MRFC Mortgage Pass-Through Trust, Series 2002-TBC2, Class B1

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Morgan Exchange-Traded Fund Trust 811-22903 0001485894 5493001E1K1DVWDV2464 277 Park Avenue New York 10172 844-457-6383 JPMorgan Limited Duration Bond ETF S000079814 5493000BIWEW3H1AQT90 2025-02-28 2024-11-30 N 918903168.86 18000817.98 900902350.88 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 16788694.78999999 0.00000000 0.00000000 311007.73000000 USD N N/A N/A MRFC Mortgage Pass-Through Trust N/A MRFC Mortgage Pass-Through Trust, Series 2002-TBC2, Class B1 585525GA0 21277.73000000 PA USD 20388.15000000 0.002263081007 Long ABS-MBS CORP US N 2 2032-08-15 Floating 5.57376840 N N N N N N CFMT LLC 98450050957GF5E1CD92 CFMT LLC, Series 2024-HB15, Class A 15723AAA9 1836108.24000000 PA USD 1802331.01000000 0.200058420120 Long ABS-MBS CORP US Y 3 2034-08-25 Variable 3.99999960 N N N N N N BX N/A BX, Series 2024-PALM, Class A 05612UAA0 5000000.00000000 PA USD 5006250.50000000 0.555692911125 Long ABS-MBS CORP US Y 2 2037-06-15 Floating 6.15029040 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 4606, Class FL 3137BR4H5 3273668.03000000 PA USD 3226086.57000000 0.358095032924 Long ABS-MBS USGSE US N 2 2044-12-15 Floating 5.42010960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2014-58, Class FG 3136AKB36 3960445.95000000 PA USD 3902131.16000000 0.433135861637 Long ABS-MBS USGSE US N 2 2044-09-25 Floating 5.19851160 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2015-H23, Class TA 38376RHJ8 7041077.07000000 PA USD 7031028.04000000 0.780442856335 Long ABS-MBS USGA US N 2 2065-09-20 Floating 5.44102920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2015-91, Class AF 3136AQTL4 1980656.60000000 PA USD 2007334.66000000 0.222813788646 Long ABS-MBS USGSE US N 2 2045-12-25 Floating 5.69734920 N N N N N N SBNA Auto Lease Trust N/A SBNA Auto Lease Trust, Series 2024-C, Class A3 78398DAC1 1000000.00000000 PA USD 998794.20000000 0.110865977763 Long ABS-O CORP US Y 2 2028-02-22 Fixed 4.56000000 N N N N N N Palmer Square Loan Funding Ltd. N/A Palmer Square Loan Funding Ltd., Series 2024-1A, Class A1 69703NAA2 5000000.00000000 PA USD 5004675.00000000 0.555518030906 Long ABS-CBDO CORP KY Y 2 2032-10-15 Floating 6.16077000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA UMBS, 30 Year 31418XYT9 162932.78000000 PA USD 163621.21000000 0.018161925078 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 5.50000000 N N N N N N Sequoia Mortgage Trust N/A Sequoia Mortgage Trust, Series 11, Class A 81744AAA6 5931.17000000 PA USD 5236.64000000 0.000581266104 Long ABS-MBS CORP US N 2 2032-12-20 Floating 5.62065120 N N N N N N VOLT XCIV LLC N/A VOLT XCIV LLC, Series 2021-NPL3, Class A1 92873AAA6 1497578.65000000 PA USD 1493410.89000000 0.165768341989 Long ABS-O CORP US Y 2 2051-02-27 Variable 5.23950120 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 4350, Class KF 3137BBHT0 308873.03200000 PA USD 298555.68000000 0.033139627142 Long ABS-MBS USGSE US N 2 2039-01-15 Floating 5.67735120 N Y N N N N World Omni Auto Receivables Trust N/A World Omni Auto Receivables Trust, Series 2024-A, Class A4 98164RAE6 2890000.00000000 PA USD 