| 1 | TYU6P 109 | 2026-08-21 US 10YR NOTE (CBT)Sep26 P 109 | 0.00% | 0.00 | $0.00 |
| 2 | | Pretium Mortgage Credit Partners LLC Series 2026-NPL2, Class A1, Variable rate, due 02/25/2056 | 0.00% | 0.00 | $0.00 |
| 3 | | Verus Securitization Trust Series 2024-5, Class B1, Variable rate, due 06/25/2069 | 0.00% | 0.00 | $0.00 |
| 4 | FVU6P 108.5 | 2026-08-21 US 5YR NOTE (CBT) Sep26 P 108.50 | 0.00% | 0.00 | $0.00 |
| 5 | | PRP Advisors, LLC Series 2025-7, Class A1, Variable rate, due 08/25/2030 | 0.00% | 0.00 | $0.00 |
| 6 | | Research-Driven Pagaya Motor Asset Trust I Series 2025-6A, Class C, 5.534%, due 08/25/2034 | 0.00% | 0.00 | $0.00 |
| 7 | FVU6 | US 5YR NOTE (CBT) Sep26 | 0.00% | 0.00 | $0.00 |
| 8 | | Cross Mortgage Trust Series 2025-H6, Class B1B, Variable rate, due 07/25/2070 | 0.00% | 0.00 | $0.00 |
| 9 | | Benefit Street Partners CLO Ltd Series 2021-23A, Class D1RR, Variable rate, due 04/25/2039 | 0.00% | 0.00 | $0.00 |
| 10 | | REMIC FUNDING TRUST 98-1 Series 2025-3, Class B, 7.749%, due 12/27/2056 | 0.00% | 0.00 | $0.00 |
| 11 | | LMRK Issuer Co. LLC Series 2025-1A, Class C, 8.12%, due 09/15/2055 | 0.00% | 0.00 | $0.00 |
| 12 | | Diameter Capital CLO Series 2022-4A, Class ERR, Variable rate, due 01/15/2039 | 0.00% | 0.00 | $0.00 |
| 13 | TUU6C 104.5 | 2026-08-21 US 2YR NOTE (CBT) Sep26 C 104.50 | 0.00% | 0.00 | $0.00 |
| 14 | TUU6P 103 | 2026-08-21 US 2YR NOTE (CBT) Sep26 P 103 | 0.00% | 0.00 | $0.00 |
| 15 | | Pretium Mortgage Credit Partners LLC Series 2026-NPL4, Class A2, Variable rate, due 04/25/2056 | 0.00% | 0.00 | $0.00 |
| 16 | | Preston Ridge Partners Mortgage Trust Series 2026-RCF2, Class M1, Variable rate, due 03/25/2056 | 0.00% | 0.00 | $0.00 |
| 17 | | Magnetite CLO Ltd Series 2019-23A, Class ER2, Variable rate, due 01/25/2035 | 0.00% | 0.00 | $0.00 |
| 18 | SFRZ6C 96.75 | 2026-12-11 3 MONTH SOFR FUT Dec26 C 96.75 | 0.00% | 0.00 | $0.00 |
| 19 | | BX Trust Series 2026-VLT10, Class C, Variable rate, due 06/13/2058 | 0.00% | 0.00 | $0.00 |
| 20 | | GNMA Series 2053-153, Class IO, Variable rate, due 09/16/2067 | 0.00% | 0.00 | $0.00 |