PRINCIPAL
AMOUNT
$
SECURITY
DESCRIPTION
RATE
MATURITY
VALUE
$
a
a
a
a
a
1,697,132
Series
2025-NQM6-A3
(b)(c)
..............................................
5.34%
10/25/2065
1,681,340
2,083,000
Series
2025-NQM6-M1
(b)(d)
..............................................
5.81%
10/25/2065
2,066,117
4,181,921
Series
2026-NQM1-A1
(b)(d)
..............................................
4.82%
11/25/2065
4,133,063
929,316
Series
2026-NQM1-A2
(b)(c)
..............................................
5.08%
11/25/2065
918,262
929,316
Series
2026-NQM1-A3
(b)(c)
..............................................
5.18%
11/25/2065
917,261
NMLT
Trust
4,500,000
Series
2021-INV2-B1
(b)(d)
...............................................
3.32%
8/25/2056
3,505,515
Nomura
Asset
Acceptance
Corp.
2,966,435
Series
2006-AP1-A2
(d)
.................................................
5.52%
1/25/2036
883,657
562,360
Series
2007-1-1A1A
(c)
.................................................
6.50%
3/25/2047
515,723
NYMT
Loan
Trust
1,375,920
Series
2026-INV1-A1
(b)(d)
...............................................
4.77%
2/25/2061
1,357,733
491,400
Series
2026-INV1-A2
(b)(c)
...............................................
5.05%
2/25/2061
485,312
491,400
Series
2026-INV1-A3
(b)(c)
...............................................
5.20%
2/25/2061
485,155
2,000,000
Series
2026-INV1-M1
(b)(d)
...............................................
5.77%
2/25/2061
1,969,735
Oceanview
Mortgage
Loan
Trust
3,767,823
Series
2026-1-A
(b)(d)
...................................................
5.10%
8/25/2055
3,706,900
Onslow
Bay
Mortgage
Loan
Trust
4,005,856
Series
2025-NQM2-A1
(b)(c)
..............................................
5.60%
11/25/2064
4,016,534
3,390,497
Series
2025-NQM6-A1
(b)(c)
..............................................
5.60%
3/25/2065
3,400,374
7,104,550
Series
2025-NQM7-A1
(b)(c)
..............................................
5.56%
5/25/2055
7,119,359
7,318,170
Series
2025-NQM8-A1
(b)(c)
..............................................
5.47%
3/25/2065
7,325,606
927,752
Series
2025-R1-A3
(b)(c)
.................................................
5.19%
9/25/2062
915,558
1,350,000
Series
2025-R1-M1
(b)(d)
................................................
5.75%
9/25/2062
1,338,272
954,690
Series
2026-NQM2-A1
(b)(d)
..............................................
4.82%
12/1/2065
947,871
9,591,016
Series
2026-NQM5-A1
(b)(d)
..............................................
5.32%
1/25/2066
9,577,656
Opteum
Mortgage
Acceptance
Corp.
5,869,501
Series
2006-2-A1C
(1
mo.
Term
SOFR
+
0.65%,
0.54%
Floor)
.....................
4.30%
7/25/2036
1,855,862
PR
Mortgage
Loan
Trust
247,983
Series
2014-1-APT
(b)(d)
.................................................
5.85%
10/25/2049
231,781
Pretium
Mortgage
Credit
Partners
LLC
5,219,471
Series
2025-NPL7-A1
(b)(c)
...............................................
5.66%
7/25/2055
5,226,307
PRKCM
Trust
4,923,837
Series
2026-AFC2-A1
(b)(d)
...............................................
5.37%
4/25/2061
4,911,790
Progress
Residential
Trust
10,000,000
Series
2025-SFR4-A
(b)
.................................................
4.30%
8/17/2042
9,751,561
10,000,000
Series
2025-SFR4-B
(b)
.................................................
4.70%
8/17/2042
9,741,266
12,650,000
Series
2025-SFR4-C
(b)
.................................................
5.05%
8/17/2042
12,374,208
6,989,107
Series
2025-SFR5-C
(b)
.................................................
4.00%
10/17/2042
6,547,605
PRPM
LLC
1,161,216
Series
2024-7-A1
(b)(c)
..................................................
5.87%
11/25/2029
1,162,799
1,000,000
Series
2024-NQM4-M1A
(b)(d)
.............................................
6.52%
12/26/2069
1,006,195
6,440,514
Series
2025-3-A1
(b)(c)
..................................................
6.26%
5/25/2030
6,443,047
8,684,837
Series
2025-4-A1
(b)(c)
..................................................
6.18%
6/25/2030
8,667,922
1,191,391
Series
2025-5-A1
(b)(c)
..................................................
5.73%
7/25/2030
1,187,783
9,513,459
Series
2025-6-A1
(b)(c)
..................................................
5.77%
8/25/2028
9,489,482
8,881,130
Series
2025-NQM2-A1
(b)(c)
..............................................
5.69%
4/25/2070
8,899,558
1,163,337
Series
2025-NQM5-A1
(b)(d)
..............................................
5.18%
10/25/2070
1,156,160
1,092,711
Series
2025-NQM5-A2
(b)(c)
..............................................
5.33%
10/25/2070
1,084,774
894,931
Series
2025-NQM5-A3
(b)(c)
..............................................
5.43%
10/25/2070
887,774
1,000,000
Series
2025-NQM5-B1
(b)(d)
..............................................
6.90%
10/25/2070
994,292
1,000,000
Series
2025-NQM5-M1
(b)(d)
..............................................
5.90%
10/25/2070
991,197
1,902,847
Series
2026-NQM1-A3
(b)(c)
..............................................
5.44%
2/25/2071
1,882,636
2,000,000
Series
2026-NQM1-M1
(b)(d)
..............................................
5.72%
2/25/2071
1,969,564
RALI
Trust
856,417
Series
2005-QS12-A3
.................................................
5.50%
8/25/2035
752,450
615,358
Series
2005-QS13-1A6
................................................
5.50%
9/25/2035
486,933
308,752
Series
2006-QS12-1A1
................................................
6.50%
9/25/2036
114,682
1,240,806
Series
2006-QS12-2A12
(1
mo.
Term
SOFR
+
0.31%,
0.20%
Floor,
7.50%
Cap)
........
3.96%
9/25/2036
909,622
1,240,806
Series
2006-QS12-2A13
(f)(g)
.............................................
3.66%
9/25/2036
164,689
1,709,836
Series
2006-QS18-1A1
(1
mo.
Term
SOFR
+
0.71%,
0.60%
Floor,
6.25%
Cap)
.........
4.36%
12/25/2036
1,519,620
1,299,714
Series
2006-QS18-1A4
................................................
6.25%
12/25/2036
1,232,754
1,472,162
Series
2006-QS3-1A14
................................................
6.00%
3/25/2036
1,334,027
469,377
Series
2006-QS7-A2
..................................................
6.00%
6/25/2036
374,369
481,151
Series
2007-QS11-A1
.................................................
7.00%
10/25/2037
384,722