Performance Trust Strategic Bond Fund
Schedule of Investments
November 30, 2022 (Unaudited)
		Principal
		Amount		Value
ASSET BACKED SECURITIES - 3.07%
American Credit Acceptance Receivables Trust
2022-3, 4.550%, 10/13/2026 (a)	$	1,000,000	$	973,480
2022-4, 6.750%, 10/13/2026 (a)		1,000,000		1,003,307
2021-4, 1.320%, 02/14/2028 (a)		1,085,000		1,024,957
2022-2, 4.410%, 06/13/2028 (a)		4,400,000		4,289,021
2022-3, 4.860%, 10/13/2028 (a)		4,000,000		3,846,593
2022-4, 7.860%, 02/15/2029 (a)		4,020,000		4,067,073
Exeter Automobile Receivables Trust
2022-5A, 5.430%, 04/15/2026		5,000,000		4,969,456
2022-2A, 3.650%, 10/15/2026		9,500,000		9,205,177
2022-5A, 5.970%, 03/15/2027		5,000,000		4,978,510
2022-6A, 0.000%, 08/16/2027		10,000,000		9,999,453
2022-5A, 6.510%, 12/15/2027		5,000,000		4,991,536
2022-6A, 0.000%, 05/15/2028		5,000,000		4,999,574
2022-4A, 4.920%, 12/15/2028		4,000,000		3,766,214
First Investors Auto Owner Trust
2021-1A, 1.170%, 03/15/2027 (a)		1,795,000		1,692,615
2022-1A, 3.130%, 05/15/2028 (a)		5,000,000		4,644,954
Flagship Credit Auto Trust
2022-3, 4.550%, 04/15/2027 (a)		10,000,000		9,772,840
GLS Auto Receivables Issuer Trust
2022-2A, 4.700%, 09/15/2026 (a)		5,000,000		4,838,688
2022-3A, 4.920%, 01/15/2027 (a)		3,000,000		2,925,970
2021-4A, 1.940%, 10/15/2027 (a)		8,650,000		7,970,397
Honda Auto Receivables Owner Trust
2022-2, 3.810%, 03/18/2025		4,225,000		4,174,070
2022-2, 3.730%, 07/20/2026		4,125,000		4,024,707
New Residential Advance Receivables Trust
2020-T1, 2.269%, 08/15/2053 (a)		1,700,000		1,625,165
2020-T1, 3.011%, 08/15/2053 (a)		4,400,000		4,202,886
Santander Drive Auto Receivables Trust
2022-2, 3.440%, 09/15/2027		10,000,000		9,623,028
2022-7, 5.950%, 01/17/2028		10,000,000		10,032,880
2022-5, 4.740%, 10/16/2028		7,500,000		7,142,892
2022-2, 3.760%, 07/16/2029		5,000,000		4,706,074
2022-7, 6.690%, 03/17/2031		9,000,000		9,070,262
Westlake Automobile Receivables Trust
2022-2A, 3.750%, 04/15/2026 (a)		4,850,000		4,721,025
2022-1A, 2.750%, 03/15/2027 (a)		2,645,000		2,536,626
TOTAL ASSET BACKED SECURITIES (Cost $155,180,266)				151,819,430
COLLATERALIZED LOAN OBLIGATIONS - 6.75%
Apidos CLO XI
2012-11A, 7.829% (3 Month LIBOR USD + 3.750%), 04/17/2034 (a)(b)(c)		1,500,000		1,465,818
Apidos CLO XII
2013-12A, 6.679% (3 Month LIBOR USD + 2.600%), 04/15/2031 (a)(b)(c)		3,195,000		2,918,156
2013-12A, 9.479% (3 Month LIBOR USD + 5.400%), 04/15/2031 (a)(b)(c)		6,150,000		5,014,987
Apidos CLO XV
2013-15A, 5.793% (3 Month LIBOR USD + 1.550%), 04/20/2031 (a)(b)(c)		4,000,000		3,874,936
2013-15A, 6.093% (3 Month LIBOR USD + 1.850%), 04/20/2031 (a)(b)(c)		5,000,000		4,640,050
2013-15A, 9.943% (3 Month LIBOR USD + 5.700%), 04/20/2031 (a)(b)(c)		3,843,000		3,358,809
Apidos CLO XX
2015-20A, 6.029% (3 Month LIBOR USD + 1.950%), 07/16/2031 (a)(b)(c)		1,250,000		1,173,997
2015-20A, 9.779% (3 Month LIBOR USD + 5.700%), 07/16/2031 (a)(b)(c)		1,750,000		1,426,784
Apidos CLO XXIV
2016-24A, 10.043% (3 Month LIBOR USD + 5.800%), 10/20/2030 (a)(b)(c)		2,550,000		2,129,357
Apidos CLO XXIX
2018-29A, 6.258% (3 Month LIBOR USD + 1.900%), 07/25/2030 (a)(b)(c)		7,600,000		7,093,999
2018-29A, 7.108% (3 Month LIBOR USD + 2.750%), 07/25/2030 (a)(b)(c)		6,250,000		5,783,169
Apidos CLO XXVIII
2017-28A, 5.393% (3 Month LIBOR USD + 1.150%), 01/20/2031 (a)(b)(c)		2,000,000		1,935,424
Apidos CLO XXX
XXXA, 6.194% (3 Month LIBOR USD + 2.000%), 10/18/2031 (a)(b)(c)		3,600,000		3,378,553
Apidos CLO XXXI
2019-31A, 10.679% (3 Month LIBOR USD + 6.600%), 04/15/2031 (a)(b)(c)		1,400,000		1,245,437
Apidos CLO XXXII
2019-32A, 10.993% (3 Month LIBOR USD + 6.750%), 01/20/2033 (a)(b)(c)		1,500,000		1,344,969
Ares XLII CLO Ltd.
2017-42A, 7.775% (3 Month LIBOR USD + 3.450%), 01/22/2028 (a)(b)(c)		5,000,000		4,601,500
Ares XLVI CLO Ltd.
2017-46A, 3.570%, 01/15/2030 (a)(c)		3,600,000		3,207,611
2017-46A, 5.779% (3 Month LIBOR USD + 1.700%), 01/15/2030 (a)(b)(c)		1,436,843		1,341,020
Ares XLVII CLO Ltd.
2018-47A, 6.779% (3 Month LIBOR USD + 2.700%), 04/15/2030 (a)(b)(c)		1,915,000		1,677,291
Ares XXXIR CLO Ltd.
2014-31RA, 6.357% (3 Month LIBOR USD + 1.600%), 05/24/2030 (a)(b)(c)		3,000,000		2,876,277
Ares XXXIX CLO Ltd.
2016-39A, 7.544% (3 Month LIBOR USD + 3.350%), 04/18/2031 (a)(b)(c)		7,335,000		6,536,160
Ares XXXVIII CLO Ltd.
2015-38A, 6.743% (3 Month LIBOR USD + 2.500%), 04/20/2030 (a)(b)(c)		7,450,000		6,642,904
BCRED MML CLO, LLC
2022-1A, 6.713% (TSFR3M + 2.750%), 04/20/2035 (a)(b)		2,000,000		1,787,870
Betony CLO 2 Ltd.
2018-1A, 6.265% (3 Month LIBOR USD + 1.850%), 04/30/2031 (a)(b)(c)		1,200,000		1,132,610
BlueMountain CLO Ltd.
2018-1A, 6.115% (3 Month LIBOR USD + 1.700%), 07/30/2030 (a)(b)(c)		6,996,770		6,730,893
2014-2A, 5.993% (3 Month LIBOR USD + 1.750%), 10/20/2030 (a)(b)(c)		5,500,000		5,280,616
Burnham Park CLO Ltd.
2016-1A, 6.393% (3 Month LIBOR USD + 2.150%), 10/20/2029 (a)(b)(c)		5,250,000		5,006,788
Buttermilk Park CLO Ltd.
2018-1A, 7.179% (3 Month LIBOR USD + 3.100%), 10/15/2031 (a)(b)(c)		1,000,000		919,318
Catskill Park CLO Ltd.
2017-1A, 7.943% (3 Month LIBOR USD + 3.700%), 04/20/2029 (a)(b)(c)		3,500,000		3,213,714
2017-1A, 10.243% (3 Month LIBOR USD + 6.000%), 04/20/2029 (a)(b)(c)		1,250,000		1,066,230
Chenango Park CLO Ltd.
2018-1A, 7.079% (3 Month LIBOR USD + 3.000%), 04/15/2030 (a)(b)(c)		1,000,000		914,597
CIFC Funding Ltd.
2017-3A, 6.043% (3 Month LIBOR USD + 1.800%), 07/20/2030 (a)(b)(c)		2,100,000		2,050,423
2018-1A, 5.944% (3 Month LIBOR USD + 1.750%), 04/18/2031 (a)(b)(c)		3,750,000		3,504,383
Fillmore Park CLO Ltd.
2018-1A, 9.479% (3 Month LIBOR USD + 5.400%), 07/15/2030 (a)(b)(c)		1,000,000		864,895
Gilbert Park CLO Ltd.
2017-1A, 7.029% (3 Month LIBOR USD + 2.950%), 10/15/2030 (a)(b)(c)		8,475,000		8,012,130
2017-1A, 10.479% (3 Month LIBOR USD + 6.400%), 10/15/2030 (a)(b)(c)		1,250,000		1,065,316
Goldentree Loan Management US CLO 2 Ltd.
2017-2A, 8.943% (3 Month LIBOR USD + 4.700%), 11/28/2030 (a)(b)(c)		6,561,000		5,620,153
Goldentree Loan Management US CLO 4 Ltd.
2019-4A, 9.075% (3 Month LIBOR USD + 4.750%), 04/24/2031 (a)(b)(c)		8,000,000		6,782,920
Goldentree Loan Management US CLO 5 Ltd.
2019-5A, 7.393% (3 Month LIBOR USD + 3.150%), 10/20/2032 (a)(b)(c)		2,500,000		2,344,320
2019-5A, 9.093% (3 Month LIBOR USD + 4.850%), 10/20/2032 (a)(b)(c)		7,500,000		6,275,453
Goldentree Loan Opportunities X Ltd.
2015-10A, 7.293% (3 Month LIBOR USD + 3.050%), 07/20/2031 (a)(b)(c)		4,000,000		3,810,468
Goldentree Loan Opportunities XI Ltd.
2015-11A, 6.594% (3 Month LIBOR USD + 2.400%), 01/18/2031 (a)(b)(c)		2,250,000		2,126,772
2015-11A, 9.594% (3 Month LIBOR USD + 5.400%), 01/18/2031 (a)(b)(c)		3,750,000		3,192,191
GoldentTree Loan Management US CLO 1 Ltd.
2021-9A, 8.993% (3 Month LIBOR USD + 4.750%), 01/20/2033 (a)(b)(c)		6,500,000		5,499,156
Golub Capital BDC 3 CLO 1, LLC
2021-1A, 6.879% (3 Month LIBOR USD + 2.800%), 04/15/2033 (a)(b)(c)		7,000,000		6,422,983
Grippen Park CLO Ltd.
2017-1A, 7.543% (3 Month LIBOR USD + 3.300%), 01/20/2030 (a)(b)(c)		7,550,000		7,211,428
2017-1A, 9.943% (3 Month LIBOR USD + 5.700%), 01/20/2030 (a)(b)(c)		1,150,000		1,016,280
Jay Park CLO Ltd.
2016-1A, 6.893% (3 Month LIBOR USD + 2.650%), 10/20/2027 (a)(b)(c)		1,124,000		1,082,323
LCM 26 Ltd.
26A, 6.743% (3 Month LIBOR USD + 2.500%), 01/20/2031 (a)(b)(c)		1,000,000		826,426
26A, 9.543% (3 Month LIBOR USD + 5.300%), 01/20/2031 (a)(b)(c)		4,000,000		2,938,728
LCM 29 Ltd.
29A, 5.679% (3 Month LIBOR USD + 1.600%), 04/15/2031 (a)(b)(c)		4,750,000		4,552,357
LCM 34 Ltd.
34A, 10.783% (3 Month LIBOR USD + 6.540%), 10/20/2034 (a)(b)(c)		3,250,000		2,686,050
LCM 35 Ltd.
35A, 10.689% (3 Month LIBOR USD + 6.610%), 10/15/2034 (a)(b)(c)		4,750,000		3,797,255
LCM 36 Ltd.
36A, 10.789% (3 Month LIBOR USD + 6.710%), 01/15/2034 (a)(b)(c)		6,000,000		4,762,128
LCM Loan Income Fund I Income Note Issuer Ltd.
27A, 6.029% (3 Month LIBOR USD + 1.950%), 07/16/2031 (a)(b)(c)		2,700,000		2,489,119
27A, 7.029% (3 Month LIBOR USD + 2.950%), 07/16/2031 (a)(b)(c)		4,000,000		3,357,760
27A, 9.679% (3 Month LIBOR USD + 5.600%), 07/16/2031 (a)(b)(c)		2,000,000		1,475,792
LCM XIV LP
14A, 5.823% (3 Month LIBOR USD + 1.580%), 07/20/2031 (a)(b)(c)		10,800,000		10,422,972
14A, 6.093% (3 Month LIBOR USD + 1.850%), 07/20/2031 (a)(b)(c)		6,000,000		5,476,086
14A, 9.743% (3 Month LIBOR USD + 5.500%), 07/20/2031 (a)(b)(c)		1,000,000		720,370
LCM XV LP
15A, 7.943% (3 Month LIBOR USD + 3.700%), 07/20/2030 (a)(b)(c)		9,000,000		7,913,673
LCM XVI LP
16A, 5.829% (3 Month LIBOR USD + 1.750%), 10/15/2031 (a)(b)(c)		4,000,000		3,871,832
16A, 6.229% (3 Month LIBOR USD + 2.150%), 10/15/2031 (a)(b)(c)		5,100,000		4,779,016
16A, 10.459% (3 Month LIBOR USD + 6.380%), 10/15/2031 (a)(b)(c)		1,600,000		1,274,730
LCM XVII LP
17A, 10.079% (3 Month LIBOR USD + 6.000%), 10/15/2031 (a)(b)(c)		1,000,000		735,336
LCM XVIII LP
19A, 5.829% (3 Month LIBOR USD + 1.750%), 07/15/2027 (a)(b)(c)		2,500,000		2,472,913
19A, 6.779% (3 Month LIBOR USD + 2.700%), 07/15/2027 (a)(b)(c)		4,000,000		3,949,384
18A, 10.193% (3 Month LIBOR USD + 5.950%), 04/20/2031 (a)(b)(c)		5,300,000		3,972,371
LCM XXII Ltd.
22A, 7.043% (3 Month LIBOR USD + 2.800%), 10/20/2028 (a)(b)(c)		2,000,000		1,738,750
LCM XXV Ltd.
25A, 7.693% (3 Month LIBOR USD + 3.450%), 07/20/2030 (a)(b)(c)		4,000,000		3,408,032
Long Point Park CLO Ltd.
2017-1A, 6.479% (3 Month LIBOR USD + 2.400%), 01/17/2030 (a)(b)(c)		4,000,000		3,478,716
2017-1A, 9.679% (3 Month LIBOR USD + 5.600%), 01/17/2030 (a)(b)(c)		2,000,000		1,662,358
Magnetite VIII Ltd.
2014-8A, 6.979% (3 Month LIBOR USD + 2.900%), 04/15/2031 (a)(b)(c)		10,150,000		9,670,605
Magnetite XII Ltd.
2015-12A, 9.759% (3 Month LIBOR USD + 5.680%), 10/15/2031 (a)(b)(c)		8,923,000		7,976,180
Magnetite XIV-R Ltd.
2015-14RA, 7.044% (3 Month LIBOR USD + 2.850%), 10/18/2031 (a)(b)(c)		1,500,000		1,432,208
Magnetite XV Ltd.
2015-15A, 7.108% (3 Month LIBOR USD + 2.750%), 07/25/2031 (a)(b)(c)		2,000,000		1,871,102
2015-15A, 9.558% (3 Month LIBOR USD + 5.200%), 07/25/2031 (a)(b)(c)		4,000,000		3,510,480
Magnetite XVIII Ltd.
2016-18A, 7.306% (3 Month LIBOR USD + 2.700%), 11/15/2028 (a)(b)(c)		10,315,000		9,893,663
Magnetite XXIII Ltd.
2019-23A, 10.658% (3 Month LIBOR USD + 6.300%), 01/25/2035 (a)(b)(c)		2,750,000		2,534,092
Magnetite XXVII Ltd.
2020-27A, 10.243% (3 Month LIBOR USD + 6.000%), 10/20/2034 (a)(b)(c)		5,250,000		4,634,364
Magnetite XXVIII Ltd.
2020-28A, 10.393% (3 Month LIBOR USD + 6.150%), 01/20/2035 (a)(b)(c)		2,250,000		1,998,864
Magnetite XXX Ltd.
2021-30A, 10.558% (3 Month LIBOR USD + 6.200%), 10/25/2034 (a)(b)(c)		4,100,000		3,665,482
Mountain View CLO XV Ltd.
2019-2A, 5.979% (3 Month LIBOR USD + 1.900%), 01/15/2033 (a)(b)(c)		3,000,000		2,914,779
Neuberger Berman CLO XXI Ltd.
