GAAAX Holdings List

As of Feb 28, 2025

No.	Symbol	Name	% Weight	Shares
1	n/a	Daiwa Capital Markets America, Inc. - REPO DAIWA	14.77%	220,088,768
2	n/a	United States Treasury - U.S. Treasury Floating Rate Notes	6.98%	103,900,000
3	TF.0 04.30.26	United States Treasury - U.S. Treasury Floating Rate Notes	3.56%	53,000,000
4	FNCL.5.5 3.12	UMBS, TBA - Uniform Mortgage-Backed Security, TBA	3.06%	45,620,000
5	n/a	United States Treasury - U.S. Treasury Floating Rate Notes	3.03%	45,000,000
6	n/a	UMBS, TBA - Uniform Mortgage-Backed Security, TBA	2.64%	38,720,000
7	COMM.2018-COR3 A3	COMM Mortgage Trust - COMM 2018-COR3 Mortgage Trust	1.71%	26,327,712
8	SLMA.2008-6 A4	SLM Student Loan Trust 2008-6	1.15%	17,210,214
9	n/a	Towd Point Asset Trust 2021-SL1	1.13%	17,741,000
10	COMM.2024-277P A	COMM Mortgage Trust - COMM 2024-277P Mortgage Trust	1.09%	15,516,000
11	n/a	SLM Student Loan Trust - SLM Private Credit Student Loan Trust 2006-A	1.05%	16,120,168
12	n/a	BENCHMARK Mortgage Trust - Benchmark 2019-B9 Mortgage Trust	1.03%	16,000,000
13	n/a	Barclays Commercial Mortgage Securities LLC - BBCMS 2018-TALL Mortgage Trust	0.98%	15,387,600
14	n/a	SLM Student Loan Trust - SLM Private Credit Student Loan Trust 2005-A	0.97%	14,672,080
15	HGMT.2025-HGLR A	Houston Galleria Mall Trust 2025-HGLR	0.96%	13,916,000
16	n/a	Bravo Mortgage Asset Trust	0.94%	15,778,136
17	AMXCA.2023-1 A	American Express Credit Account Master Trust	0.93%	13,785,000
18	AMXCA.2024-3 A	American Express Credit Account Master Trust	0.93%	13,695,000
19	GALL.2017-1A A1R	Gallatin Loan Management, LLC - Gallatin CLO VIII 2017-1 Ltd	0.92%	13,641,800
20	BMARK.2022-B34 A5	BENCHMARK Mortgage Trust - Benchmark 2022-B34 Mortgage Trust	0.89%	14,500,000
21	n/a	MKT 2020-525M Mortgage Trust	0.85%	14,600,000
22	n/a	JP Morgan Chase Commercial Mortgage Sec Trust - J.P. Morgan Chase Commercial Mortgage Securities Trust 2024-OMNI	0.78%	11,393,000
23	GUSTX	GMO U.S. Treasury Fund	0.78%	2,323,242
24	n/a	EQT Trust 2024-EXTR	0.74%	10,950,000
25	SLMA.2007-A A4A	SLM Student Loan Trust - SLM Private Credit Student Loan Trust 2007-A	0.74%	11,115,600
26	TAH.2019-SFR1 A	Tricon American Homes 2019-SFR1 Trust	0.74%	11,133,628
27	SLCLT.2008-2 A4	SLC Student Loan Trust 2008-2	0.71%	10,606,017
28	n/a	ECMC Group Student Loan Trust 2024-1	0.71%	10,501,519
29	SLMA.2005-B A4	SLM Student Loan Trust - SLM Private Credit Student Loan Trust 2005-B	0.70%	10,633,407
30	n/a	WaMu Commercial Mortgage Securities Trust 2007-SL3	0.68%	11,594,960
31	NCSLT.2007-1 A4	National Collegiate Student Loan Trust 2007-1	0.68%	10,424,152
32	n/a	Tricon Residential 2024-SFR4 Trust	0.66%	9,994,217
33	n/a	SLM Student Loan Trust 2008-5	0.65%	9,721,356
34	BMARK.2019-B15 A5	BENCHMARK Mortgage Trust - Benchmark 2019-B15 Mortgage Trust	0.64%	10,395,000
35	n/a	WF-RBS COMMERCIAL MORTGAGE TRUST - WFRBS Commercial Mortgage Trust 2014-C21	0.62%	9,814,966
36	BBCMS.2018-CHRS E	Barclays Commercial Mortgage Securities LLC - BBCMS 2018-CHRS Mortgage Trust	0.62%	11,037,000
37	n/a	Tricon American Homes 2020-SFR1	0.60%	9,307,941
38	n/a	SLM Student Loan Trust 2008-4	0.59%	8,809,481
39	n/a	Access Group Inc - AccessLex Institute	0.58%	8,763,997
40	n/a	Man GLG US CLO 2018-1 Ltd - Man GLG US CLO	0.57%	8,519,169
41	n/a	BENCHMARK Mortgage Trust - Benchmark 2022-B32 Mortgage Trust	0.56%	9,604,000
42	BX.2019-OC11 E	BX Trust 2019-OC11	0.55%	9,000,000
43	n/a	BENCHMARK Mortgage Trust - Benchmark 2020-B19 Mortgage Trust	0.55%	9,635,057
44	IHSFR.2024-SFR1 A	Invitation Homes Trust - Invitation Homes 2024-SFR1 Trust	0.55%	8,485,464
