Holdings (Monthly)
Guide ↗
Medium-Duration Bond Fund
· GuideStone Funds| # | Name | Ticker | Since | Shares | Value | % Port | Cat |
|---|---|---|---|---|---|---|---|
| 1 | CBOT | TUM6 | Sep 2022 | 1,046 | $217.0M | 5.95% | DIR |
| 2 | BTOPN CITIGROUP TO 01/0 | 77799MAR5 | Mar 2026 | 190,400,000 | $190.4M | 5.22% | RA |
| 3 | CBOT | FVM6 | Sep 2022 | 1,711 | $185.1M | 5.08% | DIR |
| 4 | CBOT | TYM6 | Sep 2022 | 1,475 | $163.8M | 4.49% | DIR |
| 5 | BTOPN WELLS FAR TO 01/0 | 77799MAR5 | Mar 2026 | 132,700,000 | $132.7M | 3.64% | RA |
| 6 | CBOT | FVM6 | Sep 2022 | 1,116 | $120.7M | 3.31% | DIR |
| 7 | Federal National Mortgage Association | FNMA | Mar 2026 | 118,200,000 | $113.9M | 3.13% | ABS-MBS |
| 8 | LIFFE | ERZ6 | Sep 2022 | 400 | $112.3M | 3.08% | DIR |
| 9 | United States Treasury Bills | B | Mar 2026 | 87,300,000 | $87.1M | 2.39% | DBT |
| 10 | Federal National Mortgage Association | FNMA | Mar 2026 | 82,208,964 | $85.0M | 2.33% | ABS-MBS |
| 11 | CBOT | FVM6 | Sep 2022 | 763 | $82.5M | 2.26% | DIR |
| 12 | Federal National Mortgage Association | FNMA | Mar 2026 | 80,800,000 | $79.6M | 2.18% | ABS-MBS |
| 13 | LIFFE | SFIZ6 | Sep 2022 | 221 | $69.9M | 1.92% | DIR |
| 14 | Federal National Mortgage Association | FNMA | Mar 2026 | 65,650,703 | $64.6M | 1.77% | ABS-MBS |
| 15 | United States Treasury Bonds | T | Mar 2026 | 64,900,000 | $62.6M | 1.72% | DBT |
| 16 | CBOT | WNM6 | Sep 2022 | 535 | $62.4M | 1.71% | DIR |
| 17 | LIFFE | SFIH7 | Sep 2022 | 197 | $62.3M | 1.71% | DIR |
| 18 | Federal National Mortgage Association | FNMA | Mar 2026 | 59,100,000 | $59.2M | 1.63% | ABS-MBS |
| 19 | EUREXDEU | DUM6 | Sep 2022 | 459 | $56.1M | 1.54% | DIR |
| 20 | CBOT | TUM6 | Sep 2022 | 268 | $55.6M | 1.53% | DIR |
| 21 | Guidestone Funds | GMYXX | Sep 2022 | 51,148,302 | $51.1M | 1.40% | STIV |
| 22 | CBOT | USM6 | Sep 2022 | 326 | $37.1M | 1.02% | DIR |
| 23 | Guidestone Funds | GMYXX | Sep 2022 | 36,631,280 | $36.6M | 1.01% | STIV |
| 24 | CME | SFRZ7 | Sep 2022 | 151 | $36.5M | 1.00% | DIR |
| 25 | Federal National Mortgage Association | FNMA | Mar 2026 | 34,600,000 | $35.2M | 0.97% | ABS-MBS |
| 26 | United States Treasury Notes | T | Mar 2026 | 37,760,000 | $33.1M | 0.91% | DBT |
| 27 | Federal National Mortgage Association | FNMA | Mar 2026 | 30,330,000 | $28.6M | 0.78% | ABS-MBS |
| 28 | CME | SFRM6 | Sep 2022 | 116 | $27.9M | 0.77% | DIR |
| 29 | CME | SFRH6 | Sep 2022 | 116 | $27.9M | 0.77% | DIR |
| 30 | Federal National Mortgage Association | FNMA | Mar 2026 | 33,160,000 | $27.9M | 0.76% | ABS-MBS |
| 31 | United States Treasury Bonds | T | Mar 2026 | 27,082,000 | $26.1M | 0.72% | DBT |
| 32 | Federal National Mortgage Association | FNMA | Mar 2026 | 31,000,000 | $26.1M | 0.72% | ABS-MBS |
| 33 | Government National Mortgage Association | GNR | Mar 2026 | 25,000,000 | $25.4M | 0.70% | ABS-MBS |
| 34 | Federal National Mortgage Association | FNMA | Mar 2026 | 26,000,000 | $24.5M | 0.67% | ABS-MBS |
| 35 | United States Treasury Bonds | T | Sep 2022 | 34,800,000 | $23.3M | 0.64% | DBT |
| 36 | United States Treasury Notes | T | Mar 2026 | 22,870,000 | $22.8M | 0.63% | DBT |
| 37 | Federal National Mortgage Association | FNMA | Mar 2026 | 21,000,000 | $21.1M | 0.58% | ABS-MBS |
| 38 | United States Treasury Bonds | T | Sep 2022 | 32,300,000 | $20.8M | 0.57% | DBT |
| 39 | Secretaria Do Tesouro Nacional | BLTN | Mar 2026 | 104,400,000 | $19.5M | 0.53% | DBT |
| 40 | UNITED STATES TSY. 0.625% | T | Dec 2022 | 18,400,000 | $19.4M | 0.53% | DBT |
| 41 | Federal National Mortgage Association | FNMA | Mar 2026 | 24,000,000 | $19.3M | 0.53% | ABS-MBS |
| 42 | Government National Mortgage Association | GNR | Mar 2026 | 19,240,000 | $19.0M | 0.52% | ABS-MBS |
| 43 | United States Treasury Notes | T | Mar 2026 | 19,910,000 | $18.7M | 0.51% | DBT |
| 44 | CBOT | TUM6 | Sep 2022 | 89 | $18.5M | 0.51% | DIR |
| 45 | United States Treasury Notes | T | Mar 2026 | 17,280,000 | $17.4M | 0.48% | DBT |
| 46 | United States Treasury Bonds | T | Sep 2022 | 24,940,000 | $17.3M | 0.47% | DBT |
| 47 | Federal Home Loan Mortgage Corp. | FHLMC | Mar 2026 | 16,470,654 | $16.9M | 0.46% | ABS-MBS |
| 48 | CBOT | WNM6 | Sep 2022 | 135 | $15.7M | 0.43% | DIR |
| 49 | Federal National Mortgage Association | FNMA | Mar 2026 | 17,000,000 | $15.6M | 0.43% | ABS-MBS |
| 50 | Federal National Mortgage Association | FNMA | Mar 2026 | 17,755,000 | $15.6M | 0.43% | ABS-MBS |
| 51 | Federal National Mortgage Association | FNMA | Mar 2026 | 14,811,755 | $15.0M | 0.41% | ABS-MBS |
| 52 | Federal National Mortgage Association | FNMA | Mar 2026 | 15,000,000 | $14.9M | 0.41% | ABS-MBS |
| 53 | United States Treasury Notes | T | Mar 2026 | 14,480,000 | $14.4M | 0.40% | DBT |
| 54 | United States Treasury Notes | T | Mar 2026 | 13,700,000 | $14.4M | 0.40% | DBT |
| 55 | United States Treasury Bonds | T | Mar 2026 | 14,760,000 | $14.3M | 0.39% | DBT |
| 56 | Government National Mortgage Association | GNR | Mar 2026 | 14,000,000 | $14.1M | 0.39% | ABS-MBS |
| 57 | Guidestone Funds | GMYXX | Sep 2022 | 14,034,409 | $14.0M | 0.39% | STIV |
| 58 | UNITED STATES TSY. 1.875% | T | Mar 2026 | 13,775,000 | $13.9M | 0.38% | DBT |
| 59 | Northern Institutional Funds | 665279105 | Sep 2022 | 13,601,068 | $13.6M | 0.37% | STIV |
| 60 | Federal National Mortgage Association | FNMA | Mar 2026 | 13,100,000 | $13.1M | 0.36% | ABS-MBS |
| 61 | United States Treasury Bonds | T | Mar 2026 | 13,974,000 | $11.7M | 0.32% | DBT |
| 62 | PLACEHOLD PROJECT CASHMER | 000000000 | Sep 2022 | 16,900,000 | $11.7M | 0.32% | LON |
| 63 | BEIGNET INV LLC | RPLDCI | Mar 2026 | 11,320,000 | $11.6M | 0.32% | DBT |
| 64 | United States Treasury Bonds | T | Mar 2026 | 11,609,000 | $11.4M | 0.31% | DBT |
| 65 | United States Treasury Bonds | T | Mar 2026 | 11,701,000 | $11.3M | 0.31% | DBT |
| 66 | UNITED STATES TSY. 1.875% | T | Mar 2026 | 10,600,000 | $11.0M | 0.30% | DBT |
| 67 | United States Treasury Notes | T | Mar 2026 | 11,110,000 | $10.8M | 0.30% | DBT |
| 68 | United States Treasury Notes | T | Mar 2026 | 10,500,000 | $10.5M | 0.29% | DBT |
| 69 | United States Treasury Notes | T | Mar 2026 | 10,020,000 | $10.0M | 0.27% | DBT |
| 70 | United States Treasury Notes | T | Mar 2026 | 9,990,000 | $9.9M | 0.27% | DBT |