2016-21A, 7.543% (3 Month LIBOR USD + 3.300%), 04/20/2034 (a)(b)(c)		2,500,000		2,379,883
Neuberger Berman Loan Advisers CLO 33 Ltd.
2019-33A, 6.979% (3 Month LIBOR USD + 2.900%), 10/16/2033 (a)(b)(c)		2,000,000		1,845,766
Neuberger Berman Loan Advisers CLO 35 Ltd.
2019-35A, 7.927% (3 Month LIBOR USD + 3.700%), 01/19/2033 (a)(b)(c)		7,971,955		7,537,021
Niagara Park CLO Ltd.
2019-1A, 10.029% (3 Month LIBOR USD + 5.950%), 07/17/2032 (a)(b)(c)		2,000,000		1,767,238
Octagon Investment Partners 26 Ltd.
2016-1A, 5.879% (3 Month LIBOR USD + 1.800%), 07/15/2030 (a)(b)(c)		6,220,000		5,721,859
Webster Park CLO Ltd.
2015-1A, 6.043% (3 Month LIBOR USD + 1.800%), 07/20/2030 (a)(b)(c)		10,300,000		9,624,114
2015-1A, 7.143% (3 Month LIBOR USD + 2.900%), 07/20/2030 (a)(b)(c)		4,800,000		4,416,946
Whetstone Park CLO Ltd.
2021-1A, 2.791%, 01/20/2035 (a)(c)		1,400,000		1,133,682
TOTAL COLLATERALIZED LOAN OBLIGATIONS (Cost $359,228,090)				333,891,920
CORPORATE BONDS - 21.86%
Aerospace & Defense - 0.37%
Howmet Aerospace, Inc.
5.900%, 02/01/2027		6,826,000		6,766,273
3.000%, 01/15/2029		12,437,000		10,524,500
TransDigm, Inc.
8.000%, 12/15/2025 (a)		1,000,000		1,021,500
Auto Components - 0.15%
Dana, Inc.
5.375%, 11/15/2027		500,000		458,721
4.250%, 09/01/2030		4,500,000		3,606,453
4.500%, 02/15/2032		4,208,000		3,292,470
Automobiles - 0.33%
Thor Industries, Inc.
4.000%, 10/15/2029 (a)		8,340,000		6,639,581
Volkswagen Group of America Finance, LLC
3.750%, 05/13/2030 (a)		10,000,000		8,808,147
Winnebago Industries, Inc.
6.250%, 07/15/2028 (a)		1,000,000		923,820
Banks - 7.46%
Atlantic Union Bankshares Corp.
2.875% to 12/15/2026 then SOFR + 1.860%, 12/15/2031 (b)		8,000,000		6,725,261
Australia and New Zealand Banking Group Ltd.
6.742%, 12/08/2032		2,000,000		2,018,955
Bank of America Corp.
2.087% to 05/14/2029 then SOFR + 1.060%, 06/14/2029 (b)		12,000,000		10,120,300
2.651% to 03/11/31 then SOFR + 1.220%, 03/11/2032 (b)		10,000,000		8,095,541
Bank of Montreal
3.088% (5 Year CMT Rate + 1.400%), 01/10/2037 (b)(c)		15,000,000		11,397,523
Bank of Nova Scotia
2.450%, 02/02/2032 (c)		15,000,000		12,100,326
Bank of NT Butterfield & Son Ltd.
5.250% to 06/01/2023 then 3 Month LIBOR USD + 2.255%, 06/01/2028 (b)(c)		3,000,000		2,984,886
5.250% to 06/15/2025 then SOFR + 5.060%, 06/15/2030 (b)(c)		5,000,000		4,873,553
Bank OZK
2.750% to 10/01/2026 then SOFR + 2.090%, 10/01/2031 (b)		13,175,000		11,208,879
Banner Corp.
5.000% to 06/30/2025 then SOFR + 4.890%, 06/30/2030 (b)		8,000,000		7,581,358
Barclays PLC
6.125% (5 Year CMT Rate + 5.867%), 09/15/2166 (b)(c)(d)		15,050,000		13,599,932
Central Pacific Financial Corp.
4.750% to 11/01/2025 then SOFR + 4.560%, 11/01/2030 (b)		5,000,000		4,708,373
Citigroup, Inc.
3.980% to 03/20/2029 then 3 Month LIBOR USD + 1.338%, 03/20/2030 (b)		8,679,000		7,924,068
CNB Financial Corp.
3.250% to 6/15/2026 then SOFR + 2.580%, 06/15/2031 (a)(b)		2,000,000		1,754,265
First Busey Corp.
5.000% to 06/15/2027 then TSFR3M + 2.520%, 06/15/2032(b)		4,000,000		3,836,984
5.250% to 06/01/2025 then SOFR + 5.110%, 06/01/2030 (b)		2,000,000		1,822,545
First Citizens BancShares, Inc.
3.375% to 03/15/2025 then SOFR + 2.465%, 03/15/2030 (b)		1,500,000		1,419,932
First Financial Bancorp.
5.250% to 05/15/2025 then SOFR + 5.090%, 05/15/2030 (b)		4,000,000		3,857,167
First Foundation, Inc.
3.500% to 02/01/2027 then SOFR + 2.040%, 02/01/2032 (b)		9,500,000		8,240,010
First Interstate BancSystem, Inc.
5.250% to 05/15/2025 then SOFR + 5.180%, 05/15/2030 (b)		5,000,000		4,846,521
First Mid Bancshares, Inc.
3.950% to 10/15/2025 then SOFR + 3.830%, 10/15/2030 (b)		5,300,000		4,886,296
First Midwest Bancorp, Inc.
5.875%, 09/29/2026		8,500,000		8,643,039
Firstbank
4.500% to 09/01/2030 then SOFR + 4.390%, 09/01/2030 (b)		8,000,000		7,507,765
First-Citizens Bank & Trust Co.
6.125%, 03/09/2028		6,841,000		7,014,930
Flushing Financial Corp.
3.125% to 12/01/2026 then SOFR + 2.035%, 12/01/2031 (b)		5,000,000		4,252,458
Great Southern Bank
5.500% to 06/15/2025 then TSFR3M + 5.325%, 06/15/2030 (b)		4,750,000		4,587,442
Heartland Financial USA, Inc.
2.750% to 09/15/2026 then SOFR + 2.100%, 09/15/2031 (b)		6,000,000		5,231,238
Hilltop Holdings, Inc.
6.125% to 05/15/2030 then SOFR + 5.800%, 05/15/2035 (b)		9,000,000		8,757,619
Home BancShares, Inc.
3.125% to 01/30/2027 then SOFR + 1.820%, 01/30/2032 (b)		8,000,000		6,864,487
HomeStreet, Inc.
3.500% to 01/30/2027 then SOFR + 2.150%, 01/30/2032 (b)		6,500,000		5,635,245
Huntington National Bank
5.500% to 05/06/2030 then 3 Month LIBOR USD + 5.090%, 05/06/2030 (b)		9,000,000		8,892,844
Independent Bank Group, Inc.
4.000% to 09/15/2025 then SOFR + 3.885%, 09/15/2030 (b)		7,000,000		6,352,159
JPMorgan Chase & Co.
2.069% to 06/01/2028 then SOFR + 1.015%, 06/01/2029 (b)		5,000,000		4,203,081
2.963% to 01/25/2032 then SOFR + 1.260%, 01/25/2033(b)		10,000,000		8,222,656
Mercantile Bank Corp.
3.250% to 01/30/2027 then SOFR + 2.120%, 01/30/2032(b)		7,000,000		6,037,761
National Australia Bank Ltd.
3.347% (5 Year CMT Rate + 1.700%), 01/12/2037 (a)(b)(c)		9,500,000		7,176,997
NBT Bancorp, Inc.
5.000% to 07/01/2025 then SOFR + 4.850%, 07/01/2030 (b)		7,500,000		7,088,011
NexBank Capital, Inc.
4.000% to 08/15/2026 then TSFR3M + 3.390%, 08/15/2031 (a)(b)		6,500,000		5,770,792
OceanFirst Financial Corp.
5.250%  to 05/15/2025 then SOFR + 5.095%, 05/15/2030 (b)		5,000,000		4,755,562
Pacific Premier Bancorp, Inc.
4.875% to 05/15/2024 then 3 Month LIBOR USD + 2.500%, 05/15/2029 (b)		3,500,000		3,438,198
5.375% to 06/15/2025 then SOFR + 5.170%, 06/15/2030 (b)		5,000,000		4,814,433
Park National Corp.
4.500% to 09/01/2025 then SOFR + 4.390%, 09/01/2030 (b)		15,100,000		14,170,906
Peapack-Gladstone Financial Corp.
3.500% to 12/30/2025 then SOFR + 3.260%, 12/30/2030 (b)		7,500,000		6,784,548
RBB Bancorp
4.000% to 04/01/2026 then SOFR + 3.290%, 04/01/2031 (b)		5,450,000		4,892,721
Renasant Corp.
3.000% to 12/01/2026 then SOFR + 1.910%, 12/01/2031 (b)		5,000,000		4,231,210
4.500% to 09/15/2030 then SOFR + 4.025%, 09/15/2035 (b)		9,000,000		7,893,452
Sandy Spring Bancorp, Inc.
4.250% to 11/15/2024 then SOFR + 2.882%, 11/15/2029 (b)		5,500,000		5,198,062
Southside Bancshares, Inc.
3.875% to 11/15/2025 then SOFR + 3.660%, 11/15/2030 (b)		8,000,000		7,335,631
Summit Financial Group, Inc.
3.250% to 12/01/2026 then SOFR + 2.300%, 12/01/2031(b)		4,000,000		3,419,126
Synovus Financial Corp.
5.900% (5 Year Swap Rate USD + 3.379%), 02/07/2029 (b)		4,000,000		3,911,203
Texas Capital Bancshares, Inc.
4.000% (5 Year CMT Rate + 3.150%), 05/06/2031 (b)		10,942,000		9,545,677
Texas Capital Bank, NA
5.250%, 01/31/2026		5,000,000		4,790,734
Towne Bank
3.125% to 02/15/2027 then SOFR + 1.680%, 02/15/2032 (b)		4,000,000		3,427,335
Trustmark Corp.
3.625% to 12/01/2025 then SOFR + 3.387%, 12/01/2030 (b)		6,500,000		5,943,465
UMB Financial Corp.
3.700% (5 Year CMT Rate + 3.437%), 09/17/2030 (b)		5,000,000		4,660,432
Valley National Bancorp
3.000% to 06/15/2026 then SOFR + 2.360%, 06/15/2031 (b)		7,300,000		6,474,023
Western Alliance Bancorp
3.000% to 06/15/2026 then SOFR + 2.250%, 06/15/2031 (b)		5,900,000		5,034,652
Western Alliance Bank
3.000% to 06/15/2026 then SOFR + 2.250%, 06/15/2031 (b)		5,000,000		4,834,028
WSFS Financial Corp.
4.250% to 02/21/2023 then 3 Month LIBOR USD + 2.050%, 12/15/2027 (b)		3,500,000		3,496,141
2.750% to 12/15/2025 then SOFR + 2.485%, 12/15/2030 (b)		4,470,000		3,961,258
Building Products - 0.48%
Builders FirstSource, Inc.
4.250%, 02/01/2032 (a)		5,750,000		4,673,528
6.375%, 06/15/2032 (a)		2,000,000		1,852,065
Masonite International Corp.
5.375%, 02/01/2028 (a)(c)		500,000		460,035
3.500%, 02/15/2030 (a)(c)		10,536,000		8,233,594
TopBuild Corp.
3.625%, 03/15/2029 (a)		8,815,000		7,167,129
4.125%, 02/15/2032 (a)		1,565,000		1,255,261
Capital Markets - 0.83%
Ares Capital Corp.
3.200%, 11/15/2031		15,000,000		11,146,881
Blackstone Holdings Finance Co., LLC
1.625%, 08/05/2028 (a)		15,000,000		12,292,946
Brookfield Asset Management, Inc.
7.375%, 03/01/2033 (c)		3,000,000		3,290,344
MSCI, Inc.
4.000%, 11/15/2029 (a)		1,000,000		884,465
3.625%, 11/01/2031 (a)		7,000,000		5,818,925
UBS Group AG
2.746% (1 Year CMT  Rate + 1.100%), 02/11/2033 (a)(b)(c)		10,000,000		7,784,497
Chemicals - 0.52%
Axalta Coating Systems, LLC
3.375%, 02/15/2029 (a)		15,505,000		12,714,100
Scotts Miracle-Gro Co.
4.000%, 04/01/2031		1,775,000		1,352,213
4.375%, 02/01/2032		6,828,000		5,264,581
Valvoline, Inc.
3.625%, 06/15/2031 (a)		7,948,000		6,491,887
Commercial Services & Supplies - 0.35%
Central Storage Safety Project Trust
4.823%, 02/01/2038 (a)(e)		6,278,720		5,728,279
Oglethorpe Power Corp.
6.191%, 01/01/2031 (a)		6,445,000		6,505,600
Wildflower Improvement Association
6.625%, 03/01/2031 (a)(e)		5,527,867		5,275,773
Construction & Engineering - 0.08%
AECOM
5.125%, 03/15/2027		4,084,000		3,915,698
Consumer Finance - 0.42%
BlueHub Loan Fund, Inc.
3.099%, 01/01/2030		3,040,000		2,657,054
Ford Motor Credit Co., LLC
4.950%, 05/28/2027		5,853,000		5,545,454
OneMain Finance Corp.
3.500%, 01/15/2027		5,000,000		4,100,923
5.375%, 11/15/2029		10,353,000		8,660,802
Containers & Packaging - 0.60%
AptarGroup, Inc.
3.600%, 03/15/2032		10,000,000		8,351,502
Ball Corp.
2.875%, 08/15/2030		18,437,000		14,769,544
3.125%, 09/15/2031		2,500,000		1,989,568
Graphic Packaging International, LLC
4.750%, 07/15/2027 (a)		900,000		840,082
3.500%, 03/15/2028 (a)		1,558,000		1,357,299
3.750%, 02/01/2030 (a)		2,933,000		2,495,118
Diversified Consumer Services - 0.73%
ADT Security Corp.
4.125%, 08/01/2029 (a)		4,730,000		4,132,814
Liberty University, Inc.
3.338%, 03/01/2034		10,000,000		8,637,021
Nature Conservancy
1.711%, 07/01/2031		1,250,000		993,939
1.811%, 07/01/2032		1,150,000		893,644
1.861%, 07/01/2033		532,000		402,124
Service Corp. International
3.375%, 08/15/2030		12,676,000		10,583,573
4.000%, 05/15/2031		7,475,000		6,413,475
United Jewish Appeal-Federation of Jewish Philanthropies of New York, Inc.
2.145%, 02/01/2031		4,565,000		3,741,908
Diversified Financial Services - 0.52%
American AGcredit FLCA
3.375% to 06/15/2031 then SOFR + 2.120%, 06/15/2036 (a)(b)		10,000,000		7,744,881
Compeer Financial FLCA
2.750%  to 06/01/2026 then SOFR + 2.030%, 06/01/2031 (a)(b)		5,000,000		4,417,502
3.375% to 06/01/2031 then SOFR + 1.965%, 06/01/2036 (a)(b)		4,750,000		3,693,677
Enterprise Community Loan Fund, Inc.
3.685%, 11/01/2023		5,010,000		4,947,640
4.152%, 11/01/2028		5,000,000		4,763,316
Diversified Telecommunication Services - 0.18%
Verizon Communications, Inc.
4.500%, 08/10/2033		9,180,000		8,671,603
Electrical Equipment - 0.26%
Sensata Technologies, Inc.
4.375%, 02/15/2030 (a)		8,393,000		7,442,912
3.750%, 02/15/2031 (a)		6,355,000		5,233,330
Electronic Equipment, Instruments & Components - 0.50%
CDW Finance Corp.
3.276%, 12/01/2028		3,830,000		3,226,086
3.250%, 02/15/2029		17,218,000		14,538,172
3.569%, 12/01/2031		2,482,000		2,028,111
Corning, Inc.
5.750%, 08/15/2040		5,107,000		5,173,918
Equity Real Estate Investment Trusts (REITs) - 0.30%
American Finance Trust, Inc.
4.500%, 09/30/2028 (a)		10,000,000		7,666,250
Simon Property Group LP
6.750%, 02/01/2040		6,738,000		7,228,092
Healthcare Providers & Services - 2.10%
Baptist Health South Florida, Inc.
4.342%, 11/15/2041		14,760,000		12,784,855
Centene Corp.
2.450%, 07/15/2028		16,390,000		13,800,023
3.000%, 10/15/2030		5,965,000		4,896,012
CHRISTUS Health
4.341%, 07/01/2028		13,170,000		12,464,755
CommonSpirit Health
3.347%, 10/01/2029		13,075,000		11,357,845
2.782%, 10/01/2030		10,000,000		8,050,268
3.817%, 10/01/2049		1,800,000		1,324,853
Hackensack Meridian Health, Inc.
2.675%, 09/01/2041		9,920,000		6,782,031
HumanGood California Obligated Group
3.000%, 10/01/2028		5,850,000		5,399,595
Northwell Healthcare, Inc.
3.391%, 11/01/2027		4,652,000		4,282,632
Orlando Health Obligated Group
2.891%, 10/01/2035		1,000,000		788,057
Penn State Health
3.806%, 11/01/2049		4,250,000		3,110,405
Piedmont Healthcare, Inc.
