JASSX Holdings List

As of Feb 28, 2025

No.	Symbol	Name	% Weight	Shares
1	n/a	BBH SWEEP VEHICLE	8.53%	31,372,097
2	n/a	Multifamily Trust 2016-1 - MFMT 2016-1 A	1.87%	7,336,140
3	n/a	RBSSP Resecuritization Trust - RBSSP 2009-12 19A2	1.63%	8,157,757
4	UACST.2022-2 D	UNITED AUTO CREDIT SECURITIZATION TRUST 2022-2 - UACST 2022-2 D	1.62%	5,962,478
5	BMARK.2020-IG1 AS	BENCHMARK MORTGAGE TRUST - BMARK 2020-IG1 AS	1.54%	7,000,000
6	n/a	RMF BUYOUT ISSUANCE TRUST 2022-HB1 - RBIT 2022-HB1 M3	1.27%	5,210,000
7	COMM.2013-CR12 AM	Commercial Mortgage Trust 2013-CR - COMM 2013-CR12 AM	0.99%	3,880,138
8	GALLA.5A B	Galleria Cdo V Ltd. - GALLA 5A B	0.97%	3,608,738
9	MS.V0 04.30.30 GMTN	Morgan Stanley - MS FLOAT 04/30/30	0.91%	4,385,000
10	n/a	Fnma Pass-Thru I - FN BY8354	0.90%	3,240,562
11	n/a	TRUPS FINANCIALS NOTE SECURITIZATION LTD - TFINS 2019-2A A1	0.82%	3,000,003
12	n/a	Morgan Stanley Finance LLC. - MS FLOAT 11/29/36	0.80%	3,883,000
13	n/a	Morgan Stanley Finance LLC. - MS 9 08/31/36	0.80%	3,863,000
14	SBALR.2020-RR1 C	SBALR COMMERCIAL MORTGAGE 2020-RR1 TRUST - SBALR 2020-RR1 C	0.78%	4,349,000
15	n/a	Ready Capital Mortgage Trust 2018-4 - RCMT 2018-4 E	0.77%	3,000,000
16	n/a	Fremf 2012 Kf01 Mortgage Trust - FREMF 2017-KF37 B	0.75%	2,848,068
17	n/a	BWAY COMMERCIAL MORTGAGE TRUST 2022-26BW - BWAY 2022-26BW A	0.73%	3,300,000
18	BABS.2021-RM1 M1	BREAN ASSET BACKED SECURITIES TRUST - BABS 2021-RM1 M1	0.73%	3,302,710
19	n/a	MM Community Funding III Ltd/Corp - MMCFND FLOAT 05/01/32	0.68%	2,548,787
20	n/a	ANGEL OAK SB COMMERCIAL MORTGAGE TRUST - AOMT 2020-SBC1 B1	0.66%	3,204,350
21	FREMF.2019-KF63 B	FREMF MORTGAGE TRUST - FREMF 2019-KF63 B	0.65%	2,631,599
22	VCC.2022-2 M5	VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2022-2 - VCC 2022-2 M5	0.64%	2,840,054
23	CSAIL.2015-C2 C	CSAIL 2017-C8 Commercial Mortgage Trust - CSAIL 2015-C2 C	0.64%	2,514,000
24	n/a	La Hipotecaria Panamanian Mortgage Trust 2021-1 - LHIPO 2021-1 GA	0.61%	2,475,209
25	DMSI.2006-PR1 5AF4	Deutsche Mortgage Securities Inc Mortgage Loan Trust - DMSI 2006-PR1 5AF4	0.60%	2,508,117
26	BAYV.2004-B A1	Bayview Financial Revolving Asset Trust - BAYV 2004-B A1	0.59%	2,559,222
27	TPG.2024-WLSC A	TPG TRUST 2024-WLSC - TPG 2024-WLSC A	0.55%	2,000,000
28	RCMT.2019-5 E	Ready Capital Mortgage Trust 2019-5 - RCMT 2019-5 E	0.55%	2,250,000
29	VCC.2021-4 M5	VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2021-4 - VCC 2021-4 M5	0.50%	2,167,541
30	BLX.2007-AA A	Business Loan 07-A - BLX 2007-AA A	0.50%	1,970,206
31	HCCLT.2020-1 M5	HARVEST COMMERCIAL CAPITAL LOAN TRUST - HCCLT 2020-1 M5	0.48%	2,000,000
32	BABS.2025-RM10 A2	BREAN ASSET BACKED SECURITIES TRUST 2025-RM10 - BABS 2025-RM10 A2	0.45%	1,750,000
33	ACHM.2023-HE2 A	ACHM TRUST 2023-HE2 - ACHM 2023-HE2 A	0.45%	1,607,433
34	n/a	BENCHMARK MORTGAGE TRUST - BMARK 2020-IG2 B	0.42%	2,500,000
35	CBAC.2007-1A A	CBA Commercial Assets Small Balance Commercial Mortgage Pass-Through Certificates Series 2006-2 - CBAC 2007-1A A	0.42%	1,672,185
36	WFRBS.2013-C15 B	WF-RBS Commercial Mortgage Trust - WFRBS 2013-C15 B	0.42%	1,713,334
37	n/a	ANGEL OAK SB COMMERCIAL MORTGAGE TRUST - AOMT 2020-SBC1 B2	0.42%	2,124,264
38	n/a	Master Asset Securitization Trust - MASTR 2004-9 4A1	0.41%	2,156,282
39	GSMPS.2004-4 1A2	GS Mortgage Securities Corp - GSMPS 2004-4 1A2	0.41%	1,538,114
40	n/a	Security National Mortgage Loan Tst - SNMLT 2005-2A A4	0.41%	1,500,000
41	JPMBB.2015-C31 B	Jpmbb Coml Mortgage Secs Trust 2015-C31 - JPMBB 2015-C31 B	0.39%	1,520,000
42	n/a	VELOCITY COMMERCIAL CAPITAL LOAN TRUST - VCC 2021-2 M1	0.39%	1,810,611
43	CMHAT.2019-MH1 M	CASCADE MH ASSET TRUST - CMHAT 2019-MH1 M	0.39%	1,500,000
44	n/a	GS MORTGAGE SECURITIES CORPORTAION TRUST 2021-ROSS - GSMS 2021-ROSS A	0.38%	1,470,000
45	n/a	Velocity Commercial Capital Loan Trust 2017-2 - VCC 2017-2 M5	0.38%	1,588,789
46	BANK.2019-BN19 B	BANK 2019-BNK19 - BANK 2019-BN19 B	0.38%	1,625,000
47	n/a	Morgan Stanley Finance LLC. - MS FLOAT 09/29/37	0.38%	2,014,000
48	n/a	Belvedere SPV S.r.l. - BLVDR 1 A	0.38%	7,187,676
49	GOODG.2021-1A C	GOODGREEN TRUST - GOODG 2021-1A C	0.38%	1,672,655
50	GSMS.2011-GC5 B	GS Mortgage Securities Trust 2011-GC5 - GSMS 2011-GC5 B	0.37%	1,500,000
51	MALT.2004-13 10A3	MASTR Alternative Loan Trust - MALT 2004-13 10A3	0.37%	1,606,937
52	CSMC.2014-USA D	CSMC TRUST - CSMC 2014-USA D	0.37%	1,640,000
53	n/a	Napier Park Global Capital - NPRL 2017-1A B1	0.37%	1,500,000
54	n/a	Velocity Commercial Capital Loan Trust 2017-2 - VCC 2017-2 M6	0.37%	1,539,808
55	n/a	VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2022-1 - VCC 2022-1 M5	0.37%	1,846,021
56	CBASS.2004-RP1 B1	C-Bass ABS LLC - CBASS 2004-RP1 B1	0.36%	1,360,918
57	GMACM.2005-AR5 4A1	Residential Asset Mortgage Products, Inc. - GMACM 2005-AR5 4A1	0.36%	1,485,752
58	WPT.2017-WWP A	Worldwide Plaza Tst - WPT 2017-WWP A	0.36%	1,800,000
59	n/a	J.P. Morgan Chase Commercial Mortgage Securities Trust - JPMCC 2007-LD11 AJ	0.35%	5,665,656
60	MS.V9 01.31.37 4523	Morgan Stanley Finance LLC. - MS 9 01/31/37	0.35%	1,707,000
61	n/a	Commercial Mortgage Trust 2013-CR - COMM 2013-CR12 B	0.35%	2,385,000
