PIMCO FUNDS - PIMCO ABS and Short-Term Investments Portfolio Portföljinnehav

Grundläggande statistik

Portföljvärde	$ 15 003 487 563
Aktuella positioner	2 828

Senaste innehav, resultat, förvaltat kapital (från 13F, 13D)

PIMCO FUNDS - PIMCO ABS and Short-Term Investments Portfolio har redovisat 2 828 totala innehav i sina senaste SEC-arkiveringar. Det senaste portföljvärdet beräknas vara $ 15 003 487 563 USD. Faktiskt förvaltade tillgångar (AUM) är detta värde plus likvida medel (som inte redovisas). PIMCO FUNDS - PIMCO ABS and Short-Term Investments Portfolios största innehav är Uniform Mortgage-Backed Security, TBA (US:US01F0626899) , Uniform Mortgage-Backed Security, TBA (US:US01F0606834) , PIMCO PRV SHORT TERM FLT III MUTUAL FUND (US:US72201W1541) , Uniform Mortgage-Backed Security, TBA (US:US01F0526800) , and UMBS TBA (US:US01F0506844) . PIMCO FUNDS - PIMCO ABS and Short-Term Investments Portfolios nya positioner inkluderar Uniform Mortgage-Backed Security, TBA (US:US01F0626899) , Uniform Mortgage-Backed Security, TBA (US:US01F0606834) , PIMCO PRV SHORT TERM FLT III MUTUAL FUND (US:US72201W1541) , Uniform Mortgage-Backed Security, TBA (US:US01F0526800) , and UMBS TBA (US:US01F0506844) .

PIMCO FUNDS - PIMCO ABS and Short-Term Investments Portfolio - Portföljvärde

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Största ökningarna detta kvartal

Vi använder förändringen i portföljallokeringen eftersom det är det mest meningsfulla måttet. Förändringar kan bero på transaktioner eller förändringar i aktiekurser.

Värde (MM$)	Portfölj % av	ΔPortfölj % av
512,72	6,5635	5,8231
1 168,31	14,9559	4,6449
1 062,97	13,6075	4,4617
105,45	1,3500	0,9465
67,42	0,8631	0,8631
67,42	0,8631	0,8631
64,80	0,8296	0,8296
64,80	0,8296	0,8296
63,68	0,8152	0,8152
63,68	0,8152	0,8152

Största minskningarna detta kvartal

Vi använder förändringen i portföljallokeringen eftersom det är det mest meningsfulla måttet. Förändringar kan bero på transaktioner eller förändringar i aktiepriser.

Värde (MM$)	Portfölj % av	ΔPortfölj % av
582,28	7,4540	−1,4418
3,80	0,0487	−1,3872
1 133,53	14,5108	−1,0747
40,60	0,5197	−1,0280
45,01	0,5762	−0,6218
44,28	0,5669	−0,6158
12,31	0,1576	−0,5562
−0,20	−0,0026	−0,5223
−24,10	−0,3085	−0,2546
−19,47	−0,2493	−0,2493

13F- och fond arkiveringar

Denna blankett lämnades in den 2025-08-28 för rapporteringsperioden 2025-06-30. Denna investerare har inte offentliggjort värdepapper som räknas i aktier, så de aktierelaterade kolumnerna i tabellen nedan har utelämnats. Klicka på länksymbolen för att se hela transaktionshistoriken.

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022-07-28: Viktig notering - Vi har ändrat behandlingen av Δ Portfolio % kolumnen i denna tabell. Tidigare rapporterade vi den som den procentuella förändringen i portföljallokeringen. Vi rapporterar den nu som den råa förändringen i portföljallokeringen (fortfarande rapporterad som en procent). I formeltermer rapporterade vi det tidigare som 100 * (nuvarande allokering - tidigare allokering) / tidigare allokering. Nu rapporterar vi det som (aktuell allokering - tidigare allokering).