| 71 | Federal Home Loan Mortgage Corp. | FHLMC | Mar 2026 | 9,832,121 | $9.9M | 0.27% | ABS-MBS |
| 72 | Federal National Mortgage Association | FNMA | Mar 2026 | 9,883,297 | $9.7M | 0.27% | ABS-MBS |
| 73 | Northern Institutional Funds | 665279105 | Sep 2022 | 9,637,592 | $9.6M | 0.26% | STIV |
| 74 | United States Treasury Bonds | T | Mar 2026 | 10,535,000 | $9.6M | 0.26% | DBT |
| 75 | Secretaria Do Tesouro Nacional | BLTN | Mar 2026 | 52,500,000 | $9.5M | 0.26% | DBT |
| 76 | Federal Home Loan Mortgage Corp. | FHLMC | Mar 2026 | 10,746,606 | $9.2M | 0.25% | ABS-MBS |
| 77 | United States Treasury Bonds | T | Mar 2026 | 9,130,000 | $9.2M | 0.25% | DBT |
| 78 | Glencore Funding LLC | GLENLN | Mar 2026 | 8,410,000 | $9.1M | 0.25% | DBT |
| 79 | United States Treasury Bonds | T | Mar 2026 | 13,140,000 | $9.1M | 0.25% | DBT |
| 80 | Federal National Mortgage Association | FNMA | Mar 2026 | 9,070,000 | $9.1M | 0.25% | ABS-MBS |
| 81 | Federal National Mortgage Association | FNMA | Sep 2022 | 9,722,058 | $9.0M | 0.25% | ABS-MBS |
| 82 | United States Treasury Notes | T | Mar 2026 | 9,000,000 | $8.9M | 0.24% | DBT |
| 83 | Federal National Mortgage Association | FNMA | Mar 2026 | 8,857,618 | $8.8M | 0.24% | ABS-MBS |
| 84 | Federal National Mortgage Association | FNMA | Mar 2026 | 10,000,000 | $8.8M | 0.24% | ABS-MBS |
| 85 | Australia (Commonwealth of) | ACGB | Mar 2026 | 13,480,000 | $8.8M | 0.24% | DBT |
| 86 | CBOT | USM6 | Sep 2022 | 77 | $8.8M | 0.24% | DIR |
| 87 | CBOT | FVM6 | Sep 2022 | 81 | $8.8M | 0.24% | DIR |
| 88 | Federal Home Loan Mortgage Corp. | FHLMC | Mar 2026 | 9,878,643 | $8.7M | 0.24% | ABS-MBS |
| 89 | Federal National Mortgage Association | FNMA | Sep 2022 | 9,390,091 | $8.7M | 0.24% | ABS-MBS |
| 90 | United States Treasury Notes | T | Mar 2026 | 8,662,000 | $8.6M | 0.24% | DBT |
| 91 | U.S. Treasury Bond Stripped Principal Payment | SP | Sep 2022 | 31,750,000 | $8.6M | 0.23% | DBT |
| 92 | United States Treasury Notes | T | Mar 2026 | 8,697,000 | $8.5M | 0.23% | DBT |
| 93 | United States Treasury Bonds | T | Mar 2026 | 11,300,000 | $8.3M | 0.23% | DBT |
| 94 | United States Treasury Bonds | T | Mar 2026 | 9,153,000 | $8.2M | 0.23% | DBT |
| 95 | PARK BLUE CLO 2022-II LTD/LLC | PKBLU | Mar 2026 | 8,050,000 | $8.1M | 0.22% | ABS-CBDO |
| 96 | Morgan Stanley | MS | Mar 2026 | 7,485,000 | $7.8M | 0.21% | DBT |
| 97 | Government National Mortgage Association | GNR | Mar 2026 | 9,000,000 | $7.7M | 0.21% | ABS-MBS |
| 98 | Government National Mortgage Association | GNR | Mar 2026 | 8,000,000 | $7.7M | 0.21% | ABS-MBS |
| 99 | United States Treasury Notes | T | Mar 2026 | 7,640,000 | $7.7M | 0.21% | DBT |
| 100 | UNITED STATES TSY. 1.75% | T | Mar 2026 | 7,300,000 | $7.7M | 0.21% | DBT |
| 101 | United States Treasury Bonds | T | Mar 2026 | 7,550,000 | $7.7M | 0.21% | DBT |
| 102 | United States Treasury Bonds | T | Sep 2022 | 9,830,000 | $7.5M | 0.21% | DBT |
| 103 | European Union | EU | Mar 2026 | 6,300,000 | $7.3M | 0.20% | DBT |
| 104 | Federal Home Loan Mortgage Corp. | FHLMC | Mar 2026 | 7,063,705 | $7.1M | 0.20% | ABS-MBS |
| 105 | Federal Home Loan Mortgage Corp. | FHLMC | Sep 2022 | 7,200,000 | $7.1M | 0.19% | DBT |
| 106 | Northern Institutional Funds | 665279105 | Sep 2022 | 6,944,620 | $6.9M | 0.19% | STIV |
| 107 | Federal National Mortgage Association | FNMA | Sep 2022 | 7,498,703 | $6.9M | 0.19% | ABS-MBS |
| 108 | U.S. Treasury Security Stripped Interest Security | S | Mar 2026 | 7,660,800 | $6.7M | 0.18% | DBT |
| 109 | Continental Resources, Inc. | CLR | Sep 2022 | 6,495,000 | $6.6M | 0.18% | DBT |
| 110 | United States Treasury Notes | T | Mar 2026 | 6,500,000 | $6.6M | 0.18% | DBT |
| 111 | UNITED STATES TSY. 2.125% | T | Mar 2026 | 6,230,000 | $6.5M | 0.18% | DBT |
| 112 | Federal Home Loan Mortgage Corp. | FHLMC | Mar 2026 | 6,068,245 | $6.4M | 0.18% | ABS-MBS |
| 113 | HCA Inc. | HCA | Mar 2026 | 6,206,000 | $6.4M | 0.17% | DBT |
| 114 | Broadcom Inc | AVGO | Mar 2026 | 7,055,000 | $6.4M | 0.17% | DBT |
| 115 | Federal Home Loan Mortgage Corp. | FHLMC | Mar 2026 | 6,393,257 | $6.3M | 0.17% | ABS-MBS |
| 116 | United States Treasury Notes | T | Mar 2026 | 6,300,000 | $6.3M | 0.17% | DBT |
| 117 | Federal National Mortgage Association | FNMA | Mar 2026 | 6,000,000 | $6.2M | 0.17% | ABS-MBS |
| 118 | United States Treasury Notes | T | Mar 2026 | 6,355,000 | $6.2M | 0.17% | DBT |
| 119 | Federal Home Loan Mortgage Corp. | FHLMC | Dec 2022 | 7,591,827 | $6.1M | 0.17% | ABS-MBS |
| 120 | Federal National Mortgage Association | FNMA | Sep 2022 | 6,492,827 | $6.0M | 0.16% | ABS-MBS |
| 121 | United States Treasury Notes | T | Mar 2026 | 5,980,000 | $5.9M | 0.16% | DBT |
| 122 | Federal Home Loan Mortgage Corp. | FHLMC | Sep 2022 | 6,008,214 | $5.9M | 0.16% | ABS-MBS |
| 123 | United States Treasury Bonds | T | Mar 2026 | 5,960,000 | $5.9M | 0.16% | DBT |
| 124 | REGATTA 30 FUNDING LTD/LLC | REG30 | Mar 2026 | 5,825,000 | $5.8M | 0.16% | ABS-CBDO |
| 125 | Federal National Mortgage Association | FNMA | Mar 2026 | 5,760,009 | $5.8M | 0.16% | ABS-MBS |
| 126 | Northern Institutional Funds | 665279105 | Sep 2022 | 5,792,938 | $5.8M | 0.16% | STIV |
| 127 | United States Treasury Bills | B | Mar 2026 | 5,794,000 | $5.7M | 0.16% | DBT |
| 128 | United States Treasury Bonds | T | Sep 2022 | 6,900,000 | $5.7M | 0.16% | DBT |
| 129 | Federal National Mortgage Association | FNMA | Mar 2026 | 6,000,000 | $5.7M | 0.16% | ABS-MBS |
| 130 | Quebec (Province Of) | Q | Mar 2026 | 7,500,000 | $5.6M | 0.15% | DBT |
| 131 | Federal Home Loan Mortgage Corp. | FHLMC | Mar 2026 | 5,510,520 | $5.5M | 0.15% | ABS-MBS |
| 132 | PIKES PEAK CLO 19(2025) | PIPK | Mar 2026 | 5,400,000 | $5.4M | 0.15% | ABS-CBDO |
| 133 | Sixth Street Clo XVI Ltd. | SIXST | Mar 2026 | 5,400,000 | $5.4M | 0.15% | ABS-CBDO |
| 134 | Goldman Sachs Group, Inc. | GS | Mar 2026 | 5,200,000 | $5.4M | 0.15% | DBT |
| 135 | UBS Group AG | UBS | Mar 2026 | 5,220,000 | $5.4M | 0.15% | DBT |
| 136 | Government National Mortgage Association | GNR | Mar 2026 | 5,000,000 | $5.2M | 0.14% | ABS-MBS |
| 137 | T-Mobile USA, Inc. | TMUS | Dec 2022 | 5,075,000 | $5.2M | 0.14% | DBT |
| 138 | Bank of America Corp. | BAC | Mar 2026 | 4,985,000 | $5.1M | 0.14% | DBT |
| 139 | Government National Mortgage Association | GNR | Sep 2022 | 5,634,023 | $5.0M | 0.14% | ABS-MBS |
