BlackRock U.S. Mortgage Portfolio

Fund Profile

Fund profile

Fund manager

Managed Account Series II

Total assets

$530.99 mm

Liabilities

$113.65 mm

Net assets

$417.34 mm

Number of holdings

816.00

Top 200 of 816 Holdings

As of Oct 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
U.S. Treasury Bills	22.80 mm	22.84 mm principal	5.46	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	20.84 mm	20.90 mm principal	4.99	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	17.94 mm	17.97 mm principal	4.30	Short-term investment vehicle	Long	USA
Uniform Mortgage-Backed Securities	14.92 mm	14.55 mm principal	3.57	ABS-mortgage backed security	Long	USA
Uniform Mortgage-Backed Securities	13.58 mm	17.13 mm principal	3.25	ABS-mortgage backed security	Long	USA
Uniform Mortgage-Backed Securities	13.39 mm	13.78 mm principal	3.21	ABS-mortgage backed security	Long	USA
Uniform Mortgage-Backed Securities	12.75 mm	15.42 mm principal	3.06	ABS-mortgage backed security	Long	USA
Uniform Mortgage-Backed Securities	10.71 mm	10.70 mm principal	2.57	ABS-mortgage backed security	Long	USA
Uniform Mortgage-Backed Securities	10.00 mm	11.62 mm principal	2.40	ABS-mortgage backed security	Long	USA
Uniform Mortgage-Backed Securities	9.63 mm	9.21 mm principal	2.31	ABS-mortgage backed security	Long	USA
Uniform Mortgage-Backed Securities	7.73 mm	8.11 mm principal	1.85	ABS-mortgage backed security	Long	USA
Uniform Mortgage-Backed Securities	7.51 mm	7.92 mm principal	1.80	ABS-mortgage backed security	Long	USA
Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5330, Class FA	6.45 mm	6.44 mm principal	1.55	ABS-mortgage backed security	Long	USA
Uniform Mortgage-Backed Securities	6.04 mm	6.76 mm principal	1.45	ABS-mortgage backed security	Long	USA
Uniform Mortgage-Backed Securities	5.94 mm	6.00 mm principal	1.42	ABS-mortgage backed security	Long	USA
Uniform Mortgage-Backed Securities	5.67 mm	5.78 mm principal	1.36	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	5.15 mm	6.08 mm principal	1.23	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	4.90 mm	6.01 mm principal	1.17	ABS-mortgage backed security	Long	USA
Uniform Mortgage-Backed Securities	4.78 mm	5.18 mm principal	1.15	ABS-mortgage backed security	Long	USA
Uniform Mortgage-Backed Securities	4.68 mm	5.23 mm principal	1.12	ABS-mortgage backed security	Long	USA
Government National Mortgage Association, Series 2022-88, Class IA	4.29 mm	27.18 mm principal	1.03	ABS-mortgage backed security	Long	USA
Government National Mortgage Association, Series 2021-97, Class LI	3.37 mm	20.05 mm principal	0.81	ABS-mortgage backed security	Long	USA
Uniform Mortgage-Backed Securities	3.27 mm	3.21 mm principal	0.78	ABS-mortgage backed security	Long	USA
Uniform Mortgage-Backed Securities	2.99 mm	3.20 mm principal	0.72	ABS-mortgage backed security	Long	USA
Homeward Opportunities Fund I Trust, Series 2020-2, Class B1	2.89 mm	2.99 mm principal	0.69	ABS-mortgage backed security	Long	USA
Government National Mortgage Association, Series 2021-64, Class IH	2.84 mm	18.76 mm principal	0.68	ABS-mortgage backed security	Long	USA
Government National Mortgage Association, Series 2021-58, Class IY	2.84 mm	16.72 mm principal	0.68	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Series 2024-7, Class IA	2.77 mm	22.78 mm principal	0.66	ABS-mortgage backed security	Long	USA
Dreyfus Treasury Prime Cash Management Institutional Shares	2.71 mm	2.71 mm shares	0.65	Short-term investment vehicle	Long	USA