62	MECA.2007-FF2 A	Mortgage Equity Conversion Asset Trust 2007 Ff2 - MECA 2007-FF2 A	0.34%	1,288,353
63	n/a	CWMBS Inc - CWHL 2005-14 A1	0.34%	2,971,184
64	n/a	Morgan Stanley - MS 10 05/29/30	0.34%	1,628,000
65	HCCLT.2019-1 M5	HARVEST COMMERCIAL CAPITAL LOAN TRUST 2019-1 - HCCLT 2019-1 M5	0.34%	1,300,000
66	n/a	Lstar Commercial Mortgage Trust 2017-5 - LNSTR 2017-5 D	0.34%	1,500,000
67	n/a	J.P. Morgan Chase Commercial Mortgage Securities Trust - JPMCC 2012-WLDN A	0.33%	1,321,191
68	BAYC.2007-3 M1	Bayview Commercial Asset Trust 2007-3 - BAYC 2007-3 M1	0.31%	1,249,792
69	n/a	Bcap Llc Trust - BCAP 2011-RR5 12A1	0.31%	1,164,390
70	STACR.2019-DNA3 B2	Federal Home Loan Mortgage Corp. - STACR 2019-DNA3 B2	0.31%	1,000,000
71	RAST.2003-A9 A3	Indymac Indx Mortgage Loan Trust 2004-Ar14 - RAST 2003-A9 A3	0.31%	1,243,789
72	RBIT.2022-HB1 M4	RMF BUYOUT ISSUANCE TRUST 2022-HB1 - RBIT 2022-HB1 M4	0.31%	1,350,000
73	n/a	Citigroup Global Markets Holdings Inc. - C Float 09/03/41	0.31%	1,700,000
74	VCC.2023-3 M3	VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2023-3 - VCC 2023-3 M3	0.30%	1,071,350
75	n/a	CDC Mortgage Capital Trust 2002-He2 - CDCMC 2004-HE3 M3	0.30%	1,194,986
76	n/a	J.G. WENTWORTH XXXIX LLC - HENDR 2017-2A B	0.30%	1,305,214
77	BAYV.2005-A M1	Bayview Financial Revolving Asset Trust - BAYV 2005-A M1	0.30%	1,165,332
78	n/a	CANAL CENTER ALEXANDRIA VA SENIOR NOTES LEASE BACKED PASS THROUGH TRUST - CANAL 2021-1 A	0.30%	1,730,000
79	JPMCC.2018-PTC A	JP Morgan Chase Commercial Mortgage Securities Corp. - JPMCC 2018-PTC A	0.29%	1,900,000
80	WFRBS.2014-C23 B	WFRBS COMMERCIAL MORTGAGE TRUST - WFRBS 2014-C23 B	0.29%	1,160,000
81	TIMSQU.8.528 08.01.26 144A	Times Square Hotel Tr - TIMSQU 8.528 08/01/26	0.29%	1,066,274
82	n/a	CARBON CAPITAL VI COMMERCIAL MORTGAGE TRUST - CARB 2019-FL2 B	0.29%	2,768,639
83	n/a	Harborview Mtg Loan Trust - HVMLT 2004-7 4A	0.29%	1,144,187
84	ACHM.2023-HE1 B	ACHM TRUST 2023-HE1 - ACHM 2023-HE1 B	0.28%	1,000,000
85	BAYV.2005-D M2	Bayview Financial Mortgage Pass Through Trust 2005 B - BAYV 2005-D M2	0.28%	1,112,000
86	C.F 11.19.40 MTN	Citigroup Global Markets Holdings Inc. - C Float 11/19/40	0.28%	1,575,000
87	n/a	Bx Trust 2017-Appl - BX 2017-CQHP A	0.28%	1,033,019
88	n/a	VERUS SECURITIZATION TRUST 2023-INV3 - VERUS 2023-INV3 B1	0.28%	1,000,000
89	VCC.2019-2 M6	VELOCITY COMMERCIAL CAPITAL LOAN TRUST - VCC 2019-2 M6	0.27%	1,356,930
90	CFCC.2022-A A	CONTINENTAL FINANCE CREDIT CARD ABS MASTER TRUST - CFCC 2022-A A	0.27%	1,000,000
91	n/a	Citigroup Global Markets Holdings Inc. - C Float 01/22/35	0.27%	1,350,000
92	CPS.2021-1A A	CPS AUTO SECURITIZATION TRUST 2021-1 - CPS 2021-1A A	0.27%	1,000,000
93	n/a	WILLIS ENGINE STRUCTURED TRUST VII - WESTF 2023-A A	0.26%	939,566
94	n/a	Citigroup Mortgage Loan Trust Inc. - CMLTI 2005-7 2A2A	0.26%	1,294,120
95	UBS.V0 01.29.31 EMTO	UBS AG, London Branch - UBS Float 01/29/31	0.25%	1,220,000
96	KNFP.V0 07.31.34 MTN	Natixis US Medium Term Note Program LLC - KNFP FLOAT 07/31/34	0.25%	1,414,000
97	LNSTR.2016-4 D	Lstar Commercial Mortgage Trust - LNSTR 2016-4 D	0.25%	1,000,000
98	CD.2017-CD3 AS	CD 2017 Cd3 Mortgage Trust - CD 2017-CD3 AS	0.25%	1,000,000
99	n/a	GS Mortgage Securities Corp - GSMPS 2000-1 A	0.25%	941,425
100	MCAS.2019-01 M10	Federal National Mortgage Association - MCAS 2019-01 M10	0.25%	885,403
101	BAMLL.2020-BOC A	BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST - BAMLL 2020-BOC A	0.24%	1,000,000
102	n/a	Credit Agricole Corporate and Investment Bank - ACAFP Float 05/24/36	0.24%	1,500,000
103	n/a	Hudson's Bay Simon JV Trust - HBCT 2015-HB7 A7	0.24%	901,910
104	n/a	Cd 2016-Cd2 Mortga - CD 2016-CD2 B	0.24%	1,000,000
105	RPIT.2022-1 M1	RMF PROPRIETARY ISSUANCE TRUST 2022-1 - RPIT 2022-1 M1	0.24%	1,000,000
106	GSMS.2016-GS4 C	GS Mortgage Securities Trust 2016-GS4 - GSMS 2016-GS4 C	0.24%	1,000,000
107	GSMS.2013-PEMB A	GS Mortgage Securities Corp II - GSMS 2013-PEMB A	0.24%	1,000,000
108	MS.V9 09.30.36 MTN	Morgan Stanley Finance LLC. - MS 9 09/30/36	0.24%	1,143,000
109	CBSLT.2021-BGS B	COMMONBOND STUDENT LOAN TRUST 2021-B-GS - CBSLT 2021-BGS B	0.24%	1,076,227
110	NCMS.2017-75B A	Natixis Commercial Mortgage Securities Trust 2018-Alxa - NCMS 2017-75B A	0.23%	1,000,000
111	BAFC.2010-R3 4A3	Banc Of America Funding 2004-2 Trust - BAFC 2010-R3 4A3	0.23%	1,025,625
112	MABS.2004-FRE1 M7	MASTR Asset Backed Securities Trust - MABS 2004-FRE1 M7	0.23%	918,573
113	CDMC.2004-1 A7	Cendant Mortgage Corp. & Bishops Gate Residential Mortgage Trust Pass Through Certificates Series 2002 2 - CDMC 2004-1 A7	0.23%	874,560
114	CAFL.2021-2 D	COREVEST AMERICAN FINANCE TRUST - CAFL 2021-2 D	0.23%	1,000,000
115	MS.V0 09.27.28 MTN	Morgan Stanley - MS FLOAT 09/27/28	0.23%	1,015,000
116	n/a	AFN ABSPROP001 LLC - AFN 2019-1A A2	0.23%	980,963
117	n/a	Banc of America Funding Corporation - BAFC 2004-B 3A2	0.22%	1,024,352
118	n/a	Master Asset Securitization Trust - MASTR 2006-2 2A2	0.22%	4,115,543
119	UBS.V8 10.31.31	UBS AG, London Branch - UBS 8 10/31/31	0.22%	1,079,000
120	MS.V13 05.26.37 MTN	Morgan Stanley Finance LLC. - MS 13 05/26/37	0.22%	1,215,000