2902020.09000000 0.322123711539 Long ABS-O CORP US N 2 2029-10-15 Fixed 4.84000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA UMBS, 30 Year 3140KTHN8 3697689.44000000 PA USD 3236870.55000000 0.359292052777 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 3.00000000 N N N N N N Alternative Loan Trust N/A Alternative Loan Trust, Series 2004-J4, Class 1A6 12667FFL4 167.36000000 PA USD 164.49000000 0.000018258360 Long ABS-MBS CORP US N 2 2034-06-25 Variable 5.40000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2017-104, Class LA 3136B0LR5 942268.50000000 PA USD 854045.31000000 0.094798876833 Long ABS-MBS USGSE US N 2 2047-11-25 Fixed 3.00000000 N N N N N N Business Jet Securities LLC N/A Business Jet Securities LLC, Series 2024-1A, Class A 12327CAA2 1180898.33000000 PA USD 1199544.48000000 0.133149222979 Long ABS-O CORP US Y 3 2039-05-15 Fixed 6.19700000 N N N N N N Toyota Lease Owner Trust 254900R64DFTI1MWY364 Toyota Lease Owner Trust, Series 2024-B, Class A3 891943AD4 6000000.00000000 PA USD 5974872.00000000 0.663209724579 Long ABS-O CORP US Y 2 2027-09-20 Fixed 4.21000000 N N N N N N Porsche Innovative Lease Owner Trust N/A Porsche Innovative Lease Owner Trust, Series 2024-2A, Class A4 73328NAF8 2835000.00000000 PA USD 2819000.96000000 0.312908602940 Long ABS-O CORP US Y 2 2030-09-20 Fixed 4.26000000 N N N N N N Connecticut Avenue Securities Trust N/A Connecticut Avenue Securities Trust, Series 2024-R02, Class 1M1 20754GAA8 1621572.94000000 PA USD 1622071.25000000 0.180049618964 Long ABS-MBS CORP US Y 2 2044-02-25 Floating 5.83403040 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 4281, Class FB 3137B6N64 1587531.89000000 PA USD 1568859.18000000 0.174143088700 Long ABS-MBS USGSE US N 2 2043-12-15 Floating 5.47011000 N N N N N N Tricon Residential Trust N/A Tricon Residential Trust, Series 2024-SFR1, Class A 89616UAA0 1390000.00000000 PA USD 1371138.26000000 0.152196101903 Long ABS-O CORP US Y 2 2041-04-17 Fixed 4.65000000 N N N N N N Connecticut Avenue Securities Trust N/A Connecticut Avenue Securities Trust, Series 2022-R08, Class 1M1 20755DAA4 1367515.09000000 PA USD 1402440.60000000 0.155670656051 Long ABS-MBS CORP US Y 2 2042-07-25 Floating 7.28403120 N N N N N N Tesla Auto Lease Trust N/A Tesla Auto Lease Trust, Series 2024-A, Class B 88166VAF3 3000000.00000000 PA USD 3013968.30000000 0.334549942849 Long ABS-O CORP US Y 2 2028-05-22 Fixed 5.55000000 N N N N N N Ballyrock CLO Ltd. 254900Y6C4AXEAZ9T124 Ballyrock CLO Ltd., Series 2020-2A, Class A1R 05875DAJ1 2767201.26000000 PA USD 2768886.49000000 0.307345905723 Long ABS-CBDO CORP KY Y 2 2031-10-20 Floating 5.88900960 N N N N N N BSPRT Issuer Ltd. 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549300M8ZYFG0OCMTT87 GNMA, Series 2010-166, Class GP 38377RVK8 54847.30000000 PA USD 54578.21000000 0.006058171559 Long ABS-MBS USGA US N 2 2039-04-20 Fixed 3.00000000 N N N N N N New Residential Mortgage Loan Trust N/A New Residential Mortgage Loan Trust, Series 2018-4A, Class A1S 64828FCQ3 886568.55000000 PA USD 871672.07000000 0.096755444044 Long ABS-MBS CORP US Y 2 2048-01-25 Floating 5.45218920 N N N N N N ROCK Trust N/A ROCK Trust, Series 2024-CNTR, Class A 74970WAA8 2380000.00000000 