| 1 | Cdx Ig42 5y Ice | N/A | 41.43% | 305,700,000 |
| 2 | Federal National Mortgage Association 6% | N/A | 10.40% | 79,090,000 |
| 3 | Cdx Hy42 5y Ice | N/A | 8.77% | 62,400,000 |
| 4 | Federal National Mortgage Association 5.5% | N/A | 8.35% | 64,830,000 |
| 5 | Federal National Mortgage Association 5% | N/A | 7.16% | 56,950,000 |
| 6 | Federal National Mortgage Association 4.5% | N/A | 6.92% | 56,600,000 |
|
| 7 | United States Treasury Notes 1.25% | N/A | 6.41% | 50,336,735 |
| 8 | U S Treasury Repo | N/A | 4.08% | 30,700,000 |
| 9 | United States Treasury Notes 1.125% | N/A | 3.12% | 25,869,217 |
| 10 | Cdx Hy41 5y Ice | N/A | 3.11% | 22,077,000 |
| 11 | U S Treasury Repo | N/A | 2.14% | 16,100,000 |
| 12 | United States Treasury Notes 3.625% | N/A | 1.57% | 12,387,600 |
| 13 | VERUS SECURITIZATION TRUST 2024-INV1 6.116% | N/A | 1.56% | 11,796,000 |
| 14 | 10 Year Treasury Note Future June 24 | N/A | 1.44% | 10,100,000 |
| 15 | Cdx Ig41 5y Ice | N/A | 1.44% | 10,600,000 |
| 16 | Invsc 5A A 3Meur + 107 Bps 144A | N/A | 1.42% | 10,000,000 |
| 17 | Zcs Brl 11.45591 05/04/23-01/02/26 Cme | N/A | 1.32% | 59,780,000 |
| 18 | VERUS SECURITIZATION TRUST 2023-8 6.2591% | N/A | 1.22% | 9,200,792 |
| 19 | Offset: Cash | N/A | 1.21% | 0 |
| 20 | Zcs Brl 9.83243 03/13/24-01/04/27 Cme | N/A | 0.99% | 49,600,000 |
| 21 | Dryd 2020-89a A 3meur+100bps | N/A | 0.98% | 7,000,000 |
| 22 | Irs Aud 4.75000 12/20/28-5y Lch | N/A | 0.97% | 11,300,000 |
| 23 | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-5 6.31% | N/A | 0.95% | 7,159,310 |
| 24 | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-2 5.47% | N/A | 0.93% | 7,000,000 |
| 25 | Morgan Stanley ABS Capital I Inc 6.3313% | N/A | 0.90% | 7,093,720 |
| 26 | ACE Securities Corp Home Equity Loan Trust Series 2007-SL2 7.1813% | N/A | 0.86% | 7,700,000 |
| 27 | BLUME 5A A 3MEUR+91BP | N/A | 0.85% | 6,000,000 |
| 28 | Dryd 2021-91a A 3meur + 120 Bp | N/A | 0.85% | 6,000,000 |
| 29 | SPAUL 4A ARR1 144A 3MEUR + 83 BP | N/A | 0.84% | 5,929,712 |
| 30 | ENTERPRISE FLEET FINANCING 2024-2 LLC 5.74% | N/A | 0.80% | 6,000,000 |
| 31 | BINOM SECURITIZATION TRUST 2022-INV1 4.441% | N/A | 0.79% | 6,404,405 |
| 32 | Wamu Mortgage Pass-Through CTFS TR 5.0189% | N/A | 0.74% | 5,986,569 |
| 33 | U S Treasury Repo | N/A | 0.72% | 5,400,000 |
| 34 | Hayem 4A Ar 3Meur+104Bps 144A | N/A | 0.71% | 5,000,000 |
| 35 | Cash Collateral Ice Bpg Usd | N/A | 0.70% | 5,263,000 |
| 36 | Rfte 2018-1a Ar 3meur + 137bp 144a | N/A | 0.67% | 4,700,000 |
| 37 | RCKT MORTGAGE TRUST 2024-CES2 6.141% | N/A | 0.66% | 4,949,745 |
| 38 | Tpmf 2024-Gr6a A1 Sonia+92.5 Bps 144A | N/A | 0.66% | 4,000,000 |
| 39 | PRET 2024-RN1 LLC 7.1428% | N/A | 0.65% | 4,950,380 |
| 40 | Twrbg 2024-2a A Sonia + 88bp 144a | N/A | 0.65% | 3,900,000 |
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| 41 | Saxon Asset Securities Trust 5.9263% | N/A | 0.57% | 6,050,000 |
| 42 | ANGEL OAK MORTGAGE TRUST 2024-4 6.197% | N/A | 0.54% | 4,100,000 |
| 43 | Deutsche 07-Ramp1 5.6713% | N/A | 0.54% | 19,563,000 |
| 44 | VERUS SECURITIZATION TRUST 2024-3 6.338% | N/A | 0.54% | 4,100,000 |
| 45 | Marathon Clo Xiii Ltd / Marathon Clo Xii 6.534% | N/A | 0.53% | 4,000,000 |
| 46 | PAGAYA AI DEBT TRUST 2024-3 6.258% | N/A | 0.53% | 4,000,000 |
| 47 | PRPM 2024-NQM1 TRUST 6.265% | N/A | 0.53% | 4,000,000 |
| 48 | RAD CLO 4 LTD 6.5564% | N/A | 0.53% | 4,000,000 |
| 49 | SOUND POINT CLO XXVIII LTD 6.6066% | N/A | 0.53% | 4,000,000 |
| 50 | Trysail Clo 2021-1 Ltd / Llc 6.9974% | N/A | 0.53% | 4,000,000 |