Spruce Hill Mortgage Loan Trust, Series 2020-SH2, Class B1	2.66 mm	2.76 mm principal	0.64	ABS-mortgage backed security	Long	USA
New Residential Mortgage Loan Trust, Series 2022-SFR1, Class F	2.48 mm	2.74 mm principal	0.59	ABS-other	Long	USA
Homeward Opportunities Fund I Trust, Series 2020-2, Class M1	2.48 mm	2.63 mm principal	0.59	ABS-mortgage backed security	Long	USA
Progress Residential Trust, Series 2022-SFR1, Class F	2.32 mm	2.50 mm principal	0.56	ABS-other	Long	USA
Government National Mortgage Association	2.26 mm	2.50 mm principal	0.54	ABS-mortgage backed security	Long	USA
BX Commercial Mortgage Trust, Series 2021-XL2, Class A	2.19 mm	2.21 mm principal	0.53	ABS-mortgage backed security	Long	USA
Government National Mortgage Association Variable Rate Notes, Series 2024-96, Class FL	2.10 mm	2.09 mm principal	0.50	ABS-mortgage backed security	Long	USA
Neuberger Berman Loan Advisers CLO 34 Ltd., Series 2019-34A, Class A1R	2.00 mm	2.00 mm principal	0.48	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5444, Class FC	1.97 mm	1.97 mm principal	0.47	ABS-mortgage backed security	Long	USA
Seasoned Loans Structured Transaction Trust, Series 2020-2, Class M1	1.94 mm	1.97 mm principal	0.47	ABS-mortgage backed security	Long	USA
Seasoned Loans Structured Transaction Trust, Series 2020-3, Class M1	1.94 mm	1.97 mm principal	0.46	ABS-mortgage backed security	Long	USA
BBCMS Mortgage Trust, Series 2024-5C25, Class A3	1.87 mm	1.81 mm principal	0.45	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	1.85 mm	1.84 mm principal	0.44	ABS-mortgage backed security	Long	USA
CWABS Asset-Backed Certificates Trust, Series 2006-22, Class M1	1.85 mm	2.16 mm principal	0.44	ABS-other	Long	USA
Progress Residential Trust, Series 2021-SFR11, Class F	1.82 mm	2.00 mm principal	0.44	ABS-other	Long	USA
New Residential Mortgage Loan Trust, Series 2020-RPL1, Class B3	1.79 mm	2.50 mm principal	0.43	ABS-mortgage backed security	Long	USA
Wells Fargo Commercial Mortgage Trust, Series 2018-1745, Class A	1.77 mm	1.99 mm principal	0.42	ABS-mortgage backed security	Long	USA
Morgan Stanley Capital I Trust, Series 2018-H4, Class A4	1.77 mm	1.82 mm principal	0.42	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association Variable Rate Notes, Series 2023-46, Class FA	1.75 mm	1.74 mm principal	0.42	ABS-mortgage backed security	Long	USA
CWABS Asset-Backed Certificates Trust, Series 2006-18, Class M1	1.72 mm	1.54 mm principal	0.41	ABS-other	Long	USA
Legacy Mortgage Asset Trust, Series 2019-SL2, Class A	1.71 mm	1.80 mm principal	0.41	ABS-mortgage backed security	Long	USA
Ajax Mortgage Loan Trust, Series 2021-F, Class A	1.70 mm	1.72 mm principal	0.41	ABS-mortgage backed security	Long	USA
BX Commercial Mortgage Trust, Series 2023-XL3, Class A	1.68 mm	1.68 mm principal	0.40	ABS-mortgage backed security	Long	USA
BBCMS Mortgage Trust, Series 2020-C7, Class A5	1.66 mm	1.95 mm principal	0.40	ABS-mortgage backed security	Long	USA
Government National Mortgage Association Variable Rate Notes, Series 2024-51, Class TF	1.65 mm	1.64 mm principal	0.39	ABS-mortgage backed security	Long	USA
Home Partners of America Trust, Series 2021-3, Class F	1.61 mm	1.82 mm principal	0.39	ABS-other	Long	USA
Government National Mortgage Association, Series 2023-130, Class OD	1.52 mm	2.00 mm principal	0.36	ABS-mortgage backed security	Long	USA
Barclays Mortgage Trust, Series 2021-NPL1, Class A	1.51 mm	1.54 mm principal	0.36	ABS-mortgage backed security	Long	USA
