ALPS|CoreCommodity Management

CompleteCommodities® Strategy Fund

CONSOLIDATED STATEMENT OF INVESTMENTS

January 31, 2024 (Unaudited)

	Shares		Value (Note 2)
COMMON STOCKS (25.82%)
Australia (1.37%)
Beach Energy, Ltd.		937,818	$	1,021,327
BHP Group, Ltd.		31,832		987,160
BlueScope Steel, Ltd.		130,862		2,026,971
Champion Iron, Ltd.		271,301		1,518,233
Coronado Global Resources, Inc.^(a)(b)		888,401		955,853
Deterra Royalties, Ltd.		77,326		281,043
Evolution Mining, Ltd.		212,323		447,137
Fortescue, Ltd.		42,132		825,906
IGO, Ltd.		41,981		208,215
Iluka Resources, Ltd.		293,891		1,397,856
Incitec Pivot, Ltd.		169,639		299,375
Karoon Energy, Ltd.^(c)		155,879		199,927
Liontown Resources, Ltd.^(c)		128,618		86,911
Mineral Resources, Ltd.		10,418		409,743
Nickel Industries, Ltd.		987,973		515,288
Northern Star Resources, Ltd.		606,435		5,231,765
NRW Holdings, Ltd.		99,470		178,153
Perseus Mining, Ltd.		1,291,996		1,529,947
Sandfire Resources NL^(c)		186,337		892,401
Santos, Ltd.		39,501		203,430
South32, Ltd.		485,140		1,066,228
Woodside Energy Group, Ltd.		17,900		380,601
				20,663,470

Austria (0.12%)
OMV AG		19,161		855,415
voestalpine AG		31,735		946,566
				1,801,981

Brazil (0.07%)
Cia de Saneamento Basico do Estado de Sao Paulo SABESP, ADR		19,683		313,550
Vale SA, Sponsored ADR		57,226		783,424
				1,096,974

Canada (5.10%)
Advantage Energy, Ltd.^(c)		125,100		820,694
Agnico Eagle Mines, Ltd.		12,881		633,230
Agnico-Eagle Mines, Ltd.		84,594		4,157,814
Alamos Gold, Inc., Class A		178,330		2,159,576
Algoma Steel Group, Inc.		131,557		1,097,185
ARC Resources, Ltd.		48,200		748,571
Athabasca Oil Corp.^(c)		123,600		398,991
B2Gold Corp.		2,085,304		5,838,852
Barrick Gold Corp.		92,263		1,439,303
Baytex Energy Corp.		497,600		1,580,388
Birchcliff Energy, Ltd.		34,100		129,354
Boralex, Inc., Class A		43,600		1,051,693
Canadian Natural Resources, Ltd.		9,100		582,368
Canadian Solar, Inc.^(c)		67,266		1,486,579
Canfor Corp.^(c)		73,700		892,436
Capstone Copper Corp.^(c)		228,000		1,122,660
Cenovus Energy, Inc.		178,000		2,883,588

	Shares		Value (Note 2)
Canada (continued)
Centerra Gold, Inc.		227,200	$	1,198,146
Crescent Point Energy Corp.		540,600		3,526,395
Crew Energy, Inc.^(c)		34,200		106,330
Dundee Precious Metals, Inc.		211,200		1,352,547
Eldorado Gold Corp.^(c)		10,116		123,516
Equinox Gold Corp.^(c)		256,686		1,129,418
ERO Copper Corp.^(c)		23,800		372,636
First Majestic Silver Corp.		70,099		323,857
First Quantum Minerals, Ltd.		52,700		478,218
Franco-Nevada Corp.		30,349		3,285,279
Freehold Royalties, Ltd.		18,300		189,608
Hudbay Minerals, Inc.		356,100		1,978,554
Imperial Oil, Ltd.		1,800		103,827
Innergex Renewable Energy, Inc.		67,100		458,164
International Petroleum Corp.^(c)		24,545		272,653
Ivanhoe Mines, Ltd., Class A^(c)		39,800		417,701
Kinross Gold Corp.		346,825		1,911,006
Labrador Iron Ore Royalty Corp.		17,500		429,674
Lundin Gold, Inc.		73,500		867,053
MEG Energy Corp.^(c)		32,900		622,052
NexGen Energy, Ltd.^(c)		217,300		1,664,763
Northland Power, Inc.		107,000		1,968,969
Nutrien, Ltd.		57,800		2,882,154
NuVista Energy, Ltd.^(c)		132,900		1,030,026
Osisko Gold Royalties, Ltd.		54,515		793,738
Pan American Silver Corp.		22,096		298,738
Paramount Resources, Ltd., Class A		26,300		518,390
Parex Resources, Inc.		69,000		1,142,430
Peyto Exploration & Development Corp.		96,900		934,801
PrairieSky Royalty, Ltd.		56,500		932,106
Sandstorm Gold, Ltd.		235,686		1,074,728
Secure Energy Services, Inc.		91,600		702,440
Stelco Holdings, Inc.		13,800		443,012
Suncor Energy, Inc.		64,600		2,139,159
Tamarack Valley Energy, Ltd.		71,000		163,182
Topaz Energy Corp.		21,000		303,648
Torex Gold Resources, Inc.^(c)		135,700		1,393,891
Tourmaline Oil Corp.		13,200		570,729
Vermilion Energy, Inc.		329,100		3,537,131
West Fraser Timber Co., Ltd.		71,400		5,677,693
Wheaton Precious Metals Corp.		3,386		158,702
Whitecap Resources, Inc.		307,400		1,989,200
				76,489,546

Chile (0.07%)
Antofagasta PLC		11,460		251,978
Sociedad Quimica y Minera de Chile SA, Sponsored ADR		17,312		728,316
				980,294

China (0.07%)
Daqo New Energy Corp., ADR^(c)		61,379		1,107,891

Denmark (0.37%)
Bakkafrost P/F		7,233		405,759
FLSmidth & Co. A/S		21,846		901,388
Orsted AS^(a)(b)		37,606		2,134,489

	Shares		Value (Note 2)
Denmark (continued)
Vestas Wind Systems A/S^(c)		72,709	$	2,073,047
				5,514,683

Finland (0.18%)
Metso Outotec Oyj		159,987		1,606,215
Outokumpu Oyj		233,072		996,941
				2,603,156

France (0.06%)
TotalEnergies SE, ADR		12,901		840,887

Germany (0.78%)
Bayer AG		105,996		3,310,478
Encavis AG^(c)		58,920		825,223
K+S AG		340,879		4,812,970
Nordex SE^(c)		73,304		754,643
Salzgitter AG		10,429		292,810
SMA Solar Technology AG^(c)		13,832		713,626
Suedzucker AG		37,343		527,055
thyssenkrupp AG		17,747		110,510
				11,347,315

Great Britain (1.48%)
Anglo American PLC		144,356		3,469,681
Anglogold Ashanti PLC Sponsored		26,099		459,864
Atlantica Sustainable Infrastructure PLC		66,880		1,282,758
BP PLC, Sponsored ADR		21,500		754,650
CNH Industrial N.V.		330,863		3,970,356
Drax Group PLC		151,018		974,532
Endeavour Mining PLC		122,000		2,113,414
Evraz PLC^(c)(d)(e)(f)		91,946		1,165
Harbour Energy PLC		325,039		1,148,437
Pennon Group PLC		72,105		645,133
Rio Tinto PLC, Sponsored ADR		25,046		1,734,936
Severn Trent PLC		55,854		1,838,960
Subsea 7 SA		62,311		844,559
United Utilities Group PLC		152,136		2,056,231
Weir Group PLC		28,885		666,045
				21,960,721

India (0.03%)
ReNew Energy Global PLC^(c)		76,711		519,333

Israel (0.08%)
ICL Group, Ltd.		271,024		1,233,159

Italy (0.28%)
Eni SpA, ADR		140,479		2,258,584
ERG SpA		29,102		855,451
Saipem SpA^(c)		767,045		1,105,809
				4,219,844

Japan (2.08%)
Daido Steel Co., Ltd.		26,000		273,814
Dowa Holdings Co., Ltd.		29,400		1,033,335
GS Yuasa Corp.		17,800		259,296
Inpex Corp.		151,733		2,108,262

	Shares		Value (Note 2)
Japan (continued)
Japan Petroleum Exploration Co., Ltd.		33,200	$	1,362,468
Kubota Corp.		254,800		3,899,558
Kurita Water Industries, Ltd.		49,416		1,827,835
MEIJI Holdings Co., Ltd.		174,300		4,229,007
Mitsubishi Materials Corp.		52,500		968,457
Morinaga Milk Industry Co., Ltd.		46,000		945,754
NH Foods, Ltd.		40,500		1,391,826
Nisshin Seifun Group, Inc.		106,400		1,489,586
Nissui Corp.		115,200		631,729
OSAKA Titanium Technologies Co., Ltd.		60,200		1,153,854
RENOVA, Inc.^(c)		29,200		253,154
SUMCO Corp.		231,200		3,543,873
Sumitomo Forestry Co., Ltd.		149,959		4,466,777
Sumitomo Metal Mining Co., Ltd.		16,400		456,967
Tokyo Steel Manufacturing Co., Ltd.		76,200		928,814
				31,224,366

Jersey (0.08%)
Arcadium Lithium PLC^(c)		242,680		1,238,659

Luxembourg (0.20%)
Aperam SA		20,300		627,869
ArcelorMittal		14,925		409,990
ArcelorMittal SA		48,939		1,356,052
Ternium SA, Sponsored ADR		15,183		586,975
				2,980,886

Malaysia (0.16%)
Lynas Rare Earths, Ltd.^(c)		605,238		2,334,757

Mexico (0.15%)
Fresnillo PLC		125,702		846,849
Grupo Mexico SAB de CV, Series B		250,500		1,291,251
				2,138,100

Netherlands (0.30%)
AMG Critical Materials NV		30,136		642,726
Fugro N.V.^(c)		70,271		1,300,879
OCI N.V.		69,943		2,012,128
SBM Offshore N.V.		47,369		606,619
				4,562,352

Norway (1.13%)
Aker BP ASA		122,139		3,260,988
Aker Solutions ASA		83,836		312,315
DNO ASA		263,449		232,833
Equinor ASA		113,324		3,261,072
FLEX LNG, Ltd.		8,974		268,951
Mowi ASA		96,453		1,740,643
NEL ASA^(c)		476,921		241,969
Norsk Hydro ASA		162,579		957,488
PGS ASA^(c)		2,027,014		1,279,743
Salmar ASA		31,650		1,759,863
TGS ASA		42,520		417,630
Var Energi ASA		365,931		1,065,722

	Shares		Value (Note 2)
Norway (continued)
Yara International ASA		57,255	$	1,902,103
				16,701,320

Peru (0.11%)
Cia de Minas Buenaventura SAA, ADR		108,938		1,652,589

South Africa (0.85%)
African Rainbow Minerals, Ltd.		113,713		1,126,532
Anglo Platinum, Ltd.		37,399		1,592,022
Gold Fields, Ltd., Sponsored ADR		303,061		4,485,304
Impala Platinum Holdings, Ltd.		840,959		3,291,070
Kumba Iron Ore, Ltd.		15,133		446,986
Northam Platinum Holdings, Ltd.		249,402		1,680,175
				12,622,089

Spain (0.30%)
Acerinox SA		44,206		467,222
Corp ACCIONA Energias Renovables SA		38,508		1,002,932
Fluidra SA		57,731		1,255,279
Iberdrola SA		74,692		902,038
Repsol SA		22,896		339,977
Solaria Energia y Medio Ambiente SA		43,802		648,275
				4,615,723

Sweden (0.43%)
AAK AB		17,147		387,209
Boliden AB		15,122		402,439
Epiroc AB, Class A		55,077		976,198
Holmen AB, B Shares		32,420		1,282,264
OX2 AB^(c)		51,692		247,069
SSAB AB, A Shares		100,712		785,245
Svenska Cellulosa AB SCA, Class B		152,740		2,084,890
				6,165,314

Switzerland (0.05%)
Bucher Industries AG		1,074		456,508
Meyer Burger Technology AG^(c)		1,822,860		237,007
				693,515

United States (9.92%)
23andMe Holding Co.^(c)		23,709		447,626
AGCO Corp.		30,298		3,706,354
Albemarle Corp.		2,999		344,105
American States Water Co.		20,351		1,518,184
American Water Works Co., Inc.		3,196		396,368
Antero Resources Corp.^(c)		9,215		205,863
APA Corp.		5,012		157,026
Archer-Daniels-Midland Co.		80,472		4,472,633
Array Technologies, Inc.^(c)		77,402		1,024,802
ATI, Inc.^(c)		32,007		1,308,126
Atlas Energy Solutions, Inc.		10,616		184,400
Baker Hughes Co.		40,293		1,148,351
Brookfield Renewable Corp.		5,902		164,784
Bunge Global SA		41,450		3,651,331
California Water Service Group		33,559		1,519,216
Callon Petroleum Co.^(c)		67,654		2,173,046
Cal-Maine Foods, Inc.		87,846		4,868,425

	Shares		Value (Note 2)
United States (continued)
Century Aluminum Co.^(c)		38,500	$	429,275
CF Industries Holdings, Inc.		17,122		1,292,882
ChampionX Corp.		44,504		1,219,855
Chevron Corp.		12,185		1,796,435
Chord Energy Corp.		10,903		1,676,445
Civitas Resources, Inc.		4,309		279,266
Cleveland-Cliffs, Inc.^(c)		21,936		439,817
CNX Resources Corp.^(c)		45,288		914,818
Commercial Metals Co.		22,534		1,176,725
Compass Minerals International, Inc.		42,010		944,805
Comstock Resources, Inc.		48,173		376,231
ConocoPhillips		2,628		293,994
Corteva, Inc.		70,365		3,200,200
Coterra Energy, Inc.		61,710		1,535,345
Crescent Energy Co.		49,053		542,036
Darling Ingredients, Inc.^(c)		48,889		2,116,894
Deere & Co.		9,110		3,585,514
Devon Energy Corp.		75,716		3,181,586
Diamondback Energy, Inc.		15,325		2,356,067
Dril-Quip, Inc.^(c)		9,702		194,719
EOG Resources, Inc.		19,350		2,201,837
EQT Corp.		19,624		694,690
Essential Utilities, Inc.		87,772		3,147,504
Expro Group Holdings NV^(c)		46,451		817,538
Exxon Mobil Corp.		7,114		731,390
FMC Corp.		45,308		2,546,310
Freeport-McMoRan, Inc.		20,818		826,266
Green Plains, Inc.^(c)		21,696		449,758
Halliburton Co.		41,684		1,486,035
Hecla Mining Co.		745,861		2,841,730
Helmerich & Payne, Inc.		49,419		1,989,608
Hess Corp.		4,107		577,157
Hormel Foods Corp.		91,667		2,783,927
Ingredion, Inc.		60,550		6,513,363
Kimbell Royalty Partners LP		17,465		262,324
Kosmos Energy, Ltd.^(c)		163,349		989,895
Liberty Energy, Inc., Class A		127,415		2,648,957
Louisiana-Pacific Corp.		76,875		5,116,031
Magnolia Oil & Gas Corp., Class A		124,729		2,571,912
Marathon Oil Corp.		52,825		1,207,051
Matador Resources Co.		4,124		226,366
Mosaic Co.		52,795		1,621,334
MP Materials Corp.^(c)		15,486		244,834
Murphy Oil Corp.		79,413		3,073,283
National Fuel Gas Co.		3,154		148,743
National Oilwell Varco, Inc.		41,332		806,387
Newmont Corp.		104,873		3,621,684
Noble Corp. PLC		23,147		1,021,477
Northern Oil and Gas, Inc.		17,656		591,476
NOW, Inc.^(c)		42,397		427,786
Nucor Corp		8,627		1,612,645
Occidental Petroleum Corp.		9,848		566,949
Oceaneering International, Inc.^(c)		35,959		747,228
Oil States International, Inc.^(c)		36,397		224,569
Patterson-UTI Energy, Inc.		186,963		2,073,419
Permian Resources Corp.		143,038		1,928,155
Pilgrim's Pride Corp.^(c)		45,399		1,233,491
Pioneer Natural Resources Co.		3,190		733,158
Plug Power, Inc.^(c)		4,791		21,320

	Shares		Value (Note 2)
United States (continued)
PotlatchDeltic Corp., REIT		60,188	$	2,692,209
ProPetro Holding Corp.^(c)		42,856		362,562
Range Resources Corp.		22,102		641,842
Rayonier, Inc., REIT		51,705		1,566,662
REC Silicon ASA^(c)		596,207		699,536
Royal Gold, Inc.		2,822		322,809
RPC, Inc.		52,880		386,553
Ryerson Holding Corp.		10,133		347,765
SandRidge Energy, Inc.		36,894		538,652
Schlumberger NV		25,372		1,235,616
Select Water Solutions, Inc., Class A		69,762		542,051
Shoals Technologies Group, Inc., Class A^(c)		36,675		483,010
SilverBow Resources, Inc.^(c)		8,012		212,799
SM Energy Co.		29,481		1,093,155
Southern Copper Corp.		10,295		845,220
Southwestern Energy Co.^(c)		251,637		1,623,059
SSR Mining, Inc.		367,068		3,461,441
Steel Dynamics, Inc.		10,989		1,326,262
SunCoke Energy, Inc.		47,744		489,376
Sunnova Energy International, Inc.^(c)		18,148		190,917
SunPower Corp.^(c)		118,005		357,555
Talos Energy, Inc.^(c)		6,851		88,857
Tetra Technologies Inc^(c)		46,202		193,586
Tidewater, Inc.^(c)		4,541		305,110
TimkenSteel Corp.^(c)		53,046		1,090,095
Transocean, Ltd.^(c)		32,412		176,970
Tronox Holdings PLC, Class A		38,957		537,217
Tyson Foods, Inc., Class A		53,103		2,907,920
United States Steel Corp.		55,695		2,618,780
US Silica Holdings, Inc.^(c)		105,682		1,132,911
Vital Energy, Inc.^(c)		32,806		1,437,887
W&T Offshore, Inc.		331,440		1,007,578
Warrior Met Coal, Inc.		11,661		748,286
				147,835,384

TOTAL COMMON STOCKS
(Cost $382,612,683)				385,144,308

	Shares		Value (Note 2)
MASTER LIMITED PARTNERSHIPS (0.19%)
United States (0.19%)
Black Stone Minerals LP		71,159		1,167,008
Viper Energy Partners LP		53,519		1,670,863
				2,837,871

TOTAL MASTER LIMITED PARTNERSHIPS
(Cost $2,536,744)				2,837,871

	Principal Amount		Value (Note 2)
GOVERNMENT BONDS (64.40%)
U.S. Treasury Bonds (64.40%)
United States Treasury Bill
5.260%, 2/1/24	$	27,500,000	$	27,500,000
5.305%, 3/7/24^(g)		105,000,000		104,462,442
5.309%, 3/14/24^(g)		105,800,000		105,149,198

	Principal Amount		Value (Note 2)
United States Treasury Bill (continued)
5.235%, 4/9/24^(g)	$	29,500,000	$	29,209,680
5.315%, 4/11/24^(g)		15,950,000		15,788,371
5.220%, 4/16/24^(g)		110,800,000		109,605,244
5.225%, 5/23/24^(g)		119,000,000		117,088,218
United States Treasury Inflation Indexed Bonds
0.500%, 4/15/24^(g)		363,310,952		361,388,133
0.125%, 7/15/24		91,107,349		90,333,791
				960,525,077
TOTAL GOVERNMENT BONDS
(Cost $958,451,683)				960,525,077

7-Day
Yield

Value
(Note 2)

SHORT TERM INVESTMENTS (7.57%)

Money Market Fund (7.57%)

BlackRock Liquidity Funds Treasury Trust Fund Portfolio

5.221

112,836,397

TOTAL SHORT TERM INVESTMENTS

(Cost $112,836,397)

112,836,397

	Value (Note 2)
TOTAL INVESTMENTS (97.98%)
(Cost $1,456,437,507)	$	1,461,343,653

Other Assets In Excess Of Liabilities (2.02%)		30,166,755
NET ASSETS - 100.00%	$	1,491,510,408

^(a)	Securities exempt from registration under rule 144A of the securities act of 1933. These Securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. As of January 31, 2024, the market value of those securities was $3,090,342, representing 0.21% of the Fund's net assets.
^(b)	Securities were purchased pursuant to Regulation S under the Securities Act of 1933, which exempts securities offered and sold outside of the United States from registration. Such securities cannot be sold in the United States without either an effective registration statement filed pursuant to the Securities Act of 1933, or pursuant to an exemption from registration. These securities have been deemed liquid under guidelines approved by the Fund's Board of Trustees. As of January 31, 2024 the aggregate market value of those securities was $3,090,342, representing 0.21% of net assets.
^(c)	Non-Income Producing Security.
^(d)	Security deemed to be illiquid under the procedures approved by the Fund's Board of Trustees. As of January 31, 2024, the fair value of illiquid securities in the aggregate was $1,165, representing less than 0.005% of the Fund's net assets.
^(e)	Fair valued security; valued by the valuation designee in accordance with the procedures utilized by the valuation designee. As of January 31, 2024, these securities had a total value of $1,165 or less than 0.005% of total net assets.

^(f)	As a result of the use of significant unobservable inputs to determine fair value, these investments have been classified as level 3 assets. See also Note 2 to the Notes to Quarterly Statement of Investments for additional information.
^(g)	Security, or portion of security, is being held as collateral for total return swap contracts and futures contracts aggregating a total market value of $175,546,964.

For Fund compliance purposes, the Fund's industry and geographical classifications refer to any one or more of the industry sub-classifications used by one or more widely recognized market indexes or ratings group indexes, and/or as defined by Fund management. This definition may not apply for purposes of this report, which may combine sub-classifications for reporting ease. Industries and regions are shown as a percent of net assets.

ALPS | Kotak India ESG Fund

STATEMENT OF INVESTMENTS

January 31, 2024 (Unaudited)

			Value
	Shares		(Note 2)
COMMON STOCKS (97.57%)
Communication Services (5.24%)
Entertainment (1.25%)
PVR Inox, Ltd.^(a)		265,000	$	4,637,689

Wireless Telecommunication Services (3.99%)
Bharti Airtel, Ltd.		1,000,000		14,106,535
Bharti Airtel, Ltd. partly paid		78,914		732,419
				14,838,954

TOTAL COMMUNICATION SERVICES				19,476,643

Consumer Discretionary (8.25%)
Automobile Components (1.74%)
Apollo Tyres, Ltd.		994,000		6,471,206

Automobiles (2.97%)
Maruti Suzuki India, Ltd.		90,000		11,038,596

Hotels, Restaurants & Leisure (2.53%)
Zomato, Ltd.^(a)		5,591,840		9,395,065

Textiles, Apparel & Luxury Goods (1.01%)
Bata India, Ltd.		210,000		3,761,975

TOTAL CONSUMER DISCRETIONARY				30,666,842

Consumer Staples (7.61%)
Food Products (3.58%)
Bikaji Foods International, Ltd.		700,849		4,990,270
Nestle India, Ltd.		275,000		8,295,254
				13,285,524

Personal Care Products (4.03%)
Emami, Ltd.		120,000		722,236
Godrej Consumer Products, Ltd.		560,000		7,852,932
Hindustan Unilever, Ltd.		214,672		6,419,053
				14,994,221

TOTAL CONSUMER STAPLES				28,279,745

Energy (6.94%)
Oil, Gas & Consumable Fuels (6.94%)
Reliance Industries, Ltd.		750,000		25,767,395

TOTAL ENERGY				25,767,395

Financials (25.97%)
Banks (21.65%)
AU Small Finance Bank, Ltd.^(b)(c)		646,798		4,962,832
Axis Bank, Ltd.		1,300,000		16,714,510
HDFC Bank, Ltd., ADR		62,825		3,486,159
HDFC Bank, Ltd.		595,258		10,468,128
ICICI Bank, Ltd., Sponsored ADR		800,000		19,520,000

			Value
	Shares		(Note 2)
Banks (continued)
ICICI Bank, Ltd.		1,000,000	$	12,385,143
IndusInd Bank, Ltd.		700,000		12,922,796
				80,459,568

Insurance (4.32%)
HDFC Life Insurance Co., Ltd.^(b)(c)		407,896		2,832,339
ICICI Lombard General Insurance Co., Ltd.^(b)(c)		300,000		5,398,430
Max Financial Services, Ltd.^(a)		728,070		7,811,659
				16,042,428

TOTAL FINANCIALS				96,501,996

Health Care (9.37%)
Health Care Providers & Services (4.83%)
Fortis Healthcare, Ltd.		1,400,000		7,290,108
Max Healthcare Institute, Ltd.		1,132,177		10,647,191
				17,937,299

Pharmaceuticals (4.54%)
Cipla, Ltd.		444,057		7,222,230
Sun Pharmaceutical Industries, Ltd.		564,057		9,636,289
				16,858,519

TOTAL HEALTH CARE				34,795,818

Industrials (12.79%)
Building Products (2.32%)
Apollo Pipes, Ltd.		500,000		4,115,886
Kajaria Ceramics, Ltd.		270,550		4,506,923
				8,622,809

Construction & Engineering (3.92%)
Larsen & Toubro, Ltd.		347,742		14,558,312

Electrical Equipment (1.47%)
Havells India, Ltd.		350,000		5,453,402

Machinery (3.64%)
Ashok Leyland, Ltd.		3,000,000		6,351,002
Happy Forgings, Ltd.^(a)		89,189		1,062,991
Thermax, Ltd.		160,000		6,122,026
				13,536,019

Passenger Airlines (1.44%)
InterGlobe Aviation, Ltd.^(a)(b)(c)		150,000		5,349,313

TOTAL INDUSTRIALS				47,519,855

Information Technology (11.49%)
IT Services (11.49%)
Cognizant Technology Solutions Corp., Class A		190,000		14,652,800
Infosys, Ltd., Sponsored ADR		590,839		11,734,063
Infosys, Ltd.		325,000		6,479,257

			Value
	Shares		(Note 2)
IT Services (continued)
Tech Mahindra, Ltd.		613,824	$	9,833,813
				42,699,933

TOTAL INFORMATION TECHNOLOGY				42,699,933

Materials (7.86%)
Chemicals (1.46%)
Carborundum Universal, Ltd.		400,000		5,417,078

Construction Materials (4.15%)
Odisha Cement, Ltd.		210,000		5,763,256
UltraTech Cement, Ltd.		79,200		9,683,941
				15,447,197

Metals & Mining (2.25%)
Hindalco Industries, Ltd.		1,200,000		8,357,486

TOTAL MATERIALS				29,221,761

Real Estate (2.05%)
Real Estate Management & Development (2.05%)
Brigade Enterprises, Ltd.		614,948		7,601,151

TOTAL REAL ESTATE				7,601,151

TOTAL COMMON STOCKS
(Cost $290,819,065)				362,531,139

	7-Day					Value
	Yield			Shares		(Note 2)
SHORT TERM INVESTMENTS (2.02%)
Money Market Funds (2.02%)
Goldman Sachs Financial Square Government Fund - Institutional Class		5.229	%		7,500,000		7,500,000

TOTAL MONEY MARKET FUNDS							7,500,000
TOTAL SHORT TERM INVESTMENTS
(Cost $7,500,000)							7,500,000

TOTAL INVESTMENTS (99.59%)
(Cost $298,319,065)						$	370,031,139

Assets In Excess Of Other Liabilities (0.41%)							1,530,542

NET ASSETS (100.00%)						$	371,561,681

^(a)	Non-Income Producing Security.
^(b)	Securities exempt from registration under Rule 144A of the Securities Act of 1933. These Securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. As of January 31, 2024, the aggregate market value of those securities was $18,542,914, representing 4.99% of net assets.

^(c)

Securities were purchased pursuant to Regulation S under the Securities Act of 1933, which exempts securities offered and sold outside of the United States from registration. Such securities cannot be sold in the United States without either an effective registration statement filed pursuant to the Securities Act of 1933, or pursuant to an exemption from registration. These securities have been deemed liquid under guidelines approved by the Fund's Board of Trustees. As of January 31, 2024 the aggregate market value of those securities was $18,542,914, representing 4.99% of net assets.

For Fund compliance purposes, the Fund's industry classifications refer to any one or more of the industry sub-classifications used by one or more widely recognized market indexes or ratings group indexes, and/or as defined by Fund management. This definition may not apply for purposes of this report, which may combine industry sub-classifications for reporting ease. Industries are shown as a percent of net assets.

See Notes to Quarterly Statement of Investments.

ALPS Global Opportunity Fund

STATEMENT OF INVESTMENTS

January 31, 2024 (Unaudited)

			Value
	Shares		(Note 2)
CLOSED-END FUNDS (21.40%)
HarbourVest Global Private Equity, Ltd.^(a)		82,418	$	2,414,157
HBM Healthcare Investments AG, Class A		3,207		677,114
HgCapital Trust PLC		451,945		2,457,732
NB Private Equity Partners, Ltd.		38,367		787,684
Oakley Capital Investments, Ltd.		311,000		1,809,056
Pantheon International PLC Fund^(a)		316,000		1,250,124
ICG Enterprise Trust PLC		74,719		1,156,606
Abrdn Private Equity Opportunities Trust PLC		162,737		1,042,245
3i Infrastructure PLC		133,494		558,151
VinaCapital Vietnam Opportunity Fund, Ltd.		66,700		382,135

TOTAL CLOSED-END FUNDS
(Cost $9,457,568)				12,535,004

COMMON STOCKS (72.04%)
Communications (2.89%)
Internet (0.78%)
GoDaddy, Inc.^(a)		4,300		458,638

Media (2.11%)
IAC, Inc.^(a)		7,750		389,128
Liberty Media Corp.-Liberty SiriusXM, Class A^(a)		27,900		847,881
				1,237,009

TOTAL COMMUNICATIONS				1,695,647

Consumer Discretionary (1.61%)
Retail (1.61%)
Wesfarmers, Ltd.		24,900		942,640

TOTAL CONSUMER DISCRETIONARY				942,640

Consumer Staples (2.53%)
Retail (2.53%)
Costco Wholesale Corp.		2,130		1,480,094

TOTAL CONSUMER STAPLES				1,480,094

Consumer, Non-Cyclical (2.34%)
Commercial Services (1.19%)
Ashtead Group PLC		10,600		693,153

Healthcare-Services (1.15%)
UnitedHealth Group, Inc.		1,320		675,497

TOTAL CONSUMER, NON-CYCLICAL				1,368,650

			Value
	Shares		(Note 2)
Financials (50.63%)
Diversified Financial Services (27.79%)
Apollo Global Management, Inc.		11,700	$	1,174,680
Ares Management LP, Class A		21,650		2,630,042
Berkshire Hathaway, Inc., Class B^(a)		4,650		1,784,391
Blackstone, Inc., Class A		17,700		2,202,765
Intermediate Capital Group PLC		86,500		1,950,150
KKR & Co., Inc., Class A		33,400		2,891,772
Mastercard, Inc., Class A		2,200		988,306
Partners Group Holding AG		1,610		2,172,172
StepStone Group, Inc., Class A		14,500		485,025
				16,279,303

Investment Companies (13.42%)
3i Group PLC		84,400		2,642,135
Ares Capital Corp.		54,400		1,100,512
Blue Owl Capital Corp.		47,500		703,950
Carlyle Secured Lending, Inc.		33,700		517,295
Investor AB, B Shares		53,500		1,259,645
Italmobiliare SpA		12,400		369,857
Mutares SE & Co. KGaA		31,200		1,267,282
				7,860,676

Private Equity (9.42%)
Altamir		41,168		1,090,007
Brederode SA		18,903		2,224,813
Clairvest Group, Inc.		12,700		695,716
Deutsche Beteiligungs AG		10,600		318,727
Hercules Capital, Inc.		28,000		484,680
Onex Corp.		9,500		701,450
				5,515,393

TOTAL FINANCIALS				29,655,372

Health Care (2.15%)
Healthcare-Services (2.15%)
Chemed Corp.		2,120		1,256,715

TOTAL HEALTH CARE				1,256,715

Industrials (4.34%)
Aerospace/Defense (1.10%)
Lockheed Martin Corp.		1,500		644,115

Electrical Equipment (1.45%)
Melrose Industries PLC		114,000		849,697

Machinery-Diversified (1.79%)
CSW Industrials, Inc.		2,300		486,611
Dover Corp.		3,750		561,675
				1,048,286

TOTAL INDUSTRIALS				2,542,098

			Value
	Shares		(Note 2)
Technology (5.55%)
Computers (1.61%)
Accenture PLC, Class A		2,600	$	946,088

Software (3.94%)
Constellation Software, Inc.		575		1,589,215
Paychex, Inc.		5,900		718,207
				2,307,422

TOTAL TECHNOLOGY				3,253,510

TOTAL COMMON STOCKS
(Cost $29,004,506)				42,194,726

BUSINESS DEVELOPMENT COMPANIES (2.27%)
Financials (2.27%)
Investment Companies (2.27%)
FS KKR Capital Corp.		64,900		1,331,748

TOTAL FINANCIALS				1,331,748

TOTAL BUSINESS DEVELOPMENT COMPANIES
(Cost $1,440,734)				1,331,748

PREFERRED STOCK (1.88%)
Financials (1.88%)
Investment Companies (1.88%)
Compass Diversified Holdings, Series C, 7.875%^(b)		43,781		1,098,903

TOTAL FINANCIALS				1,098,903

TOTAL PREFERRED STOCK
(Cost $1,114,145)				1,098,903

7-Day

Value

Yield

(Note 2)

SHORT-TERM INVESTMENTS (2.35%)

Money Market Fund (2.35%)

State Street Institutional Treasury Plus Money Market Fund - Premier Class

5.300

1,377,739

TOTAL MONEY MARKET FUND

1,377,739

TOTAL SHORT-TERM INVESTMENTS

(Cost $1,377,739)

1,377,739

	Value
	(Note 2)
TOTAL INVESTMENTS (99.94%)
(Cost $42,394,692)	$	58,538,120

Assets In Excess Of Other Liabilities (0.06%)		32,902

NET ASSETS (100.00%)	$	58,571,022

^(a)	Non-Income Producing Security.
^(b)	Perpetual maturity. This security has no contractual maturity date, is not redeemable and contractually pays an indefinite stream of interest.

See Notes to Quarterly Statement of Investments.

RiverFront Asset Allocation Growth & Income

STATEMENT OF INVESTMENTS

January 31, 2024 (Unaudited)

			Value
	Shares		(Note 2)
EXCHANGE TRADED FUNDS (98.01%)
Debt (29.84%)
iShares^® 1-5 Year Investment Grade Corporate Bond ETF		43,692	$	2,249,264
iShares^® 7-10 Year Treasury Bond ETF		19,480		1,879,041
iShares^® 0-5 Year High Yield Corporate Bond ETF		64,165		2,721,879
RiverFront Dynamic Core Income ETF^(a)		219,453		4,931,767
Riverfront Strategic Income Fund^(a)		100,242		2,307,571
VanEck Fallen Angel High Yield Bond ETF		66,331		1,927,579
Vanguard^® Long-Term Corporate Bond ETF		91,407		7,267,314
				23,284,415
Equity (68.17%)
ALPS Active Equity Opportunity ETF^(a)		95,959		4,638,687
Energy Select Sector SPDR^® Fund		9,576		798,734
First Trust RiverFront Dynamic Developed International ETF^(a)		177,723		10,922,856
First Trust RiverFront Dynamic Emerging Markets ETF^(a)		45,618		2,644,475
iShares^® MSCI Europe Financials ETF		36,375		748,961
iShares^® U.S. Technology ETF		23,621		2,984,513
iShares^® Core S&P^® 500^® ETF		10,493		5,091,204
JPMorgan Equity Premium Income ETF		144,464		8,084,205
JPMorgan Nasdaq Equity Premium Income ETF		38,202		1,964,729
RiverFront Dynamic US Dividend Advantage ETF^(a)		307,331		14,515,735
WisdomTree^® Europe Hedged Equity Fund		18,532		804,289
				53,198,388
TOTAL EXCHANGE TRADED FUNDS
(Cost $68,003,783)				76,482,803

	7-Day				Value
	Yield		Shares		(Note 2)
SHORT-TERM INVESTMENTS (2.02%)
Money Market Fund (2.02%)
State Street Institutional Treasury Plus Money Market Fund- Premier Class	5.300	%		1,575,532		1,575,532

TOTAL MONEY MARKET FUND						1,575,532

TOTAL SHORT-TERM INVESTMENTS
(Cost $1,575,532)						1,575,532

	Value
	(Note 2)
TOTAL INVESTMENTS (100.03%)
(Cost $69,579,315)	$	78,058,335

Liabilities In Excess Of Other Assets (-0.03%)		(19,810	)

NET ASSETS (100.00%)	$	78,038,525

^(a)

Affiliated Company. See Note 4 in Notes to Quarterly Statement of Investments.

See Notes to Quarterly Statement of Investments.

Financial Investors Trust (the “Trust”), a Delaware statutory trust, is an open-end management investment company registered under the Investment Company Act of 1940, as amended (“1940 Act”). The Trust consists of multiple separate portfolios or series. This report includes the statements of investments of the following 4 funds: ALPS | CoreCommodity Management CompleteCommodities® Strategy Fund, ALPS | Kotak India ESG Fund, ALPS Global Opportunity Fund, and RiverFront Asset Allocation Growth & Income (each, a “Fund” and collectively, the “Funds”).

The ALPS | CoreCommodity Management CompleteCommodities® Strategy Fund seeks to maximize real returns, consistent with prudent investment management. ALPS | Kotak India ESG Fund seeks to achieve long-term capital appreciation. The ALPS Global Opportunity Fund seeks to maximize total return, which consists of appreciation on its investments and a variable income stream. RiverFront Asset Allocation Growth & Income seeks to achieve long-term growth and income.

The classes of each Fund differ principally in the applicable distribution and shareholder service fees. Shareholders of each class also bear certain expenses that pertain to that particular class. All shareholders bear the common expenses of the Fund and earn income and realized gains/losses from the Fund pro rata based on the average daily net assets of each class, without distinction between share classes. Dividends to shareholders are determined separately for each class based on income and expenses allocable to each class. Realized gain distributions to shareholders are allocated to each class pro rata based on the shares outstanding of each class on the date of distribution. Differences in per share dividend rates generally result from differences in separate class expenses, including distribution and shareholder service fees, if applicable.

Basis of Consolidation for the ALPS | CoreCommodity Management CompleteCommodities® Strategy Fund

CoreCommodity Management Cayman Commodity Fund Ltd. (the “Subsidiary”), a Cayman Islands exempted company, was incorporated on April 23, 2010 and is a wholly owned subsidiary of the ALPS | CoreCommodity Management CompleteCommodities® Strategy Fund (the “CoreCommodity Fund”). All intercompany transactions have been eliminated upon consolidation. The Subsidiary acts as an investment vehicle for the CoreCommodity Fund in order to effect certain commodity-related investments on behalf of the CoreCommodity Fund. CoreCommodity Fund is the sole shareholder of the Subsidiary pursuant to a subscription agreement dated as of June 14, 2010, and it is intended that the CoreCommodity Fund will remain the sole shareholder and will continue to wholly own and control the Subsidiary. Under the Articles of Association of the Subsidiary, shares issued by the Subsidiary confer upon a shareholder the right to vote at general meetings of the Subsidiary and certain rights in connection with any winding-up or repayment of capital, as well as the right to participate in the profits or assets of the Subsidiary. The CoreCommodity Fund may invest up to 25% of its total assets in shares of the Subsidiary. As a wholly owned subsidiary of the CoreCommodity Fund, the financial statements of the Subsidiary are included in the consolidated financial statements and financial highlights of the CoreCommodity Fund. All investments held by the Subsidiary are disclosed in the accounts of the CoreCommodity Fund. As of January 31, 2024, net assets of the CoreCommodity Fund were $1,491,510,408 of which $307,995,039 or 20.65%, represented the CoreCommodity Fund’s ownership of all issued shares and voting rights of the Subsidiary.

The following is a summary of significant accounting policies consistently followed by each Fund in the preparation of its financial statements. Each Fund is considered an investment company for financial reporting purposes, and follows accounting policies in conformity with accounting principles generally accepted in the United States of America (“U.S. GAAP”), including policies specific to investment companies. The preparation of financial statements in conformity with U.S. GAAP requires management to make certain estimates and assumptions that affect the reported amounts of assets and liabilities and disclosures of contingent assets and liabilities at the date of the financial statements and the reported amounts of increases and decreases in net assets during the reporting period. Actual results could differ from those estimates. The following is a summary of significant accounting policies consistently followed by the Funds and subsidiaries, as applicable, in preparation of their financial statements. The Funds are an investment company and accordingly follows the investment company accounting and reporting guidance of the Financial Accounting Standards Board ("FASB") Accounting Standard Codification ("ASC") Topic 946 "Financial Services – Investment Companies”.