121	n/a	Cwalt Incorporation - CWALT 2005-12R A4	0.22%	836,629
122	JEF.V0 10.31.37	Jefferies Financial Group Inc - JEF Float 10/31/37	0.22%	1,250,000
123	GSMPS.2004-4 1AF	GS Mortgage Securities Corp - GSMPS 2004-4 1AF	0.22%	902,952
124	n/a	Deutsche Bank AG - DB FLOAT 08/28/34	0.21%	1,257,000
125	BANK.2019-BN20 B	BANK 2019-BNK20 - BANK 2019-BN20 B	0.21%	980,000
126	WFALT.2005-1 2A3	Wells Fargo Alternative Loan Trust 2005-1 - WFALT 2005-1 2A3	0.21%	842,745
127	GNR.2022-82 Z	Government National Mortgage Association - GNR 2022-82 Z	0.21%	1,583,686
128	BSARM.2007-3 2A1	Bear Stearns Arm - BSARM 2007-3 2A1	0.21%	880,592
129	CD.2017-CD4 AM	CD 2017 Cd3 Mortgage Trust - CD 2017-CD4 AM	0.20%	800,000
130	BSARM.2004-8 13A1	Bear Stearns Arm Trust - BSARM 2004-8 13A1	0.20%	838,367
131	JEF.V8 08.31.37 MTN	Jefferies Financial Group Inc - JEF 8 08/31/37	0.20%	1,071,000
132	MALT.2004-7 9A1	MASTR Alternative Loan Trust - MALT 2004-7 9A1	0.20%	733,653
133	JPALT.2006-A1 1A2	JP Morgan Alternative Loan Trust 2006-S3 - JPALT 2006-A1 1A2	0.19%	784,833
134	MS.V0 04.30.35 GMTN	Morgan Stanley - MS FLOAT 04/30/35	0.19%	921,000
135	BAYC.2007-3 M4	Bayview Commercial Asset Trust 2007-3 - BAYC 2007-3 M4	0.19%	744,128
136	VCC.2018-1 M6	Velocity Commercial Capital Loan Trust 2018-1 - VCC 2018-1 M6	0.19%	807,590
137	n/a	Citigroup Inc. - C FLOAT 11/26/33	0.19%	1,037,000
138	VCC.2022-4 M4	VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2022-4 - VCC 2022-4 M4	0.18%	745,222
139	n/a	MELLO MORTGAGE CAPITAL ACCEPTANCE - MELLO 2018-MTG2 B5	0.18%	880,000
140	n/a	Government National Mortgage Association - GNR 2022-113 Z	0.18%	1,263,579
141	n/a	JPMorgan Chase Financial Co LLC - JPM Float 10/21/36	0.18%	1,000,000
142	n/a	Jefferies Financial Group Inc - JEF FLOAT 02/28/38	0.18%	762,000
143	n/a	Salomon Brothers Mortgage Securities VII Inc. - CBASS 2002-CB3 B2	0.18%	648,166
144	INDA.2006-AR1 A2	IndyMac INDA Mortgage Loan Trust - INDA 2006-AR1 A2	0.17%	861,274
145	JPMDB.2017-C5 B	JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST - JPMDB 2017-C5 B	0.17%	825,000
146	MS.V0 10.15.28 MTN	Morgan Stanley - MS FLOAT 10/15/28	0.17%	772,000
147	BANK.2017-BNK8 C	Bank 2017 Bnk8 - BANK 2017-BNK8 C	0.17%	825,000
148	n/a	Citigroup Commercial Mortgage Trust 2018 C5 - CGCMT 2015-GC35 C	0.17%	900,000
149	n/a	Morgan Stanley - MS FLOAT 02/29/36	0.17%	909,000
150	MALT.2004-6 6A1	MASTR Alternative Loan Trust - MALT 2004-6 6A1	0.17%	613,250
151	JEF.V0 08.31.39	Jefferies Financial Group Inc - JEF FLOAT 08/31/39	0.17%	673,000
152	DB.V0 11.26.34 MTN	Deutsche Bank AG - DB FLOAT 11/26/34	0.16%	961,000
153	PEMEX.6.75 09.21.47	Petroleos Mexicanos - PEMEX 6 3/4 09/21/47	0.16%	870,000
154	UBS.V10 04.29.31 2345	UBS AG, London Branch - UBS 10 04/29/31	0.16%	791,000
155	MS.V9 08.31.37 GMTN	Morgan Stanley Finance LLC. - MS 9 08/31/37	0.16%	869,000
156	SARM.2006-1 2A2	Structured Adjustable Rate Mortgage Loan Trust - SARM 2006-1 2A2	0.16%	659,836
157	GSMS.2015-GS1 C	GS Mortgage Securities Trust 2015-Gs1 - GSMS 2015-GS1 C	0.16%	769,082
158	n/a	Morgan Stanley Finance LLC. - MS 9 04/28/37	0.16%	767,000
159	n/a	Select Notes Trust - SELECT 5.91 02/22/33	0.16%	634,876
160	n/a	Banc Of America Funding 2006-I Trust - BAFC 2006-I 4A1	0.16%	687,399
161	MS.V0 03.31.35 GMTN	Morgan Stanley - MS FLOAT 03/31/35	0.16%	888,000
162	n/a	Nomura America Finance LLC - NOMURA FLOAT 07/29/34	0.15%	890,000
163	n/a	Global Mortgage Securitization Ltd. - GMSL 2004-A A3	0.15%	565,455
164	n/a	Morgan Stanley Mortgage Loan Trust - MSM 2005-1 4A1	0.15%	588,191
165	BMARK.2020-IG3 B	BENCHMARK MORTGAGE TRUST - BMARK 2020-IG3 B	0.15%	1,000,000
166	SOCGEN.V21 10.29.32 DmTN	Societe Generale S.A. - SOCGEN 21 10/29/32	0.15%	744,000
167	n/a	NEW RESIDENTIAL MORTGAGE LOAN TRUST - NRZT 2020-RPL1 B3	0.15%	720,000
168	n/a	Bcap Llc Trust - BCAP 2014-RR2 7A2	0.15%	552,207
169	MS.V14 04.30.33 GMTN	Morgan Stanley Finance LLC. - MS 14 04/30/33	0.15%	737,000
170	FNGT.2004-T5 AB1	Federal National Mortgage Association - FNGT 2004-T5 AB1	0.15%	580,189
171	BCAP.2011-RR10 1A2	Bcap Llc Trust - BCAP 2011-RR10 1A2	0.15%	694,868
172	MLCFC.2007-5 AJ	ML-Cfc Commercial Mortgage Trust 2007-8 - MLCFC 2007-5 AJ	0.15%	3,082,714
173	n/a	National City Mortgage Capital Trust - NATCM 2008-1 2A1	0.14%	533,182
174	n/a	UBS-Barclays Commercial Mortgage Trust 2012-C4 - UBSBB 2013-C5 C	0.14%	605,026
175	CWALT.2004-J10 5CB1	Cwalt Incorporation - CWALT 2004-J10 5CB1	0.14%	513,993
176	BSARM.2003-1 1A1	Bear Stearns Arm Trust - BSARM 2003-1 1A1	0.14%	609,699
177	ECLO.2018-3A D	Ellington Clo I Limted - ECLO 2018-3A D	0.14%	500,000
178	ZAIS.2019-13A D1	ZAIS CLO 13 LTD - ZAIS 2019-13A D1	0.14%	500,000
179	STCR.2018-2A D	Steele Creek Clo 2018-2 - STCR 2018-2A D	0.14%	500,000
180	BMARK.2020-B17 E	BENCHMARK MORTGAGE TRUST - BMARK 2020-B17 E	0.14%	900,000
181	FREMF.2017-KF38 B	Fremf 2017 Kf38 Mortgage Trust - FREMF 2017-KF38 B	0.13%	524,337
182	SAIL.2003-BC9 M3	Structured Asset Investment Loan Trust 2006-Bnc3 - SAIL 2003-BC9 M3	0.13%	527,273
183	CSMC.2014-10R 1A2	Csmc Ser 2014-10r - CSMC 2014-10R 1A2	0.13%	1,959,891
184	n/a	MASTR Alternative Loan Trust - MALT 2003-5 8A1	0.13%	490,975