Värdepapper	ΔAktier (%)	Värde ($MM)	Portfölj (%)	ΔPortfölj (%)
US01F0626899 / Uniform Mortgage-Backed Security, TBA	1 168,31	79,59	14,9559	4,6449
US01F0606834 / Uniform Mortgage-Backed Security, TBA	1 133,53	15,28	14,5108	−1,0747
US72201W1541 / PIMCO PRV SHORT TERM FLT III MUTUAL FUND	1 062,97	56,66	13,6075	4,4617
US01F0526800 / Uniform Mortgage-Backed Security, TBA	582,28	3,75	7,4540	−1,4418
US01F0506844 / UMBS TBA	512,72	997,64	6,5635	5,8231
US01F0406854 / UMBS TBA	241,14	20,11	3,0870	−0,0953
EW / Edwards Lifesciences Corporation	105,45	234,62	1,3500	0,9465
VERDELITE STATIC CLO LTD BVSTAT 2024 1A A 144A / ABS-CBDO (US92338VAA98)	77,43	−5,92	0,9912	−0,1182
VERDELITE STATIC CLO LTD BVSTAT 2024 1A A 144A / ABS-CBDO (US92338VAA98)	77,43	−5,92	0,9912	−0,1182
MERCEDES BENZ AUTO LEASE TRUST MBALT 2025 A A2A / ABS-O (US58768YAB11)	67,42		0,8631	0,8631
MERCEDES BENZ AUTO LEASE TRUST MBALT 2025 A A2A / ABS-O (US58768YAB11)	67,42		0,8631	0,8631
US31418EYP95 / FNMA 30YR 6.5% 12/01/2053#MA5217	65,60	−8,76	0,8397	−0,1293
DRIVE AUTO RECEIVABLES TRUST DRIVE 2025 1 A2 / ABS-O (US262102AB26)	64,80		0,8296	0,8296
DRIVE AUTO RECEIVABLES TRUST DRIVE 2025 1 A2 / ABS-O (US262102AB26)	64,80		0,8296	0,8296
NISSAN AUTO RECEIVABLES OWNER NAROT 2025 A A2A / ABS-O (US65481GAB14)	63,68		0,8152	0,8152
NISSAN AUTO RECEIVABLES OWNER NAROT 2025 A A2A / ABS-O (US65481GAB14)	63,68		0,8152	0,8152
US05990WAD20 / BANC OF AMERICA FUNDING CORPOR BAFC 2015 R5 1A3 144A	62,23	−1,68	0,7967	−0,0565
US01F0304703 / UMBS 15YR TBA(REG B) 3.0 UMBS TBA 07-01-35	57,45	−1,34	0,7354	−0,1875
US05568QAA31 / BNC MORTGAGE LOAN TRUST BNCMT 2007 3 A1	56,93	−1,70	0,7288	−0,0519
US21H0626851 / Ginnie Mae	55,23		0,7071	0,7071
US01F0306864 / FNMA 30YR TBA 3.0% AUG 20 TO BE ANNOUNCED 3.00000000	53,64	−8,04	0,6867	−0,2378
HYUNDAI AUTO RECEIVABLES TRUST HART 2024 B A3 / ABS-O (US44934QAD34)	52,86	0,28	0,6766	−0,0338
HYUNDAI AUTO RECEIVABLES TRUST HART 2024 B A3 / ABS-O (US44934QAD34)	52,86	0,28	0,6766	−0,0338
RFR USD SOFR/1.75000 06/15/22-30Y LCH / DIR (EZ2TNCR649W7)	51,60	−2,58	0,6605	−0,0534
RFR USD SOFR/1.75000 06/15/22-30Y LCH / DIR (EZ2TNCR649W7)	51,60	−2,58	0,6605	−0,0534
RFR USD SOFR/1.75000 06/15/22-30Y LCH / DIR (EZ2TNCR649W7)	51,60	−2,58	0,6605	−0,0534
US98625UBC53 / GENERATE CLO 3 LTD SER 3A CL A2R V/R REGD 144A P/P 0.00000000	50,75	1,20	0,6497	−0,0263
DIAMETER CAPITAL CLO DCLO 2022 4A A1R 144A / ABS-CBDO (US25255NAQ16)	50,23	0,07	0,6430	−0,0336
DIAMETER CAPITAL CLO DCLO 2022 4A A1R 144A / ABS-CBDO (US25255NAQ16)	50,23	0,07	0,6430	−0,0336
US30227FAA84 / Extended Stay America Trust	49,79	−0,86	0,6374	−0,0396
US3133KQKE51 / FED HM LN PC POOL RA8393 FR 02/53 FIXED 4.5	49,39	−2,43	0,6323	−0,0501
FHLMC MULTIFAMILY STRUCTURED P FHMS Q034 APT2 / ABS-MBS (US3137HLY301)	47,37		0,6064	0,6064
FHLMC MULTIFAMILY STRUCTURED P FHMS Q034 APT2 / ABS-MBS (US3137HLY301)	47,37		0,6064	0,6064
US126670RE07 / COUNTRYWIDE ASSET BACKED CERTI CWL 2005 17 MV2	46,02	−4,05	0,5891	−0,0574
US912810TM09 / United States Treasury Note/Bond	45,45	−2,21	0,5818	−0,0446
US01F0606750 / Uniform Mortgage-Backed Security, TBA	45,18	543,63	0,5784	0,4671
US01F0326821 / Fannie Mae or Freddie Mac	45,01	−40,45	0,5762	−0,6218
US83613FAA93 / Soundview Home Loan Trust, Series 2007-OPT5, Class 1A1	44,42	−0,73	0,5686	−0,0345
US21H0326700 / GNMA2 30YR TBA(REG C) 3.5 TBA 07-01-50	44,28	−20,48	0,5669	−0,6158
WOODWARD CAPITAL MANAGEMENT RCKT 2024 CES5 A1A 144A / ABS-MBS (US74938KAA51)	41,24	−8,33	0,5279	−0,0784
WOODWARD CAPITAL MANAGEMENT RCKT 2024 CES5 A1A 144A / ABS-MBS (US74938KAA51)	41,24	−8,33	0,5279	−0,0784
US12669VAE83 / COUNTRYWIDE ASSET BACKED CERTI CWL 2007 7 2A4	41,16	0,35	0,5270	−0,0260
LCM LTD PARTNERSHIP LCM 31A AR 144A / ABS-CBDO (US50201QAL86)	40,93	0,18	0,5240	−0,0268
LCM LTD PARTNERSHIP LCM 31A AR 144A / ABS-CBDO (US50201QAL86)	40,93	0,18	0,5240	−0,0268
CHASE MORTGAGE FINANCE CORPORA CHASE 2024 RPL3 A1A 144A / ABS-MBS (US161917AB58)	40,86	−1,76	0,5231	−0,0376
CHASE MORTGAGE FINANCE CORPORA CHASE 2024 RPL3 A1A 144A / ABS-MBS (US161917AB58)	40,86	−1,76	0,5231	−0,0376
US01F0526727 / Uniform Mortgage-Backed Security, TBA	40,60	−58,43	0,5197	−1,0280
FNMA TBA 30 YR 7 SINGLE FAMILY MORTGAGE / ABS-MBS (US01F0706907)	38,78		0,4964	0,4964
FNMA TBA 30 YR 7 SINGLE FAMILY MORTGAGE / ABS-MBS (US01F0706907)	38,78		0,4964	0,4964
US44935VAD10 / Hyundai Auto Lease Securitization Trust, Series 2023-C, Class A3	36,91	−18,99	0,4725	−0,1417
SMB PRIVATE EDUCATION LOAN TRU SMB 2024 D A1A 144A / ABS-O (US83207QAA76)	36,30	−2,70	0,4646	−0,0382
SMB PRIVATE EDUCATION LOAN TRU SMB 2024 D A1A 144A / ABS-O (US83207QAA76)	36,30	−2,70	0,4646	−0,0382
RFRF USD SF+26.161/1.2* 9/17/23-7Y* CME / DIR (EZ9PFGBJFFW1)	36,06	−9,92	0,4617	−0,0780
RFRF USD SF+26.161/1.2* 9/17/23-7Y* CME / DIR (EZ9PFGBJFFW1)	36,06	−9,92	0,4617	−0,0780
US040104NE75 / ARGENT SECURITIES INC. ARSI 2005 W2 M2	34,89	0,89	0,4467	−0,0195
RFR USD SOFR/3.25000 06/18/25-10Y LCH / DIR (EZXZ4DC8KGZ4)	34,63		0,4433	0,4433
RFR USD SOFR/3.25000 06/18/25-10Y LCH / DIR (EZXZ4DC8KGZ4)	34,63		0,4433	0,4433
US912810TL26 / TREASURY BOND	33,07	−3,02	0,4233	−0,0363
GOLDEN CREDIT CARD TRUST GCCT 2022 1A A 144A / ABS-MBS (US380881FE74)	31,97	0,83	0,4093	−0,0181
GOLDEN CREDIT CARD TRUST GCCT 2022 1A A 144A / ABS-MBS (US380881FE74)	31,97	0,83	0,4093	−0,0181
RFRF USD SF+26.161/1.2* 06/16/21-30Y LCH / DIR (EZVLVCNVQGL2)	31,95	3,27	0,4090	−0,0080
RFRF USD SF+26.161/1.2* 06/16/21-30Y LCH / DIR (EZVLVCNVQGL2)	31,95	3,27	0,4090	−0,0080
EW / Edwards Lifesciences Corporation	31,52	728,69	0,4034	0,3547
EW / Edwards Lifesciences Corporation	31,52	0,00	0,4034	0,0000
FNMA POOL MA5297 FN 03/54 FIXED 6.5 / ABS-MBS (US31418E3F59)	30,17	−9,14	0,3862	−0,0614
CAPITAL FOUR US CLO C4US 2022 1A AR 144A / ABS-CBDO (US14016CAN65)	30,11	−0,07	0,3855	−0,0207
CAPITAL FOUR US CLO C4US 2022 1A AR 144A / ABS-CBDO (US14016CAN65)	30,11	−0,07	0,3855	−0,0207
US87229WAQ42 / TCI-Symphony CLO Ltd., Series 2016-1A, Class AR2	29,90	−5,69	0,3828	−0,0446
PORSCHE INNOVATIVE LEASE OWNER PILOT 2025 1A A2A 144A / ABS-O (US73329KAB26)	29,37		0,3760	0,3760
PORSCHE INNOVATIVE LEASE OWNER PILOT 2025 1A A2A 144A / ABS-O (US73329KAB26)	29,37		0,3760	0,3760
US32028GAA31 / FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF15 A1	29,35	−1,48	0,3757	−0,0258
M+T BANK AUTO RECEIVABLES TRUS MTBAT 2025 1A A2A 144A / ABS-O (US55287XAB10)	29,24	0,03	0,3744	−0,0197
M+T BANK AUTO RECEIVABLES TRUS MTBAT 2025 1A A2A 144A / ABS-O (US55287XAB10)	29,24	0,03	0,3744	−0,0197
FNMA TBA 30 YR 7 SINGLE FAMILY MORTGAGE / ABS-MBS (US01F0706824)	29,06		0,3720	0,3720
FNMA TBA 30 YR 7 SINGLE FAMILY MORTGAGE / ABS-MBS (US01F0706824)	29,06		0,3720	0,3720
US89176UAN46 / TOWD POINT MORTGAGE TRUST TPMT 2020 2 A1A 144A	28,63	−2,80	0,3665	−0,0305
US92918FAF18 / Voya CLO 2019-3 Ltd	28,29	0,01	0,3622	−0,0191
US126670RF71 / COUNTRYWIDE ASSET BACKED CERTI CWL 2005 17 MV3	27,99	0,56	0,3583	−0,0169
US380881FB36 / GCCT 2021-1A A	25,97	0,89	0,3325	−0,0145
RFRF USD SF+26.161/1.9* 9/23/23-28Y* CME / DIR (EZHGY1W132L4)	25,54	5,52	0,3269	0,0007
RFRF USD SF+26.161/1.9* 9/23/23-28Y* CME / DIR (EZHGY1W132L4)	25,54	5,52	0,3269	0,0007
US89613GAA40 / Tricon American Homes 2020-SFR1	25,51	0,30	0,3265	−0,0163
US78457JAA07 / SMRT, Series 2022-MINI, Class A	25,49	0,36	0,3263	−0,0160
CHASE AUTO OWNER TRUST CHAOT 2024 3A A3 144A / ABS-O (US16144LAC00)	25,30	−0,30	0,3239	−0,0182
CHASE AUTO OWNER TRUST CHAOT 2024 3A A3 144A / ABS-O (US16144LAC00)	25,30	−0,30	0,3239	−0,0182
US881943AD65 / Tesla Electric Vehicle Trust 2023-1	25,22	−0,10	0,3228	−0,0174
ANGEL OAK MORTGAGE TRUST AOMT 2023 7 A1 144A / ABS-MBS (US03466DAA00)	24,58	−3,69	0,3147	−0,0294
ANGEL OAK MORTGAGE TRUST AOMT 2023 7 A1 144A / ABS-MBS (US03466DAA00)	24,58	−3,69	0,3147	−0,0294
US01F0226831 / FEDERAL NATIONAL MORTGAGE ASSOCIATION 30YR TBA AUG	24,39	1,46	0,3122	−0,0688
SFS AUTO RECEIVABLES SECURITIZ SFAST 2025 2A A2 144A / ABS-O (US78398HAB42)	23,99		0,3071	0,3071
US66987XGZ24 / NOVASTAR HOME EQUITY LOAN NHEL 2005 3 M3	23,89	−1,13	0,3058	−0,0199
US35729TAA07 / Fremont Home Loan Trust, Series 2006-C, Class 1A1	23,85	−0,82	0,3053	−0,0188
US17313CAE93 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 WFH3 M2	23,37	0,30	0,2992	−0,0149
US89178WAU27 / TOWD POINT MORTGAGE TRUST 2020-1 SER 2020-1 CL A1 V/R REGD 144A P/P 2.71000000	22,81	−5,54	0,2921	−0,0335
US68389FKR46 / OPTION ONE MORTGAGE LOAN TRUST OOMLT 2006 1 M1	22,40	−4,38	0,2868	−0,0290
US74143JAA97 / PRET 2021-RN3 LLC	21,88	−4,10	0,2801	−0,0274
US84751WAA27 / SPECIALTY UNDERWRITING + RESID SURF 2006 BC3 A1	21,52	−1,35	0,2754	−0,0186
US32028GAF28 / FFML 2006-FF15 A	21,46	0,97	0,2747	−0,0118
US32029AAA51 / FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF18 A1	21,18	−4,34	0,2712	−0,0273
BRIDGECREST LENDING AUTO SECUR BLAST 2025 2 A2 / ABS-O (US10807HAB24)	21,05		0,2695	0,2695
BRIDGECREST LENDING AUTO SECUR BLAST 2025 2 A2 / ABS-O (US10807HAB24)	21,05		0,2695	0,2695
US17295FAD69 / Citizens Auto Receivables Trust 2023-2	20,71	−5,17	0,2651	−0,0292
US46626LFP04 / JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 FRE1 M2	20,68	0,43	0,2648	−0,0128
US83613DAA46 / SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT2 1A1	20,43	−1,54	0,2615	−0,0181
EXETER AUTOMOBILE RECEIVABLES EART 2025 3A A2 / ABS-O (US30166XAB01)	20,42		0,2613	0,2613
EXETER AUTOMOBILE RECEIVABLES EART 2025 3A A2 / ABS-O (US30166XAB01)	20,42		0,2613	0,2613
CROSS MORTGAGE TRUST CROSS 2024 H4 A1 144A / ABS-MBS (US22758HAA86)	20,38	−10,27	0,2609	−0,0453
CROSS MORTGAGE TRUST CROSS 2024 H4 A1 144A / ABS-MBS (US22758HAA86)	20,38	−10,27	0,2609	−0,0453
GM FINANCIAL CONSUMER AUTOMOBI GMCAR 2024 3 A3 / ABS-O (US38013KAD28)	20,21	−0,12	0,2588	−0,0140
US61753EAP51 / MORGAN STANLEY CAPITAL INC MSAC 2007 HE2 A1 144A	20,12	−0,17	0,2575	−0,0141
WORLD OMNI SELECT AUTO TRUST WOSAT 2024 A A3 / ABS-O (US98164LAD10)	20,11	−0,30	0,2575	−0,0145
US64352VLQ22 / New Century Home Equity Loan Trust 2005-3	19,75	−0,42	0,2528	−0,0145
US00178UAA79 / AMSR Trust	19,56	−6,56	0,2504	−0,0318
US21H0426799 / Ginnie Mae	19,53		0,2500	0,2500
US17181KAA88 / CIM Trust 2023-R2	19,37	−2,86	0,2479	−0,0208
US55284JAA79 / MF1 2022-FL8 Ltd	19,26	−12,57	0,2465	−0,0504
US784208AA80 / SG MORTGAGE SECURITIES TRUST SGMS 2006 FRE2 A1	18,70	−3,10	0,2393	−0,0208
US86363WAH25 / Structured Asset Securities Corp Mortgage Loan Trust 2007-BC3	18,69	0,95	0,2392	−0,0103
US46645WBA09 / JP Morgan Chase Commercial Mortgage Securities Trust 2018-WPT	18,55	−5,60	0,2375	−0,0274
TIAA CLO LTD TIA 2018 1A A1AR 144A / ABS-CBDO (US88631YAL11)	18,07	−6,66	0,2313	−0,0296
US52524MAD11 / Lehman XS Trust 2007-9	18,01	−0,37	0,2306	−0,0131
US83612KAA97 / SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT3 1A1	17,97	−0,68	0,2301	−0,0138
US46630XAJ72 / JPMAC 2007-CH3 M3	17,92	0,68	0,2294	−0,0105
M+T BANK AUTO RECEIVABLES TRUS MTBAT 2025 1A A2B 144A / ABS-O (US55287XAC92)	17,87	0,20	0,2288	−0,0116
M+T BANK AUTO RECEIVABLES TRUS MTBAT 2025 1A A2B 144A / ABS-O (US55287XAC92)	17,87	0,20	0,2288	−0,0116
SMB PRIVATE EDUCATION LOAN TRU SMB 2024 D A1B 144A / ABS-O (US83207QAB59)	17,80	−3,07	0,2278	−0,0197
SMB PRIVATE EDUCATION LOAN TRU SMB 2024 D A1B 144A / ABS-O (US83207QAB59)	17,80	−3,07	0,2278	−0,0197
PRP ADVISORS, LLC PRPM 2024 NQM2 A1 144A / ABS-MBS (US74448PAA75)	17,64	−7,23	0,2258	−0,0305
PRP ADVISORS, LLC PRPM 2024 NQM2 A1 144A / ABS-MBS (US74448PAA75)	17,64	−7,23	0,2258	−0,0305
US46652WAA18 / JPMCC 21-410T A 144A 2.28704% 03-05-42/01-07-28	16,81	1,77	0,2152	−0,0075
RESIDENTIAL ASSET SECURITIES C RASC 2006 KS6 M2 / ABS-MBS (US75406WAF86)	16,56	−0,04	0,2120	−0,0113
RESIDENTIAL ASSET SECURITIES C RASC 2006 KS6 M2 / ABS-MBS (US75406WAF86)	16,56	−0,04	0,2120	−0,0113
US41162DAF69 / HarborView Mortgage Loan Trust 2006-12	16,52	−3,85	0,2115	−0,0201
US74042JAA16 / PREFERRED TERM SECS XXI SECURED 144A 03/38 VAR	16,47	−1,37	0,2108	−0,0142
US61744CZE91 / MORGAN STANLEY CAPITAL INC MSAC 2006 NC3 M1	16,43	−0,05	0,2104	−0,0112
BANK OF AMERICA AUTO TRUST BAAT 2025 1A A2A 144A / ABS-O (US05594BAB27)	16,11		0,2063	0,2063
BANK OF AMERICA AUTO TRUST BAAT 2025 1A A2A 144A / ABS-O (US05594BAB27)	16,11		0,2063	0,2063
SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 2 A 144A / ABS-O (US83407HAA59)	15,93		0,2039	0,2039
US75156VAD73 / RESIDENTIAL ASSET MORTGAGE PRO RAMP 2006 RS3 A4	15,76	−1,09	0,2017	−0,0130
US69689QAA31 / Palmer Square CLO 2022-1 Ltd	15,63	0,06	0,2001	−0,0105
US55285AAA51 / MF1 2022-FL9 LLC SER 2022-FL9 CL A V/R REGD 144A P/P 2.96000000	15,58	−4,46	0,1995	−0,0204
ARES CLO LTD ARES 2015 2A AR3 144A / ABS-CBDO (US04015GAX79)	15,35	0,17	0,1965	−0,0101
ARES CLO LTD ARES 2015 2A AR3 144A / ABS-CBDO (US04015GAX79)	15,35	0,17	0,1965	−0,0101
US36179W2V97 / Ginnie Mae II Pool	15,24	−2,87	0,1951	−0,0164
HARLEY DAVIDSON MOTORCYCLE TRU HDMOT 2024 B A2 / ABS-O (US41284PAB13)	15,15	−30,14	0,1939	−0,0984
HARLEY DAVIDSON MOTORCYCLE TRU HDMOT 2024 B A2 / ABS-O (US41284PAB13)	15,15	−30,14	0,1939	−0,0984
US3133C2NP92 / FREDDIE MAC POOL UMBS P#QG2198 5.50000000	14,95	−2,78	0,1914	−0,0159
US21H0406734 / Ginnie Mae	14,79	158,07	0,1893	0,0985
US126670WD68 / COUNTRYWIDE ASSET BACKED CERTI CWL 2006 3 M2	14,76	−3,95	0,1890	−0,0182
US81379EAB83 / Securitized Asset Backed Receivables LLC Trust 2007-BR5	14,52	−1,35	0,1858	−0,0125
GLS AUTO RECEIVABLES TRUST GCAR 2025 2A A2 144A / ABS-O (US37989BAC63)	14,51		0,1858	0,1858
GLS AUTO RECEIVABLES TRUST GCAR 2025 2A A2 144A / ABS-O (US37989BAC63)	14,51		0,1858	0,1858
US3132DWG982 / FNCL UMBS 5.5 SD8324 05-01-53	14,45	−3,12	0,1849	−0,0161
US64829JAA16 / New Residential Mortgage Loan Trust 2017-1	14,43	−3,72	0,1847	−0,0173
GCAT GCAT 2023 NQM4 A1 144A / ABS-MBS (US36171FAA12)	14,35	−1,25	0,1837	−0,0122
GCAT GCAT 2023 NQM4 A1 144A / ABS-MBS (US36171FAA12)	14,35	−1,25	0,1837	−0,0122
US07389LAD10 / BEAR STEARNS ASSET BACKED SECU BSABS 2006 4 M1	14,24	−1,08	0,1822	−0,0118
US69363JAA25 / PRET 2022-RN1 LLC	14,12	−2,54	0,1808	−0,0145
US04541GUQ36 / ASSET BACKED SECURITIES CORP H ABSHE 2005 HE8 M3	14,11	−9,26	0,1806	−0,0290
US23243HAE18 / COUNTRYWIDE ASSET BACKED CERTI CWL 2006 24 2A4	13,94	−2,99	0,1784	−0,0152
US74922YAA38 / RALI Series 2006-QS15 Trust	13,94	−1,35	0,1784	−0,0120
US46602UAD00 / IXIS REAL ESTATE CAPITAL TRUST IXIS 2006 HE3 A4	13,93	−1,11	0,1783	−0,0116
GM FINANCIAL AUTOMOBILE LEASIN GMALT 2025 2 A2A / ABS-O (US362962AB80)	13,84		0,1772	0,1772
GM FINANCIAL AUTOMOBILE LEASIN GMALT 2025 2 A2A / ABS-O (US362962AB80)	13,84		0,1772	0,1772
US55286LAA08 / MFA 2023-NQM4 Trust	13,79	−9,23	0,1766	−0,0282
US3623413V99 / GSMPS MORTGAGE LOAN TRUST GSMPS 2006 RP1 1AF2 144A	13,73	−3,00	0,1757	−0,0150
US32027NXE65 / FIRST FRANKLIN MTG LOAN ASSET FFML 2005 FFH4 M2	13,66	−3,40	0,1749	−0,0157
US542514NX89 / LBMLT 2005-3 M1	13,59	0,24	0,1739	−0,0088
RFR USD SOFR/3.25000 12/20/23-30Y LCH / DIR (EZ3BPZ7JX2D9)	13,43	20,93	0,1719	0,0222
RFR USD SOFR/3.25000 12/20/23-30Y LCH / DIR (EZ3BPZ7JX2D9)	13,43	20,93	0,1719	0,0222
US64034NAA37 / NELNET STUDENT LOAN TRUST 2019-2 SER 2019-2A CL A V/R 144A P/P 2.60800000	13,38	−3,64	0,1713	−0,0159
US12666BAA35 / COUNTRYWIDE ASSET BACKED CERTI CWL 2006 22 1A	13,34	−0,60	0,1707	−0,0101
US83206NAB38 / SMB PRIVATE EDUCATION LOAN TRUST 2022-B SER 2022-B CL A1B V/R REGD 144A P/P 1.83000000	13,21	−5,07	0,1692	−0,0185
US67117YAA29 / OBX Trust, Series 2022-NQM8, Class A1	13,19	−3,24	0,1689	−0,0149
US78434KAA51 / SG Residential Mortgage Trust 2022-2	13,03	−1,90	0,1669	−0,0122
US12669VAA61 / COUNTRYWIDE ASSET BACKED CERTI CWL 2007 7 1A	12,95	−0,93	0,1658	−0,0104
US64830NAA90 / New Residential Mortgage Loan Trust 2019-RPL3	12,93	−5,31	0,1655	−0,0185
GREAT AMERICA LEASING RECEIVAB GALC 2024 2 A2 144A / ABS-O (US39154GAB23)	12,92	−10,10	0,1654	−0,0283
GREAT AMERICA LEASING RECEIVAB GALC 2024 2 A2 144A / ABS-O (US39154GAB23)	12,92	−10,10	0,1654	−0,0283
US92922FYJ10 / WAMU MORTGAGE PASS THROUGH CER WAMU 2004 RP1 1F 144A	12,88	−2,76	0,1649	−0,0137
BRIDGECREST LENDING AUTO SECUR BLAST 2024 3 A3 / ABS-O (US10805NAC92)	12,84	−0,10	0,1643	−0,0089
BRIDGECREST LENDING AUTO SECUR BLAST 2024 3 A3 / ABS-O (US10805NAC92)	12,84	−0,10	0,1643	−0,0089
ENTERPRISE FLEET FINANCING LLC EFF 2024 3 A3 144A / ABS-O (US29375QAC24)	12,77	0,01	0,1635	−0,0086
ENTERPRISE FLEET FINANCING LLC EFF 2024 3 A3 144A / ABS-O (US29375QAC24)	12,77	0,01	0,1635	−0,0086
TESLA ELECTRIC VEHICLE TRUST TEVT 2023 1 A4 144A / ABS-O (US881943AE49)	12,73	−0,07	0,1630	−0,0088
TESLA ELECTRIC VEHICLE TRUST TEVT 2023 1 A4 144A / ABS-O (US881943AE49)	12,73	−0,07	0,1630	−0,0088
US542514LL69 / LONG BEACH MORTGAGE LOAN TRUST LBMLT 2005 WL1 M4	12,61	−2,72	0,1615	−0,0133
SANTANDER DRIVE AUTO RECEIVABL SDART 2025 2 A2 / ABS-O (US80287NAB10)	12,41	−0,01	0,1588	−0,0084
SANTANDER DRIVE AUTO RECEIVABL SDART 2025 2 A2 / ABS-O (US80287NAB10)	12,41	−0,01	0,1588	−0,0084
VOYA CLO LTD VOYA 2017 3A A1RR 144A / ABS-CBDO (US92915QBG73)	12,35	−0,36	0,1581	−0,0090
VOYA CLO LTD VOYA 2017 3A A1RR 144A / ABS-CBDO (US92915QBG73)	12,35	−0,36	0,1581	−0,0090
RFR USD SOFR/1.75000 06/15/22-30Y CME / DIR (EZ2TNCR649W7)	12,31	−76,75	0,1576	−0,5562
HARLEY DAVIDSON MOTORCYCLE TRU HDMOT 2024 B A3 / ABS-O (US41284PAC95)	12,23	0,23	0,1565	−0,0079
HARLEY DAVIDSON MOTORCYCLE TRU HDMOT 2024 B A3 / ABS-O (US41284PAC95)	12,23	0,23	0,1565	−0,0079
US32115BAB62 / FIRST NLC TRUST FNLC 2007 1 A2 144A	11,96	−1,11	0,1531	−0,0099
US89177XAE76 / TOWD POINT MORTGAGE TRUST 2019-HY3 SER 2019-HY3 CL M2 V/R REGD 144A P/P 1.84800000	11,89	0,36	0,1522	−0,0075
US542514UK85 / Long Beach Mortgage Loan Trust 2006-3	11,84	−1,97	0,1516	−0,0112
ANCHORAGE CAPITAL CLO LTD ANCHC 2024 28A A 144A / ABS-CBDO (US03330RAA32)	11,83	−0,05	0,1514	−0,0081
ANCHORAGE CAPITAL CLO LTD ANCHC 2024 28A A 144A / ABS-CBDO (US03330RAA32)	11,83	−0,05	0,1514	−0,0081
US55820JBC36 / Madison Park Funding XXI Ltd	11,78	−0,44	0,1508	−0,0087
DIAMETER CAPITAL CLO DCLO 2024 6A A1 144A / ABS-CBDO (US25255UAA07)	11,74	0,16	0,1502	−0,0077
DIAMETER CAPITAL CLO DCLO 2024 6A A1 144A / ABS-CBDO (US25255UAA07)	11,74	0,16	0,1502	−0,0077
ENTERPRISE FLEET FINANCING LLC EFF 2024 3 A2 144A / ABS-O (US29375QAB41)	11,68	−23,00	0,1496	−0,0550
ENTERPRISE FLEET FINANCING LLC EFF 2024 3 A2 144A / ABS-O (US29375QAB41)	11,68	−23,00	0,1496	−0,0550
US362341LL12 / GSMPS Mortgage Loan Trust, Series 2005-RP3, Class 1AF	11,66	−1,38	0,1493	−0,0101
VERUS SECURITIZATION TRUST VERUS 2024 INV1 A1 144A / ABS-MBS (US92540FAA84)	11,57	−7,35	0,1481	−0,0202
VERUS SECURITIZATION TRUST VERUS 2024 INV1 A1 144A / ABS-MBS (US92540FAA84)	11,57	−7,35	0,1481	−0,0202
US466278AF50 / J.P. MORGAN ALTERNATIVE LOAN T JPALT 2007 A2 12A4	11,53	1,63	0,1476	−0,0053
MIDOCEAN CREDIT CLO MIDO 2016 6A ARRR 144A / ABS-CBDO (US59802XBN21)	11,43	−24,43	0,1464	−0,0575
MIDOCEAN CREDIT CLO MIDO 2016 6A ARRR 144A / ABS-CBDO (US59802XBN21)	11,43	−24,43	0,1464	−0,0575
US456610AA20 / IndyMac INDX Mortgage Loan Trust 2006-AR15	11,40	−1,61	0,1459	−0,0102
US05609QAA40 / BX Commercial Mortgage Trust 2021-ACNT	11,38	0,24	0,1457	−0,0074
US46628UAD00 / J.P. MORGAN ALTERNATIVE LOAN T JPALT 2006 A3 1A4	11,35	−0,90	0,1453	−0,0091
TOWD POINT MORTGAGE TRUST TPMT 2024 5 A1A 144A / ABS-MBS (US891944AA82)	11,29	−4,41	0,1445	−0,0147
TOWD POINT MORTGAGE TRUST TPMT 2024 5 A1A 144A / ABS-MBS (US891944AA82)	11,29	−4,41	0,1445	−0,0147
US59020UZL24 / MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 A6 M1	11,24	0,50	0,1439	−0,0069
US36249UAC27 / GSMSC Resecuritization Trust 2014-2R	11,23	−1,60	0,1437	−0,0101
US36179W5D62 / Ginnie Mae II Pool	11,19	4 202,69	0,1432	0,1397
US362439AF81 / GSAMP TRUST GSAMP 2006 HE4 M1	11,10	0,53	0,1421	−0,0067
US00178UAB52 / AMSR Trust	10,98	0,61	0,1405	−0,0065
CHASE AUTO OWNER TRUST CHAOT 2024 3A A2 144A / ABS-O (US16144LAB27)	10,97	−34,74	0,1404	−0,0861
CHASE AUTO OWNER TRUST CHAOT 2024 3A A2 144A / ABS-O (US16144LAB27)	10,97	−34,74	0,1404	−0,0861
US126673J456 / ENCORE CREDIT RECEIVABLES TRUS ECR 2005 2 M4	10,91	0,40	0,1397	−0,0068
US21H0526788 / Ginnie Mae	10,82	−195,63	0,1385	0,3178
US126673ZG02 / COUNTRYWIDE ASSET BACKED CERTI CWL 2005 2 M5	10,79	−5,16	0,1381	−0,0152
US29256PBB94 / ENCORE CREDIT REC.	10,77	0,69	0,1378	−0,0063
US83206NAA54 / SMB Private Education Loan Trust 2022-B	10,59	−4,02	0,1356	−0,0132
US35729PLQ18 / FHLT 2005-2 M5	10,58	0,32	0,1354	−0,0067
US75156TAD28 / RESIDENTIAL ASSET MORTGAGE PRO RAMP 2006 NC2 M1	10,50	−2,53	0,1344	−0,0108
US59023AAD81 / MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 MLN1 A2C	10,45		0,1338	0,1338
US83611MLA44 / SVHE 2006-1 M1	10,37	1,37	0,1327	−0,0051
NMLT TRUST NLT 2023 1 A1 144A / ABS-MBS (US62917MAA18)	10,37	−1,68	0,1327	−0,0094
US78449VAB27 / SMB Private Education Loan Trust 2020-PT-A	10,36	−6,69	0,1326	−0,0170
US84751WAD65 / SPECIALTY UNDERWRITING + RESID SURF 2006 BC3 A2C	10,27	−2,50	0,1314	−0,0105
US42806MBW82 / HERTZ 23-2 A 144A 5.57% 09-25-29/28	10,22	0,44	0,1309	−0,0063
US17309MAG87 / Citigroup Mortgage Loan Trust, Inc., Series 2006-WFH2, Class M3	10,04	0,14	0,1285	−0,0066
US939355AB98 / Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-OA3 Trust	10,01	−2,39	0,1282	−0,0101
US61764KAD54 / MORGAN STANLEY REREMIC TRUST MSRR 2014 R8 2B 144A	10,01	0,24	0,1282	−0,0065
US55284AAA60 / MF1 2021-FL7 Ltd	9,96	−36,22	0,1274	−0,0830
WORLD OMNI SELECT AUTO TRUST WOSAT 2024 A A2A / ABS-O (US98164LAB53)	9,93	−34,21	0,1271	−0,0763
US78442GHH20 / SLM Student Loan Trust 2003-7	9,89	−3,13	0,1266	−0,0110
CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P5 A4 144A / ABS-O (US14687RAD35)	9,77	0,17	0,1251	−0,0064
CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P5 A4 144A / ABS-O (US14687RAD35)	9,77	0,17	0,1251	−0,0064
BAIN CAPITAL CREDIT CLO, LIMIT BCC 2019 4A A1RR 144A / ABS-CBDO (US05684AAY55)	9,72	−0,30	0,1244	−0,0070
BAIN CAPITAL CREDIT CLO, LIMIT BCC 2019 4A A1RR 144A / ABS-CBDO (US05684AAY55)	9,72	−0,30	0,1244	−0,0070
US32029AAC18 / FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF18 A2B	9,69	−1,36	0,1241	−0,0084
CPS AUTO TRUST CPS 2024 C A 144A / ABS-O (US223920AA78)	9,66	−30,96	0,1237	−0,0650
CPS AUTO TRUST CPS 2024 C A 144A / ABS-O (US223920AA78)	9,66	−30,96	0,1237	−0,0650
US05610FAA57 / BX Commercial Mortgage Trust 2022-AHP	9,60	0,91	0,1229	−0,0053
US83612CAF68 / Soundview Home Loan Trust 2006-OPT5	9,49	1,41	0,1215	−0,0047
TSTAT 2022 1 LTD TSTAT 2022 1A A1RR 144A / ABS-CBDO (US872899AY55)	9,47	−42,31	0,1213	−0,1001
TSTAT 2022 1 LTD TSTAT 2022 1A A1RR 144A / ABS-CBDO (US872899AY55)	9,47	−42,31	0,1213	−0,1001
US04541GVL30 / Asset Backed Securities Corporation Home Equity Loan Trust Series AEG	9,45	−5,01	0,1210	−0,0131
US68249DAA72 / One New York Plaza Trust 2020-1NYP	9,44	1,41	0,1208	−0,0046
US525245AH93 / LEHMAN XS TRUST LXS 2007 3 2A3	9,41	−2,75	0,1205	−0,0100
TRINITAS CLO LTD TRNTS 2020 14A A1R 144A / ABS-CBDO (US89641QAN07)	9,41	0,11	0,1204	−0,0062
TRINITAS CLO LTD TRNTS 2020 14A A1R 144A / ABS-CBDO (US89641QAN07)	9,41	0,11	0,1204	−0,0062
US939346AA00 / Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR9 Trust	9,40	−3,78	0,1204	−0,0114
US83401CAB00 / Sofi Professional Loan Program 2019-C LLC	9,38	−8,05	0,1201	−0,0174
CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P5 A3 144A / ABS-O (US14687RAC51)	9,28	−0,38	0,1187	−0,0068
CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P5 A3 144A / ABS-O (US14687RAC51)	9,28	−0,38	0,1187	−0,0068
MADISON PARK FUNDING LTD MDPK 2020 46A ARR 144A / ABS-CBDO (US55822AAW71)	9,21	0,64	0,1179	−0,0055
MADISON PARK FUNDING LTD MDPK 2020 46A ARR 144A / ABS-CBDO (US55822AAW71)	9,21	0,64	0,1179	−0,0055
BAIN CAPITAL CREDIT CLO, LIMIT BCC 2022 2A A1R 144A / ABS-CBDO (US05682GAQ10)	9,20		0,1178	0,1178
BAIN CAPITAL CREDIT CLO, LIMIT BCC 2022 2A A1R 144A / ABS-CBDO (US05682GAQ10)	9,20		0,1178	0,1178
TREASURY BILL 08/25 0.00000 / DBT (US912797QK68)	9,19		0,1177	0,1177
TREASURY BILL 08/25 0.00000 / DBT (US912797QK68)	9,19		0,1177	0,1177
US93363DAB38 / WaMu Mortgage Pass-Through Certificates Series 2006-AR9 Trust	9,18	−0,57	0,1176	−0,0069
US66989EAF25 / NHEL 2007-2 M1	9,17	0,45	0,1174	−0,0057
US86359LLZ03 / Structured Asset Mortgage Investments II Trust 2005-AR4	9,16	−2,81	0,1173	−0,0098
US19688LAA08 / COLT_22-5	9,14	−1,18	0,1171	−0,0077
FCCU AUTO RECEIVABLES TRUST FCCU 2025 1A A2 144A / ABS-O (US31424YAB48)	9,12		0,1168	0,1168
FCCU AUTO RECEIVABLES TRUST FCCU 2025 1A A2 144A / ABS-O (US31424YAB48)	9,12		0,1168	0,1168
US46626LAZ31 / JPMAC 2005-FLD1 M7	9,12	0,68	0,1167	−0,0053
US00703QAH56 / ADJUSTABLE RATE MORTGAGE TRUST ARMT 2006 3 4A33	9,12	−1,85	0,1167	−0,0085
MF1 MULTIFAMILY HOUSING MORTGA MF1 2025 FL17 A 144A / ABS-CBDO (US55287HAA86)	9,09	0,11	0,1163	−0,0060
MF1 MULTIFAMILY HOUSING MORTGA MF1 2025 FL17 A 144A / ABS-CBDO (US55287HAA86)	9,09	0,11	0,1163	−0,0060
DRYDEN SENIOR LOAN FUND DRSLF 2021 95A AR 144A / ABS-CBDO (US262487AJ07)	9,08	−0,22	0,1162	−0,0064
DRYDEN SENIOR LOAN FUND DRSLF 2021 95A AR 144A / ABS-CBDO (US262487AJ07)	9,08	−0,22	0,1162	−0,0064
ANCHORAGE CREDIT FUNDING LTD. ANCHF 2020 11A A 144A / ABS-CBDO (US03330KAA88)	9,06	1,10	0,1160	−0,0048
ANCHORAGE CREDIT FUNDING LTD. ANCHF 2020 11A A 144A / ABS-CBDO (US03330KAA88)	9,06	1,10	0,1160	−0,0048
MASTR ASSET BACKED SECURITIES 08/37 1 / ABS-MBS (US57646LAC72)	9,06	0,82	0,1160	−0,0051
MASTR ASSET BACKED SECURITIES 08/37 1 / ABS-MBS (US57646LAC72)	9,06	0,82	0,1160	−0,0051
CARVANA AUTO RECEIVABLES TRUST CRVNA 2025 P2 A2 / ABS-O (US14688YAB11)	9,02		0,1155	0,1155
CARVANA AUTO RECEIVABLES TRUST CRVNA 2025 P2 A2 / ABS-O (US14688YAB11)	9,02		0,1155	0,1155
RFR USD SOFR/2.75000 06/21/23-30Y LCH / DIR (EZM2L9TGLT92)	9,01	0,20	0,1154	−0,0059
RFR USD SOFR/2.75000 06/21/23-30Y LCH / DIR (EZM2L9TGLT92)	9,01	0,20	0,1154	−0,0059
US74923EAA64 / Rad CLO 5 Ltd	8,99	−15,83	0,1150	−0,0289
US12567NAA72 / CIM TRUST 2022-R2	8,95	−1,83	0,1146	−0,0083
US00076BAE48 / ABFC 2007-NC1 M1	8,92	0,95	0,1141	−0,0049
FNMA POOL MA5314 FN 02/44 FIXED 6.5 / ABS-MBS (US31418E3Y49)	8,90	−9,26	0,1139	−0,0183
FNMA POOL MA5314 FN 02/44 FIXED 6.5 / ABS-MBS (US31418E3Y49)	8,90	−9,26	0,1139	−0,0183
US00442LAA70 / ACE SECURITIES CORP. ACE 2007 HE4 A1	8,87	−0,58	0,1136	−0,0067
OCTAGON INVESTMENT PARTNERS 40 OCT40 2019 1A A1RR 144A / ABS-CBDO (US67592BAY48)	8,85	−0,46	0,1133	−0,0065
OCTAGON INVESTMENT PARTNERS 40 OCT40 2019 1A A1RR 144A / ABS-CBDO (US67592BAY48)	8,85	−0,46	0,1133	−0,0065
FORD CREDIT AUTO OWNER TRUST FORDO 2024 C A2A / ABS-O (US34532UAB52)	8,85	−15,64	0,1133	−0,0281
FORD CREDIT AUTO OWNER TRUST FORDO 2024 C A2A / ABS-O (US34532UAB52)	8,85	−15,64	0,1133	−0,0281
US03072SM367 / AMERIQUEST MORTGAGE SECURITIES AMSI 2005 R8 M4	8,77	−10,14	0,1123	−0,0193
US320276AE86 / FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF9 2A3	8,77	−3,34	0,1123	−0,0100
US36257CAG24 / GS Mortgage Securities Corp Trust 2017-GPTX	8,76	27,27	0,1121	0,0194
CHASE MORTGAGE FINANCE CORPORA CHASE 2024 RPL4 A1A 144A / ABS-MBS (US16160NAB73)	8,70	−2,21	0,1114	−0,0086
CHASE MORTGAGE FINANCE CORPORA CHASE 2024 RPL4 A1A 144A / ABS-MBS (US16160NAB73)	8,70	−2,21	0,1114	−0,0086
US89178BAA26 / TOWD POINT MORTGAGE TRUST TPMT 2019 4 A1 144A	8,68	−4,19	0,1112	−0,0110
US81378AAC53 / SECURITIZED ASSET BACKED RECEI SABR 2007 NC1 A2B	8,68	−0,82	0,1111	−0,0068
FED HM LN PC POOL RJ1371 FR 02/54 FIXED 6.5 / ABS-MBS (US3142GRQZ62)	8,56	−8,62	0,1096	−0,0167
FED HM LN PC POOL RJ1371 FR 02/54 FIXED 6.5 / ABS-MBS (US3142GRQZ62)	8,56	−8,62	0,1096	−0,0167
US05531CAA80 / BCAP LLC TRUST BCAP 2008 IND1 A1	8,56	−3,10	0,1096	−0,0095
US17311XAT28 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC2 A2 144A	8,56	−1,43	0,1096	−0,0075
BENEFIT STREET PARTNERS CLO LT BSP 2014 IVA AR4 144A / ABS-CBDO (US08180FBU49)	8,51	0,16	0,1090	−0,0056
BENEFIT STREET PARTNERS CLO LT BSP 2014 IVA AR4 144A / ABS-CBDO (US08180FBU49)	8,51	0,16	0,1090	−0,0056
US073879SA78 / BEAR STEARNS ASSET BACKED SECU BSABS 2005 HE3 M5	8,48	0,18	0,1086	−0,0055
RFRF USD SF+26.161/1.9* 9/23/23-28Y* CME / DIR (EZHGY1W132L4)	8,48	−64,97	0,1085	−0,2177
RFRF USD SF+26.161/1.9* 9/23/23-28Y* CME / DIR (EZHGY1W132L4)	8,48	−64,97	0,1085	−0,2177
US9128286T26 / United States Treasury Note/Bond	8,47	1,04	0,1084	−0,0046
US36361UAL44 / Gallatin CLO VIII 2017-1 Ltd	8,46	−1,26	0,1083	−0,0072
US12598JAC53 / CSMC 2021-RPL7 Trust	8,38	−3,43	0,1073	−0,0097
US12482JAA88 / Cbam 2018-7 Ltd	8,34	−16,55	0,1068	−0,0280
US84751PHA03 / SPECIALTY UNDERWRITING + RESID SURF 2005 BC3 M3	8,32	−1,56	0,1064	−0,0074
TRINITAS CLO LTD TRNTS 2020 12A A1R 144A / ABS-CBDO (US89641GAN25)	8,31	0,07	0,1064	−0,0056
TRINITAS CLO LTD TRNTS 2020 12A A1R 144A / ABS-CBDO (US89641GAN25)	8,31	0,07	0,1064	−0,0056
CARLYLE GLOBAL MARKET STRATEGI CGMS 2016 3A ARRR / ABS-CBDO (US14311UBA51)	8,31	0,47	0,1064	−0,0051
CARLYLE GLOBAL MARKET STRATEGI CGMS 2016 3A ARRR / ABS-CBDO (US14311UBA51)	8,31	0,47	0,1064	−0,0051
CARVANA AUTO RECEIVABLES TRUST CRVNA 2025 P1 A3 / ABS-O (US14689MAC47)	8,25	0,60	0,1056	−0,0049
CARVANA AUTO RECEIVABLES TRUST CRVNA 2025 P1 A3 / ABS-O (US14689MAC47)	8,25	0,60	0,1056	−0,0049
AFFIRM MASTER TRUST AFRMT 2025 1A A 144A / ABS-O (US00833BAA61)	8,17	0,23	0,1045	−0,0053
AFFIRM MASTER TRUST AFRMT 2025 1A A 144A / ABS-O (US00833BAA61)	8,17	0,23	0,1045	−0,0053
US61753KAE64 / MORGAN STANLEY CAPITAL INC MSAC 2007 HE5 A2D	8,13	−0,77	0,1041	−0,0064
US17309PAB22 / Citigroup Mortgage Loan Trust 2006-AMC1	8,10	−0,37	0,1038	−0,0059
US05608XAA00 / BXMT LTD BXMT 2020 FL3 A 144A	8,07	−2,58	0,1033	−0,0084
THORNBURG MORTGAGE SECURITIES TMST 2007 4 1A2 / ABS-MBS (US88522YAQ26)	8,05	0,12	0,1030	−0,0053
THORNBURG MORTGAGE SECURITIES TMST 2007 4 1A2 / ABS-MBS (US88522YAQ26)	8,05	0,12	0,1030	−0,0053
US05544GAB23 / BCAP LLC 2014-RR5 Trust	8,03	−2,02	0,1028	−0,0077
US75405KAE82 / RESIDENTIAL ASSET SECURITIES C RASC 2006 EMX1 M2	7,98	−1,38	0,1022	−0,0069
SANTANDER DRIVE AUTO RECEIVABL SDART 2024 3 A3 / ABS-O (US80287LAC37)	7,94	−0,48	0,1017	−0,0059
SANTANDER DRIVE AUTO RECEIVABL SDART 2024 3 A3 / ABS-O (US80287LAC37)	7,94	−0,48	0,1017	−0,0059
US682685AA05 / OneMain Direct Auto Receivables Trust 2023-1	7,88	−0,16	0,1008	−0,0055
US05602CAA27 / BSPRT 2021-FL7 ISSUER LTD SER 2021-FL7 CL A V/R REGD 144A P/P 1.42000000	7,86	−2,66	0,1006	−0,0082
US126694YJ13 / CHL Mortgage Pass-Through Trust 2006-3	7,77	−4,45	0,0995	−0,0102
M+T EQUIPMENT NOTES MTLRF 2025 1A A2 144A / ABS-O (US55340QAB14)	7,74		0,0990	0,0990
M+T EQUIPMENT NOTES MTLRF 2025 1A A2 144A / ABS-O (US55340QAB14)	7,74		0,0990	0,0990
US59982HAG56 / MCMLT_21-NMR1	7,73	1,30	0,0989	−0,0039
US344940AD34 / FORD CREDIT AUTO OWNER TRUST 2023-C 5.53% 09/15/2028	7,70	−0,30	0,0986	−0,0055
US65106AAS24 / Newcastle Mortgage Securities Trust 2006-1	7,62	−0,30	0,0976	−0,0055
USB AUTO OWNER TRUST USCAR 2025 1A A2 144A / ABS-O (US90367VAB53)	7,52		0,0962	0,0962
USB AUTO OWNER TRUST USCAR 2025 1A A2 144A / ABS-O (US90367VAB53)	7,52		0,0962	0,0962
OCEAN TRAILS CLO OCTR 2020 8A ARR / ABS-CBDO (US67514UAU51)	7,51	0,15	0,0961	−0,0049
OCEAN TRAILS CLO OCTR 2020 8A ARR / ABS-CBDO (US67514UAU51)	7,51	0,15	0,0961	−0,0049
COLT FUNDING LLC COLT 2022 9 B1 144A / ABS-MBS (US19688PAE34)	7,49	−0,07	0,0959	−0,0051
COLT FUNDING LLC COLT 2022 9 B1 144A / ABS-MBS (US19688PAE34)	7,49	−0,07	0,0959	−0,0051
US3140GVZY43 / Fannie Mae Pool	7,44	−1,44	0,0952	−0,0065
AFFIRM MASTER TRUST AFRMT 2025 2A A 144A / ABS-O (US00833BAG32)	7,43		0,0951	0,0951
AFFIRM MASTER TRUST AFRMT 2025 2A A 144A / ABS-O (US00833BAG32)	7,43		0,0951	0,0951
ATLANTIC AVENUE LTD MCCP 2024 3A A 144A / ABS-CBDO (US04822JAA43)	7,40	0,11	0,0947	−0,0049
ATLANTIC AVENUE LTD MCCP 2024 3A A 144A / ABS-CBDO (US04822JAA43)	7,40	0,11	0,0947	−0,0049
APIDOS CLO LTD APID 2012 11A AR4 144A / ABS-CBDO (US03763YBY14)	7,40	−0,04	0,0947	−0,0051
US126405AE99 / CREDIT SUISSE MORTGAGE TRUST CSMC 2020 RPL4 M2 144A	7,39	−1,89	0,0946	−0,0069
PRP ADVISORS, LLC PRPM 2024 NQM3 A1 144A / ABS-MBS (US69381FAA84)	7,34	−6,47	0,0939	−0,0118
PRP ADVISORS, LLC PRPM 2024 NQM3 A1 144A / ABS-MBS (US69381FAA84)	7,34	−6,47	0,0939	−0,0118
US55285TAA43 / MFA 2022-RPL1 Trust	7,34	−2,00	0,0939	−0,0070
OCEAN TRAILS CLO OCTR 2021 11A AR 144A / ABS-CBDO (US67514VAL36)	7,30	0,48	0,0935	−0,0045
OCEAN TRAILS CLO OCTR 2021 11A AR 144A / ABS-CBDO (US67514VAL36)	7,30	0,48	0,0935	−0,0045
US87241EAQ89 / TCW CLO 2019-1 AMR Ltd	7,21	0,25	0,0923	−0,0047
PAGAYA AI DEBT SELECTION TRUST PAID 2024 7 A 144A / ABS-O (US69545AAA25)	7,14	−15,17	0,0914	−0,0220
PAGAYA AI DEBT SELECTION TRUST PAID 2024 7 A 144A / ABS-O (US69545AAA25)	7,14	−15,17	0,0914	−0,0220
FORD CREDIT AUTO OWNER TRUST FORDO 2024 D A3 / ABS-O (US34535VAD64)	7,12	0,35	0,0912	−0,0045
FORD CREDIT AUTO OWNER TRUST FORDO 2024 D A3 / ABS-O (US34535VAD64)	7,12	0,35	0,0912	−0,0045
US3128MJ3H14 / Freddie Mac Gold Pool	7,12	−1,64	0,0911	−0,0064
US12564DAA28 / CIFC Funding Ltd	7,02	0,14	0,0898	−0,0046
US83614BAQ23 / Sound Point CLO XXIII	7,01	0,07	0,0897	−0,0047
US46654PAA49 / JPMCC_21-HTL5	6,97	−0,13	0,0892	−0,0048
HYUNDAI AUTO RECEIVABLES TRUST HART 2024 C A3 / ABS-O (US448976AD22)	6,94	0,36	0,0888	−0,0044
HYUNDAI AUTO RECEIVABLES TRUST HART 2024 C A3 / ABS-O (US448976AD22)	6,94	0,36	0,0888	−0,0044
CROSS MORTGAGE TRUST CROSS 2024 H6 A1 144A / ABS-MBS (US227919AA56)	6,94	−6,77	0,0888	−0,0115
CROSS MORTGAGE TRUST CROSS 2024 H6 A1 144A / ABS-MBS (US227919AA56)	6,94	−6,77	0,0888	−0,0115
US43739EBV83 / HOMEBANC MORTGAGE TRUST HMBT 2005 4 M2	6,93	−25,02	0,0888	−0,0359
US52474XAA37 / LEGACY MORTGAGE ASSET TRUST SER 2021-GS3 CL A1 V/R REGD 144A P/P 0.00000000	6,93	−2,76	0,0887	−0,0073
REGATTA XVI FUNDING LTD. REG16 2019 2A A1R 144A / ABS-CBDO (US75888TAL98)	6,91	−2,66	0,0885	−0,0072
REGATTA XVI FUNDING LTD. REG16 2019 2A A1R 144A / ABS-CBDO (US75888TAL98)	6,91	−2,66	0,0885	−0,0072
TRINITAS CLO LTD TRNTS 2022 19A A1R 144A / ABS-CBDO (US89642FAN33)	6,90	0,16	0,0884	−0,0045
SEQUOIA MORTGAGE TRUST SEMT 2024 HYB1 A1A 144A / ABS-MBS (US81749EAA38)	6,88	−10,87	0,0881	−0,0160
SEQUOIA MORTGAGE TRUST SEMT 2024 HYB1 A1A 144A / ABS-MBS (US81749EAA38)	6,88	−10,87	0,0881	−0,0160
US07388WAA45 / BEAR STEARNS ASSET BACKED SECU BSABS 2006 AC4 A1	6,85	−1,52	0,0877	−0,0061
US12564NAA00 / CLNY Trust 2019-IKPR	6,84	−11,40	0,0876	−0,0165
US3140MSQ405 / FNMA 30YR 4.5% 11/01/2052#BW1374	6,84	−1,50	0,0875	−0,0060
BAIN CAPITAL CREDIT CLO, LIMIT BCC 2021 4A A1R 144A / ABS-CBDO (US05685AAQ13)	6,82	0,34	0,0873	−0,0043
BAIN CAPITAL CREDIT CLO, LIMIT BCC 2021 4A A1R 144A / ABS-CBDO (US05685AAQ13)	6,82	0,34	0,0873	−0,0043
ATLAS SENIOR LOAN FUND LTD ATCLO 2021 18A A1R 144A / ABS-CBDO (US04943EAQ44)	6,80	−0,07	0,0870	−0,0047
ATLAS SENIOR LOAN FUND LTD ATCLO 2021 18A A1R 144A / ABS-CBDO (US04943EAQ44)	6,80	−0,07	0,0870	−0,0047
TESLA ELECTRIC VEHICLE TRUST TEVT 2023 1 A2B 144A / ABS-O (US881943AC82)	6,77	−41,05	0,0866	−0,0681
TESLA ELECTRIC VEHICLE TRUST TEVT 2023 1 A2B 144A / ABS-O (US881943AC82)	6,77	−41,05	0,0866	−0,0681
US31418EP387 / UMBS	6,76	−2,83	0,0865	−0,0072
SBNA AUTO LEASE TRUST SBALT 2024 B A3 144A / ABS-O (US78437VAE02)	6,76	−0,13	0,0865	−0,0047
SBNA AUTO LEASE TRUST SBALT 2024 B A3 144A / ABS-O (US78437VAE02)	6,76	−0,13	0,0865	−0,0047
AGL CLO 14, LTD. AGL 2021 14A AR 144A / ABS-CBDO (US00851WAL37)	6,75	0,03	0,0864	−0,0045
AGL CLO 14, LTD. AGL 2021 14A AR 144A / ABS-CBDO (US00851WAL37)	6,75	0,03	0,0864	−0,0045
WOODWARD CAPITAL MANAGEMENT RCKT 2025 CES6 A1A 144A / ABS-MBS (US748949AA22)	6,73		0,0862	0,0862
WOODWARD CAPITAL MANAGEMENT RCKT 2025 CES6 A1A 144A / ABS-MBS (US748949AA22)	6,73		0,0862	0,0862
US525221JG36 / LEHMAN XS TRUST LXS 2006 3 A1	6,72	−2,64	0,0860	−0,0070
JAMESTOWN CLO LTD JTWN 2022 18A AR 144A / ABS-CBDO (US47047RAN61)	6,71	0,13	0,0859	−0,0044
JAMESTOWN CLO LTD JTWN 2022 18A AR 144A / ABS-CBDO (US47047RAN61)	6,71	0,13	0,0859	−0,0044
ARES CLO LTD ARES 2013 2A AR3 144A / ABS-CBDO (US00190YBP97)	6,71	0,43	0,0859	−0,0042
ARES CLO LTD ARES 2013 2A AR3 144A / ABS-CBDO (US00190YBP97)	6,71	0,43	0,0859	−0,0042
ICG US CLO LTD ICG 2021 3A AR 144A / ABS-CBDO (US449249AS08)	6,70	0,28	0,0858	−0,0043
ICG US CLO LTD ICG 2021 3A AR 144A / ABS-CBDO (US449249AS08)	6,70	0,28	0,0858	−0,0043
US92539XAA28 / Verus Securitization Trust 2023-6	6,70	−7,84	0,0858	−0,0122