45	SLMA.2008-2 A3	SLM Student Loan Trust 2008-2	0.53%	7,942,420
46	BMARK.2018-B8 A5	BENCHMARK Mortgage Trust - Benchmark 2018-B8 Mortgage Trust	0.51%	7,760,120
47	SLMA.2006-B A5	SLM Student Loan Trust - SLM Private Credit Student Loan Trust 2006-B	0.50%	7,685,256
48	n/a	Anchorage Credit Funding Ltd. - Anchorage Credit Funding 6 Ltd	0.50%	7,479,290
49	n/a	BX Trust 2019-OC11	0.50%	8,000,000
50	n/a	GM Financial Securitized Term Auto Receivables Tr - GM Financial Consumer Automobile Receivables Trust 2021-3	0.50%	7,500,000
51	DBALT.2007-AR2 A1	Deutsche Alt-A Securities INC Mortgage Loan Trust - Deutsche Alt-A Securities Mortgage Loan Trust Series 2007-AR2	0.49%	7,966,357
52	BX.2020-VIV4 A	BX Trust - BX Commercial Mortgage Trust 2020-VIV4	0.49%	8,000,000
53	BX.2020-VIVA D	BX Trust - BX Commercial Mortgage Trust 2020-VIVA	0.48%	8,000,000
54	n/a	Nissan Auto Receivables Owner Trust - Nissan Auto Receivables 2023-B Owner Trust	0.48%	7,000,000
55	n/a	Hyundai Auto Receivables Trust 2024-A	0.47%	7,000,000
56	n/a	Towd Point Mortgage Trust 2017-5	0.47%	6,972,000
57	WMALT.2007-5 A6	Washington Mutual Mortgage Pass-Through CTFS - Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-5 Trust	0.47%	7,799,201
58	n/a	BENCHMARK Mortgage Trust - Benchmark 2020-B20 Mortgage Trust	0.46%	8,167,000
59	CHAOT.2024-4A A3	Chase Auto Owner Trust 2024-4	0.46%	6,847,000
60	SLMA.2004-B A4	SLM Student Loan Trust - SLM Private Credit Student Loan Trust 2004-B	0.45%	6,749,619
61	n/a	JPMorgan Chase Bank NA - SWAP/CDSWAP/CDS: (ITRAXX.XO.42 35-100%)	0.45%	31,770,774
62	ZAIS.2019-13A A1AR	Zais CLO 13, Limited - Zais Clo 13 Ltd	0.42%	6,291,167
63	n/a	FirstKey Homes 2021-SFR3 Trust	0.41%	6,443,494
64	BMARK.2019-B11 A5	BENCHMARK Mortgage Trust - Benchmark 2019-B11 Mortgage Trust	0.41%	6,490,722
65	GSR.2007-OA2 1A1	GSR Mortgage Loan Trust 2007-OA2	0.41%	10,444,842
66	WOART.2024-C A3	World Omni Auto Receivables Trust 2024-C	0.41%	6,030,000
67	n/a	GM Financial Securitized Term Auto Receivables Tr - GM Financial Consumer Automobile Receivables Trust 2024-1	0.41%	6,000,000
68	ROCKT.2018-1A B	Rockford Tower CLO Ltd - Rockford Tower CLO 2018-1 Ltd	0.40%	6,000,000
69	n/a	IndyMac INDX Mortgage Loan Trust 2006-AR2	0.40%	6,643,120
70	LBSBC.2007-3A M1	Lehman Brothers Small Balance Commercial Mortgage Trust 2007-3	0.40%	5,992,869
71	BAYC.2006-SP2 A	Bayview Commercial Asset Trust 2006-SP2	0.40%	6,270,876
72	BAYC.2007-4A A1	Bayview Commercial Asset Trust 2007-4	0.40%	6,078,868
73	n/a	OZLM Ltd - OZLM XVIII Ltd	0.38%	5,663,454
74	KSLT.2005-A 2C	KeyCorp Student Loan Trust 2005-A	0.37%	5,720,122
75	HVMLT.2007-4 2A1	HarborView Mortgage Loan Trust 2007-4	0.37%	5,775,088
76	n/a	Bluemountain CLO Ltd - BlueMountain CLO 2013-2 Ltd	0.36%	5,425,000
77	CSMC.2022-NQM1 A1	Credit Suisse Mortgage Trust - Csmc 2022-Nqm1 Trust	0.36%	6,018,981
78	n/a	Towd Point Asset Trust 2018-SL1	0.36%	5,360,069
79	CNF.2001-3 M1	Conseco Finance Securitizations Corp. - Conseco Finance Securitizations Corp	0.36%	5,371,473
80	n/a	Marble Point CLO Ltd. - Marble Point CLO XIV Ltd	0.35%	5,155,671
81	n/a	UBS Commercial Mortgage Trust 2018-C9	0.34%	5,268,100
82	ROCC.2024-CNTR A	ROCC Trust - ROCK Trust 2024-CNTR	0.34%	5,000,000
83	n/a	Tricon American Homes 2020-SFR2 Trust	0.34%	5,474,045
84	n/a	Bank of America Auto Trust 2023-2	0.34%	5,000,000
85	MVW.2015-9A A1R	Mountain View CLO Ltd - Mountain View CLO IX Ltd	0.34%	5,030,930
86	GSMS.2023-SHIP A	GS Mortgage Securities Trust - GS Mortgage Securities Corp Trust 2023-SHIP	0.33%	5,000,000