185	n/a	UBS AG, London Branch - UBS Float 09/30/30	0.13%	627,000
186	TPMT.2022-SJ1 B1	TOWD POINT MORTGAGE TRUST 2022-SJ1 - TPMT 2022-SJ1 B1	0.13%	500,000
187	n/a	GOLDMAN HOME IMPROVEMENT TRUST 2022-GRN1 ISSUER TRUST - GHIT 2022-GRN1 D	0.13%	471,306
188	n/a	JP Morgan Alternative Loan Trust 2006-S3 - JPALT 2008-R4 1A1	0.13%	928,080
189	DB.V0 03.27.35 MTN	Deutsche Bank AG - DB FLOAT 03/27/35	0.13%	738,000
190	n/a	Impac CMB Trust - IMM 2005-8 2M1	0.13%	497,662
191	BMD2.2019-FRR1 5A1	Bmd 2 Re-Remic Tr 2019-Frr1 - BMD2 2019-FRR1 5A1	0.13%	555,000
192	BAYC.2008-1 M1	Bayview Commercial Asset Trust 2008-1 - BAYC 2008-1 M1	0.12%	500,000
193	RAAC.2007-RP3 A	RAAC Series 2007 RP3 Trust - RAAC 2007-RP3 A	0.12%	468,302
194	n/a	BENCHMARK MORTGAGE TRUST - BMARK 2021-B24 A2	0.12%	495,000
195	n/a	Fresb Mortgage Trust - FRESB 2018-SB48 B	0.12%	894,105
196	LLOYDS.V0 11.27.33 MTN	Lloyds Bank plc - LLOYDS FLOAT 11/27/33	0.12%	655,000
197	n/a	Bear Stearns Asset Backed Securities Trust - BSABS 2003-AC7 A1	0.12%	528,692
198	MELLO.2021-MTG1 B1	MELLO MORTGAGE CAPITAL ACCEPTANCE - MELLO 2021-MTG1 B1	0.12%	541,339
199	BFAT.2007-SR1A A	Bayview Financial Trust 2007 A - BFAT 2007-SR1A A	0.12%	437,369
200	n/a	Barclays Bank plc - BACR FLOAT 09/13/28	0.12%	525,000
201	n/a	VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2023-1 - VCC 2023-1 M1	0.12%	429,872
202	IMM.2005-4 2M2	Impac CMB Trust - IMM 2005-4 2M2	0.12%	441,458
203	n/a	COLT MORTGAGE LOAN TRUST - COLT 2020-2 M1	0.11%	422,000
204	n/a	SUNNOVA HELIOS IX ISSUER LLC - SNVA 2022-B A	0.11%	438,866
205	n/a	VELOCITY COMMERCIAL CAPITAL LOAN TRUST - VCC 2019-3 M3	0.11%	484,764
206	STARM.2007-4 3A1	Starm Mortgage Loan Trust 2007 3 - STARM 2007-4 3A1	0.11%	491,544
207	CGCMT.2015-GC35 D	Citigroup Commercial Mortgage Trust 2018 C5 - CGCMT 2015-GC35 D	0.11%	750,000
208	n/a	Renaissance Mortgage Acceptance Corp. - RAMC 2002-3 M1	0.11%	425,887
209	n/a	STWD 2022-FL3 LTD - STWD 2022-FL3 A	0.11%	395,145
210	n/a	J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST - JPMCC 2020-MKST A	0.11%	560,000
211	n/a	Morgan Stanley - MS FLOAT 06/30/30	0.11%	508,000
212	MSC.2012-C4 E	Morgan Stanley Capital I Trust 2011-C2 - MSC 2012-C4 E	0.10%	1,000,000
213	BMARK.2020-B19 B	BENCHMARK MORTGAGE TRUST - BMARK 2020-B19 B	0.10%	500,000
214	SASC.2004-4XS 1M1	Structured Asset Securities Corp. - SASC 2004-4XS 1M1	0.10%	391,934
215	C.V0 04.01.41 dM4n	Citigroup Global Markets Holdings Inc. - C FLOAT 04/01/41	0.10%	553,000
216	n/a	SMB Private Education Loan Trust 2021-A - SMB 2021-A APL	0.10%	391,266
217	TMSQ.2014-1500 A	TMSQ 2014-1500 A	0.10%	500,000
218	n/a	LEGACY MORTGAGE ASSET TRUST - LMAT 2019-SL2 A	0.10%	390,115
219	STWD.2022-FL3 C	STWD 2022-FL3 LTD - STWD 2022-FL3 C	0.10%	408,500
220	n/a	PROVIDENT FUNDING MORTGAGE LOAN TRUST - PFMT 2020-1 B3	0.10%	440,780
221	MS.V0 01.30.35 GMTN	Morgan Stanley - MS FLOAT 01/30/35	0.10%	567,000
222	n/a	Morgan Stanley Finance LLC. - MS 9 06/30/36	0.10%	541,000
223	n/a	GS Finance Corp - GS 6 03/24/31	0.10%	500,000
224	RAST.2003-A10 A5	Indymac Indx Mortgage Loan Trust 2004-Ar14 - RAST 2003-A10 A5	0.10%	392,304
225	BANK.2020-BN27 B	BANK 2020-BNK27 - BANK 2020-BN27 B	0.10%	474,000
226	n/a	Bayview Commercial Asset Trust 2007-3 - BAYC 2007-3 M3	0.10%	394,620
227	MASTR.2006-3 2A1	Mastr Asset Sec Tr - MASTR 2006-3 2A1	0.10%	2,174,712
228	FFML.2002-FF1 M2	First Franklin Mortgage Loan Trust 2005-FF4 - FFML 2002-FF1 M2	0.10%	362,293
229	CWALT.2004-28CB 2A4	Cwalt Incorporation - CWALT 2004-28CB 2A4	0.10%	391,299
230	n/a	Jp Morgan Chase Cmbs 2015-Fl7 - JPMCC 2015-FL7 D	0.10%	453,936
231	MSC.2014-150E AS	MORGAN STANLEY CAPITAL I TRUST - MSC 2014-150E AS	0.10%	420,000
232	FREMF.2018-KF52 B	FREMF MORTGAGE TRUST - FREMF 2018-KF52 B	0.10%	368,477
233	MSC.2014-150E A	MORGAN STANLEY CAPITAL I TRUST - MSC 2014-150E A	0.10%	390,000
234	n/a	JP Morgan Mortgage Trust - JPMMT 2005-S3 1A22	0.10%	821,851
235	n/a	J P Morgan Chase Coml Mtg Secs Tr 2018-Minn - JPMCC 2018-MINN A	0.10%	387,000
236	WFRBS.2013-C15 C	WF-RBS Commercial Mortgage Trust - WFRBS 2013-C15 C	0.09%	455,000
237	CSFB.2004-4 1A5	Credit Suisse First Boston Mortgage Securities Corp. - CSFB 2004-4 1A5	0.09%	363,220
238	n/a	Nomura Asset Acceptance Corp Alternative Loan Trust Series 2004-Ap2 - NAA 2005-AR3 1A1	0.09%	429,539
239	COMM.2015-PC1 D	Commercial Mortgage Trust 2015-PC1 - COMM 2015-PC1 D	0.09%	433,000
240	BMARK.2020-B17 C	BENCHMARK MORTGAGE TRUST - BMARK 2020-B17 C	0.09%	470,000
241	HTS.2021-1 A	HTS FUND I LLC - HTS 2021-1 A	0.09%	384,670
242	n/a	GSR Mtg Loan Trust - GSR 2006-10F 4A1	0.09%	2,344,071
243	CSFB.2002-9 1A2	Credit Suisse First Boston Mortgage Securities Corp. - CSFB 2002-9 1A2	0.09%	375,534
244	n/a	Credit Suisse First Boston Mortgage Securities Corp. - CSMC 2017-PFHP A	0.09%	350,000
245	LNSTR.2016-4 C	Lstar Commercial Mortgage Trust - LNSTR 2016-4 C	0.09%	381,000
246	MS.V0 07.31.35 MTN	Morgan Stanley - MS FLOAT 07/31/35	0.09%	438,000
247	USAUT.2021-1A D	US AUTO FUNDING TRUST 2021-1 - USAUT 2021-1A D	0.09%	3,500,000
248	n/a	GS Mortgage Backed Securities Trust 2019-PJ1 - GSMBS 2019-PJ1 B3	0.09%	401,423