Investment Valuation: The Funds generally value their securities based on market prices determined at the close of regular trading on the New York Stock Exchange (“NYSE”), normally 4:00 p.m. Eastern Time, on each day the NYSE is open for trading. For equity securities and mutual funds that are traded on an exchange, the market price is usually the closing sale or official closing price on that exchange.

Futures contracts that are listed or traded on a national securities exchange, commodities exchange, contract market or comparable over the counter market, and that are freely transferable, are valued at their closing settlement price on the exchange on which they are primarily traded or based upon the current settlement price for a like instrument acquired on the day on which the instrument is being valued. A settlement price may not be used if the market makes a limited move with respect to a particular commodity. Over-the-counter swap contracts are valued based on quotes received from independent pricing services or one or more dealers that make markets in such investments.

Option contracts are valued using the National Best Bid and Offer price (“NBBO”). In the event there is no NBBO price available, option contracts are valued at the mean between the last bid and ask.

For ALPS | Kotak India ESG Fund and ALPS Global Opportunity Fund, who hold equity securities that are primarily traded on foreign securities exchanges, such securities are valued at the closing values of such securities on their respective foreign exchanges, except when an event occurs subsequent to the close of the foreign exchange and the close of the NYSE that was likely to have changed such value. In such an event, the fair value of those securities are determined in good faith through consideration of other factors in accordance with procedures established by the Valuation Designee. The Funds will use a fair valuation model provided by an independent pricing service, which is intended to reflect fair value when a security’s value or a meaningful portion of the Funds' portfolio is believed to have been materially affected by a valuation event that has occurred between the close of the exchange or market on which the security is traded and the close of the regular trading day on the NYSE.

Forward currency exchange contracts have a value determined by the current foreign currency exchange forward rates. The foreign currency exchange forward rates are calculated using an automated system that estimates rates on the basis of the current day foreign currency exchange rates and forward foreign currency exchange rates supplied by a pricing service. Foreign exchange rates and forward foreign currency exchange rates may generally be obtained at the close of the NYSE, normally 4:00 p.m. Eastern Time.

Pursuant to Rule 2a-5 under the Investment Company Act of 1940, the Trust’s Board of Trustees (the “Board” or “Trustees”) has appointed the Adviser to serve as the Valuation Designee to perform fair value determinations for investments in the Funds. When such prices or quotations are not available, or when the Valuation Designee appointed by the Board believes that they are unreliable, securities may be priced using fair value procedures approved by the Board. The fair valuation policies and procedures (“FV Procedures”) have been adopted by the Board for the fair valuation of portfolio assets held by the Funds in the event that (1) market quotations for the current price of a portfolio security or asset are not readily available, or (2) available market quotations that would otherwise be used to value a portfolio security or asset in accordance with the Funds’ Pricing Procedures appear to be unreliable. The Pricing Procedures reflect certain pricing methodologies (or “logics”) that are not “readily available market quotations” and thus are viewed and treated as fair valuations. The Valuation Designee routinely meets to discuss fair valuations of portfolio securities and other instruments held by the Funds.

Fair Value Measurements: The Funds disclose the classification of their fair value measurements following a three-tier hierarchy based on the inputs used to measure fair value. Inputs refer broadly to the assumptions that market participants would use in pricing the asset or liability, including assumptions about risk. Inputs may be observable or unobservable. Observable inputs reflect the assumptions market participants would use in pricing the asset or liability that are developed based on market data obtained from sources independent of the reporting entity. Unobservable inputs reflect the reporting entity’s own assumptions about the assumptions market participants would use in pricing the asset or liability that are developed based on the best information available.

Various inputs are used in determining the value of each Fund’s investments as of the end of the reporting period. When inputs used fall into different levels of the fair value hierarchy, the level in the hierarchy within which the fair value measurement falls is determined based on the lowest level input that is significant to the fair value measurement in its entirety. The designated input levels are not necessarily an indication of the risk or liquidity associated with these investments. These inputs are categorized in the following hierarchy under applicable financial accounting standards:

The following is a summary of each Fund’s investments/financial instruments in the fair value hierarchy as of January 31, 2024:

The Funds, except for the ALPS | CoreCommodity Management CompleteCommodities® Strategy, did not have any securities that used significant unobservable inputs (Level 3) in determining fair value and there were no transfers into or out of Level 3 during the period ended January 31, 2024. As of January 31, 2024, ALPS | CoreCommodity Management CompleteCommodities® Strategy held securities classified as Level 3 in the fair value hierarchy valued at $1,165, which represents less than 0.005% of net assets.

Fund and Class Expenses: Some expenses of the Trust can be directly attributed to a Fund or a specific share class of a Fund. Expenses which cannot be directly attributed are apportioned among all Funds in the Trust based on average net assets of each share class within a Fund.

Federal Income Taxes: The Funds comply with the requirements under Subchapter M of the Internal Revenue Code of 1986, as amended (the “Code”) applicable to regulated investment companies and intend to distribute substantially all of their net taxable income and net capital gains, if any, each year. The Funds are not subject to income taxes to the extent such distributions are made.

The Funds file U.S. federal, state, and local tax returns as required. The Funds’ tax returns are subject to examination by the relevant tax authorities until expiration of the applicable statute of limitations which is generally three years after the filing of the tax return, but may extend to four years in certain jurisdictions. Tax returns for open years have incorporated no uncertain tax positions that require a provision for income taxes.

Distributions to Shareholders: Each Fund, except RiverFront Asset Allocation Growth & Income, normally pays dividends and distributes capital gains, if any, on an annual basis. RiverFront Asset Allocation Growth & Income normally pays dividends, if any, on a quarterly basis and distributes capital gains, if any, annually. Income dividend distributions are derived from interest, dividends, and other income a Fund receives from its investments, including distributions of short-term capital gains, if any. Capital gain distributions are derived from gains realized when a Fund sells a security it has owned for more than a year or from long-term capital gain distributions from underlying investments. Each Fund may make additional distributions and dividends at other times if its portfolio manager or managers believe doing so may be necessary for the Fund to avoid or reduce taxes.

Commodity-Linked Notes: The ALPS | CoreCommodity Management CompleteCommodities® Strategy Fund may invest in commodity-linked notes which are derivative instruments that have characteristics of a debt security and of a commodity-linked derivative. A commodity-linked note typically provides for interest payments and a principal payment at maturity linked to the price movement of the underlying commodity, commodity index or commodity futures or option contract. Commodity-linked notes may be principal protected, partially protected, or offer no principal protection. The value of these notes will rise and fall in response to changes in the underlying commodity or related index or investment. These notes are often leveraged, increasing the volatility of each note’s value relative to the change in the underlying linked index. Commodity index-linked investments may be more volatile and less liquid than the underlying index and their value may be affected by the performance of the commodities as well as other factors, including liquidity, quality, maturity and other economic variables. Commodity-linked notes are typically issued by a bank or other financial institution and are sometimes referred to as structured notes because the terms of the notes may be structured by the issuer and the purchaser of the notes to accommodate the specific investment requirements of the purchaser.

Exchange Traded Funds (ETFs): Each Fund may invest in shares of ETFs and other similar instruments if the investment manager chooses to adjust a Fund’s exposure to the general market or industry sectors and to manage a Fund’s risk exposure. ETFs differ from traditional index funds in that their shares are listed on a securities exchange and can be traded intraday. ETF shares are shares of exchange traded investment companies that are registered under the 1940 Act and hold a portfolio of common stocks designed to track the performance of a particular index. Limitations of the 1940 Act may prohibit a Fund from acquiring more than 3% of the outstanding shares of certain ETFs. Instruments that are similar to ETFs represent beneficial ownership interests in specific “baskets” of stocks of companies within a particular industry sector or group. These securities may also be exchange traded, but unlike ETFs, the issuers of these securities are not registered as investment companies.

The portfolio manager may decide to purchase or sell short ETF shares or options on ETF shares for the same reasons it would purchase or sell (and as an alternative to purchasing or selling) futures contracts – to obtain exposure to the stock market or a particular segment of the stock market, or to hedge a Fund’s portfolio against such exposures. Depending on the market, the holding period and other factors, the use of ETF shares and options thereon can be less costly than the use of index options or stock index futures. In addition, ETF shares and options thereon can typically be purchased in smaller amounts than are available for futures contracts and can offer exposure to market sectors and styles for which there is no suitable or liquid futures contract.

Investment Transactions and Investment Income: Investment transactions are accounted for on the date the investments are purchased or sold (trade date basis). Net realized gains and losses from investment transactions are reported on an identified cost basis. Interest income, which includes accretion of discounts and amortization of premiums, is accrued and recorded as earned. Dividend income is recognized on the ex-dividend date or for certain foreign securities, as soon as information is available to each Fund.

Cash Management Transactions: ALPS | Kotak India ESG Fund subscribes to the Brown Brothers Harriman & Co. (“BBH”) Cash Management Service (“CMS”), whereby cash balances are automatically swept into overnight offshore demand deposits with either the BBH Grand Cayman branch or a branch of a pre-approved commercial bank. This fully automated program allows the Fund to earn interest on cash balances. Excess cash with deposit institutions domiciled outside of the U.S. are subject to sovereign actions in the jurisdiction of the deposit institution including, but not limited to, freeze, seizure or diminution.

Foreign Securities: Each Fund may directly purchase securities of foreign issuers. Investing in securities of foreign issuers involves special risks not typically associated with investing in securities of U.S. issuers. The risks include possible reevaluation of currencies, the inability to repatriate foreign currency, less complete financial information about companies and possible future adverse political and economic developments.

Moreover, securities of many foreign issuers and their markets may be less liquid and their prices more volatile than those of securities of comparable U.S. issuers.

Foreign Currency Translation: Values of investments denominated in foreign currencies are converted into U.S. dollars using the current exchange rates each business day (generally 4:00 p.m. Eastern Time). Purchases and sales of investments and dividend income are translated into U.S. dollars using the current prevailing exchange rate on the transaction date. The effect of changes in foreign exchange rates on realized and unrealized gains or losses on securities is reflected as a component of such gains or losses. Transactions in foreign denominated assets may involve greater risks than domestic transactions.

Foreign Currency Spot Contracts: The Funds may enter into foreign currency spot contracts to facilitate transactions in foreign securities or to convert foreign currency receipts into U.S. dollars. A foreign currency spot contract is an agreement between two parties to buy and sell currencies at the current market rate, for settlement generally within two business days. The U.S. dollar value of the contracts is determined using current currency exchange rates supplied by a pricing service. The contract is marked-to-market daily for settlements beyond one day and any change in market value is recorded as an unrealized gain or loss. When the contract is closed, the Fund records a realized gain or loss equal to the difference between the value on the open and close date. Losses may arise from changes in the value of the foreign currency, or if the counterparties do not perform under the contract’s terms. The maximum potential loss from such contracts is the aggregate face value in U.S. dollars at the time the contract was opened.

Real Estate Investment Trusts (“REITs”): The Funds may invest a portion of their assets in REITs and are subject to certain risks associated with direct investment in REITs. REITs may be affected by changes in the value of their underlying properties and by defaults by borrowers or tenants. REITs depend generally on their ability to generate cash flow to make distributions to shareowners, and certain REITs have self-liquidation provisions by which mortgages held may be paid in full and distributions of capital returns may be made at any time. In addition, the performance of a REIT may be affected by its failure to qualify for tax-free pass-through of income under the Code, or its failure to maintain exemption from registration under the 1940 Act. Distributions that the Fund receives from REITs can be classified as ordinary income, capital gain income or return of capital by the REITs that make these distributions to the Fund. However, it is not possible for the Fund to characterize distributions received from REITs during interim periods because the REIT issuers do not report their tax characterizations until subsequent to year end. During interim periods, the REIT distributions are accounted for as ordinary income until the re characterizations are made subsequent to year end.

Master Limited Partnerships (“MLPs”): Certain Funds may invest in MLPs, which are publicly traded partnerships engaged in the transportation, storage and processing of minerals and natural resources. By confining their operations to these specific activities, their interests, or units, are able to trade on public securities exchanges exactly like the shares of a corporation, without entity level taxation. To qualify as a MLP and to not be taxed as a corporation, a partnership must receive at least 90% of its income from qualifying sources as set forth in Section 7704(d) of the Code. These qualifying sources include natural resource based activities such as the processing, transportation and storage of mineral or natural resources. MLPs generally have two classes of owners, the general partner and limited partners. The general partner of an MLP is typically owned by a major energy company, an investment fund, the direct management of the MLP, or is an entity owned by one or more of such parties. The general partner may be structured as a private or publicly traded corporation or other entity. The general partner typically controls the operations and management of the MLP through an up to 2% equity interest in the MLP plus, in many cases, ownership of common units and subordinated units. Limited partners typically own the remainder of the partnership, through ownership of common units, and have a limited role in the partnership’s operations and management. MLPs are typically structured such that common units and general partner interests have first priority to receive quarterly cash distributions up to an established minimum amount (“minimum quarterly distributions” or “MQD”). Common and general partner interests also accrue arrearages in distributions to the extent the MQD is not paid. Once common and general partner interests have been paid, subordinated units receive distributions of up to the MQD; however, subordinated units do not accrue arrearages. Distributable cash in excess of the MQD is paid to both common and subordinated units and is distributed to both common and subordinated units generally on a pro rata basis. The general partner is also eligible to receive incentive distributions if the general partner operates the business in a manner which results in distributions paid per common unit surpassing specified target levels. As the general partner increases cash distributions to the limited partners, the general partner receives an increasingly higher percentage of the incremental cash distributions.

As a part of their investment strategy, the Funds are permitted to enter in various types of derivatives contracts. In doing so, the Funds employ strategies in differing combinations to permit them to increase, decrease, or change the level or types of exposure to market factors. Central to those strategies are features inherent in derivatives that make them more attractive for this purpose than equity or debt securities; they require little or no initial cash investment, they focus exposure on only certain selected risk factors, and they may not require the ultimate receipt or delivery of the underlying security (or securities) to the contract. This may allow the Funds to pursue their objectives more quickly and efficiently than if they were to make direct purchases or sales of securities capable of affecting a similar response to market factors.

Cash collateral is being pledged to cover derivative obligations of the Funds and cash collateral received from the counterparty, if any, is reported separately on the Statements of Assets and Liabilities as cash pledged as collateral and cash received as collateral, respectively. Non-cash collateral pledged by the Funds, if any, is noted in the Statements of Investments or Consolidated Statement of Investments.

Risk of Investing in Derivatives: The Funds’ use of derivatives can result in losses due to unanticipated changes in the market risk factors and the overall market. In instances where the Funds are using derivatives to decrease, or hedge, exposures to market risk factors for securities held by the Funds, there are also risks that those derivatives may not perform as expected resulting in losses for the combined or hedged positions.

Derivatives may have little or no initial cash investment relative to their market value exposure and therefore can produce significant gains or losses in excess of their cost. This use of embedded leverage allows the Funds to increase their market value exposure relative to their net assets and can substantially increase the volatility of the Funds’ performance.

Additional associated risks from investing in derivatives also exist and potentially could have significant effects on the valuation of the derivative and the Funds. Typically, the associated risks are not the risks that the Funds are attempting to increase or decrease exposure to, per their investment objectives, but are the additional risks from investing in derivatives.

Examples of these associated risks are liquidity risk, which is the risk that the Funds will not be able to sell or close out the derivative in a timely manner, and counterparty credit risk, which is the risk that the counterparty will not fulfill its obligation to the Funds. In addition, use of derivatives may increase or decrease exposure to the following risk factors:

Equity Risk: Equity risk relates to the change in value of equity securities as they relate to increases or decreases in the general market. Associated risks can be different for each type of derivative and are discussed by each derivative type in the notes that follow.

Commodity Risk: Exposure to the commodities markets may subject the Funds to greater volatility than investments in traditional securities. Prices of various commodities may also be affected by factors, such as drought, floods, weather, livestock disease, embargoes, tariffs and other regulatory developments, which are unpredictable. The prices of commodities can also fluctuate widely due to supply and demand disruptions in major producing or consuming regions.

Foreign Currency Risk: Currency trading involves significant risks, including market risk, interest rate risk, country risk, counterparty credit risk and short sale risk. Market risk results from the price movement of foreign currency values in response to shifting market supply and demand. Interest rate risk arises whenever a country changes its stated interest rate target associated with its currency. Country risk arises because virtually every country has interfered with international transactions in its currency.

Interest Rate Risk: Interest rate risk is the risk that fixed income securities will decline in value because of changes in interest rates. As nominal interest rates rise, the value of fixed income securities held by the Funds are likely to decrease. Securities with longer durations tend to be more sensitive to changes in interest rates, and are usually more volatile than securities.

Swap Contracts: Each Fund may enter into swap transactions for hedging purposes or to seek to increase total return. At the present time, the CoreCommodity Fund primarily enters into swap transactions for the purpose of increasing total return. Swap agreements may be executed in a multilateral or other trade facility program, such as a registered exchange (“centrally cleared swaps”) or may be privately negotiated in the over-the counter market. The duration of a swap agreement typically ranges from a few weeks to more than one year. In a centrally cleared swap, immediately following execution of the swap agreement, the swap agreement is novated to a central counterparty (the “CCP”) and the Fund’s counterparty on the swap agreement becomes the CCP. Risks may arise as a result of the failure of the counterparty to the swap contract to comply with the terms of the swap contract. The loss incurred by the failure of a counterparty is generally limited to the net payment to be received by the Funds and/or the termination value at the end of the contract. Therefore, the Funds consider the creditworthiness of each counterparty to a contract in evaluating potential credit risk. Although centrally cleared swaps typically present less counterparty risk than non-centrally cleared swaps, a Fund that has entered into centrally cleared swaps is subject to the risk of the failure of the CCP.

Additionally, risks may arise from unanticipated movements in interest rates or in the value of the underlying reference asset or index. Entering into these agreements involves, to varying degrees, market risk, liquidity risk and elements of credit, legal and documentation risk that are not directly reflected in the amounts recognized in the Statements of Assets and Liabilities or Consolidated Statement of Assets and Liabilities.

The Funds may pay or receive cash as collateral on these contracts which may be recorded as an asset and/or liability. The Funds must set aside liquid assets, or engage in other appropriate measures, to cover its obligations under these contracts. Swaps are marked to market daily using either pricing vendor quotations, counterparty prices or model prices and the change in value, if any, is recorded as an unrealized gain or loss. Upfront payments made and/or received by the Funds are recorded as an asset and/or liability and realized gains or losses are recognized ratably over the contract’s term/event, with the exception of forward starting interest rate swaps, whose realized gains or losses are recognized ratably from the effective start date. Periodic payments received or made on swap contracts are recorded as realized gains or losses. Gains or losses are realized upon termination of a swap contract.

Total return swaps are agreements in which there is an exchange of cash flows whereby one party commits to make payments based on the total return (coupons plus capital gains/losses) of an underlying instrument in exchange for fixed or floating rate interest payments. To the extent the total return of the instrument or index underlying the transaction exceeds or falls short of the offsetting interest rate obligation, the Funds will receive a payment from or make a payment to the counterparty. Credit default swaps are a type of swap agreement in which the protection “buyer” is generally obligated to pay the protection “seller” an upfront and/ or a periodic stream of payments over the term of the contract provided that no credit event, such as a default, on a reference obligation has occurred. Credit default swaps (“CDS”) are typically two-party financial contracts that transfer credit exposure between the two parties. Under a typical CDS, one party (the “seller”) receives pre-determined periodic payments from the other party (the “buyer”). The seller agrees to make compensating specific payments to the buyer if a negative credit event occurs, such as the bankruptcy or default by the issuer of the underlying debt instrument. Swap agreements held at January 31, 2024 are disclosed after the Statement of Investments or Consolidated Statement of Investments.

Futures: Each Fund may invest in futures contracts in accordance with their investment objectives. Each Fund does so for a variety of reasons including for cash management, hedging or non-hedging purposes in an attempt to achieve the Fund’s investment objective. A futures contract provides for the future sale by one party and purchase by another party of a specified quantity of the security or other financial instrument at a specified price and time. A futures contract on an index is an agreement pursuant to which two parties agree to take or make delivery of an amount of cash equal to the difference between the value of the index at the close of the last trading day of the contract and the price at which the index contract was originally written. Futures transactions may result in losses in excess of the amount invested in the futures contract. There can be no guarantee that there will be a correlation between price movements in the hedging vehicle and in the portfolio securities being hedged. An incorrect correlation could result in a loss on both the hedged securities in a Fund and the hedging vehicle so that the portfolio return might have been greater had hedging not been attempted. There can be no assurance that a liquid market will exist at a time when a Fund seeks to close out a futures contract or a futures option position. Lack of a liquid market for any reason may prevent a Fund from liquidating an unfavorable position, and the Fund would remain obligated to meet margin requirements until the position is closed. In addition, a Fund could be exposed to risk if the counterparties to the contracts are unable to meet the terms of their contracts. With exchange traded futures, there is minimal counterparty credit risk to the Funds since futures are exchange traded and the exchange’s clearinghouse, as counterparty to all exchange traded futures, guarantees the futures against default. When a purchase or sale of a futures contract is made by a Fund, the Fund is required to deposit with its custodian (or broker, if legally permitted) a specified amount of liquid assets (“initial margin”). The margin required for a futures contract is set by the exchange on which the contract is traded and may be modified during the term of the contract. The initial margin is in the nature of a performance bond or good faith deposit on the futures contract that is returned to a Fund upon termination of the contract, assuming all contractual obligations have been satisfied. These amounts are included in Deposit with broker for futures contracts on the Statement of Assets and Liabilities. Each day a Fund may pay or receive cash, called “variation margin,” equal to the daily change in value of the futures contract. Such payments or receipts are recorded for financial statement purposes as unrealized gains or losses by a Fund. Variation margin does not represent a borrowing or loan by a Fund but is instead a settlement between a Fund and the broker of the amount one would owe the other if the futures contract expired. When the contract is closed, a Fund records a realized gain or loss equal to the difference between the value of the contract at the time it was opened and the value at the time it was closed.

Forward Foreign Currency Contracts: Each Fund may engage in currency transactions with counterparties to hedge the value of portfolio securities denominated in particular currencies against fluctuations in relative value, to gain or reduce exposure to certain currencies, or to generate income or gains. A forward foreign currency contract is an agreement between two parties to buy and sell a currency at a set price on a future date. The contract is marked-to-market daily and the change in value is recorded by the Fund as an unrealized gain or loss. When a forward foreign currency contract is extinguished, through delivery, the Fund records a realized gain or loss equal to the difference between the value of the contract at the time it was opened and the value of the contract at the time it was extinguished.

Option Contracts: Each Fund may enter into options transactions for hedging purposes and for non-hedging purposes such as seeking to enhance return. Each Fund may write covered put and call options on any stocks or stock indices, currencies traded on domestic and foreign securities exchanges, or futures contracts on stock indices, interest rates and currencies traded on domestic and, to the extent permitted by the CFTC, foreign exchanges. A call option on an asset written by a Fund obligates the Fund to sell the specified asset to the holder (purchaser) at a stated price (the exercise price) if the option is exercised before a specified date (the expiration date). A put option on an asset written by a Fund obligates the Fund to buy the specified asset from the purchaser at the exercise price if the option is exercised before the expiration date. Premiums received when writing options are recorded as liabilities and are subsequently adjusted to the current value of the options written. Premiums received from writing options that expire are treated as realized gains. Premiums received from writing options, which are either exercised or closed, are offset against the proceeds received or amount paid on the transaction to determine realized gains or losses.

Funds may invest in certain securities that are considered securities issued by affiliated companies. As defined by the Investment Company Act of 1940, an affiliated person, including an affiliated company, is one in which a Fund owns 5% or more of the outstanding voting securities, or a company which is under common ownership or control with the Fund. The purchases, sales, dividend income, realized gains or losses, change in unrealized gains or losses, shares and value of investments in affiliated companies for RiverFront Asset Allocation Growth & Income for the period ended January 31, 2024 were as follows:

ALPS | Smith Short Duration Bond Fund

STATEMENT OF INVESTMENTS

January 31, 2024 (Unaudited)

	Principal Amount		Value (Note 2)
BANK LOANS (0.25%)

Pipeline (0.25%)
Buckeye Partners, L.P., TL
1M SOFR + 2.50%, 11/22/2030^(a)	$	1,500,000	$	1,501,253

TOTAL BANK LOANS
(Cost $1,503,750)				1,501,253

	Principal Amount		Value (Note 2)
COLLATERALIZED MORTGAGE OBLIGATIONS (0.07%)

Fannie Mae
Series 1994-18, Class FA,
30D US SOFR + 0.71%, 02/25/2024^(a)	$	22	$	22
Series 1994-3, Class FA,
30D US SOFR + 0.76%, 03/25/2024^(a)		7		7
Series 1994-61, Class E,
7.500%, 04/25/2024		335		334
Series 1994-75, Class K,
7.000%, 04/25/2024		493		491
Series 1994-77, Class FB,
30D US SOFR + 1.61%, 04/25/2024^(a)		1,192		1,194
Series 1997-12, Class FA,
30D US SOFR + 1.11%, 04/18/2027^(a)		8,818		8,853
Series 1997-49, Class F,
30D US SOFR + 0.61%, 06/17/2027^(a)		14,739		14,713
Series 2004-53, Class NC,
5.500%, 07/25/2024		132		131
Series 2004-95, Class AK,
5.500%, 01/25/2025		1,802		1,789
Series 2005-121, Class DY,
5.500%, 01/25/2026		2,898		2,873
Series 2011-40, Class KA,
3.500%, 03/25/2026		30,321		29,786
Series 2011-44, Class EB,
3.000%, 05/25/2026		8,639		8,455
Series 2011-61, Class B,
3.000%, 07/25/2026		16,005		15,655
Series 2011-80, Class KB,
3.500%, 08/25/2026		13,373		13,149

	Principal Amount		Value (Note 2)
Series 2012-22, Class ND,
2.000%, 12/25/2026	$	1,117	$	1,112
Series 2012-47, Class HA,
1.500%, 05/25/2027		21,473		20,618
Series 2013-5, Class DB,
2.000%, 02/25/2028		51,161		48,943
Series 2015-96, Class EA,
3.000%, 12/25/2026		127,382		123,329
				291,454
Freddie Mac
Series 1994-1673, Class FB,
10Y US TI + -0.50%, 02/15/2024^(a)		3		3
Series 1994-1699, Class FB,
30D US SOFR + 1.11%, 03/15/2024^(a)		1		1
Series 1994-1707, Class F,
30D US SOFR + 0.81%, 03/15/2024^(a)		37		37
Series 1994-1730, Class Z,
7.000%, 05/15/2024		1,087		1,084
Series 1994-1744, Class FD,
30D US SOFR + 2.09%, 08/15/2024^(a)		2,702		2,709
Series 1994-32, Class PN,
7.500%, 04/25/2024		843		839
Series 1996-1810, Class D,
6.000%, 02/15/2026		7,331		7,245
Series 1996-1885, Class FA,
30D US SOFR + 0.56%, 09/15/2026^(a)		2,219		2,214
Series 2001-2332, Class FB,
30D US SOFR + 0.56%, 01/15/2028^(a)		46,241		46,124
Series 2004-2877, Class AL,
5.000%, 10/15/2024		55		55
Series 2005-3005, Class ED,
5.000%, 07/15/2025		12,274		12,148
Series 2006-3104, Class DH,
5.000%, 01/15/2026		9,360		9,254
Series 2009-3575, Class EB,
4.000%, 09/15/2024		2,313		2,299
Series 2010-3661, Class B,
4.000%, 04/15/2025		3,811		3,776
Series 2010-3710, Class MG,
4.000%, 08/15/2025^(b)		13,849		13,698
Series 2010-3779, Class KJ,
2.750%, 11/15/2025		156		156
Series 2011-3829, Class BE,
3.500%, 03/15/2026		6,257		6,157

	Principal Amount		Value (Note 2)
Series 2012-4003, Class BG,
2.000%, 10/15/2026	$	6,330	$	6,265
Series 2013-4177, Class NB,
1.500%, 03/15/2028		12,117		11,470
				125,534
Ginnie Mae
Series 2010-101, Class GU,
4.000%, 08/20/2025^(b)		5,476		5,402
Series 2013-53, Class KN,
1.500%, 08/20/2025		5,174		5,052
				10,454

TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS
(Cost $441,424)				427,442

	Principal Amount		Value (Note 2)
COMMERCIAL MORTGAGE-BACKED SECURITIES (0.04%)

Freddie Mac Multifamily Structured Pass Through Certificates
Series 2015-KF07, Class A,
30D US SOFR + 0.40%, 02/25/2025^(a)		8,737		8,722
Series 2017-K069, Class A1,
2.892%, 06/25/2027		25,476		25,247
Series 2017-K728, Class A2,
3.064%, 08/25/2024^(a)		99,095		97,738
Series 2017-KL1P, Class A1P,
2.544%, 10/25/2025		109,863		107,106
				238,813

TOTAL COMMERCIAL MORTGAGE-BACKED SECURITIES
(Cost $240,755)				238,813

	Principal Amount		Value (Note 2)
MORTGAGE-BACKED SECURITIES (0.88%)

Fannie Mae Pool
Series 2011-,
3.500%, 12/01/2026		130,228		127,360
Series 2011-MA0717,
3.500%, 04/01/2026		117,940		115,321
Series 2012-AM1076,
2.920%, 10/01/2024		219,651		215,684
Series 2014-AM7158,
3.150%, 11/01/2024		175,000		171,648
Series 2015-AM9288,
2.930%, 07/01/2025		3,673,616		3,564,598

	Principal Amount		Value (Note 2)
Series 2016-AL9448,
2.935%, 07/01/2026^(a)	$	181,408	$	173,947
Series 2016-AN1413,
2.490%, 05/01/2026		137,307		131,379
Series 2016-AN2079,
2.910%, 07/01/2026		34,475		32,899
Series 2018-AN8096,
3.020%, 06/01/2024		305,000		301,395
Series 2021-,
1.580%, 12/01/2028		110,000		96,830
				4,931,061
Freddie Mac Gold Pool
Series 2011-,
3.500%, 02/01/2026		146,168		143,025
Series 2012-T40090,
3.000%, 05/01/2027		42,887		41,751
				184,776
Freddie Mac Pool
Series 2018-,
3.500%, 04/01/2028		99,596		96,951

Ginnie Mae I Pool
Series 2010-745222,
4.500%, 07/15/2025		32,176		31,866
Series 2013-AF1057,
2.000%, 07/15/2028		58,311		55,053
				86,919
Ginnie Mae II Pool
Series 2009-4377,
4.500%, 03/20/2024		3,225		3,212
Series 2010-4898,
3.000%, 12/20/2025		21,860		21,287
Series 2011-4954,
3.000%, 02/20/2026		20,683		20,132
				44,631

TOTAL MORTGAGE-BACKED SECURITIES
(Cost $5,436,281)				5,344,338

	Principal Amount		Value (Note 2)
CORPORATE BONDS (71.66%)

Aerospace & Defense (3.23%)
Boeing Co.
1.43%, 02/04/2024		6,130,000		6,127,633
2.20%, 02/04/2026		5,000,000		4,710,378
L3Harris Technologies, Inc.
5.40%, 01/15/2027		6,500,000		6,631,539
RTX Corp.
5.75%, 11/08/2026		2,000,000		2,052,196

	Principal Amount		Value (Note 2)
Total Aerospace & Defense				19,521,746

Auto Parts Manufacturing (0.16%)
Aptiv PLC / Aptiv Corp.
2.40%, 02/18/2025	$	1,000,000	$	970,812

Automobiles Manufacturing (5.19%)
Ford Motor Credit Co. LLC
3.38%, 11/13/2025		6,465,000		6,206,763
6.80%, 11/07/2028		1,000,000		1,045,181
6.95%, 03/06/2026		3,750,000		3,835,504
General Motors Financial Co., Inc.
6.05%, 10/10/2025		7,000,000		7,105,193
SOFRINDX + 1.30%, 04/07/2025^(a)(c)		2,000,000		2,004,849
Kia Corp.
1.00%, 04/16/2024^(d)		2,850,000		2,823,348
Nissan Motor Acceptance Co. LLC
6.95%, 09/15/2026^(d)		3,350,000		3,463,824
Volkswagen Group of America Finance LLC
1D US SOFR + 0.95%, 06/07/2024^(a)(d)		5,000,000		5,005,766
Total Automobiles Manufacturing				31,490,428

Banks (7.96%)
Bank of Ireland Group PLC
1Y US TI + 2.65%, 09/16/2026^(a)(d)		4,000,000		4,044,210
Bank of New York Mellon
1D US SOFR + 0.80%, 11/21/2025^(a)		5,000,000		5,005,641
Citizens Bank NA
1D US SOFR + 1.45%, 10/24/2025^(a)		4,810,000		4,796,451
Danske Bank A/S
1Y US TI + 2.10%, 01/09/2026^(a)(d)		8,535,000		8,604,765
Discover Bank
2.45%, 09/12/2024		3,029,000		2,968,887
Fifth Third Bank NA
SOFRINDX + 1.23%, 10/27/2025^(a)(c)		2,000,000		2,003,053
KeyCorp
SOFRINDX + 1.25%, 05/23/2025^(a)(c)		1,000,000		991,651
Morgan Stanley Bank NA
1D US SOFR + 1.08%, 01/14/2028^(a)		5,000,000		5,014,728
NatWest Markets PLC
0.80%, 08/12/2024^(d)		1,000,000		975,724
Synovus Financial Corp.
5.20%, 08/11/2025		3,450,000		3,433,516

	Principal Amount		Value (Note 2)
Truist Bank
3.30%, 05/15/2026	$	3,500,000	$	3,355,979
Truist Financial Corp.
1D US SOFR + 0.40%, 06/09/2025^(a)		2,000,000		1,983,764
Wells Fargo Bank NA
4.81%, 01/15/2026		5,000,000		5,010,764
Total Banks				48,189,133

Biotechnology (1.05%)
Amgen, Inc.
5.15%, 03/02/2028		3,300,000		3,360,725
5.51%, 03/02/2026		3,000,000		3,000,570
Total Biotechnology				6,361,295

Cable & Satellite (0.67%)
Charter Communications Operating LLC / Charter Communications Operating Capital
6.15%, 11/10/2026		3,000,000		3,065,222
Cox Communications, Inc.
5.45%, 09/15/2028^(d)		1,000,000		1,020,920
Total Cable & Satellite				4,086,142

Casinos & Gaming (0.47%)
MGM Resorts International
6.75%, 05/01/2025		2,843,000		2,851,794

Chemicals (3.27%)
Avient Corp.
5.75%, 05/15/2025^(d)		2,921,000		2,912,669
EIDP, Inc.
4.50%, 05/15/2026		5,000,000		4,987,849
LG Chem, Ltd.
4.38%, 07/14/2025^(d)		1,500,000		1,480,762
Nutrien, Ltd.
5.90%, 11/07/2024		4,000,000		4,009,233
Sherwin-Williams Co.
4.05%, 08/08/2024		3,000,000		2,979,649
4.25%, 08/08/2025		3,000,000		2,970,977
Westlake Corp.
0.88%, 08/15/2024		500,000		487,569
Total Chemicals				19,828,708

Commercial Finance (1.07%)
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
6.50%, 07/15/2025		3,400,000		3,449,007
Penske Truck Leasing Co. Lp / PTL Finance Corp.
5.75%, 05/24/2026^(d)		3,000,000		3,030,412
Total Commercial Finance				6,479,419

	Principal Amount		Value (Note 2)
Consumer Finance (1.83%)
American Express Co.
2.25%, 03/04/2025	$	3,000,000	$	2,907,927
SOFRINDX + 1.28%, 07/27/2029^(a)(c)		3,000,000		3,056,089
Fiserv, Inc.
5.38%, 08/21/2028		5,000,000		5,128,574
Total Consumer Finance				11,092,590

Consumer Products (0.65%)
Haleon UK Capital PLC
3.13%, 03/24/2025		4,000,000		3,914,277

Department Stores (0.82%)
Nordstrom, Inc.
Series WI
2.30%, 04/08/2024		5,000,000		4,954,625

Design, Manufacturing & Distribution (0.48%)
TD SYNNEX Corp.
1.25%, 08/09/2024		3,000,000		2,930,250

Diversified Banks (4.44%)
Banco Santander SA
1Y US TI + 0.45%, 06/30/2024^(a)		1,000,000		1,000,658
Bank of America Corp.
1D US SOFR + 1.29%, 01/20/2027^(a)		4,000,000		4,002,354
1D US SOFR + 1.63%, 04/25/2029^(a)		7,000,000		7,060,047
Citigroup, Inc.
1D US SOFR + 0.669%, 05/01/2025^(a)		3,000,000		2,961,299
JPMorgan Chase & Co.
Series FRN
1D US SOFR + 0.58%, 06/23/2025^(a)		2,000,000		2,000,583
1D US SOFR + 1.07%, 12/15/2025^(a)		3,875,000		3,878,073
1D US SOFR + 1.19%, 01/23/2028^(a)		3,000,000		3,013,519
Mitsubishi UFJ Financial Group, Inc.
1Y US TI + 1.70%, 07/18/2025^(a)		3,000,000		2,987,645
Total Diversified Banks				26,904,178

Electrical Equipment Manufacturing (1.01%)
Carrier Global Corp.
5.80%, 11/30/2025^(d)		3,000,000		3,044,503
Vontier Corp.
1.80%, 04/01/2026		3,350,000		3,093,093
Total Electrical Equipment Manufacturing				6,137,596

	Principal Amount		Value (Note 2)
Entertainment Content (1.07%)
Warnermedia Holdings, Inc.
6.41%, 03/15/2026	$	6,500,000	$	6,501,201

Entertainment Resources (0.33%)
Vail Resorts, Inc.
6.25%, 05/15/2025^(d)		2,000,000		2,004,160

Exploration & Production (0.88%)
Occidental Petroleum Corp.
8.50%, 07/15/2027		4,900,000		5,357,513

Financial Services (8.35%)
Charles Schwab Corp.
5.88%, 08/24/2026		5,000,000		5,120,685
SOFRINDX + 1.05%, 03/03/2027^(a)(c)		2,471,000		2,454,231
Goldman Sachs Group, Inc.
1D US SOFR + 1.075%, 08/10/2026^(a)		7,000,000		7,068,366
Morgan Stanley
1D US SOFR + 0.525%, 05/30/2025^(a)		3,000,000		2,943,830
1D US SOFR + 1.295%, 01/28/2027^(a)		2,000,000		2,006,535
1D US SOFR + 1.59%, 04/20/2029^(a)		3,000,000		3,020,962
1D US SOFR + 1.63%, 07/20/2029^(a)		2,000,000		2,036,576
Nasdaq, Inc.
5.65%, 06/28/2025		500,000		504,849
National Securities Clearing Corp.
5.05%, 11/21/2024^(d)		7,000,000		6,994,828
State Street Corp.
1D US SOFR + 1.353%, 11/04/2026^(a)		3,250,000		3,300,043
UBS Group AG
1Y US TI + 1.60%, 08/05/2025^(a)(d)		5,000,000		4,970,836
1Y US TI + 1.60%, 12/22/2027^(a)(d)		7,000,000		7,211,306
USAA Capital Corp.
3.38%, 05/01/2025^(d)		3,000,000		2,944,671
Total Financial Services				50,577,718

Food & Beverage (1.89%)
Constellation Brands, Inc.
3.60%, 05/09/2024		3,000,000		2,985,011
JDE Peet's NV
0.80%, 09/24/2024^(d)		1,000,000		967,549
Mondelez International Holdings Netherlands BV
4.25%, 09/15/2025^(d)		3,000,000		2,969,292

	Principal Amount		Value (Note 2)
Mondelez International, Inc.
2.13%, 03/17/2024	$	3,000,000	$	2,986,265
Nestle Holdings, Inc.
4.00%, 09/12/2025^(d)		1,577,000		1,564,458
Total Food & Beverage				11,472,575

Hardware (0.49%)
Teledyne Technologies, Inc.
0.95%, 04/01/2024		3,000,000		2,975,169

Health Care Facilities & Services (1.32%)
HCA, Inc.
5.00%, 03/15/2024		5,974,000		5,968,164
5.20%, 06/01/2028		2,000,000		2,020,674
Total Health Care Facilities & Services				7,988,838

Industrial Other (2.59%)
Element Fleet Management Corp.
6.27%, 06/26/2026^(d)		4,300,000		4,380,184
6.32%, 12/04/2028^(d)		3,000,000		3,119,157
Honeywell International, Inc.
4.85%, 11/01/2024		5,000,000		4,990,019
Parker-Hannifin Corp.
3.65%, 06/15/2024		1,000,000		992,667
Quanta Services, Inc.
0.95%, 10/01/2024		2,250,000		2,182,545
Total Industrial Other				15,664,572