87	n/a	Conseco Finance Securitizations Corp. - Conseco Finance Securitizations Corp	0.33%	4,895,149
88	n/a	BENCHMARK Mortgage Trust - Benchmark 2022-B33 Mortgage Trust	0.32%	5,295,000
89	BSMF.2006-AR1 1A1	Bear Stearns Mortgage Funding Trust 2006-AR1	0.32%	5,175,005
90	n/a	BENCHMARK Mortgage Trust - Benchmark 2018-B2 Mortgage Trust	0.32%	4,848,114
91	n/a	Verus Securitization Trust 2022-5	0.31%	4,873,286
92	n/a	SLM Student Loan Trust 2007-7	0.31%	4,649,975
93	BX.2019-OC11 C	BX Trust 2019-OC11	0.31%	4,895,000
94	WMCMS.2006-SL1 E	WaMu Commercial Mortgage Securities Trust 2006-SL1	0.30%	4,550,000
95	NCSLT.2006-1 A5	National Collegiate Student Loan Trust 2006-1	0.30%	4,646,572
96	n/a	BENCHMARK Mortgage Trust - Benchmark 2021-B27 Mortgage Trust	0.30%	5,266,000
97	KSLT.2004-A 2D	KeyCorp Student Loan Trust 2004-A	0.29%	4,477,147
98	VCC.2021-4 A	Velocity Commercial Capital Loan Trust 2021-4	0.29%	4,935,436
99	n/a	ROCC Trust - ROCK Trust 2024-CNTR	0.29%	4,000,000
100	BX.2019-OC11 D	BX Trust 2019-OC11	0.28%	4,570,000
101	CNF.2002-1 M2	Conseco Finance Securitizations Corp. - Conseco Finance Securitizations Corp	0.28%	4,278,093
102	OAK.2001-B M1	Oakwood Mortgage Investors Inc. - Oakwood Mortgage Investors Inc	0.27%	4,179,978
103	FNR.2020-5 PC	Fannie Mae REMICS	0.27%	4,675,430
104	n/a	Mountain View CLO Ltd - Mountain View CLO 2013-1 Ltd	0.27%	4,000,000
105	AHMA.2006-4 1A12	American Home Mortgage Assets Trust 2006-4	0.26%	7,733,943
106	VERUS.2021-8 A1	Verus Securitization Trust 2021-8	0.26%	4,340,737
107	STCR.2016-1A AR	Steele Creek CLO Ltd - Steele Creek CLO 2016-1 Ltd	0.26%	3,931,916
108	SMB.2015-B B	SMB Private Education Loan Trust 2015-B	0.26%	3,948,300
109	FRESB.2020-SB76 X1	FRESB Multifamily Mortgage Pass-Through Certifica - FRESB 2020-SB76 Mortgage Trust	0.26%	96,536,304
110	FRESB.2019-SB63 X1	FRESB Multifamily Mortgage Pass-Through Certifica - FRESB 2019-SB63 Mortgage Trust	0.26%	100,614,238
111	RAST.2006-A7CB 3A1	Residential Asset Securitization Trust 2006-A7CB	0.26%	15,301,275
112	SLMA.2004-A A3	SLM Student Loan Trust - SLM Private Credit Student Loan Trust 2004-A	0.26%	3,833,330
113	n/a	Bayview Commercial Asset Trust 2007-2	0.25%	4,038,184
114	WOODS.2018-17A A	Northwoods Capital Ltd - Northwoods Capital XVII Ltd	0.25%	3,732,948
115	FN.BV9808	Fannie Mae Pool	0.25%	3,911,611
116	n/a	National Collegiate Student Loan Trust 2007-2	0.24%	3,712,508
117	SMB.2021-A B	SMB Private Education Loan Trust 2021-A	0.24%	3,675,735
118	COLT.2021-RPL1 A1	COLT Funding LLC - COLT 2021-RPL1 Trust	0.23%	3,770,905
119	n/a	Credit Suisse Mortgage Trust - CSMC 2021-RPL2Trust	0.23%	4,053,537
120	TMTS.2006-7 2A3	Terwin Mortgage Trust 2006-7	0.23%	7,854,606
121	n/a	Citibank NA - SWAP/CDSWAP/CDS: (ITRAXX.XO.42.V2 35-100%)	0.23%	16,100,000
122	VENTR.2018-32A A1	Venture CDO Ltd - Venture 32 CLO Ltd	0.22%	3,315,109
123	CANYC.2016-1A AR	Canyon Capital CLO Ltd - Canyon Capital CLO 2016-1 Ltd	0.22%	3,314,312
124	HCCLT.2019-1 M5	Harvest Commercial Capital Loan Trust 2019-1	0.22%	3,500,000
125	ACCSS.2004-2 B	Access Group Inc - AccessLex Institute	0.21%	3,463,710
126	n/a	BENCHMARK Mortgage Trust - Benchmark 2018-B7 Mortgage Trust	0.21%	3,244,000
127	SARM.2005-9 2A2A	Structured Adjustable Rate Mortgage Loan Trust	0.21%	3,956,130
128	n/a	Lehman ABS Manufactured Housing Contract Trust 2001-B	0.21%	3,352,067
129	MIDO.2016-6A ARRR	MidOcean Credit CLO VI	0.21%	3,098,383
130	VALET.2024-1 A3	Volkswagen Auto Loan Enhanced Trust 2024-1	0.20%	3,000,000
131	UBSCM.2018-C12 A5	UBS Commercial Mortgage Trust 2018-C12	0.20%	3,008,000