PA USD 2387093.35000000 0.264966935391 Long ABS-MBS CORP US Y 2 2041-11-13 Fixed 5.38834000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 FHLMC UMBS, 30 Year 3132DN6Y4 3075625.48000000 PA USD 3087775.09000000 0.342742483353 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 5.00000000 N N N N N N Hilton Grand Vacations Trust N/A Hilton Grand Vacations Trust, Series 2018-AA, Class A 43284BAA0 223780.22000000 PA USD 222001.77000000 0.024642156809 Long ABS-O CORP US Y 2 2032-02-25 Fixed 3.54000000 N N N N N N Commercial Mortgage Trust N/A Commercial Mortgage Trust, Series 2020-CBM, Class A1 20049AAA6 6000000.00000000 PA USD 5955327.60000000 0.661040299670 Long ABS-MBS CORP US Y 2 2037-02-10 Variable 2.31491160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA UMBS, 30 Year 3140JAFA1 3101571.35000000 PA USD 2985065.38000000 0.331341723893 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 4.00000000 N N N N N N FHLMC 5299002OYNAPMJKK2A73 FHLMC STACR REMIC Trust, Series 2024-HQA2, Class A1 35564NDY6 9749999.98000000 PA USD 9765489.80000000 1.083967623179 Long ABS-MBS CORP US Y 2 2044-08-25 Floating 5.98403160 N N N N N N Hilton Grand Vacations Trust N/A Hilton Grand Vacations Trust, Series 2020-AA, Class A 43285HAA6 551517.89000000 PA USD 532725.80000000 0.059132468627 Long ABS-O CORP US Y 2 2039-02-25 Fixed 2.74000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, STRIPS, Series 328, Class S4 31352DC24 2747198.03000000 PA USD 174278.07000000 0.019344834634 Long ABS-MBS USGSE US N 2 2038-02-15 Floating 0.94902120 N N N N N N Countrywide Asset-Backed Certificates N/A Countrywide Asset-Backed Certificates, Series 2003-BC2, Class 2A1 126671YB6 138229.47000000 PA USD 137084.50000000 0.015216355009 Long ABS-O CORP US N 2 2033-06-25 Floating 5.30219160 N N N N N N GM Financial Automobile Leasing Trust N/A GM Financial Automobile Leasing Trust, Series 2024-3, Class A3 38012QAD0 1250000.00000000 PA USD 1243966.38000000 0.138080045943 Long ABS-O CORP US N 2 2027-10-20 Fixed 4.21000000 N N N N N N 20 Times Square Trust N/A 20 Times Square Trust, Series 2018-20TS, Class A 90137LAA8 1728672.93000000 PA USD 1602422.07000000 0.177868563494 Long ABS-MBS CORP US Y 2 2035-05-15 Variable 3.20322960 N N N N N N FHLMC Seasoned Credit Risk Transfer Trust N/A FHLMC Seasoned Credit Risk Transfer Trust, Series 2020-1, Class M55G 35563PPE3 6430733.39540000 PA USD 5780029.35000000 0.641582225238 Long ABS-MBS USGSE US N 2 2059-08-25 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, Multi-Family Structured Pass-Through Certificates, Series Q007, Class APT2 3137FHQC0 869250.76000000 PA USD 870393.30000000 0.096613500802 Long ABS-MBS USGSE US N 2 2047-10-25 Variable 7.41458520 N N N N N N Foundation Finance Trust N/A Foundation Finance Trust, Series 2024-1A, Class A 349941AA2 1971369.76000000 PA USD 1997885.27000000 0.221764908044 Long ABS-O CORP US Y 2 2049-12-15 Fixed 5.50000000 N N N N N N AMSR Trust N/A AMSR Trust, Series 2020-SFR3, Class A 001807AA4 7104239.62000000 PA USD 6915496.31000000 0.767618854945 Long ABS-O CORP US Y 2 2037-09-17 Fixed 1.35500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2006-16, Class HZ 31394V6A3 95836.68000000 