GS7-XA	1.22%	(c)(f)	08/10/2050	4,521,408
98,700,000	Series 2017-GS7-XB	0.48%	(c)(f)	08/10/2050	940,848
3,443,000	Series 2018-GS10-WLSA	5.07%	(a)(c)	03/10/2033	785,373

PRINCIPAL AMOUNT
$/SHARES SECURITY DESCRIPTION RATE MATURITY VALUE $

6,834,000	Series 2018-GS10-WLSB	5.07%	(a)(c)	03/10/2033	590,164
9,287,000	Series 2018-GS10-WLSC	5.07%	(a)(c)	03/10/2033	753,242
8,990,000	Series 2018-GS10-WLSD	5.07%	(a)(c)	03/10/2033	681,955
11,236,750	Series 2018-GS10-WLSE	5.07%	(a)(c)	03/10/2033	763,898
191,421,943	Series 2018-GS9-XA	0.56%	(c)(f)	03/10/2051	2,517,179
12,875,000	Series 2018-LUAU-A (1 mo. Term SOFR + 1.30%, 1.25% Floor)	6.63%	(a)	11/15/2032	12,817,711
15,571,000	Series 2018-TWR-A (1 mo. Term SOFR + 1.20%, 0.90% Floor)	6.53%	(a)	07/15/2031	12,908,359
3,897,000	Series 2018-TWR-D (1 mo. Term SOFR + 1.90%, 1.60% Floor)	7.23%	(a)	07/15/2031	1,519,830
11,950,000	Series 2018-TWR-E (1 mo. Term SOFR + 2.40%, 2.10% Floor)	7.73%	(a)	07/15/2031	3,387,825
11,242,000	Series 2018-TWR-F (1 mo. Term SOFR + 3.10%, 2.80% Floor)	8.43%	(a)	07/15/2031	1,888,656
4,648,000	Series 2018-TWR-G (1 mo. Term SOFR + 4.22%, 3.93% Floor)	9.55%	(a)	07/15/2031	97,608
52,043,076	Series 2019-GC38-XA	1.17%	(c)(f)	02/10/2052	2,017,757
14,819,185	Series 2019-GC39-XA	1.29%	(c)(f)	05/10/2052	599,091
21,600,000	Series 2019-GSA1-XD	1.13%	(a)(c)(f)	11/10/2052	1,008,346
179,051,899	Series 2020-GC45-XA	0.77%	(c)(f)	02/13/2053	4,825,574
25,009,000	Series 2020-GC45-XD	0.80%	(a)(c)(f)	02/13/2053	814,150
55,253,892	Series 2020-GSA2-XA	1.82%	(a)(c)(f)	12/12/2053	4,305,162
7,561,000	Series 2020-UPTN-D	3.35%	(a)(c)	02/10/2037	7,154,937
56,900,000	Series 2021-1HTL-A (1 mo. Term SOFR + 3.59%, 3.48% Floor)	8.92%	(a)	10/09/2024	56,522,070
3,280,000	Series 2021-ARDN-E (1 mo. Term SOFR + 3.46%, 3.35% Floor)	8.79%	(a)	11/15/2036	3,234,653
16,787,000	Series 2021-ARDN-G (1 mo. Term SOFR + 5.11%, 5.00% Floor)	10.44%	(a)	11/15/2036	16,551,413
	Hilton USA Trust
5,692,000	Series 2016-SFP-A	2.83%	(a)	11/05/2035	4,965,381
	JP Morgan Chase Commercial Mortgage Securities
482,195	Series 2007-CB20-X1	0.00%	(a)(c)(f)	02/12/2051	1
4,806,951	Series 2013-LC11-AS	3.22%		04/15/2046	4,433,691
2,713,866	Series 2014-C20-B	4.40%	(c)	07/15/2047	2,577,733
47,740,493	Series 2015-JP1-XA	1.03%	(c)(f)	01/15/2049	448,030
1,725,000	Series 2017-JP5-C	3.90%	(c)	03/15/2050	1,434,616
9,343,000	Series 2018-MINN-E (1 mo. Term SOFR + 2.80%, 3.50% Floor)	8.13%	(a)	11/15/2035	7,711,049
18,869,000	Series 2019-COR4-XD	2.18%	(a)(c)(f)	03/10/2052	1,484,919
86,968,255	Series 2019-COR5-XA	1.62%	(c)(f)	06/13/2052	4,432,415
8,500,000	Series 2019-COR5-XD	1.92%	(a)(c)(f)	06/13/2052	626,494
7,366,000	Series 2020-ACE-C	3.82%	(a)(c)	01/10/2037	7,102,039
29,530,000	Series 2020-NNN-EFX	3.97%	(a)	01/16/2037	11,447,305
	JPMBB Commercial Mortgage Securities Trust
654,014	Series 2014-C18-XA	0.43%	(c)(f)	02/15/2047	11
4,787,000	Series 2014-C21-C	4.82%	(c)	08/15/2047	4,562,741
141,868,111	Series 2014-C25-XA	0.94%	(c)(f)	11/15/2047	23,649
136,601,330	Series 2014-C26-XA	1.03%	(c)(f)	01/15/2048	71,074
8,236,400	Series 2015-C27-C	4.44%	(c)	02/15/2048	5,150,316
10,425,000	Series 2015-C27-D	3.94%	(a)(c)	02/15/2048	2,408,542
10,663,088	Series 2015-C28-C	4.27%	(c)	10/15/2048	9,720,342
28,038,629	Series 2015-C28-XA	1.05%	(c)(f)	10/15/2048	96,301
27,175,813	Series 2015-C29-XA	0.68%	(c)(f)	05/15/2048	96,686
117,135,083	Series 2015-C30-XA	0.56%	(c)(f)	07/15/2048	359,991
17,628,000	Series 2015-C32-C	4.80%	(c)	11/15/2048	9,914,350
52,368,989	Series 2015-C32-XA	1.25%	(c)(f)	11/15/2048	350,956
7,394,000	Series 2016-C1-C	4.86%	(c)	03/17/2049	6,758,322
16,815,079	Series 2016-C1-XA	1.31%	(c)(f)	03/17/2049	256,741
	JPMDB Commercial Mortgage Securities Trust
102,915,174	Series 2016-C2-XA	1.63%	(c)(f)	06/15/2049	1,981,055
135,217,546	Series 2017-C5-XA	1.02%	(c)(f)	03/15/2050	2,204,384
173,596,274	Series 2017-C7-XA	0.96%	(c)(f)	10/15/2050	3,538,743

PRINCIPAL AMOUNT
$/SHARES SECURITY DESCRIPTION RATE MATURITY VALUE $

1,844,000	Series 2018-C8-C	4.92%	(c)	06/15/2051	1,599,222
13,604,000	Series 2019-COR6-AS	3.41%	(c)	11/13/2052	11,318,154
274,833,671	Series 2020-COR7-XA	1.76%	(c)(f)	05/13/2053	16,548,780
	KREF
8,033,713	Series 2021-FL2-A (1 mo. Term SOFR + 1.18%, 1.07% Floor)	6.51%	(a)	02/15/2039	7,937,662
	Ladder Capital Commercial Mortgage Securities LLC
12,252,323	Series 2021-FL3-A (1 mo. Term SOFR + 1.56%, 1.56% Floor)	6.89%	(a)	11/15/2038	12,160,822
	LFT CRE Ltd.
10,800,000	Series 2021-FL1-B (1 mo. Term SOFR + 1.86%, 1.86% Floor)	7.19%	(a)	06/15/2039	10,618,074
	LSTAR Commercial Mortgage Trust
1,360,000	Series 2015-3-D	3.27%	(a)(c)	04/20/2048	1,284,021
15,243,384	Series 2017-5-X	0.99%	(a)(c)(f)	03/10/2050	243,643
	M360 LLC
17,352,740	Series 2021-CRE3-A (1 mo. Term SOFR + 1.61%, 1.50% Floor)	6.96%	(a)	11/22/2038	17,263,720
7,162,000	Series 2021-CRE3-B (1 mo. Term SOFR + 2.36%, 2.25% Floor)	7.71%	(a)	11/22/2038	6,978,631
	Manhattan West
5,731,000	Series 2020-1MW-C	2.41%	(a)(c)	09/10/2039	5,014,790
	Med Trust
6,070,865	Series 2021-MDLN-A (1 mo. Term SOFR + 1.06%, 0.95% Floor)	6.39%	(a)	11/15/2038	6,061,464
4,408,841	Series 2021-MDLN-C (1 mo. Term SOFR + 1.91%, 1.80% Floor)	7.24%	(a)	11/15/2038	4,412,076
16,653,078	Series 2021-MDLN-G (1 mo. Term SOFR + 5.36%, 5.25% Floor)	10.69%	(a)	11/15/2038	16,692,258
	MF1 Multifamily Housing Mortgage Loan Trust
1,879,651	Series 2021-FL5-A (1 mo. Term SOFR + 0.96%, 0.96% Floor)	6.29%	(a)	07/15/2036	1,878,668
10,000,000	Series 2021-FL5-AS (1 mo. Term SOFR + 1.31%, 1.31% Floor)	6.64%	(a)	07/15/2036	9,975,200
11,333,362	Series 2022-FL8-A (1 mo. Term SOFR + 1.35%, 1.35% Floor)	6.69%	(a)	02/19/2037	11,287,062
17,500,000	Series 2023-FL12-A (1 mo. Term SOFR + 2.07%, 2.07% Floor)	7.40%	(a)	10/19/2038	17,609,078
10,660,000	Series 2024-FL15-A (1 mo. Term SOFR + 1.69%, 1.69% Floor)	6.99%	(a)	08/18/2041	10,633,350
	MFT Trust
9,417,000	Series 2020-ABC-A	3.36%	(a)	02/10/2042	6,546,112
4,317,000	Series 2020-ABC-B	3.59%	(a)(c)	02/10/2042	2,835,941
	MHC Commercial Mortgage Trust
3,540,060	Series 2021-MHC-A (1 mo. Term SOFR + 0.92%, 0.80% Floor)	6.24%	(a)	04/15/2038	3,513,378
	Morgan Stanley ABS Capital I, Inc.
4,353,603	Series 2021-ILP-A (1 mo. Term SOFR + 0.89%, 0.78% Floor)	6.22%	(a)	11/09/2024	4,291,987
17,326,703	Series 2021-ILP-D (1 mo. Term SOFR + 1.69%, 1.58% Floor)	7.02%	(a)	11/09/2024	17,056,881
	Morgan Stanley Bank of America Merrill Lynch Trust
10,269,284	Series 2012-CKSV-CK	4.30%	(a)(c)	10/15/2030	6,566,772
13,450,000	Series 2014-C18-C	4.56%	(c)	10/15/2047	12,986,821
6,693,500	Series 2014-C19-C	4.00%		12/15/2047	6,352,704
5,457,500	Series 2015-C20-C	4.57%	(c)	02/15/2048	5,245,103
149,751,901	Series 2015-C20-XA	1.33%	(c)(f)	02/15/2048	475,717
14,422,000	Series 2015-C27-C	4.64%	(c)	12/15/2047	13,566,868
127,515,296	Series 2016-C28-XA	1.30%	(c)(f)	01/15/2049	1,497,017
7,564,000	Series 2016-C31-C	4.40%	(c)	11/15/2049	6,427,846
37,801,259	Series 2017-C33-XA	1.39%	(c)(f)	05/15/2050	954,055
	Morgan Stanley Capital I, Inc.
15,630,794	Series 2006-HQ10-X1	0.59%	(a)(c)(f)	11/12/2041	577
7,137,000	Series 2015-UBS8-B	4.32%	(c)	12/15/2048	6,662,796
22,710,970	Series 2015-UBS8-XA	0.98%	(c)(f)	12/15/2048	181,050
131,481,558	Series 2017-H1-XA	1.46%	(c)(f)	06/15/2050	3,240,402
4,661,000	Series 2017-HR2-C	4.46%	(c)	12/15/2050	4,184,731
8,000,000	Series 2018-MP-E	4.42%	(a)(c)	07/11/2040	5,039,608
9,386,700	Series 2019-H6-XD	1.72%	(a)(c)(f)	06/15/2052	603,855
5,305,000	Series 2019-H7-AS	3.52%		07/15/2052	4,819,770
76,650,918	Series 2019-L2-XA	1.17%	(c)(f)	03/15/2052	2,816,975

PRINCIPAL AMOUNT
$/SHARES SECURITY DESCRIPTION RATE MATURITY VALUE $

3,845,000	Series 2019-L3-AS	3.49%		11/15/2052	3,427,963
147,171,030	Series 2019-L3-XA	0.73%	(c)(f)	11/15/2052	3,982,168
15,090,000	Series 2019-L3-XD	1.27%	(a)(c)(f)	11/15/2052	793,032
3,355,000	Series 2019-NUGS-D (1 mo. Term SOFR + 1.91%, 3.30% Floor)	7.24%	(a)(b)	12/15/2036	971,258
1,315,000	Series 2019-PLND-B (1 mo. Term SOFR + 1.41%, 1.30% Floor)	6.74%	(a)	05/15/2036	706,201
6,002,000	Series 2019-PLND-E (1 mo. Term SOFR + 2.26%, 2.15% Floor)	7.59%	(a)	05/15/2036	1,273,247
2,200,000	Series 2020-HR8-B	2.70%		07/15/2053	1,764,577
24,004,000	Series 2020-L4-B	3.08%		02/15/2053	20,137,119
285,138,144	Series 2020-L4-XA	1.19%	(c)(f)	02/15/2053	14,024,234
13,625,665	Series 2020-L4-XD	1.29%	(a)(c)(f)	02/15/2053	754,046
10,779,000	Series 2021-L6-C	3.58%	(c)	06/15/2054	8,348,177
	MRCD Mortgage Trust
7,794,000	Series 2019-PARK-F	2.72%	(a)	12/15/2036	4,638,209
32,926,000	Series 2019-PARK-G	2.72%	(a)	12/15/2036	17,947,963
	Natixis Commercial Mortgage Securities Trust
13,188,800	Series 2020-2PAC-D	3.75%	(a)	12/15/2038	11,445,880
	NYT Mortgage Trust
25,000,000	Series 2019-NYT-D (1 mo. Term SOFR + 2.30%, 2.00% Floor)	7.63%	(a)	12/15/2035	21,540,858
	OPG Trust
6,977,750	Series 2021-PORT-D (1 mo. Term SOFR + 1.25%, 1.13% Floor)	6.57%	(a)	10/15/2036	6,850,361
	SLG Office Trust
37,079,000	Series 2021-OVA-F	2.85%	(a)	07/15/2041	27,148,918
	SMR Mortgage Trust
4,185,894	Series 2022-IND-G (1 mo. Term SOFR + 7.50%, 7.50% Floor)	12.83%	(a)	02/15/2039	3,573,272
	Soho Trust
2,985,000	Series 2021-SOHO-B	2.79%	(a)(c)	08/10/2038	1,962,793
	SREIT Trust
47,000,000	Series 2021-IND-G (1 mo. Term SOFR + 3.38%, 3.27% Floor)	8.71%	(a)	10/15/2038	45,154,263
5,071,373	Series 2021-MFP-E (1 mo. Term SOFR + 2.14%, 2.03% Floor)	7.47%	(a)	11/15/2038	5,002,799
	TPG Real Estate Finance Issuer Ltd.
12,643,034	Series 2021-FL4-A (1 mo. Term SOFR + 1.31%, 1.20% Floor)	6.64%	(a)	03/15/2038	12,538,223
	UBS Commercial Mortgage Trust
8,000,000	Series 2017-C1-C	4.44%		06/15/2050	6,957,835
79,466,743	Series 2017-C1-XA	1.66%	(c)(f)	06/15/2050	2,585,450
1,124,000	Series 2017-C2-C	4.30%	(c)	08/15/2050	984,566
6,857,000	Series 2017-C3-B	4.09%	(c)	08/15/2050	6,309,857
10,225,937	Series 2017-C3-XA	1.25%	(c)(f)	08/15/2050	235,986
3,561,000	Series 2017-C4-B	4.24%	(c)	10/15/2050	3,257,967
2,886,000	Series 2017-C6-C	4.77%	(c)	12/15/2050	2,440,469
1,020,000	Series 2018-C11-B	4.71%	(c)	06/15/2051	891,760
1,500,000	Series 2018-C9-C	5.11%	(c)	03/15/2051	1,126,182
37,669,900	Series 2018-C9-XA	1.08%	(c)(f)	03/15/2051	1,069,516
8,350,000	Series 2019-C17-AS	3.20%		10/15/2052	7,245,995
12,767,000	Series 2019-C17-XD	1.90%	(a)(c)(f)	10/15/2052	991,779
14,858,000	Series 2019-C18-AS	3.38%	(c)	12/15/2052	12,610,390
9,705,000	Series 2019-C18-B	3.68%	(c)	12/15/2052	7,969,939
11,574,000	Series 2019-C18-XD	1.57%	(a)(c)(f)	12/15/2052	760,436
	UBS-Barclays Commercial Mortgage Trust
6,117,000	Series 2019-C3-XD	1.93%	(a)(c)(f)	05/15/2052	448,539
169,574,338	Series 2019-C4-XA	1.68%	(c)(f)	08/15/2052	9,915,385
13,091,000	Series 2019-C4-XD	1.29%	(a)(c)(f)	08/15/2052	648,341
68,572,145	Series 2019-C5-XA	1.00%	(c)(f)	11/15/2052	2,105,720
14,866,000	Series 2019-C5-XD	1.48%	(a)(c)(f)	11/15/2052	866,151
	WF-RBS Commercial Mortgage Trust
10,000,000	Series 2014-C21-B	4.21%	(c)	08/15/2047	9,530,838
3,147,000	Series 2014-C21-C	4.23%	(c)	08/15/2047	2,900,017
121,941,124	Series 2014-C25-XA	0.97%	(c)(f)	11/15/2047	65,568
	Total Non-Agency Commercial Mortgage Backed Obligations (Cost $3,017,230,640)				2,166,284,477

PRINCIPAL AMOUNT
$/SHARES SECURITY DESCRIPTION RATE MATURITY VALUE $

NON-AGENCY RESIDENTIAL COLLATERALIZED MORTGAGE OBLIGATIONS - 25.4%
	Accredited Mortgage Loan Trust
12,875,000	Series 2006-1-M2 (1 mo. Term SOFR + 0.45%, 0.34% Floor)	1.74%		04/25/2036	9,464,876
	ACE Securities Corp.
1,525,673	Series 2007-ASP1-A2C (1 mo. Term SOFR + 0.63%, 0.52% Floor)	5.98%		03/25/2037	617,943
9,871,615	Series 2007-HE1-A2B (1 mo. Term SOFR + 0.35%, 0.24% Floor)	5.70%		01/25/2037	5,832,748
2,300,318	Series 2007-HE1-A2C (1 mo. Term SOFR + 0.45%, 0.34% Floor)	5.80%		01/25/2037	1,359,149
2,156,549	Series 2007-HE1-A2D (1 mo. Term SOFR + 0.61%, 0.50% Floor)	5.96%		01/25/2037	1,274,173
70,547,911	Series 2007-WM1-A1A (1 mo. Term SOFR + 0.39%, 0.28% Floor)	5.74%		11/25/2036	21,025,020
3,862,500	Series 2007-WM1-A2A (1 mo. Term SOFR + 0.25%, 0.14% Floor)	5.60%		11/25/2036	1,563,509
4,175,662	Series 2007-WM1-A2D (1 mo. Term SOFR + 0.55%, 0.44% Floor)	5.90%		11/25/2036	1,692,848
2,683,548	Series 2007-WM2-A2C (1 mo. Term SOFR + 0.39%, 0.28% Floor)	5.74%		02/25/2037	1,107,411
2,352,561	Series 2007-WM2-A2D (1 mo. Term SOFR + 0.48%, 0.37% Floor)	5.83%		02/25/2037	970,806
	Adjustable Rate Mortgage Trust
2,544,840	Series 2004-4-CB1 (1 mo. Term SOFR + 1.26%, 1.15% Floor, 10.00% Cap)	6.61%		03/25/2035	2,111,341
17,645,989	Series 2005-11-4A1	4.75%	(c)	02/25/2036	9,217,088
1,314,941	Series 2005-4-2A1	6.29%	(c)	08/25/2035	1,221,856
127,075	Series 2005-7-3A1	5.43%	(c)	10/25/2035	121,559
3,848,185	Series 2005-8-3A21	4.73%	(c)	11/25/2035	2,703,457
10,559,216	Series 2006-1-2A1	5.50%	(c)	03/25/2036	5,339,447
9,923,460	Series 2006-2-5A1	5.37%	(c)	05/25/2036	2,237,582
4,714,248	Series 2007-1-3A1	5.24%	(c)	03/25/2037	4,129,509
857,259	Series 2007-3-1A1	5.15%	(a)(c)	11/25/2037	821,631
	Aegis Asset Backed Securities Trust
191,819	Series 2003-2-M2 (1 mo. Term SOFR + 2.66%, 2.55% Floor)	8.01%		11/25/2033	170,001
800,034	Series 2004-1-M2 (1 mo. Term SOFR + 2.14%, 2.03% Floor)	7.49%		04/25/2034	743,234
617,792	Series 2004-2-M2 (1 mo. Term SOFR + 2.06%, 1.95% Floor)	7.41%		06/25/2034	576,697
3,935,734	Series 2004-6-M2 (1 mo. Term SOFR + 1.11%, 1.00% Floor, 15.00% Cap)	6.46%		03/25/2035	3,671,448
9,028,088	Series 2006-1-A2 (1 mo. Term SOFR + 0.28%, 0.17% Floor, 12.00% Cap)	5.63%		01/25/2037	6,628,463
	AlphaFlow Transitional Mortgage Trust
6,437,842	Series 2021-WL1-A1	3.28%	(a)(d)	01/25/2026	6,278,427
	American Home Mortgage Assets LLC
2,702,436	Series 2006-2-2A1 (1 mo. Term SOFR + 0.49%, 0.38% Floor)	5.84%		09/25/2046	2,386,578
	American Home Mortgage Investment Trust
2,686,013	Series 2005-4-3A1 (1 mo. Term SOFR + 0.71%, 0.60% Floor, 11.00% Cap)	6.06%		11/25/2045	1,838,442
11,957,630	Series 2005-4-5A (6 mo. Term SOFR + 2.18%, 1.75% Floor, 11.00% Cap)	7.50%		11/25/2045	4,796,834
2,146,383	Series 2006-2-3A4	7.10%	(d)	06/25/2036	311,475
7,248,123	Series 2007-A-13A1	6.60%	(a)(d)	01/25/2037	1,115,675
	Ameriquest Mortgage Securities, Inc.
3,782,801	Series 2004-FR1-M1	3.82%	(d)	05/25/2034	3,706,320
	Amortizing Residential Collateral Trust
4,696,707	Series 2002-BC7-M1 (1 mo. Term SOFR + 1.31%, 1.20% Floor)	6.66%		10/25/2032	3,524,136
	AMSR Trust
41,588,000	Series 2019-SFR1-E	3.47%	(a)	01/19/2039	39,058,963
30,156,000	Series 2020-SFR4-G1	4.00%	(a)	11/17/2037	28,990,510
10,000,000	Series 2020-SFR5-F	2.69%	(a)	11/17/2037	9,471,932
6,500,000	Series 2021-SFR3-E1	2.33%	(a)	10/17/2038	5,937,067
11,000,000	Series 2021-SFR3-E2	2.43%	(a)	10/17/2038	10,017,226

PRINCIPAL AMOUNT
$/SHARES SECURITY DESCRIPTION RATE MATURITY VALUE $

18,500,000	Series 2021-SFR3-F	3.23%	(a)	10/17/2038	16,846,235
6,500,000	Series 2021-SFR4-D	2.77%	(a)	12/17/2038	5,914,684
10,500,000	Series 2021-SFR4-E1	2.97%	(a)	12/17/2038	9,451,427
	Angel Oak Mortgage Trust LLC
2,241,616	Series 2019-2-M1	4.07%	(a)(c)	03/25/2049	2,227,433
9,121,000	Series 2021-7-M1	3.26%	(a)(c)	10/25/2066	6,335,070
	Argent Securities, Inc. Asset-Backed Pass-Through Certificates
9,652,851	Series 2004-W11-M6 (1 mo. Term SOFR + 1.99%, 1.88% Floor)	7.33%		11/25/2034	7,847,144
102,778,183	Series 2006-M3-A1 (1 mo. Term SOFR + 0.29%, 0.18% Floor)	5.63%		10/25/2036	56,259,996
11,710,804	Series 2006-W5-A1A (1 mo. Term SOFR + 0.41%, 0.30% Floor)	5.76%		06/25/2036	7,482,000
	Asset Backed Funding Certificates
82,952,218	Series 2007-WMC1-A1A (1 mo. Term SOFR + 1.36%, 1.25% Floor)	6.71%		06/25/2037	58,381,390
	Asset Backed Securities Corp. Home Equity
1,267,409	Series 2004-HE3-M2 (1 mo. Term SOFR + 1.79%, 1.68% Floor)	7.14%		06/25/2034	1,291,307
17,646,916	Series 2006-HE7-A1 (1 mo. Term SOFR + 0.38%, 0.27% Floor)	4.04%		11/25/2036	15,719,174
	Banc of America Alternative Loan Trust
437,058	Series 2005-10-4A1	5.75%		11/25/2035	301,437
1,999,887	Series 2005-11-2CB1	6.00%		12/25/2035	1,834,122
1,285,413	Series 2006-2-1CB1	6.00%		03/25/2036	1,131,784
1,632,514	Series 2006-2-3CB1	6.50%		03/25/2036	1,410,173
435,363	Series 2006-5-CB14 (1 mo. Term SOFR + 1.21%, 6.00% Floor, 6.00% Cap)	6.00%		06/25/2046	362,773
1,030,273	Series 2006-6-CB3	6.00%		07/25/2046	853,233
7,891,484	Series 2006-7-A4	6.50%	(d)	10/25/2036	2,314,948
1,402,448	Series 2006-8-1A1 (-1 x 1 mo. Term SOFR + 6.39%, 0.00% Floor, 6.50% Cap)	1.04%	(f)(g)	11/25/2036	99,368
499,824	Series 2006-8-1A2 (1 mo. Term SOFR + 0.56%, 0.45% Floor, 7.00% Cap)	5.91%		11/25/2036	381,540
2,349,763	Series 2006-9-1CB1	6.00%		01/25/2037	1,996,449
392,729	Series 2007-2-2A1	6.00%		06/25/2037	318,918
	Banc of America Funding Corp.
2,278,653	Series 2006-2-3A1	6.00%		03/25/2036	1,849,354
67,169	Series 2006-2-4A1 (-3 x 1 mo. Term SOFR + 22.46%, 0.00% Floor, 22.80% Cap)	6.42%	(g)	03/25/2036	61,049
81,069	Series 2006-2-6A2	5.50%		03/25/2036	76,795
266,350	Series 2006-3-1A1	6.00%		03/25/2036	212,451
170,857	Series 2006-3-6A1	6.38%	(c)	03/25/2036	168,534
1,240,925	Series 2006-6-1A7	6.25%		08/25/2036	1,034,901
459,149	Series 2006-7-T2A5	6.54%	(d)	10/25/2036	386,792
2,164,112	Series 2006-7-T2A8	6.41%	(d)	10/25/2036	1,823,275
542,318	Series 2006-8T2-A8	6.60%	(d)	10/25/2036	455,031
227,536	Series 2006-B-7A1	4.31%	(c)	03/20/2036	186,936
3,921,523	Series 2006-D-6A1	3.92%	(c)	05/20/2036	3,131,743
101,937	Series 2006-H-3A1	4.50%	(c)	09/20/2046	80,693
44,298,305	Series 2006-H-5A1 (1 mo. Term SOFR + 0.47%, 0.36% Floor, 10.50% Cap)	5.81%		10/20/2036	13,435,663
458,649	Series 2007-1-TA10	6.34%	(d)	01/25/2037	407,850
611,616	Series 2007-3-TA1B	5.83%	(c)	04/25/2037	486,649
1,108,853	Series 2007-5-1A1	5.50%		07/25/2037	853,653
658,242	Series 2009-R14A-3A (-2 x 1 mo. Term SOFR + 16.30%, 5.50% Floor, 16.57% Cap)	5.50%	(a)(g)	06/26/2035	578,556
1,034,432	Series 2009-R15A-4A2	5.75%	(a)(c)	12/26/2036	872,518
558,698	Series 2010-R1-3A (-2 x 1 mo. Term SOFR + 14.10%, 6.00% Floor, 14.28% Cap)	6.00%	(a)(g)	07/26/2036	513,319
4,615,388	Series 2014-R6-3A2	5.71%	(a)(c)(h)	10/26/2036	4,116,916
11,499,220	Series 2014-R8-A2 (1 mo. Term SOFR + 0.35%, 0.24% Floor)	5.70%	(a)	06/26/2036	9,144,397
18,905,354	Series 2015-R2-4A2 (1 mo. Term SOFR + 0.28%, 0.17% Floor)	3.05%	(a)(b)	09/29/2036	14,208,294
	Banc of America Mortgage Securities, Inc.

PRINCIPAL AMOUNT
$/SHARES SECURITY DESCRIPTION RATE MATURITY VALUE $

988,374	Series 2006-1-A9	6.00%		05/25/2036	814,982
140,919	Series 2007-1-2A5	5.75%		01/25/2037	114,862
3,207,586	Series 2007-3-2A8	7.00%		09/25/2037	2,613,978
	BankUnited Trust
5,262,874	Series 2005-1-2A1	5.00%	(c)	09/25/2045	4,636,633
	Barclays PLC
6,385,508	Series 2010-RR6-7A10	7.50%	(a)(c)	02/26/2037	2,596,239
	Bayview Commercial Asset Trust
664,511	Series 2007-3-A2 (1 mo. Term SOFR + 0.55%, 0.00% Floor)	5.89%	(a)	07/25/2037	619,889
	Bayview Financial Acquisition Trust
2,351,760	Series 2006-C-2A4 (1 mo. Term SOFR + 0.53%, 0.00% Floor)	5.88%		11/28/2036	2,035,360
	BCAP LLC Trust
20,647,800	Series 2007-AA2-11A (1 mo. Term SOFR + 0.49%, 0.38% Floor)	5.84%	(a)	05/25/2047	20,926,851
1,956,237	Series 2007-AA2-2A7	6.00%		04/25/2037	857,895
2,117,848	Series 2007-AA2-2A8	5.75%		04/25/2037	896,948
10,173,814	Series 2008-RR3-A1B	6.70%	(a)(c)	10/25/2036	3,084,089
1,449,403	Series 2009-RR13-18A2	5.75%	(a)(c)	07/26/2037	695,921
2,535,171	Series 2009-RR4-4A2	5.75%	(a)(c)	02/26/2036	1,128,279
	Bear Stearns Adjustable Rate Mortgage Trust
510,491	Series 2005-12-13A1	5.01%	(c)	02/25/2036	375,773
2,194,185	Series 2006-4-4A1	4.68%	(c)	10/25/2046	1,808,957
2,627,148	Series 2007-1-2A1	5.70%	(c)	02/25/2047	2,187,193
731,799	Series 2007-1-3A1	4.47%	(c)	02/25/2047	681,755
8,518,487	Series 2007-2-2A1 (12 mo. Term SOFR + 2.59%, 1.88% Floor, 11.15% Cap)	8.06%		12/25/2046	6,775,224
	Bear Stearns Alt-A Trust
191,995	Series 2004-11-2A3	5.47%	(c)	11/25/2034	187,611
3,296,256	Series 2006-1-11A1 (1 mo. Term SOFR + 0.59%, 0.48% Floor, 11.50% Cap)	5.94%		02/25/2036	2,861,111
9,829,148	Series 2006-3-21A1	4.54%	(c)	05/25/2036	6,952,285
3,663,784	Series 2006-5-1A1 (1 mo. Term SOFR + 0.45%, 0.34% Floor, 11.50% Cap)	5.80%		08/25/2036	3,263,280
6,156,851	Series 2006-6-2A1	4.27%	(c)	11/25/2036	2,775,593
2,982,616	Series 2006-8-2A1	4.63%	(c)	08/25/2046	2,035,994
4,865,143	Series 2007-1-1A1 (1 mo. Term SOFR + 0.43%, 0.32% Floor, 11.50% Cap)	5.78%		01/25/2047	3,845,164
	Bear Stearns Asset Backed Securities Trust
2,318,491	Series 2004-AC4-A2	5.50%	(d)	08/25/2034	2,220,336
5,314,965	Series 2005-AC2-1A	5.75%	(d)	04/25/2035	4,421,759
1,743,580	Series 2005-AC2-2A1	5.75%	(d)	04/25/2035	1,595,105
21,611,124	Series 2005-AC6-22A	5.15%	(c)	09/25/2035	16,797,860
4,719,608	Series 2005-AC7-A4	6.00%	(d)	10/25/2035	2,984,892
6,020,252	Series 2006-AC1-1A1	6.25%	(d)	02/25/2036	2,803,783
858,993	Series 2006-AC5-A1	6.75%	(d)	12/25/2036	840,033
103,082	Series 2007-HE2-2A3 (1 mo. Term SOFR + 0.27%, 0.16% Floor)	5.62%		02/25/2037	102,968
20,595,347	Series 2007-HE4-2A (1 mo. Term SOFR + 0.33%, 0.22% Floor)	5.68%		05/25/2037	18,427,610
11,612,236	Series 2007-HE6-2A (1 mo. Term SOFR + 1.16%, 1.05% Floor)	6.51%		08/25/2037	10,121,276
960,029	Series 2007-SD1-1A2A	6.00%		10/25/2036	372,006
1,320,163	Series 2007-SD1-1A3A	6.50%		10/25/2036	529,018
1,305,891	Series 2007-SD1-23A1	5.66%	(c)	10/25/2036	699,011
	Bear Stearns Mortgage Funding Trust
5,946,883	Series 2006-AR3-2A1 (1 mo. Term SOFR + 0.51%, 0.40% Floor, 10.50% Cap)	5.86%		11/25/2036	5,128,474
2,700,822	Series 2006-AR4-A2 (1 mo. Term SOFR + 0.47%, 0.36% Floor, 10.50% Cap)	5.82%		12/25/2037	2,514,318
5,823,309	Series 2007-AR3-22A1 (1 mo. Term SOFR + 0.43%, 0.32% Floor, 10.50% Cap)	5.78%		04/25/2037	5,471,757
	BNC Mortgage Loan Trust
5,365,444	Series 2006-2-A4 (1 mo. Term SOFR + 0.43%, 0.32% Floor)	5.78%		11/25/2036	5,143,286
4,885,913	Series 2007-1-A4 (1 mo. Term SOFR + 0.27%, 0.16% Floor)	5.62%		03/25/2037	4,604,877

PRINCIPAL AMOUNT
$/SHARES SECURITY DESCRIPTION RATE MATURITY VALUE $

5,009,669	Series 2007-4-A4 (1 mo. Term SOFR + 1.61%, 1.50% Floor)	6.96%		11/25/2037	4,023,532
	BNP Paribas Mortgage Securities LLC
23,618,940	Series 2009-1-B1	6.00%	(a)	08/27/2037	11,080,228
	CAFL Issuer LLC
83,172,546	Series 2021-RTL1-A1	2.24%	(a)(d)	03/28/2029	81,144,841
10,583,333	Series 2021-RTL1-A2	3.10%	(a)(d)	03/28/2029	10,306,702
	Carrington Mortgage Loan Trust
3,916,590	Series 2006-FRE2-A2 (1 mo. Term SOFR + 0.23%, 0.12% Floor, 12.50% Cap)	5.58%		10/25/2036	3,071,653
18,885,310	Series 2006-FRE2-A3 (1 mo. Term SOFR + 0.27%, 0.16% Floor, 12.50% Cap)	5.62%		10/25/2036	14,811,075
5,812,755	Series 2006-FRE2-A4 (1 mo. Term SOFR + 0.36%, 0.25% Floor, 12.50% Cap)	5.71%		10/25/2036	4,558,700
3,665,121	Series 2006-NC3-A3 (1 mo. Term SOFR + 0.26%, 0.15% Floor, 12.50% Cap)	5.61%		08/25/2036	3,496,571
31,194,950	Series 2006-NC4-A3 (1 mo. Term SOFR + 0.27%, 0.16% Floor, 12.50% Cap)	5.62%		10/25/2036	30,234,152
22,199,253	Series 2006-NC5-A3 (1 mo. Term SOFR + 0.26%, 0.15% Floor, 14.50% Cap)	5.61%		01/25/2037	19,219,711
10,569,670	Series 2007-RFC1-A3 (1 mo. Term SOFR + 0.25%, 0.14% Floor, 14.50% Cap)	5.60%		12/25/2036	10,220,378
	Cascade MH Asset Trust
15,268,744	Series 2019-MH1-A	4.00%	(a)(c)	11/25/2044	14,146,425
	Centex Home Equity
2,750,000	Series 2004-A-AF5	5.43%	(d)	01/25/2034	2,631,933
	Chase Mortgage Finance Corp.
2,337,657	Series 2005-A1-2A4	4.86%	(c)	12/25/2035	2,137,164
7,040,062	Series 2006-S1-A5	6.50%		05/25/2036	3,220,260
6,610,058	Series 2006-S2-1A9	6.25%		10/25/2036	2,428,780
4,617,039	Series 2006-S3-1A2	6.00%		11/25/2036	1,831,145
13,246,483	Series 2006-S4-A8	6.00%		12/25/2036	5,594,444
3,920,465	Series 2007-S1-A7	6.00%		02/25/2037	1,463,575
2,272,846	Series 2007-S3-1A5	6.00%		05/25/2037	980,551
1,061,910	Series 2007-S3-2A1	5.50%		05/25/2037	11
2,182,600	Series 2007-S5-1A18	6.00%		07/25/2037	956,862
	Chaseflex Trust
941,734	Series 2005-1-3A1	6.00%		02/25/2035	803,505
86,587	Series 2006-1-A5	6.16%	(c)	06/25/2036	79,458
2,059,921	Series 2006-2-A2B (1 mo. Term SOFR + 0.31%, 0.20% Floor, 11.50% Cap)	4.64%		09/25/2036	1,670,489
3,197,544	Series 2007-1-1A1	6.50%		02/25/2037	1,125,148
4,629,311	Series 2007-M1-2F4	4.25%	(d)	08/25/2037	3,501,909
4,814,895	Series 2007-M1-2F5	4.25%	(d)	08/25/2037	3,641,937
	Citicorp Mortgage Securities, Inc.
610,377	Series 2006-7-1A1	6.00%		12/25/2036	499,779
	Citigroup Financial Products, Inc.
1,441,461	Series 2007-AMC3-A2D (1 mo. Term SOFR + 0.46%, 0.35% Floor)	5.81%		03/25/2037	1,188,321
	Citigroup Mortgage Loan Trust, Inc.
385,139	Series 2005-9-21A1	5.50%		11/25/2035	342,140
921,927	Series 2006-4-2A1A	6.00%		12/25/2035	872,737
4,183,415	Series 2006-AR3-1A1A	5.75%	(c)	06/25/2036	3,725,288
2,169,389	Series 2006-FX1-A6	7.35%	(d)	10/25/2036	1,201,048
8,581,124	Series 2006-WF1-A2D	4.56%	(d)	03/25/2036	4,028,654
8,813,014	Series 2006-WF2-A2D	6.66%	(d)	05/25/2036	3,240,006
1,514,271	Series 2007-10-1A1A	5.16%	(c)	04/25/2037	1,360,006
514,018	Series 2007-12-2A1	6.50%	(a)(c)	10/25/2036	271,541
14,300,930	Series 2007-9-1A1	5.75%	(a)	04/25/2047	7,509,149
634,794	Series 2007-9-2A2	6.50%	(a)(c)	05/25/2037	566,036
37,565,308	Series 2007-AMC2-A1 (1 mo. Term SOFR + 0.25%, 0.14% Floor)	5.60%	(a)	01/25/2037	33,385,453
16,088	Series 2007-AR5-1A3A	5.06%	(c)	04/25/2037	16,164
1,800,199	Series 2007-AR8-1A1A	3.90%	(c)	08/25/2047	1,521,772