US54251MAA27 / Long Beach Mortgage Loan Trust, Series 2006-4, Class 1A	6,66	−1,62	0,0853	−0,0060
BINOM SECURITIZATION TRUST BINOM 2022 INV1 A1 144A / ABS-MBS (US090975AA18)	6,64	−4,11	0,0851	−0,0083
BINOM SECURITIZATION TRUST BINOM 2022 INV1 A1 144A / ABS-MBS (US090975AA18)	6,64	−4,11	0,0851	−0,0083
US65535VGB80 / NOMURA ASSET ACCEPTANCE CORPOR NAA 2004 AP3 M1	6,64	−1,37	0,0850	−0,0057
US86363NAY58 / STRUCTURED ASSET MORTGAGE INVESTMENTS II TRUST 200 SAMI 2007-AR3 2A1	6,62	−1,22	0,0848	−0,0056
GLS AUTO SELECT RECEIVABLES TR GSAR 2024 3A A2 144A / ABS-O (US37989EAC03)	6,62	−13,41	0,0847	−0,0183
GLS AUTO SELECT RECEIVABLES TR GSAR 2024 3A A2 144A / ABS-O (US37989EAC03)	6,62	−13,41	0,0847	−0,0183
ELEVATION CLO LTD AWPT 2018 3A A1R2 144A / ABS-CBDO (US28623VAN91)	6,60	0,09	0,0845	−0,0044
ELEVATION CLO LTD AWPT 2018 3A A1R2 144A / ABS-CBDO (US28623VAN91)	6,60	0,09	0,0845	−0,0044
US466309AD30 / J.P. MORGAN ALTERNATIVE LOAN T JPALT 2008 R4 2A2 144A	6,55	0,71	0,0838	−0,0038
TOWD POINT MORTGAGE TRUST TPMT 2024 4 A1A 144A / ABS-MBS (US89183GAA40)	6,54	−4,40	0,0837	−0,0085
TOWD POINT MORTGAGE TRUST TPMT 2024 4 A1A 144A / ABS-MBS (US89183GAA40)	6,54	−4,40	0,0837	−0,0085
ANCHORAGE CAPITAL CLO LTD ANCHC 2021 21A AR 144A / ABS-CBDO (US03331KAJ88)	6,50	0,56	0,0832	−0,0039
ANCHORAGE CAPITAL CLO LTD ANCHC 2021 21A AR 144A / ABS-CBDO (US03331KAJ88)	6,50	0,56	0,0832	−0,0039
US61744CFP68 / Morgan Stanley ABS Capital I Inc Trust 2004-NC7	6,50	−0,51	0,0832	−0,0048
US03072SVR39 / AMERIQUEST MORTGAGE SECURITIES AMSI 2004 R10 M1	6,49	−8,30	0,0831	−0,0123
JAMESTOWN CLO LTD JTWN 2021 16A AR 144A / ABS-CBDO (US47048RAL96)	6,48	0,03	0,0830	−0,0044
JAMESTOWN CLO LTD JTWN 2021 16A AR 144A / ABS-CBDO (US47048RAL96)	6,48	0,03	0,0830	−0,0044
US55275BAA52 / MASTR ASSET BACKED SECURITIES MABS 2006 NC2 A1	6,46	−1,81	0,0827	−0,0060
US126670AZ19 / COUNTRYWIDE ASSET BACKED CERTI CWL 2005 10 MV5	6,46	−5,63	0,0827	−0,0096
US3133BUH424 / Freddie Mac Pool	6,44	−3,23	0,0825	−0,0073
US19421UAB08 / COLLEGE AVE STUDENT LOANS CASL 2019 A A2 144A	6,42	−4,31	0,0822	−0,0083
APEX CREDIT CLO LLC APEXC 2024 1A A1 144A / ABS-CBDO (US03753AAA88)	6,42	−0,56	0,0822	−0,0048
APEX CREDIT CLO LLC APEXC 2024 1A A1 144A / ABS-CBDO (US03753AAA88)	6,42	−0,56	0,0822	−0,0048
GREYWOLF CLO LTD GWOLF 2020 3RA A1R2 144A / ABS-CBDO (US39809CAY03)	6,42	0,23	0,0821	−0,0042
US81377CAM01 / Securitized Asset-Backed Receivables LLC Trust, Series 2006-NC3, Class A1	6,41	−3,10	0,0821	−0,0071
NEUBERGER BERMAN CLO LTD NEUB 2021 45A AR 144A / ABS-CBDO (US64134MAJ53)	6,39	−0,19	0,0818	−0,0045
NEUBERGER BERMAN CLO LTD NEUB 2021 45A AR 144A / ABS-CBDO (US64134MAJ53)	6,39	−0,19	0,0818	−0,0045
ACREC LLC ACREC 2025 FL3 A 144A / ABS-CBDO (US00112HAA59)	6,38	−0,16	0,0817	−0,0045
ACREC LLC ACREC 2025 FL3 A 144A / ABS-CBDO (US00112HAA59)	6,38	−0,16	0,0817	−0,0045
ATLAS SENIOR LOAN FUND LTD ATCLO 2019 15A A1R 144A / ABS-CBDO (US04942MAN48)	6,35	−13,07	0,0813	−0,0172
ATLAS SENIOR LOAN FUND LTD ATCLO 2019 15A A1R 144A / ABS-CBDO (US04942MAN48)	6,35	−13,07	0,0813	−0,0172
US02147CAA18 / Alternative Loan Trust 2006-OA8	6,32	−1,62	0,0809	−0,0057
US93363QAA67 / WaMu Mortgage Pass-Through Certificates Series 2006-AR15 Trust	6,32	−2,69	0,0809	−0,0067
SANDSTONE PEAK LTD. SAND 2021 1A A1R 144A / ABS-CBDO (US800130AN66)	6,30	0,05	0,0807	−0,0042
SANDSTONE PEAK LTD. SAND 2021 1A A1R 144A / ABS-CBDO (US800130AN66)	6,30	0,05	0,0807	−0,0042
US62432MAN92 / Mountain View Clo XIV Ltd	6,29	0,49	0,0806	−0,0039
US026935AH97 / AMERICAN HOME MORTGAGE ASSETS AHMA 2007 3 21A1	6,29	−2,84	0,0805	−0,0067
CARMAX SELECT RECEIVABLES TRUS CMXS 2024 A A3 / ABS-O (US14319FAD50)	6,27	0,03	0,0803	−0,0042
CARMAX SELECT RECEIVABLES TRUS CMXS 2024 A A3 / ABS-O (US14319FAD50)	6,27	0,03	0,0803	−0,0042
US17309MAF05 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 WFH2 M2	6,26	−4,88	0,0802	−0,0086
MADISON PARK FUNDING LTD MDPK 2021 49A AR 144A / ABS-CBDO (US55820VAL71)	6,24	0,24	0,0799	−0,0040
US19685GAA40 / COLT Mortgage Loan Trust, Series 2022-4, Class A1	6,24	−4,43	0,0799	−0,0081
DELL EQUIPMENT FINANCE TRUST DEFT 2024 2 A2 144A / ABS-O (US24704EAC21)	6,21	−0,05	0,0794	−0,0043
DELL EQUIPMENT FINANCE TRUST DEFT 2024 2 A2 144A / ABS-O (US24704EAC21)	6,21	−0,05	0,0794	−0,0043
US62475WAA36 / MTN Commercial Mortgage Trust, Series 2022-LPFL, Class A	6,16	0,29	0,0789	−0,0039
CARVAL CLO LTD CARVL 2019 2A AR2 144A / ABS-CBDO (US14686WAW10)	6,12	−1,07	0,0783	−0,0050
CARVAL CLO LTD CARVL 2019 2A AR2 144A / ABS-CBDO (US14686WAW10)	6,12	−1,07	0,0783	−0,0050
US68269HAE53 / OneMain Financial Issuance Trust, Series 2023-2A, Class A2	6,11	0,46	0,0782	−0,0038
ELEVATION CLO LTD AWPT 2022 16A A1AR 144A / ABS-CBDO (US28623YAU73)	6,11	0,71	0,0782	−0,0036
ELEVATION CLO LTD AWPT 2022 16A A1AR 144A / ABS-CBDO (US28623YAU73)	6,11	0,71	0,0782	−0,0036
PIKES PEAK CLO PIPK 2019 4A ARR 144A / ABS-CBDO (US72132WAN92)	6,10	0,26	0,0781	−0,0039
PIKES PEAK CLO PIPK 2019 4A ARR 144A / ABS-CBDO (US72132WAN92)	6,10	0,26	0,0781	−0,0039
BAYVIEW FINANCIAL ACQUISITION BAYV 2006 D M2 / ABS-MBS (US07325HAM79)	6,10	1,41	0,0781	−0,0030
BAYVIEW FINANCIAL ACQUISITION BAYV 2006 D M2 / ABS-MBS (US07325HAM79)	6,10	1,41	0,0781	−0,0030
US65536MAE75 / NOMURA HOME EQUITY LOAN INC NHELI 2006 HE2 M1	6,06	−2,59	0,0776	−0,0063
STEELE CREEK CLO LTD STCR 2018 1A A 144A / ABS-CBDO (US85815CAA71)	6,03	−26,28	0,0772	−0,0330
STEELE CREEK CLO LTD STCR 2018 1A A 144A / ABS-CBDO (US85815CAA71)	6,03	−26,28	0,0772	−0,0330
PIKES PEAK CLO PIPK 2018 2A ARR 144A / ABS-CBDO (US72133JAY38)	6,01	0,27	0,0769	−0,0039
PIKES PEAK CLO PIPK 2018 2A ARR 144A / ABS-CBDO (US72133JAY38)	6,01	0,27	0,0769	−0,0039
KKR FINANCIAL CLO LTD KKR 28A AR 144A / ABS-CBDO (US48253WAL63)	6,00	0,12	0,0769	−0,0040
KKR FINANCIAL CLO LTD KKR 28A AR 144A / ABS-CBDO (US48253WAL63)	6,00	0,12	0,0769	−0,0040
AMERICREDIT AUTOMOBILE RECEIVA AMCAR 2024 1 A3 / ABS-O (US023947AD60)	5,96	−0,20	0,0763	−0,0042
AMERICREDIT AUTOMOBILE RECEIVA AMCAR 2024 1 A3 / ABS-O (US023947AD60)	5,96	−0,20	0,0763	−0,0042
US08163DBV82 / BMARK 2021 B25 300C 144A	5,96	3,13	0,0763	−0,0016
US80557CAA09 / SAXON ASSET SECURITIES TRUST SAST 2007 4 A1 144A	5,93	−2,79	0,0759	−0,0063
US19424KAB98 / COLLEGE AVE STUDENT LOANS CASL 2021 A A2 144A	5,92	−4,10	0,0758	−0,0074
US84752EAA10 / Specialty Underwriting & Residential Finance Trust Series 2007-BC2	5,90	−1,90	0,0755	−0,0055
US617451DS59 / MORGAN STANLEY CAPITAL INC MSAC 2006 HE1 M1	5,86	0,79	0,0751	−0,0034
US92538UAA97 / Verus Securitization Trust, Series 2022-3, Class A1	5,86	−1,68	0,0750	−0,0053
US61744CWM45 / MORGAN STANLEY CAPITAL INC MSAC 2005 HE7 M2	5,84	−2,18	0,0748	−0,0057
US46602WAC82 / IXIS REAL ESTATE CAPITAL TRUST 2006-HE2 SER 2006-HE2 CL A3 V/R REGD 1.86800000	5,80	−0,67	0,0742	−0,0045
US1266714L71 / Countrywide Asset-Backed Certificates	5,79	−5,96	0,0741	−0,0089
PRETIUM MORTGAGE CREDIT PARTNE PRET 2025 NPL5 A1 144A / ABS-MBS (US74143LAA44)	5,78		0,0740	0,0740
PRETIUM MORTGAGE CREDIT PARTNE PRET 2025 NPL5 A1 144A / ABS-MBS (US74143LAA44)	5,78		0,0740	0,0740
US69380TAA97 / PRPM 2023-NQM3 Trust	5,77	−5,27	0,0738	−0,0082
US87277JAA97 / TRTX 2022-FL5 Issuer Ltd	5,76	−7,99	0,0737	−0,0106
US3140NDC702 / FNMA POOL BX8193 FN 04/53 FIXED 4.5	5,75	−3,46	0,0736	−0,0067
US55283TAA60 / MF1 Multifamily Housing Mortgage Loan Trust	5,74	−30,15	0,0735	−0,0373
WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2024 3A A2A 144A / ABS-O (US96043CAB63)	5,74	−31,20	0,0734	−0,0390
WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2024 3A A2A 144A / ABS-O (US96043CAB63)	5,74	−31,20	0,0734	−0,0390
US07400TAD90 / BEAR STEARNS ASSET BACKED SECU BSABS 2007 2 M1	5,70	0,46	0,0730	−0,0035
PARALLEL LTD PARL 2021 1A AR 144A / ABS-CBDO (US69916HAL42)	5,69	0,14	0,0729	−0,0037
PARALLEL LTD PARL 2021 1A AR 144A / ABS-CBDO (US69916HAL42)	5,69	0,14	0,0729	−0,0037
US64830HAA23 / NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-RPL2 SER 2019-RPL2 CL A1 V/R REGD 144A P/P 3.25000000	5,68	−4,60	0,0727	−0,0075
COUNTRYWIDE ASSET BACKED CERTI CWL 2005 10 MV6 / ABS-MBS (US126670BA58)	5,64	0,00	0,0722	−0,0038
COUNTRYWIDE ASSET BACKED CERTI CWL 2005 10 MV6 / ABS-MBS (US126670BA58)	5,64	0,00	0,0722	−0,0038
US41162DAD12 / HarborView Mortgage Loan Trust 2006-12	5,64	−1,88	0,0721	−0,0053
US01F0306781 / UMBS TBA	5,63		0,0720	0,0720
US77587AAC09 / Romark WM-R Ltd	5,62	−14,53	0,0719	−0,0167
JPMCC / J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-ASH8	5,59	−0,73	0,0716	−0,0043
US64352VPQ85 / NEW CENTURY HOME EQUITY LOAN T NCHET 2005 D M1	5,57	−4,77	0,0713	−0,0075
US040104QK09 / ARGENT SECURITIES INC. ARSI 2005 W5 A1	5,57	−21,32	0,0713	−0,0241
US43289VAA17 / Hilton USA Trust 2016-SFP	5,53	2,54	0,0708	−0,0019
US61744CFA99 / Morgan Stanley ABS Capital I Inc Trust 2004-HE6	5,51	−1,70	0,0705	−0,0050
ANCHORAGE CREDIT FUNDING LTD. ANCHF 2015 1A ARV 144A / ABS-CBDO (US033296AG97)	5,49	−0,72	0,0702	−0,0043
ANCHORAGE CREDIT FUNDING LTD. ANCHF 2015 1A ARV 144A / ABS-CBDO (US033296AG97)	5,49	−0,72	0,0702	−0,0043
UPSTART PASS THROUGH TRUST UPSPT 2022 SB1 A 144A / ABS-O (US91682PAA66)	5,49	−20,78	0,0702	−0,0231
UPSTART PASS THROUGH TRUST UPSPT 2022 SB1 A 144A / ABS-O (US91682PAA66)	5,49	−20,78	0,0702	−0,0231
US126405AF64 / CREDIT SUISSE MORTGAGE TRUST CSMC 2020 RPL4 M3 144A	5,48	−2,99	0,0701	−0,0060
CARVANA AUTO RECEIVABLES TRUST CRVNA 2025 P1 A4 / ABS-O (US14689MAD20)	5,46	0,98	0,0699	−0,0030
CARVANA AUTO RECEIVABLES TRUST CRVNA 2025 P1 A4 / ABS-O (US14689MAD20)	5,46	0,98	0,0699	−0,0030
US82321UAA16 / Shenton Aircraft Investment I Ltd	5,44	−3,77	0,0697	−0,0066
US63860HAF64 / NSTR 2007-A M2	5,43	0,26	0,0696	−0,0035
US63942TAB17 / Navient Student Loan Trust	5,42	−10,14	0,0694	−0,0119
US07335YAA47 / BDS 2021-FL10 LTD / BDS 2021-FL10 LLC 1ML+135 12/18/2036 144A	5,42	−18,08	0,0694	−0,0198
US64033UAA88 / NELNET STUDENT LOAN TRUST 2016-1 NSLT 2016-1A A	5,42	−5,73	0,0693	−0,0081
US67117PAA12 / OBX Trust, Series 2023-NQM3, Class A1	5,36	−5,50	0,0686	−0,0078
US126670LS56 / COUNTRYWIDE ASSET BACKED CERTI CWL 2005 14 M4	5,35	1,02	0,0685	−0,0029
US03076MAD65 / ARGENT SECURITIES INC. ARSI 2006 M3 A2C	5,33	−0,07	0,0683	−0,0037
CASCADE FUNDING MORTGAGE TRUST CFMT 2024 RM5 A 144A / ABS-MBS (US147275AA96)	5,33	−2,38	0,0683	−0,0054
CASCADE FUNDING MORTGAGE TRUST CFMT 2024 RM5 A 144A / ABS-MBS (US147275AA96)	5,33	−2,38	0,0683	−0,0054
US16159RAC97 / Chase Home Lending Mortgage Trust 2023-RPL2	5,33	−1,75	0,0683	−0,0049
US83613AAA07 / SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT4 1A1	5,31	0,09	0,0680	−0,0035
BMW VEHICLE LEASE TRUST BMWLT 2024 2 A3 / ABS-O (US05613MAD11)	5,30	0,25	0,0679	−0,0034
BMW VEHICLE LEASE TRUST BMWLT 2024 2 A3 / ABS-O (US05613MAD11)	5,30	0,25	0,0679	−0,0034
CARMAX SELECT RECEIVABLES TRUS CMXS 2024 A A2A / ABS-O (US14319FAB94)	5,30	−30,23	0,0678	−0,0346
CARMAX SELECT RECEIVABLES TRUS CMXS 2024 A A2A / ABS-O (US14319FAB94)	5,30	−30,23	0,0678	−0,0346
CHASE MORTGAGE FINANCE CORPORA CHASE 2023 RPL3 A1 144A / ABS-MBS (US161927AC22)	5,30	−2,12	0,0678	−0,0051
CHASE MORTGAGE FINANCE CORPORA CHASE 2023 RPL3 A1 144A / ABS-MBS (US161927AC22)	5,30	−2,12	0,0678	−0,0051
NEUBERGER BERMAN CLO LTD NEUB 2021 43A AR 144A / ABS-CBDO (US64134AAJ16)	5,30	−0,08	0,0678	−0,0036
US80556YAD76 / Saxon Asset Securities Trust 2007-2	5,29	−1,14	0,0677	−0,0044
TRINITAS CLO LTD TRNTS 2017 7A A1R2 144A / ABS-CBDO (US89641CAU53)	5,28	−0,38	0,0676	−0,0039
TRINITAS CLO LTD TRNTS 2017 7A A1R2 144A / ABS-CBDO (US89641CAU53)	5,28	−0,38	0,0676	−0,0039
US04545EAA10 / ABFC Trust, Series 2007-WMC1, Class A1A	5,28	−3,05	0,0676	−0,0058
US59001FCT66 / MMLT 2005-2 M3	5,27	−4,21	0,0675	−0,0067
US63860FAG81 / NSTR 2006-B M3	5,24	0,58	0,0671	−0,0031
HONDA AUTO RECEIVABLES OWNER T HAROT 2024 4 A3 / ABS-O (US43816DAC92)	5,21	0,31	0,0668	−0,0033
HONDA AUTO RECEIVABLES OWNER T HAROT 2024 4 A3 / ABS-O (US43816DAC92)	5,21	0,31	0,0668	−0,0033
OFSI FUND LTD OFSBS 2021 10A AR 144A / ABS-CBDO (US67115PAW59)	5,21	0,15	0,0666	−0,0034
OFSI FUND LTD OFSBS 2021 10A AR 144A / ABS-CBDO (US67115PAW59)	5,21	0,15	0,0666	−0,0034
SCULPTOR CLO LTD SCUL 27A A1R 144A / ABS-CBDO (US81124UAW45)	5,20	0,42	0,0666	−0,0032
US58003UAA60 / MF1 Multifamily Housing Mortgage Loan Trust	5,17	−35,57	0,0661	−0,0419
US66987XDE22 / NOVASTAR HOME EQUITY LOAN NHEL 2003 4 A1	5,14	−8,05	0,0658	−0,0095
US12657GAA31 / CSMC 2021-RPL6 Trust	5,12	−2,79	0,0656	−0,0055
US42806MAE93 / Hertz Vehicle Financing III LP	5,12	0,67	0,0655	−0,0030
US89613GAB23 / Tricon American Homes 2020-SFR1	5,12	0,45	0,0655	−0,0032
US46602UAB44 / IXIS Real Estate Capital Trust 2006-HE3	5,12	−1,12	0,0655	−0,0042
TRINITAS CLO LTD TRNTS 2017 6A ARRR 144A / ABS-CBDO (US89640YBN31)	5,11	0,18	0,0654	−0,0033
TRINITAS CLO LTD TRNTS 2017 6A ARRR 144A / ABS-CBDO (US89640YBN31)	5,11	0,18	0,0654	−0,0033
SFS AUTO RECEIVABLES SECURITIZ SFAST 2025 1A A2 144A / ABS-O (US81885BAC90)	5,10	−10,61	0,0653	−0,0116
SFS AUTO RECEIVABLES SECURITIZ SFAST 2025 1A A2 144A / ABS-O (US81885BAC90)	5,10	−10,61	0,0653	−0,0116
US39538RBB42 / GreenPoint MTA Trust 2005-AR2	5,09	−0,27	0,0651	−0,0036
US232422AE52 / COUNTRYWIDE ASSET BACKED CERTI CWL 2006 7 2A4	5,09	−3,98	0,0651	−0,0063
ONSLOW BAY FINANCIAL LLC OBX 2024 HYB2 A1 144A / ABS-MBS (US67118RAA68)	5,08	−4,58	0,0650	−0,0067
ONSLOW BAY FINANCIAL LLC OBX 2024 HYB2 A1 144A / ABS-MBS (US67118RAA68)	5,08	−4,58	0,0650	−0,0067
US362341PU74 / GSAMP Trust, Series 2005-WMC1, Class M1	5,08	−3,85	0,0650	−0,0062
US61748HWP27 / MORGAN STANLEY MORTGAGE LOAN T MSM 2006 3AR 1A3	5,05	−3,33	0,0646	−0,0058
US004422AE14 / ACE SECURITIES CORP. ACE 2006 ASP5 A2C	5,03	0,80	0,0644	−0,0029
TOYOTA AUTO RECEIVABLES OWNER TAOT 2024 D A3 / ABS-O (US89239TAD46)	5,02	0,22	0,0643	−0,0033
TOYOTA AUTO RECEIVABLES OWNER TAOT 2024 D A3 / ABS-O (US89239TAD46)	5,02	0,22	0,0643	−0,0033
US36179YMH44 / GINNIE MAE II POOL P#MA9360 4.50000000	5,02	−1,24	0,0642	−0,0043
US04410RAA41 / Ashford Hospitality Trust 2018-ASHF	5,01	−0,12	0,0642	−0,0035
GM FINANCIAL AUTOMOBILE LEASIN GMALT 2024 3 A3 / ABS-O (US38012QAD07)	5,00	0,20	0,0640	−0,0033
GM FINANCIAL AUTOMOBILE LEASIN GMALT 2024 3 A3 / ABS-O (US38012QAD07)	5,00	0,20	0,0640	−0,0033
SILVER ROCK CLO LTD SLVRK 2021 2A AR 144A / ABS-CBDO (US82812LAN91)	4,99	−0,18	0,0639	−0,0035
SILVER ROCK CLO LTD SLVRK 2021 2A AR 144A / ABS-CBDO (US82812LAN91)	4,99	−0,18	0,0639	−0,0035
37 CAPITAL CLO LTD PUTNM 2023 2A AR 144A / ABS-CBDO (US883932AN54)	4,98	0,14	0,0638	−0,0033
37 CAPITAL CLO LTD PUTNM 2023 2A AR 144A / ABS-CBDO (US883932AN54)	4,98	0,14	0,0638	−0,0033
US12661GAA76 / CSMC 2021-RPL3 Trust	4,96	−3,33	0,0635	−0,0057
SNDPT / Sounds Point CLO IV-R LTD	4,95	−18,50	0,0633	−0,0185
PRETIUM MORTGAGE CREDIT PARTNE PRET 2024 NPL7 A1 144A / ABS-MBS (US74136TAA60)	4,95	−2,25	0,0633	−0,0049
PRETIUM MORTGAGE CREDIT PARTNE PRET 2024 NPL7 A1 144A / ABS-MBS (US74136TAA60)	4,95	−2,25	0,0633	−0,0049
GOODLEAP HOME IMPROVEMENT SOLU GDLP 2025 2A A 144A / ABS-O (US38238FAA84)	4,94		0,0633	0,0633
GOODLEAP HOME IMPROVEMENT SOLU GDLP 2025 2A A 144A / ABS-O (US38238FAA84)	4,94		0,0633	0,0633
US89180LAA61 / TPMT_21-SJ2	4,93	−10,73	0,0631	−0,0113
JP MORGAN MORTGAGE TRUST JPMMT 2024 10 A11 144A / ABS-MBS (US46658LAX91)	4,91	−9,83	0,0629	−0,0106
JP MORGAN MORTGAGE TRUST JPMMT 2024 10 A11 144A / ABS-MBS (US46658LAX91)	4,91	−9,83	0,0629	−0,0106
US00442GAA85 / ACE SECURITIES CORP. ACE 2007 HE3 A1	4,91	−1,66	0,0628	−0,0044
US45660LUW70 / IndyMac INDX Mortgage Loan Trust 2005-AR17	4,88	−0,18	0,0624	−0,0034
US92943AAA25 / WSTN_23-MAUI	4,87	−0,29	0,0624	−0,0035
US437084NF92 / HOME EQUITY ASSET TRUST HEAT 2005 6 M4	4,87	−11,22	0,0623	−0,0116
US3132DWGR88 / FNCL UMBS 5.5 SD8308 03-01-53	4,86	−2,68	0,0622	−0,0051
WOODWARD CAPITAL MANAGEMENT RCKT 2024 CES2 A1A 144A / ABS-MBS (US74938PAA49)	4,85	−9,55	0,0621	−0,0102
WOODWARD CAPITAL MANAGEMENT RCKT 2024 CES2 A1A 144A / ABS-MBS (US74938PAA49)	4,85	−9,55	0,0621	−0,0102
US55285WAA71 / MFA Trust, Series 2023-NQM2, Class A1	4,85	−3,50	0,0620	−0,0057
US00075VAA98 / ASSET BACKED FUNDING CERTIFICA ABFC 2006 OPT3 A1	4,83	−1,95	0,0618	−0,0046
WIND RIVER CLO LTD WINDR 2016 1KRA A1R3 144A / ABS-CBDO (US97314DAN84)	4,81	−0,43	0,0616	−0,0035
WIND RIVER CLO LTD WINDR 2016 1KRA A1R3 144A / ABS-CBDO (US97314DAN84)	4,81	−0,43	0,0616	−0,0035
US75115FAD24 / RALI Series Trust	4,79	−1,84	0,0614	−0,0045
US68383NBS18 / OPTEUM MORTGAGE ACCEPTANCE COR OPMAC 2005 3 M4	4,79	−18,06	0,0613	−0,0175
US26829HAA41 / ECMC Group Student Loan Trust 2020-2	4,78	−2,47	0,0611	−0,0049
US12663TAA79 / CSMC_22-RPL4	4,77	−3,23	0,0611	−0,0054
US39538WBF41 / GPMF 2005-HY1 M2	4,76	0,34	0,0609	−0,0030
US12643PAW23 / CREDIT SUISSE MORTGAGE TRUST CSMC 2010 6R 2A7 144A	4,73	0,60	0,0605	−0,0028
US61748LAE20 / MORGAN STANLEY CAPITAL INC MSAC 2006 NC4 A2D	4,73	−0,94	0,0605	−0,0038
US74143FAA75 / PRET_21-RN2	4,72	−8,29	0,0605	−0,0090
GS MORTGAGE BACKED SECURITIES GSMBS 2025 RPL3 A1 144A / ABS-MBS (US362963AA80)	4,72		0,0604	0,0604
GS MORTGAGE BACKED SECURITIES GSMBS 2025 RPL3 A1 144A / ABS-MBS (US362963AA80)	4,72		0,0604	0,0604
GM FINANCIAL CONSUMER AUTOMOBI GMCAR 2024 4 A3 / ABS-O (US38014AAD37)	4,72	0,17	0,0604	−0,0031
GM FINANCIAL CONSUMER AUTOMOBI GMCAR 2024 4 A3 / ABS-O (US38014AAD37)	4,72	0,17	0,0604	−0,0031
US576429AA26 / MASTR Adjustable Rate Mortgages Trust 2007-2	4,71	−1,26	0,0604	−0,0040
US456687AC67 / IndyMac INDX Mortgage Loan Trust 2007-FLX4	4,71	−0,76	0,0603	−0,0037
US43730XAA28 / Home Partners of America 2021-3 Trust	4,71	−0,65	0,0603	−0,0036
TRALEE CLO LTD TRAL 2018 5A A1RR 144A / ABS-CBDO (US89300JBA51)	4,71	0,13	0,0602	−0,0031
TRALEE CLO LTD TRAL 2018 5A A1RR 144A / ABS-CBDO (US89300JBA51)	4,71	0,13	0,0602	−0,0031
US46626LEQ95 / JP MORGAN MORTGAGE ACQUISITION JPMAC 2005 OPT2 M5	4,70	0,66	0,0601	−0,0028
COUNTRYWIDE HOME LOANS CWHL 2006 3 2A1 / ABS-MBS (US126694YM42)	4,65	−0,94	0,0595	−0,0037
COUNTRYWIDE HOME LOANS CWHL 2006 3 2A1 / ABS-MBS (US126694YM42)	4,65	−0,94	0,0595	−0,0037
US78449VAC00 / SMB Private Education Loan Trust 2020-PT-A	4,65	−7,21	0,0595	−0,0080
NAVIENT STUDENT LOAN TRUST NAVSL 2023 BA B 144A / ABS-O (US63942TAC99)	4,65	2,45	0,0595	−0,0017
NAVIENT STUDENT LOAN TRUST NAVSL 2023 BA B 144A / ABS-O (US63942TAC99)	4,65	2,45	0,0595	−0,0017
CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N3 A3 144A / ABS-O (US14687WAC47)	4,60	0,04	0,0589	−0,0031
PRP ADVISORS, LLC PRPM 2025 RCF2 A1 144A / ABS-MBS (US74448VAA44)	4,58		0,0586	0,0586
PRP ADVISORS, LLC PRPM 2025 RCF2 A1 144A / ABS-MBS (US74448VAA44)	4,58		0,0586	0,0586
US12658XAC11 / Credit Suisse Mortgage Capital Certificates	4,55	−3,82	0,0583	−0,0055
PRP ADVISORS, LLC PRPM 2024 2 A1 144A / ABS-MBS (US74448BAA89)	4,55	−4,79	0,0582	−0,0062
PRP ADVISORS, LLC PRPM 2024 2 A1 144A / ABS-MBS (US74448BAA89)	4,55	−4,79	0,0582	−0,0062
US576433A558 / MASTR ADJUSTABLE RATE MORTGAGE MARM 2005 6 4A1	4,53	−4,33	0,0581	−0,0058
TOWD POINT MORTGAGE TRUST TPMT 2024 CES3 A1 144A / ABS-MBS (US89183EAA91)	4,51	−8,44	0,0578	−0,0087
TOWD POINT MORTGAGE TRUST TPMT 2024 CES3 A1 144A / ABS-MBS (US89183EAA91)	4,51	−8,44	0,0578	−0,0087
PAGAYA AI DEBT SELECTION TRUST PAID 2025 2 A1 144A / ABS-O (US69545GAA94)	4,51	−27,31	0,0577	−0,0259
PAGAYA AI DEBT SELECTION TRUST PAID 2025 2 A1 144A / ABS-O (US69545GAA94)	4,51	−27,31	0,0577	−0,0259
US50189XAA37 / LCM LOAN INCOME FUND I LTD SER 1A CL A V/R REGD 144A P/P 6.61775000	4,48	−34,52	0,0574	−0,0349
US12668PAA03 / Alternative Loan Trust 2006-OA17	4,48	−1,84	0,0573	−0,0042
CPS AUTO TRUST CPS 2025 B A 144A / ABS-O (US12630SAA96)	4,44		0,0568	0,0568
CPS AUTO TRUST CPS 2025 B A 144A / ABS-O (US12630SAA96)	4,44		0,0568	0,0568
US41161PA868 / HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 1 2A1A	4,44	−4,36	0,0568	−0,0057
US14311AAS15 / Carlyle Global Market Strategies CLO 2014-5 Ltd 3.44	4,41	−10,99	0,0564	−0,0103
US525228AA00 / Lehman XS Trust Series 2006-GP3	4,41	−0,41	0,0564	−0,0032
DRIVE AUTO RECEIVABLES TRUST DRIVE 2024 2 A2 / ABS-O (US26207AAC71)	4,41	−35,16	0,0564	−0,0352
DRIVE AUTO RECEIVABLES TRUST DRIVE 2024 2 A2 / ABS-O (US26207AAC71)	4,41	−35,16	0,0564	−0,0352
LCM LTD PARTNERSHIP LCM 35A A1R 144A / ABS-CBDO (US50202QAL77)	4,39	0,05	0,0562	−0,0029
LCM LTD PARTNERSHIP LCM 35A A1R 144A / ABS-CBDO (US50202QAL77)	4,39	0,05	0,0562	−0,0029
US07820QAY17 / BELLA VISTA MORTGAGE TRUST BVMBS 2004 2 A1	4,37	−2,67	0,0560	−0,0046
FINANCE OF AMERICA HECM BUYOUT FAHB 2024 HB1 A1A 144A / ABS-MBS (US31737DAA46)	4,34	−7,87	0,0556	−0,0080
FINANCE OF AMERICA HECM BUYOUT FAHB 2024 HB1 A1A 144A / ABS-MBS (US31737DAA46)	4,34	−7,87	0,0556	−0,0080
MLCC MORTGAGE INVESTORS INC MLCC 2006 2 M1 / ABS-MBS (US590219AJ06)	4,31	−1,30	0,0552	−0,0037
MLCC MORTGAGE INVESTORS INC MLCC 2006 2 M1 / ABS-MBS (US590219AJ06)	4,31	−1,30	0,0552	−0,0037
US78445FAD78 / SLMA 08-7 A4 FRN (L+90) 07-25-23	4,31	−3,77	0,0552	−0,0052
BAIN CAPITAL CREDIT CLO, LIMIT BCC 2020 2A ARR 144A / ABS-CBDO (US05683EAW21)	4,31	0,14	0,0552	−0,0028
BAIN CAPITAL CREDIT CLO, LIMIT BCC 2020 2A ARR 144A / ABS-CBDO (US05683EAW21)	4,31	0,14	0,0552	−0,0028
AIMCO AIMCO 2015 AA AR3 144A / ABS-CBDO (US00900LAY02)	4,31	0,14	0,0551	−0,0028
AIMCO AIMCO 2015 AA AR3 144A / ABS-CBDO (US00900LAY02)	4,31	0,14	0,0551	−0,0028
US617451EV79 / MORGAN STANLEY CAPITAL INC MSAC 2006 HE2 A2D	4,30	−1,76	0,0550	−0,0039
US751152AA77 / RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA7 1A1	4,29	−0,90	0,0549	−0,0034
US3133C2KJ69 / UMBS	4,28	−0,53	0,0548	−0,0032
BLUEMOUNTAIN CLO LTD BLUEM 2018 3A A1R 144A / ABS-CBDO (US09630AAN63)	4,27	−12,27	0,0547	−0,0109
BLUEMOUNTAIN CLO LTD BLUEM 2018 3A A1R 144A / ABS-CBDO (US09630AAN63)	4,27	−12,27	0,0547	−0,0109
US12656TAD00 / CSMC_21-RPL2	4,27	−1,25	0,0546	−0,0036
WOODWARD CAPITAL MANAGEMENT RCKT 2025 CES3 A1A 144A / ABS-MBS (US749420AA36)	4,25	−3,45	0,0544	−0,0049
WOODWARD CAPITAL MANAGEMENT RCKT 2025 CES3 A1A 144A / ABS-MBS (US749420AA36)	4,25	−3,45	0,0544	−0,0049
US83610JAA43 / SOUND POINT CLO XIX Ltd	4,24	−36,59	0,0543	−0,0358
US23245PAA93 / ALTERNATIVE LOAN TRUST 2006-OA22	4,19	−1,32	0,0536	−0,0036
RFR USD SOFR/3.56673 09/02/25-4Y* LCH / DIR (EZNQ4Z4QT3L7)	4,18		0,0535	0,0535
US042853AB72 / Arroyo Mortgage Trust 2021-1R	4,16	−6,73	0,0532	−0,0069
US07401NAA72 / BEAR STEARNS MORTGAGE FUNDING TRUST 2006	4,15	−0,19	0,0532	−0,0029
US05609BAV18 / BX Trust 2021-LBA	4,15	0,36	0,0532	−0,0026
US126670HK76 / COUNTRYWIDE ASSET BACKED CERTI CWL 2005 13 MV2	4,15	−4,40	0,0531	−0,0054
US36258BAA61 / GS Mortgage Securities Corp. Trust, Series 2020-DUNE, Class A	4,15	0,19	0,0531	−0,0027
US9497EBAD15 / WELLS FARGO HOME EQUITY TRUST WFHET 2006 3 M1	4,12	−4,85	0,0527	−0,0056
US86364CAC64 / Structured Adjustable Rate Mortgage Loan Trust Series 2007-6	4,11	−3,11	0,0526	−0,0046
US3140XH5X18 / UMBS, 30 Year	4,10	−2,77	0,0525	−0,0044
PRP ADVISORS, LLC PRPM 2024 NQM4 A1 144A / ABS-MBS (US69381UAA51)	4,10	−3,91	0,0525	−0,0050
PRP ADVISORS, LLC PRPM 2024 NQM4 A1 144A / ABS-MBS (US69381UAA51)	4,10	−3,91	0,0525	−0,0050
US02151WAA09 / Alternative Loan Trust, Series 2007-OA11, Class A1A	4,08	2,67	0,0522	−0,0013
BAIN CAPITAL CREDIT CLO LIMITE BCC 2019 3A ARR 144A / ABS-CBDO (US05683TBA60)	4,08	0,00	0,0522	−0,0028
BAIN CAPITAL CREDIT CLO LIMITE BCC 2019 3A ARR 144A / ABS-CBDO (US05683TBA60)	4,08	0,00	0,0522	−0,0028
TRINITAS CLO LTD TRNTS 2022 20A A1R 144A / ABS-CBDO (US89640EAN85)	4,08	0,12	0,0522	−0,0027
TRINITAS CLO LTD TRNTS 2022 20A A1R 144A / ABS-CBDO (US89640EAN85)	4,08	0,12	0,0522	−0,0027
US14319BAC63 / Carmax Auto Owner Trust	4,04	−2,56	0,0517	−0,0042
WOODWARD CAPITAL MANAGEMENT RCKT 2025 CES1 A1A 144A / ABS-MBS (US749427AA88)	4,03	−4,54	0,0516	−0,0053
WOODWARD CAPITAL MANAGEMENT RCKT 2025 CES1 A1A 144A / ABS-MBS (US749427AA88)	4,03	−4,54	0,0516	−0,0053
US542514GM08 / Long Beach Mortgage Loan Trust, Series 2004-3, Class M1	4,02	−0,72	0,0515	−0,0031
CARVAL CLO LTD CARVL 2018 1A AR 144A / ABS-CBDO (US146865AJ95)	4,02	−3,83	0,0515	−0,0049
CARVAL CLO LTD CARVL 2018 1A AR 144A / ABS-CBDO (US146865AJ95)	4,02	−3,83	0,0515	−0,0049
GSAA HOME EQUITY TRUST GSAA 2004 7 M1 / ABS-MBS (US36242DDF78)	4,01	1,31	0,0514	−0,0020
GSAA HOME EQUITY TRUST GSAA 2004 7 M1 / ABS-MBS (US36242DDF78)	4,01	1,31	0,0514	−0,0020
SOUND POINT CLO LTD SNDPT 2020 3A A1R 144A / ABS-CBDO (US83615CAL00)	4,01	−10,38	0,0514	−0,0090
SOUND POINT CLO LTD SNDPT 2020 3A A1R 144A / ABS-CBDO (US83615CAL00)	4,01	−10,38	0,0514	−0,0090
US74922MAC55 / RALI_06-QA6	4,01	−2,05	0,0513	−0,0038
US20846QDJ40 / CONSECO FINANCE SECURITIZATION CNF 2000 3 A 144A	3,99	−5,05	0,0510	−0,0056
RFR USD SOFR/3.6942* 09/02/25-7Y* LCH / DIR (EZSCMPYF3PP3)	3,99		0,0510	0,0510
RFR USD SOFR/3.6942* 09/02/25-7Y* LCH / DIR (EZSCMPYF3PP3)	3,99		0,0510	0,0510
BAIN CAPITAL CREDIT CLO, LIMIT BCC 2021 3A AR 144A / ABS-CBDO (US05683NAJ19)	3,98	0,58	0,0510	−0,0024
BAIN CAPITAL CREDIT CLO, LIMIT BCC 2021 3A AR 144A / ABS-CBDO (US05683NAJ19)	3,98	0,58	0,0510	−0,0024
PFP III PFP 2024 11 A 144A / ABS-MBS (US69291WAA09)	3,98	−9,81	0,0510	−0,0085
GSAA HOME EQUITY TRUST GSAA 2005 MTR1 M2 / ABS-MBS (US362341UF43)	3,93	1,13	0,0503	−0,0021
GSAA HOME EQUITY TRUST GSAA 2005 MTR1 M2 / ABS-MBS (US362341UF43)	3,93	1,13	0,0503	−0,0021
CHASE MORTGAGE FINANCE CORPORA CHASE 2024 9 A11 144A / ABS-MBS (US16160QAX25)	3,91	−10,09	0,0501	−0,0086
FED HM LN PC POOL QI5740 FR 05/54 FIXED 7 / ABS-MBS (US3133WCLV44)	3,90	−0,33	0,0499	−0,0028
FED HM LN PC POOL QI5740 FR 05/54 FIXED 7 / ABS-MBS (US3133WCLV44)	3,90	−0,33	0,0499	−0,0028
CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P3 A3 / ABS-O (US146919AC98)	3,90	0,10	0,0499	−0,0026
STRUCTURED ASSET INVESTMENT LO SAIL 2003 BC2 M2 / ABS-MBS (US86358EAP16)	3,88	0,83	0,0497	−0,0022
STRUCTURED ASSET INVESTMENT LO SAIL 2003 BC2 M2 / ABS-MBS (US86358EAP16)	3,88	0,83	0,0497	−0,0022
US12570GAB59 / CIM Trust 2023-R3	3,87		0,0496	0,0496
WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2024 2A A2A 144A / ABS-O (US96042YAB92)	3,87	−31,99	0,0495	−0,0271
WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2024 2A A2A 144A / ABS-O (US96042YAB92)	3,87	−31,99	0,0495	−0,0271
US07386HUJ84 / BEAR STEARNS ALT A TRUST BALTA 2005 5 22A1	3,86	−3,06	0,0494	−0,0043
US62955HAA59 / NYO COMMERCIAL MORTGAGE TRUST 2021-1290 SER 2021-1290 CL A V/R REGD 144A P/P 1.17500000	3,86	0,55	0,0494	−0,0023
US19424KAA16 / College Ave Student Loans 2021-A LLC	3,85	−5,21	0,0493	−0,0055
US54251YAD04 / Long Beach Mortgage Loan Trust 2006-10	3,85	−0,16	0,0493	−0,0027
DRYDEN SENIOR LOAN FUND DRSLF 2017 54A AR 144A / ABS-CBDO (US26244RAF82)	3,85	−26,52	0,0493	−0,0213
DRYDEN SENIOR LOAN FUND DRSLF 2017 54A AR 144A / ABS-CBDO (US26244RAF82)	3,85	−26,52	0,0493	−0,0213
US35729NAA37 / Fremont Home Loan Trust 2006-E	3,83	−2,02	0,0490	−0,0037
FIRST HELP FINANCIAL LLC FHF 2025 1A A2 144A / ABS-O (US30340RAB24)	3,81	0,39	0,0488	−0,0024
FIRST HELP FINANCIAL LLC FHF 2025 1A A2 144A / ABS-O (US30340RAB24)	3,81	0,39	0,0488	−0,0024
EW / Edwards Lifesciences Corporation	3,80	−95,80	0,0487	−1,3872
EW / Edwards Lifesciences Corporation	3,80	0,00	0,0487	0,0000
WOODWARD CAPITAL MANAGEMENT RCKT 2024 CES9 A1A 144A / ABS-MBS (US749426AA06)	3,80	−4,72	0,0486	−0,0051
WOODWARD CAPITAL MANAGEMENT RCKT 2024 CES9 A1A 144A / ABS-MBS (US749426AA06)	3,80	−4,72	0,0486	−0,0051
US00075QAD43 / ASSET BACKED FUNDING CERTIFICA ABFC 2006 OPT1 A3D	3,80	−2,87	0,0486	−0,0041
MARATHON CLO LTD MCLO 2019 1A AAR2 144A / ABS-CBDO (US56579ABJ88)	3,78	−7,97	0,0483	−0,0070
MARATHON CLO LTD MCLO 2019 1A AAR2 144A / ABS-CBDO (US56579ABJ88)	3,78	−7,97	0,0483	−0,0070
RFR USD SOFR/3.70520 09/02/25-7Y* LCH / DIR (EZ3JC37DJDV5)	3,75		0,0480	0,0480
RFR USD SOFR/3.70520 09/02/25-7Y* LCH / DIR (EZ3JC37DJDV5)	3,75		0,0480	0,0480
JP MORGAN SEASONED MORTGAGE TR JPSMT 2025 1 A4 144A / ABS-MBS (US46659PAG63)	3,75		0,0480	0,0480
JP MORGAN SEASONED MORTGAGE TR JPSMT 2025 1 A4 144A / ABS-MBS (US46659PAG63)	3,75		0,0480	0,0480
US46630XAG34 / JP MORGAN MORTGAGE ACQUISITION JPMAC 2007 CH3 M1	3,75	0,40	0,0480	−0,0023
US12635WAA53 / COMM 2016-787S MORTGAGE TRUST COMM 2016-787S A	3,73	0,21	0,0478	−0,0024
US92539YAA01 / Verus Securitization Trust 2023-7	3,73	−7,51	0,0477	−0,0066
MERCEDES BENZ AUTO LEASE TRUST MBALT 2024 B A2A / ABS-O (US58769GAB95)	3,72	−35,15	0,0476	−0,0297
MERCEDES BENZ AUTO LEASE TRUST MBALT 2024 B A2A / ABS-O (US58769GAB95)	3,72	−35,15	0,0476	−0,0297
US06762TAA97 / BABSN 21-3 A CLO 144A FRN (L+115) 01-18-35	3,71	0,14	0,0475	−0,0024
BAIN CAPITAL CREDIT CLO, LIMIT BCC 2021 6A A1R 144A / ABS-CBDO (US05684PAL04)	3,70	0,54	0,0474	−0,0023
BAIN CAPITAL CREDIT CLO, LIMIT BCC 2021 6A A1R 144A / ABS-CBDO (US05684PAL04)	3,70	0,54	0,0474	−0,0023
VCAT ASSET SECURITIZATION, LLC VCAT 2025 NPL2 A1 144A / ABS-MBS (US92243PAA66)	3,70	−8,50	0,0474	−0,0071
VCAT ASSET SECURITIZATION, LLC VCAT 2025 NPL2 A1 144A / ABS-MBS (US92243PAA66)	3,70	−8,50	0,0474	−0,0071
CQS US CLO LTD CQS 2021 1A AR 144A / ABS-CBDO (US12659UAL61)	3,70	−0,51	0,0474	−0,0028
CQS US CLO LTD CQS 2021 1A AR 144A / ABS-CBDO (US12659UAL61)	3,70	−0,51	0,0474	−0,0028
RESEARCH DRIVEN PAGAYA MOTOR A RPM 2025 3A A1 144A / ABS-O (US76090QAA13)	3,70		0,0474	0,0474
RESEARCH DRIVEN PAGAYA MOTOR A RPM 2025 3A A1 144A / ABS-O (US76090QAA13)	3,70		0,0474	0,0474
RFR USD SOFR/3.67951 09/02/25-7Y* LCH / DIR (EZ3JC37DJDV5)	3,68		0,0471	0,0471
RFR USD SOFR/3.67951 09/02/25-7Y* LCH / DIR (EZ3JC37DJDV5)	3,68		0,0471	0,0471
US86361GAA40 / STRUCTURED ASSET SECURITIES CO SASC 2006 BC2 A1	3,67	−1,79	0,0469	−0,0034
M+T BANK AUTO RECEIVABLES TRUS MTBAT 2024 1A A3 144A / ABS-O (US55286TAC99)	3,64	−0,16	0,0467	−0,0025
M+T BANK AUTO RECEIVABLES TRUS MTBAT 2024 1A A3 144A / ABS-O (US55286TAC99)	3,64	−0,16	0,0467	−0,0025
GUGGENHEIM CLO LTD GUGG 2022 2A A1R 144A / ABS-CBDO (US40172PAL67)	3,64	−0,19	0,0466	−0,0026
GUGGENHEIM CLO LTD GUGG 2022 2A A1R 144A / ABS-CBDO (US40172PAL67)	3,64	−0,19	0,0466	−0,0026
SANTANDER DRIVE AUTO RECEIVABL SDART 2024 5 A2 / ABS-O (US802920AC28)	3,64	−40,12	0,0466	−0,0353
SANTANDER DRIVE AUTO RECEIVABL SDART 2024 5 A2 / ABS-O (US802920AC28)	3,64	−40,12	0,0466	−0,0353
US03072SYB59 / Ameriquest Mortgage Securities Inc Asset-Backed Pass-Through Ctfs Ser 2005-R1	3,63	−4,23	0,0464	−0,0046
ROMARK CREDIT FUNDING LTD RCF 2020 1A AV 144A / ABS-CBDO (US77588EAA55)	3,62	0,33	0,0463	−0,0023
ROMARK CREDIT FUNDING LTD RCF 2020 1A AV 144A / ABS-CBDO (US77588EAA55)	3,62	0,33	0,0463	−0,0023
GOLUB CAPITAL PARTNERS STATIC GOST 2024 1A A1 144A / ABS-CBDO (US381929AA67)	3,61	−6,45	0,0462	−0,0058
GOLUB CAPITAL PARTNERS STATIC GOST 2024 1A A1 144A / ABS-CBDO (US381929AA67)	3,61	−6,45	0,0462	−0,0058
CARMAX SELECT RECEIVABLES TRUS CMXS 2025 A A2A / ABS-O (US14319UAB61)	3,60	0,00	0,0461	−0,0024
CARMAX SELECT RECEIVABLES TRUS CMXS 2025 A A2A / ABS-O (US14319UAB61)	3,60	0,00	0,0461	−0,0024
LAD AUTO RECEIVABLES TRUST LADAR 2025 1A A2 144A / ABS-O (US505712AB53)	3,60	0,06	0,0461	−0,0024
LAD AUTO RECEIVABLES TRUST LADAR 2025 1A A2 144A / ABS-O (US505712AB53)	3,60	0,06	0,0461	−0,0024
CASCADE FUNDING MORTGAGE TRUST CFMT 2025 HB16 A 144A / ABS-MBS (US12531BAA61)	3,60	−13,84	0,0461	−0,0102
CASCADE FUNDING MORTGAGE TRUST CFMT 2025 HB16 A 144A / ABS-MBS (US12531BAA61)	3,60	−13,84	0,0461	−0,0102
JP MORGAN MORTGAGE TRUST JPMMT 2024 9 A11 144A / ABS-MBS (US46593DAX57)	3,58	−9,57	0,0459	−0,0075
JP MORGAN MORTGAGE TRUST JPMMT 2024 9 A11 144A / ABS-MBS (US46593DAX57)	3,58	−9,57	0,0459	−0,0075
RFR USD SOFR/3.67444 09/02/25-7Y* LCH / DIR (EZ3JC37DJDV5)	3,58		0,0458	0,0458
RFR USD SOFR/3.67444 09/02/25-7Y* LCH / DIR (EZ3JC37DJDV5)	3,58		0,0458	0,0458
US93363DAA54 / WaMu Mortgage Pass-Through Certificates Series 2006-AR9 Trust	3,57	−2,99	0,0457	−0,0039
US12668AVQ56 / CWALT 2005-61 2A2	3,57	−7,16	0,0456	−0,0061
US19688MAA80 / COLT FUNDING LLC COLT 2022 8 A1 144A	3,56	−6,75	0,0456	−0,0059
US92922FR759 / WaMu Mortgage Pass-Through Certificates Series 2005-AR8	3,56	−3,10	0,0456	−0,0039
US86362VAA08 / STRUCTURED ASSET SECURITIES CORP MORTGAGE LOAN TRUS SER 2006-BC6 CL A1 V/R REGD 0.33513000	3,56	−6,22	0,0455	−0,0056
US92925CBA99 / WaMu Mortgage Pass-Through Certificates Series 2005-AR19 Trust	3,55	−4,74	0,0455	−0,0048
SBNA AUTO RECEIVABLES TRUST SBAT 2024 A A3 144A / ABS-O (US78437PAC77)	3,55	−15,91	0,0454	−0,0114
SBNA AUTO RECEIVABLES TRUST SBAT 2024 A A3 144A / ABS-O (US78437PAC77)	3,55	−15,91	0,0454	−0,0114
RFR USD SOFR/3.00000 06/21/23-7Y LCH / DIR (EZWF2F56KP17)	3,54	−57,54	0,0454	−0,0671
RFR USD SOFR/3.00000 06/21/23-7Y LCH / DIR (EZWF2F56KP17)	3,54	−57,54	0,0454	−0,0671
PRETIUM MORTGAGE CREDIT PARTNE PRET 2024 NPL9 A1 144A / ABS-MBS (US74143TAA79)	3,54	−6,26	0,0453	−0,0056
PRETIUM MORTGAGE CREDIT PARTNE PRET 2024 NPL9 A1 144A / ABS-MBS (US74143TAA79)	3,54	−6,26	0,0453	−0,0056
GSAA HOME EQUITY TRUST GSAA 2005 MTR1 M1 / ABS-MBS (US362341UE77)	3,53	1,06	0,0452	−0,0019
GSAA HOME EQUITY TRUST GSAA 2005 MTR1 M1 / ABS-MBS (US362341UE77)	3,53	1,06	0,0452	−0,0019
US881943AB00 / Tesla Electric Vehicle Trust 2023-1	3,52	−41,10	0,0451	−0,0355
MF1 MULTIFAMILY HOUSING MORTGA MF1 2024 FL14 A 144A / ABS-CBDO (US55416AAA79)	3,51	0,23	0,0450	−0,0023
MF1 MULTIFAMILY HOUSING MORTGA MF1 2024 FL14 A 144A / ABS-CBDO (US55416AAA79)	3,51	0,23	0,0450	−0,0023
US83611VAS79 / SOUND POINT CLO XXVII LTD SER 2020-2A CL AR V/R REGD 144A P/P 0.00000000	3,51	0,09	0,0449	−0,0023
US3140MWVS20 / FNCL UMBS 5.5 BW5124 02-01-53	3,50	−0,40	0,0448	−0,0026
PORSCHE INNOVATIVE LEASE OWNER PILOT 2024 2A A3 144A / ABS-O (US73328NAE13)	3,50	0,14	0,0448	−0,0023
PORSCHE INNOVATIVE LEASE OWNER PILOT 2024 2A A3 144A / ABS-O (US73328NAE13)	3,50	0,14	0,0448	−0,0023
ALLY AUTO RECEIVABLES TRUST ALLYA 2024 2 A3 / ABS-O (US02007NAC20)	3,50	0,40	0,0448	−0,0022
ALLY AUTO RECEIVABLES TRUST ALLYA 2024 2 A3 / ABS-O (US02007NAC20)	3,50	0,40	0,0448	−0,0022
US73316PGW41 / Popular ABS Mortgage Pass-Through Trust 2005-5	3,47	−1,56	0,0444	−0,0031
US03072SVW24 / Ameriquest Mortgage Securities, Inc., Series 2004-R10, Class M6	3,45	0,88	0,0442	−0,0019
US805564QK08 / Saxon Asset Securities Trust 2004-2	3,42	0,00	0,0438	−0,0023
MOUNTAIN VIEW CLO MVEW 2022 1A A1R 144A / ABS-CBDO (US62432UAN19)	3,41	0,06	0,0436	−0,0023
US126670VQ80 / CWL 2006-SD1 M2	3,39	1,62	0,0434	−0,0016
US617505AC64 / MORGAN STANLEY CAPITAL INC MSAC 2007 NC1 A2B	3,38	−1,91	0,0433	−0,0032
SMB PRIVATE EDUCATION LOAN TRU SMB 2024 C A1A 144A / ABS-O (US83206EAA55)	3,38	−3,10	0,0433	−0,0037
SMB PRIVATE EDUCATION LOAN TRU SMB 2024 C A1A 144A / ABS-O (US83206EAA55)	3,38	−3,10	0,0433	−0,0037
US61744CPM28 / MSAC 2005-NC2 M6 MTGE	3,38	0,06	0,0432	−0,0023
US86359LJZ31 / STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR3 1A1	3,37	−2,09	0,0432	−0,0033
US61691XAA19 / Morgan Stanley Capital I Trust 2019-PLND	3,37	−8,53	0,0431	−0,0065
GREENSKY HOME IMPROVEMENT ISSU GSKY 2025 1A A2 144A / ABS-O (US39571NAB29)	3,36	−9,33	0,0430	−0,0069
US19423DAB64 / COLLEGE AVE STUDENT LOANS 2018-A LLC CASL 2018-A A2	3,35	−5,87	0,0429	−0,0051
US86359DUM72 / Lehman XS Trust Series 2005-5N	3,35	−6,68	0,0429	−0,0055
MASTR ASSET BACKED SECURITIES MABS 2002 OPT1 M5 / ABS-MBS (US57643LAG14)	3,35	−1,36	0,0428	−0,0029
MASTR ASSET BACKED SECURITIES MABS 2002 OPT1 M5 / ABS-MBS (US57643LAG14)	3,35	−1,36	0,0428	−0,0029
CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P2 A3 / ABS-O (US14688PAC86)	3,34	0,15	0,0427	−0,0022
CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P2 A3 / ABS-O (US14688PAC86)	3,34	0,15	0,0427	−0,0022
US3140NAHC05 / FNMA POOL BX5626 FN 01/53 FIXED 5.5	3,33	−0,24	0,0426	−0,0024
SMB PRIVATE EDUCATION LOAN TRU SMB 2024 F A1A 144A / ABS-O (US83207VAA61)	3,32	−2,92	0,0426	−0,0036
SMB PRIVATE EDUCATION LOAN TRU SMB 2024 F A1A 144A / ABS-O (US83207VAA61)	3,32	−2,92	0,0426	−0,0036
US14919GAA31 / Cathedral Lake Ltd., Series 2021-8A, Class A1	3,30	0,12	0,0423	−0,0022
CHASE MORTGAGE FINANCE CORPORA CHASE 2024 RPL1 A1A 144A / ABS-MBS (US16159MAA45)	3,30	−2,97	0,0422	−0,0036
CHASE MORTGAGE FINANCE CORPORA CHASE 2024 RPL1 A1A 144A / ABS-MBS (US16159MAA45)	3,30	−2,97	0,0422	−0,0036
US05544EAB74 / BCAP LLC TRUST BCAP 2014 RR3 1A2 144A	3,28	−0,09	0,0420	−0,0023
US75406WAE12 / RESIDENTIAL ASSET SECURITIES C RASC 2006 KS6 M1	3,27	−4,72	0,0419	−0,0044