2.044%, 01/01/2032		12,725,000		9,918,330
Sutter Health
3.161%, 08/15/2040		2,766,000		2,052,012
Toledo Hospital
6.015%, 11/15/2048		6,980,000		6,755,258
Hotels, Restaurants & Leisure - 0.39%
New Red Finance, Inc.
3.500%, 02/15/2029 (a)(c)		1,200,000		1,022,773
Papa John's International, Inc.
3.875%, 09/15/2029 (a)		10,274,000		8,601,758
Station Casinos, LLC
4.625%, 12/01/2031 (a)		2,000,000		1,642,990
YMCA of Greater New York
2.303%, 08/01/2026		5,730,000		5,107,469
Yum! Brands, Inc.
4.750%, 01/15/2030 (a)		3,600,000		3,290,004
Household Durables - 0.68%
Ashton Woods USA, LLC
4.625%, 04/01/2030 (a)		8,120,000		6,267,016
Century Communities, Inc.
3.875%, 08/15/2029 (a)		3,925,000		3,174,717
KB Home
4.800%, 11/15/2029		8,222,000		7,048,048
7.250%, 07/15/2030		1,000,000		955,634
LGI Homes, Inc.
4.000%, 07/15/2029 (a)		1,250,000		945,947
M/I Homes, Inc.
3.950%, 02/15/2030		7,266,000		5,581,043
Meritage Homes Corp.
3.875%, 04/15/2029 (a)		4,500,000		3,821,715
Tempur Sealy International, Inc.
3.875%, 10/15/2031 (a)		7,541,000		5,832,511
Information Technology - 0.34%
Dell International LLC / EMC Corp.
8.100%, 07/15/2036		14,660,000		16,845,836
Insurance - 0.36%
Pacific Life Global Funding II
2.450%, 01/11/2032 (a)		14,000,000		11,168,403
RGA Global Funding
2.700%, 01/18/2029 (a)		7,750,000		6,627,453
IT Services - 0.08%
Gartner, Inc.
3.625%, 06/15/2029 (a)		4,678,000		4,102,635
Machinery - 0.23%
Allison Transmission, Inc.
3.750%, 01/30/2031 (a)		13,782,000		11,506,909
Media - 0.49%
CCO Holdings Capital Corp.
4.750%, 02/01/2032 (a)		11,912,000		9,976,240
4.250%, 01/15/2034 (a)		11,250,000		8,777,419
Sirius XM Radio, Inc.
3.875%, 09/01/2031 (a)		6,500,000		5,304,228
Mortgage Real Estate Investment Trusts (REITs) - 0.25%
Arbor Realty SR, Inc.
5.000%, 12/30/2028 (a)		5,000,000		4,282,711
Arbor Realty Trust, Inc.
4.750%, 10/15/2024 (a)		4,000,000		3,772,218
4.500%, 03/15/2027 (a)		5,000,000		4,215,419
Pharmaceuticals - 0.65%
Bristol-Myers Squibb Co.
4.125%, 06/15/2039		8,734,000		7,917,028
Johnson & Johnson
5.850%, 07/15/2038		8,180,000		9,091,535
Wyeth, LLC
5.950%, 04/01/2037		13,738,000		15,008,898
Professional Services - 0.08%
Equifax, Inc.
2.350%, 09/15/2031		5,000,000		3,861,022
Road & Rail - 0.20%
ERAC USA Finance, LLC
7.000%, 10/15/2037 (a)		9,316,000		10,113,589
Software - 0.59%
Open Text Corp.
6.900%, 12/01/2027 (a)(c)		1,000,000		1,002,460
3.875%, 12/01/2029 (a)(c)		8,830,000		7,050,879
Open Text Holdings, Inc.
4.125%, 12/01/2031 (a)		5,750,000		4,469,073
Oracle Corp.
3.850%, 07/15/2036		10,200,000		8,290,335
6.500%, 04/15/2038		8,000,000		8,286,851
Specialty Retail - 1.00%
Asbury Automotive Group, Inc.
5.000%, 02/15/2032 (a)		6,800,000		5,753,221
AutoNation, Inc.
3.850%, 03/01/2032		1,750,000		1,439,650
Group 1 Automotive, Inc.
4.000%, 08/15/2028 (a)		17,214,000		14,622,619
Home Depot, Inc.
5.400%, 09/15/2040		5,000,000		5,192,172
Lithia Motors, Inc.
3.875%, 06/01/2029 (a)		10,685,000		8,978,231
4.375%, 01/15/2031 (a)		7,000,000		5,929,000
Penske Automotive Group, Inc.
3.750%, 06/15/2029		8,950,000		7,466,672
Trading Companies & Distributors - 0.14%
United Rentals North America, Inc.
3.750%, 01/15/2032		8,500,000		7,063,405
Wireless Telecommunication Services - 0.20%
T-Mobile USA, Inc.
2.625%, 02/15/2029		11,689,000		9,969,358
TOTAL CORPORATE BONDS (Cost $1,246,624,999)				1,081,888,621
NON-AGENCY RESIDENTIAL MORTGAGE BACKED SECURITIES - 11.06%
Adjustable Rate Mortgage Trust
2005-3, 2.990%, 07/25/2035 (f)		283,215		275,467
2005-10, 3.828%, 01/25/2036 (f)		5,259,402		4,104,910
2006-2, 3.227%, 05/25/2036 (f)		872,233		754,363
Alternative Loan Trust
2004-28CB, 5.000%, 01/25/2020 (g)		127,195		89,765
2006-J3, 5.750%, 05/25/2026		535,777		496,885
2004-24CB, 6.000%, 11/25/2034		1,430,534		1,389,610
2004-27CB, 6.000%, 12/25/2034		1,017,106		900,547
2004-28CB, 6.000%, 01/25/2035		302,047		273,344
2005-6CB, 5.750%, 04/25/2035		1,896,931		1,633,171
2005-6CB, 7.500%, 04/25/2035		222,434		205,416
2005-13CB, 4.544% (1 Month LIBOR USD + 0.500%), 05/25/2035 (b)		945,045		775,412
2005-9CB, 4.544% (1 Month LIBOR USD + 0.500%), 05/25/2035 (b)		2,013,651		1,769,795
2005-9CB, 6.000%, 05/25/2035		7,194,924		3,846,056
2005-21CB, 5.250%, 06/25/2035		2,731,213		2,119,444
2005-21CB, 6.000%, 06/25/2035		1,648,231		1,322,091
2005-J6, 4.544% (1 Month LIBOR USD + 0.500%), 07/25/2035 (b)		2,744,221		2,303,517
2005-20CB, 5.500%, 07/25/2035		1,023,637		791,121
2005-43, 4.149%, 09/25/2035 (f)		139,516		117,565
2005-63, 3.800%, 11/25/2035 (f)		852,517		719,710
2005-54CB, 5.500%, 11/25/2035		580,419		337,647
2005-J13, 5.500%, 11/25/2035		491,539		343,520
2005-65CB, 0.000%, 12/25/2035 (e)(h)		739,892		343,592
2005-65CB, 5.500%, 01/25/2036		104,925		72,438
2005-75CB, 5.500%, 01/25/2036		1,341,497		960,759
2005-73CB, 5.750%, 01/25/2036		349,919		203,219
2005-86CB, 5.500%, 02/25/2036		133,696		85,610
2005-86CB, 5.500%, 02/25/2036		964,785		617,784
2005-80CB, 6.000%, 02/25/2036		4,464,130		4,183,312
2006-6CB, 5.500%, 05/25/2036		99,608		81,945
2006-12CB, 5.750% (1 Month LIBOR USD + 5.750%), 05/25/2036 (b)		569,207		300,593
2006-14CB, 6.000%, 06/25/2036		2,436,154		1,382,431
2006-16CB, 6.000%, 06/25/2036		389,531		238,734
2006-16CB, 6.000%, 06/25/2036		1,021,003		625,747
2006-16CB, 6.000%, 06/25/2036		886,335		543,191
2006-19CB, 4.444% (1 Month LIBOR USD + 0.400%), 08/25/2036 (b)		665,291		338,799
2006-24CB, 5.750%, 08/25/2036		4,009,424		2,285,681
2006-24CB, 5.750%, 08/25/2036		2,487,200		1,417,895
2006-19CB, 6.000% (1 Month LIBOR USD + 1.000%), 08/25/2036 (b)		2,536,376		1,561,815
2006-19CB, 6.000% (1 Month LIBOR USD + 1.000%), 08/25/2036 (b)		1,000,068		616,052
2006-19CB, 6.000%, 08/25/2036		224,576		138,165
2006-19CB, 6.000%, 08/25/2036		3,876,010		2,386,571
2006-23CB, 6.000%, 08/25/2036		619,843		574,365
2006-23CB, 6.500%, 08/25/2036		5,681,826		2,047,152
2006-J6, 6.000%, 09/25/2036		2,752,353		1,536,852
2006-J6, 6.000%, 09/25/2036		2,043,277		1,140,920
2006-26CB, 6.250%, 09/25/2036		5,568,200		3,125,040
2006-J5, 6.500%, 09/25/2036		1,932,467		1,119,577
2006-J5, 6.500%, 09/25/2036		9,355,236		5,419,966
2006-31CB, 5.750%, 11/25/2036		1,960,829		1,181,727
2006-31CB, 6.000%, 11/25/2036		217,368		133,852
2006-30T1, 6.500%, 11/25/2036 (e)		8,390,698		2,932,007
2006-39CB, 6.000%, 01/25/2037		2,450,629		2,031,968
2006-41CB, 6.000%, 01/25/2037		534,977		311,743
2007-2CB, 5.750%, 03/25/2037		5,675,055		3,113,669
2007-4CB, 5.750%, 04/25/2037		1,159,991		970,990
2007-4CB, 5.750%, 04/25/2037		1,542,127		1,290,863
2007-8CB, 5.500%, 05/25/2037		5,882,983		3,341,991
2007-8CB, 6.000%, 05/25/2037		794,898		474,952
2007-J2, 6.000%, 07/25/2037		3,915,757		3,561,867
2008-2R, 6.000%, 08/25/2037 (f)		7,018,697		3,649,597
2007-23CB, 6.000%, 09/25/2037		4,381,928		2,531,288
2007-13, 6.000%, 06/25/2047		2,497,710		1,325,204
American Home Mortgage Investment Trust
2006-2, 6.750%, 06/25/2036 (i)		2,747,648		478,327
Banc of America Alternative Loan Trust
2005-11, 5.750%, 12/25/2035		716,585		601,480
2005-11, 5.750%, 12/25/2035		116,821		98,056
2006-9, 4.444% (1 Month LIBOR USD + 0.400%), 01/25/2037 (b)		922,556		707,094
2006-9, 6.000%, 01/25/2037		188,543		160,028
2006-4, 6.000%, 05/25/2046		942,868		800,359
2006-4, 6.500%, 05/25/2046		569,632		498,477
2006-4, 6.500%, 05/25/2046		1,117,744		937,754
2006-5, 6.000%, 06/25/2046		275,338		241,338
2006-6, 6.000%, 07/25/2046		1,096,882		914,088
Banc of America Funding Trust
2003-3, 5.500%, 10/25/2033		190,051		177,273
2004-1, 6.000%, 02/25/2034		578,141		557,578
2004-1, 6.000%, 03/25/2034		3,514,750		3,484,690
2004-B, 3.065%, 11/20/2034 (f)		2,032,832		1,825,429
2007-4, 5.500%, 11/25/2034		251,417		221,841
2005-3, 5.500%, 06/25/2035		77,478		72,907
2014-R3, 3.225%, 06/26/2035 (a)(f)		3,022,121		2,781,412
2014-R3, 3.811%, 06/26/2035 (a)(f)		1,586,782		1,515,023
2005-4, 5.500%, 08/25/2035		36,578		34,901
2005-5, 5.500%, 09/25/2035		160,203		153,492
2005-5, 5.500%, 09/25/2035		1,673,173		1,595,743
2005-7, 5.500%, 11/25/2035		3,058,342		2,710,995
2005-7, 5.750%, 11/25/2035		3,973		3,874
2005-7, 6.000%, 11/25/2035		19,763		19,002
2005-8, 5.750%, 01/25/2036		1,976,433		1,752,220
2006-B, 2.673%, 03/20/2036 (f)		628,255		515,431
2006-F, 3.488%, 07/20/2036 (f)		6,548,930		5,524,019
2006-5, 5.750%, 09/25/2036		333,071		293,835
2006-7, 6.000%, 09/25/2036		507,037		420,315
2006-I, 3.117%, 12/20/2036 (f)		2,494,520		2,320,565
2006-I, 3.117%, 12/20/2036 (f)		433,910		396,900
2006-I, 3.332%, 12/20/2036 (f)		564,856		542,251
2007-1, 6.689%, 01/25/2037 (i)		735,737		634,089
2007-2, 4.104% (1 Month LIBOR USD + 0.060%), 03/25/2037 (b)		378,266		363,318
2007-3, 4.904% (1 Month LIBOR USD + 0.860%), 04/25/2037 (b)		909,419		802,301
2007-6, 4.324% (1 Month LIBOR USD + 0.280%), 07/25/2037 (b)		4,245,775		3,904,795
2007-6, 4.334% (1 Month LIBOR USD + 0.290%), 07/25/2037 (b)		1,028,691		946,941
2007-5, 5.500%, 07/25/2037		1,378,911		1,027,467
2010-R3, 6.000%, 09/26/2037 (a)(f)		6,514,103		6,126,807
2006-J, 3.743%, 01/20/2047 (f)		123,124		111,697
Banc of America Mortgage Trust
2005-A, 2.542%, 02/25/2035 (f)		1,398,282		1,328,386
2005-F, 3.942%, 07/25/2035 (f)		750,376		673,850
2007-1, 6.000%, 03/25/2037		1,571,901		1,271,204
2006-B, 3.538%, 10/20/2046 (f)		429,416		388,061
BCAP LLC Trust
2007-AA2, 7.500%, 04/25/2037 (j)		301,361		185,493
Bear Stearns ALT-A Trust
2006-6, 3.660%, 11/25/2036 (f)		823,092		384,362
Bear Stearns ARM Trust
2004-12, 2.855%, 02/25/2035 (f)		46,739		43,793
Bear Stearns Asset Backed Securities I Trust
2005-AC5, 5.044% (1 Month LIBOR USD + 1.000%), 08/25/2035 (b)		523,344		366,381
2006-AC4, 4.294% (1 Month LIBOR USD + 0.250%), 07/25/2036 (b)		3,026,718		2,551,800
2006-AC4, 18.729% (1 Month LIBOR USD + 36.250%), 07/25/2036 (b)(e)(j)		699,450		704,487
Chase Funding Trust
2004-1, 4.794% (1 Month LIBOR USD + 0.750%), 09/25/2033 (b)		47,058		46,909
Chase Mortgage Finance Trust
2005-S2, 5.500%, 10/25/2035		640,910		598,913
2005-S3, 5.500%, 11/25/2035		5,486,494		4,076,755
2005-A1, 3.593%, 12/25/2035 (f)		770,123		704,525
2005-A1, 3.593%, 12/25/2035 (f)		802,885		734,497
2006-S3, 6.000%, 11/25/2036		6,769,895		3,067,251
2006-S4, 6.000%, 12/25/2036		1,226,693		601,367
2006-S4, 6.000%, 12/25/2036		3,958,334		1,940,512
2007-S1, 6.000%, 02/25/2037		4,023,500		1,655,644
2007-S3, 5.750%, 05/25/2037		691,713		340,928
2007-S3, 6.000%, 05/25/2037		2,107,646		1,058,092
2007-A2, 3.489%, 07/25/2037 (f)		867,906		740,257
ChaseFlex Trust
2005-1, 5.500%, 02/25/2035		299,167		247,735
2006-2, 4.447%, 09/25/2036 (f)		2,456,145		2,158,489
2007-M1, 4.149%, 08/25/2037 (i)		1,390,748		1,160,727
CHL Mortgage Pass-Through Trust
2005-20, 5.250%, 12/25/2027		19,691		12,636
2003-42, 3.777%, 10/25/2033 (f)		900,622		821,228
2003-44, 5.000%, 10/25/2033		256,000		248,427
2004-4, 5.500%, 05/25/2034		434,389		398,326
2004-14, 4.287%, 08/25/2034 (f)		2,201,526		2,012,932
2004-21, 4.000%, 11/25/2034		519,661		454,658
2004-24, 5.500%, 12/25/2034		2,446,422		2,222,270
2004-J9, 5.500%, 01/25/2035		495,349		474,927
2004-HYB5, 3.711%, 04/20/2035 (f)		584,160		563,059
2005-HYB2, 3.011%, 05/20/2035 (f)		757,487		702,411
2005-13, 5.500%, 06/25/2035		1,666,679		1,016,334
2005-J3, 5.500%, 09/25/2035		55,842		48,790
2005-27, 5.500%, 12/25/2035		994,972		748,476
2005-27, 5.500%, 12/25/2035		508,701		228,476
2005-31, 2.844%, 01/25/2036 (f)		853,574		759,690
2005-30, 5.500%, 01/25/2036		63,801		40,777
2005-HY10, 3.349%, 02/20/2036 (f)		1,620,237		1,284,390
2005-HY10, 3.528%, 02/20/2036 (f)		61,178		48,360
2006-6, 6.000%, 04/25/2036		629,885		352,755
2006-9, 6.000%, 05/25/2036		1,149,015		579,664
2006-J4, 6.250%, 09/25/2036		96,089		38,779
2006-16, 6.500%, 11/25/2036		514,337		202,765
2006-17, 6.000% (1 Month LIBOR USD + 0.550%), 12/25/2036 (b)		2,892,179		1,340,302
2006-17, 6.000%, 12/25/2036		2,138,442		978,565
2006-18, 6.000%, 12/25/2036		268,535		153,086
2006-21, 5.750%, 02/25/2037		1,201,359		597,061
2006-21, 6.000%, 02/25/2037		2,774,103		1,417,373
2006-21, 6.000%, 02/25/2037		633,390		323,618
2007-1, 6.000%, 03/25/2037		1,977,093		1,001,996
2007-5, 5.500%, 05/25/2037		786,167		428,844
2007-5, 5.750%, 05/25/2037		5,596,349		3,116,057
2007-5, 5.750%, 05/25/2037		854,529		475,804
2007-5, 5.750%, 05/25/2037		1,648,936		918,131
2007-10, 6.000%, 07/25/2037		1,779,434		878,828
2007-J2, 6.000%, 07/25/2037		2,956,129		1,241,026
2007-J2, 6.000%, 07/25/2037		190,919		80,150
2007-HY5, 4.029%, 09/25/2037 (f)		1,896,015		1,699,340
2007-HY6, 3.815%, 11/25/2037 (f)		254,882		219,423
2007-HY5, 3.970%, 09/25/2047 (f)		5,541,040		4,067,582
Citicorp Mortgage Securities Trust
2006-3, 5.500%, 06/25/2021 (g)		50,926		32,930
2006-1, 6.000%, 02/25/2036		77,655		72,321
2006-3, 5.750%, 06/25/2036		355,819		308,020
2006-3, 6.000%, 06/25/2036		1,248,010		1,090,031
2006-3, 6.250%, 06/25/2036		781,359		688,477
2006-7, 6.000%, 12/25/2036		2,702,852		2,239,688
2007-3, 5.500%, 04/25/2037		37,458		34,609
2007-3, 6.000%, 04/25/2037		477,854		433,574
Citigroup Mortgage Loan Trust
2004-2, 9.250%, 08/25/2033 (a)		13,449		12,271
2004-HYB3, 3.387%, 09/25/2034 (f)		471,376		428,669
2005-WF1, 5.830%, 11/25/2034 (i)		2,742,380		2,660,309
2005-1, 2.809%, 04/25/2035 (f)		333,913		307,070
2005-2, 2.911%, 05/25/2035 (f)		398,346		379,890
2005-5, 6.000%, 08/25/2035		1,854,061		1,663,544
2005-7, 2.995%, 09/25/2035 (f)		410,058		346,129
2005-10, 3.679%, 12/25/2035 (f)		1,040,864		678,729
2006-WF1, 5.040%, 03/25/2036 (i)		26,417,218		13,436,029
2006-AR7, 3.841%, 11/25/2036 (f)		1,407,678		1,250,364
2007-AR4, 3.329%, 03/25/2037 (f)		1,019,826		885,894
CitiMortgage Alternative Loan Trust
2006-A2, 4.644% (1 Month LIBOR USD + 0.600%), 05/25/2036 (b)		398,227		353,105
2006-A4, 6.000%, 09/25/2036		1,011,313		889,706
2007-A1, 6.000%, 01/25/2037		1,494,750		1,312,570
2007-A1, 6.000%, 01/25/2037		2,402,190		2,109,411
Connecticut Avenue Securities Trust
2021-R03, 6.271% (SOFR30A + 2.750%), 12/25/2041 (a)(b)		5,685,000		5,082,064
2022-R02, 6.521% (SOFR30A + 3.000%), 01/25/2042 (a)(b)		10,000,000		9,285,272
Credit Suisse First Boston Mortgage Securities Corp.