Cayuga Park CLO Ltd., Series 2020-1A, Class AR	1.50 mm	1.50 mm principal	0.36	ABS-collateralized bond/debt obligation	Long	Cayman Islands
PRET LLC, Series 2024-RN2, Class A1	1.49 mm	1.49 mm principal	0.36	ABS-mortgage backed security	Long	USA
PRET LLC, Series 2024-NPL4, Class A1	1.49 mm	1.49 mm principal	0.36	ABS-mortgage backed security	Long	USA
MFA Trust, Series 2024-NPL1, Class A1	1.49 mm	1.49 mm principal	0.36	ABS-mortgage backed security	Long	USA
BX Commercial Mortgage Trust, Series 2024-AIR2, Class A	1.47 mm	1.47 mm principal	0.35	ABS-mortgage backed security	Long	USA
Carrington Mortgage Loan Trust, Series 2007-FRE1, Class M1	1.46 mm	1.90 mm principal	0.35	ABS-other	Long	USA
BANK, Series 2021-BN38, Class A5	1.44 mm	1.70 mm principal	0.35	ABS-mortgage backed security	Long	USA
Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5443, Class FA	1.42 mm	1.41 mm principal	0.34	ABS-mortgage backed security	Long	USA
Velocity Commercial Capital Loan Trust, Series 2021-4, Class M5	1.38 mm	1.82 mm principal	0.33	ABS-mortgage backed security	Long	USA
PRPM LLC, Series 2022-1, Class A1	1.38 mm	1.39 mm principal	0.33	ABS-mortgage backed security	Long	USA
BX Commercial Mortgage Trust, Series 2022-LP2, Class A	1.35 mm	1.35 mm principal	0.32	ABS-mortgage backed security	Long	USA
Ajax Mortgage Loan Trust, Series 2021-G, Class A	1.34 mm	1.37 mm principal	0.32	ABS-mortgage backed security	Long	USA
Progress Residential Trust, Series 2021-SFR10, Class F	1.30 mm	1.41 mm principal	0.31	ABS-other	Long	USA
Bayview Financial Revolving Asset Trust, Series 2004-B, Class A1	1.27 mm	1.59 mm principal	0.31	ABS-other	Long	USA
Government National Mortgage Association	1.27 mm	1.36 mm principal	0.30	ABS-mortgage backed security	Long	USA
SREIT Trust, Series 2021-MFP2, Class A	1.25 mm	1.25 mm principal	0.30	ABS-mortgage backed security	Long	USA
STWD Trust, Series 2021-FLWR, Class A	1.24 mm	1.24 mm principal	0.30	ABS-mortgage backed security	Long	USA
BX Commercial Mortgage Trust, Series 2020-VIV4, Class A	1.21 mm	1.37 mm principal	0.29	ABS-mortgage backed security	Long	USA
Verus Securitization Trust, Series 2023-INV1, Class M1	1.21 mm	1.20 mm principal	0.29	ABS-mortgage backed security	Long	USA
Washington Mutual Mortgage Pass-Through Certificates Trust, Series 2007-OA5, Class 2A	1.20 mm	1.49 mm principal	0.29	ABS-mortgage backed security	Long	USA
Chase Mortgage Finance Trust, Series 2007-S6, Class 1A1	1.19 mm	2.88 mm principal	0.28	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Series 2020-27, Class IJ	1.17 mm	6.13 mm principal	0.28	ABS-mortgage backed security	Long	USA
CFMT LLC, Series 2023-HB11, Class M2	1.16 mm	1.25 mm principal	0.28	ABS-other	Long	USA
BX Commercial Mortgage Trust, Series 2022-LP2, Class B	1.16 mm	1.17 mm principal	0.28	ABS-mortgage backed security	Long	USA
Lehman XS Trust, Series 2007-16N, Class AF2	1.14 mm	870.05 k principal	0.27	ABS-mortgage backed security	Long	USA
BCAP LLC Trust, Series 2012-RR3, Class 3A8	1.11 mm	1.26 mm principal	0.27	ABS-mortgage backed security	Long	USA
Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5458, Class FB	1.09 mm	1.09 mm principal	0.26	ABS-mortgage backed security	Long	USA
ARES Commercial Mortgage Trust, Series 2024-IND, Class A	1.09 mm	1.09 mm principal	0.26	ABS-mortgage backed security	Long	USA
Spruce Hill Mortgage Loan Trust, Series 2022-SH1, Class A1A	1.09 mm	1.15 mm principal	0.26	ABS-mortgage backed security	Long	USA