US759950DQ81 / RAMC 2004-3 M2	3,27	−1,98	0,0418	−0,0031
US76110WX358 / RESIDENTIAL ASSET SECURITIES C RASC 2005 KS5 M7	3,26	−6,41	0,0417	−0,0052
SPACE COAST CREDIT UNION SCCU 2024 1A A4 144A / ABS-O (US78436RAG56)	3,25	−0,31	0,0416	−0,0023
SPACE COAST CREDIT UNION SCCU 2024 1A A4 144A / ABS-O (US78436RAG56)	3,25	−0,31	0,0416	−0,0023
US21873CAA18 / CoreVest American Finance 2020-3 Trust	3,24	−19,78	0,0415	−0,0130
US21H0506806 / GNMA	3,24	33,06	0,0415	0,0029
ONSLOW BAY FINANCIAL LLC OBX 2024 HYB1 A1 144A / ABS-MBS (US67448MAA80)	3,24	−4,99	0,0415	−0,0045
ONSLOW BAY FINANCIAL LLC OBX 2024 HYB1 A1 144A / ABS-MBS (US67448MAA80)	3,24	−4,99	0,0415	−0,0045
WOODWARD CAPITAL MANAGEMENT RCKT 2024 CES7 A1A 144A / ABS-MBS (US749414AA67)	3,22	−6,99	0,0412	−0,0054
USU5615XAA82 / MANHATTAN WEST	3,22	1,45	0,0412	−0,0016
US12489WQX55 / CREDIT BASED ASSET SERVICING A CBASS 2006 CB3 AV4	3,21	−3,96	0,0410	−0,0039
US64032PAA03 / Nelnet Student Loan Trust, Series 2023-AA, Class AFL	3,20	−8,33	0,0410	−0,0061
US89613GAC06 / TAH_20-SFR1	3,20	0,44	0,0410	−0,0020
US89173UAA51 / Towd Point Mortgage Trust 2017-4	3,20	−10,24	0,0410	−0,0071
US46630KAU07 / JPMAC_07-HE1	3,20	−3,44	0,0409	−0,0037
US87276WAA18 / TPG Real Estate Finance Issuer LTD	3,16	−4,97	0,0404	−0,0044
RFRF USD SF+26.161/1.7* 7/15/23-7Y* CME / DIR (EZMBPFMCJ2B0)	3,15	−37,14	0,0403	−0,0272
RFRF USD SF+26.161/1.7* 7/15/23-7Y* CME / DIR (EZMBPFMCJ2B0)	3,15	−37,14	0,0403	−0,0272
US042853AA99 / Arroyo Mortgage Trust 2021-1R	3,15	−6,67	0,0403	−0,0052
AG TRUST AG 2024 NLP A 144A / ABS-MBS (US00792MAA18)	3,15	0,13	0,0403	−0,0021
AG TRUST AG 2024 NLP A 144A / ABS-MBS (US00792MAA18)	3,15	0,13	0,0403	−0,0021
US75115VAA35 / RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA9 A1	3,14	−3,38	0,0403	−0,0036
US70069FAZ09 / ASSET BACKED SECURITY	3,13	−7,35	0,0401	−0,0055
ICG US CLO LTD ICG 2015 2RA A1R 144A / ABS-CBDO (US44933WAL37)	3,12	−13,11	0,0400	−0,0085
ICG US CLO LTD ICG 2015 2RA A1R 144A / ABS-CBDO (US44933WAL37)	3,12	−13,11	0,0400	−0,0085
PRP ADVISORS, LLC PRPM 2025 NQM1 A1 144A / ABS-MBS (US74391EAA91)	3,12	−5,97	0,0399	−0,0048
PRP ADVISORS, LLC PRPM 2025 NQM1 A1 144A / ABS-MBS (US74391EAA91)	3,12	−5,97	0,0399	−0,0048
US07387VAD10 / BEAR STEARNS ASSET BACKED SECU BSABS 2007 HE7 2A2	3,12	1,33	0,0399	−0,0016
US25151RAB06 / DEUTSCHE ALT A SECURITIES INC DBALT 2007 AR1 A2	3,11	−2,78	0,0398	−0,0033
TREASURY BILL 09/25 0.00000 / DBT (US912797QU41)	3,11		0,0398	0,0398
TREASURY BILL 09/25 0.00000 / DBT (US912797QU41)	3,11		0,0398	0,0398
US3137FLYL21 / Freddie Mac Multifamily Structured Pass Through Certificates	3,09	−3,07	0,0396	−0,0034
US21H0226892 / Ginnie Mae	3,06	0,99	0,0392	−0,0089
CARMAX SELECT RECEIVABLES TRUS CMXS 2024 A A2B / ABS-O (US14319FAC77)	3,06	−30,20	0,0391	−0,0199
CARMAX SELECT RECEIVABLES TRUS CMXS 2024 A A2B / ABS-O (US14319FAC77)	3,06	−30,20	0,0391	−0,0199
US04002BAA35 / AREIT_23-CRE8	3,05	−0,68	0,0390	−0,0024
TOWD POINT MORTGAGE TRUST TPMT 2024 CES6 A1 144A / ABS-MBS (US891947AA14)	3,04	−5,86	0,0389	−0,0046
TOWD POINT MORTGAGE TRUST TPMT 2024 CES6 A1 144A / ABS-MBS (US891947AA14)	3,04	−5,86	0,0389	−0,0046
ONSLOW BAY FINANCIAL LLC OBX 2023 NQM9 A1 144A / ABS-MBS (US673921AA08)	3,03	−6,30	0,0388	−0,0048
ONSLOW BAY FINANCIAL LLC OBX 2023 NQM9 A1 144A / ABS-MBS (US673921AA08)	3,03	−6,30	0,0388	−0,0048
US16144KAC27 / Chase Auto Owner Trust 2023-A	3,03	−0,26	0,0388	−0,0022
US16159LAC28 / Chase Mortgage Finance Corp.	3,03	−2,66	0,0388	−0,0032
SBNA AUTO LEASE TRUST SBALT 2025 A A3 144A / ABS-O (US78437KAC80)	3,02	0,23	0,0387	−0,0020
CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P4 A3 / ABS-O (US14076LAC72)	3,02	0,33	0,0387	−0,0019
CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P4 A3 / ABS-O (US14076LAC72)	3,02	0,33	0,0387	−0,0019
US36242DQK27 / GSAA 2004-11 M2	3,02	0,17	0,0386	−0,0020
US64032PAB85 / Nelnet Student Loan Trust 2023-A	3,02	−8,13	0,0386	−0,0056
CARMAX SELECT RECEIVABLES TRUS CMXS 2025 A A2B / ABS-O (US14319UAG58)	3,00	0,07	0,0384	−0,0020
CARMAX SELECT RECEIVABLES TRUS CMXS 2025 A A2B / ABS-O (US14319UAG58)	3,00	0,07	0,0384	−0,0020
DRIVE AUTO RECEIVABLES TRUST DRIVE 2024 2 A3 / ABS-O (US26207AAD54)	3,00	−0,03	0,0384	−0,0021
DRIVE AUTO RECEIVABLES TRUST DRIVE 2024 2 A3 / ABS-O (US26207AAD54)	3,00	−0,03	0,0384	−0,0021
ANCHORAGE CREDIT FUNDING LTD. ANCHF 2018 6A A 144A / ABS-CBDO (US03330LAA61)	2,99	−6,77	0,0383	−0,0049
ANCHORAGE CREDIT FUNDING LTD. ANCHF 2018 6A A 144A / ABS-CBDO (US03330LAA61)	2,99	−6,77	0,0383	−0,0049
US25151XAD30 / Deutsche Alt-A Securities Mortgage Loan Trust Series 2007-OA4	2,98	−0,96	0,0382	−0,0024
PRETIUM MORTGAGE CREDIT PARTNE PRET 2025 RPL3 A1 144A / ABS-MBS (US69382RAA14)	2,97		0,0380	0,0380
PRETIUM MORTGAGE CREDIT PARTNE PRET 2025 RPL3 A1 144A / ABS-MBS (US69382RAA14)	2,97		0,0380	0,0380
US3140MNN361 / Federal National Mortgage Association, Inc.	2,96	−1,59	0,0380	−0,0027
RFR USD SOFR/3.67844 09/02/25-7Y* LCH / DIR (EZ3JC37DJDV5)	2,96		0,0379	0,0379
RFR USD SOFR/3.67844 09/02/25-7Y* LCH / DIR (EZ3JC37DJDV5)	2,96		0,0379	0,0379
NAVIENT EDUCATION LOAN TRUST NAVEL 2025 A A 144A / ABS-O (US63943EAA55)	2,92		0,0374	0,0374
NAVIENT EDUCATION LOAN TRUST NAVEL 2025 A A 144A / ABS-O (US63943EAA55)	2,92		0,0374	0,0374
SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 3A A3 144A / ABS-O (US78436XAC11)	2,91	0,03	0,0373	−0,0020
SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 3A A3 144A / ABS-O (US78436XAC11)	2,91	0,03	0,0373	−0,0020
37 CAPITAL CLO LTD PUTNM 2021 1A AR 144A / ABS-CBDO (US88430TAQ40)	2,90	0,10	0,0372	−0,0019
US35729PED87 / FREMONT HOME LOAN TRUST FHLT 2004 2 M1	2,90	0,14	0,0372	−0,0019
US33767MAA36 / FirstKey Homes Trust, Series 2020-SFR1, Class A	2,90	0,14	0,0371	−0,0019
FORD CREDIT AUTO OWNER TRUST FORDO 2024 C A3 / ABS-O (US34532UAD19)	2,90	0,31	0,0371	−0,0018
FORD CREDIT AUTO OWNER TRUST FORDO 2024 C A3 / ABS-O (US34532UAD19)	2,90	0,31	0,0371	−0,0018
US3140X6S931 / FANNIE MAE POOL UMBS P#FM3243 3.50000000	2,89	−2,17	0,0370	−0,0028
US05377RGY45 / Avis Budget Rental Car Funding AESOP LLC	2,88	0,42	0,0369	−0,0018
CROSS MORTGAGE TRUST CROSS 2024 H3 A1 144A / ABS-MBS (US22758DAA72)	2,87	−8,10	0,0368	−0,0054
CROSS MORTGAGE TRUST CROSS 2024 H3 A1 144A / ABS-MBS (US22758DAA72)	2,87	−8,10	0,0368	−0,0054
US15032AAN72 / Cedar Funding V CLO Ltd	2,84	−11,84	0,0363	−0,0071
US90117PAA30 / 1211 AVENUE OF THE AMERICAS TR AOTA 2015 1211 A1A1 144A	2,83	−2,38	0,0362	−0,0029
US46645WAC73 / JP Morgan Chase Commercial Mortgage Securities Trust 2018-WPT	2,82	−5,17	0,0361	−0,0040
US55067LAA52 / LUX 2023-LION	2,82	−0,28	0,0361	−0,0020
SPACE COAST CREDIT UNION SCCU 2024 1A A2 144A / ABS-O (US78436RAC43)	2,82	−31,74	0,0361	−0,0196
SPACE COAST CREDIT UNION SCCU 2024 1A A2 144A / ABS-O (US78436RAC43)	2,82	−31,74	0,0361	−0,0196
SPACE COAST CREDIT UNION SCCU 2024 1A A3 144A / ABS-O (US78436RAE09)	2,82	−0,28	0,0361	−0,0020
SPACE COAST CREDIT UNION SCCU 2024 1A A3 144A / ABS-O (US78436RAE09)	2,82	−0,28	0,0361	−0,0020
NISSAN AUTO RECEIVABLES OWNER NAROT 2024 B A3 / ABS-O (US65479WAD65)	2,81	0,21	0,0359	−0,0018
NISSAN AUTO RECEIVABLES OWNER NAROT 2024 B A3 / ABS-O (US65479WAD65)	2,81	0,21	0,0359	−0,0018
US76110WZ585 / RASC 2005-KS6 M8	2,81	−0,04	0,0359	−0,0019
CANYON CAPITAL CLO LTD CANYC 2019 2A AR2 144A / ABS-CBDO (US13887WAS98)	2,80	0,68	0,0359	−0,0016
US78398AAD54 / SFS Auto Receivables Securitization Trust, Series 2023-1A, Class A3	2,79	−10,66	0,0357	−0,0064
US83611JAA34 / SNDPT 2018-2A A	2,79	−24,27	0,0357	−0,0139
US12656TAE82 / CSMC_21-RPL2	2,79	−2,01	0,0357	−0,0027
US126694WP90 / CHL Mortgage Pass-Through Trust 2006-HYB1	2,78	−7,64	0,0356	−0,0050
US41161PMG53 / HARBORVIEW MORTGAGE LOAN TRUST 2005-3 SER 2005-3 CL 2A1A V/R REGD 2.21325000	2,78	−3,58	0,0355	−0,0033
US00501BAA70 / ACREC LLC, Series 2023-FL2, Class A	2,77	−1,84	0,0355	−0,0026
VERUS SECURITIZATION TRUST VERUS 2024 5 A1 144A / ABS-MBS (US92540HAA41)	2,76	−9,71	0,0354	−0,0059
VERUS SECURITIZATION TRUST VERUS 2024 5 A1 144A / ABS-MBS (US92540HAA41)	2,76	−9,71	0,0354	−0,0059
SBNA AUTO LEASE TRUST SBALT 2025 A A2 144A / ABS-O (US78437KAB08)	2,75	0,00	0,0352	−0,0019
SBNA AUTO LEASE TRUST SBALT 2025 A A2 144A / ABS-O (US78437KAB08)	2,75	0,00	0,0352	−0,0019
ANCHORAGE CREDIT FUNDING LTD. ANCHF 2015 2A ARV 144A / ABS-CBDO (US03329LAS07)	2,75	1,21	0,0352	−0,0014
ANCHORAGE CREDIT FUNDING LTD. ANCHF 2015 2A ARV 144A / ABS-CBDO (US03329LAS07)	2,75	1,21	0,0352	−0,0014
US437084GS96 / HOME EQUITY ASSET TRUST HEAT 2004 8 M2	2,75	−10,99	0,0352	−0,0064
US83612KAE10 / SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT3 2A4	2,75	−0,58	0,0352	−0,0021
US12498QAC06 / Credit-Based Asset Servicing & Securitization LLC, Series 2006-CB4, Class AV3	2,73	−2,36	0,0349	−0,0027
PRP ADVISORS, LLC PRPM 2025 4 A1 144A / ABS-MBS (US69382KAA60)	2,72		0,0349	0,0349
PRP ADVISORS, LLC PRPM 2025 4 A1 144A / ABS-MBS (US69382KAA60)	2,72		0,0349	0,0349
ENTERPRISE FLEET FINANCING LLC EFF 2024 4 A3 144A / ABS-O (US29374MAC29)	2,72	0,30	0,0348	−0,0017
ENTERPRISE FLEET FINANCING LLC EFF 2024 4 A3 144A / ABS-O (US29374MAC29)	2,72	0,30	0,0348	−0,0017
US805564ML27 / SAXON ASSET SECURITIES TR	2,71	0,07	0,0347	−0,0018
GREYWOLF CLO LTD GWOLF 2020 3RA A2R2 144A / ABS-CBDO (US39809CBA18)	2,71	−0,11	0,0346	−0,0019
GREYWOLF CLO LTD GWOLF 2020 3RA A2R2 144A / ABS-CBDO (US39809CBA18)	2,71	−0,11	0,0346	−0,0019
ANCHORAGE CAPITAL CLO LTD ANCHC 2015 6A AR3 144A / ABS-CBDO (US03328QBL41)	2,71	0,19	0,0346	−0,0018
T MOBILE US TRUST TMUST 2024 2A A 144A / ABS-O (US87268CAA53)	2,71	0,41	0,0346	−0,0017
T MOBILE US TRUST TMUST 2024 2A A 144A / ABS-O (US87268CAA53)	2,71	0,41	0,0346	−0,0017
US12571YAA73 / CIM Trust	2,70	−2,70	0,0346	−0,0028
INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR33 3A1 / ABS-MBS (US45660L5A33)	2,68	−0,52	0,0342	−0,0020
INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR33 3A1 / ABS-MBS (US45660L5A33)	2,68	−0,52	0,0342	−0,0020
NORTHWOODS CAPITAL LTD WOODS 2018 12BA AR 144A / ABS-CBDO (US66858CAN74)	2,67	−13,77	0,0342	−0,0076
NORTHWOODS CAPITAL LTD WOODS 2018 12BA AR 144A / ABS-CBDO (US66858CAN74)	2,67	−13,77	0,0342	−0,0076
CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P2 A4 / ABS-O (US14688PAD69)	2,66	0,87	0,0341	−0,0015
CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P2 A4 / ABS-O (US14688PAD69)	2,66	0,87	0,0341	−0,0015
US452570AA27 / IMPAC SECURED ASSETS CORP. IMSA 2007 2 1A1A	2,66	−1,66	0,0341	−0,0024
FLATIRON CLO LTD FLAT 2019 1A AR2 144A / ABS-CBDO (US33883JAW18)	2,66	−8,28	0,0341	−0,0050
FLATIRON CLO LTD FLAT 2019 1A AR2 144A / ABS-CBDO (US33883JAW18)	2,66	−8,28	0,0341	−0,0050
US76110WG593 / RESIDENTIAL ASSET SECURITIES C RASC 2004 KS10 M3	2,64	0,15	0,0338	−0,0017
BDS LTD BDS 2025 FL14 A 144A / ABS-CBDO (US072921AA78)	2,64	−0,19	0,0338	−0,0019
BDS LTD BDS 2025 FL14 A 144A / ABS-CBDO (US072921AA78)	2,64	−0,19	0,0338	−0,0019
INDYMAC INDX MORTGAGE LOAN TRU INDX 2007 FLX5 2A1 / ABS-MBS (US45669WAC01)	2,64	−1,01	0,0338	−0,0022
INDYMAC INDX MORTGAGE LOAN TRU INDX 2007 FLX5 2A1 / ABS-MBS (US45669WAC01)	2,64	−1,01	0,0338	−0,0022
US761119AS52 / Residential Asset Securitization Trust 2006-A8	2,64	−0,94	0,0338	−0,0021
US59982HAH30 / Mill City Mortgage Loan Trust 2021-NMR1	2,63	1,39	0,0337	−0,0013
US14318DAC39 / CarMax Auto Owner Trust	2,63	−22,10	0,0337	−0,0118
US92331EAF34 / XXIX Venture Limited	2,62	−37,57	0,0335	−0,0230
US126697AH44 / CWL 2007-12 2M1	2,61	0,66	0,0334	−0,0015
BAIN CAPITAL CREDIT CLO, LIMIT BCC 2020 3A A1RR 144A / ABS-CBDO (US05684CAW55)	2,60	0,19	0,0333	−0,0017
522 FUNDING CLO LTD MORGN 2020 6A A1R2 144A / ABS-CBDO (US33835AAY55)	2,60	0,27	0,0333	−0,0017
522 FUNDING CLO LTD MORGN 2020 6A A1R2 144A / ABS-CBDO (US33835AAY55)	2,60	0,27	0,0333	−0,0017
PAGAYA AI DEBT SELECTION TRUST PAID 2025 4 A1 144A / ABS-O (US69547DAA46)	2,60		0,0333	0,0333
PAGAYA AI DEBT SELECTION TRUST PAID 2025 4 A1 144A / ABS-O (US69547DAA46)	2,60		0,0333	0,0333
US59020UL375 / MLCC MORTGAGE INVESTORS INC MLCC 2005 3 1A	2,60	−1,37	0,0333	−0,0023
US92922FW460 / CORP CMO	2,59	−0,77	0,0332	−0,0020
US466285AD53 / J.P. MORGAN ALTERNATIVE LOAN T JPALT 2006 A6 1A4	2,58	−4,06	0,0330	−0,0032
US07386HKV23 / Bear Stearns ALT-A Trust 2004-8	2,58	0,23	0,0330	−0,0017
PRETIUM MORTGAGE CREDIT PARTNE PRET 2024 NPL8 A1 144A / ABS-MBS (US69392DAA00)	2,57	−2,65	0,0330	−0,0027
PRETIUM MORTGAGE CREDIT PARTNE PRET 2024 NPL8 A1 144A / ABS-MBS (US69392DAA00)	2,57	−2,65	0,0330	−0,0027
US67448GAA13 / OBX 23-NQM4 A1 144A 6.113% 03-25-63/05-25-27	2,56	−6,80	0,0328	−0,0043
US682413AA79 / ONE 2021-PARK Mortgage Trust	2,55	−0,43	0,0327	−0,0019
US05606FAA12 / BX TRUST BX 2019 OC11 A 144A	2,54	0,95	0,0326	−0,0014
CIM TRUST CIM 2025 R1 A1 144A / ABS-MBS (US12575LAA17)	2,54	−1,71	0,0325	−0,0023
CIM TRUST CIM 2025 R1 A1 144A / ABS-MBS (US12575LAA17)	2,54	−1,71	0,0325	−0,0023
CARVANA AUTO RECEIVABLES TRUST CRVNA 2025 P1 A2 / ABS-O (US14689MAB63)	2,53	−2,58	0,0324	−0,0026
CARVANA AUTO RECEIVABLES TRUST CRVNA 2025 P1 A2 / ABS-O (US14689MAB63)	2,53	−2,58	0,0324	−0,0026
US12549BAY48 / CIFC Funding 2013-II Ltd	2,52	−16,26	0,0322	−0,0083
US23242EAK55 / COUNTRYWIDE ASSET BACKED CERTI CWL 2006 13 3AV3	2,52	−4,77	0,0322	−0,0034
ANGEL OAK MORTGAGE TRUST AOMT 2024 4 A1 144A / ABS-MBS (US034943AA80)	2,51	−8,18	0,0322	−0,0047
ANGEL OAK MORTGAGE TRUST AOMT 2024 4 A1 144A / ABS-MBS (US034943AA80)	2,51	−8,18	0,0322	−0,0047
PENFED AUTO RECEIVABLES OWNER PNFED 2024 A A3 144A / ABS-O (US70687FAC32)	2,51	0,04	0,0321	−0,0017
PENFED AUTO RECEIVABLES OWNER PNFED 2024 A A3 144A / ABS-O (US70687FAC32)	2,51	0,04	0,0321	−0,0017
WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2024 3A A3 144A / ABS-O (US96043CAD20)	2,51	0,16	0,0321	−0,0016
WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2024 3A A3 144A / ABS-O (US96043CAD20)	2,51	0,16	0,0321	−0,0016
ROMARK CREDIT FUNDING LTD RCF 2024 3A A 144A / ABS-CBDO (US77587BAA26)	2,50		0,0321	0,0321
ROMARK CREDIT FUNDING LTD RCF 2024 3A A 144A / ABS-CBDO (US77587BAA26)	2,50		0,0321	0,0321
ENTERPRISE FLEET FINANCING LLC EFF 2024 4 A2 144A / ABS-O (US29374MAB46)	2,50	0,04	0,0321	−0,0017
ENTERPRISE FLEET FINANCING LLC EFF 2024 4 A2 144A / ABS-O (US29374MAB46)	2,50	0,04	0,0321	−0,0017
US19423DAA81 / COLLEGE AVE STUDENT LOANS 2018-A LLC CASL 2018-A A1	2,50	−6,19	0,0320	−0,0039
US3137FL2N34 / Freddie Mac Multifamily Structured Pass Through Certificates	2,48	−3,20	0,0318	−0,0028
US03072SRG20 / AMERIQUEST MORTGAGE SECURITIES AMSI 2004 R4 M2	2,46	−1,48	0,0315	−0,0022
CHASE MORTGAGE FINANCE CORPORA CHASE 2024 RPL2 A1A 144A / ABS-MBS (US161930AB85)	2,46	−1,87	0,0315	−0,0023
CHASE MORTGAGE FINANCE CORPORA CHASE 2024 RPL2 A1A 144A / ABS-MBS (US161930AB85)	2,46	−1,87	0,0315	−0,0023
GLS AUTO SELECT RECEIVABLES TR GSAR 2024 4A A2 144A / ABS-O (US36271BAC54)	2,46	−12,10	0,0314	−0,0062
GLS AUTO SELECT RECEIVABLES TR GSAR 2024 4A A2 144A / ABS-O (US36271BAC54)	2,46	−12,10	0,0314	−0,0062
GREENSKY HOME IMPROVEMENT ISSU GSKY 2025 1A A3 144A / ABS-O (US39571NAC02)	2,45	1,41	0,0313	−0,0012
GREENSKY HOME IMPROVEMENT ISSU GSKY 2025 1A A3 144A / ABS-O (US39571NAC02)	2,45	1,41	0,0313	−0,0012
US21H0206753 / GINNIE MAE II POOL 30YR TBA (JULY)	2,44	0,66	0,0313	−0,0072
US76111XYH06 / RESIDENTIAL FUNDING MTG SEC I RFMSI 2005 SA4 2A1	2,44	−1,50	0,0312	−0,0022
SYMPHONY CLO LTD SYMP 2020 22A A1AR 144A / ABS-CBDO (US87167GCH11)	2,40	−0,08	0,0307	−0,0017
SYMPHONY CLO LTD SYMP 2020 22A A1AR 144A / ABS-CBDO (US87167GCH11)	2,40	−0,08	0,0307	−0,0017
AMERICAN MONEY MANAGEMENT CORP AMMC 2021 24A AR 144A / ABS-CBDO (US00177LAJ98)	2,40	0,33	0,0307	−0,0015
AMERICAN MONEY MANAGEMENT CORP AMMC 2021 24A AR 144A / ABS-CBDO (US00177LAJ98)	2,40	0,33	0,0307	−0,0015
US525221EM58 / Lehman XS Trust, Series 2005-7N, Class 1A1A	2,40	−0,91	0,0307	−0,0019
ARI FLEET LEASE TRUST ARIFL 2025 A A2 144A / ABS-O (US04033CAB28)	2,40	−0,04	0,0307	−0,0016
ARI FLEET LEASE TRUST ARIFL 2025 A A2 144A / ABS-O (US04033CAB28)	2,40	−0,04	0,0307	−0,0016
US36179WVV70 / GINNIE MAE II POOL G2 MA7828	2,40	−3,11	0,0307	−0,0027
US76112BZL79 / RESIDENTIAL ASSET MORTGAGE PRO RAMP 2005 RS8 M3	2,37	0,38	0,0303	−0,0015
ARI FLEET LEASE TRUST ARIFL 2025 A A1 144A / ABS-O (US04033CAA45)	2,37	−51,49	0,0303	−0,0354
ARI FLEET LEASE TRUST ARIFL 2025 A A1 144A / ABS-O (US04033CAA45)	2,37	−51,49	0,0303	−0,0354
US617451EG03 / Morgan Stanley Capital I Inc Trust 2006-NC2	2,36	0,26	0,0302	−0,0015
US12646ADL35 / CREDIT SUISSE MORTGAGE TRUST CSMC 2011 13R 5A2 144A	2,36	−0,97	0,0302	−0,0019
US45660LUD99 / IndyMac INDX Mortgage Loan Trust 2005-AR16IP	2,34	−0,85	0,0299	−0,0019
US31394FDX06 / FANNIE MAE FNR 2005 74 DZ	2,33	1,83	0,0299	−0,0010
OCTAGON INVESTMENT PARTNERS 39 OCT39 2018 3A AR 144A / ABS-CBDO (US67592CAL00)	2,33	−25,46	0,0298	−0,0123
OCTAGON INVESTMENT PARTNERS 39 OCT39 2018 3A AR 144A / ABS-CBDO (US67592CAL00)	2,33	−25,46	0,0298	−0,0123
US61744CQB53 / MORGAN STANLEY CAPITAL INC MSAC 2005 WMC3 M5	2,33	−4,70	0,0298	−0,0031
US673919AL09 / OBX Trust, Series 2023-NQM5, Class A1A	2,32	−7,01	0,0297	−0,0039
PRP ADVISORS, LLC PRPM 2024 7 A1 144A / ABS-MBS (US74448LAA61)	2,31	−6,39	0,0296	−0,0037
PRP ADVISORS, LLC PRPM 2024 7 A1 144A / ABS-MBS (US74448LAA61)	2,31	−6,39	0,0296	−0,0037
US92331LBC37 / VENTURE CDO LTD VENTR 2017 27A AR 144A	2,31	−42,32	0,0295	−0,0244
CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P3 A4 / ABS-O (US146919AD71)	2,30	0,61	0,0295	−0,0014
CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P3 A4 / ABS-O (US146919AD71)	2,30	0,61	0,0295	−0,0014
CHASE AUTO OWNER TRUST CHAOT 2024 5A A3 144A / ABS-O (US16144QAC96)	2,30	0,44	0,0294	−0,0014
CHASE AUTO OWNER TRUST CHAOT 2024 5A A3 144A / ABS-O (US16144QAC96)	2,30	0,44	0,0294	−0,0014
US78444YAD76 / SLM Student Loan Trust 2008-5	2,28	−5,75	0,0292	−0,0034
OZLM LTD OZLM 2014 9A A1A4 144A / ABS-CBDO (US67109KBG85)	2,28	−24,32	0,0291	−0,0114
OZLM LTD OZLM 2014 9A A1A4 144A / ABS-CBDO (US67109KBG85)	2,28	−24,32	0,0291	−0,0114
US02151WAT99 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 OA11 A1B	2,24	2,61	0,0286	−0,0007
US68245HAA23 / One Market Plaza Trust 2017-1MKT	2,24	1,82	0,0286	−0,0010
PRETIUM MORTGAGE CREDIT PARTNE PRET 2024 NPL6 A1 144A / ABS-MBS (US69381QAA40)	2,23	−4,21	0,0285	−0,0028
PRETIUM MORTGAGE CREDIT PARTNE PRET 2024 NPL6 A1 144A / ABS-MBS (US69381QAA40)	2,23	−4,21	0,0285	−0,0028
US12656TAF57 / CSMC 2021-RPL2Trust	2,23	−2,11	0,0285	−0,0022
WORLD OMNI AUTO RECEIVABLES TR WOART 2024 B A3 / ABS-O (US98164HAD08)	2,22	−0,04	0,0285	−0,0015
WORLD OMNI AUTO RECEIVABLES TR WOART 2024 B A3 / ABS-O (US98164HAD08)	2,22	−0,04	0,0285	−0,0015
US63941LAC72 / NAVSL 2019 BA A2B 144A	2,22	−9,02	0,0284	−0,0045
VERUS SECURITIZATION TRUST VERUS 2024 R1 A1 144A / ABS-MBS (US924926AA67)	2,22	−5,46	0,0284	−0,0032
VERUS SECURITIZATION TRUST VERUS 2024 R1 A1 144A / ABS-MBS (US924926AA67)	2,22	−5,46	0,0284	−0,0032
US43710XAA63 / Home Equity Loan Trust	2,21	−3,16	0,0282	−0,0025
US126673BR23 / COUNTRYWIDE ASSET BACKED CERTI CWL 2004 6 2A5	2,21	−0,54	0,0282	−0,0016
US32051GPM14 / First Horizon Alternative Mortgage Securities Trust	2,20	−4,30	0,0282	−0,0028
EXETER AUTOMOBILE RECEIVABLES EART 2025 2A A2 / ABS-O (US30168JAB98)	2,20	0,00	0,0282	−0,0015
EXETER AUTOMOBILE RECEIVABLES EART 2025 2A A2 / ABS-O (US30168JAB98)	2,20	0,00	0,0282	−0,0015
US31418CU779 / FANNIE MAE 3.50% 03/01/2048 FNMA	2,19	−2,14	0,0280	−0,0021
GLS AUTO RECEIVABLES TRUST GCAR 2024 4A A2 144A / ABS-O (US36270YAC66)	2,18	−34,22	0,0279	−0,0168
GLS AUTO RECEIVABLES TRUST GCAR 2024 4A A2 144A / ABS-O (US36270YAC66)	2,18	−34,22	0,0279	−0,0168
US55819MAN65 / Madison Park Funding XXXV Ltd	2,16	−3,96	0,0276	−0,0027
US45660LLS69 / INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR7 7A1	2,15	−0,83	0,0275	−0,0017
CARMAX AUTO OWNER TRUST CARMX 2024 4 A2A / ABS-O (US14290DAB73)	2,14	−23,52	0,0274	−0,0103
CARMAX AUTO OWNER TRUST CARMX 2024 4 A2A / ABS-O (US14290DAB73)	2,14	−23,52	0,0274	−0,0103
COLT FUNDING LLC COLT 2024 3 A1 144A / ABS-MBS (US19688VAA89)	2,14	−7,64	0,0274	−0,0038
COLT FUNDING LLC COLT 2024 3 A1 144A / ABS-MBS (US19688VAA89)	2,14	−7,64	0,0274	−0,0038
US07378RAB50 / Bear Stearns Asset Backed Securities I Trust 2007-AC4	2,13	0,33	0,0273	−0,0014
US83612TAB89 / Soundview Home Loan Trust, Series 2007-OPT1, Class 2A1	2,13	−0,75	0,0272	−0,0017
GS MORTGAGE BACKED SECURITIES GSMBS 2024 RPL2 A1 144A / ABS-MBS (US36269MAA99)	2,13	−1,66	0,0272	−0,0019
GS MORTGAGE BACKED SECURITIES GSMBS 2024 RPL2 A1 144A / ABS-MBS (US36269MAA99)	2,13	−1,66	0,0272	−0,0019
AMERICREDIT AUTOMOBILE RECEIVA AMCAR 2024 1 A2A / ABS-O (US023947AB05)	2,12	−36,55	0,0272	−0,0179
AMERICREDIT AUTOMOBILE RECEIVA AMCAR 2024 1 A2A / ABS-O (US023947AB05)	2,12	−36,55	0,0272	−0,0179
ONSLOW BAY FINANCIAL LLC OBX 2023 NQM10 A1 144A / ABS-MBS (US67449CAA99)	2,12	−7,88	0,0271	−0,0039
ONSLOW BAY FINANCIAL LLC OBX 2023 NQM10 A1 144A / ABS-MBS (US67449CAA99)	2,12	−7,88	0,0271	−0,0039
VERUS SECURITIZATION TRUST VERUS 2024 4 A1 144A / ABS-MBS (US92540GAA67)	2,11	−9,21	0,0270	−0,0043
US042853AC55 / Arroyo Mortgage Trust 2021-1R	2,11	−6,73	0,0270	−0,0035
US75888EAA64 / Regatta XIX Funding Ltd	2,10	0,10	0,0269	−0,0014
PENFED AUTO RECEIVABLES OWNER PNFED 2024 A A2 144A / ABS-O (US70687FAB58)	2,10	−32,00	0,0269	−0,0148
PENFED AUTO RECEIVABLES OWNER PNFED 2024 A A2 144A / ABS-O (US70687FAB58)	2,10	−32,00	0,0269	−0,0148
US073879PS14 / Bear Stearns Asset-Backed Securities I Trust, Series 2005-HE1, Class M2	2,10	−8,35	0,0268	−0,0040
US83611MKH06 / SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2005 4 M4	2,09	0,72	0,0268	−0,0012
US45660L2H13 / INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR35 2A1	2,09	−0,38	0,0267	−0,0015
MORGAN STANLEY RESIDENTIAL MOR MSRM 2024 RPL1 A1 / ABS-MBS (US61776YAA73)	2,08	−2,26	0,0266	−0,0021
PRETIUM MORTGAGE CREDIT PARTNE PRET 2024 NPL5 A1 144A / ABS-MBS (US74143QAA31)	2,07	−3,63	0,0265	−0,0025
PRETIUM MORTGAGE CREDIT PARTNE PRET 2024 NPL5 A1 144A / ABS-MBS (US74143QAA31)	2,07	−3,63	0,0265	−0,0025
RFRF USD SF+26.161/1.7* 12/21/16-10Y LCH / DIR (EZ78XQS0BTY4)	2,05	−9,34	0,0262	−0,0042
RFRF USD SF+26.161/1.7* 12/21/16-10Y LCH / DIR (EZ78XQS0BTY4)	2,05	−9,34	0,0262	−0,0042
US81376VAC19 / SECURITIZED ASSET BACKED RECEI SABR 2006 FR2 A3	2,05	0,49	0,0262	−0,0013
RFRF USD SF+26.161/3.00 9/19/23-3Y* CME / DIR (EZ5KQYKN8LY5)	2,05	59,64	0,0262	0,0089
RFRF USD SF+26.161/3.00 9/19/23-3Y* CME / DIR (EZ5KQYKN8LY5)	2,05	59,64	0,0262	0,0089
GLS AUTO SELECT RECEIVABLES TR GSAR 2024 2A A2 144A / ABS-O (US379924AC72)	2,04	−14,85	0,0261	−0,0062
GLS AUTO SELECT RECEIVABLES TR GSAR 2024 2A A2 144A / ABS-O (US379924AC72)	2,04	−14,85	0,0261	−0,0062
INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR11 4A1 / ABS-MBS (US45661KAK60)	2,04	−0,15	0,0261	−0,0014
INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR11 4A1 / ABS-MBS (US45661KAK60)	2,04	−0,15	0,0261	−0,0014
VCAT ASSET SECURITIZATION, LLC VCAT 2025 NPL1 A1 144A / ABS-MBS (US921962AA43)	2,04	−11,16	0,0261	−0,0048
US3133KYRX93 / FED HM LN PC POOL RB5002 FR 07/39 FIXED 4	2,04	−1,31	0,0261	−0,0017
CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P1 A4 144A / ABS-O (US14688NAD12)	2,04	0,10	0,0261	−0,0014
CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P1 A4 144A / ABS-O (US14688NAD12)	2,04	0,10	0,0261	−0,0014
US68389FGN87 / Option One Mortgage Loan Trust 2005-1	2,03	0,89	0,0260	−0,0011
GSR MORTGAGE LOAN TRUST GSR 2005 7F B1 / ABS-MBS (US362341NJ48)	2,03	−0,10	0,0260	−0,0014
GSR MORTGAGE LOAN TRUST GSR 2005 7F B1 / ABS-MBS (US362341NJ48)	2,03	−0,10	0,0260	−0,0014
FLAGSHIP CREDIT AUTO TRUST FCAT 2024 1 A2 144A / ABS-O (US33843VAC72)	2,02	−25,92	0,0259	−0,0109
FLAGSHIP CREDIT AUTO TRUST FCAT 2024 1 A2 144A / ABS-O (US33843VAC72)	2,02	−25,92	0,0259	−0,0109
US39809GAA31 / GREYWOLF CLO VI Ltd	2,02	−44,80	0,0259	−0,0235
RFRF USD SF+26.161/2.00 8/12/23-7Y* CME / DIR (EZXZXW7G14V3)	2,02	−20,85	0,0259	−0,0085
RFRF USD SF+26.161/2.00 8/12/23-7Y* CME / DIR (EZXZXW7G14V3)	2,02	−20,85	0,0259	−0,0085
US293601AE08 / ENT AUTO RECEIVABLES TRUST ENT 2023 1A A3 144A	2,02	−0,44	0,0258	−0,0015
US23312BAA89 / DC Office Trust 2019-MTC	2,01	1,16	0,0257	−0,0011
RAD CLO LTD RAD 2019 4A AR 144A / ABS-CBDO (US749984AA83)	2,00	−16,29	0,0257	−0,0066
RAD CLO LTD RAD 2019 4A AR 144A / ABS-CBDO (US749984AA83)	2,00	−16,29	0,0257	−0,0066
NAVESINK CLO, LIMITED NAVS 2024 2A A1 144A / ABS-CBDO (US63942YAA29)	2,00	0,20	0,0256	−0,0013
NAVESINK CLO, LIMITED NAVS 2024 2A A1 144A / ABS-CBDO (US63942YAA29)	2,00	0,20	0,0256	−0,0013
US36250WAA80 / GS MORTGAGE SECURITIES TRUST GSMS 2015 590M A 144A	1,99	1,02	0,0255	−0,0011
CROSS MORTGAGE TRUST CROSS 2024 H2 A1 144A / ABS-MBS (US22757BAA26)	1,99	−9,27	0,0254	−0,0041
CROSS MORTGAGE TRUST CROSS 2024 H2 A1 144A / ABS-MBS (US22757BAA26)	1,99	−9,27	0,0254	−0,0041
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2003 HE4 M5 144A / ABS-MBS (US17307GDE52)	1,98	−21,27	0,0254	−0,0086
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2003 HE4 M5 144A / ABS-MBS (US17307GDE52)	1,98	−21,27	0,0254	−0,0086
ATLX TRUST ATLX 2024 RPL1 A1 144A / ABS-MBS (US049915AA90)	1,98	−1,74	0,0253	−0,0018
ATLX TRUST ATLX 2024 RPL1 A1 144A / ABS-MBS (US049915AA90)	1,98	−1,74	0,0253	−0,0018
US64352VKC45 / New Century Home Equity Loan Trust, Series 2005-1, Class M3	1,97	0,25	0,0252	−0,0013
ANCHORAGE CREDIT FUNDING LTD. ANCHF 2020 10A AV 144A / ABS-CBDO (US03332AAA88)	1,97	102,16	0,0252	0,0121
ANCHORAGE CREDIT FUNDING LTD. ANCHF 2020 10A AV 144A / ABS-CBDO (US03332AAA88)	1,97	102,16	0,0252	0,0121
US59982HAL42 / MILL CITY MORTGAGE LOAN TRUST 2021-NMR1 MCMLT 2021-NMR1 M3	1,97	0,56	0,0252	−0,0012
ONSLOW BAY FINANCIAL LLC OBX 2024 NQM9 A1 144A / ABS-MBS (US67119DAA63)	1,96	−6,96	0,0251	−0,0033
ONSLOW BAY FINANCIAL LLC OBX 2024 NQM9 A1 144A / ABS-MBS (US67119DAA63)	1,96	−6,96	0,0251	−0,0033
US761118PY82 / RALI Series 2005-QS17 Trust	1,96	−1,51	0,0251	−0,0017
US693984AA42 / PRKCM Trust, Series 2023-AFC3, Class A1	1,96	−6,08	0,0251	−0,0030
US92539TAA16 / Verus Securitization Trust, Series 2023-4, Class A1	1,96	−11,50	0,0250	−0,0047
AMERICREDIT AUTOMOBILE RECEIVA AMCAR 2024 1 A2B / ABS-O (US023947AC87)	1,94	−36,50	0,0248	−0,0163
AMERICREDIT AUTOMOBILE RECEIVA AMCAR 2024 1 A2B / ABS-O (US023947AC87)	1,94	−36,50	0,0248	−0,0163
US68373BAA98 / OPEN TR 2023-AIR TSFR1M+308.92 10/15/2028 144A	1,94	−39,64	0,0248	−0,0185
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 AR9 1M4 / ABS-MBS (US17310RAH21)	1,93	0,31	0,0247	−0,0012
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 AR9 1M4 / ABS-MBS (US17310RAH21)	1,93	0,31	0,0247	−0,0012
ANCHORAGE CREDIT FUNDING LTD. ANCHF 2020 12A A1 144A / ABS-CBDO (US03332DAA28)	1,92	−0,26	0,0246	−0,0014
ANCHORAGE CREDIT FUNDING LTD. ANCHF 2020 12A A1 144A / ABS-CBDO (US03332DAA28)	1,92	−0,26	0,0246	−0,0014
OSCAR US FUNDING TRUST OSCAR 2024 2A A2 144A / ABS-O (US68784BAB09)	1,91	−16,41	0,0245	−0,0063
OSCAR US FUNDING TRUST OSCAR 2024 2A A2 144A / ABS-O (US68784BAB09)	1,91	−16,41	0,0245	−0,0063
US902055AA09 / 225 Liberty Street Trust 2016-225L	1,91	1,00	0,0245	−0,0010
TBW MORTGAGE BACKED PASS THROU TBW 2006 2 2A1 / ABS-MBS (US878048AF48)	1,91	−8,05	0,0244	−0,0035
TBW MORTGAGE BACKED PASS THROU TBW 2006 2 2A1 / ABS-MBS (US878048AF48)	1,91	−8,05	0,0244	−0,0035
US29445FBR82 / EMLT 2004-2 M9	1,91	0,26	0,0244	−0,0012
VOYA CLO LTD VOYA 2019 2A AR 144A / ABS-CBDO (US92917RAL33)	1,90	−1,25	0,0243	−0,0016
VOYA CLO LTD VOYA 2019 2A AR 144A / ABS-CBDO (US92917RAL33)	1,90	−1,25	0,0243	−0,0016
US62955RAA32 / NEW YORK MORTGAGE TRUST 08/51 1.6696	1,89	−4,15	0,0242	−0,0024
US288547AE21 / ELLINGTON LOAN ACQUISITION TRU ELAT 2007 2 A2D 144A	1,87	−6,23	0,0239	−0,0029
BELLA VISTA MORTGAGE TRUST BVMBS 2004 1 2M / ABS-MBS (US07820QAQ82)	1,86	−2,31	0,0238	−0,0019
BELLA VISTA MORTGAGE TRUST BVMBS 2004 1 2M / ABS-MBS (US07820QAQ82)	1,86	−2,31	0,0238	−0,0019
US55819BAW00 / Madison Park Funding XVIII Ltd	1,86	−15,18	0,0238	−0,0058
US92916GBE35 / Voya 2012-4 Ltd	1,85	−14,92	0,0237	−0,0056
US45660N2J33 / INDYMAC INDX MORTGAGE LOAN TRU INDX 2004 AR8 2A2A	1,85	−2,68	0,0237	−0,0019
US17309RAJ14 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 AR6 2A3	1,85	−3,65	0,0237	−0,0022
US769422AA40 / RIVERVIEW HECM TRUST RVMLT 2007 1 A 144A	1,85	−9,68	0,0237	−0,0039
FREDDIE MAC FHR 5485 BF / ABS-MBS (US3137HHLA72)	1,85	−4,40	0,0237	−0,0024
FREDDIE MAC FHR 5485 BF / ABS-MBS (US3137HHLA72)	1,85	−4,40	0,0237	−0,0024
EXETER AUTOMOBILE RECEIVABLES EART 2024 5A A3 / ABS-O (US30165BAC72)	1,85	−0,05	0,0236	−0,0013
EXETER AUTOMOBILE RECEIVABLES EART 2024 5A A3 / ABS-O (US30165BAC72)	1,85	−0,05	0,0236	−0,0013
GM FINANCIAL CONSUMER AUTOMOBI GMCAR 2024 4 A2A / ABS-O (US38014AAB70)	1,84	−23,28	0,0236	−0,0088
GM FINANCIAL CONSUMER AUTOMOBI GMCAR 2024 4 A2A / ABS-O (US38014AAB70)	1,84	−23,28	0,0236	−0,0088
PRP ADVISORS, LLC PRPM 2023 NQM2 A1 144A / ABS-MBS (US74390KAK43)	1,84	−8,28	0,0235	−0,0035
PRP ADVISORS, LLC PRPM 2023 NQM2 A1 144A / ABS-MBS (US74390KAK43)	1,84	−8,28	0,0235	−0,0035
PAGAYA AI DEBT SELECTION TRUST PAID 2025 1 A1 144A / ABS-O (US69544NAA54)	1,83	−61,90	0,0234	−0,0413
PAGAYA AI DEBT SELECTION TRUST PAID 2025 1 A1 144A / ABS-O (US69544NAA54)	1,83	−61,90	0,0234	−0,0413
CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P4 A4 / ABS-O (US14076LAD55)	1,82	0,66	0,0233	−0,0011
CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P4 A4 / ABS-O (US14076LAD55)	1,82	0,66	0,0233	−0,0011
PRP ADVISORS, LLC PRPM 2024 RPL3 A1 144A / ABS-MBS (US69381LAA52)	1,81	−2,94	0,0232	−0,0020
PRP ADVISORS, LLC PRPM 2024 RPL3 A1 144A / ABS-MBS (US69381LAA52)	1,81	−2,94	0,0232	−0,0020
PAGAYA POINT OF SALE HOLDINGS POSH 2025 1 A 144A / ABS-O (US694952AA06)	1,81		0,0232	0,0232
PAGAYA POINT OF SALE HOLDINGS POSH 2025 1 A 144A / ABS-O (US694952AA06)	1,81		0,0232	0,0232
REGIONAL MANAGEMENT ISSUANCE T RMIT 2024 2 A 144A / ABS-O (US75907AAA16)	1,81	0,11	0,0232	−0,0012
REGIONAL MANAGEMENT ISSUANCE T RMIT 2024 2 A 144A / ABS-O (US75907AAA16)	1,81	0,11	0,0232	−0,0012
US52475XAA28 / Legacy Mortgage Asset Trust 2021-GS5	1,81	−2,95	0,0231	−0,0020
GNMA II POOL MA9961 G2 10/54 FIXED 3.5 / ABS-MBS (US36180AB691)	1,81	−1,53	0,0231	−0,0016
GNMA II POOL MA9961 G2 10/54 FIXED 3.5 / ABS-MBS (US36180AB691)	1,81	−1,53	0,0231	−0,0016
US3133KYR509 / FED HM LN PC POOL RB5008 FR 08/39 FIXED 4	1,80	−0,33	0,0231	−0,0013
US32027NKK62 / FIRST FRANKLIN MTG LOAN ASSET FFML 2004 FF6 M2	1,80	−6,87	0,0231	−0,0030
US3133BBF535 / Federal Home Loan Mortgage Corporation	1,80	−1,21	0,0231	−0,0015
SMB PRIVATE EDUCATION LOAN TRU SMB 2024 E A1A 144A / ABS-O (US78450XAA63)	1,80	−3,27	0,0231	−0,0021
SMB PRIVATE EDUCATION LOAN TRU SMB 2024 E A1A 144A / ABS-O (US78450XAA63)	1,80	−3,27	0,0231	−0,0021
ANCHORAGE CREDIT FUNDING LTD. ANCHF 2019 8A A 144A / ABS-CBDO (US03331XAA90)	1,80	1,01	0,0230	−0,0010
ANCHORAGE CREDIT FUNDING LTD. ANCHF 2019 8A A 144A / ABS-CBDO (US03331XAA90)	1,80	1,01	0,0230	−0,0010
US78432WAA18 / SFO Commercial Mortgage Trust 2021-555	1,79	1,01	0,0230	−0,0010
US57643LKP03 / MASTR ASSET BACKED SECURITIES MABS 2005 HE2 M4	1,79	0,51	0,0229	−0,0011
US00252FCW95 / AAMES MORTGAGE INVESTMENT TRUS AMIT 2005 4 M4	1,79	−0,44	0,0229	−0,0013
US525221JT56 / Lehman XS Trust 2006-5	1,79	0,79	0,0229	−0,0010
WOODWARD CAPITAL MANAGEMENT RCKT 2024 CES6 A1A 144A / ABS-MBS (US749410AA46)	1,78	−6,72	0,0227	−0,0029
WOODWARD CAPITAL MANAGEMENT RCKT 2024 CES6 A1A 144A / ABS-MBS (US749410AA46)	1,78	−6,72	0,0227	−0,0029
US17331KAD19 / Citizens Auto Receivables Trust	1,78	−22,34	0,0227	−0,0081
FANNIE MAE FNR 2024 88 FD / ABS-MBS (US3136BT6B46)	1,77	−6,29	0,0227	−0,0028
FANNIE MAE FNR 2024 88 FD / ABS-MBS (US3136BT6B46)	1,77	−6,29	0,0227	−0,0028
ELLINGTON FINANCIAL MORTGAGE T EFMT 2025 CES2 A1A 144A / ABS-MBS (US28225GAA22)	1,76	−2,66	0,0225	−0,0018
ELLINGTON FINANCIAL MORTGAGE T EFMT 2025 CES2 A1A 144A / ABS-MBS (US28225GAA22)	1,76	−2,66	0,0225	−0,0018
CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P4 A2 / ABS-O (US14076LAB99)	1,75	−26,93	0,0224	−0,0099
CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P4 A2 / ABS-O (US14076LAB99)	1,75	−26,93	0,0224	−0,0099
US05950PAU75 / Banc of America Funding 2006-H Trust	1,75	−1,35	0,0224	−0,0015
US682696AA77 / OneMain Financial Issuance Trust 2020-2	1,75	0,69	0,0224	−0,0010
WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2024 2A A2B 144A / ABS-O (US96042YAC75)	1,75	−31,92	0,0223	−0,0122
WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2024 2A A2B 144A / ABS-O (US96042YAC75)	1,75	−31,92	0,0223	−0,0122
OPORTUN FUNDING LLC OPTN 2025 1 A 144A / ABS-O (US68377PAA49)	1,74	−30,49	0,0222	−0,0115
OPORTUN FUNDING LLC OPTN 2025 1 A 144A / ABS-O (US68377PAA49)	1,74	−30,49	0,0222	−0,0115
US67118CAA99 / OBX 2023-NQM8 Trust	1,74	−7,75	0,0222	−0,0031
US3133BANT43 / Federal Home Loan Mortgage Corporation	1,74	−1,36	0,0222	−0,0015
NAVIENT REFINANCE LOAN TRUST NAVRL 2025 A A 144A / ABS-O (US63943FAA21)	1,74	−4,04	0,0222	−0,0022
NAVIENT REFINANCE LOAN TRUST NAVRL 2025 A A 144A / ABS-O (US63943FAA21)	1,74	−4,04	0,0222	−0,0022
HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 9 B6 / ABS-MBS (US41161PTA11)	1,73	−4,27	0,0221	−0,0022
CREDIT SUISSE FIRST BOSTON MOR CSFB 2004 AR6 CB1 / ABS-MBS (US22541SPJ14)	1,73	−0,98	0,0221	−0,0014
CREDIT SUISSE FIRST BOSTON MOR CSFB 2004 AR6 CB1 / ABS-MBS (US22541SPJ14)	1,73	−0,98	0,0221	−0,0014
US14314LAC90 / Carlyle Global Market Strategies CLO 2014-2R Ltd	1,72	−36,15	0,0221	−0,0143
US52474JAA43 / Legacy Mortgage Asset Trust 2021-GS1	1,72	−1,15	0,0221	−0,0014
RFR USD SOFR/3.00000 03/19/25-5Y LCH / DIR (EZ9JNZJCQVZ3)	1,71	−20,50	0,0220	−0,0071
RFR USD SOFR/3.00000 03/19/25-5Y LCH / DIR (EZ9JNZJCQVZ3)	1,71	−20,50	0,0220	−0,0071
US62955VAD82 / NYMT Loan Trust, Series 2022-CP1, Class M2	1,71	−1,67	0,0219	−0,0015
GREENSKY HOME IMPROVEMENT ISSU GSKY 2025 1A A4 144A / ABS-O (US39571NAD84)	1,71	−5,43	0,0219	−0,0025
GREENSKY HOME IMPROVEMENT ISSU GSKY 2025 1A A4 144A / ABS-O (US39571NAD84)	1,71	−5,43	0,0219	−0,0025
SYMPHONY CLO LTD SYMP 2022 37A A1AR 144A / ABS-CBDO (US87169VAS43)	1,71	0,18	0,0218	−0,0011
SYMPHONY CLO LTD SYMP 2022 37A A1AR 144A / ABS-CBDO (US87169VAS43)	1,71	0,18	0,0218	−0,0011
RFR USD SOFR/3.75000 12/20/23-5Y LCH / DIR (EZQ1LP9YKNN9)	1,70	351,99	0,0218	0,0167
RFR USD SOFR/3.75000 12/20/23-5Y LCH / DIR (EZQ1LP9YKNN9)	1,70	351,99	0,0218	0,0167
MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 RM2 A2D / ABS-MBS (US590216AF45)	1,70	0,06	0,0217	−0,0011
MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 RM2 A2D / ABS-MBS (US590216AF45)	1,70	0,06	0,0217	−0,0011
US32027NHN49 / FFML 2004-FF2 M6	1,69	0,78	0,0216	−0,0010
US12667GL923 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 27 1A3	1,69	−0,53	0,0216	−0,0013
M+T BANK AUTO RECEIVABLES TRUS MTBAT 2024 1A A2 144A / ABS-O (US55286TAB17)	1,68	−36,49	0,0215	−0,0141
M+T BANK AUTO RECEIVABLES TRUS MTBAT 2024 1A A2 144A / ABS-O (US55286TAB17)	1,68	−36,49	0,0215	−0,0141
US55027AAU43 / Luminent Mortgage Trust 2006-3	1,67	−0,71	0,0214	−0,0013
RFR USD SOFR/3.25000 03/19/25-7Y LCH / DIR (EZXW94GLV2L5)	1,67	−29,04	0,0214	−0,0104
RFR USD SOFR/3.25000 03/19/25-7Y LCH / DIR (EZXW94GLV2L5)	1,67	−29,04	0,0214	−0,0104
US12667G3L51 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 44 1A1	1,67	−2,23	0,0213	−0,0016
US590212AB27 / MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 HE3 A2	1,67	−1,65	0,0213	−0,0015
FORTRESS CREDIT BSL LIMITED FCBSL 2019 1A A1R 144A / ABS-CBDO (US34956NAL64)	1,67	−27,20	0,0213	−0,0095
FORTRESS CREDIT BSL LIMITED FCBSL 2019 1A A1R 144A / ABS-CBDO (US34956NAL64)	1,67	−27,20	0,0213	−0,0095
US76110W2N51 / RESIDENTIAL ASSET SECURITIES C RASC 2005 EMX2 M7	1,67	0,24	0,0213	−0,0011
US45660LHD47 / RESIDENTIAL ASSET SECURITIZATION TRUST 2005-A4	1,66	−3,38	0,0212	−0,0019
REACH FINANCIAL LLC REACH 2025 1A A 144A / ABS-O (US75525PAA03)	1,65	−19,51	0,0211	−0,0065
REACH FINANCIAL LLC REACH 2025 1A A 144A / ABS-O (US75525PAA03)	1,65	−19,51	0,0211	−0,0065
SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 3A A2 144A / ABS-O (US78436XAB38)	1,64	−28,32	0,0210	−0,0099
US03330EAJ38 / Anchorage Credit Funding 3 Ltd.	1,64	0,80	0,0209	−0,0009