Leisure Products Manufacturing (0.58%)
Brunswick Corp.
0.85%, 08/18/2024		2,000,000		1,947,718
Polaris, Inc.
6.95%, 03/15/2029		1,492,000		1,585,084
Total Leisure Products Manufacturing				3,532,802

Life Insurance (0.66%)
Northwestern Mutual Global Funding
4.71%, 01/10/2029^(d)		3,000,000		3,015,882
Security Benefit Global Funding
1.25%, 05/17/2024^(d)		1,000,000		986,542
Total Life Insurance				4,002,424

Machinery Manufacturing (0.68%)
Ingersoll Rand, Inc.
5.40%, 08/14/2028		2,000,000		2,052,421
Nordson Corp.
5.60%, 09/15/2028		2,000,000		2,062,040
Total Machinery Manufacturing				4,114,461

Mass Merchants (0.33%)
Dollar General Corp.
4.25%, 09/20/2024		2,000,000		1,983,982

	Principal Amount		Value (Note 2)
Medical Equipment & Devices Manufacturing (0.98%)
GE HealthCare Technologies, Inc.
5.55%, 11/15/2024	$	2,000,000	$	2,001,646
5.60%, 11/15/2025		2,000,000		2,019,138
Zimmer Biomet Holdings, Inc.
1.45%, 11/22/2024		2,000,000		1,936,736
Total Medical Equipment & Devices Manufacturing				5,957,520

Metals & Mining (1.42%)
BHP Billiton Finance USA, Ltd.
5.25%, 09/08/2026		3,000,000		3,057,614
Steel Dynamics, Inc.
5.00%, 12/15/2026		5,592,000		5,564,798
Total Metals & Mining				8,622,412

Pipeline (4.75%)
Buckeye Partners LP
4.35%, 10/15/2024		2,471,000		2,433,854
Columbia Pipelines Holding Co. LLC
6.04%, 08/15/2028^(d)		1,000,000		1,036,123
6.06%, 08/15/2026^(d)		1,500,000		1,534,540
Energy Transfer LP
4.50%, 04/15/2024		900,000		897,575
8.00%, 04/01/2029^(d)		1,213,000		1,263,327
Gray Oak Pipeline LLC
2.60%, 10/15/2025^(d)		6,250,000		5,982,337
Midwest Connector Capital Co. LLC
3.90%, 04/01/2024^(d)		9,784,000		9,748,660
Targa Resources Partners LP / Targa Resources Partners Finance Corp.
6.50%, 07/15/2027		5,786,000		5,893,186
Total Pipeline				28,789,602

Power Generation (1.28%)
Vistra Operations Co. LLC
4.88%, 05/13/2024^(d)		7,735,000		7,721,793

Real Estate (2.03%)
VICI Properties LP
4.38%, 05/15/2025		10,500,000		10,328,621
VICI Properties LP / VICI Note Co., Inc.
5.63%, 05/01/2024^(d)		2,000,000		1,998,166
Total Real Estate				12,326,787

Semiconductors (0.16%)
Microchip Technology, Inc.
0.97%, 02/15/2024		1,000,000		998,168

Software & Services (0.82%)
Concentrix Corp.
6.65%, 08/02/2026		3,350,000		3,431,830
VMware LLC
4.65%, 05/15/2027		1,500,000		1,487,222

	Principal Amount		Value (Note 2)
Total Software & Services				4,919,052

Supermarkets & Pharmacies (1.20%)
7-Eleven, Inc.
0.80%, 02/10/2024^(d)	$	3,350,000	$	3,344,337
Albertsons Cos. Inc / Safeway, Inc. / New Albertsons LP / Albertsons LLC
6.50%, 02/15/2028^(d)		3,924,000		3,970,107
Total Supermarkets & Pharmacies				7,314,444

Transportation & Logistics (0.67%)
Daimler Truck Finance North America LLC
5.40%, 09/20/2028^(d)		2,000,000		2,046,159
5.60%, 08/08/2025^(d)		2,000,000		2,016,591
Total Transportation & Logistics				4,062,750

Travel & Lodging (0.34%)
Marriott International, Inc.
5.45%, 09/15/2026		2,000,000		2,030,443

Utilities (5.33%)
American Electric Power Co., Inc.
2.03%, 03/15/2024		3,969,000		3,950,545
5.70%, 08/15/2025		3,000,000		3,024,626
Black Hills Corp.
1.04%, 08/23/2024		3,000,000		2,923,271
DTE Energy Co.
4.22%, 11/01/2024^(b)		2,000,000		1,979,433
Duke Energy Corp.
5.00%, 12/08/2025		6,000,000		6,015,082
NextEra Energy Capital Holdings, Inc.
6.05%, 03/01/2025		3,000,000		3,026,177
ONE Gas, Inc.
1.10%, 03/11/2024		3,439,000		3,422,637
Sempra
5.40%, 08/01/2026		2,000,000		2,024,874
Southern Co.
4.48%, 08/01/2024^(b)		3,000,000		2,981,024
WEC Energy Group, Inc.
0.80%, 03/15/2024		3,000,000		2,981,534
Total Utilities				32,329,203

Waste & Environment Services & Equipment (0.38%)
GFL Environmental, Inc.
5.13%, 12/15/2026^(d)		2,340,000		2,286,872

Wireless Telecommunications Services (0.83%)
T-Mobile USA, Inc.
4.80%, 07/15/2028		5,000,000		5,015,650

TOTAL CORPORATE BONDS
(Cost $433,514,931)				434,263,104

	Principal Amount		Value (Note 2)
GOVERNMENT BONDS (22.01%)

U.S. Treasury Bonds (22.01%)
United States Treasury Notes
3.75%, 12/31/2028	$	6,068,000	$	6,034,105
4.38%, 12/15/2026		2,824,000		2,851,137
4.38%, 11/30/2028		9,515,000		9,724,999
4.63%, 03/15/2026		24,641,000		24,857,571
4.75%, 07/31/2025		22,199,000		22,306,093
4.88%, 11/30/2025		5,813,000		5,873,968
5.00%, 08/31/2025		6,607,000		6,668,812
5.00%, 09/30/2025		24,225,000		24,476,713
5.00%, 10/31/2025		30,274,000		30,620,495
Total U.S. Treasury Bonds				133,413,893

TOTAL GOVERNMENT BONDS
(Cost $132,518,160)				133,413,893

	7-Day Yield			Shares		Value (Note 2)
SHORT TERM INVESTMENTS (3.67%)

Money Market Fund (3.67%)
Morgan Stanley Institutional Liquidity Funds - Government Portfolio		5.23	%		22,215,819		22,215,819

TOTAL SHORT TERM INVESTMENTS
(Cost $22,215,819)							22,215,819

TOTAL INVESTMENTS (98.58%)
(Cost $595,871,120)						$	597,404,662

Other Assets In Excess Of Liabilities (1.42%)							8,624,394

NET ASSETS (100.00%)						$	606,029,056

Investment Abbreviations:

SOFR - Secured Overnight Financing Rate

SOFRINDX - Secured Overnight Financing Rate Index

TI – Treasury Index

Reference Rates:

1M US SOFR - 1 Month SOFR as of January 31, 2024 was 5.33%

30D US SOFR - 30 Day SOFR as of January 31, 2024 was 5.33%

1D US SOFR - 1 Day SOFR as of January 31, 2024 was 5.32%

1Y US TI - 1 Year US TI as of January 31, 2024 was 4.73%

10Y US TI - 10 Year US TI as of January 31, 2024 was 3.99%

^(a)

Floating or variable rate security. The reference rate is described above. The rate in effect as of January 31, 2024 is based on the reference rate plus the displayed spread as of the security's last reset date.

^(b)	Step bond. Coupon changes periodically based upon a predetermined schedule. Interest rate disclosed is that which is in effect as of January 31, 2024.
^(c)	The SOFRINDX is a compounded average of the daily Secured Overnight Financing Rate determined by reference to the SOFR Index for any interest period.
^(d)	Security exempt from registration under Rule 144A of the Securities Act of 1933. This security may be resold in transactions exempt from registration, normally to qualified institutional buyers. As of January 31, 2024, the aggregate market value of those securities was $120,484,779, representing 19.88% of net assets.

See Notes to Quarterly Statement of Investments.

ALPS | Smith Total Return Bond Fund

STATEMENT OF INVESTMENTS

January 31, 2024 (Unaudited)

	Principal Amount		Value (Note 2)
BANK LOANS (0.76%)

Aerospace & Defense (0.24%)

TransDigm, Inc.
3M US SOFR + 3.25%, 02/28/2031^(a)	$	6,800,000	$	6,816,354

Apparel & Textile Products (0.14%)

Hanesbrands, Inc.
1M US SOFR + 3.75%, 03/08/2030^(a)		3,970,000		3,955,113

Consumer Finance (0.14%)

GTCR W MERGER SUB LLC, TL
1D US SOFR + 3.00%, 09/23/2030^(a)		4,101,000		4,116,379

Pipeline (0.24%)

Buckeye Partners, L.P., TL
1M US SOFR + 2.50%, 11/22/2030^(a)		6,954,000		6,959,806

TOTAL BANK LOANS
(Cost $21,853,993)				21,847,652

	Principal Amount		Value (Note 2)
COLLATERALIZED MORTGAGE OBLIGATIONS (9.86%)

Fannie Mae
Series 1997-76, Class FO,
30D US SOFR + 0.61%, 09/17/2027^(a)	$	8,009	$	7,872
Series 1999-58, Class F,
30D US SOFR + 0.51%, 11/18/2029^(a)		27,229		27,081
Series 2000-40, Class FA,
30D US SOFR + 0.61%, 07/25/2030^(a)		11,384		11,370
Series 2000-45, Class F,
30D US SOFR + 0.56%, 12/25/2030^(a)		9,833		9,788
Series 2001-27, Class F,
30D US SOFR + 0.61%, 06/25/2031^(a)		6,865		6,754

	Principal Amount		Value (Note 2)
Series 2001-29, Class Z,
6.500%, 07/25/2031	$	47,392	$	48,585
Series 2001-51, Class OD,
6.500%, 10/25/2031		1,000		998
Series 2001-52, Class XZ,
6.500%, 10/25/2031		17,976		18,585
Series 2001-59, Class F,
30D US SOFR + 0.71%, 11/25/2031^(a)		78,246		78,294
Series 2001-60, Class OF,
30D US SOFR + 1.06%, 10/25/2031^(a)		126,460		127,953
Series 2001-63, Class FD,
30D US SOFR + 0.71%, 12/18/2031^(a)		8,727		8,736
Series 2001-63, Class TC,
6.000%, 12/25/2031		15,759		16,250
Series 2001-68, Class PH,
6.000%, 12/25/2031		12,902		13,311
Series 2001-71, Class FS,
30D US SOFR + 0.71%, 11/25/2031^(a)		45,768		45,797
Series 2001-71, Class FE,
30D US SOFR + 0.76%, 11/25/2031^(a)		55,965		56,078
Series 2001-81, Class GE,
6.000%, 01/25/2032		10,876		11,230
Series 2002-11, Class JF,
30D US SOFR + 0.84%, 03/25/2032^(a)		34,630		34,779
Series 2002-12, Class FH,
30D US SOFR + 1.16%, 01/25/2032^(a)		38,499		38,871
Series 2002-13, Class FE,
30D US SOFR + 1.01%, 03/25/2032^(a)		34,487		34,673
Series 2002-16, Class TM,
7.000%, 04/25/2032		10,042		10,447
Series 2002-17, Class JF,
30D US SOFR + 1.11%, 04/25/2032^(a)		20,757		21,006
Series 2002-18, Class FD,
30D US SOFR + 0.91%, 02/25/2032^(a)		36,296		36,457
Series 2002-23, Class FA,
30D US SOFR + 1.01%, 04/25/2032^(a)		31,034		31,377
Series 2002-34, Class EO,
–%, 05/18/2032^(b)		24,718		23,316

	Principal Amount		Value (Note 2)
Series 2002-36, Class FS,
30D US SOFR + 0.61%, 06/25/2032^(a)	$	11,196	$	11,191
Series 2002-44, Class FJ,
30D US SOFR + 1.11%, 04/25/2032^(a)		53,351		53,898
Series 2002-47, Class FC,
30D US SOFR + 0.71%, 11/25/2031^(a)		10,946		10,925
Series 2002-48, Class F,
30D US SOFR + 1.11%, 07/25/2032^(a)		33,214		33,552
Series 2002-49, Class FC,
30D US SOFR + 1.11%, 11/18/2031^(a)		30,882		31,179
Series 2002-60, Class FV,
30D US SOFR + 1.11%, 04/25/2032^(a)		77,046		77,973
Series 2002-63, Class EZ,
6.000%, 10/25/2032		5,902		6,035
Series 2002-64, Class PG,
5.500%, 10/25/2032		43,318		44,190
Series 2002-68, Class AF,
30D US SOFR + 1.11%, 10/25/2032^(a)		14,633		14,810
Series 2002-7, Class FC,
30D US SOFR + 0.86%, 01/25/2032^(a)		44,374		44,589
Series 2002-71, Class AQ,
4.000%, 11/25/2032		29,694		28,889
Series 2002-8, Class FA,
30D US SOFR + 0.86%, 03/18/2032^(a)		21,771		21,915
Series 2002-80, Class CZ,
4.500%, 09/25/2032		103,891		98,470
Series 2002-9, Class FW,
30D US SOFR + 0.66%, 03/25/2032^(a)		10,995		10,854
Series 2002-91, Class F,
30D US SOFR + 0.66%, 01/25/2033^(a)		15,832		15,815
Series 2003-107, Class FD,
30D US SOFR + 0.61%, 11/25/2033^(a)		10,424		10,416
Series 2003-110, Class CK,
3.000%, 11/25/2033		17,558		16,923
Series 2003-116, Class FA,
30D US SOFR + 0.51%, 11/25/2033^(a)		21,243		21,177
Series 2003-119, Class ZP,
4.000%, 12/25/2033		50,215		47,663

	Principal Amount		Value (Note 2)
Series 2003-119, Class FH,
30D US SOFR + 0.61%, 12/25/2033^(a)	$	30,935	$	30,908
Series 2003-128, Class MF,
30D US SOFR + 0.71%, 01/25/2034^(a)		42,447		42,551
Series 2003-131, Class CH,
5.500%, 01/25/2034		64,800		66,574
Series 2003-134, Class FC,
30D US SOFR + 0.71%, 12/25/2032^(a)		24,448		24,508
Series 2003-14, Class AP,
4.000%, 03/25/2033		42,476		41,773
Series 2003-14, Class AN,
3.500%, 03/25/2033		28,317		27,787
Series 2003-19, Class MB,
4.000%, 05/25/2031		28,009		27,110
Series 2003-21, Class OG,
4.000%, 01/25/2033		17,391		16,966
Series 2003-22, Class BZ,
6.000%, 04/25/2033		21,431		21,849
Series 2003-27, Class EK,
5.000%, 04/25/2033		23,551		23,779
Series 2003-30, Class JQ,
5.500%, 04/25/2033		21,718		22,164
Series 2003-32, Class UJ,
5.500%, 05/25/2033		36,724		37,639
Series 2003-41, Class OB,
4.000%, 05/25/2033		100,571		95,560
Series 2003-41, Class OZ,
3.750%, 05/25/2033		168,543		153,838
Series 2003-42, Class JH,
5.500%, 05/25/2033		53,621		54,756
Series 2003-46, Class PJ,
5.500%, 06/25/2033		28,244		28,964
Series 2003-47, Class PE,
5.750%, 06/25/2033		38,354		39,554
Series 2003-64, Class JK,
3.500%, 07/25/2033		44,655		43,374
Series 2003-64, Class ZC,
5.000%, 07/25/2033		23,583		23,371
Series 2003-71, Class HD,
5.500%, 08/25/2033		101,569		102,768
Series 2003-76, Class EZ,
5.000%, 08/25/2033		117,524		116,470
Series 2003-94, Class CE,
5.000%, 10/25/2033		5,374		5,308
Series 2004-10, Class ZB,
6.000%, 02/25/2034		166,738		169,127

	Principal Amount		Value (Note 2)
Series 2004-101, Class TB,
5.500%, 01/25/2035	$	104,526	$	107,095
Series 2004-14, Class QB,
5.250%, 03/25/2034		138,101		140,634
Series 2004-17, Class BA,
6.000%, 04/25/2034		118,388		124,761
Series 2004-17, Class DZ,
5.500%, 04/25/2034		13,539		13,547
Series 2004-26, Class CG,
4.500%, 08/25/2033		509		506
Series 2004-36, Class FA,
30D US SOFR + 0.51%, 05/25/2034^(a)		21,551		21,467
Series 2004-36, Class CB,
5.000%, 05/25/2034		76,394		77,158
Series 2004-53, Class FC,
30D US SOFR + 0.56%, 07/25/2034^(a)		162,199		161,740
Series 2004-54, Class FL,
30D US SOFR + 0.51%, 07/25/2034^(a)		113,998		113,763
Series 2004-60, Class AC,
5.500%, 04/25/2034		95,452		94,606
Series 2004-68, Class LC,
5.000%, 09/25/2029		30,622		30,342
Series 2004-77, Class AY,
4.500%, 10/25/2034		14,404		14,184
Series 2004-82, Class HK,
5.500%, 11/25/2034		40,108		40,717
Series 2004-92, Class FD,
30D US SOFR + 0.46%, 05/25/2034^(a)		86,147		86,069
Series 2004-92, Class TB,
5.500%, 12/25/2034		71,393		73,533
Series 2005-110, Class MP,
5.500%, 12/25/2035		14,101		14,270
Series 2005-120, Class FE,
30D US SOFR + 0.63%, 01/25/2036^(a)		17,776		17,605
Series 2005-122, Class PY,
6.000%, 01/25/2036		266,193		272,705
Series 2005-17, Class EX,
5.250%, 03/25/2035		25,000		24,691
Series 2005-17, Class EZ,
4.500%, 03/25/2035		163,719		157,652
Series 2005-29, Class ZA,
5.500%, 04/25/2035		969,169		1,002,744
Series 2005-3, Class CH,
5.250%, 02/25/2035		68,560		70,381

	Principal Amount		Value (Note 2)
Series 2005-35, Class DZ,
5.000%, 04/25/2035	$	113,485	$	113,611
Series 2005-48, Class TD,
5.500%, 06/25/2035		107,989		111,479
Series 2005-52, Class FE,
30D US SOFR + 1.91%, 05/25/2035^(a)		92,138		95,388
Series 2005-62, Class GZ,
5.750%, 07/25/2035		341,479		352,233
Series 2005-64, Class PL,
5.500%, 07/25/2035		57,225		58,126
Series 2005-68, Class BE,
5.250%, 08/25/2035		64,611		65,142
Series 2005-68, Class PG,
5.500%, 08/25/2035		23,878		24,296
Series 2005-68, Class CZ,
5.500%, 08/25/2035		258,380		257,562
Series 2005-69, Class GZ,
4.500%, 08/25/2035		16,805		16,256
Series 2005-7, Class MZ,
4.750%, 02/25/2035		26,095		25,571
Series 2005-70, Class KP,
5.000%, 06/25/2035		45,881		46,564
Series 2005-70, Class NA,
5.500%, 08/25/2035		10,155		10,345
Series 2005-72, Class FB,
30D US SOFR + 0.36%, 08/25/2035^(a)		10,104		10,005
Series 2005-79, Class DB,
5.500%, 09/25/2035		68,099		69,955
Series 2005-84, Class XM,
5.750%, 10/25/2035		51,460		52,427
Series 2005-89, Class F,
30D US SOFR + 0.41%, 10/25/2035^(a)		17,583		17,406
Series 2005-99, Class AC,
5.500%, 12/25/2035		541,000		554,366
Series 2005-99, Class FA,
30D US SOFR + 0.41%, 11/25/2035^(a)		15,058		15,015
Series 2005-99, Class ZA,
5.500%, 12/25/2035		121,942		125,032
Series 2006-112, Class QC,
5.500%, 11/25/2036		17,551		18,090
Series 2006-114, Class HE,
5.500%, 12/25/2036		79,136		81,393
Series 2006-115, Class EF,
30D US SOFR + 0.47%, 12/25/2036^(a)		13,687		13,483

	Principal Amount		Value (Note 2)
Series 2006-16, Class HZ,
5.500%, 03/25/2036	$	211,023	$	210,462
Series 2006-39, Class EF,
30D US SOFR + 0.51%, 05/25/2036^(a)		13,241		13,113
Series 2006-46, Class UD,
5.500%, 06/25/2036		33,000		33,098
Series 2006-48, Class TF,
30D US SOFR + 0.51%, 06/25/2036^(a)		34,729		34,278
Series 2006-48, Class DZ,
6.000%, 06/25/2036		169,919		179,275
Series 2006-56, Class F,
30D US SOFR + 0.41%, 07/25/2036^(a)		9,933		9,863
Series 2006-62, Class FX,
30D US SOFR + 1.86%, 07/25/2036^(a)		176,206		177,203
Series 2006-63, Class QH,
5.500%, 07/25/2036		29,144		30,057
Series 2006-70, Class AF,
30D US SOFR + 0.51%, 08/25/2036^(a)		65,305		64,590
Series 2006-71, Class ZH,
6.000%, 07/25/2036		35,760		36,991
Series 2006-95, Class FH,
30D US SOFR + 0.56%, 10/25/2036^(a)		68,430		67,634
Series 2007-100, Class YF,
30D US SOFR + 0.66%, 10/25/2037^(a)		14,140		14,006
Series 2007-109, Class GF,
30D US SOFR + 0.79%, 12/25/2037^(a)		40,773		40,518
Series 2007-111, Class FC,
30D US SOFR + 0.71%, 12/25/2037^(a)		28,217		28,161
Series 2007-117, Class FM,
30D US SOFR + 0.81%, 01/25/2038^(a)		165,677		165,210
Series 2007-12, Class BZ,
6.000%, 03/25/2037		460,566		464,554
Series 2007-12, Class ZA,
6.000%, 03/25/2037		166,979		163,331
Series 2007-14, Class GZ,
5.500%, 03/25/2037		144,311		145,590
Series 2007-18, Class MZ,
6.000%, 03/25/2037		126,995		127,137
Series 2007-22, Class FC,
30D US SOFR + 0.53%, 03/25/2037^(a)		69,147		67,400

	Principal Amount		Value (Note 2)
Series 2007-26, Class ZB,
5.500%, 04/25/2037	$	239,379	$	240,001
Series 2007-30, Class MB,
4.250%, 04/25/2037		54,487		54,003
Series 2007-33, Class HE,
5.500%, 04/25/2037		35,556		36,858
Series 2007-34, Class F,
30D US SOFR + 0.50%, 04/25/2037^(a)		21,456		21,046
Series 2007-41, Class FA,
30D US SOFR + 0.51%, 05/25/2037^(a)		7,032		6,925
Series 2007-51, Class CP,
5.500%, 06/25/2037		24,950		25,292
Series 2007-51, Class PB,
5.500%, 06/25/2037		28,357		27,808
Series 2007-55, Class PH,
6.000%, 06/25/2047		259,275		276,262
Series 2007-57, Class FA,
30D US SOFR + 0.34%, 06/25/2037^(a)		19,522		19,274
Series 2007-6, Class FC,
30D US SOFR + 0.53%, 02/25/2037^(a)		36,944		36,209
Series 2007-63, Class VZ,
5.500%, 07/25/2037		180,349		182,188
Series 2007-63, Class FC,
30D US SOFR + 0.46%, 07/25/2037^(a)		18,223		17,899
Series 2007-65, Class ZE,
5.500%, 07/25/2037		585,772		586,203
Series 2007-65, Class KF,
30D US SOFR + 0.49%, 07/25/2037^(a)		51,237		50,373
Series 2007-70, Class FA,
30D US SOFR + 0.46%, 07/25/2037^(a)		25,257		24,811
Series 2007-77, Class JE,
6.000%, 08/25/2037		289,265		285,936
Series 2007-85, Class FL,
30D US SOFR + 0.65%, 09/25/2037^(a)		29,304		29,025
Series 2007-85, Class FC,
30D US SOFR + 0.65%, 09/25/2037^(a)		96,200		95,790
Series 2007-86, Class FA,
30D US SOFR + 0.56%, 09/25/2037^(a)		26,299		26,087
Series 2007-9, Class FB,
30D US SOFR + 0.46%, 03/25/2037^(a)		19,800		19,441

	Principal Amount		Value (Note 2)
Series 2008-18, Class FA,
30D US SOFR + 1.01%, 03/25/2038^(a)	$	150,633	$	151,134
Series 2008-24, Class WD,
5.500%, 02/25/2038		153,997		155,687
Series 2008-25, Class EF,
30D US SOFR + 1.06%, 04/25/2038^(a)		37,494		37,818
Series 2008-27, Class B,
5.500%, 04/25/2038		656,228		673,093
Series 2008-46, Class LA,
5.500%, 06/25/2038		10,477		10,564
Series 2008-66, Class FT,
30D US SOFR + 1.06%, 08/25/2038^(a)		20,920		20,961
Series 2008-86, Class FC,
30D US SOFR + 1.21%, 12/25/2038^(a)		150,560		152,910
Series 2009-103, Class FM,
30D US SOFR + 0.81%, 11/25/2039^(a)		33,029		33,076
Series 2009-104, Class FA,
30D US SOFR + 0.91%, 12/25/2039^(a)		35,336		35,372
Series 2009-11, Class MP,
7.000%, 03/25/2049		101,190		108,077
Series 2009-110, Class FG,
30D US SOFR + 0.86%, 01/25/2040^(a)		80,215		80,445
Series 2009-111, Class CY,
5.000%, 03/25/2038		133,000		133,385
Series 2009-12, Class LA,
15.329%, 03/25/2039^(a)		266,948		331,053
Series 2009-12, Class LD,
17.104%, 03/25/2039^(a)		364,206		507,871
Series 2009-19, Class ZA,
6.500%, 04/25/2039		417,498		439,248
Series 2009-36, Class MX,
5.000%, 06/25/2039		58,000		58,470
Series 2009-39, Class Z,
6.000%, 06/25/2039		1,796,799		1,854,837
Series 2009-42, Class TZ,
4.500%, 03/25/2039		237,108		226,775
Series 2009-47, Class BN,
4.500%, 07/25/2039		31,792		31,315
Series 2009-62, Class WA,
5.583%, 08/25/2039^(a)		104,772		105,171
Series 2009-68, Class FD,
30D US SOFR + 1.36%, 09/25/2039^(a)		44,712		44,796

	Principal Amount		Value (Note 2)
Series 2009-70, Class CO,
–%, 01/25/2037^(b)	$	68,001	$	57,562
Series 2009-70, Class FA,
30D US SOFR + 1.31%, 09/25/2039^(a)		21,465		21,385
Series 2009-86, Class OT,
–%, 10/25/2037^(b)		28,909		24,030
Series 2009-87, Class FG,
30D US SOFR + 0.86%, 11/25/2039^(a)		54,845		55,008
Series 2009-90, Class UZ,
4.500%, 11/25/2039		663,802		635,511
Series 2010-1, Class WA,
6.240%, 02/25/2040^(a)		15,339		15,652
Series 2010-1, Class EL,
4.500%, 02/25/2040		244,621		241,551
Series 2010-102, Class B,
4.500%, 07/25/2040		222,414		219,804
Series 2010-102, Class HA,
4.000%, 09/25/2050		57,886		54,716
Series 2010-103, Class DZ,
4.500%, 09/25/2040		222,882		215,227
Series 2010-103, Class PJ,
4.500%, 09/25/2040		30,148		29,763
Series 2010-111, Class FC,
30D US SOFR + 0.63%, 10/25/2040^(a)		43,110		42,443
Series 2010-118, Class LZ,
4.750%, 10/25/2040		33,762		33,433
Series 2010-122, Class JA,
7.000%, 07/25/2040		14,874		15,140
Series 2010-123, Class FL,
30D US SOFR + 0.54%, 11/25/2040^(a)		17,215		17,013
Series 2010-123, Class KU,
4.500%, 11/25/2040		163,486		161,238
Series 2010-129, Class PZ,
4.500%, 11/25/2040		34,997		31,996
Series 2010-130, Class BZ,
4.500%, 11/25/2040		1,205,455		1,183,689
Series 2010-14, Class FJ,
30D US SOFR + 0.71%, 03/25/2040^(a)		90,619		90,539
Series 2010-141, Class LZ,
4.500%, 12/25/2040		704,316		682,404
Series 2010-141, Class MN,
4.000%, 12/25/2040		90,000		85,764
Series 2010-141, Class FB,
30D US SOFR + 0.58%, 12/25/2040^(a)		40,939		40,220

	Principal Amount		Value (Note 2)
Series 2010-141, Class AL,
4.000%, 12/25/2040	$	302,804	$	290,069
Series 2010-142, Class FM,
30D US SOFR + 0.58%, 12/25/2040^(a)		14,502		14,232
Series 2010-154, Class JA,
3.000%, 11/25/2040		280,210		265,035
Series 2010-16, Class PL,
5.000%, 03/25/2040		71,000		71,395
Series 2010-19, Class PY,
5.000%, 03/25/2040		308,436		310,555
Series 2010-33, Class KN,
4.500%, 03/25/2040		31,967		31,118
Series 2010-37, Class CY,
5.000%, 04/25/2040		31,822		32,205
Series 2010-39, Class EF,
30D US SOFR + 0.63%, 06/25/2037^(a)		33,113		32,976
Series 2010-45, Class WD,
5.000%, 05/25/2040		180,000		175,641
Series 2010-54, Class LX,
5.000%, 06/25/2040		272,000		273,302
Series 2010-57, Class HA,
3.500%, 02/25/2040		15,987		15,785
Series 2010-58, Class FY,
30D US SOFR + 0.84%, 06/25/2040^(a)		44,634		44,337
Series 2010-64, Class DM,
5.000%, 06/25/2040		30,556		30,639
Series 2010-67, Class BD,
4.500%, 06/25/2040		544,973		534,703
Series 2010-68, Class WB,
4.500%, 07/25/2040		85,000		80,442
Series 2010-82, Class WZ,
5.000%, 08/25/2040		334,989		333,523
Series 2010-9, Class ME,
5.000%, 02/25/2040		921,594		928,877
Series 2011-114, Class B,
3.500%, 11/25/2041		150,737		140,788
Series 2011-118, Class KL,
3.250%, 07/25/2040		91,037		87,486
Series 2011-121, Class JP,
4.500%, 12/25/2041		110,959		109,282
Series 2011-128, Class KB,
4.500%, 12/25/2041		800,000		787,161
Series 2011-130, Class KB,
4.000%, 12/25/2041		33,374		31,469
Series 2011-132, Class PE,
4.500%, 12/25/2041		118,107		116,758

	Principal Amount		Value (Note 2)
Series 2011-145, Class JA,
4.500%, 12/25/2041	$	8,245	$	8,119
Series 2011-148, Class PL,
4.000%, 01/25/2042		425,000		387,117
Series 2011-15, Class AF,
30D US SOFR + 0.62%, 03/25/2041^(a)		22,524		22,263
Series 2011-17, Class PD,
4.000%, 03/25/2041		6,246		6,056
Series 2011-26, Class PA,
4.500%, 04/25/2041		92,815		91,375
Series 2011-27, Class ZD,
2.500%, 09/25/2040		168,094		147,427
Series 2011-3, Class FA,
30D US SOFR + 0.79%, 02/25/2041^(a)		141,857		140,314
Series 2011-30, Class ZA,
5.000%, 04/25/2041		894,343		881,402
Series 2011-43, Class B,
3.500%, 05/25/2031		17,795		17,297
Series 2011-45, Class ZA,
4.000%, 05/25/2031		15,929		15,691
Series 2011-47, Class GF,
30D US SOFR + 0.68%, 06/25/2041^(a)		98,669		97,933
Series 2011-5, Class PO,
–%, 09/25/2040^(b)		8,397		6,112
Series 2011-55, Class BZ,
3.500%, 06/25/2041		456,252		429,271
Series 2011-74, Class UB,
4.000%, 07/25/2040		134,356		128,801
Series 2011-86, Class NF,
30D US SOFR + 0.66%, 09/25/2041^(a)		88,267		87,404
Series 2011-86, Class AF,
30D US SOFR + 0.61%, 02/25/2040^(a)		22,786		22,654
Series 2011-93, Class ST,
4.000%, 09/25/2041		18,053		17,417
Series 2011-93, Class GA,
4.000%, 04/25/2039		20,282		19,553
Series 2012-100, Class DB,
3.000%, 09/25/2042		961,800		851,800
Series 2012-103, Class PY,
3.000%, 09/25/2042		180,000		151,518
Series 2012-106, Class QN,
3.500%, 10/25/2042		59,823		56,125
Series 2012-108, Class PL,
3.000%, 10/25/2042		541,668		487,887

	Principal Amount		Value (Note 2)
Series 2012-110, Class JB,
2.500%, 10/25/2042	$	204,000	$	150,489
Series 2012-111, Class B,
7.000%, 10/25/2042		74,600		80,720
Series 2012-112, Class DA,
3.000%, 10/25/2042		169,634		153,394
Series 2012-115, Class DY,
2.500%, 10/25/2042		225,000		177,231
Series 2012-120, Class AH,
2.500%, 02/25/2032		22,279		21,596
Series 2012-125, Class GY,
2.000%, 11/25/2042		621,000		486,470
Series 2012-126, Class TA,
3.000%, 10/25/2042		170,170		154,527
Series 2012-128, Class NP,
2.500%, 11/25/2042		8,143		5,403
Series 2012-129, Class HT,
2.000%, 12/25/2032		28,713		25,801
Series 2012-13, Class JP,
4.500%, 02/25/2042		423,482		417,046
Series 2012-131, Class FG,
30D US SOFR + 0.46%, 09/25/2042^(a)		40,405		39,358
Series 2012-137, Class CF,
30D US SOFR + 0.41%, 08/25/2041^(a)		12,205		12,142
Series 2012-139, Class CY,
2.000%, 12/25/2042		235,000		164,897
Series 2012-139, Class GB,
2.500%, 12/25/2042		210,538		142,375
Series 2012-14, Class FL,
30D US SOFR + 0.56%, 12/25/2040^(a)		2,970		2,966
Series 2012-141, Class PD,
1.750%, 10/25/2041		91,574		83,575
Series 2012-149, Class DA,
1.750%, 01/25/2043		25,478		23,252
Series 2012-149, Class ZA,
3.000%, 01/25/2041		59,552		56,188
Series 2012-149, Class KB,
3.000%, 01/25/2043		144,000		136,911
Series 2012-151, Class NX,
1.500%, 01/25/2043		334,413		282,310
Series 2012-151, Class WC,
2.500%, 01/25/2043		249,000		181,925
Series 2012-152, Class PB,
3.500%, 01/25/2043		55,000		52,594
Series 2012-153, Class B,
7.000%, 07/25/2042		25,310		27,625

	Principal Amount		Value (Note 2)
Series 2012-17, Class JB,
3.500%, 03/25/2042	$	200,000	$	151,962
Series 2012-17, Class JA,
3.500%, 12/25/2041		231,701		216,171
Series 2012-19, Class CB,
3.500%, 03/25/2042		197,000		181,231
Series 2012-20, Class TD,
4.500%, 02/25/2042		33,306		32,890
Series 2012-26, Class MA,
3.500%, 03/25/2042		117,867		108,622
Series 2012-27, Class KB,
2.000%, 03/25/2042		150,407		113,517
Series 2012-33, Class F,
30D US SOFR + 0.63%, 04/25/2042^(a)		26,360		26,055
Series 2012-37, Class BF,
30D US SOFR + 0.61%, 12/25/2035^(a)		47,495		47,152
Series 2012-38, Class MC,
3.000%, 04/25/2042		147,000		120,580
Series 2012-46, Class YB,
3.500%, 05/25/2042		61,440		55,733
Series 2012-46, Class CD,
2.500%, 04/25/2041		60,624		58,871
Series 2012-47, Class HF,
30D US SOFR + 0.51%, 05/25/2027^(a)		45,523		45,530
Series 2012-47, Class JM,
3.500%, 05/25/2042		140,340		120,324
Series 2012-49, Class TG,
2.000%, 07/25/2041		28,925		28,058
Series 2012-50, Class HC,
2.000%, 03/25/2042		112,016		102,130
Series 2012-51, Class HJ,
3.500%, 05/25/2042		364,384		313,594
Series 2012-51, Class ZX,
3.500%, 05/25/2042		2,033,218		1,513,047
Series 2012-52, Class BM,
4.500%, 01/25/2042		581,938		571,591
Series 2012-53, Class AP,
2.000%, 04/25/2041		39,717		38,567
Series 2012-56, Class WB,
3.500%, 05/25/2042		65,766		60,500
Series 2012-56, Class UB,
4.000%, 06/25/2042		416,000		388,984
Series 2012-64, Class NA,
3.000%, 08/25/2041		17,195		16,950
Series 2012-69, Class PL,
3.000%, 01/25/2042		103,635		99,416

	Principal Amount		Value (Note 2)
Series 2012-70, Class WC,
3.000%, 07/25/2042	$	172,000	$	135,246
Series 2012-80, Class GZ,
3.000%, 08/25/2042		391,081		355,447
Series 2012-82, Class E,
2.000%, 04/25/2042		22,613		21,006
Series 2012-83, Class AC,
3.000%, 08/25/2042		85,000		73,263
Series 2012-90, Class PH,
3.000%, 01/25/2042		59,490		57,001
Series 2012-90, Class PB,
2.500%, 01/25/2042		267,703		253,193
Series 2012-93, Class TL,
3.000%, 09/25/2042		420,000		345,785
Series 2012-98, Class ZP,
6.000%, 09/25/2042		693,136		755,155
Series 2012-99, Class DC,
2.000%, 08/25/2041		119,614		109,891
Series 2013-100, Class DH,
3.000%, 09/25/2031		2,079		2,070
Series 2013-104, Class CY,
5.000%, 10/25/2043		50,000		48,778
Series 2013-108, Class GU,
3.000%, 10/25/2033		38,283		36,439
Series 2013-114, Class LM,
4.000%, 03/25/2042		211,642		201,717
Series 2013-130, Class FB,
30D US SOFR + 0.56%, 01/25/2044^(a)		33,014		32,307
Series 2013-136, Class QB,
3.500%, 03/25/2042		160,708		148,102
Series 2013-17, Class YM,
4.000%, 03/25/2033		12,903		12,698
Series 2013-2, Class QF,
30D US SOFR + 0.61%, 02/25/2043^(a)		12,229		11,966
Series 2013-20, Class CA,
2.500%, 01/25/2043		175,196		154,439
Series 2013-35, Class CV,
3.000%, 02/25/2043		200,000		181,462
Series 2013-4, Class PL,
2.000%, 02/25/2043		120,000		89,169
Series 2013-52, Class GM,
5.000%, 06/25/2043		89,000		87,891
Series 2013-53, Class CV,
3.500%, 05/25/2030		79,346		78,047
Series 2013-68, Class LE,
2.000%, 04/25/2043		79,079		71,319

	Principal Amount		Value (Note 2)
Series 2013-68, Class P,
3.500%, 10/25/2042	$	124,916	$	120,379
Series 2013-70, Class CE,
2.500%, 01/25/2043		164,521		151,637
Series 2013-72, Class AF,
30D US SOFR + 0.36%, 11/25/2042^(a)		6,091		6,063
Series 2013-72, Class YA,
3.000%, 06/25/2033		2,612		2,390
Series 2013-81, Class YK,
4.000%, 08/25/2043		200,000		185,558
Series 2013-9, Class BC,
6.500%, 07/25/2042		212,333		227,162
Series 2013-9, Class CB,
5.500%, 04/25/2042		488,491		501,243
Series 2013-91, Class PB,
4.000%, 09/25/2043		140,000		128,096
Series 2014-10, Class BA,
5.336%, 03/25/2054^(a)		285,460		293,235
Series 2014-20, Class AC,
3.000%, 08/25/2036		48,106		47,103
Series 2014-21, Class MA,
2.000%, 09/25/2041		65,597		61,513
Series 2014-23, Class Z,
3.500%, 05/25/2044		497,953		454,743
Series 2014-23, Class A,
3.000%, 05/25/2044		778,233		697,339
Series 2014-26, Class YW,
3.500%, 04/25/2044		50,538		47,505
Series 2014-3, Class BM,
2.500%, 06/25/2043		50,000		45,301
Series 2014-43, Class PZ,
3.000%, 07/25/2043		249,037		206,909
Series 2014-49, Class CA,
3.000%, 08/25/2044		80,322		76,950
Series 2014-52, Class LM,
3.500%, 09/25/2044		1,089,776		932,546
Series 2014-6, Class Z,
2.500%, 02/25/2044		128,369		109,683
Series 2014-63, Class LN,
3.000%, 10/25/2044		125,000		89,659
Series 2014-67, Class PL,
3.000%, 04/25/2043		162,313		152,412
Series 2014-73, Class FA,
30D US SOFR + 0.46%, 11/25/2044^(a)		12,977		12,619
Series 2014-80, Class DZ,
3.000%, 12/25/2044		3,069,387		2,731,225