PA USD 99046.92000000 0.010994190425 Long ABS-MBS USGSE US N 2 2036-03-25 Fixed 5.50000000 N N N N N N BAMLL Commercial Mortgage Securities Trust 549300UQK6PJ8BF5JQ90 BAMLL Commercial Mortgage Securities Trust, Series 2015-200P, Class A 05526QAA4 3500000.00000000 PA USD 3461906.70000000 0.384271025224 Long ABS-MBS CORP US Y 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5786549.44000000 0.642305954063 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 6.00000000 N N N N N N First Franklin Mortgage Loan Trust N/A First Franklin Mortgage Loan Trust, Series 2004-FF8, Class M4 32027NNT4 209013.46300000 PA USD 138220.25000000 0.015342423056 Long ABS-O CORP US N 2 2034-10-25 Floating 6.30819000 N N N N N N Impac CMB Trust N/A Impac CMB Trust, Series 2005-5, Class A1 45254NPU5 254741.11000000 PA USD 239534.31000000 0.026588265616 Long ABS-MBS CORP US N 2 2035-08-25 Floating 5.34219120 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2012-H29, Class FA 38375BZQ8 353513.66000000 PA USD 353091.28000000 0.039193068999 Long ABS-MBS USGA US N 2 2062-10-20 Floating 5.48602920 N N N N N N Morgan Stanley Mortgage Loan Trust N/A Morgan Stanley Mortgage Loan Trust, Series 2004-5AR, Class 3A3 61748HAT8 59886.09000000 PA USD 58935.36000000 0.006541814431 Long ABS-MBS CORP US N 2 2034-07-25 Variable 5.87169360 N N N N N N Credit Suisse First Boston Mortgage Securities Corp. 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Mortgage Pass-Through Certificates N/A Mellon Residential Funding Corp. Mortgage Pass-Through Certificates, Series 2001-TBC1, Class B1 585525FE3 40844.67000000 PA USD 38233.18000000 0.004243876149 Long ABS-MBS CORP US N 2 2031-11-15 Floating 5.60377080 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2012-H21, Class FA 38375BVU3 450838.52000000 PA USD 449966.15000000 0.049946162262 Long ABS-MBS USGA US N 2 2062-07-20 Floating 5.47103160 N N N N N N AT&T, Inc. 549300Z40J86GGSTL398 AT&T, Inc. 00206RKG6 4335000.00000000 PA USD 3957146.70000000 0.439242576749 Long DBT CORP US N 2 2028-02-01 Fixed 1.65000000 N N N N N N Bayview Commercial Asset Trust N/A Bayview Commercial Asset Trust, Series 2005-2A, Class M1 07324SBQ4 64426.97000000 PA USD 61902.27000000 0.006871140911 Long ABS-MBS CORP US Y 2 2035-08-25 Floating 5.34719160 N N N N N N COMM Mortgage Trust N/A COMM Mortgage Trust, Series 2024-CBM, Class A1 12674GAA2 7000000.00000000 PA USD 7008080.10000000 0.777895639095 Long ABS-MBS CORP US Y 2 2041-12-10 Variable 0.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 5072, Class QC 3137F9AR2 5004204.73000000 PA USD 3929642.34000000 0.436189597702 Long ABS-MBS USGSE US N 2 2050-10-25 Fixed 1.00000000 N N N N N N GMF Floorplan Owner Revolving Trust N/A GMF Floorplan Owner Revolving Trust, Series 2024-4A, Class A2 361886DR2 3000000.00000000 PA USD 2999993.40000000 0.332998731446 Long ABS-O CORP US Y 2 2029-11-15 Floating 5.29999920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2012-93, Class ME 3136A8KR0 876341.10000000 PA USD 818903.51000000 0.090898143311 Long ABS-MBS USGSE US N 2 2042-01-25 Fixed 2.50000000 N N N N N N M&T Equipment 2024-LEAF1 Notes N/A M&T Equipment Notes, Series 2024-1A, Class A2 55376YAB1 4000000.00000000 