BAYVIEW OPPORTUNITY MASTER FUN BVINV 2025 1 AF1 144A / ABS-MBS (US67551WAU53)	1,63	−11,96	0,0209	−0,0041
BAYVIEW OPPORTUNITY MASTER FUN BVINV 2025 1 AF1 144A / ABS-MBS (US67551WAU53)	1,63	−11,96	0,0209	−0,0041
US78444NAD12 / SLC Student Loan Trust 2008-2	1,62	−2,29	0,0207	−0,0016
US14307PAC95 / Carlyle C17 CLO Ltd	1,62	−31,49	0,0207	−0,0111
LENDBUZZ SECURITIZATION TRUST LBZZ 2024 3A A2 144A / ABS-O (US52609YAB74)	1,62	−13,43	0,0207	−0,0045
LENDBUZZ SECURITIZATION TRUST LBZZ 2024 3A A2 144A / ABS-O (US52609YAB74)	1,62	−13,43	0,0207	−0,0045
AFFIRM INC AFFRM 2024 X2 A 144A / ABS-O (US00833QAA31)	1,62	−36,04	0,0207	−0,0134
AFFIRM INC AFFRM 2024 X2 A 144A / ABS-O (US00833QAA31)	1,62	−36,04	0,0207	−0,0134
US05491YAA82 / BAMLL Commercial Mortgage Securities Trust 2018-PARK	1,61	0,37	0,0206	−0,0010
SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 1 A 144A / ABS-O (US83406YAA91)	1,61	−21,50	0,0206	−0,0070
SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 1 A 144A / ABS-O (US83406YAA91)	1,61	−21,50	0,0206	−0,0070
US07402FAC95 / BEAR STEARNS STRUCTURED PRODUC BSSP 2007 R6 2A1	1,61	1,07	0,0206	−0,0009
37 CAPITAL CLO LTD PUTNM 2022 1A A1R 144A / ABS-CBDO (US88429PAU66)	1,60	0,13	0,0205	−0,0011
37 CAPITAL CLO LTD PUTNM 2022 1A A1R 144A / ABS-CBDO (US88429PAU66)	1,60	0,13	0,0205	−0,0011
OPORTUN FUNDING LLC OPTN 2025 A A 144A / ABS-O (US68377TAA60)	1,60	−0,06	0,0205	−0,0011
OPORTUN FUNDING LLC OPTN 2025 A A 144A / ABS-O (US68377TAA60)	1,60	−0,06	0,0205	−0,0011
LENDMARK FUNDING TRUST LFT 2024 2A A 144A / ABS-O (US52590AAA25)	1,60	0,95	0,0204	−0,0009
LENDMARK FUNDING TRUST LFT 2024 2A A 144A / ABS-O (US52590AAA25)	1,60	0,95	0,0204	−0,0009
COUNTRYWIDE HOME LOANS CWHL 2004 HYB8 2M / ABS-MBS (US12669GGS49)	1,59	−0,50	0,0203	−0,0012
COUNTRYWIDE HOME LOANS CWHL 2004 HYB8 2M / ABS-MBS (US12669GGS49)	1,59	−0,50	0,0203	−0,0012
US45660L2F56 / IndyMac Index Mortgage Loan Trust	1,58	−0,56	0,0203	−0,0012
US52475WAA45 / LEGACY MORTGAGE ASSET TRUST 2021-GS4 SER 2021-GS4 CL A1 V/R REGD 144A P/P 1.65000000	1,58	−4,12	0,0203	−0,0020
US14688GAC87 / CRVNA 23-P3 A3 144A 5.82% 08-10-28/11-10-26	1,58	−17,41	0,0203	−0,0056
US07387VAF67 / BEAR STEARNS ASSET BACKED SECU BSABS 2007 HE7 3A2	1,58	1,35	0,0202	−0,0008
VERUS SECURITIZATION TRUST VERUS 2024 3 A1 144A / ABS-MBS (US92540MAA36)	1,58	−12,76	0,0202	−0,0042
VERUS SECURITIZATION TRUST VERUS 2024 3 A1 144A / ABS-MBS (US92540MAA36)	1,58	−12,76	0,0202	−0,0042
PORSCHE INNOVATIVE LEASE OWNER PILOT 2024 2A A2A 144A / ABS-O (US73328NAB73)	1,58	−31,63	0,0202	−0,0109
PORSCHE INNOVATIVE LEASE OWNER PILOT 2024 2A A2A 144A / ABS-O (US73328NAB73)	1,58	−31,63	0,0202	−0,0109
COUNTRYWIDE HOME LOANS CWHL 2006 J1 1A1 / ABS-MBS (US126694XP81)	1,56	−1,14	0,0200	−0,0013
COUNTRYWIDE HOME LOANS CWHL 2006 J1 1A1 / ABS-MBS (US126694XP81)	1,56	−1,14	0,0200	−0,0013
US76089RAA23 / Research-Driven Pagaya Motor Asset Trust 2023-3	1,55	−16,81	0,0199	−0,0053
MAGNETITE CLO LTD MAGNE 2015 12A AR4 144A / ABS-CBDO (US55953HBD44)	1,55	−34,00	0,0199	−0,0118
FIRST HELP FINANCIAL LLC FHF 2024 1A A2 144A / ABS-O (US31568AAB26)	1,54	−14,94	0,0198	−0,0047
FIRST HELP FINANCIAL LLC FHF 2024 1A A2 144A / ABS-O (US31568AAB26)	1,54	−14,94	0,0198	−0,0047
US87303TAA51 / N/A TTN 2021-MHC A	1,54	0,33	0,0197	−0,0010
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 J11 3A1 / ABS-MBS (US12668AJR77)	1,53	0,66	0,0196	−0,0009
BANKERS HEALTHCARE GROUP SECUR BHG 2025 1CON A 144A / ABS-O (US08860AAA79)	1,53	−10,25	0,0196	−0,0034
BANKERS HEALTHCARE GROUP SECUR BHG 2025 1CON A 144A / ABS-O (US08860AAA79)	1,53	−10,25	0,0196	−0,0034
US67591UAC18 / Octagon Investment Partners 36 Ltd Frn 04/15/2031 144a 18-1a A1 Bond	1,53	−24,84	0,0195	−0,0078
ENTERPRISE FLEET FINANCING LLC EFF 2025 1 A3 144A / ABS-O (US29390HAC34)	1,52	0,66	0,0195	−0,0009
ENTERPRISE FLEET FINANCING LLC EFF 2025 1 A3 144A / ABS-O (US29390HAC34)	1,52	0,66	0,0195	−0,0009
TESLA AUTO LEASE TRUST TESLA 2024 B A2A 144A / ABS-O (US881934AB92)	1,51	−28,58	0,0194	−0,0092
TESLA AUTO LEASE TRUST TESLA 2024 B A2A 144A / ABS-O (US881934AB92)	1,51	−28,58	0,0194	−0,0092
BOFA AUTO TRUST BAAT 2024 1A A3 144A / ABS-O (US09709AAC62)	1,51	−0,20	0,0194	−0,0011
BOFA AUTO TRUST BAAT 2024 1A A3 144A / ABS-O (US09709AAC62)	1,51	−0,20	0,0194	−0,0011
SPACE COAST CREDIT UNION SCCU 2023 1A A3 144A / ABS-O (US805922AE19)	1,51	−0,33	0,0194	−0,0011
SPACE COAST CREDIT UNION SCCU 2023 1A A3 144A / ABS-O (US805922AE19)	1,51	−0,33	0,0194	−0,0011
US76112BS846 / RAAC SERIES RAAC 2005 SP3 M4	1,51	−1,75	0,0194	−0,0014
ENTERPRISE FLEET FINANCING LLC EFF 2025 1 A2 144A / ABS-O (US29390HAB50)	1,50	0,07	0,0193	−0,0010
ENTERPRISE FLEET FINANCING LLC EFF 2025 1 A2 144A / ABS-O (US29390HAB50)	1,50	0,07	0,0193	−0,0010
CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N2 A3 144A / ABS-O (US14687VAC63)	1,49	−0,40	0,0191	−0,0011
US021467AA34 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 15CB A1	1,48	−0,40	0,0189	−0,0011
US61744CJT45 / MORGAN STANLEY CAPITAL INC MSAC 2004 HE9 M1	1,48	−3,27	0,0189	−0,0017
US83609TAA51 / SOUND POINT CLO LTD SNDPT 2017 4A A1 144A	1,47	−33,00	0,0189	−0,0108
US24380XAA54 / Deephaven Residential Mortgage Trust 2022-2	1,47	−2,26	0,0188	−0,0015
US92540BAA70 / CORP CMO	1,47	−8,58	0,0188	−0,0029
US67117VAA89 / OBX 2023-NQM6 Trust	1,47	−6,79	0,0188	−0,0024
US805564PL99 / Saxon Asset Securities Trust 2004-1	1,46	−4,06	0,0188	−0,0018
US22758CAA99 / CROSS 2023-H1 MORTGAGE TRUST CROSS 2023-H1 A1	1,46	−7,61	0,0186	−0,0026
PRP ADVISORS, LLC PRPM 2024 8 A1 144A / ABS-MBS (US74448KAA88)	1,45	−4,66	0,0186	−0,0019
PRP ADVISORS, LLC PRPM 2024 8 A1 144A / ABS-MBS (US74448KAA88)	1,45	−4,66	0,0186	−0,0019
CPS AUTO TRUST CPS 2024 D A 144A / ABS-O (US22411JAA34)	1,45	−22,88	0,0185	−0,0068
CPS AUTO TRUST CPS 2024 D A 144A / ABS-O (US22411JAA34)	1,45	−22,88	0,0185	−0,0068
ONSLOW BAY FINANCIAL LLC OBX 2024 NQM8 A1 144A / ABS-MBS (US67119CAA80)	1,45	−7,78	0,0185	−0,0026
ONSLOW BAY FINANCIAL LLC OBX 2024 NQM8 A1 144A / ABS-MBS (US67119CAA80)	1,45	−7,78	0,0185	−0,0026
ANCHORAGE CREDIT FUNDING LTD. ANCHF 2019 9A AV 144A / ABS-CBDO (US03330HAA59)	1,43	−9,28	0,0183	−0,0029
FIRST HELP FINANCIAL LLC FHF 2024 3A A2 144A / ABS-O (US30339EAB48)	1,42	−11,48	0,0182	−0,0034
FIRST HELP FINANCIAL LLC FHF 2024 3A A2 144A / ABS-O (US30339EAB48)	1,42	−11,48	0,0182	−0,0034
US81377EAA29 / Securitized Asset Backed Receivables LLC Trust 2006-WM3	1,41	−0,63	0,0181	−0,0011
WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2024 2A A3 144A / ABS-O (US96042YAD58)	1,41	−0,49	0,0180	−0,0011
WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2024 2A A3 144A / ABS-O (US96042YAD58)	1,41	−0,49	0,0180	−0,0011
LAD AUTO RECEIVABLES TRUST LADAR 2024 3A A2 144A / ABS-O (US505709AB17)	1,41	−29,69	0,0180	−0,0090
LAD AUTO RECEIVABLES TRUST LADAR 2024 3A A2 144A / ABS-O (US505709AB17)	1,41	−29,69	0,0180	−0,0090
US031733AE86 / Amortizing Residential Collateral Trust 2004-1	1,40	−4,29	0,0180	−0,0018
EXETER AUTOMOBILE RECEIVABLES EART 2024 4A A3 / ABS-O (US30166UAC45)	1,40	−0,28	0,0180	−0,0010
EXETER AUTOMOBILE RECEIVABLES EART 2024 4A A3 / ABS-O (US30166UAC45)	1,40	−0,28	0,0180	−0,0010
GCAT GCAT 2019 RPL1 M2 144A / ABS-MBS (US36167CAC01)	1,40	1,23	0,0179	−0,0007
GCAT GCAT 2019 RPL1 M2 144A / ABS-MBS (US36167CAC01)	1,40	1,23	0,0179	−0,0007
PAGAYA AI DEBT SELECTION TRUST PAID 2023 3 AB 144A / ABS-O (US69548BAC37)	1,39	−43,47	0,0178	−0,0154
PAGAYA AI DEBT SELECTION TRUST PAID 2023 3 AB 144A / ABS-O (US69548BAC37)	1,39	−43,47	0,0178	−0,0154
US90205FAA84 / 280 Park Avenue 2017-280P Mortgage Trust	1,39	0,95	0,0178	−0,0008
MARLETTE FUNDING TRUST MFT 2023 4A A 144A / ABS-O (US57108UAA25)	1,38	−24,16	0,0176	−0,0069
MARLETTE FUNDING TRUST MFT 2023 4A A 144A / ABS-O (US57108UAA25)	1,38	−24,16	0,0176	−0,0069
US152314NF32 / CENTEX HOME EQUITY CXHE 2005 B M5	1,38	0,73	0,0176	−0,0008
US07401EAG44 / Bear Stearns ARM Trust 2007-2	1,37	−0,79	0,0176	−0,0011
PRKCM TRUST PRKCM 2024 AFC1 A1 144A / ABS-MBS (US69380WAA27)	1,37	−11,70	0,0176	−0,0034
PRKCM TRUST PRKCM 2024 AFC1 A1 144A / ABS-MBS (US69380WAA27)	1,37	−11,70	0,0176	−0,0034
PAGAYA AI DEBT SELECTION TRUST PAID 2024 3 A 144A / ABS-O (US69547XAA00)	1,37	−16,52	0,0175	−0,0046
PAGAYA AI DEBT SELECTION TRUST PAID 2024 3 A 144A / ABS-O (US69547XAA00)	1,37	−16,52	0,0175	−0,0046
US07387YAA10 / BEAR STEARNS ASSET BACKED SECU BSABS 2007 HE6 1A1	1,37	−28,05	0,0175	−0,0081
US170255AA19 / CHL MORTGAGE PASS-THROUGH TRUST 2007-1 SER 2007-1 CL A1 REGD 6.00000000	1,36	−1,66	0,0174	−0,0012
US02149LAA98 / Alternative Loan Trust 2007-OA2	1,35	−5,78	0,0173	−0,0020
US12569UAA97 / CORP CMO	1,35	−2,59	0,0173	−0,0014
MORGAN STANLEY MORTGAGE LOAN T MSM 2007 14AR 2A1 / ABS-MBS (US61756VAE92)	1,35	−0,95	0,0173	−0,0011
MORGAN STANLEY MORTGAGE LOAN T MSM 2007 14AR 2A1 / ABS-MBS (US61756VAE92)	1,35	−0,95	0,0173	−0,0011
US57645TAB35 / MASTR ADJUSTABLE RATE MORTGAGE MARM 2007 HF2 A2	1,34	−1,10	0,0172	−0,0011
US46590MAS98 / JPMorgan Chase Commercial Mortgage Securities Trust, Series 2016-JP2, Class ASB	1,34	−28,35	0,0172	−0,0081
US1248MEAE93 / CREDIT BASED ASSET SERVICING A CBASS 2007 CB4 A2B	1,34	−14,40	0,0171	−0,0039
US14688GAD60 / CRVNA_23-P3	1,34	0,07	0,0171	−0,0009
US3138WFGG59 / FNMA POOL AS5598 FN 08/45 FIXED 4	1,33	−0,75	0,0171	−0,0010
US63939KAC36 / Navient Private Education Loan Trust, Series 2015-BA, Class A3	1,33	−11,64	0,0170	−0,0033
US86360BAL27 / Structured Adjustable Rate Mortgage Loan Trust Series 2006-4	1,33	−0,45	0,0170	−0,0010
US07386HB751 / BEAR STEARNS ALT A TRUST BALTA 2006 1 21A1	1,32	0,23	0,0169	−0,0009
US55820TAJ79 / Madison Park Funding XXIII Ltd	1,32	−13,47	0,0169	−0,0037
US59020UPS86 / CREDIT BASED ASSET SERVICING A CBASS 2004 CB8 M2	1,32	0,69	0,0169	−0,0008
RFRF USD SF+26.161/1.4* 09/07/23-8Y CME / DIR (EZBB8XR0NRT7)	1,31	−12,70	0,0167	−0,0035
RFRF USD SF+26.161/1.4* 09/07/23-8Y CME / DIR (EZBB8XR0NRT7)	1,31	−12,70	0,0167	−0,0035
BOF URSA FUNDING BVABS 2024 SN1 A3 144A / ABS-O (US072926AC22)	1,31	−0,31	0,0167	−0,0009
BOF URSA FUNDING BVABS 2024 SN1 A3 144A / ABS-O (US072926AC22)	1,31	−0,31	0,0167	−0,0009
BRIDGECREST LENDING AUTO SECUR BLAST 2024 4 A3 / ABS-O (US10806EAC84)	1,30	−0,15	0,0167	−0,0009
BRIDGECREST LENDING AUTO SECUR BLAST 2024 4 A3 / ABS-O (US10806EAC84)	1,30	−0,15	0,0167	−0,0009
FOUNDATION FINANCE TRUST FFIN 2025 2A A 144A / ABS-MBS (US35042NAA37)	1,30		0,0166	0,0166
FOUNDATION FINANCE TRUST FFIN 2025 2A A 144A / ABS-MBS (US35042NAA37)	1,30		0,0166	0,0166
US12668AHF57 / Alternative Loan Trust 2005-56	1,29	1,02	0,0165	−0,0007
PAGAYA AI DEBT SELECTION TRUST PAID 2024 10 A 144A / ABS-O (US69544MAA71)	1,29	−36,30	0,0165	−0,0108
PAGAYA AI DEBT SELECTION TRUST PAID 2024 10 A 144A / ABS-O (US69544MAA71)	1,29	−36,30	0,0165	−0,0108
EXETER AUTOMOBILE RECEIVABLES EART 2024 4A A2 / ABS-O (US30166UAB61)	1,29	−71,01	0,0165	−0,0434
EXETER AUTOMOBILE RECEIVABLES EART 2024 4A A2 / ABS-O (US30166UAB61)	1,29	−71,01	0,0165	−0,0434
GCAT GCAT 2024 NQM2 A1 144A / ABS-MBS (US36831CAA09)	1,29	−10,20	0,0165	−0,0028
GCAT GCAT 2024 NQM2 A1 144A / ABS-MBS (US36831CAA09)	1,29	−10,20	0,0165	−0,0028
MORGAN STANLEY MORTGAGE LOAN T MSM 2006 3AR 1A1 / ABS-MBS (US61748HWM95)	1,28	−3,32	0,0164	−0,0015
MORGAN STANLEY MORTGAGE LOAN T MSM 2006 3AR 1A1 / ABS-MBS (US61748HWM95)	1,28	−3,32	0,0164	−0,0015
RFRF USD SF+26.161/1.7* 9/21/23-3Y* CME / DIR (EZ3RGSB05TL8)	1,28	−9,43	0,0164	−0,0027
RFRF USD SF+26.161/1.7* 9/21/23-3Y* CME / DIR (EZ3RGSB05TL8)	1,28	−9,43	0,0164	−0,0027
US05610HAA14 / BX Commercial Mortgage Trust 2022-LP2	1,27	−13,54	0,0163	−0,0035
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2004 33 2M1 / ABS-MBS (US12667FB462)	1,27	−0,86	0,0162	−0,0010
CHASE AUTO OWNER TRUST CHAOT 2024 5A A2 144A / ABS-O (US16144QAB14)	1,27	−29,01	0,0162	−0,0078
CHASE AUTO OWNER TRUST CHAOT 2024 5A A2 144A / ABS-O (US16144QAB14)	1,27	−29,01	0,0162	−0,0078
CROWN POINT CLO 7, LTD CRNPT 2018 7A AR 144A / ABS-CBDO (US22846MAJ27)	1,26	−32,11	0,0161	−0,0089
MERRILL LYNCH FIRST FRANKLIN M FFMER 2007 3 A1B / ABS-MBS (US59024VAB53)	1,26	−3,30	0,0161	−0,0014
MERRILL LYNCH FIRST FRANKLIN M FFMER 2007 3 A1B / ABS-MBS (US59024VAB53)	1,26	−3,30	0,0161	−0,0014
US437084JV98 / HOME EQUITY ASSET TRUST HEAT 2005 2 M6	1,26	−3,82	0,0161	−0,0015
US63942AAB26 / Navient Private Education Loan Trust 2020-I	1,25	−5,29	0,0161	−0,0018
US24023AAA88 / DC_23-DC	1,25	1,87	0,0160	−0,0005
RFRF USD SF+26.161/1.00 9/16/23-7Y* CME / DIR (EZ4FYS5F94M8)	1,24	−8,94	0,0159	−0,0025
RFRF USD SF+26.161/1.00 9/16/23-7Y* CME / DIR (EZ4FYS5F94M8)	1,24	−8,94	0,0159	−0,0025
FIRST HELP FINANCIAL LLC FHF 2024 2A A2 144A / ABS-O (US30336NAC56)	1,24	−15,28	0,0159	−0,0039
FIRST HELP FINANCIAL LLC FHF 2024 2A A2 144A / ABS-O (US30336NAC56)	1,24	−15,28	0,0159	−0,0039
COUNTRYWIDE HOME LOANS CWHL 2004 5 M / ABS-MBS (US12669FXA64)	1,24	−3,72	0,0159	−0,0015
COUNTRYWIDE HOME LOANS CWHL 2004 5 M / ABS-MBS (US12669FXA64)	1,24	−3,72	0,0159	−0,0015
PRP ADVISORS, LLC PRPM 2025 RPL2 A1 144A / ABS-MBS (US69392MAA09)	1,23	−1,52	0,0158	−0,0011
PRP ADVISORS, LLC PRPM 2025 RPL2 A1 144A / ABS-MBS (US69392MAA09)	1,23	−1,52	0,0158	−0,0011
CREDIT SUISSE MORTGAGE TRUST CSMC 2018 RPL9 A2 144A / ABS-MBS (US12654PAB40)	1,23		0,0157	0,0157
CREDIT SUISSE MORTGAGE TRUST CSMC 2018 RPL9 A2 144A / ABS-MBS (US12654PAB40)	1,23		0,0157	0,0157
BRIDGECREST LENDING AUTO SECUR BLAST 2024 3 A2 / ABS-O (US10805NAB10)	1,23	−66,10	0,0157	−0,0331
BRIDGECREST LENDING AUTO SECUR BLAST 2024 3 A2 / ABS-O (US10805NAB10)	1,23	−66,10	0,0157	−0,0331
US67117DAA81 / OBX 22-NQM7 A1 5.11% 08-25-62/26	1,22	−3,16	0,0157	−0,0014
VERUS SECURITIZATION TRUST VERUS 2022 2 A1 144A / ABS-MBS (US92538XAA37)	1,22	−2,56	0,0156	−0,0013
VERUS SECURITIZATION TRUST VERUS 2022 2 A1 144A / ABS-MBS (US92538XAA37)	1,22	−2,56	0,0156	−0,0013
FCCU AUTO RECEIVABLES TRUST FCCU 2024 1A A3 144A / ABS-O (US30336CAE57)	1,22	−0,25	0,0156	−0,0009
FCCU AUTO RECEIVABLES TRUST FCCU 2024 1A A3 144A / ABS-O (US30336CAE57)	1,22	−0,25	0,0156	−0,0009
COUNTRYWIDE HOME LOANS CWHL 2005 13 A7 / ABS-MBS (US12669GC746)	1,21	−1,46	0,0156	−0,0011
COUNTRYWIDE HOME LOANS CWHL 2005 13 A7 / ABS-MBS (US12669GC746)	1,21	−1,46	0,0156	−0,0011
CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P3 A2 / ABS-O (US146919AB16)	1,21	−39,12	0,0155	−0,0113
CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P3 A2 / ABS-O (US146919AB16)	1,21	−39,12	0,0155	−0,0113
US05952DAR98 / BANC OF AMERICA FUNDING CORPOR BAFC 2007 A 2A5	1,21	−4,50	0,0155	−0,0016
LAD AUTO RECEIVABLES TRUST LADAR 2024 2A A3 144A / ABS-O (US505920AC27)	1,21	0,00	0,0155	−0,0008
LAD AUTO RECEIVABLES TRUST LADAR 2024 2A A3 144A / ABS-O (US505920AC27)	1,21	0,00	0,0155	−0,0008
US362583AD87 / GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2023-2 4.47% 02/16/2028	1,21	−20,80	0,0155	−0,0051
LAD AUTO RECEIVABLES TRUST LADAR 2024 3A A3 144A / ABS-O (US505709AC99)	1,20	0,17	0,0154	−0,0008
LAD AUTO RECEIVABLES TRUST LADAR 2024 3A A3 144A / ABS-O (US505709AC99)	1,20	0,17	0,0154	−0,0008
PAGAYA AI DEBT SELECTION TRUST PAID 2025 4 A2 144A / ABS-O (US69547DAB29)	1,20		0,0154	0,0154
PAGAYA AI DEBT SELECTION TRUST PAID 2025 4 A2 144A / ABS-O (US69547DAB29)	1,20		0,0154	0,0154
US81375WAK27 / Securitized Asset Backed Receivables LLC Trust 2004-NC1	1,20	−3,15	0,0154	−0,0013
US75575RAA59 / Ready Capital Mortgage Financing 2023-FL11 LLC	1,19	−28,10	0,0152	−0,0071
US59319BAA52 / CORP CMO	1,18	−3,27	0,0152	−0,0013
JP MORGAN MORTGAGE TRUST JPMMT 2024 VIS1 A1 144A / ABS-MBS (US465970AA90)	1,18	−4,93	0,0151	−0,0016
JP MORGAN MORTGAGE TRUST JPMMT 2024 VIS1 A1 144A / ABS-MBS (US465970AA90)	1,18	−4,93	0,0151	−0,0016
US05608WAA27 / BX Trust	1,17	0,34	0,0150	−0,0007
US08763QAA04 / BTNY2_18-1A	1,17	−28,81	0,0150	−0,0072
US63935CAB72 / Navient Private Education Refi Loan Trust 2019-F	1,17	−7,23	0,0150	−0,0020
US46656NAA72 / J.P. Morgan Mortgage Trust 2023-DSC1	1,17	−2,75	0,0149	−0,0012
US761120AL80 / RESIDENTIAL ASSET SECURITIZATI RAST 2007 A2 2A2	1,16	−3,10	0,0148	−0,0013
GREENSTATE AUTO RECEIVABLES TR GRNST 2024 1A A2 144A / ABS-O (US39573AAB89)	1,16	−33,26	0,0148	−0,0086
GREENSTATE AUTO RECEIVABLES TR GRNST 2024 1A A2 144A / ABS-O (US39573AAB89)	1,16	−33,26	0,0148	−0,0086
US059496BF58 / BANC OF AMERICA ALTERNATIVE LO BOAA 2007 1 3A26	1,15	−1,29	0,0147	−0,0010
US761119AD83 / RESIDENTIAL ASSET SECURITIZATI RAST 2006 A8 1A4	1,14	0,44	0,0146	−0,0007
US02150ECA91 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 5CB 2A3	1,14	−3,40	0,0146	−0,0013
BRIDGECREST LENDING AUTO SECUR BLAST 2024 4 A2 / ABS-O (US10806EAB02)	1,13	−31,58	0,0145	−0,0078
BRIDGECREST LENDING AUTO SECUR BLAST 2024 4 A2 / ABS-O (US10806EAB02)	1,13	−31,58	0,0145	−0,0078
NEW YORK MORTGAGE TRUST NYMT 2024 INV1 A1 144A / ABS-MBS (US62956XAA90)	1,13	−2,68	0,0144	−0,0012
NEW YORK MORTGAGE TRUST NYMT 2024 INV1 A1 144A / ABS-MBS (US62956XAA90)	1,13	−2,68	0,0144	−0,0012
US30333LAB45 / FHF Issuer Trust 2023-2	1,11	−19,14	0,0142	−0,0043
SBNA AUTO RECEIVABLES TRUST SBAT 2024 A A4 144A / ABS-O (US78437PAD50)	1,11	−0,09	0,0142	−0,0008
CARVANA AUTO RECEIVABLES TRUST CRVNA 2025 N1 A3 144A / ABS-O (US14688XAC11)	1,11	0,18	0,0142	−0,0007
CARVANA AUTO RECEIVABLES TRUST CRVNA 2025 N1 A3 144A / ABS-O (US14688XAC11)	1,11	0,18	0,0142	−0,0007
US12667GME07 / Alternative Loan Trust 2005-16	1,11	−2,98	0,0142	−0,0012
US69380GAA76 / PRKCM 2023-AFC4 TRUST SER 2023-AFC4 CL A1 S/UP REGD 144A P/P 7.22500000	1,10	−7,71	0,0141	−0,0020
US32051GTX33 / FIRST HORIZON MORTGAGE PASS-THROUGH TRUST	1,10	−5,58	0,0141	−0,0016
PRP ADVISORS, LLC PRPM 2025 RCF3 A1 144A / ABS-MBS (US69392PAA30)	1,10		0,0141	0,0141
US45660LGQ68 / IndyMac INDX Mortgage Loan Trust 2005-AR5	1,10	1,20	0,0140	−0,0006
US44328AAF75 / HSI ASSET SECURITIZATION CORPO HASC 2006 HE1 2A5	1,10	−2,58	0,0140	−0,0011
US22541QUX86 / CSFB 2003-AR24 CB1	1,09	−1,00	0,0140	−0,0009
FCCU AUTO RECEIVABLES TRUST FCCU 2024 1A A2 144A / ABS-O (US30336CAC91)	1,09	−33,29	0,0139	−0,0080
FCCU AUTO RECEIVABLES TRUST FCCU 2024 1A A2 144A / ABS-O (US30336CAC91)	1,09	−33,29	0,0139	−0,0080
COUNTRYWIDE HOME LOANS CWHL 2004 HYB3 M / ABS-MBS (US12669FZA47)	1,08	−1,46	0,0138	−0,0009
COUNTRYWIDE HOME LOANS CWHL 2004 HYB3 M / ABS-MBS (US12669FZA47)	1,08	−1,46	0,0138	−0,0009
RFRF USD SF+26.161/1.50 9/18/23-6Y* CME / DIR (EZGBCVNDZ8C6)	1,08	−10,79	0,0138	−0,0025
RFRF USD SF+26.161/1.50 9/18/23-6Y* CME / DIR (EZGBCVNDZ8C6)	1,08	−10,79	0,0138	−0,0025
US12668BAV53 / CWALT 2005-84 2A1	1,07	−5,80	0,0137	−0,0016
US3140NPPY02 / FNMA POOL BY6738 FN 08/53 FIXED 6	1,07	−0,56	0,0137	−0,0008
ELLINGTON FINANCIAL MORTGAGE T EFMT 2025 CES1 A1A 144A / ABS-MBS (US26846VAA26)	1,06	−3,54	0,0136	−0,0013
ELLINGTON FINANCIAL MORTGAGE T EFMT 2025 CES1 A1A 144A / ABS-MBS (US26846VAA26)	1,06	−3,54	0,0136	−0,0013
US3132DWF653 / Freddie Mac Pool	1,06	−2,75	0,0136	−0,0011
US90117PAC95 / AOTA_15-1211	1,06	−2,41	0,0135	−0,0011
US14315LAA26 / Carlyle Global Market Strategies CLO 2014-3-R Ltd	1,06	−40,16	0,0135	−0,0103
US67112GAA67 / OZLM XVIII Ltd	1,05	−44,13	0,0135	−0,0119
RFRF USD SF+26.161/2.00 9/10/23-6Y* CME / DIR (EZRYHL92YXM0)	1,05	−11,14	0,0134	−0,0025
RFRF USD SF+26.161/2.00 9/10/23-6Y* CME / DIR (EZRYHL92YXM0)	1,05	−11,14	0,0134	−0,0025
TREASURY BILL 08/25 0.00000 / DBT (US912797PN17)	1,05		0,0134	0,0134
TREASURY BILL 08/25 0.00000 / DBT (US912797PN17)	1,05		0,0134	0,0134
INDYMAC INDX MORTGAGE LOAN TRU INDX 2007 AR13 1A1 / ABS-MBS (US456681AA32)	1,04	−0,95	0,0134	−0,0008
INDYMAC INDX MORTGAGE LOAN TRU INDX 2007 AR13 1A1 / ABS-MBS (US456681AA32)	1,04	−0,95	0,0134	−0,0008
US05377RHG20 / AESOP 23-6 A 144A 5.81% 12-20-29/28	1,04	0,29	0,0133	−0,0007
GSAA HOME EQUITY TRUST GSAA 2005 11 1A2 / ABS-MBS (US362341NW58)	1,04	−1,14	0,0133	−0,0009
GSAA HOME EQUITY TRUST GSAA 2005 11 1A2 / ABS-MBS (US362341NW58)	1,04	−1,14	0,0133	−0,0009
US193938AA57 / College Ave Student Loans 2023-A LLC	1,04	−4,34	0,0133	−0,0013
US040104JQ51 / ARGENT SECURITIES INC. ARSI 2004 W8 M3	1,03	−0,10	0,0132	−0,0007
US63942AAA43 / Navient Private Education Loan Trust 2020-I	1,03	−5,16	0,0132	−0,0014
US293601AG55 / Ent Auto Receivables Trust 2023-1	1,03	−0,19	0,0132	−0,0007
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 J4 1A3 / ABS-MBS (US23242WAC38)	1,03	−1,54	0,0131	−0,0009
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 J4 1A3 / ABS-MBS (US23242WAC38)	1,03	−1,54	0,0131	−0,0009
US78436TAD81 / SBALT 2023-A A4	1,01	−0,49	0,0130	−0,0008
RESIDENTIAL FUNDING MTG SEC I RFMSI 2007 SA4 4A1 / ABS-MBS (US74959AAD54)	1,01	−1,18	0,0129	−0,0009
RESIDENTIAL FUNDING MTG SEC I RFMSI 2007 SA4 4A1 / ABS-MBS (US74959AAD54)	1,01	−1,18	0,0129	−0,0009
US07384YPB64 / Bear Stearns Asset Backed Securities Trust 2003-HE1	1,01	−9,61	0,0129	−0,0021
BAIN CAPITAL CREDIT CLO, LIMIT BCC 2021 4A BR 144A / ABS-CBDO (US05685AAU25)	1,00	0,20	0,0129	−0,0006
BAIN CAPITAL CREDIT CLO, LIMIT BCC 2021 4A BR 144A / ABS-CBDO (US05685AAU25)	1,00	0,20	0,0129	−0,0006
PRETIUM MORTGAGE CREDIT PARTNE PRET 2025 NPL6 A1 144A / ABS-MBS (US740936AA73)	1,00		0,0128	0,0128
PRETIUM MORTGAGE CREDIT PARTNE PRET 2025 NPL6 A1 144A / ABS-MBS (US740936AA73)	1,00		0,0128	0,0128
GLS AUTO RECEIVABLES TRUST GCAR 2024 4A A3 144A / ABS-O (US36270YAE23)	1,00	0,10	0,0128	−0,0007
EXETER AUTOMOBILE RECEIVABLES EART 2024 3A A3 / ABS-O (US30165AAC99)	1,00	−0,20	0,0128	−0,0007
EXETER AUTOMOBILE RECEIVABLES EART 2024 3A A3 / ABS-O (US30165AAC99)	1,00	−0,20	0,0128	−0,0007
ELEVATION CLO LTD AWPT 2018 3A A2R2 144A / ABS-CBDO (US28623VAQ23)	1,00	0,10	0,0128	−0,0007
ELEVATION CLO LTD AWPT 2018 3A A2R2 144A / ABS-CBDO (US28623VAQ23)	1,00	0,10	0,0128	−0,0007
MADISON PARK FUNDING LTD MDPK 2021 39A AR 144A / ABS-CBDO (US55821LAJ35)	1,00	0,10	0,0128	−0,0007
MADISON PARK FUNDING LTD MDPK 2021 39A AR 144A / ABS-CBDO (US55821LAJ35)	1,00	0,10	0,0128	−0,0007
US07402FAA30 / BEAR STEARNS STRUCTURED PRODUC BSSP 2007 R6 1A1	1,00	−2,34	0,0128	−0,0010
CANYON CAPITAL CLO LTD CANYC 2020 1A AR2 144A / ABS-CBDO (US13876LAW72)	1,00	0,50	0,0128	−0,0006
CANYON CAPITAL CLO LTD CANYC 2020 1A AR2 144A / ABS-CBDO (US13876LAW72)	1,00	0,50	0,0128	−0,0006
US45660LZM44 / INDYMAC INDA MORTGAGE LOAN TRU INDA 2005 AR1 3A1	1,00	−1,18	0,0128	−0,0008
BAIN CAPITAL CREDIT CLO, LIMIT BCC 2021 4A A2R 144A / ABS-CBDO (US05685AAS78)	1,00	0,00	0,0128	−0,0007
ALLEGRO CLO LTD ALLEG 2019 2A A1AR 144A / ABS-CBDO (US01750HAQ56)	1,00	0,00	0,0128	−0,0007
ALLEGRO CLO LTD ALLEG 2019 2A A1AR 144A / ABS-CBDO (US01750HAQ56)	1,00	0,00	0,0128	−0,0007
GOLDENTREE LOAN MANAGEMENT US GLM 2020 8A ARR 144A / ABS-CBDO (US38136NAY22)	1,00	0,30	0,0128	−0,0006
GOLDENTREE LOAN MANAGEMENT US GLM 2020 8A ARR 144A / ABS-CBDO (US38136NAY22)	1,00	0,30	0,0128	−0,0006
OCEAN TRAILS CLO OCTR 2020 10A AR2 144A / ABS-CBDO (US67516CAW91)	1,00	0,10	0,0128	−0,0007
OCEAN TRAILS CLO OCTR 2020 10A AR2 144A / ABS-CBDO (US67516CAW91)	1,00	0,10	0,0128	−0,0007
TRYSAIL CLO LTD TRYSL 2022 1A A 144A / ABS-CBDO (US89856JAA43)	1,00	0,20	0,0128	−0,0006
TRYSAIL CLO LTD TRYSL 2022 1A A 144A / ABS-CBDO (US89856JAA43)	1,00	0,20	0,0128	−0,0006
DRYDEN SENIOR LOAN FUND DRSLF 2016 43A AR3 144A / ABS-CBDO (US26245CBQ50)	1,00	0,30	0,0128	−0,0006
DRYDEN SENIOR LOAN FUND DRSLF 2016 43A AR3 144A / ABS-CBDO (US26245CBQ50)	1,00	0,30	0,0128	−0,0006
PRP ADVISORS, LLC PRPM 2025 3 A1 144A / ABS-MBS (US74449DAA37)	1,00		0,0128	0,0128
PRP ADVISORS, LLC PRPM 2025 3 A1 144A / ABS-MBS (US74449DAA37)	1,00		0,0128	0,0128
ELEVATION CLO LTD AWPT 2018 3A BR2 144A / ABS-CBDO (US28623VAS88)	1,00	−0,50	0,0128	−0,0007
ELEVATION CLO LTD AWPT 2018 3A BR2 144A / ABS-CBDO (US28623VAS88)	1,00	−0,50	0,0128	−0,0007
US9393365C37 / WASHINGTON MUTUAL MORTGAGE PASS-THROUGH	1,00	−0,60	0,0128	−0,0007
ANCHORAGE CAPITAL CLO LTD ANCHC 2021 20A A1R 144A / ABS-CBDO (US03330YAJ91)	1,00	0,00	0,0128	−0,0007
ANCHORAGE CAPITAL CLO LTD ANCHC 2021 20A A1R 144A / ABS-CBDO (US03330YAJ91)	1,00	0,00	0,0128	−0,0007
BAIN CAPITAL CREDIT CLO, LIMIT BCC 2021 5A A1R 144A / ABS-CBDO (US05682EAN31)	1,00	0,00	0,0128	−0,0007
BAIN CAPITAL CREDIT CLO, LIMIT BCC 2021 5A A1R 144A / ABS-CBDO (US05682EAN31)	1,00	0,00	0,0128	−0,0007
US38380VPL98 / GNMA_18-H04	1,00	−10,19	0,0128	−0,0022
US126395AA04 / CSMC 2020-FACT CSMC 2020-FACT A	0,99	0,30	0,0127	−0,0006
US64352VCA70 / NEW CENTURY HOME EQUITY LOAN T NCHET 2001 NC1 M3	0,99	−2,27	0,0127	−0,0010
EXETER AUTOMOBILE RECEIVABLES EART 2024 5A A2 / ABS-O (US30165BAB99)	0,99	−53,12	0,0127	−0,0158
EXETER AUTOMOBILE RECEIVABLES EART 2024 5A A2 / ABS-O (US30165BAB99)	0,99	−53,12	0,0127	−0,0158
US45660NG909 / INDX 2004-AR2 AX2	0,99	−0,40	0,0127	−0,0007
25253YAA4 / Diameter Credit Funding II Ltd. Series 2019-2A Class A	0,98	0,61	0,0126	−0,0006
US43300LAA89 / Hilton USA Trust 2016-HHV	0,98	0,31	0,0126	−0,0006
RFRF USD SF+26.161/2.00 9/10/23-6Y* CME / DIR (EZ2FT1HSMJX3)	0,98	−21,46	0,0126	−0,0043
RFRF USD SF+26.161/2.00 9/10/23-6Y* CME / DIR (EZ2FT1HSMJX3)	0,98	−21,46	0,0126	−0,0043
US12669GPR64 / CHL Mortgage Pass-Through Trust 2005-2	0,98	−0,10	0,0125	−0,0007
CASCADE MH ASSET TRUST CMHAT 2024 MH1 A1 144A / ABS-O (US14731VAA61)	0,96	−1,33	0,0123	−0,0008
CASCADE MH ASSET TRUST CMHAT 2024 MH1 A1 144A / ABS-O (US14731VAA61)	0,96	−1,33	0,0123	−0,0008
ANCHORAGE CREDIT FUNDING LTD. ANCHF 2020 10A BV 144A / ABS-CBDO (US03332AAC45)	0,96	1,58	0,0123	−0,0005
ANCHORAGE CREDIT FUNDING LTD. ANCHF 2020 10A BV 144A / ABS-CBDO (US03332AAC45)	0,96	1,58	0,0123	−0,0005
US12555VAA35 / CIM Trust 2019-R1	0,96	−1,33	0,0123	−0,0008
US89175JAB61 / Towd Point Mortgage Trust 2017-6	0,96	1,59	0,0122	−0,0005
CROSS MORTGAGE TRUST CROSS 2024 H8 A1 144A / ABS-MBS (US22757GAC78)	0,96	−3,05	0,0122	−0,0011
CROSS MORTGAGE TRUST CROSS 2024 H8 A1 144A / ABS-MBS (US22757GAC78)	0,96	−3,05	0,0122	−0,0011
SANTANDER MORTGAGE ASSET RECEI SAN 2025 NQM1 A1 / ABS-MBS (US80262BAA89)	0,95	−4,99	0,0122	−0,0013
SANTANDER MORTGAGE ASSET RECEI SAN 2025 NQM1 A1 / ABS-MBS (US80262BAA89)	0,95	−4,99	0,0122	−0,0013
US36261WAB37 / GS Mortgage-Backed Securities Corp Trust 2021-RPL1	0,95	1,28	0,0122	−0,0005
PRETIUM MORTGAGE CREDIT PARTNE PRET 2024 RPL1 A1 144A / ABS-MBS (US693989AA39)	0,95	−3,46	0,0122	−0,0011
PRETIUM MORTGAGE CREDIT PARTNE PRET 2024 RPL1 A1 144A / ABS-MBS (US693989AA39)	0,95	−3,46	0,0122	−0,0011
MASTR ADJUSTABLE RATE MORTGAGE MARM 2004 1 B1 / ABS-MBS (US576433JT46)	0,95	−3,55	0,0122	−0,0011
MASTR ADJUSTABLE RATE MORTGAGE MARM 2004 1 B1 / ABS-MBS (US576433JT46)	0,95	−3,55	0,0122	−0,0011
COUNTRYWIDE HOME LOANS CWHL 2005 HYB2 M / ABS-MBS (US12669GWW76)	0,95	−0,32	0,0121	−0,0007
COUNTRYWIDE HOME LOANS CWHL 2005 HYB2 M / ABS-MBS (US12669GWW76)	0,95	−0,32	0,0121	−0,0007
US74922YAE59 / RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS15 A5	0,95	−1,35	0,0121	−0,0008
PAGAYA AI DEBT SELECTION TRUST PAID 2024 9 A 144A / ABS-O (US69546QAA67)	0,95	−15,22	0,0121	−0,0029
PAGAYA AI DEBT SELECTION TRUST PAID 2024 9 A 144A / ABS-O (US69546QAA67)	0,95	−15,22	0,0121	−0,0029
PRETIUM MORTGAGE CREDIT PARTNE PRET 2024 RN2 A1 144A / ABS-MBS (US69391YAA55)	0,94	−2,78	0,0121	−0,0010
PRETIUM MORTGAGE CREDIT PARTNE PRET 2024 RN2 A1 144A / ABS-MBS (US69391YAA55)	0,94	−2,78	0,0121	−0,0010
PRETIUM MORTGAGE CREDIT PARTNE PRET 2025 RPL2 A1 144A / ABS-MBS (US69392LAA26)	0,94	−1,67	0,0121	−0,0008
US45661KAG58 / IndyMac INDX Mortgage Loan Trust 2006-AR21	0,94	−2,18	0,0121	−0,0009
US92922FTJ74 / WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR8 A1	0,94	−0,84	0,0120	−0,0008
ROMARK CREDIT FUNDING, LTD. RCF 2021 2A A 144A / ABS-CBDO (US77588JAA43)	0,94	1,08	0,0120	−0,0005
ROMARK CREDIT FUNDING, LTD. RCF 2021 2A A 144A / ABS-CBDO (US77588JAA43)	0,94	1,08	0,0120	−0,0005
US03290AAA88 / Anchorage Credit Funding Ltd.	0,94	1,29	0,0120	−0,0005
US89172YAG52 / TPMT 16-3 B3 144A FRN 04-25-56	0,94	0,97	0,0120	−0,0005
HARLEY DAVIDSON MOTORCYCLE TRU HDMOT 2024 A A2 / ABS-O (US412922AB25)	0,93	−49,89	0,0119	−0,0132
HARLEY DAVIDSON MOTORCYCLE TRU HDMOT 2024 A A2 / ABS-O (US412922AB25)	0,93	−49,89	0,0119	−0,0132
ACRA TRUST 2024 NQM1 ACRA 2024 NQM1 A1 144A / ABS-MBS (US00112EAA29)	0,93	−2,82	0,0119	−0,0010
ACRA TRUST 2024 NQM1 ACRA 2024 NQM1 A1 144A / ABS-MBS (US00112EAA29)	0,93	−2,82	0,0119	−0,0010
US033295AA45 / Anchorage Credit Funding 14 Ltd., Series 2021-14A, Class A	0,93	−0,32	0,0119	−0,0007
PRP ADVISORS, LLC PRPM 2024 6 A1 144A / ABS-MBS (US74390PAA57)	0,93	−2,11	0,0119	−0,0009
PRP ADVISORS, LLC PRPM 2024 6 A1 144A / ABS-MBS (US74390PAA57)	0,93	−2,11	0,0119	−0,0009
US92839CAA53 / Visio 2023-2 Trust	0,93	−5,68	0,0119	−0,0014
PRP ADVISORS, LLC PRPM 2025 RCF1 A1 144A / ABS-MBS (US74390RAA14)	0,93	−4,24	0,0119	−0,0012
ELLINGTON FINANCIAL MORTGAGE T EFMT 2024 CES1 A1 144A / ABS-MBS (US281907AA32)	0,93	−5,13	0,0118	−0,0013
ELLINGTON FINANCIAL MORTGAGE T EFMT 2024 CES1 A1 144A / ABS-MBS (US281907AA32)	0,93	−5,13	0,0118	−0,0013
PRETIUM MORTGAGE CREDIT PARTNE PRET 2025 RPL1 A1 144A / ABS-MBS (US69392FAA57)	0,92	−2,63	0,0118	−0,0010
PRETIUM MORTGAGE CREDIT PARTNE PRET 2025 RPL1 A1 144A / ABS-MBS (US69392FAA57)	0,92	−2,63	0,0118	−0,0010
REGIONAL MANAGEMENT ISSUANCE T RMIT 2024 1 A 144A / ABS-O (US758983AA85)	0,92	0,22	0,0118	−0,0006
REGIONAL MANAGEMENT ISSUANCE T RMIT 2024 1 A 144A / ABS-O (US758983AA85)	0,92	0,22	0,0118	−0,0006
US17307GVL93 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 WF2 AF6A	0,92	−1,39	0,0118	−0,0008
US67117XAA46 / CORP CMO	0,92	−7,75	0,0117	−0,0017
US83611MGU62 / Soundview Home Loan Trust 2005-OPT3	0,92	−20,97	0,0117	−0,0039
NEW RESIDENTIAL MORTGAGE LOAN NRZT 2019 RPL3 A2 144A / ABS-MBS (US64830NAB73)	0,92	0,44	0,0117	−0,0006
NEW RESIDENTIAL MORTGAGE LOAN NRZT 2019 RPL3 A2 144A / ABS-MBS (US64830NAB73)	0,92	0,44	0,0117	−0,0006
US17290XAU46 / CITIGROUP COMMERCIAL MORTGAGE CGCMT 2016 GC37 AAB	0,92	−75,43	0,0117	−0,0385
SBNA AUTO LEASE TRUST SBALT 2024 B A2 144A / ABS-O (US78437VAC46)	0,92	−50,27	0,0117	−0,0131
SBNA AUTO LEASE TRUST SBALT 2024 B A2 144A / ABS-O (US78437VAC46)	0,92	−50,27	0,0117	−0,0131
JP MORGAN SEASONED MORTGAGE TR JPSMT 2024 1 A3 144A / ABS-MBS (US61777HAE53)	0,91	−3,08	0,0117	−0,0010
JP MORGAN SEASONED MORTGAGE TR JPSMT 2024 1 A3 144A / ABS-MBS (US61777HAE53)	0,91	−3,08	0,0117	−0,0010
US02146BAK26 / CWALT 2006-OA7 3A1	0,91	0,22	0,0117	−0,0006
US12570HAA59 / CIM Trust 2023-I2	0,91	−6,65	0,0117	−0,0015
US69359QAA22 / PRET 2021-RN4 LLC	0,91	−3,50	0,0116	−0,0011
US924934AA00 / Verus Securitization Trust, Series 2023-5, Class A1	0,91	−13,54	0,0116	−0,0025
US12668RAA68 / CORP CMO	0,90	−2,27	0,0116	−0,0009
PAGAYA AI DEBT SELECTION TRUST PAID 2025 1 A2 144A / ABS-O (US69544NAB38)	0,90	0,11	0,0116	−0,0006
ALLY BANK AUTO CREDIT LINKED N ABCLN 2024 B A2 144A / ABS-O (US02007G4B61)	0,90	−11,08	0,0115	−0,0021
ALLY BANK AUTO CREDIT LINKED N ABCLN 2024 B A2 144A / ABS-O (US02007G4B61)	0,90	−11,08	0,0115	−0,0021
CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P2 A2 / ABS-O (US14688PAB04)	0,90	−44,98	0,0115	−0,0105
US004375CX73 / ACCR 2005-1 M5	0,90	−2,29	0,0115	−0,0009
US12551JAL08 / CIFC FUNDING LTD CIFC 2017 4A A1R 144A	0,89	−23,48	0,0114	−0,0043
US92539FAA12 / VERUS_23-INV1	0,89	−7,28	0,0114	−0,0015
DIAMETER CREDIT FUNDING DCF 2019 1A A 144A / ABS-CBDO (US25255AAA43)	0,89	0,90	0,0114	−0,0005
DIAMETER CREDIT FUNDING DCF 2019 1A A 144A / ABS-CBDO (US25255AAA43)	0,89	0,90	0,0114	−0,0005
US40430MAC10 / HSI ASSET SECURITIZATION CORPO HASC 2006 WMC1 A2	0,89	−2,21	0,0114	−0,0009
US03076MAE49 / ARGENT SECURITIES INC. ARSI 2006 M3 A2D	0,88	−0,11	0,0113	−0,0006
US75114GAC33 / RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QO4 2A1	0,88	−3,92	0,0113	−0,0011
US3133BBPP85 / Federal Home Loan Mortgage Corporation	0,88	−1,78	0,0113	−0,0008
US073871AN55 / Bear Stearns ALT-A Trust Mortgage Pass-Through Certificates Series 2006-4	0,88	−2,22	0,0113	−0,0009
RESIDENTIAL ASSET SECURITIZATI RAST 2006 A8 3A3 / ABS-MBS (US761119AR79)	0,88	−0,57	0,0112	−0,0007
RESIDENTIAL ASSET SECURITIZATI RAST 2006 A8 3A3 / ABS-MBS (US761119AR79)	0,88	−0,57	0,0112	−0,0007
BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 10 2B1 / ABS-MBS (US07384M4W96)	0,88	−2,77	0,0112	−0,0009
BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 10 2B1 / ABS-MBS (US07384M4W96)	0,88	−2,77	0,0112	−0,0009
PRP ADVISORS, LLC PRPM 2024 RCF6 A1 144A / ABS-MBS (US74390FAA75)	0,88	−2,23	0,0112	−0,0009
GLS AUTO RECEIVABLES TRUST GCAR 2024 2A A2 144A / ABS-O (US37964VAB36)	0,88	−55,78	0,0112	−0,0155
GLS AUTO RECEIVABLES TRUST GCAR 2024 2A A2 144A / ABS-O (US37964VAB36)	0,88	−55,78	0,0112	−0,0155
PRETIUM MORTGAGE CREDIT PARTNE PRET 2024 RPL2 A1 144A / ABS-MBS (US69392CAA27)	0,88	−1,24	0,0112	−0,0007
PRP ADVISORS, LLC PRPM 2024 4 A1 144A / ABS-MBS (US74390EAA01)	0,88	−4,99	0,0112	−0,0012
PRP ADVISORS, LLC PRPM 2024 4 A1 144A / ABS-MBS (US74390EAA01)	0,88	−4,99	0,0112	−0,0012
COUNTRYWIDE HOME LOANS CWHL 2006 J3 M / ABS-MBS (US125433AJ19)	0,87	−0,57	0,0112	−0,0007
COUNTRYWIDE HOME LOANS CWHL 2006 J3 M / ABS-MBS (US125433AJ19)	0,87	−0,57	0,0112	−0,0007
US3140JANZ71 / FNMA POOL BM5807 FN 04/48 FIXED VAR	0,86	−1,93	0,0111	−0,0008
US36269EAB56 / GLS Auto Select Receivables Trust 2023-2	0,86	−25,67	0,0111	−0,0046
US887367AA88 / TIMES SQUARE HOTEL TRUST PASS THRU CE 144A 08/26 8.528	0,86	−16,96	0,0110	−0,0029
GCAT GCAT 2024 NQM1 A1 144A / ABS-MBS (US36169HAA14)	0,86	−8,30	0,0110	−0,0016
GCAT GCAT 2024 NQM1 A1 144A / ABS-MBS (US36169HAA14)	0,86	−8,30	0,0110	−0,0016
OCTANE RECEIVABLES TRUST OCTL 2024 3A A2 144A / ABS-O (US67571GAB86)	0,86	−4,77	0,0110	−0,0012
OCTANE RECEIVABLES TRUST OCTL 2024 3A A2 144A / ABS-O (US67571GAB86)	0,86	−4,77	0,0110	−0,0012
US78443CCB81 / SLM Private Credit Student Loan Trust 2005-B	0,86	−6,66	0,0109	−0,0014
US59023FAA30 / MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 RM5 A2A	0,85	−1,16	0,0109	−0,0007
US3140JAB724 / FNMA POOL BM5461 FN 01/39 FIXED VAR	0,85	−2,29	0,0109	−0,0008
US22945AAC36 / CSMC 2017-RPL1 Trust	0,85	0,35	0,0109	−0,0005
PAGAYA AI DEBT SELECTION TRUST PAID 2024 8 A 144A / ABS-O (US69544QAA85)	0,85	−16,14	0,0109	−0,0028
PAGAYA AI DEBT SELECTION TRUST PAID 2024 8 A 144A / ABS-O (US69544QAA85)	0,85	−16,14	0,0109	−0,0028
CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N2 A2 144A / ABS-O (US14687VAB80)	0,85	−38,76	0,0109	−0,0078
PRP ADVISORS, LLC PRPM 2024 RPL1 A1 144A / ABS-MBS (US69380XAA00)	0,85	−3,42	0,0109	−0,0010
PRP ADVISORS, LLC PRPM 2024 RPL1 A1 144A / ABS-MBS (US69380XAA00)	0,85	−3,42	0,0109	−0,0010
US85816VAA44 / Steele Creek Clo 2017-1 Ltd	0,85	−36,82	0,0108	−0,0072
RESIDENTIAL FUNDING MTG SEC I RFMSI 2005 SA2 1A / ABS-MBS (US76111XVE02)	0,85	−5,90	0,0108	−0,0013
RESIDENTIAL FUNDING MTG SEC I RFMSI 2005 SA2 1A / ABS-MBS (US76111XVE02)	0,85	−5,90	0,0108	−0,0013
MILL CITY MORTGAGE TRUST MCMLT 2017 1 B3 144A / ABS-MBS (US59981HAG65)	0,84	0,12	0,0108	−0,0005
MILL CITY MORTGAGE TRUST MCMLT 2017 1 B3 144A / ABS-MBS (US59981HAG65)	0,84	0,12	0,0108	−0,0005
US92330YAN31 / VENTURE CDO LTD VENTR 2018 33A A1LR 144A	0,84	−28,69	0,0108	−0,0051
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 AR7 2A4A / ABS-MBS (US172987BA68)	0,84	−0,83	0,0107	−0,0007
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 AR7 2A4A / ABS-MBS (US172987BA68)	0,84	−0,83	0,0107	−0,0007
TOWD POINT MORTGAGE TRUST TPMT 2024 3 A1A 144A / ABS-MBS (US89183FAP36)	0,84	−4,02	0,0107	−0,0010
TOWD POINT MORTGAGE TRUST TPMT 2024 3 A1A 144A / ABS-MBS (US89183FAP36)	0,84	−4,02	0,0107	−0,0010
COLT FUNDING LLC COLT 2024 INV2 A1 144A / ABS-MBS (US12622SAA96)	0,84	−7,94	0,0107	−0,0015
COLT FUNDING LLC COLT 2024 INV2 A1 144A / ABS-MBS (US12622SAA96)	0,84	−7,94	0,0107	−0,0015
CITICORP MORTGAGE SECURITIES, CMSI 2005 5 B1 / ABS-MBS (US1729732F58)	0,84	−5,54	0,0107	−0,0012
CITICORP MORTGAGE SECURITIES, CMSI 2005 5 B1 / ABS-MBS (US1729732F58)	0,84	−5,54	0,0107	−0,0012
GREENSKY HOME IMPROVEMENT ISSU GSKY 2024 1 A2 144A / ABS-O (US39571MAB46)	0,83	−43,00	0,0106	−0,0090
GREENSKY HOME IMPROVEMENT ISSU GSKY 2024 1 A2 144A / ABS-O (US39571MAB46)	0,83	−43,00	0,0106	−0,0090
US3132CW2C73 / FED HM LN PC POOL SB0771 FR 06/37 FIXED 3	0,83	−2,59	0,0106	−0,0009
US63935BAA17 / Navient Private Education Refi Loan Trust 2020-H	0,82	−8,76	0,0105	−0,0016