132	COMM.2015-PC1 B	COMM Mortgage Trust - COMM 2015-PC1 Mortgage Trust	0.20%	3,031,837
133	OAK.1999-E A1	Oakwood Mortgage Investors Inc. - Oakwood Mortgage Investors Inc	0.19%	6,127,240
134	FRESB.2020-SB77 X1	FRESB Multifamily Mortgage Pass-Through Certifica - FRESB 2020-SB77 Mortgage Trust	0.19%	82,064,863
135	NAVSL.2022-A A	Navient Student Loan Trust - Navient Private Education Refi Loan Trust 2022-A	0.19%	3,039,062
136	SAMI.2007-AR1 1A1	Structured Asset Mortgage Investments Inc - Structured Asset Mortgage Investments II Trust 2007-AR1	0.18%	3,025,799
137	AMSR.2020-SFR5 A	AMSR Trust - AMSR 2020-SFR5 Trust	0.18%	2,709,313
138	n/a	Fieldstone Mortgage Investment Corp. - Fieldstone Mortgage Investment Trust Series 2004-4	0.18%	4,191,235
139	OAK.1998-D M1	Oakwood Mortgage Investors Inc. - Oakwood Mortgage Investors Inc	0.18%	2,665,714
140	SLMA.2006-C C	SLM Student Loan Trust - SLM Private Credit Student Loan Trust 2006-C	0.17%	2,672,291
141	WFRBS.2014-C21 B	WF-RBS COMMERCIAL MORTGAGE TRUST - WFRBS Commercial Mortgage Trust 2014-C21	0.17%	2,600,877
142	BCM.1999-A M1	Bombardier Capital Mortgage Securitization Corp. - BCMSC Trust 1999-A	0.17%	2,631,093
143	GMACM.2004-HE3 A3	GMAC Mortgage Corporation Loan Trust - GMACM Home Equity Loan Trust 2004-HE3	0.17%	2,553,834
144	n/a	SLM Student Loan Trust - SLM Private Education Loan Trust 2010-C	0.17%	2,363,447
145	COELT.2005-B B	Collegiate Funding Services Education Loan Trust 2005B	0.17%	2,701,926
146	n/a	Whitehorse Ltd - Whitehorse XII Ltd	0.16%	2,443,425
147	RAMP.2005-RS1 MII2	Residential Asset Mortgage Products, INC. - RAMP Series 2005-RS1 Trust	0.16%	2,458,003
148	TRVXX	State Street Treasury Fund	0.15%	2,305,116
149	BAYC.2006-3A A1	Bayview Commercial Asset Trust 2006-3	0.15%	2,401,783
150	LBSBC.2007-1A M1	Lehman Brothers Small Balance Commercial Mortgage Trust 2007-1	0.15%	2,462,545
151	n/a	OZLM Ltd - OZLM XXII Ltd	0.15%	2,190,000
152	n/a	Nelnet Student Loan Trust 2021-A	0.15%	2,344,444
153	n/a	Bayview Commercial Asset Trust 2005-2	0.15%	2,227,685
154	SLMA.2003-A A3	SLM Student Loan Trust - SLM Private Credit Student Loan Trust 2003-A	0.14%	2,129,000
155	n/a	Wells Fargo Commercial Mortgage Trust 2019-C51	0.14%	2,285,000
156	OAK.2002-C M1	Oakwood Mortgage Investors Inc. - Oakwood Mortgage Investors Inc	0.14%	2,178,958
157	n/a	Countrywide Alternative Loan Trust - Alternative Loan Trust 2005-18CB	0.14%	2,108,847
158	n/a	Harvest Commercial Capital Loan Trust 2024-1	0.14%	1,966,744
159	CSMC.2007-4 2A1	Credit Suisse Mortgage Trust - CSMC Mortgage-Backed Trust 2007-4	0.13%	3,673,411
160	n/a	GSAA Home Equity Trust 2006-9	0.13%	10,409,096
161	n/a	Ajax Mortgage Loan Trust 2021-A	0.13%	2,178,006
162	n/a	Home Equity Asset Trust 2006-2	0.13%	1,916,578
163	FFML.2006-FF12 A1	First Franklin Mtg Loan Asset Backed Certificates - First Franklin Mortgage Loan Trust 2006-FF12	0.13%	2,056,333
164	ACE.2005-SD3 M2	Ace Securities Corp. - ACE Securities Corp Home Equity Loan Trust Series 2005-SD3	0.13%	2,171,087
165	FNCL.5 3.12	UMBS, TBA - Uniform Mortgage-Backed Security, TBA	0.13%	1,910,000
166	CMLTI.2006-AR5 2A2A	Citigroup Mortgage Loan Trust Inc - Citigroup Mortgage Loan Trust 2006-AR5	0.12%	3,310,550
167	n/a	Oakwood Mortgage Investors Inc. - Oakwood Mortgage Investors Inc	0.12%	11,752,084
168	n/a	UCFC Manufactured Housing Contract	0.12%	1,862,435
169	n/a	Gracechurch Mortgage Finance Plc - Grace Trust 2020-GRCE	0.12%	2,000,000
170	RFMS2.2006-HI4 A4	Residential Funding Mortgage Securities II - Home Loan Trust 2006-HI4	0.12%	7,765,311