2005-8, 7.000%, 09/25/2035		2,698,470		1,370,275
CSFB Mortgage-Backed Pass-Through Certificates
2004-8, 5.500%, 12/25/2034		142,886		136,443
2005-3, 5.500%, 07/25/2035		385,736		378,792
2005-9, 5.500%, 10/25/2035		563,740		307,366
2005-10, 5.500%, 11/25/2035		425,288		319,177
2005-10, 5.500%, 11/25/2035		1,676,442		1,258,164
2005-10, 6.000%, 11/25/2035		815,774		244,331
CSMC Mortgage-Backed Trust
2006-CF1, 5.500%, 11/25/2035 (a)(i)		2,565,000		2,224,565
2006-1, 5.500%, 02/25/2036		300,296		267,206
2006-1, 5.500%, 02/25/2036		31,355		28,252
2006-2, 5.750%, 03/25/2036		560,915		379,217
2006-2, 6.000%, 03/25/2036		4,174,212		1,870,694
2006-4, 6.000%, 05/25/2036		517,629		305,150
2006-4, 7.000%, 05/25/2036		505,858		86,461
2011-12R, 3.514%, 07/27/2036 (a)(f)		1,142,700		1,121,793
2006-7, 6.000%, 08/25/2036		720,411		564,947
2007-2, 5.500%, 03/25/2037		1,351,985		759,754
2007-3, 5.500%, 04/25/2037		302,275		245,764
2007-3, 5.500%, 04/25/2037		422,887		343,828
2013-2R, 3.171%, 05/27/2037 (a)(f)		1,964,276		1,282,864
Deutsche Alt-A Securities, Inc. Mortgage Loan Trust
2005-3, 4.544% (1 Month LIBOR USD + 0.500%), 05/25/2035 (b)		1,175,077		1,117,512
2005-6, 5.500%, 12/25/2035		1,453,075		1,170,415
Deutsche Alt-B Securities, Inc. Mortgage Loan Trust
2006-AB4, 4.116% (1 Month LIBOR USD + 0.100%), 10/25/2036 (b)		456,051		388,335
DFC HEL Trust
2001-1, 5.525% (1 Month LIBOR USD + 1.650%), 08/15/2031 (b)		1,436,148		1,371,901
Equity One Mortgage Pass-Through Trust
2003-1, 4.860%, 08/25/2033 (f)		464,131		451,218
2003-3, 4.868%, 12/25/2033 (f)		1,318,929		1,221,590
Fannie Mae Connecticut Avenue Securities
2015-C03, 9.016% (1 Month LIBOR USD + 5.000%), 07/25/2025 (b)		2,568,924		2,606,772
2016-C01, 10.966% (1 Month LIBOR USD + 6.950%), 08/25/2028 (b)		1,306,787		1,360,052
2017-C05, 7.616% (1 Month LIBOR USD + 3.600%), 01/25/2030 (b)		6,599,636		6,518,855
2018-C03, 7.766% (1 Month LIBOR USD + 3.750%), 10/25/2030 (b)		5,000,000		4,946,300
2021-R02, 5.521% (SOFR30A + 2.000%), 11/25/2041 (a)(b)		2,250,000		2,003,945
First Horizon Alternative Mortgage Securities Trust
2005-FA11, 5.250%, 02/25/2021 (g)		698		-
2006-FA6, 5.750%, 11/25/2021 (g)		969		733
2004-AA6, 3.613%, 01/25/2035 (f)		278,334		269,728
2004-AA7, 3.622%, 02/25/2035 (f)		817,235		752,459
2005-AA5, 3.705%, 07/25/2035 (f)		1,386,335		1,241,484
2005-AA7, 3.721%, 09/25/2035 (f)		1,443,657		1,240,953
2005-FA8, 5.500%, 11/25/2035		1,195,728		653,324
2006-FA1, 5.750%, 04/25/2036		1,919,181		932,056
2006-FA2, 6.000%, 05/25/2036		2,255,857		1,074,474
2006-FA2, 6.000%, 05/25/2036		1,431,909		682,024
2006-FA6, 6.000%, 11/25/2036		955,808		348,558
2006-FA6, 6.250%, 11/25/2036		1,211,545		453,336
2006-FA6, 6.250%, 11/25/2036		6,440,898		3,261,867
2007-AA1, 3.580%, 05/25/2037 (f)		2,355,214		1,654,775
2007-FA4, 6.250%, 08/25/2037		1,828,019		803,182
First Horizon Mortgage Pass-Through Trust
2005-AR3, 3.889%, 08/25/2035 (f)		1,304,757		1,213,939
2006-AR4, 3.644%, 01/25/2037 (f)		2,322,652		1,469,174
2006-4, 5.750%, 02/25/2037		923,689		266,958
2006-4, 6.000%, 02/25/2037		559,327		168,100
2007-AR1, 2.848%, 05/25/2037 (f)		495,585		216,441
2007-AR2, 3.546%, 08/25/2037 (f)		2,286,111		783,513
Freddie Mac STACR REMIC Trust
2021-HQA1, 5.771% (SOFR30A + 2.250%), 08/25/2033 (a)(b)		5,855,000		5,394,082
2021-DNA5, 6.571% (SOFR30A + 3.050%), 01/25/2034 (a)(b)		7,759,414		6,916,035
2021-DNA7, 5.321% (SOFR30A + 1.800%), 11/25/2041 (a)(b)		7,750,000		7,203,604
Freddie Mac Structured Agency Credit Risk Debt Notes
2018-DNA2, 7.716% (1 Month LIBOR USD + 3.700%), 12/25/2030 (a)(b)		5,000,000		4,917,362
2022-DNA1, 5.371% (SOFR30A + 1.850%), 01/25/2042 (a)(b)		6,800,000		6,229,260
2022-DNA1, 6.021% (SOFR30A + 2.500%), 01/25/2042 (a)(b)		9,000,000		7,961,125
2018-HRP2, 8.216% (1 Month LIBOR USD + 4.200%), 02/25/2047 (a)(b)		10,000,000		9,619,107
2020-DNA5, 8.321% (SOFR30A + 4.800%), 10/25/2050 (a)(b)		10,606,000		10,545,697
GSAA Home Equity Trust
2005-1, 6.260%, 11/25/2034 (i)		2,050,000		1,922,539
2006-15, 6.692%, 09/25/2036 (i)		2,121,224		604,984
2006-18, 6.182%, 11/25/2036 (i)		1,700,521		438,164
2007-7, 4.404% (1 Month LIBOR USD + 0.360%), 07/25/2037 (b)		832,243		778,212
GSR Mortgage Loan Trust
2005-4F, 6.500%, 04/25/2020 (g)		47,650		47,487
2003-5F, 3.000%, 08/25/2032		887,332		804,866
2004-15F, 6.000%, 12/25/2034		1,089,141		888,894
2005-1F, 6.000%, 01/25/2035		14,348		12,688
2005-AR4, 3.652%, 07/25/2035 (f)		166,767		153,039
2005-7F, 6.000%, 09/25/2035		20,907		19,906
2005-AR5, 3.758%, 10/25/2035 (f)		558,809		502,019
2005-AR7, 3.764%, 11/25/2035 (f)		413,511		366,342
2006-2F, 5.750%, 02/25/2036		454,318		397,767
HarborView Mortgage Loan Trust
2006-6, 3.446%, 08/19/2036 (f)		2,370,882		1,861,458
Impac CMB Trust
2005-5, 4.544% (1 Month LIBOR USD + 0.250%), 08/25/2035 (b)		429,009		378,502
Impac Secured Assets CMN Owner Trust
2002-2, 6.500%, 04/25/2033		1,011,812		953,620
2004-2, 4.882%, 08/25/2034 (i)		169,687		163,706
IndyMac IMSC Mortgage Loan Trust
2007-AR1, 3.288%, 06/25/2037 (f)		363,054		249,556
IndyMac INDA Mortgage Loan Trust
2007-AR1, 3.014%, 03/25/2037 (f)		324,237		265,810
IndyMac INDX Mortgage Loan Trust
2004-AR4, 3.761%, 08/25/2034 (f)		2,415,899		2,215,212
2004-AR11, 3.001%, 12/25/2034 (f)		925,974		885,337
2005-AR3, 3.013%, 04/25/2035 (f)		877,223		788,520
2005-AR9, 3.559%, 07/25/2035 (f)		2,953,246		1,670,259
2005-AR23, 3.161%, 11/25/2035 (f)		620,985		525,222
2005-AR23, 3.203%, 11/25/2035 (f)		1,074,412		916,533
2005-AR25, 3.219%, 12/25/2035 (f)		1,873,833		1,195,435
2005-AR35, 3.032%, 02/25/2036 (f)		1,161,194		994,491
2006-AR3, 3.067%, 03/25/2036 (f)		5,113,569		3,584,215
2006-AR9, 3.130%, 06/25/2036 (f)		1,629,296		1,268,440
2006-AR25, 3.178%, 09/25/2036 (f)		1,177,538		1,009,296
2006-AR25, 3.479%, 09/25/2036 (f)		1,977,860		1,339,564
2006-AR31, 3.460%, 11/25/2036 (f)		3,981,915		3,438,327
Jefferies Resecuritization Trust
2009-R1, 3.764%, 11/26/2035 (a)(f)		568,952		503,419
JP Morgan Alternative Loan Trust
2006-S4, 6.460%, 12/25/2036 (i)		446,209		421,746
2008-R4, 6.000%, 12/27/2036 (a)		6,560,053		3,521,066
JP Morgan Mortgage Trust
2005-S3, 5.750%, 01/25/2036		46,686		23,413
2007-A3, 3.153%, 05/25/2037 (f)		2,602,065		2,065,607
JP Morgan Resecuritization Trust
2009-7, 4.935%, 07/27/2037 (a)(f)		17,440		17,371
Lehman Mortgage Trust
2005-2, 5.500%, 12/25/2035		1,480,585		838,775
2005-2, 5.750%, 12/25/2035		520,672		299,014
2005-3, 0.734% (1 Month LIBOR USD + 4.750%), 01/25/2036 (b)(e)(j)(k)		854,848		65,007
2005-3, 4.544% (1 Month LIBOR USD + 0.500%), 01/25/2036 (b)		854,848		361,522
2005-3, 5.500%, 01/25/2036		211,039		112,630
2006-1, 5.500%, 02/25/2036		366,722		183,870
2006-3, 6.000%, 07/25/2036		3,167,871		1,642,154
2006-3, 6.000%, 07/25/2036		7,003,617		3,630,529
2007-4, 5.750%, 05/25/2037		1,010,976		501,363
2007-4, 5.750%, 05/25/2037		2,208,982		1,095,479
2007-5, 5.750%, 06/25/2037		1,516,385		1,325,834
2007-5, 6.000%, 06/25/2037		2,317,120		654,503
2007-5, 6.000%, 06/25/2037		6,328,749		1,787,645
MASTR Adjustable Rate Mortgages Trust
2004-4, 3.602%, 05/25/2034 (f)		90,633		82,693
2005-1, 2.853%, 02/25/2035 (f)		109,594		100,060
MASTR Alternative Loan Trust
2003-5, 5.895%, 08/25/2033 (f)		683,742		435,088
2003-7, 6.250%, 11/25/2033		68,166		67,014
2004-6, 5.500%, 07/25/2034		184,451		169,595
2004-6, 6.000%, 07/25/2034		126,215		119,513
2004-11, 6.500%, 10/25/2034		393,590		380,317
2005-2, 5.500%, 03/25/2035		2,000,000		1,917,971
MASTR Asset Securitization Trust
2002-NC1, 7.194% (1 Month LIBOR USD + 3.150%), 10/25/2032 (b)		244,635		239,380
2006-1, 4.494% (1 Month LIBOR USD + 0.450%), 05/25/2036 (b)		586,796		89,254
Merrill Lynch Mortgage Investors Trust
2006-F1, 6.000%, 04/25/2036		1,993,375		1,012,869
Merrill Lynch Mortgage Investors Trust MLCC
2004-D, 4.286% (6 Month LIBOR USD + 0.720%), 09/25/2029 (b)		668,506		627,441
Merrill Lynch Mortgage Investors Trust MLMI
2005-A5, 3.482%, 06/25/2035 (f)		310,407		284,633
2005-A7, 3.820%, 09/25/2035 (f)		3,849,674		3,098,210
Morgan Stanley Mortgage Loan Trust
2005-7, 5.500%, 11/25/2035		828,127		774,532
2005-7, 5.500%, 11/25/2035		326,343		276,663
2006-2, 5.467%, 02/25/2036 (f)		1,318,222		778,700
2006-2, 6.500%, 02/25/2036		893,037		452,676
2006-11, 6.000%, 08/25/2036		1,972,070		934,799
2006-11, 6.000%, 08/25/2036		1,385,654		956,116
2007-8XS, 6.000%, 04/25/2037 (f)		1,318,091		478,128
2007-3XS, 6.263%, 01/25/2047 (i)		6,633,583		2,097,997
Morgan Stanley Reremic Trust
2012-R3, 3.332%, 11/26/2036 (a)(f)		2,036,567		1,593,903
Nomura Asset Acceptance Corp. Alternative Loan Trust
2005-WF1, 5.659%, 03/25/2035 (i)		24,992		24,189
2005-AR3, 5.688%, 07/25/2035 (f)		703,397		679,425
Nomura Resecuritization Trust
2014-5R, 5.501%, 06/26/2035 (a)(f)		3,566,821		2,923,455
2011-4RA, 2.768%, 12/26/2036 (a)(f)		5,666,218		5,091,078
Opteum Mortgage Acceptance Corp. Asset Backed Pass-Through Certificates
2005-5, 5.850%, 12/25/2035 (f)		86,547		85,447
RAAC Trust
2005-SP1, 6.000%, 09/25/2034		2,788		2,554
RALI Trust
2006-QA1, 5.236%, 01/25/2036 (f)		98,695		105,015
2006-QS1, 5.750%, 01/25/2036		189,931		160,344
2006-QS9, 4.744% (1 Month LIBOR USD + 0.700%), 07/25/2036 (b)		1,398,176		956,956
2006-QS13, 6.000%, 09/25/2036		2,068,929		1,586,537
2006-QS17, 4.394% (1 Month LIBOR USD + 0.350%), 12/25/2036 (b)		789,941		542,666
2006-QS17, 6.000%, 12/25/2036		313,327		246,271
2007-QS6, 6.000%, 04/25/2037		2,674,474		2,091,947
2007-QS10, 6.500%, 09/25/2037		290,030		228,246
RBSSP Resecuritization Trust
2009-7, 6.000%, 03/26/2036 (a)(f)		3,795,168		2,199,264
Renaissance Home Equity Loan Trust
2005-1, 5.516%, 05/25/2035 (i)		131,180		129,886
Resecuritization Pass-Through Trust
2005-8R, 6.000%, 10/25/2034		1,660,934		1,574,686
Residential Asset Securitization Trust
2003-A9, 4.000%, 08/25/2033		940,916		867,202
2004-R2, 5.500%, 08/25/2034		1,657,292		1,557,454
2005-A5, 5.500%, 05/25/2035		1,060,531		746,172
2005-A11, 4.850%, 10/25/2035		3,515,627		1,588,652
2005-A11, 5.500%, 10/25/2035		244,236		170,324
2005-A11, 6.000%, 10/25/2035		400,397		211,343
2005-A15, 5.750%, 02/25/2036		3,466,766		1,347,493
2006-A5CB, 6.000%, 06/25/2036		2,275,700		978,090
2006-A10, 1.806% (1 Month LIBOR USD + 5.850%), 09/25/2036 (b)(e)(j)(k)		10,202,322		1,104,868
2006-A10, 4.694% (1 Month LIBOR USD + 0.650%), 09/25/2036 (b)		10,202,322		2,678,500
2006-A15, 1.606% (1 Month LIBOR USD + 5.650%), 01/25/2037 (b)(e)(j)(k)		16,543,929		1,846,058
2006-A15, 4.644% (1 Month LIBOR USD + 0.600%), 01/25/2037 (b)		16,543,929		4,369,619