249	MSSTR.2003-1 2A1	Mastr Seasoned Securitization Trust 2005-1 - MSSTR 2003-1 2A1	0.09%	331,543
250	MS.V10 09.30.30 MTN	Morgan Stanley - MS 10 09/30/30	0.09%	428,000
251	C.V0 12.29.34 MTN	Citigroup Inc. - C FLOAT 12/29/34	0.09%	507,000
252	n/a	SMB PRIVATE EDUCATION LOAN TRUST 2023-C - SMB 2023-C B	0.09%	340,000
253	n/a	PHH Mortgage Capital Llc Series 2005 3 - PHHMC 2005-4 A8	0.09%	328,823
254	n/a	Prime Mortgage Trust 2003 1 - PRIME 2003-3 A9	0.09%	320,759
255	ACAFP.V10 04.22.36 MTN	Credit Agricole Corporate and Investment Bank - ACAFP 10 04/22/36	0.09%	500,000
256	AMRES.1999-1 A	Amresco Residential Securities Corporation - AMRES 1999-1 A	0.08%	317,431
257	n/a	Wells Fargo Commercial Mortgage Trust 2012-Lc5 - WFCM 2013-LC12 B	0.08%	321,268
258	CCMFC.2004-3A A1	Chevy Chase Funding Llc - CCMFC 2004-3A A1	0.08%	319,577
259	n/a	JPMBB Commercial Mortgage Securities Trust 2015-C29 - JPMBB 2015-C29 C	0.08%	339,000
260	BBSG.2016-MRP A	Bbsg Mortgage Trust 2016-Mrp - BBSG 2016-MRP A	0.08%	350,000
261	SLMA.2004-B A4	SLM Private Education Loan Trust 2012-E - SLMA 2004-B A4	0.08%	320,191
262	FSMT.2018-3INV B4	Flagstar Mortgage Trust 2018-3Inv - FSMT 2018-3INV B4	0.08%	335,481
263	GS.V0 03.19.29 MTN	Goldman Sachs Group, Inc. - GS Float 03/19/29	0.08%	365,000
264	MS.V0 08.19.30 MTN	Morgan Stanley - MS FLOAT 08/19/30	0.08%	390,000
265	n/a	Credit Suisse First Boston Mortgage Securities Corp. - CSFB 2003-19 1A19	0.08%	292,722
266	CWHL.2005-J2 3A12	CWMBS Inc - CWHL 2005-J2 3A12	0.08%	494,408
267	n/a	GS Mortgage Securities Corp - GSMPS 2004-4 1A3	0.08%	298,429
268	EFMT.2022-1 B2	ELLINGTON FINANCIAL MORTGAGE TRUST 2022-1 - EFMT 2022-1 B2	0.08%	400,000
269	n/a	SUTHERLAND COMMERCIAL MORTGAGE TRUST - SCML 2021-SB10 C	0.08%	351,445
270	MS.V0 11.22.37 DMTN	Morgan Stanley Finance LLC. - MS Float 11/22/37	0.08%	422,000
271	RCLT.2023-3 A	READYCAP LENDING SMALL BUSINESS LOAN TRUST 2023-3 - RCLT 2023-3 A	0.08%	283,284
272	n/a	ACE Securities Corp Home Equity Loan Trust - ACE 2004-IN1 A1	0.08%	331,764
273	n/a	Morgan Stanley - MS 10 08/29/34	0.08%	450,000
274	CWHL.2002-19 1A1	CWMBS Inc - CWHL 2002-19 1A1	0.08%	343,904
275	n/a	Wells Fargo Coml Tr 2016-C36 - WFCM 2016-C36 C	0.08%	375,000
276	n/a	Halcyon Loan Advisors Funding 2013-2 Ltd./LLC - HLA 2013-2A D	0.08%	429,993
277	n/a	Cf 2019-Cf3 Mortgage Trust - CF 2019-CF3 E	0.08%	500,000
278	n/a	Federal National Mortgage Association - FNGT 2003-T4 1A	0.08%	285,439
279	n/a	Bayview Commercial Asset Trust 2007-3 - BAYC 2007-3 M2	0.08%	301,026
280	WFCM.2015-C27 C	Wells Fargo Coml Mtg Tr 2015-C27 - WFCM 2015-C27 C	0.08%	346,000
281	n/a	BFLD TRUST 2020-EYP - BFLD 2020-EYP A	0.07%	350,000
282	n/a	GS Mortgage Securities Corp - GSR 2005-AR4 2A1	0.07%	527,985
283	SASC.2007-WF1 A1	Structured Asset Securities Corp. - SASC 2007-WF1 A1	0.07%	288,004
284	n/a	Jefferies Financial Group Inc - JEF Float 03/20/40	0.07%	280,000
285	n/a	Mid Ocean Cbo 2001-1 Ltd. / Mid Ocean Cbo 2001-1 Del Corp. - MID 2001-1X A1L	0.07%	3,417,418
286	n/a	Petroleos Mexicanos - PEMEX 10 02/07/33	0.07%	250,000
287	n/a	CSAIL 2017-C8 Commercial Mortgage Trust - CSAIL 2015-C3 D	0.07%	420,000
288	n/a	CHNGE MORTGAGE TRUST 2023-1 - CHNGE 2023-1 M1	0.07%	250,000
289	RAMP.2002-SL1 AII4	Residential Asset Mortgage Products, Inc. - RAMP 2002-SL1 AII4	0.07%	275,063
290	COMM.2014-UBS3 AM	COMM MORTGAGE TRUST - COMM 2014-UBS3 AM	0.07%	265,156
291	IMSVA.2021-1 GA	IMS Ecuadorian Mortgage 2021-1 Trust - IMSVA 2021-1 GA	0.07%	277,900
292	n/a	JP Morgan Mbs - JPMBS 2006-R1 6A1	0.07%	324,132
293	n/a	VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2024-1 - VCC 2024-1 M2	0.07%	247,297
294	n/a	Citigroup Mortgage Loan Trust 2020-EXP1 - CMLTI 2020-EXP1 B1	0.07%	300,000
295	n/a	Delta Funding Home Equity Loan Trust 1998-1 - DELHE 2000-1 M2	0.07%	261,160
296	MS.V9 06.30.37 MTN	Morgan Stanley Finance LLC. - MS 9 06/30/37	0.07%	333,000
297	GNR.2022-196 BE	Government National Mortgage Association - GNR 2022-196 BE	0.07%	340,000
298	BSABS.2006-AC2 21A6	Bear Stearns Asset Backed Securities I Trust 2004 Ac5 - BSABS 2006-AC2 21A6	0.07%	582,640
299	n/a	Cwalt Incorporation - CWALT 2004-27CB A1	0.07%	269,809
300	CNL.2003-1A A1	CNL Commercial Mortgage Loan Trust 2001-1 - CNL 2003-1A A1	0.06%	243,333
301	TYM5.COMDTY	Chicago Board of Trade - US 10YR NOTE (CBT)Jun25	0.06%	170
302	n/a	BENCHMARK 2021-B31 MORTGAGE TRUST - BMARK 2021-B31 C	0.06%	328,000
303	STEAM.2024-1A A	USQ RAIL III LLC - STEAM 2024-1A A	0.06%	239,860
304	n/a	Velocity Commercial Capital Loan Trust 2018-2 - VCC 2018-2 M5	0.06%	273,829
305	RBSGC.2008-A A1	Rbsgc Structured T - RBSGC 2008-A A1	0.06%	278,921
306	SNMLT.2005-2A A3	Security National Mortgage Loan Tst - SNMLT 2005-2A A3	0.06%	233,437
307	HEAT.2002-2 A2	Credit Suisse First Boston Mortgage Securities Corp. - HEAT 2002-2 A2	0.06%	236,013
308	CSMC.2014-USA A2	CSMC TRUST - CSMC 2014-USA A2	0.06%	270,000
309	n/a	Wells Fargo Commercial Mortgage Trust 2012-Lc5 - WELLS FARGO COMMERCIAL MR	0.06%	250,000
310	MSAC.2003-SD1 M2	Morgan Stanley ABS Capital I Inc - MSAC 2003-SD1 M2	0.06%	258,056