171	n/a	Bayview Commercial Asset Trust 2007-3	0.12%	1,809,683
172	BAMH.1998-1 B2	BankAmerica Manufactured Housing Contract Trust	0.12%	13,743,281
173	NCSLT.2006-4 A4	National Collegiate Student Loan Trust 2006-4	0.11%	1,696,683
174	n/a	Bayview Commercial Asset Trust 2006-2	0.11%	1,708,619
175	BALTA.2004-11 1M1	Bear Stearns ALT-A Trust 2004-11	0.10%	1,572,237
176	NAVSL.2023-BA A1B	Navient Student Loan Trust	0.10%	1,519,316
177	WMALT.2005-10 4CB3	Washington Mutual Mortgage Pass-Through CTFS - Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-10 Trust	0.10%	1,795,929
178	n/a	National Collegiate Student Loan Trust 2005-2	0.10%	1,532,731
179	SLMA.2006-BW A5	SLM Student Loan Trust - SLM Private Credit Student Loan Trust 2006-B	0.10%	1,532,452
180	OAK.2001-E A2	Oakwood Mortgage Investors Inc. - Oakwood Mortgage Investors Inc	0.10%	1,579,836
181	SHACK.2014-5RA A	Shackleton CLO LTD - Shackleton 2014-V-R CLO Ltd	0.10%	1,456,012
182	n/a	SLM Student Loan Trust - SLM Private Credit Student Loan Trust 2003-C	0.10%	5,400,350
183	SNDPT.2013-3RA A	Sound Point CLO LTD - Sounds Point CLO IV-R LTD	0.10%	1,424,922
184	n/a	Washington Mutual Mortgage Pass-Through CTFS - Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-4 Trust	0.10%	1,668,993
185	n/a	Bear Stearns Asset Backed Securities Trust - Bear Stearns Asset Backed Securities I Trust 2004-AC5	0.10%	1,516,584
186	BALTA.2007-1 1A1	Bear Stearns ALT-A Trust 2007-1	0.10%	1,682,795
187	BAYC.2006-1A A2	Bayview Commercial Asset Trust 2006-1	0.09%	1,501,452
188	n/a	Conseco Financial Corp - Conseco Finance Corp	0.09%	1,366,179
189	NCFCT.2007-3 A3R4	National Collegiate Commutation Trust - National Collegiate 2007-3 Commutation Trust	0.09%	8,758,011
190	n/a	Residential Asset Securitization Trust 2005-A8CB	0.09%	2,517,838
191	n/a	Washington Mutual Mortgage Pass-Through CTFS - Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-8 Trust	0.09%	3,943,829
192	n/a	Sound Point CLO LTD - SOUND POINT CLO XIX Ltd	0.09%	1,312,986
193	VCC.2022-1 A	Velocity Commercial Capital Loan Trust 2022-1	0.09%	1,472,036
194	n/a	Progress Residential Trust - Progress Residential 2021-SFR10 Trust	0.09%	1,363,214
195	n/a	GMAC Mortgage Corporation Loan Trust - GMACM Home Equity Loan Trust 2007-HE3	0.08%	1,285,981
196	n/a	Conseco Financial Corp - Conseco Finance Corp	0.08%	1,194,396
197	NCMCT.2007-4 A3R7	National Collegiate II Commutation Trust	0.08%	7,625,000
198	n/a	FRESB Multifamily Mortgage Pass-Through Certifica - FRESB 2020-SB74 Mortgage Trust	0.08%	40,608,418
199	OAK.2001-D A4	Oakwood Mortgage Investors Inc. - Oakwood Mortgage Investors Inc	0.08%	2,605,501
200	n/a	Goldman Sachs & Co. LLC - SWAP/CDSWAP/CDS: (CMBX.NA.11.BBB-)	0.08%	9,940,000
201	n/a	Velocity Commercial Capital Loan Trust 2021-4	0.08%	1,423,982
202	HCCLT.2019-1 M4	Harvest Commercial Capital Loan Trust 2019-1	0.07%	1,150,000
203	BAYC.2008-1 A4	Bayview Commercial Asset Trust 2008-1	0.07%	1,087,225
204	FFMER.2007-H1 2A1	Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-H1	0.07%	1,085,317
205	BAYC.2005-4A A2	Bayview Commercial Asset Trust 2005-4	0.07%	1,085,203
206	RFMS2.2007-HI1 A4	Residential Funding Mortgage Securities II - Home Loan Trust 2007-HI1	0.07%	8,583,526
207	BAYC.2007-1 A1	Bayview Commercial Asset Trust 2007-1	0.07%	1,074,979
208	n/a	SLM Student Loan Trust - SLM Private Credit Student Loan Trust 2003-C	0.07%	1,000,000
209	n/a	IndyMac INDA Mortgage Loan Trust 2006-AR3	0.06%	1,101,457
210	ACCSS.2005-A B	Access Group Inc 2005-A	0.06%	848,533