RFMSI Trust
2005-SA4, 3.909%, 09/25/2035 (f)		1,668,871		1,034,730
2005-SA4, 4.138%, 09/25/2035 (f)		1,284,227		840,868
2005-SA4, 4.172%, 09/25/2035 (f)		40,752		38,769
2006-S3, 5.500%, 03/25/2036		1,954,336		1,567,546
2006-S4, 6.000%, 04/25/2036		1,841,529		1,508,341
2006-S5, 6.000%, 06/25/2036		175,030		145,227
2006-S5, 6.000%, 06/25/2036		360,307		298,956
2006-S5, 6.000%, 06/25/2036		1,509,966		1,252,857
2006-S5, 6.000%, 06/25/2036		187,662		153,065
2006-S6, 6.000%, 07/25/2036		106,155		86,032
2006-S6, 6.000%, 07/25/2036		546,512		442,912
2006-S7, 6.250%, 08/25/2036		1,174,433		976,689
2006-S7, 6.500%, 08/25/2036		702,148		585,241
2006-S9, 5.750%, 09/25/2036		1,458,503		1,135,888
2007-S1, 6.000%, 01/25/2037		474,787		377,406
2007-S7, 6.000%, 07/25/2037		1,506,271		1,120,460
Specialty Underwriting & Residential Finance Trust
2006-BC2, 3.684%, 02/25/2037 (i)		799,939		317,496
STARM Mortgage Loan Trust
2007-1, 2.423%, 02/25/2037 (f)		4,029,560		3,420,800
2007-2, 2.262%, 04/25/2037 (f)		451,073		202,895
Structured Adjustable Rate Mortgage Loan Trust
2004-18, 3.567%, 12/25/2034 (f)		475,382		433,581
2005-12, 3.388%, 06/25/2035 (f)		643,089		496,831
2005-21, 4.172%, 11/25/2035 (f)		3,370,041		2,386,960
2006-1, 2.732%, 02/25/2036 (f)		170,236		153,493
2006-1, 3.522%, 02/25/2036 (f)		1,115,983		888,058
2006-4, 3.745%, 05/25/2036 (f)		606,583		414,323
2006-12, 3.809%, 01/25/2037 (f)		583,865		447,150
2007-5, 4.484% (1 Month LIBOR USD + 0.440%), 06/25/2037 (b)		1,656,098		1,395,171
2007-6, 4.424% (1 Month LIBOR USD + 0.380%), 07/25/2037 (b)		4,649,626		3,988,783
2007-9, 6.431% (6 Month LIBOR USD + 1.500%), 10/25/2037 (b)		916,469		800,504
Suntrust Alternative Loan Trust
2005-1F, 5.750%, 12/25/2035		844,452		738,858
2005-1F, 6.000%, 12/25/2035		1,950,021		1,719,971
2005-1F, 6.500%, 12/25/2035		1,988,599		1,763,866
TBW Mortgage-Backed Trust
2006-2, 5.500%, 07/25/2036 (e)		80,750		7,665
Volt, LLC
2021-NPL4, 4.949%, 03/27/2051 (a)(i)		1,650,000		1,428,546
WaMu Mortgage Pass-Through Certificates Trust
2003-S4, 5.659%, 06/25/2033 (f)		1,862,891		1,707,105
2003-AR10, 4.238%, 10/25/2033 (f)		7,268,620		6,726,019
2004-S2, 6.000%, 06/25/2034		46,680		44,913
2005-AR14, 3.880%, 12/25/2035 (f)		4,774,166		4,409,292
2006-AR10, 3.565%, 09/25/2036 (f)		921,326		745,717
2006-AR16, 2.743%, 12/25/2036 (f)		1,076,991		925,661
2007-HY2, 3.375%, 12/25/2036 (f)		13,552,048		11,909,573
2007-HY3, 3.291%, 03/25/2037 (f)		2,415,639		2,166,141
2007-HY5, 3.342%, 05/25/2037 (f)		1,173,216		1,013,169
2007-HY7, 3.390%, 07/25/2037 (f)		206,330		150,727
2006-AR8, 3.676%, 08/25/2046 (f)		1,564,721		1,366,414
Washington Mutual Mortgage Pass-Through Certificates WMALT Trust
2005-1, 6.000%, 03/25/2035		1,000,210		878,506
2005-4, 5.500%, 06/25/2035		3,119,282		2,600,984
2005-5, 5.500%, 07/25/2035		1,051,979		930,087
2005-6, 5.500%, 08/25/2035		2,591,834		2,168,063
2005-6, 5.500%, 08/25/2035		566,609		473,967
2005-6, 5.500%, 08/25/2035		1,177,880		998,675
2005-6, 6.500%, 08/25/2035		285,965		246,308
2005-9, 5.500%, 11/25/2035		394,211		326,274
2006-8, 4.176%, 10/25/2036 (i)		2,314,473		861,211
2007-HY1, 4.364% (1 Month LIBOR USD + 0.320%), 02/25/2037 (b)		1,782,247		1,456,957
2007-HY2, 3.390%, 04/25/2037 (f)		1,187,290		632,565
2007-OC2, 4.664% (1 Month LIBOR USD + 0.620%), 06/25/2037 (b)		3,059,354		2,705,654
2007-OC1, 4.524% (1 Month LIBOR USD + 0.240%), 01/25/2047 (b)		3,661,565		3,210,912
Wells Fargo Alternative Loan Trust
2007-PA1, 6.000%, 03/25/2037		821,638		700,669
2007-PA6, 4.312%, 12/28/2037 (f)		3,482,824		3,146,844
Wells Fargo Mortgage Backed Securities Trust
2004-J, 3.628%, 07/25/2034 (f)		3,366,944		3,014,340
2005-AR14, 4.076%, 08/25/2035 (f)		578,800		544,103
2006-AR1, 3.034%, 03/25/2036 (f)		1,563,911		1,426,133
2006-AR5, 2.755%, 04/25/2036 (f)		1,534,225		1,411,680
2006-AR5, 2.802%, 04/25/2036 (f)		2,169,122		2,029,309
2006-AR19, 4.504%, 12/25/2036 (f)		1,489,405		1,412,627
2007-AR3, 2.975%, 04/25/2037 (f)		734,857		634,728
TOTAL NON-AGENCY RESIDENTIAL MORTGAGE BACKED SECURITIES (Cost $693,032,277)				547,475,004
NON-AGENCY COMMERCIAL MORTGAGE BACKED SECURITIES - 18.39%
Arbor Multifamily Mortgage Securities Trust
2022-MF4, 1.403%, 02/15/2055 (a)(f)(k)		19,700,000		1,703,351
2022-MF4, 3.403%, 02/15/2055 (a)(f)		7,852,000		6,227,247
BANK
2019-BNK16, 1.102%, 02/15/2052 (f)(k)		78,226,893		3,373,973
2019-BNK17, 0.720%, 04/15/2052 (f)(k)		123,653,000		3,829,064
2019-BNK17, 1.748%, 04/15/2052 (a)(f)(k)		11,541,000		911,906
2019-BNK21, 1.232%, 10/17/2052 (a)(f)(k)		18,699,333		1,104,459
2019-BNK21, 2.808%, 10/17/2052		11,582,000		10,492,301
2019-BNK23, 0.266%, 12/15/2052 (f)(k)		238,421,000		2,766,208
2019-BNK23, 0.810%, 12/15/2052 (f)(k)		85,077,764		3,199,792
2020-BNK29, 0.726%, 11/15/2053 (f)(k)		132,417,000		5,404,812
2020-BNK29, 2.500%, 11/15/2053 (a)		1,250,000		801,003
2020-BNK29, 3.135%, 11/15/2053 (f)		1,170,000		849,128
2020-BNK30, 2.500%, 12/15/2053 (a)(f)		5,550,000		3,510,025
2020-BNK30, 2.757%, 12/15/2053 (f)		3,300,000		2,332,771
2021-BNK31, 1.739%, 02/15/2054		7,250,000		6,123,204
2021-BNK32, 2.332%, 04/15/2054		10,727,500		9,254,143
2021-BNK32, 2.500%, 04/15/2054 (a)		5,000,000		3,114,336
2019-BNK20, 2.933%, 09/15/2062		2,100,000		1,906,106
2019-BNK24, 0.303%, 11/15/2062 (f)(k)		174,693,000		2,266,013
2020-BNK25, 0.997%, 01/15/2063 (f)(k)		108,757,005		5,108,099
2020-BNK26, 0.716%, 03/15/2063 (f)(k)		226,593,000		8,228,294
2020-BNK28, 1.088%, 03/15/2063 (f)(k)		29,969,467		1,796,685
2020-BNK26, 2.041%, 03/15/2063		5,200,000		4,552,184
2021-BNK34, 1.086%, 06/15/2063 (f)(k)		95,696,350		5,446,902
2021-BNK34, 2.754%, 06/15/2063 (f)		8,000,000		5,978,093
2022-BNK40, 2.500%, 03/15/2064 (a)		2,470,000		1,496,062
2021-BNK33, 2.218%, 05/15/2064		12,599,000		10,794,327
2021-BNK35, 1.153%, 06/15/2064 (f)(k)		50,634,055		3,036,722
2021-BNK35, 2.067%, 06/15/2064		10,400,000		8,768,322
2021-BNK35, 2.902%, 06/15/2064 (f)		8,000,000		5,692,002
2021-BNK36, 1.018%, 09/15/2064 (f)(k)		93,711,996		4,511,727
2021-BNK36, 2.283%, 09/15/2064		12,250,000		10,499,459
2021-BNK37, 2.487%, 11/15/2064		14,400,000		12,401,070
Barclays Commercial Mortgage Trust
2019-C3, 0.933%, 05/15/2052 (f)(k)		56,340,000		2,344,572
2019-C4, 1.275%, 08/15/2052 (f)(k)		43,170,000		2,599,439
2019-C5, 0.500%, 11/15/2052 (f)(k)		174,774,000		3,363,036
2019-C5, 1.480%, 11/15/2052 (a)(f)(k)		12,996,000		896,877
BBCMS Mortgage Trust
2020-C6, 0.790%, 02/15/2053 (f)(k)		59,000,000		2,414,634
2020-C6, 1.164%, 02/15/2053 (f)(k)		93,047,488		4,934,299
2020-C7, 1.100%, 04/15/2053 (f)(k)		17,140,000		1,023,004
2020-C7, 1.737%, 04/15/2053 (f)(k)		21,999,520		1,624,013
2021-C9, 1.118%, 02/15/2054 (f)(k)		68,467,000		4,370,488
2021-C9, 1.960%, 02/15/2054		10,000,000		8,572,966
2021-C9, 2.534%, 02/15/2054		8,500,000		6,586,338
2021-C10, 1.146%, 07/15/2054 (f)(k)		73,112,500		4,928,901
2021-C10, 1.422%, 07/15/2054 (f)(k)		65,263,653		4,806,923
2021-C10, 2.268%, 07/15/2054		10,000,000		8,539,054
2021-C11, 1.083%, 09/15/2054 (f)(k)		29,540,000		1,955,451
2021-C12, 0.712%, 11/15/2054 (f)(k)		59,992,000		2,621,009
2021-C12, 1.074%, 11/15/2054 (f)(k)		101,714,368		5,790,202
2021-C12, 2.500%, 11/15/2054 (a)		4,750,000		2,867,719
2021-C12, 2.542%, 11/15/2054		12,000,000		10,320,092
2021-C12, 2.758%, 11/15/2054		9,000,000		6,651,572
2022-C14, 0.373%, 02/15/2055 (f)(k)		166,823,000		3,951,403
2022-C14, 0.850%, 02/15/2055 (f)(k)		99,985,139		4,408,005
2022-C15, 1.459%, 04/15/2055 (a)(f)(k)		25,000,000		2,347,770
2022-C17, 1.326%, 09/15/2055 (f)(k)		65,287,756		5,359,257
Benchmark Mortgage Trust
2019-B9, 1.199%, 03/15/2052 (f)(k)		29,563,922		1,423,113
2019-B9, 2.168%, 03/15/2052 (a)(f)(k)		11,513,000		1,106,166
2019-B12, 0.533%, 08/15/2052 (a)(f)(k)		93,260,000		2,069,402
2020-B16, 0.240%, 02/15/2053 (a)(f)(k)		70,467,000		1,021,828
2020-B16, 0.926%, 02/15/2053 (f)(k)		102,881,159		5,051,146
2020-B20, 0.696%, 10/15/2053 (f)(k)		79,394,000		2,743,857
2020-B21, 1.798%, 12/17/2053		5,966,000		5,087,023
2020-B22, 1.731%, 01/15/2054		2,490,000		2,086,227
2021-B23, 1.012%, 02/15/2054 (a)(f)(k)		105,441,000		6,198,571
2021-B23, 1.379%, 02/15/2054 (f)(k)		125,546,873		8,619,282
2021-B23, 1.766%, 02/15/2054		5,000,000		4,224,469
2021-B24, 0.708%, 03/15/2054 (f)(k)		99,123,000		4,021,519
2021-B24, 1.269%, 03/15/2054 (f)(k)		66,591,114		4,130,547
2021-B24, 2.256%, 03/15/2054		5,400,000		4,634,462
2021-B25, 0.779%, 04/15/2054 (f)(k)		93,350,000		4,212,092
2021-B25, 1.221%, 04/15/2054 (f)(k)		79,271,048		5,048,369
2021-B26, 1.481%, 06/15/2054 (a)(f)(k)		10,836,000		947,758
2021-B26, 2.000%, 06/15/2054 (a)		2,250,000		1,305,858
2021-B26, 2.688%, 06/15/2054 (f)		6,000,000		4,423,764
2021-B27, 1.383%, 07/15/2054 (f)(k)		100,575,629		7,212,701
2021-B27, 1.604%, 07/15/2054 (a)(f)(k)		21,507,000		2,062,336
2021-B27, 2.000%, 07/15/2054 (a)		5,000,000		2,926,824
2021-B27, 2.355%, 07/15/2054		6,000,000		4,406,816
2021-B27, 2.703%, 07/15/2054		2,000,000		1,429,523
2021-B28, 1.067%, 08/15/2054 (f)(k)		32,491,000		2,064,829
2021-B28, 1.396%, 08/15/2054 (f)(k)		86,131,938		6,177,856
2021-B28, 1.980%, 08/15/2054		10,000,000		8,340,653
2021-B29, 1.417%, 09/15/2054 (a)(f)(k)		27,615,000		2,288,648
2021-B29, 2.000%, 09/15/2054 (a)		8,953,000		4,681,695
2021-B30, 0.594%, 11/15/2054 (a)(f)(k)		83,683,000		3,275,654
2021-B30, 1.410%, 11/15/2054 (a)(f)(k)		18,582,000		1,550,653
2021-B30, 2.000%, 11/15/2054 (a)		2,250,000		1,172,924
2021-B30, 2.000%, 11/15/2054 (a)		1,500,000		859,742
2021-B30, 2.431%, 11/15/2054		5,250,000		4,494,790
2021-B30, 2.990%, 11/15/2054 (f)		7,250,000		5,056,425
2021-B31, 0.541%, 12/15/2054 (a)(f)(k)		124,409,000		4,055,659
2021-B31, 0.886%, 12/15/2054 (f)(k)		143,664,278		7,012,296
2021-B31, 1.256%, 12/15/2054 (a)(f)(k)		31,991,000		2,422,026
2021-B31, 2.250%, 12/15/2054 (a)		3,000,000		1,701,388
2021-B31, 2.615%, 12/15/2054		10,000,000		8,675,129
2022-B32, 1.639%, 01/15/2055 (a)(f)(k)		39,202,000		3,747,731
2022-B32, 2.000%, 01/15/2055 (a)		5,000,000		2,659,284
2022-B32, 3.528%, 01/15/2055 (f)		10,000,000		8,161,540
2022-B33, 1.736%, 03/15/2055 (a)(f)(k)		21,919,000		2,294,518
2019-B13, 0.536%, 08/15/2057 (a)(f)(k)		82,774,000		1,827,460
2019-B13, 1.637%, 08/15/2057 (a)(f)(k)		12,071,000		944,268
BMO Mortgage Trust
2022-C1, 1.892%, 02/15/2055 (a)(f)(k)		30,550,000		3,585,928
California Housing Finance Agency
0.797%, 11/20/2035 (h)(k)		28,294,324		1,598,629