PA USD 4007236.80000000 0.444802568900 Long ABS-O CORP US Y 2 2031-08-18 Fixed 4.99000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2014-H11, Class JA 38375UKE9 1216962.94000000 PA USD 1214652.78000000 0.134826241580 Long ABS-MBS USGA US N 2 2064-06-20 Floating 5.47103160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA UMBS, 30 Year 31416CD52 122391.95000000 PA USD 127763.72000000 0.014181750094 Long ABS-MBS USGSE US N 2 2039-04-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA UMBS, 30 Year 3140Q7N52 3042499.68000000 PA USD 2914573.80000000 0.323517171106 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 4.00000000 N N N N N N GSR Mortgage Loan Trust N/A GSR Mortgage Loan Trust, Series 2004-10F, Class 7A1 36242DEZ2 59473.21000000 PA USD 58558.34000000 0.006499965278 Long ABS-MBS CORP US N 2 2034-09-25 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 FHLMC UMBS, 30 Year 3132DTJB7 5446287.80000000 PA USD 5468488.50000000 0.607001246545 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2019-74, Class BF 3136B7UH2 4162667.32000000 PA USD 4091537.33000000 0.454159912670 Long ABS-MBS USGSE US N 2 2059-12-25 Floating 5.39850960 N N N N N N Progress Residential Trust N/A Progress Residential Trust, Series 2021-SFR8, Class A 74333TAA7 4436135.94000000 PA USD 4202122.23000000 0.466434816813 Long ABS-O CORP US Y 2 2038-10-17 Fixed 1.51000000 N N N N N N Tesla Auto Lease Trust N/A Tesla Auto Lease Trust, Series 2024-B, Class A4 881934AE3 6500000.00000000 PA USD 6487697.45000000 0.720133257912 Long ABS-O CORP US Y 2 2028-06-20 Fixed 4.88000000 N N N N N N Credit Suisse First Boston Mortgage Securities Corp. N/A Credit Suisse First Boston Mortgage Securities Corp., Series 2004-5, Class 4A1 22541SZL5 203918.86000000 PA USD 202522.26000000 0.022479934679 Long ABS-MBS CORP US N 2 2034-09-25 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2015-H03, Class FD 38375UTT7 2746067.39000000 PA USD 2740364.91000000 0.304180015439 Long ABS-MBS USGA US N 2 2065-01-20 Floating 5.61102840 N N N N N N Bayview Commercial Asset Trust N/A Bayview Commercial Asset Trust, Series 2005-2A, Class A2 07324SBP6 322584.58000000 PA USD 311620.67000000 0.034589838698 Long ABS-MBS CORP US Y 2 2035-08-25 Floating 5.22718920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, Other 3140HMYE8 254962.23000000 PA USD 238257.07000000 0.026446492204 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, Grantor Trust, Whole Loan, Series 2002-T6, Class A4 31392CYH1 321976.93000000 PA USD 311017.32000000 0.034522866956 Long ABS-MBS USGSE US N 2 2041-03-25 Variable 5.25264840 N N N N N N Auxilior Term Funding LLC N/A Auxilior Term Funding LLC, Series 2023-1A, Class A2 05335JAB9 804801.60000000 PA USD 813646.13000000 0.090314575070 Long ABS-O CORP US Y 2 2028-12-15 Fixed 6.18000000 N N N N N N Banc of America Funding Trust N/A Banc of America Funding Trust, Series 2006-1, Class 2A1 05949TBD0 77167.07930000 PA USD 66405.03000000 0.007370946466 Long ABS-MBS CORP US N 2 2036-01-25 Fixed 5.50000000 N N N N N N Alternative Loan Trust N/A Alternative Loan Trust, Series 2004-33, Class 3A3 12667FC52 93359.65000000 PA USD 88358.39000000 0.009807765504 Long ABS-MBS CORP US