Velocity Commercial Capital Loan Trust, Series 2024-5, Class M4	1.08 mm	1.10 mm principal	0.26	ABS-mortgage backed security	Long	USA
Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, Series 2006-6, Class 3CB1	1.07 mm	2.69 mm principal	0.26	ABS-mortgage backed security	Long	USA
Deutsche Mortgage Securities, Inc., Series 2006-PR1, Class CWA1	1.06 mm	1.96 mm principal	0.25	ABS-mortgage backed security	Long	USA
RAAC Trust, Series 2006-SP3, Class M3	1.06 mm	1.11 mm principal	0.25	ABS-other	Long	USA
BMP, Series 2024-MF23, Class A	1.06 mm	1.06 mm principal	0.25	ABS-mortgage backed security	Long	USA
GSAA Trust, Series 2007-3, Class 1A1A	1.05 mm	2.00 mm principal	0.25	ABS-other	Long	USA
CSMC Trust, Series 2015-6R, Class 5A2	1.05 mm	1.38 mm principal	0.25	ABS-mortgage backed security	Long	USA
LEX Mortgage Trust, Series 2024-BBG, Class A	1.04 mm	1.06 mm principal	0.25	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association Variable Rate Notes, Series 2024-48, Class FC	1.03 mm	1.03 mm principal	0.25	ABS-mortgage backed security	Long	USA
Tricon American Homes Trust, Series 2020-SFR1, Class F	1.03 mm	1.05 mm principal	0.25	ABS-other	Long	USA
Wells Fargo Alternative Loan Trust, Series 2007-PA1, Class A1	1.03 mm	1.28 mm principal	0.25	ABS-mortgage backed security	Long	USA
BFLD Mortgage Trust, Series 2024-WRHS, Class A	1.03 mm	1.03 mm principal	0.25	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association Variable Rate Notes, Series 2024-54, Class FD	1.02 mm	1.02 mm principal	0.25	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Series 2020-32, Class PI	1.02 mm	4.86 mm principal	0.24	ABS-mortgage backed security	Long	USA
CFMT LLC, Series 2024-HB13, Class M3	1.02 mm	1.20 mm principal	0.24	ABS-mortgage backed security	Long	USA
Citigroup Mortgage Loan Trust, Series 2007-6, Class 1A2A	1.01 mm	1.35 mm principal	0.24	ABS-mortgage backed security	Long	USA
Benefit Street Partners CLO XXVII Ltd., Series 2022-27A, Class AR	1.00 mm	1.00 mm principal	0.24	ABS-collateralized bond/debt obligation	Long	Jersey
Madison Park Funding XXI Ltd., Series 2016-21A, Class AARR	1.00 mm	1.00 mm principal	0.24	ABS-collateralized bond/debt obligation	Long	Cayman Islands
ACRA Trust, Series 2024-NQM1, Class M1B	999.99 k	1.00 mm principal	0.24	ABS-mortgage backed security	Long	USA
ACRA Trust, Series 2024-NQM1, Class B1	999.56 k	1.00 mm principal	0.24	ABS-mortgage backed security	Long	USA
Velocity Commercial Capital Loan Trust, Series 2021-1, Class M6	995.63 k	1.43 mm principal	0.24	ABS-mortgage backed security	Long	USA
BPR Trust, Series 2021-TY, Class A	991.25 k	1.00 mm principal	0.24	ABS-mortgage backed security	Long	USA
PRET LLC, Series 2024-NPL5, Class A1	989.79 k	1.00 mm principal	0.24	ABS-other	Long	USA
BX Trust, Series 2024-CNYN, Class A	989.07 k	989.07 k principal	0.24	ABS-mortgage backed security	Long	USA
KREF Ltd., Series 2022-FL3, Class A	977.76 k	980.52 k principal	0.23	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Residential Mortgage Loan Trust, Series 2019-2, Class B2	971.43 k	1.00 mm principal	0.23	ABS-mortgage backed security	Long	USA
NYMT Trust, Series 2024-RR1, Class A	962.87 k	969.91 k principal	0.23	ABS-mortgage backed security	Long	USA
Velocity Commercial Capital Loan Trust, Series 2022-1, Class M4	952.07 k	1.23 mm principal	0.23	ABS-mortgage backed security	Long	USA