311	n/a	CSAIL 2017-Cx10 Commercial Mortgage Trust - CSAIL 2018-C14 D	0.06%	265,000
312	UBS.V0 09.30.30 MtN	UBS AG, London Branch - UBS Float 09/30/30	0.06%	300,000
313	n/a	SEQUOIA MORTGAGE TRUST	0.06%	245,188
314	n/a	MASTR Alternative Loan Trust - MALT 2005-2 6A1	0.06%	300,341
315	n/a	HUNDRED ACRES WOOD TRUST - HAWT 2021-INV1 B1	0.06%	256,797
316	n/a	Morgan Stanley Finance LLC. - MS 8 07/31/37	0.06%	290,000
317	n/a	Morgan Stanley - MS 10 02/28/34	0.06%	345,000
318	SALTT.2021-1A AA	SALT 2021-1 TRUST - SALTT 2021-1A AA	0.06%	244,137
319	FSMT.2019-2 B3	FLAGSTAR MORTGAGE TRUST - FSMT 2019-2 B3	0.06%	265,098
320	n/a	DSLA Mortgage Loan Trust 2004-Ar4 - DSLA 2004-AR4 2A1A	0.06%	285,275
321	n/a	UBS COMMERCIAL MORTGAGE TRUST - UBSCM 2019-C16 C	0.06%	251,000
322	SEMT.2007-2 1B1	Sequoia Mortgage Trust 2004 11 - SEMT 2007-2 1B1	0.06%	263,871
323	SEMT.2003-4 1A1	Sequoia Mortgage Trust 2004 11 - SEMT 2003-4 1A1	0.06%	255,517
324	BMARK.2020-IG3 A4	BENCHMARK MORTGAGE TRUST - BMARK 2020-IG3 A4	0.06%	250,000
325	n/a	Chase Mortgage Finance Corp. - CHASE 2006-A1 2A3	0.06%	257,296
326	NAVSL.2021-A B	NAVIENT PRIVATE EDUCATION REFI LOAN TRUST - NAVSL 2021-A B	0.06%	300,000
327	n/a	CFMT 2022-HB9 LLC 2022-2 - CFMT 2022-HB9 M3	0.06%	230,000
328	DBALT.2007-AB1 PO	Deutsche Alt-B Securities Mortgage Loan Trust Series 2007-AB1 - DBALT 2007-AB1 PO	0.06%	428,120
329	n/a	MASTR Asset Backed Securities Trust - MABS 2005-NC1 M2	0.06%	210,479
330	MS.V0 09.16.31 MTN	Morgan Stanley - MS FLOAT 09/16/31	0.05%	268,200
331	n/a	READY CAPITAL MORTGAGE FINANCING LLC - RCMT 2021-FL7 A	0.05%	201,818
332	WAMU.2003-AR9 1A7	Washington Mutual Mortgage Pass-Through Certificates - WAMU 2003-AR9 1A7	0.05%	210,671
333	RCLT.2019-2 A	READYCAP LENDING SMALL BUSINESS LOAN TRUST - RCLT 2019-2 A	0.05%	201,203
334	NHEL.2003-4 A1	Novastar Mortgage Funding Trust Series 2005-1 - NHEL 2003-4 A1	0.05%	198,057
335	n/a	RMF PROPRIETARY ISSUANCE TRUST 2022-1 - RPIT 2022-1 A1	0.05%	223,669
336	CHEC.2004-1 M2	Chec Loan Trust - CHEC 2004-1 M2	0.05%	196,975
337	CSMC.2021-RPL2 M3	CSMC 2021-RPL2 TRUST - CSMC 2021-RPL2 M3	0.05%	279,423
338	3YM5.COMDTY	Chicago Board of Trade - US 3YR NOTE (CBT) Jun25	0.05%	100
339	SASC.2002-AL1 A3	Structured Asset Securities Corp. - SASC 2002-AL1 A3	0.05%	812,455
340	MS.V0 10.31.34 GMTN	Morgan Stanley - MS FLOAT 10/31/34	0.05%	295,000
341	n/a	RMF PROPRIETARY ISSUANCE TRUST 2022-3 - RPIT 2022-3 A	0.05%	225,000
342	n/a	JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST - JPMDB 2017-C5 AS	0.05%	210,000
343	n/a	Nassau 2018-I Ltd / Llc - NCC 2018-IA E	0.05%	250,000
344	MSC.2014-150E D	MORGAN STANLEY CAPITAL I TRUST - MSC 2014-150E D	0.05%	347,000
345	n/a	BEAR STEARNS ASSET BACKED SECU - BSABS 2001-A B	0.05%	193,708
346	SEMT.2007-4 1A1	Sequoia Mortgage Trust 2004 11 - SEMT 2007-4 1A1	0.05%	278,372
347	MRCD.2019-PARK A	Mrcd 2019-Park Mortgage Trust - MRCD 2019-PARK A	0.05%	210,000
348	n/a	NAVIENT PRIVATE EDUCATION REFI LOAN TRUST - NAVSL 2019-FA B	0.05%	225,000
349	INDX.2004-AR15 3A1	Indymac Indx Mortgage Loan Trust 2004-Ar14 - INDX 2004-AR15 3A1	0.05%	208,283
350	TBMLT.2018-3 B4	Tiaa Bank Mortgage Loan Trust 2018-3 - TBMLT 2018-3 B4	0.05%	233,635
351	MS.V8 12.23.35 GMTN	Morgan Stanley - MS 8 12/23/35	0.05%	241,000
352	WIN.2015-1 B2	WinWater Mortgage Loan Trust 2015-4 - WIN 2015-1 B2	0.05%	197,819
353	n/a	Morgan Stanley - MS FLOAT 05/30/34	0.05%	287,000
354	n/a	Natixis US Medium Term Note Program LLC - KNFP FLOAT 04/30/34	0.05%	282,000
355	n/a	SG Structured Products, Inc. - SOCGEN FLOAT 03/31/26	0.05%	202,000
356	n/a	Morgan Stanley - MS FLOAT 10/31/34	0.05%	279,000
357	SARM.2005-15 1A1	Structured Adjustable Rate Mortgage Loan Trust - SARM 2005-15 1A1	0.05%	331,833
358	n/a	MASTR Alternative Loan Trust - MALT 2004-3 6A1	0.05%	184,125
359	CFGMS.2021-15 A	Capital Funding Mortgage Trust 2021-015 - CFGMS 2021-15 A	0.05%	180,308
360	n/a	Morgan Stanley Finance LLC. - MS 10 07/29/36	0.05%	242,000
361	FNH.2023-1A A1	Fna VII LLC - FNH 2023-1A A1	0.05%	179,606
362	n/a	Structured Adjustable Rate Mortgage Loan Trust - SARM 2007-9 2A1	0.05%	296,504
363	NCSLT.2006-3 B	National Collegiate Stud Ln 06-3 - NCSLT 2006-3 B	0.05%	205,000
364	n/a	Sequoia Mortgage Trust 2004 11 - SEMT 2005-3 B1	0.05%	276,978
365	CARVL.2024-3A A1	CARVAL CLO XI-C LTD - CARVL 2024-3A A1	0.05%	180,000
366	WFRBS.2011-C4 D	WF-RBS Commercial Mortgage Trust - WFRBS 2011-C4 D	0.05%	192,701
367	SPSAC.1997-2 M1F	Southern Pacific Secured Assets Corp. - SPSAC 1997-2 M1F	0.05%	138,477
368	n/a	Cwabs Asset Backed Certificates Series 2007-13 - CWL 2007-13 2A1	0.05%	195,162
369	NOMURA.V0 12.31.33 GMTN	Nomura America Finance LLC - NOMURA FLOAT 12/31/33	0.05%	274,000
370	MHL.2005-3 M2	Mortgageit Mortgage Loan Trust 2006-1 - MHL 2005-3 M2	0.05%	179,729
371	SAST.2003-3 AF5	Saxon Asset Securities Trust 2004-2 - SAST 2003-3 AF5	0.05%	180,973
372	n/a	Tiaa Bank Mortgage Loan Trust 2018-3 - TBMLT 2018-2 B3	0.05%	198,162
373	INDX.2005-AR8 2A1A	Indymac Indx Mortgage Loan Trust 2004-Ar14 - INDX 2005-AR8 2A1A	0.05%	198,701
374	n/a	WELLS FARGO MORTGAGE BACKED SECURITIES TRUST - WFMBS 2018-1 B4	0.05%	234,000