| 140 | Government National Mortgage Association | GNR | Mar 2026 | 6,000,000 | $5.0M | 0.14% | ABS-MBS |
| 141 | United States Treasury Bills | B | Mar 2026 | 4,993,000 | $4.9M | 0.14% | DBT |
| 142 | OIS_CCP JPY RCV TONAR1D PAY 1.25% 17-JUN-2031 | 000000000 | Sep 2022 | 29,611,000,000 | $4.9M | 0.14% | DIR |
| 143 | Salesforce Inc. | CRM | Mar 2026 | 4,895,000 | $4.9M | 0.13% | DBT |
| 144 | United States Treasury Bonds | T | Sep 2022 | 5,700,000 | $4.8M | 0.13% | DBT |
| 145 | Salesforce Inc. | CRM | Mar 2026 | 4,840,000 | $4.8M | 0.13% | DBT |
| 146 | United States Treasury Bonds | T | Sep 2022 | 6,350,000 | $4.8M | 0.13% | DBT |
| 147 | BARINGS CLO 2024-I FRN | 06763VAL9 | Mar 2026 | 4,825,000 | $4.8M | 0.13% | DBT |
| 148 | United States Treasury Bonds | T | Sep 2022 | 9,200,000 | $4.8M | 0.13% | DBT |
| 149 | Canada (Government of) | CANADA | Mar 2026 | 6,700,000 | $4.8M | 0.13% | DBT |
| 150 | NTL 2025-NQM1 | NLT | Mar 2026 | 4,509,801 | $4.7M | 0.13% | ABS-O |
| 151 | United States Treasury Bonds | T | Sep 2022 | 6,800,000 | $4.7M | 0.13% | DBT |
| 152 | Federal Home Loan Mortgage Corp. | FHLMC | Mar 2026 | 5,741,448 | $4.7M | 0.13% | ABS-MBS |
| 153 | Federal Home Loan Mortgage Corp. | FHLMC | Mar 2026 | 4,478,131 | $4.6M | 0.13% | ABS-MBS |
| 154 | Cassa Depositi e Prestiti S.p.A. | CDEP | Mar 2026 | 4,400,000 | $4.6M | 0.13% | DBT |
| 155 | Federal Home Loan Mortgage Corp. | FHLMC | Mar 2026 | 4,640,616 | $4.5M | 0.12% | ABS-MBS |
| 156 | Tennessee Valley Authority | TVA | Mar 2026 | 5,400,000 | $4.5M | 0.12% | DBT |
| 157 | Federal National Mortgage Association | FNMA | Mar 2026 | 4,367,771 | $4.4M | 0.12% | ABS-MBS |
| 158 | United States Treasury Bonds | T | Sep 2022 | 6,200,000 | $4.4M | 0.12% | DBT |
| 159 | Trinitas Clo VIII Ltd. | TRNTS | Mar 2026 | 4,375,000 | $4.4M | 0.12% | ABS-CBDO |
| 160 | Secretaria Do Tesouro Nacional | BLTN | Mar 2026 | 25,890,000 | $4.4M | 0.12% | DBT |
| 161 | CBOT | TUM6 | Sep 2022 | 21 | $4.4M | 0.12% | DIR |
| 162 | United States Treasury Bills | B | Mar 2026 | 4,424,000 | $4.3M | 0.12% | DBT |
| 163 | Ford Motor Credit Company LLC | F | Mar 2026 | 4,415,000 | $4.3M | 0.12% | DBT |
| 164 | Federal Home Loan Mortgage Corp. | FHLMC | Dec 2022 | 5,282,437 | $4.3M | 0.12% | ABS-MBS |
| 165 | Bank of America Corp. | BAC | Mar 2026 | 4,320,000 | $4.3M | 0.12% | DBT |
| 166 | Morgan Stanley | MS | Mar 2026 | 3,901,000 | $4.2M | 0.12% | DBT |
| 167 | Boeing Co. | BA | Sep 2022 | 4,379,000 | $4.2M | 0.12% | DBT |
| 168 | CARLYLE US CLO 2021-8 LTD | CGMS | Mar 2026 | 4,225,000 | $4.2M | 0.12% | ABS-CBDO |
| 169 | U.S. Treasury Security Stripped Interest Security | S | Mar 2026 | 5,260,000 | $4.2M | 0.12% | DBT |
| 170 | Boeing Co. | BA | Mar 2026 | 3,835,000 | $4.2M | 0.11% | DBT |
| 171 | United States Treasury Bonds | T | Sep 2022 | 4,300,000 | $4.2M | 0.11% | DBT |
| 172 | Dewolf Park CLO Ltd. | DWOLF | Mar 2026 | 4,130,000 | $4.1M | 0.11% | ABS-CBDO |
| 173 | LIFFE | G M6 | Sep 2022 | 35 | $4.1M | 0.11% | DIR |
| 174 | CARLYLE US 25-3 LTD/LLC | CGMS | Mar 2026 | 4,050,000 | $4.1M | 0.11% | ABS-CBDO |
| 175 | WISE CLO LTD 2023-2 | WYZE | Mar 2026 | 4,060,000 | $4.1M | 0.11% | ABS-CBDO |
| 176 | Federal Home Loan Mortgage Corp. | FHLMC | Mar 2026 | 4,925,200 | $4.0M | 0.11% | ABS-MBS |
| 177 | T-Mobile USA, Inc. | TMUS | Mar 2026 | 3,810,000 | $4.0M | 0.11% | DBT |
| 178 | Royal Caribbean Group | RCL | Mar 2026 | 3,910,000 | $4.0M | 0.11% | DBT |
| 179 | BEIGNET INV LLC | RPLDCI | Mar 2026 | 3,810,000 | $3.9M | 0.11% | DBT |
| 180 | Federal Home Loan Mortgage Corp. | FHLMC | Mar 2026 | 4,788,272 | $3.9M | 0.11% | ABS-MBS |
| 181 | CBOT | FVM6 | Sep 2022 | 36 | $3.9M | 0.11% | DIR |
| 182 | AerCap Ireland Capital Designated Activity Co. / AerCap Global Aviation Trust (AER) | AER | Sep 2022 | 4,185,000 | $3.8M | 0.10% | DBT |
| 183 | Federal National Mortgage Association | FNMA | Mar 2026 | 3,730,444 | $3.8M | 0.10% | ABS-MBS |
| 184 | United States Treasury Bonds | T | Sep 2022 | 4,800,000 | $3.8M | 0.10% | DBT |
| 185 | GENERATE CLO 22 LTD | KLLM | Mar 2026 | 3,750,000 | $3.8M | 0.10% | ABS-CBDO |
| 186 | MONTREAL | CNM6 | Sep 2022 | 43 | $3.7M | 0.10% | DIR |
| 187 | NLT 2026-NQM1 TRUST | 62916WAA0 | Mar 2026 | 3,683,476 | $3.7M | 0.10% | ABS-O |
| 188 | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc. | RKT | Sep 2022 | 4,100,000 | $3.7M | 0.10% | DBT |
| 189 | JPMorgan Chase & Co. | JPM | Mar 2026 | 3,710,000 | $3.6M | 0.10% | DBT |
| 190 | BX COMMERCIAL MORTGAGE TRUST 2025-B | BX | Mar 2026 | 3,545,654 | $3.5M | 0.10% | ABS-O |
| 191 | JP MORGAN MORTGAGE TRUST 2026-VIS1 | JPMMT | Mar 2026 | 3,525,100 | $3.5M | 0.10% | ABS-O |
| 192 | United States Treasury Notes | T | Mar 2026 | 3,500,000 | $3.5M | 0.10% | DBT |
| 193 | FORD CREDIT AUTO OWNER TRUST 2025-REV2 | FORDR | Mar 2026 | 3,500,000 | $3.5M | 0.10% | ABS-O |
| 194 | Viper Energy Partners LLC | VNOM | Mar 2026 | 3,415,000 | $3.4M | 0.09% | DBT |
| 195 | Bain Capital Credit Clo 2019-1 | BCC | Mar 2026 | 3,425,000 | $3.4M | 0.09% | ABS-CBDO |
| 196 | Targa Resources Corp. | TRGP | Mar 2026 | 3,150,000 | $3.4M | 0.09% | DBT |
| 197 | CDW LLC / CDW Finance Corp | CDW | Sep 2022 | 3,715,000 | $3.4M | 0.09% | DBT |
| 198 | HCA Inc. | HCA | Mar 2026 | 3,320,000 | $3.4M | 0.09% | DBT |
| 199 | EchoStar Corp. | SATS | Mar 2026 | 3,136,816 | $3.4M | 0.09% | DBT |
| 200 | Textron Inc. | TXT | Mar 2026 | 3,210,000 | $3.4M | 0.09% | DBT |
| 201 | COLT 2025-8 MORTGAGE LOAN TRUST | COLT | Mar 2026 | 3,359,622 | $3.4M | 0.09% | ABS-O |
| 202 | Federal Home Loan Mortgage Corp. | FHLMC | Dec 2022 | 4,146,749 | $3.4M | 0.09% | ABS-MBS |
| 203 | ALIGNED DATA CENTERS ISSUER LLC | ADC | Sep 2022 | 3,400,000 | $3.4M | 0.09% | ABS-O |
| 204 | Adventist Health Systems (West) | ADVENT | Mar 2026 | 3,360,000 | $3.3M | 0.09% | DBT |
| 205 | JPMorgan Chase & Co. | JPM | Sep 2022 | 3,600,000 | $3.3M | 0.09% | DBT |
| 206 | Goldman Sachs Group, Inc. | GS | Mar 2026 | 3,300,000 | $3.3M | 0.09% | DBT |
| 207 | CDS_IX_CCP CDX.NA.IG.45 1% 20301220 | 000000000 | Sep 2022 | 182,328,199 | $3.2M | 0.09% | DCR |
| 208 | Goldman Sachs Group, Inc. | GS | Sep 2022 | 3,200,000 | $3.2M | 0.09% | DBT |
| 209 | QTS THUNDER 5.42% | 74699AEH7 | Mar 2026 | 3,150,000 | $3.2M | 0.09% | DBT |