	Principal Amount		Value (Note 2)
Series 2014-81, Class GC,
3.000%, 03/25/2038	$	25,780	$	24,999
Series 2014-86, Class PA,
2.000%, 12/25/2044		959,060		848,224
Series 2014-88, Class ER,
2.500%, 02/25/2036		22,755		21,707
Series 2015-16, Class ZY,
2.500%, 04/25/2045		10,553,162		8,830,258
Series 2015-2, Class CD,
3.500%, 02/25/2045		162,467		128,709
Series 2015-51, Class CD,
3.000%, 07/25/2044		106,795		101,081
Series 2015-53, Class KB,
3.000%, 01/25/2045		820,816		739,327
Series 2015-56, Class MH,
3.500%, 08/25/2045		987,317		891,802
Series 2015-65, Class CZ,
3.500%, 09/25/2045		134,199		116,466
Series 2015-75, Class LB,
3.000%, 10/25/2045		125,000		90,252
Series 2016-14, Class NC,
2.500%, 03/25/2046		210,596		197,792
Series 2016-2, Class BH,
2.700%, 07/25/2045		186,113		170,900
Series 2016-23, Class PL,
3.000%, 11/25/2045		298,685		233,475
Series 2016-27, Class HK,
3.000%, 01/25/2041		262,832		249,455
Series 2016-31, Class TM,
3.000%, 12/25/2045		360,000		306,803
Series 2016-33, Class JA,
3.000%, 07/25/2045		143,692		133,375
Series 2016-33, Class LE,
2.500%, 11/25/2033		36,384		33,813
Series 2016-48, Class UF,
30D US SOFR + 0.51%, 08/25/2046^(a)		66,718		65,845
Series 2016-52, Class MZ,
3.000%, 08/25/2046		250,394		182,770
Series 2016-55, Class EA,
1.750%, 07/25/2043		791,349		642,047
Series 2016-57, Class PC,
1.750%, 06/25/2046		241,962		201,906
Series 2016-75, Class FC,
30D US SOFR + 0.51%, 10/25/2046^(a)		33,257		32,760
Series 2016-8, Class CB,
3.500%, 03/25/2046		893,000		817,083

	Principal Amount		Value (Note 2)
Series 2016-83, Class KL,
2.500%, 11/25/2046	$	132,411	$	85,992
Series 2016-85, Class BA,
2.500%, 11/25/2046		5,543		4,063
Series 2016-9, Class D,
3.000%, 03/25/2046		30,015		27,096
Series 2016-9, Class PA,
2.500%, 06/25/2045		158,692		147,154
Series 2017-1, Class JP,
3.500%, 04/25/2045		90,574		87,326
Series 2017-10, Class FA,
30D US SOFR + 0.51%, 03/25/2047^(a)		24,967		24,536
Series 2017-100, Class ZE,
3.500%, 12/25/2047		131,569		118,036
Series 2017-110, Class PB,
3.000%, 02/25/2057		140,000		109,092
Series 2017-15, Class PE,
3.500%, 04/25/2046		44,903		42,547
Series 2017-19, Class B,
3.000%, 01/25/2047		232,080		209,321
Series 2017-22, Class DA,
4.000%, 08/25/2044		1,221		1,214
Series 2017-24, Class H,
3.000%, 08/25/2043		57,938		56,735
Series 2017-25, Class QE,
2.500%, 04/25/2047		159,347		137,342
Series 2017-35, Class AH,
3.500%, 04/25/2053		10,379		10,129
Series 2017-38, Class JA,
3.000%, 03/25/2047		109,995		99,431
Series 2017-46, Class P,
3.500%, 06/25/2047		2,582,124		2,320,553
Series 2017-56, Class BA,
3.000%, 03/25/2045		83,255		78,995
Series 2017-56, Class BY,
3.000%, 07/25/2047		128,765		107,117
Series 2017-68, Class HQ,
3.000%, 07/25/2046		762,907		708,283
Series 2017-84, Class JP,
2.750%, 10/25/2047		119,584		105,801
Series 2017-90, Class WB,
3.000%, 11/25/2047		1,119,992		883,715
Series 2017-96, Class PA,
3.000%, 12/25/2054		116,375		109,891
Series 2017-99, Class DZ,
3.500%, 12/25/2047		146,080		131,011
Series 2018-15, Class KG,
2.500%, 01/25/2048		105,602		89,999

	Principal Amount		Value (Note 2)
Series 2018-19, Class KB,
3.000%, 04/25/2046	$	53,675	$	51,104
Series 2018-2, Class HD,
3.000%, 02/25/2047		22,334		21,318
Series 2018-25, Class AL,
3.500%, 04/25/2048		187,296		165,975
Series 2018-38, Class PA,
3.500%, 06/25/2047		67,117		64,214
Series 2018-39, Class FG,
30D US SOFR + 0.36%, 11/25/2033^(a)		88,529		86,947
Series 2018-41, Class PZ,
4.000%, 06/25/2048		979,326		819,333
Series 2018-43, Class FE,
30D US SOFR + 0.36%, 09/25/2038^(a)		91,259		89,289
Series 2018-45, Class GA,
3.000%, 06/25/2048		36,042		32,282
Series 2018-5, Class JP,
3.000%, 09/25/2047		42,809		38,670
Series 2018-50, Class DY,
3.000%, 10/25/2047		556,598		503,563
Series 2018-56, Class CH,
3.000%, 08/25/2048		29,730		26,635
Series 2018-6, Class PA,
3.000%, 02/25/2048		190,109		171,141
Series 2018-60, Class KL,
4.000%, 08/25/2048		96,000		85,954
Series 2018-67, Class DY,
4.000%, 09/25/2048		304,029		266,729
Series 2018-70, Class HB,
3.500%, 10/25/2058		314,994		273,323
Series 2018-74, Class AB,
3.500%, 10/25/2048		325,032		302,193
Series 2018-8, Class KL,
2.500%, 03/25/2047		284,373		255,686
Series 2018-83, Class LH,
4.000%, 11/25/2048		20,237		19,275
Series 2018-83, Class AC,
3.500%, 11/25/2048		144,261		131,117
Series 2018-9, Class PL,
3.500%, 02/25/2048		395,045		350,018
Series 2018-94, Class KD,
3.500%, 12/25/2048		46,374		42,440
Series 2018-94, Class KZ,
4.500%, 01/25/2049		192,243		157,312
Series 2019-10, Class MA,
3.000%, 03/25/2049		74,148		66,441

	Principal Amount		Value (Note 2)
Series 2019-11, Class EA,
3.000%, 05/25/2048	$	217,885	$	200,677
Series 2019-12, Class HA,
3.500%, 11/25/2057		255,236		241,730
Series 2019-13, Class MH,
3.000%, 03/25/2049		284,312		258,366
Series 2019-34, Class PZ,
3.000%, 07/25/2049		115,717		61,682
Series 2019-45, Class PT,
3.000%, 08/25/2049		245,268		222,010
Series 2019-50, Class CZ,
2.750%, 09/25/2049		176,303		84,598
Series 2019-55, Class MQ,
3.500%, 10/25/2049		577,571		523,819
Series 2019-60, Class BF,
30D US SOFR + 0.56%, 10/25/2049^(a)		11,163		10,828
Series 2019-65, Class HA,
2.500%, 11/25/2049		162,729		140,612
Series 2019-75, Class PA,
3.000%, 10/25/2049		537,023		469,467
Series 2019-81, Class LB,
1.500%, 12/25/2049		519,808		420,610
Series 2019-82, Class HZ,
3.000%, 01/25/2050		405,319		344,236
Series 2020-10, Class B,
3.000%, 03/25/2050		231,283		202,811
Series 2020-11, Class JW,
3.000%, 03/25/2050		237,000		182,533
Series 2020-36, Class GD,
2.000%, 12/25/2037		128,005		115,661
Series 2020-45, Class NB,
1.500%, 07/25/2050		259,992		114,812
Series 2020-47, Class GZ,
2.000%, 07/25/2050		214,847		128,462
Series 2020-73, Class ED,
0.835%, 11/25/2049^(a)		795,343		588,661
Series 2021-12, Class GA,
1.000%, 07/25/2050		129,783		96,128
Series 2021-15, Class JB,
1.250%, 04/25/2051		120,361		48,772
Series 2021-17, Class ZA,
1.500%, 04/25/2051		160,682		66,579
Series 2021-43, Class JC,
2.000%, 05/25/2051		126,758		103,562
Series 2021-47, Class PE,
1.750%, 07/25/2051		802,826		629,794
Series 2021-47, Class PD,
1.500%, 07/25/2051		802,826		619,704

	Principal Amount		Value (Note 2)
Series 2021-59, Class H,
2.000%, 06/25/2048	$	224,658	$	182,018
Series 2021-6, Class KU,
1.500%, 02/25/2051		181,291		105,075
Series 2021-66, Class JG,
1.000%, 10/25/2051		537,191		427,358
Series 2021-66, Class HU,
1.500%, 10/25/2051		259,998		128,854
Series 2021-68, Class A,
2.000%, 07/25/2049		2,491,210		1,989,823
Series 2021-69, Class WA,
2.000%, 04/25/2049		318,945		262,727
Series 2021-72, Class NL,
1.500%, 10/25/2051		316,302		192,605
Series 2021-72, Class NB,
1.500%, 10/25/2051		140,000		53,562
Series 2021-8, Class HZ,
2.000%, 03/25/2051		466,136		213,224
Series 2021-80, Class KE,
2.000%, 11/25/2051		222,330		184,466
Series 2022-17, Class GV,
2.500%, 01/25/2052		3,569,000		2,648,601
Series 2022-37, Class QL,
4.000%, 07/25/2052		1,683,000		1,611,565
Series 2022-4, Class CK,
1.500%, 04/25/2051		103,750		56,726
Series 2022-43, Class AN,
4.250%, 07/25/2052		240,932		206,047
Series 2022-43, Class ZA,
4.500%, 07/25/2052		240,510		232,403
Series 2022-64, Class GM,
4.500%, 10/25/2052		3,161,000		2,889,708
Series 2022-68, Class Z,
5.000%, 10/25/2052		705,464		703,998
Series 2022-81, Class DO,
–%, 11/25/2052^(b)		1,474,602		679,951
Series 2022-88, Class EZ,
6.000%, 12/25/2052		4,214,222		4,373,478
Series 2022-90, Class AY,
4.500%, 12/25/2041		180,000		173,859
Series 2023-19, Class BZ,
5.000%, 05/25/2053		5,609,356		5,656,001
				100,881,328
Fannie Mae Grantor Trust 2002-T12
Series 2002-T12, Class A1,
6.500%, 05/25/2042		132,458		132,446

	Principal Amount		Value (Note 2)
Freddie Mac
Series 1996-1863, Class Z,
6.500%, 07/15/2026	$	58	$	58
Series 1997-1935, Class FK,
30D US SOFR + 0.81%, 02/15/2027^(a)		6,549		6,552
Series 1997-1980, Class Z,
7.000%, 07/15/2027		20,205		20,309
Series 1998-2034, Class Z,
6.500%, 02/15/2028		12,018		12,213
Series 1998-2035, Class PC,
6.950%, 03/15/2028		2,871		2,903
Series 1998-2053, Class Z,
6.500%, 04/15/2028		9,610		9,681
Series 1998-2060, Class Z,
6.500%, 05/15/2028		5,242		5,328
Series 1998-2079, Class FA,
30D US SOFR + 0.61%, 07/17/2028^(a)		56		56
Series 1998-2095, Class PE,
6.000%, 11/15/2028		10,475		10,567
Series 1998-2102, Class Z,
6.000%, 12/15/2028		30,660		30,949
Series 1999-2115, Class FB,
30D US SOFR + 0.56%, 01/15/2029^(a)		14,788		14,755
Series 1999-2126, Class CB,
6.250%, 02/15/2029		13,037		13,151
Series 1999-2137, Class TH,
6.500%, 03/15/2029		3,675		3,741
Series 1999-2154, Class PL,
6.500%, 05/15/2029		103,985		104,728
Series 2000-2224, Class CB,
8.000%, 03/15/2030		8,844		9,316
Series 2001-2274, Class ZM,
6.500%, 01/15/2031		7,035		7,115
Series 2001-2279, Class Z,
6.000%, 01/15/2031		7,439		7,463
Series 2001-2320, Class FI,
30D US SOFR + 0.61%, 09/15/2029^(a)		21,579		21,511
Series 2001-2322, Class FV,
30D US SOFR + 0.61%, 06/15/2030^(a)		18,451		18,106
Series 2001-2324, Class PZ,
6.500%, 06/15/2031		100,743		104,461
Series 2001-2334, Class KB,
6.500%, 05/15/2028		46,136		46,670

	Principal Amount		Value (Note 2)
Series 2001-2341, Class FP,
30D US SOFR + 1.01%, 07/15/2031^(a)	$	22,327	$	22,480
Series 2001-2367, Class FA,
30D US SOFR + 0.63%, 06/15/2031^(a)		19,304		19,233
Series 2001-2372, Class F,
30D US SOFR + 0.61%, 10/15/2031^(a)		13,828		13,793
Series 2001-2388, Class FR,
30D US SOFR + 0.76%, 06/15/2031^(a)		16,533		16,525
Series 2001-2388, Class FB,
30D US SOFR + 0.71%, 01/15/2029^(a)		16,118		16,104
Series 2001-2391, Class HF,
30D US SOFR + 0.66%, 06/15/2031^(a)		6,624		6,604
Series 2001-2396, Class FM,
30D US SOFR + 0.56%, 12/15/2031^(a)		17,773		17,757
Series 2001-2396, Class FN,
30D US SOFR + 0.76%, 12/15/2031^(a)		102,963		103,362
Series 2002-2411, Class F,
30D US SOFR + 0.66%, 02/15/2032^(a)		15,722		15,726
Series 2002-2412, Class OF,
30D US SOFR + 1.06%, 12/15/2031^(a)		22,841		23,123
Series 2002-2417, Class FY,
30D US SOFR + 0.71%, 12/15/2031^(a)		6,920		6,906
Series 2002-2424, Class FY,
30D US SOFR + 0.56%, 03/15/2032^(a)		37,123		36,341
Series 2002-2430, Class WF,
6.500%, 03/15/2032		6,429		6,672
Series 2002-2433, Class FA,
30D US SOFR + 1.06%, 02/15/2032^(a)		28,046		28,394
Series 2002-2460, Class FA,
30D US SOFR + 1.11%, 03/15/2032^(a)		52,938		53,398
Series 2002-2466, Class FV,
30D US SOFR + 0.66%, 03/15/2032^(a)		44,180		44,144
Series 2002-2470, Class EF,
30D US SOFR + 1.11%, 03/15/2032^(a)		56,751		57,436

	Principal Amount		Value (Note 2)
Series 2002-2478, Class FD,
30D US SOFR + 1.11%, 02/15/2032^(a)	$	15,542	$	15,424
Series 2002-2481, Class FE,
30D US SOFR + 1.11%, 03/15/2032^(a)		16,036		16,229
Series 2002-2488, Class FU,
30D US SOFR + 0.71%, 03/15/2032^(a)		54,290		54,219
Series 2002-2494, Class F,
30D US SOFR + 1.16%, 06/15/2031^(a)		25,645		25,880
Series 2002-2495, Class ZB,
4.500%, 09/15/2032		29,453		28,612
Series 2002-2510, Class FE,
30D US SOFR + 0.51%, 10/15/2032^(a)		7,592		7,537
Series 2002-2513, Class AF,
30D US SOFR + 1.11%, 02/15/2032^(a)		41,544		40,043
Series 2002-2516, Class FD,
30D US SOFR + 1.11%, 02/15/2032^(a)		39,480		39,953
Series 2002-2517, Class FR,
30D US SOFR + 0.46%, 10/15/2032^(a)		29,373		29,113
Series 2002-2524, Class DH,
6.000%, 11/15/2032		27,990		29,040
Series 2002-2525, Class NU,
5.000%, 04/15/2032		62,244		61,523
Series 2002-2535, Class AW,
5.500%, 12/15/2032		8,082		8,259
Series 2002-2538, Class F,
30D US SOFR + 0.71%, 12/15/2032^(a)		111,265		111,538
Series 2002-2541, Class BL,
5.500%, 12/15/2032		33,530		34,262
Series 2003-2554, Class MN,
5.500%, 01/15/2033		37,009		37,919
Series 2003-2557, Class HL,
5.300%, 01/15/2033		129,088		129,661
Series 2003-2557, Class NU,
5.250%, 03/15/2032		42,920		43,067
Series 2003-2557, Class WF,
30D US SOFR + 0.51%, 01/15/2033^(a)		30,280		30,127
Series 2003-2568, Class D,
5.500%, 02/15/2033		29,014		29,684
Series 2003-2571, Class FY,
30D US SOFR + 0.86%, 12/15/2032^(a)		16,359		16,474

	Principal Amount		Value (Note 2)
Series 2003-2577, Class FC,
30D US SOFR + 0.61%, 02/15/2033^(a)	$	73,762	$	73,359
Series 2003-2587, Class FW,
30D US SOFR + 0.58%, 03/15/2033^(a)		29,425		29,313
Series 2003-2590, Class OZ,
4.000%, 03/15/2033		194,136		187,753
Series 2003-2590, Class QY,
3.750%, 04/15/2028		2,296		2,272
Series 2003-2614, Class FV,
30D US SOFR + 1.61%, 05/15/2033^(a)		177,884		179,259
Series 2003-2624, Class QH,
5.000%, 06/15/2033		10,416		10,540
Series 2003-2626, Class ZX,
5.000%, 06/15/2033		210,861		193,476
Series 2003-2627, Class CN,
5.000%, 06/15/2033		30,136		30,337
Series 2003-2631, Class DB,
5.000%, 06/15/2033		148,000		146,230
Series 2003-2647, Class A,
3.250%, 04/15/2032		58,398		56,616
Series 2003-2648, Class WZ,
5.000%, 07/15/2033		278,117		276,267
Series 2003-2668, Class LH,
5.000%, 09/15/2033		19,336		19,385
Series 2003-2707, Class FH,
30D US SOFR + 0.76%, 04/15/2032^(a)		62,311		62,544
Series 2003-2711, Class FA,
30D US SOFR + 1.11%, 11/15/2033^(a)		112,739		114,469
Series 2003-2717, Class LH,
5.500%, 12/15/2033		4,961		5,103
Series 2003-2725, Class TA,
4.500%, 12/15/2033		159,000		156,451
Series 2004-2750, Class TC,
5.250%, 02/15/2034		4,171		4,168
Series 2004-2768, Class PW,
4.250%, 03/15/2034		134,893		131,232
Series 2004-2802, Class OH,
6.000%, 05/15/2034		11,217		11,384
Series 2004-2835, Class KZ,
5.500%, 08/15/2034		30,543		31,290
Series 2004-2835, Class TB,
4.500%, 08/15/2034		303,635		299,407
Series 2004-2893, Class PE,
5.000%, 11/15/2034		2,179		2,207

	Principal Amount		Value (Note 2)
Series 2004-2896, Class BZ,
5.000%, 11/15/2034	$	65,901	$	66,177
Series 2004-2901, Class KB,
5.000%, 12/15/2034		82,388		83,569
Series 2005-2916, Class MY,
5.500%, 01/15/2035		131,734		135,562
Series 2005-2927, Class EZ,
5.500%, 02/15/2035		10,769		10,578
Series 2005-2929, Class PG,
5.000%, 02/15/2035		31,564		32,007
Series 2005-2933, Class HD,
5.500%, 02/15/2035		19,773		20,070
Series 2005-2942, Class ZN,
5.500%, 03/15/2035		544,628		543,678
Series 2005-2953, Class PG,
5.500%, 03/15/2035		14,787		15,267
Series 2005-2962, Class KF,
30D US SOFR + 0.31%, 04/15/2035^(a)		10,588		10,466
Series 2005-2973, Class GE,
5.500%, 05/15/2035		243,000		246,629
Series 2005-2980, Class QA,
6.000%, 05/15/2035		28,792		29,892
Series 2005-2996, Class GX,
5.500%, 06/15/2035		72,000		72,387
Series 2005-3012, Class ZE,
5.750%, 08/15/2035		60,672		62,260
Series 2005-3012, Class WZ,
5.500%, 08/15/2035		244,728		248,382
Series 2005-3028, Class FM,
30D US SOFR + 0.36%, 09/15/2035^(a)		8,634		8,559
Series 2005-3028, Class PG,
5.500%, 09/15/2035		41,116		41,744
Series 2005-3028, Class ZE,
5.500%, 09/15/2035		903,476		902,865
Series 2005-3033, Class WY,
5.500%, 09/15/2035		70,855		72,993
Series 2005-3036, Class NE,
5.000%, 09/15/2035		83,243		84,583
Series 2005-3042, Class PZ,
5.750%, 09/15/2035		163,155		170,962
Series 2005-3052, Class WH,
5.500%, 10/15/2035		17,444		17,867
Series 2005-3059, Class ZM,
5.000%, 02/15/2035		77,745		77,832
Series 2005-3062, Class DE,
5.500%, 11/15/2035		111,333		114,349

	Principal Amount		Value (Note 2)
Series 2005-3068, Class Z,
5.500%, 11/15/2035	$	137,760	$	140,444
Series 2005-3070, Class FT,
30D US SOFR + 0.46%, 11/15/2035^(a)		13,243		13,168
Series 2005-3072, Class NF,
30D US SOFR + 0.61%, 11/15/2035^(a)		31,092		30,842
Series 2005-3085, Class FE,
30D US SOFR + 0.91%, 08/15/2035^(a)		36,679		36,972
Series 2006-3098, Class PG,
5.000%, 01/15/2036		54,320		55,196
Series 2006-3122, Class OH,
–%, 03/15/2036^(b)		21,476		18,500
Series 2006-3123, Class HT,
5.000%, 03/15/2026		9,713		9,609
Series 2006-3136, Class KF,
30D US SOFR + 0.41%, 04/15/2036^(a)		13,619		13,521
Series 2006-3137, Class XP,
6.000%, 04/15/2036		18,112		19,078
Series 2006-3143, Class BC,
5.500%, 02/15/2036		80,952		82,028
Series 2006-3145, Class FN,
30D US SOFR + 0.54%, 04/15/2036^(a)		11,064		10,916
Series 2006-3148, Class CY,
6.000%, 04/15/2036		17,365		17,666
Series 2006-3153, Class UG,
30D US SOFR + 0.56%, 05/15/2036^(a)		19,057		18,897
Series 2006-3154, Class PN,
5.500%, 05/15/2036		55,497		57,417
Series 2006-3201, Class FL,
30D US SOFR + 0.71%, 08/15/2036^(a)		77,013		76,524
Series 2006-3202, Class HF,
30D US SOFR + 0.46%, 08/15/2036^(a)		34,965		34,593
Series 2006-3203, Class ZM,
5.000%, 08/15/2036		171,849		172,843
Series 2006-3204, Class ZM,
5.000%, 08/15/2034		81,285		81,567
Series 2006-3206, Class FE,
30D US SOFR + 0.51%, 08/15/2036^(a)		35,441		34,859
Series 2006-3235, Class Z,
6.500%, 11/15/2036		627,684		683,472

	Principal Amount		Value (Note 2)
Series 2006-3236, Class EF,
30D US SOFR + 0.41%, 11/15/2036^(a)	$	10,470	$	10,292
Series 2006-3237, Class CD,
5.500%, 09/15/2036		97,119		96,876
Series 2006-3237, Class CE,
5.500%, 11/15/2036		122,000		125,194
Series 2006-3240, Class FG,
30D US SOFR + 1.22%, 11/15/2036^(a)		179,559		179,204
Series 2006-3249, Class CB,
4.250%, 12/15/2036		307,520		296,200
Series 2007-3279, Class FB,
30D US SOFR + 0.43%, 02/15/2037^(a)		67,654		66,255
Series 2007-3284, Class AZ,
4.500%, 03/15/2037		22,659		21,775
Series 2007-3301, Class FY,
30D US SOFR + 0.53%, 04/15/2037^(a)		13,776		13,487
Series 2007-3311, Class DF,
30D US SOFR + 0.45%, 05/15/2037^(a)		88,451		86,748
Series 2007-3312, Class PA,
5.500%, 05/15/2037		14,141		14,684
Series 2007-3316, Class FB,
30D US SOFR + 0.41%, 08/15/2035^(a)		26,010		25,734
Series 2007-3349, Class HG,
5.500%, 07/15/2037		15,304		15,823
Series 2007-3361, Class AF,
30D US SOFR + 0.46%, 11/15/2036^(a)		58,991		58,094
Series 2007-3367, Class YF,
30D US SOFR + 0.66%, 09/15/2037^(a)		15,851		15,703
Series 2007-3368, Class AF,
30D US SOFR + 0.83%, 09/15/2037^(a)		55,240		55,008
Series 2007-3378, Class FA,
30D US SOFR + 0.69%, 06/15/2037^(a)		29,818		29,665
Series 2007-3380, Class FM,
30D US SOFR + 0.70%, 10/15/2037^(a)		72,301		71,784
Series 2007-3382, Class FG,
30D US SOFR + 0.71%, 11/15/2037^(a)		34,667		34,449
Series 2007-3382, Class FL,
30D US SOFR + 0.81%, 11/15/2037^(a)		64,049		63,878

	Principal Amount		Value (Note 2)
Series 2007-3387, Class PF,
30D US SOFR + 0.53%, 11/15/2037^(a)	$	22,336	$	22,059
Series 2007-3388, Class FJ,
30D US SOFR + 0.81%, 11/15/2037^(a)		101,015		100,470
Series 2008-3404, Class DC,
5.500%, 01/15/2038		285,000		295,346
Series 2008-3405, Class PE,
5.000%, 01/15/2038		39,975		40,598
Series 2008-3409, Class DB,
6.000%, 01/15/2038		153,630		160,891
Series 2008-3411, Class FL,
30D US SOFR + 0.81%, 02/15/2038^(a)		16,468		16,372
Series 2008-3415, Class DF,
30D US SOFR + 0.81%, 08/15/2035^(a)		76,139		76,114
Series 2008-3415, Class PC,
5.000%, 12/15/2037		29,061		28,673
Series 2008-3415, Class TF,
30D US SOFR + 0.85%, 08/15/2035^(a)		37,711		37,755
Series 2008-3450, Class PE,
5.000%, 05/15/2038		48,418		48,967
Series 2008-3469, Class CF,
30D US SOFR + 0.90%, 07/15/2038^(a)		18,046		18,021
Series 2009-3536, Class FM,
30D US SOFR + 1.11%, 05/15/2039^(a)		16,881		16,925
Series 2009-3539, Class B,
4.500%, 06/15/2029		44,000		43,115
Series 2009-3545, Class FA,
30D US SOFR + 0.96%, 06/15/2039^(a)		48,502		48,348
Series 2009-3548, Class ZE,
5.500%, 12/15/2032		120,222		122,416
Series 2009-3549, Class FA,
30D US SOFR + 1.31%, 07/15/2039^(a)		17,268		17,219
Series 2009-3564, Class NB,
5.000%, 08/15/2039		311,889		316,696
Series 2009-3574, Class D,
5.000%, 09/15/2039		61,553		62,664
Series 2009-3584, Class FA,
30D US SOFR + 0.81%, 12/15/2036^(a)		22,286		22,315
Series 2009-3587, Class DA,
4.500%, 10/15/2039		102,091		98,305

	Principal Amount		Value (Note 2)
Series 2009-3588, Class CW,
6.145%, 10/15/2037^(a)	$	349,531	$	361,125
Series 2009-3604, Class PO,
–%, 05/15/2036^(b)		57,117		47,078
Series 2009-3605, Class BF,
30D US SOFR + 0.97%, 11/15/2039^(a)		105,487		105,900
Series 2009-3606, Class ZC,
5.000%, 04/15/2036		718,325		707,684
Series 2009-3611, Class FH,
30D US SOFR + 0.86%, 07/15/2034^(a)		9,980		10,007
Series 2010-3620, Class EL,
4.000%, 01/15/2030		17,427		17,178
Series 2010-3622, Class PB,
5.000%, 01/15/2040		362,126		368,313
Series 2010-3626, Class ME,
5.000%, 01/15/2040		459,437		463,656
Series 2010-3631, Class PA,
4.000%, 02/15/2040		160,348		156,010
Series 2010-3653, Class B,
4.500%, 04/15/2030		51,865		51,686
Series 2010-3656, Class PM,
5.000%, 04/15/2040		127,872		128,793
Series 2010-3662, Class PJ,
5.000%, 04/15/2040		163,409		166,034
Series 2010-3664, Class DA,
4.000%, 11/15/2037		72,174		70,699
Series 2010-3704, Class DC,
4.000%, 11/15/2036		5,536		5,518
Series 2010-3747, Class PY,
4.000%, 10/15/2040		329,596		316,500
Series 2010-3747, Class CY,
4.500%, 10/15/2040		264,376		259,969
Series 2010-3770, Class GA,
4.500%, 10/15/2040		327,972		320,970
Series 2010-3770, Class JZ,
4.000%, 12/15/2040		7,959,616		7,633,115
Series 2010-3778, Class JA,
3.500%, 04/15/2040		88,562		86,603
Series 2011-3798, Class PJ,
4.000%, 01/15/2041		49,246		47,468
Series 2011-3800, Class AF,
30D US SOFR + 0.61%, 02/15/2041^(a)		18,854		18,651
Series 2011-3819, Class ZQ,
6.000%, 04/15/2036		13,230		13,693
Series 2011-3822, Class FY,
30D US SOFR + 0.51%, 02/15/2033^(a)		20,561		20,495

	Principal Amount		Value (Note 2)
Series 2011-3825, Class BP,
4.000%, 03/15/2041	$	70,426	$	67,454
Series 2011-3843, Class FE,
30D US SOFR + 0.66%, 04/15/2041^(a)		39,151		38,558
Series 2011-3843, Class PZ,
5.000%, 04/15/2041		548,952		553,965
Series 2011-3844, Class PC,
5.000%, 04/15/2041		195,000		195,481
Series 2011-3852, Class QN,
26.79% - 30D US SOFR, 05/15/2041^(a)		35,746		34,406
Series 2011-3852, Class TP,
27.08% - 30D US SOFR, 05/15/2041^(a)		21,393		21,694
Series 2011-3857, Class ZP,
5.000%, 05/15/2041		1,284,889		1,299,163
Series 2011-3862, Class MA,
5.000%, 04/15/2041		74,438		75,106
Series 2011-3891, Class BF,
30D US SOFR + 0.66%, 07/15/2041^(a)		37,165		36,567
Series 2011-3894, Class ZA,
4.500%, 07/15/2041		344,771		338,623
Series 2011-3905, Class BZ,
3.000%, 08/15/2041		174,082		127,804
Series 2011-3919, Class DL,
4.000%, 08/15/2030		298,000		282,813
Series 2011-3934, Class KB,
5.000%, 10/15/2041		543,877		542,954
Series 2011-3935, Class JZ,
4.500%, 10/15/2041		1,107,791		1,070,883
Series 2011-3939, Class BZ,
4.500%, 06/15/2041		700,737		688,471
Series 2011-3939, Class AZ,
4.000%, 03/15/2041		335,378		321,399
Series 2011-3940, Class MY,
4.000%, 10/15/2041		258,589		242,569
Series 2011-3957, Class HZ,
4.000%, 11/15/2041		598,678		573,048
Series 2011-3958, Class PJ,
4.500%, 09/15/2041		144,094		142,794
Series 2011-3959, Class MB,
4.500%, 11/15/2041		44,199		40,376
Series 2011-3963, Class JB,
4.500%, 11/15/2041		93,005		91,755
Series 2011-3968, Class LA,
4.500%, 12/15/2041		400,014		395,122
Series 2011-3969, Class JP,
4.500%, 09/15/2041		14,682		14,491

	Principal Amount		Value (Note 2)
Series 2011-3978, Class CZ,
3.500%, 12/15/2041	$	2,193,301	$	2,006,144
Series 2012-3984, Class DF,
30D US SOFR + 0.66%, 01/15/2042^(a)		30,057		29,562
Series 2012-3989, Class JW,
3.500%, 01/15/2042		179,525		168,113
Series 2012-3994, Class JZ,
3.500%, 02/15/2042		864,467		796,761
Series 2012-3997, Class EC,
3.500%, 02/15/2042		59,120		48,485
Series 2012-3997, Class FQ,
30D US SOFR + 0.61%, 02/15/2042^(a)		36,970		36,265
Series 2012-3998, Class KG,
2.000%, 11/15/2026		11,075		10,982
Series 2012-4001, Class FM,
30D US SOFR + 0.61%, 02/15/2042^(a)		24,763		24,238
Series 2012-4010, Class FC,
30D US SOFR + 1.11%, 03/15/2042^(a)		239,601		231,753
Series 2012-4011, Class DC,
4.000%, 09/15/2041		188,677		180,789
Series 2012-4011, Class DB,
4.000%, 09/15/2041		184,345		176,641
Series 2012-4012, Class GC,
3.500%, 06/15/2040		21,430		20,985
Series 2012-4020, Class PG,
2.500%, 03/15/2027		16,625		16,178
Series 2012-4037, Class CA,
3.000%, 04/15/2027		42,576		40,760
Series 2012-4039, Class LT,
3.500%, 05/15/2042		113,000		97,366
Series 2012-4048, Class CE,
4.000%, 05/15/2042		611,000		577,966
Series 2012-4050, Class ND,
2.500%, 09/15/2041		10,754		10,448
Series 2012-4062, Class MZ,
3.500%, 06/15/2042		451,463		408,637
Series 2012-4064, Class AY,
3.000%, 06/15/2027		60,037		58,467
Series 2012-4068, Class PE,
3.000%, 06/15/2042		327,000		293,221
Series 2012-4075, Class PB,
3.000%, 07/15/2042		86,414		78,630
Series 2012-4076, Class MV,
3.000%, 04/15/2031		69,000		67,118
Series 2012-4077, Class BE,
4.000%, 07/15/2042		130,000		119,183

	Principal Amount		Value (Note 2)
Series 2012-4077, Class MA,
2.000%, 08/15/2040	$	28,018	$	27,701
Series 2012-4088, Class PB,
3.000%, 08/15/2042		128,619		115,694
Series 2012-4094, Class CW,
2.000%, 08/15/2042		178,884		146,873
Series 2012-4097, Class CU,
1.500%, 08/15/2027		25,000		22,796
Series 2012-4097, Class UF,
30D US SOFR + 0.46%, 08/15/2032^(a)		45,839		45,772
Series 2012-4101, Class QN,
3.500%, 09/15/2042		363,222		331,930
Series 2012-4102, Class CB,
2.000%, 09/15/2042		150,000		128,035
Series 2012-4104, Class AJ,
1.500%, 09/15/2027		12,787		12,167
Series 2012-4116, Class YB,
2.500%, 05/15/2042		132,000		108,351
Series 2012-4120, Class TC,
1.500%, 10/15/2027		5,592		5,308
Series 2012-4122, Class BA,
2.776%, 05/15/2040^(a)(c)		135,874		124,842
Series 2012-4133, Class TA,
3.000%, 11/15/2042		308,106		254,253
Series 2012-4141, Class PL,
2.500%, 12/15/2042		274,000		183,635
Series 2013-4160, Class HB,
2.500%, 12/15/2032		14,094		12,876
Series 2013-4161, Class LT,
2.500%, 08/15/2042		294,957		267,648
Series 2013-4170, Class FW,
30D US SOFR + 1.06%, 01/15/2033^(a)		14,757		14,572
Series 2013-4171, Class MN,
3.000%, 02/15/2043		144,000		110,324
Series 2013-4176, Class YD,
3.000%, 03/15/2043		50,000		41,814
Series 2013-4183, Class ME,
2.000%, 02/15/2042		367,023		345,282
Series 2013-4185, Class PB,
3.000%, 03/15/2043		450,000		411,523
Series 2013-4203, Class DJ,
2.500%, 04/15/2033		34,007		32,582
Series 2013-4204, Class QP,
3.000%, 05/15/2043		153,000		130,868
Series 2013-4218, Class DG,
2.500%, 07/15/2042		111,472		100,343

	Principal Amount		Value (Note 2)
Series 2013-4220, Class EH,
2.500%, 06/15/2028	$	16,444	$	15,971
Series 2013-4231, Class FD,
30D US SOFR + 0.46%, 10/15/2032^(a)		9,906		9,805
Series 2013-4246, Class PB,
4.000%, 09/15/2043		493,003		435,748
Series 2013-4265, Class FD,
30D US SOFR + 0.51%, 01/15/2035^(a)		48,644		48,029
Series 2013-4283, Class EW,
4.500%, 12/15/2043^(a)		182,102		180,001
Series 2014-4293, Class NM,
4.500%, 06/15/2043		21,069		20,534
Series 2014-4294, Class PF,
30D US SOFR + 0.51%, 01/15/2044^(a)		11,382		11,039
Series 2014-4319, Class PM,
3.000%, 03/15/2043		51,788		49,828
Series 2014-4320, Class AP,
3.500%, 07/15/2039		125,807		122,726
Series 2014-4324, Class AY,
3.000%, 04/15/2029		568,738		544,264
Series 2014-4368, Class GZ,
4.125%, 06/15/2041^(d)		1,478,663		1,452,465
Series 2014-4370, Class PC,
2.500%, 09/15/2041		13,806		13,413
Series 2014-4403, Class CZ,
3.000%, 10/15/2044		152,007		89,449
Series 2014-4419, Class DC,
3.000%, 12/15/2044		240,000		193,627
Series 2015-4457, Class KZ,
3.000%, 04/15/2045		75,333		67,340
Series 2015-4459, Class CA,
5.000%, 12/15/2034		13,281		13,213
Series 2015-4461, Class EA,
2.000%, 07/15/2037		71,297		68,264
Series 2015-4498, Class JA,
2.500%, 04/15/2037		103,585		94,062
Series 2015-4508, Class UZ,
3.000%, 07/15/2043		54,311		42,620
Series 2015-4531, Class PA,
3.500%, 05/15/2043		7,699		7,609
Series 2016-4555, Class CP,
3.000%, 04/15/2045		353,819		332,937
Series 2016-4564, Class QA,
3.000%, 07/15/2029		31,107		30,625
Series 2016-4582, Class PA,
3.000%, 11/15/2045		114,950		106,500

	Principal Amount		Value (Note 2)
Series 2016-4583, Class UP,
3.000%, 07/15/2045	$	144,866	$	134,160
Series 2016-4590, Class AK,
3.500%, 08/15/2027		63,556		62,432
Series 2016-4601, Class CZ,
3.000%, 12/15/2045		111,425		71,644
Series 2016-4613, Class AF,
30D US SOFR + 1.21%, 11/15/2037^(a)		84,213		83,359
Series 2016-4629, Class KB,
3.000%, 11/15/2046		1,000,000		829,542
Series 2016-4639, Class HZ,
3.250%, 04/15/2053^(d)		1,101,966		881,964
Series 2017-4656, Class EZ,
4.000%, 02/15/2047		329,530		310,480
Series 2017-4661, Class HA,
3.000%, 05/15/2043		74,756		73,664
Series 2017-4664, Class UE,
3.000%, 05/15/2043		11,700		11,631
Series 2017-4670, Class TY,
3.000%, 03/15/2047		346,000		277,509
Series 2017-4672, Class QD,
3.000%, 08/15/2045		29,763		28,742
Series 2017-4680, Class PA,
3.000%, 03/15/2046		99,722		92,741
Series 2017-4680, Class YE,
2.500%, 12/15/2041		70,693		70,251
Series 2017-4707, Class Z,
4.000%, 08/15/2047		124,038		81,008
Series 2017-4710, Class PA,
3.000%, 04/15/2045		102,823		97,592
Series 2017-4714, Class MY,
3.500%, 08/15/2047		1,000,000		908,160
Series 2017-4736, Class CL,
3.000%, 12/15/2047		154,734		129,394
Series 2017-4748, Class GA,
3.000%, 01/15/2045		42,147		40,684
Series 2018-4767, Class Z,
3.000%, 12/15/2047		37,013		21,955
Series 2018-4773, Class DZ,
4.000%, 04/15/2048		169,838		161,646
Series 2018-4787, Class PY,
4.000%, 05/15/2048		43,601		40,827
Series 2018-4808, Class DG,
3.500%, 09/15/2045		718,916		702,295
Series 2018-4813, Class CJ,
3.000%, 08/15/2048		186,627		165,153
Series 2018-4818, Class CA,
3.000%, 04/15/2048		400,281		358,960