N 2 2034-12-25 Variable 4.75364160 N N N N N N Carvana Auto Receivables Trust N/A Carvana Auto Receivables Trust, Series 2024-P3, Class A4 146919AD7 4350000.00000000 PA USD 4288227.83000000 0.475992523031 Long ABS-O CORP US N 2 2030-09-10 Fixed 4.31000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2016-58, Class SA 3136ATAB0 5496867.26170000 PA USD 372564.47000000 0.041354589610 Long ABS-MBS USGSE US N 2 2046-08-25 Variable 1.25868600 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 4150, Class F 3137AY3L3 3244359.40000000 PA USD 3174630.01000000 0.352383363957 Long ABS-MBS USGSE US N 2 2043-01-15 Floating 5.29011000 N N N N N N Palmer Square Loan Funding Ltd. N/A Palmer Square Loan Funding Ltd., Series 2022-2A, Class A1 69701NAA4 1958792.64000000 PA USD 1961141.23000000 0.217686326168 Long ABS-CBDO CORP KY Y 2 2030-10-15 Floating 5.92589880 N N N N N N Connecticut Avenue Securities Trust N/A Connecticut Avenue Securities Trust, Series 2024-R06, Class 1A1 20755RAA3 5362314.72000000 PA USD 5365688.69000000 0.595590486000 Long ABS-MBS CORP US Y 2 2044-09-25 Floating 5.88403080 N N N N N N Structured Asset Securities Corp. Mortgage Pass-Through Certificates N/A Structured Asset Securities Corp. Mortgage Pass-Through Certificates, Series 2003-40A, Class 4A 86359BEP2 91160.81000000 PA USD 86337.45000000 0.009583441525 Long ABS-MBS CORP US N 2 2034-01-25 Variable 7.50470760 N N N N N N Metlife Securitization Trust N/A Metlife Securitization Trust, Series 2018-1A, Class A 59166DAA5 1557474.65000000 PA USD 1488348.16000000 0.165206379864 Long ABS-MBS CORP US Y 2 2057-03-25 Variable 3.75000120 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 4515, Class FA 3137BLAT5 837109.35610000 PA USD 824015.79000000 0.091465605478 Long ABS-MBS USGSE US N 2 2038-08-15 Floating 5.69734920 N Y N N N N FS Rialto N/A FS Rialto, Series 2021-FL3, Class A 30323CAA8 4099390.31000000 PA USD 4085755.74000000 0.453518157213 Long ABS-CBDO CORP KY Y 2 2036-11-16 Floating 5.97495960 N N N N N N Benefit Street Partners CLO XIV Ltd. 5493008E17UEFI73RC63 Benefit Street Partners CLO Ltd., Series 2018-14A, Class AR 08179LAL5 5000000.00000000 PA USD 5009065.00000000 0.556005320122 Long ABS-CBDO CORP KY Y 2 2037-10-20 Floating 5.95551960 N N N N N N Structured Asset Mortgage Investments Trust N/A Structured Asset Mortgage Investments Trust, Series 2002-AR2, Class A3 86358HNR6 94409.76000000 PA USD 69892.89000000 0.007758098303 Long ABS-MBS CORP US N 2 2032-07-19 Floating 5.47493040 N N N N N N Lendingpoint Asset Securitization Trust N/A Lendingpoint Asset Securitization Trust, Series 2022-B, Class A 52606WAA6 408683.45000000 PA USD 408039.04000000 0.045292260543 Long ABS-O CORP US Y 2 2029-10-15 Fixed 4.77000000 N N N N N N Business Jet Securities LLC N/A Business Jet Securities LLC, Series 2024-2A, Class A 12326TAA6 6031965.82000000 PA USD 5963838.99000000 0.661985062440 Long ABS-O CORP US Y 3 2039-09-15 Fixed 5.36400000 N N N N N N Goodgreen Trust N/A Goodgreen Trust, Series 2017-2A, Class A 38218QAA8 1085957.07000000 PA USD 984579.39000000 0.109288136393 Long ABS-O CORP US Y 3 2053-10-15 Fixed 3.26000000 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 5000, Class CB 