Document


Regan Total Return Income Fund
Schedule of Investments
June 30, 2026 (Unaudited)

NON-AGENCY MORTGAGE-BACKED SECURITIES - 53.8%	Par	Value
A&D Mortgage LLC
Series 2024-NQM5, Class A1, 5.70%, 11/25/2069 (a)	$ 1,586,296	$ 1,589,645
Series 2025-NQM2, Class A1, 5.79%, 06/25/2070 (a)(b)	1,767,741	1,773,915
ABN Amro Mortgage Corp., Series 2002-9, Class M, 5.75%, 12/25/2032	67,945	67,482
ABSC Manufactured Housing Contract, Series 2004-CN1, Class A2, 8.40%, 12/02/2030 (a)(b)	900,137	902,142
ACE Securities Corp.
Series 2004-RM1, Class M3, 5.94% (1 mo. Term SOFR + 2.29%), 07/25/2034	176,647	174,692
Series 2006-ASL1, Class A, 4.04% (1 mo. Term SOFR + 0.39%), 02/25/2036	261,229	15,822
Series 2006-HE3, Class A2C, 4.06% (1 mo. Term SOFR + 0.41%), 06/25/2036	710,033	523,624
Series 2006-SL3, Class A1, 3.96% (1 mo. Term SOFR + 0.31%), 06/25/2036	20,516,359	140,289
Series 2006-SL4, Class A1, 4.00% (1 mo. Term SOFR + 0.35%), 09/25/2036	3,066,377	103,797
Series 2007-D1, Class A2, 6.34%, 02/25/2038 (a)(c)	2,235,872	1,903,613
Series 2007-D1, Class A3, 7.25%, 02/25/2038 (a)(c)	5,503,211	4,223,339
Series 2007-D1, Class A4, 6.93%, 02/25/2038 (a)(c)	290,134	257,875
Series 2007-HE5, Class A2C, 4.12% (1 mo. Term SOFR + 0.47%), 07/25/2037	6,225,763	1,841,672
Adamas Trust, Inc., Series 2022-CP1, Class A1, 2.04%, 07/25/2061 (a)	727,314	682,179
Adjustable Rate Mortgage Trust
Series 2004-2, Class 6A1, 5.18%, 02/25/2035 (b)	328	327
Series 2004-4, Class 3A1, 4.46%, 03/25/2035 (b)	21,972	21,709
Series 2005-10, Class 1A1, 5.42%, 01/25/2036 (b)	177,413	169,079
Series 2005-10, Class 6A21, 4.26% (1 mo. Term SOFR + 0.61%), 01/25/2036	90,304	86,856
Series 2005-3, Class 7A1, 6.30%, 07/25/2035 (b)	139,516	139,489
Series 2005-6A, Class 2A1, 4.38% (1 mo. Term SOFR + 0.73%), 11/25/2035	114,967	29,222
Series 2005-7, Class 1A1, 4.37%, 10/25/2035 (b)	121,086	74,627
Series 2005-7, Class 2A21, 4.31%, 10/25/2035 (b)	853,387	754,526
Series 2005-7, Class 5A1, 4.53%, 10/25/2035 (b)	1,733,661	1,228,228
Series 2006-1, Class 1A1, 4.46%, 03/25/2036 (b)	55,328	51,601
Aegis Asset Backed Securities Trust, Series 2004-5, Class M2, 5.59% (1 mo. Term SOFR + 1.94%), 12/25/2034	135,225	120,785
AFC Home Equity Loan Trust, Series 2000-1, Class 2A, 4.40% (1 mo. Term SOFR + 0.75%), 03/25/2030	96,101	93,259
AJAX Mortgage Loan Trust, Series 2020-B, Class A1, 1.70%, 05/25/2059 (a)(c)	343,899	325,215
Alliance Bancorp Trust, Series 2007-OA1, Class A1, 4.24% (1 mo. Term SOFR + 0.59%), 07/25/2037	549,677	495,343
American Home Mortgage Assets LLC
Series 2006-1, Class 1A1, 3.97% (1 mo. Term SOFR + 0.32%), 05/25/2046	797,679	761,659
Series 2006-2, Class 1A1, 4.70% (MTA + 0.96%), 09/25/2046	422,192	407,577
Series 2006-6, Class A1A, 3.95% (1 mo. Term SOFR + 0.30%), 12/25/2046	56,869	49,846
Series 2007-2, Class A1, 3.89% (1 mo. Term SOFR + 0.24%), 03/25/2047	3,421,379	3,113,871
Series 2007-3, Class 11A1, 4.18% (1 mo. Term SOFR + 0.53%), 06/25/2037	130,686	128,321
American Home Mortgage Investment Trust
Series 2004-3, Class MH1, 4.54% (1 mo. Term SOFR + 1.01%), 10/25/2034	82,946	81,263
Series 2005-2, Class 2A3, 6.87% (1 mo. Term SOFR + 3.25%), 09/25/2045	472,584	383,295
Series 2005-4, Class 5A, 5.89% (6 mo. Term SOFR + 2.18%), 11/25/2045	823,679	315,225
Series 2006-3, Class 12A1, 4.14% (1 mo. Term SOFR + 0.49%), 12/25/2046	209,608	199,969
Series 2007-1, Class GA1A, 3.92% (1 mo. Term SOFR + 0.27%), 05/25/2047	6,244,248	4,758,369
Series 2007-1, Class GIOP, 2.08%, 05/25/2047 (d)	20,700,683	3,163,514
Series 2007-2, Class 12A1, 4.30% (1 mo. Term SOFR + 0.65%), 03/25/2037	961,719	322,926
Series 2007-A, Class 4A, 4.66% (1 mo. Term SOFR + 1.01%), 07/25/2046 (a)	109,975	19,121
Amortizing Residential Collateral Trust, Series 2001-BC6, Class A, 4.46% (1 mo. Term SOFR + 0.81%), 10/25/2031	281,338	279,855
Angel Oak Mortgage Trust 2024-2, Series 2024-3, Class A1, 4.80%, 11/26/2068 (a)(c)	1,075,817	1,069,661
Angel Oak Mortgage Trust LLC
Series 2023-1, Class A1, 4.75%, 09/26/2067 (a)(c)	200,956	200,428
Series 2024-11, Class A1, 5.70%, 08/25/2069 (a)(c)	1,327,167	1,330,829
Series 2024-12, Class A1, 5.65%, 10/25/2069 (a)(c)	159,504	159,870
Series 2024-4, Class A1, 6.20%, 01/25/2069 (a)(c)	370,945	372,480
Series 2024-5, Class A1, 4.95%, 07/25/2068 (a)(c)	5,439,694	5,413,345


Series 2024-7, Class A2, 5.82%, 05/25/2069 (a)(c)	583,498	585,090
Series 2024-8, Class A1, 5.34%, 05/27/2069 (a)(c)	1,552,143	1,550,272
Series 2025-1, Class A1, 5.69%, 01/25/2070 (a)(c)	528,995	530,444
Series 2025-10, Class A1, 4.96%, 09/25/2070 (a)(b)	1,373,919	1,361,325
Series 2025-2, Class A1, 5.64%, 02/25/2070 (a)(c)	2,230,899	2,235,693
Series 2025-4, Class A1, 5.86%, 04/25/2070 (a)(c)	685,032	688,219
Series 2025-7, Class A1, 5.51%, 06/25/2070 (a)(c)	293,214	293,336
Series 2025-8, Class A1, 5.41%, 07/25/2070 (a)(c)	5,447,578	5,444,924
Series 2025-R1, Class A1, 4.85%, 07/25/2062 (a)(c)	518,988	511,900
APS Resecuritization Trust, Series 2015-1, Class 2B, 3.98%, 08/28/2054 (a)(b)	2,123,123	1,946,822
Argent Securities, Inc. Asset-Backed Pass-Through Certificates Series 2003-W7
Series 2005-W1, Class A2, 4.24% (1 mo. Term SOFR + 0.59%), 05/25/2035	13,601,485	11,605,025
Series 2006-W4, Class A2D, 4.30% (1 mo. Term SOFR + 0.65%), 05/25/2036	265,220	61,680
Series 2006-W5, Class A1A, 4.06% (1 mo. Term SOFR + 0.41%), 06/25/2036	693,759	459,282
Series 2006-W5, Class A2B, 3.96% (1 mo. Term SOFR + 0.31%), 06/25/2036	294,039	76,855
ASG Resecuritization Trust, Series 2011-1, Class 2H1, 6.00%, 09/28/2036 (a)(b)(e)	3,222,000	1,006,875
Asset Backed Funding Certificates
Series 2002-NC1, Class M2, 5.64% (1 mo. Term SOFR + 1.99%), 02/25/2032	284,082	291,476
Series 2005-AQ1W, Class A5, 4.81%, 06/25/2035 (c)(e)	13,860,009	13,374,908
Series 2005-WF1, Class M8, 5.64% (1 mo. Term SOFR + 1.99%), 04/25/2034	324,122	332,417
Asset Backed Securities Corp. Home Equity
Series 2004-HE3, Class M2, 5.44% (1 mo. Term SOFR + 1.79%), 06/25/2034	511,314	508,659
Series 2005-HE2, Class M4, 4.99% (1 mo. Term SOFR + 1.34%), 02/25/2035	199,370	196,956
Banc of America Alternative Loan Trust
Series 2005-10, Class 1CB1, 4.16% (1 mo. Term SOFR + 0.51%), 11/25/2035	364,861	320,949
Series 2005-11, Class 1CB3, 5.50%, 12/25/2035	174,660	158,970
Series 2005-11, Class 1CB5, 5.50%, 12/25/2035	146,026	132,908
Series 2006-4, Class 3CB4, 6.00%, 05/25/2046	137,369	126,758
Series 2006-5, Class CB7, 6.00%, 06/25/2046	712,921	625,091
Series 2006-6, Class 2A10, 6.00%, 07/25/2046	350,984	297,050
Series 2006-6, Class 2A8, 6.00%, 07/25/2046	253,064	214,177
Series 2006-6, Class CB1, 4.41% (1 mo. Term SOFR + 0.76%), 07/25/2046	460,618	361,518
Series 2006-8, Class 1A1, 2.74% (-1 x 1 mo. Term SOFR + 6.39%), 11/25/2036 (d)(f)	3,349,135	347,201
Series 2006-8, Class 1A4, 4.21% (1 mo. Term SOFR + 0.56%), 11/25/2036	963,260	764,581
Series 2007-1, Class 1A1, 3.79%, 04/25/2028 (b)	201,972	185,472
Series 2007-2, Class 1A1, 5.50%, 06/25/2037	558,213	490,307
Series 2007-2, Class 3A2, 4.12% (1 mo. Term SOFR + 0.47%), 06/25/2037	111,461	82,496
Banc of America Funding Corp.
Series 2003-2, Class B1, 6.50%, 06/25/2032 (b)	144,837	142,446
Series 2004-2, Class 1CB1, 5.75%, 09/20/2034	772,895	752,120
Series 2005-1, Class 1A6, 5.50%, 02/25/2035	21,030	20,673
Series 2005-3, Class 1A10, 5.25%, 06/25/2035	240,142	227,547
Series 2005-5, Class 3A5, 5.50%, 08/25/2035	117,303	115,240
Series 2005-6, Class 1A3, 5.75%, 10/25/2035	923,242	767,723
Series 2005-6, Class 1A8, 6.00%, 10/25/2035	264,162	223,983
Series 2005-7, Class 4A3, 5.75%, 11/25/2035	64,363	62,950
Series 2005-8, Class 1A1, 5.50%, 01/25/2036	189,469	156,405
Series 2005-B, Class 2A1, 4.37%, 04/20/2035 (b)	249,519	239,562
Series 2005-E, Class 8A1, 5.17% (MTA + 1.43%), 06/20/2035	978,299	777,393
Series 2005-H, Class 1A1, 4.96%, 11/20/2035 (b)	76,838	69,709
Series 2006-4, Class A11, 6.00%, 07/25/2036	151,575	120,872
Series 2006-4, Class A5, 6.00%, 07/25/2036	2,201,450	1,755,525
Series 2006-7, Class 1A1, 4.21% (1 mo. Term SOFR + 0.56%), 09/25/2036	570,175	452,002
Series 2006-7, Class 1A3, 2.79% (-1 x 1 mo. Term SOFR + 6.44%), 09/25/2036 (d)(f)	210,107	23,142
Series 2006-B, Class 6A1, 4.53%, 03/20/2036 (b)	1,132,882	1,069,102
Series 2006-G, Class 3A3, 6.31% (12 mo. Term SOFR + 2.47%), 07/20/2036	328	326
Series 2006-H, Class 2A2, 4.65%, 09/20/2046 (b)	321,886	280,572
Series 2006-I, Class 6A1, 4.13% (1 mo. Term SOFR + 0.49%), 12/20/2046	1,156,353	1,067,611
Series 2007-1, Class TA1A, 3.82% (1 mo. Term SOFR + 0.17%), 01/25/2037	192,977	171,464
Series 2007-1, Class TA3A, 4.08% (1 mo. Term SOFR + 0.43%), 01/25/2037	480,711	432,930


Series 2007-2, Class 1A16, 4.36% (1 mo. Term SOFR + 0.71%), 03/25/2037	243,302	178,879
Series 2007-2, Class 1A31, 6.00%, 03/25/2037	337,974	257,895
Series 2007-2, Class TA1B, 5.81%, 03/25/2037 (b)	41,798	48,564
Series 2007-3, Class TA6, 6.39%, 04/25/2037 (c)	158,922	135,304
Series 2007-4, Class 3A1, 4.13% (1 mo. Term SOFR + 0.48%), 06/25/2037	142,799	111,664
Series 2007-8, Class 4A1, 6.00%, 08/25/2037	74,832	60,425
Series 2007-A, Class 2A1, 4.07% (1 mo. Term SOFR + 0.43%), 02/20/2047	708,229	672,942
Series 2007-C, Class 7A4, 4.19% (1 mo. Term SOFR + 0.55%), 05/20/2047	195,179	183,940
Series 2007-C, Class 7A5, 4.35% (1 mo. Term SOFR + 0.71%), 05/20/2047	865,507	819,961
Series 2009-R14A, Class 2A, 7.98% (-2 x 1 mo. Term SOFR + 14.80%), 07/26/2035 (a)(f)	399,218	336,468
Series 2009-R9, Class 3A3, 3.43%, 04/30/2035 (a)(b)	380,301	302,663
Series 2010-R6, Class 3A4, 6.25%, 09/26/2037 (a)(b)	583,902	191,720
Series 2010-R8, Class 1A4, 5.75%, 05/26/2036 (a)	251,079	134,260
Series 2014-R6, Class 3A2, 3.97%, 10/26/2036 (a)(b)(e)	749,657	683,125
Series 2015-R2, Class 3A3, 3.80%, 04/29/2037 (a)(b)	1,635,393	1,496,398
Series 2016-R2, Class 1A2, 10.13%, 05/01/2033 (a)(b)	1,830,178	1,925,268
Banc of America Mortgage Securities, Inc.
Series 2003-H, Class 2A2, 6.52%, 09/25/2033 (b)	510,317	490,882
Series 2005-3, Class 2A3, 5.50%, 03/25/2035	368,917	338,091
Series 2005-8, Class A12, 5.50%, 09/25/2035	666,990	583,825
Series 2005-A, Class 1A1, 3.75%, 02/25/2035 (b)	102,149	88,349
Series 2005-E, Class 3A1, 4.57%, 06/25/2035 (b)	111,923	108,058
Series 2005-F, Class 2A2, 5.44%, 07/25/2035 (b)	234,119	223,626
Series 2005-G, Class 2A1, 5.21%, 08/25/2035 (b)	333,405	321,326
Series 2005-I, Class 3A1, 3.95%, 10/25/2035 (b)	391,149	317,520
Series 2006-2, Class A2, 6.00% (1 mo. Term SOFR + 6.00%), 07/25/2046	349,741	309,519
Series 2006-2, Class A3, 4.36% (1 mo. Term SOFR + 0.71%), 07/25/2046	615,368	508,007
Series 2007-1, Class 1A4, 6.00%, 03/25/2037	952,004	822,139
Series 2007-1, Class 2A11, 4.36% (1 mo. Term SOFR + 0.71%), 01/25/2037	678,018	578,170
Series 2007-2, Class A1, 4.11% (1 mo. Term SOFR + 0.46%), 05/25/2037	1,589,710	1,070,739
Series 2007-2, Class A6, 5.75%, 05/25/2037	151,374	112,878
Series 2007-3, Class 1A1, 6.00%, 09/25/2037	1,418,485	1,170,933
Series 2007-3, Class 2A13, 4.76% (1 mo. Term SOFR + 1.11%), 09/25/2037 (e)	463,764	320,866
Bank of America NA, Series 2008-R4, Class 1A4, 4.15% (1 mo. Term SOFR + 0.56%), 07/25/2037 (a)	1,356,915	951,684
BankAmerica Manufactured Housing Contract Trust
Series 1997-1, Class B1, 6.94%, 04/15/2027	600,000	19,459
Series 1998-2, Class B1, 6.48%, 12/10/2026 (b)	2,177,312	118,775
Barclays Mortgage Loan Trust
Series 2025-NQM3, Class A1, 5.64%, 05/25/2065 (a)(b)	2,345,447	2,346,913
Series 2025-NQM3, Class A1A, 5.64%, 05/25/2065 (a)(c)	23,593,450	23,612,344
Bayview Asset Management LLC/Private Equity
Series 2021-5, Class AF, 4.48% (30 day avg SOFR US + 0.85%), 11/25/2051 (a)	377,266	353,581
Series 2021-6, Class A2, 2.50%, 10/25/2051 (a)(b)	180,249	148,384
Bayview Financial Acquisition Trust, Series 2006-C, Class 2A3, 4.20% (1 mo. Term SOFR + 0.55%), 11/28/2036	638,885	613,256
BCAP LLC Trust
Series 2007-AA2, Class 2A7, 6.00%, 04/25/2037	1,415,776	593,296
Series 2007-AA4, Class 12A1, 4.33%, 06/25/2047 (b)	2,487,965	916,992
Series 2008-RR3, Class A1B, 6.70%, 10/25/2036 (a)(b)	2,676,023	778,496
Series 2009-RR4, Class 1A2, 6.50%, 06/26/2037 (a)(b)	72,468	15,445
Series 2010-RR9, Class 6A2, 6.00%, 10/26/2035 (a)(b)(e)	5,533,379	4,720,526
Series 2011-RR4, Class 7A1, 5.25%, 04/26/2037 (a)(e)	1,762,456	986,975
Series 2011-RR4, Class 8A1, 5.25%, 02/26/2036 (a)(b)	1,203,027	430,277
Series 2011-RR5, Class 12A1, 4.44%, 03/26/2037 (a)(c)	215,835	215,043
Series 2011-RR9, Class 6A6, 4.11%, 01/26/2036 (a)(b)(e)	3,251,509	1,355,473
Series 2012-RR4, Class 4A7, 4.15%, 02/26/2036 (a)(b)	1,756,101	912,420
Bear Stearns Adjustable Rate Mortgage Trust
Series 2003-5, Class 2B1, 4.38%, 08/25/2033 (b)	40,252	33,265
Series 2003-6, Class 2A1, 6.38%, 08/25/2033 (b)	55,362	55,179
Series 2005-10, Class A3, 5.78%, 10/25/2035 (b)	525,502	525,768
Series 2005-12, Class 23A1, 4.33%, 02/25/2036 (b)	392,039	363,536


Series 2006-1, Class A1, 5.95% (1 yr. CMT Rate + 2.25%), 02/25/2036	72,167	69,807
Series 2006-2, Class 2A1, 4.11%, 07/25/2036 (b)	161,444	140,046
Series 2006-2, Class 3A1, 4.07%, 07/25/2036 (b)	285,589	247,540
Series 2006-4, Class 2A1, 3.99%, 10/25/2036 (b)	259,454	218,849
Series 2007-2, Class 4A1, 5.85% (1 yr. CMT Rate + 2.20%), 12/25/2046	710,492	650,506
Bear Stearns Alt-A Trust
Series 2003-6, Class 2A1, 5.25%, 01/25/2034 (b)	110,692	104,816
Series 2004-3, Class A1, 4.40% (1 mo. Term SOFR + 0.75%), 04/25/2034	92,328	91,958
Series 2004-4, Class M1, 4.62% (1 mo. Term SOFR + 0.97%), 06/25/2034	566,501	637,303
Series 2004-4, Class M2, 5.64% (1 mo. Term SOFR + 1.99%), 06/25/2034	218,354	219,475
Series 2005-7, Class 23A1, 4.25%, 09/25/2035 (b)	243,889	98,248
Series 2006-3, Class 34A1, 3.83%, 05/25/2036 (b)	2,911,375	1,139,916
Series 2006-6, Class 31A1, 4.23%, 11/25/2036 (b)	990,142	520,854
Series 2006-7, Class 23A1, 5.14%, 12/25/2046 (b)	1,460,919	952,378
Bear Stearns Alt-A Trust II, Series 2007-1, Class 1A1, 4.12%, 09/25/2047 (b)	6,624,003	3,063,258
Bear Stearns Asset Backed Securities Trust
Series 2003-AC4, Class A, 5.50%, 09/25/2033 (c)	67,717	60,130
Series 2004-AC5, Class A1, 5.75%, 10/25/2034 (c)	93,012	89,338
Series 2004-AC6, Class A1, 5.75%, 11/25/2034 (c)	2,553,688	2,293,503
Series 2004-FR2, Class M5, 5.00% (1 mo. Term SOFR + 2.74%), 06/25/2034	334,034	410,655
Series 2004-HE10, Class M1, 4.74% (1 mo. Term SOFR + 1.09%), 12/25/2034	209,998	212,230
Series 2004-HE7, Class M2, 5.49% (1 mo. Term SOFR + 1.84%), 08/25/2034	3,109	3,047
Series 2004-HE8, Class M3, 5.86% (1 mo. Term SOFR + 2.21%), 09/25/2034	371,050	367,141
Series 2004-HE9, Class M2, 5.29% (1 mo. Term SOFR + 1.91%), 11/25/2034	1,731,545	1,686,561
Series 2005-AC2, Class 1M1, 4.44% (1 mo. Term SOFR + 0.79%), 04/25/2035	669,981	414,510
Series 2005-AC6, Class 1A3, 5.50%, 09/25/2035 (b)	264,136	251,014
Series 2005-AC6, Class 1A4, 5.40%, 09/25/2035 (b)	162,924	154,843
Series 2005-AC8, Class A3, 3.89% (-1 x 1 mo. Term SOFR + 7.54%), 11/25/2035 (d)(f)	3,018,139	715,051
Series 2006-AC3, Class 1A1, 4.16% (1 mo. Term SOFR + 0.51%), 05/25/2036	2,661,133	607,165
Series 2006-IM1, Class A1, 4.22% (1 mo. Term SOFR + 0.57%), 04/25/2036	2,255,504	2,475,748
Series 2006-SD3, Class 23A2, 4.16% (1 mo. Term SOFR + 0.51%), 07/25/2036	782,669	696,830
Series 2006-ST1, Class A1, 4.71% (1 mo. Term SOFR + 1.06%), 10/25/2036 (e)	199,452	144,303
Series 2006-ST1, Class A2, 3.29% (-1 x 1 mo. Term SOFR + 6.94%), 10/25/2036 (d)(e)(f)	2,737,655	195,058
Series 2007-AC5, Class A3, 6.00%, 07/25/2037	3,769,976	1,262,561
Series 2007-AC6, Class A1, 6.50%, 10/25/2037	1,370,732	519,401
Series 2007-HE2, Class 23A, 4.04% (1 mo. Term SOFR + 0.39%), 03/25/2037	72,609	69,889
Series 2007-HE5, Class 2A, 3.98% (1 mo. Term SOFR + 0.33%), 06/25/2047	195,178	194,006
Series 2007-SD1, Class 1A3A, 6.50%, 10/25/2036	1,408,468	437,180
Series 2007-SD1, Class 22A1, 4.88%, 10/25/2036 (b)	828,677	336,961
Bear Stearns Cos. LLC, Series 2008-R2, Class 2A2, 3.98%, 06/25/2047 (a)(b)	3,392,627	2,700,549
Bear Stearns Mortgage Funding Trust
Series 2006-AR3, Class 1A1, 4.12% (1 mo. Term SOFR + 0.47%), 10/25/2036	9,562,339	8,585,745
Series 2006-AR3, Class 2A1, 4.16% (1 mo. Term SOFR + 0.51%), 11/25/2036	60,727	57,171
Series 2007-AR1, Class 1A1, 3.92% (1 mo. Term SOFR + 0.27%), 01/25/2037	501,022	448,037
Series 2007-AR3, Class 21A1, 4.06% (1 mo. Term SOFR + 0.41%), 04/25/2037	407,594	379,968
Series 2007-AR4, Class G2AB, 4.24% (1 mo. Term SOFR + 0.59%), 06/25/2037	6,726,019	6,143,406
Series 2007-AR5, Class 1A1A, 4.10% (1 mo. Term SOFR + 0.45%), 06/25/2047	366,146	324,548
Series 2007-AR5, Class 1A2G, 4.20% (1 mo. Term SOFR + 0.55%), 06/25/2047	1,140,093	1,021,663
Bear Stearns Structured Products, Inc.
Series 2007-R6, Class 1A1, 4.75%, 01/26/2036 (b)(e)	615,211	446,028
Series 2007-R6, Class 2A1, 3.92%, 12/26/2046 (b)(e)	197,543	140,256
BNC Mortgage Loan Trust, Series 2006-2, Class A4, 4.08% (1 mo. Term SOFR + 0.43%), 11/25/2036	226,755	222,794
Bombardier Capital Mortgage Securitization Corp., Series 2000-A, Class A2, 7.58%, 06/15/2030 (b)	3,879,580	183,011
BRAVO 2024-NQM6, Series 2024-NQM6, Class A1, 5.41%, 08/01/2064 (a)(c)	292,870	292,774
BRAVO Residential Funding Trust
Series 2023-NQM3, Class A1, 4.85%, 09/25/2062 (a)(c)	2,027,086	2,020,777
Series 2023-NQM4, Class A1, 6.44%, 05/25/2063 (a)(c)	95,446	95,185
Series 2023-NQM5, Class A1, 6.51%, 06/25/2063 (a)(c)	934,493	935,241
Series 2023-NQM8, Class A1, 6.39%, 10/25/2063 (a)(c)	1,470,595	1,471,953
Series 2024-NQM1, Class A1, 5.94%, 12/01/2063 (a)(c)	3,308,998	3,312,409


Series 2024-NQM2, Class A1, 6.29%, 02/25/2064 (a)(c)	2,705,079	2,712,932
Series 2024-NQM2, Class A3, 6.59%, 02/25/2064 (a)(c)	185,634	186,442
Series 2024-NQM3, Class A1, 6.19%, 03/25/2064 (a)(c)	1,524,037	1,532,351
Series 2024-NQM5, Class A1, 5.80%, 06/25/2064 (a)(c)	845,991	849,416
Series 2025-NQM10, Class A1, 4.87%, 09/25/2065 (a)(b)	5,830,830	5,776,854
Series 2025-NQM2, Class A1, 5.68%, 11/25/2064 (a)(c)	818,455	821,783
Series 2025-NQM3, Class A1, 5.57%, 03/25/2065 (a)(c)	1,260,739	1,262,499
Series 2025-NQM8, Class A1A, 5.08%, 06/25/2065 (a)(c)	592,926	589,830
Carrington Mortgage Loan Trust
Series 2006-FRE1, Class A4, 4.01% (1 mo. Term SOFR + 0.36%), 04/25/2036	1,450,000	1,322,877
Series 2006-NC3, Class A4, 4.24% (1 mo. Term SOFR + 0.59%), 08/25/2036	2,995,630	2,574,337
CC Funding Corp./DE
Series 2003-4A, Class B1, 4.37%, 10/25/2034 (a)(b)	204,384	196,020
Series 2004-1A, Class A2, 4.09% (1 mo. Term SOFR + 0.44%), 01/25/2035 (a)	324,156	322,695
Series 2004-3A, Class A2, 4.06% (1 mo. Term SOFR + 0.41%), 08/25/2035 (a)	112,322	110,790
Series 2004-4A, Class B1, 3.24%, 10/25/2035 (a)(b)	2,164,604	1,889,039
Series 2005-2A, Class A2, 3.99% (1 mo. Term SOFR + 0.34%), 05/25/2036 (a)	199,381	193,996
Series 2006-2A, Class A2, 3.94% (1 mo. Term SOFR + 0.29%), 04/25/2047 (a)	3,007,815	2,375,618
Series 2006-4A, Class A1, 3.89% (1 mo. Term SOFR + 0.24%), 11/25/2047 (a)	708,808	788,503
Centex Home Equity, Series 2002-A, Class MF1, 6.14%, 01/25/2032 (b)	131,430	92,036
Charlie Mac LLC, Series 2004-1, Class A8, 4.31% (1 mo. Term SOFR + 0.66%), 08/25/2034	24,439	23,183
Chase Funding Mortgage Loan Asset-Backed, Series 2003-5, Class 1M2, 5.64%, 09/25/2032 (b)	72,328	65,663
Chase Mortgage Finance Corp.
Series 2004-S2, Class 2A4, 5.50%, 02/25/2034	140,052	139,250
Series 2005-A1, Class 2A4, 4.65%, 12/25/2035 (b)	268,393	248,935
Series 2006-S1, Class A5, 6.50%, 05/25/2036	4,061,442	1,645,752
Series 2006-S2, Class 1A19, 6.25%, 10/25/2036	440,315	156,242
Series 2006-S4, Class A1, 4.41% (1 mo. Term SOFR + 0.76%), 12/25/2036	2,412,348	715,825
Series 2006-S4, Class A2, 1.59% (-1 x 1 mo. Term SOFR + 5.24%), 12/25/2036 (d)(f)	648,949	44,206
Series 2007-A1, Class 1A5, 6.31%, 02/25/2037 (b)	985	987
Series 2007-A1, Class 2A2, 5.52%, 02/25/2037 (b)	142,363	135,385
Series 2007-A3, Class 1A7, 4.57%, 12/25/2037 (b)	104,261	85,461
Series 2007-A3, Class 3A1, 4.73%, 12/25/2037 (b)	266,195	232,343
Series 2007-S1, Class A1, 4.36% (1 mo. Term SOFR + 0.71%), 02/25/2037	6,459,004	1,769,332
Series 2019-ATR1, Class A11, 4.71% (1 mo. Term SOFR + 1.06%), 04/25/2049 (a)	61,990	61,441
Series 2019-ATR1, Class B4, 4.39%, 04/25/2049 (a)(b)	144,000	118,591
Chaseflex Trust
Series 2005-2, Class 1A1, 6.00%, 06/25/2035	683,985	404,893
Series 2007-1, Class 2A6, 6.00%, 02/25/2037	1,843,689	544,564
Series 2007-3, Class 1A2, 4.22% (1 mo. Term SOFR + 0.57%), 07/25/2037	10,688,695	3,033,855
CIM Trust
Series 2019-INV1, Class A2, 4.74% (30 day avg SOFR US + 1.11%), 02/25/2049 (a)	201,671	195,741
Series 2019-INV3, Class A11, 4.69% (30 day avg SOFR US + 1.06%), 08/25/2049 (a)	67,057	65,157
Series 2021-INV1, Class A8, 2.50%, 07/01/2051 (a)(b)	209,915	186,946
Series 2021-R6, Class A1, 1.43%, 07/25/2061 (a)(b)	212,510	195,160
Citicorp Mortgage Securities, Inc.
Series 2005-8, Class 1A7, 5.50%, 11/25/2035	3,075,075	2,999,594
Series 2006-3, Class 1A4, 6.00%, 06/25/2036	1,140,395	1,025,399
Series 2006-4, Class 1A4, 6.00%, 08/25/2036	890,708	819,103
Series 2007-5, Class 1A9, 6.00%, 06/25/2037	45,200	40,621
Citicorp Residential Mortgage Securities, Inc., Series 2006-3, Class M2, 4.32%, 11/25/2036 (c)	337,224	319,636
Citigroup Financial Products, Inc.
Series 1997-HUD1, Class A4, 2.56%, 12/25/2030 (b)(e)	200,920	88,606
Series 2004-HYB3, Class 1A, 4.72%, 09/25/2034 (b)	65,015	58,165
Series 2004-NCM2, Class 1CB1, 5.50%, 08/25/2034 (e)	17,400	14,703
Series 2005-10, Class 1A2A, 4.03%, 12/25/2035 (b)	111,105	67,946
Series 2005-2, Class 1A1, 5.36%, 05/25/2035 (b)	151,530	145,568
Series 2005-WF1, Class M2, 6.03%, 11/25/2034 (c)	335,727	299,051
Series 2005-WF2, Class AF6A, 6.13%, 08/25/2035 (c)	692,369	643,286
Series 2006-8, Class A1, 4.36% (1 mo. Term SOFR + 0.71%), 10/25/2035 (a)	5,295,101	2,294,718