	Principal Amount		Value (Note 2)
Series 2018-4821, Class VA,
4.000%, 10/15/2029	$	57,012	$	56,304
Series 2018-4821, Class YZ,
4.000%, 02/15/2042		1,613,927		1,435,763
Series 2018-4821, Class ZM,
3.500%, 05/15/2048		351,910		316,160
Series 2018-4839, Class AE,
4.000%, 04/15/2051		232,967		222,623
Series 2018-4846, Class PA,
4.000%, 06/15/2047		5,181		5,091
Series 2018-4857, Class HM,
3.500%, 11/15/2046		78,297		76,383
Series 2019-4863, Class H,
7.000%, 03/15/2049		127,506		137,404
Series 2019-4863, Class AJ,
3.500%, 07/15/2038		44,373		42,192
Series 2019-4896, Class BD,
3.500%, 07/25/2049		1,062,753		921,774
Series 2019-4911, Class HG,
2.250%, 04/15/2049		1,766,810		1,499,262
Series 2019-4926, Class BP,
3.000%, 10/25/2049		549,534		482,695
Series 2019-4942, Class A,
3.000%, 01/25/2049		99,480		92,203
Series 2020-4954, Class LZ,
2.500%, 02/25/2050		122,892		57,779
Series 2020-4961, Class JB,
2.500%, 12/15/2042		137,025		123,554
Series 2020-4989, Class FA,
30D US SOFR + 0.46%, 08/15/2040^(a)		127,182		126,344
Series 2020-4989, Class FB,
30D US SOFR + 0.46%, 10/15/2040^(a)		120,928		119,844
Series 2020-5000, Class HZ,
1.500%, 08/25/2050		248,713		127,369
Series 2020-5007, Class PY,
1.500%, 08/25/2050		218,000		92,135
Series 2020-5013, Class NH,
1.000%, 09/25/2050		173,580		88,427
Series 2020-5014, Class BP,
1.250%, 09/25/2040		235,145		203,327
Series 2020-5039, Class ZK,
2.500%, 11/25/2050		150,752		74,317
Series 2020-5049, Class JZ,
2.000%, 11/25/2050		140,718		59,605
Series 2020-5049, Class WB,
0.750%, 12/25/2050		361,200		275,701

	Principal Amount		Value (Note 2)
Series 2020-5068, Class UB,
0.500%, 01/25/2051	$	109,000	$	57,723
Series 2021-5080, Class CA,
2.000%, 02/25/2051		864,862		500,480
Series 2021-5083, Class MA,
2.000%, 03/25/2051		612,856		339,849
Series 2021-5085, Class HA,
1.500%, 03/25/2051		147,217		81,197
Series 2021-5092, Class BC,
2.500%, 06/25/2036		28,942		28,220
Series 2021-5103, Class LQ,
1.500%, 04/25/2050		199,875		104,326
Series 2021-5103, Class LM,
1.500%, 05/25/2041		119,098		66,008
Series 2021-5119, Class LM,
1.500%, 05/25/2041		202,779		108,947
Series 2021-5121, Class KE,
1.500%, 06/25/2051		301,427		152,418
Series 2021-5129, Class KC,
1.500%, 11/25/2049		149,986		130,602
Series 2021-5144, Class PC,
1.500%, 09/25/2051		384,730		321,388
Series 2021-5156, Class EC,
1.500%, 10/25/2051		434,992		201,598
Series 2021-5171, Class KY,
1.750%, 12/25/2051		172,000		84,528
Series 2021-5174, Class TQ,
2.000%, 08/25/2051		511,158		429,765
Series 2021-5178, Class LY,
1.500%, 12/25/2051		178,029		74,033
Series 2021-5182, Class M,
2.500%, 05/25/2049		352,928		308,968
Series 2022-5189, Class PG,
2.500%, 09/25/2051		97,205		86,741
Series 2022-5198, Class ZM,
3.000%, 02/25/2052		629,091		494,626
Series 2022-5200, Class WK,
2.500%, 03/25/2052		217,000		143,020
Series 2022-5201, Class CA,
2.500%, 07/25/2048		690,817		615,239
Series 2022-5207, Class CZ,
3.500%, 03/25/2052		368,993		249,202
Series 2022-5208, Class AL,
2.500%, 04/25/2042		1,386,302		1,038,208
Series 2022-5224, Class HL,
4.000%, 04/25/2052		1,700,000		1,554,831
Series 2022-5230, Class PE,
2.000%, 12/25/2051		600,000		476,739

	Principal Amount		Value (Note 2)
Series 2022-5234, Class PH,
3.500%, 04/25/2051	$	838,003	$	800,453
				63,017,918
Freddie Mac Strips
Series 2013-299, Class 300,
3.000%, 01/15/2043		164,494		150,300
Series 2013-300, Class 300,
3.000%, 01/15/2043		130,918		118,849
				269,149
Freddie Mac Structured Pass-Through Certificates
Series 2001-32, Class A1,
1M US SOFR + 0.37%, 08/25/2031^(a)		76,454		77,582
Series 2002-41, Class 3A,
4.364%, 07/25/2032^(a)		1,978,424		1,889,937
Series 2003-55, Class 1A3A,
30D US SOFR + 0.51%, 03/25/2043^(a)		262,088		261,320
				2,228,839
Ginnie Mae
Series 2003-76, Class TG,
5.500%, 09/20/2033		138,990		138,276
Series 2003-98, Class FY,
1M US SOFR + 0.46%, 09/20/2033^(a)		14,118		14,105
Series 2004-1, Class TE,
5.000%, 06/20/2033		21,395		21,263
Series 2004-15, Class AY,
5.500%, 02/20/2034		150,059		151,147
Series 2004-22, Class AZ,
5.500%, 04/20/2034		168,480		170,346
Series 2004-26, Class ED,
5.500%, 04/16/2034		61,073		61,759
Series 2004-34, Class QL,
5.500%, 05/16/2034		135,625		136,774
Series 2004-55, Class MC,
5.500%, 07/20/2034		37,699		38,086
Series 2004-7, Class Z,
5.500%, 01/16/2034		1,498,313		1,495,885
Series 2004-87, Class BC,
4.500%, 10/20/2034		11,976		11,847
Series 2005-11, Class PL,
5.000%, 02/20/2035		29,001		29,074
Series 2005-13, Class NB,
5.000%, 02/20/2035		10,565		10,581
Series 2005-13, Class BG,
5.000%, 02/20/2035		165,169		165,398
Series 2005-3, Class QB,
5.000%, 01/16/2035		55,323		55,317

	Principal Amount		Value (Note 2)
Series 2005-3, Class OC,
5.000%, 01/20/2035	$	153,539	$	153,402
Series 2005-3, Class JM,
4.750%, 01/20/2035		46,718		46,120
Series 2005-3, Class JL,
5.000%, 12/16/2034		68,379		68,465
Series 2005-44, Class GZ,
5.000%, 07/20/2035		105,088		104,331
Series 2005-45, Class BF,
1M US SOFR + 0.41%, 06/20/2035^(a)		32,209		31,810
Series 2005-49, Class B,
5.500%, 06/20/2035		71,275		72,335
Series 2005-51, Class DC,
5.000%, 07/20/2035		109,481		110,270
Series 2005-56, Class BD,
5.000%, 07/20/2035		37,596		37,868
Series 2005-56, Class JA,
5.000%, 05/17/2035		11,691		11,673
Series 2005-69, Class WD,
5.000%, 05/18/2035		39,800		39,737
Series 2005-73, Class PH,
5.000%, 09/20/2035		104,673		103,885
Series 2005-92, Class PB,
6.000%, 12/20/2035		143,191		147,935
Series 2006-10, Class PB,
5.500%, 03/20/2036		237,435		241,537
Series 2006-38, Class OH,
6.500%, 08/20/2036		25,874		25,874
Series 2007-18, Class B,
5.500%, 05/20/2035		69,340		70,225
Series 2007-18, Class PH,
5.500%, 03/20/2035		137,000		140,045
Series 2007-35, Class TE,
6.000%, 06/20/2037		95,687		98,187
Series 2007-35, Class NE,
6.000%, 06/16/2037		43,871		45,128
Series 2007-40, Class FY,
1M US SOFR + 0.44%, 07/16/2037^(a)		31,058		30,781
Series 2007-44, Class PH,
6.000%, 07/20/2037		110,353		113,675
Series 2007-57, Class Z,
5.500%, 10/20/2037		829,359		856,463
Series 2007-6, Class LE,
5.500%, 02/20/2037		239,936		241,594
Series 2007-7, Class PG,
5.000%, 02/16/2037		23,152		23,439

	Principal Amount		Value (Note 2)
Series 2007-79, Class FC,
1M US SOFR + 0.55%, 12/20/2037^(a)	$	111,024	$	110,844
Series 2008-13, Class FB,
1M US SOFR + 0.61%, 02/20/2038^(a)		22,132		22,070
Series 2008-20, Class CE,
5.500%, 06/16/2037		206,639		210,108
Series 2008-31, Class PC,
5.500%, 04/20/2038		44,605		45,021
Series 2008-33, Class PB,
5.500%, 04/20/2038		128,426		129,607
Series 2008-37, Class L,
6.000%, 04/20/2038		36,804		37,461
Series 2008-38, Class PN,
5.500%, 05/20/2038		37,968		38,634
Series 2008-38, Class PL,
5.500%, 05/20/2038		197,420		200,885
Series 2008-38, Class BG,
5.000%, 05/16/2038		73,175		73,607
Series 2008-40, Class PL,
5.250%, 05/16/2038		118,000		120,764
Series 2008-41, Class PE,
5.500%, 05/20/2038		64,319		65,609
Series 2008-43, Class NB,
5.500%, 05/20/2038		126,297		127,035
Series 2008-47, Class ML,
5.250%, 06/16/2038		24,781		24,996
Series 2008-49, Class PB,
4.750%, 06/20/2038		26,387		26,121
Series 2008-50, Class KB,
6.000%, 06/20/2038		207,727		214,986
Series 2008-51, Class PH,
5.250%, 06/20/2038		38,479		38,294
Series 2008-51, Class FG,
1M US SOFR + 0.88%, 06/16/2038^(a)		73,135		73,485
Series 2008-55, Class PL,
5.500%, 06/20/2038		28,973		29,117
Series 2008-58, Class PE,
5.500%, 07/16/2038		76,169		77,962
Series 2008-60, Class JP,
5.500%, 07/20/2038		219,048		219,449
Series 2008-60, Class JN,
5.500%, 07/20/2038		109,828		110,501
Series 2008-65, Class PG,
6.000%, 08/20/2038		197,910		199,464
Series 2008-66, Class FN,
1M US SOFR + 1.06%, 08/20/2038^(a)		74,870		75,438

	Principal Amount		Value (Note 2)
Series 2008-7, Class PQ,
5.000%, 02/20/2038	$	86,718	$	86,138
Series 2008-76, Class QE,
5.750%, 09/20/2038		58,000		58,651
Series 2008-77, Class FC,
1M US SOFR + 0.81%, 09/20/2038^(a)		54,600		54,592
Series 2008-85, Class PG,
5.250%, 10/20/2038		30,905		30,802
Series 2008-89, Class JD,
6.000%, 08/20/2038		42,876		42,651
Series 2008-89, Class JC,
5.500%, 08/20/2038		36,913		36,682
Series 2008-9, Class FA,
1M US SOFR + 0.61%, 02/20/2038^(a)		15,189		15,168
Series 2009-1, Class FA,
1M US SOFR + 1.16%, 01/20/2039^(a)		63,798		64,501
Series 2009-10, Class PH,
4.500%, 02/20/2039		26,960		26,633
Series 2009-10, Class NB,
5.000%, 02/16/2039		70,693		71,055
Series 2009-118, Class PY,
5.000%, 12/16/2039		17,887		17,924
Series 2009-12, Class NB,
5.000%, 03/20/2039		49,689		49,471
Series 2009-13, Class E,
4.500%, 03/16/2039		88,362		87,213
Series 2009-15, Class FM,
1M US SOFR + 1.15%, 03/20/2039^(a)		60,732		61,084
Series 2009-24, Class WB,
5.000%, 03/20/2039		202,838		202,027
Series 2009-32, Class ZA,
5.500%, 05/20/2039		323,465		331,537
Series 2009-40, Class AD,
4.500%, 06/20/2039		309,000		299,739
Series 2009-47, Class LT,
5.000%, 06/20/2039		105,255		105,273
Series 2009-55, Class FN,
1M US SOFR + 1.11%, 07/20/2039^(a)		22,109		22,320
Series 2009-58, Class PA,
4.500%, 07/20/2039		70,876		69,098
Series 2009-61, Class AP,
4.000%, 08/20/2039		34,049		33,236
Series 2009-61, Class MP,
5.000%, 08/20/2039		30,987		31,151

	Principal Amount		Value (Note 2)
Series 2009-69, Class PH,
5.500%, 08/16/2039	$	92,000	$	93,029
Series 2009-75, Class GZ,
4.500%, 09/20/2039		87,352		86,820
Series 2009-76, Class XA,
5.500%, 09/16/2039		425,664		436,464
Series 2009-76, Class JB,
4.500%, 07/20/2039		19,559		19,457
Series 2009-77, Class KJ,
5.000%, 09/20/2039		103,961		103,903
Series 2009-83, Class TF,
1M US SOFR + 1.01%, 08/20/2039^(a)		36,800		37,101
Series 2009-94, Class FA,
1M US SOFR + 0.81%, 10/16/2039^(a)		69,072		69,225
Series 2010-103, Class WA,
5.675%, 08/20/2034^(a)		221,755		227,101
Series 2010-105, Class BH,
3.000%, 01/16/2040		67,938		64,679
Series 2010-111, Class FA,
1M US SOFR + 0.46%, 09/20/2040^(a)		41,898		41,398
Series 2010-134, Class YL,
4.500%, 10/20/2040		101,000		97,312
Series 2010-14, Class A,
4.500%, 06/16/2039		7,940		7,899
Series 2010-14, Class HA,
4.500%, 02/16/2040		119,911		119,722
Series 2010-147, Class PG,
3.500%, 05/20/2040		46,172		45,156
Series 2010-157, Class OP,
–%, 12/20/2040^(b)		8,790		7,401
Series 2010-167, Class WL,
4.500%, 09/20/2040		764,000		749,000
Series 2010-169, Class JZ,
4.000%, 12/20/2040		197,823		188,465
Series 2010-19, Class GW,
4.750%, 02/20/2040		108,305		100,461
Series 2010-62, Class AF,
1M US SOFR + 0.56%, 04/16/2034^(a)		14,975		14,970
Series 2010-76, Class NC,
4.500%, 06/20/2040		113,194		109,113
Series 2010-84, Class YB,
4.000%, 07/20/2040		19,566		18,824
Series 2010-H01, Class FA,
1M US SOFR + 0.93%, 01/20/2060^(a)		16,903		16,913

	Principal Amount		Value (Note 2)
Series 2010-H10, Class FC,
1M US SOFR + 1.11%, 05/20/2060^(a)	$	94,695	$	94,937
Series 2010-H20, Class AF,
1M US SOFR + 0.44%, 10/20/2060^(a)		108,418		107,846
Series 2010-H22, Class FE,
1M US SOFR + 0.46%, 05/20/2059^(a)		1,307		1,300
Series 2010-H27, Class FA,
1M US SOFR + 0.49%, 12/20/2060^(a)		35,512		35,340
Series 2011-100, Class MY,
4.000%, 07/20/2041		185,567		180,362
Series 2011-128, Class MD,
4.000%, 10/20/2040		114,550		112,517
Series 2011-137, Class WA,
5.596%, 07/20/2040^(a)		195,772		201,259
Series 2011-18, Class PA,
4.000%, 08/20/2040		20,949		20,683
Series 2011-59, Class QC,
4.000%, 12/20/2040		201,246		196,583
Series 2011-66, Class UA,
4.000%, 05/16/2041		148,383		138,203
Series 2011-71, Class ZC,
5.500%, 07/16/2034		170,215		171,936
Series 2011-97, Class WA,
6.108%, 11/20/2038^(a)		31,082		32,130
Series 2011-H01, Class AF,
1M US SOFR + 0.56%, 11/20/2060^(a)		95,818		95,519
Series 2011-H11, Class FA,
1M US SOFR + 0.61%, 03/20/2061^(a)		115,311		114,956
Series 2011-H11, Class FB,
1M US SOFR + 0.61%, 04/20/2061^(a)		50,479		50,316
Series 2011-H15, Class FA,
1M US SOFR + 0.56%, 06/20/2061^(a)		24,546		24,435
Series 2012-108, Class CB,
2.500%, 09/20/2042		149,000		120,558
Series 2012-116, Class BY,
3.000%, 09/16/2042		267,000		216,343
Series 2012-127, Class PG,
1.750%, 09/16/2042		138,627		124,490
Series 2012-32, Class PE,
3.500%, 03/16/2042		117,000		106,014
Series 2012-38, Class PL,
3.250%, 01/20/2041		33,656		32,926

	Principal Amount		Value (Note 2)
Series 2012-39, Class GA,
3.000%, 10/16/2040	$	25,170	$	24,104
Series 2012-51, Class VM,
3.500%, 04/16/2025		34,970		34,361
Series 2012-56, Class HZ,
3.500%, 06/20/2040		1,306,885		1,173,280
Series 2012-68, Class GE,
3.000%, 05/20/2042		4,247		3,407
Series 2012-76, Class GF,
1M US SOFR + 0.41%, 06/16/2042^(a)		22,315		22,112
Series 2012-84, Class TB,
2.500%, 07/20/2042		390,245		323,089
Series 2012-H08, Class FC,
1M US SOFR + 0.68%, 04/20/2062^(a)		236,504		235,823
Series 2012-H14, Class FK,
1M US SOFR + 0.69%, 07/20/2062^(a)		105,782		105,377
Series 2012-H20, Class PT,
6.226%, 07/20/2062^(a)		28,384		28,293
Series 2012-H24, Class FE,
1M US SOFR + 0.71%, 10/20/2062^(a)		1,459		1,442
Series 2013-100, Class MA,
3.500%, 02/20/2043		32,973		31,965
Series 2013-115, Class PM,
4.000%, 08/20/2043		400,000		374,588
Series 2013-169, Class EZ,
3.250%, 11/16/2043		111,274		97,694
Series 2013-22, Class GB,
2.500%, 08/20/2042		115,781		105,264
Series 2013-41, Class MY,
3.000%, 03/20/2043		275,000		247,394
Series 2013-54, Class WA,
4.906%, 11/20/2042^(a)		384,018		381,322
Series 2013-6, Class BE,
3.000%, 01/20/2043		104,000		79,404
Series 2013-69, Class NA,
2.000%, 09/20/2042		170,964		150,004
Series 2013-70, Class LA,
1.000%, 05/20/2043		105,244		87,039
Series 2013-93, Class CA,
6.000%, 06/20/2043		1,004,782		1,042,969
Series 2013-98, Class KF,
1M US SOFR + 0.41%, 11/20/2041^(a)		8,181		8,142
Series 2013-99, Class MF,
1M US SOFR + 0.41%, 07/20/2043^(a)		60,190		58,780

	Principal Amount		Value (Note 2)
Series 2013-H01, Class FA,
1.650%, 01/20/2063	$	85	$	77
Series 2013-H04, Class BA,
1.650%, 02/20/2063		1,585		1,446
Series 2013-H07, Class GA,
1M US SOFR + 0.58%, 03/20/2063^(a)		53,102		52,807
Series 2013-H09, Class HA,
1.650%, 04/20/2063		5,107		4,787
Series 2013-H18, Class EA,
1M US SOFR + 0.61%, 07/20/2063^(a)		16,278		16,239
Series 2014-118, Class ZP,
4.000%, 08/20/2044		479,791		452,548
Series 2014-119, Class ZK,
3.500%, 08/16/2044		1,111,766		1,009,947
Series 2014-32, Class DA,
3.500%, 02/20/2044		101,590		88,073
Series 2014-53, Class JM,
6.982%, 04/20/2039^(a)		155,184		161,745
Series 2014-98, Class HE,
3.000%, 07/20/2044		53,984		44,107
Series 2014-98, Class ZP,
3.000%, 07/16/2044		238,734		185,562
Series 2014-H10, Class TA,
1M US SOFR + 0.71%, 04/20/2064^(a)		301,585		300,763
Series 2014-H15, Class FA,
1M US SOFR + 0.61%, 07/20/2064^(a)		19,431		19,349
Series 2014-H16, Class FL,
1M US SOFR + 0.58%, 07/20/2064^(a)		338,569		335,227
Series 2014-H19, Class HA,
3.000%, 09/20/2064		123,398		121,297
Series 2015-100, Class PD,
3.000%, 07/20/2045		205,398		188,381
Series 2015-190, Class LE,
3.500%, 06/20/2045		7,591		7,456
Series 2015-56, Class LB,
1.500%, 04/16/2040		487		486
Series 2015-63, Class KA,
3.000%, 04/20/2040		33,494		27,695
Series 2015-84, Class QA,
3.500%, 06/20/2045		228,544		207,865
Series 2015-91, Class QA,
2.941%, 05/20/2045^(a)		1,427,713		1,223,961
Series 2015-H09, Class FA,
1M US SOFR + 0.73%, 04/20/2065^(a)		232,298		230,399

	Principal Amount		Value (Note 2)
Series 2015-H12, Class FB,
1M US SOFR + 0.71%, 05/20/2065^(a)	$	61,643	$	61,203
Series 2015-H15, Class FC,
1M US SOFR + 0.69%, 06/20/2065^(a)		99,213		98,357
Series 2015-H22, Class FC,
1M US SOFR + 0.71%, 09/20/2065^(a)		39,647		39,318
Series 2015-H26, Class FA,
1M US SOFR + 0.63%, 10/20/2065^(a)		46,788		46,616
Series 2015-H26, Class FG,
1M US SOFR + 0.63%, 10/20/2065^(a)		220,077		218,067
Series 2015-H27, Class FA,
1M US SOFR + 0.86%, 09/20/2065^(a)		2,012,037		2,001,835
Series 2015-H29, Class FA,
1M US SOFR + 0.81%, 10/20/2065^(a)		2,011		1,998
Series 2015-H30, Class FE,
1M US SOFR + 0.71%, 11/20/2065^(a)		45,757		45,647
Series 2015-H31, Class FT,
1M US SOFR + 0.76%, 11/20/2065^(a)		18,803		18,760
Series 2015-H32, Class FH,
1M US SOFR + 0.77%, 12/20/2065^(a)		152,562		152,331
Series 2016-116, Class GV,
3.000%, 05/20/2026		26,349		25,490
Series 2016-120, Class KA,
2.000%, 09/20/2046		4,738		4,010
Series 2016-136, Class PJ,
3.500%, 01/20/2046		191,798		165,753
Series 2016-136, Class MY,
2.500%, 10/20/2046		100,000		65,251
Series 2016-163, Class B,
3.000%, 10/20/2046		119,000		90,690
Series 2016-19, Class AC,
3.000%, 02/20/2046		259,000		214,789
Series 2016-46, Class Z,
3.000%, 04/20/2046		122,354		90,690
Series 2016-82, Class BA,
3.000%, 09/20/2045		39,857		38,499
Series 2016-H06, Class FC,
1M US SOFR + 1.03%, 02/20/2066^(a)		118,275		117,931

	Principal Amount		Value (Note 2)
Series 2016-H08, Class FT,
1M US SOFR + 0.83%, 02/20/2066^(a)	$	76,473	$	76,298
Series 2016-H11, Class F,
1M US SOFR + 0.91%, 05/20/2066^(a)		3,261,158		3,243,650
Series 2016-H13, Class FT,
1M US SOFR + 0.69%, 05/20/2066^(a)		9,105		9,089
Series 2016-H14, Class FA,
1M US SOFR + 0.91%, 06/20/2066^(a)		522,145		519,899
Series 2016-H15, Class FA,
1M US SOFR + 0.91%, 07/20/2066^(a)		1,470,627		1,464,651
Series 2016-H17, Class HA,
2.250%, 03/20/2066		176,713		170,969
Series 2016-H17, Class FC,
1M US SOFR + 0.94%, 08/20/2066^(a)		187,892		187,056
Series 2016-H17, Class FK,
1M US SOFR + 0.96%, 07/20/2066^(a)		57,033		56,782
Series 2016-H20, Class PT,
6.452%, 09/20/2066^(a)		470,001		482,049
Series 2016-H23, Class F,
1M US SOFR + 0.86%, 10/20/2066^(a)		159,607		159,689
Series 2016-H23, Class PT,
6.143%, 09/20/2066^(a)		618,721		631,583
Series 2016-H24, Class FG,
1M US SOFR + 0.86%, 10/20/2066^(a)		486,422		483,660
Series 2016-H26, Class FC,
1M US SOFR + 1.11%, 12/20/2066^(a)		100,006		99,812
Series 2017-150, Class JE,
3.000%, 07/20/2047		57,390		53,293
Series 2017-170, Class MC,
2.500%, 10/20/2047		53,208		47,421
Series 2017-36, Class MJ,
3.000%, 03/20/2047		34,464		30,141
Series 2017-56, Class AZ,
3.000%, 04/20/2047		116,947		96,504
Series 2017-73, Class JT,
2.750%, 09/20/2046		439		437
Series 2017-80, Class LO,
–%, 05/20/2047^(b)		116,093		86,208
Series 2017-80, Class BJ,
3.000%, 03/20/2047		86,961		79,334

	Principal Amount		Value (Note 2)
Series 2017-H06, Class FE,
1M US SOFR + 0.66%, 02/20/2067^(a)	$	67,277	$	67,061
Series 2017-H14, Class FD,
1M US SOFR + 0.58%, 06/20/2067^(a)		95,558		94,497
Series 2017-H15, Class FC,
1M US SOFR + 0.58%, 06/20/2067^(a)		195,339		194,515
Series 2017-H16, Class PT,
4.836%, 05/20/2066^(a)		15,555		15,476
Series 2017-H17, Class FG,
1M US SOFR + 0.61%, 08/20/2067^(a)		21,101		21,020
Series 2017-H22, Class FH,
1Y US SOFR + 0.94%, 11/20/2067^(a)		242,193		241,655
Series 2018-131, Class QA,
3.000%, 12/20/2047		257,382		235,689
Series 2018-160, Class AD,
3.500%, 02/20/2048		228,606		214,445
Series 2018-36, Class CZ,
4.000%, 03/20/2048		280,506		248,574
Series 2018-37, Class C,
2.500%, 01/20/2046		142,843		132,002
Series 2018-H07, Class FD,
1M US SOFR + 0.41%, 05/20/2068^(a)		111,583		111,397
Series 2018-H09, Class FA,
1Y US SOFR + 1.22%, 04/20/2068^(a)		413,776		409,652
Series 2019-1, Class EY,
4.000%, 10/20/2048		1,066,499		975,578
Series 2019-103, Class EK,
4.000%, 04/20/2049		2,921,162		2,729,287
Series 2019-111, Class TE,
2.000%, 09/20/2049		43,491		36,274
Series 2019-128, Class AL,
2.500%, 10/20/2049		300,000		211,369
Series 2019-15, Class A,
–%, 07/20/2048^(a)(b)		300,226		180,771
Series 2019-18, Class HD,
3.500%, 02/20/2049		165,000		146,887
Series 2019-36, Class PD,
3.000%, 02/20/2049		254,708		228,008
Series 2019-H01, Class FT,
1M US SOFR + 0.51%, 10/20/2068^(a)		63,084		62,912
Series 2019-H04, Class BA,
3.000%, 01/20/2069		99,411		96,924

	Principal Amount		Value (Note 2)
Series 2019-H05, Class FT,
1Y US TI + 0.43%, 04/20/2069^(a)	$	44,176	$	44,164
Series 2019-H08, Class FM,
1M US SOFR + 0.76%, 05/20/2069^(a)		1,817,039		1,776,834
Series 2020-122, Class GZ,
3.000%, 08/20/2050		259,224		165,100
Series 2020-125, Class GC,
2.500%, 08/20/2050		21,503		18,095
Series 2020-125, Class GA,
2.500%, 03/20/2050		338,803		293,595
Series 2020-127, Class LZ,
1.500%, 08/20/2050		563,115		237,738
Series 2020-134, Class ZU,
3.000%, 09/20/2050		112,116		66,973
Series 2020-148, Class ZP,
2.000%, 10/20/2050		227,293		95,404
Series 2020-149, Class LU,
1.000%, 10/20/2050		199,997		90,813
Series 2020-153, Class MP,
2.500%, 10/20/2050		315,553		271,763
Series 2020-153, Class ML,
2.500%, 10/20/2050		296,863		249,646
Series 2020-187, Class KZ,
2.000%, 12/20/2050		164,851		64,713
Series 2020-32, Class UM,
2.500%, 03/20/2050		1,232,765		1,067,703
Series 2020-5, Class LC,
3.500%, 10/20/2049		131,395		122,530
Series 2020-61, Class AB,
3.000%, 05/20/2048		55,343		54,003
Series 2020-62, Class PD,
3.000%, 05/20/2050		454,325		398,969
Series 2020-62, Class WD,
0.473%, 05/20/2050^(a)		488,945		280,838
Series 2020-83, Class ML,
3.000%, 06/20/2050		133,409		120,374
Series 2020-98, Class CE,
3.000%, 07/20/2050		1,220,119		1,084,501
Series 2020-H01, Class FT,
1Y US TI + 0.50%, 01/20/2070^(a)		40,636		40,452
Series 2020-H02, Class DA,
2.250%, 12/20/2069		122,763		118,747
Series 2020-H04, Class FP,
1M US SOFR + 0.61%, 06/20/2069^(a)		216,057		214,871

	Principal Amount		Value (Note 2)
Series 2020-H12, Class FE,
1M US SOFR + 1.21%, 06/20/2070^(a)	$	963,402	$	973,764
Series 2020-H13, Class FA,
1M US SOFR + 0.56%, 07/20/2070^(a)		186,310		180,750
Series 2021-104, Class AL,
1.500%, 06/20/2051		120,000		56,338
Series 2021-116, Class WZ,
2.000%, 07/20/2051		376,211		224,948
Series 2021-116, Class LZ,
2.500%, 07/20/2051		334,590		207,503
Series 2021-142, Class PZ,
0.750%, 08/20/2051		305,485		166,606
Series 2021-146, Class PO,
–%, 07/20/2051^(b)		338,715		115,757
Series 2021-146, Class DE,
1.750%, 08/20/2051		405,953		357,068
Series 2021-158, Class GK,
2.000%, 09/20/2051		150,493		97,561
Series 2021-205, Class NK,
1.500%, 11/20/2051		215,000		156,824
Series 2021-25, Class HA,
2.000%, 02/20/2051		781,315		645,160
Series 2021-8, Class KZ,
2.000%, 01/20/2051		155,020		60,522
Series 2021-8, Class AQ,
5.000%, 01/20/2051		145,399		147,748
Series 2021-H01, Class FA,
1M US SOFR + 1.36%, 11/20/2070^(a)		2,836,345		2,847,968
Series 2021-H12, Class GA,
4.588%, 07/20/2071^(a)		171,958		169,993
Series 2022-100, Class EB,
3.000%, 06/20/2052		1,729,475		1,351,625
Series 2022-104, Class KY,
4.500%, 06/20/2052		383,627		333,664
Series 2022-112, Class BM,
3.000%, 06/20/2052		344,718		250,558
Series 2022-126, Class BY,
3.000%, 07/20/2052		960,094		626,777
Series 2022-127, Class WC,
3.500%, 07/20/2052		329,622		224,892
Series 2022-127, Class UL,
2.000%, 07/20/2052		309,557		157,589
Series 2022-137, Class PL,
4.000%, 08/20/2052		288,633		230,149
Series 2022-20, Class KZ,
2.500%, 01/20/2052		109,327		47,643

	Principal Amount		Value (Note 2)
Series 2022-212, Class DZ,
5.500%, 12/20/2052	$	2,617,928	$	2,675,201
Series 2022-44, Class KZ,
4.500%, 03/20/2052		583,053		506,116
Series 2022-51, Class HZ,
3.000%, 03/20/2052		299,162		173,789
Series 2022-68, Class MD,
3.500%, 04/20/2052		223,000		167,324
Series 2022-76, Class PA,
4.000%, 04/20/2052		853,655		823,441
Series 2022-78, Class YX,
4.500%, 01/20/2051		870,905		863,061
Series 2022-H06, Class AB,
3.748%, 07/20/2067		249,534		245,387
Series 2023-150, Class JD,
6.000%, 10/20/2053		407,200		430,928
Series 2023-47, Class HZ,
5.500%, 03/20/2053		1,303,952		1,334,194
Series 2023-55, Class HB,
6.500%, 04/20/2053		3,822,002		4,006,272
Series 2023-55, Class EB,
6.000%, 04/20/2053		23,483,111		23,867,624
Series 2023-57, Class CV,
5.000%, 04/20/2034		2,051,560		2,065,318
Series 2023-59, Class GL,
6.000%, 04/20/2053		7,761,342		7,901,333
Series 2023-68, Class HB,
6.500%, 05/20/2053		10,712,834		11,377,241
				114,588,392
Vendee Mortgage Trust 2011-2
Series 2011-2, Class DZ,
3.750%, 10/15/2041		936,309		871,880


TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS
(Cost $288,828,512)				281,989,952

	Principal Amount		Value (Note 2)
COMMERCIAL MORTGAGE-BACKED SECURITIES (2.19%)

Fannie Mae-Aces
Series 2001-M1, Class D,
6.460%, 02/25/2031^(a)		92,988		92,590
Series 2006-M2, Class A3F,
5.345%, 09/25/2031^(a)		216,206		216,420
Series 2013-M6, Class 1AC,
3.490%, 02/25/2043^(a)		10,176,537		9,674,201

	Principal Amount		Value (Note 2)
Series 2016-M11, Class AL,
2.944%, 07/25/2039	$	429,723	$	390,420
Series 2018-M12, Class A1,
3.546%, 08/25/2030		1,769,621		1,733,343
Series 2018-M15, Class 1A2,
3.700%, 01/25/2036		470,000		436,901
Series 2019-M10, Class A1,
2.000%, 04/25/2030		349,443		338,572
Series 2019-M14, Class A1,
2.304%, 06/25/2029		22,981		22,512
Series 2019-M24, Class 2XA,
1.270%, 03/25/2031^(a)(c)		4,218,123		234,859
Series 2020-M1, Class A2,
2.444%, 10/25/2029		300,000		270,967
Series 2020-M10, Class X1,
1.896%, 12/25/2030^(a)(c)		755,983		54,792
Series 2020-M10, Class X4,
0.987%, 07/25/2032^(a)(c)		46,770,480		2,043,500
Series 2020-M12, Class IO,
1.404%, 07/25/2029^(a)(c)		54,475,619		2,543,488
Series 2020-M13, Class X2,
1.332%, 09/25/2030^(a)(c)		7,325,761		333,277
Series 2022-M5, Class A1,
2.437%, 01/01/2034^(a)		291,541		265,416
Series 2022-M5, Class A3,
2.437%, 01/01/2034^(a)		1,495,000		1,234,328
Series 2022-M8, Class A2,
2.001%, 12/25/2031^(a)		100,000		82,976
				19,968,562
Freddie Mac Multiclass Certificates Series 2020-P003
Series 2020-P003, Class A3,
1.956%, 09/25/2046		1,600,000		1,167,210

Freddie Mac Multifamily Structured Pass Through Certificates
Series 2016-KS07, Class A1,
2.018%, 09/25/2025		1,727,115		1,682,122
Series 2016-KS07, Class X,
0.735%, 09/25/2025^(a)(c)		65,075,645		611,757
Series 2017-K153, Class X1,
0.404%, 10/25/2031^(a)(c)		100,146,148		1,373,785
Series 2017-Q006, Class A2,
4.059%, 04/25/2028^(a)		3,993,321		3,813,119
Series 2018-K154, Class X1,
0.431%, 11/25/2032^(a)(c)		135,794,504		2,493,106
Series 2018-K156, Class X1,
0.209%, 06/25/2033^(a)(c)		623,350,996		4,371,062

	Principal Amount		Value (Note 2)
Series 2018-K158, Class X1,
0.217%, 10/25/2033^(a)(c)	$	350,317,601	$	2,859,853
Series 2019-KLU2, Class X1,
1.086%, 08/25/2029^(a)(c)		85,812,051		3,396,432
Series 2020-Q013, Class APT2,
1.166%, 04/25/2027^(a)		3,358,055		3,051,046
Series 2021-1521, Class X1,
1.095%, 08/25/2036^(a)(c)		15,616,895		1,265,111
Series 2021-KLU3, Class X1,
2.076%, 01/25/2031^(a)(c)		175,710,643		16,608,714
				41,526,107

TOTAL COMMERCIAL MORTGAGE-BACKED SECURITIES
(Cost $67,069,560)				62,661,879

	Principal Amount		Value (Note 2)
MORTGAGE-BACKED SECURITIES (14.69%)

Fannie Mae Pool
Series 2003-386375,
4.790%, 08/01/2028		604,380		602,076
Series 2005-843080,
6.000%, 12/01/2034		110,191		110,468
Series 2006-,
6.000%, 02/01/2036		111,161		112,703
Series 2007-943003,
5.500%, 08/01/2047		76,261		76,391
Series 2009-,
4.500%, 06/01/2039		336,634		327,189
Series 2009-463331,
5.250%, 08/01/2029		484,397		494,434
Series 2009-930895,
4.500%, 03/01/2039		150,707		146,866
Series 2009-931707,
4.500%, 08/01/2039		98,438		95,404
Series 2009-958348,
5.440%, 04/01/2027		128,168		127,154
Series 2009-958878,
5.750%, 07/01/2027		1,271,593		1,268,935
Series 2010-,
3.500%, 10/01/2040		301,132		279,114
Series 2011-,
6.210%, 12/01/2029		218,864		228,144
Series 2011-468477,
4.590%, 08/01/2026		384,229		384,303
Series 2011-469013,
5.470%, 08/01/2026		975,250		996,594

	Principal Amount		Value (Note 2)
Series 2011-AH9290,
4.000%, 04/01/2041	$	30,055	$	28,627
Series 2012-,
3.000%, 12/01/2042		99,620		89,319
3.000%, 01/01/2043		122,994		111,175
3.040%, 12/01/2030		1,158,264		1,075,602
3.500%, 04/01/2042		55,147		50,821
Series 2012-470020,
4.200%, 01/01/2030		1,527,650		1,502,763
Series 2012-AM0279,
3.210%, 08/01/2027		281,479		268,880
Series 2012-AM1387,
3.260%, 11/01/2032		100,540		95,395
Series 2012-MA1214,
3.000%, 10/01/2042		587,817		529,966
Series 2013-,
3.000%, 01/01/2043		280,884		253,898
3.000%, 02/01/2043		354,685		318,017
3.000%, 04/01/2043		217,265		194,801
3.000%, 07/01/2043		243,804		218,599
3.000%, 08/01/2043		67,234		60,298
3.380%, 05/01/2028		253,672		244,757
4.370%, 07/01/2028		826,023		824,577
4.410%, 09/01/2028		84,138		84,170
Series 2013-AM4329,
3.870%, 10/01/2025		188,416		185,766
Series 2013-AM4781,
4.180%, 11/01/2028		1,170,839		1,160,995
Series 2013-AM4991,
3.970%, 12/01/2025		154,975		153,114
Series 2013-AR2289,
3.000%, 02/01/2033		190,475		179,940
Series 2013-AT9663,
2.500%, 07/01/2043		434,384		368,555
Series 2013-MA1586,
3.000%, 08/01/2043		175,882		158,985
Series 2014-,
3.000%, 06/01/2053		1,111,338		975,944
3.300%, 11/01/2026		255,068		247,777
3.730%, 07/01/2034		579,877		556,359
4.060%, 03/01/2030		451,006		443,026
Series 2014-AM4198,
3.550%, 03/01/2024		91,862		91,351
Series 2014-AM7274,
3.000%, 12/01/2024		6,300,000		6,162,916
Series 2015-,
3.100%, 09/01/2025		152,394		148,206
3.180%, 07/01/2035		664,363		588,469
3.390%, 07/01/2035		195,112		178,027
3.500%, 10/01/2045		1,585,322		1,466,311
3.600%, 02/01/2040		230,627		216,018