US855541AB42 / STARM Mortgage Loan Trust 2007-S1	0,82	−1,79	0,0105	−0,0008
US12669GZS38 / COUNTRYWIDE HOME LOANS CWHL 2005 9 1A5	0,82	−1,68	0,0105	−0,0007
MARBLE POINT CLO LTD. MP14 2018 2A A12R 144A / ABS-CBDO (US56608KAW36)	0,82	−5,23	0,0104	−0,0012
MARBLE POINT CLO LTD. MP14 2018 2A A12R 144A / ABS-CBDO (US56608KAW36)	0,82	−5,23	0,0104	−0,0012
LENDMARK FUNDING TRUST LFT 2024 1A A 144A / ABS-O (US52603DAA19)	0,81	0,25	0,0104	−0,0005
LENDMARK FUNDING TRUST LFT 2024 1A A 144A / ABS-O (US52603DAA19)	0,81	0,25	0,0104	−0,0005
CREDIT SUISSE MORTGAGE TRUST CSMC 2021 RPL3 M1 144A / ABS-MBS (US12661GAD16)	0,81	−1,10	0,0104	−0,0007
CREDIT SUISSE MORTGAGE TRUST CSMC 2021 RPL3 M1 144A / ABS-MBS (US12661GAD16)	0,81	−1,10	0,0104	−0,0007
US362341YG89 / FIRST FRANKLIN MTG LOAN ASSET FFML 2005 FF11 M2	0,81	−6,13	0,0104	−0,0013
BEAR STEARNS ALT A TRUST BALTA 2005 2 2A5 / ABS-MBS (US07386HRC78)	0,81	1,76	0,0104	−0,0004
NEW YORK MORTGAGE TRUST NYMT 2024 CP1 A1 144A / ABS-MBS (US67118PAA03)	0,81	−3,01	0,0103	−0,0009
NEW YORK MORTGAGE TRUST NYMT 2024 CP1 A1 144A / ABS-MBS (US67118PAA03)	0,81	−3,01	0,0103	−0,0009
US42704RAA95 / HERA COMMERCIAL MORTGAGE LTD HERA 2021 FL1 A 144A	0,80	0,25	0,0103	−0,0005
LENDBUZZ SECURITIZATION TRUST LBZZ 2025 1A A2 144A / ABS-O (US525938AC09)	0,80	0,12	0,0103	−0,0005
LENDBUZZ SECURITIZATION TRUST LBZZ 2025 1A A2 144A / ABS-O (US525938AC09)	0,80	0,12	0,0103	−0,0005
ANCHORAGE CREDIT FUNDING LTD. ANCHF 2019 7A A 144A / ABS-CBDO (US03331FAA84)	0,80	−14,09	0,0102	−0,0023
VENTURE CDO LTD VENTR 2021 44A A1NR 144A / ABS-CBDO (US92332KAQ40)	0,80	0,25	0,0102	−0,0005
VENTURE CDO LTD VENTR 2021 44A A1NR 144A / ABS-CBDO (US92332KAQ40)	0,80	0,25	0,0102	−0,0005
PRP ADVISORS, LLC PRPM 2024 RCF2 A1 144A / ABS-MBS (US693987AA72)	0,80	−3,51	0,0102	−0,0009
PRP ADVISORS, LLC PRPM 2024 RCF2 A1 144A / ABS-MBS (US693987AA72)	0,80	−3,51	0,0102	−0,0009
PRP ADVISORS, LLC PRPM 2024 RCF1 A1 144A / ABS-MBS (US693581AA80)	0,80	−3,28	0,0102	−0,0009
PRP ADVISORS, LLC PRPM 2024 RCF1 A1 144A / ABS-MBS (US693581AA80)	0,80	−3,28	0,0102	−0,0009
US31418ER938 / FNMA 30YR 6% 05/01/2053#	0,80	−4,45	0,0102	−0,0010
FED HM LN PC POOL QO1175 FR 02/38 FIXED 3 / ABS-MBS (US3133WKJU15)	0,79	−2,82	0,0102	−0,0008
FED HM LN PC POOL QO1175 FR 02/38 FIXED 3 / ABS-MBS (US3133WKJU15)	0,79	−2,82	0,0102	−0,0008
US92540CAA53 / Verus Securitization Trust 2023-INV3	0,79	−5,27	0,0101	−0,0011
US86358ENJ19 / STRUCTURED ASSET INVESTMENT LO SAIL 2004 BNC2 M1	0,79	0,25	0,0101	−0,0005
US46657BAA26 / J.P. Morgan Mortgage Trust 2023-DSC2	0,79	−4,15	0,0101	−0,0010
WAMU MORTGAGE PASS THROUGH CER WAMU 2003 S3 CB2 / ABS-MBS (US929227Z746)	0,79	0,26	0,0101	−0,0005
WAMU MORTGAGE PASS THROUGH CER WAMU 2003 S3 CB2 / ABS-MBS (US929227Z746)	0,79	0,26	0,0101	−0,0005
US3128MJ3M09 / FREDDIE MAC GOLD POOL FG G08803	0,78	−2,00	0,0100	−0,0008
ANGEL OAK MORTGAGE TRUST AOMT 2024 2 A1 144A / ABS-MBS (US034942AA08)	0,78	−3,81	0,0100	−0,0009
ANGEL OAK MORTGAGE TRUST AOMT 2024 2 A1 144A / ABS-MBS (US034942AA08)	0,78	−3,81	0,0100	−0,0009
SMB PRIVATE EDUCATION LOAN TRU SMB 2024 C A1B 144A / ABS-O (US83206EAB39)	0,78	−4,20	0,0099	−0,0010
SMB PRIVATE EDUCATION LOAN TRU SMB 2024 C A1B 144A / ABS-O (US83206EAB39)	0,78	−4,20	0,0099	−0,0010
US320986AA08 / FIRST INVESTORS AUTO OWNER TRUST 2023-1 FIAOT 2023-1A A	0,77	−19,25	0,0099	−0,0030
US3140QPVW45 / FN CB4228	0,77	−0,90	0,0099	−0,0006
INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR9 4A2 / ABS-MBS (US45660LMZ93)	0,77	−0,52	0,0098	−0,0006
INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR9 4A2 / ABS-MBS (US45660LMZ93)	0,77	−0,52	0,0098	−0,0006
US31395HHV50 / Freddie Mac Structured Pass-Through Certificates	0,77	−2,91	0,0098	−0,0008
PRP ADVISORS, LLC PRPM 2024 NQM1 A1 144A / ABS-MBS (US693977AA82)	0,77	−8,48	0,0098	−0,0015
PRP ADVISORS, LLC PRPM 2024 NQM1 A1 144A / ABS-MBS (US693977AA82)	0,77	−8,48	0,0098	−0,0015
US03464UAA43 / Angel Oak Mortgage Trust, Series 2023-6, Class A1	0,77	−4,73	0,0098	−0,0010
PRP ADVISORS, LLC PRPM 2024 RCF4 A1 144A / ABS-MBS (US74448JAA16)	0,76	−6,16	0,0098	−0,0012
PRP ADVISORS, LLC PRPM 2024 RCF4 A1 144A / ABS-MBS (US74448JAA16)	0,76	−6,16	0,0098	−0,0012
CREDIT SUISSE FIRST BOSTON MOR CSFB 2004 AR2 6M2 / ABS-MBS (US22541Q7J55)	0,76	−0,79	0,0097	−0,0006
CREDIT SUISSE FIRST BOSTON MOR CSFB 2004 AR2 6M2 / ABS-MBS (US22541Q7J55)	0,76	−0,79	0,0097	−0,0006
BOFA AUTO TRUST BAAT 2024 1A A2 144A / ABS-O (US09709AAB89)	0,76	−48,78	0,0097	−0,0102
BOFA AUTO TRUST BAAT 2024 1A A2 144A / ABS-O (US09709AAB89)	0,76	−48,78	0,0097	−0,0102
GSR MORTGAGE LOAN TRUST GSR 2004 2F 1B1 / ABS-MBS (US36229RLX51)	0,76	−1,69	0,0097	−0,0007
GSR MORTGAGE LOAN TRUST GSR 2004 2F 1B1 / ABS-MBS (US36229RLX51)	0,76	−1,69	0,0097	−0,0007
PRKCM TRUST PRKCM 2024 HOME1 A1 144A / ABS-MBS (US69391XAA72)	0,76	−10,44	0,0097	−0,0017
PRKCM TRUST PRKCM 2024 HOME1 A1 144A / ABS-MBS (US69391XAA72)	0,76	−10,44	0,0097	−0,0017
JP MORGAN MORTGAGE TRUST JPMMT 2007 S3 1A28 / ABS-MBS (US46631NBD03)	0,76	−0,66	0,0097	−0,0006
JP MORGAN MORTGAGE TRUST JPMMT 2006 A2 IIB2 / ABS-MBS (US466247L768)	0,75	−1,70	0,0096	−0,0007
JP MORGAN MORTGAGE TRUST JPMMT 2006 A2 IIB2 / ABS-MBS (US466247L768)	0,75	−1,70	0,0096	−0,0007
PRP ADVISORS, LLC PRPM 2024 RCF3 A1 144A / ABS-MBS (US74390BAA61)	0,75	−6,39	0,0096	−0,0012
PRP ADVISORS, LLC PRPM 2024 RCF3 A1 144A / ABS-MBS (US74390BAA61)	0,75	−6,39	0,0096	−0,0012
US38376RN288 / GNMA, Series 2016-H26, Class FC	0,73	−16,86	0,0093	−0,0025
IMPAC SECURED ASSETS CORP. IMSA 2005 1 1A1 / ABS-MBS (US45254TRN62)	0,73	−0,55	0,0093	−0,0006
IMPAC SECURED ASSETS CORP. IMSA 2005 1 1A1 / ABS-MBS (US45254TRN62)	0,73	−0,55	0,0093	−0,0006
TRALEE CDO LTD TRAL 2019 6A A1RR 144A / ABS-CBDO (US89289EBL74)	0,73	−17,20	0,0093	−0,0025
TRALEE CDO LTD TRAL 2019 6A A1RR 144A / ABS-CBDO (US89289EBL74)	0,73	−17,20	0,0093	−0,0025
US88522YAB56 / Thornburg Mortgage Securities Trust 2007-4	0,73	−14,89	0,0093	−0,0022
US54251UAA43 / LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 8 1A	0,73	−0,55	0,0093	−0,0006
STRUCTURED ASSET MORTGAGE INVE SAMI 2003 AR1 M / ABS-MBS (US86358HSD25)	0,73	−1,76	0,0093	−0,0007
STRUCTURED ASSET MORTGAGE INVE SAMI 2003 AR1 M / ABS-MBS (US86358HSD25)	0,73	−1,76	0,0093	−0,0007
SPACE COAST CREDIT UNION SCCU 2023 1A A4 144A / ABS-O (US805922AG66)	0,72	0,14	0,0092	−0,0005
SPACE COAST CREDIT UNION SCCU 2023 1A A4 144A / ABS-O (US805922AG66)	0,72	0,14	0,0092	−0,0005
US14687RAB78 / CARVANA AUTO RECEIVABLES TRUST 2023-P5 SER 2023-P5 CL A2 REGD 144A P/P 5.77000000	0,72	−84,64	0,0092	−0,0538
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 J10 2A1 / ABS-MBS (US12668ABR59)	0,72	−0,28	0,0092	−0,0005
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 J10 2A1 / ABS-MBS (US12668ABR59)	0,72	−0,28	0,0092	−0,0005
US004422AF88 / ACE Securities Corp. Home Equity Loan Trust, Series 2006-ASP5, Class A2D	0,72		0,0092	0,0092
US65535VEA26 / NAA 2004-AR1 5M1	0,72	0,14	0,0092	−0,0005
EZ4YGY9ZBMF1 / CMBX.NA.AAA.12 SP SAL	0,72	−583,11	0,0092	0,0112
US18976GAU04 / CITIMORTGAGE ALTERNATIVE LOAN CMALT 2007 A6 1A19	0,71	−1,79	0,0091	−0,0007
AMERICAN HERITAGE AUTO RECEIVA AHART 2024 1A A2 144A / ABS-O (US026944AB43)	0,71	−11,24	0,0091	−0,0017
AMERICAN HERITAGE AUTO RECEIVA AHART 2024 1A A2 144A / ABS-O (US026944AB43)	0,71	−11,24	0,0091	−0,0017
US92539JAA34 / VERUS_22-INV1	0,71	−5,58	0,0091	−0,0011
US83390UAF49 / SOFI PROFESSIONAL LOAN PROGRAM 2020-C TRUST SOFI 2020-C AFX	0,71	−5,70	0,0091	−0,0011
FIRST HORIZON MORTGAGE PASS TH FHASI 2005 AR6 2A1A / ABS-MBS (US32051GJ482)	0,71	0,57	0,0091	−0,0004
FIRST HORIZON MORTGAGE PASS TH FHASI 2005 AR6 2A1A / ABS-MBS (US32051GJ482)	0,71	0,57	0,0091	−0,0004
US07389UAS87 / BEAR STEARNS ASSET BACKED SECU BSABS 2007 HE1 23A	0,71	−8,19	0,0090	−0,0013
SANTANDER DRIVE AUTO RECEIVABL SDART 2024 3 A2 / ABS-O (US80287LAB53)	0,71	−74,54	0,0090	−0,0283
SANTANDER DRIVE AUTO RECEIVABL SDART 2024 3 A2 / ABS-O (US80287LAB53)	0,71	−74,54	0,0090	−0,0283
US32052AAE73 / First Horizon Alternative Mortgage Securities Trust 2006-AA8	0,70	−1,54	0,0090	−0,0006
SANTANDER DRIVE AUTO RECEIVABL SDART 2024 5 A3 / ABS-O (US802920AD01)	0,70	−0,14	0,0090	−0,0005
SANTANDER DRIVE AUTO RECEIVABL SDART 2024 5 A3 / ABS-O (US802920AD01)	0,70	−0,14	0,0090	−0,0005
GLS AUTO SELECT RECEIVABLES TR GSAR 2025 3A A2 144A / ABS-O (US36272GAC33)	0,70		0,0090	0,0090
GLS AUTO SELECT RECEIVABLES TR GSAR 2025 3A A2 144A / ABS-O (US36272GAC33)	0,70		0,0090	0,0090
US50200YAQ17 / LCM LTD PARTNERSHIP LCM 30A AR 144A	0,70	−20,84	0,0090	−0,0029
US073879X453 / BEAR STEARNS ASSET BACKED SECU BSABS 2005 HE10 M2	0,70	−3,72	0,0090	−0,0008
US41162DAA72 / HarborView Mortgage Loan Trust 2006-12	0,70	−1,27	0,0089	−0,0006
US07820QCD51 / BELLA VISTA MORTGAGE TRUST BVMBS 2005 2 2A1	0,69	−11,25	0,0089	−0,0017
CREDIT SUISSE FIRST BOSTON MOR CSFB 2003 21 DB1 / ABS-MBS (US22541QQQ81)	0,69	−1,42	0,0089	−0,0006
US17290YAR99 / Citigroup Commercial Mortgage Trust 2016-C1	0,69	0,58	0,0088	−0,0004
US67102SAL88 / OCP CLO 2014-5 Ltd	0,69	−62,19	0,0088	−0,0158
US92538BAA17 / VERUS_21-R1	0,69	−16,87	0,0088	−0,0024
COUNTRYWIDE HOME LOANS CWHL 2003 HYB2 M / ABS-MBS (US12669D3C06)	0,69	0,44	0,0088	−0,0004
COUNTRYWIDE HOME LOANS CWHL 2003 HYB2 M / ABS-MBS (US12669D3C06)	0,69	0,44	0,0088	−0,0004
TOWD POINT MORTGAGE TRUST TPMT 2024 CES2 A1A 144A / ABS-MBS (US89182JAA97)	0,69	−9,23	0,0088	−0,0014
TOWD POINT MORTGAGE TRUST TPMT 2024 CES2 A1A 144A / ABS-MBS (US89182JAA97)	0,69	−9,23	0,0088	−0,0014
US92922F3N61 / CORP CMO	0,69	−2,97	0,0088	−0,0007
US86359BX304 / STRUCTURED ASSET SECURITIES CO SASC 2005 GEL1 M3	0,69	−5,11	0,0088	−0,0010
WOODWARD CAPITAL MANAGEMENT RCKT 2024 CES1 A1A 144A / ABS-MBS (US749424AA57)	0,69	−10,22	0,0088	−0,0015
WOODWARD CAPITAL MANAGEMENT RCKT 2024 CES1 A1A 144A / ABS-MBS (US749424AA57)	0,69	−10,22	0,0088	−0,0015
US76110WZ411 / RESIDENTIAL ASSET SECURITIES C RASC 2005 KS6 M7	0,68	−6,73	0,0087	−0,0011
US63941TAA43 / Navient Private Education Refi Loan Trust 2020-E	0,68	−7,24	0,0087	−0,0012
US78449CAB46 / SMB PRIVATE EDUCATION LOAN TRU SMB 2022 C A1B 144A	0,68	−5,44	0,0087	−0,0010
US86363DAA90 / STRUCTURED ASSET MORTGAGE INVE SAMI 2007 AR2 1A1	0,67	−3,85	0,0086	−0,0008
CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N3 A2 144A / ABS-O (US14687WAB63)	0,67	−30,22	0,0086	−0,0044
CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N3 A2 144A / ABS-O (US14687WAB63)	0,67	−30,22	0,0086	−0,0044
COUNTRYWIDE HOME LOANS CWHL 2005 13 A8 / ABS-MBS (US12669GC829)	0,67	−1,32	0,0086	−0,0006
COUNTRYWIDE HOME LOANS CWHL 2005 13 A8 / ABS-MBS (US12669GC829)	0,67	−1,32	0,0086	−0,0006
COUNTRYWIDE HOME LOANS CWHL 2004 22 M / ABS-MBS (US12669F7C15)	0,67	0,00	0,0086	−0,0004
COUNTRYWIDE HOME LOANS CWHL 2004 22 M / ABS-MBS (US12669F7C15)	0,67	0,00	0,0086	−0,0004
US92990GAJ22 / WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY5 3A1	0,67	−0,30	0,0086	−0,0005
US36185N6N57 / GMACM Mortgage Loan Trust 2005-AR2	0,67	−0,74	0,0086	−0,0005
CARVANA AUTO RECEIVABLES TRUST CRVNA 2025 N1 A2 144A / ABS-O (US14688XAB38)	0,66	−5,14	0,0085	−0,0009
CARVANA AUTO RECEIVABLES TRUST CRVNA 2025 N1 A2 144A / ABS-O (US14688XAB38)	0,66	−5,14	0,0085	−0,0009
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 76 3A2 / ABS-MBS (US12668BDK61)	0,66	−0,30	0,0084	−0,0005
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 76 3A2 / ABS-MBS (US12668BDK61)	0,66	−0,30	0,0084	−0,0005
US929227ZC38 / WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2002-AR18 A	0,66	−1,35	0,0084	−0,0006
US3140MJGH29 / FNMA POOL BV4699 FN 04/37 FIXED 3	0,66	−1,35	0,0084	−0,0006
US08861YAA47 / BHG Securitization Trust	0,66	−22,30	0,0084	−0,0030
US32115BAD29 / First NLC Trust	0,65	−1,06	0,0084	−0,0005
JP MORGAN MORTGAGE TRUST JPMMT 2005 A3 8JA1 / ABS-MBS (US466247QR72)	0,65	−2,98	0,0084	−0,0007
JP MORGAN MORTGAGE TRUST JPMMT 2005 A3 8JA1 / ABS-MBS (US466247QR72)	0,65	−2,98	0,0084	−0,0007
US3140MMHM34 / FNMA POOL BV7435 FN 05/37 FIXED 3	0,65	−1,07	0,0083	−0,0005
CARLYLE GLOBAL MARKET STRATEGI CGMS 2015 4A A1RR 144A / ABS-CBDO (US14311NAU81)	0,64	−14,70	0,0083	−0,0019
CARLYLE GLOBAL MARKET STRATEGI CGMS 2015 4A A1RR 144A / ABS-CBDO (US14311NAU81)	0,64	−14,70	0,0083	−0,0019
US3140N2XU04 / FN BW9690	0,64	−0,77	0,0082	−0,0005
NORTHWOODS CAPITAL LTD WOODS 2018 14BA AR 144A / ABS-CBDO (US66860CAL72)	0,64	−10,24	0,0082	−0,0014
NORTHWOODS CAPITAL LTD WOODS 2018 14BA AR 144A / ABS-CBDO (US66860CAL72)	0,64	−10,24	0,0082	−0,0014
US55955GAA13 / Magnetite XXV Ltd	0,64	−6,58	0,0082	−0,0010
US76112BYB07 / GMAC MORTGAGE CORPORATION LOAN TRUST	0,63	−0,32	0,0081	−0,0004
US92922F4V78 / CORP CMO	0,63	−4,12	0,0081	−0,0008
US542514HN71 / Long Beach Mortgage Loan Trust 2004-4	0,63	−2,18	0,0080	−0,0006
US 2YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000)	0,63		0,0080	0,0080
US 2YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000)	0,63		0,0080	0,0080
US45661EGK47 / IndyMac INDX Mortgage Loan Trust 2006-AR9	0,63	−0,16	0,0080	−0,0004
US57643LCD64 / MABS 2003-WMC2 M6	0,62	−0,32	0,0080	−0,0004
US748956AA71 / RCKT Mortgage Trust 2023-CES2	0,62	−10,20	0,0079	−0,0014
US9393357P40 / WAMU 02-AR9 1A V/R 8/25/42 3.72644500	0,61	−4,52	0,0078	−0,0008
TREASURY BILL 09/25 0.00000 / DBT (US912797MH75)	0,61		0,0078	0,0078
TREASURY BILL 09/25 0.00000 / DBT (US912797MH75)	0,61		0,0078	0,0078
US46628BBK52 / JP Morgan Mortgage Trust 2006-A6	0,61	−1,77	0,0078	−0,0006
RFR USD SOFR/1.00000 06/15/22-5Y LCH / DIR (EZG3K81HS5Q1)	0,61	−45,09	0,0078	−0,0071
RFR USD SOFR/1.00000 06/15/22-5Y LCH / DIR (EZG3K81HS5Q1)	0,61	−45,09	0,0078	−0,0071
US38376RU614 / GNMA, Series 2017-H05, Class FC	0,61	−14,35	0,0078	−0,0018
US3138XSP846 / Fannie Mae Pool	0,61	−2,72	0,0078	−0,0006
US466309AC56 / J.P. MORGAN ALTERNATIVE LOAN T JPALT 2008 R4 2A1 144A	0,61	−3,19	0,0078	−0,0007
ACHV ABS TRUST ACHV 2025 1PL B 144A / ABS-O (US00112MAB28)	0,61	−13,32	0,0078	−0,0017
ACHV ABS TRUST ACHV 2025 1PL B 144A / ABS-O (US00112MAB28)	0,61	−13,32	0,0078	−0,0017
TESLA SUSTAINABLE ENERGY TRUST TSET 2024 1A A3 144A / ABS-O (US88164AAC80)	0,60	0,33	0,0077	−0,0004
TESLA SUSTAINABLE ENERGY TRUST TSET 2024 1A A3 144A / ABS-O (US88164AAC80)	0,60	0,33	0,0077	−0,0004
US161546GS94 / CHASE FUNDING MORTGAGE LOAN AS CFAB 2003 5 2M1	0,60	−1,79	0,0077	−0,0006
REACH FINANCIAL LLC REACH 2024 2A A 144A / ABS-O (US75525HAA86)	0,60	−24,75	0,0077	−0,0031
REACH FINANCIAL LLC REACH 2024 2A A 144A / ABS-O (US75525HAA86)	0,60	−24,75	0,0077	−0,0031
US36179WZA97 / Ginnie Mae II Pool	0,60	−3,22	0,0077	−0,0007
US004421DK63 / ACE SECURITIES CORP. ACE 2004 FM1 M1	0,60	−8,93	0,0077	−0,0012
CROSSROADS ASSET TRUST XROAD 2025 A A2 144A / ABS-O (US22767VAB45)	0,60		0,0077	0,0077
CROSSROADS ASSET TRUST XROAD 2025 A A2 144A / ABS-O (US22767VAB45)	0,60		0,0077	0,0077
US31418EMT46 / Fannie Mae Pool	0,60	−2,91	0,0077	−0,0007
LENDBUZZ SECURITIZATION TRUST LBZZ 2025 2A A1 144A / ABS-O (US52611JAA88)	0,60		0,0077	0,0077
LENDBUZZ SECURITIZATION TRUST LBZZ 2025 2A A1 144A / ABS-O (US52611JAA88)	0,60		0,0077	0,0077
OSCAR US FUNDING TRUST OSCAR 2024 2A A3 144A / ABS-O (US68784BAC81)	0,60	0,00	0,0077	−0,0004
OSCAR US FUNDING TRUST OSCAR 2024 2A A3 144A / ABS-O (US68784BAC81)	0,60	0,00	0,0077	−0,0004
US3133BS6Y30 / FED HM LN PC POOL QF5387 FR 01/53 FIXED 5.5	0,60	−0,17	0,0076	−0,0004
RFRF USD SF+26.161/1.50 06/21/17-10Y LCH / DIR (EZR7RP6GSB57)	0,59	−12,39	0,0076	−0,0015
RFRF USD SF+26.161/1.50 06/21/17-10Y LCH / DIR (EZR7RP6GSB57)	0,59	−12,39	0,0076	−0,0015
US542514EE00 / Long Beach Mortgage Loan Trust 2003-4	0,59	−5,29	0,0076	−0,0008
STRUCTURED ASSET MORTGAGE INVE SAMI 2003 AR3 M1 / ABS-MBS (US86358HUW77)	0,59	−2,32	0,0075	−0,0006
STRUCTURED ASSET MORTGAGE INVE SAMI 2003 AR3 M1 / ABS-MBS (US86358HUW77)	0,59	−2,32	0,0075	−0,0006
RFRF USD SF+26.161/1.3* 9/22/23-5Y* CME / DIR (EZBJCCT971J0)	0,59	−11,86	0,0075	−0,0015
RFRF USD SF+26.161/1.3* 9/22/23-5Y* CME / DIR (EZBJCCT971J0)	0,59	−11,86	0,0075	−0,0015
PAGAYA AI DEBT SELECTION TRUST PAID 2024 2 A 144A / ABS-O (US694961AA13)	0,59	−17,79	0,0075	−0,0021
PAGAYA AI DEBT SELECTION TRUST PAID 2024 2 A 144A / ABS-O (US694961AA13)	0,59	−17,79	0,0075	−0,0021
US362480AD73 / GSC CAPITAL CORP MORTGAGE TRUS GSCC 2006 2 A1	0,59	−4,25	0,0075	−0,0007
US74924EAA55 / RALI Series 2007-QH8 Trust	0,58	−3,16	0,0075	−0,0007
US38375BD749 / GNMA, Series 2012-H31, Class FD	0,58	−18,14	0,0075	−0,0021
CMBX.NA.AAA.13 SP GST / DCR (000000000)	0,58		0,0074	0,0074
CMBX.NA.AAA.13 SP GST / DCR (000000000)	0,58		0,0074	0,0074
US863592AD34 / STRUCTURED ASSET SECURITIES CO SASC 2006 RF3 1A4 144A	0,58	−1,36	0,0074	−0,0005
RFR USD SOFR/3.00000 06/21/23-10Y LCH / DIR (EZVCRM3XZB08)	0,57	−38,43	0,0073	−0,0052
RFR USD SOFR/3.00000 06/21/23-10Y LCH / DIR (EZVCRM3XZB08)	0,57	−38,43	0,0073	−0,0052
US80557BAA26 / Saxon Asset Securities Trust 2007-3	0,57	−4,03	0,0073	−0,0007
US17307GY692 / Citigroup Mortgage Loan Trust, Series 2005-12, Class 2A1	0,57	−15,05	0,0073	−0,0017
MASTR ADJUSTABLE RATE MORTGAGE MARM 2004 6 3A1 / ABS-MBS (US576433NS17)	0,57	−0,70	0,0073	−0,0004
MASTR ADJUSTABLE RATE MORTGAGE MARM 2004 6 3A1 / ABS-MBS (US576433NS17)	0,57	−0,70	0,0073	−0,0004
US03765XAG16 / Apidos CLO XXII	0,57	−9,28	0,0073	−0,0012
US004421GM92 / ACE SECURITIES CORP. ACE 2004 FM2 M4	0,57	1,43	0,0073	−0,0003
US14686KAF49 / Carvana Auto Receivables Trust 2021-N2	0,56		0,0072	0,0072
US126673CB61 / COUNTRYWIDE ASSET BACKED CERTI CWL 2004 BC3 M2	0,56	−3,43	0,0072	−0,0007
US98163VAD01 / WORLD OMNI AUTO RECEIVABLES TRUST 2022-D WOART 2022-D A3	0,56	−23,15	0,0072	−0,0027
US126670LE60 / CHL Mortgage Pass-Through Trust 2005-HYB9	0,56	−3,95	0,0072	−0,0007
US3133KYXK09 / Freddie Mac Pool	0,56	−1,24	0,0071	−0,0005
US89172UAC27 / TOWD POINT MORTGAGE TRUST 2016-4 SER 2016-4 CL M1 V/R REGD 144A P/P 3.25000000	0,56	−18,83	0,0071	−0,0021
GSR MORTGAGE LOAN TRUST GSR 2004 7 B1 / ABS-MBS (US36228F4T08)	0,55	−0,90	0,0071	−0,0005
GSR MORTGAGE LOAN TRUST GSR 2004 7 B1 / ABS-MBS (US36228F4T08)	0,55	−0,90	0,0071	−0,0005
US505713AC10 / LADAR 23-2 A3 144A 5.42% 02-15-28/11-17-25	0,54	−10,30	0,0069	−0,0012
3 MONTH SOFR FUT JUN25 XCME 20250916 / DIR (000000000)	0,54		0,0069	0,0069
3 MONTH SOFR FUT JUN25 XCME 20250916 / DIR (000000000)	0,54		0,0069	0,0069
US63939NAB91 / NAVIENT STUDENT LOAN TRUST NAVSL 2016 AA A2A 144A	0,54	−25,24	0,0069	−0,0028
US45254TRS59 / Impac Secured Assets CMN Owner Trust, Series 2005-1, Class 5A1	0,54	−1,47	0,0069	−0,0005
US3132D9MZ45 / FREDDIE MAC POOL UMBS P#SC0376 4.00000000	0,53	−8,92	0,0068	−0,0011
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 4 1A4 / ABS-MBS (US12667F7B51)	0,53	0,00	0,0068	−0,0004
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 4 1A4 / ABS-MBS (US12667F7B51)	0,53	0,00	0,0068	−0,0004
FNMA POOL FS4061 FN 10/37 FIXED VAR / ABS-MBS (US3140XKQP88)	0,53	−2,75	0,0068	−0,0006
FNMA POOL FS4061 FN 10/37 FIXED VAR / ABS-MBS (US3140XKQP88)	0,53	−2,75	0,0068	−0,0006
US761118NB08 / RALI Series 2005-QA12 Trust	0,53	−2,40	0,0068	−0,0005
PAGAYA AI DEBT SELECTION TRUST PAID 2024 5 A 144A / ABS-O (US69544LAA98)	0,52	−15,94	0,0067	−0,0017
PAGAYA AI DEBT SELECTION TRUST PAID 2024 5 A 144A / ABS-O (US69544LAA98)	0,52	−15,94	0,0067	−0,0017
US805564SW28 / SAXON ASSET SECURITIES TRUST SAST 2005 3 M5	0,52	−1,72	0,0066	−0,0005
US07386HZJ30 / Bear Stearns ALT-A Trust 2005-10	0,52	−3,92	0,0066	−0,0006
IMPAC SECURED ASSETS CORP. IMSA 2005 1 5A6 / ABS-MBS (US45254TRX45)	0,51	−1,54	0,0066	−0,0005
IMPAC SECURED ASSETS CORP. IMSA 2005 1 5A6 / ABS-MBS (US45254TRX45)	0,51	−1,54	0,0066	−0,0005
GREENSKY HOME IMPROVEMENT ISSU GSKY 2024 1 A3 144A / ABS-O (US39571MAC29)	0,51	0,99	0,0066	−0,0003
GREENSKY HOME IMPROVEMENT ISSU GSKY 2024 1 A3 144A / ABS-O (US39571MAC29)	0,51	0,99	0,0066	−0,0003
FCCU AUTO RECEIVABLES TRUST FCCU 2024 1A A4 144A / ABS-O (US30336CAG06)	0,51	0,39	0,0066	−0,0003
FCCU AUTO RECEIVABLES TRUST FCCU 2024 1A A4 144A / ABS-O (US30336CAG06)	0,51	0,39	0,0066	−0,0003
MASTR ADJUSTABLE RATE MORTGAGE MARM 2004 3 B1 / ABS-MBS (US576433LP95)	0,51	−2,49	0,0065	−0,0005
MASTR ADJUSTABLE RATE MORTGAGE MARM 2004 3 B1 / ABS-MBS (US576433LP95)	0,51	−2,49	0,0065	−0,0005
LAD AUTO RECEIVABLES TRUST LADAR 2024 2A A4 144A / ABS-O (US505920AD00)	0,51	0,20	0,0065	−0,0003
LAD AUTO RECEIVABLES TRUST LADAR 2024 2A A4 144A / ABS-O (US505920AD00)	0,51	0,20	0,0065	−0,0003
COUNTRYWIDE HOME LOANS CWHL 2006 HYB4 1A1 / ABS-MBS (US125431AE65)	0,51	−0,78	0,0065	−0,0004
COUNTRYWIDE HOME LOANS CWHL 2006 HYB4 1A1 / ABS-MBS (US125431AE65)	0,51	−0,78	0,0065	−0,0004
US3140H7ZB69 / Fannie Mae Pool	0,51	−0,97	0,0065	−0,0004
US3138WD5R86 / Fannie Mae Pool	0,51	−0,20	0,0065	−0,0004
GREENSKY HOME IMPROVEMENT ISSU GSKY 2024 2 A3 144A / ABS-O (US39571XAC83)	0,51	1,00	0,0065	−0,0003
GREENSKY HOME IMPROVEMENT ISSU GSKY 2024 2 A3 144A / ABS-O (US39571XAC83)	0,51	1,00	0,0065	−0,0003
MASTR ALTERNATIVE LOANS TRUST MALT 2005 3 1A4 / ABS-MBS (US576434M437)	0,51	−3,07	0,0065	−0,0006
MASTR ALTERNATIVE LOANS TRUST MALT 2005 3 1A4 / ABS-MBS (US576434M437)	0,51	−3,07	0,0065	−0,0006
PAGAYA AI DEBT SELECTION TRUST PAID 2024 6 A 144A / ABS-O (US69548KAA79)	0,51	−15,13	0,0065	−0,0016
PAGAYA AI DEBT SELECTION TRUST PAID 2024 6 A 144A / ABS-O (US69548KAA79)	0,51	−15,13	0,0065	−0,0016
WASHINGTON MUTUAL MSC MORTGAGE WAMMS 2003 MS2 CB3 / ABS-MBS (US939336RQ88)	0,50	1,41	0,0065	−0,0002
WASHINGTON MUTUAL MSC MORTGAGE WAMMS 2003 MS2 CB3 / ABS-MBS (US939336RQ88)	0,50	1,41	0,0065	−0,0002
US32051D3G58 / First Horizon Alternative Mortgage Securities Trust 2004-AA1	0,50	−1,38	0,0064	−0,0004
PAGAYA AI DEBT SELECTION TRUST PAID 2025 2 A2 144A / ABS-O (US69545GAB77)	0,50	−0,20	0,0064	−0,0004
PAGAYA AI DEBT SELECTION TRUST PAID 2025 2 A2 144A / ABS-O (US69545GAB77)	0,50	−0,20	0,0064	−0,0004
RAAC SERIES RAAC 2005 SP2 1M4 / ABS-MBS (US76112BE895)	0,50	0,20	0,0064	−0,0003
RAAC SERIES RAAC 2005 SP2 1M4 / ABS-MBS (US76112BE895)	0,50	0,20	0,0064	−0,0003
US86358EWD48 / STRUCTURED ASSET INVESTMENT LO SAIL 2005 7 M2	0,50	−4,06	0,0064	−0,0006
US89642RAA59 / Trinitas Clo VIII Ltd	0,49	−39,33	0,0063	−0,0046
BLUEMOUNTAIN CLO LTD BLUEM 2016 3A A1R2 144A / ABS-CBDO (US09628VAW46)	0,48	−16,46	0,0061	−0,0016
BLUEMOUNTAIN CLO LTD BLUEM 2016 3A A1R2 144A / ABS-CBDO (US09628VAW46)	0,48	−16,46	0,0061	−0,0016
US41161PLR28 / HARBORVIEW MORTGAGE LOAN TRUST 2005-2 SER 2005-2 CL 2A1A V/R REGD 2.17325000	0,47	−4,84	0,0061	−0,0006
CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P1 A2 144A / ABS-O (US14688NAB55)	0,47	−51,79	0,0060	−0,0071
CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P1 A2 144A / ABS-O (US14688NAB55)	0,47	−51,79	0,0060	−0,0071
CHEVY CHASE MORTGAGE FUNDING C CCMFC 2004 A B1 144A / ABS-MBS (US16678RBT32)	0,47	−1,48	0,0060	−0,0004
CHEVY CHASE MORTGAGE FUNDING C CCMFC 2004 A B1 144A / ABS-MBS (US16678RBT32)	0,47	−1,48	0,0060	−0,0004
US126697AA90 / CWABS ASSET-BACKED CERTIFICATES TRUST 2007-12 SER 2007-12 CL 1A1 V/R REGD 2.44800000	0,46	−2,33	0,0059	−0,0005
US74922MAA99 / RALI Trust, Series 2006-QA6, Class A1	0,46	−2,12	0,0059	−0,0004
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 1T1 2A19 / ABS-MBS (US23246KBK60)	0,46	−2,96	0,0059	−0,0005
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 1T1 2A19 / ABS-MBS (US23246KBK60)	0,46	−2,96	0,0059	−0,0005
MASTR ASSET SECURITIZATION TRU MASTR 2004 3 4A9 / ABS-MBS (US55265K7Z62)	0,46	−2,14	0,0059	−0,0005
MASTR ASSET SECURITIZATION TRU MASTR 2004 3 4A9 / ABS-MBS (US55265K7Z62)	0,46	−2,14	0,0059	−0,0005
INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 16IP A2 / ABS-MBS (US45660LUE72)	0,46	−0,87	0,0058	−0,0004
INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 16IP A2 / ABS-MBS (US45660LUE72)	0,46	−0,87	0,0058	−0,0004
HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2004 6 B1 / ABS-MBS (US41161PFX69)	0,46	−1,73	0,0058	−0,0004
HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2004 6 B1 / ABS-MBS (US41161PFX69)	0,46	−1,73	0,0058	−0,0004
US126694TD08 / COUNTRYWIDE HOME LOANS	0,45	−0,87	0,0058	−0,0004
US004427BM18 / ACE Securities Corp. Home Equity Loan Trust, Series 2003-OP1, Class M1	0,45	−2,59	0,0058	−0,0005
US126673GB26 / COUNTRYWIDE ASSET BACKED CERTI CWL 2004 9 MF1	0,45	−27,80	0,0058	−0,0027
US02150PAB40 / Alternative Loan Trust 2007-OA6	0,45	−1,09	0,0058	−0,0004
US07387LAA98 / BEAR STEARNS ASSET BACKED SECU BSABS 2007 SD3 A	0,45	−8,89	0,0058	−0,0009
US38375BYN62 / Government National Mortgage Association	0,45	−21,09	0,0057	−0,0019
US3133BASY82 / Federal Home Loan Mortgage Corporation	0,45	−1,97	0,0057	−0,0004
US17320XAC83 / CMLTI 2013-A B1	0,45	−0,22	0,0057	−0,0003
US31418EGF16 / Fannie Mae Pool	0,45	−1,33	0,0057	−0,0004
US36179WQB71 / GNMA	0,45	−3,05	0,0057	−0,0005
US65023PAN06 / NBCLO 2017-1A A1R 144A FRN (L+97) 07-25-30	0,44	−15,36	0,0057	−0,0014
US36202FUF16 / Ginnie Mae II Pool	0,44	−1,56	0,0056	−0,0004
US14687NAC48 / Carvana Auto Receivables Trust, Series 2023-P4, Class A3	0,44	−13,04	0,0056	−0,0012
US59020UGG40 / Merrill Lynch Mortgage Investors Trust, Series 2004-D, Class A2	0,44	−4,38	0,0056	−0,0006
RESIDENTIAL FUNDING MTG SEC I RFMSI 2007 SA1 3A / ABS-MBS (US74958WAF32)	0,44	−2,68	0,0056	−0,0005
RESIDENTIAL FUNDING MTG SEC I RFMSI 2007 SA1 3A / ABS-MBS (US74958WAF32)	0,44	−2,68	0,0056	−0,0005
FED HM LN PC POOL SD8445 FR 07/54 FIXED 5 / ABS-MBS (US3132DWL271)	0,44	−2,03	0,0056	−0,0004
FED HM LN PC POOL SD8445 FR 07/54 FIXED 5 / ABS-MBS (US3132DWL271)	0,44	−2,03	0,0056	−0,0004
US31392FDZ71 / FANNIE MAE FNR 2002 71 A	0,43	0,47	0,0055	−0,0003
US3140GRFU39 / FNMA POOL BH2878 FN 05/47 FIXED 4	0,43	−0,69	0,0055	−0,0003
US12669GPN50 / CHL Mortgage Pass-Through Trust 2005-2	0,43	0,00	0,0055	−0,0003
BEAR STEARNS ASSET BACKED SECU BSABS 2003 SD2 1A / ABS-MBS (US07384YLH70)	0,43	1,19	0,0055	−0,0002
BEAR STEARNS ASSET BACKED SECU BSABS 2003 SD2 1A / ABS-MBS (US07384YLH70)	0,43	1,19	0,0055	−0,0002
US17310DAJ90 / CITICORP MORTGAGE SECURITIES, CMSI 2006 4 1A9	0,42	0,00	0,0053	−0,0003
US92922FB647 / WaMu Mortgage Pass-Through Certificates Series 2004-AR13 Trust	0,42	−4,81	0,0053	−0,0006
US55283QAD60 / MFA 2021-RPL1 TRUST SER 2021-RPL1 CL M2 V/R REGD 144A P/P 2.85470000	0,41	0,00	0,0053	−0,0003
US14687TAD90 / Carvana Auto Receivables Trust FRN, due 01/10/27	0,41	−40,94	0,0053	−0,0042
US02148FBX24 / ALTERNATIVE LOAN TRUST 2007-4CB SER 2007-4CB CL 1A35 REGD 6.00000000	0,41	−4,17	0,0053	−0,0005
US16162WPJ26 / Chase Mortgage Finance Trust, Series 2005-A1, Class 3A1	0,41	−0,48	0,0053	−0,0003
US57643LEV45 / Mastr Asset Backed Securities Trust 2004-OPT2	0,41	−0,96	0,0053	−0,0003
US073873AK72 / BEAR STEARNS ALT A TRUST BALTA 2006 5 2A2	0,41	−4,63	0,0053	−0,0006
US46651QAA58 / JP Morgan Chase Commercial Mortgage Securities Trust 2019-FL12	0,41	−1,91	0,0053	−0,0004
US45660LCL18 / IndyMac INDX Mortgage Loan Trust 2005-AR2	0,41	0,00	0,0053	−0,0003
RFR USD SOFR/3.50000 12/20/23-10Y CME / DIR (EZ4G8FZQ8LF2)	0,41	−34,66	0,0052	−0,0032
RFR USD SOFR/3.50000 12/20/23-10Y CME / DIR (EZ4G8FZQ8LF2)	0,41	−34,66	0,0052	−0,0032
US40430HEB06 / HSI Asset Securitization Corp. Trust, Series 2006-OPT2, Class M2	0,41	−38,59	0,0052	−0,0037
US64830KAA51 / New Residential Mortgage Loan Trust 2018-3	0,41	−3,77	0,0052	−0,0005
US50200FAC32 / LCM 26 Ltd	0,41	−58,38	0,0052	−0,0079
US30166TAD54 / Exeter Automobile Receivables Trust 2023-4	0,40	−58,98	0,0052	−0,0081
US17323LAQ05 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2015 3 3A2 144A	0,40	−5,84	0,0052	−0,0006
US46629KAD19 / JP MORGAN MORTGAGE ACQUISITION TRUST 2006-WMC3	0,40	−0,74	0,0052	−0,0003
US3132A5GX78 / Freddie Mac Pool	0,40	−1,95	0,0052	−0,0004
US94987AAF49 / WELLS FARGO MORTGAGE LOAN TRUS WFMLT 2010 RR3 A5 144A	0,40	−11,65	0,0052	−0,0010
US3622MAAA93 / GSAMP TRUST GSAMP 2007 FM1 A1	0,40	−0,74	0,0051	−0,0003
TBW MORTGAGE BACKED PASS THROU TBW 2006 1 7A1 / ABS-MBS (US225470U504)	0,40	−0,25	0,0051	−0,0003
TBW MORTGAGE BACKED PASS THROU TBW 2006 1 7A1 / ABS-MBS (US225470U504)	0,40	−0,25	0,0051	−0,0003
US3133KYXC82 / UMBS, 20 Year	0,40	−1,74	0,0051	−0,0004
3 MONTH SOFR FUT DEC25 XCME 20260317 / DIR (000000000)	0,39		0,0050	0,0050
3 MONTH SOFR FUT DEC25 XCME 20260317 / DIR (000000000)	0,39		0,0050	0,0050
US3132A5G331 / UMBS Pool	0,39	−2,00	0,0050	−0,0004
ACHV ABS TRUST ACHV 2025 1PL A 144A / ABS-O (US00112MAA45)	0,39	−43,92	0,0050	−0,0044
ACHV ABS TRUST ACHV 2025 1PL A 144A / ABS-O (US00112MAA45)	0,39	−43,92	0,0050	−0,0044
US126650BC35 / CVS PASS THROUGH TRUST PASS THRU CE 01/28 5.88	0,39	−8,22	0,0050	−0,0007
US12668ART42 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 J11 1A16	0,39	−0,76	0,0050	−0,0003
US17311XAA37 / Citigroup Mortgage Loan Trust 2007-AMC2	0,38	−0,26	0,0049	−0,0003
US57643LFN10 / MASTR ASSET BACKED SECURITIES MABS 2004 WMC3 M1	0,38	−2,79	0,0049	−0,0004
US31396V4Q81 / Fannie Mae REMICS	0,38	−1,29	0,0049	−0,0003
US31418CNE02 / Fannie Mae Pool	0,38	−2,55	0,0049	−0,0004
WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR7 B1 / ABS-MBS (US92922FTF52)	0,38	−14,16	0,0049	−0,0011
WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR7 B1 / ABS-MBS (US92922FTF52)	0,38	−14,16	0,0049	−0,0011
US04542BDG41 / ABFC 2003-OPT1 Trust	0,38	−0,26	0,0049	−0,0003
TREASURY BILL 08/25 0.00000 / DBT (US912797MG92)	0,38		0,0049	0,0049
TREASURY BILL 08/25 0.00000 / DBT (US912797MG92)	0,38		0,0049	0,0049
US22541SXR48 / CREDIT SUISSE FIRST BOSTON MOR CSFB 2004 AR8 8M1	0,38	−2,06	0,0049	−0,0004
US25211AAE91 / Dewolf Park CLO Ltd	0,38	−14,41	0,0049	−0,0011
US759950AH10 / RENAISSANCE HOME EQUITY LOAN T RAMC 2002 2 M1	0,38	−9,18	0,0048	−0,0008
US76110HT902 / RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QA2 NB2	0,38	−0,53	0,0048	−0,0003
US000759CR91 / ABFS MORTGAGE LOAN TRUST ABFS 2002 2 M1	0,37	0,81	0,0048	−0,0002
ALLY BANK AUTO CREDIT LINKED N ABCLN 2024 B B 144A / ABS-O (US02007G4C45)	0,37	−10,95	0,0048	−0,0009
ALLY BANK AUTO CREDIT LINKED N ABCLN 2024 B B 144A / ABS-O (US02007G4C45)	0,37	−10,95	0,0048	−0,0009
US61748LAD47 / MORGAN STANLEY CAPITAL INC MSAC 2006 NC4 A2C	0,37	−0,80	0,0048	−0,0003
3 MONTH SOFR FUT SEP25 XCME 20251216 / DIR (000000000)	0,37		0,0048	0,0048
3 MONTH SOFR FUT SEP25 XCME 20251216 / DIR (000000000)	0,37		0,0048	0,0048
ALLY BANK AUTO CREDIT LINKED N ABCLN 2024 B C 144A / ABS-O (US02007G4D28)	0,37	−11,19	0,0048	−0,0009
ALLY BANK AUTO CREDIT LINKED N ABCLN 2024 B C 144A / ABS-O (US02007G4D28)	0,37	−11,19	0,0048	−0,0009
US40432BAZ22 / HALO 2007-2 3A6	0,37	−1,33	0,0048	−0,0003
US12668BDE02 / Alternative Loan Trust, Series 2005-76, Class 2A1	0,37	−3,95	0,0047	−0,0004
FNMA POOL MA5248 FN 01/54 FIXED 6.5 / ABS-MBS (US31418EZN39)	0,37	−9,88	0,0047	−0,0008
FNMA POOL MA5248 FN 01/54 FIXED 6.5 / ABS-MBS (US31418EZN39)	0,37	−9,88	0,0047	−0,0008
PRIME MORTGAGE TRUST PRIME 2005 2 2B1 / ABS-MBS (US74160MHX39)	0,36	−0,55	0,0046	−0,0003
PRIME MORTGAGE TRUST PRIME 2005 2 2B1 / ABS-MBS (US74160MHX39)	0,36	−0,55	0,0046	−0,0003
RFR USD SOFR/3.50000 12/20/23-7Y LCH / DIR (EZPR4RDSDSJ6)	0,36	−80,87	0,0046	−0,0209
RFR USD SOFR/3.50000 12/20/23-7Y LCH / DIR (EZPR4RDSDSJ6)	0,36	−80,87	0,0046	−0,0209
GSAA HOME EQUITY TRUST GSAA 2004 NC1 M2 / ABS-MBS (US36228FC612)	0,36	1,12	0,0046	−0,0002
GSAA HOME EQUITY TRUST GSAA 2004 NC1 M2 / ABS-MBS (US36228FC612)	0,36	1,12	0,0046	−0,0002
US14687DAG79 / Carvana Auto Receivables Trust 2021-N1	0,36		0,0046	0,0046
US69380RAA32 / PRPM 2023-RCF2 LLC 4% 11/25/2053 144A	0,36	−5,00	0,0046	−0,0005
US76110WRT52 / RESIDENTIAL ASSET SECURITIES C RASC 2003 KS4 AIIB	0,36	−1,10	0,0046	−0,0003
US36202FQ740 / Ginnie Mae II Pool	0,36	−2,17	0,0046	−0,0003
BANC OF AMERICA ALTERNATIVE LO BOAA 2004 6 30B1 / ABS-MBS (US05948KSS95)	0,36	−2,45	0,0046	−0,0004
BANC OF AMERICA ALTERNATIVE LO BOAA 2004 6 30B1 / ABS-MBS (US05948KSS95)	0,36	−2,45	0,0046	−0,0004
US320276AB48 / FIRST FRANKLIN MORTGAGE LOAN TRUST 2006-FF9 FFML 2006-FF9 1A	0,36	−31,15	0,0046	−0,0024
US126671Y913 / CWABS, Inc. Asset-Backed Certificates, Series 2004-1, Class 3A	0,36	0,85	0,0046	−0,0002
BEAR STEARNS ALT A TRUST BALTA 2004 7 M / ABS-MBS (US07386HKN07)	0,36	−2,19	0,0046	−0,0003
BEAR STEARNS ALT A TRUST BALTA 2004 7 M / ABS-MBS (US07386HKN07)	0,36	−2,19	0,0046	−0,0003
FIRST HORIZON ALTERNATIVE MORT FHAMS 2006 AA2 1A1 / ABS-MBS (US32051GW501)	0,35	−0,28	0,0045	−0,0003
FIRST HORIZON ALTERNATIVE MORT FHAMS 2006 AA2 1A1 / ABS-MBS (US32051GW501)	0,35	−0,28	0,0045	−0,0003
RESEARCH DRIVEN PAGAYA MOTOR A RPM 2024 1A A 144A / ABS-O (US76088YAA82)	0,35	−15,35	0,0045	−0,0011
RESEARCH DRIVEN PAGAYA MOTOR A RPM 2024 1A A 144A / ABS-O (US76088YAA82)	0,35	−15,35	0,0045	−0,0011
US68389FGK49 / OPTION ONE MORTGAGE LOAN TRUST OOMLT 2005 1 M1	0,35	−5,21	0,0044	−0,0005
US91680UAA79 / Upstart Pass-Through Trust Series	0,34	−43,05	0,0044	−0,0037
FED HM LN PC POOL SD8505 FR 02/55 FIXED 5 / ABS-MBS (US3132DWNW90)	0,34	−2,00	0,0044	−0,0003
FED HM LN PC POOL SD8505 FR 02/55 FIXED 5 / ABS-MBS (US3132DWNW90)	0,34	−2,00	0,0044	−0,0003
US48252KAA79 / KKR CLO 21 Ltd	0,34	−26,19	0,0044	−0,0019
GREENSKY HOME IMPROVEMENT ISSU GSKY 2024 2 A4 144A / ABS-O (US39571XAD66)	0,34	−20,51	0,0044	−0,0014
GREENSKY HOME IMPROVEMENT ISSU GSKY 2024 2 A4 144A / ABS-O (US39571XAD66)	0,34	−20,51	0,0044	−0,0014
US3140GUMA21 / Federal National Mortgage Association	0,34	−1,47	0,0043	−0,0003
FIRST HORIZON MORTGAGE PASS TH FHASI 2005 AR6 1A1 / ABS-MBS (US32051GJ227)	0,33	−0,60	0,0043	−0,0003
FIRST HORIZON MORTGAGE PASS TH FHASI 2005 AR6 1A1 / ABS-MBS (US32051GJ227)	0,33	−0,60	0,0043	−0,0003
RFRF USD SF+26.161/0.9* 8/06/23-3Y* CME / DIR (EZRY3SP5T516)	0,33	−13,47	0,0043	−0,0009
CMBX.NA.AAA.11 SP SAL / DCR (000000000)	0,33		0,0043	0,0043
CMBX.NA.AAA.11 SP SAL / DCR (000000000)	0,33		0,0043	0,0043
US61750PAC23 / MORGAN STANLEY MORTGAGE LOAN T MSM 2006 13AX A3	0,33	−1,49	0,0042	−0,0003
US31418EFC93 / FNMA POOL MA4662 FN 07/42 FIXED 4	0,33	−2,10	0,0042	−0,0003
US78450QAA13 / SMB Private Education Loan Trust 2023-A	0,33	−3,83	0,0042	−0,0004
RFR USD SOFR/3.75000 06/20/24-10Y LCH / DIR (EZ52H44WTW83)	0,33	−201,24	0,0042	0,0085
RFR USD SOFR/3.75000 06/20/24-10Y LCH / DIR (EZ52H44WTW83)	0,33	−201,24	0,0042	0,0085
US74040YAB83 / PREFERRED TERM SECS X SR SECURED 144A 07/33 VAR	0,33	0,00	0,0042	−0,0002
WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR2 B1 / ABS-MBS (US92922FNX23)	0,32	−1,82	0,0042	−0,0003
WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR2 B1 / ABS-MBS (US92922FNX23)	0,32	−1,82	0,0042	−0,0003
INDYMAC HOME EQUITY LOAN ASSET INHEL 2000 A MV1 / ABS-MBS (US456606AL64)	0,32	0,00	0,0041	−0,0002
INDYMAC HOME EQUITY LOAN ASSET INHEL 2000 A MV1 / ABS-MBS (US456606AL64)	0,32	0,00	0,0041	−0,0002
RFRF USD SF+26.161/2.0* 8/09/23-9Y* CME / DIR (EZYBN0P9F1K0)	0,32	−15,04	0,0041	−0,0010
RFRF USD SF+26.161/2.0* 8/09/23-9Y* CME / DIR (EZYBN0P9F1K0)	0,32	−15,04	0,0041	−0,0010
US3132DWDT71 / Freddie Mac Pool	0,32	−2,43	0,0041	−0,0003
US07387ADJ16 / Bear Stearns ARM Trust 2005-6	0,32	−1,83	0,0041	−0,0003
INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR11 6A1 / ABS-MBS (US45661KAX81)	0,32	−0,31	0,0041	−0,0002
INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR11 6A1 / ABS-MBS (US45661KAX81)	0,32	−0,31	0,0041	−0,0002
US62432BAN38 / Mountain View CLO 2015-9 Ltd	0,32	−41,28	0,0041	−0,0033
US02146YAD85 / Alternative Loan Trust 2006-OA9	0,32	−1,55	0,0041	−0,0003
BANC OF AMERICA MORTGAGE SECUR BOAMS 2003 H B1 / ABS-MBS (US05948XTN11)	0,32	0,32	0,0041	−0,0002
BANC OF AMERICA MORTGAGE SECUR BOAMS 2003 H B1 / ABS-MBS (US05948XTN11)	0,32	0,32	0,0041	−0,0002
PRIME MORTGAGE TRUST PRIME 2003 1 A15 / ABS-MBS (US74160MAX02)	0,32	1,60	0,0041	−0,0002
PRIME MORTGAGE TRUST PRIME 2003 1 A15 / ABS-MBS (US74160MAX02)	0,32	1,60	0,0041	−0,0002
WASHINGTON MUTUAL MSC MORTGAGE WAMMS 2003 AR1 B1 / ABS-MBS (US939336PS62)	0,32	−1,55	0,0041	−0,0003
WASHINGTON MUTUAL MSC MORTGAGE WAMMS 2003 AR1 B1 / ABS-MBS (US939336PS62)	0,32	−1,55	0,0041	−0,0003
US126673JW36 / COUNTRYWIDE ASSET BACKED CERTI CWL 2004 10 MV4	0,32	−4,24	0,0041	−0,0004
RFR USD SOFR/2.30000 01/17/24-2Y LCH / DIR (EZ7DPVG1XS64)	0,31	8,33	0,0040	0,0001
RFR USD SOFR/2.30000 01/17/24-2Y LCH / DIR (EZ7DPVG1XS64)	0,31	8,33	0,0040	0,0001
US36290PAS65 / GSMPS Mortgage Loan Trust 2003-3	0,31	−7,53	0,0039	−0,0005