PRINCIPAL AMOUNT
$/SHARES SECURITY DESCRIPTION RATE MATURITY VALUE $

3,424,861	Series 2007-OPX1-A2 (1 mo. Term SOFR + 0.31%, 0.20% Floor)	5.66%		01/25/2037	1,384,751
3,371,186	Series 2007-OPX1-A3A	5.97%	(d)	01/25/2037	1,342,099
7,431,307	Series 2007-OPX1-A5A	5.76%	(d)	01/25/2037	2,959,629
2,719,946	Series 2010-7-9A4	6.00%	(a)(c)	10/25/2037	2,309,362
13,315,675	Series 2010-8-7A4	6.00%	(a)(c)	06/25/2037	11,736,945
2,477,393	Series 2014-8-3A2	6.00%	(a)(c)	03/25/2037	2,106,388
102,662,841	Series 2019-A-PT1	3.92%	(a)	10/25/2058	84,446,860
157,243,077	Series 2019-D-PT1	3.51%	(a)(c)	04/25/2064	129,960,931
194,291,773	Series 2020-RP1-A1	1.50%	(a)(c)	08/25/2064	167,185,155
26,293,400	Series 2020-RP1-M1	2.00%	(a)(c)	08/25/2064	19,255,430
22,116,950	Series 2020-RP1-M2	2.50%	(a)(c)	08/25/2064	15,838,282
18,676,200	Series 2020-RP1-M3	2.75%	(a)(c)	08/25/2064	13,029,613
49,011,499	Series 2020-RP1-PT5	6.85%	(a)(c)	08/25/2064	40,337,346
13,945,167	Series 2021-JL1-A	2.75%	(a)(c)	02/27/2062	13,183,010
251,848,573	Series 2021-RP2-A1	1.75%	(a)(c)	03/25/2065	220,348,813
34,186,100	Series 2021-RP2-M1	3.25%	(a)(c)	03/25/2065	28,750,609
28,635,750	Series 2021-RP2-M2	3.40%	(a)(c)	03/25/2065	22,966,146
26,589,300	Series 2021-RP2-M3	3.40%	(a)(c)	03/25/2065	20,614,107
78,020,963	Series 2021-RP2-PT1	5.82%	(a)(c)	03/25/2065	65,167,868
	Citimortgage Alternative Loan Trust
1,410,706	Series 2006-A1-1A5	5.50%		04/25/2036	1,254,487
1,625,053	Series 2006-A2-A2	6.00%		05/25/2036	1,452,488
1,683,572	Series 2006-A3-1A13	6.00%		07/25/2036	1,473,155
1,289,881	Series 2006-A4-1A8	6.00%		09/25/2036	1,135,444
1,314,199	Series 2006-A5-3A3	6.00%		10/25/2036	1,026,134
3,859,292	Series 2006-A6-1A2 (1 mo. LIBOR US + 0.50%, 6.00% Floor, 6.00% Cap)	6.00%	(i)	11/25/2036	3,439,743
1,955,989	Series 2007-A1-1A5	6.00%		01/25/2037	1,668,906
953,674	Series 2007-A1-1A7	6.00%		01/25/2037	813,702
2,585,927	Series 2007-A1-1A8 (1 mo. Term SOFR + 0.71%, 0.60% Floor, 6.00% Cap)	6.00%		01/25/2037	2,073,299
2,440,109	Series 2007-A1-1A9 (-1 x 1 mo. Term SOFR + 5.29%, 0.00% Floor, 5.40% Cap)	0.00%	(f)(g)	01/25/2037	115,007
2,080,393	Series 2007-A3-1A1	6.00%	(j)	03/25/2037	1,737,081
4,787,650	Series 2007-A3-1A3 (-1 x 1 mo. Term SOFR + 5.29%, 0.00% Floor, 5.40% Cap)	0.00%	(f)(g)	03/25/2037	223,506
1,876,177	Series 2007-A3-1A4	5.75%		03/25/2037	1,620,195
3,263,358	Series 2007-A4-1A3 (1 mo. Term SOFR + 0.44%, 0.33% Floor, 7.00% Cap)	5.79%		04/25/2037	2,732,287
3,263,358	Series 2007-A4-1A4 (-1 x 1 mo. Term SOFR + 6.56%, 0.00% Floor, 6.67% Cap)	1.21%	(f)(g)	04/25/2037	300,895
3,456,064	Series 2007-A4-1A5	5.75%		04/25/2037	3,117,785
445,982	Series 2007-A5-1A11	6.00%		05/25/2037	399,788
5,879,948	Series 2007-A5-1A8	6.00%		05/25/2037	5,270,933
191,969	Series 2007-A8-A1	6.00%		10/25/2037	167,202
	CitiMortgage, Inc.
1,676,494	Series 2005-1-1A4	5.50%		02/25/2035	1,560,499
	Colony American Finance Ltd.
9,000,000	Series 2020-3-D	2.95%	(a)(c)	08/15/2053	7,207,465
	COLT Funding LLC
14,812,000	Series 2021-5-M1	3.26%	(a)(c)	11/26/2066	10,706,619
4,294,000	Series 2021-HX1-B1	3.11%	(a)(c)	10/25/2066	3,086,083
4,130,000	Series 2021-HX1-B2	3.86%	(a)(c)	10/25/2066	3,029,024
6,000,000	Series 2021-HX1-M1	2.36%	(a)(c)	10/25/2066	4,163,720
10,914,118	Series 2022-4-A1	4.30%	(a)(c)	03/25/2067	10,591,116
	Countrywide Alternative Loan Trust
23,299,964	Series 2004-36CB-1A1	6.00%		02/25/2035	16,529,999
4,980,970	Series 2005-13CB-A1 (1 mo. Term SOFR + 0.61%, 0.50% Floor, 5.50% Cap)	5.50%		05/25/2035	4,058,625
2,275,108	Series 2005-13CB-A3	5.50%		05/25/2035	1,955,113
2,132,175	Series 2005-20CB-2A1 (1 mo. Term SOFR + 0.61%, 0.50% Floor, 5.50% Cap)	5.50%		07/25/2035	1,269,875

PRINCIPAL AMOUNT
$/SHARES SECURITY DESCRIPTION RATE MATURITY VALUE $

4,353,191	Series 2005-20CB-2A2 (-1 x 1 mo. Term SOFR + 4.89%, 0.00% Floor, 5.00% Cap)	0.00%	(f)(g)	07/25/2035	166,110
1,328,537	Series 2005-26CB-A11 (-2 x 1 mo. Term SOFR + 12.84%, 0.00% Floor, 13.05% Cap)	3.15%	(g)	07/25/2035	888,830
1,782,408	Series 2005-28CB-1A2 (1 mo. Term SOFR + 0.86%, 0.75% Floor, 5.50% Cap)	5.50%		08/25/2035	1,416,603
920,109	Series 2005-28CB-3A6	6.00%		08/25/2035	375,202
5,037,863	Series 2005-32T1-A9	5.50%		08/25/2035	2,785,859
1,955,931	Series 2005-46CB-A14	5.50%		10/25/2035	1,363,564
990,912	Series 2005-46CB-A20	5.50%		10/25/2035	690,807
3,649,499	Series 2005-48T1-A2	5.50%		11/25/2035	2,061,938
1,248,768	Series 2005-54CB-3A4	5.50%		11/25/2035	684,057
27,356,126	Series 2005-55CB-1A1	5.50%		11/25/2035	17,905,774
10,874,586	Series 2005-57CB-1A1	5.50%		12/25/2035	7,753,830
297,911	Series 2005-60T1-A7 (-7 x 1 mo. Term SOFR + 35.09%, 0.00% Floor, 35.93% Cap)	0.00%	(g)	12/25/2035	150,843
299,338	Series 2005-64CB-1A14	5.50%		12/25/2035	257,142
4,344,514	Series 2005-64CB-1A4	5.50%		12/25/2035	3,732,097
887,288	Series 2005-73CB-1A5 (1 mo. Term SOFR + 0.91%, 0.80% Floor, 5.50% Cap)	5.50%		01/25/2036	801,060
2,232,233	Series 2005-73CB-1A6 (-1 x 1 mo. Term SOFR + 4.59%, 0.00% Floor, 4.70% Cap)	0.00%	(f)(g)	01/25/2036	59,268
29,544,466	Series 2005-77T1-1A1	6.00%		02/25/2036	14,239,972
410,971	Series 2005-79CB-A5	5.50%		01/25/2036	229,960
16,676,072	Series 2005-80CB-4A1	6.00%		02/25/2036	7,777,724
18,775,323	Series 2005-85CB-1A1	6.00%		02/25/2036	7,766,707
1,123,156	Series 2005-85CB-2A6 (-4 x 1 mo. Term SOFR + 21.21%, 0.00% Floor, 21.63% Cap)	1.61%	(g)	02/25/2036	811,374
817,090	Series 2005-86CB-A5	5.50%		02/25/2036	477,675
3,105,234	Series 2005-J1-5A3	5.50%		02/25/2035	2,871,543
13,225	Series 2005-J1-7A1	5.50%		12/25/2024	10,472
1,110,276	Series 2005-J10-1A11	5.50%		10/25/2035	740,764
252,673	Series 2005-J10-1A13 (1 mo. Term SOFR + 0.81%, 0.70% Floor, 5.50% Cap)	5.50%		10/25/2035	152,792
118,363	Series 2005-J10-1A15	5.50%		10/25/2035	78,971
351,531	Series 2005-J11-1A3	5.50%		11/25/2035	194,191
71,764	Series 2005-J11-6A1	6.50%		09/25/2032	66,649
349,162	Series 2005-J13-2A5 (1 mo. Term SOFR + 0.59%, 0.48% Floor, 5.50% Cap)	5.50%		11/25/2035	224,392
698,324	Series 2005-J13-2A6 (-1 x 1 mo. Term SOFR + 4.91%, 0.00% Floor, 5.02% Cap)	0.00%	(f)(g)	11/25/2035	27,012
417,838	Series 2005-J2-1A5 (1 mo. Term SOFR + 0.61%, 0.50% Floor, 5.50% Cap)	5.50%		04/25/2035	320,730
1,285,654	Series 2005-J2-1A6 (-1 x 1 mo. Term SOFR + 4.89%, 0.00% Floor, 5.00% Cap)	0.00%	(f)(g)	04/25/2035	35,393
2,625,894	Series 2005-J3-2A8 (1 mo. Term SOFR + 0.41%, 0.30% Floor, 5.50% Cap)	5.50%		05/25/2035	1,868,308
2,625,894	Series 2005-J3-2A9 (-1 x 1 mo. Term SOFR + 5.09%, 0.00% Floor, 5.20% Cap)	0.00%	(f)(g)	05/25/2035	105,402
2,492,562	Series 2006-12CB-A3 (1 mo. Term SOFR + 5.75%, 5.75% Floor)	5.75%		05/25/2036	1,217,774
3,072,019	Series 2006-12CB-A8	6.00%		05/25/2036	1,559,379
10,592,335	Series 2006-13T1-A1	6.00%		05/25/2036	5,156,969
27,227,571	Series 2006-15CB-A1	6.50%		06/25/2036	12,389,318
2,580,282	Series 2006-16CB-A7	6.00%		06/25/2036	1,381,145
677,930	Series 2006-18CB-A12 (1 mo. Term SOFR + 0.71%, 0.60% Floor, 6.00% Cap)	6.00%		07/25/2036	295,222
677,930	Series 2006-18CB-A13 (-1 x 1 mo. Term SOFR + 5.39%, 0.00% Floor, 5.50% Cap)	0.04%	(f)(g)	07/25/2036	46,493
3,291,947	Series 2006-19CB-A12 (1 mo. Term SOFR + 0.51%, 0.40% Floor, 6.00% Cap)	5.86%		08/25/2036	1,523,094
4,464,078	Series 2006-19CB-A13 (-1 x 1 mo. Term SOFR + 5.49%, 0.00% Floor, 5.60% Cap)	0.14%	(f)(g)	08/25/2036	384,381
687,141	Series 2006-19CB-A15	6.00%		08/25/2036	386,394

PRINCIPAL AMOUNT
$/SHARES SECURITY DESCRIPTION RATE MATURITY VALUE $

4,093,506	Series 2006-23CB-2A3	6.50%		08/25/2036	1,248,802
1,242,664	Series 2006-24CB-A11	5.75%		08/25/2036	656,459
3,637,124	Series 2006-24CB-A14 (-1 x 1 mo. Term SOFR + 7.04%, 0.00% Floor, 7.15% Cap)	1.69%	(f)(g)	08/25/2036	560,037
2,916,500	Series 2006-24CB-A22	6.00%		08/25/2036	1,593,753
3,130,281	Series 2006-24CB-A5 (1 mo. Term SOFR + 0.71%, 0.06% Floor, 6.00% Cap)	6.00%		08/25/2036	1,466,962
1,424,701	Series 2006-26CB-A17	6.25%		09/25/2036	698,473
1,828,725	Series 2006-26CB-A9	6.50%		09/25/2036	931,467
2,381,720	Series 2006-29T1-1A2	6.25%		10/25/2036	1,272,384
362,183	Series 2006-29T1-2A12 (-7 x 1 mo. Term SOFR + 45.41%, 0.00% Floor, 46.15% Cap)	10.66%	(g)	10/25/2036	455,381
221,845	Series 2006-29T1-2A23 (-4 x 1 mo. Term SOFR + 32.87%, 0.00% Floor, 33.37% Cap)	9.71%	(g)	10/25/2036	223,532
1,856,124	Series 2006-2CB-A9	6.00%		03/25/2036	803,831
2,411,056	Series 2006-30T1-1A2	6.25%		11/25/2036	1,775,424
1,983,176	Series 2006-32CB-A1 (1 mo. Term SOFR + 0.78%, 0.67% Floor, 6.00% Cap)	6.00%		11/25/2036	999,495
3,307,937	Series 2006-32CB-A2 (-1 x 1 mo. Term SOFR + 5.22%, 0.00% Floor, 5.33% Cap)	0.00%	(f)(g)	11/25/2036	213,512
7,365,080	Series 2006-36T2-2A1	6.25%		12/25/2036	3,095,645
594,492	Series 2006-36T2-2A4	6.25%		12/25/2036	249,873
742,060	Series 2006-39CB-1A10	6.00%		01/25/2037	603,849
13,258,221	Series 2006-39CB-2A2 (-1 x 1 mo. Term SOFR + 6.44%, 0.00% Floor, 6.55% Cap)	1.09%	(f)(g)	01/25/2037	737,082
4,515,050	Series 2006-39CB-2A4 (1 mo. Term SOFR + 0.56%, 0.45% Floor, 7.00% Cap)	5.91%		01/25/2037	587,734
1,135,207	Series 2006-40T1-1A11	6.00%		01/25/2037	671,881
1,932,229	Series 2006-40T1-1A4 (-1 x 1 mo. Term SOFR + 5.34%, 0.00% Floor, 5.45% Cap)	0.00%	(f)(g)	01/25/2037	125,001
2,696,920	Series 2006-41CB-1A10	6.00%		01/25/2037	1,375,836
6,595,783	Series 2006-41CB-1A15 (-1 x 1 mo. Term SOFR + 5.29%, 0.00% Floor, 5.40% Cap)	0.00%	(f)(g)	01/25/2037	562,368
6,595,783	Series 2006-41CB-1A2 (1 mo. Term SOFR + 0.71%, 0.60% Floor, 6.00% Cap)	6.00%		01/25/2037	2,818,327
2,839,915	Series 2006-41CB-1A9	6.00%		01/25/2037	1,448,785
3,518,774	Series 2006-42-1A1 (1 mo. Term SOFR + 0.71%, 0.60% Floor, 6.00% Cap)	6.00%		01/25/2047	1,522,819
3,518,774	Series 2006-42-1A2 (-1 x 1 mo. Term SOFR + 5.29%, 0.00% Floor, 5.40% Cap)	0.00%	(f)(g)	01/25/2047	302,196
2,343,320	Series 2006-42-1A3	6.00%		01/25/2047	1,236,504
2,626,073	Series 2006-43CB-1A12	5.75%		02/25/2037	1,359,881
9,085,824	Series 2006-43CB-1A6	6.00%		02/25/2037	4,877,094
9,707,345	Series 2006-45T1-1A1 (1 mo. Term SOFR + 0.61%, 6.00% Floor, 6.00% Cap)	6.00%		02/25/2037	3,666,288
3,131,401	Series 2006-45T1-1A4 (1 mo. Term SOFR + 0.71%, 0.60% Floor, 6.00% Cap)	6.00%		02/25/2037	888,841
3,131,401	Series 2006-45T1-1A5 (-1 x 1 mo. Term SOFR + 5.29%, 0.00% Floor, 5.40% Cap)	0.00%	(f)(g)	02/25/2037	207,019
1,334,105	Series 2006-45T1-2A2	6.00%		02/25/2037	718,342
5,292,383	Series 2006-4CB-1A1	6.00%		04/25/2036	2,551,586
573,890	Series 2006-6CB-1A4	5.50%		05/25/2036	460,266
4,084,440	Series 2006-7CB-1A14	6.00%		05/25/2036	2,150,381
7,122,527	Series 2006-7CB-1A16	6.00%		05/25/2036	3,749,876
2,182,342	Series 2006-7CB-1A6	6.00%		05/25/2036	1,163,979
2,210,301	Series 2006-7CB-1A9	6.00%		05/25/2036	1,163,682
804,282	Series 2006-9T1-A11	6.00%		05/25/2036	312,316
1,710,268	Series 2006-J1-1A10	5.50%		02/25/2036	1,155,174
3,470,067	Series 2006-J1-1A3	5.50%		02/25/2036	2,343,804
784,692	Series 2006-J4-2A2	6.00%		07/25/2036	460,942
1,017,181	Series 2006-J7-1A1	6.25%		11/25/2036	474,760
27,064,663	Series 2006-OA21-A1 (1 mo. Term SOFR + 0.30%, 0.19% Floor)	5.64%		03/20/2047	21,764,717

PRINCIPAL AMOUNT
$/SHARES SECURITY DESCRIPTION RATE MATURITY VALUE $

2,374,786	Series 2006-OA7-1A2 (12 Month US Treasury Average + 0.94%, 0.94% Floor)	6.09%		06/25/2046	1,993,887
586,997	Series 2007-11T1-A24 (-6 x 1 mo. Term SOFR + 39.21%, 0.00% Floor, 39.90% Cap)	7.14%	(g)	05/25/2037	510,840
9,127,705	Series 2007-12T1-A11	6.00%		06/25/2037	4,187,663
8,403,371	Series 2007-15CB-A1	6.00%		07/25/2037	4,966,611
5,012,720	Series 2007-15CB-A2	5.75%		07/25/2037	2,851,802
6,013,448	Series 2007-15CB-A5	5.75%		07/25/2037	3,421,130
7,234,812	Series 2007-16CB-2A1 (1 mo. Term SOFR + 0.56%, 0.45% Floor, 7.00% Cap)	5.91%		08/25/2037	2,494,552
2,095,021	Series 2007-16CB-2A2 (-8 x 1 mo. Term SOFR + 53.63%, 0.00% Floor, 54.58% Cap)	9.09%	(g)	08/25/2037	2,601,019
2,438,871	Series 2007-16CB-4A7	6.00%		08/25/2037	1,765,942
4,656,883	Series 2007-17CB-1A10 (-5 x 1 mo. Term SOFR + 29.37%, 0.00% Floor, 29.90% Cap)	4.79%	(g)	08/25/2037	3,836,319
697,016	Series 2007-18CB-2A25	6.00%		08/25/2037	418,746
591,797	Series 2007-19-1A10 (-6 x 1 mo. Term SOFR + 38.31%, 0.00% Floor, 39.00% Cap)	6.24%	(g)	08/25/2037	574,694
10,606,749	Series 2007-19-1A34	6.00%		08/25/2037	5,069,753
8,698,152	Series 2007-19-1A4	6.00%		08/25/2037	4,157,493
27,081,158	Series 2007-19-2A1	6.50%		08/25/2037	10,879,666
2,653,038	Series 2007-21CB-2A2 (-4 x 1 mo. Term SOFR + 27.94%, 0.00% Floor, 28.40% Cap)	6.56%	(g)	09/25/2037	1,837,290
17,609,433	Series 2007-22-2A16	6.50%		09/25/2037	6,625,137
6,751,302	Series 2007-23CB-A3 (1 mo. Term SOFR + 0.61%, 0.50% Floor, 7.00% Cap)	5.96%		09/25/2037	2,583,486
9,581,497	Series 2007-23CB-A4 (-1 x 1 mo. Term SOFR + 6.39%, 0.00% Floor, 6.50% Cap)	1.04%	(f)(g)	09/25/2037	1,195,541
967,621	Series 2007-24-A2 (-6 x 1 mo. Term SOFR + 41.01%, 0.00% Floor, 41.70% Cap)	8.94%	(g)	10/25/2037	813,397
1,934,832	Series 2007-24-A3 (-1 x 1 mo. Term SOFR + 6.84%, 0.00% Floor, 6.95% Cap)	1.49%	(f)(g)	10/25/2037	265,710
3,174,096	Series 2007-24-A4 (1 mo. Term SOFR + 0.81%, 0.70% Floor, 7.00% Cap)	6.16%		10/25/2037	747,310
4,198,213	Series 2007-24-A6 (1 mo. Term SOFR + 1.11%, 1.00% Floor, 7.00% Cap)	6.46%		10/25/2037	1,055,241
3,049,219	Series 2007-2CB-1A4 (1 mo. Term SOFR + 1.11%, 5.75% Floor, 100.00% Cap)	6.44%		03/25/2037	1,599,108
14,794,621	Series 2007-4CB-2A1	7.00%		03/25/2037	1,332,836
3,464,519	Series 2007-5CB-1A18 (-1 x 1 mo. Term SOFR + 5.54%, 0.00% Floor, 5.65% Cap)	0.19%	(f)(g)	04/25/2037	323,671
3,464,519	Series 2007-5CB-1A23 (1 mo. Term SOFR + 0.66%, 0.55% Floor, 6.00% Cap)	6.00%		04/25/2037	1,486,022
13,799,108	Series 2007-5CB-1A31	5.50%		04/25/2037	6,851,989
5,692,812	Series 2007-5CB-2A1	6.00%		04/25/2037	2,474,912
4,634,984	Series 2007-6-A1	5.75%		04/25/2047	2,445,837
5,082,296	Series 2007-6-A4	5.75%		04/25/2047	2,681,879
1,312,516	Series 2007-7T2-A8	6.00%		04/25/2037	582,470
228,865	Series 2007-8CB-A12 (-6 x 1 mo. Term SOFR + 39.51%, 0.00% Floor, 40.20% Cap)	7.44%	(g)	05/25/2037	225,160
244,310	Series 2007-8CB-A8 (-6 x 1 mo. Term SOFR + 39.39%, 0.00% Floor, 40.08% Cap)	7.32%	(g)	05/25/2037	238,808
386,004	Series 2007-9T1-1A4 (1 mo. Term SOFR + 0.61%, 0.50% Floor, 6.00% Cap)	5.96%		05/25/2037	139,628
386,004	Series 2007-9T1-1A5 (-1 x 1 mo. Term SOFR + 5.39%, 0.00% Floor, 5.50% Cap)	0.04%	(f)(g)	05/25/2037	27,774
1,423,353	Series 2007-9T1-2A1	6.00%		05/25/2037	628,796
17,721,173	Series 2007-HY2-1A	4.99%	(c)	03/25/2047	15,427,278
15,306,572	Series 2007-HY4-4A1	4.44%	(c)	06/25/2037	13,963,450
	Countrywide Asset-Backed Certificates
17,544,000	Series 2005-11-MF1	5.35%	(c)	02/25/2036	14,385,684
18,235,545	Series 2006-25-1A (1 mo. Term SOFR + 0.25%, 0.14% Floor)	5.60%		06/25/2047	16,682,460
5,240,332	Series 2006-26-1A (1 mo. Term SOFR + 0.25%, 0.14% Floor)	5.60%		06/25/2037	4,845,011
21,315,594	Series 2007-4-A5	4.41%	(d)	04/25/2047	15,180,956

PRINCIPAL AMOUNT
$/SHARES SECURITY DESCRIPTION RATE MATURITY VALUE $

9,632,250	Series 2007-BC1-1A (1 mo. Term SOFR + 0.39%, 0.28% Floor)	5.74%		05/25/2037	8,820,484
	Countrywide Home Loan Mortgage Pass Through Trust
359,860	Series 2003-60-4A1	6.21%	(c)	02/25/2034	344,142
671,975	Series 2004-R2-1AF1 (1 mo. Term SOFR + 0.53%, 0.42% Floor, 9.50% Cap)	5.86%	(a)	11/25/2034	601,149
653,830	Series 2004-R2-1AS	0.67%	(a)(c)(f)	11/25/2034	26,495
11,666,638	Series 2005-17-2A1	5.50%		09/25/2035	5,567,176
2,316,771	Series 2005-18-A1	5.50%		10/25/2035	1,234,797
1,855,602	Series 2005-20-A5	5.50%		10/25/2035	1,120,825
1,360,158	Series 2005-20-A8	5.25%		10/25/2035	818,098
5,801,418	Series 2005-23-A1	5.50%		11/25/2035	2,993,571
1,311,105	Series 2005-24-A8	5.50%		11/25/2035	710,321
2,061,104	Series 2005-26-1A12	5.50%		11/25/2035	1,234,699
428,027	Series 2005-27-2A1	5.50%		12/25/2035	177,608
757,453	Series 2005-28-A7	5.25%		01/25/2036	397,547
6,229,875	Series 2005-HYB1-4A1	4.79%	(c)	03/25/2035	5,586,793
148,197	Series 2005-HYB8-1A1	5.11%	(c)	12/20/2035	137,063
6,259,767	Series 2005-HYB8-4A1	4.54%	(c)	12/20/2035	5,453,755
609,654	Series 2005-J3-2A4	4.50%		09/25/2035	520,436
651,807	Series 2005-J4-A5	5.50%		11/25/2035	521,781
205,184	Series 2005-R1-1AF1 (1 mo. Term SOFR + 0.47%, 0.36% Floor, 9.50% Cap)	5.82%	(a)	03/25/2035	194,382
203,813	Series 2005-R1-1AS	0.79%	(a)(c)(f)	03/25/2035	7,659
6,515,504	Series 2006-1-A2	6.00%		03/25/2036	3,443,604
4,409,005	Series 2006-14-A5	6.25%		09/25/2036	1,887,781
2,977,863	Series 2006-16-2A1	6.50%		11/25/2036	941,760
1,340,172	Series 2006-20-1A21	6.00%		02/25/2037	650,086
15,012,074	Series 2006-8-1A3	6.00%		05/25/2036	9,179,236
177,967	Series 2006-J3-A4	5.50%		05/25/2036	171,810
3,810,123	Series 2007-10-A7	6.00%		07/25/2037	1,693,041
13,129,061	Series 2007-11-A1	6.00%		08/25/2037	5,532,647
6,479,473	Series 2007-12-A9	5.75%		08/25/2037	3,341,864
2,826,533	Series 2007-13-A1	6.00%		08/25/2037	1,413,022
4,631,430	Series 2007-13-A10	6.00%		08/25/2037	2,315,314
3,467,683	Series 2007-15-1A1	6.25%		09/25/2037	2,080,270
484,356	Series 2007-15-1A16	6.25%		09/25/2037	290,566
1,395,273	Series 2007-15-1A2	6.25%		09/25/2037	836,638
1,703,983	Series 2007-15-1A29	6.25%		09/25/2037	1,022,156
2,545,572	Series 2007-17-1A2	6.00%		10/25/2037	1,740,288
388,613	Series 2007-18-1A1	6.00%		11/25/2037	170,546
1,314,483	Series 2007-2-A2	6.00%		03/25/2037	540,518
36,150,156	Series 2007-21-1A1	6.25%		02/25/2038	16,795,366
3,495,699	Series 2007-3-A1	6.00%		04/25/2037	1,663,388
1,346,317	Series 2007-3-A12	6.00%		04/25/2037	640,629
3,151,351	Series 2007-4-1A39	6.00%		05/25/2037	1,552,853
1,148,877	Series 2007-5-A2	5.75%		05/25/2037	573,904
4,217,931	Series 2007-7-A1	6.00%		06/25/2037	2,087,273
1,895,595	Series 2007-7-A11	5.50%		06/25/2037	864,865
1,264,392	Series 2007-7-A2	5.75%		06/25/2037	601,286
4,278,755	Series 2007-8-1A4	6.00%		01/25/2038	1,858,926
2,245,475	Series 2007-8-1A5	5.44%		01/25/2038	905,584
3,639,430	Series 2007-8-1A8	6.00%		01/25/2038	1,581,168
5,213,521	Series 2007-8-1A9 (1 mo. Term SOFR + 6.00%, 4.00% Floor, 6.00% Cap)	6.00%		01/25/2038	2,276,435
5,111,749	Series 2007-9-A1	5.75%		07/25/2037	2,531,151
672,746	Series 2007-9-A11	5.75%		07/25/2037	333,119
3,158,246	Series 2007-HY1-1A1	4.40%	(c)	04/25/2037	2,818,326
7,870,232	Series 2007-HYB1-2A1	4.07%	(c)	03/25/2037	6,090,943
15,165,427	Series 2007-J1-2A1	6.00%		02/25/2037	5,807,820
388,043	Series 2007-J3-A1 (1 mo. Term SOFR + 0.61%, 0.50% Floor, 6.00% Cap)	5.96%		07/25/2037	120,733

PRINCIPAL AMOUNT
$/SHARES SECURITY DESCRIPTION RATE MATURITY VALUE $

1,940,213	Series 2007-J3-A2 (-1 x 1 mo. Term SOFR + 5.39%, 0.00% Floor, 5.50% Cap)	0.04%	(f)(g)	07/25/2037	153,638
	Credit Suisse First Boston Mortgage Securities Corp.
1,702,616	Series 2005-10-5A4	5.50%		11/25/2035	1,212,828
358,451	Series 2005-10-5A5	5.50%		11/25/2035	255,380
	Credit Suisse Management LLC
3,668,890	Series 2005-11-2A1	6.00%		12/25/2035	2,508,371
5,103,504	Series 2005-12-5A1	5.25%		01/25/2036	4,324,972
9,678,653	Series 2005-12-7A1	7.00%		01/25/2036	2,011,865
2,301,405	Series 2005-8-3A10	5.50%		09/25/2035	1,873,877
3,386,278	Series 2005-8-7A1	7.00%		09/25/2035	1,456,214
	Credit Suisse Mortgage Capital Certificates
776,127	Series 2005-1R-2A5	5.75%	(a)	12/26/2035	520,971
11,280,829	Series 2006-1-2A1	6.00%		02/25/2036	3,378,205
2,283,054	Series 2006-2-5A1 (1 mo. Term SOFR + 0.81%, 0.70% Floor, 6.00% Cap)	6.00%		03/25/2036	755,041
12,761,220	Series 2006-2-5A2 (-1 x 1 mo. Term SOFR + 5.19%, 0.00% Floor, 5.30% Cap)	0.00%	(f)(g)	03/25/2036	822,256
2,658,144	Series 2006-2-5A3	6.25%		03/25/2036	1,118,402
7,194,002	Series 2006-2-5A4	6.00%		03/25/2036	2,911,647
1,067,532	Series 2006-3-4A3	5.50%		04/25/2036	745,421
645,350	Series 2006-3-4A4	5.50%		04/25/2036	450,626
2,414,876	Series 2006-4-1A8 (1 mo. Term SOFR + 1.11%, 6.00% Floor, 6.00% Cap)	6.00%		05/25/2036	1,309,683
20,338,441	Series 2006-4-4A1	7.00%		05/25/2036	5,184,806
7,094,686	Series 2006-4-6A1	6.00%		05/25/2036	2,508,277
6,643,894	Series 2006-6-1A4	6.00%		07/25/2036	3,086,637
10,035,754	Series 2006-6-3A1	7.00%		07/25/2036	2,263,661
114,189	Series 2006-7-3A11	6.00%		08/25/2036	42,064
1,510,669	Series 2006-7-7A5	6.00%		08/25/2036	1,127,580
1,884,405	Series 2006-9-2A1	5.50%		11/25/2036	1,572,159
7,959,030	Series 2006-9-3A1	6.00%		11/25/2036	6,719,392
3,230,023	Series 2006-9-4A1	6.00%		11/25/2036	1,879,153
1,350,283	Series 2006-9-6A14	6.00%		11/25/2036	1,024,822
219,376	Series 2006-9-6A15 (-6 x 1 mo. Term SOFR + 39.21%, 0.00% Floor, 39.90% Cap)	7.26%	(g)	11/25/2036	248,737
8,174,059	Series 2007-1-1A4	6.13%	(c)	02/25/2037	1,898,751
5,538,303	Series 2007-1-3A1	6.00%		02/25/2057	746,585
23,160	Series 2007-2-2A1	5.00%		03/25/2037	17,066
2,160,504	Series 2007-5-2A5	5.00%		08/25/2037	1,782,366
21,084,982	Series 2007-5-3A19	6.00%		08/25/2037	15,412,772
9,282,530	Series 2007-5-3A9	6.00%		08/25/2037	6,778,144
2,079,789	Series 2008-2R-1A1	6.00%	(a)(b)	07/25/2037	1,742,058
8,274,932	Series 2009-11R-4A1	7.00%	(a)(c)	09/26/2037	2,182,643
5,755,501	Series 2009-12R-5A1	6.00%	(a)(b)	06/27/2036	2,778,861
1,294,654	Series 2010-13R-1A2	5.50%	(a)(c)	12/26/2035	1,088,964
17,909,844	Series 2010-17R-6A1	4.00%	(a)(b)(c)	06/26/2037	16,505,247
5,926,155	Series 2010-4R-3A17	6.00%	(a)(c)	06/26/2037	5,128,998
2,925,888	Series 2010-4R-8A17	6.00%	(a)(c)	06/26/2037	2,532,312
8,311,128	Series 2010-7R-1A17	6.00%	(a)(c)	01/26/2037	4,519,477
6,885,718	Series 2012-10R-4A2	4.63%	(a)(c)	08/26/2046	4,672,936
8,047,414	Series 2013-9R-A1	3.00%	(a)(c)	05/27/2043	6,909,957
168,496,976	Series 2019-RPL6-PT1	4.19%	(a)(c)	11/25/2058	144,501,995
4,227,000	Series 2020-AFC1-B1	3.45%	(a)(c)	02/25/2050	3,068,560
165,138,160	Series 2020-RPL1-PT1	3.32%	(a)(c)	10/25/2069	128,812,124
10,438,595	Series 2021-JR1-A1	5.47%	(a)(c)	09/27/2066	10,342,898
8,019,018	Series 2021-JR2-A1	2.22%	(a)(c)	11/25/2061	7,903,266
7,469,850	Series 2021-NQM1-B1	2.83%	(a)(c)	05/25/2065	5,035,767
6,225,825	Series 2021-NQM5-M1	2.17%	(a)(c)	05/25/2066	3,621,313
3,180,040	Series 2021-NQM6-B1	3.29%	(a)(c)	07/25/2066	2,076,952
7,445,317	Series 2021-NQM6-M1	2.58%	(a)(c)	07/25/2066	4,974,836
26,602,885	Series 2021-RPL9-A1	2.44%	(a)(c)	02/25/2061	26,446,039
	Credit-Based Asset Servicing and Securitization LLC