211	n/a	New Century Home Equity Loan Trust Series 2003-B	0.06%	833,797
212	n/a	Morgan Stanley Capital Services LLC - SWAP/CDSWAP/CDS: (CMBX.NA.9.BBB-)_SMO58U17US00	0.06%	5,116,800
213	n/a	Bayview Commercial Asset Trust 2006-2	0.05%	835,301
214	OAK.1998-A B1	Oakwood Mortgage Investors Inc. - Oakwood Mortgage Investors Inc	0.05%	804,011
215	n/a	Asset Backed Funding Certificates - ABFC 2005-AQ1 Trust	0.05%	804,354
216	n/a	Countrywide Home Loans - CHL Mortgage Pass-Through Trust 2004-HYB6	0.05%	781,045
217	G2SF.4.5 3.12	Government National Mortgage Association - Ginnie Mae	0.05%	760,000
218	LXS.2007-15N 2A1	Lehman XS Trust Series 2007-15N	0.05%	757,780
219	SCSLC.2015-A A	South Carolina Student Loan Corporation - South Carolina Student Loan Corp 2015-A	0.05%	726,885
220	WAMU.2006-AR19 2A	WaMu Mortgage Pass-Through Certificates Series 2006-AR19 Trust	0.05%	790,016
221	n/a	Government National Mortgage Association - Ginnie Mae	0.05%	720,000
222	n/a	SLM Student Loan Trust - SLM Private Credit Student Loan Trust 2003-A	0.05%	1,939,289
223	BCM.1999-B A4	Bombardier Capital Mortgage Securitization Corp. - BCMSC Trust 1999-B	0.05%	8,834,023
224	n/a	Morgan Stanley Mortgage Loan Trust 2006-2	0.05%	1,603,151
225	n/a	BCAP LLC Trust - BCAP LLC 2014-RR2	0.04%	680,354
226	n/a	Citibank NA - SWAP/CDSWAP/CDS: (CMBX.NA.11.BBB-)	0.04%	5,752,000
227	n/a	Citibank NA - SWAP/CDSWAP/CDS: (CMBX.NA.15.BBB-)	0.04%	5,000,000
228	n/a	Goldman Sachs & Co. LLC - SWAP/CDSWAP/CDS: (CMBX.NA.15.BBB-)	0.04%	5,000,000
229	n/a	Morgan Stanley & Co. International PLC - SWAP/CDSWAP/CDS: (CMBX.NA.15.BBB-)	0.04%	5,000,000
230	n/a	CoreVest American Finance Ltd - Corevest American Finance 2021-1 Trust	0.04%	677,664
231	n/a	Citibank NA - SWAP/CDSWAP/CDS: (CMBX.NA.14.BBB-)	0.04%	3,933,500
232	CWALT.2006-7CB 1A1	Countrywide Alternative Loan Trust - Alternative Loan Trust 2006-7CB	0.04%	1,476,606
233	n/a	Government National Mortgage Association - Ginnie Mae	0.04%	610,000
234	INDA.2007-AR1 1A1	IndyMac INDA Mortgage Loan Trust 2007-AR1	0.04%	795,775
235	NCSLT.2004-2 B	National Collegiate Student Loan Trust 2004-2	0.04%	596,743
236	CWALT.2006-28CB A1	Countrywide Alternative Loan Trust - Alternative Loan Trust 2006-28CB	0.04%	1,547,729
237	SMB.2023-B R	SMB Private Education Loan Trust 2023-B	0.04%	1,000
238	n/a	American Home Mortgage Investment Trust 2006-2	0.04%	17,663,707
239	n/a	WaMu Mortgage Pass-Through Certificates Series 2005-AR10 Trust	0.04%	621,639
240	BAYC.2006-1A M1	Bayview Commercial Asset Trust 2006-1	0.04%	603,551
241	n/a	Government National Mortgage Association - Ginnie Mae	0.04%	600,000
242	n/a	Chicago Board of Trade - US 2YR NOTE (CBT) JUN25	0.04%	770
243	n/a	Towd Point Mortgage Trust 2017-5	0.03%	463,856
244	n/a	Steele Creek CLO Ltd - Steele Creek Clo 2017-1 Ltd	0.03%	488,075
245	NCHET.2006-S1 A2B	New Century Home Equity Loan Trust 2006-S1	0.03%	20,536,754
246	n/a	Goldman Sachs & Co. LLC - SWAP/CDSWAP/CDS: (CMBX.NA.8.BBB-)_SGO57V17US02	0.03%	3,387,438
247	n/a	Citibank NA - SWAP/CDSWAP/CDS: (CMBX.NA.7.A)	0.03%	2,377,566
248	n/a	Goldman Sachs & Co. LLC - SWAP/CDSWAP/CDS: (CDX.NA.HY.43 35-100%)	0.03%	2,310,000
249	STCR.2014-1RA A	Steele Creek CLO Ltd - Steele Creek CLO 2014-1 Ltd	0.03%	396,174
250	G2SF.4 3.12	Government National Mortgage Association - Ginnie Mae	0.03%	400,000
251	n/a	Carrington Mortgage Loan Trust Series 2007-RFC1	0.02%	376,213
252	n/a	Bear Stearns Adjustable Rate Mortgage Trust - Bear Stearns ARM Trust 2005-9	0.02%	380,973
253	n/a	Morgan Stanley & Co. International PLC - SWAP/CDSWAP/CDS: (CMBX.NA.8.BBB-)	0.02%	2,528,550