Series 2007-WFH3, Class M1, 4.15% (1 mo. Term SOFR + 0.50%), 06/25/2037	107,077	107,483
Series 2020-EXP2, Class A4, 2.50%, 08/25/2050 (a)(b)	845,117	736,043
Citigroup Mortgage Loan Trust, Inc.
Series 2004-HYB2, Class 2A, 6.03%, 03/25/2034 (b)	126,578	118,229
Series 2005-11, Class A2A, 6.48% (1 yr. CMT Rate + 2.40%), 10/25/2035	96,728	99,040
Series 2005-7, Class 2A2A, 6.17%, 09/25/2035 (b)	1,199,707	909,198
Series 2005-7, Class 2A3A, 3.89%, 09/25/2035 (b)	698,548	510,199
Series 2005-8, Class 2A3, 5.50%, 09/25/2035	623,290	578,235
Series 2005-9, Class 1A1, 4.02% (1 mo. Term SOFR + 0.37%), 11/25/2035	1,044,345	937,946
Series 2005-9, Class 22A2, 6.00%, 11/25/2035	682,865	696,416
Series 2006-AR1, Class 1A1, 5.90% (1 yr. CMT Rate + 2.40%), 10/25/2035	348,409	338,845
Series 2006-AR1, Class 2A1, 6.05% (1 yr. CMT Rate + 2.40%), 03/25/2036	4,020	4,004
Series 2006-AR2, Class 1A1, 5.32%, 03/25/2036 (b)	396,792	286,981
Series 2006-AR7, Class 1A3A, 4.85%, 07/25/2046 (b)	775,630	753,695
Series 2006-AR7, Class 2A2A, 4.62%, 11/25/2036 (b)	181,372	157,756
Series 2006-FX1, Class A4, 7.58%, 10/25/2036 (c)	511,506	294,216
Series 2006-WF1, Class A2C, 6.10%, 03/25/2036 (c)	556,601	249,067
Series 2007-10, Class 2A4A, 6.55%, 09/25/2037 (b)	13,307	13,126
Series 2007-2, Class 1A2, 4.11% (1 mo. Term SOFR + 0.46%), 11/25/2036	1,468,706	1,186,743
Series 2007-6, Class 1A3A, 3.82%, 10/25/2046 (b)	1,406,096	1,278,754
Series 2007-9, Class 3A1, 6.50%, 06/25/2037 (a)	464,541	464,938
Series 2007-AR1, Class A4, 4.18% (1 mo. Term SOFR + 0.53%), 01/25/2037	5,929,947	1,056,753
Series 2007-OPX1, Class A2, 4.16% (1 mo. Term SOFR + 0.51%), 01/25/2037	1,104,729	465,554
Series 2007-OPX1, Class A3A, 7.47%, 01/25/2037 (c)	2,342,347	977,461
Series 2009-8, Class 2A2, 6.10%, 04/25/2037 (a)(b)(e)	1,931,617	1,059,975
Series 2012-7, Class 11A2, 4.73%, 09/25/2035 (a)(b)(d)	596,085	537,727
Series 2014-12, Class 2A5, 3.19%, 02/25/2037 (a)(b)	2,016,473	1,521,636
Series 2021-INV3, Class A11, 4.48% (30 day avg SOFR US + 0.85%), 05/25/2051 (a)	809,685	755,554
Series 2024-1, Class A3A, 6.00%, 07/25/2054 (a)(b)	3,992,692	4,035,226
Series 2025-LTV1, Class A1, 5.24%, 12/25/2055 (a)(b)	463,369	460,971
Citimortgage Alternative Loan Trust
Series 2006-A2, Class A1, 6.00%, 05/25/2036	2,370,376	2,254,348
Series 2006-A4, Class 1A3, 6.00%, 09/25/2036	2,689,063	2,438,753
Series 2006-A5, Class 1A2, 2.79% (-1 x 1 mo. Term SOFR + 6.44%), 10/25/2036 (d)(f)	954,578	115,721
Series 2006-A7, Class 1A1, 6.00%, 12/25/2036 (b)	353,637	313,393
Series 2006-A7, Class 1A12, 6.00%, 12/25/2036	281,537	252,479
Series 2007-A1, Class 1A9, 1.64% (-1 x 1 mo. Term SOFR + 5.29%), 01/25/2037 (d)(f)	934,211	63,107
Series 2007-A3, Class 1A1, 6.00%, 03/25/2037 (b)	441,508	393,873
Series 2007-A4, Class 1A13, 5.75%, 04/25/2037	193,128	176,627
Series 2007-A4, Class 1A6, 5.75%, 04/25/2037	98,871	90,028
Series 2007-A4, Class 1A9, 4.36% (1 mo. Term SOFR + 0.71%), 04/25/2037	1,172,416	1,004,891
Series 2007-A5, Class 1A3, 4.26% (1 mo. Term SOFR + 0.61%), 05/25/2037	224,938	192,741
Series 2007-A6, Class 1A5, 6.00%, 06/25/2037	953,891	857,047
CitiMortgage, Inc.
Series 2005-1, Class 1A4, 5.50%, 02/25/2035	15,423	15,051
Series 2005-1, Class 1A7, 4.16% (1 mo. Term SOFR + 0.51%), 02/25/2035	175,455	165,095
COLT 2023-2 Mortgage Loan Trust
Series 2024-1, Class A1, 5.84%, 02/25/2069 (a)(c)	4,193,142	4,194,080
Series 2024-4, Class A1, 5.95%, 07/25/2069 (a)(c)	20,039,827	20,120,693
Colt 2025-1 Mortgage Loan Trust, Series 2025-1, Class A1, 5.70%, 01/25/2070 (a)(c)	1,437,577	1,442,798
COLT Funding LLC
Series 2023-3, Class A1, 7.18%, 09/25/2068 (a)(c)	5,827,744	5,834,136
Series 2023-4, Class A1, 7.16%, 10/25/2068 (a)(c)	1,640,088	1,644,567
Series 2023-4, Class B1, 8.43%, 10/25/2068 (a)(b)	2,688,000	2,699,782
Series 2024-2, Class A1, 6.13%, 04/25/2069 (a)(c)	174,451	174,980
Series 2024-6, Class A1, 5.39%, 11/25/2069 (a)(c)	1,651,955	1,650,851
Series 2025-10, Class A1, 5.09%, 10/25/2070 (a)(b)	642,546	638,329
Series 2025-11, Class A1, 5.05%, 11/25/2070 (a)(b)	15,061,624	14,967,595
Series 2025-4, Class A1, 5.79%, 04/25/2070 (a)(c)	3,010,080	3,026,366
Series 2025-9, Class A1, 5.19%, 09/25/2070 (a)(c)	9,307,374	9,269,474


Conseco Finance Securitizations Corp.
Series 1999-6, Class A1, 7.36%, 06/01/2030 (a)(b)	12,655,607	2,693,190
Series 2001-2, Class M1, 7.69%, 03/01/2031 (b)	1,008,953	1,015,398
Series 2001-4, Class M2, 8.59%, 09/01/2033 (b)	2,295,268	2,384,174
Series 2002-1, Class M2, 9.55%, 12/01/2033 (b)	5,028,847	5,086,679
Conseco, Inc./Old
Series 1995-5, Class B2, 7.65%, 09/15/2026 (b)	3,859,471	39
Series 1996-8, Class B1, 7.95%, 11/15/2026 (b)	410,211	411,353
Series 1997-7, Class M1, 7.03%, 07/15/2028 (b)	201,021	202,682
Series 1998-3, Class M1, 6.86%, 03/01/2030 (b)	853,311	870,786
Series 1998-8, Class M1, 6.98%, 09/01/2030 (b)	1,218,028	1,226,523
Series 1999-1, Class M1, 6.56%, 11/01/2028 (b)	6,404,743	6,535,899
Series 1999-4, Class A7, 7.41%, 05/01/2031	2,071,300	463,889
Series 1999-5, Class A6, 7.50%, 03/01/2030 (b)	6,206,135	1,258,193
Countrywide Alternative Loan Trust
Series 2003-J2, Class M, 6.00%, 10/25/2033	119,621	119,879
Series 2003-J3, Class 1A3, 5.25%, 11/25/2033	81,792	81,198
Series 2004-28CB, Class 2A5, 4.16% (1 mo. Term SOFR + 0.51%), 01/25/2035	79,365	71,189
Series 2004-30CB, Class 2A3, 5.75%, 02/25/2035	1,807,009	1,162,113
Series 2004-34T1, Class A2, 5.50%, 02/25/2035	607,610	536,500
Series 2004-J5, Class M2, 5.41% (1 mo. Term SOFR + 1.76%), 08/25/2034	118,835	118,130
Series 2005-11CB, Class 2A3, 5.50%, 06/25/2035	165,699	132,214
Series 2005-11CB, Class 3A2, 4.26% (1 mo. Term SOFR + 0.61%), 06/25/2035	681,279	467,213
Series 2005-14, Class 2A1, 4.18% (1 mo. Term SOFR + 0.53%), 05/25/2035	161,975	157,229
Series 2005-16, Class A3, 4.26% (1 mo. Term SOFR + 0.61%), 06/25/2035	169,411	156,325
Series 2005-17, Class 2A1, 4.24% (1 mo. Term SOFR + 0.59%), 07/25/2035	475,063	394,108
Series 2005-19CB, Class A2, 8.66% (-2 x 1 mo. Term SOFR + 16.69%), 06/25/2035 (f)	233,396	179,334
Series 2005-20CB, Class 1A2, 5.50%, 07/25/2035	382,219	297,280
Series 2005-20CB, Class 1A3, 5.50%, 07/25/2035	1,629,040	1,267,027
Series 2005-21CB, Class A3, 5.25%, 06/25/2035	236,339	171,337
Series 2005-21CB, Class A7, 5.50%, 06/25/2035	39,992	29,503
Series 2005-24, Class 4A2, 4.36% (1 mo. Term SOFR + 0.71%), 07/20/2035	249,326	215,319
Series 2005-27, Class 1A4, 3.38%, 08/25/2035 (b)	313,859	283,245
Series 2005-27, Class 1A5, 3.47%, 08/25/2035 (b)	297,590	273,050
Series 2005-27, Class 1A6, 4.99% (1 mo. Term SOFR + 1.34%), 08/25/2035	288,266	231,593
Series 2005-27, Class 2A1, 5.09% (MTA + 1.35%), 08/25/2035	1,365,080	1,184,078
Series 2005-28CB, Class 1A9, 4.31% (1 mo. Term SOFR + 0.66%), 08/25/2035	1,816,059	1,440,473
Series 2005-28CB, Class 3A3, 4.46% (1 mo. Term SOFR + 0.81%), 08/25/2035	2,377,296	695,560
Series 2005-28CB, Class 3A5, 6.00%, 08/25/2035	102,769	36,822
Series 2005-29CB, Class A2, 4.06% (1 mo. Term SOFR + 0.41%), 07/25/2035	531,977	252,545
Series 2005-29CB, Class A4, 5.00%, 07/25/2035	99,917	51,575
Series 2005-34CB, Class 1A2, 1.34% (-1 x 1 mo. Term SOFR + 4.99%), 09/25/2035 (d)(f)	279,544	16,848
Series 2005-36, Class 4A1, 4.11%, 08/25/2035 (b)	184,229	172,796
Series 2005-43, Class 3A1, 4.05%, 10/25/2035 (b)	686,221	655,681
Series 2005-45, Class 2A1, 5.79% (MTA + 2.05%), 10/20/2035	474,253	338,510
Series 2005-46CB, Class A14, 5.50%, 10/25/2035	231,124	156,784
Series 2005-48T1, Class A3, 4.23% (1 mo. Term SOFR + 0.58%), 11/25/2035	7,435,253	3,442,211
Series 2005-49CB, Class A7, 5.50%, 11/25/2035	543,543	326,696
Series 2005-50CB, Class 2A1, 6.00%, 11/25/2035	914,818	370,995
Series 2005-50CB, Class 3A1, 6.00%, 11/25/2035	1,127,748	405,176
Series 2005-51, Class 2A1, 4.36% (1 mo. Term SOFR + 0.71%), 11/20/2035 (e)	43,164	37,294
Series 2005-51, Class 3A2A, 5.03% (MTA + 1.29%), 11/20/2035	655,623	595,668
Series 2005-53T2, Class 2A6, 4.26% (1 mo. Term SOFR + 0.61%), 11/25/2035	2,185,312	1,061,034
Series 2005-53T2, Class 2A7, 1.74% (-1 x 1 mo. Term SOFR + 5.39%), 11/25/2035 (d)(f)	2,185,312	200,329
Series 2005-56, Class 4A1, 4.38% (1 mo. Term SOFR + 0.73%), 11/25/2035	870,580	819,829
Series 2005-57CB, Class 3A3, 5.50%, 12/25/2035	340,755	145,045
Series 2005-60T1, Class A7, 8.34% (-7 x 1 mo. Term SOFR + 35.09%), 12/25/2035 (f)	102,089	54,458
Series 2005-64CB, Class 1A12, 4.56% (1 mo. Term SOFR + 0.91%), 12/25/2035	159,799	135,040
Series 2005-65CB, Class 1A5, 4.51% (1 mo. Term SOFR + 0.86%), 01/25/2036	344,899	200,660
Series 2005-65CB, Class 1A7, 5.50%, 01/25/2036	1,081,603	678,040


Series 2005-65CB, Class 1A9, 5.50%, 01/25/2036	1,781,720	1,114,674
Series 2005-65CB, Class 2A4, 5.50%, 12/25/2035	998,717	649,024
Series 2005-6CB, Class 1A6, 5.50%, 04/25/2035	633,969	534,773
Series 2005-70CB, Class A4, 5.50%, 12/25/2035	349,596	212,228
Series 2005-72, Class A1, 4.30% (1 mo. Term SOFR + 0.65%), 01/25/2036	1,219,931	1,137,344
Series 2005-73CB, Class 1A7, 5.50%, 01/25/2036	181,603	175,265
Series 2005-76, Class 3A1, 4.28% (1 mo. Term SOFR + 0.63%), 01/25/2046	1,081,962	1,026,834
Series 2005-9CB, Class 1A4, 1.29% (-1 x 1 mo. Term SOFR + 4.94%), 05/25/2035 (d)(f)	750,681	31,463
Series 2005-J10, Class 1A13, 4.46% (1 mo. Term SOFR + 0.81%), 10/25/2035	278,862	157,379
Series 2005-J2, Class 1A5, 4.26% (1 mo. Term SOFR + 0.61%), 04/25/2035	5,763,684	4,618,479
Series 2005-J2, Class 1A6, 1.24% (-1 x 1 mo. Term SOFR + 4.89%), 04/25/2035 (d)(f)	317,938	14,385
Series 2005-J3, Class 2A1, 4.26% (1 mo. Term SOFR + 0.61%), 05/25/2035	453,947	347,199
Series 2005-J7, Class 1A7, 4.46% (1 mo. Term SOFR + 0.81%), 07/25/2035	1,000,753	413,923
Series 2005-J8, Class 1A5, 5.50%, 07/25/2035	277,265	184,980
Series 2005-J9, Class 1A1, 4.46% (1 mo. Term SOFR + 0.81%), 08/25/2035	3,395,648	1,709,437
Series 2006-14CB, Class A5, 4.46% (1 mo. Term SOFR + 0.81%), 06/25/2036	6,977,257	2,852,808
Series 2006-18CB, Class A11, 4.26% (1 mo. Term SOFR + 0.61%), 07/25/2036	879,054	322,064
Series 2006-18CB, Class A5, 4.11% (1 mo. Term SOFR + 0.46%), 07/25/2036	5,586,549	1,982,363
Series 2006-18CB, Class A6, 13.55% (-4 x 1 mo. Term SOFR + 28.14%), 07/25/2036 (f)	6,117,993	5,803,293
Series 2006-18CB, Class A7, 4.11% (1 mo. Term SOFR + 0.46%), 07/25/2036	3,403,707	1,207,791
Series 2006-20CB, Class A4, 4.11% (1 mo. Term SOFR + 0.46%), 07/25/2036	2,597,275	720,833
Series 2006-23CB, Class 2A5, 4.16% (1 mo. Term SOFR + 0.51%), 08/25/2036	8,800,608	1,565,687
Series 2006-24CB, Class A16, 5.75%, 08/25/2036	164,625	78,614
Series 2006-24CB, Class A2, 6.00%, 08/25/2036	328,265	162,090
Series 2006-24CB, Class A22, 6.00%, 08/25/2036	400,803	197,908
Series 2006-24CB, Class A9, 6.00%, 08/25/2036	524,977	259,222
Series 2006-25CB, Class A9, 6.00%, 10/25/2036	949,880	467,584
Series 2006-26CB, Class A20, 4.11% (1 mo. Term SOFR + 0.46%), 09/25/2036	1,468,706	433,171
Series 2006-26CB, Class A6, 6.25%, 09/25/2036	10,605	4,573
Series 2006-26CB, Class A8, 6.25%, 09/25/2036	40,632	17,521
Series 2006-28CB, Class A3, 6.50%, 10/25/2036	399,150	188,611
Series 2006-2CB, Class A4, 4.16% (1 mo. Term SOFR + 0.51%), 03/25/2036	4,008,398	1,210,107
Series 2006-32CB, Class A16, 5.50%, 11/25/2036	43,854	21,895
Series 2006-32CB, Class A3, 6.00%, 11/25/2036	330,896	173,559
Series 2006-32CB, Class A7, 4.49% (1 mo. Term SOFR + 0.84%), 11/25/2036	1,495,678	650,607
Series 2006-33CB, Class 2A1, 6.00%, 11/25/2036	245,513	121,087
Series 2006-34, Class A5, 6.25%, 11/25/2046	1,282,082	563,076
Series 2006-36T2, Class 1A10, 10.75% (-5 x 1 mo. Term SOFR + 27.53%), 12/25/2036 (f)	814,053	446,769
Series 2006-36T2, Class 1A9, 4.66% (1 mo. Term SOFR + 1.01%), 12/25/2036	353,407	106,239
Series 2006-39CB, Class 2A1, 4.21% (1 mo. Term SOFR + 0.56%), 01/25/2037	3,810,170	375,945
Series 2006-39CB, Class 2A2, 2.79% (-1 x 1 mo. Term SOFR + 6.44%), 01/25/2037 (d)(f)	2,480,394	119,261
Series 2006-39CB, Class 2A4, 4.21% (1 mo. Term SOFR + 0.56%), 01/25/2037	2,557,571	252,352
Series 2006-40T1, Class 2A1, 6.00%, 12/25/2036	1,137,589	305,772
Series 2006-40T1, Class 2A4, 6.00%, 12/25/2036	2,166,712	582,388
Series 2006-40T1, Class 2A5, 4.16% (1 mo. Term SOFR + 0.51%), 12/25/2036	2,380,282	483,441
Series 2006-40T1, Class 2A6, 2.84% (-1 x 1 mo. Term SOFR + 6.49%), 12/25/2036 (d)(f)	6,709,540	700,247
Series 2006-41CB, Class 1A7, 6.00%, 01/25/2037	284,097	136,347
Series 2006-41CB, Class 1A9, 6.00%, 01/25/2037	600,953	288,417
Series 2006-42, Class 1A5, 6.00%, 01/25/2047	467,162	241,515
Series 2006-43CB, Class 3A3, 2.87% (-1 x 1 mo. Term SOFR + 6.52%), 02/25/2037 (d)(f)	6,482,580	864,307
Series 2006-45T1, Class 2A15, 5.50%, 02/25/2037	2,381,107	1,194,455
Series 2006-46, Class A2, 4.28% (1 mo. Term SOFR + 0.63%), 02/25/2047	7,025,970	2,467,113
Series 2006-7CB, Class 3A1, 5.25%, 12/31/2026	70,889	67,316
Series 2006-8T1, Class 1A4, 6.00%, 04/25/2036	74,160	33,245
Series 2006-HY10, Class 3A1, 3.99%, 05/25/2036 (b)	232,692	212,241
Series 2006-HY13, Class 4A1, 4.44%, 02/25/2037 (b)	424,461	380,677
Series 2006-J1, Class 1A13, 5.50%, 02/25/2036	64,603	42,287
Series 2006-J2, Class A2, 1.74% (-1 x 1 mo. Term SOFR + 5.39%), 04/25/2036 (d)(f)	1,947,888	185,450
Series 2006-J4, Class 2A3, 4.46% (1 mo. Term SOFR + 0.81%), 07/25/2036	1,112,710	483,370
Series 2006-J5, Class 1A1, 6.50%, 09/25/2036	1,112,443	537,817


Series 2006-J5, Class 1A5, 6.50%, 09/25/2036	213,730	103,329
Series 2006-OA10, Class 1A1, 4.70% (MTA + 0.96%), 08/25/2046	230,011	214,849
Series 2006-OA10, Class 2A1, 4.14% (1 mo. Term SOFR + 0.49%), 08/25/2046	630,178	562,309
Series 2006-OA12, Class A1C, 4.31% (1 mo. Term SOFR + 0.67%), 09/20/2046	277,901	253,953
Series 2006-OA17, Class 1A1A, 3.95% (1 mo. Term SOFR + 0.31%), 12/20/2046	322,481	291,450
Series 2006-OA22, Class A2, 4.18% (1 mo. Term SOFR + 0.53%), 02/25/2047 (e)	282,870	248,925
Series 2006-OA9, Class 2A1A, 4.17% (1 mo. Term SOFR + 0.53%), 07/20/2046	56,897	49,732
Series 2007-11T1, Class A12, 4.11% (1 mo. Term SOFR + 0.46%), 05/25/2037	996,426	306,252
Series 2007-12T1, Class A7, 4.26% (1 mo. Term SOFR + 0.61%), 06/25/2037	4,862,884	1,617,080
Series 2007-12T1, Class A8, 1.74% (-1 x 1 mo. Term SOFR + 5.39%), 06/25/2037 (d)(f)	6,739,415	670,770
Series 2007-14T2, Class A1, 6.00%, 07/25/2037	6,726,953	3,332,202
Series 2007-15CB, Class A6, 5.75%, 07/25/2037	779,665	426,487
Series 2007-16CB, Class 1A5, 4.16% (1 mo. Term SOFR + 0.51%), 08/25/2037	1,279,083	769,296
Series 2007-16CB, Class 2A2, 23.23% (-8 x 1 mo. Term SOFR + 53.63%), 08/25/2037 (f)	938,009	1,197,315
Series 2007-16CB, Class 4A7, 6.00%, 08/25/2037	241,598	172,176
Series 2007-16CB, Class 5A1, 6.25%, 08/25/2037	213,677	92,581
Series 2007-17CB, Class 1A10, 12.59% (-5 x 1 mo. Term SOFR + 29.37%), 08/25/2037 (f)	677,854	559,128
Series 2007-18CB, Class 1A6, 16.42% (-6 x 1 mo. Term SOFR + 38.31%), 08/25/2037 (f)	377,779	274,734
Series 2007-18CB, Class 1A7, 4.23% (1 mo. Term SOFR + 0.58%), 08/25/2037	1,218,927	331,460
Series 2007-1T1, Class 2A1, 4.23% (1 mo. Term SOFR + 0.58%), 03/25/2037	3,079,562	1,088,080
Series 2007-22, Class 2A16, 6.50%, 09/25/2037	2,653,500	979,704
Series 2007-23CB, Class A4, 2.74% (-1 x 1 mo. Term SOFR + 6.39%), 09/25/2037 (d)(f)	3,443,315	507,300
Series 2007-23CB, Class A7, 4.16% (1 mo. Term SOFR + 0.51%), 09/25/2037	1,748,032	559,136
Series 2007-24, Class A1, 4.31% (1 mo. Term SOFR + 0.66%), 10/25/2037	4,530,000	886,758
Series 2007-24, Class A6, 4.76% (1 mo. Term SOFR + 1.11%), 10/25/2037	210,285	45,713
Series 2007-24, Class A7, 2.24% (-1 x 1 mo. Term SOFR + 5.89%), 10/25/2037 (d)(f)	210,285	19,677
Series 2007-25, Class 1A2, 6.50%, 11/25/2037	1,257,127	540,410
Series 2007-2CB, Class 2A1, 4.36% (1 mo. Term SOFR + 0.71%), 03/25/2037	286,729	108,091
Series 2007-2CB, Class 2A2, 1.39% (-1 x 1 mo. Term SOFR + 5.04%), 03/25/2037 (d)(f)	406,672	31,820
Series 2007-3T1, Class 1A2, 4.26% (1 mo. Term SOFR + 0.61%), 04/25/2037	3,831,763	1,176,085
Series 2007-3T1, Class 1A3, 4.26% (1 mo. Term SOFR + 0.61%), 04/25/2037	1,370,744	420,723
Series 2007-3T1, Class 1A4, 4.26% (1 mo. Term SOFR + 0.61%), 04/25/2037	2,349,847	721,240
Series 2007-5CB, Class 1A11, 6.00%, 04/25/2037	570,800	266,940
Series 2007-5CB, Class 1A18, 1.89% (-1 x 1 mo. Term SOFR + 5.54%), 04/25/2037 (d)(f)	347,208	37,945
Series 2007-5CB, Class 1A24, 0.00%, 04/25/2037 (g)	281,695	8,058
Series 2007-9T1, Class 1A4, 4.26% (1 mo. Term SOFR + 0.61%), 05/25/2037	1,156,958	413,728
Series 2007-9T1, Class 1A5, 1.74% (-1 x 1 mo. Term SOFR + 5.39%), 05/25/2037 (d)(f)	1,156,958	108,862
Series 2007-HY8C, Class A1, 4.08% (1 mo. Term SOFR + 0.43%), 09/25/2047	881,549	831,135
Series 2007-J1, Class 2A6, 4.36% (1 mo. Term SOFR + 0.71%), 03/25/2037	1,772,022	508,027
Series 2007-OA2, Class 1A1, 4.58% (MTA + 0.84%), 03/25/2047	212,420	194,372
Series 2007-OA3, Class X, 2.00%, 04/25/2047 (b)(d)	8,503,422	753,821
Series 2007-OA7, Class A1A, 4.12% (1 mo. Term SOFR + 0.47%), 05/25/2047	1,785,890	1,670,919
Series 2008-1R, Class 1A1, 4.17% (1 mo. Term SOFR + 0.58%), 08/25/2037	2,445,270	662,680
Series 2008-1R, Class 2A3, 6.00%, 08/25/2037	1,681,657	796,275
Series 2008-2R, Class 4A1, 6.25%, 08/25/2037 (b)	1,127,945	484,125
Countrywide Asset-Backed Certificates
Series 2004-8, Class M5, 5.79% (1 mo. Term SOFR + 2.14%), 10/25/2034	498,381	452,190
Series 2004-BC3, Class M2, 4.66% (1 mo. Term SOFR + 1.01%), 06/25/2034	186,093	185,163
Series 2004-BC3, Class M5, 5.64% (1 mo. Term SOFR + 1.99%), 04/25/2034	816,733	746,199
Series 2005-17, Class 1AF4, 6.55%, 05/25/2036 (c)	1,609,231	1,330,481
Series 2005-AB4, Class 2A1, 4.30% (1 mo. Term SOFR + 0.65%), 03/25/2036	249,626	228,652
Series 2006-1, Class AF6, 4.36%, 07/25/2036 (b)	15,012	14,651
Series 2006-13, Class 1AF6, 3.92%, 01/25/2037	124,183	117,078
Series 2006-15, Class A4, 4.21%, 10/25/2046 (b)	390,624	403,861
Series 2006-15, Class A6, 4.21%, 10/25/2046 (b)	68,613	71,754
Series 2007-QX1, Class A1, 4.29% (1 mo. Term SOFR + 0.61%), 05/25/2037 (a)	4,914,194	4,582,270
Series 2007-SD1, Class A1, 4.66% (1 mo. Term SOFR + 1.01%), 03/25/2047 (a)	916,493	720,608
Countrywide Home Loan Mortgage Pass Through Trust
Series 2003-48, Class 2A3, 6.26%, 10/25/2033 (b)	217,528	201,212
Series 2003-56, Class M, 11.31%, 12/25/2033 (b)	6,662	7,811


Series 2003-R4, Class 2A, 4.71%, 01/25/2034 (a)(b)(e)	163,057	141,452
Series 2004-14, Class 4A1, 5.42%, 08/25/2034 (b)	322,547	305,473
Series 2004-15, Class 5A, 5.10%, 10/20/2034 (b)	110,373	104,861
Series 2004-18, Class A1, 6.00%, 10/25/2034	102,906	101,118
Series 2004-2, Class 3A1, 6.12%, 03/25/2034 (b)	230,529	230,861
Series 2004-25, Class 1A1, 4.42% (1 mo. Term SOFR + 0.77%), 02/25/2035	409,682	391,530
Series 2004-29, Class 1A1, 4.30% (1 mo. Term SOFR + 0.65%), 02/25/2035	115,939	113,042
Series 2004-29, Class 2A1, 4.42% (1 mo. Term SOFR + 0.77%), 02/25/2035	39,692	37,677
Series 2004-29, Class 3A1, 3.08%, 02/25/2035 (b)	128,571	106,962
Series 2004-9, Class A7, 5.25%, 06/25/2034	151,457	147,650
Series 2004-J2, Class A6, 5.50%, 03/25/2034	212,007	202,254
Series 2005-15, Class A5, 5.50%, 08/25/2035	429,644	208,362
Series 2005-17, Class 1A8, 5.50%, 09/25/2035	416,620	408,497
Series 2005-19, Class 2A1, 4.11% (1 mo. Term SOFR + 0.46%), 08/25/2035	330,979	53,942
Series 2005-21, Class A12, 8.67% (-4 x 1 mo. Term SOFR + 21.95%), 10/25/2035 (f)	91,178	55,543
Series 2005-21, Class A2, 5.50%, 10/25/2035	172,148	88,801
Series 2005-25, Class A17, 5.50%, 11/25/2035	385,718	162,195
Series 2005-30, Class A8, 5.50%, 01/25/2036	88,809	50,410
Series 2005-31, Class 2A1, 4.34%, 01/25/2036 (b)	165,221	153,696
Series 2005-7, Class 3A1, 3.81%, 03/25/2035 (b)	833,586	676,694
Series 2005-7, Class 3A2, 3.37%, 03/25/2035 (b)	617,518	488,393
Series 2005-9, Class 1A1, 4.36% (1 mo. Term SOFR + 0.71%), 05/25/2035	195,579	174,273
Series 2005-9, Class 1A3, 4.22% (1 mo. Term SOFR + 0.57%), 05/25/2035	89,120	78,894
Series 2005-HYB8, Class 4A1, 4.49%, 12/20/2035 (b)	88,913	82,274
Series 2005-J3, Class 1A3, 5.11% (1 mo. Term SOFR + 1.46%), 09/25/2035	1,113,728	737,527
Series 2005-J3, Class 2A1, 4.11% (1 mo. Term SOFR + 0.46%), 09/25/2035	366,467	309,851
Series 2005-R1, Class 2A2, 6.50%, 03/25/2035 (a)	208,120	272,052
Series 2005-R2, Class 1AF1, 4.10% (1 mo. Term SOFR + 0.45%), 06/25/2035 (a)	189,381	186,298
Series 2006-10, Class 1A11, 5.85%, 05/25/2036	159,378	58,270
Series 2006-16, Class 3A3, 6.50%, 11/25/2036	708,601	177,462
Series 2006-16, Class 3A4, 6.50%, 11/25/2036	702,815	176,013
Series 2006-20, Class 1A35, 6.00%, 02/25/2037	627,260	265,265
Series 2006-6, Class A9, 6.00%, 04/25/2036	2,121,347	989,801
Series 2006-8, Class 1A1, 6.00%, 05/25/2036	1,981,316	1,119,046
Series 2006-9, Class A1, 6.00%, 05/25/2036	40,432	17,207
Series 2006-9, Class A17, 4.26% (1 mo. Term SOFR + 0.61%), 05/25/2036	1,075,663	341,589
Series 2006-HYB2, Class 1A1, 5.08%, 04/20/2036 (b)	195,629	174,459
Series 2006-J2, Class 1A6, 6.00%, 04/25/2036	679,456	294,776
Series 2006-J4, Class A3, 6.25%, 09/25/2036	165,010	52,104
Series 2006-J4, Class A4, 6.25%, 09/25/2036	102,133	32,250
Series 2006-J4, Class A9, 6.25%, 09/25/2036	59,726	18,859
Series 2007-10, Class A6, 6.00%, 07/25/2037 (d)	393,960	115,004
Series 2007-11, Class A12, 6.00%, 08/25/2037	554,138	225,026
Series 2007-14, Class A6, 6.00%, 09/25/2037	32,280	15,118
Series 2007-18, Class 1A1, 6.00%, 11/25/2037	249,985	99,585
Series 2007-2, Class A1, 6.00%, 03/25/2037	1,275,916	498,400
Series 2007-20, Class A1, 6.50%, 01/25/2038	217,207	87,480
Series 2007-3, Class A14, 4.16% (1 mo. Term SOFR + 0.51%), 04/25/2037	1,032,403	350,298
Series 2007-3, Class A16, 6.00%, 04/25/2037	512,184	223,598
Series 2007-3, Class A6, 2.94% (-1 x 1 mo. Term SOFR + 6.59%), 04/25/2037 (d)(f)	664,470	123,193
Series 2007-4, Class 1A1, 6.00%, 05/25/2037	1,773,641	719,265
Series 2007-HY1, Class 1A1, 4.37%, 04/25/2037 (b)	1,048,631	1,000,015
Series 2007-HY5, Class 3A1, 4.92%, 09/25/2037 (b)	378,897	355,027
Series 2007-HYB2, Class 3A1, 4.17%, 02/25/2047 (b)	251,243	236,548
Series 2007-J2, Class 2A5, 6.00%, 07/25/2037	163,041	51,077
Series 2007-J3, Class A9, 6.00%, 07/25/2037	257,449	99,249
Credit Suisse First Boston Mortgage Securities Corp.
Series 2002-9, Class 1A1, 7.00%, 03/25/2032	720,177	622,579
Series 2004-4, Class 1A7, 6.00%, 08/25/2034	211,914	195,572
Series 2005-10, Class 10A3, 6.00%, 11/25/2035	2,638,765	576,540