PRINCIPAL AMOUNT
$/SHARES SECURITY DESCRIPTION RATE MATURITY VALUE $

7,725,903	Series 2006-CB4-AV3 (1 mo. Term SOFR + 0.41%, 0.30% Floor)	3.26%		05/25/2036	4,960,163
	CSAB Mortgage Backed Trust
3,864,513	Series 2006-3-A4B	6.61%	(d)	11/25/2036	566,701
2,211,419	Series 2006-4-A6A	6.18%	(d)	12/25/2036	387,469
7,983,462	Series 2007-1-1A1A	5.90%	(c)	05/25/2037	1,796,848
	CSMCM Trust
7,172,710	Series 2019-RPL6-CERT	0.00%	(a)(c)	11/25/2058	5,810,159
8,742,214	Series 2020-RPL1-CERT	3.23%	(a)(c)	01/25/2046	6,655,781
	DB US Financial Markets Holding Corp.
3,627,165	Series 2014-RS1-3A2 (1 mo. Term SOFR + 0.51%, 0.40% Floor, 7.00% Cap)	5.84%	(a)(b)	10/27/2036	2,681,159
	Deutsche ALT-A Securities, Inc.
7,085,433	Series 2005-4-A5	5.50%	(c)	09/25/2035	6,045,455
187,713	Series 2005-5-1A6 (-7 x 1 mo. Term SOFR + 35.09%, 0.00% Floor, 35.93% Cap)	0.00%	(g)	11/25/2035	256,197
470,429	Series 2005-5-2A1 (1 mo. Term SOFR + 0.31%, 0.20% Floor, 5.50% Cap)	5.50%		11/25/2035	201,573
1,419,806	Series 2005-5-2A2 (-1 x 1 mo. Term SOFR + 5.19%, 0.00% Floor, 5.30% Cap)	0.00%	(f)(g)	11/25/2035	52,759
4,497,613	Series 2005-6-2A1	5.50%		12/25/2035	3,662,335
2,856,953	Series 2006-AB1-A1C	5.67%	(c)	02/25/2036	2,462,651
375,604	Series 2006-AB2-A2	4.77%	(c)	06/25/2036	327,115
645,794	Series 2006-AB4-A1A	6.01%	(c)	10/25/2036	532,953
9,017,980	Series 2006-AB4-A2	5.65%	(c)	10/25/2036	7,444,466
642,423	Series 2006-AB4-A3	5.90%	(c)	10/25/2036	530,218
935,846	Series 2006-AB4-A3A1	5.90%	(c)	10/25/2036	771,611
1,846,970	Series 2006-AB4-A6A1	6.37%	(d)	10/25/2036	1,521,572
12,002,984	Series 2007-2-2A1 (1 mo. Term SOFR + 0.41%, 0.30% Floor)	5.76%		09/25/2047	9,806,553
15,072,595	Series 2007-OA3-A2 (1 mo. Term SOFR + 0.36%, 0.25% Floor)	5.71%		07/25/2047	11,875,663
	Deutsche Mortgage Securities, Inc.
3,900,527	Series 2006-PR1-3A1 (-1 x 1 mo. Term SOFR + 11.96%, 12.12% Cap)	4.50%	(a)(g)	04/15/2036	3,485,656
914,807	Series 2006-PR1-4AI1 (-1 x 1 mo. Term SOFR + 11.95%, 12.11% Cap)	4.49%	(a)(g)	04/15/2036	815,309
1,490,822	Series 2006-PR1-4AI2 (-2 x 1 mo. Term SOFR + 14.39%, 14.61% Cap)	4.21%	(a)(g)	04/15/2036	1,315,598
267,388	Series 2006-PR1-5AI1 (-3 x 1 mo. Term SOFR + 19.01%, 19.35% Cap)	3.02%	(a)(g)	04/15/2036	227,869
2,352,375	Series 2006-PR1-5AI3 (-1 x 1 mo. Term SOFR + 12.41%, 12.57% Cap)	4.95%	(a)(g)	04/15/2036	1,992,688
38,970,085	Series 2006-PR1-5AI4 (-1 x 1 mo. Term SOFR + 11.96%, 12.12% Cap)	4.50%	(a)(g)	04/15/2036	32,969,818
	Equifirst Loan Securitization Trust
8,593,343	Series 2007-1-A2B (1 mo. Term SOFR + 0.30%, 0.19% Floor)	5.65%		04/25/2037	7,673,649
	FBR Securitization Trust
22,750,000	Series 2005-2-M4 (1 mo. Term SOFR + 1.04%, 0.93% Floor, 14.00% Cap)	6.39%		09/25/2035	19,467,528
5,500,000	Series 2005-5-M3 (1 mo. Term SOFR + 0.85%, 0.74% Floor, 14.00% Cap)	6.19%		11/25/2035	4,982,453
	Fieldstone Mortgage Investment Corp.
3,038,824	Series 2007-1-2A2 (1 mo. Term SOFR + 0.38%, 0.27% Floor, 12.25% Cap)	5.98%		04/25/2047	2,177,167
	Figure Line of Credit Trust
15,508,513	Series 2020-1-A	4.04%	(a)(c)	09/25/2049	14,786,081
	First Franklin Mortgage Loan Asset Backed Certificates
7,487,555	Series 2006-FF8-M1 (1 mo. Term SOFR + 0.49%, 0.38% Floor)	5.83%		07/25/2036	6,221,049
4,000,000	Series 2006-FF9-2A4 (1 mo. Term SOFR + 0.61%, 0.50% Floor)	5.96%		06/25/2036	3,498,024
17,229,903	Series 2007-FF2-A1 (1 mo. Term SOFR + 0.39%, 0.28% Floor)	5.74%		03/25/2037	8,868,903
20,575,484	Series 2007-FF2-A2C (1 mo. Term SOFR + 0.41%, 0.30% Floor)	5.76%		03/25/2037	9,806,307

PRINCIPAL AMOUNT
$/SHARES SECURITY DESCRIPTION RATE MATURITY VALUE $

	First Horizon Alternative Mortgage Securities
2,757,348	Series 2005-AA4-1A1	5.29%	(c)	05/25/2035	1,304,658
3,324,433	Series 2005-FA8-1A4	5.50%		11/25/2035	1,588,442
246,596	Series 2005-FA8-2A1	5.00%		02/25/2050	242,788
939,443	Series 2006-AA3-A1	5.66%	(c)	06/25/2036	713,904
1,857,041	Series 2006-FA1-1A12	6.00%		04/25/2036	834,592
6,231,530	Series 2006-FA1-1A3	5.75%		04/25/2036	2,690,017
1,204,823	Series 2006-FA2-1A5	6.00%		05/25/2036	496,195
1,915,391	Series 2006-FA8-1A5	6.00%		02/25/2037	746,401
2,683,751	Series 2006-RE1-A1	5.50%	(c)	05/25/2035	1,731,182
10,559,831	Series 2007-FA3-A3	6.00%		06/25/2037	3,647,025
543,357	Series 2007-FA3-A4	6.00%		06/25/2037	187,658
600,838	Series 2007-FA4-1A13	6.25%		08/25/2037	236,379
1,854,832	Series 2007-FA4-1A4	6.25%		08/25/2037	729,721
1,054,585	Series 2007-FA4-1A5	6.25%		08/25/2037	414,891
	First Horizon Asset Securities, Inc.
882,347	Series 2006-1-1A2	6.00%		05/25/2036	321,892
1,532,445	Series 2007-4-1A1	6.00%		08/25/2037	575,644
	FirstKey Homes Trust
9,000,000	Series 2020-SFR1-E	2.79%	(a)	08/17/2037	8,624,525
18,000,000	Series 2020-SFR2-D	1.97%	(a)	10/19/2037	16,998,408
26,225,000	Series 2020-SFR2-E	2.67%	(a)	10/19/2037	24,920,561
16,350,000	Series 2021-SFR1-E1	2.39%	(a)	08/17/2038	14,975,617
11,500,000	Series 2021-SFR1-E2	2.49%	(a)	08/17/2038	10,434,606
8,000,000	Series 2021-SFR2-D	2.06%	(a)	09/17/2038	7,306,616
8,000,000	Series 2021-SFR2-E1	2.26%	(a)	09/17/2038	7,301,549
8,000,000	Series 2021-SFR2-E2	2.36%	(a)	09/17/2038	7,290,828
34,891,000	Series 2021-SFR3-B	2.44%	(a)	12/17/2038	32,214,190
29,584,000	Series 2021-SFR3-C	2.54%	(a)	12/17/2038	27,257,041
22,626,000	Series 2021-SFR3-D	2.79%	(a)	12/17/2038	20,802,808
45,314,000	Series 2021-SFR3-E1	2.99%	(a)	12/17/2038	41,407,856
25,293,000	Series 2021-SFR3-E2	3.08%	(a)	12/17/2038	23,116,421
10,174,000	Series 2021-SFR3-F1	3.58%	(a)	12/17/2038	9,286,228
	FMC GMSR Issuer Trust
62,350,000	Series 2020-GT1-A	4.45%	(a)(c)	01/25/2026	58,083,477
72,500,000	Series 2021-GT1-A	3.62%	(a)(c)	07/25/2026	65,033,957
64,820,000	Series 2021-GT2-A	3.85%	(a)(c)	10/25/2026	58,204,322
	Freddie Mac Structured Agency Credit Risk Debt Notes
75,600,000	Series 2022-DNA3-M1B (30 day avg SOFR US + 2.90%, 0.00% Floor)	8.24%	(a)	04/25/2042	78,663,070
	Fremont Home Loan Trust
110,233,203	Series 2006-D-1A1 (1 mo. Term SOFR + 0.25%, 0.14% Floor)	5.60%		11/25/2036	63,144,522
	FRTKL
7,750,000	Series 2021-SFR1-E1	2.37%	(a)	09/17/2038	6,947,969
6,650,000	Series 2021-SFR1-E2	2.52%	(a)	09/17/2038	5,951,422
	GCAT
2,751,000	Series 2019-NQM3-M1	3.45%	(a)(c)	11/25/2059	2,421,075
7,096,000	Series 2021-NQM2-M1	2.54%	(a)(c)	05/25/2066	4,946,542
8,405,000	Series 2021-NQM6-B1	4.42%	(a)(c)	08/25/2066	6,412,779
	GE-WMC Mortgage Securities LLC
31,466,335	Series 2006-1-A2B (1 mo. Term SOFR + 0.41%, 0.30% Floor)	5.76%		08/25/2036	13,104,655
	GMAC Mortgage Corp. Loan Trust
1,501,791	Series 2005-AR5-3A1	4.55%	(c)	09/19/2035	1,169,278
	Greenpoint Mortgage Funding Trust
20,852,716	Series 2005-AR3-2A1 (1 mo. Term SOFR + 0.63%, 0.52% Floor, 10.50% Cap)	5.98%		08/25/2045	7,168,032
15,543,537	Series 2007-AR2-1A3 (1 mo. Term SOFR + 0.59%, 0.48% Floor)	5.94%		04/25/2047	13,302,235
	GS Mortgage Securities Corp.
884,225	Series 2008-2R-1A1	3.29%	(a)(c)	09/25/2036	289,752
16,145,417	Series 2014-3R-2B (1 mo. Term SOFR + 0.29%, 0.18% Floor)	5.62%	(a)	09/26/2036	8,552,113
	GS Mortgage-Backed Securities Trust
96,051,388	Series 2020-RPL2-A1	1.75%	(a)(c)	05/25/2060	84,709,275

PRINCIPAL AMOUNT
$/SHARES SECURITY DESCRIPTION RATE MATURITY VALUE $

12,540,000	Series 2020-RPL2-M1	2.25%	(a)(c)	05/25/2060	9,762,895
10,237,000	Series 2020-RPL2-M2	2.75%	(a)(c)	05/25/2060	8,005,812
9,341,000	Series 2020-RPL2-M3	3.00%	(a)(c)	05/25/2060	7,167,021
31,735,290	Series 2020-RPL2-PT4	6.33%	(a)(j)	05/25/2060	28,358,528
	GSAA Trust
103,860	Series 2005-12-AF3	5.07%	(c)	09/25/2035	65,882
7,653,762	Series 2006-10-AF3	5.98%	(c)	06/25/2036	1,896,853
5,477,929	Series 2006-10-AF4	6.80%	(d)	06/25/2036	1,354,279
10,369,645	Series 2006-15-AF4	6.46%	(d)	09/25/2036	2,579,760
1,619,990	Series 2006-18-AF3A	5.77%	(c)	11/25/2036	472,024
3,808,947	Series 2006-18-AF6	6.18%	(d)	11/25/2036	915,992
7,178,486	Series 2006-19-A1 (1 mo. Term SOFR + 0.29%, 0.18% Floor)	5.64%		12/25/2036	1,905,413
3,383,337	Series 2007-10-A1A	6.00%		11/25/2037	1,903,188
2,519,732	Series 2007-10-A2A	6.50%		11/25/2037	1,006,572
5,751,438	Series 2007-7-A5 (1 mo. Term SOFR + 0.67%, 0.56% Floor)	6.02%		07/25/2037	2,858,342
	GSAMP Trust
15,005,995	Series 2006-HE6-A3 (1 mo. Term SOFR + 0.41%, 0.30% Floor)	5.76%		08/25/2036	11,774,568
6,319,259	Series 2007-H1-A2B (1 mo. Term SOFR + 0.51%, 0.40% Floor)	5.86%		01/25/2047	3,259,175
	GSMPS Mortgage Loan Trust
5,960,747	Series 2005-RP2-1AF (1 mo. Term SOFR + 0.46%, 0.35% Floor)	5.81%	(a)	03/25/2035	5,421,386
5,960,747	Series 2005-RP2-1AS	0.00%	(a)(c)(f)	03/25/2035	35,494
3,862,871	Series 2005-RP3-1AF (1 mo. Term SOFR + 0.46%, 0.35% Floor, 9.50% Cap)	5.81%	(a)	09/25/2035	3,252,015
3,862,871	Series 2005-RP3-1AS	0.00%	(a)(c)(f)	09/25/2035	17,023
14,427,861	Series 2006-RP1-1AF1 (1 mo. Term SOFR + 0.46%, 0.35% Floor, 9.15% Cap)	5.81%	(a)	01/25/2036	11,527,881
14,427,861	Series 2006-RP1-1AS	0.00%	(a)(c)(f)	01/25/2036	18,724
	GSR Mortgage Loan Trust
686,576	Series 2005-1F-1A2	5.50%		02/25/2035	636,480
1,151,179	Series 2005-1F-3A3	6.00%		01/25/2035	1,008,002
169,627	Series 2005-6F-3A5	6.00%		07/25/2035	157,141
1,808,283	Series 2005-6F-3A9 (-1 x 1 mo. Term SOFR + 6.79%, 0.00% Floor, 6.90% Cap)	1.44%	(f)(g)	07/25/2035	132,451
97,211	Series 2005-6F-4A1 (1 mo. Term SOFR + 0.61%, 0.50% Floor, 6.00% Cap)	5.96%		07/25/2035	93,454
95,304	Series 2005-7F-3A1 (1 mo. Term SOFR + 0.61%, 0.50% Floor, 6.00% Cap)	5.96%		09/25/2035	93,127
6,947,506	Series 2005-8F-3A5	6.00%		11/25/2035	2,526,038
1,641,736	Series 2005-8F-4A1	6.00%		11/25/2035	626,333
135,663	Series 2006-1F-1A2	5.50%		02/25/2036	237,044
297,669	Series 2006-2F-2A3	5.75%		02/25/2036	244,128
1,513,284	Series 2006-2F-3A3	6.00%		02/25/2036	664,554
1,817,450	Series 2006-2F-3A6	6.00%		02/25/2036	798,129
16,911,278	Series 2006-5F-3A1	6.50%		06/25/2036	7,558,389
4,153,607	Series 2006-6F-2A3	6.00%		07/25/2036	2,325,613
9,528,477	Series 2006-9F-4A1	6.50%		10/25/2036	3,880,856
28,008,092	Series 2006-OA1-3A1 (Enterprise 11th District COFI Replacement Index + 1.50%, 1.50% Floor)	4.70%		08/25/2046	5,445,546
115,692	Series 2007-1F-2A2	5.50%		01/25/2037	320,248
436,001	Series 2007-4F-1A1	5.00%		07/25/2037	694,811
11,776,716	Series 2007-4F-3A11	6.00%		07/25/2037	7,508,012
40,162,175	Series 2007-OA1-1A1 (1 mo. Term SOFR + 0.34%, 0.23% Floor)	5.69%		05/25/2037	19,379,820
	Harborview Mortgage Loan Trust
153,244	Series 2005-14-3A1A	6.57%	(c)	12/19/2035	143,382
5,136,599	Series 2005-2-1A (1 mo. Term SOFR + 0.63%, 0.52% Floor)	5.97%		05/19/2035	1,542,035
21,395,787	Series 2005-8-1A1A (1 mo. Term SOFR + 0.73%, 0.62% Floor, 11.00% Cap)	6.07%		09/19/2035	9,865,276
40,017,228	Series 2005-8-2A1A (12 Month US Treasury Average + 1.55%, 1.55% Floor)	6.70%		09/19/2035	16,312,731

PRINCIPAL AMOUNT
$/SHARES SECURITY DESCRIPTION RATE MATURITY VALUE $

3,336,566	Series 2006-10-2A1A (1 mo. Term SOFR + 0.47%, 0.36% Floor)	5.79%		11/19/2036	2,718,334
3,522,542	Series 2006-11-A1A (1 mo. Term SOFR + 0.45%, 0.34% Floor)	5.79%		12/19/2036	3,156,118
29,325,315	Series 2006-14-1A1A (1 mo. Term SOFR + 0.47%, 0.36% Floor)	5.81%		01/25/2047	26,848,557
5,171,219	Series 2006-4-1A2A (1 mo. Term SOFR + 0.49%, 0.38% Floor)	5.83%		05/19/2046	2,605,573
53,984,344	Series 2006-8-1A1 (1 mo. Term SOFR + 0.51%, 0.00% Floor)	5.83%		07/21/2036	26,123,472
6,038,456	Series 2006-BU1-1A1A (1 mo. Term SOFR + 0.53%, 0.42% Floor, 10.50% Cap)	5.87%		02/19/2046	5,319,006
12,637,237	Series 2007-7-1A1 (1 mo. Term SOFR + 2.11%, 0.00% Floor, 10.50% Cap)	7.46%		10/25/2037	9,527,935
	Home Equity Asset Trust
310,661	Series 2003-3-M1 (1 mo. Term SOFR + 1.40%, 1.29% Floor)	6.75%		08/25/2033	302,965
	Home Partners of America Trust
3,669,738	Series 2019-2-C	3.02%	(a)	10/19/2039	3,368,413
3,903,977	Series 2019-2-D	3.12%	(a)	10/19/2039	3,584,298
7,348,662	Series 2019-2-E	3.32%	(a)	10/19/2039	6,772,093
	Homebanc Mortgage Trust
330,105	Series 2005-1-M2 (1 mo. Term SOFR + 0.85%, 0.74% Floor, 11.50% Cap)	6.19%		03/25/2035	252,381
10,350,000	Series 2005-3-M5 (1 mo. Term SOFR + 1.96%, 1.85% Floor, 11.50% Cap)	7.30%		07/25/2035	8,684,860
	Homeward Opportunities Fund I Trust
28,994,000	Series 2020-2-B2	5.52%	(a)(c)	05/25/2065	29,128,619
	HSBC Asset Loan Obligation
17,917,817	Series 2007-2-3A6	6.00%		09/25/2037	5,417,323
13,488,185	Series 2007-WF1-A3	4.49%	(d)	12/25/2036	4,490,454
	HSI Asset Securitization Corp.
27,581,886	Series 2006-HE1-1A1 (1 mo. Term SOFR + 0.39%, 0.28% Floor)	5.74%		10/25/2036	8,633,370
13,272,126	Series 2007-NC1-A2 (1 mo. Term SOFR + 0.39%, 0.28% Floor)	5.74%		04/25/2037	8,819,466
57,538,920	Series 2007-NC1-A3 (1 mo. Term SOFR + 0.47%, 0.36% Floor)	5.82%		04/25/2037	38,289,982
	Impac CMB Trust
87,596	Series 2002-9F-A1	5.22%	(d)	12/25/2032	86,043
	Impac Secured Assets CMN Owner Trust
9,201,434	Series 2007-3-A1B (1 mo. Term SOFR + 0.59%, 0.48% Floor, 11.50% Cap)	5.94%		09/25/2037	7,578,971
	Imperial Fund Mortgage Trust
23,644,802	Series 2021-NQM4-A1	2.09%	(a)(c)	01/25/2057	20,029,914
12,240,920	Series 2021-NQM4-A2	2.30%	(a)(c)	01/25/2057	10,375,836
9,329,046	Series 2021-NQM4-A3	2.45%	(a)(c)	01/25/2057	7,899,646
	Indymac IMJA Mortgage Loan Trust
3,097,574	Series 2007-A1-A1	6.00%		08/25/2037	1,178,036
2,267,666	Series 2007-A1-A7	6.00%		08/25/2037	862,414
6,850,630	Series 2007-A2-1A1	6.00%		10/25/2037	2,886,881
11,219,080	Series 2007-A2-2A3	6.50%		10/25/2037	5,524,932
18,294,569	Series 2007-A2-3A1	7.00%		10/25/2037	4,869,275
15,467,716	Series 2007-A3-A1	6.25%		11/25/2037	6,735,437
12,716,623	Series 2007-A4-A1	6.25%		02/25/2038	3,923,488
	Indymac IMSC Mortgage Loan Trust
28,736,322	Series 2007-F1-2A1	6.50%		06/25/2037	6,937,965
257,182	Series 2007-F2-1A2	6.00%		07/25/2037	173,537
25,250,757	Series 2007-F2-2A1	6.50%		07/25/2037	7,469,353
2,832,107	Series 2007-HOA1-A11 (1 mo. Term SOFR + 0.47%, 0.36% Floor)	5.82%		07/25/2047	1,832,091
	Indymac INDA Mortgage Loan Trust
748,832	Series 2006-AR2-1A1	4.39%	(c)	09/25/2036	490,785
608,865	Series 2006-AR2-4A1	4.10%	(c)	09/25/2036	525,890
7,510,345	Series 2006-AR3-1A1	4.25%	(c)	12/25/2036	5,782,507
2,372,348	Series 2007-AR1-3A1	3.04%	(c)	03/25/2037	1,894,797

PRINCIPAL AMOUNT
$/SHARES SECURITY DESCRIPTION RATE MATURITY VALUE $

2,223,782	Series 2007-AR3-3A1	4.22%	(c)	07/25/2037	1,886,833
	Indymac Index Mortgage Loan Trust
5,241,881	Series 2005-AR15-A1	3.98%	(c)	09/25/2035	4,151,211
2,186,987	Series 2006-AR7-3A1	3.90%	(c)	05/25/2036	1,841,437
1,867,633	Series 2007-AR13-2A1	5.82%	(c)	07/25/2037	1,576,065
4,338,127	Series 2007-AR21-8A1	4.54%	(c)	09/25/2037	4,217,469
	Indymac Residential Asset Backed Trust
12,182,000	Series 2006-B-2A4 (1 mo. Term SOFR + 0.67%, 0.56% Floor)	6.02%		06/25/2036	10,675,396
8,528,139	Series 2006-D-2A4 (1 mo. Term SOFR + 0.35%, 0.24% Floor)	5.70%		11/25/2036	6,602,574
7,685,794	Series 2007-B-1A1 (1 mo. Term SOFR + 0.30%, 0.19% Floor)	5.65%		07/25/2037	3,080,131
7,685,794	Series 2007-B-1A2 (1 mo. Term SOFR + 0.30%, 0.19% Floor)	5.65%		07/25/2037	3,080,131
	JP Morgan Alternative Loan Trust
4,884,859	Series 2005-S1-2A11	6.00%		12/25/2035	3,208,363
1,565,982	Series 2005-S1-2A9	6.00%		12/25/2035	1,028,533
2,834,124	Series 2006-A2-1A1 (1 mo. Term SOFR + 0.47%, 0.36% Floor, 11.50% Cap)	5.82%		05/25/2036	2,192,171
2,111,596	Series 2006-S1-1A8	5.75%		03/25/2036	1,077,748
533,636	Series 2006-S2-A4	6.69%	(d)	05/25/2036	538,819
	JP Morgan Mortgage Acquisition Corp.
2,179,200	Series 2005-WMC1-M4 (1 mo. Term SOFR + 1.01%, 0.90% Floor)	6.36%		09/25/2035	1,980,580
5,315,823	Series 2006-CH2-AF3	5.46%	(d)	09/25/2029	3,176,295
9,086,196	Series 2006-HE3-A1 (1 mo. Term SOFR + 0.39%, 0.28% Floor)	4.61%		11/25/2036	8,238,151
21,901,329	Series 2006-RM1-A3 (1 mo. Term SOFR + 0.35%, 0.24% Floor)	5.70%		08/25/2036	9,494,815
20,242,184	Series 2006-RM1-A4 (1 mo. Term SOFR + 0.47%, 0.36% Floor)	5.82%		08/25/2036	8,791,197
2,863,994	Series 2006-WF1-A5	6.91%	(d)	07/25/2036	790,008
4,056,043	Series 2006-WMC4-A1A (1 mo. Term SOFR + 0.24%, 0.13% Floor)	5.59%		12/25/2036	2,469,346
35,550,679	Series 2006-WMC4-A1B (1 mo. Term SOFR + 0.34%, 0.23% Floor)	5.69%		12/25/2036	4,724,088
12,727,497	Series 2007-CH1-AF5	4.56%	(d)	11/25/2036	12,279,153
9,690,000	Series 2007-CH3-M2 (1 mo. Term SOFR + 0.43%, 0.32% Floor)	5.78%		03/25/2037	8,520,256
	JP Morgan Mortgage Trust
63,678	Series 2005-A6-5A1	5.63%	(c)	08/25/2035	62,981
3,175,001	Series 2005-S1-1A2	6.50%		01/25/2035	3,151,615
332,391	Series 2005-S2-2A13	5.50%		09/25/2035	244,615
930,695	Series 2006-S2-3A3	6.00%		07/25/2036	298,124
3,400,001	Series 2006-S2-3A5	6.25%		07/25/2036	1,136,410
1,786,083	Series 2006-S3-1A2	6.00%		08/25/2036	519,541
7,327,484	Series 2006-S3-1A21 (1 mo. Term SOFR + 0.49%, 0.38% Floor, 7.50% Cap)	5.84%		08/25/2036	1,545,309
7,327,484	Series 2006-S3-1A22 (-1 x 1 mo. Term SOFR + 7.01%, 0.00% Floor, 7.12% Cap)	1.66%	(f)(g)	08/25/2036	1,006,341
832,268	Series 2006-S3-1A9	6.00%		08/25/2036	242,093
5,653,943	Series 2006-S4-A3	6.00%		01/25/2037	2,148,380
2,354,776	Series 2006-S4-A5	6.00%		01/25/2037	898,350
5,571,936	Series 2006-S4-A8 (1 mo. Term SOFR + 0.49%, 0.38% Floor, 7.00% Cap)	5.84%		01/25/2037	1,634,068
5,571,936	Series 2006-S4-A9 (-1 x 1 mo. Term SOFR + 6.51%, 0.00% Floor, 6.62% Cap)	1.16%	(f)(g)	01/25/2037	786,455
603,068	Series 2007-A2-2A1	5.36%	(c)	04/25/2037	436,301
2,061,858	Series 2007-A3-3A2M	5.03%	(c)	05/25/2037	1,787,939
6,138,140	Series 2007-S1-2A6	6.00%		03/25/2037	2,364,894
1,724,007	Series 2007-S3-1A1	5.50%		08/25/2037	732,053
3,904,052	Series 2007-S3-1A35	6.00%		08/25/2037	1,809,290
1,691,976	Series 2007-S3-1A64	7.50%		08/25/2037	570,777
656,980	Series 2007-S3-1A9	6.00%		08/25/2037	302,881
3,599,722	Series 2007-S3-1A96	6.00%		08/25/2037	1,660,257
4,103,416	Series 2007-S3-1A97	6.00%		08/25/2037	1,892,674
	JP Morgan Reremic

PRINCIPAL AMOUNT
$/SHARES SECURITY DESCRIPTION RATE MATURITY VALUE $

4,927,621	Series 2009-4-3A2	6.00%	(a)(c)	02/26/2037	2,366,253
16,321,722	Series 2009-7-7A1	7.00%	(a)(c)	09/27/2037	7,279,293
7,596,609	Series 2010-1-1A4	6.00%	(a)	02/26/2037	3,366,432
5,126,181	Series 2010-1-2A11	7.00%	(a)(c)	01/26/2037	2,341,421
	Legacy Mortgage Asset Trust
113,860,006	Series 2019-RPL3-PT1	0.00%	(a)	06/25/2058	95,174,953
24,000,000	Series 2021-GS4-A2	3.55%	(a)(d)	11/25/2060	23,082,720
	Lehman Brothers Holdings, Inc.
17,855,697	Series 2007-1-1A1 (1 mo. Term SOFR + 0.32%, 0.21% Floor)	5.67%	(a)	06/25/2037	12,625,715
5,566,331	Series 2007-1-2A4 (1 mo. Term SOFR + 0.41%, 0.30% Floor)	5.76%	(a)	06/25/2037	3,642,710
	Lehman Mortgage Trust
1,472,671	Series 2005-2-3A5	5.50%		12/25/2035	776,923
1,005,851	Series 2005-2-5A5	5.75%		12/25/2035	672,351
1,734,224	Series 2005-3-2A1	6.00%		01/25/2036	1,404,381
147,537	Series 2005-3-2A3	5.50%		01/25/2036	113,983
792,594	Series 2005-3-2A7	6.00%		01/25/2036	641,785
917,552	Series 2006-1-1A1 (1 mo. Term SOFR + 0.86%, 0.75% Floor, 5.50% Cap)	5.50%		02/25/2036	389,644
2,752,657	Series 2006-1-1A2 (-1 x 1 mo. Term SOFR + 4.64%, 0.00% Floor, 4.75% Cap)	0.00%	(f)(g)	02/25/2036	119,799
1,926,903	Series 2006-1-3A1 (1 mo. Term SOFR + 0.86%, 0.75% Floor, 5.50% Cap)	5.50%		02/25/2036	1,236,172
1,926,903	Series 2006-1-3A2 (-1 x 1 mo. Term SOFR + 4.64%, 0.00% Floor, 4.75% Cap)	0.00%	(b)(f)(g)	02/25/2036	70,739
1,241,487	Series 2006-1-3A4	5.50%		02/25/2036	876,876
1,469,106	Series 2006-4-1A3 (-1 x 1 mo. Term SOFR + 5.29%, 0.00% Floor, 5.40% Cap)	0.00%	(f)(g)	08/25/2036	94,786
933,732	Series 2006-4-1A4	6.00%		08/25/2036	701,664
5,464,563	Series 2006-5-2A1 (1 mo. Term SOFR + 0.46%, 0.35% Floor, 7.50% Cap)	5.81%		09/25/2036	773,752
11,382,626	Series 2006-5-2A2 (-1 x 1 mo. Term SOFR + 7.04%, 0.00% Floor, 7.15% Cap)	1.69%	(f)(g)	09/25/2036	1,015,819
5,550,196	Series 2006-6-3A9	5.50%		10/25/2036	3,639,879
137,197	Series 2006-6-4A5	6.00%		12/25/2036	128,973
2,770,287	Series 2006-7-2A2 (1 mo. Term SOFR + 0.56%, 0.45% Floor, 7.00% Cap)	5.91%		11/25/2036	703,724
10,247,054	Series 2006-7-2A5 (-1 x 1 mo. Term SOFR + 6.44%, 6.55% Cap)	1.09%	(f)(g)	11/25/2036	893,874
1,649,804	Series 2006-9-1A19 (-5 x 1 mo. Term SOFR + 30.16%, 0.00% Floor, 30.68% Cap)	5.57%	(g)	01/25/2037	1,410,732
1,790,785	Series 2006-9-1A5 (1 mo. Term SOFR + 0.71%, 0.60% Floor, 5.75% Cap)	5.75%		01/25/2037	945,541
5,355,374	Series 2006-9-1A6 (-1 x 1 mo. Term SOFR + 5.04%, 0.00% Floor, 5.15% Cap)	0.00%	(f)(g)	01/25/2037	282,953
3,427,166	Series 2006-9-2A1 (1 mo. Term SOFR + 0.49%, 0.38% Floor, 7.00% Cap)	5.84%		01/25/2037	692,743
6,168,054	Series 2006-9-2A2 (-1 x 1 mo. Term SOFR + 6.51%, 0.00% Floor, 6.62% Cap)	1.16%	(f)(g)	01/25/2037	484,012
1,399,106	Series 2007-2-1A1	5.75%		02/25/2037	917,509
2,404,826	Series 2007-4-2A11 (1 mo. Term SOFR + 0.44%, 0.33% Floor, 7.00% Cap)	5.79%		05/25/2037	775,619
10,866,838	Series 2007-4-2A8 (-1 x 1 mo. Term SOFR + 6.56%, 0.00% Floor, 6.67% Cap)	1.21%	(f)(g)	05/25/2037	926,150
744,133	Series 2007-4-2A9 (1 mo. Term SOFR + 0.44%, 0.33% Floor, 7.00% Cap)	5.79%		05/25/2037	181,630
592,450	Series 2007-5-4A3 (-6 x 1 mo. Term SOFR + 39.39%, 0.00% Floor, 40.08% Cap)	7.32%	(g)	08/25/2036	646,930
601,331	Series 2007-5-7A3	7.50%		10/25/2036	219,354
61,578	Series 2007-6-1A8	6.00%		07/25/2037	54,480
5,740,551	Series 2007-9-2A2	6.50%		10/25/2037	1,415,379
3,208,880	Series 2008-2-1A6	6.00%		03/25/2038	960,079
	Lehman XS Trust
4,458,225	Series 2005-2-2A3B	5.94%	(d)	08/25/2035	3,873,543
6,679,687	Series 2005-9N-2A1 (12 Month US Treasury Average + 1.06%, 1.06% Floor)	6.21%		02/25/2036	5,699,783

PRINCIPAL AMOUNT
$/SHARES SECURITY DESCRIPTION RATE MATURITY VALUE $

4,961,467	Series 2006-3-A3 (1 mo. Term SOFR + 0.71%, 0.60% Floor)	6.06%		03/25/2036	4,821,290
6,256,194	Series 2006-5-1A1A (1 mo. Term SOFR + 0.53%, 0.42% Floor)	5.88%		04/25/2036	5,072,294
30,068	Series 2006-5-2A4A	6.39%	(d)	04/25/2036	34,393
7,597,173	Series 2006-GP3-1A1 (1 mo. Term SOFR + 0.51%, 0.40% Floor)	5.86%		06/25/2046	6,804,316
4,058,018	Series 2007-1-2A1	7.00%	(c)	02/25/2037	3,983,810
9,213,052	Series 2007-12N-1A3A (1 mo. Term SOFR + 0.51%, 0.40% Floor)	5.86%		07/25/2047	8,812,983
8,945,065	Series 2007-15N-4A1 (1 mo. Term SOFR + 1.01%, 0.90% Floor)	6.36%		08/25/2047	7,357,954
	Long Beach Mortgage Loan Trust
13,197,518	Series 2006-2-2A4 (1 mo. Term SOFR + 0.69%, 0.58% Floor)	6.04%		03/25/2046	4,694,923
47,055,669	Series 2006-3-2A3 (1 mo. Term SOFR + 0.47%, 0.36% Floor)	5.82%		05/25/2046	14,292,863
4,796,780	Series 2006-3-2A4 (1 mo. Term SOFR + 0.65%, 0.54% Floor)	6.00%		05/25/2046	1,456,920
14,912,703	Series 2006-5-2A4 (1 mo. Term SOFR + 0.59%, 0.48% Floor)	5.94%		06/25/2036	6,972,346
24,197,487	Series 2006-6-1A (1 mo. Term SOFR + 0.40%, 0.29% Floor)	5.75%		07/25/2036	16,570,103
11,643,474	Series 2006-WL1-M2 (1 mo. Term SOFR + 0.79%, 0.68% Floor)	6.13%		01/25/2046	10,835,274
	Luminent Mortgage Trust
1,343,193	Series 2005-1-A1 (1 mo. Term SOFR + 0.63%, 0.52% Floor, 11.50% Cap)	5.98%		11/25/2035	1,254,184
	Master Resecuritization Trust
12,951,737	Series 2008-1-A1	6.00%	(a)(b)(c)	09/27/2037	8,560,455
6,294,812	Series 2008-4-A1	6.00%	(a)(c)	06/27/2036	4,933,372
	Mastr Adjustable Rate Mortgages Trust
2,203,574	Series 2005-2-2A1	3.85%	(c)	03/25/2035	1,857,165
702,245	Series 2005-6-5A1	3.50%	(c)	07/25/2035	597,959
4,715,526	Series 2007-1-2A1	4.61%	(c)	11/25/2036	2,502,126
	MASTR Alternative Loans Trust
6,628,449	Series 2004-9-M2	6.26%	(d)	08/25/2034	5,297,319
1,111,612	Series 2005-2-3A1	6.00%		03/25/2035	943,610
43,061	Series 2005-5-2A3	5.50%		07/25/2025	40,059
6,619,168	Series 2005-5-3A1	5.75%		08/25/2035	3,134,339
1,417,935	Series 2005-6-1A5	5.50%		12/25/2035	921,057
1,250,930	Series 2006-3-1A2	6.25%		07/25/2036	673,607
707,778	Series 2007-1-1A5	5.75%		10/25/2036	655,807
3,703,686	Series 2007-1-2A7	6.00%		10/25/2036	1,071,471
	Mastr Asset Backed Securities Trust
1,888,785	Series 2003-OPT1-M3 (1 mo. Term SOFR + 4.24%, 4.13% Floor)	9.58%		12/25/2032	1,795,149
5,898,256	Series 2006-AM2-A3 (1 mo. Term SOFR + 0.45%, 0.34% Floor)	5.80%		06/25/2036	5,274,993
7,197,917	Series 2007-HE1-A3 (1 mo. Term SOFR + 0.32%, 0.21% Floor)	5.67%		05/25/2037	6,871,576
13,035,322	Series 2007-WMC1-A1 (1 mo. Term SOFR + 0.40%, 0.29% Floor)	5.75%		01/25/2037	3,539,512
	MASTR Asset Securitization Trust
1,303,604	Series 2006-1-1A4	5.75%		05/25/2036	767,676
1,039,070	Series 2006-2-1A11 (1 mo. Term SOFR + 6.00%, 6.00% Floor)	6.00%		06/25/2036	606,714
2,322,142	Series 2007-1-1A3	6.25%		11/25/2037	900,380
	Mastr Seasoned Securities Trust
1,114,553	Series 2005-2-1A4	6.00%		10/25/2032	1,077,802
442,065	Series 2005-2-2A1 (1 mo. Term SOFR + 0.51%, 0.40% Floor, 7.50% Cap)	5.86%		10/25/2032	401,786
	Merrill Lynch Alternative Note Asset
19,632,815	Series 2007-A3-A2A (1 mo. Term SOFR + 0.33%, 0.22% Floor)	5.68%		04/25/2037	6,826,412
10,068,081	Series 2007-A3-A2B (1 mo. Term SOFR + 0.53%, 0.42% Floor)	5.88%		04/25/2037	3,499,671
13,954,480	Series 2007-A3-A2C (1 mo. Term SOFR + 0.75%, 0.64% Floor)	6.10%		04/25/2037	4,854,313
12,927,876	Series 2007-F1-2A4 (1 mo. Term SOFR + 0.43%, 0.32% Floor, 7.00% Cap)	5.78%		03/25/2037	3,589,705

