Mga Batayang Estadistika
| Nilai Portofolio | $ 15,003,487,563 |
| Posisi Saat Ini | 2,828 |
Kepemilikan Terbaru, Kinerja, AUM (dari 13F, 13D)
PIMCO FUNDS - PIMCO ABS and Short-Term Investments Portfolio telah mengungkapkan total kepemilikan 2,828 dalam pengajuan SEC terbaru mereka. Nilai portofolio terbaru dihitung sebesar $ 15,003,487,563 USD. Aset yang Dikelola (AUM) sebenarnya adalah nilai ini ditambah kas (yang tidak diungkapkan). Aset-aset utama PIMCO FUNDS - PIMCO ABS and Short-Term Investments Portfolio adalah 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) . Posisi baru PIMCO FUNDS - PIMCO ABS and Short-Term Investments Portfolio meliputi: 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) .
Peningkatan Tertinggi Kuartal Ini
Kami menggunakan perubahan dalam alokasi portofolio karena ini adalah metrik yang paling bermakna. Perubahan dapat disebabkan oleh perdagangan atau perubahan harga saham.
| Keamanan | Saham (MM) |
Nilai (Juta Dolar AS) |
Portfolio % | ΔPorsyento ng Portfolio |
|---|---|---|---|---|
| 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 |
Penurunan Tertinggi Kuartal Ini
Kami menggunakan perubahan dalam alokasi portofolio karena ini adalah metrik yang paling bermakna. Perubahan dapat disebabkan oleh perdagangan atau perubahan harga saham.
| Keamanan | Saham (MM) |
Nilai (Juta Dolar AS) |
Portfolio % | ΔPorsyento ng Portfolio |
|---|---|---|---|---|
| 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 |
Pengajuan 13F dan Dana
Formulir ini diajukan pada 2025-08-28 untuk periode pelaporan 2025-06-30. Investor ini belum mengungkapkan sekuritas yang diperhitungkan dalam bentuk saham, sehingga kolom terkait saham dalam tabel di bawah ini dihilangkan. Klik ikon tautan untuk melihat riwayat transaksi selengkapnya.
Tingkatkan ke versi premium untuk membuka data premium dan ekspor ke Excel. 
.
2022-07-28: Catatan Penting - Kami telah mengubah cara perhitungan kolom Δ Portfolio % pada tabel ini. Sebelumnya, kami melaporkannya sebagai persentase perubahan dalam alokasi portofolio. Sekarang kami melaporkannya sebagai perubahan mentah dalam alokasi portofolio (tetap dilaporkan sebagai persentase). Dalam rumus, sebelumnya kami melaporkannya sebagai 100 * (alokasi saat ini - alokasi sebelumnya) / alokasi sebelumnya. Sekarang kami melaporkannya sebagai (alokasi saat ini - alokasi sebelumnya).
| Keamanan | Ketik | ΔSaham (%) |
Nilai ($MM) |
Portpolyo (%) |
ΔPortofolio (%) |
|
|---|---|---|---|---|---|---|
| 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 |