254	n/a	Goldman Sachs & Co. LLC - SWAP/CDSWAP/CDS: (CDX.NA.HY.43 25-35%)	0.02%	2,310,000
255	G2SF.3 3.12	Government National Mortgage Association - Ginnie Mae	0.02%	380,000
256	NCHET.2006-S1 A2A	New Century Home Equity Loan Trust 2006-S1	0.02%	13,503,881
257	n/a	Lehman Brothers Small Balance Commercial Mortgage Trust 2007-2	0.02%	314,877
258	n/a	Oakwood Mortgage Investors Inc. - Oakwood Mortgage Investors Inc	0.02%	326,295
259	n/a	Chicago Board of Trade - US 5YR NOTE (CBT) JUN25	0.02%	498
260	n/a	Goldman Sachs & Co. LLC - SWAP/CDSWAP/CDS: (CMBX.NA.9.BBB-)	0.02%	1,752,000
261	n/a	Citibank NA - SWAP/CDSWAP/CDS: (CMBX.NA.15.A)	0.02%	5,000,000
262	SRANC.2014-3A ALR	Saranac CLO LTD - Saranac CLO III Ltd	0.02%	273,700
263	n/a	Morgan Stanley & Co. International PLC - SWAP/CDSWAP/CDS: (CMBX.NA.8.BBB-)	0.02%	1,897,415
264	NAA.2005-S3 M1	Nomura Asset Acceptance Corporation - Nomura Asset Acceptance Corp Alternative Loan Trust Series 2005-S3	0.02%	10,725
265	n/a	Morgan Stanley & Co. International PLC - SWAP/CDSWAP/CDS: (CMBX.NA.15.A)	0.02%	4,560,000
266	n/a	Citibank NA - SWAP/CDSWAP/CDS: (CMBX.NA.6.BBB-)_SCI63K11US02	0.02%	1,866,046
267	BCM.2000-A A4	Bombardier Capital Mortgage Securitization Corp. - BCMSC Trust 2000-A	0.02%	2,928,137
268	n/a	Chicago Board of Trade - US 10YR NOTE (CBT)JUN25	0.02%	444
269	MASL.2006-1 A	MASTR Second Lien Trust 2006-1	0.01%	3,523,844
270	n/a	Goldman Sachs & Co. LLC - SWAP/CDSWAP/CDS: (CMBX.NA.14.BBB-)	0.01%	1,360,000
271	n/a	JPMorgan Chase Bank NA - TRSWAP: IBXXLLTR INDEX	0.01%	18,640,000
272	n/a	Deutsche Bank AG - SWAP/CDSWAP/CDS: (CMBX.NA.9.BBB-)_SDB58U17US03	0.01%	1,184,200
273	n/a	Goldman Sachs International - BMO48LCM1 GMODUB	0.01%	16,480,000
274	NCHET.2006-S1 A1	New Century Home Equity Loan Trust 2006-S1	0.01%	7,702,890
275	n/a	Goldman Sachs & Co. LLC - SWAP/CDSWAP/CDS: (CMBX.NA.14.A)	0.01%	2,682,000
276	ZAIS7.2017-2A A	Zais Clo 7 llc - Zais Clo 7 Ltd	0.01%	166,323
277	n/a	Morgan Stanley Capital Services LLC - SWAP/CDSWAP/CDS: (CMBX.NA.15.A)	0.01%	3,000,000
278	n/a	Goldman Sachs & Co. LLC - SWAP/CDSWAP/CDS: (CMBX.NA.8.BBB-)_SGO57V17US01	0.01%	1,158,016
279	n/a	Goldman Sachs & Co. LLC - SWAP/CDSWAP/CDS: (CMBX.NA.7.A)_SGO47F17US06	0.01%	675,229
280	CWALT.2004-J11 1CB1	Countrywide Alternative Loan Trust - Alternative Loan Trust 2004-J11	0.01%	134,937
281	n/a	Goldman Sachs & Co. LLC - SWAP/CDSWAP/CDS: (CMBX.NA.12.AA)_SGO61Q17US01	0.01%	6,974,000
282	n/a	Bear Stearns Mortgage Funding Trust 2007-SL2	0.01%	85,609
283	n/a	Mellon Residential Funding Corporation - Mellon Re-REMIC Pass-Through Trust 2004-TBC1	0.01%	104,351
284	n/a	Goldman Sachs & Co. LLC - SWAP/CDSWAP/CDS: (CMBX.NA.8.A)	0.01%	5,481,505
285	n/a	Citibank NA - BMO49GF89 GMODUB	0.01%	8,260,000
286	n/a	Intercontinental Exchange, Inc. - SWAP/CDSWAP/ICE: (ITRAXX.EUR.42.V1)	0.01%	3,624,000
287	GSMS.2006-CC1 A	GS Mortgage Securities Trust - GS Mortgage Securities Corp Trust 2006-CC1	0.00%	102,667
288	n/a	Citibank NA - SWAP/CDSWAP/CDS: (CMBX.NA.13.AA)	0.00%	3,000,000
289	n/a	Citibank NA - SWAP/CDSWAP/CDS: (CMBX.NA.7.A)_SCI47F17US00	0.00%	337,614
290	n/a	Ace Securities Corp. - ACE Securities Corp Home Equity Loan Trust Series 2006-ASL1	0.00%	749,117
291	RFMS2.2005-HS1 AI4	Residential Funding Mortgage Securities II - Home Equity Loan Trust 2005-HS1	0.00%	4,328,989
292	n/a	Goldman Sachs & Co. LLC - SWAP/CDSWAP/CDS: (CMBX.NA.6.AA)_SGO62Q17US00	0.00%	503,160
293	n/a	National Collegiate Student Loan Trust 2007-4	0.00%	75,000