PRINCIPAL AMOUNT
$/SHARES SECURITY DESCRIPTION RATE MATURITY VALUE $

12,927,876	Series 2007-F1-2A5 (-1 x 1 mo. Term SOFR + 6.57%, 0.00% Floor, 6.68% Cap)	1.22%	(f)(g)	03/25/2037	1,602,834
27,669,146	Series 2007-OAR5-1A1	3.35%	(c)	10/25/2047	7,627,709
	Merrill Lynch First Franklin Mortgage Loan Trust
2,048,708	Series 2007-H1-1A2 (1 mo. Term SOFR + 3.61%, 3.50% Floor)	8.96%		10/25/2037	1,881,090
	Merrill Lynch Mortgage Investors, Inc.
16,101,629	Series 2005-AR1-M2 (1 mo. Term SOFR + 1.12%, 1.01% Floor)	6.46%		06/25/2036	12,491,115
7,778,199	Series 2006-AR1-A2C (1 mo. Term SOFR + 0.43%, 0.32% Floor)	5.78%	(a)	03/25/2037	2,149,208
689,598	Series 2006-F1-1A2	6.00%		04/25/2036	291,270
21,562,709	Series 2006-FM1-A1 (1 mo. Term SOFR + 0.41%, 0.30% Floor)	4.60%		04/25/2037	12,741,834
10,228,575	Series 2006-HE3-A4 (1 mo. Term SOFR + 0.61%, 0.50% Floor)	5.96%		06/25/2037	2,540,660
7,418,242	Series 2006-HE4-A2B (1 mo. Term SOFR + 0.31%, 0.20% Floor)	5.66%		07/25/2037	1,713,398
74,145,962	Series 2007-HE2-A1 (1 mo. Term SOFR + 0.61%, 0.50% Floor)	5.96%		02/25/2037	34,485,828
8,212,480	Series 2007-HE3-A1 (1 mo. Term SOFR + 0.25%, 0.14% Floor)	5.60%		04/25/2047	3,275,370
7,006,495	Series 2007-HE3-A3 (1 mo. Term SOFR + 0.49%, 0.38% Floor)	5.84%		04/25/2047	2,794,389
2,934,736	Series 2007-HE3-A4 (1 mo. Term SOFR + 0.65%, 0.54% Floor)	6.00%		04/25/2047	1,170,456
47,064,070	Series 2007-MLN1-A1 (1 mo. Term SOFR + 0.61%, 0.50% Floor)	5.96%		03/25/2037	34,673,286
	Morgan Stanley ABS Capital I, Inc.
16,510,476	Series 2006-HE7-A2C (1 mo. Term SOFR + 0.43%, 0.32% Floor)	5.78%		09/25/2036	6,968,098
21,908,869	Series 2006-HE7-A2D (1 mo. Term SOFR + 0.57%, 0.46% Floor)	5.92%		09/25/2036	9,246,182
13,144,601	Series 2006-NC2-M1 (1 mo. Term SOFR + 0.65%, 0.54% Floor)	6.00%		02/25/2036	12,013,334
5,669,701	Series 2007-HE4-A1 (1 mo. Term SOFR + 0.24%, 0.13% Floor)	5.59%	(a)	02/25/2037	2,456,391
	Morgan Stanley Home Equity Loan Trust
24,360,669	Series 2007-1-A4 (1 mo. Term SOFR + 0.33%, 0.22% Floor)	5.68%		12/25/2036	11,645,630
	Morgan Stanley IXIS Real Estate Capital Trust
5,024,609	Series 2006-2-AFPT (1 mo. Term SOFR + 0.18%, 0.07% Floor)	5.53%		11/25/2036	1,628,472
	Morgan Stanley Mortgage Loan Trust
589,390	Series 2005-10-1A1 (1 mo. Term SOFR + 0.81%, 0.70% Floor, 5.75% Cap)	5.75%		12/25/2035	351,023
1,476,697	Series 2005-10-1A6	5.75%		12/25/2035	968,062
1,783,828	Series 2005-10-2A1	5.28%	(c)	12/25/2035	1,610,496
4,517,929	Series 2006-11-1A6	6.73%	(d)	08/25/2036	810,935
6,622,329	Series 2006-11-2A1	6.00%		08/25/2036	2,699,820
6,575,349	Series 2006-16AX-2A2 (1 mo. Term SOFR + 0.45%, 0.34% Floor)	5.80%		11/25/2036	1,817,628
5,139,417	Series 2006-17XS-A3A	6.15%	(d)	10/25/2046	1,496,583
1,773,697	Series 2006-17XS-A6	6.08%	(d)	10/25/2046	422,441
1,682,043	Series 2006-2-2A3	5.75%		02/25/2036	1,499,787
14,375,334	Series 2006-7-3A	5.19%	(c)	06/25/2036	7,961,790
1,411,389	Series 2006-7-4A4	6.00%		06/25/2036	648,281
1,428,787	Series 2006-7-4A7	6.00%		06/25/2036	656,273
2,841,878	Series 2007-13-6A1	6.00%		10/25/2037	1,470,813
3,120,996	Series 2007-14AR-2A3	3.56%	(c)	10/25/2037	1,759,160
2,827,515	Series 2007-1XS-2A3	6.42%	(d)	09/25/2046	591,075
1,867,401	Series 2007-1XS-2A4A	6.58%	(d)	09/25/2046	476,955
237,542	Series 2007-3XS-1A2A	6.12%	(d)	01/25/2047	214,868
5,104,362	Series 2007-3XS-2A3S	6.36%	(d)	01/25/2047	1,816,194
2,985,570	Series 2007-3XS-2A4S	6.46%	(d)	01/25/2047	1,043,225
	Morgan Stanley Reremic Trust

PRINCIPAL AMOUNT
$/SHARES SECURITY DESCRIPTION RATE MATURITY VALUE $

3,194,523	Series 2010-R5-4B	5.75%	(a)(d)	06/26/2036	3,071,176
5,664,728	Series 2010-R5-5B	3.51%	(a)(d)	01/26/2037	5,201,348
9,369,548	Series 2010-R9-3C	6.00%	(a)(c)	11/26/2036	7,147,822
7,005,506	Series 2012-R4-1B (1 mo. Term SOFR + 0.11%, 0.00% Floor)	3.36%	(a)	08/26/2036	5,110,582
6,010,418	Series 2013-R2-1B	3.98%	(a)(b)(c)	10/26/2036	5,014,497
1,027,758	Series 2014-R7-B1	4.23%	(a)(c)	01/26/2051	1,018,337
5,053,525	Series 2014-R7-B2	4.23%	(a)(c)(h)	01/26/2051	4,692,057
	Morgan Stanley Residential Mortgage Loan Trust
18,266,106	Series 2020-RPL1-A1	5.69%	(a)(c)	10/25/2060	18,128,469
	New Century Alternative Mortgage Loan Trust
9,481,577	Series 2006-ALT1-AF3	6.17%	(c)	07/25/2036	1,948,165
12,083,428	Series 2006-ALT2-AF5	4.67%	(d)	10/25/2036	2,313,921
	New Century Home Equity Loan Trust
17,829,000	Series 2005-4-M5 (1 mo. Term SOFR + 1.13%, 1.02% Floor, 12.50% Cap)	6.48%		09/25/2035	16,576,532
12,500,000	Series 2006-1-A2C (1 mo. Term SOFR + 0.67%, 0.56% Floor, 12.50% Cap)	6.02%		05/25/2036	10,945,368
	New York Mortgage Trust, Inc.
208,001	Series 2005-2-A (1 mo. Term SOFR + 0.77%, 0.66% Floor, 10.50% Cap)	6.12%		08/25/2035	185,064
	Nomura Asset Acceptance Corp.
19,399	Series 2005-AP1-2A5	5.36%	(d)	02/25/2035	18,841
12,629,804	Series 2006-AF1-1A2	6.16%	(c)	05/25/2036	2,265,221
2,566,602	Series 2006-AF1-1A3	6.41%	(c)	05/25/2036	459,854
13,922,152	Series 2006-AP1-A2	5.52%	(c)	01/25/2036	3,880,375
2,353,137	Series 2006-AP1-A3	5.65%	(c)	01/25/2036	655,620
1,108,327	Series 2006-WF1-A2	5.76%	(c)	06/25/2036	283,042
	Nomura Home Equity Loan, Inc.
14,661,112	Series 2006-AF1-A2	6.30%	(d)	10/25/2036	3,140,743
2,513,587	Series 2007-1-1A1	6.56%	(d)	02/25/2037	671,599
12,528,296	Series 2007-1-1A3	6.49%	(d)	02/25/2037	3,348,025
	Nomura Resecuritization Trust
2,772,837	Series 2014-1R-6A7	6.31%	(a)(c)	08/26/2036	2,212,407
4,041,102	Series 2014-2R-4A9	4.05%	(a)(d)	07/26/2036	3,482,793
7,531,828	Series 2015-4R-5A2 (1 mo. Term SOFR + 0.54%, 0.43% Floor)	3.07%	(a)(h)	03/26/2036	5,214,349
	Novastar Home Equity Loan
14,393,782	Series 2005-3-M4 (1 mo. Term SOFR + 1.00%, 0.89% Floor, 11.00% Cap)	6.34%		01/25/2036	11,826,285
7,339,972	Series 2006-3-A2C (1 mo. Term SOFR + 0.43%, 0.32% Floor, 11.00% Cap)	5.78%		10/25/2036	3,093,782
	NRZ Excess Spread-Collateralized Notes
34,478,502	Series 2020-PLS1-A	3.84%	(a)	12/25/2025	33,289,197
26,737,051	Series 2021-FHT1-A	3.10%	(a)	07/25/2026	25,177,241
	Onslow Bay Mortgage Loan Trust
9,694,000	Series 2021-NQM3-M1	2.33%	(a)(c)	07/25/2061	5,488,328
	Option One Mortgage Loan Trust
703,468	Series 2004-3-M3 (1 mo. Term SOFR + 1.09%, 0.98% Floor)	6.43%		11/25/2034	697,120
5,376,923	Series 2007-1-2A3 (1 mo. Term SOFR + 0.25%, 0.14% Floor)	5.60%		01/25/2037	3,103,091
50,326,288	Series 2007-6-1A1 (1 mo. Term SOFR + 0.30%, 0.19% Floor)	5.65%		07/25/2037	43,216,673
	PennyMac Mortgage Investment Trust
32,103,187	Series 2019-2R-A (1 mo. Term SOFR + 3.86%, 2.75% Floor)	9.21%	(a)	05/30/2025	32,144,016
7,912,039	Series 2019-3R-A (30 day avg SOFR US + 3.81%, 2.70% Floor)	9.15%	(a)	10/27/2024	7,917,315
23,750,415	Series 2020-1R-A (30 day avg SOFR US + 3.46%, 2.35% Floor)	8.80%	(a)	02/27/2025	23,652,531
67,663,000	Series 2021-FT1-A (1 mo. Term SOFR + 3.11%, 3.12% Floor)	8.46%	(a)	03/25/2026	68,518,057
	People’s Choice Home Loan Securities Trust
10,080,000	Series 2005-1-M5 (1 mo. Term SOFR + 1.61%, 1.50% Floor, 15.00% Cap)	6.96%		01/25/2035	7,233,893
	PHH Alternative Mortgage Trust
2,706,795	Series 2007-1-1A1 (1 mo. Term SOFR + 0.43%, 0.32% Floor, 10.10% Cap)	5.78%		02/25/2037	1,944,176
6,305,317	Series 2007-2-2A1	6.00%		05/25/2037	5,202,117

PRINCIPAL AMOUNT
$/SHARES SECURITY DESCRIPTION RATE MATURITY VALUE $

2,942,163	Series 2007-2-2A2	6.00%		05/25/2037	2,427,392
168,337	Series 2007-2-3A1	6.00%		05/25/2037	146,608
	PR Mortgage Loan Trust
104,889,051	Series 2014-1-APT	5.86%	(a)(c)	10/25/2049	96,967,431
	Pretium Mortgage Credit Partners LLC
38,031,060	Series 2021-NPL1-A1	5.24%	(a)(d)	09/27/2060	37,910,893
21,835,837	Series 2021-NPL5-A1	2.49%	(a)(d)	10/25/2051	21,645,800
14,075,947	Series 2021-RN2-A1	1.74%	(a)(d)	07/25/2051	13,725,826
28,061,847	Series 2021-RN4-A1	2.49%	(a)(c)	10/25/2051	27,709,309
	Prime Mortgage Trust
4,271,699	Series 2006-DR1-2A1	5.50%	(a)	05/25/2035	3,866,902
2,451,178	Series 2006-DR1-2A2	6.00%	(a)	05/25/2035	2,070,449
	Progress Residential Trust
56,156,653	Series 2021-SFR10-E1	3.57%	(a)	12/17/2040	49,897,539
23,304,739	Series 2021-SFR10-E2	3.67%	(a)	12/17/2040	20,634,673
12,623,400	Series 2021-SFR10-F	4.61%	(a)	12/17/2040	11,269,846
29,000,000	Series 2021-SFR2-E1	2.55%	(a)	04/19/2038	27,061,591
20,000,000	Series 2021-SFR2-E2	2.65%	(a)	04/19/2038	18,525,918
62,271,000	Series 2021-SFR2-F	3.40%	(a)	04/19/2038	57,539,363
7,000,000	Series 2021-SFR5-E1	2.21%	(a)	07/17/2038	6,438,960
25,000,000	Series 2021-SFR8-E1	2.38%	(a)	10/17/2038	22,738,123
23,900,000	Series 2021-SFR8-E2	2.53%	(a)	10/17/2038	21,610,597
19,900,000	Series 2021-SFR8-F	3.18%	(a)	10/17/2038	17,902,786
	PRPM LLC
5,832,820	Series 2020-4-A2	8.19%	(a)(d)(h)	10/25/2025	5,840,983
155,266,169	Series 2021-10-A1	2.49%	(a)(d)	10/25/2026	154,420,186
74,930,429	Series 2021-11-A1	2.49%	(a)(d)	11/25/2026	74,229,912
38,011,976	Series 2021-6-A1	1.79%	(a)(d)	07/25/2026	37,345,230
34,640,831	Series 2021-7-A1	1.87%	(a)(d)	08/25/2026	33,896,919
	Racers
13,085,000	Series 2006-2-M2 (1 mo. Term SOFR + 0.40%, 0.29% Floor)	5.75%		09/25/2036	9,797,553
	RALI Trust
14,049,276	Series 2005-QA11-4A1	5.40%	(c)	10/25/2035	10,028,174
7,338,178	Series 2005-QA13-2A1	5.35%	(c)	12/25/2035	6,180,485
5,463,272	Series 2005-QA3-CB1	4.35%	(c)	03/25/2035	2,194,268
172,438	Series 2005-QS12-A11 (-11 x 1 mo. Term SOFR + 49.89%, 0.00% Floor, 51.15% Cap)	0.00%	(g)	08/25/2035	136,105
685,355	Series 2005-QS13-1A6	5.50%		09/25/2035	527,259
1,430,860	Series 2005-QS13-2A1 (1 mo. Term SOFR + 0.81%, 0.70% Floor, 5.75% Cap)	5.75%		09/25/2035	1,108,029
5,866,525	Series 2005-QS13-2A2 (-1 x 1 mo. Term SOFR + 4.94%, 0.00% Floor, 5.05% Cap)	0.00%	(f)(g)	09/25/2035	189,175
4,889,249	Series 2005-QS14-2A1	6.00%		09/25/2035	1,645,880
1,170,955	Series 2005-QS15-2A	6.00%		10/25/2035	964,873
1,298,396	Series 2005-QS15-3A	6.00%		10/25/2035	1,100,826
1,234,835	Series 2005-QS16-A1 (1 mo. Term SOFR + 0.81%, 0.70% Floor, 5.50% Cap)	5.50%		11/25/2035	991,195
1,234,621	Series 2005-QS16-A2 (-1 x 1 mo. Term SOFR + 4.69%, 0.00% Floor, 4.80% Cap)	0.00%	(f)(g)	11/25/2035	23,608
696,809	Series 2005-QS17-A1	6.00%		12/25/2035	582,951
721,014	Series 2005-QS17-A10	6.00%		12/25/2035	603,202
2,019,499	Series 2005-QS17-A11	6.00%		12/25/2035	1,689,516
1,435,396	Series 2005-QS17-A2 (1 mo. Term SOFR + 0.96%, 0.85% Floor, 6.00% Cap)	6.00%		12/25/2035	1,150,856
1,435,396	Series 2005-QS17-A4 (-1 x 1 mo. Term SOFR + 5.04%, 0.00% Floor, 5.15% Cap)	0.00%	(f)(g)	12/25/2035	45,452
1,154,964	Series 2005-QS17-A6	6.00%		12/25/2035	966,245
477,052	Series 2005-QS5-A3	5.70%		04/25/2035	462,548
568,109	Series 2006-QS1-A6 (-8 x 1 mo. Term SOFR + 41.98%, 0.00% Floor, 42.86% Cap)	1.00%	(g)	01/25/2036	475,106
1,786,307	Series 2006-QS10-A1	6.00%		08/25/2036	1,431,740
549,307	Series 2006-QS10-A4	5.75%		08/25/2036	434,263
4,133,886	Series 2006-QS11-1A1	6.50%		08/25/2036	3,320,486
1,077,155	Series 2006-QS12-1A1	6.50%		09/25/2036	470,586

PRINCIPAL AMOUNT
$/SHARES SECURITY DESCRIPTION RATE MATURITY VALUE $

1,635,657	Series 2006-QS12-2A18	5.75%		09/25/2036	1,297,236
2,545,935	Series 2006-QS14-A18	6.25%		11/25/2036	2,012,242
1,131,585	Series 2006-QS15-A1	6.50%		10/25/2036	940,328
478,618	Series 2006-QS16-A10	6.00%		11/25/2036	362,594
1,701,890	Series 2006-QS16-A11	6.00%		11/25/2036	1,289,500
1,356,567	Series 2006-QS16-A7	6.00%		11/25/2036	1,027,715
536,852	Series 2006-QS16-A8	6.00%		11/25/2036	406,711
212,442	Series 2006-QS16-A9	6.00%		11/25/2036	160,943
990,359	Series 2006-QS17-A4	6.00%		12/25/2036	783,343
5,502,007	Series 2006-QS17-A5	6.00%		12/25/2036	4,351,915
3,807,793	Series 2006-QS3-1A11	6.00%		03/25/2036	3,254,629
945,791	Series 2006-QS4-A8 (-790 x 1 mo. Term SOFR + 5,052.56%, 0.10% Floor, 8.00% Cap)	8.00%	(g)	04/25/2036	786,733
3,740,812	Series 2006-QS4-A9	6.00%		04/25/2036	2,907,008
2,220,191	Series 2006-QS5-A3	6.00%		05/25/2036	1,773,631
6,617,004	Series 2006-QS5-A4	6.00%		05/25/2036	5,286,087
1,166,584	Series 2006-QS6-1A16	6.00%		06/25/2036	877,973
1,692,460	Series 2006-QS6-1A2	6.00%		06/25/2036	1,273,748
3,271,073	Series 2006-QS8-A1	6.00%		08/25/2036	2,621,983
5,672,518	Series 2006-QS8-A5 (-1 x 1 mo. Term SOFR + 5.44%, 0.00% Floor, 5.55% Cap)	0.09%	(f)(g)	08/25/2036	327,579
2,053,669	Series 2006-QS9-1A6 (-1 x 1 mo. Term SOFR + 5.19%, 0.00% Floor, 5.30% Cap)	0.00%	(f)(g)	07/25/2036	82,013
20,362,384	Series 2007-QA5-1A1	6.19%	(c)	09/25/2037	12,610,871
24,273,490	Series 2007-QH5-AII (1 mo. Term SOFR + 0.57%, 0.46% Floor)	5.92%		06/25/2037	9,850,100
9,430,302	Series 2007-QH7-2A1 (1 mo. Term SOFR + 0.71%, 0.60% Floor)	6.06%		08/25/2037	8,385,994
7,021,190	Series 2007-QS1-1A2 (-1 x 1 mo. Term SOFR + 5.34%, 0.00% Floor, 5.45% Cap)	0.00%	(f)(g)	01/25/2037	315,881
706,757	Series 2007-QS1-1A4	6.00%		01/25/2037	548,224
1,714,292	Series 2007-QS1-2A10	6.00%		01/25/2037	1,282,513
20,734,050	Series 2007-QS10-A1	6.50%		09/25/2037	16,347,448
2,196,987	Series 2007-QS11-A1	7.00%		10/25/2037	1,674,528
2,281,531	Series 2007-QS2-A6	6.25%		01/25/2037	1,831,125
11,899,426	Series 2007-QS3-A1	6.50%		02/25/2037	9,502,390
1,897,438	Series 2007-QS3-A4	6.25%		02/25/2037	1,490,371
3,125,180	Series 2007-QS4-3A3	6.00%		03/25/2037	2,559,444
1,265,688	Series 2007-QS5-A1	5.50%		03/25/2037	983,487
522,148	Series 2007-QS5-A5 (1 mo. Term SOFR + 0.41%, 0.30% Floor, 7.00% Cap)	5.76%		03/25/2037	383,114
1,734,173	Series 2007-QS5-A8 (-1 x 1 mo. Term SOFR + 6.59%, 0.00% Floor, 6.70% Cap)	1.24%	(f)(g)	03/25/2037	202,543
1,423,107	Series 2007-QS6-A102	5.75%		04/25/2037	1,105,507
457,570	Series 2007-QS6-A13 (-8 x 1 mo. Term SOFR + 54.05%, 0.00% Floor, 55.00% Cap)	9.50%	(g)	04/25/2037	528,572
2,037,778	Series 2007-QS6-A45	5.75%		04/25/2037	1,582,999
3,247,588	Series 2007-QS6-A6	6.25%		04/25/2037	2,607,437
224,301	Series 2007-QS6-A77 (-8 x 1 mo. Term SOFR + 54.88%, 0.00% Floor, 55.83% Cap)	10.34%	(g)	04/25/2037	266,672
5,315,564	Series 2007-QS7-2A1	6.75%		06/25/2037	2,174,333
12,170,969	Series 2007-QS9-A33	6.50%		07/25/2037	9,568,544
	RAMP Trust
1,400,327	Series 2004-RS7-A3	5.94%	(c)	07/25/2034	1,239,882
5,891,580	Series 2006-RS2-A3A (1 mo. Term SOFR + 0.41%, 0.30% Floor, 14.00% Cap)	6.06%		03/25/2036	5,737,881
12,014,820	Series 2006-RS3-A4 (1 mo. Term SOFR + 0.41%, 0.30% Floor, 14.00% Cap)	6.06%		05/25/2036	9,967,157
12,260,211	Series 2006-RS6-A4 (1 mo. Term SOFR + 0.65%, 0.54% Floor)	6.00%		11/25/2036	9,839,171
	RASC Trust
3,860,296	Series 2005-KS4-M5 (1 mo. Term SOFR + 1.31%, 1.80% Floor)	7.26%		05/25/2035	3,832,805

PRINCIPAL AMOUNT
$/SHARES SECURITY DESCRIPTION RATE MATURITY VALUE $

5,074,190	Series 2007-EMX1-A13 (1 mo. Term SOFR + 0.31%, 0.20% Floor, 14.00% Cap)	5.66%		01/25/2037	5,030,703
	RBSGC Mortgage Pass Through Certificates
11,006,530	Series 2008-B-A1	6.00%	(a)	06/25/2037	9,119,421
	RBSSP Resecuritization Trust
1,119,725	Series 2009-12-17A2	5.63%	(a)(c)	10/25/2035	1,102,779
12,959,909	Series 2009-12-20A2	4.89%	(a)(b)(c)	12/25/2035	10,944,560
2,896,299	Series 2010-4-7A2	6.00%	(a)	07/26/2037	1,403,320
	Redwood Funding Trust
53,117,224	Series 2019-1-PT	4.97%	(a)(d)	09/27/2024	53,321,715
	Redwood Trust, Inc.
36,489,598	Series 2020-1-PT	7.21%	(a)(d)	02/17/2025	35,074,276
52,954,159	Series 2021-1-PT	4.75%	(a)(d)	06/19/2026	50,548,875
	Regional Management Issuance Trust
65,704,829	Series 2017-RPL2-CERT	0.00%	(a)(b)(c)	02/25/2056	48,818,793
	Renaissance Home Equity Loan Trust
5,355,470	Series 2006-1-AF6	5.75%	(d)	05/25/2036	2,313,074
2,062,139	Series 2006-2-AF5	6.25%	(d)	08/25/2036	839,208
17,385,181	Series 2006-3-AF3	5.59%	(d)	11/25/2036	5,670,114
18,049,871	Series 2006-3-AF4	5.81%	(d)	11/25/2036	6,122,357
2,933,947	Series 2006-3-AF5	6.12%	(d)	11/25/2036	1,047,543
8,192,822	Series 2007-1-AF1	5.74%	(d)	04/25/2037	2,144,236
5,779,950	Series 2007-1-AF1Z	5.35%	(d)	04/25/2037	1,430,778
3,486,895	Series 2007-1-AF2	5.51%	(d)	04/25/2037	876,714
5,072,268	Series 2007-1-AF3	5.61%	(d)	04/25/2037	1,298,001
2,781,357	Series 2007-1-AF4	5.76%	(d)	04/25/2037	730,308
8,232,817	Series 2007-1-AF5	5.91%	(d)	04/25/2037	2,216,373
	Renaissance NIM Trust
10,257,172	Series 2006-4-AF4	5.47%	(d)	01/25/2037	3,312,571
20,198,460	Series 2006-4-AF5	5.69%	(d)	01/25/2037	6,779,449
17,696,892	Series 2007-2-AF2	5.68%	(d)	06/25/2037	4,365,023
22,755,581	Series 2007-2-AF5	6.20%	(d)	06/25/2037	6,235,202
	Residential Asset Securitization Trust
4,379,282	Series 2005-A11-2A4	6.00%		10/25/2035	1,879,724
1,134,638	Series 2005-A12-A7 (-1 x 1 mo. Term SOFR + 4.89%, 0.00% Floor, 5.00% Cap)	0.00%	(f)(g)	11/25/2035	66,729
1,409,887	Series 2005-A12-A8 (1 mo. Term SOFR + 0.66%, 0.55% Floor, 5.50% Cap)	5.50%		11/25/2035	686,985
1,476,862	Series 2005-A15-1A7	6.00%		02/25/2036	1,369,347
6,927,749	Series 2005-A15-5A3	5.75%		02/25/2036	2,450,957
7,093,234	Series 2005-A16-A1	5.00%		02/25/2036	2,675,890
2,737,241	Series 2005-A8CB-A11	6.00%		07/25/2035	1,712,771
2,769,093	Series 2005-A8CB-A2 (-1 x 1 mo. Term SOFR + 4.89%, 0.00% Floor, 5.00% Cap)	0.00%	(f)(g)	07/25/2035	118,412
644,047	Series 2006-A1-1A3	6.00%		04/25/2036	275,609
10,252,513	Series 2006-A1-3A2	6.00%		04/25/2036	4,811,558
4,929,117	Series 2006-A10-A5	6.50%		09/25/2036	1,712,566
6,991,296	Series 2006-A12-A1	6.25%		11/25/2036	2,514,582
7,173,458	Series 2006-A13-A1	6.25%		12/25/2036	2,457,558
14,033,694	Series 2006-A14C-2A6 (1 mo. Term SOFR + 0.56%, 0.45% Floor, 7.00% Cap)	5.91%		12/25/2036	3,081,469
30,970,258	Series 2006-A14C-2A7 (-1 x 1 mo. Term SOFR + 6.44%, 0.00% Floor, 6.55% Cap)	1.09%	(f)(g)	12/25/2036	3,456,953
5,471,839	Series 2006-A2-A11	6.00%		01/25/2046	2,189,066
3,813,253	Series 2006-A2-A4	6.00%		01/25/2046	1,518,211
3,169,175	Series 2006-A2-A9	6.00%		01/25/2046	1,261,778
2,250,431	Series 2006-A8-1A1	6.00%		08/25/2036	1,220,716
4,475,763	Series 2006-R1-A1 (-4 x 1 mo. Term SOFR + 27.94%, 0.00% Floor, 28.40% Cap)	6.56%	(b)(g)	01/25/2046	3,613,063
19,329,104	Series 2007-A2-1A2	6.00%		04/25/2037	10,036,239
716,383	Series 2007-A3-1A2 (-8 x 1 mo. Term SOFR + 45.51%, 0.00% Floor, 46.38% Cap)	4.53%	(g)	04/25/2037	739,109
22,912,882	Series 2007-A5-1A4 (-1 x 1 mo. Term SOFR + 5.99%, 0.00% Floor, 6.10% Cap)	0.64%	(f)(g)	05/25/2037	1,390,555

PRINCIPAL AMOUNT
$/SHARES SECURITY DESCRIPTION RATE MATURITY VALUE $

5,885,661	Series 2007-A5-1A6 (1 mo. Term SOFR + 0.51%, 0.40% Floor, 6.50% Cap)	5.86%		05/25/2037	829,729
4,008,887	Series 2007-A5-2A3	6.00%		05/25/2037	2,074,156
1,756,890	Series 2007-A5-2A5	6.00%		05/25/2037	908,997
7,408,880	Series 2007-A6-1A2	6.00%		06/25/2037	3,579,595
7,759,457	Series 2007-A7-A1	6.00%		07/25/2037	2,870,374
34,131,075	Series 2007-A7-A2	6.00%		07/25/2037	12,625,747
15,122,759	Series 2007-A7-A6	6.00%		07/25/2037	5,594,202
	RESIDENTIAL MORTGAGE LOAN TRUST
6,300,000	Series 2020-2-M1	3.57%	(a)(c)	05/25/2060	5,579,989
	RFMSI Trust
3,466,892	Series 2006-S10-1A1	6.00%		10/25/2036	2,602,231
1,047,694	Series 2006-S5-A12	6.00%		06/25/2036	852,622
71,730	Series 2006-S5-A15	6.00%		06/25/2036	58,374
2,188,968	Series 2006-S9-A1	6.25%		09/25/2036	1,742,103
2,458,088	Series 2007-S1-A7	6.00%		01/25/2037	1,857,570
1,327,314	Series 2007-S2-A1	6.00%		02/25/2037	1,002,614
1,495,365	Series 2007-S2-A4	6.00%		02/25/2037	1,129,555
2,791,675	Series 2007-S2-A5	6.00%		02/25/2037	2,108,749
436,246	Series 2007-S2-A9	6.00%		02/25/2037	329,527
1,416,627	Series 2007-S3-1A4	6.00%		03/25/2037	999,098
1,352,647	Series 2007-S4-A1	6.00%		04/25/2037	1,020,410
757,522	Series 2007-S4-A2	6.00%		04/25/2037	571,458
10,074,004	Series 2007-S5-A1	6.00%		05/25/2037	8,033,137
2,919,486	Series 2007-S5-A8	6.00%		05/25/2037	2,328,610
1,154,721	Series 2007-S6-2A4	6.00%		06/25/2037	847,792
7,723,211	Series 2007-S7-A20	6.00%		07/25/2037	5,843,384
3,894,338	Series 2007-S8-1A1	6.00%		09/25/2037	2,555,720
203,121	Series 2007-SA1-4A	4.55%	(c)	02/25/2037	185,465
2,609,867	Series 2007-SA2-2A1	5.44%	(c)	04/25/2037	2,162,170
	Rithm Capital Corp.
62,504,400	Series 2020-RPL1-M1	3.25%	(a)(c)	11/25/2059	53,753,659
16,345,550	Series 2020-RPL1-M2	3.50%	(a)(c)	11/25/2059	13,859,966
	Securitized Asset Backed Receivables LLC
3,441,386	Series 2006-NC3-A2B (1 mo. Term SOFR + 0.41%, 0.30% Floor)	5.76%		09/25/2036	1,172,822
5,230,156	Series 2007-BR3-A2A (1 mo. Term SOFR + 0.25%, 0.14% Floor)	5.60%		04/25/2037	3,391,497
5,111,660	Series 2007-BR3-A2B (1 mo. Term SOFR + 0.55%, 0.44% Floor)	5.90%		04/25/2037	3,314,531
14,180,031	Series 2007-BR4-A2B (1 mo. Term SOFR + 0.31%, 0.20% Floor)	5.66%		05/25/2037	8,482,223
	Securitized Mortgage Asset Loan Trust
179,331,392	Series 2015-1-PC	2.86%	(a)(c)	02/25/2054	148,832,090
	Sequoia Mortgage Trust
40,220	Series 2003-4-2A1 (1 mo. Term SOFR + 0.81%, 0.70% Floor, 11.50% Cap)	6.15%		07/20/2033	38,715
	SG Mortgage Securities Trust
3,265,608	Series 2006-FRE1-A1A (1 mo. Term SOFR + 0.45%, 0.34% Floor)	5.80%		02/25/2036	3,150,510
2,418,990	Series 2006-FRE1-A2C (1 mo. Term SOFR + 0.65%, 0.54% Floor)	6.00%		02/25/2036	1,203,445
	Soundview Home Equity Loan Trust
11,269,690	Series 2007-NS1-M1 (1 mo. Term SOFR + 0.46%, 0.35% Floor)	5.81%		01/25/2037	10,311,605
3,169,032	Series 2007-OPT1-2A2 (1 mo. Term SOFR + 0.26%, 0.15% Floor)	5.61%		06/25/2037	2,055,814
5,607,400	Series 2007-OPT3-1A1 (1 mo. Term SOFR + 0.28%, 0.17% Floor)	5.63%		08/25/2037	4,680,236
17,821,424	Series 2007-OPT4-1A1 (1 mo. Term SOFR + 1.11%, 1.00% Floor)	6.46%		09/25/2037	12,229,993
41,822,896	Series 2007-WM1W-2A1 (1 mo. Term SOFR + 0.29%, 0.18% Floor)	4.47%		02/25/2037	32,806,470
	Specialty Underwriting & Residential Finance

PRINCIPAL AMOUNT
$/SHARES SECURITY DESCRIPTION RATE MATURITY VALUE $

3,714,473	Series 2006-BC2-A2B	4.27%	(d)	02/25/2037	1,267,994
12,836,027	Series 2007-AB1-A2C (1 mo. Term SOFR + 0.36%, 0.25% Floor)	5.71%		03/25/2037	6,957,512
	Spruce Hill Mortgage Loan Trust
8,676,353	Series 2020-SH1-M1	3.22%	(a)(c)	01/28/2050	8,508,071
	Starwood Mortgage Residential Trust
6,329,000	Series 2021-1-B2	4.52%	(a)(c)	05/25/2065	4,574,132
5,000,000	Series 2021-2-B1	2.75%	(a)(c)	05/25/2065	3,798,623
7,110,000	Series 2021-2-B2	3.00%	(a)(c)	05/25/2065	4,570,829
9,103,000	Series 2021-5-M1	3.25%	(a)(c)	09/25/2066	6,388,745
	Structured Adjustable Rate Mortgage Loan Trust
1,082,647	Series 2005-22-4A1	5.24%	(c)	12/25/2035	967,746
7,327,820	Series 2006-1-8A1	5.27%	(c)	02/25/2036	3,782,841
2,176,483	Series 2006-12-2A1	4.55%	(c)	01/25/2037	1,541,958
871,915	Series 2006-8-4A4	4.86%	(c)	09/25/2036	764,878
6,270,103	Series 2007-7-1A1 (1 mo. Term SOFR + 0.71%, 0.60% Floor)	6.06%		08/25/2037	5,353,298
	Structured Asset Investment Loan Trust
66,796,216	Series 2006-3-A1 (1 mo. Term SOFR + 0.43%, 0.32% Floor)	5.78%		06/25/2036	41,216,345
7,829,218	Series 2006-4-A1 (1 mo. Term SOFR + 0.29%, 0.17% Floor)	5.63%		07/25/2036	4,510,504
20,800,000	Series 2006-4-A5 (1 mo. Term SOFR + 0.42%, 0.31% Floor)	5.77%		07/25/2036	7,110,863
	Structured Asset Mortgage Investments, Inc.
8,002,572	Series 2006-AR3-12A2 (1 mo. Term SOFR + 0.51%, 0.40% Floor, 10.50% Cap)	5.86%		05/25/2036	6,192,477
	Structured Asset Securities Corp.
723,663	Series 2003-24A-1A3	6.89%	(c)	07/25/2033	697,953
8,409,948	Series 2005-5-3A1	6.00%		04/25/2035	4,362,016
63,633,283	Series 2006-BC4-A1 (1 mo. Term SOFR + 0.43%, 0.32% Floor)	5.78%		12/25/2036	36,575,202
9,182,641	Series 2006-BC4-A4 (1 mo. Term SOFR + 0.45%, 0.34% Floor)	5.80%		12/25/2036	8,803,656
43,948,366	Series 2007-4-1A3 (-1 x 1 mo. Term SOFR + 6.14%, 0.00% Floor, 6.25% Cap)	0.79%	(a)(f)(g)	03/28/2045	2,161,363
20,127,500	Series 2007-BC4-M1 (1 mo. Term SOFR + 0.61%, 0.50% Floor)	5.96%		11/25/2037	14,906,527
12,278,945	Series 2007-MN1A-A4 (1 mo. Term SOFR + 0.35%, 0.24% Floor)	5.70%	(a)	01/25/2037	7,474,350
14,280,696	Series 2007-RF1-1A (1 mo. Term SOFR + 0.30%, 0.19% Floor)	5.65%	(a)	03/25/2037	11,486,388
	Suntrust Adjustable Rate Mortgage Loan Trust
3,364,714	Series 2007-2-1A1	6.05%	(c)	04/25/2037	1,316,634
1,205,159	Series 2007-3-1A1	7.06%	(c)	06/25/2037	705,557
	Suntrust Alternative Loan Trust
186,704	Series 2005-1F-2A3	5.75%		12/25/2035	166,869
454,399	Series 2006-1F-1A3	6.00%		04/25/2036	165,961
	Terwin Mortgage Trust
10,586,290	Series 2006-7-2A3 (1 mo. Term SOFR + 0.65%, 0.54% Floor)	6.00%	(a)	08/25/2037	4,500,997
	Thornburg Mortgage Securities Trust
103,411	Series 2003-6-A2 (1 mo. Term SOFR + 1.11%, 1.00% Floor, 11.50% Cap)	6.46%		12/25/2033	96,968
2,380,058	Series 2004-4-5A	3.04%	(c)	12/25/2044	2,029,247
4,066,047	Series 2007-1-A1 (12 mo. Term SOFR + 2.02%, 0.11% Floor, 10.75% Cap)	7.07%		03/25/2037	3,400,483
1,360,321	Series 2007-1-A2A (12 mo. Term SOFR + 2.02%, 0.11% Floor, 10.75% Cap)	7.07%		03/25/2037	1,002,733
	Tricon American Homes Trust
5,000,000	Series 2019-SFR1-E	3.40%	(a)	03/17/2038	4,774,919
8,900,000	Series 2020-SFR1-D	2.55%	(a)	07/17/2038	8,353,327
1,600,000	Series 2020-SFR1-E	3.54%	(a)	07/17/2038	1,529,150
	Tricon Residential Trust
16,000,000	Series 2021-SFR1-B	2.24%	(a)	07/17/2038	14,882,795
13,250,000	Series 2021-SFR1-C	2.34%	(a)	07/17/2038	12,291,313
5,250,000	Series 2021-SFR1-D	2.59%	(a)	07/17/2038	4,871,736
10,000,000	Series 2021-SFR1-E2	2.89%	(a)	07/17/2038	9,204,808
11,300,000	Series 2021-SFR1-F	3.69%	(a)	07/17/2038	10,397,459