Series 2005-10, Class 6A7, 5.50%, 11/25/2035	216,421	74,369
Series 2005-10, Class 9A1, 6.00%, 11/25/2035	1,339,991	904,824
Series 2005-4, Class 2A4, 5.50%, 06/25/2035	1,630,122	1,093,304
Series 2005-9, Class 1A3, 5.25%, 10/25/2035	150,476	137,859
Series 2005-9, Class 3A1, 6.00%, 10/25/2035	3,173,278	818,822
Series 2005-9, Class 4A1, 9.18% (-3 x 1 mo. Term SOFR + 19.21%), 10/25/2035 (f)	315,971	309,677
Series 2005-9, Class 5A1, 4.46% (1 mo. Term SOFR + 0.81%), 10/25/2035	531,467	214,424
Credit Suisse Management LLC
Series 2001-28, Class 1A1, 4.41% (1 mo. Term SOFR + 0.76%), 11/25/2031	553,314	290,309
Series 2002-30, Class 1A1, 7.50%, 11/25/2032	71,031	72,752
Series 2004-6, Class 4A12, 4.16% (1 mo. Term SOFR + 0.51%), 10/25/2034	101,949	94,157
Series 2004-AR7, Class 4A1, 5.22%, 11/25/2034 (b)	409,741	403,181
Series 2004-CF1, Class B, 8.51% (1 mo. Term SOFR + 4.86%), 05/25/2043 (a)	1,555,618	1,568,980
Series 2005-11, Class 1A1, 6.50%, 12/25/2035	993,181	354,908
Series 2005-11, Class 3A5, 5.50%, 12/25/2035	178,277	62,838
Series 2005-11, Class 8A4, 6.00%, 12/25/2035	235,573	167,367
Series 2005-11, Class 8A5, 6.00%, 12/25/2035	132,673	94,259
Series 2005-12, Class 6A1, 6.00%, 01/25/2036	4,135,917	2,441,083
Series 2005-12, Class 8A1, 6.00%, 01/25/2036	58,529	38,030
Series 2005-5, Class 6A3, 5.00%, 07/25/2035	29,794	29,101
Series 2005-7, Class 2A2, 4.06% (1 mo. Term SOFR + 0.41%), 08/25/2035	924,415	304,358
Series 2005-8, Class 5A1, 9.18% (-3 x 1 mo. Term SOFR + 19.21%), 09/25/2035 (f)	950,424	392,608
Series 2005-8, Class 7A1, 7.00%, 09/25/2035	4,752,645	1,868,033
Series 2005-8, Class 9A1, 4.75%, 09/25/2035	362,560	226,156
Credit Suisse Mortgage Capital Certificates
Series 2006-1, Class 1A2, 9.83% (-6 x 1 mo. Term SOFR + 29.90%), 02/25/2036 (f)	22,615	21,402
Series 2006-1, Class 5A1, 6.00%, 02/25/2036	66,308	31,879
Series 2006-2, Class 2A3, 6.00%, 03/25/2036	72,896	26,458
Series 2006-2, Class 5A1, 4.46% (1 mo. Term SOFR + 0.81%), 03/25/2036	6,082,437	1,741,276
Series 2006-2, Class 6A8, 5.75%, 03/25/2036	203,725	97,867
Series 2006-3, Class 1A3, 6.81%, 04/25/2036 (c)	9,650,000	411,521
Series 2006-3, Class 1A4B, 6.66%, 04/25/2036 (c)	2,537,309	108,540
Series 2006-3, Class 5A7, 6.00%, 04/25/2036	2,193,599	440,914
Series 2006-4, Class 10A1, 6.50%, 05/25/2036	8,085,114	1,879,996
Series 2006-4, Class 1A3, 6.00%, 05/25/2036	101,408	50,373
Series 2006-6, Class 2A2, 2.14% (-1 x 1 mo. Term SOFR + 5.79%), 07/25/2036 (d)(f)	2,279,858	108,714
Series 2006-6, Class 2A4, 6.50%, 07/25/2036	4,481,079	800,269
Series 2006-7, Class 3A12, 6.25%, 08/25/2036	1,368,735	477,371
Series 2006-7, Class 6A3, 5.50%, 08/25/2036	43,525	31,190
Series 2006-7, Class 8A5, 6.50%, 08/25/2036 (e)	18,649	6,868
Series 2006-8, Class 3A1, 6.00%, 12/25/2026	179,573	31,131
Series 2006-9, Class 4A1, 6.00%, 11/25/2036	3,663,484	1,898,822
Series 2006-9, Class 4A13, 6.50%, 11/25/2036	1,845,549	1,007,083
Series 2007-1, Class 1A6A, 5.86%, 02/25/2037 (b)	1,598,862	343,664
Series 2007-1, Class 5A13, 6.00%, 02/25/2037	1,593,444	820,980
Series 2007-1, Class 5A14, 6.00%, 02/25/2037	3,501,669	1,814,989
Series 2007-1, Class 5A4, 6.00%, 02/25/2037	474,254	245,798
Series 2007-3, Class 1A1A, 5.84%, 04/25/2037 (b)	18,258,869	4,137,319
Series 2007-3, Class 1A2, 5.59%, 04/25/2037 (b)	3,885,463	871,439
Series 2007-3, Class 2A10, 6.00%, 04/25/2037	6,206,063	1,871,977
Series 2007-4R, Class 1A1, 4.91%, 10/26/2036 (a)(b)	53,229	49,309
Series 2007-5, Class 2A5, 5.00%, 08/25/2037	4,651,579	4,168,130
Series 2007-5, Class 3A2, 12.75% (-4 x 1 mo. Term SOFR + 27.34%), 08/25/2037 (f)	875,585	901,093
Series 2010-18R, Class 6A2, 4.08%, 09/28/2036 (a)(b)(e)	5,151,921	3,629,528
Series 2011-2R, Class 4A2, 3.20% (1 mo. Term SOFR + 0.22%), 02/27/2037 (a)(e)	2,711,990	2,284,851
Series 2011-4R, Class 5A2, 3.64%, 05/27/2036 (a)(b)	4,712,749	4,323,184
Series 2013-6, Class 1A1, 2.50%, 07/25/2028 (a)(b)	12,182	11,909
Series 2013-7R, Class 4A2, 4.02% (1 mo. Term SOFR + 0.27%), 07/25/2036 (a)(e)	4,341,096	832,948
Series 2014-6R, Class 6A3, 2.00%, 05/27/2036 (a)(b)(e)	1,441,330	1,345,481
Series 2014-6R, Class 8A1, 3.00%, 08/27/2036 (a)(b)(e)	231,394	218,389


Series 2014-6R, Class 8A3, 2.50%, 08/27/2036 (a)(b)	844,656	676,802
Series 2015-1R, Class 6A1, 4.40% (1 mo. Term SOFR + 0.39%), 05/27/2037 (a)(e)	9,682	9,322
Series 2015-6R, Class 5A2, 3.82% (1 mo. Term SOFR + 0.29%), 03/27/2036 (a)	740,522	625,614
Series 2017-FHA1, Class A1, 3.25%, 04/25/2047 (a)(b)	300,991	282,136
Credit-Based Asset Servicing and Securitization LLC
Series 2003-CB1, Class M1, 4.16% (1 mo. Term SOFR + 1.54%), 01/25/2033	78,315	78,137
Series 2004-CB6, Class B2, 4.21% (1 mo. Term SOFR + 2.96%), 07/25/2035	685,012	529,428
Series 2005-RP1, Class B2, 7.50%, 01/25/2035 (a)(c)	3,274,000	2,563,142
Series 2006-CB8, Class A1, 4.04% (1 mo. Term SOFR + 0.39%), 10/25/2036	58,070	53,068
Series 2007-CB3, Class A1, 3.25%, 03/25/2037 (c)	8,649,037	3,043,687
Series 2007-CB4, Class A2C, 3.40%, 04/25/2037 (c)	850,000	574,899
Series 2007-CB5, Class A1, 3.88% (1 mo. Term SOFR + 0.23%), 04/25/2037	107,291	63,406
Series 2007-RP1, Class A, 4.07% (1 mo. Term SOFR + 0.42%), 05/25/2046 (a)	1,276,914	1,156,164
Cross Mortgage Trust
Series 2025-H2, Class A1, 5.36%, 03/25/2070 (a)(b)	843,690	842,134
Series 2025-H4, Class A1, 5.60%, 06/25/2070 (a)(b)	675,013	676,226
Series 2025-H7, Class A1, 4.93%, 09/25/2070 (a)(b)	606,392	600,717
CSAB Mortgage Backed Trust
Series 2006-1, Class A3, 4.24% (1 mo. Term SOFR + 0.59%), 06/25/2036	4,558,042	642,113
Series 2006-3, Class A4B, 6.61%, 11/25/2036 (c)	576,972	67,791
Series 2006-4, Class A6A, 6.18%, 12/25/2036 (c)	29,771	3,721
Series 2007-1, Class 1A1A, 5.90%, 05/25/2037 (b)	1,949,465	404,254
CSAB Mortgage-Backed Trust, Series 2007-1, Class 4A1, 4.11% (1 mo. Term SOFR + 0.46%), 05/25/2037	8,236,501	974,697
Deutsche ALT-A Securities, Inc.
Series 2005-1, Class 1A3, 4.26% (1 mo. Term SOFR + 0.61%), 02/25/2035	181,055	171,778
Series 2005-4, Class A5, 5.50%, 09/25/2035 (b)	55,442	50,454
Series 2005-5, Class 1A6, 8.34% (-7 x 1 mo. Term SOFR + 35.09%), 11/25/2035 (e)(f)	9,465	9,900
Series 2005-6, Class 1A2, 1.32% (-1 x 1 mo. Term SOFR + 4.97%), 12/25/2035 (d)(f)	2,327,753	121,809
Series 2005-6, Class 1A3, 5.50%, 12/25/2035	36,967	30,534
Series 2006-AB3, Class A5B, 6.80%, 07/25/2036 (c)	535,020	467,887
Series 2006-AB4, Class A4B, 6.50%, 10/25/2036 (c)	369,711	322,525
Series 2007-AR1, Class A5, 4.24% (1 mo. Term SOFR + 0.59%), 01/25/2047	360,195	331,484
Series 2007-AR3, Class 2A5, 4.16% (1 mo. Term SOFR + 0.51%), 06/25/2037	171,980	155,189
Series 2007-RMP1, Class A2, 4.06% (1 mo. Term SOFR + 0.41%), 12/25/2036	1,298,948	1,225,932
Deutsche Mortgage Securities, Inc.
Series 2004-1, Class 3A5, 6.16%, 12/25/2033 (c)	23,746	23,325
Series 2006-PR1, Class 3A1, 6.89% (-1 x 1 mo. Term SOFR + 11.96%), 04/15/2036 (a)(f)	26,765	24,494
Series 2006-PR1, Class 4AF2, 4.09% (1 mo. Term SOFR + 0.46%), 04/15/2036 (a)	1,768,419	1,636,331
Series 2006-PR1, Class 4AI1, 6.87% (-1 x 1 mo. Term SOFR + 11.95%), 04/15/2036 (a)(f)	214,324	203,012
Series 2006-PR1, Class 5AF1, 4.29% (1 mo. Term SOFR + 0.66%), 04/15/2036 (a)	304,793	276,800
Series 2006-PR1, Class 5AF3, 4.11% (1 mo. Term SOFR + 0.48%), 04/15/2036 (a)	2,844,132	2,567,490
Series 2006-PR1, Class 5AF4, 4.08% (1 mo. Term SOFR + 0.45%), 04/15/2036 (a)	7,037,303	6,345,699
Series 2006-PR1, Class 5AI2, 7.31% (-2 x 1 mo. Term SOFR + 14.08%), 04/15/2036 (a)(f)	2,150,281	2,038,183
Series 2006-PR1, Class 5AI4, 6.89% (-1 x 1 mo. Term SOFR + 11.96%), 04/15/2036 (a)(f)	363,176	341,696
Series 2006-PR1, Class 5AS4, 3.94%, 04/15/2036 (a)(b)(d)	2,007,072	217,177
Series 2006-PR1, Class AX, 0.26%, 04/15/2036 (a)(b)(d)	6,007,695	26,195
Series 2008-RS1, Class 4A2, 4.01% (1 mo. Term SOFR + 0.36%), 05/28/2037 (a)	1,023,213	965,916
Series 2009-RS2, Class 3A2, 6.00%, 11/26/2037 (a)	1,461,241	584,206
Series 2009-RS6, Class A2B, 3.60%, 08/25/2037 (a)(b)	3,623,237	3,329,657
Downey Savings & Loan Association Mortgage Loan Trust
Series 2005-AR3, Class 1A, 4.27% (1 mo. Term SOFR + 0.63%), 07/19/2045	3,974,150	3,292,189
Series 2005-AR5, Class 2A1A, 4.41% (1 mo. Term SOFR + 0.77%), 09/19/2045	4,542,871	2,369,053
Series 2006-AR1, Class 2A1A, 4.68% (MTA + 0.94%), 04/19/2046	1,991,841	1,609,354
Series 2007-AR1, Class 2A1A, 3.89% (1 mo. Term SOFR + 0.25%), 03/19/2037	81,182	69,391
Ellington Financial Mortgage Trust
Series 2025-INV2, Class A1, 5.39%, 05/26/2070 (a)(c)	244,717	244,495
Series 2025-NQM2, Class A1, 5.60%, 06/25/2070 (a)(b)	923,013	923,965
Series 2025-NQM5, Class A1, 5.03%, 11/25/2070 (a)(b)	460,990	458,505
Series 2025-NQM5, Class A1A, 5.03%, 11/25/2070 (a)(c)	1,456,659	1,449,150
EMC Mortgage Loan Trust, Series 2001-A, Class A, 4.50% (1 mo. Term SOFR + 0.85%), 05/25/2040 (a)	352,907	349,589


Encore Credit Receivables Trust, Series 2005-1, Class M4, 4.78% (1 mo. Term SOFR + 1.13%), 07/25/2035	626,282	567,811
First Franklin Mortgage Loan Asset Backed Certificates
Series 2003-FF5, Class M3, 6.24% (1 mo. Term SOFR + 2.59%), 03/25/2034	278,613	270,464
Series 2004-FF5, Class A3C, 4.76% (1 mo. Term SOFR + 1.11%), 08/25/2034	109,776	102,005
Series 2004-FF7, Class M7, 6.76% (1 mo. Term SOFR + 3.11%), 09/25/2034	735,271	828,616
Series 2006-FF5, Class 2A4, 4.24% (1 mo. Term SOFR + 0.59%), 04/25/2036	5,517,739	5,126,906
Series 2007-FF1, Class A2D, 4.20% (1 mo. Term SOFR + 0.55%), 01/25/2038	306,739	166,882
First Horizon Alternative Mortgage Securities
Series 2005-AA11, Class 2A1, 4.07%, 01/25/2036 (b)	372,552	174,300
Series 2005-AA9, Class 2A1, 4.84%, 11/25/2035 (b)	808,895	698,906
Series 2005-FA3, Class 1A2, 4.26% (1 mo. Term SOFR + 0.61%), 05/25/2035	1,534,001	821,084
Series 2005-FA6, Class A7, 5.50%, 09/25/2035	713,862	337,034
Series 2006-AA2, Class 2A1, 4.46%, 05/25/2036 (b)	247,894	202,695
Series 2006-AA8, Class 2A1, 4.59%, 02/25/2037 (b)	217,651	145,434
Series 2006-FA1, Class 1A1, 4.51% (1 mo. Term SOFR + 0.86%), 04/25/2036	3,018,122	889,965
Series 2006-FA2, Class 1A3, 6.00%, 05/25/2036	1,800,546	621,034
Series 2006-FA2, Class 1A6, 6.00%, 05/25/2036	765,257	263,948
Series 2006-FA8, Class 1A7, 6.00%, 02/25/2037	956,008	319,593
Series 2006-RE1, Class A1, 5.50%, 05/25/2035 (b)	41,393	24,101
Series 2007-FA1, Class A1, 4.08% (1 mo. Term SOFR + 0.43%), 03/25/2037	10,755,851	2,248,903
Series 2007-FA2, Class 1A5, 4.06% (1 mo. Term SOFR + 0.41%), 04/25/2037	8,624	1,898
Series 2007-FA3, Class A5, 4.36% (1 mo. Term SOFR + 0.71%), 06/25/2037	3,179,731	685,445
First Horizon Asset Securities, Inc.
Series 2005-AR3, Class 2A1, 5.74%, 08/25/2035 (b)	574,587	371,192
Series 2007-4, Class 1A16, 4.36% (1 mo. Term SOFR + 0.71%), 08/25/2037	3,002,009	646,193
Series 2007-AR3, Class 2A2, 5.70%, 11/25/2037 (b)	284,546	203,204
FirstKey Mortgage Trust, Series 2015-1, Class A3, 3.50%, 03/25/2045 (a)(b)	39,996	37,283
Flagstar Mortgage Trust
Series 2018-6RR, Class AM, 4.90%, 10/25/2048 (a)(b)	19,600	18,771
Series 2019-1INV, Class A11, 4.71% (1 mo. Term SOFR + 1.06%), 10/25/2049 (a)	287,565	282,574
Series 2019-1INV, Class A13, 3.50%, 10/25/2049 (a)(b)	19,933	17,959
Fremont Home Loan Trust
Series 2004-C, Class M2, 4.81% (1 mo. Term SOFR + 1.16%), 08/25/2034	89,736	78,350
Series 2006-B, Class 2A2, 3.96% (1 mo. Term SOFR + 0.31%), 08/25/2036	73,253	22,220
Series 2006-E, Class 1A1, 4.04% (1 mo. Term SOFR + 0.39%), 01/25/2037	1,322,310	673,796
Galton Funding Mortgage Trust, Series 2019-2, Class A21, 4.00%, 06/25/2059 (a)(b)	35,448	32,932
GCAT
Series 2022-NQM3, Class A1, 5.35%, 04/25/2067 (a)(b)	474,125	472,984
Series 2022-NQM5, Class A1, 5.71%, 08/25/2067 (a)(c)	169,132	168,651
Series 2022-NQM5, Class A3, 5.71%, 08/25/2067 (a)(c)	1,031,703	1,026,232
Series 2024-NQM2, Class A1, 6.09%, 06/25/2059 (a)(c)	927,622	931,182
Series 2024-NQM2, Class A2, 6.44%, 06/25/2059 (a)(c)	42,557	42,750
Series 2025-NQM3, Class A1, 0.00%, 05/25/2070 (a)(c)(h)	11,117,293	11,115,070
Series 2025-NQM4, Class A1, 5.53%, 06/25/2070 (a)(c)	7,965,686	7,960,594
Series 2025-NQM5, Class A1, 4.98%, 08/25/2070 (a)(b)	4,500,424	4,456,146
Series 2025-NQM6, Class A1, 4.94%, 10/25/2070 (a)(b)	84,759	83,849
Global Mortgage Securitization Ltd.
Series 2005-A, Class A2, 4.03% (1 mo. Term SOFR + 0.38%), 04/25/2032 (a)	254,060	248,657
Series 2005-A, Class B1, 5.25%, 04/25/2032 (a)	41,084	36,030
GMAC Mortgage Corp. Loan Trust
Series 2002-HE1, Class A2, 4.24% (1 mo. Term SOFR + 0.59%), 01/25/2029	98,472	69,148
Series 2004-J2, Class A9, 0.00%, 06/25/2034 (g)	100,417	86,229
Series 2005-AR4, Class 2A2, 5.69%, 07/19/2035 (b)	78,613	55,879
Series 2005-AR6, Class 3A1, 3.71%, 11/19/2035 (b)	8,859	7,880
Series 2006-AR1, Class 1A1, 3.70%, 04/19/2036 (b)	1,516,429	1,249,952
Series 2006-J1, Class A2, 5.75%, 04/25/2036	213,196	184,047
Series 2006-J1, Class A4, 5.75%, 04/25/2036	804,071	694,134
Series 2006-J1, Class A6, 5.75%, 04/25/2036	842,327	727,159
Series 2007-HE2, Class A2, 6.05%, 12/25/2037 (b)	162,270	157,093
Series 2007-HE2, Class A3, 6.19%, 12/25/2037 (b)	390,161	376,690


Series 2007-HE2, Class A5, 6.55%, 12/25/2037 (c)	114,753	110,795
Series 2007-HE3, Class 2A1, 7.00%, 09/25/2037 (b)	74,923	73,734
Greenpoint Manufactured Housing
Series 1999-5, Class M2, 9.23%, 12/15/2029 (b)	391,423	386,757
Series 2000-3, Class IA, 7.81%, 06/20/2031 (b)	6,072,619	1,564,537
Greenpoint Mortgage Funding Trust
Series 2005-AR1, Class A3, 4.32% (1 mo. Term SOFR + 0.67%), 06/25/2045	67,695	58,311
Series 2005-AR3, Class 1A1, 4.24% (1 mo. Term SOFR + 0.59%), 08/25/2045	517,575	439,705
Series 2005-AR4, Class 1A1, 4.28% (1 mo. Term SOFR + 0.63%), 10/25/2045	1,068,150	1,032,755
Series 2005-AR4, Class 4A1A, 4.38% (1 mo. Term SOFR + 0.73%), 10/25/2045	1,933,214	1,803,811
Series 2005-AR4, Class G12B, 4.00% (1 mo. Term SOFR + 0.35%), 10/25/2045	250,849	246,153
Series 2005-AR5, Class 2A1, 4.32% (1 mo. Term SOFR + 0.67%), 11/25/2045	3,922,808	2,567,630
Series 2006-AR1, Class A1A, 4.34% (1 mo. Term SOFR + 0.69%), 02/25/2036	86,269	79,515
Series 2006-AR2, Class 3A2, 4.40% (1 mo. Term SOFR + 0.75%), 03/25/2036	181,984	179,266
Series 2006-AR6, Class A4, 4.44% (1 mo. Term SOFR + 0.79%), 10/25/2046	1,277,081	1,039,493
Series 2007-AR2, Class 1A3, 4.24% (1 mo. Term SOFR + 0.59%), 04/25/2047	238,162	215,663
Series 2007-AR2, Class 2A1, 4.16% (1 mo. Term SOFR + 0.51%), 05/25/2037	394,765	397,662
GS Mortgage Securities Corp.
Series 2008-2R, Class 1A1, 3.74%, 09/25/2036 (a)(b)	266,033	62,943
Series 2008-2R, Class 2A1, 7.50%, 10/25/2036 (a)(b)	239,046	22,725
Series 2009-4R, Class 2A3, 4.15% (1 mo. Term SOFR + 0.56%), 12/26/2036 (a)	2,314,208	1,688,900
Series 2015-3R, Class 1B, 4.04% (1 mo. Term SOFR + 0.39%), 01/26/2037 (a)	443,907	403,457
Series 2015-5R, Class 1D, 3.61% (1 mo. Term SOFR + 0.25%), 04/26/2037 (a)	735,668	417,282
GS Mortgage-Backed Securities Trust
Series 2021-GR2, Class A9, 4.46% (30 day avg SOFR US + 0.85%), 02/25/2052 (a)	1,432,429	1,336,877
Series 2021-HP1, Class A9, 4.48% (30 day avg SOFR US + 0.85%), 01/25/2052 (a)	1,191,607	1,112,611
GSAA Trust
Series 2005-14, Class 1A2, 4.46% (1 mo. Term SOFR + 0.81%), 12/25/2035	770,008	340,697
Series 2005-14, Class 2A3, 4.46% (1 mo. Term SOFR + 0.81%), 12/25/2035	212,838	192,437
Series 2005-7, Class AF4, 5.56%, 05/25/2035 (c)	219,720	208,760
Series 2006-1, Class A2, 4.20% (1 mo. Term SOFR + 0.55%), 01/25/2036	4,357,757	1,136,875
Series 2006-10, Class AF3, 5.98%, 06/25/2036 (b)	4,160,630	890,212
Series 2006-10, Class AF4, 6.80%, 06/25/2036 (c)	1,454,307	310,215
Series 2006-11, Class 2A1, 3.94% (1 mo. Term SOFR + 0.29%), 07/25/2036	4,600,735	804,690
Series 2006-12, Class A1, 3.86% (1 mo. Term SOFR + 0.21%), 08/25/2036	3,031,228	652,116
Series 2006-15, Class AF4, 6.46%, 09/25/2036 (c)	1,958,687	483,460
Series 2006-17, Class A2, 4.12% (1 mo. Term SOFR + 0.47%), 11/25/2036	6,111,290	1,386,981
Series 2006-17, Class A3A, 4.24% (1 mo. Term SOFR + 0.59%), 11/25/2036	3,778,360	1,151,381
Series 2006-19, Class A1, 3.94% (1 mo. Term SOFR + 0.29%), 12/25/2036	73,481	18,406
Series 2006-20, Class 2A1A, 3.86% (1 mo. Term SOFR + 0.21%), 12/25/2046	388,444	186,069
Series 2006-20, Class 2A1B, 3.96% (1 mo. Term SOFR + 0.31%), 12/25/2046	10,817,333	328,913
Series 2006-3, Class A4, 4.46% (1 mo. Term SOFR + 0.81%), 03/25/2036	4,832,103	303,619
Series 2006-7, Class AF2, 5.99%, 03/25/2046 (b)	419,053	141,544
Series 2007-1, Class 1A1, 3.92% (1 mo. Term SOFR + 0.27%), 02/25/2037	7,852,401	2,093,072
Series 2007-1, Class 1A2, 4.10% (1 mo. Term SOFR + 0.45%), 02/25/2037	1,624,481	430,892
Series 2007-10, Class A1A, 6.00%, 11/25/2037	3,261,869	1,558,959
Series 2007-10, Class A2A, 6.50%, 11/25/2037	2,095,645	711,376
Series 2007-5, Class 2A1A, 4.00% (1 mo. Term SOFR + 0.35%), 04/25/2047	695,471	652,666
Series 2007-9, Class A2A, 6.50%, 10/25/2037	1,439,577	761,028
GSAMP Trust
Series 2004-AR1, Class M1, 4.74% (1 mo. Term SOFR + 1.09%), 06/25/2034	1,075,145	1,225,996
Series 2004-AR1, Class M5, 5.94% (1 mo. Term SOFR + 2.29%), 06/25/2034	1,269,571	1,180,055
Series 2004-OPT, Class B1, 3.49% (1 mo. Term SOFR + 2.51%), 11/25/2034	174,798	155,164
Series 2004-OPT, Class M1, 3.49% (1 mo. Term SOFR + 0.98%), 11/25/2034	35,201	34,187
Series 2004-WF, Class B1, 6.24% (1 mo. Term SOFR + 2.59%), 10/25/2034	176,215	181,172
Series 2004-WF, Class M3, 5.64% (1 mo. Term SOFR + 1.99%), 10/25/2034	195,487	199,714
Series 2006-HE3, Class A2D, 4.26% (1 mo. Term SOFR + 0.61%), 05/25/2046	467,327	450,950
Series 2006-S5, Class A2, 6.16%, 09/25/2036 (c)	22,134,870	231,270
Series 2007-NC1, Class A2D, 4.22% (1 mo. Term SOFR + 0.57%), 12/25/2046	2,202,508	1,080,488
Series 2007-SEA1, Class M1, 5.50%, 12/25/2036 (a)(c)	2,000,000	1,911,141


GSMPS Mortgage Loan Trust
Series 2005-RP1, Class 1AF, 4.11% (1 mo. Term SOFR + 0.46%), 01/25/2035 (a)	24,509	21,519
Series 2005-RP2, Class 1AF, 4.11% (1 mo. Term SOFR + 0.46%), 03/25/2035 (a)	6,000,273	5,657,403
Series 2005-RP3, Class 1AF, 4.11% (1 mo. Term SOFR + 0.46%), 09/25/2035 (a)	367,931	319,130
Series 2006-RP1, Class 1AS, 0.37%, 01/25/2036 (a)(b)(d)	10,787,851	31,052
GSR Mortgage Loan Trust
Series 2004-2F, Class 1A4, 5.50%, 01/25/2034	17,851	18,118
Series 2005-2F, Class 3A2, 3.99% (-1 x 1 mo. Term SOFR + 7.64%), 03/25/2035 (d)(f)	397,496	72,905
Series 2005-6F, Class 3A11, 4.06% (1 mo. Term SOFR + 0.41%), 07/25/2035	395,311	347,740
Series 2005-9F, Class 1A6, 5.50%, 12/25/2035	270,499	230,051
Series 2005-AR2, Class 1A2, 4.26%, 04/25/2035 (b)	421,824	372,325
Series 2005-AR2, Class 5A1, 6.56%, 04/25/2035 (b)	174,524	171,808
Series 2005-AR3, Class 5A1, 5.96%, 05/25/2035 (b)	725,489	610,226
Series 2005-AR3, Class 6A1, 4.03%, 05/25/2035 (b)	2,306,973	1,690,362
Series 2005-AR3, Class 7A1, 3.46%, 05/25/2035 (b)	370,535	315,200
Series 2005-AR6, Class B1, 5.38%, 09/25/2035 (b)	76,607	65,846
Series 2006-10F, Class 4A1, 4.11% (1 mo. Term SOFR + 0.46%), 01/25/2037	1,652,230	191,423
Series 2006-3F, Class 2A3, 5.75%, 03/25/2036	349,057	314,149
Series 2006-3F, Class 2A7, 5.75%, 03/25/2036	213,247	191,921
Series 2006-3F, Class 5A1, 4.11% (1 mo. Term SOFR + 0.46%), 03/25/2036	1,286,276	147,160
Series 2006-3F, Class 5A2, 3.39% (-1 x 1 mo. Term SOFR + 7.04%), 03/25/2036 (d)(f)	373,534	28,680
Series 2006-7F, Class 4A2, 6.50%, 08/25/2036	1,623,787	370,876
Series 2006-AR1, Class 2A4, 4.48%, 01/25/2036 (b)	1,880,303	1,750,840
Series 2006-AR1, Class 3A1, 4.37%, 01/25/2036 (b)	105,698	129,951
Series 2006-AR2, Class 1A1, 4.12% (1 mo. Term SOFR + 0.47%), 12/25/2035	82,715	72,208
Series 2006-AR2, Class 2A1, 4.04%, 04/25/2036 (b)	187,225	107,951
Series 2006-AR2, Class 3A1, 5.42%, 04/25/2036 (b)	465,996	255,355
Series 2007-3F, Class 3A7, 6.00%, 05/25/2037	3,270,767	2,310,998
Series 2007-3F, Class 4A1, 4.06% (1 mo. Term SOFR + 0.41%), 05/25/2037	4,333,412	663,308
Series 2007-AR1, Class 2A1, 3.82%, 03/25/2047 (b)	241,780	121,512
Series 2007-OA1, Class 2A3A, 4.07% (1 mo. Term SOFR + 0.42%), 05/25/2037	651,113	356,423
Harborview Mortgage Loan Trust
Series 2004-5, Class B1, 4.62%, 06/19/2034 (b)	1,156,809	1,085,378
Series 2004-7, Class 2A2, 5.83%, 11/19/2034 (b)(e)	89,988	82,384
Series 2004-7, Class 3A1, 5.19%, 11/19/2034 (b)	89,853	86,588
Series 2004-7, Class 4A, 4.92%, 11/19/2034 (b)	423,058	383,228
Series 2004-8, Class 2A3, 4.57% (1 mo. Term SOFR + 0.93%), 11/19/2034	160,306	146,693
Series 2005-1, Class 2A1A, 4.29% (1 mo. Term SOFR + 0.65%), 03/19/2035	135,822	132,486
Series 2005-12, Class 1A1A, 5.74% (MTA + 2.00%), 10/19/2035	423,793	192,551
Series 2005-13, Class 2A11, 4.31% (1 mo. Term SOFR + 0.67%), 02/19/2036	1,522,736	609,388
Series 2005-15, Class 3A11, 5.74% (MTA + 2.00%), 10/20/2045	2,156,044	1,621,470
Series 2005-16, Class 4A1A, 5.74% (MTA + 2.00%), 01/19/2036	960,420	349,886
Series 2005-6, Class A1B, 4.93% (6 mo. Term SOFR + 1.19%), 07/19/2045	215,667	184,510
Series 2005-7, Class 1A1, 4.58% (Ent 11th COFI Repl + 1.85%), 06/19/2045	434,836	165,517
Series 2005-8, Class 1A2A, 4.41% (1 mo. Term SOFR + 0.77%), 09/19/2035	306,911	174,248
Series 2005-9, Class B1, 4.65% (1 mo. Term SOFR + 1.01%), 06/20/2035	2,922,909	2,761,044
Series 2005-9, Class B2, 4.73% (1 mo. Term SOFR + 1.09%), 06/20/2035	252,115	234,904
Series 2006-11, Class A1A, 4.09% (1 mo. Term SOFR + 0.45%), 12/19/2036	1,521,859	1,409,999
Series 2006-12, Class 2A13, 4.23% (1 mo. Term SOFR + 0.59%), 12/19/2036	1,014,393	1,013,072
Series 2006-5, Class 2A1A, 4.11% (1 mo. Term SOFR + 0.47%), 07/19/2046	9,906,772	5,024,597
Series 2006-6, Class 1A1A, 4.64%, 08/19/2036 (b)	418,619	266,424
Series 2006-9, Class 2A1A, 4.17% (1 mo. Term SOFR + 0.53%), 11/19/2036	771,413	736,435
Series 2006-BU1, Class 2A1B, 4.25% (1 mo. Term SOFR + 0.61%), 02/19/2046	453,386	326,752
Series 2007-2, Class 2A1A, 3.92% (1 mo. Term SOFR + 0.43%), 05/25/2038	3,094,956	2,523,486
Series 2007-3, Class 2A1A, 4.15% (1 mo. Term SOFR + 0.51%), 05/19/2037	2,006,479	1,903,912
Series 2007-6, Class 2A1B, 3.98% (1 mo. Term SOFR + 0.34%), 08/19/2037	4,287,605	3,862,995
Series 2007-7, Class 2A1A, 5.76% (1 mo. Term SOFR + 2.11%), 10/25/2037	1,236,892	1,175,730
HarborView Mortgage Loan Trust
Series 2005-14, Class 4A1A, 5.03%, 12/19/2035 (b)	1,159,310	526,975
Series 2005-16, Class 3A1A, 4.25% (1 mo. Term SOFR + 0.61%), 01/19/2036	1,944,935	1,232,009