375	JPMMT.2008-R2 2A	JP Morgan Mortgage Trust - JPMMT 2008-R2 2A	0.05%	199,810
376	JEF.V8 09.30.37	Jefferies Financial Group Inc - JEF 8 09/30/37	0.05%	248,000
377	n/a	Jefferies Financial Group Inc - JEF 10 10/31/37	0.05%	240,000
378	n/a	Morgan Stanley - MS FLOAT 07/31/30	0.05%	221,000
379	n/a	Impac CMB Trust - IMM 2005-4 2M1	0.04%	173,561
380	n/a	Morgan Stanley - MS FLOAT 01/30/34	0.04%	247,000
381	MS.V10 08.31.30 MTN	Morgan Stanley - MS 10 08/31/30	0.04%	216,000
382	n/a	Merrill Lynch Mortgage Investors, Inc. - MLCC 2005-B B1	0.04%	184,524
383	FNW.2005-W3 3A	Federal National Mortgage Association - FNW 2005-W3 3A	0.04%	160,850
384	FREMF.2020-KF76 B	FREMF MORTGAGE TRUST - FREMF 2020-KF76 B	0.04%	164,085
385	n/a	Mastr Adjustable Rate Mortgages Trust 2002-3 - MARM 2004-15 4A1	0.04%	161,784
386	SOCGEN.V12.5 01.31.35 MTN	Societe Generale S.A. - SOCGEN 12 1/2 01/31/35	0.04%	203,000
387	n/a	Banc Of America Funding 2006-I Trust - BAFC 2006-H 2A2	0.04%	185,829
388	C.10 03.29.34 mtN	Citigroup Global Markets Holdings Inc. - C 10 03/29/34	0.04%	200,000
389	MSC.2015-MS1 D	Morgan Stanley Capital I Trust 2015-Ms1 - MSC 2015-MS1 D	0.04%	200,000
390	n/a	Citicorp Mortgage Securities Trust - CMSI 2007-4 1A5	0.04%	170,852
391	SARM.2005-4 1A1	Structured Adjustable Rate Mortgage Loan Trust - SARM 2005-4 1A1	0.04%	184,091
392	n/a	JP MORGAN MORTGAGE TRUST - JPMMT 2019-8 B4	0.04%	175,606
393	DB.V0 06.30.34 MTN	Deutsche Bank AG - DB FLOAT 06/30/34	0.04%	245,000
394	n/a	Banc Of America Mortgage Securities Inc. - BOAA 2003-8 1CB1	0.04%	153,797
395	WAMMS.2003-MS7 A12	Washington Mutual Mortgage Securities Corp. - WAMMS 2003-MS7 A12	0.04%	154,157
396	n/a	Morgan Stanley - MS FLOAT 10/08/34	0.04%	238,000
397	n/a	CWMBS Inc - CWHL 2005-14 A2	0.04%	407,029
398	CWALT.2008-2R 2A1	Cwalt Inc Resecuritization Pass-Through Certificates Series 2008-2R - CWALT 2008-2R 2A1	0.04%	367,525
399	n/a	Morgan Stanley - MS 8 02/15/33	0.04%	231,000
400	MASTR.2003-11 8A1	Master Asset Securitization Trust - MASTR 2003-11 8A1	0.04%	166,725
401	MS.V10 12.31.34 0001	Morgan Stanley - MS 10 12/31/34	0.04%	230,000
402	GSMS.2012-BWTR A	GS Mortgage Securities Corp II - GSMS 2012-BWTR A	0.04%	180,030
403	BPR.2022-STAR A	BPR TRUST 2022-STAR - BPR 2022-STAR A	0.04%	155,000
404	n/a	CHNGE MORTGAGE TRUST 2022-2 - CHNGE 2022-2 B2	0.04%	225,000
405	CHASE.2020-CL1 M3	JPMorgan Chase Bank, National Association - CHASE 2020-CL1 M3	0.04%	139,925
406	MALT.2004-6 7A1	MASTR Alternative Loan Trust - MALT 2004-6 7A1	0.04%	150,210
407	n/a	Fort Knox Military Housing Privatization Project - FTKNOX FLOAT 02/15/52	0.04%	180,504
408	MS.V0 09.30.35 MTN	Morgan Stanley - MS FLOAT 09/30/35	0.04%	187,000
409	n/a	Morgan Stanley - MS FLOAT 06/30/35	0.04%	185,000
410	n/a	First Franklin Mortgage Loan Trust - SASC 2005-WF2 M7	0.04%	145,141
411	n/a	Morgan Stanley - MS FLOAT 03/31/31	0.04%	167,000
412	n/a	Morgan Stanley - MS FLOAT 09/30/34	0.04%	231,000
413	IMSA.2003-2 A2	Impac Secured Assets Corp Mortgage Pass-Through Certificates Series 2006-1 - IMSA 2003-2 A2	0.04%	175,329
414	n/a	ELFI Graduate Ln Program 2020-A LLC - ELFI 2020-A A	0.04%	157,746
415	COMM.2016-COR1 C	Comm 2016 Cor1 Mgt - COMM 2016-COR1 C	0.04%	175,500
416	OCMBS.1998-R3 AWAC	OCWEN RESIDENTIAL MBS CORPORAT - OCMBS 1998-R3 AWAC	0.04%	3,414,863
417	n/a	SG Structured Products, Inc. - SOCGEN 0 07/29/31	0.04%	185,000
418	n/a	Government National Mortgage Association - GNR 2017-90 AC	0.04%	166,655
419	MS.V9 11.30.35 GmTN	Morgan Stanley - MS 9 11/30/35	0.04%	176,000
420	COMM.2014-CR16 B	Commercial Mortgage Trust - COMM 2014-CR16 B	0.04%	144,518
421	n/a	Mastr Adjustable Rate Mortgages Trust 2002-3 - MARM 2005-7 3A1	0.04%	222,318
422	n/a	HUNDRED ACRES WOOD TRUST - HAWT 2021-INV1 B2	0.04%	161,952
423	n/a	Citigroup Mortgage Loan Trust Inc. - CMLTI 2009-4 7A5	0.04%	142,170
424	MS.V10 03.31.34 MTN	Morgan Stanley - MS 10 03/31/34	0.04%	209,000
425	WAMMS.2003-AR3 B1	Washington Mutual Mortgage Securities Corp. - WAMMS 2003-AR3 B1	0.04%	156,128
426	CMLTI.2009-10 6A2	Citigroup Mortgage Loan Trust Inc. - CMLTI 2009-10 6A2	0.04%	145,372
427	n/a	Cwalt Incorporation - CWALT 2005-27 2A1	0.04%	152,646
428	n/a	NAVIENT PRIVATE EDUCATION REFI LOAN TRUST - NAVSL 2020-FA B	0.04%	165,000
429	CSFB.2004-6 1A3	Credit Suisse First Boston Mortgage Securities Corp 2005-11 - CSFB 2004-6 1A3	0.04%	137,165
430	LLOYDS.V0 01.31.33 MTN	Lloyds Bank plc - LLOYDS FLOAT 01/31/33	0.04%	200,000
431	CSFB.2003-25 1A11	Credit Suisse First Boston Mortgage Securities Corp. - CSFB 2003-25 1A11	0.03%	132,627
432	n/a	Morgan Stanley Finance LLC. - MS 8 09/29/37	0.03%	168,000
433	n/a	Harborview Mtg Loan Trust - HVMLT 2003-1 A	0.03%	154,453
434	n/a	CFCRE 2016-C6 Mortgage Trust - CFCRE 2011-C2 D	0.03%	132,048
435	n/a	Structured Asset Securities Corp. - SASC 2003-40A 3A1	0.03%	143,179
436	n/a	Federal National Mortgage Association - FNW 2004-W14 3A	0.03%	123,422
437	SEMT.2007-3 1A1	Sequoia Mortgage Trust 2004 11 - SEMT 2007-3 1A1	0.03%	145,709
438	n/a	MASTR Alternative Loan Trust - MALT 2004-1 4A1	0.03%	130,482
439	n/a	Adjustable Rate Mortgage Trust 2005-8 - ARMT 2005-6A 2A2	0.03%	447,362