Residential Mortgage Loan Trust, Series 2019-3, Class B2	950.11 k	1.00 mm principal	0.23	ABS-mortgage backed security	Long	USA
Credit-Based Asset Servicing & Securitization LLC, Series 2007-CB6, Class A4	935.05 k	1.44 mm principal	0.22	ABS-other	Long	USA
One Bryant Park Trust, Series 2019-OBP, Class A	935.03 k	1.07 mm principal	0.22	ABS-mortgage backed security	Long	USA
RASC Trust, Series 2006-EMX9, Class 1A4	934.79 k	1.15 mm principal	0.22	ABS-other	Long	USA
Chase Mortgage Finance Trust, Series 2007-S2, Class 1A9	927.31 k	1.71 mm principal	0.22	ABS-mortgage backed security	Long	USA
CSMC Trust, Series 2022-ATH2, Class A1	925.76 k	937.17 k principal	0.22	ABS-mortgage backed security	Long	USA
Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, Series 2005-11, Class A7	920.01 k	1.12 mm principal	0.22	ABS-mortgage backed security	Long	USA
Progress Residential Trust, Series 2023-SFR1, Class E1	914.13 k	925.00 k principal	0.22	ABS-other	Long	USA
BX Trust, Series 2024-VLT4, Class A	909.57 k	909.00 k principal	0.22	ABS-mortgage backed security	Long	USA
Countrywide Asset-Backed Certificates, Series 2002-BC3, Class M2	908.92 k	933.85 k principal	0.22	ABS-other	Long	USA
Alternative Loan Trust, Series 2006-J4, Class 2A1	906.58 k	1.55 mm principal	0.22	ABS-mortgage backed security	Long	USA
Velocity Commercial Capital Loan Trust, Series 2019-3, Class M6	902.10 k	1.12 mm principal	0.22	ABS-mortgage backed security	Long	USA
Madison Park Funding XIV Ltd., Series 2014-14A, Class AR3	892.38 k	891.05 k principal	0.21	ABS-collateralized bond/debt obligation	Long	Cayman Islands
BX Commercial Mortgage Trust, Series 2024-XL4, Class A	891.37 k	889.39 k principal	0.21	ABS-mortgage backed security	Long	USA
Verus Securitization Trust, Series 2022-4, Class B1	890.96 k	1.00 mm principal	0.21	ABS-mortgage backed security	Long	USA
Washington Mutual Asset-Backed CertificatesTrust, Series 2007-HE2, Class 2A1	886.90 k	2.86 mm principal	0.21	ABS-other	Long	USA
MHP, Series 2022-MHIL, Class A	886.68 k	893.38 k principal	0.21	ABS-mortgage backed security	Long	USA
Velocity Commercial Capital Loan Trust, Series 2019-3, Class M4	880.08 k	1.01 mm principal	0.21	ABS-mortgage backed security	Long	USA
BX Commercial Mortgage Trust, Series 2021-VOLT, Class A	880.02 k	885.00 k principal	0.21	ABS-mortgage backed security	Long	USA
KSL Commercial Mortgage Trust, Series 2023-HT, Class A	877.76 k	876.66 k principal	0.21	ABS-mortgage backed security	Long	USA
BX Trust, Series 2022-LBA6, Class A	876.70 k	880.00 k principal	0.21	ABS-mortgage backed security	Long	USA
BX Commercial Mortgage Trust, Series 2024-MF, Class A	867.47 k	867.75 k principal	0.21	ABS-mortgage backed security	Long	USA
PRET LLC, Series 2024-NPL2, Class A1	862.05 k	860.39 k principal	0.21	ABS-mortgage backed security	Long	USA
Citigroup Mortgage Loan Trust, Series 2015-A, Class B4	859.83 k	937.50 k principal	0.21	ABS-mortgage backed security	Long	USA
GS Mortgage Securities Corp. Trust, Series 2021-STAR, Class B	855.32 k	870.00 k principal	0.20	ABS-mortgage backed security	Long	USA
510 Loan Acquisition Trust, Series 2020-1, Class A	849.38 k	852.33 k principal	0.20	ABS-other	Long	USA
CIFC Funding Ltd., Series 2014-3A, Class A1R2	847.51 k	847.39 k principal	0.20	ABS-collateralized bond/debt obligation	Long	Cayman Islands
BX Commercial Mortgage Trust, Series 2024-XL5, Class A	842.15 k	841.36 k principal	0.20	ABS-mortgage backed security	Long	USA
Alternative Loan Trust, Series 2005-79CB, Class A1	840.91 k	1.73 mm principal	0.20	ABS-mortgage backed security	Long	USA