Series 2006-8, Class 1A1, 3.95% (1 mo. Term SOFR + 0.51%), 07/21/2036	647,648	304,271
Home Equity Asset Trust, Series 2002-5, Class M2, 6.66% (1 mo. Term SOFR + 3.01%), 05/25/2033	143,466	139,662
HSBC Asset Loan Obligation
Series 2006-2, Class 1A1, 6.00%, 12/25/2036	283,636	68,098
Series 2006-2, Class 1A7, 4.13% (1 mo. Term SOFR + 0.48%), 12/25/2036	8,276,369	1,435,427
Series 2007-WF1, Class A1, 3.88% (1 mo. Term SOFR + 0.23%), 12/25/2036	1,201,983	339,932
HSI Asset Securitization Corp.
Series 2006-HE2, Class 2A2, 3.98% (1 mo. Term SOFR + 0.33%), 12/25/2036	456,635	115,068
Series 2007-HE2, Class 2A1, 3.98% (1 mo. Term SOFR + 0.33%), 04/25/2037	160,008	78,040
Impac CMB Trust
Series 2004-11, Class 2A2, 4.50% (1 mo. Term SOFR + 0.85%), 03/25/2035	330,635	292,503
Series 2004-4, Class 2A1, 5.29%, 09/25/2034 (c)	466,595	478,501
Series 2005-4, Class 1A2, 4.44% (1 mo. Term SOFR + 0.45%), 05/25/2035	1,446,536	1,415,015
Series 2005-8, Class 1A, 4.28% (1 mo. Term SOFR + 0.63%), 02/25/2036	373,448	355,495
Series 2005-8, Class 1AM, 4.46% (1 mo. Term SOFR + 0.81%), 02/25/2036	800,299	760,305
Impac Secured Assets CMN Owner Trust
Series 2006-2, Class 1A2B, 4.10% (1 mo. Term SOFR + 0.45%), 08/25/2036	1,084,970	1,051,962
Series 2007-3, Class A1A, 3.98% (1 mo. Term SOFR + 0.33%), 09/25/2037	104,218	93,900
Series 2007-3, Class A1B, 4.24% (1 mo. Term SOFR + 0.59%), 09/25/2037	1,370,947	1,212,612
Imperial Fund Mortgage Trust
Series 2022-NQM2, Class A1, 4.64%, 03/25/2067 (a)(c)(e)	135,509	123,737
Series 2022-NQM4, Class A1, 5.77%, 06/25/2067 (a)(c)	1,019,985	1,016,362
Indymac Home Equity Loan Asset-Backed Trust
Series 2001-C, Class M2, 5.94% (1 mo. Term SOFR + 2.29%), 12/25/2032	366,246	389,140
Series 2004-C, Class M5, 4.27% (1 mo. Term SOFR + 1.69%), 03/25/2035	579,288	492,958
Series 2004-C, Class M6, 4.27% (1 mo. Term SOFR + 1.99%), 03/25/2035	293,558	243,395
Series 2004-C, Class M7, 4.27% (1 mo. Term SOFR + 2.74%), 03/25/2035	184,628	155,652
Indymac IMJA Mortgage Loan Trust
Series 2007-A1, Class A3, 6.00%, 08/25/2037	2,648,172	913,589
Series 2007-A1, Class A7, 6.00%, 08/25/2037	1,373,781	474,526
Indymac IMSC Mortgage Loan Trust
Series 2007-F2, Class 1A4, 6.00%, 07/25/2037	710,378	459,718
Series 2007-F3, Class 2A1, 6.50%, 09/25/2037	26,616	13,377
Series 2007-HOA1, Class A11, 4.12% (1 mo. Term SOFR + 0.47%), 07/25/2047	2,536,659	1,673,334
Indymac INDA Mortgage Loan Trust
Series 2006-AR2, Class 1A1, 4.24%, 09/25/2036 (b)	279,996	170,552
Series 2006-AR2, Class 4A1, 4.14%, 09/25/2036 (b)	113,683	106,503
Series 2007-AR1, Class 1A1, 3.88%, 03/25/2037 (b)	282,192	205,475
Series 2007-AR1, Class 1A2, 3.88%, 03/25/2037 (b)	278,039	203,730
Indymac Index Mortgage Loan Trust
Series 2004-AR9, Class B1, 3.97%, 11/25/2034 (b)	413,914	350,698
Series 2005-AR11, Class A3, 3.61%, 08/25/2035 (b)	193,768	138,696
Series 2005-AR12, Class 1A1, 4.28% (1 mo. Term SOFR + 0.63%), 07/25/2035	190,937	126,296
Series 2005-AR13, Class 4A1, 3.94%, 08/25/2035 (b)	228,310	203,124
Series 2005-AR18, Class 1A2, 5.38% (1 mo. Term SOFR + 1.73%), 10/25/2036	603,855	237,328
Series 2005-AR18, Class 2A1A, 4.38% (1 mo. Term SOFR + 0.73%), 10/25/2036	3,677,035	1,763,584
Series 2005-AR23, Class 6A1, 3.63%, 11/25/2035 (b)	1,615,748	1,573,192
Series 2005-AR31, Class 5A1, 4.34% (1 mo. Term SOFR + 0.69%), 01/25/2036	2,245,354	1,500,110
Series 2005-AR5, Class 4A1, 3.99%, 05/25/2035 (b)	283,136	187,677
Series 2005-AR6, Class 2A1, 4.24% (1 mo. Term SOFR + 0.59%), 04/25/2035	644,657	526,664
Series 2005-AR7, Class 1A1, 3.37%, 06/25/2035 (b)	627,534	336,367
Series 2006-AR13, Class A2, 4.36% (1 mo. Term SOFR + 0.71%), 07/25/2036 (e)	158,212	101,480
Series 2006-AR19, Class 3A1, 3.84%, 08/25/2036 (b)	932,953	795,356
Series 2006-AR25, Class 4A3, 3.56%, 09/25/2036 (b)	1,731,411	1,503,279
Series 2006-AR37, Class 1A1, 4.23%, 02/25/2037 (b)	39,423	31,223
Series 2006-AR5, Class 2A1, 3.45%, 05/25/2036 (b)	1,031,938	1,000,051
Series 2006-AR9, Class 3A3, 3.37%, 06/25/2036 (b)	65,738	54,631
Series 2007-AR15, Class 2A1, 3.36%, 08/25/2037 (b)	197,128	139,684
Series 2007-FLX2, Class A1A, 4.08% (1 mo. Term SOFR + 0.43%), 04/25/2037	621,168	564,204
Indymac Residential Asset Backed Trust


Series 2006-C, Class 2A, 4.02% (1 mo. Term SOFR + 0.37%), 08/25/2036	50,736	47,923
Series 2007-A, Class 1A, 3.98% (1 mo. Term SOFR + 0.33%), 04/25/2037	238,356	187,502
Series 2007-A, Class 2A2, 3.95% (1 mo. Term SOFR + 0.30%), 04/25/2037	544,589	367,835
Series 2007-A, Class 2A4B, 4.21% (1 mo. Term SOFR + 0.56%), 04/25/2037	3,710,580	1,543,308
Investment Capital Access, Inc., Series 13, Class M1, 7.88%, 12/28/2033 (c)	24,048	23,972
IXIS Real Estate Capital Trust, Series 2007-HE1, Class A1, 3.82% (1 mo. Term SOFR + 0.17%), 05/25/2037	440,136	86,808
J.P. Morgan Alternative Loan Trust, Series 2017-4, Class A3, 3.50%, 11/25/2048 (a)(b)	3,464	3,155
JP Morgan Alternative Loan Trust
Series 2005-S1, Class 2A11, 6.00%, 12/25/2035	10,086	6,525
Series 2006-A1, Class 2A2, 4.66%, 03/25/2036 (b)	2,146,965	1,583,237
Series 2006-A2, Class 2A2, 4.41%, 05/25/2036 (b)	957,463	547,501
Series 2006-A2, Class 3A1, 3.94%, 05/25/2036 (b)	629,265	320,148
Series 2006-A4, Class A8, 4.01%, 09/25/2036 (b)	4,533	5,666
Series 2006-A5, Class 1A1, 4.08% (1 mo. Term SOFR + 0.43%), 10/25/2036	147,264	140,605
Series 2006-A6, Class 2A6, 4.58%, 11/25/2036 (b)	554,685	519,736
Series 2006-A7, Class 1A4, 4.22% (1 mo. Term SOFR + 0.57%), 12/25/2036	1,024,355	980,603
Series 2006-S1, Class 1A1, 5.50%, 03/25/2036	158,928	69,187
Series 2006-S1, Class 3A5, 5.73%, 03/25/2036 (b)	25,732	29,192
Series 2006-S3, Class A6, 6.62%, 08/25/2036 (c)	91,300	101,642
Series 2007-A1, Class 1A1B, 3.88% (1 mo. Term SOFR + 0.23%), 03/25/2037 (e)	504,025	512,215
Series 2007-A2, Class 2A1, 4.42%, 05/25/2037 (b)	116,382	100,187
JP Morgan Mortgage Acquisition Corp.
Series 2006-CH2, Class AF6, 6.04%, 10/25/2036 (c)	522,715	303,687
Series 2007-HE1, Class AF1, 3.86% (1 mo. Term SOFR + 0.21%), 03/25/2047	536,815	363,366
JP Morgan Mortgage Trust
Series 2004-A1, Class 5A1, 6.31%, 02/25/2034 (b)	48,604	49,456
Series 2004-A3, Class 1A1, 5.92%, 07/25/2034 (b)	144,452	139,161
Series 2005-A1, Class 3A4, 5.11%, 02/25/2035 (b)	15,032	14,515
Series 2005-A2, Class 1A1, 5.63%, 04/25/2035 (b)	67,302	66,547
Series 2005-A2, Class 2A1, 3.84%, 04/25/2035 (b)	74,306	61,921
Series 2005-A3, Class 6A5, 5.13%, 06/25/2035 (b)	109,834	110,126
Series 2005-A5, Class 1A2, 4.63%, 08/25/2035 (b)(e)	48,265	44,597
Series 2005-A8, Class 2A3, 5.18%, 11/25/2035 (b)	333,432	267,534
Series 2005-ALT1, Class 2A1, 5.07%, 10/25/2035 (b)	211,150	152,208
Series 2005-S3, Class 2A2, 5.50%, 01/25/2036	158,595	135,541
Series 2006-A4, Class 5A1, 4.23%, 06/25/2036 (b)	102,790	65,939
Series 2006-A6, Class 3A2, 4.18%, 10/25/2036 (b)	295,963	160,934
Series 2006-A7, Class 2A4R, 4.38%, 01/25/2037 (b)	1,930,703	1,604,383
Series 2007-A3, Class 1A1, 4.41%, 05/25/2037 (b)	372,601	310,179
Series 2007-A4, Class 1A1, 4.44%, 06/25/2037 (b)	1,511,855	1,166,685
Series 2007-S3, Class 1A18, 4.26% (1 mo. Term SOFR + 0.61%), 08/25/2037	835,136	243,548
Series 2007-S3, Class 1A64, 7.50%, 08/25/2037	2,986,405	885,181
Series 2007-S3, Class 1A96, 6.00%, 08/25/2037	18,296	7,606
Series 2016-3, Class 1A10, 3.00%, 10/25/2046 (a)(b)	832,588	742,418
Series 2016-4, Class A12, 3.00%, 10/25/2046 (a)(b)(i)	884,728	758,900
Series 2019-1, Class A11, 4.71% (1 mo. Term SOFR + 1.06%), 05/25/2049 (a)	1,107,228	1,069,010
Series 2019-8, Class A11, 4.61% (1 mo. Term SOFR + 0.96%), 03/25/2050 (a)	228,723	224,059
Series 2019-9, Class A11, 4.66% (1 mo. Term SOFR + 1.01%), 05/25/2050 (a)	1,831,048	1,761,506
Series 2019-INV1, Class A11, 4.71% (1 mo. Term SOFR + 1.06%), 09/25/2049 (a)	1,043,914	1,028,818
Series 2019-INV3, Class A11, 4.76% (1 mo. Term SOFR + 1.11%), 05/25/2050 (a)	1,496,919	1,477,832
Series 2020-2, Class A7A, 3.00%, 07/25/2050 (a)(b)	850,346	732,826
Series 2020-5, Class A11, 4.70% (1 mo. Term SOFR + 1.11%), 12/25/2050 (a)	318,392	303,964
Series 2020-8, Class A11, 4.51% (30 day avg SOFR US + 0.90%), 03/25/2051 (a)	566,232	534,674
Series 2021-3, Class A4, 2.50%, 07/25/2051 (a)(b)	59,114	53,433
Series 2023-4, Class 1A2, 6.00%, 11/25/2053 (a)(b)	163,844	166,008
Series 2023-4, Class 1A4A, 5.50%, 11/25/2053 (a)(b)	525,956	525,473
Series 2024-NQM1, Class A1, 5.59%, 02/25/2064 (a)(c)	3,600,929	3,597,707
Series 2025-8, Class A4A, 5.50%, 02/25/2056 (a)(b)	73,561	73,408
Series 2025-NQM1, Class A1, 5.59%, 06/25/2065 (a)(c)	4,315,358	4,311,563
JP Morgan Reremic


Series 2009-10, Class 1A1, 7.00%, 08/26/2037 (a)(b)	3,868,498	1,126,095
Series 2009-11, Class 3A2, 5.95%, 01/26/2037 (a)(b)(e)	4,508,053	3,581,084
Series 2014-1, Class 3A1, 3.00%, 05/26/2037 (a)	291,693	278,460
Series 2014-2, Class 2A1, 3.00%, 03/26/2037 (a)(b)	271,245	253,080
Series 2014-2, Class 2A3, 4.00%, 03/26/2037 (a)(b)	541,092	300,063
Series 2014-3, Class 2A3, 5.00%, 06/26/2036 (a)(b)(e)	933,163	964,424
Series 2015-1, Class 5C, 0.00%, 07/27/2036 (a)(b)(d)(e)	6,252,358	2,309,465
Series 2016-1, Class A1, 2.50%, 03/25/2056 (a)(e)	133,560	130,221
Lehman Mortgage Trust
Series 2005-2, Class 2A1, 4.44% (1 mo. Term SOFR + 0.79%), 12/25/2035	3,828,334	1,831,242
Series 2005-2, Class 3A5, 5.50%, 12/25/2035	1,131,145	556,730
Series 2005-2, Class 5A1, 4.66% (1 mo. Term SOFR + 1.01%), 12/25/2035	712,893	409,235
Series 2005-2, Class 5A2, 10.75% (-5 x 1 mo. Term SOFR + 27.53%), 12/25/2035 (f)	220,261	195,305
Series 2005-2, Class AX, 5.50%, 12/25/2035 (d)(e)	780,574	156,115
Series 2005-3, Class 3A1, 6.00%, 01/25/2036	5,406,274	1,167,066
Series 2006-1, Class 1A3, 5.50%, 02/25/2036	598,105	262,248
Series 2006-1, Class 3A5, 5.50%, 02/25/2036	2,162,219	1,529,986
Series 2006-2, Class 1A1, 5.58%, 04/25/2036 (b)	138,459	85,875
Series 2006-3, Class 3A3, 3.39% (-1 x 1 mo. Term SOFR + 7.04%), 07/25/2036 (d)(f)	4,551,360	618,664
Series 2006-4, Class 1A3, 1.64% (-1 x 1 mo. Term SOFR + 5.29%), 08/25/2036 (d)(f)	642,278	47,835
Series 2006-5, Class 2A1, 4.11% (1 mo. Term SOFR + 0.46%), 09/25/2036	3,841,387	444,655
Series 2006-5, Class 2A2, Pool 2006-5, 3.39% (-1 x 1 mo. Term SOFR + 7.04%), 09/25/2036 (d)(f)	18,142,529	1,456,702
Series 2006-6, Class 1A1, 4.26% (1 mo. Term SOFR + 0.61%), 10/25/2036	3,362,329	802,396
Series 2006-7, Class 1A8, 3.94% (1 mo. Term SOFR + 0.29%), 11/25/2036	2,410,085	969,006
Series 2006-7, Class 4A1, 4.01% (1 mo. Term SOFR + 0.36%), 11/25/2036	2,159,404	113,899
Series 2006-8, Class 2A2, 2.82% (-1 x 1 mo. Term SOFR + 6.47%), 12/25/2036 (d)(f)	20,392,942	2,050,977
Series 2006-9, Class 1A1, 4.09% (1 mo. Term SOFR + 0.44%), 01/25/2037	2,933,530	1,395,467
Series 2006-9, Class 1A2, 4.36% (1 mo. Term SOFR + 0.71%), 01/25/2037	1,105,518	551,042
Series 2006-9, Class 1A3, 4.09% (1 mo. Term SOFR + 0.44%), 01/25/2037	3,352,325	1,594,686
Series 2007-1, Class 2A3, 2.87% (-1 x 1 mo. Term SOFR + 6.52%), 02/25/2037 (d)(f)	9,741,200	1,174,967
Series 2007-1, Class 3A1, 4.01% (1 mo. Term SOFR + 0.36%), 02/25/2037	2,186,048	270,660
Series 2007-2, Class 1A1, 5.75%, 02/25/2037	1,011,549	655,477
Series 2007-2, Class 2A1, 4.07% (1 mo. Term SOFR + 0.42%), 02/25/2037	8,339,917	1,505,229
Series 2007-4, Class 2A3, 4.09% (1 mo. Term SOFR + 0.44%), 05/25/2037	5,420,926	1,052,733
Series 2007-5, Class 10A4, 4.17% (1 mo. Term SOFR + 0.52%), 06/25/2037	3,069,342	620,345
Series 2007-5, Class 4A2, 4.08% (1 mo. Term SOFR + 0.43%), 08/25/2036	341,183	207,008
Series 2007-5, Class 4A3, 17.50% (-6 x 1 mo. Term SOFR + 39.39%), 08/25/2036 (f)	108,801	144,168
Series 2007-6, Class 1A7, 6.00%, 07/25/2037	19,521	17,534
Series 2007-7, Class 1A1, 4.26% (1 mo. Term SOFR + 0.61%), 08/25/2037	1,925,501	822,251
Series 2008-2, Class 1A1, 6.00%, 03/25/2038	297,290	67,624
Series 2008-2, Class 1A11, 6.00%, 03/25/2038	6,734,024	1,531,766
Series 2008-3, Class A1, 4.13% (1 mo. Term SOFR + 0.48%), 02/25/2037	40,219,429	8,568,938
Series 2008-4, Class A1, 4.14% (1 mo. Term SOFR + 0.49%), 01/25/2037	7,670,721	1,982,859
LEHMAN MTG TR 2006-4 4-A1 20210825 6.00000
6.00%, 10/15/2027	289,800	188,916
Lehman XS Trust
Series 2005-10, Class 1A1, 4.28% (1 mo. Term SOFR + 0.63%), 01/25/2036	987,300	859,467
Series 2005-3, Class 1M1, 4.51% (1 mo. Term SOFR + 0.86%), 09/25/2035	3,745,167	3,691,419
Series 2005-7N, Class 1A1B, 4.36% (1 mo. Term SOFR + 0.71%), 12/25/2035	170,050	143,365
Series 2005-8, Class 2A4A, 6.19%, 12/25/2035 (c)	25,423	29,041
Series 2006-10N, Class 1A4A, 4.36% (1 mo. Term SOFR + 0.71%), 07/25/2046	483,614	392,692
Series 2006-10N, Class 2A1, 4.00% (1 mo. Term SOFR + 0.35%), 05/25/2046	228,799	236,483
Series 2006-12N, Class A31A, 4.16% (1 mo. Term SOFR + 0.51%), 08/25/2046	46,127	49,824
Series 2006-17, Class WF41, 6.23%, 11/25/2036 (c)	200,409	196,010
Series 2006-GP2, Class 1A5A, 4.18% (1 mo. Term SOFR + 0.53%), 06/25/2046	40,180	39,676
Series 2007-10H, Class 2A2, 7.50%, 07/25/2037	315,047	289,168
Series 2007-14H, Class A22, 4.56% (1 mo. Term SOFR + 0.91%), 07/25/2047	2,423,661	2,307,393
Series 2007-15N, Class 2A1, 4.26% (1 mo. Term SOFR + 0.61%), 08/25/2037	22,095	21,878
Series 2007-16N, Class 2A2, 5.46% (1 mo. Term SOFR + 1.81%), 09/25/2047	7,622,907	7,250,288
Series 2007-3, Class 1BA1, 4.08% (1 mo. Term SOFR + 0.43%), 03/25/2037	254,125	247,601


Series 2007-3, Class 1BA2, 4.64% (6 mo. Term SOFR + 0.93%), 03/25/2037	222,384	236,977
Series 2007-6, Class 1A1, 5.39% (6 mo. Term SOFR + 1.68%), 05/25/2037	455,189	378,808
Long Beach Mortgage Loan Trust
Series 2004-2, Class A1, 4.20% (1 mo. Term SOFR + 0.55%), 06/25/2034	2,063,651	2,012,787
Series 2006-A, Class A1, 3.94% (1 mo. Term SOFR + 0.29%), 05/25/2036	970,822	14,550
Luminent Mortgage Trust
Series 2006-3, Class 11A2, 4.26% (1 mo. Term SOFR + 0.61%), 05/25/2036	2,331,079	1,940,402
Series 2006-3, Class 12A1, 4.18% (1 mo. Term SOFR + 0.53%), 05/25/2036	72,289	65,587
Series 2006-7, Class 2A1, 4.10% (1 mo. Term SOFR + 0.45%), 12/25/2036	2,687,089	2,420,728
Master Resecuritization Trust, Series 2008-1, Class A1, 6.00%, 09/27/2037 (a)(b)(e)	385,305	255,746
Mastr Adjustable Rate Mortgages Trust
Series 2004-1, Class 3A2, 3.48%, 02/25/2034 (b)	676,223	614,656
Series 2004-13, Class 3A7, 5.37%, 11/21/2034 (b)	161,628	160,552
Series 2004-4, Class 2A3, 5.92%, 05/25/2034 (b)	171,270	164,795
Series 2004-6, Class 4A6, 5.59%, 07/25/2034 (b)	64,242	64,118
Series 2005-6, Class 5A1, 3.33%, 07/25/2035 (b)	163,925	143,386
Series 2005-7, Class 3A1, 3.41%, 09/25/2035 (b)	354,989	210,413
Series 2006-2, Class 2A1, 6.54%, 04/25/2036 (b)	57,792	24,945
Series 2006-OA2, Class 4A1B, 4.94% (MTA + 1.20%), 12/25/2046	888,535	910,756
Series 2007-3, Class 22A5, 4.44% (1 mo. Term SOFR + 0.79%), 05/25/2047	3,195,572	2,680,845
MASTR Alternative Loans Trust
Series 2003-6, Class B1, 5.69%, 09/25/2033 (b)	252,604	236,099
Series 2004-13, Class 10A3, 5.75%, 01/25/2035	1,664,076	1,393,929
Series 2004-4, Class 1A1, 5.50%, 05/25/2034	14,928	14,614
Series 2004-7, Class 3A1, 6.50%, 08/25/2034	411,103	417,005
Series 2005-4, Class 5A1, 6.00%, 05/25/2035	521,464	460,898
Series 2005-5, Class 3A1, 5.75%, 08/25/2035	4,102,349	1,681,235
Series 2005-6, Class 2A1, 4.21% (1 mo. Term SOFR + 0.56%), 12/25/2035	7,073,646	1,114,041
Series 2006-1, Class A2, 4.46% (1 mo. Term SOFR + 0.81%), 02/25/2036	1,856,951	537,031
Series 2006-2, Class 2A1, 4.16% (1 mo. Term SOFR + 0.51%), 03/25/2036	237,689	18,999
Series 2006-3, Class 2A2, 6.75%, 07/25/2036	1,065,124	384,202
Series 2007-1, Class 2A15, 4.13% (1 mo. Term SOFR + 0.48%), 10/25/2036	2,576,537	518,971
Series 2007-1, Class 2A7, 6.00%, 10/25/2036	979,486	261,157
Series 2007-HF1, Class 1A1, 3.83%, 10/25/2047 (b)	561,881	475,226
Mastr Asset Backed Securities Trust
Series 2006-AM2, Class A3, 4.10% (1 mo. Term SOFR + 0.45%), 06/25/2036	452,068	423,932
Series 2006-FRE2, Class A5, 4.24% (1 mo. Term SOFR + 0.59%), 03/25/2036	207,744	120,082
MASTR Asset Securitization Trust
Series 2004-3, Class 4A10, 5.50%, 03/25/2034	368,851	280,604
Series 2004-4, Class 1A7, 5.25%, 12/26/2033	117,027	114,553
Series 2006-2, Class 1A14, 6.00%, 06/25/2036	543,902	287,788
Mastr Seasoned Securities Trust
Series 2004-2, Class A1, 6.50%, 08/25/2032 (b)	340,466	336,492
Series 2005-1, Class 4A1, 6.38%, 10/25/2032 (b)	182,742	178,319
Mastr Specialized Loan Trust, Series 2005-2, Class M4, 6.03% (1 mo. Term SOFR + 2.38%), 07/25/2035 (a)	901,537	1,006,968
Mello Mortgage Capital Acceptance
Series 2021-INV2, Class A11, 4.56% (30 day avg SOFR US + 0.95%), 08/25/2051 (a)	284,026	267,716
Series 2021-INV3, Class A11, 4.56% (30 day avg SOFR US + 0.95%), 10/25/2051 (a)	367,450	347,320
Mellon Residential Funding Corp.
Series 1999-TBC3, Class A2, 4.39%, 10/20/2029 (b)	218,774	213,902
Series 2000-TBC2, Class A1, 4.22% (1 mo. Term SOFR + 0.59%), 06/15/2030	97,766	96,342
Series 2000-TBC3, Class A1, 4.18% (1 mo. Term SOFR + 0.55%), 12/15/2030	54,477	53,525
Meritage Mortgage Loan Trust, Series 2004-1, Class M1, 4.51% (1 mo. Term SOFR + 0.86%), 07/25/2034 (e)	231,615	218,152
Merrill Lynch Alternative Note Asset
Series 2007-A1, Class A2C, 4.22% (1 mo. Term SOFR + 0.57%), 01/25/2037	3,502,228	1,015,151
Series 2007-A3, Class A2B, 4.18% (1 mo. Term SOFR + 0.53%), 04/25/2037	1,175,672	422,498
Merrill Lynch First Franklin Mortgage Loan Trust, Series 2007-5, Class 1A, 5.46% (1 mo. Term SOFR + 1.81%), 10/25/2037	2,593,024	1,580,052
Merrill Lynch Mortgage Backed Securities Trust
Series 2007-2, Class 1A1, 6.20% (1 yr. CMT Rate + 2.40%), 08/25/2036	406,265	349,351


Series 2007-3, Class 2A1, 4.37%, 06/25/2037 (b)	854,344	481,239
Merrill Lynch Mortgage Investors, Inc.
Series 2003-HE1, Class M1, 4.81% (1 mo. Term SOFR + 1.16%), 07/25/2034	34,891	34,705
Series 2004-A4, Class A2, 4.84%, 08/25/2034 (b)	152,005	145,032
Series 2005-A10, Class A, 4.18% (1 mo. Term SOFR + 0.53%), 02/25/2036	1,777,155	1,762,886
Series 2005-A5, Class A3, 4.52%, 06/25/2035 (b)	241,824	238,131
Series 2005-A6, Class M1, 4.48% (1 mo. Term SOFR + 0.83%), 08/25/2035	453,076	425,818
Series 2005-A9, Class 2A1E, 5.38%, 12/25/2035 (b)	151,866	145,884
Series 2006-AR1, Class A1, 4.09% (1 mo. Term SOFR + 0.44%), 03/25/2037 (a)	456,365	142,155
Series 2006-RM3, Class A1B, 4.14% (1 mo. Term SOFR + 0.49%), 06/25/2037	5,939,596	182,344
MFRA Trust
Series 2023-INV2, Class A1, 6.78%, 10/25/2058 (a)(c)	220,726	220,864
Series 2023-NQM4, Class A1, 6.11%, 12/25/2068 (a)(c)	604,732	606,805
Series 2024-NQM1, Class A2, 6.83%, 03/25/2069 (a)(c)	4,035,596	4,055,266
Series 2024-NQM3, Class A1, 5.72%, 12/25/2069 (a)(c)	204,725	205,131
Series 2025-NQM2, Class A1, 5.68%, 05/27/2070 (a)(c)	3,639,206	3,646,149
Series 2025-NQM3, Class A1, 5.26%, 08/25/2070 (a)(c)	1,046,870	1,041,944
MLCC Mortgage Investors, Inc.
Series 2003-A, Class 2A1, 4.54% (1 mo. Term SOFR + 0.89%), 03/25/2028	10,515	9,605
Series 2003-C, Class A1, 4.42% (1 mo. Term SOFR + 0.77%), 06/25/2028	184,856	170,588
Series 2003-D, Class A, 4.38% (1 mo. Term SOFR + 0.73%), 08/25/2028	154,557	141,484
Series 2003-E, Class A1, 4.38% (1 mo. Term SOFR + 0.73%), 10/25/2028	63,543	59,314
Series 2003-F, Class A3, 5.78%, 10/25/2028 (b)	67,083	66,486
Series 2003-H, Class A1, 4.40% (1 mo. Term SOFR + 0.75%), 01/25/2029	172,193	149,290
Series 2004-A, Class B1, 4.51% (1 mo. Term SOFR + 0.86%), 04/25/2029	48,479	28,410
Series 2004-G, Class A1, 4.32% (1 mo. Term SOFR + 0.67%), 01/25/2030	18,859	17,842
Series 2005-3, Class 2A, 5.06%, 11/25/2035 (b)	8,759	8,576
Series 2006-1, Class 2A1, 5.12%, 02/25/2036 (b)	197,991	194,047
Series 2006-2, Class 2A, 5.37%, 05/25/2036 (b)	21,781	21,638
Series 2006-3, Class 2A1, 5.55%, 10/25/2036 (b)	564,743	471,822
Morgan Stanley ABS Capital I, Inc.
Series 2003-NC8, Class B1, 9.16% (1 mo. Term SOFR + 5.51%), 09/25/2033	86,197	101,972
Series 2004-HE6, Class M2, 4.66% (1 mo. Term SOFR + 1.01%), 08/25/2034	77,466	77,693
Series 2004-HE6, Class M3, 4.74% (1 mo. Term SOFR + 1.09%), 08/25/2034	56,434	54,465
Series 2004-NC5, Class M1, 4.66% (1 mo. Term SOFR + 1.01%), 05/25/2034	850,341	821,395
Series 2005-HE1, Class M1, 4.44% (1 mo. Term SOFR + 0.79%), 12/25/2034	100,948	100,134
Series 2005-HE1, Class M2, 4.47% (1 mo. Term SOFR + 0.82%), 12/25/2034	229,884	230,224
Series 2005-NC1, Class M5, 4.86% (1 mo. Term SOFR + 1.21%), 01/25/2035 (e)	57,900	54,716
Series 2006-HE2, Class A2C, 4.12% (1 mo. Term SOFR + 0.47%), 03/25/2036	238,133	198,258
Series 2006-HE6, Class A2FP, 3.88% (1 mo. Term SOFR + 0.23%), 09/25/2036	151,857	50,580
Series 2007-HE7, Class A2C, 5.01% (1 mo. Term SOFR + 1.36%), 07/25/2037	2,057,395	1,850,431
Morgan Stanley Home Equity Loan Trust, Series 2006-3, Class A3, 4.08% (1 mo. Term SOFR + 0.43%), 04/25/2036	447,274	303,991
Morgan Stanley Mortgage Loan Trust
Series 2004-5AR, Class 2A, 4.63%, 07/25/2034 (b)	127,255	118,746
Series 2005-10, Class 1A1, 4.46% (1 mo. Term SOFR + 0.81%), 12/25/2035	327,186	185,450
Series 2005-10, Class 1A5, 5.75%, 12/25/2035	22,724	14,099
Series 2005-4, Class 4A, 4.51%, 08/25/2035 (b)	34,430	14,157
Series 2005-6AR, Class 3A2, 5.06%, 11/25/2035 (b)	521,979	457,603
Series 2005-7, Class 7A6, 5.50%, 11/25/2035	105,351	91,907
Series 2005-9AR, Class 2A, 4.79%, 12/25/2035 (b)	502,700	469,046
Series 2006-11, Class 2A1, 6.00%, 08/25/2036	474,757	185,235
Series 2006-16AX, Class 1A, 4.10% (1 mo. Term SOFR + 0.45%), 11/25/2036	2,735,005	398,605
Series 2006-16AX, Class 2A2, 4.10% (1 mo. Term SOFR + 0.45%), 11/25/2036	4,627,454	1,244,146
Series 2006-17XS, Class A6, 6.08%, 10/25/2046 (c)	2,482,246	549,805
Series 2006-1AR, Class 1A1, 4.04% (1 mo. Term SOFR + 0.39%), 02/25/2036	2,167,365	1,202,616
Series 2006-2, Class 6A, 6.50%, 02/25/2036	347,747	133,596
Series 2006-3AR, Class 2A3, 4.46%, 03/25/2036 (b)	569,742	292,373
Series 2006-4SL, Class A1, 4.06% (1 mo. Term SOFR + 0.41%), 03/25/2036	177,855	180,950
Series 2006-7, Class 4A2, 4.51% (1 mo. Term SOFR + 0.86%), 06/25/2036	2,817,534	886,223
Series 2006-7, Class 5A2, 5.96%, 06/25/2036 (b)	853,987	222,606