PRINCIPAL AMOUNT
$/SHARES SECURITY DESCRIPTION RATE MATURITY VALUE $

	VCAT Asset Securitization LLC
3,479,102	Series 2021-NPL3-A1	4.74%	(a)(d)	05/25/2051	3,402,556
14,006,896	Series 2021-NPL4-A1	1.87%	(a)(d)	08/25/2051	13,891,005
25,785,072	Series 2021-NPL5-A1	1.87%	(a)(d)	08/25/2051	25,401,746
11,860,439	Series 2021-NPL6-A1	1.92%	(a)(d)	09/25/2051	11,618,070
	Velocity Commercial Capital Loan Trust
5,088,321	Series 2017-2-AFX	3.07%	(a)(c)	11/25/2047	4,889,458
7,923,718	Series 2018-2-A	4.05%	(a)(c)	10/26/2048	7,563,660
21,440,655	Series 2019-1-A	3.76%	(a)(c)	03/25/2049	19,979,792
2,302,296	Series 2019-1-M4	4.61%	(a)(c)	03/25/2049	1,932,128
6,748,753	Series 2019-2-A	3.13%	(a)(c)	07/25/2049	6,333,468
2,541,369	Series 2019-2-M1	3.26%	(a)(c)	07/25/2049	2,266,214
1,902,960	Series 2020-1-M4	3.54%	(a)(c)	02/25/2050	1,554,821
	Vericrest Opportunity Loan Transferee
11,650,209	Series 2021-CF1-A1	1.99%	(a)(d)	08/25/2051	11,370,373
10,689,332	Series 2021-CF2-A1	2.49%	(a)(d)	11/27/2051	10,387,981
9,966,694	Series 2021-NPL1-A1	4.89%	(a)(d)	02/27/2051	9,836,845
3,816,560	Series 2021-NPL2-A1	4.89%	(a)(d)	02/27/2051	3,763,429
33,332,708	Series 2021-NPL3-A1	5.24%	(a)(d)	02/27/2051	32,997,211
4,409,364	Series 2021-NPL5-A1	5.12%	(a)(d)	03/27/2051	4,373,932
15,380,514	Series 2021-NPL6-A1	5.24%	(a)(d)	04/25/2051	15,369,472
1,320,515	Series 2021-NPL9-A1	4.99%	(a)(d)	05/25/2051	1,294,889
	Verus Securitization Trust
6,100,000	Series 2021-3-M1	2.40%	(a)(c)	06/25/2066	4,270,158
4,588,000	Series 2021-4-B1	3.05%	(a)(c)	07/25/2066	3,040,022
2,300,000	Series 2021-4-B2	3.81%	(a)(c)	07/25/2066	1,598,588
2,500,000	Series 2021-4-M1	2.20%	(a)(c)	07/25/2066	1,636,260
6,651,000	Series 2021-5-B1	3.04%	(a)(c)	09/25/2066	4,465,859
9,255,000	Series 2021-5-M1	2.33%	(a)(c)	09/25/2066	6,314,364
	Voyager OPTONE Delaware Trust
5,956,475	Series 2009-1-SAC3	6.01%	(a)(b)(c)	02/25/2038	4,331,328
	WAMU Asset-Backed Certificates
7,438,850	Series 2007-HE1-2A2 (1 mo. Term SOFR + 0.22%, 0.22% Floor)	5.68%		01/25/2037	3,409,973
13,617,479	Series 2007-HE4-1A (1 mo. Term SOFR + 0.28%, 0.28% Floor)	5.63%		07/25/2047	9,733,931
	WaMu Mortgage Pass Through Certificates
4,654,661	Series 2005-AR19-B1 (1 mo. Term SOFR + 1.16%, 1.05% Floor, 10.50% Cap)	6.51%		12/25/2045	3,848,529
5,166,259	Series 2006-AR10-1A1	4.42%	(c)	09/25/2036	4,221,335
5,326,668	Series 2006-AR15-1A (12 Month US Treasury Average + 0.84%, 0.84% Floor)	5.99%		11/25/2046	4,319,313
3,263,873	Series 2006-AR5-A12B (12 Month US Treasury Average + 0.98%, 0.98% Floor)	6.13%		06/25/2046	2,789,851
429,170	Series 2006-AR6-2A3	4.95%	(c)	08/25/2036	363,995
4,525,846	Series 2007-HY3-4A1	5.09%	(c)	03/25/2037	4,017,341
6,963,741	Series 2007-HY5-1A1	4.33%	(c)	05/25/2037	5,810,951
	Washington Mutual Alternative Mortgage Pass-Through Certificates
3,500,816	Series 2005-1-2A	6.00%		03/25/2035	2,859,721
867,894	Series 2005-4-5A1	5.50%		06/25/2035	705,833
353,235	Series 2005-5-CB12 (-11 x 1 mo. Term SOFR + 49.34%, 0.00% Floor, 50.60% Cap)	0.00%	(g)	07/25/2035	294,395
1,143,860	Series 2005-5-CB6 (1 mo. Term SOFR + 0.71%, 0.60% Floor, 7.50% Cap)	6.06%		07/25/2035	973,765
280,637	Series 2005-6-2A7	5.50%		08/25/2035	233,491
3,336,725	Series 2005-7-2CB6 (1 mo. Term SOFR + 1.56%, 1.45% Floor, 6.00% Cap)	6.00%		08/25/2035	3,151,875
303,339	Series 2005-7-2CB7 (-11 x 1 mo. Term SOFR + 48.79%, 0.00% Floor, 50.05% Cap)	0.00%	(g)	08/25/2035	234,291
2,135,321	Series 2005-7-3CB	6.50%		08/25/2035	1,718,122
4,570,749	Series 2005-8-1A2	5.50%		10/25/2035	3,996,812
4,663,996	Series 2005-9-2A2	5.50%		11/25/2035	4,002,290
1,070,366	Series 2005-9-CX	5.50%	(f)	11/25/2035	183,170

PRINCIPAL AMOUNT
$/SHARES SECURITY DESCRIPTION RATE MATURITY VALUE $

4,124,779	Series 2006-1-2CB1	7.00%		02/25/2036	2,855,633
1,452,203	Series 2006-1-3A1	5.75%		02/25/2036	1,294,589
733,920	Series 2006-1-3A2	5.75%		02/25/2036	651,701
623,770	Series 2006-1-3A7	5.75%		02/25/2036	554,177
1,885,790	Series 2006-3-3CB4	6.00%		04/25/2036	1,546,002
1,041,443	Series 2006-5-1A8	5.75%		07/25/2036	769,055
2,401,767	Series 2006-5-2CB1	6.00%		07/25/2036	1,695,967
4,362,619	Series 2006-5-2CB6	6.00%		07/25/2036	3,080,590
12,869,937	Series 2006-5-3A3	6.72%	(d)	07/25/2036	2,943,129
5,363,216	Series 2006-5-3A5	6.95%	(d)	07/25/2036	1,225,556
7,588,285	Series 2006-8-A4	4.14%	(d)	10/25/2036	2,569,160
2,823,490	Series 2006-9-A7	4.28%	(d)	10/25/2036	877,741
3,609,889	Series 2006-AR10-A1 (1 mo. Term SOFR + 0.31%, 0.20% Floor)	5.66%		12/25/2036	1,714,727
4,987,023	Series 2006-AR4-2A (12 Month US Treasury Average + 0.95%, 0.95% Floor)	6.10%		06/25/2046	3,431,888
4,518,654	Series 2006-AR5-4A (12 Month US Treasury Average + 0.99%, 0.99% Floor)	6.14%		06/25/2046	3,479,377
6,761,193	Series 2007-2-1A6	6.00%		04/25/2037	5,290,841
2,837,497	Series 2007-3-A3	6.00%		04/25/2037	2,419,855
2,158,132	Series 2007-4-1A1	5.50%		06/25/2037	1,993,494
156,305	Series 2007-5-A11 (-6 x 1 mo. Term SOFR + 38.79%, 0.00% Floor, 39.48% Cap)	6.72%	(g)	06/25/2037	157,797
3,907,617	Series 2007-5-A6	6.00%		06/25/2037	3,389,376
5,328,308	Series 2007-OC1-A2 (1 mo. Term SOFR + 0.35%, 0.24% Floor)	5.70%		01/25/2047	4,731,809
	Washington Mutual Asset-Backed Certificates
1,088,715	Series 2006-HE2-A4 (1 mo. Term SOFR + 0.59%, 0.48% Floor)	5.94%		05/25/2036	839,771
19,116,375	Series 2007-HE2-2A2 (1 mo. Term SOFR + 0.33%, 0.22% Floor)	5.68%		02/25/2037	5,365,653
	Wells Fargo Alternative Loan Trust
458,490	Series 2007-PA1-A10	6.00%		03/25/2037	398,401
2,013,131	Series 2007-PA1-A3	6.00%		03/25/2037	1,749,291
1,735,759	Series 2007-PA1-A5	6.00%		03/25/2037	1,508,272
2,844,822	Series 2007-PA1-A6	6.00%		03/25/2037	2,471,982
11,318,299	Series 2007-PA2-1A1	6.00%		06/25/2037	9,715,202
1,945,169	Series 2007-PA2-3A1 (1 mo. Term SOFR + 0.46%, 0.35% Floor, 7.00% Cap)	5.81%		06/25/2037	1,289,148
2,865,536	Series 2007-PA2-3A2 (-1 x 1 mo. Term SOFR + 6.54%, 0.00% Floor, 6.65% Cap)	1.19%	(f)(g)	06/25/2037	163,597
229,909	Series 2007-PA3-1A4	5.75%		07/25/2037	188,548
4,008,056	Series 2007-PA3-2A1	6.00%		07/25/2037	3,422,474
1,592,426	Series 2007-PA3-2A4	6.00%		07/25/2037	1,359,771
2,611,417	Series 2007-PA3-3A1	6.25%		07/25/2037	2,187,297
20,729,808	Series 2007-PA5-1A1	6.25%		11/25/2037	17,605,714
3,904,708	Series 2007-PA6-A1	5.80%	(c)	12/28/2037	3,432,987
	Wells Fargo Mortgage Backed Securities Trust
1,308,300	Series 2006-AR12-1A1	6.55%	(c)	09/25/2036	1,161,871
619,514	Series 2006-AR13-A2	6.48%	(c)	09/25/2036	579,477
696,369	Series 2006-AR4-2A1	6.17%	(c)	04/25/2036	646,431
1,058,130	Series 2007-7-A1	6.00%		06/25/2037	933,411
73,591	Series 2007-7-A32	5.75%		06/25/2037	64,160
2,382,831	Series 2007-7-A34	6.00%		06/25/2037	2,101,973
645,387	Series 2007-7-A36	6.00%		06/25/2037	569,300
219,486	Series 2007-7-A43 (1 mo. Term SOFR + 0.61%, 0.50% Floor, 7.00% Cap)	5.96%		06/25/2037	185,766
599,631	Series 2007-7-A49	6.00%		06/25/2037	528,954
253,852	Series 2007-7-A8 (1 mo. Term SOFR + 0.61%, 0.50% Floor, 7.00% Cap)	5.96%		06/25/2037	214,852
114,517	Series 2007-7-A9 (-6 x 1 mo. Term SOFR + 38.31%, 0.00% Floor, 39.00% Cap)	6.24%	(g)	06/25/2037	115,007
10,360,729	Series 2007-AR9-A1	6.04%	(c)	12/28/2037	9,030,654

PRINCIPAL AMOUNT
$/SHARES SECURITY DESCRIPTION RATE MATURITY VALUE $

	Total Non-Agency Residential Collateralized Mortgage Obligations (Cost $9,640,245,444)			7,563,828,014
US GOVERNMENT AND AGENCY MORTGAGE BACKED OBLIGATIONS - 50.3%
	Fannie Mae Whole Loan
4,609,977	Series 2003-W17-1A7	5.75%	08/25/2033	4,568,060
1,371,736	Series 2004-W10-A6	5.75%	08/25/2034	1,387,183
	Federal Home Loan Mortgage Corp.
1,809,592	Pool C03490	4.50%	08/01/2040	1,760,734
11,876,790	Pool C91388	3.50%	02/01/2032	11,373,056
6,136,307	Pool C91403	3.50%	03/01/2032	5,875,206
6,159,736	Pool C91413	3.50%	12/01/2031	5,898,575
3,187,771	Pool C91417	3.50%	01/01/2032	3,051,946
12,737,420	Pool C91447	3.50%	05/01/2032	12,192,377
4,997,658	Pool C91596	3.00%	02/01/2033	4,689,481
2,391,864	Pool D98901	3.50%	01/01/2032	2,290,428
5,048,355	Pool D98923	3.50%	01/01/2032	4,834,960
6,280,780	Pool D99724	3.00%	11/01/2032	5,892,281
5,825,999	Pool G01840	5.00%	07/01/2035	5,756,577
1,228,707	Pool G04817	5.00%	09/01/2038	1,217,199
4,894,513	Pool G07801	4.00%	10/01/2044	4,593,134
10,599,458	Pool G07862	4.00%	01/01/2044	9,957,792
11,571,410	Pool G07905	4.00%	01/01/2042	10,938,647
23,285,204	Pool G08534	3.00%	06/01/2043	20,573,177
7,526,834	Pool G08537	3.00%	07/01/2043	6,650,173
13,755,802	Pool G08614	3.00%	11/01/2044	12,135,370
16,153,209	Pool G08619	3.00%	12/01/2044	14,230,254
20,574,324	Pool G08622	3.00%	01/01/2045	18,049,575
17,102,622	Pool G08653	3.00%	07/01/2045	15,016,982
9,925,310	Pool G08658	3.00%	08/01/2045	8,714,914
11,236,126	Pool G08670	3.00%	10/01/2045	9,854,774
132,123,780	Pool G08675	3.00%	11/01/2045	115,901,546
54,644,232	Pool G08680	3.00%	12/01/2045	47,909,316
22,884,946	Pool G08686	3.00%	01/01/2046	20,068,339
50,837,734	Pool G08692	3.00%	02/01/2046	44,580,657
16,209,314	Pool G08705	3.00%	05/01/2046	14,201,653
18,725,517	Pool G08715	3.00%	08/01/2046	16,394,485
984,172	Pool G08800	3.50%	02/01/2048	890,894
9,210,985	Pool G16072	3.00%	02/01/2032	8,731,656
22,485,723	Pool G60251	3.50%	10/01/2045	20,414,319
57,621,286	Pool G60393	3.50%	01/01/2046	52,314,171
6,258,415	Pool J22834	2.50%	03/01/2028	6,003,917
20,522,603	Pool Q13637	3.00%	11/01/2042	18,145,538
20,556,504	Pool Q13638	3.00%	11/01/2042	18,162,681
35,249,457	Pool Q16672	3.00%	03/01/2043	31,144,102
2,333,502	Pool Q23595	4.00%	12/01/2043	2,204,600
2,649,441	Pool Q24052	4.00%	01/01/2044	2,503,093
2,106,794	Pool Q24172	4.00%	01/01/2044	1,990,411
2,358,606	Pool Q24979	4.00%	02/01/2044	2,221,703
9,184,242	Pool Q31596	3.50%	02/01/2045	8,338,188
3,966,336	Pool Q32861	3.50%	04/01/2045	3,600,938
9,628,892	Pool Q32921	3.50%	04/01/2045	8,741,814
10,547,652	Pool Q39502	3.50%	03/01/2046	9,571,767
23,001,166	Pool Q44073	3.00%	09/01/2046	20,119,918
24,822,174	Pool QH2160	6.00%	10/01/2053	25,239,369
14,851,619	Pool QU7965	2.00%	09/01/2051	11,416,047
13,990,376	Pool QU7970	2.00%	09/01/2051	10,753,887
15,418,953	Pool RA2853	2.50%	06/01/2050	12,709,711
47,677,862	Pool RA3515	2.50%	09/01/2050	39,106,116
20,034,416	Pool RA4218	2.50%	12/01/2050	16,650,370
15,170,138	Pool RA4968	2.50%	04/01/2046	12,764,568

PRINCIPAL AMOUNT
$/SHARES SECURITY DESCRIPTION RATE MATURITY VALUE $

57,375,390	Pool RA5267	3.00%	05/01/2051	49,310,676
8,619,450	Pool RA7554	4.00%	06/01/2052	7,904,479
87,947,531	Pool RA7939	5.00%	09/01/2052	85,249,002
71,420,616	Pool RB5089	1.50%	12/01/2040	57,872,212
7,841,810	Pool RB5106	2.50%	03/01/2041	6,831,263
82,080,443	Pool RB5110	1.50%	05/01/2041	66,440,568
17,184,408	Pool RJ1071	6.00%	03/01/2054	17,401,116
31,246,362	Pool SD0699	2.00%	11/01/2050	25,036,259
43,854,845	Pool SD0715	2.00%	09/01/2051	35,356,362
62,286,209	Pool SD2120	3.00%	10/01/2051	53,531,996
37,345,197	Pool SD2386	3.50%	06/01/2052	33,162,037
56,352,044	Pool SD2692	4.50%	04/01/2053	53,220,515
22,997,575	Pool SD2759	5.50%	05/01/2053	22,835,463
27,724,953	Pool SD2839	3.00%	08/01/2052	23,774,642
17,118,582	Pool SD2971	2.50%	03/01/2052	14,235,832
14,425,386	Pool SD3033	5.50%	05/01/2053	14,540,114
67,483,338	Pool SD3093	2.50%	03/01/2052	55,734,198
53,346,053	Pool SD3454	5.50%	08/01/2053	52,970,007
29,223,682	Pool SD4794	6.50%	01/01/2054	30,196,314
25,995,518	Pool SD4888	6.00%	02/01/2054	26,308,299
15,983,349	Pool SD5141	6.00%	04/01/2054	16,088,731
12,201,000	Pool SD5617	6.00%	06/01/2054	12,413,435
189,584,794	Pool SD7534	2.50%	02/01/2051	158,617,380
23,306,381	Pool SD7564	5.00%	06/01/2053	22,818,025
17,678,131	Pool SD7569	6.00%	04/01/2054	18,001,555
80,220,690	Pool SD8152	3.00%	06/01/2051	68,836,575
3,055,428	Pool SD8168	3.00%	09/01/2051	2,610,155
8,467,956	Pool SD8169	3.50%	09/01/2051	7,527,577
18,859,760	Pool SD8373	6.00%	11/01/2053	18,925,274
39,868,192	Pool SE9043	2.00%	09/01/2051	30,648,581
948,832	Pool T60392	4.00%	10/01/2041	880,048
1,321,863	Pool T60681	4.00%	05/01/2042	1,231,007
5,348,904	Pool T60782	3.50%	07/01/2042	4,801,121
6,088,088	Pool T60853	3.50%	09/01/2042	5,464,627
6,111,147	Pool T60854	3.50%	09/01/2042	5,485,348
1,005,896	Pool T65110	3.50%	10/01/2042	902,909
6,755,533	Pool T65492	3.00%	06/01/2048	5,784,536
539,539	Pool T69016	5.00%	06/01/2041	521,723
10,214,595	Pool T69050	3.50%	05/01/2046	9,180,344
131,534	Pool U60299	4.00%	11/01/2040	124,368
142,008,830	Pool U69911	4.00%	04/01/2045	134,275,083
1,230,284	Pool U99125	3.00%	01/01/2043	1,093,234
47,158,713	Pool V81821	3.00%	08/01/2045	41,466,560
13,570,495	Pool V82117	3.00%	12/01/2045	11,904,302
6,426,863	Pool V82248	3.50%	03/01/2046	5,830,902
10,500,000	Pool WN1221	4.80%	12/01/2029	10,407,055
19,180,000	Pool WN1240	4.40%	12/01/2029	18,628,973
40,000,000	Pool WN2184	2.50%	04/01/2032	34,108,006
23,230,000	Pool WN2311	4.80%	01/01/2030	23,035,739
16,361,000	Pool WN2312	4.60%	01/01/2030	16,116,339
14,700,000	Pool WN2334	4.30%	01/01/2033	14,089,674
45,015,000	Pool WN2358	4.30%	01/01/2030	43,703,906
21,615,000	Pool WN2396	4.79%	03/01/2030	21,422,258
15,225,000	Pool WN2423	4.19%	06/01/2030	14,690,481
74,878,506	Pool Z40117	3.00%	04/01/2045	66,125,354
66,093,327	Pool Z40206	3.50%	02/01/2047	59,930,161
83,030,022	Pool Z40256	3.00%	12/01/2046	73,218,184
21,355,050	Pool Z40264	4.00%	11/01/2040	20,187,936
12,162,542	Pool ZS4706	3.00%	03/01/2047	10,610,157
6,307,005	Pool ZS4750	3.00%	01/01/2048	5,488,506
11,357,693	Pool ZS4778	4.00%	07/01/2048	10,578,672
9,254,882	Pool ZS4790	4.00%	09/01/2048	8,606,699

PRINCIPAL AMOUNT
$/SHARES SECURITY DESCRIPTION RATE MATURITY VALUE $

13,860,170	Pool ZT1827	3.00%		07/01/2047	12,102,485
332,688	Series 2519-ZD	5.50%		11/15/2032	337,531
186,879	Series 2596-ZL	5.00%		04/15/2033	186,637
10,955,169	Series 267-30	3.00%		08/15/2042	9,815,861
126,038	Series 2684-ZN	4.00%		10/15/2033	119,746
7,831,099	Series 274-30	3.00%		08/15/2042	6,952,158
774,837	Series 2750-ZT	5.00%		02/15/2034	774,306
31,460,096	Series 280-30	3.00%		09/15/2042	28,034,039
2,341,722	Series 2825-PZ	5.50%		07/15/2034	2,383,840
5,799,098	Series 284-300	3.00%		10/15/2042	5,260,303
1,372,452	Series 2898-JZ	5.00%		12/15/2034	1,371,866
3,484,861	Series 2899-AZ	5.00%		12/15/2034	3,486,611
1,900,127	Series 2909-Z	5.00%		12/15/2034	1,901,346
3,882,927	Series 2932-Z	5.00%		02/15/2035	3,888,697
1,462,723	Series 3002-SN (-1 x 30 day avg SOFR US + 6.39%, 0.00% Floor, 6.50% Cap)	1.05%	(f)(g)	07/15/2035	93,484
912,988	Series 3030-SL (-1 x 30 day avg SOFR US + 5.99%, 0.00% Floor, 6.10% Cap)	0.65%	(f)(g)	09/15/2035	55,813
322,797	Series 3045-DI (-1 x 30 day avg SOFR US + 6.62%, 0.00% Floor, 6.73% Cap)	1.28%	(f)(g)	10/15/2035	24,944
2,436,381	Series 3116-Z	5.50%		02/15/2036	2,479,834
374,931	Series 3117-ZN	4.50%		02/15/2036	356,616
1,200,082	Series 3174-PZ	5.00%		01/15/2036	1,203,142
298,386	Series 3187-JZ	5.00%		07/15/2036	299,250
851,882	Series 3188-ZK	5.00%		07/15/2036	852,995
1,300,758	Series 3203-SE (-1 x 30 day avg SOFR US + 6.39%, 0.00% Floor, 6.50% Cap)	1.05%	(f)(g)	08/15/2036	96,918
1,715,819	Series 3203-Z	5.00%		07/15/2036	1,714,208
4,795,515	Series 326-300Pool S0-7094	3.00%		03/15/2044	4,294,422
10,129,188	Series 326-F2Pool S0-7108 (30 day avg SOFR US + 0.66%, 0.55% Floor, 6.50% Cap)	6.00%		03/15/2044	9,998,128
1,737,766	Series 3261-SA (-1 x 30 day avg SOFR US + 6.32%, 0.00% Floor, 6.43% Cap)	0.98%	(f)(g)	01/15/2037	135,382
1,407,108	Series 3275-SC (-1 x 30 day avg SOFR US + 5.97%, 0.00% Floor, 6.08% Cap)	0.63%	(f)(g)	02/15/2037	99,706
365,826	Series 3315-HZ	6.00%		05/15/2037	377,880
1,256,437	Series 3326-GS (-1 x 30 day avg SOFR US + 6.54%, 0.00% Floor, 6.65% Cap)	1.20%	(f)(g)	06/15/2037	96,271
316,066	Series 3351-ZC	5.50%		07/15/2037	322,915
4,049,334	Series 3355-BI (-1 x 30 day avg SOFR US + 5.94%, 0.00% Floor, 6.05% Cap)	0.60%	(f)(g)	08/15/2037	287,930
186,232	Series 3369-Z	6.00%		09/15/2037	189,516
514,306	Series 3405-ZG	5.50%		01/15/2038	526,383
186,364	Series 3417-SI (-1 x 30 day avg SOFR US + 6.07%, 0.00% Floor, 6.18% Cap)	0.73%	(f)(g)	02/15/2038	11,333
721,176	Series 3423-GS (-1 x 30 day avg SOFR US + 5.54%, 0.00% Floor, 5.65% Cap)	0.20%	(f)(g)	03/15/2038	36,162
118,425	Series 3423-SG (-1 x 30 day avg SOFR US + 5.54%, 0.00% Floor, 5.65% Cap)	0.20%	(f)(g)	03/15/2038	5,773
153,779	Series 3451-S (-1 x 30 day avg SOFR US + 5.92%, 0.00% Floor, 6.03% Cap)	0.58%	(f)(g)	02/15/2037	8,444
147,791	Series 3455-SC (-1 x 30 day avg SOFR US + 5.95%, 0.00% Floor, 6.06% Cap)	0.61%	(f)(g)	06/15/2038	8,430
65,272	Series 3473-SM (-1 x 30 day avg SOFR US + 5.96%, 0.00% Floor, 6.07% Cap)	0.62%	(f)(g)	07/15/2038	4,018
1,454,773	Series 3484-SE (-1 x 30 day avg SOFR US + 5.74%, 0.00% Floor, 5.85% Cap)	0.40%	(f)(g)	08/15/2038	74,116
1,973,837	Series 3519-SD (-1 x 30 day avg SOFR US + 5.44%, 0.00% Floor, 5.55% Cap)	0.10%	(f)(g)	02/15/2038	99,844
627,287	Series 3524-LB	3.15%	(c)	06/15/2038	578,241
60,538	Series 3530-GZ	4.50%	(h)	05/15/2039	55,622
1,827,851	Series 3541-EI (-1 x 30 day avg SOFR US + 6.64%, 0.00% Floor, 6.75% Cap)	1.30%	(f)(g)	06/15/2039	163,356

PRINCIPAL AMOUNT
$/SHARES SECURITY DESCRIPTION RATE MATURITY VALUE $

132,322	Series 3545-SA (-1 x 30 day avg SOFR US + 6.04%, 0.00% Floor, 6.15% Cap)	0.70%	(f)(g)	06/15/2039	8,306
55,046	Series 3549-SA (-1 x 30 day avg SOFR US + 5.69%, 0.00% Floor, 5.80% Cap)	0.35%	(f)(g)	07/15/2039	3,386
33,094,061	Series 357-200Pool S0-7745	2.00%		09/15/2047	27,866,350
2,228,798	Series 3577-LS (-1 x 30 day avg SOFR US + 7.09%, 0.00% Floor, 7.20% Cap)	1.75%	(f)(g)	08/15/2035	221,851
12,786,656	Series 358-300Pool S0-7778	3.00%		10/15/2047	11,402,295
786,021	Series 3582-SA (-1 x 30 day avg SOFR US + 5.89%, 0.00% Floor, 6.00% Cap)	0.55%	(f)(g)	10/15/2049	56,932
704,930	Series 3583-GB	4.50%		10/15/2039	691,514
1,130,258	Series 3616-SG (-1 x 30 day avg SOFR US + 6.24%, 0.00% Floor, 6.35% Cap)	0.90%	(f)(g)	03/15/2032	46,378
2,064,410	Series 3626-AZ	5.50%		08/15/2036	2,110,331
2,739,136	Series 3654-ZB	5.50%		11/15/2037	2,797,224
6,678,390	Series 3666-VZ	5.50%		08/15/2036	6,821,392
342,713	Series 3667-SB (-1 x 30 day avg SOFR US + 6.34%, 0.00% Floor, 6.45% Cap)	1.00%	(f)(g)	05/15/2040	23,523
2,285,466	Series 3702-SG (-1 x 30 day avg SOFR US + 5.94%, 0.00% Floor, 6.05% Cap)	0.60%	(f)(g)	08/15/2032	91,123
1,387,300	Series 3704-EI	5.00%	(f)	12/15/2036	178,855
1,161,228	Series 3712-SG (-5 x 30 day avg SOFR US + 24.43%, 0.00% Floor, 25.00% Cap)	0.00%	(g)	08/15/2040	1,135,690
1,696,768	Series 3724-CM	5.50%		06/15/2037	1,737,906
5,424,879	Series 3726-SA (-1 x 30 day avg SOFR US + 5.94%, 0.00% Floor, 6.05% Cap)	0.60%	(f)(g)	09/15/2040	432,713
186,682	Series 3741-SC (-2 x 30 day avg SOFR US + 9.77%, 0.00% Floor, 10.00% Cap)	0.00%	(g)	10/15/2040	131,190
4,674,509	Series 3752-BS (-2 x 30 day avg SOFR US + 9.77%, 0.00% Floor, 10.00% Cap)	0.00%	(g)	11/15/2040	3,387,797
12,227,820	Series 3768-ZX	5.00%		12/15/2040	12,067,542
1,516,768	Series 3771-AL	4.00%		12/15/2030	1,484,793
3,889,854	Series 3779-BY	3.50%		12/15/2030	3,754,885
4,436,845	Series 3779-LB	4.00%		12/15/2030	4,343,321
1,052,421	Series 3779-YA	3.50%		12/15/2030	1,015,904
3,653,624	Series 3783-AC	4.00%		01/15/2031	3,576,541
2,984,617	Series 3786-SG (-2 x 30 day avg SOFR US + 9.27%, 0.00% Floor, 9.50% Cap)	0.00%	(g)	01/15/2041	2,086,896
3,120,795	Series 3788-AY	3.50%		01/15/2031	3,010,863
459,487	Series 3790-Z	4.00%		01/15/2041	430,973
9,529,275	Series 3800-VZ	4.50%		02/15/2041	9,144,965
1,312,135	Series 3803-ZM	4.00%		02/15/2041	1,230,889
13,405,249	Series 3806-CZ	5.50%		07/15/2034	13,634,575
4,338,374	Series 3808-DB	3.50%		02/15/2031	4,184,928
3,663,588	Series 3812-EY	3.50%		02/15/2031	3,534,225
1,377,029	Series 3818-CZ	4.50%		03/15/2041	1,329,532
3,004,084	Series 3819-ZU	5.50%		07/15/2034	3,055,671
9,009,955	Series 3824-EY	3.50%		03/15/2031	8,691,172
3,350,433	Series 3828-SW (-3 x 30 day avg SOFR US + 12.86%, 0.00% Floor, 13.20% Cap)	0.00%	(g)	02/15/2041	2,409,361
6,899,654	Series 3843-PZ	5.00%		04/15/2041	6,856,784
9,644,279	Series 3863-ZA	5.50%		08/15/2034	9,810,476
3,342,813	Series 3870-PB	4.50%		06/15/2041	3,276,575
4,567,481	Series 3872-BA	4.00%		06/15/2041	4,373,831
2,443,953	Series 3877-EY	4.50%		06/15/2041	2,361,756
854,382	Series 3877-GY	4.50%		06/15/2041	832,519
7,056,123	Series 3877-ZU	4.50%		06/15/2041	6,808,726
2,016,711	Series 3900-SB (-1 x 30 day avg SOFR US + 5.86%, 0.00% Floor, 5.97% Cap)	0.52%	(f)(g)	07/15/2041	134,276
1,956,995	Series 3910-ZE	5.00%		10/15/2034	1,957,477
3,127,483	Series 3919-KL	4.50%		09/15/2041	3,046,554
10,341,520	Series 3919-ZJ	4.00%		09/15/2041	9,705,736
568,957	Series 3942-JZ	4.00%		10/15/2041	532,993
3,522,008	Series 3944-AZ	4.00%		10/15/2041	3,300,525

PRINCIPAL AMOUNT
$/SHARES SECURITY DESCRIPTION RATE MATURITY VALUE $

1,454,946	Series 3946-SM (-3 x 30 day avg SOFR US + 14.36%, 0.00% Floor, 14.70% Cap)	0.00%	(g)	10/15/2041	1,084,353
8,602,462	Series 3969-AB	4.00%		10/15/2033	8,306,521
1,642,025	Series 3982-AZ	3.50%		01/15/2042	1,493,863
2,663,655	Series 3999-EZ	4.00%		02/15/2042	2,495,923
321,847	Series 4050-ND	2.50%		09/15/2041	312,001
40,426,289	Series 4109-GE	4.50%		10/15/2041	39,277,742
11,440,439	Series 4116-AP	1.35%		08/15/2042	9,661,945
3,489,313	Series 4121-AV	3.00%		12/15/2035	3,316,557
12,439,734	Series 4160-HP	2.50%		01/15/2033	11,671,471
16,107,132	Series 4162-ZJ	3.00%		02/15/2033	15,064,197
44,343,419	Series 4174-Z	3.50%		03/15/2043	40,508,006
64,388,828	Series 4179-AZ	4.00%		01/15/2041	61,216,899
9,793,242	Series 4183-ZB	3.00%	(h)	03/15/2043	7,566,457
3,488,216	Series 4186-ZJ	3.00%	(h)	03/15/2033	3,158,704
40,143,373	Series 4212-US (-1 x 30 day avg SOFR US + 5.26%, 0.00% Floor, 5.40% Cap)	0.00%	(g)	06/15/2043	25,500,259
19,309,604	Series 4223-US (-1 x 30 day avg SOFR US + 5.29%, 0.00% Floor, 5.43% Cap)	0.00%	(g)	07/15/2043	12,582,099
5,572,998	Series 4229-TZ	3.00%		06/15/2043	5,078,044
8,852,526	Series 4249-CS (-1 x 30 day avg SOFR US + 4.56%, 0.00% Floor, 4.65% Cap)	0.57%	(g)	09/15/2043	6,267,489
17,617,116	Series 4250-BZ	3.00%		09/15/2033	16,603,695
10,923,816	Series 4341-AZ	3.00%		05/15/2044	9,564,607
8,238,699	Series 4341-ZA	3.00%		05/15/2044	7,310,630
18,125,532	Series 4376-GZ	3.00%	(h)	08/15/2044	15,581,566
57,625,449	Series 4377-LZ	3.00%	(h)	08/15/2044	49,863,762
1,355,654	Series 4379-KA	3.00%		08/15/2044	1,243,584
31,499,027	Series 4384-ZY	3.00%	(h)	09/15/2044	27,418,769
159,642,628	Series 4390-NZ	3.00%	(h)	09/15/2044	137,974,733
11,093,283	Series 4427-CE	3.00%		02/15/2034	10,744,601
6,343,218	Series 4427-PS (-1 x 30 day avg SOFR US + 5.49%, 0.00% Floor, 5.60% Cap)	0.15%	(f)(g)	07/15/2044	333,773
5,297,994	Series 4429-HA	3.00%		04/15/2034	5,106,174
877,472	Series 4438-B	3.00%		10/15/2043	836,287
11,374,941	Series 4441-VZ	3.00%	(h)	02/15/2045	9,506,537
33,066,689	Series 4444-CZ	3.00%	(h)	02/15/2045	28,240,540
9,516,009	Series 4471-BA	3.00%		12/15/2041	9,233,055
8,274,696	Series 4471-BC	3.00%		12/15/2041	8,028,653
22,634,464	Series 4483-PA	2.50%		06/15/2045	21,149,813
7,201,105	Series 4492-GZ	3.50%		07/15/2045	6,573,653
79,018	Series 4498-PD	2.50%		08/15/2042	78,775
5,368,041	Series 4500-GO	0.00%	(k)	08/15/2045	4,157,151
9,340,217	Series 4504-CA	3.00%		04/15/2044	8,813,248
16,436,003	Series 4527-GA	3.00%		02/15/2044	15,337,312
33,421,906	Series 4533-AB	3.00%		06/15/2044	31,268,917
30,325,715	Series 4543-HG	2.70%		04/15/2044	28,312,649
9,879,654	Series 4573-DA	3.00%		03/15/2045	9,280,153
10,139,931	Series 4588-DA	3.00%		02/15/2044	9,514,418
5,662,868	Series 4629-KA	3.00%		03/15/2045	5,347,700
13,376,465	Series 4632-MH	4.00%		11/15/2056	12,243,735
35,106,882	Series 4636-DZ	3.50%		12/15/2046	31,758,412
57,335,419	Series 4673-KZ	3.50%		03/15/2047	51,797,024
25,732,192	Series 4679-VZ	3.50%		02/15/2047	23,243,523
5,393,417	Series 4744-JA	3.00%		09/15/2047	4,868,413
5,171,950	Series 4744-KA	3.00%		08/15/2046	4,892,410
21,534,000	Series 4759-NL	3.00%		02/15/2048	18,078,045
7,797,314	Series 4776-YP	3.50%		02/15/2048	6,932,937
25,669,834	Series 4778-DZ	4.00%	(h)	04/15/2048	23,749,171
5,255,363	Series 4791-IO	3.00%	(f)	05/15/2048	775,366
27,611,190	Series 4791-JT	3.00%		05/15/2048	24,121,536
4,407,625	Series 4791-LI	3.00%	(f)	05/15/2048	707,306
4,407,625	Series 4791-LO	0.00%	(k)	05/15/2048	3,224,778