	Principal Amount		Value (Note 2)
3.610%, 08/01/2030	$	300,000	$	286,159
4.000%, 01/01/2041		119,977		115,379
4.500%, 06/01/2045		136,856		135,115
Series 2015-AM8666,
2.960%, 06/01/2030		169,782		157,475
Series 2015-AM8918,
3.250%, 09/01/2030		731,000		681,699
Series 2015-AM9173,
3.110%, 06/01/2027		231,439		221,565
Series 2015-AM9288,
2.930%, 07/01/2025		5,510,425		5,346,897
Series 2016-,
3.159%, 07/01/2036^(a)		1,654,040		1,452,815
6.000%, 07/01/2039		108,473		111,426
Series 2016-AL8405,
4.500%, 05/01/2041		132,008		127,427
Series 2016-AN0665,
3.070%, 02/01/2026		189,461		184,096
Series 2016-AN0774,
3.210%, 01/01/2026		168,811		164,535
Series 2016-AN2228,
2.520%, 08/01/2026		181,946		172,789
Series 2016-AN3542,
3.410%, 11/01/2046		347,578		300,608
Series 2016-AN3749,
2.520%, 12/01/2026		441,158		417,669
Series 2016-BC0943,
3.500%, 05/01/2046		259,806		237,809
Series 2017-,
2.000%, 01/01/2032		109,527		100,415
2.880%, 09/01/2027		4,715,961		4,460,523
3.000%, 10/01/2027		1,249,011		1,188,049
3.010%, 07/01/2027		256,934		245,673
3.160%, 07/01/2027		146,669		140,604
3.170%, 01/01/2029		190,311		179,736
3.200%, 01/01/2029		144,769		137,783
3.210%, 11/01/2032		100,000		89,203
3.235%, 02/01/2032		136,404		126,181
3.350%, 01/01/2029		191,398		182,765
3.450%, 03/01/2029		300,640		288,849
3.500%, 06/01/2047		299,959		271,958
Series 2017-AN4431,
3.220%, 01/01/2027		85,000		82,063
Series 2017-AN4469,
3.640%, 01/01/2029		664,952		643,712
Series 2017-AN4529,
3.620%, 01/01/2027		798,156		779,506
Series 2017-AN4606,
3.510%, 02/01/2027		762,943		741,575
Series 2017-AN4833,
3.320%, 04/01/2027		95,000		91,812

	Principal Amount		Value (Note 2)
Series 2017-AN5279,
3.340%, 04/01/2029	$	441,369	$	418,464
Series 2017-AN5742,
3.190%, 05/01/2030		133,398		124,877
Series 2017-AN5796,
3.030%, 06/01/2027		263,617		251,893
Series 2017-AN6304,
3.100%, 10/01/2027		275,000		262,796
Series 2017-AN6670,
3.210%, 09/01/2027		1,864,571		1,765,948
Series 2017-AN7060,
2.930%, 10/01/2027		1,780,000		1,676,663
Series 2017-AN7234,
3.010%, 12/01/2027		982,351		932,675
Series 2017-AN7384,
2.880%, 12/01/2027		47,269		44,820
Series 2017-AN7547,
3.370%, 11/01/2027		1,064,845		1,012,852
Series 2017-AN7823,
2.890%, 12/01/2027		235,000		222,690
Series 2017-CA0522,
3.000%, 10/01/2047		212,343		186,826
Series 2018-,
3.000%, 02/01/2033		45,232		42,634
3.000%, 04/01/2048		1,004,997		907,760
3.320%, 04/01/2028		550,000		525,303
3.430%, 03/01/2033		986,690		905,511
3.500%, 09/01/2028		130,000		125,341
3.500%, 05/01/2048		342,141		319,462
3.660%, 05/01/2033		700,000		645,906
3.740%, 07/01/2028		175,000		169,836
3.940%, 10/01/2036		321,267		299,366
4.010%, 12/01/2030		300,000		293,402
4.130%, 12/01/2030		2,000,000		1,959,051
4.500%, 09/01/2040		109,553		107,142
4.500%, 07/01/2041		257,668		249,545
4.500%, 08/01/2041		301,522		301,717
5.500%, 08/01/2048		507,899		516,070
6.000%, 08/01/2048		102,981		105,733
Series 2018-109435,
3.890%, 08/01/2028		1,839,985		1,797,430
Series 2018-387770,
3.625%, 07/01/2028		2,570,000		2,482,200
Series 2018-387853,
3.455%, 08/01/2025		225,000		219,754
Series 2018-387983,
3.630%, 08/01/2028		1,987,841		1,921,222
Series 2018-AN8272,
3.170%, 02/01/2028		100,000		95,072
Series 2018-AN8493,
3.300%, 02/01/2030		413,027		384,620

	Principal Amount		Value (Note 2)
Series 2018-AN8982,
3.440%, 05/01/2028	$	1,000,000	$	960,001
Series 2018-AN9038,
3.460%, 05/01/2028		135,000		129,656
Series 2018-AN924,
4.210%, 05/01/2033		525,135		519,485
Series 2018-AN9976,
3.960%, 02/01/2030		470,000		457,873
Series 2019-,
2.520%, 11/01/2029		141,489		128,507
2.820%, 10/01/2039		932,674		757,435
3.000%, 08/01/2049		71,344		64,540
3.490%, 03/01/2029		189,000		180,846
3.500%, 08/01/2048		124,120		114,511
3.710%, 04/01/2031		1,878,983		1,787,506
3.940%, 06/01/2035		2,600,000		2,413,639
4.000%, 07/01/2048		642,649		618,398
4.070%, 11/01/2026		131,420		128,757
4.500%, 08/01/2058		438,886		428,063
5.500%, 06/01/2049		180,561		185,610
6.000%, 05/01/2049		1,962,974		2,025,873
Series 2019-BI2928,
3.410%, 07/01/2027		801,350		775,442
Series 2019-BL1188,
3.480%, 02/01/2026		193,845		189,352
Series 2019-BL1300,
4.200%, 01/01/2029		1,375,000		1,361,245
Series 2019-BL1451,
3.760%, 02/01/2029		685,000		664,909
Series 2019-BL1567,
3.590%, 02/01/2029		2,775,000		2,655,796
Series 2019-BL1596,
3.480%, 03/01/2029		160,862		154,848
Series 2019-BL2356,
3.020%, 05/01/2026		165,000		159,016
Series 2019-BL2460,
3.400%, 05/01/2029		565,077		539,169
Series 2019-BL3182,
2.980%, 07/01/2029		244,112		227,463
Series 2019-BM6011,
3.284%, 11/01/2026^(a)		58,007		56,456
Series 2019-BM6152,
3.500%, 06/01/2044		1,004,654		935,590
Series 2019-MA3784,
3.500%, 09/01/2049		2,395,670		2,147,844
Series 2020-,
1.400%, 11/01/2032		7,945,000		6,215,808
1.500%, 01/01/2036		692,881		615,216
2.150%, 09/01/2029		500,000		443,215
3.000%, 03/01/2050		231,785		199,760
3.500%, 04/01/2050		175,736		157,447

	Principal Amount		Value (Note 2)
Series 2021-,
1.710%, 08/01/2031	$	751,000	$	607,657
3.500%, 11/01/2051		726,472		647,712
Series 2022-,
2.030%, 12/01/2028		100,000		89,766
2.150%, 03/01/2029		150,000		135,384
2.400%, 03/01/2029		145,385		132,998
3.130%, 01/01/2029		147,033		139,229
3.790%, 05/01/2032		2,148,000		1,976,005
3.890%, 07/01/2032		690,000		651,114
3.910%, 06/01/2032		1,181,000		1,107,683
3.980%, 10/01/2032		700,000		663,770
4.110%, 09/01/2032		1,815,000		1,712,770
4.140%, 08/01/2032		2,038,000		1,926,001
4.240%, 07/01/2032		1,687,000		1,611,673
4.520%, 10/01/2032		1,209,000		1,163,436
5.080%, 10/01/2029		950,000		981,928
5.120%, 11/01/2032		2,979,000		2,999,623
5.250%, 10/01/2032		7,898,000		8,061,628
5.300%, 10/01/2032		8,632,000		8,841,118
5.440%, 12/01/2032		7,633,000		7,882,568
5.500%, 07/01/2042		1,142,899		1,158,203
5.500%, 11/01/2052		10,578,341		10,745,414
5.620%, 11/01/2032		2,901,983		3,036,081
5.730%, 11/01/2032		16,500,000		16,978,816
6.120%, 11/01/2032		1,674,386		1,789,719
6.500%, 11/01/2052		1,980,039		2,004,172
Series 2023-,
1.500%, 01/01/2042		4,342,611		3,568,385
4.885%, 03/01/2033		750,000		772,289
5.030%, 04/01/2028		4,957,000		5,016,328
5.500%, 02/01/2053		8,868,109		8,939,169
6.000%, 02/01/2053		1,198,569		1,222,390
6.500%, 06/01/2043		3,290,877		3,372,259
6.500%, 04/01/2053		2,153,682		2,208,991
6.500%, 05/01/2053		4,273,555		4,442,534
6.500%, 08/01/2053		10,046,616		10,605,530
				211,213,269
Freddie Mac
Series 2005-2936, Class FC,
30D US SOFR + 0.51%, 03/15/2029^(a)		14,565		14,462

Freddie Mac Gold Pool
Series 2005-,
5.500%, 12/01/2035		164,451		160,348
Series 2006-,
6.000%, 01/01/2036		29,510		29,900
Series 2007-,
5.500%, 11/01/2037		57,676		57,920
Series 2012-,
3.500%, 08/01/2042		99,581		91,379

	Principal Amount		Value (Note 2)
Series 2013-G80393,
5.000%, 08/20/2036	$	125,254	$	124,769
Series 2013-T65180,
3.000%, 11/01/2043		102,023		92,128
Series 2015-,
3.000%, 08/01/2045		1,934,496		1,736,578
Series 2015-U49046,
4.000%, 02/01/2029		28,018		27,401
Series 2016-,
3.500%, 06/01/2046		353,540		329,699
				2,650,122
Freddie Mac Pool
Series 2018-,
3.000%, 05/01/2045		266,099		240,421
3.000%, 09/01/2045		696,089		623,985
3.000%, 12/01/2045		499,828		439,671
3.500%, 12/01/2045		54,895		49,754
4.500%, 09/01/2044		462,301		446,057
6.000%, 07/01/2048		232,317		237,397
Series 2021-,
2.190%, 06/01/2034		146,096		118,561
Series 2022-,
3.000%, 02/01/2046		3,867,473		3,457,452
Series 2023-,
4.600%, 01/01/2033		6,743,000		6,554,151
4.750%, 01/01/2033		16,673,950		16,616,186
4.900%, 01/01/2033		5,000,000		4,944,908
5.500%, 02/01/2053		10,121,683		10,176,989
6.500%, 04/01/2053		25,706,407		26,351,197
6.500%, 05/01/2053		15,008,516		15,528,203
7.000%, 01/01/2053		3,878,405		4,051,201
				89,836,133
Ginnie Mae I Pool
Series 2010-,
4.500%, 08/15/2040		316,166		308,256
Series 2013-,
3.000%, 03/15/2043		334,005		305,281
				613,537
Ginnie Mae II Pool
Series 2010-,
4.000%, 09/20/2040		79,230		75,738
4.000%, 11/20/2040		81,463		77,916
4.000%, 12/20/2040		153,332		147,581
4.500%, 08/20/2040		256,871		251,909
4.875%, 01/20/2035		127,891		127,057
1M US SOFR + 2.071%, 08/20/2060^(a)		289,257		296,136
Series 2011-,
4.000%, 09/20/2041		240,449		232,919
4.000%, 10/20/2041		117,161		112,962
4.500%, 07/20/2041		83,564		81,749

	Principal Amount		Value (Note 2)
Series 2012-,
3.500%, 03/20/2042	$	325,897	$	298,554
3.500%, 04/20/2042		72,053		66,007
3.500%, 05/20/2042		126,001		115,428
3.500%, 06/20/2042		76,706		70,269
3.500%, 08/20/2042		84,209		77,143
3.500%, 09/20/2042		68,434		62,691
3.500%, 10/20/2042		78,975		72,347
3.500%, 12/20/2042		209,061		191,515
4.000%, 02/20/2042		22,763		21,759
4.000%, 04/20/2042		89,193		85,260
4.000%, 09/20/2042		91,335		88,125
Series 2012-5302,
3.500%, 02/20/2042		208,672		191,162
Series 2013-,
2.500%, 02/20/2043		123,210		106,667
3.000%, 06/20/2043		195,635		175,474
3.000%, 08/20/2043		414,026		376,927
3.250%, 04/20/2033		279,315		260,118
3.500%, 04/20/2043		211,654		193,890
3.500%, 05/20/2043		94,603		87,693
3.500%, 06/20/2043		97,696		90,688
4.000%, 09/20/2043		260,693		250,162
Series 2013-MA1149,
3.000%, 07/20/2043		11,961		10,623
Series 2014-,
4.500%, 02/20/2034		262,282		258,348
4.500%, 06/20/2034		606,367		590,854
4.500%, 02/20/2044		264,379		263,948
4.500%, 05/20/2044		933,936		919,154
1M US SOFR + 2.295%, 02/20/2064^(a)		568,200		583,339
Series 2015-,
3.000%, 01/20/2040		213,416		191,523
3.500%, 06/20/2035		235,639		226,097
3.750%, 05/20/2045		97,903		92,627
4.500%, 08/20/2045		512,993		505,826
Series 2016-,
2.500%, 05/20/2031		207,594		196,447
3.000%, 06/20/2046		218,237		197,324
3.000%, 07/20/2046		235,463		210,392
3.500%, 06/20/2046		382,831		355,855
4.500%, 09/20/2045		222,461		218,941
4.500%, 03/20/2046		151,196		150,949
Series 2016-MA3588,
3.500%, 04/20/2046		253,834		232,513
Series 2016-MA3793,
3.500%, 07/20/2046		719,222		658,807
Series 2016-MA3865,
3.500%, 08/20/2046		424,246		388,609
Series 2017-,
2.500%, 01/20/2032		236,145		223,316
3.000%, 11/20/2032		208,842		196,066

	Principal Amount		Value (Note 2)
3.500%, 10/20/2047	$	337,414	$	313,582
3.500%, 12/20/2047		763,540		704,422
4.526%, 01/20/2067^(a)		134,543		132,007
Series 2018-,
3.500%, 02/20/2036		2,557,919		2,440,361
3.500%, 08/20/2047		117,257		109,661
3.500%, 01/20/2048		62,873		58,631
3.500%, 04/20/2048		445,813		415,877
4.000%, 05/20/2048		2,695,980		2,570,511
4.000%, 09/20/2048		2,438,008		2,328,789
4.500%, 07/20/2048		585,827		570,407
4.500%, 09/20/2048		272,186		268,150
5.500%, 10/20/2048		368,725		377,597
Series 2019-,
3.500%, 12/20/2047		414,487		386,168
3.500%, 08/20/2049		358,625		333,311
3.500%, 12/20/2049		137,675		125,674
4.000%, 04/20/2049		102,378		95,785
4.500%, 09/20/2049		379,196		371,322
4.500%, 11/20/2049		772,175		751,834
5.500%, 06/20/2049		147,156		149,749
6.000%, 01/20/2049		308,154		320,306
Series 2019-784688,
5.000%, 02/20/2049		690,204		692,374
Series 2019-MA5864,
3.000%, 04/20/2049		21,314		19,121
Series 2019-MA5920,
3.000%, 05/20/2049		15,439		13,711
Series 2019-MA5936,
6.500%, 05/20/2049		40,573		43,075
Series 2020-,
2.000%, 11/20/2050		3,097,407		2,540,500
2.500%, 01/20/2050		179,476		152,683
3.000%, 11/20/2050		153,433		133,409
3.500%, 12/20/2049		783,071		712,806
3.500%, 10/20/2050		208,130		191,510
4.000%, 02/20/2050		336,133		320,194
4.000%, 04/20/2050		533,825		499,858
4.000%, 05/20/2050		163,827		153,276
4.000%, 11/20/2050		841,320		787,508
Series 2021-,
3.000%, 08/20/2051		924,387		836,220
4.000%, 02/20/2051		203,167		190,081
4.000%, 03/20/2051		1,564,544		1,492,824
Series 2022-,
3.000%, 12/20/2044		2,674,230		2,359,643
3.000%, 05/20/2052		3,147,621		2,738,353
4.000%, 08/20/2052		1,850,867		1,758,374
4.000%, 09/20/2052		15,669,065		14,866,224
5.000%, 05/20/2052		1,047,534		1,024,569
5.000%, 06/20/2052		620,019		616,818
6.000%, 12/20/2052		1,926,312		1,982,097

	Principal Amount		Value (Note 2)
Series 2023-,
5.500%, 05/20/2053	$	7,786,961	$	7,944,126
6.000%, 08/20/2053		18,344,862		18,926,982
6.500%, 04/20/2053		11,022,811		11,306,901
6.500%, 10/20/2053		15,085,414		15,531,443
7.000%, 10/20/2053		4,118,834		4,283,338
				115,899,566

TOTAL MORTGAGE-BACKED SECURITIES
(Cost $422,148,981)				420,227,089


	Principal Amount		Value (Note 2)
CORPORATE BONDS (34.78%)


Aerospace & Defense (2.11%)
Boeing Co.
1.43%, 02/04/2024		9,669,000		9,665,265
2.20%, 02/04/2026		10,030,000		9,449,018
3.95%, 08/01/2059		12,777,000		9,445,571
5.93%, 05/01/2060		9,327,000		9,324,146
Howmet Aerospace, Inc.
3.00%, 01/15/2029		7,684,000		6,963,433
L3Harris Technologies, Inc.
5.40%, 07/31/2033		7,533,000		7,764,318
Northrop Grumman Corp.
4.60%, 02/01/2029		1,902,000		1,906,211
4.90%, 06/01/2034		2,853,000		2,871,783
5.20%, 06/01/2054		2,853,000		2,866,476
Total Aerospace & Defense				60,256,221

Airlines (0.82%)
Alaska Airlines 2020-1 Class A Pass Through Trust
4.80%, 08/15/2027^(e)		6,171,455		6,039,953
Alaska Airlines 2020-1 Class B Pass Through Trust
8.00%, 08/15/2025^(e)		3,235,708		3,244,651
British Airways 2020-1 Class A Pass Through Trust
4.25%, 11/15/2032^(e)		1,120,482		1,052,584
Southwest Airlines Co.
5.25%, 05/04/2025		7,540,000		7,549,129
United Airlines 2020-1 Class A Pass Through Trust
Series 20-1
5.88%, 10/15/2027		5,633,321		5,688,782
Total Airlines				23,575,099

Automobiles Manufacturing (2.83%)
Ford Motor Credit Co. LLC
3.38%, 11/13/2025		6,500,000		6,240,365
5.80%, 03/05/2027		4,757,000		4,788,796
6.80%, 05/12/2028		9,919,000		10,313,246
7.12%, 11/07/2033		4,579,000		4,910,111
7.35%, 03/06/2030		10,487,000		11,234,394

	Principal Amount		Value (Note 2)
General Motors Financial Co., Inc.
5.80%, 01/07/2029	$	6,977,000	$	7,165,511
6.10%, 01/07/2034		11,433,000		11,793,062
SOFRINDX + 1.30%, 04/07/2025^(a)(f)		14,667,000		14,702,556
Nissan Motor Acceptance Co. LLC
7.05%, 09/15/2028^(e)		6,378,000		6,697,638
Volkswagen Group of America Finance LLC
3.95%, 06/06/2025^(e)		3,000,000		2,949,329
Total Automobiles Manufacturing				80,795,008

Banks (2.50%)
Citizens Bank NA
1D US SOFR + 1.45%, 10/24/2025^(a)		14,556,000		14,514,997
Cooperatieve Rabobank UA
3.75%, 07/21/2026		4,500,000		4,334,562
Danske Bank A/S
1Y US TI + 1.35%, 09/11/2026^(a)(e)		6,500,000		6,107,368
Fifth Third Bancorp
1D US SOFR + 1.84%, 01/29/2032^(a)		1,757,000		1,774,067
Intesa Sanpaolo SpA
1Y US TI + 2.75%, 06/01/2042^(a)(e)		5,550,000		4,031,593
1Y US TI + 3.90%, 06/20/2054^(a)(e)		5,160,000		5,292,233
Truist Bank
3.30%, 05/15/2026		4,316,000		4,138,402
Truist Financial Corp.
1D US SOFR + 2.361%, 06/08/2034^(a)		6,897,000		7,068,181
US Bancorp
1D US SOFR + 1.60%, 02/01/2034^(a)		9,000,000		8,656,325
1D US SOFR + 1.86%, 01/23/2035^(a)		2,853,000		2,920,421
Wells Fargo & Co.
1D US SOFR + 2.02%, 04/24/2034^(a)		12,653,000		12,771,387
Total Banks				71,609,536

Biotechnology (1.12%)
Amgen, Inc.
5.25%, 03/02/2033		10,628,000		10,846,107
5.51%, 03/02/2026		8,959,000		8,960,702
5.75%, 03/02/2063		11,957,000		12,333,565
Total Biotechnology				32,140,374

	Principal Amount		Value (Note 2)
Cable & Satellite (0.62%)
CCO Holdings LLC / CCO Holdings Capital Corp.
4.50%, 05/01/2032	$	4,000,000	$	3,339,559
4.50%, 06/01/2033^(e)		5,978,000		4,908,304
4.75%, 02/01/2032^(e)		5,300,000		4,550,554
Sirius XM Radio, Inc.
5.00%, 08/01/2027^(e)		5,127,000		4,932,302
Total Cable & Satellite				17,730,719

Casinos & Gaming (0.71%)
MGM Resorts International
6.75%, 05/01/2025		12,855,000		12,894,761
Penn Entertainment, Inc.
5.63%, 01/15/2027^(e)		7,595,000		7,339,808
Total Casinos & Gaming				20,234,569

Chemicals (0.34%)
Avient Corp.
5.75%, 05/15/2025^(e)		3,153,000		3,144,008
Celanese US Holdings LLC
6.38%, 07/15/2032		6,175,000		6,455,297
Total Chemicals				9,599,305

Commercial Finance (0.49%)
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
6.50%, 07/15/2025		13,642,000		13,838,633

Consumer Finance (1.83%)
Ally Financial, Inc.
8.00%, 11/01/2031		4,000,000		4,429,218
Capital One Financial Corp.
1D US SOFR + 1.905%, 02/01/2030^(a)		1,757,000		1,774,575
1D US SOFR + 2.26%, 02/01/2035^(a)		1,757,000		1,786,219
1D US SOFR + 2.60%, 02/01/2034^(a)		8,680,000		8,674,704
Discover Financial Services
SOFRINDX + 3.37%, 11/02/2034^(a)(f)		18,680,000		20,841,545
Fiserv, Inc.
5.60%, 03/02/2033		3,982,000		4,130,136
GTCR W-2 Merger Sub LLC
7.50%, 01/15/2031^(e)		5,915,000		6,148,879
Synchrony Financial
3.70%, 08/04/2026		3,192,000		3,031,471
4.25%, 08/15/2024		1,700,000		1,684,761
Total Consumer Finance				52,501,508

Consumer Products (0.37%)
Church & Dwight Co., Inc.
5.60%, 11/15/2032		4,500,000		4,773,111

	Principal Amount		Value (Note 2)
Procter & Gamble Co.
4.35%, 01/29/2029	$	2,856,000	$	2,874,189
4.55%, 01/29/2034		2,856,000		2,895,517
Total Consumer Products				10,542,817

Department Stores (0.14%)
Nordstrom, Inc.
Series WI
2.30%, 04/08/2024		4,000,000		3,963,700

Diversified Banks (1.68%)
Bank of America Corp.
1D US SOFR + 1.65%, 01/23/2035^(a)		4,386,000		4,468,188
1D US SOFR + 1.84%, 09/15/2034^(a)		4,982,000		5,218,844
1D US SOFR + 1.91%, 04/25/2034^(a)		9,018,000		9,076,692
5Y US TI + 1.20%, 09/21/2036^(a)		12,241,000		9,829,682
JPMorgan Chase & Co.
1D US SOFR + 1.07%, 12/15/2025^(a)		8,581,000		8,587,806
1D US SOFR + 1.62%, 01/23/2035^(a)		4,385,000		4,458,006
1D US SOFR + 2.58%, 09/14/2033^(a)		6,218,000		6,411,040
Total Diversified Banks				48,050,258

Electrical Equipment Manufacturing (0.11%)
Trimble, Inc.
4.75%, 12/01/2024		3,254,000		3,228,991

Entertainment Resources (0.10%)
Vail Resorts, Inc.
6.25%, 05/15/2025^(e)		2,983,000		2,989,205

Exploration & Production (1.15%)
Hilcorp Energy I LP / Hilcorp Finance Co.
6.00%, 04/15/2030^(e)		1,682,000		1,634,551
6.25%, 11/01/2028^(e)		5,537,000		5,520,928
6.25%, 04/15/2032^(e)		1,682,000		1,616,024
8.38%, 11/01/2033^(e)		2,739,000		2,945,712
Occidental Petroleum Corp.
7.88%, 09/15/2031		18,574,000		21,150,067
Total Exploration & Production				32,867,282

	Principal Amount		Value (Note 2)
Financial Services (2.68%)
Charles Schwab Corp.
1D US SOFR + 2.01%, 08/24/2034^(a)	$	4,982,000	$	5,268,903
1D US SOFR + 2.50%, 05/19/2034^(a)		5,500,000		5,701,335
SOFRINDX + 1.05%, 03/03/2027^(a)(f)		8,271,000		8,214,869
Goldman Sachs Group, Inc.
1D US SOFR + 0.50%, 09/10/2024^(a)		4,000,000		3,998,569
Morgan Stanley
1D US SOFR + 1.36%, 09/16/2036^(a)		12,446,000		9,950,638
1D US SOFR + 1.73%, 01/18/2035^(a)		2,193,000		2,238,815
1D US SOFR + 2.05%, 11/01/2034^(a)		2,990,000		3,311,285
5Y US TI + 2.43%, 01/19/2038^(a)		4,945,000		5,051,560
UBS Group AG
1D US SOFR + 3.92%, 08/12/2033^(a)(e)		19,308,000		20,568,615
1Y US TI + 1.80%, 09/22/2029^(a)(e)		4,893,000		5,101,897
1Y US TI + 2.00%, 09/22/2034^(a)(e)		6,350,000		6,729,101
Total Financial Services				76,135,587

Food & Beverage (1.28%)
J M Smucker Co.
6.20%, 11/15/2033		6,976,000		7,554,877
JBS USA LUX SA / JBS USA Food Co. / JBS Luxembourg SARL
6.75%, 03/15/2034^(e)		2,728,000		2,872,980
7.25%, 11/15/2053^(e)		8,290,000		9,021,156
JDE Peet's NV
0.80%, 09/24/2024^(e)		1,984,000		1,919,617
Pilgrim's Pride Corp.
6.25%, 07/01/2033		10,000,000		10,220,800
6.88%, 05/15/2034		4,548,000		4,852,871
Total Food & Beverage				36,442,301

Government Agencies (0.09%)
Tennessee Valley Authority
2.22%, 05/01/2029		123,302		2,705,246

Health Care Facilities & Services (0.70%)
HCA, Inc.
2.38%, 07/15/2031		11,927,000		9,889,034
5.38%, 02/01/2025		3,000,000		2,997,943
5.50%, 06/01/2033		6,970,000		7,080,374
Total Health Care Facilities & Services				19,967,351

	Principal Amount		Value (Note 2)
Industrial Other (0.43%)
Jacobs Engineering Group, Inc.
5.90%, 03/01/2033	$	9,458,000	$	9,654,472
Quanta Services, Inc.
0.95%, 10/01/2024		2,581,000		2,503,622
Total Industrial Other				12,158,094

Leisure Products Manufacturing (0.22%)
Polaris, Inc.
6.95%, 03/15/2029		5,949,000		6,320,151

Machinery Manufacturing (0.18%)
Nordson Corp.
5.80%, 09/15/2033		4,982,000		5,266,790

Medical Equipment & Devices Manufacturing (0.41%)
Alcon Finance Corp.
5.38%, 12/06/2032^(e)		8,670,000		8,920,945
Revvity, Inc.
0.85%, 09/15/2024		2,977,000		2,889,327
Total Medical Equipment & Devices Manufacturing				11,810,272

Metals & Mining (0.34%)
Steel Dynamics, Inc.
5.00%, 12/15/2026		9,805,000		9,757,304

Pharmaceuticals (1.38%)
Bristol-Myers Squibb Co.
6.25%, 11/15/2053		6,977,000		7,901,036
Merck & Co., Inc.
4.50%, 05/17/2033		2,988,000		2,975,805
5.00%, 05/17/2053		6,971,000		6,989,037
Pfizer Investment Enterprises Pte, Ltd.
4.75%, 05/19/2033		5,779,000		5,773,985
5.11%, 05/19/2043		7,968,000		7,926,291
5.30%, 05/19/2053		7,693,000		7,827,702
Total Pharmaceuticals				39,393,856

Pipeline (3.48%)
Buckeye Partners LP
4.50%, 03/01/2028^(e)		8,958,000		8,418,728
Cheniere Energy Partners LP
3.25%, 01/31/2032		8,000,000		6,797,520
Energy Transfer LP
8.00%, 04/01/2029^(e)		4,833,000		5,033,521
Flex Intermediate Holdco LLC
3.36%, 06/30/2031^(e)		12,936,000		10,626,944
4.32%, 12/30/2039^(e)		9,061,000		6,776,671
Gray Oak Pipeline LLC
2.60%, 10/15/2025^(e)		5,430,000		5,197,454

	Principal Amount		Value (Note 2)
Midwest Connector Capital Co. LLC
3.90%, 04/01/2024^(e)	$	15,478,000	$	15,422,094
4.63%, 04/01/2029^(e)		6,974,000		6,768,270
Targa Resources Partners LP / Targa Resources Partners Finance Corp.
6.50%, 07/15/2027		16,103,000		16,401,308
6.88%, 01/15/2029		8,740,000		9,019,899
TransCanada PipeLines, Ltd.
6.20%, 03/09/2026		8,962,000		8,961,688
Total Pipeline				99,424,097

Power Generation (0.88%)
Vistra Operations Co. LLC
5.13%, 05/13/2025^(e)		6,961,000		6,910,489
5.50%, 09/01/2026^(e)		8,626,000		8,555,553
6.95%, 10/15/2033^(e)		8,834,000		9,342,627
Total Power Generation				24,808,669

Publishing & Broadcasting (0.81%)
Gray Television, Inc.
5.38%, 11/15/2031^(e)		6,377,000		4,996,905
7.00%, 05/15/2027^(e)		4,200,000		4,110,183
Nexstar Media, Inc.
4.75%, 11/01/2028^(e)		8,000,000		7,336,347
5.63%, 07/15/2027^(e)		4,376,000		4,265,089
Scripps Escrow II, Inc.
3.88%, 01/15/2029^(e)		2,888,000		2,485,976
Total Publishing & Broadcasting				23,194,500

Real Estate (0.70%)
Cushman & Wakefield US Borrower LLC
6.75%, 05/15/2028^(e)		3,033,000		2,993,450
VICI Properties LP / VICI Note Co., Inc.
4.63%, 06/15/2025^(e)		6,960,000		6,861,516
5.63%, 05/01/2024^(e)		10,165,000		10,155,679
Total Real Estate				20,010,645

Refining & Marketing (0.52%)
HF Sinclair Corp.
4.50%, 10/01/2030		9,494,000		9,019,085
5.00%, 02/01/2028^(e)		2,667,000		2,590,338
5.88%, 04/01/2026		3,177,000		3,214,928
Total Refining & Marketing				14,824,351

Restaurants (0.18%)
Brinker International, Inc.
8.25%, 07/15/2030^(e)		4,832,000		5,061,592

Semiconductors (0.14%)
Microchip Technology, Inc.
0.97%, 02/15/2024		3,985,000		3,977,700

	Principal Amount		Value (Note 2)
Software & Services (1.08%)
Concentrix Corp.
6.60%, 08/02/2028	$	5,813,000	$	5,980,598
CoStar Group, Inc.
2.80%, 07/15/2030^(e)		9,060,000		7,789,661
Leidos, Inc.
5.75%, 03/15/2033		3,139,000		3,241,352
VMware LLC
2.20%, 08/15/2031		4,979,000		4,113,130
4.70%, 05/15/2030		9,961,000		9,802,843
Total Software & Services				30,927,584

Supermarkets & Pharmacies (0.38%)
Albertsons Cos. Inc / Safeway, Inc. / New Albertsons LP / Albertsons LLC
6.50%, 02/15/2028^(e)		11,035,000		11,164,664

Transportation & Logistics (0.19%)
FedEx Corp. 2020-1 Class AA Pass Through Trust
1.88%, 02/20/2034		6,637,736		5,576,240

Utilities (1.10%)
Dominion Energy, Inc.
3.07%, 08/15/2024^(d)		1,500,000		1,478,099
National Rural Utilities Cooperative Finance Corp.
3M US SOFR + 3.17%, 04/30/2043^(a)		3,248,000		3,214,848
5Y US TI + 3.533%, 09/15/2053^(a)		5,478,000		5,695,646
Series GMTN
4.85%, 02/07/2029		2,856,000		2,880,382
5.00%, 02/07/2031		2,856,000		2,876,819
ONE Gas, Inc.
1.10%, 03/11/2024		7,521,000		7,485,215
Sempra
5Y US TI + 2.868%, 04/01/2052^(a)		4,268,000		3,778,887
Southern California Edison Co.
1.10%, 04/01/2024		2,899,000		2,875,671
Southern Co.
5.11%, 08/01/2027		1,480,000		1,498,932
Total Utilities				31,784,499

Waste & Environment Services & Equipment (0.23%)
GFL Environmental, Inc.
5.13%, 12/15/2026^(e)		6,644,000		6,493,154

	Principal Amount		Value (Note 2)
Wireless Telecommunications Services (0.46%)
AT&T, Inc.
5.35%, 11/01/2066	$	39,168	$	940,032
5.54%, 02/20/2026		3,982,000		3,983,485
T-Mobile USA, Inc.
4.80%, 07/15/2028		4,979,000		4,994,585
6.00%, 06/15/2054		2,989,000		3,269,660
Total Wireless Telecommunications Services				13,187,762

TOTAL CORPORATE BONDS
(Cost $995,486,932)				994,315,634

	Principal Amount		Value (Note 2)
GOVERNMENT BONDS (30.78%)


U.S. Treasury Bonds (30.78%)
United States Treasury Bonds
3.63%, 05/15/2053		13,968,000		12,554,831
4.13%, 08/15/2053		116,332,000		114,423,428
4.38%, 08/15/2043		114,919,000		115,780,893
4.50%, 11/15/2033		5,279,000		5,513,256
4.75%, 11/15/2043		94,247,000		99,798,737
4.75%, 11/15/2053		109,251,000		119,305,506
United States Treasury Notes
4.00%, 01/15/2027		13,792,000		13,789,845
4.75%, 07/31/2025		62,093,000		62,392,550
4.88%, 11/30/2025		115,849,000		117,064,057
5.00%, 08/31/2025		59,829,000		60,388,728
5.00%, 09/30/2025		95,627,000		96,620,624
5.00%, 10/31/2025		61,903,000		62,611,499
Total U.S. Treasury Bonds				880,243,954

TOTAL GOVERNMENT BONDS
(Cost $852,563,702)				880,243,954

	Shares		Value (Note 2)
PREFERRED STOCK (1.98%)

Energy (0.18%)
Pipeline (0.18%)
Energy Transfer LP, Series B, 6.625%^(g)		2,506,000		2,269,053
Energy Transfer LP, Series F, 6.750%^(g)		2,985,000		2,927,255

Total Energy				5,196,308

Financials (1.70%)
Banks (0.50%)
Huntington Bancshares, Inc., Series J, 6.875%^(g)		217,416		5,287,557

	Shares		Value (Note 2)
Wells Fargo & Co., Series S, 5.900%^(g)		9,130,000	$	9,138,776
				14,426,333

Consumer Finance (0.40%)
Ally Financial, Inc., Series C, 4.700%^(g)		2,982,000		2,273,775
American Express Co., 3.550%^(g)		4,674,000		4,178,539
Discover Financial Services, Series D, 6.125%^(g)		5,000,000		4,927,655
				11,379,969

Diversified Banks (0.63%)
Barclays PLC, 5Y US TI + 5.672%^(a)(g)		17,910,000		17,876,737

Financial Services (0.06%)
State Street Corp., Series I, 5Y US TI + 2.613%^(a)(g)		1,759,000		1,758,998

Life Insurance (0.11%)
Jackson Financial, Inc., 8.000%^(g)		112,060		3,027,861

Total Financials				48,469,898

Utilities (0.10%)
Utilities (0.10%)
SCE Trust VII, 7.500%^(g)		109,775		2,887,083

Total Utilities				2,887,083

TOTAL PREFERRED STOCK
(Cost $56,608,299)				56,553,289

7-Day
Yield

Value
(Note 2)

SHORT TERM INVESTMENTS (2.77%)

Money Market Fund (2.77%)

Morgan Stanley Institutional Liquidity Funds - Government Portfolio

5.23

79,250,859

TOTAL SHORT TERM INVESTMENTS

(Cost $79,250,859)

79,250,859


	Value (Note 2)
TOTAL INVESTMENTS (97.81%)
(Cost $2,783,810,838)	$	2,797,090,308

Other Assets In Excess Of Liabilities (2.19%)		62,682,442

NET ASSETS (100.00%)	$	2,859,772,750

Investment Abbreviations:

SOFR - Secured Overnight Financing Rate

SOFRINDX - Secured Overnight Financing Rate Index

TI – Treasury Index

Reference Rates:

1Y US SOFR - 1Year SOFR as of January 31, 2024 was 4.83%

1M US SOFR - 1 Month SOFR as of January 31, 2024 was 5.33%

30D US SOFR - 30 Day SOFR as of January 31, 2024 was 5.33%

1D US SOFR - 1 Day SOFR as of January 31, 2024 was 5.32%

3M US SOFR - 3 Month SOFR as of January 31, 2024 was 5.32%

1Y US TI - 1 Year US TI as of January 31, 2024 was 4.73%

5Y US TI - 5 Year US TI as of January 31, 2024 was 3.91%

^(a)	Floating or variable rate security. The reference rate is described above. The rate in effect as of January 31, 2024 is based on the reference rate plus the displayed spread as of the security's last reset date.
^(b)	Issued with zero coupon.
^(c)	Interest only security.
^(d)	Step bond. Coupon changes periodically based upon a predetermined schedule. Interest rate disclosed is that which is in effect as of January 31, 2024.
^(e)	Security exempt from registration under Rule 144A of the Securities Act of 1933. This security may be resold in transactions exempt from registration, normally to qualified institutional buyers. As of January 31, 2024, the aggregate market value of those securities was $295,636,840, representing 10.34% of net assets.
^(f)	The SOFRINDX is a compounded average of the daily Secured Overnight Financing Rate determined by reference to the SOFR Index for any interest period.
^(g)	Perpetual maturity. This security has no contractual maturity date, is not redeemable and contractually pays an indefinite stream of interest.

See Notes to Quarterly Statement of Investments.