| 210 | COLT 2025-7 MORTGAGE LOAN TRUST | COLT | Mar 2026 | 3,146,932 | $3.2M | 0.09% | ABS-O |
| 211 | Wells Fargo & Co. | WFC | Mar 2026 | 3,100,000 | $3.1M | 0.09% | DBT |
| 212 | United States Treasury Bills | B | Mar 2026 | 3,182,000 | $3.1M | 0.09% | DBT |
| 213 | Federal Home Loan Mortgage Corp. | FHLMC | Sep 2022 | 3,653,364 | $3.1M | 0.09% | ABS-MBS |
| 214 | Pilgrims Pride Corporation | PPC | Mar 2026 | 3,430,000 | $3.1M | 0.09% | DBT |
| 215 | Morgan Stanley | MS | Mar 2026 | 3,100,000 | $3.1M | 0.09% | DBT |
| 216 | United States Treasury Bonds | T | Mar 2026 | 5,000,000 | $3.1M | 0.09% | DBT |
| 217 | Applovin Corp. | APP | Mar 2026 | 3,135,000 | $3.1M | 0.09% | DBT |
| 218 | BELMONT PARK 1A A1R FRN | 08049AAL7 | Mar 2026 | 3,110,000 | $3.1M | 0.09% | DBT |
| 219 | NRG Energy | NRG | Mar 2026 | 3,094,253 | $3.1M | 0.09% | LON |
| 220 | Energy Transfer LP | ET | Mar 2026 | 3,020,000 | $3.1M | 0.09% | DBT |
| 221 | Uber Technologies Inc | UBER | Mar 2026 | 3,115,000 | $3.1M | 0.08% | DBT |
| 222 | CEMEX S.A.B. de C.V. | CEMEX | Mar 2026 | 3,305,000 | $3.1M | 0.08% | DBT |
| 223 | MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2025-DSC3 | MSRM | Mar 2026 | 3,089,964 | $3.1M | 0.08% | ABS-O |
| 224 | U.S. Treasury Security Stripped Interest Security | S | Mar 2026 | 3,810,000 | $3.1M | 0.08% | DBT |
| 225 | HLEND CLO 2025-3 LLC | HLEND | Mar 2026 | 3,050,000 | $3.0M | 0.08% | ABS-CBDO |
| 226 | BFLD COMMERCIAL MORTGAGE TRUST 2025-5MW | BFLD | Mar 2026 | 3,050,000 | $3.0M | 0.08% | ABS-O |
| 227 | FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD | FHMS | Mar 2026 | 3,000,000 | $3.0M | 0.08% | ABS-O |
| 228 | CSMC 2021-NQM7 TRUST | CSMC | Mar 2026 | 3,392,877 | $3.0M | 0.08% | ABS-O |
| 229 | BFLD COMMERCIAL MORTGAGE TRUST 2025-660F | BFLD | Mar 2026 | 3,000,000 | $3.0M | 0.08% | ABS-O |
| 230 | Royal Caribbean Cruises Ltd. | RCL | Mar 2026 | 3,100,000 | $3.0M | 0.08% | DBT |
| 231 | Federal Farm Credit Banks | FFCB | Sep 2022 | 3,800,000 | $3.0M | 0.08% | DBT |
| 232 | Mexico (United Mexican States) | MEX | Mar 2026 | 63,955,500 | $3.0M | 0.08% | DBT |
| 233 | Fedex Freight Holding Co. Inc. | FDX | Mar 2026 | 3,000,000 | $2.9M | 0.08% | DBT |
| 234 | AP GRANGE HLDGS USD 6.50% | 00199CBS2 | Mar 2026 | 2,799,415 | $2.9M | 0.08% | ABS-MBS |
| 235 | J P MORGAN MTG TR 2025-NQM1 | JPMMT | Mar 2026 | 2,965,144 | $2.9M | 0.08% | ABS-O |
| 236 | Southern Co. | SO | Mar 2026 | 2,835,000 | $2.9M | 0.08% | DBT |
| 237 | EFMT 2026-NQM1 | EFMT | Mar 2026 | 2,961,576 | $2.9M | 0.08% | ABS-O |
| 238 | NatWest Group PLC | NWG | Mar 2026 | 2,900,000 | $2.9M | 0.08% | DBT |
| 239 | United States Treasury Bonds | T | Sep 2022 | 3,580,000 | $2.9M | 0.08% | DBT |
| 240 | Federal Home Loan Mortgage Corp. | FHLMC | Mar 2026 | 3,325,055 | $2.9M | 0.08% | ABS-MBS |
| 241 | United States Treasury Bonds | T | Mar 2026 | 4,000,000 | $2.9M | 0.08% | DBT |
| 242 | Eagle Funding Luxco S.a.r.l. | MEX | Mar 2026 | 2,900,000 | $2.9M | 0.08% | DBT |
| 243 | Salesforce Inc. | CRM | Mar 2026 | 2,910,000 | $2.9M | 0.08% | DBT |
| 244 | Government National Mortgage Association | GNR | Dec 2022 | 2,942,453 | $2.9M | 0.08% | ABS-MBS |
| 245 | J P MORGAN MORTGAGE TRUST 2025-NQM4 | JPMMT | Mar 2026 | 2,875,226 | $2.9M | 0.08% | ABS-O |
| 246 | Ford Motor Credit Company LLC | F | Mar 2026 | 2,900,000 | $2.8M | 0.08% | DBT |
| 247 | South Africa (Republic of) | SOAF | Mar 2026 | 49,000,000 | $2.8M | 0.08% | DBT |
| 248 | IRV TRUST 2025-200P | IRV | Mar 2026 | 2,800,000 | $2.8M | 0.08% | ABS-O |
| 249 | Antares Holdings LP | ANTHOL | Mar 2026 | 2,895,000 | $2.8M | 0.08% | DBT |
| 250 | OBX 2025-NQM21 TRUST | OBX | Mar 2026 | 2,822,710 | $2.8M | 0.08% | ABS-O |
| 251 | NYC COMMERCIAL MORTGAGE TRUST 2025-11X | NYC | Mar 2026 | 2,800,000 | $2.8M | 0.08% | ABS-O |
| 252 | RAD CLO LTD | RAD | Mar 2026 | 2,800,000 | $2.8M | 0.08% | ABS-CBDO |
| 253 | Toyota Auto Loan Extended Trust 2025-1 | TALNT | Mar 2026 | 2,775,000 | $2.8M | 0.08% | ABS-O |
| 254 | Federal Home Loan Mortgage Corp. | FHLMC | Sep 2022 | 2,949,755 | $2.8M | 0.08% | ABS-MBS |
| 255 | NELNET STUDENT LOAN TRUST 2026-A | NSLT | Mar 2026 | 2,781,290 | $2.7M | 0.08% | ABS-O |
| 256 | Bank of America Corp. | BAC | Mar 2026 | 2,700,000 | $2.7M | 0.08% | DBT |
| 257 | Eagle Funding Luxco S.a.r.l. | MEX | Mar 2026 | 2,710,000 | $2.7M | 0.07% | DBT |
| 258 | Entegris Inc | ENTG | Mar 2026 | 2,755,000 | $2.7M | 0.07% | DBT |
| 259 | Invesco US CLO 2024-4 Ltd. | INVCO | Mar 2026 | 2,720,000 | $2.7M | 0.07% | ABS-CBDO |
| 260 | CIfc FundIng 2018-I Ltd. / CIfc FundIng 2018-I LLC | CIFC | Mar 2026 | 2,720,000 | $2.7M | 0.07% | ABS-CBDO |
| 261 | ROCK TR 2024-CNTR | ROCC | Mar 2026 | 2,650,000 | $2.7M | 0.07% | ABS-O |
| 262 | Elevance Health Inc. | ELV | Mar 2026 | 2,735,000 | $2.7M | 0.07% | DBT |
| 263 | UBS AG Stamford Branch | UBS | Mar 2026 | 2,700,000 | $2.7M | 0.07% | DBT |
| 264 | BX TRUST 2025-VLT6 | BX | Mar 2026 | 2,695,000 | $2.7M | 0.07% | ABS-O |
| 265 | Obx 2025-NQM15 Trust | OBX | Mar 2026 | 2,681,070 | $2.7M | 0.07% | ABS-O |
| 266 | JPMorgan Chase & Co. | JPM | Mar 2026 | 2,715,000 | $2.7M | 0.07% | DBT |
| 267 | Fidelity National Financial, Inc. | FNF | Mar 2026 | 2,675,000 | $2.7M | 0.07% | DBT |
| 268 | Banco Santander SA | SANTAN | Mar 2026 | 2,600,000 | $2.7M | 0.07% | DBT |
| 269 | Cheniere Energy Partners Lp | CQP | Mar 2026 | 2,540,000 | $2.7M | 0.07% | DBT |
| 270 | Leidos Inc | LDOS | Mar 2026 | 2,615,000 | $2.7M | 0.07% | DBT |
| 271 | JPMorgan Chase & Co. | JPM | Mar 2026 | 2,600,000 | $2.7M | 0.07% | DBT |
| 272 | ING Groep N.V. | INTNED | Mar 2026 | 2,600,000 | $2.6M | 0.07% | DBT |
| 273 | Citigroup Inc. | C | Mar 2026 | 2,600,000 | $2.6M | 0.07% | DBT |
| 274 | American Express Credit Account Master Trust | AMXCA | Mar 2026 | 2,600,000 | $2.6M | 0.07% | ABS-O |
| 275 | United States Treasury Bonds | T | Sep 2022 | 3,200,000 | $2.6M | 0.07% | DBT |
| 276 | BANK5 2025-5YR16 | BANK5 | Mar 2026 | 2,550,000 | $2.6M | 0.07% | ABS-O |
| 277 | Wells Fargo & Co. | WFC | Mar 2026 | 2,600,000 | $2.6M | 0.07% | DBT |
| 278 | Federal National Mortgage Association | FNMA | Mar 2026 | 3,240,000 | $2.6M | 0.07% | ABS-MBS |
| 279 | Federal National Mortgage Association | FNMA | Mar 2026 | 2,512,908 | $2.6M | 0.07% | ABS-MBS |
| 280 | Federal Farm Credit Banks | FFCB | Sep 2022 | 2,880,000 | $2.6M | 0.07% | DBT |