PRINCIPAL AMOUNT
$/SHARES SECURITY DESCRIPTION RATE MATURITY VALUE $

16,952,785	Series 4791-PO	0.00%	(k)	05/15/2048	12,956,591
11,732,524	Series 4792-A	3.00%		05/15/2048	10,249,605
7,448,143	Series 4793-C	3.00%		06/15/2048	6,468,674
7,107,725	Series 4795-AO	0.00%	(k)	05/15/2048	5,251,448
5,914,937	Series 4801-OG	0.00%	(k)	06/15/2048	4,532,473
24,348,924	Series 4857-J	3.40%		01/15/2049	22,307,856
10,413,286	Series 4901-BD	3.00%		07/25/2049	9,522,428
20,116,244	Series 4924-ST (-1 x 30 day avg SOFR US + 5.89%, 0.00% Floor, 6.00% Cap)	0.55%	(f)(g)	08/25/2048	1,801,852
11,021,287	Series 5004-LS (-1 x 30 day avg SOFR US + 6.04%, 0.00% Floor, 6.15% Cap)	0.70%	(f)(g)	07/25/2050	1,244,033
38,821,311	Series 5007-IP	3.00%	(f)	07/25/2050	6,191,894
17,080,574	Series 5010-KI	3.00%	(f)	09/25/2050	2,474,302
27,986,814	Series 5017-VZ	2.00%	(h)	09/25/2050	17,880,982
12,424,704	Series 5023-YI	3.00%	(f)	10/25/2050	2,113,055
57,717,782	Series 5040-GI	2.00%	(f)	11/25/2050	6,881,391
32,107,875	Series 5050-BN	3.00%		11/25/2050	27,283,310
31,360,047	Series 5053-AI	3.00%	(f)	11/25/2050	5,392,439
10,453,349	Series 5053-PI	3.00%	(f)	11/25/2050	1,668,703
22,124,428	Series 5059-HI	3.00%	(f)	09/25/2050	3,492,980
25,502,064	Series 5059-ID	3.00%	(f)	01/25/2051	4,109,767
11,967,281	Series 5060-LT	2.00%		05/25/2050	9,501,673
5,874,577	Series 5062-PA	1.25%		01/25/2051	4,305,657
13,933,722	Series 5071-FP (30 day avg SOFR US + 0.70%, 0.70% Floor, 4.00% Cap)	4.00%		02/25/2051	10,724,761
29,975,766	Series 5077-CI	3.50%	(f)	02/25/2051	5,201,335
12,379,334	Series 5081-MI	2.50%	(f)	03/25/2051	1,805,615
38,544,126	Series 5083-IH	2.50%	(f)	03/25/2051	5,951,379
11,328,239	Series 5086-IB	3.00%	(f)	03/25/2051	1,764,541
14,901,275	Series 5086-IK	3.00%	(f)	03/25/2051	2,532,366
7,633,004	Series 5112-SC (-1 x 30 day avg SOFR US + 2.50%, 0.00% Floor, 2.50% Cap)	0.00%	(f)(g)	06/25/2051	43,211
17,336,624	Series 5117-D	2.00%		06/25/2051	14,911,740
17,821,520	Series 5118-PI	3.00%	(f)	03/25/2051	2,893,641
37,497,006	Series 5126-AH	2.00%		02/25/2037	33,179,034
104,865,211	Series 5129-GI	3.00%	(f)	08/25/2050	17,965,214
65,618,471	Series 5130-IO	3.50%	(f)	08/25/2051	12,761,474
33,250,337	Series 5140-AI	3.50%	(f)	09/25/2051	6,351,872
11,443,521	Series 5140-B	2.00%		05/25/2040	9,855,899
25,502,469	Series 5142-IP	3.00%	(f)	09/25/2051	4,322,646
38,126,507	Series 5145-SB (-1 x 30 day avg SOFR US + 2.60%, 0.00% Floor, 2.60% Cap)	0.00%	(f)(g)	09/25/2051	285,099
16,853,508	Series 5149-CI	3.00%	(f)	12/25/2043	2,275,947
21,420,921	Series 5150-AB	2.00%		04/25/2049	17,240,153
43,223,480	Series 5157-EI	3.00%	(f)	10/25/2051	5,453,614
14,267,807	Series 5157-P	1.50%		10/25/2051	11,175,213
10,092,460	Series 5159-CD	1.50%		07/25/2041	8,539,058
17,327,857	Series 5159-DI	3.00%	(f)	04/25/2048	2,637,627
31,036,861	Series 5159-UI	3.50%	(f)	08/25/2050	5,949,260
43,134,746	Series 5160-S (-1 x 30 day avg SOFR US + 3.74%, 0.00% Floor, 3.74% Cap)	0.00%	(f)(g)	08/25/2050	1,125,131
18,916,913	Series 5160-ZY	3.00%	(h)	10/25/2050	13,090,109
29,860,389	Series 5171-GI	3.00%	(f)	12/25/2051	5,011,132
26,666,070	Series 5175-CZ	2.50%	(h)	09/25/2051	14,397,785
29,787,993	Series 5176-D	2.50%		01/25/2051	24,655,718
26,118,935	Series 5181-IL	3.00%	(f)	01/25/2052	4,392,737
16,606,474	Series 5187-LA	2.50%		10/25/2049	14,359,474
21,415,625	Series 5196-PE	2.00%		02/25/2052	18,183,829
36,549,008	Series 5201-MA	3.00%		10/25/2049	32,831,126
26,419,396	Series 5201-MN	3.00%		04/25/2048	24,137,125
22,944,610	Series 5202-DB	3.00%		05/25/2048	20,206,549
18,945,842	Series 5202-HA	2.50%		09/25/2048	16,405,822
61,633,112	Series 5209-IO	3.00%	(f)	10/25/2051	10,404,754

PRINCIPAL AMOUNT
$/SHARES SECURITY DESCRIPTION RATE MATURITY VALUE $

74,649,386	Series 5223-GA	3.00%		04/25/2049	67,773,379
73,120,055	Series 5279-IO	3.00%	(f)	03/25/2051	12,229,673
21,661,313	Series 5299-ZA	3.00%	(h)	03/25/2052	15,706,848
18,572,626	Series 5319-PO	0.00%	(k)	08/25/2050	12,771,141
79,427,531	Series 5321-PO	0.00%	(k)	08/25/2050	55,074,049
14,113,785	Series 5326-KO	0.00%	(k)	09/25/2050	9,473,730
36,186,757	Series 5326-MO	0.00%	(k)	09/25/2050	24,539,076
16,924,556	Series 5326-OP	0.00%	(k)	09/25/2050	11,366,430
29,376,765	Series 5326-UO	0.00%	(k)	10/25/2050	19,641,904
26,919,782	Series 5334-PO	0.00%	(k)	12/25/2050	19,204,909
13,465,807	Series 5352-LO	0.00%	(k)	10/15/2046	9,988,341
21,199,800	Series 5365-PO	0.00%	(k)	02/25/2037	16,710,795
25,949,143	Series 5385-ZA	2.00%	(h)	01/25/2051	12,648,380
24,239,697	Series 5400-FB (30 day avg SOFR US + 1.10%, 1.10% Floor, 7.00% Cap)	6.44%		04/25/2054	24,322,739
50,000,000	Series 5430-FD (30 day avg SOFR US + 1.10%, 1.10% Floor, 7.00% Cap)	6.43%		07/25/2054	50,000,000
	Federal National Mortgage Association
57,105,608	Pool 310227	4.00%		01/01/2044	53,926,859
16,037,330	Pool 387898	3.71%		08/01/2030	15,127,636
2,767,437	Pool 555743	5.00%		09/01/2033	2,730,938
2,070,072	Pool 735382	5.00%		04/01/2035	2,042,747
3,527,260	Pool 735402	5.00%		04/01/2035	3,480,703
2,332,751	Pool 735484	5.00%		05/01/2035	2,301,961
977,023	Pool 735667	5.00%		07/01/2035	964,136
796,641	Pool 735893	5.00%		10/01/2035	786,726
1,957,150	Pool 745275	5.00%		02/01/2036	1,933,792
80,051	Pool 888695	5.00%		08/01/2037	79,240
517,784	Pool 888968	5.00%		08/01/2035	510,944
3,790,841	Pool 890549	4.00%		11/01/2043	3,576,875
4,867,904	Pool 890565	3.00%		11/01/2043	4,295,879
271,822	Pool 931104	5.00%		05/01/2039	269,660
59,135	Pool 975116	5.00%		05/01/2038	58,526
874,937	Pool 986864	6.50%		08/01/2038	920,772
464,326	Pool 987316	6.50%		09/01/2038	484,129
3,802,269	Pool 995203	5.00%		07/01/2035	3,752,085
6,390,340	Pool 995849	5.00%		08/01/2036	6,305,956
4,899,757	Pool AB2123	4.00%		01/01/2031	4,769,196
104,467	Pool AB2370	4.50%		09/01/2035	102,257
362,876	Pool AB3713	4.00%		10/01/2031	350,489
2,669,505	Pool AB3796	3.50%		11/01/2031	2,555,589
680,710	Pool AB3850	4.00%		11/01/2041	630,646
523,671	Pool AB3923	4.00%		11/01/2041	485,144
9,708,227	Pool AB4167	3.50%		01/01/2032	9,280,219
7,735,993	Pool AB4261	3.50%		01/01/2032	7,392,449
1,382,328	Pool AB5084	3.50%		05/01/2032	1,321,390
3,361,341	Pool AB5156	3.50%		05/01/2032	3,210,847
5,201,126	Pool AB5212	3.50%		05/01/2032	4,972,715
2,615,468	Pool AB5243	4.00%		05/01/2042	2,380,680
7,014,579	Pool AB5911	3.00%		08/01/2032	6,596,140
2,821,137	Pool AB6280	3.00%		09/01/2042	2,503,753
3,664,584	Pool AB6349	3.00%		10/01/2032	3,437,211
10,145,209	Pool AB6750	3.00%		10/01/2032	9,509,563
5,258,873	Pool AB6751	3.00%		10/01/2032	4,928,355
29,804,530	Pool AB6854	3.00%		11/01/2042	26,299,200
22,742,953	Pool AB7077	3.00%		11/01/2042	20,068,164
9,959,463	Pool AB7776	3.00%		02/01/2043	8,838,768
10,468,709	Pool AB7877	3.00%		02/01/2043	9,290,714
4,586,424	Pool AB8418	3.00%		02/01/2033	4,292,321
7,264,956	Pool AB8520	3.00%		02/01/2033	6,796,965
9,288,055	Pool AB8703	3.00%		03/01/2038	8,310,255
3,521,010	Pool AB8858	3.00%		04/01/2033	3,296,272

PRINCIPAL AMOUNT
$/SHARES SECURITY DESCRIPTION RATE MATURITY VALUE $

7,845,360	Pool AB9020	3.00%	04/01/2038	7,017,842
5,689,005	Pool AB9197	3.00%	05/01/2033	5,312,924
3,271,165	Pool AB9409	3.00%	05/01/2033	3,056,654
113,413	Pool AD2177	4.50%	06/01/2030	111,112
280,806	Pool AD6438	5.00%	06/01/2040	277,781
170,052	Pool AD7859	5.00%	06/01/2040	168,203
2,389,164	Pool AH0607	4.00%	12/01/2040	2,255,589
124,315	Pool AH1140	4.50%	12/01/2040	117,994
1,742,674	Pool AH4437	4.00%	01/01/2041	1,614,525
538,576	Pool AH7309	4.00%	02/01/2031	523,315
471,503	Pool AH9323	4.00%	04/01/2026	463,913
765,404	Pool AJ1265	4.00%	09/01/2041	719,027
52,731	Pool AJ1399	4.00%	09/01/2041	48,848
1,464,097	Pool AJ1467	4.00%	10/01/2041	1,356,418
1,494,962	Pool AJ3392	4.00%	10/01/2041	1,384,996
1,056,599	Pool AJ3854	4.00%	10/01/2041	978,866
4,864,710	Pool AJ4118	4.00%	11/01/2041	4,506,962
1,270,834	Pool AJ4131	4.00%	10/01/2041	1,177,353
1,783,986	Pool AJ7677	3.50%	12/01/2041	1,599,527
959,831	Pool AJ8334	4.00%	12/01/2041	889,131
7,539,885	Pool AK0713	3.50%	01/01/2032	7,225,660
1,395,533	Pool AK4039	4.00%	02/01/2042	1,292,853
2,427,799	Pool AK4763	4.00%	02/01/2042	2,251,388
1,081,786	Pool AK9438	4.00%	03/01/2042	1,002,215
1,664,735	Pool AK9439	4.00%	03/01/2042	1,542,296
465,915	Pool AK9446	4.50%	03/01/2042	450,602
23,523,803	Pool AL3883	3.00%	07/01/2043	20,876,979
223,073	Pool AL4292	4.50%	04/01/2026	220,608
3,839,045	Pool AL4312	4.00%	10/01/2043	3,622,314
8,668,325	Pool AL6075	3.50%	09/01/2053	7,590,491
16,422,816	Pool AL6076	3.00%	06/01/2053	14,018,892
21,702,808	Pool AL6141	4.00%	04/01/2042	20,478,372
20,514,863	Pool AL6325	3.00%	10/01/2044	18,104,829
6,173,693	Pool AL6486	4.50%	02/01/2045	5,968,772
19,603,805	Pool AL6538	4.50%	06/01/2044	19,050,488
19,820,675	Pool AL8304	3.50%	03/01/2046	17,973,102
9,930,652	Pool AL9220	3.00%	06/01/2045	8,763,841
13,763,561	Pool AL9445	3.00%	07/01/2031	13,108,224
24,260,033	Pool AM8510	3.15%	05/01/2035	21,111,533
26,894,913	Pool AM8950	3.14%	06/01/2040	23,530,257
4,348,248	Pool AN5480	3.43%	06/01/2037	3,984,229
217,500,000	Pool AN6680	3.37%	11/01/2047	168,358,351
5,500,000	Pool AN7330	3.26%	12/01/2037	4,682,876
23,214,326	Pool AN7345	3.21%	11/01/2037	20,137,557
10,026,000	Pool AN7452	3.12%	11/01/2032	8,940,971
20,592,092	Pool AN8121	3.16%	01/01/2035	17,966,543
3,764,113	Pool AN9452	3.75%	06/01/2030	3,502,648
3,591,710	Pool AO2980	4.00%	05/01/2042	3,327,481
12,824,261	Pool AP4787	3.50%	09/01/2042	11,498,222
10,094,529	Pool AP4789	3.50%	09/01/2042	9,050,673
5,979,036	Pool AQ5541	3.00%	12/01/2042	5,275,777
5,786,314	Pool AR9856	3.00%	04/01/2043	5,105,689
5,212,547	Pool AS1927	4.50%	03/01/2044	5,039,503
6,723,147	Pool AS2038	4.50%	03/01/2044	6,499,961
3,292,082	Pool AS2517	4.50%	05/01/2044	3,182,786
1,667,881	Pool AS2551	4.50%	06/01/2044	1,612,834
1,746,679	Pool AS2765	4.50%	07/01/2044	1,689,023
8,477,482	Pool AS3201	3.00%	08/01/2034	7,867,015
3,917,772	Pool AS3456	3.00%	10/01/2034	3,630,335
7,958,744	Pool AS3666	3.00%	10/01/2034	7,394,784
27,591,498	Pool AS3961	3.00%	12/01/2044	24,269,082
10,866,725	Pool AS4154	3.00%	12/01/2044	9,549,329

PRINCIPAL AMOUNT
$/SHARES SECURITY DESCRIPTION RATE MATURITY VALUE $

6,439,034	Pool AS4212	3.00%		01/01/2035	5,983,199
9,633,195	Pool AS4281	3.00%		01/01/2035	8,914,330
7,964,763	Pool AS4345	3.50%		01/01/2045	7,227,444
9,355,208	Pool AS4360	3.00%		01/01/2035	8,681,997
10,074,848	Pool AS4779	3.00%		04/01/2035	9,328,811
8,371,362	Pool AS4780	3.00%		04/01/2035	7,756,529
10,414,599	Pool AS4840	3.00%		04/01/2035	9,648,807
7,169,578	Pool AS4881	3.00%		05/01/2035	6,640,851
12,749,386	Pool AS7473	3.00%		07/01/2046	10,906,749
26,011,853	Pool AS7661	3.00%		08/01/2046	22,250,747
17,522,404	Pool AS8056	3.00%		10/01/2046	15,308,182
24,612,410	Pool AS8111	3.00%		10/01/2041	21,721,804
15,156,463	Pool AS8269	3.00%		11/01/2046	13,268,522
13,059,394	Pool AS8306	3.00%		11/01/2041	11,537,593
15,387,176	Pool AS8356	3.00%		11/01/2046	13,162,346
12,382,615	Pool AX9696	3.00%		07/01/2045	10,768,602
15,455,589	Pool AY3974	3.00%		03/01/2045	13,561,992
5,784,148	Pool AY4295	3.00%		02/01/2045	5,030,186
408,288	Pool AY4296	3.00%		01/01/2045	355,057
2,680,318	Pool AY5471	3.00%		03/01/2045	2,330,899
4,829,593	Pool AZ0576	3.50%		04/01/2042	4,360,266
7,786,739	Pool BC0785	3.50%		04/01/2046	7,051,112
14,558,861	Pool BC9003	3.00%		11/01/2046	12,719,134
7,527,128	Pool BC9081	3.00%		12/01/2046	6,577,873
71,051,766	Pool BF0314	3.00%		01/01/2053	61,423,399
60,962,529	Pool BF0353	3.00%		05/01/2053	52,700,578
32,175,441	Pool BF0391	3.00%		09/01/2053	27,815,109
20,138,194	Pool BK8257	1.50%		12/01/2050	14,852,979
16,723,941	Pool BK8267	2.50%		12/01/2050	13,921,326
9,000,000	Pool BL0357	3.89%		10/01/2038	8,074,625
43,814,169	Pool BL0870	4.28%		12/01/2048	38,622,368
4,993,702	Pool BL2303	3.36%		05/01/2031	4,621,648
8,860,000	Pool BL4038	2.98%		09/01/2034	7,589,914
8,190,000	Pool BL5840	2.73%		02/01/2035	6,700,300
6,375,457	Pool BL6639	2.66%		05/01/2050	4,843,427
16,507,550	Pool BL6689	2.19%		05/01/2032	13,875,382
28,785,015	Pool BL6913	1.96%		05/01/2035	22,388,583
36,488,000	Pool BL7110	1.76%		07/01/2035	27,702,181
3,568,101	Pool BL7331	2.23%		07/01/2040	2,519,956
20,400,000	Pool BL7424	1.65%		08/01/2035	15,078,681
40,000,000	Pool BL8165	1.35%		09/01/2032	31,230,868
32,000,000	Pool BL8269	1.51%		09/01/2035	23,819,286
17,000,000	Pool BL8977	1.20%		11/01/2030	13,705,910
10,664,258	Pool BL9284	2.23%		12/01/2050	7,503,150
53,000,000	Pool BL9576	2.24%		12/01/2050	35,412,745
17,070,113	Pool BM5299	3.00%		12/01/2046	14,913,039
26,508,993	Pool BM5633	3.00%		07/01/2047	23,145,240
3,931,854	Pool BM5834	3.00%		04/01/2048	3,363,253
46,714,656	Pool BM6779	2.00%		08/01/2051	35,922,036
170,805,281	Pool BM6831	1.93%	(c)	10/01/2033	136,038,460
77,159,568	Pool BM6857	1.83%	(c)	12/01/2031	63,444,120
20,786,473	Pool BM7154 (30 day avg SOFR US + 2.29%, 2.29% Floor, 9.73% Cap)	4.73%		03/01/2053	20,140,079
26,564,940	Pool BM7164 (30 day avg SOFR US + 2.28%, 2.28% Floor, 9.55% Cap)	4.55%		03/01/2053	25,632,002
8,094,418	Pool BQ6432	2.00%		08/01/2051	6,224,406
16,038,329	Pool BQ6564	2.00%		09/01/2051	12,332,940
32,040,762	Pool BR2290 (30 day avg SOFR US + 2.12%, 2.12% Floor, 7.01% Cap)	2.01%		08/01/2051	27,952,985
48,883,000	Pool BS2496	1.88%		09/01/2033	38,535,448
5,592,000	Pool BS2500	1.81%		06/01/2030	4,750,622
14,792,277	Pool BS2568	2.20%		09/01/2046	11,202,208
3,000,000	Pool BS2580	2.15%		08/01/2033	2,424,030

PRINCIPAL AMOUNT
$/SHARES SECURITY DESCRIPTION RATE MATURITY VALUE $

22,000,000	Pool BS2805	1.81%	09/01/2033	17,447,117
9,975,000	Pool BS2834	2.24%	08/01/2041	6,899,405
39,850,000	Pool BS3020	1.96%	09/01/2033	31,447,930
34,043,000	Pool BS3101	1.91%	09/01/2033	27,089,952
2,595,000	Pool BS3163	1.75%	08/01/2030	2,191,195
19,880,000	Pool BS3192	2.03%	09/01/2036	14,654,589
16,125,000	Pool BS3314	1.83%	10/01/2033	12,775,341
21,000,000	Pool BS3345	2.16%	10/01/2036	16,128,040
25,042,000	Pool BS3426	1.76%	11/01/2031	20,308,502
12,048,000	Pool BS3431	1.83%	11/01/2033	9,485,025
6,536,000	Pool BS3434	1.83%	11/01/2033	5,145,595
32,694,000	Pool BS3442	2.12%	10/01/2036	24,538,227
11,900,000	Pool BS3514	2.08%	10/01/2033	9,439,024
7,339,000	Pool BS3955	2.30%	12/01/2036	5,592,137
46,000,000	Pool BS3974	1.94%	01/01/2032	37,755,236
21,200,000	Pool BS4110	2.13%	01/01/2034	17,147,360
48,972,000	Pool BS4111	1.98%	01/01/2032	40,537,907
46,000,000	Pool BS4125	2.32%	12/01/2031	39,167,574
20,840,873	Pool BS4177	1.94%	12/01/2031	17,420,614
12,500,000	Pool BS4213	2.46%	12/01/2036	9,875,418
18,199,000	Pool BS4225	2.36%	01/01/2037	14,068,007
20,000,000	Pool BS4273	1.93%	12/01/2031	16,663,030
33,675,000	Pool BS4276	2.03%	01/01/2032	28,112,288
51,025,000	Pool BS4306	1.92%	01/01/2032	41,716,943
27,146,589	Pool BS4319	2.35%	01/01/2039	20,505,145
19,170,000	Pool BS4330	1.92%	01/01/2034	15,087,639
30,761,000	Pool BS4333	1.89%	01/01/2032	25,264,665
12,000,000	Pool BS4334	2.01%	01/01/2034	9,443,343
18,095,615	Pool BS4359	1.99%	01/01/2032	15,196,763
21,800,000	Pool BS4360	2.14%	01/01/2037	16,246,730
53,950,000	Pool BS4453	1.96%	01/01/2032	44,540,078
51,688,000	Pool BS4524	2.02%	01/01/2032	42,754,887
41,850,000	Pool BS4736	2.00%	02/01/2032	34,347,422
24,500,000	Pool BS4737	2.00%	02/01/2032	20,107,810
20,155,000	Pool BS4951	2.63%	04/01/2032	17,311,902
11,061,674	Pool BS5636	3.72%	06/01/2032	10,291,043
6,788,930	Pool BS5685	4.20%	05/01/2052	6,034,808
8,665,000	Pool BS6102	4.10%	08/01/2032	8,242,357
4,200,000	Pool BS6131	3.89%	07/01/2032	3,935,494
3,600,000	Pool BS6419	3.89%	09/01/2032	3,389,412
24,762,678	Pool BS6649	3.89%	10/01/2032	23,177,446
159,468,000	Pool BS6912	4.33%	12/01/2032	153,280,512
4,131,000	Pool BS7305	5.22%	01/01/2032	4,232,071
39,897,392	Pool BS7329	5.41%	12/01/2032	40,739,762
7,863,000	Pool BS7410	5.48%	01/01/2033	8,068,606
3,260,000	Pool BS7503	4.87%	04/01/2031	3,251,555
10,467,000	Pool BS8014	4.84%	03/01/2033	10,411,224
8,333,000	Pool BS8657	5.10%	06/01/2030	8,380,973
5,580,284	Pool BS8987	5.15%	07/01/2040	5,527,468
18,409,686	Pool BS9321	5.27%	08/01/2040	18,797,112
1,561,897	Pool BT6556	2.00%	07/01/2051	1,201,033
10,716,295	Pool BV8021	4.50%	08/01/2052	10,118,603
10,550,000	Pool BZ0079	5.21%	01/01/2034	10,827,531
77,485,000	Pool BZ0107	4.94%	12/01/2033	77,941,542
27,755,000	Pool BZ0115	5.27%	12/01/2033	28,573,420
14,016,000	Pool BZ0452	5.36%	02/01/2054	14,374,497
71,332,000	Pool BZ1178	5.81%	06/01/2031	72,750,184
7,409,251	Pool CA0862	3.50%	09/01/2047	6,704,587
4,898,185	Pool CA3898	3.00%	07/01/2034	4,576,944
4,167,580	Pool CA4413	3.00%	10/01/2049	3,536,356
35,377,072	Pool CA7235	2.50%	10/01/2050	29,325,517
11,487,877	Pool CA7671	2.50%	11/01/2040	10,025,373

PRINCIPAL AMOUNT
$/SHARES SECURITY DESCRIPTION RATE MATURITY VALUE $

20,500,438	Pool CA7789	2.50%	11/01/2040	17,882,015
15,583,333	Pool CB0189	3.00%	04/01/2051	13,398,373
14,041,238	Pool CB1055 (30 day avg SOFR US + 2.22%, 2.22% Floor, 6.87% Cap)	1.87%	07/01/2051	12,184,163
2,921,623	Pool CB1648	2.00%	09/01/2051	2,246,657
13,138,230	Pool CB3332	3.50%	04/01/2052	11,726,201
90,260,952	Pool CB4291	5.00%	08/01/2052	87,494,408
47,885,547	Pool CB4347	5.00%	08/01/2052	47,086,887
54,577,752	Pool CB4391	4.50%	08/01/2052	51,548,922
64,037,289	Pool CB5221	5.00%	12/01/2052	62,031,246
19,114,313	Pool CB6266	6.00%	05/01/2053	19,285,368
38,815,070	Pool CB7272	6.00%	10/01/2053	39,185,263
30,649,133	Pool CB7781	5.50%	01/01/2054	30,285,314
21,378,955	Pool CB8144	5.50%	03/01/2054	21,548,658
38,216,643	Pool CB8501	6.00%	05/01/2054	38,853,108
44,013,180	Pool FM1000	3.00%	04/01/2047	38,439,933
22,714,168	Pool FM4347	2.50%	09/01/2050	18,784,453
41,211,316	Pool FM4752	2.50%	11/01/2050	34,336,692
45,719,820	Pool FM4792	2.50%	11/01/2050	37,899,067
25,761,451	Pool FM4913	2.50%	11/01/2050	21,368,028
32,760,935	Pool FM5150	2.00%	12/01/2050	25,975,025
4,917,098	Pool FM6864	1.50%	04/01/2041	3,984,103
60,993,930	Pool FM7557	3.50%	03/01/2050	54,960,176
27,115,804	Pool FM8158	2.50%	07/01/2051	22,775,151
61,545,908	Pool FM8215	2.50%	03/01/2051	51,248,468
44,984,130	Pool FM8304	4.00%	07/01/2049	41,747,077
59,718,143	Pool FM8435	2.50%	09/01/2051	49,773,481
107,868,611	Pool FM8533	2.50%	03/01/2051	90,080,326
67,122,984	Pool FM8769	2.50%	09/01/2051	55,916,082
35,368,242	Pool FM8780	2.50%	09/01/2051	29,315,588
10,014,901	Pool FM9422	2.00%	01/01/2051	7,912,092
28,325,301	Pool FM9490	2.00%	11/01/2051	22,607,940
37,290,823	Pool FP0043	2.00%	10/01/2050	29,456,687
31,303,764	Pool FP0088	2.00%	10/01/2051	24,659,238
33,740,618	Pool FS0009	3.50%	11/01/2051	29,995,951
51,795,584	Pool FS1472	3.50%	11/01/2050	46,450,895
82,843,875	Pool FS2320	2.50%	04/01/2051	68,001,861
16,313,840	Pool FS2588	4.50%	08/01/2052	15,408,473
15,505,361	Pool FS2837	4.00%	09/01/2052	14,218,223
15,740,815	Pool FS5618	5.50%	08/01/2053	15,861,232
49,863,043	Pool FS5987	2.50%	04/01/2051	41,637,959
36,492,115	Pool FS6232	2.00%	03/01/2052	29,085,692
16,906,662	Pool FS6422	6.00%	11/01/2053	17,190,838
24,165,479	Pool FS6843	6.00%	01/01/2054	24,495,022
48,346,741	Pool FS7114	5.50%	02/01/2054	48,118,533
33,927,597	Pool FS8152	6.00%	06/01/2054	34,188,237
560,069	Pool MA0264	4.50%	12/01/2029	551,463
1,992,855	Pool MA0353	4.50%	03/01/2030	1,961,696
406,065	Pool MA0406	4.50%	05/01/2030	399,659
35,101	Pool MA0445	5.00%	06/01/2040	33,802
67,854	Pool MA0468	5.00%	07/01/2040	65,188
627,189	Pool MA0534	4.00%	10/01/2030	610,499
144,462	Pool MA0587	4.00%	12/01/2030	140,534
3,730,897	Pool MA0616	4.00%	01/01/2031	3,627,769
990,938	Pool MA0896	4.00%	11/01/2041	918,042
12,506,483	Pool MA0949	3.50%	01/01/2032	11,958,193
7,456,263	Pool MA1010	3.50%	03/01/2032	7,130,164
1,668,375	Pool MA1039	3.50%	04/01/2042	1,495,609
9,964,429	Pool MA1059	3.50%	05/01/2032	9,526,083
1,067,918	Pool MA1068	3.50%	05/01/2042	957,505
3,054,856	Pool MA1093	3.50%	06/01/2042	2,738,475
1,886,296	Pool MA1094	4.00%	06/01/2042	1,747,536

PRINCIPAL AMOUNT
$/SHARES SECURITY DESCRIPTION RATE MATURITY VALUE $

13,686,259	Pool MA1107	3.50%		07/01/2032	13,079,584
26,101,104	Pool MA1117	3.50%		07/01/2042	23,397,348
27,271,466	Pool MA1136	3.50%		08/01/2042	24,458,448
9,530,731	Pool MA1138	3.50%		08/01/2032	9,091,360
8,203,562	Pool MA1179	3.50%		09/01/2042	7,353,821
1,843,857	Pool MA1201	3.50%		10/01/2032	1,761,497
13,456,563	Pool MA1209	3.50%		10/01/2042	12,070,663
12,351,048	Pool MA1237	3.00%		11/01/2032	11,585,013
1,273,308	Pool MA1242	3.50%		11/01/2042	1,141,614
7,058,398	Pool MA1338	3.00%		02/01/2033	6,614,252
3,823,564	Pool MA1490	3.00%		07/01/2033	3,571,161
4,557,276	Pool MA2114	3.50%		12/01/2044	4,064,554
3,402,829	Pool MA2151	3.50%		01/01/2045	3,035,567
11,710,246	Pool MA2164	3.50%		02/01/2035	11,086,146
9,662,695	Pool MA2166	3.50%		02/01/2045	8,614,996
10,026,929	Pool MA2248	3.00%		04/01/2045	8,719,962
12,704,674	Pool MA2621	3.50%		05/01/2046	11,201,088
15,410,214	Pool MA2649	3.00%		06/01/2046	13,181,992
14,198,969	Pool MA2650	3.50%		06/01/2046	12,518,697
4,653,312	Pool MA2673	3.00%		07/01/2046	3,981,099
16,996,651	Pool MA2711	3.00%		08/01/2046	14,539,044
1,646,728	Pool MA2743	3.00%		09/01/2046	1,408,610
38,037,852	Pool MA2806	3.00%		11/01/2046	33,143,012
12,242,029	Pool MA2833	3.00%		12/01/2046	10,691,858
15,530,818	Pool MA2895	3.00%		02/01/2047	13,584,134
6,915,820	Pool MA3357	4.00%		05/01/2048	6,441,492
9,047,882	Pool MA3614	3.50%		03/01/2049	8,133,003
1,815,374	Pool MA3894	4.00%		09/01/2031	1,762,834
34,413,282	Pool MA4100	2.00%		08/01/2050	27,034,976
74,203,713	Pool MA4191	2.00%		11/01/2050	57,060,903
89,899,421	Pool MA4306	2.50%		04/01/2051	74,006,721
242,912	Series 2002-70-QZ	5.50%		11/25/2032	245,772
360,505	Series 2002-75-ZG	5.50%		11/25/2032	364,269
878,714	Series 2003-29-ZL	5.00%		04/25/2033	876,567
425,066	Series 2003-64-ZG	5.50%		07/25/2033	430,530
3,491,057	Series 2003-84-PZ	5.00%		09/25/2033	3,485,258
385,950	Series 2004-46-PJ (-1 x 30 day avg SOFR US + 5.89%, 0.00% Floor, 6.00% Cap)	0.55%	(f)(g)	03/25/2034	4,164
1,029,413	Series 2004-51-XP (-1 x 30 day avg SOFR US + 7.59%, 0.00% Floor, 7.70% Cap)	2.25%	(f)(g)	07/25/2034	96,764
14,901	Series 2005-107-EG	4.50%		01/25/2026	14,744
198,492	Series 2005-37-ZK	4.50%		05/25/2035	190,167
1,784,645	Series 2005-87-SG (-1 x 30 day avg SOFR US + 6.59%, 0.00% Floor, 6.70% Cap)	1.25%	(f)(g)	10/25/2035	126,983
1,613,895	Series 2006-101-SA (-1 x 30 day avg SOFR US + 6.47%, 0.00% Floor, 6.58% Cap)	1.13%	(f)(g)	10/25/2036	146,874
648,415	Series 2006-123-LI (-1 x 30 day avg SOFR US + 6.21%, 0.00% Floor, 6.32% Cap)	0.87%	(f)(g)	01/25/2037	57,962
248,034	Series 2006-16-HZ	5.50%		03/25/2036	253,055
2,457,589	Series 2006-56-SM (-1 x 30 day avg SOFR US + 6.64%, 0.00% Floor, 6.75% Cap)	1.30%	(f)(g)	07/25/2036	181,521
239,844	Series 2006-93-SN (-1 x 30 day avg SOFR US + 6.49%, 0.00% Floor, 6.60% Cap)	1.15%	(f)(g)	10/25/2036	15,245
3,369,908	Series 2007-109-VZ	5.00%		10/25/2035	3,364,175
395,804	Series 2007-116-BI (-1 x 30 day avg SOFR US + 6.14%, 0.00% Floor, 6.25% Cap)	0.80%	(f)(g)	05/25/2037	23,330
2,766,186	Series 2007-14-PS (-1 x 30 day avg SOFR US + 6.70%, 0.00% Floor, 6.81% Cap)	1.36%	(f)(g)	03/25/2037	249,651
1,257,688	Series 2007-30-OI (-1 x 30 day avg SOFR US + 6.33%, 0.00% Floor, 6.44% Cap)	0.99%	(f)(g)	04/25/2037	112,291
132,735	Series 2007-30-SI (-1 x 30 day avg SOFR US + 6.00%, 0.00% Floor, 6.11% Cap)	0.66%	(f)(g)	04/25/2037	7,650
1,094,869	Series 2007-32-SG (-1 x 30 day avg SOFR US + 5.99%, 0.00% Floor, 6.10% Cap)	0.65%	(f)(g)	04/25/2037	70,763