2021-3, 0.788%, 08/20/2036 (f)(k)		25,903,985		1,595,168
Cantor Commercial Real Estate Lending
2019-CF2, 0.748%, 11/15/2052 (f)(k)		134,736,000		4,638,556
CCUBS Commercial Mortgage Trust
2017-C1, 0.426%, 11/15/2050 (f)(k)		40,062,667		545,990
CD Mortgage Trust
2017-CD3, 0.714%, 02/10/2050 (f)(k)		61,857,000		1,316,076
2018-CD7, 4.213%, 08/15/2051		3,236,000		3,113,272
CGMS Commercial Mortgage Trust
2017-B1, 0.296%, 08/15/2050 (f)(k)		38,016,000		317,658
Citigroup Commercial Mortgage Trust
2013-GC17, 5.252%, 11/10/2046 (f)		5,000,000		4,743,775
2014-GC19, 4.805%, 03/11/2047 (f)		3,030,000		2,950,270
2014-GC19, 5.258%, 03/11/2047 (f)		2,882,579		2,785,658
2016-C1, 4.117%, 05/10/2049		3,000,000		2,685,067
2016-C1, 5.107%, 05/10/2049 (f)		8,348,000		7,462,350
2016-P6, 4.302%, 12/10/2049 (f)		6,835,000		6,037,275
2017-P7, 0.754%, 04/14/2050 (f)(k)		45,124,000		1,025,935
2017-P8, 4.192%, 09/15/2050		4,160,000		3,682,479
2017-P8, 4.405%, 09/15/2050 (f)		5,000,000		4,310,389
2017-C4, 0.371%, 10/12/2050 (f)(k)		42,746,500		515,595
2017-C4, 1.187%, 10/12/2050 (f)(k)		28,933,729		1,026,994
2018-B2, 0.545%, 03/10/2051 (f)(k)		49,202,000		894,635
2018-C5, 0.493%, 06/10/2051 (a)(f)(k)		28,400,000		503,347
2018-C6, 4.343%, 11/10/2051		5,000,000		4,836,453
2020-GC46, 0.438%, 02/15/2053 (a)(f)(k)		92,457,000		1,966,098
2020-GC46, 1.102%, 02/15/2053 (f)(k)		89,321,570		4,502,316
2019-GC41, 1.169%, 08/10/2056 (f)(k)		52,787,945		2,484,380
2019-GC41, 3.018%, 08/10/2056		10,339,000		8,685,382
2019-C7, 0.411%, 12/15/2072 (a)(f)(k)		50,711,000		895,090
2019-C7, 0.995%, 12/15/2072 (f)(k)		75,965,774		3,413,887
2019-C7, 1.328%, 12/15/2072 (a)(f)(k)		39,933,000		2,611,674
2019-C7, 3.667%, 12/15/2072 (f)		10,000,000		8,358,343
COMM Mortgage Trust
2014-CR18, 4.456%, 07/15/2047 (f)		4,550,700		4,323,257
2013-CR11, 1.064%, 08/10/2050 (f)(k)		48,793,580		189,661
2019-GC44, 1.142%, 08/15/2057 (a)(f)(k)		19,460,000		1,108,517
CSAIL Commercial Mortgage Trust
2016-C5, 1.000%, 11/15/2048 (a)(f)(k)		46,821,000		1,111,034
2015-C1, 0.500%, 04/15/2050 (a)(f)(k)		62,192,000		529,366
2017-C8, 0.447%, 06/15/2050 (f)(k)		74,773,000		1,010,991
2019-C17, 1.496%, 09/15/2052 (f)(k)		84,842,606		5,235,085
2019-C18, 1.191%, 12/15/2052 (f)(k)		90,821,556		4,278,858
2019-C18, 4.088%, 12/15/2052 (f)		3,216,000		2,564,332
Freddie Mac Multifamily Structured Credit Risk
2021-MN3, 7.521% (SOFR30A + 4.000%), 11/25/2051 (a)(b)		7,000,000		6,216,953
FREMF Mortgage Trust
2019-KF62, 5.855% (1 Month LIBOR USD + 2.050%), 04/25/2026 (a)(b)		1,500,847		1,472,556
2018-KF48, 5.855% (1 Month LIBOR USD + 2.050%), 06/25/2028 (a)(b)		4,516,885		4,353,977
2018-KF50, 5.705% (1 Month LIBOR USD + 1.900%), 07/25/2028 (a)(b)		2,452,343		2,418,912
GS Mortgage Securities Corp. II
2012-BWTR, 3.255%, 11/05/2034 (a)(e)		6,608,000		5,721,761
2018-GS10, 1.555%, 07/10/2051 (a)(f)(k)		24,049,000		1,620,968
GS Mortgage Securities Trust
2015-GC32, 4.548%, 07/10/2048 (f)		5,853,000		5,479,885
2016-GS3, 3.395%, 10/10/2049 (f)		10,417,000		8,884,879
2015-GC30, 4.161%, 05/10/2050 (f)		2,960,000		2,733,252
2017-GS8, 0.527%, 11/10/2050 (f)(k)		44,642,000		756,302
2019-GC38, 1.994%, 02/10/2052 (a)(f)(k)		20,916,000		1,924,021
2019-GC39, 0.789%, 05/10/2052 (f)(k)		69,588,000		2,428,788
2019-GC39, 1.776%, 05/10/2052 (a)(f)(k)		8,215,000		674,654
2019-GSA1, 0.947%, 11/10/2052 (f)(k)		70,642,670		3,024,340
2020-GSA2, 1.053%, 12/12/2053 (a)(f)(k)		73,324,000		4,390,304
JP Morgan Chase Commercial Mortgage Securities Trust
2015-JP1, 4.883%, 01/15/2049 (f)		7,485,000		6,772,985
2007-CB20, 0.000%, 02/12/2051 (a)(e)(f)(h)(k)		190,982		-
JPMBB Commercial Mortgage Securities Trust
2015-C30, 4.372%, 07/15/2048 (f)		3,085,000		2,836,904
2015-C32, 0.500%, 11/15/2048 (a)(f)(k)		23,066,000		263,827
JPMCC Commercial Mortgage Securities Trust
2017-JP6, 0.705%, 07/15/2050 (f)(k)		68,830,000		1,745,928
JPMDB Commercial Mortgage Securities Trust
2016-C4, 3.638%, 12/15/2049 (f)		5,500,000		4,718,578
Morgan Stanley Bank of America Merrill Lynch Trust
2013-C12, 4.482%, 10/15/2046 (f)		5,000,000		4,896,776
2015-C27, 4.649%, 12/15/2047 (f)		3,000,000		2,800,597
2016-C31, 1.408%, 11/15/2049 (a)(f)(k)		21,212,500		835,486
2015-C23, 4.281%, 07/15/2050 (f)		3,845,000		3,554,157
2017-C34, 2.700%, 11/15/2052 (a)		4,953,000		3,284,020
2017-C34, 4.111%, 11/15/2052 (f)		5,054,000		4,432,754
Morgan Stanley Capital I Trust
2016-BNK2, 0.658%, 11/15/2049 (f)(k)		58,680,000		1,075,158
2017-H1, 2.309%, 06/15/2050 (a)(f)(k)		8,725,000		674,875
2017-H1, 4.281%, 06/15/2050 (f)		5,380,000		4,636,649
2018-H3, 0.533%, 07/15/2051 (f)(k)		135,712,000		2,463,539
2018-H3, 2.025%, 07/15/2051 (a)(f)(k)		15,363,500		1,229,876
2018-H3, 4.120%, 07/15/2051		5,000,000		4,808,155
2019-L2, 0.787%, 03/15/2052 (f)(k)		127,093,000		4,299,442
2019-H7, 0.806%, 07/15/2052 (f)(k)		130,723,000		4,704,289
2019-H7, 3.000%, 07/15/2052 (a)		2,402,000		1,683,944
2019-H7, 4.128%, 07/15/2052		9,593,000		7,671,985
2021-L5, 0.837%, 05/15/2054 (f)(k)		70,387,500		3,418,496
2021-L5, 2.500%, 05/15/2054 (a)		3,500,000		1,985,534
2021-L5, 3.102%, 05/15/2054		6,627,000		5,035,595
2021-L6, 2.250%, 06/15/2054 (f)		11,900,000		10,035,315
2021-L6, 2.951%, 06/15/2054 (f)		7,500,000		5,687,927
2021-L7, 0.526%, 10/15/2054 (f)(k)		143,080,000		4,377,776
2021-L7, 2.336%, 10/15/2054		15,100,000		12,720,462
UBS Commercial Mortgage Trust
2017-C1, 1.105%, 06/15/2050 (f)(k)		13,000,000		473,950
2017-C7, 0.510%, 12/15/2050 (f)(k)		170,396,000		2,920,536
2017-C6, 0.606%, 12/15/2050 (f)(k)		63,420,500		1,524,585
2018-C12, 0.340%, 08/15/2051 (f)(k)		139,858,000		2,388,159
2018-C12, 0.946%, 08/15/2051 (f)(k)		45,779,790		1,595,856
2018-C13, 0.376%, 10/15/2051 (f)(k)		128,678,000		2,304,095
2018-C13, 2.138%, 10/15/2051 (a)(f)(k)		16,442,000		1,552,699
2018-C13, 4.241%, 10/15/2051		3,274,000		3,144,201
2018-C14, 0.427%, 12/15/2051 (f)(k)		114,392,000		2,037,150
2019-C17, 0.993%, 10/15/2052 (f)(k)		128,213,000		6,108,375
2019-C18, 2.987%, 12/15/2052		4,500,000		4,081,959
2019-C18, 3.378%, 12/15/2052 (f)		9,000,000		7,650,526
Washington State Housing Finance Commission
0.726%, 12/20/2035		20,791,426		1,075,748
Wells Fargo Commercial Mortgage Trust
2015-NXS1, 3.658%, 05/15/2048 (f)		1,320,000		1,217,652
2015-C28, 4.219%, 05/15/2048 (f)		10,000,000		8,936,173
2015-C28, 4.219%, 05/15/2048 (f)		4,376,000		3,753,934
2016-LC24, 1.125%, 10/15/2049 (f)(k)		66,264,075		2,100,922
2016-C37, 3.337%, 12/15/2049 (a)(f)		3,350,000		2,545,406
2016-C37, 4.637%, 12/15/2049 (f)		7,213,000		6,380,378
2017-RB1, 0.881%, 03/15/2050 (f)(k)		69,254,209		1,895,675
2017-C42, 0.465%, 12/15/2050 (f)(k)		116,750,000		1,855,706
2018-C48, 0.376%, 01/15/2052 (f)(k)		138,642,000		2,102,035
2018-C48, 4.245%, 01/15/2052		7,000,000		6,744,275
2019-C49, 0.773%, 03/15/2052 (f)(k)		125,812,000		4,172,568
2019-C49, 3.933%, 03/15/2052		5,000,000		4,773,798
2019-C49, 4.546%, 03/15/2052		4,647,000		4,109,563
2019-C50, 1.055%, 05/15/2052 (f)(k)		36,427,311		1,708,955
2019-C51, 0.824%, 06/15/2052 (f)(k)		130,394,000		4,644,034
2019-C52, 1.256%, 08/15/2052 (f)(k)		113,763,146		6,679,398
2019-C52, 1.750%, 08/15/2052 (f)(k)		57,584,987		4,157,809
2019-C53, 0.581%, 10/15/2052 (f)(k)		105,325,000		2,964,362
2019-C53, 3.514%, 10/15/2052 (f)		5,200,000		4,160,854
2020-C55, 0.946%, 02/15/2053 (f)(k)		58,030,370		2,693,439
2020-C56, 0.371%, 06/15/2053 (f)(k)		127,035,000		2,299,384
2020-C56, 2.422%, 06/15/2053		2,250,000		1,985,339
2020-C58, 1.252%, 07/15/2053 (f)(k)		109,974,000		7,622,870
2020-C57, 0.812%, 08/15/2053 (f)(k)		74,972,000		3,338,571
2020-C57, 1.914%, 08/15/2053		7,250,000		6,226,871
2021-C59, 1.039%, 04/15/2054 (f)(k)		65,782,000		3,831,492
2021-C59, 1.582%, 04/15/2054 (a)(f)(k)		40,274,000		3,575,626
2021-C59, 3.284%, 04/15/2054		7,648,000		5,627,986
2021-C60, 1.225%, 08/15/2054 (f)(k)		40,551,000		3,047,546
2021-C60, 1.672%, 08/15/2054 (f)(k)		41,295,410		3,705,239
2021-C60, 2.730%, 08/15/2054		6,814,678		5,069,996
2021-C60, 2.738%, 08/15/2054		3,000,000		2,088,700
2021-C61, 1.520%, 11/15/2054 (a)(f)(k)		9,132,000		828,397
2021-C61, 2.525%, 11/15/2054		15,000,000		12,765,670
2021-C61, 3.113%, 11/15/2054		4,221,000		3,243,417
2015-C30, 4.400%, 09/15/2058 (f)		5,800,000		5,360,345
2018-C47, 0.279%, 09/15/2061 (f)(k)		164,144,000		1,534,960
2018-C47, 4.673%, 09/15/2061 (f)		8,000,000		7,466,184
WFRBS Commercial Mortgage Trust
2013-UBS1, 5.192%, 03/15/2046 (f)		7,500,000		7,313,305
TOTAL NON-AGENCY COMMERCIAL MORTGAGE BACKED SECURITIES (Cost $1,145,280,986)				910,194,659
AGENCY COMMERCIAL MORTGAGE BACKED SECURITIES - 8.48%
California Housing Finance Agency
2021-2, 0.844%, 03/25/2035 (f)(k)		32,041,799		1,827,344
Freddie Mac Multiclass Certificates Series
2021-RR17, 2.038%, 08/27/2027 (f)(k)		70,015,000		5,013,823
2020-RR09, 2.676%, 08/27/2029 (f)(k)		42,360,000		5,165,950
Freddie Mac Multifamily ML Certificates
2020-ML07, 2.015%, 10/25/2036 (a)(f)(k)		24,990,823		4,042,016
2019-ML06, 1.132%, 06/25/2037 (f)(k)		10,757,430		951,280
2021-ML08, 1.869%, 07/25/2037 (f)(k)		33,098,216		4,990,218
2021-ML10, 2.126%, 01/25/2038 (f)(k)		14,288,932		2,512,137
2021-ML11, 0.771%, 03/25/2038 (a)(f)(k)		34,315,424		2,013,972
2021-ML10, 1.578%, 06/25/2038 (f)(k)		15,165,540		1,961,359
2021-ML09, 1.552%, 02/25/2040 (a)(f)(k)		44,046,100		5,854,608
2021-ML12, 1.300%, 07/25/2041 (f)(k)		18,122,650		1,735,062
Freddie Mac Multifamily Structured Pass Through Certificates
K723, 1.036%, 08/25/2023 (f)(k)		62,330,514		258,971
K723, 0.963%, 09/25/2023 (f)(k)		61,645,000		336,995
K728, 0.504%, 08/25/2024 (f)(k)		57,172,915		369,789
K729, 0.466%, 10/25/2024 (f)(k)		46,812,190		225,766
K042, 1.154%, 12/25/2024 (f)(k)		112,835,240		1,839,756
K046, 0.462%, 03/25/2025 (f)(k)		433,143,186		3,001,206
K049, 0.694%, 07/25/2025 (f)(k)		89,465,874		1,085,928
K734, 0.785%, 02/25/2026 (f)(k)		64,230,131		1,049,193
K735, 1.094%, 05/25/2026 (f)(k)		58,696,515		1,563,247
K735, 1.501%, 05/25/2026 (f)(k)		70,547,000		2,887,122
K737, 1.121%, 10/25/2026 (f)(k)		20,050,000		681,133
K061, 0.183%, 11/25/2026 (f)(k)		72,512,000		255,641
K062, 0.305%, 12/25/2026 (f)(k)		79,423,000		615,616
K063, 0.416%, 01/25/2027 (f)(k)		368,730,952		3,536,941
K064, 0.738%, 03/25/2027 (f)(k)		123,937,232		2,685,137
K738, 1.482%, 03/25/2027 (f)(k)		24,099,000		1,207,820
K065, 0.693%, 05/25/2027 (f)(k)		57,193,000		1,266,030
K066, 0.888%, 06/25/2027 (f)(k)		31,300,377		857,139
KW03, 0.972%, 06/25/2027 (f)(k)		14,979,217		386,446
K067, 0.710%, 07/25/2027 (f)(k)		40,049,636		883,595