Bear Stearns Asset-Backed Securities I Trust, Series 2006-HE8, Class 1A3	840.36 k	874.74 k principal	0.20	ABS-other	Long	USA
AMSR Trust, Series 2020-SFR4, Class G2	836.94 k	850.00 k principal	0.20	ABS-other	Long	USA
Securitized Asset-Backed Receivables LLC Trust, Series 2007-BR1, Class A2B	816.75 k	1.90 mm principal	0.20	ABS-other	Long	USA
BX Commercial Mortgage Trust, Series 2024-AIRC, Class A	811.27 k	810.00 k principal	0.19	ABS-mortgage backed security	Long	USA
RMF Buyout Issuance Trust, Series 2021-HB1, Class M6	801.03 k	952.90 k principal	0.19	ABS-mortgage backed security	Long	USA
EQT Trust, Series 2024-EXTR, Class A	795.85 k	795.00 k principal	0.19	ABS-mortgage backed security	Long	USA
Option One Mortgage Loan Trust, Series 2007-FXD1, Class 2A1	792.41 k	940.06 k principal	0.19	ABS-other	Long	USA
Commercial Mortgage Trust, Series 2015-LC19, Class B	777.03 k	806.00 k principal	0.19	ABS-mortgage backed security	Long	USA
Ares LII CLO Ltd., Series 2019-52A, Class A1R	773.39 k	771.37 k principal	0.19	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, Series 2005-9, Class 5A1	772.67 k	996.82 k principal	0.19	ABS-mortgage backed security	Long	USA
CWABS Trust, Series 2006-26, Class M1	768.49 k	882.02 k principal	0.18	ABS-other	Long	USA
OPEN Trust, Series 2023-AIR, Class A	761.40 k	753.40 k principal	0.18	ABS-mortgage backed security	Long	USA
Alternative Loan Trust, Series 2006-6CB, Class 2A10	759.75 k	1.94 mm principal	0.18	ABS-mortgage backed security	Long	USA
Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, Series 2006-2, Class 3CB	756.93 k	1.01 mm principal	0.18	ABS-mortgage backed security	Long	USA
BX Trust, Series 2019-OC11, Class A	749.84 k	826.00 k principal	0.18	ABS-mortgage backed security	Long	USA
BPR Trust, Series 2021-TY, Class E	749.06 k	750.00 k principal	0.18	ABS-mortgage backed security	Long	USA
HONO Mortgage Trust, Series 2021-LULU, Class A	748.88 k	772.00 k principal	0.18	ABS-mortgage backed security	Long	USA
Dryden 38 Senior Loan Fund, Series 2015-38A, Class ARR	741.37 k	740.27 k principal	0.18	ABS-collateralized bond/debt obligation	Long	Cayman Islands
ARES1, Series 2024-IND2, Class A	739.08 k	740.00 k principal	0.18	ABS-mortgage backed security	Long	USA
BX Trust, Series 2024-BIO, Class A	736.98 k	735.00 k principal	0.18	ABS-mortgage backed security	Long	USA
Extended Stay America Trust, Series 2021-ESH, Class F	721.78 k	719.09 k principal	0.17	ABS-mortgage backed security	Long	USA
J.P. Morgan Mortgage Trust, Series 2021-INV5, Class B6	715.47 k	1.48 mm principal	0.17	ABS-mortgage backed security	Long	USA
SREIT Trust, Series 2021-MFP, Class F	713.63 k	717.65 k principal	0.17	ABS-mortgage backed security	Long	USA
Impac Secured Assets Trust, Series 2006-3, Class A1	706.36 k	793.39 k principal	0.17	ABS-mortgage backed security	Long	USA
BX Trust, Series 2021-LBA, Class AJV	703.46 k	705.00 k principal	0.17	ABS-mortgage backed security	Long	USA
Madison Park Funding XL Ltd., Series 9A, Class AR2	700.84 k	700.38 k principal	0.17	ABS-collateralized bond/debt obligation	Long	Cayman Islands
GS Mortgage Securities Corp. Trust, Series 2023-SHIP, Class E	700.53 k	700.00 k principal	0.17	ABS-mortgage backed security	Long	USA
Extended Stay America Trust, Series 2021-ESH, Class A	698.64 k	698.64 k principal	0.17	ABS-mortgage backed security	Long	USA
RFMSI Trust, Series 2005-SA3, Class 1A	694.92 k	1.54 mm principal	0.17	ABS-mortgage backed security	Long	USA