3137FVEN8 3560996.20000000 PA USD 3150029.11000000 0.349652668452 Long ABS-MBS USGSE US N 2 2035-01-25 Fixed 1.25000000 N N N N N N Volvo Financial Equipment LLC N/A Volvo Financial Equipment LLC, Series 2024-1A, Class A3 92887QAC1 3000000.00000000 PA USD 2971889.40000000 0.329879192467 Long ABS-O CORP US Y 2 2028-10-16 Fixed 4.29000000 N N N N N N GLS Auto Select Receivables Trust N/A GLS Auto Select Receivables Trust, Series 2024-4A, Class A2 36271BAC5 1310000.00000000 PA USD 1302997.26000000 0.144632463077 Long ABS-O CORP US Y 2 2029-12-17 Fixed 4.43000000 N N N N N N Clarus Capital Funding LLC N/A Clarus Capital Funding LLC, Series 2024-1A, Class A2 18271JAB8 2500000.00000000 PA USD 2487975.00000000 0.276164780519 Long ABS-O CORP US Y 2 2032-08-20 Fixed 4.71000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA UMBS, 20 Year 31418ARX8 272868.30000000 PA USD 258815.08000000 0.028728427642 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 3.00000000 N N N N N N Banc of America Mortgage Trust N/A Banc of America Mortgage Trust, Series 2004-D, Class 2A2 05949ADG2 57781.14000000 PA USD 55779.40000000 0.006191503434 Long ABS-MBS CORP US N 2 2034-05-25 Variable 6.41851200 N N N N N N MF1 Ltd. N/A MF1 Ltd., Series 2021-FL7, Class A 55284AAA6 2594774.00000000 PA USD 2583273.96000000 0.286742948053 Long ABS-CBDO CORP KY Y 2 2036-10-16 Floating 5.80493160 N N N N N N Tricon American Homes Trust N/A Tricon American Homes Trust, Series 2019-SFR1, Class A 89612LAA4 3246157.99000000 PA USD 3169741.16000000 0.351840702480 Long ABS-O CORP US Y 2 2038-03-17 Fixed 2.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA UMBS, 30 Year 3138WEC64 4873140.84000000 PA USD 4637722.48000000 0.514786366743 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA UMBS, 30 Year 3140KTH81 5523682.87000000 PA USD 4847271.50000000 0.538046270527 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 3.00000000 N N N N N N OAKST Commercial Mortgage Trust N/A OAKST Commercial Mortgage Trust, Series 2023-NLP, Class A 67630KAA0 2000000.00000000 PA USD 2022683.20000000 0.224517473844 Long ABS-MBS CORP US Y 2 2040-03-15 Variable 6.29806320 N N N N N N First Franklin Mortgage Loan Trust N/A First Franklin Mortgage Loan Trust, Series 2002-FF1, Class M1 32027NAR2 40478.10000000 PA USD 43993.93000000 0.004883318370 Long ABS-O CORP US N 2 2032-04-25 Floating 5.75219160 N N N N N N Palmer Square Loan Funding Ltd. N/A Palmer Square Loan Funding Ltd., Series 2024-2A, Class A2 69703RAC9 5000000.00000000 PA USD 5000000.00000000 0.554999106741 Long ABS-CBDO CORP KY Y 3 2033-01-15 Floating 0.00000000 N N N N N N WaMu Mortgage Pass-Through Certificates Trust N/A WaMu Mortgage Pass-Through Certificates Trust, Series 2004-AR11, Class A 92922FYA0 98845.23000000 PA USD 96271.64000000 0.010686134840 Long ABS-MBS CORP US N 2 2034-10-25 Variable 6.96374280 N N N N N N Santander Consumer Auto Receivables Trust N/A Santander Consumer Auto Receivables Trust, Series 2021-AA, Class B 80282YAE6 2472059.07000000 PA USD 2457007.44000000 0.272727386891 Long ABS-O CORP US Y 2 2026-08-17 Fixed 0.71000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 4120, Class KI 3137AVE52 534602.65000000 PA USD 