| 281 | EFMT 2026-NQM4 | EFMT | Mar 2026 | 2,600,000 | $2.6M | 0.07% | ABS-O |
| 282 | STATION PLACE SECURIT FRN | 857936AA6 | Mar 2026 | 2,600,000 | $2.6M | 0.07% | DBT |
| 283 | Government National Mortgage Association | GNR | Mar 2026 | 3,126,446 | $2.6M | 0.07% | ABS-O |
| 284 | U.S. Treasury Security Stripped Interest Security | S | Mar 2026 | 3,306,100 | $2.6M | 0.07% | DBT |
| 285 | OBX 2025-NQM11 TRUST | OBX | Mar 2026 | 2,567,065 | $2.6M | 0.07% | ABS-O |
| 286 | Ellington Financial Mortgage Trust 2019-1 | EFMT | Mar 2026 | 3,012,134 | $2.6M | 0.07% | ABS-O |
| 287 | Jefferies Financial Group Inc | JEF | Mar 2026 | 2,490,000 | $2.5M | 0.07% | DBT |
| 288 | Goldman Sachs Group, Inc. | GS | Mar 2026 | 2,627,000 | $2.5M | 0.07% | DBT |
| 289 | Oneok Inc. | OKE | Mar 2026 | 2,600,000 | $2.5M | 0.07% | DBT |
| 290 | Federal Home Loan Mortgage Corp. | FHLMC | Sep 2022 | 2,658,531 | $2.5M | 0.07% | ABS-MBS |
| 291 | Federal Home Loan Mortgage Corp. | FHLMC | Sep 2022 | 2,945,033 | $2.5M | 0.07% | ABS-MBS |
| 292 | CBRE Services Inc | CBG | Mar 2026 | 2,500,000 | $2.5M | 0.07% | DBT |
| 293 | United States Treasury Bonds | T | Dec 2022 | 3,220,000 | $2.5M | 0.07% | DBT |
| 294 | UNITED STATES TSY. 2.375% | T | Mar 2026 | 2,630,000 | $2.5M | 0.07% | DBT |
| 295 | United States Treasury Bonds | T | Mar 2026 | 3,340,000 | $2.5M | 0.07% | DBT |
| 296 | Expedia Group Inc | EXPE | Mar 2026 | 2,530,000 | $2.5M | 0.07% | DBT |
| 297 | U.S. Bancorp. | USB | Mar 2026 | 2,535,000 | $2.5M | 0.07% | DBT |
| 298 | VERUS SECURITIZATION TRUST 2025-1 | VERUS | Mar 2026 | 2,487,414 | $2.5M | 0.07% | ABS-O |
| 299 | HSBC Holdings PLC | HSBC | Mar 2026 | 2,255,000 | $2.5M | 0.07% | DBT |
| 300 | Fair Isaac Corporation | FAIRIC | Mar 2026 | 2,530,000 | $2.5M | 0.07% | DBT |
| 301 | Eni SpA | ENIIM | Mar 2026 | 2,400,000 | $2.5M | 0.07% | DBT |
| 302 | PRKCM TRUST 2021-AFC2 | PRKCM | Mar 2026 | 2,802,726 | $2.5M | 0.07% | ABS-O |
| 303 | U.S. Bancorp. | USB | Dec 2022 | 2,350,000 | $2.5M | 0.07% | DBT |
| 304 | HSBC Holdings PLC | HSBC | Mar 2026 | 2,400,000 | $2.5M | 0.07% | DBT |
| 305 | Bank of America Corp. | BAC | Mar 2026 | 2,500,000 | $2.5M | 0.07% | DBT |
| 306 | Federal Farm Credit Banks | FFCB | Sep 2022 | 2,640,000 | $2.5M | 0.07% | DBT |
| 307 | Bank of America Corp. | BAC | Mar 2026 | 2,500,000 | $2.5M | 0.07% | DBT |
| 308 | ADNOC Murban RSC Ltd. | ADNOCM | Mar 2026 | 2,500,000 | $2.5M | 0.07% | DBT |
| 309 | United States Treasury Bonds | T | Sep 2022 | 3,200,000 | $2.5M | 0.07% | DBT |
| 310 | Morgan Stanley | MS | Mar 2026 | 2,430,000 | $2.5M | 0.07% | DBT |
| 311 | Colt Mortgage Loan Trust | COLT | Mar 2026 | 2,841,738 | $2.4M | 0.07% | ABS-O |
| 312 | Morgan Stanley | MS | Mar 2026 | 2,400,000 | $2.4M | 0.07% | DBT |
| 313 | United States Treasury Bonds | T | Dec 2022 | 3,800,000 | $2.4M | 0.07% | DBT |
| 314 | VERUS SEC TR 2021-7 | VERUS | Mar 2026 | 2,628,974 | $2.4M | 0.07% | ABS-O |
| 315 | United States Treasury Bonds | T | Sep 2022 | 3,380,000 | $2.4M | 0.07% | DBT |
| 316 | Barclays Dryrock Issuance Trust | DROCK | Mar 2026 | 2,400,000 | $2.4M | 0.07% | ABS-O |
| 317 | United States Treasury Bonds | T | Sep 2022 | 4,900,000 | $2.4M | 0.07% | DBT |
| 318 | Ingersoll Rand Inc | IR | Mar 2026 | 2,290,000 | $2.4M | 0.07% | DBT |
| 319 | Carnival Corporation | CCL | Mar 2026 | 2,375,000 | $2.4M | 0.07% | DBT |
| 320 | Physicians Realty LP | DOC | Sep 2022 | 2,400,000 | $2.4M | 0.07% | DBT |
| 321 | Mars Inc. | MARS | Mar 2026 | 2,350,000 | $2.4M | 0.07% | DBT |
| 322 | Federal National Mortgage Association | FNMA | Mar 2026 | 2,287,416 | $2.4M | 0.06% | ABS-MBS |
| 323 | ABN AMRO Bank N.V. | ABNANV | Mar 2026 | 2,500,000 | $2.4M | 0.06% | DBT |
| 324 | Owens Corning | OC | Mar 2026 | 2,285,000 | $2.4M | 0.06% | DBT |
| 325 | UBS Group AG | UBS | Sep 2022 | 2,400,000 | $2.3M | 0.06% | DBT |
| 326 | Oracle Corp. | ORCL | Mar 2026 | 2,501,000 | $2.3M | 0.06% | DBT |
| 327 | United States Treasury Bills | B | Mar 2026 | 2,383,000 | $2.3M | 0.06% | DBT |
| 328 | Federal Home Loan Mortgage Corp. | FHLMC | Mar 2026 | 2,655,793 | $2.3M | 0.06% | ABS-MBS |
| 329 | Veralto Corp. | VLTO | Mar 2026 | 2,285,000 | $2.3M | 0.06% | DBT |
| 330 | Penske Truck Leasing Co LP / PTL Finance Corp. | PENSKE | Mar 2026 | 2,293,000 | $2.3M | 0.06% | DBT |
| 331 | TD Synnex Corp | SNX | Mar 2026 | 2,255,000 | $2.3M | 0.06% | DBT |
| 332 | JPMorgan Chase & Co. | JPM | Mar 2026 | 2,245,000 | $2.3M | 0.06% | DBT |
| 333 | CSMC 2021-ADV | CSMC | Sep 2022 | 2,600,000 | $2.3M | 0.06% | ABS-O |
| 334 | ALA TRUST 2025-OANA | ALA | Mar 2026 | 2,300,000 | $2.3M | 0.06% | ABS-O |
| 335 | Vertiv Holdings Co | VRT | Mar 2026 | 2,373,000 | $2.3M | 0.06% | DBT |
| 336 | AMMC CLO 30 LTD / AMMC CLO 30 LLC | AMMC | Mar 2026 | 2,300,000 | $2.3M | 0.06% | ABS-CBDO |
| 337 | NYO COML MTG TR 2021-1290 | NYO | Sep 2022 | 2,300,000 | $2.3M | 0.06% | ABS-O |
| 338 | Japan (Government Of) | JGB | Mar 2026 | 440,000,000 | $2.3M | 0.06% | DBT |
| 339 | BGC Group Inc | BGCP | Mar 2026 | 2,245,000 | $2.3M | 0.06% | DBT |
| 340 | NYC COMMERCIAL MTG TR 2025-3BP | NYC | Mar 2026 | 2,300,000 | $2.3M | 0.06% | ABS-O |
| 341 | Atlassian Corporation | TEAM | Mar 2026 | 2,330,000 | $2.3M | 0.06% | DBT |
| 342 | Applovin Corp. | APP | Mar 2026 | 2,297,000 | $2.3M | 0.06% | DBT |
| 343 | Turkey (Republic of) | TURKEY | Mar 2026 | 102,820,000 | $2.3M | 0.06% | DBT |
| 344 | JPMorgan Chase & Co. | JPM | Mar 2026 | 2,215,000 | $2.3M | 0.06% | DBT |
| 345 | Santander UK Group Holdings PLC | SANUK | Mar 2026 | 2,300,000 | $2.3M | 0.06% | DBT |
| 346 | Hyundai Capital America | HYNMTR | Sep 2022 | 2,300,000 | $2.3M | 0.06% | DBT |
| 347 | CGI Inc | GIBACN | Sep 2022 | 2,300,000 | $2.3M | 0.06% | DBT |
| 348 | Capital One Financial Corp. | COF | Mar 2026 | 2,225,000 | $2.3M | 0.06% | DBT |
| 349 | BWAY 2021-1450 MORTGAGE TRUST | BWAY | Sep 2022 | 2,300,000 | $2.3M | 0.06% | ABS-O |
| 350 | Cooperatieve Rabobank U.A. | RABOBK | Mar 2026 | 2,200,000 | $2.3M | 0.06% | DBT |
| 351 | UBS Group AG | UBS | Mar 2026 | 2,300,000 | $2.2M | 0.06% | DBT |
| 352 | U.S. Treasury Bond Stripped Principal Payment | SP | Mar 2026 | 9,455,000 | $2.2M | 0.06% | DBT |
| 353 | Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR | Mar 2026 | 3,820,000 | $2.2M | 0.06% | DBT |