K068, 0.557%, 08/25/2027 (f)(k)		102,181,774		1,738,664
K069, 0.477%, 09/25/2027 (f)(k)		28,780,419		424,744
K739, 1.666%, 09/25/2027 (f)(k)		32,621,072		2,041,613
K072, 0.494%, 12/25/2027 (f)(k)		60,419,444		944,283
K073, 0.336%, 01/25/2028 (f)(k)		54,203,000		593,230
K073, 0.436%, 01/25/2028 (f)(k)		155,346,537		2,224,718
K742, 1.016%, 04/25/2028 (f)(k)		89,849,000		3,866,786
K743, 1.391%, 05/25/2028 (f)(k)		99,488,000		6,003,464
KW06, 0.247%, 06/25/2028 (f)(k)		574,282,158		3,903,453
K080, 0.265%, 07/25/2028 (f)(k)		427,696,869		3,300,195
K081, 0.217%, 08/25/2028 (f)(k)		153,845,029		848,271
K084, 0.333%, 10/25/2028 (f)(k)		337,061,875		4,031,294
K747, 0.486%, 12/25/2028 (f)(k)		160,000,000		3,354,640
K089, 0.600%, 01/25/2029 (f)(k)		53,965,000		1,392,070
K748, 0.638%, 01/25/2029 (f)(k)		175,000,000		5,180,718
K091, 0.635%, 03/25/2029 (f)(k)		53,659,000		1,481,638
K090, 0.771%, 03/25/2029 (f)(k)		50,517,000		1,746,241
KW09, 0.942%, 05/25/2029 (f)(k)		63,012,321		2,438,665
K093, 1.093%, 05/25/2029 (f)(k)		54,380,166		2,637,808
K094, 1.015%, 06/25/2029 (f)(k)		195,335,070		8,952,226
K097, 1.220%, 07/25/2029 (f)		72,736,824		4,213,892
KG02, 1.148%, 08/25/2029 (f)(k)		31,981,124		1,641,697
K098, 1.268%, 08/25/2029 (f)(k)		61,860,579		3,748,695
K098, 1.517%, 08/25/2029 (f)(k)		24,691,000		1,902,244
K099, 1.003%, 09/25/2029 (f)(k)		210,301,858		10,004,522
K100, 1.035%, 09/25/2029 (f)(k)		62,086,000		3,273,186
K102, 0.945%, 10/25/2029 (f)(k)		165,346,317		7,479,341
K101, 1.206%, 10/25/2029 (f)(k)		65,686,000		4,102,557
K103, 0.758%, 11/25/2029 (f)(k)		125,198,162		4,496,166
K105, 1.889%, 01/25/2030 (f)(k)		64,122,000		6,573,210
K107, 1.666%, 02/25/2030 (f)(k)		118,898,000		10,631,455
K108, 1.780%, 03/25/2030 (f)(k)		70,601,000		6,944,773
K108, 1.810%, 03/25/2030 (f)(k)		16,043,362		1,535,308
K110, 1.814%, 04/25/2030 (f)(k)		29,892,062		2,775,711
K112, 1.537%, 05/25/2030 (f)(k)		96,355,290		7,970,770
K111, 1.681%, 05/25/2030 (f)(k)		108,791,826		9,759,475
K112, 1.768%, 05/25/2030 (f)(k)		44,272,000		4,436,209
K114, 1.211%, 06/25/2030 (f)(k)		136,240,592		8,927,737
K115, 1.428%, 06/25/2030 (f)(k)		54,084,506		4,170,245
K114, 1.436%, 06/25/2030 (f)(k)		54,977,000		4,519,725
KG03, 1.482%, 06/25/2030 (f)(k)		15,564,905		1,219,103
K113, 1.483%, 06/25/2030 (f)(k)		91,306,542		7,347,264
K115, 1.649%, 07/25/2030 (f)(k)		40,865,759		3,865,545
K116, 1.704%, 08/25/2030 (f)(k)		23,000,000		2,289,167
K118, 1.052%, 09/25/2030 (f)(k)		120,631,448		6,866,149
K118, 1.263%, 09/25/2030 (f)(k)		35,916,184		2,629,607
K121, 1.120%, 10/25/2030 (f)(k)		48,858,731		2,930,122
K119, 1.229%, 10/25/2030 (f)(k)		51,000,000		3,639,987
KG04, 0.939%, 11/25/2030 (f)(k)		111,060,759		5,676,082
K122, 0.973%, 11/25/2030 (f)(k)		111,859,895		5,911,896
K122, 1.172%, 11/25/2030 (f)(k)		35,211,000		2,432,717
K121, 1.290%, 11/25/2030 (f)(k)		49,550,000		3,752,669
K123, 1.068%, 12/25/2030 (f)(k)		108,000,000		6,782,767
K125, 0.675%, 01/25/2031 (f)(k)		179,796,362		6,442,823
K125, 0.873%, 01/25/2031 (f)(k)		103,992,000		5,290,988
K124, 1.027%, 01/25/2031 (f)(k)		89,626,000		5,446,644
K1502, 1.101%, 01/25/2031 (f)(k)		29,645,512		1,633,346
K127, 0.594%, 02/25/2031 (f)(k)		186,332,000		6,242,439
K128, 0.613%, 03/25/2031 (f)(k)		153,984,188		5,037,685
K128, 0.829%, 03/25/2031 (f)(k)		37,700,000		1,850,003
K129, 1.160%, 05/25/2031 (f)(k)		70,301,999		4,474,272
K129, 1.334%, 05/25/2031 (f)(k)		31,700,000		2,562,875
K130, 1.144%, 06/25/2031 (f)(k)		122,726,448		8,279,838
K131, 0.830%, 07/25/2031 (f)(k)		135,613,147		6,634,548
K130, 1.321%, 07/25/2031 (f)(k)		43,372,188		3,609,824
K138, 0.794%, 01/25/2032 (f)(k)		195,000,000		9,908,828
K141, 0.407%, 02/25/2032 (f)(k)		162,760,277		3,867,184
K141, 0.426%, 02/25/2032 (f)(k)		195,000,000		4,921,664
K-149, 0.403%, 08/25/2032 (f)(k)		83,325,171		1,963,983
K155, 0.259%, 04/25/2033 (f)(k)		244,797,691		2,941,269
K1511, 0.928%, 03/25/2034 (f)(k)		131,829,489		7,687,333
K1512, 1.053%, 04/25/2034 (f)(k)		47,482,085		3,198,051
K1513, 0.994%, 08/25/2034 (f)(k)		75,903,031		4,887,131
K1514, 0.700%, 10/25/2034 (f)(k)		80,398,225		3,859,115
K1515, 1.637%, 02/25/2035 (f)(k)		78,649,636		9,468,693
K1516, 1.629%, 05/25/2035 (f)(k)		41,747,551		5,055,570
K1517, 1.436%, 07/25/2035 (f)(k)		80,254,380		8,560,012
K1521, 1.095%, 08/25/2036 (f)(k)		95,883,247		8,086,783
K097, 1.480%, 09/25/2051 (f)(k)		66,115,000		4,931,954
TOTAL AGENCY COMMERCIAL MORTGAGE BACKED SECURITIES (Cost $463,223,774)				419,458,809
MUNICIPAL BONDS - 22.80%
Alabama - 0.01%
Baldwin County Public Building Authority
2.000%, 03/01/2046		1,070,000		664,837
Alaska - 0.18%
Alaska Municipal Bond Bank Authority
2.122%, 12/01/2031		7,710,000		6,255,422
Municipality of Anchorage, AK
1.896%, 09/01/2028		1,685,000		1,444,824
1.896%, 09/01/2028		1,525,000		1,308,558
				9,008,804
Arizona - 0.24%
City of Tucson, AZ
2.232%, 07/01/2034		11,605,000		8,748,874
Glendale Municipal Property Corp.
6.157%, 07/01/2033		3,050,000		3,296,291
				12,045,165
California - 5.68%
Alvord Unified School District
0.000%, 08/01/2046 (h)		1,975,000		2,087,337
California Earthquake Authority
5.603%, 07/01/2027		5,000,000		5,032,387
California State University
2.534%, 11/01/2033		4,265,000		3,396,626
California Statewide Communities Development Authority
6.076%, 06/01/2034		10,000,000		10,253,133
Chaffey Joint Union High School District
3.143%, 08/01/2043		3,790,000		2,793,819
City of Chula Vista, CA
1.728%, 06/01/2030		2,235,000		1,758,423
1.828%, 06/01/2031		2,000,000		1,531,351
City of Corona, CA
1.863%, 05/01/2028		4,515,000		3,850,484
City of Huntington Beach, CA
2.453%, 06/15/2031		4,000,000		3,205,632
City of Industry, CA
4.000%, 01/01/2028		2,885,000		2,824,214
City of Los Angeles Department of Airports
1.876%, 05/15/2030		2,000,000		1,613,042
6.582%, 05/15/2039		5,085,000		5,633,093
City of Montebello, CA
3.393%, 06/01/2032		2,825,000		2,390,281
City of Ontario, CA
3.779%, 06/01/2038		3,000,000		2,616,945
City of Orange, CA
2.220%, 06/01/2030		7,500,000		6,323,860
2.270%, 06/01/2031		12,370,000		10,209,458
City of Sacramento, CA Transient Occupancy Tax Revenue
3.858%, 06/01/2025		3,320,000		3,251,864
City of San Francisco, CA Public Utilities Commission Water Revenue
2.845%, 11/01/2041		2,000,000		1,461,159
City of Santa Ana, CA
1.665%, 08/01/2028		5,500,000		4,573,345
1.869%, 08/01/2029		4,430,000		3,609,127
2.089%, 08/01/2030		1,980,000		1,587,644
City of South Lake Tahoe, CA
4.000%, 06/01/2027		1,600,000		1,550,269
City of Union City, CA
0.000%, 07/01/2025 (h)		2,105,000		1,858,796
City of Whittier, CA
1.566%, 06/01/2028		1,085,000		906,631
1.724%, 06/01/2029		1,685,000		1,374,929
Coachella Valley Unified School District, CA
0.000%, 08/01/2034 (h)		1,100,000		695,601
Coast Community College District
2.957%, 08/01/2038		15,000,000		11,419,230
County of San Diego, CA
6.029%, 08/15/2026		590,000		601,712
County of Santa Cruz, CA
1.444%, 06/01/2028		3,385,000		2,886,770
1.661%, 06/01/2029		2,965,000		2,484,027
1.811%, 06/01/2030		3,900,000		3,203,965
East Side Union High School District
5.320%, 04/01/2036		6,765,000		6,756,726
Fullerton Public Financing Authority
7.750%, 05/01/2031		1,265,000		1,409,436
Gateway Unified School District, CA
0.000%, 08/01/2033 (h)		2,315,000		1,531,605
0.000%, 08/01/2035 (h)		2,315,000		1,384,176
0.000%, 08/01/2036 (h)		2,315,000		1,313,239
Golden State Tobacco Securitization Corp.
2.787%, 06/01/2031		15,930,000		12,879,056
3.000%, 06/01/2046		12,145,000		11,242,967
Hercules Redevelopment Agency Successor Agency
4.913%, 08/01/2033		5,460,000		5,343,723
Inland Empire Tobacco Securitization Corp.
3.678%, 06/01/2038		14,415,000		13,501,803
Northern California Power Agency
5.679%, 06/01/2035		9,765,000		10,203,405
Norwalk-La Mirada Unified School District
0.000%, 08/01/2038 (h)		4,400,000		2,205,452
Pasadena Unified School District
2.881%, 05/01/2037		6,030,000		4,798,395
Peralta Community College District
0.000%, 08/05/2031 (h)		12,350,000		10,737,609
Placentia-Yorba Linda Unified School District
0.000%, 08/01/2035 (h)		7,600,000		4,658,413
San Diego Unified School District
0.000%, 07/01/2036 (h)		7,895,000		4,730,161
San Francisco City & County Redevelopment Agency Successor Agency
2.743%, 08/01/2032		5,000,000		4,122,949
San Francisco City & County Redevelopment Financing Authority
0.000%, 08/01/2036 (h)		5,240,000		2,567,560
5.750%, 08/01/2037		19,400,000		20,313,643
8.406%, 08/01/2039		4,820,000		6,093,532
Santa Ana Unified School District
0.000%, 08/01/2037 (h)		3,955,000		2,127,697
State of California
7.550%, 04/01/2039		28,000,000		36,054,715
West Contra Costa Unified School District
0.000%, 08/01/2036 (h)		5,000,000		2,925,086
West Sonoma County Union High School District
0.000%, 08/01/2037 (h)		1,840,000		995,578
William S. Hart Union High School District
0.000%, 08/01/2036 (h)		1,050,000		629,269
Yosemite Community College District
0.000%, 08/01/2038 (h)		6,110,000		3,123,232
Yuba Community College District
0.000%, 08/01/2038 (h)		5,055,000		2,644,087
				281,278,668
Colorado - 0.42%
Board of Governors of Colorado State University System
2.644%, 03/01/2034		6,275,000		5,012,476
City of Fruita, CO Healthcare Revenue
5.000%, 01/01/2028		2,650,000		2,526,099
Colorado Health Facilities Authority
3.696%, 11/01/2039		4,825,000		3,962,895
3.796%, 11/01/2044		11,815,000		9,364,226
				20,865,696
Connecticut - 0.23%
State of Connecticut
3.000%, 01/15/2037		7,075,000		6,230,051
Town of West Hartford, CT
2.764%, 07/01/2041		7,025,000		5,167,143
				11,397,194
District of Columbia - 0.27%
Metropolitan Washington Airports Authority Dulles Toll Road Revenue
8.000%, 10/01/2047		10,310,000		13,505,492
Florida - 1.43%
City of Gainesville, FL
0.000%, 10/01/2027 (h)		4,610,000		3,567,601
0.000%, 10/01/2028 (h)		1,400,000		1,023,824
County of Miami-Dade Seaport Department
2.162%, 10/01/2032		4,000,000		3,077,494
County of Miami-Dade, FL Seaport Department
1.962%, 10/01/2031		4,235,000		3,334,431
2.012%, 10/01/2031		6,940,000		5,424,734
County of Miami-Dade, FL Transit System
1.650%, 07/01/2030		6,095,000		4,864,423
Florida Development Finance Corp.
7.375%, 01/01/2049 (a)		7,000,000		6,242,055
JEA Water & Sewer System Revenue
3.000%, 10/01/2041		5,045,000		4,205,446
Reedy Creek Improvement District
2.497%, 06/01/2034		4,500,000		3,300,708
2.547%, 06/01/2035		4,500,000		3,226,474
2.731%, 06/01/2038		18,500,000		12,866,295
State Board of Administration Finance Corp.