Series 2006-8AR, Class 3A, 4.14%, 06/25/2036 (b)	516,228	367,779
Series 2006-8AR, Class 3B1, 5.70%, 06/25/2036 (b)	10,637	7,813
Series 2006-8AR, Class 4A2, 6.00%, 06/25/2036 (b)	7,946	7,174
Series 2007-10XS, Class A19, 6.00%, 02/25/2037 (b)	549,283	196,339
Series 2007-14AR, Class 3A3, 4.27%, 10/25/2037 (b)	314,431	303,681
Series 2007-15AR, Class 1A1, 3.79%, 11/25/2037 (b)	1,345,822	1,133,832
Series 2007-1XS, Class 2A4A, 6.58%, 09/25/2046 (c)	5,328,143	1,321,328
Series 2007-2AX, Class 2A1, 3.94% (1 mo. Term SOFR + 0.29%), 12/25/2036	832,656	273,148
Series 2007-6XS, Class 2A5S, 6.50%, 02/25/2047 (c)	1,639,293	510,660
Series 2007-7AX, Class 2A1, 4.00% (1 mo. Term SOFR + 0.35%), 04/25/2037	9,746,832	2,545,493
Series 2007-7AX, Class 2A3, 4.48% (1 mo. Term SOFR + 0.83%), 04/25/2037	192,057	50,355
Series 2007-7AX, Class 2A4, 4.40% (1 mo. Term SOFR + 0.75%), 04/25/2037	10,923,871	420,403
Series 2007-7AX, Class 2A6, 4.40% (1 mo. Term SOFR + 0.75%), 04/25/2037	2,743,559	105,585
Series 2007-8XS, Class A1, 5.75%, 04/25/2037 (b)	1,690,797	800,676
Morgan Stanley Reremic Trust
Series 2010-R3, Class 3C, 4.18% (1 mo. Term SOFR + 0.35%), 06/26/2036 (a)	5,393,702	4,765,123
Series 2010-R5, Class 3B, 3.06%, 03/26/2037 (a)(c)	216,787	228,592
Series 2013-R3, Class 6B2, 4.04%, 12/26/2036 (a)(b)	283,529	252,346
Series 2015-R2, Class 1B, 3.96% (MTA + 0.71%), 12/27/2046 (a)	775,241	692,680
Morgan Stanley Residential Mortgage Loan Trust
Series 2024-3, Class A2, 6.00%, 07/25/2054 (a)(b)	92,524	92,420
Series 2024-NQM2, Class A1, 6.39%, 05/25/2069 (a)(c)	1,838,784	1,848,611
Series 2025-NQM2, Class A1, 5.63%, 01/25/2070 (a)(b)	2,689,820	2,693,635
Series 2025-NQM5, Class A1, 5.44%, 07/25/2070 (a)(b)	273,517	272,957
Series 2025-NQM8, Class A1, 4.96%, 09/25/2070 (a)(b)	3,429,940	3,397,342
Mortgage Loan Resecuritization Trust, Series 2009-RS1, Class B15, 4.07% (1 mo. Term SOFR + 0.45%), 04/16/2036 (a)	4,612,888	3,898,356
MortgageIT Trust
Series 2005-3, Class A1, 4.36% (1 mo. Term SOFR + 0.71%), 08/25/2035	48,063	48,336
Series 2006-1, Class 1A1, 4.22% (1 mo. Term SOFR + 0.57%), 04/25/2036	224,327	219,793
New Century Alternative Mortgage Loan Trust, Series 2006-ALT2, Class AF3, 4.46%, 10/25/2036 (b)	1,487,421	259,416
New Century Home Equity Loan Trust
Series 2004-2, Class A4, 4.86% (1 mo. Term SOFR + 1.21%), 08/25/2034	268,796	268,866
Series 2005-1, Class M6, 4.96% (1 mo. Term SOFR + 1.31%), 03/25/2035	253,849	251,850
Series 2005-A, Class A5, 4.59%, 08/25/2035 (c)	1,324,760	1,186,560
Series 2006-S1, Class A1, 4.10% (1 mo. Term SOFR + 0.45%), 03/25/2036	10,254,886	193,213
New Residential Mortgage Loan Trust 2023-NQM1
Series 2025-NQM2, Class A1, 5.57%, 04/25/2065 (a)(c)	1,296,877	1,297,977
Series 2025-NQM4, Class A1, 5.35%, 07/25/2065 (a)(b)	5,101,089	5,084,440
Series 2025-NQM7, Class A1, 5.01%, 10/26/2065 (a)(b)	6,217,760	6,189,998
New York Mortgage Trust, Series 2006-1, Class 2A2, 4.58%, 05/25/2036 (b)	20,741	17,062
Nomura Asset Acceptance Corp.
Series 2006-AR4, Class A1A, 4.10% (1 mo. Term SOFR + 0.45%), 12/25/2036	160,451	148,900
Series 2007-1, Class 1A1A, 6.50%, 03/25/2047 (c)	664,693	609,001
Series 2007-1, Class 1A3, 6.46%, 03/25/2047 (c)	217,569	202,543
Series 2007-1, Class 1A4, 6.64%, 03/25/2047 (c)	2,265,153	2,108,380
Series 2007-2, Class A1B, 6.02%, 06/25/2037 (b)	905,127	811,973
Nomura Home Equity Loan Inc, Series 2006-AF1, Class A1, 6.53%, 10/25/2036 (c)	1,383,393	223,899
Nomura Resecuritization Trust
Series 2011-4RA, Class 3A10, 4.47%, 12/26/2035 (a)(b)	2,515,811	784,865
Series 2014-1R, Class 1A13, 1.53% (1 mo. Term SOFR + 0.27%), 10/26/2036 (a)(e)	1,257,517	1,022,990
Series 2015-10R, Class 1A2, 1.19%, 12/25/2036 (a)(b)(i)	1,351,097	1,109,836
Novastar Home Equity Loan
Series 2003-1, Class A2, 3.77% (1 mo. Term SOFR + 0.89%), 05/25/2033	9,867	9,801
Series 2006-3, Class A2C, 4.08% (1 mo. Term SOFR + 0.43%), 10/25/2036	4,095,756	1,890,399
Series 2006-5, Class A2B, 4.00% (1 mo. Term SOFR + 0.35%), 11/25/2036	898,772	268,277
Oakwood Mortgage Investors, Inc.
Series 1997-A, Class B1, 7.45%, 05/15/2027	8,000	7,700
Series 1999-C, Class A2, 7.48%, 08/15/2027	882,327	571,164
Series 1999-D, Class M1, 8.00%, 11/15/2029 (b)	965,604	1,000,808


OBX 2024-NQM4 Trust
Series 2024-NQM8, Class A1, 6.23%, 05/25/2064 (a)(c)	1,809,855	1,819,158
Series 2024-NQM9, Class A1, 6.03%, 01/25/2064 (a)(c)	1,986,493	1,996,276
OneMain Holdings, Inc., Series 2006-1, Class M1, 5.75%, 12/25/2035 (a)(b)	104,975	104,542
Onslow Bay Mortgage Loan Trust
Series 2023-NQM6, Class A1, 6.52%, 07/25/2063 (a)(c)	185,325	185,229
Series 2023-NQM9, Class A1, 7.16%, 10/25/2063 (a)(c)	1,074,422	1,077,430
Series 2024-NQM1, Class A1, 5.93%, 11/25/2063 (a)(c)	565,613	565,966
Series 2024-NQM13, Class A1, 5.12%, 06/25/2064 (a)	432,394	431,714
Series 2024-NQM14, Class A1, 4.94%, 09/25/2064 (a)(c)	479,976	477,566
Series 2024-NQM15, Class A1, 5.32%, 10/25/2064 (a)(c)	468,720	468,403
Series 2024-NQM18, Class A1, 5.41%, 10/25/2064 (a)(b)	3,006,669	3,006,126
Series 2024-NQM2, Class A1, 5.88%, 12/25/2063 (a)(c)	14,388,371	14,400,296
Series 2024-NQM6, Class A1, 6.45%, 02/25/2064 (a)(c)	701,164	705,235
Series 2025-NQM3, Class A1, 5.65%, 12/01/2064 (a)(c)	398,930	400,257
Option One Mortgage Loan Trust
Series 2007-CP1, Class 2A3, 3.97% (1 mo. Term SOFR + 0.32%), 03/25/2037	2,065,000	1,727,502
Series 2007-FXD1, Class 1A1, 5.87%, 01/25/2037 (c)	4,070,553	3,626,213
Series 2007-FXD1, Class 2A1, 5.87%, 01/25/2037 (c)	3,505,650	3,090,749
Origen Manufactured Housing, Series 2002-A, Class M2, 8.85%, 05/15/2032 (b)	132,768	134,340
Ownit Mortgage Loan Asset Backed Certificates
Series 2006-5, Class A2C, 4.06% (1 mo. Term SOFR + 0.41%), 07/25/2037	707,821	658,359
Series 2006-6, Class A2C, 4.08% (1 mo. Term SOFR + 0.43%), 09/25/2037	1,252,558	549,870
PHH Alternative Mortgage Trust
Series 2007-2, Class 1A4, 4.36% (1 mo. Term SOFR + 0.71%), 05/25/2037	604,654	550,384
Series 2007-2, Class 2A2, 6.00%, 05/25/2037	1,459,354	1,279,711
Series 2007-2, Class 3A1, 6.00%, 05/25/2037	191,719	178,713
PHH Mortgage Capital LLC, Series 2007-3, Class A3, 4.43%, 06/18/2037 (b)	6,482	6,406
PMT Loan Trust, Series 2025-J2, Class A9, 5.50%, 08/25/2056 (a)(b)	484,150	483,062
Popular ABS, Inc., Series 2004-3, Class M2, 3.69%, 07/25/2034 (c)	667,699	567,879
Prime Mortgage Trust
Series 2004-CL1, Class 3A1, 6.35%, 02/25/2034 (b)	351,449	354,342
Series 2005-4, Class 1A2, 5.00%, 10/25/2026	104,002	101,322
Series 2005-4, Class 2A9, 5.50%, 10/25/2035	72,002	65,870
Series 2006-1, Class 3A1, 4.11% (1 mo. Term SOFR + 0.46%), 06/25/2036	1,075,527	805,687
Series 2006-1, Class 3A2, 3.39% (-1 x 1 mo. Term SOFR + 7.04%), 06/25/2036 (d)(f)	1,075,527	144,487
Series 2006-2, Class 1A21, 4.09% (1 mo. Term SOFR + 0.44%), 11/25/2036	1,447,037	1,345,432
Series 2006-DR1, Class 2A1, Pool DR12A1, 5.50%, 05/25/2035 (a)	6,310,189	5,901,553
Series 2006-DR1, Class 2A2, 6.00%, 05/25/2035 (a)	3,505,424	2,958,657
Series 2007-1, Class A2, 6.00%, 03/25/2037	1,779,965	1,607,750
PRKCM Trust, Series 2022-AFC2, Class A1, 5.34%, 08/25/2057 (a)(b)	742,537	740,292
PRPM LLC
Series 2023-NQM2, Class A1, 6.25%, 08/25/2068 (a)(c)	635,246	634,587
Series 2024-NQM2, Class A1, 6.33%, 06/25/2069 (a)(c)	61,183	61,533
Series 2024-NQM4, Class A1, 5.67%, 12/26/2069 (a)(c)	752,137	753,002
Series 2025-NQM1, Class A1, 5.80%, 11/25/2069 (a)(c)	8,827,875	8,868,590
Series 2025-NQM3, Class A1, 0.00%, 05/25/2070 (a)(b)	5,905,834	5,913,586
Series 2025-NQM3, Class A1A, 5.61%, 05/25/2070 (a)(c)	6,421,974	6,431,946
Series 2025-NQM6, Class A1, 4.99%, 12/25/2070 (a)(b)	4,975,702	4,925,200
RAAC Series
Series 2005-SP1, Class 1A1, 5.00%, 09/25/2034	80,197	78,613
Series 2005-SP2, Class 2A, 4.36% (1 mo. Term SOFR + 0.71%), 06/25/2044	524,781	486,316
RALI Trust
Series 2004-QA6, Class NB1, 2.56%, 12/26/2034 (b)	467,624	186,295
Series 2005-QA7, Class A1, 4.77%, 07/25/2035 (b)	1,456,747	1,038,181
Series 2005-QA8, Class CB21, 5.04%, 07/25/2035 (b)	714,774	347,610
Series 2005-QA9, Class CB11, 4.45%, 08/25/2035 (b)	83,662	75,115
Series 2005-QO1, Class A1, 4.06% (1 mo. Term SOFR + 0.41%), 08/25/2035	1,440,992	975,323
Series 2005-QS10, Class 3A1, 4.26% (1 mo. Term SOFR + 0.61%), 08/25/2035	244,901	166,837
Series 2005-QS10, Class 3A2, 1.24% (-1 x 1 mo. Term SOFR + 4.89%), 08/25/2035 (d)(f)	244,901	11,206


Series 2005-QS10, Class 3A3, 5.50%, 08/25/2035	1,161,137	838,892
Series 2005-QS11, Class A3, 1.24% (-1 x 1 mo. Term SOFR + 4.89%), 07/25/2035 (d)(f)	338,515	16,769
Series 2005-QS12, Class A11, 9.76% (-11 x 1 mo. Term SOFR + 49.89%), 08/25/2035 (f)	68,437	62,850
Series 2005-QS12, Class A8, 4.11% (1 mo. Term SOFR + 0.46%), 08/25/2035	2,413,709	1,965,023
Series 2005-QS13, Class 2A3, 5.75%, 09/25/2035	1,573,152	1,347,373
Series 2005-QS14, Class 2A1, 6.00%, 09/25/2035	3,343,930	929,348
Series 2005-QS14, Class 3A3, 6.00%, 09/25/2035	1,516,685	1,340,977
Series 2005-QS16, Class A1, 4.46% (1 mo. Term SOFR + 0.81%), 11/25/2035	762,395	638,807
Series 2005-QS16, Class A2, 1.04% (-1 x 1 mo. Term SOFR + 4.69%), 11/25/2035 (d)(f)	762,263	22,945
Series 2005-QS7, Class A1, 5.50%, 06/25/2035	1,140,451	967,588
Series 2006-QA3, Class A2, 4.36% (1 mo. Term SOFR + 0.71%), 04/25/2036	1,554,629	1,390,489
Series 2006-QA5, Class 1A1, 4.12% (1 mo. Term SOFR + 0.47%), 07/25/2036	4,368,839	1,279,721
Series 2006-QA5, Class 1A3, 4.20% (1 mo. Term SOFR + 0.55%), 07/25/2036	25,219	7,421
Series 2006-QA6, Class A1, 4.14% (1 mo. Term SOFR + 0.49%), 07/25/2036	218,885	208,516
Series 2006-QA9, Class A1, 4.12% (1 mo. Term SOFR + 0.47%), 11/25/2036	44,121	21,727
Series 2006-QO10, Class A1, 4.08% (1 mo. Term SOFR + 0.43%), 01/25/2037	2,923,325	2,682,825
Series 2006-QO2, Class A1, 4.20% (1 mo. Term SOFR + 0.55%), 02/25/2046	7,163,433	1,143,359
Series 2006-QO2, Class A3, 4.44% (1 mo. Term SOFR + 0.79%), 02/25/2046	1,847,222	303,186
Series 2006-QO4, Class 2A1, 4.14% (1 mo. Term SOFR + 0.49%), 04/25/2046	1,003,143	963,141
Series 2006-QO5, Class 2A1, 4.14% (1 mo. Term SOFR + 0.49%), 05/25/2046	401,856	374,356
Series 2006-QO6, Class A1, 4.12% (1 mo. Term SOFR + 0.47%), 06/25/2046	9,630,290	1,894,481
Series 2006-QO6, Class A2, 4.22% (1 mo. Term SOFR + 0.57%), 06/25/2046	2,769,454	557,916
Series 2006-QO7, Class 1A1, 4.54% (MTA + 0.80%), 09/25/2046	867,687	720,597
Series 2006-QO7, Class 3A2, 4.17% (1 mo. Term SOFR + 0.52%), 09/25/2046	350,180	357,176
Series 2006-QS1, Class A6, 14.01% (-8 x 1 mo. Term SOFR + 41.98%), 01/25/2036 (f)	53,445	54,494
Series 2006-QS12, Class 2A15, 4.26% (1 mo. Term SOFR + 0.61%), 09/25/2036	1,029,858	769,385
Series 2006-QS12, Class 2A18, 5.75%, 09/25/2036	204,563	163,922
Series 2006-QS13, Class 1A10, 6.00%, 09/25/2036	436,667	350,158
Series 2006-QS15, Class A3, 6.50%, 10/25/2036	89,168	77,998
Series 2006-QS16, Class A9, 6.00%, 11/25/2036	80,117	64,122
Series 2006-QS17, Class A2, 2.89% (-1 x 1 mo. Term SOFR + 6.54%), 12/25/2036 (d)(f)	1,325,135	146,446
Series 2006-QS18, Class 2A1, 4.21% (1 mo. Term SOFR + 0.56%), 12/25/2036	14,024,903	10,440,092
Series 2006-QS2, Class 1A10, 4.26% (1 mo. Term SOFR + 0.61%), 02/25/2036	2,441,076	1,939,656
Series 2006-QS2, Class 1A14, 4.46% (1 mo. Term SOFR + 0.81%), 02/25/2036	423,237	340,367
Series 2006-QS2, Class 1A17, 4.24% (1 mo. Term SOFR + 0.59%), 02/25/2036	3,209,547	2,547,163
Series 2006-QS2, Class 1A2, 4.26% (1 mo. Term SOFR + 0.61%), 02/25/2036	1,220,890	970,107
Series 2006-QS2, Class 1A7, 6.00%, 02/25/2036 (d)	190,851	31,946
Series 2006-QS3, Class 1A9, 1.84% (-1 x 1 mo. Term SOFR + 5.49%), 03/25/2036 (d)(f)	422,571	26,797
Series 2006-QS3, Class 2AP, 0.00%, 03/25/2036 (g)	410,517	203,438
Series 2006-QS4, Class A12, 4.26% (1 mo. Term SOFR + 0.61%), 04/25/2036	1,591,663	1,191,653
Series 2006-QS4, Class A2, 6.00%, 04/25/2036	352,995	287,369
Series 2006-QS4, Class A8, 8.00% (-790 x 1 mo. Term SOFR + 5,052.56%), 04/25/2036 (f)	101,535	85,787
Series 2006-QS6, Class 1A1, 6.00%, 06/25/2036	367,509	305,004
Series 2006-QS6, Class 1A11, 4.46% (1 mo. Term SOFR + 0.81%), 06/25/2036	1,108,837	859,822
Series 2006-QS6, Class 1A13, 6.00%, 06/25/2036	438,399	364,000
Series 2006-QS6, Class 1A15, 6.00%, 06/25/2036	319,489	265,270
Series 2006-QS6, Class 1A5, 5.75%, 06/25/2036	174,523	142,951
Series 2006-QS6, Class 1A9, 4.36% (1 mo. Term SOFR + 0.71%), 06/25/2036	1,771,160	1,364,576
Series 2006-QS7, Class A3, 6.00%, 06/25/2036	201,162	160,176
Series 2006-QS7, Class A5, 1.84% (-1 x 1 mo. Term SOFR + 5.49%), 06/25/2036 (d)(f)	1,326,125	88,389
Series 2006-QS8, Class A4, 4.21% (1 mo. Term SOFR + 0.56%), 08/25/2036	1,109,247	872,671
Series 2006-QS9, Class 1A1, 4.16% (1 mo. Term SOFR + 0.51%), 07/25/2036	297,927	216,898
Series 2006-QS9, Class 1A4, 6.00%, 07/25/2036	171,668	137,658
Series 2006-QS9, Class 1A8, 4.41% (1 mo. Term SOFR + 0.76%), 07/25/2036	610,704	451,720
Series 2007-QH8, Class A, 4.65%, 10/25/2037 (b)	887,284	699,384
Series 2007-QH9, Class A1, 3.87%, 11/25/2037 (b)	300,369	251,701
Series 2007-QS1, Class 1A1, 6.00%, 01/25/2037	215,950	178,805
Series 2007-QS1, Class 1A2, 1.69% (-1 x 1 mo. Term SOFR + 5.34%), 01/25/2037 (d)(f)	4,448,751	314,696
Series 2007-QS1, Class 1A5, 4.31% (1 mo. Term SOFR + 0.66%), 01/25/2037	3,770,671	2,863,705
Series 2007-QS1, Class 2A10, 6.00%, 01/25/2037	1,184,407	915,045


Series 2007-QS1, Class 2A2, 4.12% (1 mo. Term SOFR + 0.47%), 01/25/2037	492,859	339,724
Series 2007-QS1, Class 2A9, 2.94% (-1 x 1 mo. Term SOFR + 6.59%), 01/25/2037 (d)(f)	1,140,375	152,825
Series 2007-QS1, Class 2AP, 0.00%, 01/25/2037 (g)	682,882	288,318
Series 2007-QS10, Class A1, 6.50%, 09/25/2037	13,269	11,030
Series 2007-QS2, Class A3, 6.00%, 01/25/2037	280,163	224,831
Series 2007-QS3, Class A3, 6.25%, 02/25/2037	1,058,508	881,531
Series 2007-QS4, Class 2A4, 4.10% (1 mo. Term SOFR + 0.45%), 03/25/2037	6,764,420	1,142,734
Series 2007-QS4, Class 2A5, 2.90% (-1 x 1 mo. Term SOFR + 6.55%), 03/25/2037 (d)(f)	16,788,302	1,656,386
Series 2007-QS4, Class 4A1, 4.16% (1 mo. Term SOFR + 0.51%), 03/25/2037	2,025,143	427,645
Series 2007-QS5, Class A1, 5.50%, 03/25/2037	721,697	597,747
Series 2007-QS6, Class A13, 23.64% (-8 x 1 mo. Term SOFR + 54.05%), 04/25/2037 (f)	74,905	106,381
Series 2007-QS6, Class A2, 24.23% (-8 x 1 mo. Term SOFR + 54.63%), 04/25/2037 (f)	173,006	250,060
Series 2007-QS6, Class A77, 24.48% (-8 x 1 mo. Term SOFR + 54.88%), 04/25/2037 (f)	48,466	70,597
Series 2007-QS7, Class 1A5, 4.16% (1 mo. Term SOFR + 0.51%), 05/25/2037	1,680,976	1,294,294
Series 2007-QS7, Class 1A7, 4.31% (1 mo. Term SOFR + 0.66%), 05/25/2037	424,214	329,946
Series 2007-QS7, Class 2A1, 6.75%, 06/25/2037	759,804	265,948
Series 2007-QS8, Class A1, 4.16% (1 mo. Term SOFR + 0.51%), 06/25/2037	6,094,046	4,518,049
Series 2007-QS8, Class A3, 4.36% (1 mo. Term SOFR + 0.71%), 06/25/2037	1,738,618	1,308,070
Series 2007-QS8, Class A8, 6.00%, 06/25/2037	221,338	180,253
Series 2007-QS9, Class A33, 6.50%, 07/25/2037	2,585,521	2,130,441
Series 2008-QR1, Class 1A4, 6.00%, 08/25/2036	194,454	157,282
Series 2008-QR1, Class 2A1, 4.26% (1 mo. Term SOFR + 0.61%), 09/25/2036	1,067,578	796,340
RAMP Trust
Series 2003-RS9, Class MII2, 5.03% (1 mo. Term SOFR + 1.91%), 10/25/2033	405,915	396,138
Series 2006-NC3, Class M1, 4.27% (1 mo. Term SOFR + 0.45%), 03/25/2036	177,200	174,725
RASC Trust, Series 2005-EMX1, Class M5, 5.79% (1 mo. Term SOFR + 2.14%), 03/25/2035	189,397	179,489
RBSGC Mortgage Pass Through Certificates
Series 2008-A, Class A1, 5.50%, 11/25/2035 (a)(b)	389,112	321,047
Series 2008-B, Class A1, 6.00%, 06/25/2037 (a)	10,069,602	9,044,056
RBSSP Resecuritization Trust
Series 2009-12, Class 9A2, 4.33%, 03/25/2036 (a)(b)	285,519	188,081
Series 2009-5, Class 13A3, 4.23% (1 mo. Term SOFR + 0.61%), 08/26/2037 (a)	2,381,521	961,537
Series 2009-5, Class 4A3, 4.20% (1 mo. Term SOFR + 0.61%), 10/26/2036 (a)	5,600,058	1,337,018
Series 2009-6, Class 9A3, 4.15% (1 mo. Term SOFR + 0.56%), 11/26/2036 (a)	2,142,259	452,394
Series 2009-7, Class 15A3, 4.10% (1 mo. Term SOFR + 0.51%), 01/26/2046 (a)(e)	4,390,636	1,163,519
Series 2010-2, Class 3A2, 4.01%, 12/26/2036 (a)(b)	402,144	384,351
Series 2010-9, Class 7A6, 6.00%, 05/26/2037 (a)(b)	992,718	404,447
Series 2013-4, Class 1A2, 5.19% (1 mo. Term SOFR + 1.61%), 12/26/2037 (a)	677,577	587,093
Renaissance Home Equity Loan Trust
Series 2003-2, Class A, 3.45% (1 mo. Term SOFR + 0.99%), 08/25/2033	1,514,124	1,405,169
Series 2003-2, Class M1, 3.45% (1 mo. Term SOFR + 1.35%), 08/25/2033	194,535	178,414
Series 2003-4, Class A3, 5.00% (1 mo. Term SOFR + 1.35%), 03/25/2034	154,974	141,177
Series 2004-1, Class AV3, 4.70% (1 mo. Term SOFR + 1.05%), 05/25/2034	1,485,008	1,348,313
Series 2004-1, Class M4, 6.46% (1 mo. Term SOFR + 2.81%), 05/25/2034	239,243	186,590
Series 2004-2, Class M1, 6.41%, 07/25/2034 (c)	300,655	266,799
Renaissance NIM Trust, Series 2006-4, Class AF6, 5.34%, 01/25/2037 (c)	979,749	285,676
RESI Finance LP, Series 2003-D, Class B3, 5.04% (1 mo. Term SOFR + 1.41%), 12/10/2035 (a)(e)	16,758	7,139
Residential Asset Securitization Trust
Series 2003-A9, Class A2, 4.00%, 08/25/2033	304,826	267,605
Series 2004-A3, Class A7, 5.25%, 06/25/2034	496,655	479,183
Series 2004-A4, Class A11, 5.50%, 08/25/2034	70,515	68,115
Series 2004-A4, Class A13, 4.31% (1 mo. Term SOFR + 0.66%), 08/25/2034	422,931	385,332
Series 2005-A10, Class A4, 5.50%, 09/25/2035	316,134	124,541
Series 2005-A11, Class 2A1, 4.85%, 10/25/2035	6,585,961	2,037,755
Series 2005-A12, Class A6, 4.26% (1 mo. Term SOFR + 0.61%), 11/25/2035	1,029,748	505,542
Series 2005-A15, Class 1A1, 5.75%, 02/25/2036	4,147,753	4,076,784
Series 2005-A15, Class 2A10, 4.21% (1 mo. Term SOFR + 0.56%), 02/25/2036	8,158,566	2,147,430
Series 2005-A15, Class 2A12, 6.00%, 02/25/2036	738,898	265,268
Series 2005-A15, Class 4A1, 6.00%, 02/25/2036	2,294,971	580,935
Series 2005-A8CB, Class A1, 4.26% (1 mo. Term SOFR + 0.61%), 07/25/2035	1,130,595	486,497


Series 2005-A8CB, Class A13, 4.26% (1 mo. Term SOFR + 0.61%), 07/25/2035	1,150,948	494,783
Series 2006-A10, Class A4, 6.50%, 09/25/2036	553,309	151,324
Series 2006-A10, Class A5, 6.50%, 09/25/2036	956,450	261,579
Series 2006-A10, Class A7, 6.50%, 09/25/2036	7,878,029	2,154,557
Series 2006-A14C, Class 1A1, 6.25%, 12/25/2036	1,761,652	1,170,771
Series 2006-A14C, Class 2A4, 6.00%, 12/25/2036	4,034,158	1,013,830
Series 2006-A14C, Class 2A6, 4.21% (1 mo. Term SOFR + 0.56%), 12/25/2036	5,644,263	1,056,893
Series 2006-A14C, Class 2A7, 2.79% (-1 x 1 mo. Term SOFR + 6.44%), 12/25/2036 (d)(f)	2,728,148	291,918
Series 2006-A2, Class A11, 6.00%, 01/25/2046	1,718,563	596,702
Series 2006-A2, Class A7, 6.00%, 01/25/2046	938,929	325,370
Series 2006-A6, Class 1A12, 3.34% (-1 x 1 mo. Term SOFR + 6.99%), 07/25/2036 (d)(f)	4,929,266	485,361
Series 2006-A6, Class 1A13, 6.00%, 07/25/2036	3,666,348	811,152
Series 2006-A7CB, Class 2A5, 4.01% (1 mo. Term SOFR + 0.36%), 07/25/2036	428,758	67,575
Series 2006-A8, Class 1A2, 4.06% (1 mo. Term SOFR + 0.41%), 08/25/2036	184,780	104,115
Series 2006-A8, Class 1A5, 6.25%, 08/25/2036	15,355	10,796
Series 2006-A8, Class 2A2, 6.75%, 08/25/2036	2,565,041	672,178
Series 2006-A8, Class 2A3, 6.00%, 08/25/2036	899,402	209,503
Series 2006-A8, Class 2A6, 2.14% (-1 x 1 mo. Term SOFR + 5.79%), 08/25/2036 (d)(f)	9,068,871	621,920
Series 2006-A8, Class 3A8, 4.51% (1 mo. Term SOFR + 0.86%), 08/25/2036	505,834	149,483
Series 2007-A1, Class A6, 3.29% (-1 x 1 mo. Term SOFR + 6.94%), 03/25/2037 (d)(f)	2,857,447	415,133
Series 2007-A1, Class A8, 6.00%, 03/25/2037	300,300	88,334
Series 2007-A2, Class 1A6, 6.00%, 04/25/2037	1,546,621	738,649
Series 2007-A3, Class 1A1, 4.21% (1 mo. Term SOFR + 0.56%), 04/25/2037	1,941,169	643,159
Series 2007-A3, Class 2A1, 4.07% (1 mo. Term SOFR + 0.42%), 04/25/2037	17,261,148	3,104,381
Series 2007-A3, Class PO, 0.00%, 04/25/2037 (g)	82,993	57,227
Series 2007-A5, Class 1A3, 4.14% (1 mo. Term SOFR + 0.49%), 05/25/2037	23,644,054	2,591,429
Series 2007-A5, Class 1A4, 2.34% (-1 x 1 mo. Term SOFR + 5.99%), 05/25/2037 (d)(f)	20,286,599	1,129,941
Series 2007-A6, Class 1A4, 6.00%, 06/25/2037	1,428,943	681,431
Series 2007-A7, Class A6, 6.00%, 07/25/2037	357,447	121,795
Series 2007-A8, Class 1A2, 6.00%, 08/25/2037	204,584	87,380
Series 2007-A8, Class 2A1, 6.25%, 08/25/2037	12,958,269	2,698,414
Resmae Mortgage Loan Trust
Series 2006-1, Class A2B, 4.06% (1 mo. Term SOFR + 0.41%), 02/25/2036 (a)	3,041,160	1,092,874
Series 2006-1, Class A2C, 4.16% (1 mo. Term SOFR + 0.51%), 02/25/2036 (a)	5,569,287	2,001,316
RFMSI Trust
Series 2005-SA2, Class 2A2, 5.41%, 06/25/2035 (b)	298,864	281,065
Series 2006-S10, Class 1A1, 6.00%, 10/25/2036	1,654,154	1,345,778
Series 2006-S12, Class 3A7, 5.75%, 12/25/2036	94,969	81,331
Series 2006-S7, Class A9, 6.50%, 08/25/2036	251,339	215,097
Series 2006-S8, Class A13, 4.11% (1 mo. Term SOFR + 0.46%), 09/25/2036	814,128	575,805
Series 2007-S3, Class 1A5, 5.50%, 03/25/2037	262,286	180,105
Series 2007-S6, Class 1A16, 6.00%, 06/25/2037	956	776
Series 2007-S6, Class 2A4, 6.00%, 06/25/2037	1,003,442	808,294
Series 2007-SA1, Class 2A2, 4.85%, 02/25/2037 (b)	117,893	68,700
Series 2007-SA3, Class 2A1, 5.50%, 07/27/2037 (b)	853,428	554,781
Rithm Capital Corp.
Series 2023-NQM1, Class A1A, 6.86%, 10/25/2063 (a)(c)	580,152	580,995
Series 2024-NQM2, Class A1, 5.12%, 09/25/2064 (a)(b)	1,690,110	1,677,546
SACO I, Inc., Series 2004-3A, Class M2, 5.42% (1 mo. Term SOFR + 1.84%), 12/25/2035 (a)	118,822	118,317
Sail Net Interest Margin Notes, Series 2003-BC8, Class M1, 4.81% (1 mo. Term SOFR + 1.16%), 08/25/2033	75,124	70,719
Saxon Asset Securities Trust
Series 2004-1, Class A, 3.60% (1 mo. Term SOFR + 0.65%), 03/25/2035	1,894,637	1,699,266
Series 2004-2, Class MF1, 2.73%, 08/25/2035 (c)	169,586	166,867
Series 2007-2, Class A2A, 3.86% (1 mo. Term SOFR + 0.21%), 05/25/2047	129,438	93,154
Securitized Asset Backed Receivables LLC
Series 2004-OP2, Class M2, 5.34% (1 mo. Term SOFR + 1.69%), 08/25/2034	367,771	377,314
Series 2005-EC1, Class M3, 4.77% (1 mo. Term SOFR + 1.12%), 01/25/2035	163,694	237,597
Series 2006-HE1, Class A2B, 3.94% (1 mo. Term SOFR + 0.29%), 07/25/2036	652,273	205,488
Series 2007-BR1, Class A2A, 3.98% (1 mo. Term SOFR + 0.33%), 02/25/2037 (e)	137,030	51,215
Security National Mortgage Loan Trust, Series 2006-3A, Class A3, 6.33%, 01/25/2037 (a)(b)	279,500	101,310