ChaseFlex Trust, Series 2007-1, Class 2A7	690.10 k	1.90 mm principal	0.17	ABS-mortgage backed security	Long	USA
Bear Stearns Asset-Backed Securities I Trust, Series 2007-HE2, Class 1A4	687.79 k	764.44 k principal	0.16	ABS-other	Long	USA
GSMPS Mortgage Loan Trust, Series 2005-RP2, Class 1AF	687.74 k	749.93 k principal	0.16	ABS-mortgage backed security	Long	USA
BX Trust, Series 2022-GPA, Class B	687.03 k	687.03 k principal	0.16	ABS-mortgage backed security	Long	USA
BBCMS Mortgage Trust, Series 2022-C18, Class ASB	681.42 k	650.00 k principal	0.16	ABS-mortgage backed security	Long	USA
Option One Mortgage Loan Trust, Series 2007-FXD1, Class 3A4	667.11 k	694.98 k principal	0.16	ABS-other	Long	USA
CFMT LLC, Series 2024-HB13, Class M2	666.48 k	750.00 k principal	0.16	ABS-mortgage backed security	Long	USA
Western Alliance Bank, Series 2021-CL2, Class M2	663.15 k	639.96 k principal	0.16	ABS-mortgage backed security	Long	USA
WMRK Commercial Mortgage Trust, Series 2022-WMRK, Class A	662.06 k	660.00 k principal	0.16	ABS-mortgage backed security	Long	USA
BSST Mortgage Trust, Series 2021-SSCP, Class A	661.45 k	666.24 k principal	0.16	ABS-mortgage backed security	Long	USA
Dryden 55 CLO Ltd., Series 2018-55A, Class A1	655.88 k	655.87 k principal	0.16	ABS-collateralized bond/debt obligation	Long	Cayman Islands
TTAN MHC, Series 2021-MHC, Class A	654.21 k	655.84 k principal	0.16	ABS-mortgage backed security	Long	USA
Octagon 66 Ltd., Series 2022-1A, Class A1R	653.76 k	650.00 k principal	0.16	ABS-collateralized bond/debt obligation	Long	Cayman Islands
MIRA Trust, Series 2023-MILE, Class A	652.20 k	628.00 k principal	0.16	ABS-mortgage backed security	Long	USA
RALI Trust, Series 2007-QS1, Class 1A5	651.86 k	897.91 k principal	0.16	ABS-mortgage backed security	Long	USA
BX Commercial Mortgage Trust, Series 2021-VINO, Class A	638.24 k	641.85 k principal	0.15	ABS-mortgage backed security	Long	USA
Uniform Mortgage-Backed Securities	635.98 k	637.17 k principal	0.15	ABS-mortgage backed security	Long	USA
Alternative Loan Trust, Series 2006-9T1, Class A4	635.69 k	1.68 mm principal	0.15	ABS-mortgage backed security	Long	USA
BSPRT Issuer Ltd., Series 2022-FL8, Class A	632.30 k	633.29 k principal	0.15	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Uniform Mortgage-Backed Securities	622.23 k	653.08 k principal	0.15	ABS-mortgage backed security	Long	USA
Structured Asset Securities Corp. Mortgage Loan Trust, Series 2007-MN1A, Class A1	621.73 k	1.09 mm principal	0.15	ABS-other	Long	USA
BBCMS Mortgage Trust, Series 2023-C20, Class XA	620.40 k	11.99 mm principal	0.15	ABS-mortgage backed security	Long	USA
MCR Mortgage Trust, Series 2024-HTL, Class A	616.46 k	617.23 k principal	0.15	ABS-mortgage backed security	Long	USA
J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2016-NINE, Class B	615.01 k	654.00 k principal	0.15	ABS-mortgage backed security	Long	USA
BX Commercial Mortgage Trust, Series 2020-VIV3, Class B	614.75 k	683.00 k principal	0.15	ABS-mortgage backed security	Long	USA
BANK, Series 2021-BN35, Class A5	614.38 k	730.00 k principal	0.15	ABS-mortgage backed security	Long	USA
BOCA Commercial Mortgage Trust, Series 2024-BOCA, Class A	612.47 k	610.00 k principal	0.15	ABS-mortgage backed security	Long	USA
J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2016-NINE, Class A	611.84 k	640.00 k principal	0.15	ABS-mortgage backed security	Long	USA