2.154%, 07/01/2030		15,537,000		12,554,620
Tampa-Hillsborough County Expressway Authority
1.892%, 07/01/2029		4,750,000		3,875,612
1.942%, 07/01/2030		4,305,000		3,419,851
				70,983,568
Georgia - 0.24%
Municipal Electric Authority of Georgia
2.497%, 01/01/2031		10,355,000		8,306,075
Valdosta & Lowndes County Hospital Authority
2.604%, 10/01/2030		2,000,000		1,669,445
3.000%, 10/01/2029		2,000,000		1,752,401
				11,727,921
Hawaii - 0.04%
State of Hawaii
2.532%, 10/01/2036		2,500,000		1,883,791
Illinois - 0.35%
Chicago O'Hare International Airport
2.446%, 01/01/2031		8,500,000		6,985,625
Illinois Finance Authority
3.510%, 05/15/2041		7,000,000		4,784,664
Metropolitan Pier & Exposition Authority
0.000%, 12/15/2036 (h)		5,000,000		2,600,641
State of Illinois
5.750%, 01/01/2037		3,000,000		3,007,631
				17,378,561
Indiana - 0.20%
Indiana Finance Authority
4.807%, 07/15/2035		3,000,000		2,882,426
Indianapolis Local Public Improvement Bond Bank
2.473%, 01/01/2040		9,500,000		6,861,924
				9,744,350
Kansas - 0.04%
Kansas Development Finance Authority
4.927%, 04/15/2045		2,005,000		1,903,154
Kentucky - 0.21%
County of Warren, KY
3.921%, 12/01/2031		825,000		770,318
4.397%, 12/01/2038		1,540,000		1,411,483
Kentucky State Property & Building Commission
2.123%, 09/01/2030		2,755,000		2,198,314
2.223%, 09/01/2031		3,350,000		2,609,959
Louisville and Jefferson County Metropolitan Sewer District
2.250%, 05/15/2044		4,880,000		3,356,118
				10,346,192
Louisiana - 0.73%
City of New Orleans LA Water System Revenue
2.889%, 12/01/2041		2,530,000		1,724,521
City of New Orleans, LA
2.220%, 09/01/2029		6,400,000		5,408,561
City of New Orleans, LA Sewerage Service Revenue
1.791%, 06/01/2030		1,000,000		790,723
1.891%, 06/01/2031		1,575,000		1,215,293
City of New Orleans, LA Water System Revenue
1.691%, 12/01/2029		1,800,000		1,436,751
1.841%, 12/01/2030		3,120,000		2,436,127
1.941%, 12/01/2031		1,635,000		1,247,317
East Baton Rouge Sewerage Commission
2.437%, 02/01/2039		2,500,000		1,665,243
State of Louisiana
1.792%, 06/15/2033		1,900,000		1,362,878
State of Louisiana Gasoline & Fuels Tax Revenue
2.230%, 05/01/2036		8,000,000		5,860,076
2.530%, 05/01/2041		10,445,000		7,342,564
2.830%, 05/01/2043		8,135,000		5,651,693
				36,141,747
Maine - 0.20%
Maine Health & Higher Educational Facilities Authority
3.118%, 07/01/2043		14,250,000		9,788,852
Maryland - 0.14%
Maryland Stadium Authority
2.805%, 05/01/2040		7,000,000		5,177,941
State of Maryland Department of Transportation
1.686%, 08/01/2030		2,110,000		1,652,590
				6,830,531
Massachusetts - 0.19%
City of Worcester, MA
6.250%, 01/01/2028		2,875,000		2,984,512
Commonwealth of Massachusetts
2.375%, 09/01/2043		3,250,000		2,374,324
Commonwealth of Massachusetts Transportation Fund Revenue
5.631%, 06/01/2030		1,050,000		1,091,945
Massachusetts Educational Financing Authority
3.455%, 07/01/2028		2,000,000		1,814,767
3.831%, 07/01/2024		450,000		442,986
Massachusetts State College Building Authority
5.932%, 05/01/2040		550,000		571,897
				9,280,431
Michigan - 1.06%
City of Detroit, MI
4.000%, 04/01/2044		8,700,000		6,405,451
Detroit City School District
7.747%, 05/01/2039		10,425,000		12,289,505
Great Lakes Water Authority Sewage Disposal System Revenue
2.615%, 07/01/2036		1,000,000		749,322
3.056%, 07/01/2039		13,975,000		10,635,586
Michigan Finance Authority
3.084%, 12/01/2034		5,095,000		4,279,584
3.267%, 06/01/2039		19,000,000		15,535,432
3.610%, 11/01/2032		3,000,000		2,674,420
				52,569,300
Minnesota - 0.42%
Western Minnesota Municipal Power Agency
3.156%, 01/01/2039		17,500,000		13,878,055
White Bear Lake Independent School District No. 624
3.000%, 02/01/2044		8,330,000		6,758,592
				20,636,647
Mississippi - 0.11%
Mississippi Development Bank
5.460%, 10/01/2036		5,260,000		5,427,475
Missouri - 0.14%
Kansas City Land Clearance Redevelopment Authority
6.400%, 10/15/2040 (a)		7,950,000		7,091,613
Nebraska - 0.04%
District Energy Corp.
2.390%, 07/01/2036		2,830,000		2,168,495
Nevada - 0.29%
City of North Las Vegas, NV
6.572%, 06/01/2040		12,655,000		14,328,414
New Hampshire - 0.07%
New Hampshire Business Finance Authority
3.278%, 10/01/2037		4,895,000		3,323,147
New Jersey - 1.44%
City of Newark, NJ
4.100%, 11/01/2028		2,830,000		2,778,382
Clifton Board Of Education
2.125%, 08/15/2044		4,560,000		3,110,734
County of Essex, NJ
2.000%, 09/01/2044		3,560,000		2,248,705
Mercer County Improvement Authority
8.270%, 12/01/2034		14,455,000		17,389,935
New Jersey Economic Development Authority
0.000%, 02/15/2025 (h)		20,188,000		18,080,345
7.425%, 02/15/2029		10,000,000		10,819,922
New Jersey Institute of Technology
3.323%, 07/01/2024		1,540,000		1,513,845
3.415%, 07/01/2042		6,455,000		4,871,140
New Jersey Turnpike Authority
2.113%, 01/01/2033		6,250,000		4,821,664
7.102%, 01/01/2041		4,500,000		5,514,091
				71,148,763
New York - 1.14%
New York City Industrial Development Agency
2.436%, 01/01/2036		5,850,000		4,071,691
New York City Transitional Finance Authority Future Tax Secured Revenue
4.200%, 11/01/2030		20,000,000		19,039,802
New York Liberty Development Corp.
2.250%, 02/15/2041		13,595,000		9,450,596
3.000%, 02/15/2042		5,500,000		4,289,438
3.000%, 09/15/2043		12,500,000		10,226,956
New York State Dormitory Authority
2.746%, 07/01/2030		6,430,000		5,449,277
5.096%, 08/01/2034		3,125,000		2,933,553
Western Nassau County Water Authority
2.958%, 04/01/2041		1,500,000		1,097,861
				56,559,174
Ohio - 1.14%
American Municipal Power, Inc.
7.499%, 02/15/2050		4,480,000		5,416,297
7.834%, 02/15/2041		7,890,000		9,618,004
County of Hamilton, OH
3.374%, 06/01/2034		285,000		237,626
3.756%, 06/01/2042		8,700,000		6,784,241
Franklin County Convention Facilities Authority
2.022%, 12/01/2030		5,485,000		4,530,151
2.472%, 12/01/2034		22,100,000		17,478,081
JobsOhio Beverage System
2.833%, 01/01/2038		7,540,000		5,910,712
Ohio Higher Educational Facility Commission
4.500%, 12/01/2026		4,025,000		3,861,593
South-Western City School District
0.000%, 12/01/2028 (h)		2,735,000		2,054,004
Sycamore Community City School District
5.850%, 12/01/2028		605,000		646,569
				56,537,278
Oklahoma - 0.82%
Oklahoma City Economic Development Trust
1.891%, 03/01/2031		1,545,000		1,236,704
Oklahoma Development Finance Authority
4.623%, 06/01/2044		5,000,000		4,742,710
5.269%, 10/01/2042		10,000,000		10,286,670
5.450%, 08/15/2028		5,520,000		4,854,089
Oklahoma Municipal Power Authority
2.431%, 01/01/2034		3,870,000		3,082,223
2.501%, 01/01/2035		3,475,000		2,733,964
2.551%, 01/01/2036		2,390,000		1,850,554
2.803%, 01/01/2041		15,500,000		11,692,834
				40,479,748
Oregon - 0.06%
Hospital Facilities Authority of Multnomah County Oregon
1.250%, 06/01/2026		2,610,000		2,352,941
Oregon Health & Science University
2.850%, 07/01/2030		1,000,000		865,324
				3,218,265
Pennsylvania - 0.97%
Berks County Industrial Development Authority
3.950%, 05/15/2024		490,000		480,298
4.450%, 05/15/2027		800,000		766,725
City of Philadelphia, PA
1.838%, 07/15/2031		2,500,000		1,905,401
Commonwealth Financing Authority
2.758%, 06/01/2030		1,040,000		889,303
2.991%, 06/01/2042		9,810,000		7,072,270
3.657%, 06/01/2038		13,820,000		11,663,386
4.014%, 06/01/2033		2,750,000		2,557,217
Montgomery County Industrial Development Authority
3.150%, 11/15/2028		10,000,000		8,452,692
Pennsylvania Economic Development Financing Authority
3.143%, 06/15/2042		7,600,000		5,556,757
Pennsylvania Turnpike Commission
3.000%, 12/01/2042		9,095,000		7,126,124
Union County Hospital Authority
3.800%, 08/01/2023		295,000		293,028
4.400%, 08/01/2028		1,060,000		1,038,872
				47,802,073
Puerto Rico - 0.41%
Children's Trust Fund
5.375%, 05/15/2033		120,000		120,038
Commonwealth of Puerto Rico
0.000%, 07/01/2024 (h)		153,671		141,216
0.000%, 07/01/2033 (h)		592,257		325,102
0.000%, 11/01/2043 (h)		2,291,998		1,045,724
4.000%, 07/01/2033		460,219		401,007
4.000%, 07/01/2035		413,675		352,786
4.000%, 07/01/2037		355,042		296,735
4.000%, 07/01/2041		482,722		387,977
4.000%, 07/01/2046		502,024		387,737
5.250%, 07/01/2023		255,706		256,827
5.375%, 07/01/2025		512,555		519,954
5.625%, 07/01/2027		507,913		520,221
5.625%, 07/01/2029		499,673		512,195
5.750%, 07/01/2031		485,328		498,522
GDB Debt Recovery Authority of Puerto Rico
7.500%, 08/20/2040		10,708,965		8,968,758
Puerto Rico Highway & Transportation Authority
0.000%, 07/01/2026 (e)(h)		7,000,000		5,541,665
				20,276,464
South Carolina - 0.08%
South Carolina Jobs-Economic Development Authority
2.729%, 07/01/2030		5,030,000		4,205,351
Tennessee - 0.04%
New Memphis Arena Public Building Authority
0.000%, 04/01/2044 (h)		1,800,000		649,014
0.000%, 04/01/2045 (h)		2,000,000		678,564
0.000%, 04/01/2046 (h)		1,700,000		539,812
				1,867,390
Texas - 2.64%
Board of Regents of the University of Texas System
5.134%, 08/15/2042		2,710,000		2,813,665
City of Dallas, TX
0.000%, 02/15/2031 (h)		10,000,000		6,396,603
0.000%, 02/15/2032 (h)		15,000,000		9,043,411
City of El Paso, TX
6.018%, 08/15/2035		3,000,000		3,210,257
City of Houston, TX
3.961%, 03/01/2047		5,800,000		5,068,221
5.508%, 03/01/2036		5,400,000		5,663,042
5.538%, 03/01/2037		4,100,000		4,321,226
6.290%, 03/01/2032		860,000		901,144
City of Houston, TX Airport System Revenue
2.385%, 07/01/2031		19,835,000		16,077,513
6.880%, 01/01/2028		2,025,000		2,117,431
City of Irving, TX
7.375%, 08/15/2044		3,500,000		3,541,520
City of San Antonio, TX Electric & Gas Systems Revenue
5.718%, 02/01/2041		5,645,000		6,005,621
5.985%, 02/01/2039		13,425,000		14,679,909
Colony Economic Development Corp.
7.250%, 10/01/2042		5,000,000		5,075,942
Dallas Fort Worth International Airport
2.994%, 11/01/2038		16,480,000		13,331,994
Downtown Dallas Development Authority
0.000%, 08/15/2036 (h)		6,730,000		3,018,918
Metropolitan Transit Authority of Harris County Sales & Use Tax Revenue
2.599%, 11/01/2037		17,015,000		12,434,912
New Hope Cultural Education Facilities Corp.
4.000%, 08/01/2020 (e)(g)		220,000		70,400
North Texas Tollway Authority
8.410%, 02/01/2030		5,090,000		5,738,110
Port of Beaumont Industrial Development Authority
4.100%, 01/01/2028 (a)		7,000,000		5,723,336
Stafford Municipal School District
3.084%, 08/15/2041		1,525,000		1,171,247
Texas Transportation Commission
2.013%, 10/01/2037		6,295,000		4,185,129
				130,589,551
Utah - 0.09%
County of Salt Lake, UT Convention Hotel Revenue
5.750%, 10/01/2047 (a)		5,000,000		4,356,572
Virginia - 0.33%
County of Botetourt, VA
6.000%, 07/01/2044		4,485,000		4,570,558
University of Virginia
6.200%, 09/01/2039		10,180,000		11,757,037
				16,327,595
Washington - 0.41%
King County Housing Authority
3.000%, 06/01/2040		3,005,000		2,428,209
NJB Properties
5.510%, 12/01/2036		7,665,000		7,844,651
Pierce County School District No. 10 Tacoma
2.357%, 12/01/2039		14,560,000		10,094,902
				20,367,762
West Virginia - 0.08%
Tobacco Settlement Finance Authority
2.701%, 06/01/2030		4,770,000		3,861,530
Wisconsin - 0.22%
Milwaukee Redevelopment Authority
0.000%, 04/01/2039 (h)		1,000,000		393,699
Public Finance Authority
4.153%, 05/15/2031		3,635,000		3,471,590
5.000%, 05/15/2032 (a)		1,275,000		1,192,721
7.500%, 06/01/2029 (a)		5,750,000		5,690,421
				10,748,431
TOTAL MUNICIPAL BONDS (Cost $1,324,757,469)				1,128,665,992
US GOVERNMENT NOTES/BONDS - 5.35%
United States Treasury Note/Bonds
1.500%, 02/29/2024		54,750,000		52,676,558
1.750%, 03/15/2025		75,000,000		70,904,297
1.875%, 02/15/2041		25,000,000		17,978,027
2.375%, 02/15/2042		50,000,000		38,710,937
3.250%, 05/15/2042		25,000,000		22,333,984
3.375%, 08/15/2042		30,000,000		27,304,688
4.000%, 11/15/2042		35,000,000		34,967,188
TOTAL US GOVERNMENT NOTES/BONDS (Cost $282,234,451)				264,875,679
SHORT-TERM INVESTMENTS - 1.64%
First American Government Obligations Fund - Class X, 3.660% (l)		81,200,185		81,200,185
TOTAL SHORT-TERM INVESTMENTS (Cost $81,200,185)				81,200,185
Total Investments (Cost $5,750,762,497) - 99.40%				4,919,470,299
Other Assets in Excess of Liabilities - 0.60%				29,841,309
TOTAL NET ASSETS - 100.00%			$	4,949,311,608

Percentages are stated as a percent of net assets.

(a)	Securities issued pursuant to Rule 144A under the Securities Act of 1933.
(b)	Variable rate security; the rate shown represents the rate at November 30, 2022.
(c)	Foreign issued security.
(d)	Perpetual maturity. The date referenced is the next call date.
(e)	Represents an illiquid security. The total market value of these securities were $29,341,562, representing 0.59% of net assets as of November 30, 2022.
(f)	Variable rate security; the rate shown represents the rate at November 30, 2022.  The coupon is based on an underlying pool of loans.
(g)	Default or other conditions exist at November 30, 2022.
(h)	Represents a principal-only security that entitles holders to receive only principal payments on underlying mortgages.
(i)	Step-up bond; the rate shown represents the rate at November 30, 2022.
(j)	Inverse floating rate security whose interest rate moves in opposite direction of reference interest rates. Reference interest rates are typically based on a negative multiplier slope.
(k)	Represents an interest-only security that entitles holders to receive only interest payments on underlying mortgages.
(l)	Seven day yield at November 30, 2022.

Abbreviations:
AG	Aktiengesellschaft is a German term that refers to a corporation that is limited by shares, i.e. owned by shareholders.
CMT	Constant Maturity Rate.
LIBOR	London Interbank Offered Rate.
PLC	Public Limited Company.
SOFR	Secured Overnight Financing Rate
TSFR3M	3 Month Term Secured Overnight Financing Rate

The Schedule of Investments incorporates the Global Industry Classification Standard (GICS^®).  GICS was developed

by and/or is the exclusive property of MSCI, Inc. and Standard & Poor's Financial Services LLC ("S&P").  GICS is a

service mark of MSCI and S&P and has been licensed for use by U.S. Bancorp Fund Services, LLC.

Summary of Fair Value Exposure at November 30, 2022
Various inputs are used in determining the value of the Fund’s investments. These inputs are
summarized in the three broad levels listed below:
	Level 1 - Quoted prices in active markets for identical securities.
	Level 2 - Other significant observable inputs (including quoted prices for similar
	securities, interest rates, prepayment speeds, credit risk, etc.)
	Level 3 - Significant unobservable inputs (including the Fund’s own assumptions in
	determining the fair value of investments.)
The inputs or methodology used for valuing securities are not an indication of the risk associated
with investing in those securities.
The following is a summary of the inputs used, as of November 30, 2022, in valuing the Fund’s investments
carried at fair value:

Performance Trust Strategic Bond Fund
	Level 1		Level 2		Level 3		Total
Fixed Income:
Asset Backed Securities	$	-	$	151,819,430	$	-	$	151,819,430
Collateralized Loan Obligations		-		333,891,920		-		333,891,920
Corporate Bonds		-		1,081,888,621		-		1,081,888,621
Non-Agency Residential Mortgage Backed Securities		-		547,475,004		-		547,475,004
Non-Agency Commercial Mortgage Backed Securities		-		910,194,659		-		910,194,659
Agency Commercial Mortgage Backed Securities		-		419,458,809		-		419,458,809
Municipal Bonds		-		1,128,665,992		-		1,128,665,992
US Government Notes/Bonds		-		264,875,679		-		264,875,679
Total Fixed Income		-		4,838,270,114		-		4,838,270,114
Short-Term Investments		81,200,185		-		-		81,200,185
Total Investments In Securities	$	81,200,185	$	4,838,270,114	$	-	$	4,919,470,299

For the period ended November 30, 2022, the Fund did not have significant unobservable inputs (Level 3 securities) used in determining fair value.

Therefore, a reconciliation of assets in which significant unobservable inputs (Level 3) were used in determining fair value is not applicable.