Sequoia Mortgage Trust
Series 10, Class 1A, 4.55% (1 mo. Term SOFR + 0.91%), 10/20/2027	18,155	16,725
Series 2003-3, Class A1, 4.41% (1 mo. Term SOFR + 0.77%), 07/20/2033	906,537	851,052
Series 2003-4, Class 2A1, 4.45% (1 mo. Term SOFR + 0.81%), 07/20/2033	3,126	3,146
Series 2004-6, Class A2, 4.31% (1 mo. Term SOFR + 0.67%), 07/20/2034	9,395	9,452
Series 2004-6, Class A3A, 4.77% (6 mo. Term SOFR + 1.02%), 07/20/2034	67,634	63,268
Series 2007-3, Class 2BA1, 4.06%, 07/20/2037 (b)	83	65
Series 2013-9, Class AP, 0.00%, 07/25/2043 (a)(g)	301,184	213,485
Series 2019-4, Class A1, 3.50%, 11/25/2049 (a)(b)	36,730	33,165
Series 2025-5, Class A1, 6.00%, 06/25/2055 (a)(b)	675,997	684,077
Series 9, Class 1A, 4.45% (1 mo. Term SOFR + 0.81%), 09/20/2032	48,523	48,081
SGR Residential Mortgage Trust
Series 2020-2, Class A1, 1.38%, 05/25/2065 (a)(b)	11,116	10,492
Series 2020-2, Class A2, 1.59%, 05/25/2065 (a)(b)	43,648	41,225
Soundview Home Equity Loan Trust
Series 2001-2, Class AF, 6.50%, 03/25/2030 (c)	41,381	40,529
Series 2006-3, Class A4, 4.26% (1 mo. Term SOFR + 0.61%), 11/25/2036	2,162,441	2,074,283
Series 2006-OPT5, Class 2A4, 4.24% (1 mo. Term SOFR + 0.59%), 07/25/2036	3,267,717	3,027,479
Series 2007-OPT2, Class 2A3, 3.94% (1 mo. Term SOFR + 0.29%), 07/25/2037	4,803,000	4,342,575
Series 2007-OPT4, Class 2A3, 4.86% (1 mo. Term SOFR + 1.21%), 09/25/2037	270,841	230,477
Series 2007-OPT5, Class 2A2, 4.71% (1 mo. Term SOFR + 1.06%), 10/25/2037	5,967,574	4,683,792
Specialty Underwriting & Residential Finance
Series 2003-BC2, Class M1, 4.89% (1 mo. Term SOFR + 1.24%), 06/25/2034	353,433	348,894
Series 2006-BC4, Class A2B, 3.98% (1 mo. Term SOFR + 0.33%), 09/25/2037	1,603,404	519,538
Structured Adjustable Rate Mortgage Loan Trust
Series 2004-14, Class 1A, 4.83%, 10/25/2034 (b)	76,005	72,773
Series 2004-17, Class A1, 3.83%, 11/25/2034 (b)	117,343	105,320
Series 2004-2, Class 4A1, 4.75%, 03/25/2034 (b)	105,761	101,180
Series 2004-7, Class A4, 4.56% (1 mo. Term SOFR + 0.91%), 06/25/2034	419,410	408,378
Series 2005-12, Class 2A1, 5.18%, 06/25/2035 (b)	185,193	133,653
Series 2005-20, Class 1A1, 5.53%, 10/25/2035 (b)	418,572	397,010
Series 2005-21, Class 1A, 4.43%, 11/25/2035 (b)	320,302	203,687
Series 2005-8XS, Class M1, 4.41% (1 mo. Term SOFR + 0.76%), 04/25/2035	331,082	347,884
Series 2006-10, Class 2A1, 5.00%, 11/25/2036 (b)	361,957	274,768
Series 2006-11, Class 1A1, 4.08% (1 mo. Term SOFR + 0.43%), 12/25/2036	1,795,678	1,823,391
Series 2006-2, Class 5A1, 4.72%, 03/25/2036 (b)	646,895	517,697
Series 2006-4, Class 6A, 3.77%, 05/25/2036 (b)	3,695,233	2,005,168
Series 2006-8, Class 3A1, 4.30%, 09/25/2036 (b)	3,417,924	3,226,951
Series 2007-3, Class 2A1, 3.90%, 04/25/2047 (b)	182,868	174,674
Series 2007-5, Class 3A1, 4.47%, 06/25/2037 (b)	1,961,193	1,631,114
Series 2007-7, Class 1A1, 4.36% (1 mo. Term SOFR + 0.71%), 08/25/2037	721,851	719,481
Series 2008-1, Class A32, 4.34%, 10/25/2037 (b)	414,816	329,873
Structured Asset Investment Loan Trust
Series 2003-BC2, Class A2, 4.48% (1 mo. Term SOFR + 0.83%), 04/25/2033 (e)	28,288	28,344
Series 2003-BC7, Class 3A2, 4.71% (1 mo. Term SOFR + 1.06%), 07/25/2033	242,493	236,807
Series 2004-5, Class M7, 6.76% (1 mo. Term SOFR + 3.11%), 05/25/2034	508,601	456,300
Series 2004-8, Class A2, 4.31% (1 mo. Term SOFR + 0.66%), 09/25/2034	1,082,598	1,043,158
Series 2005-11, Class A7, 4.48% (1 mo. Term SOFR + 0.83%), 01/25/2036	252,503	244,467
Series 2005-HE1, Class M2, 1.95% (1 mo. Term SOFR + 0.83%), 07/25/2035	142,299	136,099
Series 2006-2, Class A4, 4.36% (1 mo. Term SOFR + 0.71%), 04/25/2036	417,405	194,121
Structured Asset Mortgage Investments, Inc.
Series 2004-AR1, Class 1A2, 4.45% (1 mo. Term SOFR + 0.81%), 03/19/2034	2,740	2,632
Series 2004-AR4, Class 3A1, 6.02%, 12/19/2034 (b)	152,528	152,509
Series 2004-AR5, Class 1A1, 4.41% (1 mo. Term SOFR + 0.77%), 10/19/2034	25,111	24,390
Series 2005-AR4, Class A1, 4.38% (1 mo. Term SOFR + 0.73%), 12/25/2035	111,776	95,293
Series 2005-AR6, Class 2A1, 4.38% (1 mo. Term SOFR + 0.73%), 09/25/2045	1,147,994	1,080,673
Series 2005-AR8, Class A2, 5.15% (MTA + 1.48%), 02/25/2036	744,034	643,483
Series 2006-AR1, Class 3A1, 4.22% (1 mo. Term SOFR + 0.57%), 02/25/2036	1,274,138	1,068,520
Series 2006-AR3, Class 11A1, 4.18% (1 mo. Term SOFR + 0.53%), 04/25/2036	601,114	554,287
Series 2006-AR3, Class 12A1, 4.20% (1 mo. Term SOFR + 0.55%), 05/25/2036	484,406	407,001


Series 2006-AR3, Class 21A1, 4.16% (1 mo. Term SOFR + 0.51%), 02/25/2036	751,121	628,248
Series 2006-AR3, Class 22A1, 3.85%, 05/25/2036 (b)	282,640	116,868
Series 2006-AR4, Class 4A1, 4.12% (1 mo. Term SOFR + 0.47%), 06/25/2036	144,033	143,185
Series 2006-AR5, Class 2A1, 4.18% (1 mo. Term SOFR + 0.53%), 05/25/2046	2,853,085	2,032,614
Series 2006-AR5, Class 3A1, 4.18% (1 mo. Term SOFR + 0.53%), 05/25/2046	1,562,540	701,726
Series 2006-AR5, Class 4A1, 4.20% (1 mo. Term SOFR + 0.55%), 05/25/2046	308,195	97,062
Series 2006-AR6, Class 2A1, 4.14% (1 mo. Term SOFR + 0.49%), 07/25/2046	1,685,307	1,197,100
Series 2006-AR7, Class A1A, 4.18% (1 mo. Term SOFR + 0.53%), 08/25/2036	17,139,607	14,422,496
Series 2007-AR1, Class 1A1, 4.08% (1 mo. Term SOFR + 0.43%), 01/25/2037 (e)	261,178	220,304
Series 2007-AR3, Class 2A1, 4.14% (1 mo. Term SOFR + 0.49%), 09/25/2047	349,067	326,470
Structured Asset Securities Corp.
Series 2003-22A, Class 3A, 5.66%, 06/25/2033 (b)	35,921	34,638
Series 2003-36XS, Class M1, 6.43%, 11/25/2033 (c)	219,392	208,430
Series 2004-6XS, Class M1, 5.67%, 03/25/2034 (c)	200,644	196,482
Series 2004-GEL2, Class M3, 4.69%, 05/25/2034 (c)	392,608	383,503
Series 2004-SC1, Class A, 6.56%, 12/25/2029 (a)(b)	851,799	630,004
Series 2006-S3, Class A1, 4.02% (1 mo. Term SOFR + 0.37%), 09/25/2036	932,300	224,406
Series 2007-BC3, Class 2A3, 3.94% (1 mo. Term SOFR + 0.29%), 05/25/2047	308,618	303,689
Suntrust Adjustable Rate Mortgage Loan Trust
Series 2007-2, Class 2A1, 5.35%, 04/25/2037 (b)	215,892	120,046
Series 2007-4, Class 2A1, 4.66%, 10/25/2037 (b)	107,246	78,091
Suntrust Alternative Loan Trust
Series 2005-1F, Class 2A8, 6.00%, 12/25/2035	749,460	694,171
Series 2006-1F, Class 2A, 6.50%, 04/25/2036	1,170,101	374,118
TBW Mortgage Backed Pass Through Certificates
Series 2006-1, Class 1A4, 5.50%, 04/25/2036	1,568,843	402,612
Series 2006-2, Class DX, 6.00%, 07/25/2036 (d)	538,002	57,538
Series 2006-3, Class 1A, 6.00%, 07/25/2036	626,955	228,686
Series 2006-3, Class 2A1, 6.50%, 07/25/2036	922,513	254,121
Series 2006-3, Class 4A1, 4.16% (1 mo. Term SOFR + 0.51%), 07/25/2036	29,613,330	1,959,156
Series 2006-3, Class 4A3, 3.34% (-1 x 1 mo. Term SOFR + 6.99%), 07/25/2036 (d)(f)	11,095,808	250,396
Series 2006-5, Class A4, 6.70%, 11/25/2036 (c)	9,215,000	1,540,172
Series 2006-6, Class A2A, 4.12% (1 mo. Term SOFR + 0.47%), 01/25/2037	564,902	119,781
Series 2007-2, Class A6A, 6.51%, 07/25/2037 (c)	1,478,217	529,897
Terwin Mortgage Trust
Series 2004-19HE, Class A1, 4.50% (1 mo. Term SOFR + 0.85%), 10/25/2034 (a)	247,728	245,136
Series 2004-7HE, Class A1, 4.86% (1 mo. Term SOFR + 1.21%), 07/25/2034 (a)	827,743	814,883
Series 2004-9HE, Class A3, 4.76% (1 mo. Term SOFR + 1.11%), 09/25/2034 (a)	724,789	693,652
Series 2006-9HGA, Class A3, 4.32% (1 mo. Term SOFR + 0.67%), 10/25/2037 (a)	877,385	255,464
Thornburg Mortgage Securities Trust
Series 2004-4, Class 1A, 4.34% (1 mo. Term SOFR + 0.69%), 12/25/2044	118,267	112,408
Series 2004-4, Class 4A, 5.66%, 12/25/2044 (b)	302,495	299,705
Series 2005-1, Class A2, 4.50%, 04/25/2045 (b)	123,581	123,004
Series 2006-3, Class A1, 3.74%, 06/25/2046 (b)	5,182,323	2,038,843
Series 2007-3, Class 2A1, 6.04% (12 mo. Term SOFR + 1.97%), 06/25/2047	175,161	172,746
TIAA Mortgage Loan Trust, Series 2018-3, Class A13, 4.00%, 11/25/2048 (a)(b)	86,544	81,544
UWM Mortgage Trust
Series 2021-INV3, Class A9, 4.56% (30 day avg SOFR US + 0.95%), 11/25/2051 (a)	805,894	755,097
Series 2021-INV4, Class A9, 4.58% (30 day avg SOFR US + 0.95%), 12/25/2051 (a)	1,401,572	1,306,665
Verus Securitization Trust
Series 2021-1, Class A2, 1.05%, 01/25/2066 (a)(b)	413,828	377,207
Series 2023-7, Class A1, 7.07%, 10/25/2068 (a)(c)	7,511,303	7,530,714
Series 2023-8, Class A1, 6.26%, 12/25/2068 (a)(c)	4,621,442	4,630,998
Series 2023-INV3, Class A1, 6.88%, 11/25/2068 (a)(b)	3,923,218	3,937,894
Series 2024-1, Class A1, 5.71%, 01/25/2069 (a)(c)	1,681,549	1,681,687
Series 2024-4, Class A1, 6.22%, 06/25/2069 (a)(c)	2,401,808	2,414,080
Series 2024-5, Class A1, 6.19%, 06/25/2069 (a)(c)	10,508,238	10,587,220
Series 2024-INV1, Class A1, 6.12%, 03/25/2069 (a)(c)	1,041,755	1,045,402
Series 2024-R1, Class A1, 5.22%, 09/25/2069 (a)(b)	1,176,286	1,173,801
Series 2025-3, Class A3, 5.93%, 05/25/2070 (a)(c)	220,101	220,488


Series 2025-INV1, Class A1, 5.55%, 02/25/2070 (a)(c)	2,338,185	2,345,396
Wachovia Mortgage Loan Trust LLC, Series 2005-A, Class 1A1, 5.97%, 08/20/2035 (b)	209,603	208,177
WAMU Asset-Backed Certificates, Series 2007-HE4, Class 2A4, 4.01% (1 mo. Term SOFR + 0.36%), 07/25/2047	541,533	315,660
WaMu Mortgage Pass Through Certificates
Series 2002-AR17, Class 1B2, 4.94% (MTA + 1.20%), 11/25/2042	58,158	55,544
Series 2002-AR2, Class A, 3.98% (Ent 11th COFI Repl + 1.25%), 02/27/2034	302,875	296,418
Series 2002-AR9, Class 1A, 5.14% (MTA + 1.40%), 08/25/2042	8,793	8,625
Series 2003-AR9, Class 1A6, 5.27%, 09/25/2033 (b)	125,231	123,377
Series 2003-AR9, Class 1A7, 5.27%, 09/25/2033 (b)	215,202	211,492
Series 2004-AR10, Class B1, 4.66% (1 mo. Term SOFR + 1.01%), 07/25/2044	790,876	753,256
Series 2004-AR11, Class A, 5.85%, 10/25/2034 (b)	85,547	80,041
Series 2004-AR12, Class A2A, 4.54% (1 mo. Term SOFR + 0.89%), 10/25/2044	142,339	141,017
Series 2004-AR12, Class A5, 4.74% (1 mo. Term SOFR + 1.09%), 10/25/2044	329,689	328,720
Series 2004-AR9, Class B1, 5.13%, 08/25/2034 (b)	109,511	103,112
Series 2004-S1, Class 1A11, 5.50%, 03/25/2034	14,521	14,618
Series 2005-AR12, Class 1A4, 4.41%, 10/25/2035 (b)	37,663	34,541
Series 2005-AR17, Class A1A1, 4.30% (1 mo. Term SOFR + 0.65%), 12/25/2045	698,338	649,750
Series 2005-AR17, Class A1B2, 4.58% (1 mo. Term SOFR + 0.93%), 12/25/2045	176,533	163,286
Series 2005-AR2, Class 2A1A, 4.38% (1 mo. Term SOFR + 0.73%), 01/25/2045	222,538	219,782
Series 2006-AR1, Class 1A1A, 4.81% (MTA + 1.07%), 01/25/2046	353,231	320,063
Series 2006-AR10, Class 3A3, 4.65%, 08/25/2046 (b)	1,001,704	966,046
Series 2006-AR12, Class 2A3, 3.65%, 10/25/2036 (b)	437,229	407,001
Series 2006-AR14, Class 1A4, 3.97%, 11/25/2036 (b)	193,881	176,956
Series 2006-AR14, Class 2A3, 3.86%, 11/25/2036 (b)	532,865	480,870
Series 2006-AR15, Class 2A, 5.24% (MTA + 1.50%), 11/25/2046	707,343	621,774
Series 2006-AR16, Class 1A1, 4.24%, 12/25/2036 (b)(e)	36,568	31,229
Series 2006-AR18, Class 1A1, 3.48%, 01/25/2037 (b)	86,467	75,899
Series 2006-AR18, Class 3A3, 3.45%, 01/25/2037 (b)	135,511	114,520
Series 2006-AR2, Class 1A1, 4.26%, 03/25/2036 (b)	845,215	769,072
Series 2006-AR3, Class A1B, 4.74% (MTA + 1.00%), 02/25/2046	404,568	359,743
Series 2006-AR5, Class A12A, 4.72% (MTA + 0.98%), 06/25/2046	217,741	194,026
Series 2006-AR7, Class 3A, 4.79% (MTA + 1.05%), 07/25/2046	2,891,513	2,675,762
Series 2007-HY1, Class 1A1, 4.12%, 02/25/2037 (b)	234,329	210,185
Series 2007-HY4, Class 1A1, 3.48%, 04/25/2037 (b)(e)	96,977	83,521
Series 2007-HY5, Class 2A1, 3.08%, 05/25/2037 (b)	121,698	103,005
Series 2007-HY7, Class 4A1, 4.59%, 07/25/2037 (b)	62,273	58,092
Washington Mutual Alternative Mortgage Pass-Through Certificates
Series 2005-10, Class 4CB1, 5.75%, 12/25/2035	277,457	270,596
Series 2005-3, Class 1CB3, 4.21% (1 mo. Term SOFR + 0.56%), 05/25/2035	1,415,337	1,211,834
Series 2005-7, Class 1A2, 4.21% (1 mo. Term SOFR + 0.56%), 09/25/2035	454,043	379,244
Series 2005-8, Class 1A6, 9.49% (-4 x 1 mo. Term SOFR + 22.86%), 10/25/2035 (f)	103,049	101,171
Series 2006-1, Class 2CB2, 7.00%, 02/25/2036	691,963	521,759
Series 2006-1, Class 5CB2, 5.75%, 02/25/2036	2,333,145	2,216,953
Series 2006-2, Class 1A1, 6.00%, 03/25/2036	757,349	751,312
Series 2006-2, Class 4CB, 6.00%, 03/25/2036	799,858	794,632
Series 2006-4, Class 3A1, 7.00%, 05/25/2036 (c)	379,552	337,531
Series 2006-4, Class 3A5, 6.85%, 05/25/2036 (c)	506,540	450,522
Series 2006-5, Class 1A2, 6.00%, 07/25/2036	316,614	255,004
Series 2006-5, Class 1A5, 6.00%, 07/25/2036	298,549	240,454
Series 2006-5, Class 2CB2, 4.36% (1 mo. Term SOFR + 0.71%), 07/25/2036	410,504	265,388
Series 2006-5, Class 4A1, 6.00%, 06/25/2027 (e)	1,636,700	16
Series 2006-7, Class A3, 3.81%, 09/25/2036 (c)	2,318,628	583,466
Series 2006-8, Class A3A, 4.06%, 10/25/2036 (c)	313,092	137,361
Series 2006-9, Class A2, 3.89% (1 mo. Term SOFR + 0.51%), 10/25/2036	1,490,946	408,133
Series 2006-AR10, Class A2A, 4.10% (1 mo. Term SOFR + 0.45%), 12/25/2036 (e)	281,256	234,174
Series 2006-AR3, Class A1A, 4.71% (MTA + 0.97%), 05/25/2046	43,015	38,836
Series 2006-AR5, Class 4A, 4.73% (MTA + 0.99%), 06/25/2046 (e)	85,037	67,817
Series 2007-2, Class 1A10, 2.92% (-1 x 1 mo. Term SOFR + 6.57%), 04/25/2037 (d)(f)	3,246,273	600,564
Series 2007-HY2, Class 1A1, 3.94%, 04/25/2037 (b)	7,677,747	3,913,262


Washington Mutual Asset-Backed Certificates, Series 2006-HE5, Class 1A, 4.07% (1 mo. Term SOFR + 0.42%), 10/25/2036	164,137	125,481
Washington Mutual Mortgage Pass-Through Certificates
Series 2005-1, Class 1A1, 5.50%, 03/25/2035	696,953	683,450
Series 2005-AR2, Class 2A3, 4.46% (1 mo. Term SOFR + 0.81%), 01/25/2045	30,504	29,978
Series 2006-4, Class 3A3, 6.47%, 05/25/2036 (c)	163,851	145,782
Washington Mutual MSC Mortgage Pass-Through CTFS
Series 2003-AR3, Class 2A2, 4.76%, 06/25/2033 (b)	55,096	49,674
Series 2004-RA2, Class CB1, 7.00%, 07/25/2033 (b)	14,641	12,107
Wells Fargo Alternative Loan Trust
Series 2005-1, Class 2A3, 5.50%, 02/25/2035	636,789	599,275
Series 2007-PA1, Class A8, 4.30% (1 mo. Term SOFR + 0.65%), 03/25/2037	627,864	517,375
Series 2007-PA2, Class 2A1, 4.19% (1 mo. Term SOFR + 0.54%), 06/25/2037	197,905	176,449
Series 2007-PA2, Class 2A2, 2.31% (-1 x 1 mo. Term SOFR + 5.96%), 06/25/2037 (d)(f)	3,446,610	325,506
Series 2007-PA3, Class 1A2, 5.75%, 07/25/2037	166,589	146,746
Series 2007-PA3, Class 1A4, 5.75%, 07/25/2037	900,596	793,326
Series 2007-PA3, Class 2A1, 6.00%, 07/25/2037	1,553,600	1,412,500
Series 2007-PA4, Class 1A1, 7.18%, 07/25/2037 (b)	364,140	344,855
Wells Fargo Home Equity Trust
Series 2006-2, Class M3, 4.24% (1 mo. Term SOFR + 0.59%), 07/25/2036	200,000	196,057
Series 2007-2, Class A4, 4.36% (1 mo. Term SOFR + 0.71%), 04/25/2037	2,000,000	1,480,095
Wells Fargo Mortgage Backed Securities Trust
Series 2006-7, Class 3A1, 6.00%, 06/25/2036	456,230	373,701
Series 2006-AR12, Class 2A1, 6.16%, 09/25/2036 (b)	74,197	71,598
Series 2006-AR14, Class 2A3, 6.49%, 10/25/2036 (b)	158,396	146,715
Series 2006-AR16, Class A1, 6.73%, 10/25/2036 (b)	196,914	187,087
Series 2006-AR5, Class 2A1, 6.11%, 04/25/2036 (b)	156,283	154,024
Series 2007-AR3, Class A4, 5.74%, 04/25/2037 (b)	1,520,232	1,361,386
Series 2019-4, Class A17, 3.50%, 09/25/2049 (a)(b)	38,208	34,271
Yale Mortgage Loan Trust 2007-1, Series 2007-1, Class A, 4.16% (1 mo. Term SOFR + 0.51%), 06/25/2037 (a)	73,994	21,738
TOTAL NON-AGENCY MORTGAGE-BACKED SECURITIES (Cost $1,520,758,173)		1,276,221,294

AGENCY MORTGAGE-BACKED SECURITIES - 23.9%	Par	Value
Fannie Mae Grantor Trust
Series 2001-T13, Class A1, 4.02% (1 mo. Term SOFR + 0.27%), 03/25/2032	1,453,867	1,405,928
Series 2001-T9, Class A1, 3.87% (1 mo. Term SOFR + 0.33%), 09/25/2031	260,523	248,999
Series 2002-T16, Class A4, 5.59%, 05/25/2042 (b)	14,398	14,248
Series 2002-T4, Class A3, 7.50%, 12/25/2041	672,124	715,574
Fannie Mae Whole Loan
Series 1998-W2, Class A8, 6.50%, 06/25/2028	24,258	24,348
Series 2002-W10, Class A4, 5.70%, 08/25/2042	309,064	303,762
Series 2002-W8, Class A2, 7.00%, 06/25/2042	102,833	106,919
Series 2003-W1, Class 1A1, 4.66%, 12/25/2042 (b)	941,658	933,227
Series 2003-W1, Class 2A, 5.02%, 12/25/2042 (b)	11,310	11,228
Series 2003-W4, Class 3A, 4.36%, 10/25/2042 (b)	91,858	91,896
Series 2003-W4, Class 4A, 4.96%, 10/25/2042 (b)	60,831	61,377
Series 2004-W14, Class 1AF, 4.14% (30 day avg SOFR US + 0.51%), 07/25/2044	1,292,499	1,259,306
Series 2004-W7, Class A1, 6.56%, 04/25/2034 (b)	253,251	255,305
Federal Home Loan Mortgage Corp.
Series 2380, Class CF, 4.31% (30 day avg SOFR US + 0.71%), 11/15/2031	40,406	40,513
Series 246, Class PO, Pool S0-4925, 0.00%, 05/15/2037 (g)	175,251	144,902
Series 261, Class PO, 0.00%, 05/15/2040 (g)	1,070,569	856,304
Series 264, Class F1, Pool S0-5783, 4.26% (30 day avg SOFR US + 0.66%), 07/15/2042	398,808	396,439
Series 272, Class PO, 0.00%, 08/15/2042 (g)	1,595,154	1,231,139
Series 2733, Class FB, 4.31% (30 day avg SOFR US + 0.71%), 10/15/2033	32,947	33,029
Series 277, Class F6, 4.16% (30 day avg SOFR US + 0.56%), 09/15/2042	899,445	889,529
Series 2770, Class LO, 0.00%, 03/15/2034 (g)	4,085	3,402
Series 2771, Class FM, 4.11% (30 day avg SOFR US + 0.51%), 03/15/2034	16,479	16,420
Series 2819, Class F, 4.11% (30 day avg SOFR US + 0.51%), 06/15/2034	24,516	24,477


Series 2916, Class AO, 0.00%, 01/15/2035 (g)	123,748	112,425
Series 2992, Class FN, 4.01% (30 day avg SOFR US + 0.41%), 06/15/2035	270,926	268,947
Series 3006, Class YF, 3.97% (30 day avg SOFR US + 0.37%), 07/15/2035	171,969	170,495
Series 3065, Class EF, 4.08% (30 day avg SOFR US + 0.48%), 11/15/2035	535,255	532,516
Series 3067, Class FA, 4.06% (30 day avg SOFR US + 0.46%), 11/15/2035	276,778	274,768
Series 3072, Class NF, 4.21% (30 day avg SOFR US + 0.61%), 11/15/2035	316,171	315,376
Series 3115, Class FM, 4.11% (30 day avg SOFR US + 0.51%), 02/15/2036	111,216	110,649
Series 313, Class PO, 0.00%, 09/15/2043 (g)	565,666	436,150
Series 3132, Class FA, 4.11% (30 day avg SOFR US + 0.51%), 03/15/2036	96,173	95,614
Series 3146, Class FP, 4.06% (30 day avg SOFR US + 0.46%), 04/15/2036	227,537	225,882
Series 3149, Class FB, 4.06% (30 day avg SOFR US + 0.46%), 05/15/2036	349,854	347,722
Series 3149, Class FH, 4.06% (30 day avg SOFR US + 0.46%), 05/15/2036	159,871	159,119
Series 3150, Class FA, 4.06% (30 day avg SOFR US + 0.46%), 05/15/2036	119,245	118,422
Series 3152, Class WF, 4.17% (30 day avg SOFR US + 0.57%), 02/15/2034	19,517	19,467
Series 3153, Class FJ, 4.09% (30 day avg SOFR US + 0.49%), 05/15/2036	298,326	297,171
Series 319, Class F1, 4.16% (30 day avg SOFR US + 0.56%), 11/15/2043	586,859	581,173
Series 3210, Class FA, 4.11% (30 day avg SOFR US + 0.51%), 09/15/2036	367,267	365,195
Series 323, Class 300, 3.00%, 01/15/2044	256,437	232,597
Series 3231, Class FA, 4.11% (30 day avg SOFR US + 0.51%), 10/15/2036	166,355	165,453
Series 3232, Class KF, 4.16% (30 day avg SOFR US + 0.56%), 10/15/2036	81,227	80,866
Series 3236, Class EF, 4.01% (30 day avg SOFR US + 0.41%), 11/15/2036	14,682	14,558
Series 3236, Class KF, 4.01% (30 day avg SOFR US + 0.41%), 11/15/2036	117,221	116,158
Series 3239, Class FB, 4.06% (30 day avg SOFR US + 0.46%), 11/15/2036	105,210	104,443
Series 3240, Class AF, 4.06% (30 day avg SOFR US + 0.46%), 11/15/2036	441,413	436,898
Series 3240, Class FM, 4.06% (30 day avg SOFR US + 0.46%), 11/15/2036	417,999	414,884
Series 3242, Class FA, 4.11% (30 day avg SOFR US + 0.51%), 11/15/2036	134,820	133,959
Series 325, Class PO, 0.00%, 03/15/2044 (g)	5,010,934	3,852,925
Series 327, Class PO, 0.00%, 03/15/2044 (g)	1,235,553	947,800
Series 3281, Class AF, 4.03% (30 day avg SOFR US + 0.43%), 02/15/2037	184,949	183,254
Series 3284, Class CF, 4.08% (30 day avg SOFR US + 0.48%), 03/15/2037	270,150	267,908
Series 3284, Class LF, 4.02% (30 day avg SOFR US + 0.42%), 03/15/2037	224,892	222,830
Series 3284, Class TF, 4.11% (30 day avg SOFR US + 0.51%), 09/15/2032	393,895	392,647
Series 3287, Class PF, 4.01% (30 day avg SOFR US + 0.41%), 03/15/2037	717,255	709,669
Series 3311, Class FN, 4.01% (30 day avg SOFR US + 0.41%), 05/15/2037	246,581	244,157
Series 3311, Class KF, 4.05% (30 day avg SOFR US + 0.45%), 05/15/2037	465,866	461,836
Series 3312, Class FN, 3.93% (30 day avg SOFR US + 0.33%), 07/15/2036	411,409	406,749
Series 3317, Class F, 4.11% (30 day avg SOFR US + 0.51%), 07/15/2036	312,174	310,474
Series 3320, Class FC, 3.88% (30 day avg SOFR US + 0.28%), 05/15/2037	7,785	7,757
Series 3349, Class FE, 4.20% (30 day avg SOFR US + 0.60%), 07/15/2037	158,736	158,231
Series 3355, Class AF, 4.21% (30 day avg SOFR US + 0.61%), 08/15/2037	1,129,828	1,126,474
Series 3378, Class FA, 4.29% (30 day avg SOFR US + 0.69%), 06/15/2037	5,444	5,444
Series 3387, Class FB, 4.29% (30 day avg SOFR US + 0.69%), 11/15/2037	210,328	210,304
Series 3423, Class PF, 4.41% (30 day avg SOFR US + 0.81%), 03/15/2038	12,240	12,269
Series 3501, Class FC, 4.86% (30 day avg SOFR US + 1.26%), 01/15/2039	731,901	746,353
Series 3567, Class F, 4.24% (30 day avg SOFR US + 1.36%), 02/15/2038	134,150	121,144
Series 3666, Class FC, 4.44% (30 day avg SOFR US + 0.84%), 05/15/2040	157,096	157,656
Series 3671, Class QF, 4.21% (30 day avg SOFR US + 0.61%), 12/15/2036	412,165	411,743
Series 3758, Class F, 4.18% (30 day avg SOFR US + 0.58%), 11/15/2040	865,224	860,003
Series 3772, Class ND, 4.50%, 11/15/2040	60,941	59,628
Series 3786, Class SG, 2.09% (-2 x 30 day avg SOFR US + 9.27%), 01/15/2041 (f)	717,272	516,772
Series 3812, Class US, 1.89% (-2 x 30 day avg SOFR US + 9.07%), 02/15/2041 (f)	89,798	74,079
Series 3815, Class DS, 2.83% (-3 x 30 day avg SOFR US + 13.61%), 02/15/2041 (f)	244,486	225,672
Series 3822, Class FC, 4.12% (30 day avg SOFR US + 0.52%), 03/15/2041	373,479	371,295
Series 3822, Class FY, 4.11% (30 day avg SOFR US + 0.51%), 02/15/2033	208,595	208,299
Series 3830, Class FG, 4.10% (30 day avg SOFR US + 0.50%), 03/15/2041	291,338	290,117
Series 3835, Class FO, 0.00%, 04/15/2041 (g)	2,742,248	2,152,849
Series 3864, Class US, 1.79% (-2 x 30 day avg SOFR US + 8.97%), 05/15/2041 (f)	702,304	561,172
Series 3954, Class PF, 4.21% (30 day avg SOFR US + 0.61%), 07/15/2041	113,323	113,084
Series 3964, Class MY, 4.00%, 11/15/2041 (e)	175,301	161,578
Series 3966, Class YY, 4.00%, 12/15/2041	86,000	79,608