440	n/a	Morgan Stanley - MS Float 12/27/26	0.03%	138,000
441	n/a	Wells Fargo Commercial Mortgage Trust 2012-Lc5 - WFRBS 2012-C10 C	0.03%	160,000
442	n/a	Credit Suisse First Boston Mortgage Securities Corp. - CSFB 2002-NP14 M1	0.03%	238,030
443	HALO.2007-AR1 4A1	HSI Asset Loan Obligation Trust 2006-2 - HALO 2007-AR1 4A1	0.03%	162,141
444	n/a	CONNECTICUT AVENUE SECURITIES TRUST 2022-R01 - CAS 2022-R01 1B1	0.03%	120,000
445	LMT.2006-2 2A3	Lehman Mortgage Trust - LMT 2006-2 2A3	0.03%	123,657
446	n/a	Chase Mortgage Financial Trust - CHASE 2004-S2 2A4	0.03%	125,453
447	CSFB.2001-26 5A1	Credit Suisse First Boston Mortgage Securities Corp. - CSFB 2001-26 5A1	0.03%	123,336
448	CWALT.2004-J8 2A1	Cwalt Incorporation - CWALT 2004-J8 2A1	0.03%	129,406
449	RBSSP.2010-4 6A2	RBSSP Resecuritization Trust - RBSSP 2010-4 6A2	0.03%	125,190
450	GSMPS.2005-RP3 1AF	GS Mortgage Securities Corp - GSMPS 2005-RP3 1AF	0.03%	148,749
451	NAA.2004-R1 A2	NAAC Reperforming Loan Remic Trust Certificates Series 2004-R2 - NAA 2004-R1 A2	0.03%	131,681
452	GSR.2004-12 1B1	GS Mortgage Securities Corp - GSR 2004-12 1B1	0.03%	557,965
453	n/a	Chevy Chase Funding Llc - CCMFC 2005-4A A2	0.03%	166,928
454	n/a	TRESTLES CLO VII LTD - TREST 2024-7A A1	0.03%	120,000
455	n/a	Bank of Nova Scotia - BNS FLOAT 06/27/33	0.03%	190,000
456	AFC.1999-3 1A	AFC Mortgage Loan - AFC 1999-3 1A	0.03%	145,513
457	SNVA.2022-C C	SUNNOVA HELIOS X ISSUER LLC - SNVA 2022-C C	0.03%	150,244
458	MSC.2014-150E B	MORGAN STANLEY CAPITAL I TRUST - MSC 2014-150E B	0.03%	172,000
459	MS.V10 10.30.30 GMTn	Morgan Stanley - MS 10 10/30/30	0.03%	171,000
460	n/a	JP Morgan Mortgage Trust - JPMMT 2006-A7 2A4R	0.03%	155,837
461	HPA.2020-2 F	Home Partners Of America 2020-2 Trust - HPA 2020-2 F	0.03%	140,784
462	n/a	HSI As Ln 2007-Ar2 - HALO 2007-AR2 4A1	0.03%	154,768
463	CWHL.2005-8R A5	CWMBS Inc - CWHL 2005-8R A5	0.03%	117,891
464	CAS.2018-C03 1M2C	Federal National Mortgage Association - CAS 2018-C03 1M2C	0.03%	114,297
465	MS.V0 08.31.26 MTN	Morgan Stanley - MS Float 08/31/26	0.03%	125,000
466	FSPC.T-61 1A1	Federal Home Loan Mortgage Corp. - FSPC T-61 1A1	0.03%	119,480
467	BNP.V0 04.30.33 DMTN	BNP Paribas SA - BNP FLOAT 04/30/33	0.03%	177,000
468	ARMT.2005-7 2A21	Adjustable Rate Mortgage Trust 2005-8 - ARMT 2005-7 2A21	0.03%	130,616
469	MARP.2006-2 2A1	Mastr Reperforming Loan Trust 2005-2 - MARP 2006-2 2A1	0.03%	123,456
470	BMARK.2019-B9 B	BENCHMARK MORTGAGE TRUST - BMARK 2019-B9 B	0.03%	130,000
471	FHAMS.2004-AA1 A1	First Horizon Mortgage Pass Through Trust 2006 3 - FHAMS 2004-AA1 A1	0.03%	114,217
472	MS.V0 10.30.30 GMTn	Morgan Stanley - MS FLOAT 10/30/30	0.03%	151,000
473	n/a	Argentina (Republic Of) - ARGBON 0 3/4 07/09/30	0.03%	176,000
474	n/a	Federal Home Loan Mortgage Corp. - FSPC T-62 1A1	0.03%	120,554
475	n/a	Saxon Asset Securities Trust 2004-2 - SAST 2004-1 A	0.03%	135,131
476	n/a	Washington Mutual Mortgage Pass-Through Certificates - WAMU 2004-CB3 2A	0.03%	107,528
477	n/a	Government National Mortgage Association - GNR 2022-4 B	0.03%	200,000
478	CBASS.2004-CB3 B1	Citigroup Mortgage Loan Trust Inc. - CBASS 2004-CB3 B1	0.03%	92,241
479	n/a	SUNRUN DEMETER ISSUER 2021-2 LLC - SUNRN 2021-2A A	0.03%	124,592
480	n/a	Strats (SM) Trust For Goldman Sachs Capital I Securities Series 2005-1 - STRATS FLOAT 02/15/34	0.03%	135,000
481	n/a	Impac CMB Trust - IMM 2005-8 2M3	0.03%	107,961
482	HAWT.2021-INV3 B3	HUNDRED ACRE WOOD TRUST 2021-INV3 - HAWT 2021-INV3 B3	0.03%	135,020
483	MS.V0 06.30.31 MTN	Morgan Stanley - MS FLOAT 06/30/31	0.03%	125,000
484	n/a	CHL Mortgage Pass-Through Trust - CWHL 2007-15 2A2	0.03%	288,688
485	FVM5.COMDTY	Chicago Board of Trade - US 5YR NOTE (CBT) Jun25	0.03%	70
486	JEF.V9 08.31.37	Jefferies Financial Group Inc - JEF 9 08/31/37	0.03%	150,000
487	n/a	SUNRUN VULCAN ISSUER LLC - SUNRN 2021-1A A	0.03%	121,702
488	CWALT.2005-72 A3	Cwalt Incorporation - CWALT 2005-72 A3	0.03%	103,495
489	n/a	JP Morgan Chase Commercial Mortgage Securities Corp. - JPMCC 2011-C3 E	0.03%	193,000
490	JPMDB.2020-COR7 B	JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST - JPMDB 2020-COR7 B	0.03%	165,000
491	n/a	SFS AUTO RECEIVABLES SECURITIZATION TRUST 2023-1 - SFAST 2023-1A C	0.03%	100,000
492	n/a	Delta Funding Home Equity Loan Trust 1998-1 - DELHE 1999-3 A2F	0.03%	107,526
493	MS.V0 03.21.27 MTN	Morgan Stanley - MS FLOAT 03/21/27	0.03%	115,000
494	n/a	GCAT 2024-INV1 TRUST - GCAT 2024-INV1 1A2	0.03%	102,716
495	n/a	Washington Mutual Mortgage Pass-Through Certificates - WAMU 2006-AR8 1A1	0.03%	107,824
496	MSC.2012-C4 D	Morgan Stanley Capital I Trust 2011-C2 - MSC 2012-C4 D	0.03%	101,698
497	MHL.2004-2 B2	Mortgageit Mortgage Loan Trust 2006-1 - MHL 2004-2 B2	0.03%	100,205
498	n/a	CWMBS Inc - CWALT 2003-J2 A1	0.03%	98,573
499	n/a	AASET TRUST - AASET 2020-1A A	0.03%	102,887
500	CWALT.2005-6CB 1A6	Cwalt Incorporation - CWALT 2005-6CB 1A6	0.03%	115,022

As of Feb 28, 2025

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Asset Class	% Weight
Bond	85.40%
Cash	14.60%

Sector	% Weight
United States	89.91%
Other	9.59%
Italy	0.40%
XS	0.06%
Spain	0.03%
Argentina	0.01%