ALPS | Smith Credit Opportunities Fund

STATEMENT OF INVESTMENTS

January 31, 2024 (Unaudited)

	Shares		Value (Note 2)
COMMON STOCKS (0.13%)

Health Care (0.13%)
Health Care (0.13%)
Organon & Co.		19,528	$	325,141

Total Health Care				325,141

TOTAL COMMON STOCKS
(Cost $217,021)				325,141

	Principal Amount		Value (Note 2)
BANK LOANS (4.80%)

Aerospace & Defense (0.49%)

TransDigm, Inc.
3M US SOFR + 3.25%, 02/28/2031^(a)		1,200,000		1,202,886

Automobiles Manufacturing (0.48%)
Adient US LLC, TL
1M US SOFR + 2.75%, 01/26/2031^(a)		1,200,000		1,203,750

Casinos & Gaming (0.98%)
Caesars Entertainment, Inc.
1M US SOFR + 2.75%, 01/27/2031^(a)		1,200,000		1,199,250
LIGHT AND WONDER INTERNATIONAL, INC., TL
1M US SOFR + 2.75%, 04/14/2029^(a)		1,200,000		1,202,874
Total Casinos & Gaming				2,402,124

Consumer Finance (0.29%)
GTCR W MERGER SUB LLC, TL
1D US SOFR + 3.00%, 09/23/2030^(a)		703,000		705,636

Entertainment Resources (0.41%)
Authentic Brands TL
1M US SOFR + 3.50%, 12/07/2030^(a)		997,468		1,001,134

	Principal Amount		Value (Note 2)
Food & Beverage (0.49%)
CHOBANI, LLC, TL
1M US SOFR + 3.75%, 10/25/2027^(a)	$	1,200,000	$	1,202,628

Health Care Facilities & Services (0.45%)
Fortrea Holdings, Inc.
1M US SOFR + 3.75%, 07/01/2030^(a)		1,100,000		1,101,788

Pipeline (0.49%)
Buckeye Partners, L.P., TL
1M US SOFR + 2.50%, 11/22/2030^(a)		1,200,000		1,201,002

Publishing & Broadcasting (0.24%)
Nexstar Media, Inc.
1M US SOFR + 2.50%, 09/18/2026^(a)		590,437		590,581

Travel & Lodging (0.48%)
Carnival Corp.
1M US SOFR + 3.00%, 08/09/2027^(a)		1,200,000		1,202,100

TOTAL BANK LOANS
(Cost $11,819,786)				11,813,629

	Principal Amount		Value (Note 2)
COLLATERALIZED MORTGAGE OBLIGATIONS (3.38%)

Fannie Mae
Series 2002-71, Class AP,
5.000%, 11/25/2032	$	10,542	$	10,396
Series 2002-90, Class A1,
6.500%, 06/25/2042		51,098		52,555
Series 2008-8, Class FB,
30D US SOFR + 0.93%, 02/25/2038^(a)		95,228		95,377
Series 2010-114, Class TC,
2.250%, 03/25/2037		344,316		312,460
Series 2011-110, Class BX,
4.000%, 10/25/2041		324,466		314,033
Series 2012-110, Class CA,
3.000%, 10/25/2042		101,942		91,840
Series 2012-39, Class NB,
4.000%, 04/25/2042		175,000		150,535
Series 2013-29, Class JE,
1.250%, 04/25/2043		168,824		141,727

	Principal Amount		Value (Note 2)
Series 2015-27, Class ME,
3.500%, 10/25/2044	$	128,000	$	118,403
Series 2019-14, Class CA,
3.500%, 04/25/2049		138,907		131,832
Series 2019-7, Class JA,
3.500%, 03/25/2049		110,739		105,060
Series 2019-74, Class LB,
3.000%, 10/25/2049		136,643		123,412
Series 2021-94, Class KU,
2.000%, 12/25/2051		148,254		120,294
				1,767,924
Freddie Mac
Series 2002-2455, Class GK,
6.500%, 05/15/2032		12,284		12,454
Series 2002-2505, Class D,
5.500%, 09/15/2032		26,125		26,619
Series 2005-2990, Class GO,
–%, 02/15/2035^(b)		29,230		24,987
Series 2011-3965, Class ZA,
4.000%, 11/15/2041		289,801		269,463
Series 2012-4096, Class BY,
2.000%, 08/15/2042		85,000		65,938
Series 2012-4116, Class UC,
2.500%, 10/15/2042		103,000		75,322
Series 2012-4140, Class BW,
2.500%, 12/15/2042		100,000		74,313
Series 2015-4537, Class AZ,
3.000%, 12/15/2045		22,152		19,832
Series 2016-4579, Class W,
5.454%, 01/15/2038^(a)		69,342		72,273
Series 2016-4614, Class PB,
3.000%, 01/15/2046		227,988		207,401
Series 2018-4839, Class PZ,
4.000%, 11/15/2048		123,325		105,607
Series 2021-5142, Class PN,
1.000%, 09/25/2051		71,493		53,054
Series 2021-5151, Class LV,
1.500%, 09/25/2051		262,895		146,934
				1,154,197
Ginnie Mae
Series 2009-93, Class HG,
4.000%, 09/16/2039		11,417		11,178
Series 2011-139, Class KZ,
2.500%, 10/20/2041		47,526		40,523
Series 2011-141, Class GH,
3.000%, 10/16/2041		150,000		115,419
Series 2011-H05, Class FB,
1M US SOFR + 0.61%, 12/20/2060^(a)		20,359		20,289

	Principal Amount		Value (Note 2)
Series 2011-H14, Class FC,
1M US SOFR + 0.61%, 05/20/2061^(a)	$	32,153	$	32,055
Series 2012-137, Class EB,
2.000%, 11/20/2042		100,000		63,105
Series 2012-16, Class ND,
2.000%, 05/20/2039		169,065		156,223
Series 2012-41, Class TJ,
4.000%, 03/20/2042		187,933		170,719
Series 2012-H20, Class BA,
1M US SOFR + 0.67%, 09/20/2062^(a)		14,188		14,016
Series 2012-H29, Class SA,
1M US SOFR + 0.62%, 10/20/2062^(a)		34,977		34,843
Series 2013-28, Class DB,
3.000%, 02/20/2043		170,000		145,217
Series 2013-44, Class CE,
2.500%, 03/16/2043		105,656		88,115
Series 2013-9, Class KY,
3.000%, 01/20/2043		324,000		284,005
Series 2013-H07, Class GA,
1M US SOFR + 0.58%, 03/20/2063^(a)		12,254		12,186
Series 2013-H10, Class FA,
1M US SOFR + 0.51%, 03/20/2063^(a)		10,608		10,559
Series 2013-H22, Class FT,
1Y US TI + 0.65%, 04/20/2063^(a)		5,615		5,605
Series 2013-H23, Class FA,
1M US SOFR + 1.41%, 09/20/2063^(a)		6,361		6,402
Series 2014-21, Class PB,
4.000%, 02/16/2044		150,000		135,764
Series 2014-H03, Class FA,
1M US SOFR + 0.71%, 01/20/2064^(a)		7,990		7,974
Series 2015-3, Class ZD,
4.000%, 01/20/2045		179,059		165,469
Series 2015-31, Class B,
3.000%, 02/20/2045		100,000		88,069
Series 2015-43, Class DM,
2.500%, 03/20/2045		78,538		69,785
Series 2015-H10, Class JA,
2.250%, 04/20/2065		140,323		135,908
Series 2015-H29, Class FL,
1M US SOFR + 0.71%, 11/20/2065^(a)		49,520		49,162
Series 2016-167, Class AD,
2.500%, 03/20/2039		261,660		243,547

	Principal Amount		Value (Note 2)
Series 2016-H09, Class FA,
1M US SOFR + 0.76%, 03/20/2066^(a)	$	38,053	$	37,984
Series 2017-31, Class BY,
3.500%, 02/20/2047		131,000		93,567
Series 2017-H10, Class GZ,
4.523%, 04/20/2067^(a)		240,256		233,787
Series 2017-H11, Class HZ,
4.517%, 04/20/2067^(a)		135,448		131,220
Series 2017-H11, Class GZ,
4.595%, 04/20/2067^(a)		136,072		132,614
Series 2017-H18, Class PZ,
2.000%, 04/20/2066		128,246		105,568
Series 2018-H01, Class JZ,
4.622%, 01/20/2068^(a)		131,571		130,451
Series 2018-H01, Class HZ,
4.615%, 01/20/2068^(a)		131,827		129,993
Series 2018-H03, Class HZ,
4.543%, 01/20/2068^(a)		130,771		125,444
Series 2018-H07, Class FE,
1M US SOFR + 0.46%, 02/20/2068^(a)		26,672		26,564
Series 2018-H07, Class JZ,
4.568%, 04/20/2068^(a)		117,827		116,140
Series 2018-H07, Class HZ,
4.604%, 04/20/2068^(a)		129,692		125,708
Series 2019-103, Class HY,
3.000%, 08/20/2049		104,493		69,008
Series 2019-31, Class JC,
3.500%, 03/20/2049		94,368		86,485
Series 2020-134, Class XB,
1.000%, 07/20/2048		125,000		72,619
Series 2020-153, Class GP,
0.500%, 10/20/2050		216,761		191,577
Series 2020-160, Class QD,
1.000%, 10/20/2050		162,034		80,656
Series 2020-H09, Class NF,
1M US SOFR + 1.36%, 04/20/2070^(a)		50,384		50,889
Series 2020-H11, Class JZ,
4.167%, 05/20/2069^(a)		166,919		149,460
Series 2020-H12, Class JZ,
4.182%, 08/20/2069^(a)		115,762		105,519
Series 2020-H17, Class KZ,
3.617%, 09/20/2070^(a)		442,532		369,637
Series 2020-H18, Class EY,
3.725%, 09/20/2070^(a)		107,037		86,738
Series 2021-146, Class EH,
2.000%, 08/20/2051		113,536		67,275
Series 2021-159, Class AL,
1.000%, 09/20/2051		118,000		55,611

	Principal Amount		Value (Note 2)
Series 2021-215, Class TZ,
5.000%, 12/20/2051	$	135,770	$	118,569
Series 2021-225, Class EU,
2.000%, 12/20/2051		132,227		81,816
Series 2021-86, Class ML,
1.000%, 05/20/2051		136,000		57,923
Series 2021-H02, Class KB,
3.031%, 01/20/2071^(a)		105,752		81,374
Series 2021-H02, Class PB,
4.643%, 05/20/2070^(a)		101,628		100,172
Series 2021-H03, Class NY,
3.261%, 01/20/2071^(a)		108,473		83,687
				5,404,192

TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS
(Cost $7,790,082)				8,326,313

	Principal Amount		Value (Note 2)
COMMERCIAL MORTGAGE-BACKED SECURITIES (1.21%)

Fannie Mae-Aces
Series 2019-M17, Class X,
0.417%, 09/25/2034^(a)(c)		23,079,169		364,222

Freddie Mac Multifamily Structured Pass Through Certificates
Series 2016-K056, Class X3,
2.189%, 06/25/2026^(a)(c)		591,680		27,283
Series 2016-K059, Class X1,
0.419%, 09/25/2026^(a)(c)		6,098,518		37,877
Series 2017-KW03, Class X1,
0.968%, 06/25/2027^(a)(c)		6,718,900		128,412
Series 2019-K087, Class X1,
0.511%, 12/25/2028^(a)(c)		29,494,113		451,879
Series 2019-K092, Class X1,
0.855%, 04/25/2029^(a)(c)		16,533,071		508,774
Series 2019-K093, Class X1,
1.083%, 05/25/2029^(a)(c)		6,052,657		243,602
Series 2019-K094, Class X1,
1.013%, 06/25/2029^(a)(c)		14,393,736		557,104
Series 2020-K121, Class X1,
1.117%, 10/25/2030^(a)(c)		2,461,997		129,801
Series 2020-K738, Class X1,
1.622%, 01/25/2027^(a)(c)		12,472,772		437,910

	Principal Amount		Value (Note 2)
Series 2021-Q016, Class APT2,
1.480%, 05/25/2028^(a)	$	106,511	$	95,947
				2,618,589

TOTAL COMMERCIAL MORTGAGE-BACKED SECURITIES
(Cost $2,894,723)				2,982,811

	Principal Amount		Value (Note 2)
MORTGAGE-BACKED SECURITIES (1.59%)

Fannie Mae Pool
Series 1998-,
6.500%, 08/01/2028		20,304		21,024
7.500%, 08/01/2028		21,106		21,046
8.500%, 06/01/2027		4,315		4,302
Series 1999-,
8.000%, 04/01/2029		19,342		19,276
Series 2001-,
12.000%, 11/01/2030		52,938		53,456
Series 2002-,
6.000%, 12/01/2032		35,560		36,096
Series 2003-,
4.500%, 09/01/2028		30,201		29,816
4.750%, 09/01/2033		38,967		38,469
5.500%, 10/01/2033		19,769		19,541
5.500%, 12/01/2033		34,066		35,047
Series 2005-,
4.500%, 05/01/2035		18,601		17,901
6.500%, 01/01/2036		27,101		27,941
Series 2006-,
4.500%, 01/01/2036		28,297		27,830
6.000%, 03/01/2036		34,622		35,538
Series 2007-,
5.500%, 07/01/2037		12,363		12,392
6.000%, 07/01/2037		32,278		32,744
6.000%, 09/01/2037		27,001		27,554
6.500%, 11/01/2037		43,452		45,242
Series 2008-,
5.000%, 06/01/2037		24,334		23,856
5.500%, 04/01/2038		15,832		15,926
5.500%, 08/01/2038		21,653		21,571
6.500%, 07/01/2038		44,530		46,363
Series 2009-,
5.000%, 04/01/2039		40,295		40,041
Series 2010-,
4.000%, 05/01/2040		4,157		4,124
5.500%, 02/01/2038		41,916		41,935
Series 2011-,
4.500%, 05/01/2041		50,421		48,673
Series 2013-,
3.000%, 04/01/2043		90,518		81,784

	Principal Amount		Value (Note 2)
Series 2015-,
3.500%, 06/01/2045	$	51,009	$	49,153
5.000%, 07/01/2044		117,686		119,546
Series 2016-,
3.500%, 06/01/2046		34,544		31,314
Series 2018-,
3.796%, 02/01/2048^(a)		28,537		25,614
Series 2022-,
5.730%, 11/01/2032		1,500,000		1,543,530
				2,598,645
Freddie Mac Gold Pool
Series 2004-,
5.500%, 01/01/2034		27,224		27,104
Series 2005-,
5.500%, 05/01/2035		17,725		17,551
Series 2006-,
4.500%, 01/01/2036		11,040		10,789
5.500%, 12/01/2034		23,686		23,824
6.000%, 05/01/2036		52,111		53,907
Series 2008-,
4.500%, 05/01/2038		56,148		55,299
6.000%, 08/01/2038		28,113		29,300
Series 2010-,
6.000%, 04/01/2040		23,079		23,775
Series 2013-,
3.000%, 01/01/2033		47,972		45,505
Series 2014-,
3.500%, 10/01/2044		37,466		34,380
Series 2015-,
4.000%, 03/01/2044		29,627		28,641
				350,075
Freddie Mac Pool
Series 2018-,
3.500%, 08/01/2042		45,160		41,944
4.500%, 01/01/2036		68,095		67,138
				109,082
Ginnie Mae I Pool
Series 2003-,
5.500%, 10/15/2033		47,555		49,050
Series 2010-,
5.000%, 05/15/2040		39,781		40,318
				89,368
Ginnie Mae II Pool
Series 2009-,
4.000%, 11/20/2039		40,550		39,346
6.000%, 11/20/2039		60,358		63,198
Series 2011-,
4.000%, 02/20/2041		31,857		30,453
4.000%, 05/20/2041		29,922		28,603
4.000%, 10/20/2041		13,677		13,074

	Principal Amount		Value (Note 2)
Series 2012-,
3.500%, 01/20/2042	$	91,906	$	85,200
3.500%, 05/20/2042		92,440		85,682
Series 2013-,
3.500%, 03/20/2043		70,118		64,697
5.500%, 11/20/2035		85,822		88,479
Series 2014-,
3.750%, 04/20/2044		68,109		64,394
4.000%, 05/20/2044		66,842		64,169
Series 2016-,
3.500%, 09/20/2046		16,477		15,031
Series 2021-,
4.000%, 05/20/2051		139,609		130,619
				772,945

TOTAL MORTGAGE-BACKED SECURITIES
(Cost $4,044,749)				3,920,115

	Principal Amount		Value (Note 2)
CORPORATE BONDS (72.68%)

Advertising & Marketing (0.51%)
Outfront Media Capital LLC / Outfront Media Capital Corp.
5.00%, 08/15/2027^(d)		1,200,000		1,149,750
7.38%, 02/15/2031^(d)		100,000		104,833
Total Advertising & Marketing				1,254,583

Aerospace & Defense (2.96%)
Boeing Co.
3.95%, 08/01/2059		2,170,000		1,604,202
5.93%, 05/01/2060		1,200,000		1,199,633
Howmet Aerospace, Inc.
3.00%, 01/15/2029		1,335,000		1,209,810
Spirit AeroSystems, Inc.
4.60%, 06/15/2028		675,000		578,107
9.75%, 11/15/2030^(d)		1,600,000		1,681,296
TransDigm, Inc.
6.75%, 08/15/2028^(d)		1,000,000		1,017,613
Total Aerospace & Defense				7,290,661

Airlines (2.35%)
Alaska Airlines 2020-1 Class A Pass Through Trust
4.80%, 08/15/2027^(d)		624,870		611,556
Alaska Airlines 2020-1 Class B Pass Through Trust
8.00%, 08/15/2025^(d)		1,229,940		1,233,339
British Airways 2020-1 Class A Pass Through Trust
4.25%, 11/15/2032^(d)		1,236,031		1,161,132
United Airlines 2020-1 Class A Pass Through Trust
Series 20-1
5.88%, 10/15/2027		2,246,141		2,268,253

	Principal Amount		Value (Note 2)
VistaJet Malta Finance PLC / Vista Management Holding, Inc.
9.50%, 06/01/2028^(d)	$	600,000	$	508,992
Total Airlines				5,783,272

Auto Parts Manufacturing (0.21%)
Adient Global Holdings, Ltd.
7.00%, 04/15/2028^(d)		500,000		511,589

Automobiles Manufacturing (3.17%)
Ford Motor Credit Co. LLC
3.38%, 11/13/2025		1,000,000		960,056
7.12%, 11/07/2033		421,000		451,443
7.35%, 11/04/2027		1,500,000		1,578,555
7.35%, 03/06/2030		513,000		549,561
General Motors Financial Co., Inc.
6.10%, 01/07/2034		1,000,000		1,031,493
SOFRINDX + 1.30%, 04/07/2025^(a)(e)		1,300,000		1,303,152
Nissan Motor Acceptance Co. LLC
1.05%, 03/08/2024^(d)		250,000		248,721
7.05%, 09/15/2028^(d)		1,600,000		1,680,184
Total Automobiles Manufacturing				7,803,165

Banks (5.61%)
Citizens Bank NA
1D US SOFR + 1.45%, 10/24/2025^(a)		2,477,000		2,470,022
Comerica, Inc.
1D US SOFR + 2.155%, 01/30/2030^(a)		500,000		498,661
Danske Bank A/S
1Y US TI + 1.35%, 09/11/2026^(a)(d)		3,400,000		3,194,623
Discover Bank
5Y US S + 1.73%, 08/09/2028^(a)		1,150,000		1,111,650
Fifth Third Bancorp
1D US SOFR + 1.66%, 04/25/2033^(a)		550,000		508,864
1D US SOFR + 1.84%, 01/29/2032^(a)		154,000		155,496
Huntington National Bank
5.65%, 01/10/2030		560,000		568,108
Intesa Sanpaolo SpA
1Y US TI + 2.75%, 06/01/2042^(a)(d)		850,000		617,451
1Y US TI + 3.90%, 06/20/2054^(a)(d)		575,000		589,735
M&T Bank Corp.
1D US SOFR + 2.80%, 10/30/2029^(a)		500,000		539,062
PNC Financial Services Group, Inc.
1D US SOFR + 1.902%, 01/22/2035^(a)		1,000,000		1,026,617

	Principal Amount		Value (Note 2)
Synovus Bank/Columbus GA
5Y US TI + 3.63%, 10/29/2030^(a)	$	2,424,000	$	2,010,643
Truist Financial Corp.
1D US SOFR + 2.361%, 06/08/2034^(a)		500,000		512,410
Total Banks				13,803,342

Cable & Satellite (2.33%)
CCO Holdings LLC / CCO Holdings Capital Corp.
6.38%, 09/01/2029^(d)		1,600,000		1,559,011
7.38%, 03/01/2031^(d)		1,000,000		1,011,250
Cox Communications, Inc.
5.70%, 06/15/2033^(d)		1,000,000		1,023,685
Directv Financing LLC
8.88%, 02/01/2030^(d)		500,000		510,408
Sirius XM Radio, Inc.
5.00%, 08/01/2027^(d)		1,700,000		1,635,443
Total Cable & Satellite				5,739,797

Casinos & Gaming (2.64%)
Caesars Entertainment, Inc.
6.50%, 02/15/2032^(d)		200,000		202,342
7.00%, 02/15/2030^(d)		1,500,000		1,542,411
MGM Resorts International
6.75%, 05/01/2025		1,233,000		1,236,814
Penn Entertainment, Inc.
5.63%, 01/15/2027^(d)		3,674,000		3,550,553
Total Casinos & Gaming				6,532,120

Chemicals (1.03%)
Avient Corp.
5.75%, 05/15/2025^(d)		1,162,000		1,158,686
WR Grace Holdings LLC
7.38%, 03/01/2031^(d)		1,350,000		1,376,615
Total Chemicals				2,535,301

Consumer Finance (2.78%)
Ally Financial, Inc.
8.00%, 11/01/2031		1,250,000		1,384,131
Capital One Financial Corp.
1D US SOFR + 1.905%, 02/01/2030^(a)		153,000		154,530
1D US SOFR + 2.26%, 02/01/2035^(a)		153,000		155,544
Discover Financial Services
SOFRINDX + 3.37%, 11/02/2034^(a)(e)		1,000,000		1,115,714
GTCR W-2 Merger Sub LLC
7.50%, 01/15/2031^(d)		1,066,000		1,108,150
OneMain Finance Corp.
6.88%, 03/15/2025		1,650,000		1,657,500
Synchrony Financial
7.25%, 02/02/2033		1,275,000		1,275,103

	Principal Amount		Value (Note 2)
Total Consumer Finance				6,850,672

Consumer Services (0.44%)
WASH Multifamily Acquisition, Inc.
5.75%, 04/15/2026^(d)	$	1,125,000	$	1,082,514

Containers & Packaging (1.28%)
Canpack SA / Canpack US LLC
3.88%, 11/15/2029^(d)		1,300,000		1,147,081
Owens-Brockway Glass Container, Inc.
6.63%, 05/13/2027^(d)		1,000,000		996,752
7.25%, 05/15/2031^(d)		1,000,000		1,006,320
Total Containers & Packaging				3,150,153

Department Stores (1.67%)
NMG Holding Co. Inc / Neiman Marcus Group LLC
7.13%, 04/01/2026^(d)		2,700,000		2,635,887
Nordstrom, Inc.
Series WI
2.30%, 04/08/2024		1,500,000		1,486,388
Total Department Stores				4,122,275

Diversified Banks (0.77%)
Bank of America Corp.
1D US SOFR + 1.65%, 01/23/2035^(a)		388,000		395,271
1D US SOFR + 1.84%, 09/15/2034^(a)		550,000		576,147
5Y US TI + 1.20%, 09/21/2036^(a)		690,000		554,079
JPMorgan Chase & Co.
1D US SOFR + 1.62%, 01/23/2035^(a)		389,000		395,476
Total Diversified Banks				1,920,973

Electrical Equipment Manufacturing (0.46%)
Vontier Corp.
2.40%, 04/01/2028		1,300,000		1,145,177

Entertainment Resources (1.08%)
Six Flags Entertainment Corp.
7.25%, 05/15/2031^(d)		2,600,000		2,653,677

Exploration & Production (3.62%)
Baytex Energy Corp.
8.50%, 04/30/2030^(d)		1,000,000		1,039,073
Civitas Resources, Inc.
8.75%, 07/01/2031^(d)		1,600,000		1,702,966
Hilcorp Energy I LP / Hilcorp Finance Co.
5.75%, 02/01/2029^(d)		675,000		652,473
6.25%, 11/01/2028^(d)		1,506,000		1,501,629
8.38%, 11/01/2033^(d)		502,000		539,886

	Principal Amount		Value (Note 2)
Occidental Petroleum Corp.
7.88%, 09/15/2031	$	1,800,000	$	2,049,646
Range Resources Corp.
8.25%, 01/15/2029		1,400,000		1,452,563
Total Exploration & Production				8,938,236

Financial Services (3.64%)
Charles Schwab Corp.
1D US SOFR + 2.50%, 05/19/2034^(a)		1,580,000		1,637,838
SOFRINDX + 1.05%, 03/03/2027^(a)(e)		1,200,000		1,191,856
Morgan Stanley
1D US SOFR + 1.73%, 01/18/2035^(a)		194,000		198,053
5Y US TI + 2.43%, 01/19/2038^(a)		1,050,000		1,072,626
UBS Group AG
1D US SOFR + 3.92%, 08/12/2033^(a)(d)		3,225,000		3,435,561
1Y US TI + 2.00%, 09/22/2034^(a)(d)		1,320,000		1,398,805
Total Financial Services				8,934,739

Food & Beverage (1.50%)
B&G Foods, Inc.
8.00%, 09/15/2028^(d)		1,000,000		1,043,640
JBS USA LUX SA / JBS USA Food Co. / JBS Luxembourg SARL
6.75%, 03/15/2034^(d)		262,000		275,924
7.25%, 11/15/2053^(d)		780,000		848,794
Pilgrim's Pride Corp.
6.25%, 07/01/2033		1,050,000		1,073,184
6.88%, 05/15/2034		436,000		465,227
Total Food & Beverage				3,706,769

Health Care Facilities & Services (0.88%)
Fortrea Holdings, Inc.
7.50%, 07/01/2030^(d)		1,100,000		1,119,327
Star Parent, Inc.
9.00%, 10/01/2030^(d)		1,000,000		1,052,753
Total Health Care Facilities & Services				2,172,080

Homebuilders (1.18%)
Forestar Group, Inc.
3.85%, 05/15/2026^(d)		1,850,000		1,759,323
Shea Homes LP
4.75%, 02/15/2028		1,200,000		1,141,513
Total Homebuilders				2,900,836

Industrial Other (0.93%)
Brand Industrial Services, Inc.
10.38%, 08/01/2030^(d)		1,000,000		1,057,500
Element Fleet Management Corp.
6.27%, 06/26/2026^(d)		1,200,000		1,222,377
Total Industrial Other				2,279,877

	Principal Amount		Value (Note 2)
Leisure Products Manufacturing (0.23%)
Polaris, Inc.
6.95%, 03/15/2029	$	539,000	$	572,628

Manufactured Goods (0.87%)
Chart Industries, Inc.
9.50%, 01/01/2031^(d)		2,000,000		2,134,825

Oil & Gas Services & Equipment (1.94%)
Diamond Foreign Asset Co. / Diamond Finance LLC
8.50%, 10/01/2030^(d)		1,000,000		1,028,894
Noble Finance II LLC
8.00%, 04/15/2030^(d)		250,000		259,794
Seadrill Finance, Ltd.
8.38%, 08/01/2030^(d)		2,000,000		2,082,989
Transocean Titan Financing, Ltd.
8.38%, 02/01/2028^(d)		1,350,000		1,396,292
Total Oil & Gas Services & Equipment				4,767,969

Pharmaceuticals (0.87%)
Organon & Co. / Organon Foreign Debt Co-Issuer BV
5.13%, 04/30/2031^(d)		2,500,000		2,149,380

Pipeline (7.93%)
Buckeye Partners LP
4.35%, 10/15/2024		332,000		327,009
4.50%, 03/01/2028^(d)		1,698,000		1,595,780
Energy Transfer LP
8.00%, 04/01/2029^(d)		438,000		456,173
Flex Intermediate Holdco LLC
3.36%, 06/30/2031^(d)		2,321,000		1,906,705
4.32%, 12/30/2039^(d)		1,733,000		1,296,101
Genesis Energy LP / Genesis Energy Finance Corp.
8.00%, 01/15/2027		2,150,000		2,176,750
8.25%, 01/15/2029		1,750,000		1,800,479
Global Partners LP / GLP Finance Corp.
8.25%, 01/15/2032^(d)		1,000,000		1,026,512
Midwest Connector Capital Co. LLC
3.90%, 04/01/2024^(d)		3,675,000		3,661,725
4.63%, 04/01/2029^(d)		1,734,000		1,682,848
Targa Resources Partners LP / Targa Resources Partners Finance Corp.
6.88%, 01/15/2029		2,957,000		3,051,698
Venture Global LNG, Inc.
9.88%, 02/01/2032^(d)		500,000		526,126
Total Pipeline				19,507,906

	Principal Amount		Value (Note 2)
Power Generation (1.37%)
Vistra Operations Co. LLC
5.50%, 09/01/2026^(d)	$	1,325,000	$	1,314,179
7.75%, 10/15/2031^(d)		2,000,000		2,079,070
Total Power Generation				3,393,249

Publishing & Broadcasting (3.53%)
Gray Television, Inc.
5.38%, 11/15/2031^(d)		4,200,000		3,291,046
7.00%, 05/15/2027^(d)		850,000		831,823
Nexstar Media, Inc.
5.63%, 07/15/2027^(d)		2,000,000		1,949,310
Scripps Escrow, Inc.
5.88%, 07/15/2027^(d)		2,900,000		2,617,308
Total Publishing & Broadcasting				8,689,487

Real Estate (3.47%)
Cushman & Wakefield US Borrower LLC
6.75%, 05/15/2028^(d)		2,975,000		2,936,206
8.88%, 09/01/2031^(d)		250,000		261,111
Kennedy-Wilson, Inc.
4.75%, 02/01/2030		3,334,000		2,710,542
VICI Properties LP / VICI Note Co., Inc.
4.63%, 06/15/2025^(d)		656,000		646,718
5.63%, 05/01/2024^(d)		2,000,000		1,998,166
Total Real Estate				8,552,743

Restaurants (1.35%)
Brinker International, Inc.
8.25%, 07/15/2030^(d)		2,150,000		2,252,157
Raising Cane's Restaurants LLC
9.38%, 05/01/2029^(d)		1,000,000		1,072,758
Total Restaurants				3,324,915

Retail - Consumer Discretionary (0.45%)
Avis Budget Car Rental LLC / Avis Budget Finance, Inc.
8.00%, 02/15/2031^(d)		1,100,000		1,098,510

Software & Services (3.37%)
Cloud Software Group, Inc.
6.50%, 03/31/2029^(d)		3,400,000		3,177,243
Concentrix Corp.
6.60%, 08/02/2028		555,000		571,002
CoStar Group, Inc.
2.80%, 07/15/2030^(d)		2,446,000		2,103,037
Neptune Bidco US, Inc.
9.29%, 04/15/2029^(d)		1,500,000		1,433,963
RingCentral, Inc.
8.50%, 08/15/2030^(d)		1,000,000		1,031,875
Total Software & Services				8,317,120

	Principal Amount		Value (Note 2)
Supermarkets & Pharmacies (0.64%)
Albertsons Cos. Inc / Safeway, Inc. / New Albertsons LP / Albertsons LLC
6.50%, 02/15/2028^(d)	$	1,541,000	$	1,559,107

Travel & Lodging (2.02%)
Carnival Corp.
6.00%, 05/01/2029^(d)		1,200,000		1,163,187
7.00%, 08/15/2029^(d)		500,000		520,322
NCL Corp., Ltd.
8.13%, 01/15/2029^(d)		1,000,000		1,050,382
Royal Caribbean Cruises, Ltd.
8.25%, 01/15/2029^(d)		1,100,000		1,167,684
Viking Cruises, Ltd.
9.13%, 07/15/2031^(d)		1,000,000		1,070,630
Total Travel & Lodging				4,972,205

Utilities (2.64%)
AmeriGas Partners LP / AmeriGas Finance Corp.
9.38%, 06/01/2028^(d)		1,600,000		1,646,112
National Rural Utilities Cooperative Finance Corp.
3M US SOFR + 3.17%, 04/30/2043^(a)		1,387,000		1,372,843
Sempra
5Y US TI + 2.868%, 04/01/2052^(a)		2,725,000		2,412,715
Talen Energy
8.63%, 06/01/2030^(d)		1,000,000		1,062,075
Total Utilities				6,493,745

Waste & Environment Services & Equipment (0.95%)
GFL Environmental, Inc.
5.13%, 12/15/2026^(d)		2,399,000		2,344,533

Wireless Telecommunications Services (0.01%)
AT&T, Inc.
5.35%, 11/01/2066		832		19,968

TOTAL CORPORATE BONDS
(Cost $177,870,785)				179,010,098

	Principal Amount		Value (Note 2)
GOVERNMENT BONDS (10.98%)
U.S. Treasury Bonds (10.98%)
United States Treasury Bonds
4.13%, 08/15/2053	$	1,156,000	$	1,137,034
4.38%, 08/15/2043		3,102,000		3,125,265
4.50%, 11/15/2033		385,000		402,084
4.75%, 11/15/2043		1,509,000		1,597,890
4.75%, 11/15/2053		2,777,000		3,032,571
United States Treasury Notes
4.00%, 01/15/2027		3,625,000		3,624,434
4.25%, 12/31/2025		2,412,000		2,412,377
4.88%, 11/30/2025		11,593,000		11,714,590
Total U.S. Treasury Bonds				27,046,245

TOTAL GOVERNMENT BONDS
(Cost $26,817,717)				27,046,245

	Shares		Value (Note 2)
PREFERRED STOCK (3.33%)

Financials (3.22%)
Banks (1.43%)
Wells Fargo & Co., Series S, 5.900%^(f)		3,500,000		3,503,365

Consumer Finance (0.94%)
American Express Co., 3.550%^(f)		1,500,000		1,340,994
Discover Financial Services, Series D, 6.125%^(f)		1,000,000		985,531
				2,326,525

Diversified Banks (0.63%)
Barclays PLC, 5Y US TI + 5.672%^(a)(f)		1,560,000		1,557,103

Financial Services (0.06%)
State Street Corp., Series I, 5Y US TI + 2.613%^(a)(f)		153,000		153,000

Life Insurance (0.16%)
Jackson Financial, Inc., 8.000%^(f)		14,620		395,032

Total Financials				7,935,025

Utilities (0.11%)
Utilities (0.11%)
SCE Trust VII, 7.500%^(f)		9,870		259,581

Total Utilities				259,581

TOTAL PREFERRED STOCK
(Cost $8,023,426)				8,194,606

	7-Day Yield			Shares		Value (Note 2)
SHORT TERM INVESTMENTS (3.13%)

Money Market Fund (3.13%)
Morgan Stanley Institutional Liquidity Funds - Government Portfolio		5.23	%		7,697,653	$	7,697,653

TOTAL SHORT TERM INVESTMENTS
(Cost $7,697,653)							7,697,653

TOTAL INVESTMENTS (101.23%)
(Cost $247,175,942)						$	249,316,611

Liabilities In Excess Of Other Assets (-1.23%)							(3,019,151	)

NET ASSETS (100.00%)						$	246,297,460

Investment Abbreviations:

SOFR - Secured Overnight Financing Rate

SOFRINDX - Secured Overnight Financing Rate Index

TI – Treasury Index

Reference Rates:

1M US SOFR - 1 Month SOFR as of January 31, 2024 was 5.33%

30D US SOFR - 30 Day SOFR as of January 31, 2024 was 5.33%

1D US SOFR - 1 Day SOFR as of January 31, 2024 was 5.32%

3M US SOFR - 3 Month SOFR as of January 31, 2024 was 5.32%

1Y US TI - 1 Year US TI as of January 31, 2024 was 4.73%

5Y US TI - 5 Year US TI as of January 31, 2024 was 3.91%

^(a)	Floating or variable rate security. The reference rate is described above. The rate in effect as of January 31, 2024 is based on the reference rate plus the displayed spread as of the security's last reset date.
^(b)	Issued with zero coupon.
^(c)	Interest only security.
^(d)	Security exempt from registration under Rule 144A of the Securities Act of 1933. This security may be resold in transactions exempt from registration, normally to qualified institutional buyers. As of January 31, 2024, the aggregate market value of those securities was $120,044,285, representing 48.74% of net assets.
^(e)	The SOFRINDX is a compounded average of the daily Secured Overnight Financing Rate determined by reference to the SOFR Index for any interest period.
^(f)	Perpetual maturity. This security has no contractual maturity date, is not redeemable and contractually pays an indefinite stream of interest.

See Notes to Quarterly Statement of Investments.