Series 3967, Class AL, 2.50%, 12/15/2041	199,693	180,267
Series 3990, Class TF, 4.11% (30 day avg SOFR US + 0.51%), 01/15/2042	206,498	205,462
Series 3997, Class FQ, 4.21% (30 day avg SOFR US + 0.61%), 02/15/2042	1,495,848	1,484,917
Series 4020, Class EF, 4.16% (30 day avg SOFR US + 0.56%), 02/15/2042	381,615	379,138
Series 4026, Class GA, 2.00%, 09/15/2041	253,254	238,123
Series 4032, Class WO, 0.00%, 04/15/2039 (g)	175,326	138,387
Series 4034, Class PK, 2.25%, 03/15/2042	47,626	43,734
Series 4039, Class FA, 4.21% (30 day avg SOFR US + 0.61%), 05/15/2042	548,110	545,043
Series 4040, Class FW, 4.08% (30 day avg SOFR US + 0.48%), 05/15/2032	367,608	367,457
Series 4048, Class FB, 4.11% (30 day avg SOFR US + 0.51%), 10/15/2041	494,507	492,960
Series 4058, Class MF, 4.05% (30 day avg SOFR US + 0.45%), 07/15/2041	127,155	126,863
Series 4061, Class SL, 0.57% (-2 x 30 day avg SOFR US + 6.86%), 06/15/2042 (f)	44,323	20,428
Series 4068, Class FA, 4.16% (30 day avg SOFR US + 0.56%), 06/15/2042	1,351,704	1,338,771
Series 4076, Class LF, 4.01% (30 day avg SOFR US + 0.41%), 07/15/2042	163,704	161,592
Series 4076, Class QB, 1.75%, 11/15/2041	13,932	13,859
Series 4087, Class FB, 4.18% (30 day avg SOFR US + 0.58%), 07/15/2042	72,301	71,710
Series 4094, Class CF, 4.21% (30 day avg SOFR US + 0.61%), 08/15/2042	255,305	253,293
Series 4103, Class FB, 4.16% (30 day avg SOFR US + 0.56%), 09/15/2042	1,362,751	1,347,954
Series 4111, Class AF, 4.11% (30 day avg SOFR US + 0.51%), 09/15/2042	1,590,150	1,568,779
Series 4117, Class P, 1.25%, 07/15/2042	75,536	66,959
Series 4122, Class SC, 1.39% (-2 x 30 day avg SOFR US + 7.67%), 10/15/2042 (f)	1,095,914	667,938
Series 413, Class F26, 4.83% (30 day avg SOFR US + 1.20%), 05/25/2054	737,386	745,362
Series 413, Class F44, 4.58% (30 day avg SOFR US + 0.95%), 05/25/2054	739,794	745,102
Series 4136, Class DF, 4.01% (30 day avg SOFR US + 0.41%), 11/15/2042	320,645	314,726
Series 4143, Class KF, 4.11% (30 day avg SOFR US + 0.46%), 09/15/2037	496,846	485,953
Series 4158, Class TC, 1.75%, 12/15/2042	199,780	189,491
Series 4161, Class KA, 3.00%, 06/15/2042	163,409	154,649
Series 4171, Class NG, 2.00%, 06/15/2042	12,972	11,949
Series 4182, Class PB, 2.00%, 12/15/2041	98,745	98,451
Series 4204, Class AB, 3.00%, 05/15/2043	58,125	46,108
Series 4204, Class AD, 1.50%, 08/15/2042	144,413	137,423
Series 4219, Class AE, 2.25%, 01/15/2043	109,637	99,723
Series 4231, Class PY, 3.50%, 07/15/2043	244,580	229,395
Series 4248, Class FL, 4.16% (30 day avg SOFR US + 0.56%), 05/15/2041	241,596	240,452
Series 4267, Class PO, 0.00%, 03/15/2041 (g)	2,667,452	2,124,607
Series 4316, Class JF, 4.11% (30 day avg SOFR US + 0.51%), 01/15/2044	868,814	860,929
Series 4351, Class PO, 0.00%, 06/15/2044 (g)	988,081	751,640
Series 4378, Class FA, 4.11% (30 day avg SOFR US + 0.51%), 08/15/2044	2,778,415	2,734,858
Series 4400, Class FA, 4.11% (30 day avg SOFR US + 0.51%), 02/15/2041	277,665	275,389
Series 4407, Class CF, 4.01% (30 day avg SOFR US + 0.41%), 06/15/2044	1,486,334	1,470,879
Series 4425, Class BY, 2.00%, 01/15/2045	597,000	398,921
Series 4431, Class FT, 4.11% (30 day avg SOFR US + 0.51%), 01/15/2045	1,180,995	1,163,514
Series 4436, Class FC, 4.06% (30 day avg SOFR US + 0.46%), 02/15/2045	115,510	113,477
Series 4487, Class TL, 3.00%, 05/15/2045 (e)	380,000	323,594
Series 4487, Class ZC, 3.50%, 06/15/2045 (i)	2,028,671	1,692,381
Series 4503, Class FA, 4.11% (30 day avg SOFR US + 0.46%), 02/15/2042	680,075	664,640
Series 4508, Class CF, 4.11% (30 day avg SOFR US + 0.51%), 09/15/2045	250,308	248,465
Series 4606, Class FB, 4.21% (30 day avg SOFR US + 0.61%), 08/15/2046	774,273	766,015
Series 4614, Class DA, 3.00%, 01/15/2046	157,697	146,093
Series 4615, Class GT, 1.17% (-4 x 30 day avg SOFR US + 15.54%), 10/15/2042 (f)	903,354	673,466
Series 4621, Class HK, 2.00%, 10/15/2046	251,622	211,679
Series 4621, Class QA, 2.00%, 10/15/2046	118,523	98,998
Series 4628, Class KF, 4.21% (30 day avg SOFR US + 0.61%), 01/15/2055	401,677	396,050
Series 4655, Class QA, 2.75%, 12/15/2046	114,678	100,074
Series 4663, Class PH, 2.50%, 03/15/2047	98,305	83,961
Series 4678, Class AF, 4.16% (30 day avg SOFR US + 0.51%), 12/15/2042	526,517	521,134
Series 4682, Class LC, 2.50%, 05/15/2047	102,351	87,353
Series 4691, Class FA, 4.06% (30 day avg SOFR US + 0.46%), 06/15/2047	330,146	323,761
Series 4708, Class F, 4.01% (30 day avg SOFR US + 0.41%), 08/15/2047	465,722	455,822
Series 4710, Class TN, 3.00%, 08/15/2047	622,713	549,432


Series 4712, Class FA, 4.06% (30 day avg SOFR US + 0.46%), 08/15/2047	904,613	886,083
Series 4767, Class C, 3.00%, 12/15/2047	184,331	163,512
Series 4774, Class BF, 4.01% (30 day avg SOFR US + 0.41%), 02/15/2048	1,093,178	1,067,170
Series 4775, Class MP, 3.00%, 02/15/2048 (e)	295,525	253,136
Series 4790, Class F, 3.90% (30 day avg SOFR US + 0.30%), 10/15/2043	2,086,244	2,040,261
Series 4793, Class CB, 3.00%, 05/15/2048	31,123	27,853
Series 4793, Class CD, 3.00%, 06/15/2048	180,480	160,673
Series 4804, Class MF, 4.06% (30 day avg SOFR US + 0.46%), 06/15/2048	3,329,117	3,261,779
Series 4813, Class CJ, 3.00%, 08/15/2048	195,989	171,119
Series 4820, Class FB, 4.06% (30 day avg SOFR US + 0.46%), 08/15/2048	191,778	187,385
Series 4821, Class FA, 4.01% (30 day avg SOFR US + 0.41%), 07/15/2048	582,903	568,909
Series 4831, Class FD, 4.01% (30 day avg SOFR US + 0.41%), 10/15/2048	734,955	717,949
Series 4839, Class WO, 0.00%, 08/15/2056 (g)	26,337,311	16,611,055
Series 4842, Class FA, 4.06% (30 day avg SOFR US + 0.46%), 11/15/2048	548,220	536,777
Series 4844, Class F, 4.11% (30 day avg SOFR US + 0.51%), 11/15/2048	1,264,849	1,241,061
Series 4846, Class PA, 4.00%, 06/15/2047	68	68
Series 4851, Class PO, 0.00%, 08/15/2057 (g)	5,735,046	3,602,812
Series 4867, Class FA, 4.11% (30 day avg SOFR US + 0.51%), 03/15/2049	152,593	151,566
Series 4875, Class F, 4.16% (30 day avg SOFR US + 0.56%), 04/15/2049	1,494,471	1,470,797
Series 4882, Class F, 4.16% (30 day avg SOFR US + 0.56%), 05/15/2049	1,811,728	1,781,284
Series 4882, Class FA, 4.16% (30 day avg SOFR US + 0.56%), 05/15/2049	2,244,583	2,209,614
Series 4906, Class FA, 4.19% (30 day avg SOFR US + 0.56%), 09/25/2049	454,437	447,982
Series 4910, Class LZ, 3.00%, 09/25/2049 (i)	434,433	295,868
Series 4911, Class FB, 4.19% (30 day avg SOFR US + 0.56%), 09/25/2049	991,779	976,111
Series 4911, Class HG, 2.25%, 04/15/2049 (e)	19,924	15,404
Series 4912, Class PA, 2.00%, 06/25/2049	430,438	358,973
Series 4913, Class UF, 4.16% (30 day avg SOFR US + 0.56%), 03/15/2049	1,239,426	1,217,735
Series 4918, Class F, 4.19% (30 day avg SOFR US + 0.56%), 10/25/2049	5,054,345	4,977,311
Series 4921, Class FN, 4.19% (30 day avg SOFR US + 0.56%), 10/25/2049	660,581	648,911
Series 4921, Class NB, 1.75%, 08/25/2049	198,352	165,296
Series 4925, Class FY, 4.19% (30 day avg SOFR US + 0.56%), 10/25/2049	226,335	222,363
Series 4930, Class FG, 4.19% (30 day avg SOFR US + 0.56%), 11/25/2049	483,742	475,239
Series 4930, Class FJ, 4.19% (30 day avg SOFR US + 0.56%), 11/25/2049	482,686	474,122
Series 4936, Class DE, 2.50%, 12/25/2049	1,762,007	1,514,405
Series 4939, Class CF, 4.24% (30 day avg SOFR US + 0.61%), 12/25/2049	1,410,453	1,396,773
Series 4942, Class OQ, 0.00%, 04/15/2053 (g)	1,616,053	1,356,224
Series 4943, Class JP, 2.50%, 09/25/2049	278,877	242,174
Series 4960, Class PD, 2.00%, 10/25/2049	177,056	149,716
Series 4973, Class PO, 0.00%, 01/15/2041 (g)	132,476	101,351
Series 4981, Class JF, 4.14% (30 day avg SOFR US + 0.51%), 06/25/2050	2,048,613	2,009,360
Series 4982, Class F, 4.19% (30 day avg SOFR US + 0.56%), 06/25/2050	1,835,505	1,804,940
Series 4993, Class UG, 1.50%, 07/25/2050	89,568	51,703
Series 5003, Class PA, 1.50%, 08/25/2050	1,440,996	1,135,285
Series 5017, Class CA, 1.25%, 09/25/2050 (e)	259,832	183,182
Series 5019, Class PC, 1.00%, 10/25/2050	4,189,986	3,172,253
Series 5019, Class PL, 1.00%, 10/25/2050	2,457,287	1,860,420
Series 5020, Class HA, 1.00%, 08/25/2050	671,026	517,393
Series 5023, Class PA, 2.00%, 10/25/2050	472,968	387,611
Series 5023, Class WB, 1.00%, 09/25/2050	211,786	155,992
Series 5034, Class KD, 1.25%, 11/25/2050	376,914	282,728
Series 5034, Class KL, 1.25%, 11/25/2050	792,844	594,723
Series 5035, Class HM, 1.00%, 10/25/2050	558,493	277,479
Series 5037, Class QC, 2.00%, 11/25/2050	165,116	108,659
Series 5038, Class JP, 0.75%, 10/25/2050	9,481,465	6,842,665
Series 5038, Class PJ, 0.75%, 10/25/2050	1,415,507	1,025,534
Series 5050, Class TP, 1.50%, 09/25/2050	765,323	606,326
Series 5051, Class JP, 0.75%, 09/25/2050	554,432	400,276
Series 5053, Class KC, 1.00%, 12/25/2050	2,016,292	1,481,157
Series 5056, Class P, 0.75%, 12/25/2050	15,078,837	11,697,139
Series 5056, Class PB, 0.75%, 12/25/2050	1,066,375	822,558


Series 5057, Class KW, 2.00%, 03/25/2048	190,964	161,902
Series 5058, Class LW, 1.25%, 01/25/2051	96,630	46,755
Series 5058, Class PM, 0.75%, 12/25/2050	1,654,992	1,188,215
Series 5060, Class DP, 1.00%, 11/25/2050	2,853,990	2,154,360
Series 5060, Class EP, 1.00%, 12/25/2050	2,812,828	2,122,365
Series 5061, Class KU, 1.50%, 01/25/2051 (e)	263,082	136,474
Series 5062, Class PA, 1.25%, 01/25/2051	1,368,135	1,018,249
Series 5068, Class AB, 1.00%, 11/25/2050	938,189	716,824
Series 5068, Class GE, 1.00%, 11/25/2050	294,046	234,242
Series 5070, Class DP, 1.00%, 08/25/2050	195,036	143,453
Series 5070, Class EP, 1.00%, 09/25/2050	2,925,217	2,209,294
Series 5070, Class JP, 2.00%, 01/25/2051	127,438	103,960
Series 5071, Class ET, 1.00%, 02/25/2051	227,387	162,301
Series 5071, Class GP, 2.00%, 02/25/2051	323,191	279,113
Series 5072, Class PA, 2.00%, 02/25/2051	272,436	233,611
Series 5078, Class GJ, 0.75%, 02/25/2051	493,090	366,525
Series 5078, Class HA, 1.50%, 02/25/2051	441,659	213,308
Series 5081, Class DC, 1.00%, 03/25/2051	999,223	738,326
Series 5082, Class UA, 2.00%, 03/25/2051	2,936,562	2,290,009
Series 5083, Class CA, 1.00%, 10/25/2050	420,527	322,662
Series 5085, Class LC, 0.75%, 03/25/2051	193,075	142,773
Series 5087, Class PD, 0.75%, 03/25/2051	1,114,714	826,130
Series 5092, Class AS, 2.00%, 04/25/2051	86,528	42,540
Series 5092, Class PB, 1.50%, 09/25/2050 (e)	133,002	103,243
Series 5093, Class VC, 1.50%, 12/25/2050	381,093	309,131
Series 5096, Class QG, 0.75%, 04/25/2051	977,965	706,570
Series 5099, Class GE, 1.75%, 09/25/2050	7,869,565	6,310,809
Series 5101, Class CE, 1.00%, 02/25/2051	1,103,099	830,052
Series 5105, Class C, 2.00%, 03/25/2044	1,141,751	1,008,004
Series 5109, Class CD, 2.00%, 05/25/2051	430,604	257,964
Series 5114, Class TB, 1.00%, 04/25/2051	172,143	127,073
Series 5115, Class HB, 1.25%, 06/25/2049	416,469	331,116
Series 5115, Class KC, 1.00%, 12/25/2050 (e)	335,784	251,208
Series 5118, Class PB, 1.25%, 03/25/2051	238,896	188,779
Series 5119, Class AB, 1.50%, 08/25/2049	339,788	273,581
Series 5119, Class UA, 2.00%, 06/25/2051	445,041	274,019
Series 5121, Class MB, 1.00%, 06/25/2051	271,670	209,335
Series 5124, Class WG, 1.00%, 07/25/2051	554,508	416,294
Series 5131, Class JL, 1.00%, 08/25/2051	287,954	216,414
Series 5131, Class LB, 1.00%, 08/25/2051	282,771	212,276
Series 5131, Class TG, 1.00%, 04/25/2049	126,274	107,335
Series 5132, Class PA, 1.00%, 08/25/2051	1,071,806	877,007
Series 5135, Class PA, 1.00%, 08/25/2051	821,291	612,678
Series 5139, Class GA, 1.00%, 09/25/2051	821,022	643,034
Series 5142, Class PC, 1.00%, 09/25/2051	611,287	460,369
Series 5142, Class PN, 1.00%, 09/25/2051	584,147	442,729
Series 5147, Class PA, 1.00%, 10/25/2048	272,779	213,705
Series 5150, Class KD, 1.00%, 10/25/2051	867,289	690,857
Series 5151, Class GC, 1.50%, 10/25/2051	83,631	33,773
Series 5153, Class PA, 1.00%, 10/25/2051	469,107	387,355
Series 5155, Class MQ, 1.00%, 10/25/2051	583,616	470,932
Series 5156, Class CN, 1.00%, 02/25/2050	321,842	243,609
Series 5162, Class LN, 1.00%, 09/25/2050	622,838	500,462
Series 5171, Class EB, 1.00%, 12/25/2051	601,844	483,941
Series 5181, Class EA, 1.88%, 05/25/2050	10,434,430	8,407,580
Series 5201, Class JC, 2.25%, 02/25/2052	610,847	541,658
Series 5257, Class FB, 4.33% (30 day avg SOFR US + 0.70%), 09/25/2052	54,721,625	54,117,455
Series 5328, Class JY, 0.25%, 09/25/2050	622,903	432,681
Series 5341, Class AO, 0.00%, 06/25/2050 (g)	800,520	570,307
Series 5378, Class EA, 5.00%, 09/25/2045	159,763	160,035


Series 5438, Class FB, 4.53% (30 day avg SOFR US + 0.90%), 08/25/2054	507,294	510,215
Series 5458, Class DF, 4.73% (30 day avg SOFR US + 1.10%), 10/25/2054	471,617	473,023
Series 5460, Class FN, 4.73% (30 day avg SOFR US + 1.10%), 10/25/2054	736,957	739,231
Series 5468, Class MF, 4.93% (30 day avg SOFR US + 1.30%), 11/25/2054	478,161	481,877
Series 5473, Class FP, 4.93% (30 day avg SOFR US + 1.30%), 11/25/2054	1,344,354	1,344,707
Series 5484, Class FD, 4.78% (30 day avg SOFR US + 1.15%), 12/25/2054	296,222	299,054
Series 5500, Class FW, 4.83% (30 day avg SOFR US + 1.20%), 10/25/2054	514,470	521,137
Series 5502, Class FG, 4.63% (30 day avg SOFR US + 1.00%), 02/25/2055	599,775	600,334
Series 5511, Class QF, 4.98% (30 day avg SOFR US + 1.35%), 03/25/2055	860,533	868,499
Series 5517, Class FE, 4.58% (30 day avg SOFR US + 0.95%), 03/25/2055	273,336	274,963
Series 5524, Class FA, 4.83% (30 day avg SOFR US + 1.20%), 04/25/2055	874,924	876,636
Series 5542, Class FL, 4.88% (30 day avg SOFR US + 1.25%), 05/25/2055	1,246,177	1,263,618
Series T-42, Class A5, 7.50%, 02/25/2042	106,215	112,586
Series T-60, Class 2A1, 4.29%, 03/25/2044 (b)	343,593	304,953
Series T-76, Class 2A, 2.11%, 10/25/2037 (b)	298,926	271,490
Federal National Mortgage Association
Series 2002-26, Class A3, 5.42%, 06/25/2041 (b)	330,118	329,723
Series 2002-8, Class FE, 4.49% (30 day avg SOFR US + 0.86%), 03/25/2032	23,801	23,936
Series 2002-9, Class FB, 4.49% (30 day avg SOFR US + 0.86%), 03/25/2032	24,312	23,927
Series 2003-25, Class KP, 5.00%, 04/25/2033	4,037	3,998
Series 2004-17, Class FT, 4.14% (30 day avg SOFR US + 0.51%), 04/25/2034	210,422	209,874
Series 2004-25, Class FA, 4.14% (30 day avg SOFR US + 0.51%), 04/25/2034	12,825	12,800
Series 2004-28, Class FA, 4.09% (30 day avg SOFR US + 0.46%), 05/25/2034	219,594	219,034
Series 2004-51, Class XO, 0.00%, 07/25/2034 (g)	216,941	191,739
Series 2005-25, Class PF, 4.09% (30 day avg SOFR US + 0.46%), 04/25/2035	286,343	284,413
Series 2005-29, Class FY, 4.04% (30 day avg SOFR US + 0.41%), 04/25/2035	94,835	94,200
Series 2005-6, Class FE, 4.04% (30 day avg SOFR US + 0.41%), 02/25/2035	438,951	436,505
Series 2005-66, Class FB, 4.04% (30 day avg SOFR US + 0.41%), 07/25/2035	202,844	201,441
Series 2005-66, Class FH, 4.11% (30 day avg SOFR US + 0.48%), 07/25/2035	263,087	261,353
Series 2005-73, Class FD, 4.06% (30 day avg SOFR US + 0.43%), 08/25/2035	323,477	321,265
Series 2005-82, Class FY, 4.01% (30 day avg SOFR US + 0.38%), 09/25/2035	189,731	188,634
Series 2005-83, Class LF, 4.05% (30 day avg SOFR US + 0.42%), 02/25/2035	107,751	107,584
Series 2005-95, Class FH, 4.04% (30 day avg SOFR US + 0.41%), 11/25/2035	437,799	434,402
Series 2005-99, Class AF, 4.09% (30 day avg SOFR US + 0.46%), 12/25/2035	158,464	157,571
Series 2006-101, Class FD, 4.04% (30 day avg SOFR US + 0.41%), 07/25/2036	14,194	14,176
Series 2006-112, Class LF, 4.29% (30 day avg SOFR US + 0.66%), 11/25/2036	696,208	694,135
Series 2006-114, Class FN, 4.04% (30 day avg SOFR US + 0.41%), 12/25/2036	169,721	168,169
Series 2006-115, Class AF, 3.98% (30 day avg SOFR US + 0.35%), 12/25/2036	59,151	58,522
Series 2006-115, Class EF, 4.10% (30 day avg SOFR US + 0.47%), 12/25/2036	254,016	252,262
Series 2006-117, Class FA, 4.10% (30 day avg SOFR US + 0.47%), 12/25/2036	232,875	231,201
Series 2006-118, Class A1, 3.79% (30 day avg SOFR US + 0.17%), 12/25/2036	910,903	890,622
Series 2006-119, Class MF, 4.04% (30 day avg SOFR US + 0.41%), 12/25/2036	223,403	222,004
Series 2006-130, Class FA, 4.04% (30 day avg SOFR US + 0.41%), 01/25/2037	556,946	551,931
Series 2006-16, Class FA, 4.04% (30 day avg SOFR US + 0.41%), 03/25/2036	173,896	172,696
Series 2006-20, Class GF, 4.09% (30 day avg SOFR US + 0.46%), 04/25/2036	82,670	82,139
Series 2006-23, Class BD, 1.00%, 04/25/2036	289,851	253,721
Series 2006-36, Class GF, 4.04% (30 day avg SOFR US + 0.41%), 05/25/2036	349,243	346,404
Series 2006-42, Class CF, 4.19% (30 day avg SOFR US + 0.56%), 06/25/2036	59,306	59,116
Series 2006-44, Class FY, 4.31% (30 day avg SOFR US + 0.68%), 06/25/2036	385,097	385,217
Series 2006-63, Class FD, 4.19% (30 day avg SOFR US + 0.56%), 07/25/2036	136,826	136,443
Series 2006-70, Class JO, 0.00%, 06/25/2036 (g)	32,983	28,175
Series 2006-72, Class TE, 4.04% (30 day avg SOFR US + 0.41%), 08/25/2036	75,697	75,150
Series 2006-76, Class QF, 4.14% (30 day avg SOFR US + 0.51%), 08/25/2036	206,388	205,486
Series 2006-8, Class NF, 4.11% (30 day avg SOFR US + 0.48%), 03/25/2036	136,768	135,936
Series 2006-90, Class AH, 5.13%, 09/25/2036	24,436	24,627
Series 2006-90, Class BO, 0.00%, 09/25/2036 (g)	340,644	299,339
Series 2006-94, Class GF, 4.09% (30 day avg SOFR US + 0.46%), 10/25/2026	10	10
Series 2006-95, Class FP, 4.04% (30 day avg SOFR US + 0.41%), 10/25/2036	99,155	98,458
Series 2007-100, Class KF, 4.29% (30 day avg SOFR US + 0.66%), 10/25/2037	579,871	579,076
Series 2007-106, Class FM, 4.28% (30 day avg SOFR US + 0.65%), 11/25/2037	548,443	547,588


Series 2007-109, Class NF, 4.29% (30 day avg SOFR US + 0.66%), 12/25/2037	493,606	492,932
Series 2007-117, Class MF, 4.44% (30 day avg SOFR US + 0.81%), 01/25/2038	71,465	71,751
Series 2007-4, Class DF, 4.19% (30 day avg SOFR US + 0.56%), 02/25/2037	363,507	361,311
Series 2007-43, Class EB, 3.97% (30 day avg SOFR US + 0.34%), 05/25/2037	299,920	296,629
Series 2007-65, Class KF, 4.12% (30 day avg SOFR US + 0.49%), 07/25/2037	30,155	29,934
Series 2007-75, Class VF, 4.19% (30 day avg SOFR US + 0.56%), 08/25/2037	292,511	291,693
Series 2007-85, Class FG, 4.24% (30 day avg SOFR US + 0.61%), 09/25/2037	164,714	164,181
Series 2007-85, Class FL, 4.28% (30 day avg SOFR US + 0.65%), 09/25/2037	518,471	517,648
Series 2007-86, Class FA, 4.19% (30 day avg SOFR US + 0.56%), 09/25/2037	514,407	512,716
Series 2007-91, Class FB, 4.34% (30 day avg SOFR US + 0.71%), 10/25/2037	1,003,670	1,004,221
Series 2007-91, Class JF, 4.34% (30 day avg SOFR US + 0.71%), 10/25/2037	151,181	151,262
Series 2007-95, Class A2, 5.80% (30 day avg SOFR US + 0.36%), 08/27/2036	1,478,113	1,497,343
Series 2007-96, Class AF, 4.46% (30 day avg SOFR US + 0.83%), 06/25/2037	77,876	78,189
Series 2008-67, Class FG, 4.74% (30 day avg SOFR US + 1.11%), 07/25/2038	331,231	336,192
Series 2009-106, Class FA, 4.49% (30 day avg SOFR US + 0.86%), 01/25/2040	308,665	310,288
Series 2009-110, Class FG, 4.49% (30 day avg SOFR US + 0.86%), 01/25/2040	351,561	353,059
Series 2010-109, Class M, 3.00%, 09/25/2040	31,979	31,146
Series 2010-150, Class NF, 4.14% (30 day avg SOFR US + 0.51%), 11/25/2040	251,877	251,242
Series 2010-45, Class GZ, 5.00%, 05/25/2040	85,648	85,971
Series 2010-52, Class F, 4.39% (30 day avg SOFR US + 0.76%), 05/25/2040	464,167	465,266
Series 2010-54, Class BF, 4.14% (30 day avg SOFR US + 0.51%), 06/25/2036	130,598	129,942
Series 2010-61, Class PO, 0.00%, 03/25/2040 (g)	105,750	85,734
Series 2010-68, Class FA, 4.74% (30 day avg SOFR US + 1.11%), 07/25/2040	235,731	239,319
Series 2010-95, Class FB, 4.14% (30 day avg SOFR US + 0.51%), 09/25/2040	999,847	995,912
Series 2011-118, Class CF, 4.24% (30 day avg SOFR US + 0.61%), 10/25/2039	26,636	26,604
Series 2011-123, Class JF, 4.09% (30 day avg SOFR US + 0.46%), 03/25/2041	245,498	244,923
Series 2011-126, Class WA, 2.50%, 12/25/2041	163,306	142,642
Series 2011-130, Class KO, 0.00%, 12/25/2041 (g)	98,211	70,012
Series 2011-146, Class UF, 4.74% (30 day avg SOFR US + 1.11%), 01/25/2042	803,216	804,386
Series 2011-40, Class DF, 4.19% (30 day avg SOFR US + 0.56%), 05/25/2041	484,727	482,634
Series 2011-40, Class SB, 0.75% (-3 x 30 day avg SOFR US + 9.91%), 11/25/2040 (f)	42,394	31,281
Series 2011-51, Class FM, 4.39% (30 day avg SOFR US + 0.76%), 06/25/2041	699,027	699,076
Series 2011-55, Class FH, 4.18% (30 day avg SOFR US + 0.55%), 06/25/2041	672,633	669,185
Series 2011-59, Class FA, 4.34% (30 day avg SOFR US + 0.71%), 07/25/2041	384,052	383,673
Series 2011-63, Class FA, 4.32% (30 day avg SOFR US + 0.69%), 07/25/2041	407,376	406,708
Series 2011-71, Class FA, 4.36% (30 day avg SOFR US + 0.73%), 12/25/2036	131,876	132,076
Series 2011-86, Class NF, 4.29% (30 day avg SOFR US + 0.66%), 09/25/2041	144,312	144,106
Series 2011-96, Class PF, 4.24% (30 day avg SOFR US + 0.61%), 10/25/2041	1,202,933	1,193,203
Series 2012-103, Class NF, 4.14% (30 day avg SOFR US + 0.51%), 09/25/2042	656,873	649,440
Series 2012-111, Class EC, 2.00%, 12/25/2041	298,843	278,045
Series 2012-115, Class DY, 2.50%, 10/25/2042	520,000	412,626
Series 2012-116, Class PC, 2.00%, 10/25/2042 (e)	45,774	38,307
Series 2012-120, Class QB, 2.50%, 08/25/2042	50,000	41,926
Series 2012-122, Class FM, 4.14% (30 day avg SOFR US + 0.51%), 11/25/2042	585,539	577,878
Series 2012-128, Class HS, 0.39% (-2 x 30 day avg SOFR US + 5.83%), 11/25/2042 (f)	148,366	105,340
Series 2012-14, Class PA, 2.00%, 08/25/2041	44,417	42,824
Series 2012-146, Class QA, 1.00%, 01/25/2043	59,606	51,464
Series 2012-149, Class ND, 2.00%, 06/25/2042	61,111	55,812
Series 2012-15, Class BF, 4.29% (30 day avg SOFR US + 0.66%), 03/25/2042	142,403	141,656
Series 2012-15, Class KB, 3.50%, 03/25/2042	68,583	63,623
Series 2012-27, Class FA, 4.31% (30 day avg SOFR US + 0.68%), 03/25/2042	98,285	97,847
Series 2012-39, Class FK, 4.24% (30 day avg SOFR US + 0.61%), 04/25/2042	450,984	448,285
Series 2012-40, Class LX, 0.50% (-2 x 30 day avg SOFR US + 6.69%), 04/25/2042 (f)	203,214	122,155
Series 2012-6, Class F, 4.24% (30 day avg SOFR US + 0.61%), 02/25/2042	569,120	565,317
Series 2012-65, Class FB, 4.26% (30 day avg SOFR US + 0.63%), 06/25/2042	176,476	175,397
Series 2012-67, Class GF, 4.19% (30 day avg SOFR US + 0.56%), 07/25/2042	1,421,298	1,409,908
Series 2012-70, Class FA, 4.19% (30 day avg SOFR US + 0.56%), 07/25/2042	591,156	586,497
Series 2012-71, Class FL, 4.24% (30 day avg SOFR US + 0.61%), 07/25/2042	133,126	132,078
Series 2012-72, Class FQ, 4.24% (30 day avg SOFR US + 0.61%), 07/25/2042	235,599	234,331
Series 2012-73, Class JB, 3.50%, 01/25/2042	75,500	71,006


Series 2012-79, Class FM, 4.19% (30 day avg SOFR US + 0.56%), 07/25/2042	65,827	65,166
Series 2012-80, Class NA, 2.75%, 06/25/2042	152,595	139,293
Series 2012-84, Class FJ, 4.09% (30 day avg SOFR US + 0.46%), 01/25/2042	313,134	311,368
Series 2012-84, Class HP, 2.00%, 01/25/2042	39,142	36,494
Series 2012-93, Class FC, 4.14% (30 day avg SOFR US + 0.51%), 09/25/2042	1,483,307	1,464,095
Series 2013-110, Class CO, 0.00%, 12/25/2039 (g)	563,493	449,378
Series 2013-14, Class NG, 1.50%, 03/25/2043	120,081	104,650
Series 2013-23, Class AB, 2.00%, 02/25/2043 (e)	31,611	27,738
Series 2013-29, Class JE, 1.25%, 04/25/2043	309,097	252,774
Series 2013-31, Class PY, 2.50%, 02/25/2043	96,155	82,187
Series 2013-34, Class PA, 2.00%, 08/25/2042	44,356	41,988
Series 2013-34, Class PF, 4.09% (30 day avg SOFR US + 0.46%), 08/25/2042	164,207	163,425
Series 2013-50, Class QC, 2.00%, 01/25/2043	135,153	122,023
Series 2013-50, Class US, 0.26% (-1 x 30 day avg SOFR US + 3.89%), 05/25/2043 (f)	639,553	319,371
Series 2013-53, Class JP, 3.00%, 06/25/2043	190,000	163,053
Series 2013-56, Class GM, 2.00%, 08/25/2041 (e)	30,414	28,443
Series 2013-57, Class FN, 4.09% (30 day avg SOFR US + 0.46%), 06/25/2043	967,323	954,042
Series 2013-58, Class FY, 3.99% (30 day avg SOFR US + 0.36%), 02/25/2043	787,417	776,274
Series 2013-58, Class KJ, 3.00%, 02/25/2043	89,374	83,583
Series 2013-6, Class JT, 1.50%, 01/25/2043	86,128	75,203
Series 2013-68, Class LE, 2.00%, 04/25/2043	29,530	27,219
Series 2013-68, Class NA, 1.00%, 03/25/2042	162,322	139,596
Series 2013-83, Class US, 1.26% (-1 x 30 day avg SOFR US + 4.89%), 08/25/2043 (f)	160,197	110,022
Series 2013-98, Class PO, 0.00%, 09/25/2043 (g)	1,487,857	1,147,430
Series 2014-17, Class PF, 4.14% (30 day avg SOFR US + 0.51%), 04/25/2044	1,301,611	1,284,279
Series 2014-37, Class PG, 2.50%, 06/25/2044	62,724	61,092
Series 2014-47, Class AF, 4.11% (30 day avg SOFR US + 0.46%), 08/25/2044	568,521	563,670
Series 2014-63, Class FL, 4.14% (30 day avg SOFR US + 0.51%), 10/25/2044	974,699	962,899
Series 2014-87, Class JB, 3.00%, 01/25/2045	81,570	77,971
Series 2015-15, Class CA, 3.50%, 04/25/2035	188,286	182,425
Series 2015-26, Class UP, 3.00%, 06/25/2044	102,623	98,200
Series 2015-27, Class HA, 3.00%, 03/25/2044	16,988	16,367
Series 2015-32, Class FA, 4.04% (30 day avg SOFR US + 0.41%), 05/25/2045	186,179	182,381
Series 2015-38, Class DF, 4.07% (30 day avg SOFR US + 0.42%), 06/25/2055	689,669	683,463
Series 2015-4, Class FA, 4.11% (30 day avg SOFR US + 0.46%), 02/25/2045	440,468	431,438
Series 2015-48, Class FB, 4.04% (30 day avg SOFR US + 0.41%), 07/25/2045	219,005	214,669
Series 2015-59, Class LM, 3.00%, 07/25/2045	63,807	59,402
Series 2015-6, Class MO, 0.00%, 06/25/2043 (g)	378,563	180,203
Series 2015-6, Class OM, 0.00%, 06/25/2043 (g)	326,705	155,518
Series 2015-73, Class ES, 0.68% (-2 x 30 day avg SOFR US + 9.07%), 10/25/2045 (f)	198,408	126,545
Series 2016-106, Class EF, 4.24% (30 day avg SOFR US + 0.61%), 01/25/2047	4,801,182	4,743,709
Series 2016-50, Class PC, 2.00%, 08/25/2046	561,017	453,580
Series 2016-61, Class ML, 3.00%, 09/25/2046	2,500,000	2,116,148
Series 2016-9, Class PZ, 3.50%, 03/25/2046 (i)	833,333	689,435
Series 2016-90, Class PJ, 3.00%, 09/25/2045	95,048	89,576
Series 2017-19, Class EA, 3.00%, 03/25/2047	68,944	65,869
Series 2017-2, Class KG, 2.50%, 02/25/2047	164,770	140,505
Series 2017-39, Class FT, 4.14% (30 day avg SOFR US + 0.51%), 05/25/2047	1,824,389	1,793,164
Series 2017-51, Class FC, 4.09% (30 day avg SOFR US + 0.46%), 07/25/2047	1,075,996	1,055,801
Series 2017-52, Class KZ, 3.50%, 07/25/2047	212,108	195,135
Series 2017-53, Class LB, 2.50%, 07/25/2047 (e)	159,847	126,379
Series 2017-58, Class P, 3.00%, 06/25/2046 (e)	149,245	133,947
Series 2017-82, Class NB, 2.25%, 10/25/2047 (e)	65,542	52,966
Series 2017-94, Class AC, 2.00%, 11/25/2047 (e)	166,572	133,830
Series 2018-11, Class KA, 3.00%, 03/25/2048	959,416	841,656
Series 2018-16, Class FN, 3.99% (30 day avg SOFR US + 0.36%), 03/25/2048	286,810	278,859
Series 2018-21, Class PO, 0.00%, 04/25/2048 (g)	7,088,560	5,108,218
Series 2018-22, Class FJ, 4.04% (30 day avg SOFR US + 0.41%), 04/25/2048	172,864	168,560
Series 2018-32, Class FC, 4.04% (30 day avg SOFR US + 0.41%), 05/25/2048	3,503,485	3,414,059
Series 2018-35, Class FA, 4.04% (30 day avg SOFR US + 0.41%), 05/25/2048	2,358,540	2,299,970