| 354 | HSBC Holdings PLC | HSBC | Mar 2026 | 2,490,000 | $2.2M | 0.06% | DBT |
| 355 | Federal National Mortgage Association | FNMA | Mar 2026 | 2,252,382 | $2.2M | 0.06% | ABS-MBS |
| 356 | BMO 2023-C7 MORTGAGE TRUST | BMO | Mar 2026 | 2,100,000 | $2.2M | 0.06% | ABS-O |
| 357 | Peru (Republic Of) | PERU | Mar 2026 | 7,400,000 | $2.2M | 0.06% | DBT |
| 358 | SBA Tower Trust | SBAC | Sep 2022 | 2,300,000 | $2.2M | 0.06% | ABS-O |
| 359 | COMM 2024-277P MORTGAGE TRUST | COMM | Mar 2026 | 2,125,000 | $2.2M | 0.06% | ABS-O |
| 360 | BAMLL COML MTG SECS TR 2021-JACX | BAMLL | Sep 2022 | 2,300,000 | $2.2M | 0.06% | ABS-O |
| 361 | Mexico (United Mexican States) | MEX | Sep 2022 | 2,300,000 | $2.2M | 0.06% | DBT |
| 362 | United States Treasury Notes | T | Mar 2026 | 2,200,000 | $2.2M | 0.06% | DBT |
| 363 | Meta Platforms Inc | META | Mar 2026 | 2,225,000 | $2.2M | 0.06% | DBT |
| 364 | Japan (Government Of) | JGB | Mar 2026 | 508,000,000 | $2.2M | 0.06% | DBT |
| 365 | BFLD COMMERCIAL MORTGAGE TRUST 2025-660F | BFLD | Mar 2026 | 2,200,000 | $2.2M | 0.06% | ABS-O |
| 366 | Lloyds Banking Group PLC | LLOYDS | Sep 2022 | 2,200,000 | $2.2M | 0.06% | DBT |
| 367 | Owl Rock CLO XVII LLC | OR | Mar 2026 | 2,200,000 | $2.2M | 0.06% | ABS-CBDO |
| 368 | Romania (Republic Of) | ROMANI | Sep 2022 | 2,400,000 | $2.2M | 0.06% | DBT |
| 369 | Skyworks Solutions, Inc. | SWKS | Sep 2022 | 2,200,000 | $2.2M | 0.06% | DBT |
| 370 | Morgan Stanley | MS | Mar 2026 | 2,200,000 | $2.2M | 0.06% | DBT |
| 371 | Uzbekistan (The Republic of) | UZBEK | Mar 2026 | 2,090,000 | $2.2M | 0.06% | DBT |
| 372 | Amgen Inc. | AMGN | Mar 2026 | 2,123,000 | $2.2M | 0.06% | DBT |
| 373 | Corebridge Global Funding | CRBG | Mar 2026 | 2,200,000 | $2.2M | 0.06% | DBT |
| 374 | Alcon Finance Corp | ALCSW | Mar 2026 | 2,285,000 | $2.2M | 0.06% | DBT |
| 375 | CBOT | USM6 | Sep 2022 | 19 | $2.2M | 0.06% | DIR |
| 376 | Sumitomo Mitsui Financial Group Inc. | SUMIBK | Sep 2022 | 2,300,000 | $2.2M | 0.06% | DBT |
| 377 | Danske Bank A/S | DANBNK | Mar 2026 | 2,100,000 | $2.2M | 0.06% | DBT |
| 378 | Romania (Republic Of) | ROMANI | Sep 2022 | 2,200,000 | $2.2M | 0.06% | DBT |
| 379 | LENDMARK FUNDING TRUST | LFT | Sep 2022 | 2,200,000 | $2.2M | 0.06% | ABS-O |
| 380 | Duke Energy Progress LLC | DUK | Sep 2022 | 2,300,000 | $2.2M | 0.06% | DBT |
| 381 | HSBC Holdings PLC | HSBC | Mar 2026 | 2,100,000 | $2.2M | 0.06% | DBT |
| 382 | POLEN CAPITAL CLO 2025-1 LTD | POLEN | Mar 2026 | 2,150,000 | $2.2M | 0.06% | ABS-CBDO |
| 383 | Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR | Sep 2022 | 2,300,000 | $2.2M | 0.06% | DBT |
| 384 | CSMC 2020-West | CSMC | Mar 2026 | 2,155,566 | $2.1M | 0.06% | ABS-O |
| 385 | Fidelity National Information Services Inc | FIS | Mar 2026 | 2,160,000 | $2.1M | 0.06% | DBT |
| 386 | MARINER FINANCE ISSE TR 2021-A | MFIT | Sep 2022 | 2,155,752 | $2.1M | 0.06% | ABS-O |
| 387 | Duke Energy Florida LLC | DUK | Mar 2026 | 2,000,000 | $2.1M | 0.06% | DBT |
| 388 | Pacific Gas and Electric Company | PCG | Mar 2026 | 2,000,000 | $2.1M | 0.06% | DBT |
| 389 | DURST COMMERCIAL MORTGAGE TRUST 202 | DURST | Mar 2026 | 2,100,000 | $2.1M | 0.06% | ABS-O |
| 390 | CHI COMMERCIAL MORTGAGE TRUST 2025- | CHI | Mar 2026 | 2,085,000 | $2.1M | 0.06% | ABS-O |
| 391 | WESTLAKE AUTOMOBILE RECEIVABLES TRU | WLAKE | Mar 2026 | 2,090,000 | $2.1M | 0.06% | ABS-O |
| 392 | Mars Inc. | MARS | Mar 2026 | 2,075,000 | $2.1M | 0.06% | DBT |
| 393 | Applebees's Funding LLC / IHOP Funding LLC | DIN | Mar 2026 | 2,095,000 | $2.1M | 0.06% | ABS-O |
| 394 | EPR Properties | EPR | Sep 2022 | 2,300,000 | $2.1M | 0.06% | DBT |
| 395 | United States Treasury Bonds | T | Mar 2026 | 2,091,000 | $2.1M | 0.06% | DBT |
| 396 | Masco Corporation | MAS | Sep 2022 | 2,200,000 | $2.1M | 0.06% | DBT |
| 397 | Equinix, Inc. | EQIX | Sep 2022 | 2,200,000 | $2.1M | 0.06% | DBT |
| 398 | CRH America Finance, Inc. | CRHID | Sep 2022 | 2,100,000 | $2.1M | 0.06% | DBT |
| 399 | Takeoff Merger Subordinated Inc. | SUMIAL | Mar 2026 | 2,100,000 | $2.1M | 0.06% | DBT |
| 400 | HCA Inc. | HCA | Mar 2026 | 2,100,000 | $2.1M | 0.06% | DBT |
| 401 | Southern California Gas Co. | SRE | Sep 2022 | 2,100,000 | $2.1M | 0.06% | DBT |
| 402 | Bank of America Corp. | BAC | Mar 2026 | 2,025,000 | $2.1M | 0.06% | DBT |
| 403 | Nissan Motor Acceptance Co LLC | NSANY | Sep 2022 | 2,200,000 | $2.1M | 0.06% | DBT |
| 404 | Santander Drive Auto Receivables Trust 2013-A | DRIVE | Mar 2026 | 2,000,000 | $2.1M | 0.06% | ABS-O |
| 405 | Sumitomo Mitsui Financial Group Inc. | SUMIBK | Mar 2026 | 1,965,000 | $2.0M | 0.06% | DBT |
| 406 | Blue Owl Capital Corp. | OBDC | Sep 2022 | 2,200,000 | $2.0M | 0.06% | DBT |
| 407 | United States Treasury Bonds | T | Sep 2022 | 2,800,000 | $2.0M | 0.06% | DBT |
| 408 | T-Mobile USA, Inc. | TMUS | Sep 2022 | 2,050,000 | $2.0M | 0.06% | DBT |
| 409 | JPMorgan Chase & Co. | JPM | Mar 2026 | 2,000,000 | $2.0M | 0.06% | DBT |
| 410 | Israel (State Of) | ISRAEL | Mar 2026 | 2,000,000 | $2.0M | 0.06% | DBT |
| 411 | Wells Fargo & Co. | WFC | Mar 2026 | 2,000,000 | $2.0M | 0.06% | DBT |
| 412 | Arbys Funding Llc 2015-1 | ARBYS | Sep 2022 | 2,079,000 | $2.0M | 0.06% | ABS-O |
| 413 | Dominion Energy Inc | D | Sep 2022 | 2,300,000 | $2.0M | 0.06% | DBT |
| 414 | Mizuho Financial Group Inc. | MIZUHO | Sep 2022 | 2,100,000 | $2.0M | 0.06% | DBT |
| 415 | Towd Point Mortgage Trust 2024-5 | TPMT | Mar 2026 | 2,037,521 | $2.0M | 0.06% | ABS-O |
| 416 | DOLP 2021-NYC | DOLP | Sep 2022 | 2,250,000 | $2.0M | 0.06% | ABS-O |
| 417 | Public Storage | PSA | Sep 2022 | 2,000,000 | $2.0M | 0.06% | DBT |
| 418 | BFLD COML MTG TR 2024-UNIV | BFLD | Mar 2026 | 2,000,000 | $2.0M | 0.05% | ABS-O |
| 419 | Appalachian Power Company | AEP | Sep 2022 | 2,200,000 | $2.0M | 0.05% | DBT |
| 420 | AT&T Inc | T | Sep 2022 | 2,357,000 | $2.0M | 0.05% | DBT |
| 421 | JBS NV / JBS USA Food Co Holdings Inc. / JBS USA Foods Group Holdings Inc. | JBS | Mar 2026 | 1,984,000 | $2.0M | 0.05% | DBT |
| 422 | UWM MTG TR 2021-INV3 | UWM | Sep 2022 | 2,387,488 | $2.0M | 0.05% | ABS-O |
| 423 | Niagara Mohawk Power Corp. | NGGLN | Sep 2022 | 2,000,000 | $2.0M | 0.05% | DBT |
| 424 | Metropolitan Life Global Funding I | MET | Sep 2022 | 2,000,000 | $2.0M | 0.05% | DBT |