ALPS | Smith Balanced Opportunity Fund

STATEMENT OF INVESTMENTS

January 31, 2024 (Unaudited)

	Shares		Value (Note 2)
COMMON STOCKS (60.71%)

Communications (4.96%)
Media (4.17%)
Alphabet, Inc., Class A^(a)		3,170	$	444,117
Meta Platforms, Inc., Class A^(a)		852		332,399
Walt Disney Co.		2,259		216,977
				993,493

Telecommunications (0.79%)
AT&T, Inc.		10,695		189,195

Total Communications				1,182,688

Consumer Discretionary (6.98%)
Consumer Discretionary Products (0.86%)
NIKE, Inc., Class B		2,015		204,583

Consumer Discretionary Services (2.63%)
DraftKings, Inc., Class A^(a)		2,650		103,483
Marriott International, Inc., Class A		1,059		253,874
McDonald's Corp.		917		268,424
				625,781

Retail & Whsle - Discretionary (3.49%)
Amazon.com, Inc.^(a)		2,655		412,056
Lowe's Cos., Inc.		1,206		256,685
O'Reilly Automotive, Inc.^(a)		160		163,688
				832,429

Total Consumer Discretionary				1,662,793

Consumer Staples (3.50%)
Consumer Staple Products (0.46%)
Campbell Soup Co.		2,455		109,567

Retail & Wholesale - Staples (3.04%)
Costco Wholesale Corp.		489		339,796
Target Corp.		671		93,323
Walmart, Inc.		1,765		291,666
				724,785

Total Consumer Staples				834,352

Energy (3.61%)
Oil & Gas (3.61%)
Baker Hughes Co.		3,830		109,155
BP PLC, Sponsored ADR		3,965		139,172
ConocoPhillips		3,200		357,984

	Shares		Value (Note 2)
Enbridge, Inc.		7,207	$	255,848
				862,159

Total Energy				862,159

Financials (6.95%)
Banking (3.66%)
JPMorgan Chase & Co.		3,150		549,234
Wells Fargo & Co.		6,415		321,905
				871,139

Financial Services (3.29%)
American Express Co.		1,475		296,092
Intercontinental Exchange, Inc.		2,098		267,138
UBS Group AG		7,390		221,035
				784,265

Total Financials				1,655,404

Health Care (6.95%)
Health Care (6.95%)
Boston Scientific Corp.^(a)		3,130		198,004
HCA Healthcare, Inc.		930		283,557
IQVIA Holdings, Inc.^(a)		865		180,119
Pfizer, Inc.		3,175		85,979
Thermo Fisher Scientific, Inc.		519		279,730
UnitedHealth Group, Inc.		769		393,528
Vertex Pharmaceuticals, Inc.^(a)		542		234,892
				1,655,809

Total Health Care				1,655,809

Industrials (7.85%)
Industrial Products (5.96%)
Caterpillar, Inc.		919		275,985
Deere & Co.		590		232,212
Lockheed Martin Corp.		563		241,758
Schneider Electric SE, ADR		6,425		252,374
TE Connectivity, Ltd.		1,325		188,402
Trane Technologies PLC		915		230,626
				1,421,357

Industrial Services (1.89%)
Old Dominion Freight Line, Inc.		489		191,209
Waste Management, Inc.		1,400		259,882
				451,091

Total Industrials				1,872,448

Materials (2.01%)
Materials (2.01%)
Anglo American PLC, ADR		6,170		73,608
Freeport-McMoRan, Inc.		2,880		114,307
Linde PLC		515		208,487

	Shares		Value (Note 2)
Norsk Hydro ASA, ADR		13,815	$	82,614
				479,016

Total Materials				479,016

Real Estate (1.27%)
Real Estate (1.27%)
Equity LifeStyle Properties, Inc.		2,556		173,016
Prologis, Inc.		1,015		128,590
				301,606

Total Real Estate				301,606

Technology (16.05%)
Software & Tech Services (8.58%)
Adobe, Inc.^(a)		430		265,645
DocuSign, Inc.^(a)		1,765		107,524
International Business Machines Corp.		1,010		185,497
Mastercard, Inc., Class A		741		332,879
Microsoft Corp.		1,844		733,137
Nice, Ltd., ADR		545		113,415
Synopsys, Inc.^(a)		573		305,609
				2,043,706

Tech Hardware & Semiconductors (7.47%)
Apple, Inc.		2,152		396,829
Lam Research Corp.		187		154,307
Motorola Solutions, Inc.		600		191,700
NVIDIA Corp.		860		529,131
Taiwan Semiconductor Manufacturing Co., Ltd., ADR		2,506		283,077
Texas Instruments, Inc.		1,413		226,250
				1,781,294

Total Technology				3,825,000

Utilities (0.58%)
Utilities (0.58%)
PPL Corp.		5,285		138,467

Total Utilities				138,467

TOTAL COMMON STOCKS
(Cost $10,663,129)				14,469,742

	Principal Amount	Value (Note 2)
BANK LOANS (0.09%)

	Principal Amount		Value (Note 2)
Pipeline (0.09%)
Buckeye Partners, L.P., TL
1M US SOFR + 2.50%, 11/22/2030^(b)	$	21,000	$	21,018

TOTAL BANK LOANS
(Cost $21,053)				21,018

	Principal Amount		Value (Note 2)
COLLATERALIZED MORTGAGE OBLIGATIONS (4.14%)

Fannie Mae
Series 1997-10, Class FA,
30D US SOFR + 0.71%, 03/18/2027^(b)	$	2,776	$	2,774
Series 1997-42, Class PK,
4.500%, 07/18/2027		4,744		4,654
Series 2002-21, Class FD,
30D US SOFR + 1.01%, 04/25/2032^(b)		5,067		5,090
Series 2002-22, Class GC,
6.500%, 04/25/2032		6,129		6,332
Series 2002-58, Class PG,
6.000%, 09/25/2032		14,971		15,508
Series 2002-58, Class FG,
30D US SOFR + 1.11%, 08/25/2032^(b)		5,533		5,602
Series 2003-117, Class KB,
6.000%, 12/25/2033		12,809		13,311
Series 2003-87, Class SL,
8.98% - 30D US SOFR, 07/25/2033^(b)		29,992		29,328
Series 2004-60, Class JC,
5.500%, 04/25/2034		15,234		15,468
Series 2005-27, Class GH,
5.500%, 04/25/2035		90,000		92,122
Series 2007-104, Class ZE,
6.000%, 08/25/2037		14,541		14,787
Series 2007-22, Class A,
5.500%, 03/25/2037		6,923		7,058
Series 2007-55, Class PH,
6.000%, 06/25/2047		17,789		18,955
Series 2007-76, Class ZG,
6.000%, 08/25/2037		130,965		131,843
Series 2008-1, Class LF,
30D US SOFR + 0.81%, 05/25/2037^(b)		15,475		15,461
Series 2008-22, Class DB,
5.000%, 04/25/2048		13,185		13,060

	Principal Amount		Value (Note 2)
Series 2009-12, Class LC,
7.943%, 06/25/2037^(b)	$	12,442	$	13,366
Series 2009-51, Class BZ,
4.500%, 07/25/2039		19,232		18,854
Series 2010-61, Class WA,
5.983%, 06/25/2040^(b)		12,800		13,052
Series 2010-98, Class BH,
5.500%, 09/25/2040		15,004		15,375
Series 2012-153, Class B,
7.000%, 07/25/2042		6,327		6,906
Series 2012-64, Class NA,
3.000%, 08/25/2041		979		965
Series 2013-18, Class MY,
3.000%, 03/25/2033		15,000		13,781
Series 2013-61, Class NY,
3.000%, 06/25/2033		35,000		31,950
Series 2014-21, Class MA,
2.000%, 09/25/2041		9,239		8,664
				514,266
Freddie Mac
Series 1996-1843, Class Z,
7.000%, 04/15/2026		103		103
Series 1999-2123, Class L,
6.500%, 01/15/2029		14,928		15,172
Series 2002-2538, Class FB,
30D US SOFR + 0.51%, 12/15/2032^(b)		2,234		2,231
Series 2003-2696, Class DG,
5.500%, 10/15/2033		9,261		9,511
Series 2005-2977, Class AT,
4.500%, 05/15/2025		1,927		1,908
Series 2005-2993, Class TF,
30D US SOFR + 0.46%, 06/15/2025^(b)		1,549		1,549
Series 2006-3174, Class LF,
30D US SOFR + 0.46%, 05/15/2036^(b)		5,702		5,665
Series 2006-3239, Class EF,
30D US SOFR + 0.46%, 11/15/2036^(b)		7,686		7,564
Series 2007-3298, Class Z,
6.000%, 04/15/2037		22,805		23,439
Series 2008-3409, Class DB,
6.000%, 01/15/2038		15,077		15,789
Series 2009-3572, Class KT,
4.500%, 09/15/2039		13,831		13,708
Series 2010-3645, Class WD,
4.500%, 02/15/2040		26,000		25,545
Series 2010-3699, Class LC,
4.000%, 03/15/2040		9,413		9,243

	Principal Amount		Value (Note 2)
Series 2010-3721, Class FB,
30D US SOFR + 0.61%, 09/15/2040^(b)	$	9,447	$	9,330
Series 2010-3759, Class PY,
4.000%, 11/15/2040		25,000		23,980
Series 2010-3770, Class JZ,
4.000%, 12/15/2040		22,807		21,871
Series 2011-3954, Class PG,
2.500%, 07/15/2041		19,024		17,735
Series 2012-3987, Class LP,
3.500%, 01/15/2042		26,000		23,875
Series 2012-4032, Class AD,
2.000%, 10/15/2041		7,837		7,433
Series 2012-4043, Class PB,
1.500%, 05/15/2027		7,471		7,126
Series 2013-4226, Class GZ,
3.000%, 07/15/2043		12,167		10,999
Series 2015-4498, Class JA,
2.500%, 04/15/2037		27,247		24,743
				278,519
Ginnie Mae
Series 2003-52, Class AP,
–%, 06/16/2033^(c)		9,921		9,252
Series 2004-86, Class C,
5.500%, 10/20/2034		13,732		13,826
Series 2005-91, Class PD,
5.500%, 12/20/2035		8,815		8,965
Series 2007-70, Class FC,
1M US SOFR + 0.58%, 11/20/2037^(b)		14,139		14,087
Series 2008-2, Class PC,
4.750%, 01/20/2038		6,456		6,389
Series 2008-46, Class FA,
1M US SOFR + 0.714%, 05/20/2038^(b)		6,252		6,251
Series 2008-60, Class JP,
5.500%, 07/20/2038		45,801		45,884
Series 2009-104, Class KA,
4.500%, 08/16/2039		2,841		2,818
Series 2011-H23, Class HA,
3.000%, 12/20/2061		6,059		5,757
Series 2012-39, Class GA,
3.000%, 10/16/2040		5,593		5,356
Series 2013-149, Class BP,
3.500%, 10/20/2043		50,000		43,137
Series 2013-98, Class DM,
3.500%, 07/20/2042		3,163		3,121
Series 2015-91, Class NE,
3.000%, 10/20/2044		2,312		2,263
Series 2019-152, Class LC,
3.500%, 10/20/2049		2,368		2,186

	Principal Amount		Value (Note 2)
Series 2019-162, Class GA,
3.000%, 10/20/2049	$	3,208	$	3,005
Series 2020-167, Class EC,
1.000%, 02/20/2049		6,618		5,257
Series 2020-5, Class LC,
3.500%, 10/20/2049		2,682		2,501
Series 2021-76, Class ND,
1.250%, 08/20/2050		7,910		6,170
Series 2023-57, Class CV,
5.000%, 04/20/2034		7,400		7,449
				193,674

TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS
(Cost $1,082,431)				986,459

	Principal Amount		Value (Note 2)
COMMERCIAL MORTGAGE-BACKED SECURITIES (0.09%)

Fannie Mae-Aces
Series 2014-M9, Class A2,
3.103%, 07/25/2024^(b)		20,650		20,393

TOTAL COMMERCIAL MORTGAGE-BACKED SECURITIES
(Cost $20,633)				20,393

	Principal Amount		Value (Note 2)
MORTGAGE-BACKED SECURITIES (3.96%)

Fannie Mae Pool
Series 2004-,
5.500%, 08/01/2034		24,894		24,884
5.500%, 11/01/2034		36,950		36,600
Series 2005-,
7.725%, 06/15/2034		10,713		11,245
Series 2007-,
5.500%, 08/01/2037		26,987		26,885
1Y US TI + 2.41%, 10/01/2035^(b)		17,110		17,079
Series 2008-,
5.500%, 03/01/2038		33,882		34,457
5.500%, 05/01/2038		27,218		27,656
Series 2009-,
5.500%, 11/01/2039		27,084		26,876
Series 2012-AM0762,
3.290%, 09/01/2032		7,845		7,284
Series 2012-AM1671,
2.100%, 12/01/2027		22,129		21,098
Series 2014-,
3.500%, 11/01/2033		24,032		23,105

	Principal Amount		Value (Note 2)
Series 2015-AM8645,
2.690%, 05/01/2027	$	20,311	$	19,273
Series 2015-AM8674,
2.810%, 04/01/2025		60,000		58,427
Series 2016-,
2.390%, 06/01/2025		71,630		69,230
Series 2017-,
3.000%, 10/01/2027		3,511		3,340
Series 2017-AN6670,
3.210%, 09/01/2027		28,394		26,893
Series 2019-,
3.340%, 05/01/2031		23,877		22,405
Series 2020-,
1.400%, 11/01/2032		55,000		43,030
				499,767
Freddie Mac Gold Pool
Series 2012-,
3.000%, 05/01/2032		27,044		25,747

Freddie Mac Pool
Series 2023-,
4.750%, 01/01/2033		69,050		68,811

Ginnie Mae II Pool
Series 2009-,
5.000%, 10/20/2039		10,940		11,007
5.500%, 02/20/2039		20,512		20,703
Series 2010-,
4.000%, 12/20/2040		22,708		21,707
4.500%, 04/20/2040		99,651		97,732
4.500%, 08/20/2040		20,407		20,013
Series 2011-,
5.000%, 04/20/2041		24,960		25,076
Series 2012-,
3.500%, 05/20/2042		36,273		33,229
4.000%, 08/20/2042		59,582		56,844
Series 2022-,
3.000%, 12/20/2044		9,365		8,263
Series 2023-,
6.500%, 10/20/2053		52,892		54,456
				349,030

TOTAL MORTGAGE-BACKED SECURITIES
(Cost $983,558)				943,355

	Principal Amount		Value (Note 2)
CORPORATE BONDS (13.83%)
Aerospace & Defense (1.03%)
Boeing Co.
1.43%, 02/04/2024	$	45,000	$	44,983
2.20%, 02/04/2026		70,000		65,946
3.95%, 08/01/2059		53,000		39,181
5.93%, 05/01/2060		23,000		22,993
Howmet Aerospace, Inc.
3.00%, 01/15/2029		24,000		21,749
L3Harris Technologies, Inc.
5.40%, 07/31/2033		26,000		26,798
Northrop Grumman Corp.
4.60%, 02/01/2029		6,000		6,013
4.90%, 06/01/2034		9,000		9,059
5.20%, 06/01/2054		9,000		9,043
Total Aerospace & Defense				245,765

Airlines (0.40%)
Alaska Airlines 2020-1 Class A Pass Through Trust
4.80%, 08/15/2027^(d)		41,301		40,421
Alaska Airlines 2020-1 Class B Pass Through Trust
8.00%, 08/15/2025^(d)		16,202		16,246
British Airways 2020-1 Class A Pass Through Trust
4.25%, 11/15/2032^(d)		5,002		4,699
United Airlines 2020-1 Class A Pass Through Trust
Series 20-1
5.88%, 10/15/2027		32,943		33,268
Total Airlines				94,634

Automobiles Manufacturing (0.68%)
Ford Motor Credit Co. LLC
3.38%, 11/13/2025		35,000		33,602
6.80%, 05/12/2028		42,000		43,669
General Motors Financial Co., Inc.
5.80%, 01/07/2029		23,000		23,621
6.10%, 01/07/2034		36,000		37,134
Nissan Motor Acceptance Co. LLC
7.05%, 09/15/2028^(d)		22,000		23,103
Total Automobiles Manufacturing				161,129

Banks (0.56%)
Citizens Bank NA
1D US SOFR + 1.45%, 10/24/2025^(b)		44,000		43,876
Fifth Third Bancorp
1D US SOFR + 1.84%, 01/29/2032^(b)		5,000		5,049
Intesa Sanpaolo SpA
1Y US TI + 3.90%, 06/20/2054^(b)(d)		15,000		15,384
Truist Financial Corp.
1D US SOFR + 2.36%, 06/08/2034^(b)		20,000		20,496

	Principal Amount		Value (Note 2)
US Bancorp
1D US SOFR + 1.86%, 01/23/2035^(b)	$	9,000	$	9,213
Wells Fargo & Co.
1D US SOFR + 2.02%, 04/24/2034^(b)		41,000		41,384
Total Banks				135,402

Biotechnology (0.54%)
Amgen, Inc.
5.25%, 03/02/2033		42,000		42,862
5.51%, 03/02/2026		41,000		41,008
5.75%, 03/02/2063		43,000		44,354
Total Biotechnology				128,224

Cable & Satellite (0.27%)
CCO Holdings LLC / CCO Holdings Capital Corp.
4.50%, 06/01/2033^(d)		22,000		18,063
4.75%, 02/01/2032^(d)		27,000		23,182
Sirius XM Radio, Inc.
5.00%, 08/01/2027^(d)		23,000		22,127
Total Cable & Satellite				63,372

Casinos & Gaming (0.50%)
MGM Resorts International
6.75%, 05/01/2025		60,000		60,186
Penn Entertainment, Inc.
5.63%, 01/15/2027^(d)		61,000		58,951
Total Casinos & Gaming				119,137

Chemicals (0.23%)
Avient Corp.
5.75%, 05/15/2025^(d)		19,000		18,946
Celanese US Holdings LLC
6.38%, 07/15/2032		34,000		35,543
Total Chemicals				54,489

Commercial Finance (0.23%)
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
6.50%, 07/15/2025		55,000		55,793

Consumer Finance (0.29%)
Capital One Financial Corp.
1D US SOFR + 1.905%, 02/01/2030^(b)		5,000		5,050
1D US SOFR + 2.26%, 02/01/2035^(b)		5,000		5,083
Discover Financial Services
SOFRINDX + 3.37%, 11/02/2034^(b)(e)		20,000		22,314
Fiserv, Inc.
5.60%, 03/02/2033		18,000		18,670
GTCR W-2 Merger Sub LLC
7.50%, 01/15/2031^(d)		19,000		19,751

	Principal Amount		Value (Note 2)
Total Consumer Finance				70,868

Consumer Products (0.08%)
Procter & Gamble Co.
4.35%, 01/29/2029	$	9,000	$	9,057
4.55%, 01/29/2034		9,000		9,125
Total Consumer Products				18,182

Diversified Banks (0.65%)
Bank of America Corp.
1D US SOFR + 1.65%, 01/23/2035^(b)		14,000		14,262
1D US SOFR + 1.84%, 09/15/2034^(b)		18,000		18,856
1D US SOFR + 1.91%, 04/25/2034^(b)		38,000		38,247
JPMorgan Chase & Co.
1D US SOFR + 1.07%, 12/15/2025^(b)		44,000		44,035
1D US SOFR + 1.62%, 01/23/2035^(b)		14,000		14,233
1D US SOFR + 2.58%, 09/14/2033^(b)		26,000		26,807
Total Diversified Banks				156,440

Entertainment Resources (0.07%)
Vail Resorts, Inc.
6.25%, 05/15/2025^(d)		17,000		17,035

Exploration & Production (0.47%)
Hilcorp Energy I LP / Hilcorp Finance Co.
6.25%, 11/01/2028^(d)		42,000		41,878
8.38%, 11/01/2033^(d)		9,000		9,679
Occidental Petroleum Corp.
7.88%, 09/15/2031		51,000		58,073
Total Exploration & Production				109,630

Financial Services (1.04%)
Charles Schwab Corp.
1D US SOFR + 2.01%, 08/24/2034^(b)		18,000		19,037
1D US SOFR + 2.50%, 05/19/2034^(b)		20,000		20,732
SOFRINDX + 1.05%, 03/03/2027^(b)(e)		25,000		24,830
Goldman Sachs Group, Inc.
1D US SOFR + 0.50%, 09/10/2024^(b)		24,000		23,991
Morgan Stanley
1D US SOFR + 1.36%, 09/16/2036^(b)		61,000		48,769
1D US SOFR + 1.73%, 01/18/2035^(b)		7,000		7,146
1D US SOFR + 2.05%, 11/01/2034^(b)		10,000		11,075
5Y US TI + 2.43%, 01/19/2038^(b)		21,000		21,453

	Principal Amount		Value (Note 2)
UBS Group AG
1D US SOFR + 3.92%, 08/12/2033^(b)(d)	$	52,000	$	55,394
1Y US TI + 1.80%, 09/22/2029^(b)(d)		7,000		7,299
1Y US TI + 2.00%, 09/22/2034^(b)(d)		5,000		5,299
Total Financial Services				245,025

Food & Beverage (0.61%)
J M Smucker Co.
6.20%, 11/15/2033		24,000		25,992
JBS USA LUX SA / JBS USA Food Co. / JBS Luxembourg SARL
6.75%, 03/15/2034^(d)		10,000		10,531
7.25%, 11/15/2053^(d)		30,000		32,646
JDE Peet's NV
0.80%, 09/24/2024^(d)		16,000		15,481
Pilgrim's Pride Corp.
6.25%, 07/01/2033		43,000		43,949
6.88%, 05/15/2034		16,000		17,073
Total Food & Beverage				145,672

Government Agencies (0.04%)
Tennessee Valley Authority
2.22%, 05/01/2029		427		9,368

Health Care Facilities & Services (0.13%)
HCA, Inc.
5.50%, 06/01/2033		30,000		30,475

Industrial Other (0.26%)
Jacobs Engineering Group, Inc.
5.90%, 03/01/2033		42,000		42,872
Quanta Services, Inc.
0.95%, 10/01/2024		19,000		18,430
Total Industrial Other				61,302

Leisure Products Manufacturing (0.09%)
Polaris, Inc.
6.95%, 03/15/2029		20,000		21,248

Machinery Manufacturing (0.08%)
Nordson Corp.
5.80%, 09/15/2033		18,000		19,029

Medical Equipment & Devices Manufacturing (0.09%)
Revvity, Inc.
0.85%, 09/15/2024		23,000		22,323

Pharmaceuticals (0.62%)
Bristol-Myers Squibb Co.
6.25%, 11/15/2053		23,000		26,046

	Principal Amount		Value (Note 2)
Merck & Co., Inc.
4.50%, 05/17/2033	$	12,000	$	11,951
5.00%, 05/17/2053		29,000		29,075
Pfizer Investment Enterprises Pte, Ltd.
4.75%, 05/19/2033		21,000		20,982
5.11%, 05/19/2043		32,000		31,833
5.30%, 05/19/2053		28,000		28,490
Total Pharmaceuticals				148,377

Pipeline (1.94%)
Buckeye Partners LP
4.50%, 03/01/2028^(d)		50,000		46,990
Energy Transfer LP
8.00%, 04/01/2029^(d)		16,000		16,664
Flex Intermediate Holdco LLC
3.36%, 06/30/2031^(d)		63,000		51,755
4.32%, 12/30/2039^(d)		62,000		46,369
Gray Oak Pipeline LLC
2.60%, 10/15/2025^(d)		17,000		16,272
Midwest Connector Capital Co. LLC
3.90%, 04/01/2024^(d)		74,000		73,733
4.63%, 04/01/2029^(d)		32,000		31,056
Targa Resources Partners LP / Targa Resources Partners Finance Corp.
6.50%, 07/15/2027		91,000		92,686
6.88%, 01/15/2029		46,000		47,473
TransCanada PipeLines, Ltd.
6.20%, 03/09/2026		38,000		37,998
Total Pipeline				460,996

Power Generation (0.36%)
Vistra Operations Co. LLC
5.13%, 05/13/2025^(d)		39,000		38,717
5.50%, 09/01/2026^(d)		29,000		28,763
6.95%, 10/15/2033^(d)		19,000		20,094
Total Power Generation				87,574

Publishing & Broadcasting (0.31%)
Gray Television, Inc.
5.38%, 11/15/2031^(d)		23,000		18,022
Nexstar Media, Inc.
4.75%, 11/01/2028^(d)		25,000		22,926
5.63%, 07/15/2027^(d)		24,000		23,392
Scripps Escrow II, Inc.
3.88%, 01/15/2029^(d)		12,000		10,330
Total Publishing & Broadcasting				74,670

Real Estate (0.28%)
Cushman & Wakefield US Borrower LLC
6.75%, 05/15/2028^(d)		13,000		12,830
VICI Properties LP / VICI Note Co., Inc.
4.63%, 06/15/2025^(d)		22,000		21,689
5.63%, 05/01/2024^(d)		33,000		32,969
Total Real Estate				67,488

	Principal Amount		Value (Note 2)
Refining & Marketing (0.30%)
HF Sinclair Corp.
4.50%, 10/01/2030	$	46,000	$	43,699
5.00%, 02/01/2028^(d)		8,000		7,770
5.88%, 04/01/2026		22,000		22,263
Total Refining & Marketing				73,732

Restaurants (0.08%)
Brinker International, Inc.
8.25%, 07/15/2030^(d)		18,000		18,855

Semiconductors (0.06%)
Microchip Technology, Inc.
0.97%, 02/15/2024		15,000		14,973

Software & Services (0.56%)
Concentrix Corp.
6.60%, 08/02/2028		22,000		22,634
CoStar Group, Inc.
2.80%, 07/15/2030^(d)		54,000		46,429
Leidos, Inc.
5.75%, 03/15/2033		14,000		14,456
VMware LLC
2.20%, 08/15/2031		21,000		17,348
4.70%, 05/15/2030		32,000		31,492
Total Software & Services				132,359

Transportation & Logistics (0.15%)
FedEx Corp. 2020-1 Class AA Pass Through Trust
1.88%, 02/20/2034		41,979		35,266

Utilities (0.47%)
National Rural Utilities Cooperative Finance Corp.
3M US SOFR + 3.171%, 04/30/2043^(b)		23,000		22,765
5Y US TI + 3.533%, 09/15/2053^(b)		22,000		22,874
Series GMTN
4.85%, 02/07/2029		9,000		9,077
5.00%, 02/07/2031		9,000		9,066
Sempra
5Y US TI + 2.868%, 04/01/2052^(b)		32,000		28,333
Southern California Edison Co.
1.10%, 04/01/2024		10,000		9,920
Southern Co.
5.11%, 08/01/2027		8,000		8,102
Total Utilities				110,137

Waste & Environment Services & Equipment (0.15%)
GFL Environmental, Inc.
5.13%, 12/15/2026^(d)		36,000		35,183

	Principal Amount		Value (Note 2)
Wireless Telecommunications Services (0.21%)
AT&T, Inc.
5.54%, 02/20/2026	$	18,000	$	18,007
T-Mobile USA, Inc.
4.80%, 07/15/2028		21,000		21,065
6.00%, 06/15/2054		11,000		12,033
Total Wireless Telecommunications Services				51,105

TOTAL CORPORATE BONDS
(Cost $3,330,310)				3,295,257

	Principal Amount		Value (Note 2)
GOVERNMENT BONDS (11.95%)

U.S. Treasury Bonds (11.95%)
United States Treasury Bonds
4.13%, 08/15/2053		381,000		374,749
4.38%, 08/15/2043		404,000		407,030
4.50%, 11/15/2033		174,000		181,721
4.75%, 11/15/2043		388,000		410,856
4.75%, 11/15/2053		407,000		444,456
United States Treasury Notes
4.00%, 01/15/2027		43,000		42,993
4.75%, 07/31/2025		125,000		125,603
4.88%, 11/30/2025		366,000		369,839
5.00%, 08/31/2025		90,000		90,842
5.00%, 09/30/2025		245,000		247,546
5.00%, 10/31/2025		150,000		151,717
Total U.S. Treasury Bonds				2,847,352

TOTAL GOVERNMENT BONDS
(Cost $2,745,394)				2,847,352

	Shares		Value (Note 2)
PREFERRED STOCK (0.64%)

Energy (0.06%)
Pipeline (0.06%)
Energy Transfer LP, Series F, 6.750%^(f)		15,000		14,710

Total Energy				14,710

Financials (0.54%)
Banks (0.23%)
Huntington Bancshares, Inc., Series J, 6.875%^(f)		1,037		25,220
Wells Fargo & Co., Series S, 5.900%^(f)		30,000		30,028
				55,248
Consumer Finance (0.22%)
Ally Financial, Inc., Series C, 4.700%^(f)		18,000		13,725
American Express Co., 3.550%^(f)		26,000		23,244

	Shares		Value (Note 2)
Discover Financial Services, Series D, 6.125%^(f)		15,000	$	14,783
				51,752

Financial Services (0.02%)
State Street Corp., Series I, 5Y US TI + 2.613%^(b)(f)		5,000		5,000

Life Insurance (0.07%)
Jackson Financial, Inc., 8.000%^(f)		591		15,969

Total Financials				127,969

Utilities (0.04%)
Utilities (0.04%)
SCE Trust VII, 7.500%^(f)		355		9,337

Total Utilities				9,337

TOTAL PREFERRED STOCK
(Cost $155,813)				152,016

	7-Day					Value
	Yield			Shares		(Note 2)
SHORT TERM INVESTMENTS (3.02%)

Money Market Fund (3.02%)
Morgan Stanley Institutional Liquidity Funds - Government Portfolio		5.23	%		147,729		147,729
State Street Institutional Treasury Plus Money Market Fund - Premier Class		5.30	%		572,658		572,658

TOTAL SHORT TERM INVESTMENTS
(Cost $720,387)							720,387

TOTAL INVESTMENTS (98.43%)
(Cost $19,722,708)						$	23,455,979

Other Assets In Excess Of Liabilities (1.57%)							375,211

NET ASSETS (100.00%)						$	23,831,190

Investment Abbreviations:

SOFR - Secured Overnight Financing Rate

SOFRINDX - Secured Overnight Financing Rate Index

TI – Treasury Index

Reference Rates:

1M US SOFR - 1 Month SOFR as of January 31, 2024 was 5.33%

30D US SOFR - 30 Day SOFR as of January 31, 2024 was 5.33%

1D US SOFR - 1 Day SOFR as of January 31, 2024 was 5.32%

3M US SOFR - 3 Month SOFR as of January 31, 2024 was 5.32%

1Y US TI - 1 Year US TI as of January 31, 2024 was 4.73%

5Y US TI - 5 Year US TI as of January 31, 2024 was 3.91%

^(a)	Non-Income Producing Security.
^(b)	Floating or variable rate security. The reference rate is described above. The rate in effect as of January 31, 2024 is based on the reference rate plus the displayed spread as of the security's last reset date.
^(c)	Issued with zero coupon.
^(d)	Security exempt from registration under Rule 144A of the Securities Act of 1933. This security may be resold in transactions exempt from registration, normally to qualified institutional buyers. As of January 31, 2024, the aggregate market value of those securities was $1,076,924, representing 4.52% of net assets.
^(e)	The SOFRINDX is a compounded average of the daily Secured Overnight Financing Rate determined by reference to the SOFR Index for any interest period.
^(f)	Perpetual maturity. This security has no contractual maturity date, is not redeemable and contractually pays an indefinite stream of interest.

See Notes to Quarterly Statement of Investments.

Financial Investors Trust (the “Trust”), a Delaware statutory trust, is an open-end management investment company registered under the Investment Company Act of 1940, as amended (“1940 Act”). The Trust consists of multiple separate portfolios or series. This report includes the statements of investments of the ALPS | Smith Short Duration Bond Fund, ALPS | Smith Total Return Bond Fund, ALPS | Smith Credit Opportunities Fund and ALPS |Smith Balanced Opportunity Fund (each, a “Fund” and collectively, the “Funds”).

The ALPS | Smith Total Return Bond Fund seeks to obtain maximum total return, consistent with preservation of capital. The ALPS | Smith Short Duration Bond Fund seeks as high a level of current income as is consistent with preservation of capital. The ALPS | Smith Balanced Opportunity Fund seeks long-term capital growth, consistent with preservation of capital and balanced by current income. The ALPS | Smith Credit Opportunities Fund seeks to obtain maximum risk-adjusted return with a secondary focus on high current income.

The following is a summary of significant accounting policies consistently followed by each Fund in the preparation of its financial statements. Each Fund is considered an investment company for financial reporting purposes, and follows accounting policies in conformity with accounting principles generally accepted in the United States of America (“U.S. GAAP”), including policies specific to investment companies. The preparation of financial statements in conformity with U.S. GAAP requires management to make certain estimates and assumptions that affect the reported amounts of assets and liabilities and disclosures of contingent assets and liabilities at the date of the financial statements and the reported amounts of increases and decreases in net assets from operations during the reporting period. Actual results could differ from those estimates. The following is a summary of significant accounting policies consistently followed by the Funds and subsidiaries, as applicable, in preparation of their financial statements. The Funds are considered investment companies under U.S. GAAP and follow the accounting and reporting guidance applicable to investment companies in the Financial Accounting Standards Board Accounting Standards Codification Topic 946 "Financial Services -Investment Companies".

The market price for debt obligations is generally the price supplied by an independent third-party pricing service utilized by ALPS Advisors, Inc. (the “Adviser”) as the valuation designee (the “Valuation Designee”), which may use a matrix, formula or other objective method that takes into consideration quotations from dealers, market transactions in comparable investments, market indices and yield curves. If vendors are unable to supply a price, or if the price supplied is deemed to be unreliable, the market price may be determined using quotations received from one or more brokers-dealers that make a market in the security. Investments in non-exchange traded funds are fair valued at their respective net asset values. Bonds may be purchased and held as odd lots. Pricing vendors generally value securities assuming orderly transactions of institutional round lot sizes, but a Fund may hold or transact in such securities in smaller, odd lot sizes. Special valuation considerations may apply with respect to a Fund’s odd-lot positions, as the Fund may receive different prices when it sells such positions than it would receive for sales of institutional round lot positions. The Funds have odd lot pricing policies they employ to value odd lot securities.

Pursuant to Rule 2a-5 under the Investment Company Act of 1940, the Trust’s Board of Trustees (the “Board” or “Trustees”) has appointed the Adviser to serve as the Valuation Designee to perform fair value determinations for investments in the Funds. When such prices or quotations are not available, or when the Valuation Designee believes that they are unreliable, securities may be priced using fair value procedures approved by the Board. The fair valuation policies and procedures (“FV Procedures”) have been adopted by the Board for the fair valuation of portfolio assets held by the Funds in the event that (1) market quotations for the current price of a portfolio security or asset are not readily available, or (2) available market quotations that would otherwise be used to value a portfolio security or asset in accordance with the Funds’ Pricing Procedures appear to be unreliable. The Pricing Procedures reflect certain pricing methodologies (or “logics”) that are not “readily available market quotations” and thus are viewed and treated as fair valuations. The Valuation Designee routinely meets to discuss fair valuations of portfolio securities and other instruments held by the Funds.

The following is a summary of each Fund’s investments/financial instruments in the fair value hierarchy as of January 31, 2024:

For the period ended January 31, 2024, the Funds did not have any securities that used significant unobservable inputs (Level 3) in determining fair value.

Distributions to Shareholders: Each Fund normally pays dividends, if any, on a monthly basis and distributes capital gains, if any, annually. Income dividend distributions are derived from interest, dividends, and other income a Fund receives from its investments, including distributions of short- term capital gains. Capital gain distributions are derived from gains realized when a Fund sells a security it has owned for more than a year or from long-term capital gain distributions from underlying investments. Each Fund may make additional distributions and dividends at other times if its portfolio manager or managers believe doing so may be necessary for the Fund to avoid or reduce taxes.

Treasury Inflation Protected-Securities (“TIPS”): The Funds may invest in TIPS, including structured bonds in which the principal amount is adjusted daily to keep pace with inflation, as measured by the U.S. Consumer Pricing Index for Urban Consumers. The adjustments to principal due to inflation/deflation are reflected as increases/decreases to interest income with a corresponding adjustment to cost. Such adjustments may have a significant impact on a Fund’s distributions and may result in a return of capital to shareholders. The repayment of the original bond principal upon maturity is guaranteed by the full faith and credit of the U.S. Government.

Loan Participations and Assignments: Certain Funds may invest in loan participations and assignments. The Fund considers loan participations and assignments to be investments in debt securities. Loan participations typically will result in the Fund having a contractual relationship only with the lender, not with the borrower. The Fund will have the right to receive payments of principal, interest and any fees to which it is entitled only from the lender selling the participation and only upon receipt by the lender of the payments from the borrower. Under a loan participation, the Fund generally will have no right to enforce compliance by the borrower with the terms of the loan agreement relating to the loan, nor any rights of set- off against the borrower, and the Fund may not benefit directly from any collateral supporting the loan in which it has purchased the participation. As a result, the Fund will assume the credit risk of both the borrower and the lender that is selling the participation. In the event of the insolvency of the lender selling a participation, the Fund may be treated as a general creditor of the lender and may not benefit from any set-off between the lender and the borrower. When the Fund purchases assignments of loans from lenders, the Fund will acquire direct rights against the borrower on the loan, except that under certain circumstances such rights may be more limited than those held by the assigning lender.

FUTURES CONTRACTS

Description	Counterparty	Position	Contracts	Expiration Date	Notional Value (Note 2)			Unrealized Appreciation
Brent Crude Future	Morgan Stanley	Long	1,220	02/29/24	$	98,271,000		$	1,889,263
Copper Future	Morgan Stanley	Long	97	03/26/24		9,472,050			237,285
Corn Future	Morgan Stanley	Short	(483)	03/14/24		(10,825,238	)		1,018,969
Corn Future	Morgan Stanley	Short	(99)	07/12/24		(2,309,175	)		73,991
Gold 100 Oz Future	Morgan Stanley	Long	424	04/26/24		87,657,760			1,261,332
LME Aluminum Future	Morgan Stanley	Long	55	03/18/24		3,114,265			28,615
LME Lead Future	Morgan Stanley	Long	90	06/17/24		4,883,378			281,292
Low Su Gasoil G Future	Morgan Stanley	Long	462	03/12/24		38,669,400			1,734,366
Natural Gas Future	Morgan Stanley	Short	(942)	05/29/24		(22,315,980	)		3,316,783
NY Harbor ULSD	Morgan Stanley	Long	115	03/29/24		13,452,516			605,100
Soybean Future	Morgan Stanley	Short	(80)	03/14/24		(4,889,000	)		387,867
Sugar #11 (World)	Morgan Stanley	Short	(167)	03/01/24		(4,513,275	)		223,111
Wheat (CBT)	Morgan Stanley	Long	323	03/14/24		9,613,288			191,608
WTI Crude Future	Morgan Stanley	Long	284	03/20/24		21,541,400			645,969
					$	241,822,389		$	11,895,551

Description	Counterparty	Position	Contracts	Expiration Date	Notional Value (Note 2)			Unrealized Depreciation
Cocoa Future	Morgan Stanley	Short	(426)	03/14/24	$	(20,541,720	)	$	(5,771,972	)
Cocoa Future	Morgan Stanley	Short	(702)	07/16/24		(32,930,820	)		(3,525,708	)
Coffee 'C' Future	Morgan Stanley	Short	(181)	03/18/24		(13,171,144	)		(391,409	)
Coffee 'C' Future	Morgan Stanley	Short	(290)	07/19/24		(20,651,625	)		(1,129,457	)
Cotton No.2 Future	Morgan Stanley	Short	(342)	03/07/24		(14,564,070	)		(442,505	)
Cotton No.2 Future	Morgan Stanley	Short	(306)	07/09/24		(13,330,890	)		(704,674	)
Frzn Concentrated OJ	Morgan Stanley	Short	(114)	03/08/24		(6,101,280	)		(240,039	)
Frzn Concentrated OJ	Morgan Stanley	Short	(52)	07/11/24		(2,696,070	)		(362,214	)
Gasoline RBOB Future	Morgan Stanley	Long	144	03/29/24		13,494,298			(27,326	)
Gasoline RBOB Future	Morgan Stanley	Short	(332)	05/31/24		(34,049,854	)		(1,722,967	)
Hard Red Winter Wheat Future	Morgan Stanley	Long	804	03/14/24		25,004,400			(17,482	)
Heating Oil Future	Morgan Stanley	Short	(314)	05/31/24		(34,195,165	)		(2,101,048	)
Lean Hogs Future	Morgan Stanley	Short	(46)	06/14/24		(1,801,360	)		(100,086	)
Live Cattle Future	Morgan Stanley	Short	(547)	06/28/24		(39,137,850	)		(1,677,470	)
LME Aluminum Future	Morgan Stanley	Short	(204)	03/18/24		(11,551,092	)		(183,749	)
LME Lead Future	Morgan Stanley	Short	(14)	06/17/24		(759,637	)		(24,154	)
LME Nickel Future	Morgan Stanley	Long	209	06/17/24		20,583,156			(132,576	)
LME Zinc Future	Morgan Stanley	Long	518	06/17/24		32,842,495			(138,162	)
Natural Gas Future	Morgan Stanley	Long	2,384	03/27/24		50,064,000			(11,016,784	)
Platinum Future	Morgan Stanley	Long	117	04/26/24		5,455,710			(242,000	)
Silver Future	Morgan Stanley	Long	438	03/26/24		50,740,110			(1,851,328	)
Soybean Future	Morgan Stanley	Long	1,064	03/14/24		29,379,168			(2,535,440	)
Soybean Meal Future	Morgan Stanley	Long	904	03/14/24		33,294,320			(2,191,245	)
WTI Crude Future	Morgan Stanley	Short	(2,201)	05/21/24		(165,845,350	)		(6,529,129	)
					$	(150,470,270	)	$	(43,058,924	)

TOTAL RETURN SWAP CONTRACTS^(a)

Swap Counterparty	Reference Obligation	Notional Amount		Floating Rate/Fixed Amount Paid by Fund*	Termination Date	Value		Unrealized Appreciation
Goldman Sachs	CRB 3m Fwd TR Index^**	$	193,268,249	USB3MTA + 25 bps	9/30/2024	$	193,268,255	$	6
Societe Generale	CRB 3m Fwd TR Index^**		122,509,993	USB3MTA + 24 bps	11/29/2024		122,509,997		4
RBC	CRB TR Index^**		29,446,974	USB3MTA + 21 bps	10/31/2024		29,446,977		3
UBS Group AG	CRB 3m Fwd TR Index ^**		120,143,638	USB3MTA + 25 bps	11/29/2024		120,143,641		3
Goldman Sachs	CRB TR Index^**		36,716,006	USB3MTA + 20 bps	9/30/2024		36,716,008		2
Bank of America - Merrill Lynch	CRB 3m Fwd TR Index^**		180,559,162	USB3MTA + 25 bps	6/28/2024		180,559,163		1
Bank Of America - Merrill Lynch	CRB TR Index^**		68,579,469	USB3MTA + 21 bps	6/28/2024		68,579,470		1
Citigroup	CRB 3m Fwd TR Index^**		135,916,899	USB3MTA + 24 bps	9/30/2024		135,916,900		1
Citigroup	CRB TR Index^**		119,494,843	USB3MTA + 21 bps	9/30/2024		119,494,844		1
		$	1,006,635,233			$	1,006,635,255	$	22

^(a)	For long positions in the total return swap, the Fund receives payments based on any positive return of the Reference Obligation less the rate paid by the Fund. The Fund makes payments on any negative return of such Reference Obligations plus the rate paid by the Fund. For the short positions in the total return swap, the Fund makes payments based on any positive return of the Reference Obligation less the rate paid by the Fund. The Fund receives payments on any negative return of such Reference Obligations plus the rate paid by the Fund.
^*	United States Auction Results 3 Month Treasury Bill High Discount. Total return swap resets monthly.
^**	CRB - Commodity Research Bureau

Counterparty	Settlement Date	Fund Receiving	U.S. $ Value at January 31, 2024		Fund Delivering	U.S. $ Value at January 31, 2024		Unrealized Depreciation
State Street Bank & Trust Company	02/16/24	USD	$	805,060	GBP	$	823,834	$	(18,774	)
State Street Bank & Trust Company	03/22/24	USD		1,969,881	GBP		1,977,748		(7,867	)
								$	(26,641	)

Investments in Securities at Value	Level 1 - Unadjusted Quoted Prices			Level 2 - Other Significant Observable Inputs		Level 3 - Significant Unobservable Inputs		Total
ALPS \| CoreCommodity Management CompleteCommodities^®Strategy Fund
Common Stocks^(a)	$	385,143,143		$	–	$	1,165	$	385,144,308
Master Limited Partnerships^(a)		2,837,871			–		–		2,837,871
Government Bonds		–			960,525,077		–		960,525,077
Short Term Investments		112,836,397			–		–		112,836,397
Total	$	500,817,411		$	960,525,077	$	1,165	$	1,461,343,653
Other Financial Instruments
Assets
Futures Contracts	$	11,895,551		$	–	$	–	$	11,895,551
Total Return Swap Contracts		–			22		–		22
Liabilities
Futures Contracts		(43,058,924	)		–		–		(43,058,924	)
Total	$	(31,163,373	)	$	22	$	–	$	(31,163,351	)

Security Name	Market Value as of October 31, 2023		Purchases		Sales			Market Value as of January 31, 2024		Share Balance as of January 31, 2024		Dividends		Change in Unrealized Gain (Loss)		Realized Gain/Loss
RiverFront Dynamic Core Income ETF	$	5,034,204	$	-	$	(416,835	)	$	4,931,767		219,453	$	52,848	$	350,258	$	(35,860	)
Riverfront Strategic Income Fund		2,353,789		-		(171,534	)		2,307,571		100,242		23,725		139,085		(13,769	)
First Trust RiverFront Dynamic Developed International ETF		10,198,579		-		(702,939	)		10,922,856		177,723		28,657		1,445,636		(18,420	)
First Trust RiverFront Dynamic Emerging Markets ETF		2,592,781		-		(218,142	)		2,644,475		45,618		29,615		274,643		(4,807	)
RiverFront Dynamic US Dividend Advantage ETF		14,234,833		-		(1,204,433	)		14,515,735		307,331		136,336		1,065,397		419,938
ALPS Active Equity Opportunity ETF		4,347,880		-		(361,771	)		4,638,687		95,959		9,414		633,599		18,979
	$	38,762,066	$	-	$	(3,075,654	)	$	39,961,091			$	280,595	$	3,908,618	$	366,061