Series 2018-39, Class FG, 3.99% (30 day avg SOFR US + 0.36%), 11/25/2033	600,897	595,605
Series 2018-4, Class FM, 4.04% (30 day avg SOFR US + 0.41%), 02/25/2048	756,513	737,517
Series 2018-43, Class CT, 3.00%, 06/25/2048	152,012	133,035
Series 2018-45, Class FT, 4.04% (30 day avg SOFR US + 0.41%), 06/25/2048	715,388	698,599
Series 2018-62, Class PG, 3.00%, 10/25/2047	448,063	398,827
Series 2018-76, Class FN, 4.09% (30 day avg SOFR US + 0.46%), 10/25/2048	3,323,571	3,249,952
Series 2018-94, Class FA, 4.14% (30 day avg SOFR US + 0.51%), 01/25/2049	532,276	522,084
Series 2019-1, Class MH, 3.00%, 02/25/2049	122,135	109,029
Series 2019-1, Class NF, 4.19% (30 day avg SOFR US + 0.56%), 02/25/2049	1,996,230	1,958,976
Series 2019-12, Class FB, 4.19% (30 day avg SOFR US + 0.56%), 04/25/2049	202,570	199,262
Series 2019-20, Class ND, 2.50%, 05/25/2049	232,012	192,070
Series 2019-20, Class NE, 2.75%, 05/25/2049	295,815	256,745
Series 2019-24, Class NJ, 2.50%, 05/25/2049	949,705	815,796
Series 2019-25, Class FA, 4.19% (30 day avg SOFR US + 0.56%), 06/25/2049	170,847	168,193
Series 2019-25, Class PD, 2.50%, 05/25/2048	396,581	364,162
Series 2019-33, Class FB, 4.19% (30 day avg SOFR US + 0.56%), 07/25/2049	128,394	126,403
Series 2019-34, Class KP, 2.50%, 07/25/2049	45,498	38,137
Series 2019-43, Class FC, 4.14% (30 day avg SOFR US + 0.51%), 08/25/2049	215,358	212,221
Series 2019-46, Class FG, 4.14% (30 day avg SOFR US + 0.51%), 08/25/2049	201,090	199,292
Series 2019-48, Class ML, 3.00%, 09/25/2049	75,990	52,313
Series 2019-51, Class TB, 2.25%, 05/25/2049	1,159,020	1,007,659
Series 2019-62, Class FA, 4.24% (30 day avg SOFR US + 0.61%), 11/25/2059	859,500	849,431
Series 2019-65, Class HA, 2.50%, 11/25/2049	485,247	413,145
Series 2019-68, Class KP, 2.50%, 11/25/2049	239,355	204,442
Series 2019-69, Class FA, 4.24% (30 day avg SOFR US + 0.61%), 12/25/2049	590,511	584,374
Series 2019-8, Class FA, 4.19% (30 day avg SOFR US + 0.56%), 03/25/2049	670,616	663,779
Series 2019-81, Class FJ, 4.24% (30 day avg SOFR US + 0.61%), 01/25/2050	1,994,173	1,965,186
Series 2020-35, Class MA, 2.00%, 12/25/2043	183,250	174,199
Series 2020-37, Class FD, 4.14% (30 day avg SOFR US + 0.51%), 06/25/2050	795,522	789,043
Series 2020-46, Class PA, 1.00%, 07/25/2050	736,989	544,083
Series 2020-48, Class DA, 2.00%, 07/25/2050	574,910	481,541
Series 2020-49, Class GA, 1.50%, 02/25/2049	322,703	267,531
Series 2020-70, Class JC, 1.25%, 10/25/2050	6,099,151	4,524,965
Series 2020-71, Class KU, 1.00%, 10/25/2050	95,471	53,450
Series 2020-75, Class ND, 1.25%, 10/25/2050	2,303,578	1,709,007
Series 2020-75, Class PB, 1.00%, 11/25/2050	3,235,666	2,631,087
Series 2020-78, Class CA, 2.00%, 10/25/2044	120,788	110,388
Series 2020-80, Class MA, 1.00%, 11/25/2050	3,085,092	2,271,841
Series 2020-92, Class PH, 1.00%, 02/25/2050	2,939,921	2,242,808
Series 2020-95, Class BE, 0.75%, 01/25/2051	982,381	712,077
Series 2020-96, Class NW, 1.00%, 01/25/2051	904,490	682,336
Series 2021-15, Class GD, 1.00%, 04/25/2051	783,044	578,478
Series 2021-15, Class HD, 1.00%, 04/25/2051	1,786,077	1,316,083
Series 2021-15, Class HN, 1.00%, 04/25/2051	334,889	246,766
Series 2021-15, Class JH, 1.00%, 04/25/2051	226,141	173,987
Series 2021-18, Class AD, 0.75%, 11/25/2049	604,340	508,178
Series 2021-2, Class HB, 1.00%, 02/25/2051	606,133	449,317
Series 2021-21, Class KD, 1.00%, 02/25/2050	563,125	415,793
Series 2021-24, Class MC, 1.50%, 04/25/2051	271,035	211,703
Series 2021-25, Class GA, 1.00%, 05/25/2051	618,541	470,550
Series 2021-27, Class JC, 1.00%, 05/25/2051	509,539	373,809
Series 2021-36, Class PM, 1.00%, 06/25/2051	380,255	287,328
Series 2021-42, Class AC, 2.00%, 02/25/2051	165,379	140,530
Series 2021-43, Class CB, 1.00%, 07/25/2051	254,494	187,541
Series 2021-43, Class LD, 1.00%, 07/25/2051	269,429	203,737
Series 2021-44, Class SL, 0.00% (-1 x 30 day avg SOFR US + 3.20%), 07/25/2051 (f)(h)	216,266	65,577
Series 2021-53, Class LD, 1.00%, 11/25/2050	564,188	423,999
Series 2021-56, Class HE, 1.25%, 09/25/2051	421,525	363,762
Series 2021-58, Class KC, 1.50%, 04/25/2051	3,095,959	2,663,128
Series 2021-58, Class LD, 1.50%, 03/25/2051	1,313,746	1,134,239


Series 2021-65, Class GA, 2.00%, 07/25/2049	86,020	70,481
Series 2021-69, Class LK, 1.50%, 05/25/2051	1,313,904	1,121,302
Series 2021-72, Class JC, 1.25%, 05/25/2051	690,474	589,634
Series 2021-75, Class PB, 1.50%, 11/25/2051	1,339,218	1,150,102
Series 2021-87, Class NC, 1.50%, 11/25/2051	1,389,875	1,137,397
Series 2021-87, Class QC, 2.00%, 12/25/2051	492,806	301,822
Series 2021-87, Class WM, 2.00%, 12/25/2051	61,000	36,433
Series 2021-93, Class CG, 2.00%, 03/25/2047	2,004,627	1,715,938
Series 2022-17, Class YE, 3.50%, 04/25/2052	69,000	62,391
Series 2022-38, Class ZP, 5.00%, 07/25/2052 (i)	1,578,443	1,458,662
Series 2022-47, Class MZ, 4.00%, 08/25/2052 (i)	184,750	169,603
Series 2022-66, Class CA, 4.50%, 10/25/2052	5,754	5,626
Series 2023-14, Class E, 6.00%, 06/25/2048	82,569	83,309
Series 2023-36, Class AO, 0.00%, 08/25/2050 (g)	804,308	581,317
Series 2023-38, Class FD, 4.48% (30 day avg SOFR US + 0.86%), 10/25/2039	1,131,762	1,128,692
Series 2024-38, Class FE, 4.68% (30 day avg SOFR US + 1.05%), 06/25/2054	276,340	278,304
Series 2025-11, Class FB, 4.63% (30 day avg SOFR US + 1.00%), 03/25/2055	696,220	700,668
Series 2025-24, Class FA, 4.53% (30 day avg SOFR US + 0.90%), 04/25/2055	216,553	217,929
Series 2025-35, Class FM, 4.68% (30 day avg SOFR US + 1.05%), 05/25/2055	176,432	178,413
Series 2025-5, Class FA, 4.83% (30 day avg SOFR US + 1.20%), 02/25/2055	528,588	535,315
Series 371, Class 1, 0.00%, 07/25/2036 (g)	422,320	366,719
Series 399, Class 1, 0.00%, 11/25/2039 (g)	1,214,534	990,009
Series 405, Class 1, 0.00%, 10/25/2040 (g)	1,127,601	891,416
Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2020-3, Class M5TW, 3.00%, 05/25/2060	181,259	159,722
Freddie Mac Whole Loan, Series 2005-S001, Class 2A2, 3.91% (1 mo. Term SOFR + 0.26%), 09/25/2045	6,934,836	6,779,605
Freddie Mac Whole Loan Securities Trust, Series 2017-SC02, Class 2A, 3.50%, 05/25/2047	150,673	131,150
Government National Mortgage Association
Series 2004-63, Class FL, 4.10% (1 mo. Term SOFR + 0.46%), 08/16/2034	27,096	26,945
Series 2004-80, Class FA, 4.15% (1 mo. Term SOFR + 0.51%), 10/20/2034	210,589	209,716
Series 2007-17, Class CF, 4.00% (1 mo. Term SOFR + 0.36%), 04/16/2037	109,300	108,674
Series 2007-26, Class FD, 3.95% (1 mo. Term SOFR + 0.31%), 05/16/2037	1,471,361	1,451,917
Series 2008-65, Class FG, 4.50% (1 mo. Term SOFR + 0.86%), 08/20/2038	398,780	398,845
Series 2009-14, Class FA, 4.67% (1 mo. Term SOFR + 1.03%), 03/20/2039	689,860	692,525
Series 2009-36, Class FE, 4.55% (1 mo. Term SOFR + 0.91%), 09/20/2038	664,561	664,939
Series 2009-40, Class PO, 0.00%, 06/20/2039 (g)	402,216	315,541
Series 2009-50, Class FW, 4.75% (1 mo. Term SOFR + 1.11%), 07/20/2039	472,517	476,094
Series 2009-52, Class FD, 4.70% (1 mo. Term SOFR + 1.06%), 07/16/2039	253,587	254,280
Series 2009-83, Class TF, 4.65% (1 mo. Term SOFR + 1.01%), 08/20/2039	656,278	661,080
Series 2010-147, Class PG, 3.50%, 05/20/2040	12,560	12,484
Series 2010-25, Class FH, 4.47% (1 mo. Term SOFR + 0.83%), 02/16/2040	369,659	371,034
Series 2010-42, Class OP, 0.00%, 04/20/2040 (g)	963,148	780,220
Series 2010-68, Class GF, 4.20% (1 mo. Term SOFR + 0.56%), 12/16/2039	187,331	187,211
Series 2010-79, Class YF, 4.10% (1 mo. Term SOFR + 0.46%), 05/20/2035	853,776	848,274
Series 2011-117, Class FJ, 4.62% (1 mo. Term SOFR + 0.98%), 08/20/2041	633,369	640,070
Series 2011-135, Class FN, 4.15% (1 mo. Term SOFR + 0.51%), 10/16/2041	204,289	202,345
Series 2011-135, Class WH, 3.00%, 07/16/2041	133,560	120,787
Series 2011-151, Class DL, 3.00%, 06/16/2041 (e)	153,500	135,560
Series 2011-151, Class FJ, 4.10% (1 mo. Term SOFR + 0.46%), 11/20/2041	387,110	383,429
Series 2011-151, Class GF, 4.15% (1 mo. Term SOFR + 0.51%), 11/20/2041	1,140,142	1,129,722
Series 2011-69, Class FB, 4.40% (1 mo. Term SOFR + 0.76%), 05/20/2041	1,348,935	1,349,484
Series 2011-75, Class PO, 0.00%, 05/20/2041 (g)	136,135	122,671
Series 2011-81, Class FT, 4.25% (1 mo. Term SOFR + 0.61%), 04/16/2040	460,694	459,554
Series 2011-83, Class F, 4.13% (1 mo. Term SOFR + 0.49%), 06/20/2041	910,399	902,213
Series 2012-106, Class QD, 1.50%, 07/20/2042	49,942	44,192
Series 2012-143, Class QD, 1.50%, 10/20/2042	110,908	97,325
Series 2012-17, Class CB, 3.50%, 02/20/2042	894,173	842,901
Series 2012-21, Class QF, 4.10% (1 mo. Term SOFR + 0.46%), 02/20/2042	785,708	780,864
Series 2012-40, Class PW, 4.00%, 01/20/2042	118,763	115,450
Series 2012-84, Class QD, 2.00%, 07/16/2042	42,105	37,105
Series 2012-96, Class FQ, 4.15% (1 mo. Term SOFR + 0.51%), 08/20/2042	423,165	421,224


Series 2013-131, Class PF, 4.10% (1 mo. Term SOFR + 0.46%), 09/16/2043	384,206	379,927
Series 2013-28, Class ME, 1.75%, 11/20/2042	146,054	137,140
Series 2013-64, Class NF, 4.00% (1 mo. Term SOFR + 0.36%), 04/20/2043	265,956	263,505
Series 2013-72, Class DA, 2.04%, 11/16/2047	130,000	96,228
Series 2013-77, Class GD, 1.50%, 02/20/2043 (e)	71,037	58,983
Series 2013-79, Class BZ, 3.00%, 05/20/2043 (i)	332,989	300,422
Series 2014-2, Class BK, 0.00%, 04/16/2040 (g)	170,359	136,321
Series 2014-94, Class CA, 1.75%, 01/20/2044	43,510	40,185
Series 2014-H10, Class FA, 4.26% (1 mo. Term SOFR + 0.61%), 04/20/2064	47,715	47,663
Series 2015-126, Class GS, 0.62% (-2 x 1 mo. Term SOFR + 9.07%), 09/20/2045 (f)	357,665	224,890
Series 2015-159, Class DW, 0.00% (-3 x 1 mo. Term SOFR + 7.79%), 08/20/2045 (f)(h)	208,043	135,645
Series 2015-53, Class KC, 3.00%, 04/16/2045	58,513	44,256
Series 2015-77, Class DG, 2.50%, 05/20/2045	64,343	57,574
Series 2015-8, Class LZ, 3.00%, 11/16/2044 (i)	774,324	703,375
Series 2016-108, Class QA, 2.00%, 07/20/2045	390,621	351,494
Series 2016-49, Class MF, 4.25% (1 mo. Term SOFR + 0.61%), 04/20/2046	1,207,703	1,201,428
Series 2016-74, Class LP, 3.00%, 05/20/2046 (e)	169,948	146,501
Series 2017-101, Class AB, 2.50%, 07/20/2047	653,793	568,560
Series 2017-149, Class CA, 2.50%, 02/20/2046	323,880	302,225
Series 2017-167, Class H, 3.00%, 02/20/2047 (e)	130,141	118,021
Series 2017-174, Class LP, 3.00%, 08/20/2046	205,442	196,936
Series 2017-180, Class GF, 4.03% (1 mo. Term SOFR + 0.41%), 12/20/2047	306,152	298,720
Series 2017-189, Class DA, 3.00%, 06/20/2047	167,998	155,812
Series 2017-39, Class BD, 2.50%, 06/20/2045	93,657	91,568
Series 2017-99, Class WA, 4.94%, 12/20/2032 (b)	52,299	51,949
Series 2018-120, Class FL, 4.05% (1 mo. Term SOFR + 0.41%), 09/20/2048	145,568	142,417
Series 2018-125, Class HY, 4.00%, 09/20/2048	1,000,000	886,597
Series 2018-138, Class AB, 3.50%, 10/20/2048	79,075	72,166
Series 2018-138, Class FB, 4.05% (1 mo. Term SOFR + 0.41%), 10/20/2048	2,172,248	2,125,219
Series 2018-168, Class KF, 4.10% (1 mo. Term SOFR + 0.46%), 12/20/2048	2,681,918	2,631,598
Series 2018-36, Class LB, 3.50%, 11/20/2047	77,324	73,529
Series 2018-49, Class FM, 4.00% (1 mo. Term SOFR + 0.36%), 04/20/2048	821,357	801,942
Series 2018-67, Class JP, 3.50%, 05/20/2048 (e)	54,140	47,034
Series 2018-77, Class FA, 4.05% (1 mo. Term SOFR + 0.41%), 06/20/2048	2,442,676	2,387,892
Series 2018-94, Class AC, 3.50%, 07/20/2048	340,660	310,091
Series 2019-103, Class FG, 4.20% (1 mo. Term SOFR + 0.56%), 04/20/2049	691,780	681,992
Series 2019-115, Class FG, 4.20% (1 mo. Term SOFR + 0.56%), 09/20/2049	6,068,511	5,973,489
Series 2019-115, Class UF, 4.20% (1 mo. Term SOFR + 0.56%), 09/20/2049	5,321,283	5,237,784
Series 2019-148, Class NA, 3.00%, 09/20/2049	444,442	401,956
Series 2019-152, Class DP, 3.00%, 09/20/2049	180,360	171,563
Series 2019-23, Class FT, 4.20% (1 mo. Term SOFR + 0.56%), 02/20/2049	1,399,331	1,379,976
Series 2019-23, Class KA, 3.50%, 10/20/2048	229,647	215,488
Series 2019-23, Class NE, 3.50%, 11/20/2048	474,930	440,325
Series 2019-30, Class UA, 0.00%, 05/16/2038 (g)	338,718	274,622
Series 2019-33, Class F, 4.20% (1 mo. Term SOFR + 0.56%), 03/20/2049	286,695	282,909
Series 2019-43, Class CF, 4.20% (1 mo. Term SOFR + 0.56%), 04/20/2049	10,367,170	10,217,272
Series 2019-43, Class SQ, 2.30% (-1 x 1 mo. Term SOFR + 5.94%), 04/20/2049 (d)(f)	1,840,375	143,795
Series 2019-44, Class FM, 4.20% (1 mo. Term SOFR + 0.56%), 04/20/2049	2,750,120	2,711,219
Series 2019-71, Class FK, 4.10% (1 mo. Term SOFR + 0.46%), 06/20/2049	4,674,408	4,581,181
Series 2019-78, Class FB, 4.15% (1 mo. Term SOFR + 0.51%), 06/20/2049	4,238,248	4,177,468
Series 2019-83, Class MF, 4.00% (1 mo. Term SOFR + 0.71%), 07/20/2049	5,981,666	5,499,006
Series 2019-90, Class AF, 4.15% (1 mo. Term SOFR + 0.51%), 07/20/2049	352,646	346,412
Series 2019-98, Class KF, 4.20% (1 mo. Term SOFR + 0.56%), 08/20/2049	2,704,867	2,663,466
Series 2020-104, Class AP, 1.00%, 07/20/2050	95,537	73,566
Series 2020-127, Class LP, 1.50%, 06/20/2050	716,658	574,806
Series 2020-134, Class AP, 1.00%, 09/20/2050	2,114,128	1,706,103
Series 2020-134, Class AQ, 1.00%, 09/20/2050	2,642,660	2,132,629
Series 2020-134, Class XE, 1.00%, 09/20/2050	399,998	188,794
Series 2020-134, Class XG, 1.00%, 09/20/2050	429,998	196,358
Series 2020-140, Class NG, 0.75%, 09/20/2050	836,303	611,646


Series 2020-149, Class BP, 1.00%, 10/20/2050	1,942,196	1,479,775
Series 2020-149, Class JT, 1.00%, 10/20/2050	3,056,594	2,421,506
Series 2020-160, Class KQ, 1.50%, 10/20/2050	635,260	397,930
Series 2020-165, Class UC, 1.25%, 11/20/2050	591,730	450,774
Series 2020-183, Class HX, 1.00%, 12/20/2049	85,000	43,644
Series 2020-191, Class PC, 1.00%, 12/20/2050	3,332,067	2,662,458
Series 2020-30, Class EA, 2.00%, 01/20/2050	536,769	451,638
Series 2020-30, Class FE, 4.20% (1 mo. Term SOFR + 0.56%), 03/20/2050	9,081,457	8,937,739
Series 2020-35, Class MP, 2.75%, 03/20/2050	340,725	288,352
Series 2020-4, Class AD, 3.25%, 01/20/2050	204,442	182,211
Series 2020-5, Class NA, 3.50%, 12/20/2049	171,746	159,057
Series 2020-62, Class GA, 1.50%, 05/20/2050	291,781	221,507
Series 2020-65, Class YC, 2.00%, 05/20/2050	110,772	88,772
Series 2020-7, Class FM, 4.20% (1 mo. Term SOFR + 0.56%), 01/20/2050	17,965,343	17,672,657
Series 2020-83, Class KP, 3.00%, 06/20/2050	288,833	250,640
Series 2021-103, Class QD, 1.00%, 06/20/2051	463,929	354,913
Series 2021-121, Class JC, 1.50%, 05/20/2051	370,205	314,492
Series 2021-135, Class PB, 1.00%, 08/20/2051	614,022	526,076
Series 2021-139, Class QO, 0.00%, 09/20/2049 (g)	881,942	390,745
Series 2021-140, Class CA, 1.00%, 08/20/2051	598,018	515,813
Series 2021-146, Class QA, 1.00%, 08/20/2051	287,322	220,020
Series 2021-154, Class CE, 1.75%, 09/20/2051	223,304	193,460
Series 2021-158, Class A, 1.00%, 01/20/2050	734,736	556,218
Series 2021-160, Class MA, 1.00%, 01/20/2050	475,885	368,446
Series 2021-26, Class PC, 0.75%, 02/20/2051	259,167	189,187
Series 2021-27, Class TA, 1.50%, 02/20/2051	469,159	370,446
Series 2021-27, Class TU, 1.25%, 02/20/2051	200,000	101,027
Series 2021-41, Class AD, 1.50%, 03/20/2051	86,969	67,445
Series 2021-46, Class KU, 1.50%, 02/20/2051	195,993	97,031
Series 2021-49, Class LD, 1.00%, 02/20/2051	198,649	151,976
Series 2021-50, Class GD, 1.50%, 07/20/2050	315,169	251,667
Series 2021-58, Class DB, 1.00%, 02/20/2051	448,685	378,140
Series 2021-58, Class EA, 1.00%, 07/20/2050	354,705	271,353
Series 2021-58, Class NA, 1.00%, 07/20/2050	436,716	334,107
Series 2021-66, Class DU, 2.00%, 04/20/2051	40,732	24,099
Series 2021-77, Class LA, 1.00%, 08/20/2050 (e)	101,897	74,911
Series 2021-77, Class PA, 1.00%, 08/20/2050	186,968	142,891
Series 2021-8, Class KG, 1.50%, 01/20/2051 (e)	153,006	118,962
Series 2021-83, Class CA, 1.00%, 05/20/2051	220,198	168,433
Series 2021-86, Class MB, 1.00%, 05/20/2051	471,865	360,621
Series 2021-89, Class JL, 1.50%, 05/20/2051	290,582	151,108
Series 2021-91, Class MF, 1.00%, 05/20/2051	229,224	175,188
Series 2021-93, Class PC, 1.00%, 09/20/2050	175,185	134,048
Series 2021-93, Class QD, 1.25%, 09/20/2050	218,981	170,693
Series 2021-96, Class FG, 3.50% (30 day avg SOFR US + 0.30%), 06/20/2051	4,677,311	4,153,345
Series 2021-98, Class IY, 3.00%, 06/20/2051 (d)	113,097	14,085
Series 2021-H17, Class BA, 2.92%, 10/20/2071 (b)	32,251	31,621
Series 2022-154, Class FC, 4.16% (30 day avg SOFR US + 0.55%), 09/20/2052	2,337,522	2,296,349
Series 2022-161, Class FQ, 4.26% (30 day avg SOFR US + 0.65%), 09/20/2052	33,816,876	33,425,733
Series 2022-24, Class UA, 2.50%, 02/20/2052	76,892	44,875
Series 2022-78, Class FM, 4.46% (30 day avg SOFR US + 0.85%), 04/20/2052	10,085,071	9,657,425
Series 2023-101, Class KO, 0.00%, 01/20/2051 (g)	1,431,441	941,135
Series 2023-117, Class FA, 4.86% (30 day avg SOFR US + 1.25%), 08/20/2053	374,214	376,780
Series 2023-38, Class LD, 5.00%, 12/20/2050	151,327	150,501
Series 2023-48, Class G, 5.00%, 04/20/2050	130,718	130,184
Series 2023-68, Class KC, 5.00%, 02/20/2050	146,944	146,343
Series 2023-80, Class GF, 4.51% (30 day avg SOFR US + 0.90%), 06/20/2053	101,162	101,531
Series 2024-151, Class PZ, 6.50%, 09/20/2054 (i)	336,038	347,017
Series 2024-51, Class FL, 4.51% (30 day avg SOFR US + 0.90%), 03/20/2054	164,619	165,240
Series 2024-64, Class YF, 4.73% (30 day avg SOFR US + 1.10%), 04/20/2054	18,102	18,257


Series 2024-95, Class FW, 4.71% (30 day avg SOFR US + 1.10%), 06/20/2054	243,506	244,365
Series 2025-1, Class FV, 4.71% (30 day avg SOFR US + 1.10%), 01/20/2055	78,034	78,858
Series 2025-105, Class FZ, 5.11% (30 day avg SOFR US + 1.50%), 06/20/2055 (i)	545,056	512,817
Series 2025-105, Class Z, 5.00%, 05/20/2050 (i)	179,984	162,142
Series 2025-55, Class GF, 4.61% (30 day avg SOFR US + 1.00%), 03/20/2055	281,043	282,916
Series 2025-69, Class PQ, 4.50%, 04/20/2055	100,582	98,483
Series 2025-89, Class FZ, 5.21% (30 day avg SOFR US + 1.60%), 05/20/2055 (i)	364,427	349,480
Series 2025-89, Class ZF, 5.21% (30 day avg SOFR US + 1.60%), 05/20/2055 (i)	646,336	621,997
TOTAL AGENCY MORTGAGE-BACKED SECURITIES (Cost $568,436,086)		567,748,675

U.S. TREASURY SECURITIES - 16.7%	Par	Value
STRIPS
0.00%, 05/15/2045 (h)	50,000,000	19,104,192
0.00%, 02/15/2046 (h)	50,000,000	18,326,212
United States Treasury Floating Rate Note
3.93% (3 mo. U.S. Treasury Money Market Yield + 0.16%), 07/31/2027	28,000,000	28,034,651
3.97% (3 mo. U.S. Treasury Money Market Yield + 0.19%), 10/31/2027	50,000,000	50,077,758
3.87% (3 mo. U.S. Treasury Money Market Yield + 0.10%), 01/31/2028	24,000,000	24,009,415
3.88% (3 mo. U.S. Treasury Money Market Yield + 0.10%), 04/30/2028	42,700,000	42,707,913
United States Treasury Inflation Indexed Bonds
0.13%, 10/15/2026	40,217,100	40,002,947
0.13%, 04/15/2027	177,743,770	174,324,588
TOTAL U.S. TREASURY SECURITIES (Cost $398,312,156)		396,587,676

MUNICIPAL BONDS - 1.6%	Par	Value
Florida Housing Finance Corp.
5.00%, 07/01/2050	5,800,000	5,969,449
4.90%, 07/01/2056	135,000	136,363
Georgia Housing & Finance Authority, 5.20%, 12/01/2050	4,675,000	4,823,666
Illinois Housing Development Authority, 4.95%, 04/01/2051	6,000,000	6,074,298
Indiana Housing & Community Development Authority, 4.95%, 07/01/2050	3,535,000	3,590,131
Ohio Housing Finance Agency, 4.80%, 09/01/2055	1,215,000	1,213,296
Texas Department of Housing & Community Affairs, 5.00%, 07/01/2050	5,780,000	5,942,788
Utah Housing Corp., 2.50%, 09/21/2051	7,185,992	6,223,936
Virginia Housing Development Authority, 4.88%, 07/01/2056	5,125,000	5,168,750
TOTAL MUNICIPAL BONDS (Cost $38,529,784)		39,142,677

CORPORATE BONDS - 1.1%	Par	Value
Finance and Insurance - 1.1%
Athene Global Funding
4.63% (SOFR + 0.95%), 03/06/2028 (a)	5,193,000	5,185,407
4.69% (SOFR + 1.00%), 09/18/2028 (a)	11,000,000	10,968,536
Goldman Sachs Group, Inc., 4.56% (SOFR + 0.92%), 10/21/2029	10,000,000	10,039,200
TOTAL CORPORATE BONDS (Cost $26,200,924)		26,193,143

MORTGAGE SECURED NOTES – 0.0% (j)	Par	Value
Korth Direct Mortgage, Inc., Series 2021 B, 12.50%, 01/25/2027 (a)(e)	800,000	0
TOTAL MORTGAGE SECURED NOTES (Cost $800,000)		0

U.S. GOVERNMENT AGENCY ISSUES - 0.8%	Par	Value
Federal Farm Credit Banks Funding Corp, 5.04%, 03/10/2039	19,523,000	19,134,675
TOTAL U.S. GOVERNMENT AGENCY ISSUES (Cost $19,171,586)		19,134,675

SHORT-TERM INVESTMENTS
U.S. TREASURY BILLS - 1.5%	Par	Value
3.59%, 07/30/2026 (k)	25,500,000	25,426,256
3.69%, 09/17/2026 (k)	9,000,000	8,928,886
TOTAL U.S. TREASURY BILLS (Cost $34,356,324)		34,355,142


(a)						Security is exempt from registration pursuant to Rule 144A under the Securities Act of 1933, as amended. These securities may only be resold in transactions exempt from registration to qualified institutional investors. As of June 30, 2026, the value of these securities total $493,788,072 or 20.8% of the Fund’s net assets.
(b)						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 June 30, 2026.
(c)						Step coupon bond. The rate disclosed is as of June 30, 2026.
(d)						Interest only security.
(e)						Fair value determined using significant unobservable inputs in accordance with procedures established by and under the supervision of the Adviser, acting as Valuation Designee. These securities represented $47,416,640 or 2.0% of net assets as of June 30, 2026.
(f)						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.
(g)						Principal only security.
(h)						Zero coupon bonds make no periodic interest payments.
(i)						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 June 30, 2026.
(j)						Represents less than 0.05% of net assets.
(k)						The rate shown is the annualized yield as of June 30, 2026.
(l)						The rate shown represents the 7-day annualized yield as of June 30, 2026.



MONEY MARKET FUNDS - 0.6%	Shares		Value
First American Government Obligations Fund - Class X, 3.57% (l)	14,858,471		14,858,471
TOTAL MONEY MARKET FUNDS (Cost $14,858,471)			14,858,471

TOTAL INVESTMENTS - 100.0% (Cost $2,621,423,504)			2,374,241,753
Other Assets in Excess of Liabilities - 0.0% (j)		0.00000	10,377
TOTAL NET ASSETS - 100.0%			$ 2,374,252,130

Par amount is in USD unless otherwise indicated.
Percentages are stated as a percent of net assets.


CMT - Constant Maturity Treasury
Ent 11th COFI Repl - Enterprise 11th District COFI Replacement Index
PO Principal Only
SOFR - Secured Overnight Financing Rate


	Level 1	Level 2	Level 3	Total
Investments:
Non-Agency Mortgage-Backed Securities	$ –	$ 1,231,474,055	$ 44,747,239	$ 1,276,221,294
Agency Mortgage-Backed Securities	–	565,079,274	2,669,401	567,748,675
U.S. Treasury Securities	–	396,587,676	–	396,587,676
Municipal Bonds	–	39,142,677	–	39,142,677
Corporate Bonds	–	26,193,143	0	26,193,143
U.S. Government Agency Issues	–	19,134,675	–	19,134,675
U.S. Treasury Bills	–	34,355,142	–	34,355,142
Money Market Funds	14,858,471	–	–	14,858,471
Total Investments	$ 14,858,471	$ 2,311,966,642	$ 47,416,640	$ 2,374,241,753


						Refer to the Schedule of Investments for further disaggregation of investment categories.