US50203JAA60 / LFT CRE 2021-FL1 Ltd	0,31	−22,47	0,0039	−0,0014
US05950PAK93 / BANC OF AMERICA FUNDING CORPOR BAFC 2006 H 4A1	0,31	−0,97	0,0039	−0,0002
US31418EMN75 / Federal National Mortgage Association, Inc.	0,31	−1,92	0,0039	−0,0003
TREASURY BILL 07/25 0.00000 / DBT (US912797PG65)	0,30		0,0039	0,0039
TREASURY BILL 07/25 0.00000 / DBT (US912797PG65)	0,30		0,0039	0,0039
3 MONTH SOFR FUT MAR26 XCME 20260616 / DIR (000000000)	0,30		0,0039	0,0039
3 MONTH SOFR FUT MAR26 XCME 20260616 / DIR (000000000)	0,30		0,0039	0,0039
BANC OF AMERICA MORTGAGE SECUR BOAMS 2004 D 3A1 / ABS-MBS (US05949ADQ04)	0,30	−1,96	0,0038	−0,0003
BANC OF AMERICA MORTGAGE SECUR BOAMS 2004 D 3A1 / ABS-MBS (US05949ADQ04)	0,30	−1,96	0,0038	−0,0003
CREDIT SUISSE MORTGAGE TRUST CSMC 2006 3 4A5 / ABS-MBS (US225470Q304)	0,30	−25,50	0,0038	−0,0016
CREDIT SUISSE MORTGAGE TRUST CSMC 2006 3 4A5 / ABS-MBS (US225470Q304)	0,30	−25,50	0,0038	−0,0016
FNMA POOL BU1888 FN 09/51 FIXED 4 / ABS-MBS (US3140M3C240)	0,30	−0,67	0,0038	−0,0002
FNMA POOL BU1888 FN 09/51 FIXED 4 / ABS-MBS (US3140M3C240)	0,30	−0,67	0,0038	−0,0002
IMPAC SECURED ASSETS CORP. IMSA 2004 1 M1 / ABS-MBS (US45254TPA69)	0,30	1,02	0,0038	−0,0002
IMPAC SECURED ASSETS CORP. IMSA 2004 1 M1 / ABS-MBS (US45254TPA69)	0,30	1,02	0,0038	−0,0002
US46645UAT43 / JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP4	0,30	0,68	0,0038	−0,0002
US61756YAF07 / MORGAN STANLEY CAPITAL INC MSAC 2007 HE7 M2	0,29	1,41	0,0037	−0,0001
US69702HAA68 / Palmer Square Loan Funding Ltd	0,29	−58,44	0,0037	−0,0057
US45660LY864 / IndyMac INDA Mortgage Loan Trust 2005-AR2	0,29	−1,04	0,0037	−0,0002
US36202FPG53 / Ginnie Mae II Pool	0,28	−1,73	0,0036	−0,0003
FED HM LN PC POOL QY2186 FR 04/55 FIXED 6.5 / ABS-MBS (US31426LNC45)	0,28		0,0036	0,0036
US12668AVP73 / Alternative Loan Trust 2005-61	0,28	−7,26	0,0036	−0,0005
US41161QAM33 / HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 3 1A1A	0,28	1,82	0,0036	−0,0001
US3132WGYK72 / Freddie Mac Gold Pool	0,28	−2,10	0,0036	−0,0003
SPACE COAST CREDIT UNION SCCU 2023 1A A2 144A / ABS-O (US805922AC52)	0,28	−61,03	0,0036	−0,0061
SPACE COAST CREDIT UNION SCCU 2023 1A A2 144A / ABS-O (US805922AC52)	0,28	−61,03	0,0036	−0,0061
US07386HYB13 / BEAR STEARNS ALT A TRUST BALTA 2005 9 22A1	0,28	−3,79	0,0036	−0,0003
US86359DAY31 / STRUCTURED ASSET SECURITIES CO SASC 2005 GEL2 M2	0,28	−5,12	0,0036	−0,0004
ACHV ABS TRUST ACHV 2024 3AL A 144A / ABS-O (US00092KAA25)	0,28	−12,30	0,0036	−0,0007
ACHV ABS TRUST ACHV 2024 3AL A 144A / ABS-O (US00092KAA25)	0,28	−12,30	0,0036	−0,0007
US126694VH83 / CHL Mortgage Pass-Through Trust 2005-HY10	0,28	−2,12	0,0036	−0,0003
US863579BA58 / Structured Adjustable Rate Mortgage Loan Trust	0,28	−12,62	0,0036	−0,0007
US52608GAA94 / LENDINGPOINT PASS THROUGH TRUS LPPT 2022 ST4 A 144A	0,28	−27,68	0,0035	−0,0016
US3133KPQR28 / Freddie Mac Pool	0,28	−2,82	0,0035	−0,0003
US3140QRFZ16 / FNMA 30YR 5.5% 11/01/2052#CB5583	0,28	−2,83	0,0035	−0,0003
US32051GA887 / First Horizon Alternative Mortgage Securities Trust 2005-AA10	0,27	−1,08	0,0035	−0,0002
CMBX.NA.AAA.13 SP SAL / DCR (000000000)	0,27		0,0035	0,0035
CMBX.NA.AAA.13 SP SAL / DCR (000000000)	0,27		0,0035	0,0035
MASTR SEASONED SECURITIZATION MSSTR 2004 1 30B1 / ABS-MBS (US55265WBM47)	0,27	−3,56	0,0035	−0,0003
US45661VAA44 / IndyMac INDX Mortgage Loan Trust 2006-AR12	0,27	−2,53	0,0035	−0,0003
US75971FAD50 / RENAISSANCE HOME EQUITY LOAN T RAMC 2007 3 AF1	0,27	−1,46	0,0035	−0,0002
RFR USD SOFR/3.50000 06/21/23-3Y LCH / DIR (EZZ150JT6WK5)	0,27	−75,43	0,0035	−0,0114
RFR USD SOFR/3.50000 06/21/23-3Y LCH / DIR (EZZ150JT6WK5)	0,27	−75,43	0,0035	−0,0114
US64829VAA44 / New Residential Mortgage Loan Trust 2018-RPL1	0,27	−4,61	0,0035	−0,0004
US12669GKC41 / COUNTRYWIDE HOME LOANS CWHL 2004 25 1A5	0,27	−3,61	0,0034	−0,0003
VEROS AUTO RECEIVABLES TRUST VEROS 2024 1 A 144A / ABS-O (US92512WAA53)	0,27	−28,38	0,0034	−0,0016
VEROS AUTO RECEIVABLES TRUST VEROS 2024 1 A 144A / ABS-O (US92512WAA53)	0,27	−28,38	0,0034	−0,0016
US93934FCJ93 / WASHINGTON MUTUAL MORTGAGE PAS WMALT 2005 8 1A5	0,27	−0,75	0,0034	−0,0002
US05950PAA12 / BANC OF AMERICA FUNDING CORPOR BAFC 2006 H 1A1	0,27	−1,12	0,0034	−0,0002
US07401MAB72 / BSMF 2007-AR1 1A2	0,26	0,00	0,0034	−0,0002
US362341DV85 / GSR MORTGAGE LOAN TRUST GSR 2005 6F 3A2	0,26	−2,95	0,0034	−0,0003
CMBX.NA.AAA.10 SP SAL / DCR (000000000)	0,26		0,0034	0,0034
CMBX.NA.AAA.10 SP SAL / DCR (000000000)	0,26		0,0034	0,0034
US81744FGM32 / SEQUOIA MORTGAGE TRUST SEMT 2005 1 A1	0,26	−1,89	0,0033	−0,0002
US00437NAD49 / Accredited Mortgage Loan Trust 2006-2	0,26	−13,91	0,0033	−0,0007
US38382YPL10 / Government National Mortgage Association	0,26	−11,90	0,0033	−0,0006
AMERICAN CREDIT ACCEPTANCE REC ACAR 2024 4 A 144A / ABS-O (US024945AA55)	0,26	−35,18	0,0033	−0,0021
US62951MAB63 / NOMURA ASSET ACCEPTANCE CORPOR NAA 2004 R1 A2 144A	0,26	−4,09	0,0033	−0,0003
US57643LGG59 / MASTR Asset-Backed Securities Trust, Series 2005-NC1, Class M2	0,26	−0,78	0,0033	−0,0002
AU3FN0029609 / AAI Ltd	0,26		0,0033	0,0033
AU3FN0029609 / AAI Ltd	0,26		0,0033	0,0033
US07388HAP47 / Bear Stearns Asset-Backed Securities I Trust, Series 2006-HE7, Class 2A2	0,26	−3,41	0,0033	−0,0003
US14310MAW73 / Carlyle Global Market Strategies CLO 2014-1 Ltd	0,25	−23,56	0,0032	−0,0012
US3140XLCS56 / FANNIE MAE POOL UMBS P#FS4580 4.00000000	0,25	−0,40	0,0032	−0,0002
US863579QW14 / STRUCTURED ADJUSTABLE RATE MOR SARM 2005 9 2A1	0,25	−1,95	0,0032	−0,0002
US863579JG47 / Structured Adjustable Rate Mortgage Loan Trust	0,25	−2,75	0,0032	−0,0003
US05951VAJ89 / BANC OF AMERICA FUNDING CORPOR BAFC 2006 I 5A1	0,25	−0,41	0,0031	−0,0002
US126673VQ20 / ENCORE CREDIT RECEIVABLES TRUS ECR 2005 1 M2	0,24	−8,65	0,0031	−0,0005
US3140EUEA31 / FANNIE MAE POOL UMBS P#BC0128 3.00000000	0,24	−6,92	0,0031	−0,0004
TBW MORTGAGE BACKED PASS THROU TBW 2006 2 8A1 / ABS-MBS (US878048AM98)	0,24	−34,24	0,0031	−0,0019
TBW MORTGAGE BACKED PASS THROU TBW 2006 2 8A1 / ABS-MBS (US878048AM98)	0,24	−34,24	0,0031	−0,0019
US126670QU57 / CWABS Asset-Backed Certificates Trust 2005-17	0,24	0,00	0,0031	−0,0002
US69377NAA72 / PRET_22-RN2	0,24	−37,01	0,0031	−0,0021
US3140F3XV57 / FNMA POOL BC7891 FN 03/46 FIXED 4	0,24	−0,83	0,0031	−0,0002
BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 12 M1 / ABS-MBS (US07384M6U13)	0,24	−1,24	0,0031	−0,0002
BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 12 M1 / ABS-MBS (US07384M6U13)	0,24	−1,24	0,0031	−0,0002
EXETER AUTOMOBILE RECEIVABLES EART 2024 3A A2 / ABS-O (US30165AAB17)	0,24	−83,97	0,0030	−0,0170
EXETER AUTOMOBILE RECEIVABLES EART 2024 3A A2 / ABS-O (US30165AAB17)	0,24	−83,97	0,0030	−0,0170
US89177XAA54 / TOWD POINT MORTGAGE TRUST 2019-HY3 SER 2019-HY3 CL A1A V/R REGD 144A P/P 2.70800000	0,24	−8,85	0,0030	−0,0005
GOVERNMENT NATIONAL MORTGAGE A GNR 2020 H08 FC / ABS-MBS (US38380L7K33)	0,23	−12,69	0,0030	−0,0006
GOVERNMENT NATIONAL MORTGAGE A GNR 2020 H08 FC / ABS-MBS (US38380L7K33)	0,23	−12,69	0,0030	−0,0006
US03072SE505 / AMERIQUEST MORTGAGE SECURITIES AMSI 2005 R5 M4	0,23	−39,38	0,0030	−0,0022
COUNTRYWIDE HOME LOANS CWHL 2005 11 1A1 / ABS-MBS (US12669GUH28)	0,23	−0,85	0,0030	−0,0002
COUNTRYWIDE HOME LOANS CWHL 2005 11 1A1 / ABS-MBS (US12669GUH28)	0,23	−0,85	0,0030	−0,0002
US31394JD872 / Freddie Mac Structured Pass-Through Certificates	0,23	−2,51	0,0030	−0,0002
US91680YAY77 / UPSTART STRUCTURED PASS THROUG USPTT 2022 2A A 144A	0,23	−18,53	0,0030	−0,0009
FED HM LN PC POOL SD8514 FR 03/55 FIXED 5 / ABS-MBS (US3132DWN749)	0,23	−1,29	0,0029	−0,0002
FED HM LN PC POOL SD8514 FR 03/55 FIXED 5 / ABS-MBS (US3132DWN749)	0,23	−1,29	0,0029	−0,0002
BANC OF AMERICA FUNDING CORPOR BAFC 2006 J 5A1 / ABS-MBS (US05951EAR80)	0,23	0,00	0,0029	−0,0002
BANC OF AMERICA FUNDING CORPOR BAFC 2006 J 5A1 / ABS-MBS (US05951EAR80)	0,23	0,00	0,0029	−0,0002
US08180XAN21 / Benefit Street Partners CLO VIII Ltd	0,23	−23,91	0,0029	−0,0011
US46630PAA30 / JP MORGAN MORTGAGE TRUST JPMMT 2007 A2 1A1	0,23	−3,43	0,0029	−0,0003
US3140N2RL78 / FNMA 30YR 5.5% 11/01/2052#BW9490	0,23	0,00	0,0029	−0,0002
WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR3 B2 / ABS-MBS (US92922FNM67)	0,22	−3,90	0,0028	−0,0003
WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR3 B2 / ABS-MBS (US92922FNM67)	0,22	−3,90	0,0028	−0,0003
US36202FKN59 / Ginnie Mae II Pool	0,22	−1,78	0,0028	−0,0002
US36242DH716 / GSR Mortgage Loan Trust 2005-AR2	0,22	−1,34	0,0028	−0,0002
DSLA MORTGAGE LOAN TRUST DSLA 2005 AR4 2A1C / ABS-MBS (US23332UEP57)	0,22	−0,46	0,0028	−0,0002
DSLA MORTGAGE LOAN TRUST DSLA 2005 AR4 2A1C / ABS-MBS (US23332UEP57)	0,22	−0,46	0,0028	−0,0002
US62955VAC00 / NYMT Loan Trust, Series 2022-CP1, Class M1	0,22	0,47	0,0028	−0,0001
US9497EVAC95 / Wells Fargo Home Equity Asset-Backed Securities 2006-3 Trust	0,22	−1,83	0,0028	−0,0002
US07384YKL91 / Bear Stearns Asset-Backed Securities Trust, Series 2003-SD1, Class A	0,21	0,95	0,0027	−0,0001
RFR USD SOFR/3.25000 06/18/25-7Y LCH / DIR (EZNM897HLTQ3)	0,21		0,0026	0,0026
RFR USD SOFR/3.25000 06/18/25-7Y LCH / DIR (EZNM897HLTQ3)	0,21		0,0026	0,0026
US07384YLS36 / Bear Stearns Asset Backed Securities Trust 2003-3	0,21	−10,87	0,0026	−0,0005
US3140NGAZ33 / FNMA POOL BY0023 FN 04/53 FIXED 6.5	0,20	−3,77	0,0026	−0,0002
US59023CAK80 / Merrill Lynch Mortgage Investors Trust Series 2006-A3	0,20	−1,46	0,0026	−0,0002
US152314KR07 / CENTEX HOME EQUITY CXHE 2004 C M1	0,20	−1,93	0,0026	−0,0002
US05949A6L94 / BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 E 3A1	0,20	−0,50	0,0026	−0,0002
RFRF USD SF+26.161/1.9* 02/09/22-10Y LCH / DIR (EZ9TV9KD87J7)	0,20	−14,96	0,0025	−0,0006
US46629NAC74 / JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 RM1 A2	0,20	−0,50	0,0025	−0,0001
US552751AC31 / MFRA TRUST MFRA 2020 NQM2 A3 144A	0,20	−20,88	0,0025	−0,0008
COUNTRYWIDE HOME LOANS CWHL 2003 49 M / ABS-MBS (US12669EF686)	0,20	−16,88	0,0025	−0,0007
COUNTRYWIDE HOME LOANS CWHL 2003 49 M / ABS-MBS (US12669EF686)	0,20	−16,88	0,0025	−0,0007
US00703RAE09 / ADJUSTABLE RATE MORTGAGE TRUST ARMT 2007 3 2A1 144A	0,20	−2,49	0,0025	−0,0002
US92922FZF88 / WaMu Mortgage Pass-Through Certificates Series 2004-AR12 Trust	0,20	−2,50	0,0025	−0,0002
US78419CAE49 / SG COMMERCIAL MORTGAGE SECURIT SGCMS 2016 C5 ASB	0,20	−49,48	0,0025	−0,0027
US16678RAV96 / CHEVY CHASE MORTGAGE FUNDING C CCMFC 2004 1A B1 144A	0,19	−2,51	0,0025	−0,0002
US12645QCY26 / CREDIT SUISSE MORTGAGE TRUST CSMC 2011 6R 4A2 144A	0,19	0,00	0,0025	−0,0001
US81744HAA14 / Sequoia Mortgage Trust 2007-1	0,19	−7,25	0,0025	−0,0003
BEAR STEARNS ALT A TRUST BALTA 2003 6 M / ABS-MBS (US07386HEL15)	0,19	−1,55	0,0024	−0,0002
BEAR STEARNS ALT A TRUST BALTA 2003 6 M / ABS-MBS (US07386HEL15)	0,19	−1,55	0,0024	−0,0002
US17307GW951 / Citigroup Mortgage Loan Trust 2005-11	0,19	−1,05	0,0024	−0,0002
US3140HDJ477 / FNMA POOL BK0282 FN 10/48 FIXED 4	0,19	0,00	0,0024	−0,0001
US3140E7K749 / FNMA POOL BA3017 FN 12/45 FIXED 4	0,19	−0,53	0,0024	−0,0001
US36179XNB81 / Ginnie Mae II Pool	0,19	−4,12	0,0024	−0,0002
US3140FXLS95 / FNMA POOL BF0336 FN 01/59 FIXED 4	0,18	−1,61	0,0024	−0,0002
US31418EUQ15 / FN MA5090	0,18	−1,08	0,0024	−0,0001
US23332UGM09 / DSLA MORTGAGE LOAN TRUST DSLA 2006 AR1 2A1A	0,18	−3,68	0,0024	−0,0002
US3133BKL641 / FREDDIE MAC POOL UMBS P#QE9349 4.00000000	0,18	−0,55	0,0023	−0,0001
FIRST HORIZON ALTERNATIVE MORT FHAMS 2005 AA8 1A1 / ABS-MBS (US32051GWC58)	0,18	0,00	0,0023	−0,0001
FIRST HORIZON ALTERNATIVE MORT FHAMS 2005 AA8 1A1 / ABS-MBS (US32051GWC58)	0,18	0,00	0,0023	−0,0001
CMBX.NA.AAA.11 SP GST / DCR (000000000)	0,18		0,0023	0,0023
CMBX.NA.AAA.11 SP GST / DCR (000000000)	0,18		0,0023	0,0023
BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 9 2B1 / ABS-MBS (US07384M3N07)	0,18	−11,33	0,0023	−0,0004
BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 9 2B1 / ABS-MBS (US07384M3N07)	0,18	−11,33	0,0023	−0,0004
US456606ER98 / Home Equity Mortgage Loan Asset-Backed Trust Series SPMD 2004-A	0,18	−7,22	0,0023	−0,0003
FNMA POOL DA9467 FN 02/54 FIXED 6 / ABS-MBS (US3140YXQV68)	0,18	−2,75	0,0023	−0,0002
FNMA POOL DA9467 FN 02/54 FIXED 6 / ABS-MBS (US3140YXQV68)	0,18	−2,75	0,0023	−0,0002
US17307GVM76 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 WF2 AF6B	0,18	−1,12	0,0023	−0,0002
US02150AAD37 / Alternative Loan Trust 2007-6	0,18	−2,23	0,0023	−0,0002
ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 10 6A22 / ABS-MBS (US007036TR76)	0,18	−0,57	0,0022	−0,0001
ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 10 6A22 / ABS-MBS (US007036TR76)	0,18	−0,57	0,0022	−0,0001
US36242DJ209 / GSR MORTGAGE LOAN TRUST GSR 2005 AR2 5A1	0,18	−27,08	0,0022	−0,0010
US3133BTZC70 / FHLG 30YR 5.5% 01/01/2053#QF6139	0,17	−6,95	0,0022	−0,0003
WORLD OMNI AUTO RECEIVABLES TR WOART 2024 B A2A / ABS-O (US98164HAB42)	0,17	−41,55	0,0022	−0,0018
OZLM LTD OZLM 2017 17A A1RR 144A / ABS-CBDO (US67111NAQ79)	0,17	−65,81	0,0022	−0,0046
OZLM LTD OZLM 2017 17A A1RR 144A / ABS-CBDO (US67111NAQ79)	0,17	−65,81	0,0022	−0,0046
US3140M3DT44 / FANNIE MAE POOL FN BU1913	0,17	−1,15	0,0022	−0,0001
US03072SXE08 / AMERIQUEST MORTGAGE SECURITIES AMSI 2004 R12 M2	0,17	−9,95	0,0022	−0,0004
RESIDENTIAL FUNDING MTG SEC I RFMSI 2007 SA1 1A1 / ABS-MBS (US74958WAA45)	0,17	−0,58	0,0022	−0,0001
US126694A329 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA1 2A1	0,17	4,27	0,0022	−0,0000
FNMA POOL MA5272 FN 02/54 FIXED 6 / ABS-MBS (US31418E2E93)	0,17	−5,56	0,0022	−0,0002
FNMA POOL MA5272 FN 02/54 FIXED 6 / ABS-MBS (US31418E2E93)	0,17	−5,56	0,0022	−0,0002
US3138WGEJ99 / FNMA POOL AS6436 FN 04/27 FIXED 3	0,17	−21,66	0,0022	−0,0008
AMERICAN HOME MORTGAGE INVESTM AHM 2004 1 2A / ABS-MBS (US02660TAJ25)	0,17	−13,27	0,0022	−0,0005
AMERICAN HOME MORTGAGE INVESTM AHM 2004 1 2A / ABS-MBS (US02660TAJ25)	0,17	−13,27	0,0022	−0,0005
US61748HVH10 / MORGAN STANLEY MORTGAGE LOAN T MSM 2006 2 2A1	0,17	−17,48	0,0022	−0,0006
US073881AA25 / Bear Stearns ARM Trust 2007-3	0,17	−3,98	0,0022	−0,0002
US31395A3J20 / Freddie Mac Structured Pass-Through Certificates	0,17	−2,87	0,0022	−0,0002
US02147DAB73 / Alternative Loan Trust 2006-OA11	0,17	−2,34	0,0021	−0,0002
US021482AE49 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2008 2R 3A1	0,17	−2,35	0,0021	−0,0002
US32051D6B35 / FIRST HORIZON ALTERNATIVE MORTGAGE SECURITIES	0,16	−7,39	0,0021	−0,0003
US576433VQ68 / MASTR ADJUSTABLE RATE MORTGAGE MARM 2004 15 6A1	0,16	−1,21	0,0021	−0,0001
BEAR STEARNS ALT A TRUST BALTA 2004 11 2A4 / ABS-MBS (US07386HMY44)	0,16	0,00	0,0021	−0,0001
BEAR STEARNS ALT A TRUST BALTA 2004 11 2A4 / ABS-MBS (US07386HMY44)	0,16	0,00	0,0021	−0,0001
US073879BN72 / Bear Stearns Asset Backed Securities I Trust 2004-AC3	0,16	−1,23	0,0021	−0,0001
US86359LBZ13 / STRUCTURED ASSET MORTGAGE INVE SAMI 2004 AR3 1A3	0,16	−4,27	0,0020	−0,0002
US05949CHQ24 / BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 I 2A1	0,16	−0,64	0,0020	−0,0001
US12489WJP05 / Credit-Based Asset Servicing & Securitization LLC, Series 2004-CB4, Class A5	0,16	−6,06	0,0020	−0,0002
US3140N0DH56 / FANNIE MAE POOL UMBS P#BW7303 4.00000000	0,15	−3,75	0,0020	−0,0002
US126673BD37 / CWABS, Inc. Asset-Backed Certificates Trust, Series 2004-6, Class M2	0,15	−49,17	0,0020	−0,0021
US41161PG725 / HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 BU1 2A1A	0,15	0,00	0,0020	−0,0001
US466247WQ26 / JP MORGAN MORTGAGE TRUST JPMMT 2005 A7 2A3	0,15	−0,65	0,0020	−0,0001
US12668BRG04 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OC2 2A3	0,15	−0,65	0,0020	−0,0001
US3140MFXG31 / FNMA POOL BV2478 FN 06/37 FIXED 3	0,15	−3,21	0,0019	−0,0002
US007036QT69 / Adjustable Rate Mortgage Trust, Series 2005-8, Class 7A2	0,15	−7,36	0,0019	−0,0003
US863911AA15 / Structured Asset Securities Corp Mortgage Loan Trust Series 2006-RF4	0,15	−1,31	0,0019	−0,0001
FED HM LN PC POOL SD8461 FR 09/54 FIXED 5 / ABS-MBS (US3132DWMJ98)	0,15	−0,66	0,0019	−0,0001
FED HM LN PC POOL SD8461 FR 09/54 FIXED 5 / ABS-MBS (US3132DWMJ98)	0,15	−0,66	0,0019	−0,0001
US3140J6GM33 / FANNIE MAE 4% 10/01/2047 FNL	0,15	−2,00	0,0019	−0,0001
INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR29 A1 / ABS-MBS (US45662DAA37)	0,15	−2,03	0,0019	−0,0001
INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR29 A1 / ABS-MBS (US45662DAA37)	0,15	−2,03	0,0019	−0,0001
US29374JAB17 / Enterprise Fleet Financing 2022-2 LLC	0,14	−93,34	0,0019	−0,0273
US268668BU33 / EMC Mortgage Loan Trust 2003-A	0,14	0,70	0,0018	−0,0001
MASTR ALTERNATIVE LOANS TRUST MALT 2003 4 B1 / ABS-MBS (US576434EW03)	0,14	−2,76	0,0018	−0,0001
MASTR ALTERNATIVE LOANS TRUST MALT 2003 4 B1 / ABS-MBS (US576434EW03)	0,14	−2,76	0,0018	−0,0001
US48251JAL70 / KKR CLO 18 Ltd	0,14	−32,69	0,0018	−0,0010
US04542BAZ58 / ABFC 2002-NC1 TRUST ABFC 2002-NC1 M1	0,14	−5,41	0,0018	−0,0002
US86359BRV52 / STRUCTURED ADJUSTABLE RATE MOR SARM 2004 7 A3	0,14	−5,48	0,0018	−0,0002
US87272HAA86 / Tiaa Clo III Ltd	0,13	−24,72	0,0017	−0,0007
US3132AEDA10 / FED HM LN PC POOL ZT1897 FR 04/39 FIXED 4	0,13	−4,96	0,0017	−0,0002
TRICOLOR AUTO SECURITIZATION T TAST 2024 2A A 144A / ABS-O (US89616PAA12)	0,13	−41,48	0,0017	−0,0014
TRICOLOR AUTO SECURITIZATION T TAST 2024 2A A 144A / ABS-O (US89616PAA12)	0,13	−41,48	0,0017	−0,0014
US73316PJF80 / POPULAR ABS MORTGAGE PASS THRO POPLR 2005 6 A5	0,13	−0,75	0,0017	−0,0001
US36228FAA49 / GSMPS MORTGAGE LOAN TRUST GSMPS 1998 1 A 144A	0,13	−4,41	0,0017	−0,0002
MLCC MORTGAGE INVESTORS INC MLCC 2003 A B1 / ABS-MBS (US589929G938)	0,13	−2,27	0,0017	−0,0001
MLCC MORTGAGE INVESTORS INC MLCC 2003 A B1 / ABS-MBS (US589929G938)	0,13	−2,27	0,0017	−0,0001
US93934FEZ18 / Washington Mut 05-9 4a4 Bond	0,13	−3,03	0,0017	−0,0001
GSR MORTGAGE LOAN TRUST GSR 2004 12 2A2 / ABS-MBS (US36242DKV46)	0,13	0,00	0,0016	−0,0001
GSR MORTGAGE LOAN TRUST GSR 2004 12 2A2 / ABS-MBS (US36242DKV46)	0,13	0,00	0,0016	−0,0001
US31418EM236 / Fannie Mae Pool	0,13	−4,55	0,0016	−0,0002
US36202FVG89 / Ginnie Mae II Pool	0,13	−2,34	0,0016	−0,0001
US02149HAN08 / Alternative Loan Trust 2007-2CB	0,12	−3,15	0,0016	−0,0001
ACHV ABS TRUST ACHV 2024 1PL A 144A / ABS-O (US00092BAA26)	0,12	−27,27	0,0015	−0,0007
ACHV ABS TRUST ACHV 2024 1PL A 144A / ABS-O (US00092BAA26)	0,12	−27,27	0,0015	−0,0007
US3133BSZQ83 / FHLG 30YR 5.5% 01/01/2053#QF5251	0,12	−1,64	0,0015	−0,0001
WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR5 B1 / ABS-MBS (US92922FSD14)	0,12	−8,59	0,0015	−0,0002
WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR5 B1 / ABS-MBS (US92922FSD14)	0,12	−8,59	0,0015	−0,0002
MORGAN STANLEY MORTGAGE LOAN T MSM 2007 14AR 5A1 / ABS-MBS (US61756VBA61)	0,12	−87,18	0,0015	−0,0106
MORGAN STANLEY MORTGAGE LOAN T MSM 2007 14AR 5A1 / ABS-MBS (US61756VBA61)	0,12	−87,18	0,0015	−0,0106
RFR USD SOFR/3.25000 06/21/23-5Y LCH / DIR (EZ628FWCQP43)	0,12	−82,36	0,0015	−0,0073
RFR USD SOFR/3.25000 06/21/23-5Y LCH / DIR (EZ628FWCQP43)	0,12	−82,36	0,0015	−0,0073
US3133KYXR51 / Freddie Mac Pool	0,11	−3,42	0,0015	−0,0001
US31418CZF49 / Fannie Mae Pool	0,11	−3,42	0,0015	−0,0001
US36241L6M38 / GNMA II POOL 783576 G2 12/41 FIXED 4.5	0,11	−1,74	0,0015	−0,0001
US81744FBF36 / Sequoia Mortgage Trust 2004-4	0,11	−5,08	0,0014	−0,0002
RFR USD SOFR/3.75000 06/20/24-10Y CME / DIR (EZ52H44WTW83)	0,11	−134,16	0,0014	0,0058
RFR USD SOFR/3.75000 06/20/24-10Y CME / DIR (EZ52H44WTW83)	0,11	−134,16	0,0014	0,0058
US04541GBN16 / ASSET BACKED SECURITIES CORP H ABSHE 2001 HE2 A1	0,11	0,00	0,0014	−0,0001
US3133KYYA18 / Federal Home Loan Mortgage Corporation	0,11	0,00	0,0014	−0,0001
US3133BTV310 / FED HM LN PC POOL QF6034 FR 12/52 FIXED 5.5	0,11	0,00	0,0014	−0,0001
US040104ND92 / Argent Securities Inc Asset-Backed Pass-Through Certificates Series 2005-W2	0,11	−28,19	0,0014	−0,0006
US225458UE67 / CREDIT SUISSE FIRST BOSTON MOR CSFB 2005 5 4A1	0,11	−2,73	0,0014	−0,0001
US3140E1BC69 / FNMA POOL AZ8134 FN 09/45 FIXED 3.5	0,11	0,00	0,0014	−0,0001
US126671ZD15 / COUNTRYWIDE ASSET BACKED CERTI CWL 2003 SD2 A1 144A	0,11	−2,78	0,0013	−0,0001
US126671RE89 / COUNTRYWIDE ASSET BACKED CERTI CWL 2002 BC3 M1	0,10	−8,85	0,0013	−0,0002
INDYMAC HOME EQUITY LOAN ASSET INHEL 2000 A AF3 / ABS-MBS (US456606AF96)	0,10	−3,74	0,0013	−0,0001
INDYMAC HOME EQUITY LOAN ASSET INHEL 2000 A AF3 / ABS-MBS (US456606AF96)	0,10	−3,74	0,0013	−0,0001
US41161PSM67 / Harborview Mortgage Loan Trust, Series 2005-9, Class 2A1C	0,10	−4,67	0,0013	−0,0001
US12639PAA66 / CSMC Mortgage-Backed Trust 2007-6	0,10	−1,94	0,0013	−0,0001
US03464LAA44 / ANGEL OAK MORTGAGE TRUST 2020-4 AOMT 2020-4 A1	0,10	−7,34	0,0013	−0,0002
US41161PPN77 / HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 7 1A1	0,10	−0,99	0,0013	−0,0001
US12667GEP46 / Alternative Loan Trust 2005-9CB	0,10	−2,94	0,0013	−0,0001
LAD AUTO RECEIVABLES TRUST LADAR 2024 2A A2 144A / ABS-O (US505920AB44)	0,10	−65,25	0,0013	−0,0025
LAD AUTO RECEIVABLES TRUST LADAR 2024 2A A2 144A / ABS-O (US505920AB44)	0,10	−65,25	0,0013	−0,0025
RFRF USD SF+26.161/1.2* 9/15/23-3Y* CME / DIR (EZ8H8SK9HY04)	0,10	−11,82	0,0013	−0,0002
RFRF USD SF+26.161/1.2* 9/15/23-3Y* CME / DIR (EZ8H8SK9HY04)	0,10	−11,82	0,0013	−0,0002
US293601AC42 / ENT_23-1A	0,10	−78,08	0,0012	−0,0047
US14687BAH96 / Carvana Auto Receivables Trust 2021-P1	0,10	−71,08	0,0012	−0,0032
US3138MQKD48 / FNMA POOL AQ8391 FN 12/42 FIXED 3.5	0,10	0,00	0,0012	−0,0001
US12668ACG85 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 51 1A1	0,09	−12,15	0,0012	−0,0002
US61746WLM00 / MORGAN STANLEY DEAN WITTER CAP MSDWC 2001 NC4 M2	0,09	−4,12	0,0012	−0,0001
US07386HDM07 / BEAR STEARNS ALT A TRUST BALTA 2003 5 2A2	0,09	−2,11	0,0012	−0,0001
US22546MAQ96 / CREDIT SUISSE MORTGAGE TRUST CSMC 2005 1R 2A5 144A	0,09	−4,12	0,0012	−0,0001
US785811AD26 / SACO I TRUST SACO 2006 5 2A3	0,09	−1,06	0,0012	−0,0001
US52520MFB46 / LEHMAN MORTGAGE TRUST LMT 2006 1 1A5	0,09	−3,16	0,0012	−0,0001
FED HM LN PC POOL QG5245 FR 06/53 FIXED 5 / ABS-MBS (US3133C5ZJ36)	0,09	0,00	0,0012	−0,0001
FED HM LN PC POOL QG5245 FR 06/53 FIXED 5 / ABS-MBS (US3133C5ZJ36)	0,09	0,00	0,0012	−0,0001
VSTRONG AUTO RECEIVABLES TRUST VSTRG 2024 A A2 144A / ABS-O (US92891PAC77)	0,09	−61,47	0,0011	−0,0020
VSTRONG AUTO RECEIVABLES TRUST VSTRG 2024 A A2 144A / ABS-O (US92891PAC77)	0,09	−61,47	0,0011	−0,0020
US05609KAA79 / BX Commercial Mortgage Trust 2021-XL2	0,09	−26,45	0,0011	−0,0005
US9393366B45 / Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, Series 2005-4, Class CB7	0,09	0,00	0,0011	−0,0001
HOMEBANC MORTGAGE TRUST HMBT 2005 1 M1 / ABS-MBS (US43739EAR80)	0,09	0,00	0,0011	−0,0001
US59025TAD54 / MERRILL LYNCH FIRST FRANKLIN M FFMER 2007 H1 2A1	0,09	−1,14	0,0011	−0,0001
US225470EH27 / Credit Suisse First Boston Mortgage Securities Corp.	0,09	−2,30	0,0011	−0,0001
US57563NAA63 / MASSACHUSETTS EDUCATIONAL FINANCING AUTHORITY SER 2008-1 CL A1 V/R 2.88963000	0,09	−4,49	0,0011	−0,0001
US3623414A44 / GSR MORTGAGE LOAN TRUST GSR 2006 AR1 2A1	0,08	0,00	0,0011	−0,0001
US3140Q8ZY47 / FNMA POOL CA1658 FN 04/48 FIXED 4	0,08	−1,19	0,0011	−0,0001
US3140NBSA03 / FANNIE MAE POOL UMBS P#BX6812 5.50000000	0,08	0,00	0,0011	−0,0001
US3140JR2B64 / FNMA POOL BN8869 FN 05/49 FIXED 3.5	0,08	−3,53	0,0011	−0,0001
US3133GHCV16 / FED HM LN PC POOL QN9984 FR 04/37 FIXED 3	0,08	−1,22	0,0010	−0,0001
US22540VLG58 / WAMU MORTGAGE PASS THROUGH CER WAMU 2001 AR5 B1	0,08	−5,81	0,0010	−0,0001
US59980CAJ27 / MILL CITY MORTGAGE TRUST	0,08	0,00	0,0010	−0,0001
US3138WEB244 / FNMA POOL AS4556 FN 03/40 FIXED 3.5	0,08	−3,57	0,0010	−0,0001
US29445FAG37 / EquiFirst Mortgage Loan Trust 2003-2	0,08	1,27	0,0010	−0,0000
US22541QCT76 / Credit Suisse First Boston Mortgage Securities Corp	0,08	−1,23	0,0010	−0,0001
RFR USD SOFR/3.50000 12/20/23-7Y CME / DIR (EZPR4RDSDSJ6)	0,08	−95,77	0,0010	−0,0245
RFR USD SOFR/3.50000 12/20/23-7Y CME / DIR (EZPR4RDSDSJ6)	0,08	−95,77	0,0010	−0,0245
US46628YAZ34 / JP MORGAN MORTGAGE TRUST JPMMT 2006 S2 1A24	0,08	−2,44	0,0010	−0,0001
COUNTRYWIDE HOME LOANS CWHL 2004 16 1A3B / ABS-MBS (US12669FX991)	0,08	−2,47	0,0010	−0,0001
COUNTRYWIDE HOME LOANS CWHL 2004 16 1A3B / ABS-MBS (US12669FX991)	0,08	−2,47	0,0010	−0,0001
RESIDENTIAL ACCREDIT LOANS, IN RALI 2004 QA6 NB33 / ABS-MBS (US76110HH774)	0,08	−2,50	0,0010	−0,0001
RESIDENTIAL ACCREDIT LOANS, IN RALI 2004 QA6 NB33 / ABS-MBS (US76110HH774)	0,08	−2,50	0,0010	−0,0001
US22541QT854 / Credit Suisse First Boston Mortgage Securities Corp	0,08	−2,50	0,0010	−0,0001
US3140GPQG69 / FNMA POOL BH1354 FN 06/47 FIXED 4	0,08	−1,28	0,0010	−0,0001
US31396HHT95 / Freddie Mac REMICS	0,08	−5,00	0,0010	−0,0001
US3140GTYF17 / FNMA POOL BH5209 FN 08/47 FIXED 4	0,08	−1,32	0,0010	−0,0001
WASHINGTON MUTUAL MSC MORTGAGE WAMMS 2002 AR3 B2 / ABS-MBS (US939336KT90)	0,08	−3,85	0,0010	−0,0001
WASHINGTON MUTUAL MSC MORTGAGE WAMMS 2002 AR3 B2 / ABS-MBS (US939336KT90)	0,08	−3,85	0,0010	−0,0001
MERRILL LYNCH ALTERNATIVE NOTE MANA 2007 AF1 1AF1 / ABS-MBS (US59024KAA16)	0,07	−1,33	0,0010	−0,0001
MERRILL LYNCH ALTERNATIVE NOTE MANA 2007 AF1 1AF1 / ABS-MBS (US59024KAA16)	0,07	−1,33	0,0010	−0,0001
US39538WHF86 / GreenPoint Mortgage Funding Trust 2006-AR3	0,07	−1,35	0,0009	−0,0001
US36202FHX78 / Ginnie Mae II Pool	0,07	−1,35	0,0009	−0,0001
US86359LRW18 / STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR8 A1A	0,07	−2,67	0,0009	−0,0001
US79548KYB87 / SBM7 1997-LB6 B2	0,07	−9,88	0,0009	−0,0002
FED HM LN PC POOL QC9480 FR 10/51 FIXED 4 / ABS-MBS (US3133AUQ922)	0,07	−1,37	0,0009	−0,0001
FED HM LN PC POOL QC9480 FR 10/51 FIXED 4 / ABS-MBS (US3133AUQ922)	0,07	−1,37	0,0009	−0,0001
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 14 1A1 / ABS-MBS (US12667GBZ54)	0,07	−4,00	0,0009	−0,0001
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 14 1A1 / ABS-MBS (US12667GBZ54)	0,07	−4,00	0,0009	−0,0001
CMBX.NA.AAA.12 SP MYC / DCR (000000000)	0,07		0,0009	0,0009
CMBX.NA.AAA.12 SP MYC / DCR (000000000)	0,07		0,0009	0,0009
US939336KZ50 / WASHINGTON MUTUAL MSC MORTGAGE PASS-THROUG SER 2002-AR3 CL 1A7 V/R REGD 3.85207600	0,07	−1,39	0,0009	−0,0001
US05949AHA16 / Banc of America Mortgage 2004-E Trust	0,07	−9,09	0,0009	−0,0001
US36202FP759 / Ginnie Mae II Pool	0,07	−2,82	0,0009	−0,0001
US07384MZ961 / Bear Stearns ARM Trust, Series 2004-8, Class 11A2	0,07	−1,45	0,0009	−0,0001
BEAR STEARNS ADJUSTABLE RATE M BSARM 2005 11 B1 / ABS-MBS (US07387AFP57)	0,07	3,08	0,0009	−0,0000
BEAR STEARNS ADJUSTABLE RATE M BSARM 2005 11 B1 / ABS-MBS (US07387AFP57)	0,07	3,08	0,0009	−0,0000
BANC OF AMERICA FUNDING CORPOR BAFC 2006 6 1A1 / ABS-MBS (US05950RAA77)	0,07	0,00	0,0009	−0,0000
BANC OF AMERICA FUNDING CORPOR BAFC 2006 6 1A1 / ABS-MBS (US05950RAA77)	0,07	0,00	0,0009	−0,0000
US45660LGD55 / IndyMac INDX Mortgage Loan Trust 2005-AR6	0,07	1,54	0,0008	−0,0000
US92922FB720 / WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2004-AR13 A2A	0,07	−5,80	0,0008	−0,0001
US31418DER98 / FNMA POOL MA3743 FN 08/39 FIXED 4	0,07	−2,99	0,0008	−0,0001
WAMU MORTGAGE PASS THROUGH CER WAMU 2003 AR11 B1 / ABS-MBS (US92922FJJ84)	0,06	0,00	0,0008	−0,0000
WAMU MORTGAGE PASS THROUGH CER WAMU 2003 AR11 B1 / ABS-MBS (US92922FJJ84)	0,06	0,00	0,0008	−0,0000
US3140EAP808 / FNMA POOL BA5846 FN 01/46 FIXED 4	0,06	−3,03	0,0008	−0,0001
US36241LUT15 / GNMA II POOL 783294 G2 03/41 FIXED 4.5	0,06	−1,54	0,0008	−0,0001
US31418CU852 / FNMA POOL MA3306 FN 03/48 FIXED 4	0,06	−1,56	0,0008	−0,0001
US3140F0N671 / FNMA POOL BC4912 FN 03/46 FIXED 4	0,06	0,00	0,0008	−0,0000
US3136B62S11 / Fannie Mae REMICS	0,06	3,28	0,0008	−0,0000
US599808BG63 / Mill City Mortgage Trust 2015-2	0,06	−11,43	0,0008	−0,0001
RESIDENTIAL FUNDING MTG SEC I RFMSI 2007 S4 A10 / ABS-MBS (US74958YAK82)	0,06	0,00	0,0008	−0,0000
RESIDENTIAL FUNDING MTG SEC I RFMSI 2007 S4 A10 / ABS-MBS (US74958YAK82)	0,06	0,00	0,0008	−0,0000
US76111XG722 / RFMSI Series 2006-SA1 Trust	0,06	−3,17	0,0008	−0,0001
US31418ETW02 / FN MA5064	0,06	0,00	0,0008	−0,0000
US38375BKL52 / Government National Mortgage Association	0,06	−10,29	0,0008	−0,0001
US61755CAA09 / MORGAN STANLEY CAPITAL INC MSAC 2007 HE6 A1	0,06	−1,67	0,0008	−0,0001
US36202FLP98 / Ginnie Mae II Pool	0,06	−1,67	0,0008	−0,0001
US78448WAB19 / SMB Private Education Loan Trust 2017-A	0,06	−55,30	0,0008	−0,0010
US86359LAR06 / STRUCTURED ASSET MORTGAGE INVE SAMI 2004 AR1 1A3	0,06	−3,28	0,0008	−0,0001
US023138AA88 / Ambac Assurance Corp	0,06	−1,69	0,0007	−0,0001
US3138EJVL93 / FNMA POOL AL2418 FN 08/42 FIXED VAR	0,06	0,00	0,0007	−0,0000
US939336ZC01 / WASHINGTON MUTUAL MSC MORTGAGE WAMMS 2003 MS6 1A	0,06	0,00	0,0007	−0,0000
US36202FSE78 / Ginnie Mae II Pool	0,06	−1,75	0,0007	−0,0001
US3140Q7FX01 / FNMA 30YR 4% 08/01/2047#CA0181	0,06	−1,79	0,0007	−0,0000
US92977YBR18 / WACHOVIA MORTGAGE LOAN TRUST, WMLT 2005 B 4A1	0,06	−1,79	0,0007	−0,0001
SUNTRUST ADJUSTABLE RATE MORTG STARM 2007 S1 3A1 / ABS-MBS (US855541AC25)	0,05	−1,82	0,0007	−0,0001
SUNTRUST ADJUSTABLE RATE MORTG STARM 2007 S1 3A1 / ABS-MBS (US855541AC25)	0,05	−1,82	0,0007	−0,0001
US00105HDM51 / AFC HOME EQUITY LOAN TRUST AFC 1998 2 1A	0,05	−11,48	0,0007	−0,0001
US17307GXR46 / Citigroup Mortgage Loan Trust Inc	0,05	−10,17	0,0007	−0,0001
US36202FJQ00 / Ginnie Mae II Pool	0,05	−1,85	0,0007	−0,0000
US3132WFDU01 / FED HM LN PC POOL Q41914 FG 07/46 FIXED 3.5	0,05	−1,89	0,0007	−0,0000
US3138YKM590 / FNMA POOL AY5779 FN 05/45 FIXED 3.5	0,05	−1,89	0,0007	−0,0000
US12668A5X98 / Alternative Loan Trust 2005-82	0,05	−1,89	0,0007	−0,0001
US3132XWN564 / FED HM LN PC POOL Q54011 FG 02/48 FIXED 3.5	0,05	0,00	0,0007	−0,0000
US07384YMA19 / Bear Stearns Asset-Backed Securities Trust, Series 2003-AC5, Class A1	0,05	−7,14	0,0007	−0,0001
US64352VQR59 / New Century Home Equity Loan Trust 2006-1	0,05	−8,93	0,0007	−0,0001
US17307GTJ75 / CITIGROUP MORTGAGE LOAN TRUST, INC.	0,05	−8,93	0,0007	−0,0001
US3140FACN07 / FNMA POOL BD2776 FN 07/46 FIXED 4	0,05	−1,96	0,0007	−0,0000
US38375UAL44 / GNMA_13-H21	0,05	0,00	0,0007	−0,0000
US3140XJ5Y54 / Fannie Mae Pool	0,05	−3,85	0,0006	−0,0001
US785778EV96 / SACO I TRUST SACO 2005 3 M1 144A	0,05	−7,55	0,0006	−0,0001
US64352VGX38 / NCHET 2004-A M2	0,05	−20,97	0,0006	−0,0002
US12669GKG54 / COUNTRYWIDE HOME LOANS CWHL 2004 25 2A2	0,05	0,00	0,0006	−0,0000
US3140E5TF13 / FNMA POOL BA1449 FN 12/45 FIXED 4	0,05	0,00	0,0006	−0,0000
US36241L7B63 / GNMA II 4.5% 06/20/2041#783590	0,05	−2,08	0,0006	−0,0000
US929227QB55 / WaMu Mortgage Pass-Through Certificates Series 2002-AR6 Trust	0,05	−4,26	0,0006	−0,0000
US31400YDJ29 / FANNIE MAE 4.841% 06/01/2033 FAR FNARM	0,05	−2,17	0,0006	−0,0000
US939336PC11 / WAMU MORTGAGE PASS THROUGH CER WAMU 2003 AR1 A6	0,05	0,00	0,0006	−0,0000
US3140JN3W83 / FNMA POOL BN6212 FN 03/49 FIXED 4	0,05	0,00	0,0006	−0,0000
US45660NU454 / IndyMac INDX Mortgage Loan Trust 2004-AR7	0,05	−2,17	0,0006	−0,0001
US12667GCC50 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 14 2A2	0,05	0,00	0,0006	−0,0000
US81743VAN38 / SEQUOIA MORTGAGE TRUST SEMT 10 2A2	0,04	−10,20	0,0006	−0,0001
US863579Q929 / Structured Adjustable Rate Mortgage Loan Trust Series 2006-1	0,04	0,00	0,0006	−0,0000
CMBX.NA.AAA.9 SP GST / DCR (000000000)	0,04		0,0006	0,0006
CMBX.NA.AAA.9 SP GST / DCR (000000000)	0,04		0,0006	0,0006
US41161PFR91 / HarborView Mortgage Loan Trust 2004-6	0,04	−2,27	0,0006	−0,0000
CMBX.NA.AAA.13 SP MYC / DCR (000000000)	0,04		0,0006	0,0006
CMBX.NA.AAA.13 SP MYC / DCR (000000000)	0,04		0,0006	0,0006
US43710EAD22 / INDYMAC RESIDENTIAL ASSET BACK INABS 2007 B 2A2	0,04	−2,33	0,0006	−0,0000
US17307GMC95 / Citigroup Mortgage Loan Trust, Inc., Series 2004-HYB4, Class AA	0,04	−2,33	0,0005	−0,0000
US12669D2Y35 / COUNTRYWIDE HOME LOANS CWHL 2003 HYB2 1A1	0,04	−2,38	0,0005	−0,0000
US32051GGD16 / First Horizon Alternative Mortgage Securities Trust 2005-AA1	0,04	−2,38	0,0005	−0,0000
US31418DFJ63 / Fannie Mae Pool	0,04	−4,76	0,0005	−0,0000
US06652DAA72 / CORP CMO	0,04	−4,76	0,0005	−0,0001
US3140MM2C19 / FNMA 15YR 3% 08/01/2037#BV7970	0,04	−2,44	0,0005	−0,0000
US3138XHG210 / FNMA POOL AV5616 FN 12/43 FIXED 3.5	0,04	−2,44	0,0005	−0,0000
US61749SAC08 / MORGAN STANLEY MORTGAGE LOAN T MSM 2006 14SL A1	0,04	0,00	0,0005	−0,0000
US05950PAH64 / Banc of America Funding 2006-H Trust	0,04	0,00	0,0005	−0,0000
US22540VK434 / Credit Suisse First Boston Mortgage Securities Corp	0,04	−2,50	0,0005	−0,0000
US07384YGX85 / BEAR STEARNS ASSET BACKED SECU BSABS 2003 1 A1	0,04	−4,88	0,0005	−0,0001
US3140JLYQ19 / FNMA POOL BN4318 FN 01/49 FIXED 4	0,04	−2,56	0,0005	−0,0000
RFR USD SOFR/3.54666 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8)	0,04	−87,03	0,0005	−0,0035
US3140JHBE24 / FNMA POOL BN0936 FN 12/48 FIXED 4	0,04	0,00	0,0005	−0,0000
US3140FUJ582 / FNMA POOL BE8383 FN 03/47 FIXED 4	0,04	0,00	0,0005	−0,0000
US3140JR2D21 / FNMA POOL BN8871 FN 05/49 FIXED 3.5	0,04	0,00	0,0005	−0,0000
US55291QAB05 / MASTR SPECIALIZED LOAN TRUST MASD 2007 2 M1 144A	0,04	−5,13	0,0005	−0,0001
US88432CBB19 / Wind River CLO, Ltd. FRN, due 07/18/2031	0,04	−83,49	0,0005	−0,0025
US65536PAC41 / Nomura Asset Acceptance Corp Alternative Loan Trust Series 2006-AF1	0,04	−2,70	0,0005	−0,0000
US5899292M90 / Merrill Lynch Mortgage Investors Trust, Series 2003-F, Class A1	0,04	−10,26	0,0005	−0,0001
US45670CAA53 / INDYMAC INDX MORTGAGE LOAN TRU INDX 2007 AR7 1A1	0,04	0,00	0,0005	−0,0000
US31417DAV55 / FNMA POOL AB6319 FN 09/42 FIXED 3.5	0,04	0,00	0,0005	−0,0000
US81744FAA57 / SEQUOIA MORTGAGE TRUST SEMT 2004 1 A	0,04	−5,41	0,0004	−0,0001
US12669GKF71 / CHL Mortgage Pass-Through Trust, Series 2004-25, Class 2A1	0,03	0,00	0,0004	−0,0000
US3140EWDJ15 / FNMA POOL BC1904 FN 02/46 FIXED 4	0,03	0,00	0,0004	−0,0000
US12669FY312 / COUNTRYWIDE HOME LOANS CWHL 2004 16 1A4B	0,03	−2,94	0,0004	−0,0000
US466247QP17 / JP MORGAN MORTGAGE TRUST JPMMT 2005 A3 7CA1	0,03	−3,03	0,0004	−0,0000
WASHINGTON MUTUAL MSC MORTGAGE WAMMS 2003 MS9 CB1 / ABS-MBS (US939336P314)	0,03	−13,89	0,0004	−0,0001
WASHINGTON MUTUAL MSC MORTGAGE WAMMS 2003 MS9 CB1 / ABS-MBS (US939336P314)	0,03	−13,89	0,0004	−0,0001
US949789AA94 / Wells Fargo Mortgage Backed Securities 2006-AR19 Trust	0,03	−3,12	0,0004	−0,0000
US3138WVX556 / FNMA 30YR 3.5% 07/01/2043#AT7899	0,03	−3,12	0,0004	−0,0000
FNMA POOL BY4733 FN 06/53 FIXED 5 / ABS-MBS (US3140NMHK68)	0,03	−3,23	0,0004	−0,0000
FNMA POOL BY4733 FN 06/53 FIXED 5 / ABS-MBS (US3140NMHK68)	0,03	−3,23	0,0004	−0,0000
US07384MAA09 / Bear Stearns ARM Trust 2000-2	0,03	−6,25	0,0004	−0,0000
US07387AGC36 / Bear Stearns ARM Trust, Series 2005-12, Class 22A1	0,03	−11,76	0,0004	−0,0001
US3140FS4T76 / FNMA POOL BE7133 FN 02/47 FIXED 4	0,03	0,00	0,0004	−0,0000
US07387UCT60 / BEAR STEARNS ASSET BACKED SECU BSABS 2006 AC1 21A1	0,03	−3,33	0,0004	−0,0000
US12544JAA43 / COUNTRYWIDE HOME EQUITY LOAN TRUST	0,03	0,00	0,0004	−0,0000
US3140QPXP75 / FNMA 15YR 2.5% 07/01/2037#CB4285	0,03	0,00	0,0004	−0,0000
US3128MJ2V17 / Freddie Mac Gold Pool	0,03	0,00	0,0004	−0,0000
US126670JY52 / COUNTRYWIDE HOME LOANS CWHL 2005 HYB9 3A2A	0,03	0,00	0,0004	−0,0000
US81744FBS56 / SEQUOIA MORTGAGE TRUST 2004-5 SEMT 2004-5 A1	0,03	−6,67	0,0004	−0,0000
US86358HRX97 / STRUCTURED ASSET MORTGAGE INVE SAMI 2003 AR1 A3	0,03	−3,45	0,0004	−0,0000
STRUCTURED ADJUSTABLE RATE MOR SARM 2005 7 3A2 / ABS-MBS (US863579PL67)	0,03	−3,45	0,0004	−0,0000
STRUCTURED ADJUSTABLE RATE MOR SARM 2005 7 3A2 / ABS-MBS (US863579PL67)	0,03	−3,45	0,0004	−0,0000
US92538BAC72 / VERUS_21-R1	0,03	−15,15	0,0004	−0,0001
US576433UQ77 / MASTR ADJUSTABLE RATE MORTGAGE MARM 2004 13 B1	0,03	−3,57	0,0004	−0,0000
US76111XG987 / RFMSI Series 2006-SA1 Trust	0,03	0,00	0,0004	−0,0000
US31418C3A09 / FNMA POOL MA3492 FN 10/38 FIXED 4	0,03	−3,57	0,0004	−0,0000
US81744FCV76 / SEQUOIA MORTGAGE TRUST SEMT 2004 7 A1	0,03	−3,57	0,0003	−0,0000
US3140E9JL13 / Federal National Mortgage Association, Inc.	0,03	−7,14	0,0003	−0,0000
US31393T5D45 / FANNIE MAE FNR 2003 116 KL	0,03	−7,14	0,0003	−0,0000
RFR USD SOFR/3.55016 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8)	0,03	−91,13	0,0003	−0,0036
OPTION ONE MORTGAGE LOAN TRUST OOMLT 2003 5 A3 / ABS-MBS (US68400XBT63)	0,03	−3,70	0,0003	−0,0000
OPTION ONE MORTGAGE LOAN TRUST OOMLT 2003 5 A3 / ABS-MBS (US68400XBT63)	0,03	−3,70	0,0003	−0,0000
US36179NDT28 / GNII II 4.5% 05/20/2043#MA1014	0,03	0,00	0,0003	−0,0000
US31418EHF07 / Fannie Mae Pool	0,03	−3,85	0,0003	−0,0000