28442.41000000 0.003157102428 Long ABS-MBS USGSE US N 2 2032-10-15 Fixed 3.00000000 N N N N N N Connecticut Avenue Securities Trust N/A Connecticut Avenue Securities Trust, Series 2022-R07, Class 1M1 20754MBZ9 3323670.17000000 PA USD 3427249.36000000 0.380424066676 Long ABS-MBS CORP US Y 2 2042-06-25 Floating 7.67532960 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2015-H14, Class FB 38376RCF1 1602354.85000000 PA USD 1598382.61000000 0.177420184156 Long ABS-MBS USGA US N 2 2065-05-20 Floating 5.40102960 N N N N N N New Century Home Equity Loan Trust N/A New Century Home Equity Loan Trust, Series 2003-5, Class AII 64352VEG2 94476.86000000 PA USD 55734.26000000 0.006186492902 Long ABS-O CORP US N 2 2033-11-25 Floating 0.00001080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2014-66, Class WF 3136ALEZ0 831383.88000000 PA USD 836612.70000000 0.092863860237 Long ABS-MBS USGSE US N 2 2054-10-25 Floating 5.67735120 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA II, 30 Year 3617WJYV7 8531084.50000000 PA USD 7698974.89000000 0.854584837355 Long ABS-MBS USGA US N 2 2051-08-20 Fixed 3.50000000 N N N N N N Connecticut Avenue Securities Trust N/A Connecticut Avenue Securities Trust, Series 2022-R06, Class 1M1 20754NAB1 2256344.54000000 PA USD 2319354.77000000 0.257447965113 Long ABS-MBS CORP US Y 2 2042-05-25 Floating 7.48402920 N N N N N N Connecticut Avenue Securities Trust N/A Connecticut Avenue Securities Trust, Series 2022-R01, Class 1M1 20754LAA7 1348257.13000000 PA USD 1347429.30000000 0.149564411579 Long ABS-MBS CORP US Y 2 2041-12-25 Floating 5.73402960 N N N N N N First Franklin Mortgage Loan Trust N/A First Franklin Mortgage Loan Trust, Series 2002-FF4, Class M1 32027NBU4 578174.28000000 PA USD 502159.97000000 0.055739666958 Long ABS-O CORP US N 2 2033-02-25 Floating 6.27719040 N N N N N N Upstart Securitization Trust N/A Upstart Securitization Trust, Series 2022-4, Class A 91678YAA3 664532.87000000 PA USD 662433.54000000 0.073530004595 Long ABS-O CORP US Y 2 2032-08-20 Fixed 5.98000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 4363, Class FA 3137BCNQ7 1443915.48000000 PA USD 1414438.96000000 0.157002471868 Long ABS-MBS USGSE US N 2 2041-09-15 Floating 5.69734920 N Y N N N N Upstart Securitization Trust N/A Upstart Securitization Trust, Series 2023-1, Class A 91679AAA4 235583.19000000 PA USD 235779.01000000 0.026171427987 Long ABS-O CORP US Y 2 2033-02-20 Fixed 6.59000000 N N N N N N VOLT XCVI LLC N/A VOLT XCVI LLC, Series 2021-NPL5, Class A1 92873FAA5 982005.93000000 PA USD 980912.96000000 0.108881163318 Long ABS-O CORP US Y 2 2051-03-27 Variable 5.11570080 N N N N N N MF1 Ltd. N/A MF1 Ltd., Series 2022-FL8, Class A 55284JAA7 4836512.97000000 PA USD 4823439.88000000 0.535400964964 Long ABS-CBDO CORP KY Y 2 2037-02-19 Floating 5.95617120 N N N N N N PRPM LLC N/A PRPM LLC, Series 2020-6, Class A1 693587AA5 1544628.79000000 PA USD 1546539.19000000 0.171665573798 Long ABS-MBS CORP US Y 2 2025-11-25 Variable 6.36300000 N N N N N N Morgan Stanley Dean Witter Capital I, Inc. Trust N/A Morgan Stanley Dean Witter Capital I, Inc. 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Clemens Treasurer and Principal Financial Officer XXXX