| 425 | Bank of America Corp. | BAC | Mar 2026 | 2,000,000 | $2.0M | 0.05% | DBT |
| 426 | Goodman US Finance Five LLC | GMGAU | Sep 2022 | 2,000,000 | $2.0M | 0.05% | DBT |
| 427 | Athene Global Funding | ATH | Mar 2026 | 1,700,000 | $2.0M | 0.05% | DBT |
| 428 | Harvest Clo XXXVII Designated Activity Co. | HARVT | Mar 2026 | 1,700,000 | $2.0M | 0.05% | ABS-O |
| 429 | Meta Platforms Inc | META | Mar 2026 | 2,000,000 | $2.0M | 0.05% | DBT |
| 430 | Federal National Mortgage Association | FNMA | Mar 2026 | 1,894,970 | $2.0M | 0.05% | ABS-MBS |
| 431 | Turkey (Republic of) | TURKEY | Mar 2026 | 89,760,000 | $2.0M | 0.05% | DBT |
| 432 | Ashtead Capital Inc. | AHTLN | Mar 2026 | 1,900,000 | $2.0M | 0.05% | DBT |
| 433 | Arini European Clo VII Designated Activity Co. | ARINI | Mar 2026 | 1,700,000 | $2.0M | 0.05% | ABS-O |
| 434 | TCO Commercial Mortgage Trust 2024-DPM | TCO | Mar 2026 | 1,955,000 | $2.0M | 0.05% | ABS-O |
| 435 | Bank 2017-Bnk4 | BANK | Sep 2022 | 2,100,000 | $2.0M | 0.05% | ABS-O |
| 436 | Chile (Republic Of) | CHILE | Mar 2026 | 3,135,000 | $1.9M | 0.05% | DBT |
| 437 | Federal National Mortgage Association | FNMA | Mar 2026 | 1,913,084 | $1.9M | 0.05% | ABS-MBS |
| 438 | SCOTT TR 2023-SFS | SCOTT | Mar 2026 | 1,905,000 | $1.9M | 0.05% | ABS-O |
| 439 | Broadcom Inc | AVGO | Sep 2022 | 2,000,000 | $1.9M | 0.05% | DBT |
| 440 | CACI International Inc. | CACI | Mar 2026 | 1,900,000 | $1.9M | 0.05% | DBT |
| 441 | U.S. Treasury Security Stripped Interest Security | S | Mar 2026 | 2,900,000 | $1.9M | 0.05% | DBT |
| 442 | LIBERTY STREET TRUST 2026-225L | LBTY | Mar 2026 | 1,950,000 | $1.9M | 0.05% | ABS-O |
| 443 | Bain Capital Credit Clo 2017-2 | BCC | Mar 2026 | 1,925,000 | $1.9M | 0.05% | ABS-CBDO |
| 444 | Wells Fargo & Co. | WFC | Mar 2026 | 1,900,000 | $1.9M | 0.05% | DBT |
| 445 | JPMorgan Chase & Co. | JPM | Mar 2026 | 1,900,000 | $1.9M | 0.05% | DBT |
| 446 | FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD | FHR | Mar 2026 | 1,903,501 | $1.9M | 0.05% | ABS-O |
| 447 | Barclays PLC | BACR | Mar 2026 | 1,900,000 | $1.9M | 0.05% | DBT |
| 448 | Oracle Corp. | ORCL | Mar 2026 | 2,040,000 | $1.9M | 0.05% | DBT |
| 449 | Hilton Worldwide | HLT | Mar 2026 | 1,905,000 | $1.9M | 0.05% | LON |
| 450 | KRE COMMERCIAL MORTGAGE TRUST 2025- | KRE | Mar 2026 | 1,915,469 | $1.9M | 0.05% | ABS-O |
| 451 | Asplundh Tree Expert | ASPTRE | Mar 2026 | 1,900,344 | $1.9M | 0.05% | LON |
| 452 | United States Treasury Notes | T | Mar 2026 | 2,000,000 | $1.9M | 0.05% | DBT |
| 453 | DaVita | 23918VBC7 | Mar 2026 | 1,895,531 | $1.9M | 0.05% | LON |
| 454 | WB Burgers Asia Inc | WB | Mar 2026 | 1,900,000 | $1.9M | 0.05% | ABS-O |
| 455 | Host Hotels & Resorts, L.P. | HST | Mar 2026 | 1,915,000 | $1.9M | 0.05% | DBT |
| 456 | Novelis | HNDLIN | Mar 2026 | 1,895,451 | $1.9M | 0.05% | LON |
| 457 | COMM 2024-CBM MORTGAGE TRUST | COMM | Mar 2026 | 1,890,000 | $1.9M | 0.05% | ABS-O |
| 458 | Lazard Group LLC | LAZ | Mar 2026 | 1,900,000 | $1.9M | 0.05% | DBT |
| 459 | Graham Holdings Co | GHC | Mar 2026 | 1,930,000 | $1.9M | 0.05% | DBT |
| 460 | TransUnion | TRUN | Mar 2026 | 1,900,354 | $1.9M | 0.05% | LON |
| 461 | Macquarie Bank Ltd. | MQGAU | Mar 2026 | 1,900,000 | $1.9M | 0.05% | DBT |
| 462 | FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD | FHR | Mar 2026 | 1,870,426 | $1.9M | 0.05% | ABS-O |
| 463 | Leidos Inc | LDOS | Mar 2026 | 1,952,000 | $1.9M | 0.05% | DBT |
| 464 | DOLP 2021-NYC | DOLP | Sep 2022 | 2,100,000 | $1.9M | 0.05% | ABS-O |
| 465 | TRIMARAN CAVU LTD 2021-2 | CAVU | Mar 2026 | 1,950,000 | $1.9M | 0.05% | ABS-CBDO |
| 466 | Royal Caribbean Cruises Ltd. | RCL | Mar 2026 | 1,980,000 | $1.9M | 0.05% | DBT |
| 467 | BIOMARIN PHARMACEUTICAL I | LX2837057 | Mar 2026 | 1,885,000 | $1.9M | 0.05% | DBT |
| 468 | BAIN CAPITAL CREDIT CLO 2025-5 LTD | BCC | Mar 2026 | 1,890,000 | $1.9M | 0.05% | ABS-CBDO |
| 469 | Canadian Natural Resources Limited | CNQCN | Mar 2026 | 1,855,000 | $1.9M | 0.05% | DBT |
| 470 | Starwood Property Trust, Inc. | STWD | Mar 2026 | 1,820,000 | $1.9M | 0.05% | DBT |
| 471 | Citibank Credit Card Issuance Trust | C | Mar 2026 | 1,850,000 | $1.9M | 0.05% | ABS-O |
| 472 | Equinix, Inc. | EQIX | Mar 2026 | 2,080,000 | $1.9M | 0.05% | DBT |
| 473 | Western Midstream Operating LP | WES | Mar 2026 | 1,875,000 | $1.9M | 0.05% | DBT |
| 474 | Stryker Corporation | SYK | Mar 2026 | 1,900,000 | $1.9M | 0.05% | DBT |
| 475 | Aurium Clo VIII Designated Activity Company | ACLO | Mar 2026 | 1,600,000 | $1.9M | 0.05% | ABS-O |
| 476 | Federal National Mortgage Association | FNMA | Sep 2022 | 2,001,945 | $1.9M | 0.05% | ABS-MBS |
| 477 | Canada (Government of) | CANADA | Mar 2026 | 2,598,000 | $1.8M | 0.05% | DBT |
| 478 | Stifel Financial Corporation | SF | Sep 2022 | 1,900,000 | $1.8M | 0.05% | DBT |
| 479 | Mizuho Financial Group Inc. | MIZUHO | Mar 2026 | 1,800,000 | $1.8M | 0.05% | DBT |
| 480 | Owl Rock Clo XXIV LLC | OR | Mar 2026 | 1,850,000 | $1.8M | 0.05% | ABS-CBDO |
| 481 | Aviation Capital Group LLC | ACGCAP | Mar 2026 | 1,745,000 | $1.8M | 0.05% | DBT |
| 482 | CVC Cordatus Loan Fund III Designated Activity Company | CORDA | Mar 2026 | 1,600,000 | $1.8M | 0.05% | ABS-O |
| 483 | Federal National Mortgage Association | FNMA | Sep 2022 | 2,126,791 | $1.8M | 0.05% | ABS-MBS |
| 484 | Beacon Funding Trust | LIBMUT | Mar 2026 | 1,850,000 | $1.8M | 0.05% | DBT |
| 485 | Slam 2025-1 Ltd. / Slam 2025-1 LLC | SLAM | Mar 2026 | 1,805,369 | $1.8M | 0.05% | ABS-O |
| 486 | Federal National Mortgage Association | FNMA | Mar 2026 | 1,816,879 | $1.8M | 0.05% | ABS-O |
| 487 | Broadcom Inc | AVGO | Mar 2026 | 2,000,000 | $1.8M | 0.05% | DBT |
| 488 | Federal Realty OP LP | FRT | Sep 2022 | 1,900,000 | $1.8M | 0.05% | DBT |
| 489 | KREST COMMERCIAL MORTGAGE SECURITIE | KREST | Sep 2022 | 2,300,000 | $1.8M | 0.05% | ABS-O |
| 490 | Boeing Co. | BA | Mar 2026 | 1,647,000 | $1.8M | 0.05% | DBT |
| 491 | Meritage Homes Corp | MTH | Mar 2026 | 1,815,000 | $1.8M | 0.05% | DBT |
| 492 | Goldman Sachs Group, Inc. | GS | Sep 2022 | 1,800,000 | $1.8M | 0.05% | DBT |
| 493 | Wells Fargo & Co. | WFC | Sep 2022 | 1,800,000 | $1.8M | 0.05% | DBT |
| 494 | Trimble Inc | TRMB | Mar 2026 | 1,725,000 | $1.8M | 0.05% | DBT |
| 495 | EASY STREET MORTGAGE LOAN TRUST 2025-RTL2 | EASY | Mar 2026 | 1,800,000 | $1.8M | 0.05% | ABS-O |