US12668BLY73 / COUNTRYWIDE ALTERNATIVE LOAN TRUST	0,03	−3,85	0,0003	−0,0000
US3138EQLM20 / FNMA POOL AL7531 FN 09/28 FIXED VAR	0,03	−16,67	0,0003	−0,0001
US93934XAB91 / WASHINGTON MUTUAL ASSET BACKED WMABS 2006 HE5 2A1	0,03	0,00	0,0003	−0,0000
US3128MJYT11 / Freddie Mac Gold Pool	0,03	0,00	0,0003	−0,0000
US31359S2J86 / FANNIEMAE WHOLE LOAN FNW 2001 W1 AV1	0,02	−4,00	0,0003	−0,0000
US31418CUB89 / Fannie Mae Pool	0,02	0,00	0,0003	−0,0000
US59023QAB77 / MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIES 2006-RM4	0,02	0,00	0,0003	−0,0000
US07384YGY68 / BEAR STEARNS ASSET BACKED SECU BSABS 2003 1 A2	0,02	−8,00	0,0003	−0,0000
US3138E9P201 / Fannie Mae Pool	0,02	−4,17	0,0003	−0,0000
US36245CAB81 / GSAMP TRUST GSAMP 2006 S6 A1B	0,02	0,00	0,0003	−0,0000
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2004 HYB4 3B1 / ABS-MBS (US17307GMK12)	0,02	0,00	0,0003	−0,0000
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2004 HYB4 3B1 / ABS-MBS (US17307GMK12)	0,02	0,00	0,0003	−0,0000
US61746WA750 / MORGAN STANLEY DEAN WITTER CAP MSDWC 2003 NC2 M1	0,02	−12,00	0,0003	−0,0000
US05948XZB09 / BANC OF AMERICA MORTGAGE SECUR BOAMS 2003 K 1A1	0,02	0,00	0,0003	−0,0000
US362341VA47 / GSAMP TRUST GSAMP 2005 WMC2 M1	0,02	0,00	0,0003	−0,0000
US17307GW530 / Citigroup Mortgage Loan Trust 2005-11	0,02	0,00	0,0003	−0,0000
US07384MH704 / BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 1 14A1	0,02	−25,00	0,0003	−0,0001
US31418CS542 / FANNIE MAE 4.00% 01/01/2048 FNL FNCL	0,02	0,00	0,0003	−0,0000
STRUCTURED ADJUSTABLE RATE MOR SARM 2005 15 2A1 / ABS-MBS (US863579UQ99)	0,02	−4,55	0,0003	−0,0000
STRUCTURED ADJUSTABLE RATE MOR SARM 2005 15 2A1 / ABS-MBS (US863579UQ99)	0,02	−4,55	0,0003	−0,0000
US22541NXW46 / CREDIT SUISSE FIRST BOSTON MOR CSFB 2002 AR33 3A2	0,02	0,00	0,0003	−0,0000
US41161PYW75 / HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 16 2A1A	0,02	−4,76	0,0003	−0,0000
US22541QUN05 / CSFB Mortgage-Backed Pass-Through Certificates, Series 2003-AR24, Class 2A4	0,02	−9,09	0,0003	−0,0000
US3138WJAU20 / FNMA POOL AS8118 FN 10/46 FIXED 3	0,02	−5,00	0,0003	−0,0000
US3140EUUY33 / FNMA POOL BC0598 FN 01/46 FIXED 4	0,02	0,00	0,0002	−0,0000
US92538BAB99 / VERUS SECURITIZATION TR 2021-R1 1.057% 10/25/2063 144A	0,02	−18,18	0,0002	−0,0001
US12669GHG91 / COUNTRYWIDE HOME LOANS CWHL 2004 HYB9 1A1	0,02	0,00	0,0002	−0,0000
US36179NJC39 / GNMA II POOL MA1159 G2 07/43 FIXED 4.5	0,02	−5,56	0,0002	−0,0000
US05950TAG04 / BANC OF AMERICA MORTGAGE SECUR BOAMS 2006 B 4A2	0,02	0,00	0,0002	−0,0000
RFR USD SOFR/3.54542 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8)	0,02	−94,20	0,0002	−0,0037
US3128MJ2F66 / Freddie Mac Gold Pool	0,02	0,00	0,0002	−0,0000
US31418EJZ43 / Fannie Mae Pool	0,02	0,00	0,0002	−0,0000
US3138XYCC61 / FNMA POOL AW8166 FN 02/27 FIXED 3	0,02	−19,05	0,0002	−0,0001
US92922FNJ39 / WaMu Mortgage Pass-Through Certificates Series 2004-AR3 Trust	0,02	0,00	0,0002	−0,0000
WINDR / THL Credit Wind River 2014-2 CLO Ltd	0,02	−93,01	0,0002	−0,0029
CMBX.NA.AAA.10 SP JPS / DCR (000000000)	0,02		0,0002	0,0002
CMBX.NA.AAA.10 SP JPS / DCR (000000000)	0,02		0,0002	0,0002
US3133TSQG11 / Freddie Mac Structured Pass-Through Certificates	0,02	−11,11	0,0002	−0,0000
US07384MZS42 / Bear Stearns ARM Trust 2003-8	0,02	0,00	0,0002	−0,0000
US466247XK47 / JP Morgan Mortgage Trust 2005-ALT1	0,02	−6,25	0,0002	−0,0000
US3140HDJF21 / FNMA POOL BK0261 FN 07/48 FIXED 4	0,02	0,00	0,0002	−0,0000
US86359BGK17 / STRUCTURED ADJUSTABLE RATE MOR SARM 2004 1 4A5	0,02	−6,25	0,0002	−0,0000
US31417AXF10 / UMBS	0,02	−21,05	0,0002	−0,0001
US073879EV61 / Bear Stearns Asset Backed Securities I Trust 2004-HE7	0,02	0,00	0,0002	−0,0000
US12669GNP27 / COUNTRYWIDE HOME LOANS CWHL 2005 7 2A1	0,02	0,00	0,0002	−0,0000
US31418AVT23 / Fannie Mae Pool	0,01	−6,67	0,0002	−0,0000
US07384YPH35 / BEAR STEARNS ASSET BACKED SECURITIES, INC.	0,01	0,00	0,0002	−0,0000
US126694UT31 / COUNTRYWIDE HOME LOANS CWHL 2005 31 4A2	0,01	0,00	0,0002	−0,0000
US90263AAF75 / UCFC MANUFACTURED HOUSING CONT UCFCM 1996 1 M	0,01	−26,32	0,0002	−0,0001
US3140FNCC62 / FANNIE MAE POOL FN BE2766	0,01	0,00	0,0002	−0,0000
US785778ND97 / SACO I TRUST SACO 2005 10 1A	0,01	0,00	0,0002	−0,0000
US12667FRG27 / ALTERNATIVE LOAN TRUST 2004-J6 CWALT 2004-J6 2A1	0,01	0,00	0,0002	−0,0000
US12669GUX77 / CHL Mortgage Pass-Through Trust 2005-11	0,01	0,00	0,0002	−0,0000
US07384MN579 / BEAR STEARNS ARM TRUST 2004-2 SER 2004-2 CL 23A V/R REGD 3.43960500	0,01	0,00	0,0002	−0,0000
US36202FXC57 / Ginnie Mae II Pool	0,01	0,00	0,0002	−0,0000
US3138M8HY26 / Fannie Mae Pool	0,01	−20,00	0,0002	−0,0000
JP MORGAN MORTGAGE TRUST JPMMT 2006 S3 1A18 / ABS-MBS (US46629AAT88)	0,01	0,00	0,0002	−0,0000
JP MORGAN MORTGAGE TRUST JPMMT 2006 S3 1A18 / ABS-MBS (US46629AAT88)	0,01	0,00	0,0002	−0,0000
US07384MX982 / Bear Stearns ARM Trust 2004-7	0,01	0,00	0,0002	−0,0000
US073879V218 / BEAR STEARNS ASSET BACKED SECU BSABS 2005 CL1 A2	0,01	−7,69	0,0002	−0,0000
US22540A7A01 / CREDIT SUISSE FIRST BOSTON MOR CSFB 2001 HE17 A1	0,01	0,00	0,0002	−0,0000
US45660NWT89 / Residential Asset Securitization Trust 2003-A15	0,01	−7,69	0,0002	−0,0000
US585525FC72 / Mellon Residential Funding Corp Mor Pas Thr Cer Ser 01 Tbc1	0,01	0,00	0,0002	−0,0000
US31394L5S76 / FREDDIE MAC REMICS FHR 2684 ZN	0,01	0,00	0,0001	−0,0000
US3140J7P669 / FNMA POOL BM3144 FN 11/47 FIXED VAR	0,01	0,00	0,0001	−0,0000
US61748HEG20 / MORGAN STANLEY MORTGAGE LOAN TRUST 2004-8AR MSM 2004-8AR 4A2	0,01	0,00	0,0001	−0,0000
US81744FET03 / Sequoia Mortgage Trust 2004-10	0,01	0,00	0,0001	−0,0000
US04541GDS84 / Asset-Backed Securities Corp. Home Equity Loan Trust, Series 2003-HE2, Class M1	0,01	−8,33	0,0001	−0,0000
US004421FS71 / ACE SECURITIES CORP. ACE 2004 RM1 M1	0,01	−8,33	0,0001	−0,0000
US12669FFD06 / COUNTRYWIDE ALTERNATIVE LOAN TRUST	0,01	0,00	0,0001	−0,0000
US126673AX00 / COUNTRYWIDE ASSET BACKED CERTI CWL 2004 6 1A2	0,01	−9,09	0,0001	−0,0000
US3140QFWE55 / FNMA POOL CA7844 FN 08/47 FIXED 4	0,01	0,00	0,0001	−0,0000
US07386HSN25 / Bear Stearns ALT-A Trust 2005-3	0,01	0,00	0,0001	−0,0000
US31392ADL98 / Fannie Mae REMICS	0,01	−9,09	0,0001	−0,0000
US31390WRA26 / FNMA	0,01	0,00	0,0001	−0,0000
US3140JLYP36 / FNMA POOL BN4317 FN 01/49 FIXED 4	0,01	0,00	0,0001	−0,0000
US3138YF2H66 / FNMA POOL AY2575 FN 02/45 FIXED 3.5	0,01	0,00	0,0001	−0,0000
US3138XCCG55 / FNMA POOL AV0970 FN 12/26 FIXED 3	0,01	−28,57	0,0001	−0,0001
US45254TTN45 / Impac Secured Assets Trust, Series 2006-1, Class 2A1	0,01	−10,00	0,0001	−0,0000
US75970NAL10 / Renaissance Home Equity Loan Trust 2005-2	0,01	−18,18	0,0001	−0,0000
US3138YR4S41 / Fannie Mae Pool	0,01	−10,00	0,0001	−0,0000
US41161PKD41 / HarborView Mortgage Loan Trust 2004-11	0,01	0,00	0,0001	−0,0000
US3138NWEC97 / Fannie Mae Pool	0,01	0,00	0,0001	−0,0000
US81743WAA99 / Sequoia Mortgage Trust 5	0,01	−11,11	0,0001	−0,0000
US92922FWV65 / WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR10 A1C	0,01	−11,11	0,0001	−0,0000
US36225CPN01 / Ginnie Mae II Pool	0,01	−11,11	0,0001	−0,0000
US36225CN281 / Government National Mortgage Association	0,01	−11,11	0,0001	−0,0000
US81743SAB60 / SEQUOIA MORTGAGE TRUST SEMT 9 2A	0,01	0,00	0,0001	−0,0000
US2254W0FJ95 / CREDIT SUISSE FIRST BOSTON MOR CSFB 2003 1 1A1	0,01	−12,50	0,0001	−0,0000
US31404QGF00 / FNMA POOL 775198 FN 05/34 FLOATING VAR	0,01	−12,50	0,0001	−0,0000
US31349SF328 / FED HM LN PC POOL 781086 FH 12/33 FLOATING VAR	0,01	−30,00	0,0001	−0,0000
US68389FFG46 / OPTION ONE MORTGAGE LOAN TRUST OOMLT 2004 2 M1	0,01	0,00	0,0001	−0,0000
US17307GW795 / Citigroup Mortgage Loan Trust 2005-11	0,01	0,00	0,0001	−0,0000
US3138ABKB41 / FNMA POOL AH9289 FN 04/41 FIXED 3.5	0,01	0,00	0,0001	−0,0000
US31402RH778 / Fannie Mae Pool	0,01	0,00	0,0001	−0,0000
US152314LR97 / Centex Home Equity Loan Trust, Series 2004-D, Class MV2	0,01	0,00	0,0001	−0,0000
US31403DFG97 / FNMA POOL 745467 FN 04/36 FLOATING VAR	0,01	0,00	0,0001	−0,0000
US542514BK96 / LBMLT 2001-4 2M1	0,01	−45,45	0,0001	−0,0001
US3128HDX879 / FED HM LN PC POOL 847003 FH 03/32 FLOATING VAR	0,01	−33,33	0,0001	−0,0000
US31388RN785 / Fannie Mae Pool	0,01	0,00	0,0001	−0,0000
US31391T4G05 / FANNIE MAE 3.313% 11/01/2032 FAR FNARM	0,01	0,00	0,0001	−0,0000
US31349ULF39 / Federal Home Loan Mortgage Corporation	0,01	−14,29	0,0001	−0,0000
US31400JYB96 / Fannie Mae Pool	0,01	−14,29	0,0001	−0,0000
US759950AL22 / RENAISSANCE HOME EQUITY LOAN T RAMC 2002 4 A	0,01	0,00	0,0001	−0,0000
US36225CKJ44 / GNMA II POOL 080296 G2 07/29 FLOATING VAR	0,01	0,00	0,0001	−0,0000
US073888BF55 / BEAR STEARNS ASSET BACKED SECU BSABS 2006 SD3 21A2	0,01	−57,14	0,0001	−0,0001
US31396R6F98 / FREDDIE MAC FHR 3156 AZ	0,01	−16,67	0,0001	−0,0000
US31349UEJ34 / Federal Home Loan Mortgage Corporation	0,01	−28,57	0,0001	−0,0000
US362341RT83 / GSR MORTGAGE LOAN TRUST GSR 2005 AR6 1A1	0,01	−28,57	0,0001	−0,0000
US31395BVE00 / FANNIE MAE FNR 2006 15 FC	0,01	0,00	0,0001	−0,0000
US12669DC891 / CHL Mortgage Pass-Through Trust 2003-HYB1	0,01	0,00	0,0001	−0,0000
US12669E6K76 / COUNTRYWIDE HOME LOANS CWHL 2003 58 M	0,01	0,00	0,0001	−0,0000
US12669FJC86 / CHL Mortgage Pass-Through Trust 2003-60	0,01	0,00	0,0001	−0,0000
US3138EQA933 / Fannie Mae Pool	0,01	0,00	0,0001	−0,0000
US31395M2F53 / Freddie Mac Structured Pass-Through Certificates	0,01	0,00	0,0001	−0,0000
US31342A6F15 / Federal Home Loan Mortgage Corporation	0,01	0,00	0,0001	−0,0000
US12669FDH38 / COUNTRYWIDE HOME LOANS	0,01	0,00	0,0001	−0,0000
US31418DNB46 / FNCI UMBS 3.0 MA3985 04-01-35	0,01	0,00	0,0001	−0,0000
US45660LEG05 / INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR4 2A1A	0,01	0,00	0,0001	−0,0000
US59020UVJ14 / Merrill Lynch Mortgage Investors Trust, Series 2005-1, Class 2A2	0,01	0,00	0,0001	−0,0000
US31384V7K23 / FANNIE MAE 2.957% 10/01/2040 FNMA ARM	0,01	0,00	0,0001	−0,0000
US36225CM457 / GNMA II POOL 080378 G2 02/30 FLOATING VAR	0,00	−20,00	0,0001	−0,0000
US69547MAD83 / PAID_22-3	0,00	−99,54	0,0001	−0,0117
US31404YDZ25 / FNMA POOL 782320 FN 11/34 FLOATING VAR	0,00	−20,00	0,0001	−0,0000
US3140H7Z918 / FNMA POOL BJ6167 FN 02/48 FIXED 3.5	0,00	0,00	0,0001	−0,0000
US31349ULB25 / Freddie Mac Non Gold Pool	0,00	−20,00	0,0001	−0,0000
US36228FNB84 / GSR MORTGAGE LOAN TRUST	0,00	0,00	0,0001	−0,0000
US36185N6M74 / GMAC MORTGAGE CORPORATION LOAN GMACM 2005 AR2 1A	0,00	0,00	0,0001	−0,0000
US12669GTV31 / CWHL 2005-3 2A1 V/R 4/25/35 2.28800000	0,00	0,00	0,0001	−0,0000
US36225CY833 / Ginnie Mae II Pool	0,00	0,00	0,0001	−0,0000
US31371LBY48 / FNMA POOL 254855 FN 09/33 FLOATING VAR	0,00	0,00	0,0001	−0,0000
US3140E2LS84 / FNMA POOL AZ9336 FN 10/45 FIXED 4	0,00	0,00	0,0001	−0,0000
US36225CN364 / Ginnie Mae II Pool	0,00	0,00	0,0001	−0,0000
US31406MYP57 / Federal National Mortgage Association, Inc.	0,00	0,00	0,0001	−0,0000
US31346AGV17 / FED HM LN PC POOL 420212 FH 08/31 FLOATING VAR	0,00	0,00	0,0001	−0,0000
US31349UCW62 / Federal Home Loan Mortgage Corporation	0,00	0,00	0,0001	−0,0000
US3138WGF745 / FNMA POOL AS6489 FN 01/46 FIXED 4	0,00	0,00	0,0001	−0,0000
US3128JM4H70 / FED HM LN PC POOL 1B2723 FH 01/35 FLOATING VAR	0,00	0,00	0,0000	−0,0000
US22541NT588 / Credit Suisse First Boston Mortgage Securities Corp. REMIC	0,00	−25,00	0,0000	−0,0000
US92922FAU21 / WaMu Mortgage Pass-Through Certificates Series 2003-AR8 Trust	0,00	0,00	0,0000	−0,0000
US31418CHG24 / Fannie Mae Pool	0,00	0,00	0,0000	−0,0000
US31410BG579 / FNMA POOL 884120 FN 05/36 FLOATING VAR	0,00	0,00	0,0000	−0,0000
US05948XYQ86 / BANC OF AMERICA MORTGAGE SECUR BOAMS 2003 J 4A1	0,00	0,00	0,0000	−0,0000
US31349SNK59 / Freddie Mac Non Gold Pool	0,00	0,00	0,0000	−0,0000
US22541NAD12 / Home Equity Asset Trust	0,00	0,00	0,0000	−0,0000
US31389L3H06 / FANNIE MAE 4.00% 04/01/2032 FAR FNARM	0,00	0,00	0,0000	−0,0000
US05951EAM93 / BANC OF AMERICA FUNDING CORPOR BAFC 2006 J 4A1	0,00	0,00	0,0000	−0,0000
US83611MAQ15 / Soundview Home Loan Trust, Series 2003-2, Class A2	0,00	−50,00	0,0000	−0,0000
US31400XZG68 / FANNIE MAE 3.884% 04/01/2033 FAR FNARM	0,00	0,00	0,0000	−0,0000
US669971AB95 / NOVASTAR HOME EQUITY LOAN NHEL 2007 1 A2A1	0,00	0,00	0,0000	−0,0000
US31406DAF33 / Fannie Mae Pool	0,00	0,00	0,0000	−0,0000
US31411EGB74 / FNMA POOL 905694 FN 12/36 FLOATING VAR	0,00	0,00	0,0000	−0,0000
US31391EUJ80 / Fannie Mae Pool	0,00	0,00	0,0000	−0,0000
US41161PGK30 / HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2004 7 3A1	0,00	0,00	0,0000	−0,0000
US542514HV97 / LONG BEACH MORTGAGE LOAN TRUST LBMLT 2004 4 M3	0,00	0,00	0,0000	−0,0000
US31402RCB33 / FNMA POOL 735466 FN 03/35 FLOATING VAR	0,00	0,00	0,0000	−0,0000
US576433GP50 / MASTR ADJUSTABLE RATE MORTGAGE MARM 2003 6 7A2	0,00	0,00	0,0000	−0,0000
US31349SSF10 / FED HM LN PC POOL 781418 FH 04/34 FLOATING VAR	0,00	0,00	0,0000	−0,0000
US02660TEV17 / AMERICAN HOME MORTGAGE INVESTM AHM 2005 2 6A	0,00	0,00	0,0000	−0,0000
US40431KAA88 / HSI ASSET LOAN OBLIGATION HALO 2007 WF1 A1	0,00	0,00	0,0000	−0,0000
US31406BXP02 / FANNIE MAE	0,00	0,00	0,0000	−0,0000
US66987XDG79 / NOVASTAR HOME EQUITY LOAN NHEL 2003 4 A2B	0,00	0,00	0,0000	−0,0000
US31392GVR37 / FANNIEMAE GRANTOR TRUST FNGT 2002 T19 A2	0,00	0,00	0,0000	−0,0000
US3128NCBW35 / Federal Home Loan Mortgage Corporation	0,00	0,00	0,0000	−0,0000
US939335N683 / Washington Mutual MSC Mortgage Pass-Through Certificates Series 2002-AR1 Trust	0,00	−33,33	0,0000	−0,0000
US36225CLK08 / GNMA II POOL 080329 G2 10/29 FLOATING VAR	0,00	0,00	0,0000	−0,0000
US31411E2N63 / FANNIE MAE 3.625% 01/01/2037 FNMA ARM	0,00	0,00	0,0000	−0,0000
US31402RH695 / Fannie Mae Pool	0,00	0,00	0,0000	−0,0000
US31339D4L92 / Freddie Mac REMICS	0,00	0,00	0,0000	−0,0000
US3133994J35 / FREDDIE MAC FHR 2344 FN	0,00	0,00	0,0000	−0,0000
US36225CZM18 / GNMA II POOL 080747 G2 10/33 FLOATING VAR	0,00	0,00	0,0000	−0,0000
US76110HZH55 / RESIDENTIAL ACCREDIT LOANS, INC.	0,00	0,00	0,0000	−0,0000
US3128NCBF02 / Federal Home Loan Mortgage Corporation	0,00	0,00	0,0000	−0,0000
US929227EM49 / WAMU MORTGAGE PASS THROUGH CER WAMU 2001 AR3 2A	0,00	0,00	0,0000	−0,0000
US3128NHK362 / Freddie Mac Non Gold Pool	0,00	0,00	0,0000	−0,0000
US3133TLG518 / FREDDIE MAC FHR 2163 QJ	0,00	0,00	0,0000	−0,0000
US31404NBN57 / FANNIE MAE 3.472% 02/01/2035 FNMA ARM	0,00	0,00	0,0000	−0,0000
US31410GDF72 / FANNIE MAE 3.537% 06/01/2033 FNMA ARM	0,00	0,00	0,0000	−0,0000
US07384YBM75 / BEAR STEARNS ASSET BACKED SECU BSABS 2001 3 A2	0,00	−66,67	0,0000	−0,0000
US45660UAT60 / IndyMac ARM Trust 2001-H2	0,00	−50,00	0,0000	−0,0000
US31402VMV98 / FANNIE MAE	0,00	−50,00	0,0000	−0,0000
US31407MSQ95 / FANNIE MAE 3.736% 07/01/2035 FNMA ARM	0,00	0,00	0,0000	−0,0000
US36225CKX38 / GNMA II POOL 080309 G2 08/29 FLOATING VAR	0,00	−50,00	0,0000	−0,0000
US31405UMM89 / FANNIE MAE 3.391% 10/01/2034 FNMA ARM	0,00	0,00	0,0000	−0,0000
US589929F948 / Merrill Lynch Mortgage Investors Trust Series MLCC 2003-A	0,00	0,00	0,0000	−0,0000
US81743VAA17 / SEQUOIA MORTGAGE TRUST 10 SEMT 10 1A	0,00	−50,00	0,0000	−0,0000
US073919AK86 / SACO I, Inc., Series 1997-2, Class 1A5	0,00	0,00	0,0000	−0,0000
US31359UPD18 / FANNIEMAE WHOLE LOAN FNW 1998 W2 A8	0,00	−50,00	0,0000	−0,0000
US3140H56U05 / FNMA POOL BJ4482 FN 11/47 FIXED 4	0,00	0,00	0,0000	−0,0000
US294751EY48 / EQUITY ONE ABS INC EQABS 2004 3 AV2	0,00	0,00	0,0000	−0,0000
US31392WQD55 / FREDDIE MAC FHR 2518 FP	0,00	0,00	0,0000	−0,0000
US31408XS689 / FNMA POOL 863741 FN 12/35 FLOATING VAR	0,00	0,00	0,0000	−0,0000
US31411EJC21 / FNMA POOL 905759 FN 12/36 FLOATING VAR	0,00	0,00	0,0000	−0,0000
US31382PPZ44 / FNMA POOL 488340 FN 03/29 FLOATING VAR	0,00	0,00	0,0000	−0,0000
US31336CMM28 / Freddie Mac Non Gold Pool	0,00	0,00	0,0000	−0,0000
US36225CU385 / GNMA II POOL 080601 G2 05/32 FLOATING VAR	0,00	0,00	0,0000	−0,0000
US31406GD557 / Fannie Mae Pool	0,00	0,00	0,0000	−0,0000
US86359BNT43 / Structured Adjustable Rate Mortgage Loan Trust Series 2004-4	0,00	0,00	0,0000	−0,0000
US36225CTM81 / GNMA II POOL 080555 G2 11/31 FLOATING VAR	0,00	0,00	0,0000	−0,0000
US31402CUL44 / FANNIE MAE 3.853% 07/01/2033 FAR FNARM	0,00	−50,00	0,0000	−0,0000
US161546HH21 / Chase Funding Trust, Series 2003-6, Class 2A2	0,00	0,00	0,0000	−0,0000
US31349T5E79 / FED HM LN PC POOL 782645 FH 02/36 FLOATING VAR	0,00	0,00	0,0000	−0,0000
US31384VVZ20 / FANNIE MAE 8.50% 04/01/2030 FNMA	0,00	0,00	0,0000	−0,0000
US3128LUSW77 / FHLMC	0,00	0,00	0,0000	−0,0000
US31392C6T69 / FANNIE MAE FNR 2002 25 FX	0,00	0,00	0,0000	−0,0000
US86358RDX26 / STRUCTURED ASSET SECURITIES CO SASC 2001 SB1 A5	0,00	0,00	0,0000	−0,0000
US31371JL519 / FNMA POOL 253348 FN 06/30 FIXED 8.5	0,00	0,00	0,0000	−0,0000
US31374TXT14 / FNMA POOL 323890 FN 05/36 FLOATING VAR	0,00	0,00	0,0000	−0,0000
US31349UDH86 / FED HM LN PC POOL 782804 FH 11/34 FLOATING VAR	0,00	0,00	0,0000	−0,0000
US22541NHE22 / HOME EQUITY ASSET TRUST HEAT 2002 3 A4	0,00	0,00	0,0000	−0,0000
US36202K7A76 / GOVT NATL MORTG ASSN 3.125% 10/20/2026 GN CMT+150	0,00	0,00	0,0000	−0,0000
US589929S412 / MLCC MORTGAGE INVESTORS INC MLCC 2003 C A1	0,00	0,00	0,0000	−0,0000
US589929V218 / Merrill Lynch Mortgage Investors Trust Series MLCC 2003-D	0,00	0,00	0,0000	−0,0000
US81743VAB99 / Sequoia Mortgage Trust 10	0,00	0,00	0,0000	−0,0000
US31295KFM18 / FED HM LN PC POOL 786472 FH 09/28 FLOATING VAR	0,00	−100,00	0,0000	−0,0000
US31371KM812 / FNMA POOL 254283 FN 11/30 FIXED 8.5	0,00	−100,00	0,0000	−0,0000
US31339LMA51 / Freddie Mac REMICS	0,00		0,0000	−0,0000
US36225CA890 / GNMA II POOL 080030 G2 01/27 FLOATING VAR	0,00	−100,00	0,0000	−0,0000
US161546FH49 / CHASE FUNDING MORTGAGE LOAN AS CFAB 2003 3 1M1	0,00		0,0000	−0,0000
US3133TQU476 / FREDDIE MAC REMICS FHR 2277 B	0,00		0,0000	−0,0000
US31405UTZ20 / FANNIE MAE 3.25% 11/01/2034 FAR FNARM	0,00		0,0000	−0,0000
US31404Q5M78 / Fannie Mae Pool	0,00		0,0000	−0,0000
US12669B2X97 / COUNTRYWIDE HOME LOANS CWHL 2001 HYB1 2A1	0,00		0,0000	−0,0000
US31402RBR93 / FNMA POOL 735448 FN 03/35 FLOATING VAR	0,00		0,0000	−0,0000
US31385XK488 / FANNIE MAE 3.812% 07/01/2033 FNMA ARM	0,00		0,0000	−0,0000
US073914WC36 / BEAR STEARNS MORTGAGE SECURITI BSMSI 1997 6 3A	0,00		0,0000	−0,0000
US36229RLL14 / GSR MORTGAGE LOAN TRUST GSR 2004 2F 7A1	0,00		0,0000	−0,0000
US31410MHH60 / FANNIE MAE 3.746% 04/01/2036 FNMA ARM	0,00		0,0000	−0,0000
US31400QJ879 / FANNIE MAE 3.717% 03/01/2033 FAR FNARM	0,00		0,0000	−0,0000
US68389FBH64 / OPTION ONE MORTGAGE LOAN TRUST OOMLT 2000 5 A	0,00		0,0000	−0,0000
US86358RDU86 / Structured Asset Securities Corp Mortgage Pass Through Certificates Ser 2001-SB1	0,00		0,0000	−0,0000
US313921R265 / FANNIE MAE FNR 2001 61 FH	0,00		0,0000	−0,0000
US31407X3X76 / FNMA POOL 844214 FN 11/35 FLOATING VAR	0,00		0,0000	−0,0000
US3128QJ5H54 / FED HM LN PC POOL 1G1748 FH 09/35 FLOATING VAR	0,00		0,0000	−0,0000
US31342AMT33 / FED HM LN PC POOL 780370 FH 04/33 FLOATING VAR	0,00		0,0000	−0,0000
US31410GD831 / FANNIE MAE 3.883% 04/01/2034 FAR FNARM	0,00		0,0000	−0,0000
US204012AE81 / COMMUNITY PROGRAM LOAN TRUST CPLT 1987 A A5	0,00	−100,00	0,0000	−0,0000
US31348S5M24 / FED HM LN PC POOL 786252 FH 03/28 FLOATING VAR	0,00		0,0000	−0,0000
US79549AYG83 / Citigroup Global Markets Mortgage Securities VII, Inc., Series 2003-HYB1, Class A	0,00		0,0000	−0,0000
US929227XB72 / WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2002-AR17 SER 2002-AR17 CL 1A V/R REGD 3.52644500	0,00		0,0000	−0,0000
US86358RR411 / STRUCTURED ASSET SECURITIES CO SASC 2002 14A 1A1	0,00		0,0000	−0,0000
US36225CER34 / GNMA II POOL 080143 G2 12/27 FLOATING VAR	0,00		0,0000	−0,0000
US31362L4N79 / FNMA POOL 064729 FN 10/27 FLOATING VAR	0,00		0,0000	−0,0000
US66987XCE31 / NOVASTAR MORTGAGE FUNDING TRUST SERIES 2003-1 SER 2003-1 CL A2 V/R REGD 2.48800000	0,00		0,0000	−0,0000
US161546FM34 / CHASE FUNDING TRUST SERIES 2003-3 SER 2003-3 CL 2A2 V/R REGD 2.24800000	0,00		0,0000	−0,0000
US542514BQ66 / LONG BEACH MORTGAGE LOAN TRUST LBMLT 2001 4 2A1	0,00		0,0000	−0,0000
US31349SCC52 / FED HM LN PC POOL 780967 FH 10/33 FLOATING VAR	0,00		0,0000	−0,0000
US07384MQ705 / Bear Stearns ARM Trust 2004-3	0,00		0,0000	−0,0000
LBMLT 2003-3 M3 SP BOA / DCR (000000000)	0,00		0,0000	0,0000
LBMLT 2003-3 M3 SP BOA / DCR (000000000)	0,00		0,0000	0,0000
US31359QT207 / FANNIE MAE FNR 1997 76 FN	0,00		0,0000	−0,0000
US76111JZ721 / RESIDENTIAL FUNDING MTG SEC I RFMSI 2003 S9 A1	0,00		0,0000	−0,0000
US31385XPA99 / FNMA POOL 555817 FN 09/33 FLOATING VAR	0,00		0,0000	−0,0000
CMBX.NA.AAA.8 SP JPS / DCR (000000000)	0,00		0,0000	0,0000
CMBX.NA.AAA.8 SP JPS / DCR (000000000)	0,00		0,0000	0,0000
US36225CM291 / GNMA II POOL 080376 G2 02/30 FLOATING VAR	0,00		0,0000	−0,0000
US073914F653 / STRUCTURED ASSET MORTGAGE INVE SAMI 1998 2 A5	0,00		0,0000	−0,0000
CMBX.NA.AAA.8 SP GST / DCR (000000000)	0,00		0,0000	0,0000
CMBX.NA.AAA.8 SP GST / DCR (000000000)	0,00		0,0000	0,0000
CMBX.NA.AAA.6 SP DUB / DCR (000000000)	0,00		0,0000	0,0000
CMBX.NA.AAA.6 SP DUB / DCR (000000000)	0,00		0,0000	0,0000
CMBX.NA.AAA.6 SP JPS / DCR (000000000)	0,00		0,0000	0,0000
CMBX.NA.AAA.6 SP JPS / DCR (000000000)	0,00		0,0000	0,0000
SAIL 2004-10 M3 SP GST / DCR (000000000)	0,00		0,0000	0,0000
CMBX.NA.AAA.6 SP MYC / DCR (000000000)	0,00		0,0000	0,0000
SAIL 2004-10 M3 SP GST / DCR (000000000)	0,00		0,0000	0,0000
CMBX.NA.AAA.6 SP GST / DCR (000000000)	0,00		0,0000	0,0000
US5899293Z94 / MERRILL LYNCH MORTGAGE INVESTO MLMI 2003 A5 B1	0,00		0,0000	0,0000
CMBX.NA.AAA.6 SP DUB / DCR (000000000)	0,00		0,0000	0,0000
CMBX.NA.AAA.6 SP MYC / DCR (000000000)	0,00		0,0000	0,0000
CMBX.NA.AAA.6 SP GST / DCR (000000000)	0,00		0,0000	0,0000
CMBX.NA.AAA.6 SP DUB / DCR (000000000)	0,00		0,0000	0,0000
31750QSL4 OTC EPUT FN 4.5 JUL25 92.46875 PUT / DIR (000000000)	−0,00		−0,0000	−0,0000
31750QSL4 OTC EPUT FN 4.5 JUL25 92.46875 PUT / DIR (000000000)	−0,00		−0,0000	−0,0000
31750QSK6 OTC ECAL FN 4.5 JUL25 96.46875 CALL / DIR (000000000)	−0,00		−0,0000	−0,0000
31750QSK6 OTC ECAL FN 4.5 JUL25 96.46875 CALL / DIR (000000000)	−0,00		−0,0000	−0,0000
ABX.HE.AA.07-1 SP ULO / DCR (000000000)	−0,01		−0,0001	−0,0001
ABX.HE.AA.07-1 SP ULO / DCR (000000000)	−0,01		−0,0001	−0,0001
RFR USD SOFR/3.42500 03/01/23-10Y LCH / DIR (EZ2DTQNC61N7)	−0,01	−43,75	−0,0001	0,0001
RFR USD SOFR/3.42500 03/01/23-10Y LCH / DIR (EZ2DTQNC61N7)	−0,01	−43,75	−0,0001	0,0001
RFR USD SOFR/3.75000 06/20/24-4Y LCH / DIR (EZNJSFN8FV73)	−0,01	−266,67	−0,0001	−0,0002
RFR USD SOFR/3.75000 06/20/24-4Y LCH / DIR (EZNJSFN8FV73)	−0,01	−266,67	−0,0001	−0,0002
ABX.HE.AA.06-2 SP DUB / DCR (000000000)	−0,02		−0,0002	−0,0002
ABX.HE.AA.06-2 SP DUB / DCR (000000000)	−0,02		−0,0002	−0,0002
RFR USD SOFR/3.63761 03/01/24-4Y* LCH / DIR (EZ5FK37PXZM8)	−0,03	−151,85	−0,0004	−0,0011
RFR USD SOFR/3.63761 03/01/24-4Y* LCH / DIR (EZ5FK37PXZM8)	−0,03	−151,85	−0,0004	−0,0011
RFR USD SOFR/3.43000 02/27/23-10Y LCH / DIR (EZ6K0YC51G79)	−0,03	−40,00	−0,0004	0,0003
RFR USD SOFR/3.43000 02/27/23-10Y LCH / DIR (EZ6K0YC51G79)	−0,03	−40,00	−0,0004	0,0003
RFR USD SOFR/3.40500 03/01/23-10Y LCH / DIR (EZ2DTQNC61N7)	−0,04	125,00	−0,0005	−0,0002
RFR USD SOFR/3.40500 03/01/23-10Y LCH / DIR (EZ2DTQNC61N7)	−0,04	125,00	−0,0005	−0,0002
RFR USD SOFR/3.80740 03/01/24-4Y* LCH / DIR (EZ5FK37PXZM8)	−0,04	−166,67	−0,0005	−0,0012
RFR USD SOFR/3.80740 03/01/24-4Y* LCH / DIR (EZ5FK37PXZM8)	−0,04	−166,67	−0,0005	−0,0012
RFR USD SOFR/3.75000 12/18/24-10Y LCH / DIR (EZ7K2W20N534)	−0,05	−247,22	−0,0007	−0,0012
RFR USD SOFR/3.75000 12/18/24-10Y LCH / DIR (EZ7K2W20N534)	−0,05	−247,22	−0,0007	−0,0012
RFR USD SOFR/3.45000 03/07/23-10Y LCH / DIR (EZB2984B6K87)	−0,05	−43,62	−0,0007	0,0006
RFR USD SOFR/3.45000 03/07/23-10Y LCH / DIR (EZB2984B6K87)	−0,05	−43,62	−0,0007	0,0006
RFR USD SOFR/3.30000 03/06/23-10Y LCH / DIR (EZZ9G8J5D176)	−0,06	−27,63	−0,0007	0,0003
RFR USD SOFR/3.5815* 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8)	−0,06	−119,45	−0,0007	−0,0047
RFR USD SOFR/3.65543 03/01/24-4Y* LCH / DIR (EZ5FK37PXZM8)	−0,06	−212,96	−0,0008	−0,0015
RFR USD SOFR/3.65543 03/01/24-4Y* LCH / DIR (EZ5FK37PXZM8)	−0,06	−212,96	−0,0008	−0,0015
RFR USD SOFR/3.00000 06/21/23-10Y CME / DIR (EZVCRM3XZB08)	−0,06	−106,78	−0,0008	−0,0133
RFR USD SOFR/3.00000 06/21/23-10Y CME / DIR (EZVCRM3XZB08)	−0,06	−106,78	−0,0008	−0,0133
RFR USD SOFR/3.60080 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8)	−0,07	−123,21	−0,0009	−0,0048
RFR USD SOFR/3.60240 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8)	−0,07	−124,23	−0,0009	−0,0049
RFR USD SOFR/3.59507 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8)	−0,07	−124,23	−0,0009	−0,0049
RFR USD SOFR/3.6062* 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8)	−0,08	−126,62	−0,0010	−0,0050
RFR USD SOFR/2.69000 07/11/22-10Y LCH / DIR (EZ1VLGLZFD40)	−0,08	−10,23	−0,0010	0,0002
RFR USD SOFR/2.69000 07/11/22-10Y LCH / DIR (EZ1VLGLZFD40)	−0,08	−10,23	−0,0010	0,0002
RFR USD SOFR/2.68000 07/11/22-10Y LCH / DIR (EZ1VLGLZFD40)	−0,08	−9,09	−0,0010	0,0002
RFR USD SOFR/2.68000 07/11/22-10Y LCH / DIR (EZ1VLGLZFD40)	−0,08	−9,09	−0,0010	0,0002
RFR USD SOFR/3.60089 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8)	−0,09	−129,01	−0,0011	−0,0051
RFR USD SOFR/3.60243 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8)	−0,09	−130,38	−0,0011	−0,0051
RFR USD SOFR/3.62330 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8)	−0,11	−137,20	−0,0014	−0,0054
RFR USD SOFR/3.6766* 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8)	−0,11	−137,54	−0,0014	−0,0054
RFR USD SOFR/3.6637* 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8)	−0,12	−141,64	−0,0016	−0,0055
RFR USD SOFR/3.05000 09/07/22-5Y LCH / DIR (EZM84G9F7F52)	−0,12	−11,43	−0,0016	0,0003
RFR USD SOFR/3.05000 09/07/22-5Y LCH / DIR (EZM84G9F7F52)	−0,12	−11,43	−0,0016	0,0003
RFR USD SOFR/3.7317* 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8)	−0,14	−146,42	−0,0018	−0,0057
RFR USD SOFR/3.68700 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8)	−0,19	−165,19	−0,0025	−0,0064
RFR USD SOFR/3.72136 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8)	−0,19	−165,87	−0,0025	−0,0064
RFR USD SOFR/3.08000 02/23/23-30Y LCH / DIR (EZ8G71TWCYV4)	−0,19	15,57	−0,0025	−0,0002
RFR USD SOFR/3.08000 02/23/23-30Y LCH / DIR (EZ8G71TWCYV4)	−0,19	15,57	−0,0025	−0,0002
RFR USD SOFR/3.72186 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8)	−0,19	−166,21	−0,0025	−0,0064
RFR USD SOFR/3.72186 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8)	−0,19	−166,21	−0,0025	−0,0064
RFR USD SOFR/3.72186 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8)	−0,19	−166,21	−0,0025	−0,0064
RFRF USD SF+26.161/1.5* 7/12/23-4Y* CME / DIR (EZ0T7GWRYJG6)	−0,20	−24,32	−0,0025	0,0010
RFRF USD SF+26.161/1.5* 7/12/23-4Y* CME / DIR (EZ0T7GWRYJG6)	−0,20	−24,32	−0,0025	0,0010
RFRF USD SF+26.161/1.4* 7/20/23-4Y* CME / DIR (EZSDJCSH40R0)	−0,20	−23,26	−0,0025	0,0009
US01F0526727 / Uniform Mortgage-Backed Security, TBA	−0,20	−100,49	−0,0026	−0,5223
RFR USD SOFR/3.72680 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8)	−0,20	−168,26	−0,0026	−0,0065
RFR USD SOFR/2.60500 06/28/22-5Y LCH / DIR (EZ7RQ4NC0R56)	−0,21	−58,50	−0,0026	0,0040
RFR USD SOFR/2.60500 06/28/22-5Y LCH / DIR (EZ7RQ4NC0R56)	−0,21	−58,50	−0,0026	0,0040
RFR USD SOFR/3.7351* 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8)	−0,21	−171,67	−0,0027	−0,0067
RFR USD SOFR/3.73910 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8)	−0,22	−173,38	−0,0028	−0,0067
RFRF USD SF+26.161/1.5* 7/20/23-6Y* CME / DIR (EZVTPY9TX4Q3)	−0,22	−19,05	−0,0028	0,0008
RFRF USD SF+26.161/1.5* 7/20/23-6Y* CME / DIR (EZVTPY9TX4Q3)	−0,22	−19,05	−0,0028	0,0008
RFR USD SOFR/3.74901 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8)	−0,23	−177,47	−0,0029	−0,0069
OIS USD SOFR/1.76500 03/16/22-10Y LCH / DIR (EZY36YDCQFG6)	−0,24	−5,62	−0,0030	0,0004
OIS USD SOFR/1.76500 03/16/22-10Y LCH / DIR (EZY36YDCQFG6)	−0,24	−5,62	−0,0030	0,0004
RFR USD SOFR/3.69100 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8)	−0,25	−184,98	−0,0032	−0,0072
RFR USD SOFR/2.37000 06/21/22-5Y LCH / DIR (EZ199QNDDL71)	−0,27	−54,82	−0,0034	0,0045
RFR USD SOFR/2.37000 06/21/22-5Y LCH / DIR (EZ199QNDDL71)	−0,27	−54,82	−0,0034	0,0045
RFR USD SOFR/1.78750 05/03/22-5Y LCH / DIR (EZRTX2S89N60)	−0,28	−48,73	−0,0036	0,0038
RFR USD SOFR/1.78750 05/03/22-5Y LCH / DIR (EZRTX2S89N60)	−0,28	−48,73	−0,0036	0,0038
OIS USD SOFR/1.57300 02/28/22-5Y LCH / DIR (EZQX6985GRC3)	−0,28	−1,05	−0,0036	0,0002
OIS USD SOFR/1.57300 02/28/22-5Y LCH / DIR (EZQX6985GRC3)	−0,28	−1,05	−0,0036	0,0002
RFR USD SOFR/1.78250 04/22/22-5Y LCH / DIR (EZ9JCXJR8PR5)	−0,28	−48,36	−0,0036	0,0038
RFR USD SOFR/3.50000 12/20/23-10Y LCH / DIR (EZ4G8FZQ8LF2)	−0,29	−145,69	−0,0037	−0,0121
RFR USD SOFR/3.50000 12/20/23-10Y LCH / DIR (EZ4G8FZQ8LF2)	−0,29	−145,69	−0,0037	−0,0121
RFR USD SOFR/2.85000 08/30/22-5Y LCH / DIR (EZLK7ZQFBRF6)	−0,32	−8,52	−0,0041	0,0006
RFR USD SOFR/2.85000 08/30/22-5Y LCH / DIR (EZLK7ZQFBRF6)	−0,32	−8,52	−0,0041	0,0006
RFRF USD SF+26.161/1.6* 7/26/23-6Y* CME / DIR (EZ0MNYB704Q3)	−0,35	−19,91	−0,0045	0,0014
RFRF USD SF+26.161/1.6* 7/26/23-6Y* CME / DIR (EZ0MNYB704Q3)	−0,35	−19,91	−0,0045	0,0014
RFR USD SOFR/3.75000 12/18/24-7Y LCH / DIR (EZQ9TQ7T4F86)	−0,37	516,67	−0,0047	−0,0039
RFR USD SOFR/3.75000 12/18/24-7Y LCH / DIR (EZQ9TQ7T4F86)	−0,37	516,67	−0,0047	−0,0039
RFRF USD SF+26.161/1.5* 8/16/23-4Y* CME / DIR (EZT2YDXL4KH9)	−0,37	−24,44	−0,0048	0,0019
RFRF USD SF+26.161/1.5* 8/16/23-4Y* CME / DIR (EZT2YDXL4KH9)	−0,37	−24,44	−0,0048	0,0019
RFR USD SOFR/3.05000 09/06/22-10Y LCH / DIR (EZFMM2VYWS46)	−0,39	−15,47	−0,0050	0,0012
RFR USD SOFR/3.05000 09/06/22-10Y LCH / DIR (EZFMM2VYWS46)	−0,39	−15,47	−0,0050	0,0012
RFR USD SOFR/1.92750 03/25/22-5Y LCH / DIR (EZM2NRKV4XD6)	−0,39	−2,51	−0,0050	0,0004
RFR USD SOFR/1.92750 03/25/22-5Y LCH / DIR (EZM2NRKV4XD6)	−0,39	−2,51	−0,0050	0,0004
RFRF USD SF+26.161/1.8* 7/26/23-29Y* CME / DIR (EZ0D1JRQTQ59)	−0,39	2,63	−0,0050	0,0001
RFRF USD SF+26.161/1.8* 7/26/23-29Y* CME / DIR (EZ0D1JRQTQ59)	−0,39	2,63	−0,0050	0,0001
RFRF USD SF+26.161/1.8* 7/24/23-29Y* CME / DIR (EZ902CJWY1S2)	−0,40	2,57	−0,0051	0,0001
RFRF USD SF+26.161/1.8* 7/24/23-29Y* CME / DIR (EZ902CJWY1S2)	−0,40	2,57	−0,0051	0,0001
RFRF USD SF+26.161/1.4* 7/18/23-4Y* CME / DIR (EZ37WB6B28S5)	−0,40	−23,24	−0,0052	0,0019
RFRF USD SF+26.161/1.4* 7/18/23-4Y* CME / DIR (EZ37WB6B28S5)	−0,40	−23,24	−0,0052	0,0019
RFR USD SOFR/1.62000 04/18/22-5Y LCH / DIR (EZRP9T0S2CX3)	−0,41	−47,72	−0,0053	0,0054
RFR USD SOFR/1.62000 04/18/22-5Y LCH / DIR (EZRP9T0S2CX3)	−0,41	−47,72	−0,0053	0,0054
RFR USD SOFR/2.25000 06/17/22-5Y LCH / DIR (EZMFVK22J1K8)	−0,43	−52,99	−0,0055	0,0069
RFR USD SOFR/2.25000 06/17/22-5Y LCH / DIR (EZMFVK22J1K8)	−0,43	−52,99	−0,0055	0,0069
RFRF USD SF+26.161/1.7* 02/02/22-10Y LCH / DIR (EZS1LWCR7G50)	−0,45	−13,46	−0,0058	0,0012
RFRF USD SF+26.161/1.7* 7/12/23-9Y* CME / DIR (EZKZJBTG1738)	−0,49	−13,24	−0,0062	0,0013
RFRF USD SF+26.161/1.7* 7/12/23-9Y* CME / DIR (EZKZJBTG1738)	−0,49	−13,24	−0,0062	0,0013
RFRF USD SF+26.161/1.5* 7/26/23-8Y* CME / DIR (EZNM1YG7V5M2)	−0,53	−7,56	−0,0067	0,0009
RFRF USD SF+26.161/1.5* 7/26/23-8Y* CME / DIR (EZNM1YG7V5M2)	−0,53	−7,56	−0,0067	0,0009
RFRF USD SF+26.161/1.5* 7/22/23-8Y* CME / DIR (EZXYLHD4W6W8)	−0,53	−7,52	−0,0068	0,0009
RFRF USD SF+26.161/1.5* 7/22/23-8Y* CME / DIR (EZXYLHD4W6W8)	−0,53	−7,52	−0,0068	0,0009
RFRF USD SF+26.161/1.2* 09/28/23-5Y CME / DIR (EZ2F6K40DBN1)	−0,57	−19,29	−0,0073	0,0022
RFRF USD SF+26.161/1.2* 09/28/23-5Y CME / DIR (EZ2F6K40DBN1)	−0,57	−19,29	−0,0073	0,0022
RFRF USD SF+26.161/1.3* 01/04/22-5Y LCH / DIR (EZ24012PXL75)	−0,60	−21,44	−0,0077	0,0026
RFRF USD SF+26.161/1.3* 01/04/22-5Y LCH / DIR (EZ24012PXL75)	−0,60	−21,44	−0,0077	0,0026
ABX.HE.AAA.06-2 SP BOA / DCR (000000000)	−0,63		−0,0081	−0,0081
RFRF USD SF+26.161/1.6* 7/24/23-9Y* CME / DIR (EZ6P3GZYT2C3)	−0,63	−12,72	−0,0081	0,0017
RFRF USD SF+26.161/1.6* 7/24/23-9Y* CME / DIR (EZ6P3GZYT2C3)	−0,63	−12,72	−0,0081	0,0017
RFR USD SOFR/1.77000 02/14/22-10Y LCH / DIR (EZFWLWJNNM38)	−0,64	−6,01	−0,0082	0,0010
RFR USD SOFR/1.77000 02/14/22-10Y LCH / DIR (EZFWLWJNNM38)	−0,64	−6,01	−0,0082	0,0010
OIS USD SOFR/1.73000 02/24/22-10Y LCH / DIR (EZH1VNW83S06)	−0,70	−5,80	−0,0090	0,0011
OIS USD SOFR/1.73000 02/24/22-10Y LCH / DIR (EZH1VNW83S06)	−0,70	−5,80	−0,0090	0,0011
RFR USD SOFR/4.25000 03/20/24-7Y CME / DIR (EZYQYZRSQ9W3)	−0,71	31,67	−0,0091	−0,0018
RFR USD SOFR/4.25000 03/20/24-7Y CME / DIR (EZYQYZRSQ9W3)	−0,71	31,67	−0,0091	−0,0018
RFR USD SOFR/1.65000 02/08/22-10Y LCH / DIR (EZFHGQ0YBC29)	−0,77	−5,54	−0,0098	0,0011
RFR USD SOFR/1.65000 02/08/22-10Y LCH / DIR (EZFHGQ0YBC29)	−0,77	−5,54	−0,0098	0,0011
RFRF USD SF+26.161/1.5* 7/15/23-8Y* CME / DIR (EZ49L30X8CL0)	−0,81	−7,55	−0,0103	0,0014
RFRF USD SF+26.161/1.5* 7/15/23-8Y* CME / DIR (EZ49L30X8CL0)	−0,81	−7,55	−0,0103	0,0014
RFRF USD SF+26.161/1.50 7/05/23-8Y* CME / DIR (EZG255XP83L5)	−0,82	−7,54	−0,0105	0,0015
RFR USD SOFR/2.90000 04/04/22-6Y* LCH / DIR (EZZXCSYHTBZ5)	−0,88	−10,52	−0,0112	0,0020
RFR USD SOFR/2.90000 04/04/22-6Y* LCH / DIR (EZZXCSYHTBZ5)	−0,88	−10,52	−0,0112	0,0020
RFR USD SOFR/1.75000 06/15/22-10Y CME / DIR (EZQ6DKJXZ1C9)	−1,22	−79,46	−0,0156	0,0645
RFR USD SOFR/1.75000 06/15/22-10Y CME / DIR (EZQ6DKJXZ1C9)	−1,22	−79,46	−0,0156	0,0645
RFR USD SOFR/1.75000 06/15/22-10Y CME / DIR (EZQ6DKJXZ1C9)	−1,22	−79,46	−0,0156	0,0645
RFR USD SOFR/1.87200 04/06/22-10Y LCH / DIR (EZ972XMCG9H9)	−1,24	−27,01	−0,0158	0,0070
RFR USD SOFR/1.87200 04/06/22-10Y LCH / DIR (EZ972XMCG9H9)	−1,24	−27,01	−0,0158	0,0070
RFR USD SOFR/3.75000 12/18/24-5Y LCH / DIR (EZ2V74HC3Q62)	−1,27	325,17	−0,0162	−0,0122
RFR USD SOFR/3.75000 12/18/24-5Y LCH / DIR (EZ2V74HC3Q62)	−1,27	325,17	−0,0162	−0,0122
RFRF USD SF+26.161/0.50 9/16/23-3Y* CME / DIR (EZ1070M87596)	−2,51	−17,33	−0,0321	0,0088
RFRF USD SF+26.161/0.50 9/16/23-3Y* CME / DIR (EZ1070M87596)	−2,51	−17,33	−0,0321	0,0088
OIS USD SOFR/1.81700 04/05/22-10Y LCH / DIR (EZC7R1KQJZ83)	−2,52	−26,83	−0,0322	0,0141
OIS USD SOFR/1.81700 04/05/22-10Y LCH / DIR (EZC7R1KQJZ83)	−2,52	−26,83	−0,0322	0,0141
RFRF USD SF+26.161/1.50 9/15/23-5Y* CME / DIR (EZL6C00KXKG3)	−2,54	−11,68	−0,0325	0,0062
RFRF USD SF+26.161/1.50 9/15/23-5Y* CME / DIR (EZL6C00KXKG3)	−2,54	−11,68	−0,0325	0,0062
RFR USD SOFR/3.75000 06/20/24-7Y CME / DIR (EZCCSW1V4GN3)	−2,56	−376,59	−0,0328	−0,0453
RFR USD SOFR/3.75000 06/20/24-7Y CME / DIR (EZCCSW1V4GN3)	−2,56	−376,59	−0,0328	−0,0453
US LONG BOND(CBT) SEP25 XCBT 20250919 / DIR (000000000)	−2,96		−0,0379	−0,0379
US LONG BOND(CBT) SEP25 XCBT 20250919 / DIR (000000000)	−2,96		−0,0379	−0,0379
RFR USD SOFR/3.75000 06/20/24-7Y LCH / DIR (EZCCSW1V4GN3)	−4,32	−566,34	−0,0553	−0,0679
RFR USD SOFR/3.75000 06/20/24-7Y LCH / DIR (EZCCSW1V4GN3)	−4,32	−566,34	−0,0553	−0,0679
RFR USD SOFR/1.61750 02/09/22-7Y LCH / DIR (EZ67SGVGHPV0)	−4,84	−37,90	−0,0620	0,0431
RFR USD SOFR/1.61750 02/09/22-7Y LCH / DIR (EZ67SGVGHPV0)	−4,84	−37,90	−0,0620	0,0431
RFRF USD SF+26.161/0.50 9/16/23-5Y* CME / DIR (EZTP4L47M699)	−5,69	−12,56	−0,0728	0,0149
RFRF USD SF+26.161/0.50 9/16/23-5Y* CME / DIR (EZTP4L47M699)	−5,69	−12,56	−0,0728	0,0149
RFR USD SOFR/1.25000 06/15/22-10Y CME / DIR (EZQ6DKJXZ1C9)	−5,93	−0,20	−0,0759	0,0042
RFRF USD SF+26.161/0.7* 9/16/23-8Y* CME / DIR (EZCQ8PB28P30)	−7,22	−8,06	−0,0924	0,0134
RFRF USD SF+26.161/0.7* 9/16/23-8Y* CME / DIR (EZCQ8PB28P30)	−7,22	−8,06	−0,0924	0,0134
US 5YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000)	−7,34		−0,0939	−0,0939
US 5YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000)	−7,34		−0,0939	−0,0939
RFR USD SOFR/3.25000 06/18/25-5Y LCH / DIR (EZH1N8KH2K02)	−8,83		−0,1130	−0,1130
RFR USD SOFR/3.25000 06/18/25-5Y LCH / DIR (EZH1N8KH2K02)	−8,83		−0,1130	−0,1130
RFRF USD SF+26.161/1.5* 7/19/23-28Y* CME / DIR (EZ2D5X7LW4S3)	−10,35	2,25	−0,1325	0,0039
RFRF USD SF+26.161/1.5* 7/19/23-28Y* CME / DIR (EZ2D5X7LW4S3)	−10,35	2,25	−0,1325	0,0039
US 10YR NOTE (CBT)SEP25 XCBT 20250919 / DIR (000000000)	−14,87		−0,1903	−0,1903
US 10YR NOTE (CBT)SEP25 XCBT 20250919 / DIR (000000000)	−14,87		−0,1903	−0,1903
RFR USD SOFR/3.25000 06/18/25-30Y LCH / DIR (EZVR6JLJ0ZB5)	−19,47		−0,2493	−0,2493
RFR USD SOFR/3.25000 06/18/25-30Y LCH / DIR (EZVR6JLJ0ZB5)	−19,47		−0,2493	−0,2493
US01F0426811 / UMBS TBA	−24,10	609,72	−0,3085	−0,2546