PRINCIPAL AMOUNT
$/SHARES SECURITY DESCRIPTION RATE MATURITY VALUE $

1,033,051	Series 2007-57-SX (-1 x 30 day avg SOFR US + 6.51%, 0.00% Floor, 6.62% Cap)	1.17%	(f)(g)	10/25/2036	88,001
1,777,495	Series 2007-60-VZ	6.00%		07/25/2037	1,838,265
1,111,995	Series 2007-71-GZ	6.00%		07/25/2047	1,149,706
1,320,770	Series 2007-75-ID (-1 x 30 day avg SOFR US + 5.76%, 0.00% Floor, 5.87% Cap)	0.42%	(f)(g)	08/25/2037	105,727
182,262	Series 2007-9-SD (-1 x 30 day avg SOFR US + 6.54%, 0.00% Floor, 6.65% Cap)	1.20%	(f)(g)	03/25/2037	9,764
1,344,293	Series 2008-29-ZA	4.50%		04/25/2038	1,315,755
2,696,460	Series 2008-48-BE	5.00%		06/25/2034	2,692,452
266,627	Series 2008-48-SD (-1 x 30 day avg SOFR US + 5.89%, 0.00% Floor, 6.00% Cap)	0.55%	(f)(g)	06/25/2037	15,607
328,977	Series 2008-5-MS (-1 x 30 day avg SOFR US + 6.14%, 0.00% Floor, 6.25% Cap)	0.80%	(f)(g)	02/25/2038	18,966
106,485	Series 2008-53-LI (-1 x 30 day avg SOFR US + 6.04%, 0.00% Floor, 6.15% Cap)	0.70%	(f)(g)	07/25/2038	7,039
258,112	Series 2008-57-SE (-1 x 30 day avg SOFR US + 5.89%, 0.00% Floor, 6.00% Cap)	0.55%	(f)(g)	02/25/2037	14,406
290,365	Series 2008-61-SC (-1 x 30 day avg SOFR US + 5.89%, 0.00% Floor, 6.00% Cap)	0.55%	(f)(g)	07/25/2038	16,205
188,346	Series 2008-62-SC (-1 x 30 day avg SOFR US + 5.89%, 0.00% Floor, 6.00% Cap)	0.55%	(f)(g)	07/25/2038	9,690
733,245	Series 2008-65-SA (-1 x 30 day avg SOFR US + 5.89%, 0.00% Floor, 6.00% Cap)	0.55%	(f)(g)	08/25/2038	52,275
151,084	Series 2008-81-LP	5.50%		09/25/2038	150,886
1,678,894	Series 2009-106-EZ	4.50%		01/25/2040	1,640,823
236,270	Series 2009-111-SE (-1 x 30 day avg SOFR US + 6.14%, 0.00% Floor, 6.25% Cap)	0.80%	(f)(g)	01/25/2040	21,497
150,450	Series 2009-16-MZ	5.00%		03/25/2029	147,701
744,485	Series 2009-42-SI (-1 x 30 day avg SOFR US + 5.89%, 0.00% Floor, 6.00% Cap)	0.55%	(f)(g)	06/25/2039	36,287
533,508	Series 2009-42-SX (-1 x 30 day avg SOFR US + 5.89%, 0.00% Floor, 6.00% Cap)	0.55%	(f)(g)	06/25/2039	37,165
238,890	Series 2009-47-SA (-1 x 30 day avg SOFR US + 5.99%, 0.00% Floor, 6.10% Cap)	0.65%	(f)(g)	07/25/2039	12,786
173,206	Series 2009-48-WS (-1 x 30 day avg SOFR US + 5.84%, 0.00% Floor, 5.95% Cap)	0.50%	(f)(g)	07/25/2039	11,858
1,891,095	Series 2009-49-S (-1 x 30 day avg SOFR US + 6.64%, 0.00% Floor, 6.75% Cap)	1.30%	(f)(g)	07/25/2039	147,275
209,638	Series 2009-51-BZ	4.50%		07/25/2039	202,810
519,375	Series 2009-54-EZ	5.00%		07/25/2039	517,804
213,509	Series 2009-70-SA (-1 x 30 day avg SOFR US + 5.69%, 0.00% Floor, 5.80% Cap)	0.35%	(f)(g)	09/25/2039	17,361
1,155,320	Series 2009-80-PM	4.50%		10/25/2039	1,124,781
1,076,301	Series 2009-83-Z	4.50%		10/25/2039	1,039,240
4,285,424	Series 2009-85-ES (-1 x 30 day avg SOFR US + 7.12%, 0.00% Floor, 7.23% Cap)	1.78%	(f)(g)	01/25/2036	333,590
7,239,208	Series 2009-85-JS (-1 x 30 day avg SOFR US + 6.64%, 0.00% Floor, 6.75% Cap)	1.30%	(f)(g)	10/25/2039	750,458
395,837	Series 2009-90-IB (-1 x 30 day avg SOFR US + 5.61%, 0.00% Floor, 5.72% Cap)	0.27%	(f)(g)	04/25/2037	18,971
162,347	Series 2009-94-BC	5.00%		11/25/2039	162,606
1,776,665	Series 2010-10-SA (-1 x 30 day avg SOFR US + 6.24%, 0.00% Floor, 6.35% Cap)	0.90%	(f)(g)	02/25/2040	145,455
584,481	Series 2010-10-ZA	4.50%		02/25/2040	564,227
5,352,655	Series 2010-101-SA (-1 x 30 day avg SOFR US + 4.37%, 0.00% Floor, 4.48% Cap)	0.00%	(f)(g)	09/25/2040	210,585
2,718,828	Series 2010-101-ZC	4.50%		09/25/2040	2,621,229
5,470,424	Series 2010-101-ZH	4.50%		07/25/2040	5,282,680
706,446	Series 2010-111-S (-1 x 30 day avg SOFR US + 5.84%, 0.00% Floor, 5.95% Cap)	0.50%	(f)(g)	10/25/2050	56,898
950,489	Series 2010-116-Z	4.00%		10/25/2040	891,381
221,218	Series 2010-117-SA (-1 x 30 day avg SOFR US + 4.39%, 0.00% Floor, 4.50% Cap)	0.00%	(f)(g)	10/25/2040	5,766
699,446	Series 2010-120-KD	4.00%		10/25/2040	655,932

PRINCIPAL AMOUNT
$/SHARES SECURITY DESCRIPTION RATE MATURITY VALUE $

5,917,694	Series 2010-121-SD (-1 x 30 day avg SOFR US + 4.39%, 0.00% Floor, 4.50% Cap)	0.00%	(f)(g)	10/25/2040	214,934
242,685	Series 2010-126-SU (-11 x 30 day avg SOFR US + 53.74%, 0.00% Floor, 55.00% Cap)	0.00%	(g)	11/25/2040	233,286
178,693	Series 2010-126-SX (-3 x 30 day avg SOFR US + 14.66%, 0.00% Floor, 15.00% Cap)	0.00%	(g)	11/25/2040	143,455
1,062,160	Series 2010-128-HZ	4.00%		11/25/2040	995,390
544,981	Series 2010-132-Z	4.50%		11/25/2040	524,937
82,274	Series 2010-137-VS (-3 x 30 day avg SOFR US + 14.66%, 0.00% Floor, 15.00% Cap)	0.00%	(g)	12/25/2040	74,273
4,064,107	Series 2010-142-AZ	4.00%		12/25/2040	3,821,099
529,826	Series 2010-148-SA (-1 x 30 day avg SOFR US + 6.54%, 0.00% Floor, 6.65% Cap)	1.20%	(f)(g)	01/25/2026	4,268
7,025,857	Series 2010-150-ZA	4.00%		01/25/2041	6,593,474
2,983,991	Series 2010-16-SA (-1 x 30 day avg SOFR US + 5.34%, 0.00% Floor, 5.45% Cap)	0.00%	(f)(g)	03/25/2040	200,135
743,670	Series 2010-2-MS (-1 x 30 day avg SOFR US + 6.14%, 0.00% Floor, 6.25% Cap)	0.80%	(f)(g)	02/25/2050	80,699
1,153,109	Series 2010-21-DZ	5.00%		03/25/2040	1,154,402
501,076	Series 2010-21-KS (-1 x 30 day avg SOFR US + 4.84%, 0.00% Floor, 4.95% Cap)	0.00%	(f)(g)	03/25/2040	11,008
595,046	Series 2010-31-SA (-1 x 30 day avg SOFR US + 4.89%, 0.00% Floor, 5.00% Cap)	0.00%	(f)(g)	04/25/2040	20,076
636,871	Series 2010-34-PS (-1 x 30 day avg SOFR US + 4.82%, 0.00% Floor, 4.93% Cap)	0.00%	(f)(g)	04/25/2040	16,723
170,580	Series 2010-35-ES (-1 x 30 day avg SOFR US + 6.34%, 0.00% Floor, 6.45% Cap)	1.00%	(f)(g)	04/25/2040	4,677
74,953	Series 2010-35-SV (-1 x 30 day avg SOFR US + 6.34%, 0.00% Floor, 6.45% Cap)	1.00%	(f)(g)	04/25/2040	1,233
739,871	Series 2010-4-SK (-1 x 30 day avg SOFR US + 6.12%, 0.00% Floor, 6.23% Cap)	0.78%	(f)(g)	02/25/2040	45,575
520,408	Series 2010-46-MS (-1 x 30 day avg SOFR US + 4.84%, 0.00% Floor, 4.95% Cap)	0.00%	(f)(g)	05/25/2040	18,165
3,449,588	Series 2010-49-ZW	4.50%		05/25/2040	3,371,332
285,775	Series 2010-58-ES (-3 x 30 day avg SOFR US + 12.18%, 0.00% Floor, 12.47% Cap)	0.00%	(g)	06/25/2040	253,583
2,147,178	Series 2010-59-MS (-1 x 30 day avg SOFR US + 5.66%, 0.00% Floor, 5.77% Cap)	0.32%	(f)(g)	06/25/2040	138,432
2,655,474	Series 2010-59-SC (-1 x 30 day avg SOFR US + 4.89%, 0.00% Floor, 5.00% Cap)	0.00%	(f)(g)	01/25/2040	63,263
171,082	Series 2010-60-VZ	5.00%		10/25/2039	168,134
179,383	Series 2010-61-EL	4.50%		06/25/2040	174,636
2,537,989	Series 2010-64-EZ	5.00%		06/25/2040	2,539,519
6,077,895	Series 2010-64-FC (30 day avg SOFR US + 0.61%, 0.50% Floor, 7.00% Cap)	5.95%		06/25/2040	6,035,366
7,627,171	Series 2010-76-ZK	4.50%		07/25/2040	7,330,303
1,785,291	Series 2010-79-CZ	4.00%		07/25/2040	1,682,273
6,837,091	Series 2010-79-VZ	4.50%		07/25/2040	6,648,564
862,395	Series 2010-84-ZC	4.50%		08/25/2040	832,237
1,724,785	Series 2010-84-ZD	4.50%		08/25/2040	1,664,471
2,234,823	Series 2010-84-ZG	4.50%		08/25/2040	2,156,153
371,327	Series 2010-9-DS (-1 x 30 day avg SOFR US + 5.19%, 0.50% Floor, 5.30% Cap)	0.50%	(f)(g)	02/25/2040	16,319
175,835	Series 2010-90-SA (-1 x 30 day avg SOFR US + 5.74%, 0.00% Floor, 5.85% Cap)	0.40%	(f)(g)	08/25/2040	10,461
684,759	Series 2010-94-Z	4.50%		08/25/2040	661,044
3,273,088	Series 2010-99-SG (-5 x 30 day avg SOFR US + 24.43%, 0.00% Floor, 25.00% Cap)	0.00%	(g)	09/25/2040	3,196,551
11,980,220	Series 2011-106-LZ	3.50%		10/25/2041	11,136,057
520,021	Series 2011-110-LS (-2 x 30 day avg SOFR US + 9.87%, 0.00% Floor, 10.10% Cap)	0.00%	(g)	11/25/2041	378,929
1,464,945	Series 2011-111-CZ	4.00%		11/25/2041	1,372,159
3,658,860	Series 2011-111-EZ	5.00%		11/25/2041	3,655,449
834,914	Series 2011-111-VZ	4.00%		11/25/2041	781,617
25,779,306	Series 2011-131-PB	4.50%		12/25/2041	25,224,976

PRINCIPAL AMOUNT
$/SHARES SECURITY DESCRIPTION RATE MATURITY VALUE $

6,714,621	Series 2011-16-AL	3.50%		03/25/2031	6,470,181
14,050,999	Series 2011-17-NY	3.50%		03/25/2031	13,539,249
227,897	Series 2011-17-SA (-1 x 30 day avg SOFR US + 6.36%, 0.00% Floor, 6.47% Cap)	1.02%	(f)(g)	03/25/2041	11,482
2,846,078	Series 2011-2-GZ	4.00%		02/25/2041	2,682,508
733,394	Series 2011-25-KY	3.00%		04/25/2026	718,657
1,398,497	Series 2011-27-BS (-2 x 30 day avg SOFR US + 8.77%, 0.00% Floor, 9.00% Cap)	0.00%	(g)	04/25/2041	1,135,652
15,051,826	Series 2011-29-AL	3.50%		04/25/2031	14,501,807
6,386,232	Series 2011-32-ZG	4.00%		04/25/2041	5,993,566
1,175,611	Series 2011-36-VZ	4.50%		05/25/2041	1,133,203
3,058,262	Series 2011-37-Z	4.50%		05/25/2041	2,953,144
4,558,255	Series 2011-38-BZ	4.00%		05/25/2041	4,378,261
688,482	Series 2011-39-CB	3.00%		05/25/2026	674,114
3,476,999	Series 2011-39-ZD	4.00%		02/25/2041	3,263,852
1,091,885	Series 2011-40-LZ	4.50%		05/25/2041	1,052,379
1,282,882	Series 2011-42-MZ	4.50%		05/25/2041	1,236,127
8,169,609	Series 2011-45-ZA	4.00%		05/25/2031	7,965,480
2,681,262	Series 2011-45-ZB	4.50%		05/25/2041	2,584,538
8,885,772	Series 2011-51-FJ (30 day avg SOFR US + 0.56%, 0.45% Floor, 7.00% Cap)	5.90%		06/25/2041	8,799,953
619,978	Series 2011-59-MA	4.50%		07/25/2041	605,309
1,139,042	Series 2011-60-EL	3.00%		07/25/2026	1,115,883
5,602,445	Series 2011-64-DB	4.00%		07/25/2041	5,365,880
3,614,929	Series 2011-77-Z	3.50%		08/25/2041	3,316,548
23,830,518	Series 2011-99-CZ	4.50%		10/25/2041	22,874,102
13,228,052	Series 2012-104-Z	3.50%		09/25/2042	12,091,280
1,859,477	Series 2012-111-LB	3.50%		05/25/2041	1,736,990
13,737,635	Series 2012-111-MJ	4.00%		04/25/2042	12,730,673
14,635,782	Series 2012-122-DB	3.00%		11/25/2042	13,050,115
10,838,397	Series 2012-132-KH	1.75%		12/25/2032	9,838,150
3,822,397	Series 2012-14-BZ	4.00%		03/25/2042	3,588,382
11,313,725	Series 2012-144-PT	3.96%	(c)	11/25/2049	10,833,917
8,984,057	Series 2012-20-ZT	3.50%		03/25/2042	8,306,112
16,915,625	Series 2012-31-Z	4.00%		04/25/2042	16,015,420
7,021,152	Series 2012-70-FY (30 day avg SOFR US + 0.56%, 0.45% Floor, 7.00% Cap)	5.90%		07/25/2042	6,945,301
88,239	Series 2012-80-EA	2.00%		04/25/2042	86,087
17,170,453	Series 2012-86-ZC	3.50%		08/25/2042	15,734,598
29,483,236	Series 2012-96-VZ	3.50%		09/25/2042	26,969,855
7,112,039	Series 2012-98-BG	4.50%		08/25/2040	6,925,785
13,228,832	Series 2012-99-QE	3.00%		09/25/2042	11,757,218
8,218,285	Series 2013-100-PJ	3.00%		03/25/2043	7,592,547
19,440,143	Series 2013-130-ZE	3.00%		01/25/2044	16,996,019
27,283,366	Series 2013-133-ZT	3.00%		01/25/2039	25,052,823
7,033,490	Series 2013-41-ZH	3.00%	(h)	05/25/2033	6,487,524
5,692,246	Series 2013-51-HS (-1 x 30 day avg SOFR US + 5.26%, 0.00% Floor, 5.40% Cap)	0.00%	(g)	04/25/2043	3,703,801
994,109	Series 2013-58-SC (-2 x 30 day avg SOFR US + 5.83%, 0.00% Floor, 6.00% Cap)	0.00%	(g)	06/25/2043	511,092
1,818,367	Series 2013-81-ZQ	3.00%	(h)	08/25/2043	1,221,625
5,652,282	Series 2013-82-SH (-1 x 30 day avg SOFR US + 5.94%, 0.00% Floor, 6.05% Cap)	0.60%	(f)(g)	12/25/2042	394,601
21,511,020	Series 2014-12-GZ	3.50%		03/25/2044	19,608,895
13,076,843	Series 2014-21-GZ	3.00%		04/25/2044	11,433,455
34,257,876	Series 2014-37-ZY	2.50%	(h)	07/25/2044	28,971,536
21,200,083	Series 2014-39-ZA	3.00%		07/25/2044	18,630,898
111,700	Series 2014-46-NZ	3.00%	(h)	06/25/2043	75,097
47,946,918	Series 2014-61-ZV	3.00%	(h)	10/25/2044	41,431,503
40,433,647	Series 2014-64-NZ	3.00%	(h)	10/25/2044	35,085,521
14,237,426	Series 2014-67-DZ	3.00%	(h)	10/25/2044	12,464,105
45,514,776	Series 2014-68-MZ	3.00%	(h)	11/25/2044	39,321,221
25,693,568	Series 2014-77-VZ	3.00%	(h)	11/25/2044	22,332,639

PRINCIPAL AMOUNT
$/SHARES SECURITY DESCRIPTION RATE MATURITY VALUE $

32,997,287	Series 2014-84-KZ	3.00%	(h)	12/25/2044	28,550,375
41,533,708	Series 2014-M11-1A	3.18%	(c)	08/25/2024	41,286,379
4,324,745	Series 2015-11-A	3.00%		05/25/2034	4,161,298
1,771,080	Series 2015-21-G	3.00%		02/25/2042	1,753,820
18,606,850	Series 2015-49-A	3.00%		03/25/2044	17,299,460
10,913,130	Series 2015-52-GZ	3.00%	(h)	07/25/2045	9,589,569
4,522,590	Series 2015-88-AC	3.00%		04/25/2043	4,333,731
35,423,808	Series 2015-88-BA	3.00%		04/25/2044	33,167,499
2,553,864	Series 2015-94-MA	3.00%		01/25/2046	2,231,038
9,090,477	Series 2016-2-JA	2.50%		02/25/2046	8,562,416
22,903,678	Series 2016-32-LA	3.00%		10/25/2044	21,468,668
876,088	Series 2016-74-PA	3.00%		12/25/2044	863,374
1,485,215	Series 2016-79-EP	3.00%		01/25/2044	1,436,547
8,632,635	Series 2016-95-AG	2.50%		06/25/2037	7,901,338
12,092,366	Series 2017-57-BC	3.00%		08/25/2057	10,365,879
9,508,817	Series 2018-21-IO	3.00%	(f)	04/25/2048	1,425,445
15,705,372	Series 2018-21-PO	0.00%	(k)	04/25/2048	11,823,511
38,753,767	Series 2018-27-AO	0.00%	(k)	05/25/2048	28,950,475
11,381,190	Series 2018-33-A	3.00%		05/25/2048	9,960,434
13,133,933	Series 2018-38-JB	3.00%		06/25/2048	11,418,585
9,026,227	Series 2018-65-DA	3.00%		09/25/2048	7,817,504
27,308,385	Series 2018-7-CD	3.00%		02/25/2048	24,053,638
20,654,678	Series 2018-85-PO	0.00%	(k)	12/25/2048	15,269,090
4,953,636	Series 2019-48-AZ	3.50%		09/25/2049	4,448,035
5,036,111	Series 2019-64-D	2.50%		11/25/2049	4,282,802
14,240,855	Series 2019-69-DS (-1 x 30 day avg SOFR US + 5.89%, 0.00% Floor, 6.00% Cap)	0.55%	(f)(g)	12/25/2049	1,464,507
40,877,266	Series 2019-78-ZB	3.00%		01/25/2050	34,835,814
205,683,459	Series 2019-M16-X	1.29%	(c)(f)	07/25/2031	10,397,463
479,682,808	Series 2019-M18-X	0.82%	(c)(f)	08/25/2029	11,973,746
211,382,957	Series 2019-M24-2XA	1.27%	(c)(f)	03/25/2031	11,076,150
262,740,641	Series 2019-M24-XA	1.37%	(c)(f)	03/25/2029	11,639,016
154,506,183	Series 2019-M7-X	0.44%	(c)(f)	04/25/2029	2,025,792
31,719,992	Series 2020-47-GL	2.00%		05/25/2046	27,243,352
8,739,386	Series 2020-53-CG	2.00%		08/25/2050	7,193,525
48,808,910	Series 2020-54-AB	1.00%		08/25/2050	36,862,348
10,828,745	Series 2020-54-AS (-1 x 30 day avg SOFR US + 6.04%, 0.00% Floor, 6.15% Cap)	0.70%	(f)(g)	08/25/2050	1,211,931
12,642,808	Series 2020-59-QZ	3.00%		08/25/2040	11,206,937
18,682,059	Series 2020-61-AI	3.00%	(f)	09/25/2050	2,666,677
8,732,813	Series 2020-61-DC	1.50%		09/25/2060	6,395,047
33,098,124	Series 2020-61-DI	3.00%	(f)	09/25/2060	5,213,597
69,379,273	Series 2020-62-JD	1.25%		09/25/2050	50,758,612
17,624,937	Series 2020-86-JA	2.00%		05/25/2041	16,093,458
21,914,120	Series 2020-97-EI	2.00%	(f)	01/25/2051	2,791,403
25,521,649	Series 2020-99-IQ	3.00%	(f)	01/25/2051	4,510,431
348,102,061	Series 2020-M10-X2	1.84%	(c)(f)	12/25/2030	23,029,179
177,189,965	Series 2020-M10-X8	0.77%	(c)(f)	12/25/2027	2,678,634
75,268,013	Series 2020-M13-X2	1.33%	(c)(f)	09/25/2030	3,066,441
478,704,341	Series 2020-M15-X1	1.56%	(c)(f)	09/25/2031	31,377,777
17,864,559	Series 2020-M17-X1	1.46%	(c)(f)	01/25/2028	535,219
112,608,397	Series 2020-M27-X1	0.94%	(c)(f)	03/25/2031	3,750,963
159,743,445	Series 2020-M54-X	1.60%	(c)(f)	12/25/2033	10,566,917
52,914,830	Series 2020-M7-X2	1.33%	(c)(f)	03/25/2031	2,848,876
11,073,202	Series 2021-1-PA	1.00%		11/25/2050	8,175,912
16,533,247	Series 2021-13-AK	2.00%		01/25/2049	14,106,914
12,920,534	Series 2021-21-DK	2.00%		07/25/2043	10,979,938
5,638,973	Series 2021-28-KF (30 day avg SOFR US + 0.75%, 0.75% Floor, 4.00% Cap)	4.00%		05/25/2051	4,297,767
22,658,935	Series 2021-28-LB	2.00%		04/25/2051	18,148,740
12,756,230	Series 2021-29-BA	1.25%		05/25/2041	11,038,364
40,906,385	Series 2021-3-KI	2.50%	(f)	02/25/2051	5,913,488
24,599,034	Series 2021-40-BA	3.00%		01/25/2051	21,094,092

PRINCIPAL AMOUNT
$/SHARES SECURITY DESCRIPTION RATE MATURITY VALUE $

36,883,102	Series 2021-43-EI	3.00%	(f)	07/25/2051	6,020,654
72,256,549	Series 2021-43-LI	3.00%	(f)	07/25/2051	12,351,368
28,273,169	Series 2021-58-SA (-1 x 30 day avg SOFR US + 2.65%, 0.00% Floor, 2.65% Cap)	0.00%	(f)(g)	09/25/2051	221,809
18,730,141	Series 2021-63-G	2.00%		06/25/2049	15,087,724
84,500,790	Series 2021-70-S (-1 x 30 day avg SOFR US + 3.75%, 0.00% Floor, 3.75% Cap)	0.00%	(f)(g)	10/25/2049	1,949,045
21,381,209	Series 2021-73-JA	2.50%		05/25/2049	18,462,694
18,675,537	Series 2021-85-C	2.50%		03/25/2049	16,144,455
22,410,645	Series 2021-85-CJ	2.50%		03/25/2049	19,373,346
22,410,645	Series 2021-85-CK	2.50%		03/25/2049	19,373,346
26,428,556	Series 2021-85-DI	3.00%	(f)	12/25/2051	4,487,032
50,854,157	Series 2021-86-MA	2.50%		11/25/2047	44,782,069
24,495,009	Series 2021-88-LB	2.50%		03/25/2050	20,623,380
32,033,726	Series 2021-9-CA	2.00%		03/25/2051	25,888,271
23,778,330	Series 2021-92-M	2.50%		01/25/2049	20,589,660
11,166,812	Series 2021-M12-2A1	2.20%	(c)	05/25/2033	9,787,924
934,071,378	Series 2021-M14-X	1.05%	(c)(f)	10/25/2031	29,545,705
174,958,408	Series 2021-M3-X2	1.00%	(c)(f)	08/25/2033	5,384,887
21,499,422	Series 2021-M5-A1	1.51%	(c)	01/25/2033	19,195,316
20,451,459	Series 2022-18-DK	3.00%		07/25/2046	18,717,138
37,043,773	Series 2022-18-DZ	3.50%	(h)	04/25/2052	27,583,341
24,393,450	Series 2022-19-LA	3.00%		02/25/2047	22,220,382
141,377,904	Series 2022-3-AB	2.00%		11/25/2047	121,732,426
2,505,854	Series 2022-3-EV	2.00%		08/25/2033	2,198,148
85,859,078	Series 2022-3-EZ	2.00%	(h)	01/25/2052	46,694,211
58,325,632	Series 2022-3-NZ	2.00%	(h)	02/25/2052	31,867,743
84,748,999	Series 2022-3-Z	2.00%	(h)	02/25/2052	45,305,145
80,048,140	Series 2022-4-EA	2.50%		10/25/2047	70,923,829
14,772,486	Series 2022-4-LG	3.00%		02/25/2052	13,131,700
29,780,025	Series 2022-6-M	2.50%		06/25/2050	25,642,508
20,286,995	Series 2022-71-A	3.00%		12/25/2051	18,236,485
712,945,398	Series 2022-M2-X	0.48%	(c)(f)	01/25/2032	15,579,425
17,601,127	Series 2022-M4-A1X	2.55%	(c)	05/25/2030	15,932,641
114,773,199	Series 2023-2-IO	3.00%	(f)	12/25/2051	17,961,386
18,513,172	Series 2023-29-DO	0.00%	(k)	11/25/2050	12,294,955
13,743,476	Series 2023-30-MO	0.00%	(k)	10/25/2050	9,215,428
93,071,255	Series 2023-39-IO	3.00%	(f)	10/25/2052	15,765,107
73,503,074	Series 2023-51-BI	3.50%	(f)	04/25/2053	14,029,399
7,265,176	Series 2023-M1S-A1X	4.65%	(c)	07/25/2033	7,162,717
17,981,418	Series 2024-8-PO	0.00%	(k)	08/25/2050	13,324,954
61,192,617	Series 2024-9-BI	3.00%	(f)	03/25/2051	10,574,286
2,607,227	Series 400-S4 (-1 x 30 day avg SOFR US + 5.34%, 0.00% Floor, 5.45% Cap)	0.00%	(f)(g)	11/25/2039	177,535
26,380,581	Series 412-A3	3.00%		08/25/2042	23,064,005
55,804,627	Series 427-C69	3.00%	(f)	03/25/2047	8,619,066
32,678,108	Series 428-C17	3.00%	(f)	04/25/2050	4,912,887
28,678,371	Series 432-C11	3.00%	(f)	08/25/2052	4,811,787
	Freddie Mac Whole Loan Securities Trust
8,055,287	Series 2015-SC02-1A	3.00%		09/25/2045	6,966,635
4,454,699	Series 2016-SC01-1A	3.00%		07/25/2046	3,844,386
	FREMF Mortgage Trust
1,479,905	Series 2017-KF34-B (30 day avg SOFR US + 2.81%, 2.55% Floor)	8.14%	(a)	08/25/2024	1,478,446
	Ginnie Mae II Pool
25,957,215	Pool 785310	2.50%		02/20/2051	21,742,493
40,841,470	Pool 785346	2.00%		03/20/2051	32,029,172
12,130,755	Pool 785350	2.00%		01/20/2051	9,494,997
23,579,911	Pool 785374	2.50%		03/20/2051	19,818,512
85,692,747	Pool 785401	2.50%		10/20/2050	70,323,072
118,235,794	Pool 785412	2.50%		03/20/2051	99,036,684
26,607,145	Pool 785595	2.50%		03/20/2051	22,354,298
50,938,807	Pool 785609	2.50%		08/20/2051	42,736,512

PRINCIPAL AMOUNT
$/SHARES SECURITY DESCRIPTION RATE MATURITY VALUE $

13,039,698	Pool 785638	2.50%		08/20/2051	10,922,314
29,741,963	Pool 785639	2.50%		08/20/2051	24,912,502
12,325,613	Pool 785680	2.50%		10/20/2051	10,324,130
52,524,191	Pool 785717	3.00%		11/20/2051	45,526,005
9,374,509	Pool CB2017	2.50%		03/20/2051	7,852,498
8,936,832	Pool CB4182	2.50%		03/20/2051	7,485,723
2,145,506	Pool CB5487	2.50%		03/20/2051	1,751,895
7,824,643	Pool CB9135	2.50%		04/20/2051	6,612,081
7,738,541	Pool CH0426	2.50%		02/20/2052	6,317,126
6,240,537	Pool CI0294	2.50%		01/20/2052	5,063,522
26,655,337	Pool CI6428	2.50%		01/20/2052	21,759,450
536,218	Pool MA2511	3.50%		01/20/2045	478,393
16,396,469	Pool MA5076	3.00%		03/20/2048	14,467,979
10,139,907	Pool MA7255	2.50%		03/20/2051	8,542,520
	Government National Mortgage Association
23,193,372	Pool 786510	3.00%		02/20/2052	19,871,160
3,903,241	Series 2003-67-SP (-1 x 1 mo. Term SOFR + 6.99%, 0.00% Floor, 7.10% Cap)	1.67%	(f)(g)	08/20/2033	15,347
1,640,987	Series 2003-86-ZK	5.00%		10/20/2033	1,617,363
1,013,768	Series 2004-49-Z	6.00%		06/20/2034	1,023,309
1,833,341	Series 2004-83-CS (-1 x 1 mo. Term SOFR + 5.97%, 0.00% Floor, 6.08% Cap)	0.63%	(f)(g)	10/20/2034	80,081
478,835	Series 2005-21-Z	5.00%		03/20/2035	473,314
5,055,776	Series 2005-39-ZB	5.00%		07/20/2034	4,997,012
354,033	Series 2006-24-CX (-7 x 1 mo. Term SOFR + 39.13%, 0.00% Floor, 39.97% Cap)	0.00%	(g)	05/20/2036	377,998
1,764,535	Series 2007-26-SJ (-1 x 1 mo. Term SOFR + 4.58%, 0.00% Floor, 4.69% Cap)	0.00%	(f)(g)	04/20/2037	8,064
1,897,807	Series 2008-2-SM (-1 x 1 mo. Term SOFR + 6.39%, 0.00% Floor, 6.50% Cap)	1.06%	(f)(g)	01/16/2038	125,850
3,361,790	Series 2008-42-AI (-1 x 1 mo. Term SOFR + 7.58%, 0.00% Floor, 7.69% Cap)	2.25%	(f)(g)	05/16/2038	371,264
1,259,372	Series 2008-43-SH (-1 x 1 mo. Term SOFR + 6.22%, 0.00% Floor, 6.34% Cap)	0.88%	(f)(g)	05/20/2038	28,028
1,469,903	Series 2008-51-SC (-1 x 1 mo. Term SOFR + 6.14%, 0.00% Floor, 6.25% Cap)	0.80%	(f)(g)	06/20/2038	78,286
1,196,749	Series 2008-51-SE (-1 x 1 mo. Term SOFR + 6.14%, 0.00% Floor, 6.25% Cap)	0.81%	(f)(g)	06/16/2038	71,885
407,611	Series 2008-82-SM (-1 x 1 mo. Term SOFR + 5.94%, 0.00% Floor, 6.05% Cap)	0.60%	(f)(g)	09/20/2038	8,203
628,741	Series 2008-83-SD (-1 x 1 mo. Term SOFR + 6.45%, 0.00% Floor, 6.56% Cap)	1.12%	(f)(g)	11/16/2036	17,967
2,501,992	Series 2009-10-NS (-1 x 1 mo. Term SOFR + 6.54%, 0.00% Floor, 6.65% Cap)	1.21%	(f)(g)	02/16/2039	186,891
2,914,693	Series 2009-106-VZ	4.50%		11/20/2039	2,847,183
472,689	Series 2009-24-SN (-1 x 1 mo. Term SOFR + 5.99%, 0.00% Floor, 6.10% Cap)	0.65%	(f)(g)	09/20/2038	11,019
1,685,675	Series 2009-32-ZE	4.50%		05/16/2039	1,635,183
9,409,788	Series 2009-35-DZ	4.50%		05/20/2039	9,081,579
9,606	Series 2009-41-ZQ	4.50%	(h)	06/16/2039	9,434
1,273,030	Series 2009-48-Z	5.00%		06/16/2039	1,260,530
74,281	Series 2009-50-KP	4.50%		06/20/2039	73,459
639,681	Series 2009-69-TS (-1 x 1 mo. Term SOFR + 6.09%, 0.00% Floor, 6.20% Cap)	0.76%	(f)(g)	04/16/2039	19,716
1,328,700	Series 2009-75-GZ	4.50%		09/20/2039	1,297,790
113,359	Series 2009-87-IG (-1 x 1 mo. Term SOFR + 6.63%, 0.00% Floor, 6.74% Cap)	1.29%	(f)(g)	03/20/2037	327
2,711,137	Series 2010-1-SA (-1 x 1 mo. Term SOFR + 5.64%, 0.00% Floor, 5.75% Cap)	0.31%	(f)(g)	01/16/2040	156,688
5,335,312	Series 2010-106-PS (-1 x 1 mo. Term SOFR + 5.94%, 0.00% Floor, 6.05% Cap)	0.60%	(f)(g)	03/20/2040	153,008
2,501,453	Series 2010-25-ZB	4.50%		02/16/2040	2,431,506
19,787,686	Series 2010-26-QS (-1 x 1 mo. Term SOFR + 6.14%, 0.00% Floor, 6.25% Cap)	0.80%	(f)(g)	02/20/2040	1,851,789