294	n/a	Citibank NA - SWAP/CDSWAP/CDS: (CMBX.NA.8.A)	0.00%	3,082,268
295	JPMRR.2009-10 7A1	JP Morgan ReRemic - JP Morgan Resecuritization Trust Series 2009-10	0.00%	63,999
296	n/a	Citibank NA - SWAP/CDSWAP/CDS: (CMBX.NA.13.AA)	0.00%	2,000,000
297	n/a	Citibank NA - SWAP/CDSWAP/CDS: (CMBX.NA.11.AA)_SCI54X18US00	0.00%	4,626,000
298	n/a	Morgan Stanley Capital Services LLC - SWAP/CDSWAP/CDS: (CMBX.NA.11.AA)_SMO54X18US01	0.00%	4,624,500
299	n/a	Morgan Stanley Capital Services LLC - SWAP/CDSWAP/CDS: (CMBX.NA.11.AA)_SMO54X18US00	0.00%	4,624,500
300	n/a	Citibank NA - SWAP/CDSWAP/CDS: (CMBX.NA.11.AA)_	0.00%	4,000,000
301	n/a	Citibank NA - PURCHASED USD / SOLD EUR	0.00%	1
302	OZLM.2014-7RA SUB	OZLM Ltd - OZLM VII Ltd	0.00%	1,083,456
303	n/a	Morgan Stanley Capital Services LLC - SWAP/CDSWAP/CDS: (CMBX.NA.8.A)	0.00%	1,232,907
304	n/a	Morgan Stanley & Co. International PLC - TRSWAP: JBBB US EQUITY	0.00%	4,523,640
305	NCSLT.2007-3 A3A4	National Collegiate Student Loan Trust 2007-3	0.00%	24,944
306	n/a	Goldman Sachs & Co. LLC - SWAP/CDSWAP/CDS: (CMBX.NA.10.AAA)_SGO59X17US04	0.00%	7,540,000
307	n/a	Chicago Board of Trade - US 10YR ULTRA FUT JUN25	0.00%	11
308	n/a	Deutsche Bank AG - SWAP/CDSWAP/CDS: (CMBX.NA.7.AS)_SDB47M10US00	0.00%	1,103,051
309	n/a	Morgan Stanley Capital Services LLC - SWAP/CDSWAP/CDS: (CMBX.NA.7.AS)_SMO47F17US00	0.00%	877,663
310	n/a	JPMorgan Chase Bank NA - PURCHASED USD / SOLD EUR	0.00%	1
311	n/a	Citibank NA - PURCHASED USD / SOLD EUR	0.00%	1
312	n/a	Deutsche Bank AG - SWAP/CDSWAP/CDS: (CMBX.NA.7.AS)_SDB47F17US01	0.00%	503,185
313	n/a	Deutsche Bank AG - PURCHASED USD / SOLD EUR	0.00%	1
314	n/a	Bank of America NA - SWAP/CDSWAP/CDS: (CMBX.NA.7.AS)_SBA47F17US00	0.00%	297,956
315	n/a	Goldman Sachs & Co. LLC - SWAP/CDSWAP/CDS: (CMBX.NA.7.AS)_SGO47F17US00	0.00%	291,011
316	n/a	Arcap Reit Inc - ARCap 2005-1 Resecuritization Trust	0.00%	8,586,000
317	RFMSI.2005-SA4 2A2	Residential Funding Mtg Sec I - RFMSI Series 2005-SA4 Trust	0.00%	50,789,310
318	n/a	Citibank NA - PURCHASED EUR / SOLD USD	-0.00%	1
319	n/a	Barclays Bank PLC - BMO45BEV4 GMODUB	-0.00%	-52,212,000
320	n/a	Morgan Stanley & Co. International PLC - PURCHASED USD / SOLD EUR	-0.00%	1
321	n/a	Goldman Sachs & Co. LLC - SWAP/CDSWAP/CDS: (CMBX.NA.15.AAA)	-0.00%	2,825,000
322	n/a	Citibank NA - BMO49GF71 GMODUB	-0.00%	-12,380,000
323	n/a	Goldman Sachs International - BMO48LCL3 GMODUB	-0.00%	-24,710,000
324	n/a	Chicago Board of Trade - US ULTRA BOND CBT JUN25	-0.00%	-10
325	n/a	Morgan Stanley & Co. International PLC - SWAP/CDSWAP/CDS: (CMBX.NA.15.AAA)	-0.00%	9,120,000
326	n/a	Citibank NA - SWAP/CDSWAP/CDS: (CMBX.NA.15.AAA)	-0.00%	10,000,000
327	n/a	Citibank NA - SWAP/CDSWAP/CDS: (CMBX.NA.7.AA)	-0.01%	869,841
328	n/a	LCH Ltd. - FSWP: USD 3.810000 31-AUG-2029 SOF	-0.01%	26,000,000
329	n/a	Goldman Sachs & Co. LLC - SWAP/CDSWAP/CDS: (CMBX.NA.9.A)_SGO58U17US0A	-0.01%	4,158,800
330	n/a	Intercontinental Exchange, Inc. - SWAP/CDSWAP/ICE: (CDX.NA.HY.39.V1)	-0.02%	3,880,000
331	n/a	Intercontinental Exchange, Inc. - SWAP/CDSWAP/ICE: (ITRAXX.XO.42.V1)	-0.15%	22,191,195
332	n/a	Intercontinental Exchange, Inc. - SWAP/CDSWAP/ICE: (ITRAXX.FINSR.42.V1)	-0.15%	104,425,000
333	n/a	Intercontinental Exchange, Inc. - SWAP/CDSWAP/ICE: (CDX.NA.IG.43.V1)	-0.32%	198,091,000
334	n/a	UMBS, TBA - Uniform Mortgage-Backed Security, TBA	-1.35%	-20,000,000
335	n/a	UMBS, TBA - Uniform Mortgage-Backed Security, TBA	-2.48%	-40,000,000

As of Feb 28, 2025

Showing 50 of 335

Subscribe to see the full list

Sector	% Weight
United States	96.93%
Other	3.07%