PRINCIPAL AMOUNT
$/SHARES SECURITY DESCRIPTION RATE MATURITY VALUE $

1,681,557	Series 2010-42-AY	5.00%		11/20/2039	1,678,215
3,963,730	Series 2010-42-ES (-1 x 1 mo. Term SOFR + 5.57%, 0.00% Floor, 5.68% Cap)	0.23%	(f)(g)	04/20/2040	259,372
454,231	Series 2010-61-AS (-1 x 1 mo. Term SOFR + 6.44%, 0.00% Floor, 6.55% Cap)	1.10%	(f)(g)	09/20/2039	21,067
5,128,425	Series 2010-62-SB (-1 x 1 mo. Term SOFR + 5.64%, 0.00% Floor, 5.75% Cap)	0.30%	(f)(g)	05/20/2040	384,246
5,983,510	Series 2010-62-ZG	5.50%		05/16/2040	5,951,777
2,529,619	Series 2011-18-SN (-2 x 1 mo. Term SOFR + 9.27%, 0.00% Floor, 9.50% Cap)	0.00%	(g)	12/20/2040	2,060,038
2,533,441	Series 2011-18-YS (-2 x 1 mo. Term SOFR + 9.27%, 0.00% Floor, 9.50% Cap)	0.00%	(g)	12/20/2040	2,043,716
742,392	Series 2011-69-OC	0.00%	(k)	05/20/2041	570,373
7,242,491	Series 2011-69-SB (-1 x 1 mo. Term SOFR + 5.24%, 0.00% Floor, 5.35% Cap)	0.00%	(f)(g)	05/20/2041	380,032
11,548,363	Series 2011-70-PO	0.00%	(k)	05/16/2041	8,688,418
2,740,797	Series 2011-72-AS (-1 x 1 mo. Term SOFR + 5.27%, 0.00% Floor, 5.38% Cap)	0.00%	(f)(g)	05/20/2041	153,454
2,094,810	Series 2011-72-SK (-1 x 1 mo. Term SOFR + 6.04%, 0.00% Floor, 6.15% Cap)	0.70%	(f)(g)	05/20/2041	141,808
7,205,350	Series 2013-116-LS (-1 x 1 mo. Term SOFR + 6.04%, 0.00% Floor, 6.15% Cap)	0.70%	(f)(g)	08/20/2043	683,333
9,950,875	Series 2013-136-CS (-1 x 1 mo. Term SOFR + 6.09%, 0.00% Floor, 6.20% Cap)	0.76%	(f)(g)	09/16/2043	761,216
16,939,266	Series 2013-182-WZ	2.50%		12/20/2043	14,735,449
3,537,831	Series 2013-186-SG (-1 x 1 mo. Term SOFR + 6.14%, 0.00% Floor, 6.25% Cap)	0.81%	(f)(g)	02/16/2043	160,608
4,951,088	Series 2013-26-MS (-1 x 1 mo. Term SOFR + 6.14%, 0.00% Floor, 6.25% Cap)	0.80%	(f)(g)	02/20/2043	459,354
2,376,612	Series 2013-34-PL	3.00%		03/20/2042	2,303,146
8,577,890	Series 2014-163-PS (-1 x 1 mo. Term SOFR + 5.49%, 0.00% Floor, 5.60% Cap)	0.15%	(f)(g)	11/20/2044	678,782
9,241,450	Series 2014-167-SA (-1 x 1 mo. Term SOFR + 5.49%, 0.00% Floor, 5.60% Cap)	0.15%	(f)(g)	11/20/2044	632,283
15,657,673	Series 2014-21-SE (-1 x 1 mo. Term SOFR + 5.44%, 0.00% Floor, 5.55% Cap)	0.10%	(f)(g)	02/20/2044	1,148,937
9,813,507	Series 2014-30-EA	1.81%	(c)	02/16/2044	8,423,867
9,369,572	Series 2014-39-SK (-1 x 1 mo. Term SOFR + 6.09%, 0.00% Floor, 6.20% Cap)	0.75%	(f)(g)	03/20/2044	909,072
10,369,551	Series 2014-59-DS (-1 x 1 mo. Term SOFR + 6.14%, 0.00% Floor, 6.25% Cap)	0.81%	(f)(g)	04/16/2044	855,777
9,862,160	Series 2016-108-SM (-1 x 1 mo. Term SOFR + 5.99%, 0.00% Floor, 6.10% Cap)	0.65%	(f)(g)	08/20/2046	1,120,684
12,226,600	Series 2018-40-AZ	3.00%	(h)	10/20/2047	9,878,543
22,700,201	Series 2019-122-IO	1.00%	(c)(f)	07/16/2061	1,446,155
186,927,218	Series 2019-147-IO	0.40%	(c)(f)	06/16/2061	6,200,694
9,952,774	Series 2019-153-GF (1 mo. Term SOFR + 0.56%, 0.45% Floor, 6.50% Cap)	5.90%		12/20/2049	9,764,421
18,691,431	Series 2020-104-AI	3.00%	(f)	07/20/2050	2,955,570
11,736,923	Series 2020-104-EI	3.00%	(f)	07/20/2050	1,852,429
10,154,838	Series 2020-112-LS (-1 x 30 day avg SOFR US + 6.20%, 0.00% Floor, 6.20% Cap)	0.87%	(f)(g)	08/20/2050	1,152,582
40,322,243	Series 2020-115-IG	2.50%	(f)	08/20/2050	5,465,543
19,497,934	Series 2020-138-IC	3.50%	(f)	08/20/2050	3,498,984
142,499,963	Series 2020-140-ES (-1 x 1 mo. Term SOFR + 6.19%, 0.00% Floor, 6.30% Cap)	0.85%	(f)(g)	09/20/2050	17,142,375
36,439,716	Series 2020-140-SG (-1 x 1 mo. Term SOFR + 6.24%, 0.00% Floor, 6.35% Cap)	0.90%	(f)(g)	09/20/2050	4,435,705
46,564,334	Series 2020-146-CI	2.50%	(f)	10/20/2050	6,986,149
25,546,014	Series 2020-146-KI	2.50%	(f)	10/20/2050	3,333,734
41,135,905	Series 2020-148-AI	2.50%	(f)	10/20/2050	5,737,097
35,545,749	Series 2020-148-JL	1.00%		10/20/2050	26,240,718
151,754,792	Series 2020-151-MI	2.50%	(f)	10/20/2050	21,196,851
64,102,968	Series 2020-152-IO	0.58%	(c)(f)	12/16/2062	2,836,345
98,164,057	Series 2020-153-EI	2.50%	(f)	10/20/2050	13,025,271

PRINCIPAL AMOUNT
$/SHARES SECURITY DESCRIPTION RATE MATURITY VALUE $

43,522,398	Series 2020-160-IA	2.50%	(f)	10/20/2050	6,072,223
10,830,833	Series 2020-160-IM	2.50%	(f)	10/20/2050	1,616,629
35,015,254	Series 2020-162-QS (-1 x 1 mo. Term SOFR + 6.19%, 0.00% Floor, 6.30% Cap)	0.85%	(f)(g)	10/20/2050	4,385,380
49,439,732	Series 2020-166-SM (-1 x 1 mo. Term SOFR + 6.19%, 0.00% Floor, 6.30% Cap)	0.85%	(f)(g)	11/20/2050	6,133,449
69,139,549	Series 2020-167-BI	2.50%	(f)	11/20/2050	9,840,563
52,206,049	Series 2020-167-DI	2.50%	(f)	11/20/2050	6,951,533
32,652,777	Series 2020-167-IA	2.50%	(f)	11/20/2050	4,671,950
77,011,025	Series 2020-167-JI	2.50%	(f)	11/20/2050	10,304,229
14,123,312	Series 2020-167-NS (-1 x 1 mo. Term SOFR + 6.19%, 0.00% Floor, 6.30% Cap)	0.85%	(f)(g)	11/20/2050	1,617,924
27,340,030	Series 2020-167-YK	1.20%		11/20/2050	20,179,351
124,520,389	Series 2020-173-MI	2.50%	(f)	11/20/2050	17,343,063
40,048,017	Series 2020-175-MI	2.50%	(f)	11/20/2050	5,601,913
37,110,153	Series 2020-175-SC (-1 x 1 mo. Term SOFR + 6.19%, 0.00% Floor, 6.30% Cap)	0.85%	(f)(g)	11/20/2050	4,696,483
81,310,934	Series 2020-177-IO	0.82%	(c)(f)	06/16/2062	4,931,687
27,786,285	Series 2020-181-AI	2.50%	(f)	12/20/2050	4,306,274
47,096,061	Series 2020-181-BI	2.50%	(f)	12/20/2050	6,788,925
29,587,659	Series 2020-181-SA (-1 x 1 mo. Term SOFR + 6.19%, 0.00% Floor, 6.30% Cap)	0.85%	(f)(g)	12/20/2050	3,517,564
27,613,886	Series 2020-181-YM	1.17%		12/20/2050	20,334,332
63,503,841	Series 2020-185-AI	2.50%	(f)	12/20/2050	8,161,933
49,275,773	Series 2020-185-KI	2.50%	(f)	12/20/2050	7,635,429
40,466,861	Series 2020-185-MI	2.50%	(f)	12/20/2050	5,764,031
45,676,591	Series 2020-187-AI	2.50%	(f)	12/20/2050	6,586,523
5,359,367	Series 2020-188-DI	2.50%	(f)	12/20/2050	715,675
26,194,056	Series 2020-188-GI	2.00%	(f)	12/20/2050	2,756,890
38,939,670	Series 2020-188-IQ	3.00%	(f)	10/20/2050	6,142,573
88,269,653	Series 2020-188-KI	2.50%	(f)	12/20/2050	11,815,025
35,664,660	Series 2020-188-NS (-1 x 1 mo. Term SOFR + 6.19%, 0.00% Floor, 6.30% Cap)	0.85%	(f)(g)	12/20/2050	4,460,889
39,699,797	Series 2020-195-IX	1.13%	(c)(f)	12/16/2062	3,086,921
5,162,142	Series 2020-4-H	2.50%		10/20/2049	4,383,158
34,801,271	Series 2020-7-FM (1 mo. Term SOFR + 0.56%, 0.45% Floor, 6.50% Cap)	5.90%		01/20/2050	34,108,886
8,400,262	Series 2020-79-KG	1.30%		06/20/2050	6,518,095
87,936,235	Series 2020-89-IA	1.17%	(c)(f)	04/16/2062	7,033,703
66,033,648	Series 2020-94-IO	0.97%	(c)(f)	03/16/2062	4,498,694
17,008,091	Series 2020-98-SA (-1 x 1 mo. Term SOFR + 6.04%, 0.00% Floor, 6.15% Cap)	0.70%	(f)(g)	07/20/2050	2,104,248
79,271,807	Series 2021-1-EI	2.00%	(f)	01/20/2051	8,689,879
34,166,333	Series 2021-1-IA	2.50%	(f)	01/20/2051	4,567,560
66,197,059	Series 2021-10-IO	0.99%	(c)(f)	05/16/2063	4,732,825
116,610,910	Series 2021-100-IO	0.97%	(c)(f)	06/16/2063	7,884,810
63,422,361	Series 2021-107-QI	2.50%	(f)	06/20/2051	8,464,437
129,728,710	Series 2021-110-IO	0.87%	(c)(f)	11/16/2063	8,593,995
24,121,271	Series 2021-114-SB (-1 x 1 mo. Term SOFR + 2.49%, 0.00% Floor, 2.60% Cap)	0.00%	(f)(g)	06/20/2051	219,658
43,621,062	Series 2021-116-IA	2.50%	(f)	06/20/2051	6,095,232
43,998,505	Series 2021-116-XI	3.50%	(f)	03/20/2051	8,008,432
20,864,465	Series 2021-117-IJ	3.50%	(f)	06/20/2051	3,259,854
16,264,835	Series 2021-117-SH (-1 x 1 mo. Term SOFR + 6.19%, 0.00% Floor, 6.30% Cap)	0.85%	(f)(g)	07/20/2051	1,551,846
237,477,568	Series 2021-12-IO	0.96%	(c)(f)	03/16/2063	16,125,178
112,215,635	Series 2021-122-SA (-1 x 30 day avg SOFR US + 2.60%, 0.00% Floor, 2.60% Cap)	0.00%	(f)(g)	07/20/2051	960,240
25,016,941	Series 2021-125-IO	3.00%	(f)	06/20/2051	3,554,880
60,217,203	Series 2021-135-GI	3.00%	(f)	08/20/2051	9,523,471
75,922,730	Series 2021-135-SK (-1 x 1 mo. Term SOFR + 6.19%, 0.00% Floor, 6.30% Cap)	0.85%	(f)(g)	08/20/2051	7,305,589
63,086,267	Series 2021-136-EI	3.00%	(f)	08/20/2051	9,996,334
38,822,448	Series 2021-138-IL	3.00%	(f)	08/20/2051	6,169,233

PRINCIPAL AMOUNT
$/SHARES SECURITY DESCRIPTION RATE MATURITY VALUE $

38,151,353	Series 2021-138-KI	3.00%	(f)	08/20/2051	6,095,022
56,671,939	Series 2021-138-PS (-1 x 30 day avg SOFR US + 3.75%, 0.00% Floor, 3.75% Cap)	0.00%	(f)(g)	08/20/2051	908,582
14,918,858	Series 2021-139-BI	3.50%	(f)	08/20/2051	1,829,817
47,491,122	Series 2021-140-IJ	3.00%	(f)	08/20/2051	7,586,279
31,148,334	Series 2021-142-IO	3.00%	(f)	08/20/2051	4,978,011
116,775,390	Series 2021-142-XI	3.00%	(f)	08/20/2051	18,592,219
111,393,114	Series 2021-143-IO	0.97%	(c)(f)	10/16/2063	7,621,584
84,794,209	Series 2021-144-IO	0.83%	(c)(f)	04/16/2063	5,128,133
225,311,908	Series 2021-15-BI	2.50%	(f)	01/20/2051	30,931,224
88,904,490	Series 2021-150-IO	1.03%	(c)(f)	11/16/2063	5,984,508
68,190,567	Series 2021-151-IO	0.92%	(c)(f)	04/16/2063	4,708,975
28,276,644	Series 2021-155-IE	3.00%	(f)	09/20/2051	4,530,014
77,984,277	Series 2021-155-KI	4.00%	(f)	09/20/2051	10,051,035
38,043,576	Series 2021-155-S (-1 x 30 day avg SOFR US + 3.20%, 0.00% Floor, 3.20% Cap)	0.00%	(f)(g)	09/20/2051	661,502
38,437,517	Series 2021-155-SG (-1 x 1 mo. Term SOFR + 6.19%, 0.00% Floor, 6.30% Cap)	0.85%	(f)(g)	09/20/2051	4,674,202
23,381,924	Series 2021-157-IO	0.89%	(c)(f)	09/16/2063	1,483,461
45,629,195	Series 2021-158-IO	3.00%	(f)	09/20/2051	7,199,963
63,017,271	Series 2021-158-IV	2.50%	(f)	09/20/2051	8,464,839
24,246,840	Series 2021-160-IA	3.00%	(f)	09/20/2051	3,847,365
77,823,916	Series 2021-160-SQ (-1 x 30 day avg SOFR US + 2.65%, 0.00% Floor, 3.00% Cap)	0.00%	(f)(g)	09/20/2051	696,719
34,888,573	Series 2021-160-WI	2.50%	(f)	09/20/2051	4,519,703
40,926,663	Series 2021-160-XI	3.00%	(f)	09/20/2051	6,491,079
42,765,294	Series 2021-161-KI	3.50%	(f)	09/20/2051	8,102,231
79,707,067	Series 2021-161-UI	3.00%	(f)	09/20/2051	12,645,112
27,514,628	Series 2021-162-DI	3.00%	(f)	09/20/2051	4,368,071
15,090,128	Series 2021-170-IO	0.99%	(c)(f)	05/16/2063	1,079,640
39,517,431	Series 2021-175-IM	3.00%	(f)	10/20/2051	5,401,997
15,256,792	Series 2021-175-IN	2.50%	(f)	07/20/2051	2,001,867
51,224,956	Series 2021-175-IU	2.50%	(f)	09/20/2051	6,760,711
43,284,081	Series 2021-176-TI	4.00%	(f)	10/20/2051	5,448,176
116,196,493	Series 2021-177-IA	2.50%	(f)	10/20/2051	17,293,745
57,500,613	Series 2021-180-IO	0.91%	(c)(f)	11/16/2063	4,001,261
68,994,836	Series 2021-184-IO	0.88%	(c)(f)	12/16/2061	4,591,310
26,969,169	Series 2021-188-IA	3.00%	(f)	10/20/2051	4,275,530
47,638,872	Series 2021-188-IN	2.50%	(f)	10/20/2051	6,429,147
33,211,821	Series 2021-188-IT	2.50%	(f)	10/20/2051	5,004,709
22,649,818	Series 2021-188-IW	3.00%	(f)	10/20/2051	3,436,849
156,681,285	Series 2021-189-IO	0.88%	(c)(f)	06/16/2061	10,434,081
22,935,833	Series 2021-191-BI	2.50%	(f)	10/20/2051	3,233,354
45,752,515	Series 2021-191-CI	2.50%	(f)	10/20/2051	6,582,460
28,173,907	Series 2021-192-AI	3.00%	(f)	10/20/2051	4,511,502
58,139,822	Series 2021-193-I	3.00%	(f)	06/20/2051	8,789,485
4,248,438	Series 2021-193-SW (-1 x 30 day avg SOFR US + 2.55%, 0.00% Floor, 2.55% Cap)	0.00%	(f)(g)	11/20/2051	40,354
69,039,657	Series 2021-196-IO	2.50%	(f)	11/20/2051	9,684,710
61,870,969	Series 2021-2-IO	0.88%	(c)(f)	06/16/2063	4,004,908
31,594,975	Series 2021-20-IO	1.15%	(c)(f)	08/16/2062	2,472,136
85,440,030	Series 2021-200-IO	0.88%	(c)(f)	11/16/2063	5,839,595
25,181,206	Series 2021-205-DI	2.50%	(f)	11/20/2051	3,632,784
179,300,251	Series 2021-208-IO	0.76%	(c)(f)	06/16/2064	9,865,996
181,373,992	Series 2021-210-IO	0.98%	(c)(f)	05/16/2062	13,083,921
51,930,218	Series 2021-211-IO	0.97%	(c)(f)	01/16/2063	3,588,710
32,665,831	Series 2021-213-IH	3.00%	(f)	12/20/2051	5,205,575
265,028,343	Series 2021-22-IO	0.98%	(c)(f)	05/16/2063	18,268,086
9,136,145	Series 2021-226-TI	2.50%	(f)	12/20/2051	1,231,480
72,729,293	Series 2021-24-XI	2.00%	(f)	02/20/2051	7,155,137
32,152,626	Series 2021-24-YD	1.20%		02/20/2051	24,371,077
11,087,649	Series 2021-25-EI	2.50%	(f)	02/20/2051	1,433,204
20,703,480	Series 2021-30-IB	2.50%	(f)	02/20/2051	2,790,303

PRINCIPAL AMOUNT
$/SHARES SECURITY DESCRIPTION RATE MATURITY VALUE $

25,148,883	Series 2021-30-WI	2.50%	(f)	02/20/2051	3,354,345
26,202,628	Series 2021-35-IO	1.03%	(c)(f)	12/16/2062	1,930,473
76,136,367	Series 2021-35-IX	1.20%	(c)(f)	12/16/2062	6,436,310
32,596,967	Series 2021-40-IO	0.82%	(c)(f)	02/16/2063	1,992,366
591,560,659	Series 2021-45-IO	0.81%	(c)(f)	04/16/2063	36,035,213
32,664,511	Series 2021-49-NI	2.50%	(f)	03/20/2051	3,867,044
45,801,875	Series 2021-49-QI	2.50%	(f)	03/20/2049	4,311,743
28,527,374	Series 2021-52-IO	0.72%	(c)(f)	04/16/2063	1,534,022
71,260,959	Series 2021-57-JI	3.00%	(f)	03/20/2051	11,216,910
7,954,687	Series 2021-58-HP	3.00%		08/20/2050	6,880,205
98,752,128	Series 2021-58-IE	3.00%	(f)	07/20/2050	15,546,241
204,645,395	Series 2021-60-IO	0.83%	(c)(f)	05/16/2063	12,324,380
76,885,638	Series 2021-64-IG	3.00%	(f)	04/20/2051	12,092,958
235,327,688	Series 2021-65-IO	0.89%	(c)(f)	08/16/2063	15,385,301
39,496,124	Series 2021-7-IP	3.50%	(f)	07/20/2050	6,923,279
88,375,734	Series 2021-7-KI	2.50%	(f)	01/20/2051	12,027,248
51,977,280	Series 2021-7-MI	2.50%	(f)	01/20/2051	6,920,848
178,263,360	Series 2021-70-IO	0.71%	(c)(f)	04/16/2063	9,535,788
156,755,736	Series 2021-71-IO	0.88%	(c)(f)	10/16/2062	9,941,715
158,327,571	Series 2021-72-IO	0.57%	(c)(f)	01/16/2061	6,891,429
101,911,217	Series 2021-74-CI	3.00%	(f)	12/20/2050	15,946,252
98,437,594	Series 2021-77-SJ (-1 x 1 mo. Term SOFR + 3.64%, 0.00% Floor, 3.75% Cap)	0.00%	(f)(g)	05/20/2051	1,809,677
11,162,096	Series 2021-78-IC	4.00%	(f)	05/20/2051	1,992,883
58,821,305	Series 2021-80-IO	0.90%	(c)(f)	12/16/2062	3,994,361
310,083,077	Series 2021-85-IO	0.68%	(c)(f)	03/16/2063	16,084,412
45,776,071	Series 2021-87-ET	2.00%		05/20/2051	37,198,391
58,052,951	Series 2021-9-AI	2.00%	(f)	01/20/2051	5,669,608
99,862,572	Series 2021-9-MI	2.50%	(f)	01/20/2051	13,640,129
43,246,176	Series 2021-96-TS (-1 x 30 day avg SOFR US + 3.25%, 0.00% Floor, 3.25% Cap)	0.00%	(f)(g)	06/20/2051	775,707
40,459,587	Series 2021-97-NI	2.50%	(f)	08/20/2049	3,982,826
33,353,623	Series 2021-97-SH (-1 x 1 mo. Term SOFR + 3.64%, 0.00% Floor, 3.75% Cap)	0.00%	(f)(g)	06/20/2051	673,150
106,775,284	Series 2021-98-IG	3.00%	(f)	06/20/2051	17,046,461
24,553,341	Series 2021-98-MI	2.50%	(f)	06/20/2051	3,275,705
26,552,852	Series 2021-98-SB (-1 x 1 mo. Term SOFR + 6.19%, 0.00% Floor, 6.30% Cap)	0.85%	(f)(g)	06/20/2051	2,840,491
67,381,032	Series 2021-98-ST (-1 x 30 day avg SOFR US + 2.73%, 0.00% Floor, 2.73% Cap)	0.00%	(f)(g)	03/20/2051	405,580
8,507,219	Series 2021-98-SW (-1 x 1 mo. Term SOFR + 6.19%, 0.00% Floor, 6.30% Cap)	0.85%	(f)(g)	06/20/2051	901,333
41,208,901	Series 2021-99-IO	0.59%	(c)(f)	05/16/2061	1,842,578
202,977,299	Series 2022-102-IO	0.48%	(c)(f)	06/16/2064	8,373,768
64,073,595	Series 2022-137-DI	2.50%	(f)	02/20/2051	9,738,866
65,359,130	Series 2022-137-EI	2.50%	(f)	06/20/2051	8,912,325
113,961,795	Series 2022-14-IO	0.66%	(c)(f)	12/01/2061	5,588,128
86,995,016	Series 2022-141-IO	0.78%	(c)(f)	06/16/2064	5,901,037
96,035,910	Series 2022-158-IO	0.88%	(c)(f)	08/16/2064	7,203,548
26,595,784	Series 2022-160-ZD	3.00%	(h)	11/20/2047	22,039,570
61,573,691	Series 2022-167-IO	0.82%	(c)(f)	08/16/2065	3,987,993
132,461,156	Series 2022-169-IO	0.89%	(c)(f)	01/16/2062	9,880,781
14,059,212	Series 2022-183-B	5.00%		04/20/2047	13,940,760
83,455,756	Series 2022-188-IO	2.50%	(f)	02/20/2051	11,099,924
79,982,563	Series 2022-202-IO	0.72%	(c)(f)	10/16/2063	5,056,218
82,075,379	Series 2022-207-EI	3.50%	(f)	02/20/2052	14,835,987
85,919,358	Series 2022-207-IO	3.00%	(f)	08/20/2051	13,891,416
74,015,944	Series 2022-21-IO	0.78%	(c)(f)	10/16/2063	4,397,280
54,389,798	Series 2022-218-IO	3.50%	(f)	01/20/2052	10,355,518
12,971,558	Series 2022-23-BA	3.00%		05/20/2049	11,541,980
144,497,761	Series 2022-27-IO	0.75%	(c)(f)	03/16/2064	7,979,643
92,594,750	Series 2022-35-IO	0.55%	(c)(f)	10/16/2063	4,501,466
142,576,808	Series 2022-38-IO	0.72%	(c)(f)	04/16/2064	7,769,851

PRINCIPAL AMOUNT
$/SHARES SECURITY DESCRIPTION RATE MATURITY VALUE $

412,080,205	Series 2022-39-IO	0.62%	(c)(f)	01/16/2064	21,879,357
120,882,058	Series 2022-42-IO	0.67%	(c)(f)	12/16/2063	6,330,642
22,562,879	Series 2022-44-TY	2.00%		12/20/2051	17,479,792
58,988,987	Series 2022-48-IO	0.71%	(c)(f)	01/16/2064	3,455,988
66,189,719	Series 2022-49-IO	0.76%	(c)(f)	03/16/2064	3,693,539
124,618,705	Series 2022-54-IO	0.59%	(c)(f)	10/16/2063	5,927,414
33,182,815	Series 2022-56-HI	2.50%	(f)	01/20/2052	4,649,477
78,321,862	Series 2022-62-IO	0.62%	(c)(f)	06/16/2064	3,966,344
206,069,597	Series 2022-71-IO	0.55%	(c)(f)	06/16/2064	8,891,738
273,847,789	Series 2022-72-DI	0.58%	(c)(f)	06/16/2064	12,764,949
97,152,361	Series 2022-73-IO	0.56%	(c)(f)	07/16/2064	4,927,471
5,944,000	Series 2022-78-HW	2.50%		04/20/2052	4,460,904
190,198,817	Series 2022-8-IO	0.86%	(c)(f)	09/16/2063	11,964,304
128,211,303	Series 2022-83-IO	2.50%	(f)	11/20/2051	18,161,311
125,051,926	Series 2022-86-IO	0.53%	(c)(f)	10/16/2063	5,497,895
58,437,302	Series 2022-9-EI	3.00%	(f)	01/20/2052	8,110,648
97,001,165	Series 2022-91-IO	0.43%	(c)(f)	07/16/2064	4,149,778
469,715,002	Series 2023-108-IO	0.69%	(c)(f)	08/16/2059	17,702,243
50,964,257	Series 2023-118-IO	0.65%	(c)(f)	05/16/2065	2,698,736
10,875,075	Series 2023-140-AS (-2 x 30 day avg SOFR US + 13.00%, 0.00% Floor, 13.00% Cap)	2.33%	(g)	09/20/2053	10,358,972
49,088,539	Series 2023-16-IO	0.90%	(c)(f)	07/16/2063	3,338,968
23,178,926	Series 2023-164-BV	3.00%		01/20/2052	19,503,117
39,365,985	Series 2023-173-GB	3.50%		11/20/2053	33,303,178
11,143,514	Series 2023-187-ZP	3.00%	(h)	11/20/2051	6,621,391
176,004,776	Series 2023-19-IO	2.50%	(f)	02/20/2051	24,484,130
24,145,028	Series 2023-196-DZ	4.50%	(h)	12/20/2053	20,972,465
31,265,369	Series 2023-24-IH	3.50%	(f)	07/20/2051	5,817,625
73,026,357	Series 2023-50-IO	0.86%	(c)(f)	06/16/2064	4,868,842
32,472,808	Series 2023-58-IO	2.50%	(f)	10/20/2050	4,436,312
35,784,281	Series 2023-60-PT	4.00%		10/20/2049	32,838,190
55,097,467	Series 2023-77-IO	0.70%	(c)(f)	04/16/2065	3,207,268
49,938,770	Series 2023-81-YD	4.00%		06/20/2053	43,580,616
31,927,906	Series 2023-81-YJ	3.50%		06/20/2053	27,024,875
11,967,561	Series 2023-88-IO	0.92%	(c)(f)	03/16/2065	867,805
11,936,519	Series 2024-1-CZ	3.00%	(h)	01/20/2050	8,686,219
25,840,166	Series 2024-19-EZ	5.00%	(h)	12/20/2063	24,355,499
92,983,669	Series 2024-20-LA	2.50%		11/20/2051	79,967,954
24,151,839	Series 2024-20-LB	2.50%		11/20/2051	16,053,638
23,427,102	Series 2024-20-LI	2.50%	(f)	11/20/2051	3,478,487
52,045,040	Series 2024-24-BI	3.00%	(f)	12/20/2051	8,385,799
23,727,249	Series 2024-40-FE (30 day avg SOFR US + 1.00%, 1.00% Floor, 7.00% Cap)	6.33%		03/20/2054	23,752,117
77,297,328	Series 2024-47-IO	0.73%	(c)(f)	10/16/2065	5,041,146
49,980,679	Series 2024-67-AI	0.74%	(c)(f)	10/16/2065	3,270,086
33,091,913	Series 2024-78-FH (30 day avg SOFR US + 1.25%, 1.25% Floor, 6.50% Cap)	6.50%		05/20/2054	33,057,523
	Seasoned Credit Risk Transfer Trust
17,413,823	Series 2018-3-HA	3.00%		08/25/2057	15,752,233
15,743,036	Series 2020-2-MT	2.00%		11/25/2059	12,455,393
35,000,000	Series 2022-2-MB	3.00%		04/25/2062	23,003,586
	STRU
27,604,888	Series MS-4257-FA (30 day avg SOFR US + 1.20%, 1.20% Floor, 6.50% Cap)	6.50%		07/30/2054	27,604,888
35,000,000	Series MS-4265-FA (30 day avg SOFR US + 1.10%, 1.10% Floor, 7.00% Cap)	6.44%		07/31/2054	34,956,250
	Total US Government and Agency Mortgage Backed Obligations (Cost $16,670,770,604)				14,993,476,568
US GOVERNMENT AND AGENCY OBLIGATIONS - 4.7%
54,900,000	Tennessee Valley Authority	4.25%		09/15/2065	46,955,805

PRINCIPAL AMOUNT
$/SHARES SECURITY DESCRIPTION RATE MATURITY VALUE $

425,205,000	United States Treasury Note/Bond	1.13%		05/15/2040	261,816,658
437,386,000	United States Treasury Note/Bond	1.13%		08/15/2040	266,480,836
380,238,000	United States Treasury Note/Bond	1.38%		11/15/2040	240,069,798
515,030,000	United States Treasury Note/Bond	1.88%		02/15/2041	352,604,427
148,600,000	United States Treasury Note/Bond	1.75%		08/15/2041	98,235,629
19,400,000	United States Treasury Note/Bond	2.00%		11/15/2041	13,335,227
186,150,000	United States Treasury Note/Bond	2.50%		02/15/2045	132,842,748
	Total US Government and Agency Obligations (Cost $1,422,072,880)				1,412,341,128
SHORT TERM INVESTMENTS - 3.0%
297,263,939	First American Government Obligations Fund - U	5.26%	(l)		297,263,939
297,263,939	JPMorgan US Government Money Market Fund - IM	5.26%	(l)		297,263,939
297,263,939	MSILF Government Portfolio - Institutional	5.23%	(l)		297,263,939
	Total Short Term Investments (Cost $891,791,817)				891,791,817
	Total Investments - 100.1% (Cost $34,564,840,692)				29,838,779,624
	Other Liabilities in Excess of Assets - (0.1)%				(20,097,875)
	NET ASSETS - 100.0%				$29,818,681,749

SECURITY TYPE BREAKDOWN as a % of Net Assets:
US Government and Agency Mortgage Backed Obligations	50.3%
Non-Agency Residential Collateralized Mortgage Obligations	25.4%
Non-Agency Commercial Mortgage Backed Obligations	7.3%
US Government and Agency Obligations	4.7%
Collateralized Loan Obligations	4.7%
Asset Backed Obligations	4.7%
Short Term Investments	3.0%
Other Assets and Liabilities	(0.1)%
Net Assets	100.0%

(a)	Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration to qualified institutional buyers.
(b)	Value determined using significant unobservable inputs.
(c)	Coupon rate is variable based on the weighted average coupon of the underlying collateral. To the extent the weighted average coupon of the underlying assets which comprise the collateral increases or decreases, the coupon rate of this security will increase or decrease correspondingly. The rate disclosed is as of period end.
(d)	Step Bond; Coupon rate changes based on a predetermined schedule or event. The interest rate shown is the rate in effect as of period end.
(e)	Security pays interest at rates that represent residual cashflows available after more senior tranches have been paid.  The interest rate disclosed reflects the estimated rate in effect as of period end.
(f)	Interest only security
(g)	Inverse floating rate security whose interest rate moves in the opposite direction of reference interest rates.  Reference interest rates are typically based on a negative multiplier or slope.  Interest rate may also be subject to a cap or floor.
(h)	This security accrues interest which is added to the outstanding principal balance. The interest payment will be deferred until all other tranches in the structure are paid off. The rate disclosed is as of period end.
(i)	Securities referencing LIBOR are expected to transition to an alternative reference rate by the security’s next scheduled coupon reset date.
(j)	Coupon rate is variable or floats based on components including but not limited to reference rate and spread. These securities may not indicate a reference rate and/or spread in their description. The rate disclosed is as of period end.
(k)	Principal only security
(l)	Seven-day yield as of period end.

COFI	Cost of Funds Index
LIBOR	London Interbank Offered Rate
SOFR	Secured Overnight Financing Rate

Futures Contracts
Description	Long/ Short	Contract Quantity		Expiration  Date		Notional Amount(1)			Unrealized Appreciation (Depreciation)/ Value
U.S. Treasury 2 Year Notes	Long	62,000		9/30/2024	$	12,661,562,499		$	44,245,506
U.S. Treasury Long Bonds	Long	19,000		9/19/2024		2,247,937,500			33,507,987
U.S. Treasury 5 Year Notes	Long	21,500		9/30/2024		2,291,429,688			20,782,545
U.S. Treasury Ultra Bonds	Long	1,925		9/19/2024		241,286,719			5,830,883
10 Year U.S. Ultra Treasury Notes	Short	(23,500	)	9/19/2024		(2,667,984,375	)		(40,670,354)
								$	63,696,567

(1) Notional Amount is determined based on the number of contracts multiplied by the contract size and the quoted daily settlement price in US dollars.  

Notes to Schedule of Investments

June 30, 2024 (Unaudited)

1. Significant Accounting Policies

The Fund is an investment company that applies the accounting and reporting guidance issued in Topic 946, “Financial Services—Investment Companies”, by the Financial Accounting Standards Board (“FASB”). The following is a summary of the significant accounting policies of the Fund. These policies are in conformity with accounting principles generally accepted in the United States of America (“US GAAP”).

A. Security Valuation. The Fund has adopted US GAAP fair value accounting standards which establish a definition of fair value and set out a hierarchy for measuring fair value. These standards require additional disclosures about the various inputs and valuation techniques used to develop the measurements of fair value and a discussion of changes in valuation techniques and related inputs during the period. These inputs are summarized in the three broad levels listed below:       

•   Level 1—Unadjusted quoted market prices in active markets for identical securities       

•   Level 2—Quoted prices for identical or similar assets in markets that are not active, or inputs derived from observable market data       

•   Level 3—Significant unobservable inputs (including the reporting entity’s estimates and assumptions)       

Valuations for domestic and foreign fixed income securities are normally determined on the basis of evaluations provided by independent pricing services. Vendors typically value such securities based on one or more inputs described in the following table which is not intended to be a complete list. The table provides examples of inputs that are commonly relevant for valuing particular classes of fixed income securities in which the Fund is authorized to invest. However, these classifications are not exclusive, and any of the inputs may be used to value any other class of fixed-income securities. Securities that use similar valuation techniques and inputs as described in the following table are categorized as Level 2 of the fair value hierarchy. To the extent the significant inputs are unobservable, the values generally would be categorized as Level 3. Assets and liabilities may be transferred between levels.

Fixed-income Class	Examples of Inputs
All	Benchmark yields, transactions, bids, offers, quotations from dealers and trading systems, new issues, spreads and other relationships observed in the markets among comparable securities; and proprietary pricing models such as yield measures calculated using factors such as cash flows, financial or collateral performance and other reference data (collectively referred to as “standard inputs”)
Corporate bonds and notes; convertible securities	Standard inputs and underlying equity of the issuer
US bonds and notes of government and government agencies	Standard inputs
Residential and commercial mortgage-backed obligations; asset-backed obligations (including collateralized loan obligations)	Standard inputs and cash flows, prepayment information, default rates, delinquency and loss assumptions, collateral characteristics, credit enhancements and specific deal information, trustee reports
Bank Loans	Standard inputs

Investments in registered open-end management investment companies will be valued based upon the net asset value (“NAV”) of such investments and are categorized as Level 1 of the fair value hierarchy.

Common stocks, exchange-traded funds and financial derivative instruments, such as futures contracts or options contracts, that are traded on a national securities or commodities exchange, are typically valued at the last reported sales price, in the case of common stocks and exchange-traded funds, or, in the case of futures contracts or options contracts, the settlement price determined by the relevant exchange. To the extent these securities are actively traded and valuation adjustments are not applied, they are categorized as Level 1 of the fair value hierarchy.

Over-the-counter financial derivative instruments, such as forward currency exchange contracts, options contracts, or swap agreements, derive their values from underlying asset prices, indices, reference rates, other inputs or a combination of these factors. These instruments are normally valued on the basis of valuations obtained from counterparties, published index closing levels or evaluated prices supplied by independent pricing services, some or all of which may be based on market data from trading on exchanges that closed significantly before the time as of which a Fund calculates its NAV. Forward foreign currency contracts are generally valued based on rates provided by independent data providers. Exchange traded futures and options on futures are generally valued at the settlement price determined by the relevant exchange on which they principally trade, and exchange traded options are generally valued at the last trade price on the exchange on which they principally trade. A Fund does not normally take into account trading, clearances or settlements that take place after the close of the principal exchange or market on which such securities are traded. Depending on the instrument and the terms of the transaction, the value of the derivative instruments can be estimated by a pricing service provider using a series of techniques, such as simulation pricing models. The pricing models use issuer details and other inputs that are observed from actively quoted markets such as indices, spreads, interest rates, curves, dividends and exchange rates. Derivatives that use similar valuation techniques and inputs as described above are normally categorized as Level 2 of the fair value hierarchy.

The Board of Trustees (the “Board”) has adopted a pricing and valuation policy for use by the Fund and its Valuation Designee (as defined below) in calculating the Fund’s NAV. Pursuant to Rule 2a-5 under the 1940 Act, the Fund has designated its primary investment adviser, either DoubleLine Capital LP (“DoubleLine Capital”) or DoubleLine Alternatives LP (“DoubleLine Alternatives”) (each, an “Adviser” and collectively, the “Advisers”), as applicable, as the “Valuation Designee” to perform all of the fair value determinations as well as to perform all of the responsibilities that may be performed by the Valuation Designee in accordance with Rule 2a-5. Each Adviser, as Valuation Designee, is authorized to make all necessary determinations of the fair values of portfolio securities and other assets for which market quotations are not readily available or if it is deemed that the prices obtained from brokers and dealers or independent pricing services are unreliable.

The following is a summary of the fair valuations according to the inputs used to value the Fund’s investments as of June 30, 2024:

Category	DoubleLine Total Return Bond Fund
Investments in Securities
Level 1
Short Term Investments	$	891,791,817
Total Level 1		891,791,817
Level 2
US Government and Agency Mortgage Backed Obligations		14,993,476,568
Non-Agency Residential Collateralized Mortgage Obligations		7,444,558,960
Non-Agency Commercial Mortgage Backed Obligations		2,165,313,219
US Government and Agency Obligations		1,412,341,128
Collateralized Loan Obligations		1,405,917,586
Asset Backed Obligations		1,371,943,495
Total Level 2		28,793,550,956
Level 3
Non-Agency Residential Collateralized Mortgage Obligations		119,269,054
Asset Backed Obligations		32,755,576
Non-Agency Commercial Mortgage Backed Obligations		971,258
Collateralized Loan Obligations		440,963
Total Level 3		153,436,851
Total	$	29,838,779,624
Other Financial Instruments
Level 1
Futures	$	63,696,567
Total Level 1		63,696,567
Total	$	63,696,567
See the Schedule of Investments for further disaggregation of investment categories.