| 496 | Federal Home Loan Mortgage Corp. | FHLMC | Sep 2022 | 2,003,975 | $1.8M | 0.05% | ABS-MBS |
| 497 | Societe Generale S.A. | SOCGEN | Mar 2026 | 1,830,000 | $1.8M | 0.05% | DBT |
| 498 | United States Treasury Notes | T | Mar 2026 | 1,790,000 | $1.8M | 0.05% | DBT |
| 499 | JP MRGN CHS C MTG SEC 2021-410 | JPMCC | Sep 2022 | 1,900,000 | $1.8M | 0.05% | ABS-O |
| 500 | GCAT TRUST 2022-NQM3 | GCAT | Sep 2022 | 1,875,711 | $1.8M | 0.05% | ABS-O |
| 501 | United States Treasury Notes | T | Mar 2026 | 1,730,000 | $1.8M | 0.05% | DBT |
| 502 | ITC Holdings Corporation | ITC | Sep 2022 | 1,900,000 | $1.8M | 0.05% | DBT |
| 503 | Gallagher Aj &Co | AJG | Mar 2026 | 1,792,000 | $1.8M | 0.05% | DBT |
| 504 | CBOT | TYM6 | Sep 2022 | 16 | $1.8M | 0.05% | DIR |
| 505 | CBOT | TYM6 | Sep 2022 | 16 | $1.8M | 0.05% | DIR |
| 506 | Pacific Gas and Electric Company | PCG | Sep 2022 | 1,800,000 | $1.8M | 0.05% | DBT |
| 507 | TRP 2021-2 LLC | TRP | Mar 2026 | 1,829,668 | $1.8M | 0.05% | ABS-O |
| 508 | Stewart Information Services Corporation | STC | Mar 2026 | 2,000,000 | $1.8M | 0.05% | DBT |
| 509 | Marriott International, Inc. | MAR | Mar 2026 | 1,770,000 | $1.8M | 0.05% | DBT |
| 510 | Benchmark 2020-B16 Mortgage Trust | BMARK | Sep 2022 | 1,800,000 | $1.8M | 0.05% | ABS-O |
| 511 | United States Treasury Bonds | T | Sep 2022 | 3,200,000 | $1.8M | 0.05% | DBT |
| 512 | Wells Fargo Commercial Mortgage Trust 2024-1CHI | WFCM | Mar 2026 | 1,750,000 | $1.8M | 0.05% | ABS-O |
| 513 | JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2025-NSLB | JPMCC | Mar 2026 | 1,700,000 | $1.8M | 0.05% | ABS-O |
| 514 | Ares LXV Clo Ltd. / Ares LXV Clo LLC | ARES | Mar 2026 | 1,850,000 | $1.8M | 0.05% | ABS-CBDO |
| 515 | PROVIDENT FNDG. MTGE. VAR | 74386PAD5 | Mar 2026 | 1,770,442 | $1.8M | 0.05% | DBT |
| 516 | NYC COMMERCIAL MORTGAGE TRUST 2025-11X | NYC | Mar 2026 | 1,750,000 | $1.8M | 0.05% | ABS-O |
| 517 | CERBERUS LOAN FDG XLIV 2024-44 | CERB | Mar 2026 | 1,750,000 | $1.8M | 0.05% | ABS-CBDO |
| 518 | 1988 CLO 4 LTD | MUZ88 | Mar 2026 | 1,750,000 | $1.8M | 0.05% | ABS-CBDO |
| 519 | GS Mortgage Securities Corp. Trust 2017 485L | GSMS | Sep 2022 | 2,007,248 | $1.7M | 0.05% | ABS-O |
| 520 | Starbucks Corp. | SBUX | Sep 2022 | 1,900,000 | $1.7M | 0.05% | DBT |
| 521 | Ipalco Enterprises Inc. | AES | Sep 2022 | 1,800,000 | $1.7M | 0.05% | DBT |
| 522 | COLT 2021-5 MORTGAGE LOAN TRUST | COLT | Mar 2026 | 1,904,456 | $1.7M | 0.05% | ABS-O |
| 523 | NextEra Energy Capital Holdings Inc | NEE | Sep 2022 | 1,900,000 | $1.7M | 0.05% | DBT |
| 524 | BNP Paribas SA | BNP | Sep 2022 | 1,800,000 | $1.7M | 0.05% | DBT |
| 525 | FORD CR AUTO OWN TR 2024-REV1 | FORDR | Mar 2026 | 1,700,000 | $1.7M | 0.05% | ABS-O |
| 526 | Mizuho Financial Group Inc. | MIZUHO | Sep 2022 | 1,700,000 | $1.7M | 0.05% | DBT |
| 527 | BAIN CAPITAL CREDIT CLO 2024-6 LTD | BCC | Mar 2026 | 1,715,000 | $1.7M | 0.05% | ABS-CBDO |
| 528 | Grupo Nutresa Sa | NUTRESU | Mar 2026 | 1,540,000 | $1.7M | 0.05% | DBT |
| 529 | Sumitomo Mitsui Trust Bank Ltd. | SUMITR | Mar 2026 | 1,700,000 | $1.7M | 0.05% | DBT |
| 530 | Post Holdings Inc. | POST | Mar 2026 | 1,750,000 | $1.7M | 0.05% | DBT |
| 531 | Open Text | OTEXCN | Mar 2026 | 1,748,485 | $1.7M | 0.05% | LON |
| 532 | Chase Home Lending Mortgage Trust 2024-RPL3 | CHASE | Mar 2026 | 1,918,557 | $1.7M | 0.05% | ABS-O |
| 533 | JPMorgan Chase & Co. | JPM | Mar 2026 | 1,700,000 | $1.7M | 0.05% | DBT |
| 534 | Towd Point Mortgage Trust | TPMF | Mar 2026 | 1,700,000 | $1.7M | 0.05% | ABS-O |
| 535 | Cooperatieve Rabobank U.A. | RABOBK | Sep 2022 | 1,700,000 | $1.7M | 0.05% | DBT |
| 536 | CommonSpirit Health | CATMED | Mar 2026 | 1,745,000 | $1.7M | 0.05% | DBT |
| 537 | Guatemala (Republic of) | GUATEM | Mar 2026 | 1,670,000 | $1.7M | 0.05% | DBT |
| 538 | Oneok Inc. | OKE | Sep 2022 | 1,600,000 | $1.7M | 0.05% | DBT |
| 539 | GATX Corporation | GATX | Mar 2026 | 1,550,000 | $1.7M | 0.05% | DBT |
| 540 | HSBC Holdings PLC | HSBC | Sep 2022 | 1,700,000 | $1.7M | 0.05% | DBT |
| 541 | AT&T Inc | T | Mar 2026 | 1,675,000 | $1.7M | 0.05% | DBT |
| 542 | TKO Group Holdings (UFC) | ZUFFAL | Mar 2026 | 1,691,500 | $1.7M | 0.05% | LON |
| 543 | ATLX 2024-RPL2 TRUST | ATLX | Mar 2026 | 1,737,682 | $1.7M | 0.05% | ABS-O |
| 544 | BCAP LLC Trust 2006-AA2 | BCAP | Mar 2026 | 1,784,494 | $1.7M | 0.05% | ABS-O |
| 545 | NY 2025-299P A | NY | Mar 2026 | 1,650,000 | $1.7M | 0.05% | ABS-O |
| 546 | Mutual Of Omaha Cps Global Funding | MUTOMA | Mar 2026 | 1,700,000 | $1.7M | 0.05% | DBT |
| 547 | Bbcms Mortgage Trust 2017 | BBCMS | Sep 2022 | 1,700,000 | $1.7M | 0.05% | ABS-O |
| 548 | Citigroup Inc. | C | Mar 2026 | 1,645,000 | $1.7M | 0.05% | DBT |
| 549 | BPCE SA | BPCEGP | Mar 2026 | 1,700,000 | $1.7M | 0.05% | DBT |
| 550 | Bank of America Corp. | BAC | Mar 2026 | 1,937,000 | $1.7M | 0.05% | DBT |
| 551 | Discovery Communications, LLC | WBD | Mar 2026 | 1,800,000 | $1.7M | 0.05% | DBT |
| 552 | AMERICAN AIRLINES PASS THROUGH TRUS | AAL | Sep 2022 | 1,868,333 | $1.7M | 0.05% | ABS-O |
| 553 | CNO Financial Group, Inc. | CNO | Mar 2026 | 1,620,000 | $1.7M | 0.05% | DBT |
| 554 | Oracle Corp. | ORCL | Mar 2026 | 1,755,000 | $1.7M | 0.05% | DBT |
| 555 | SLAM 2021-1 LLC | SLAM | Sep 2022 | 1,760,500 | $1.7M | 0.05% | ABS-O |
| 556 | Morgan Stanley Private Bank National Association | MS | Mar 2026 | 1,696,000 | $1.7M | 0.05% | DBT |
| 557 | Government National Mortgage Association | GNR | Sep 2022 | 1,653,649 | $1.7M | 0.05% | ABS-MBS |
| 558 | Capital One Financial Corp. | COF | Mar 2026 | 1,700,000 | $1.7M | 0.05% | DBT |
| 559 | Duke Energy Corp | DUK | Sep 2022 | 1,800,000 | $1.7M | 0.05% | DBT |
| 560 | CF HIPPOLYTA ISSUER LLC | SORT | Sep 2022 | 1,677,471 | $1.7M | 0.05% | ABS-O |
| 561 | Pacific Gas and Electric Company | PCG | Mar 2026 | 1,600,000 | $1.7M | 0.05% | DBT |
| 562 | Manhattan West 2020-1MW Mortgage Trust | OMW | Sep 2022 | 1,700,000 | $1.6M | 0.04% | ABS-O |
| 563 | Carnival Corporation | CCL | Mar 2026 | 1,615,000 | $1.6M | 0.04% | DBT |
| 564 | Sunrun Inc. | RUN | Sep 2022 | 1,787,359 | $1.6M | 0.04% | ABS-O |
| 565 | OBX 2025-NQM13 TRUST | OBX | Mar 2026 | 1,615,982 | $1.6M | 0.04% | ABS-O |
| 566 | Viking Cruises, Ltd. | VIKCRU | Mar 2026 | 1,640,000 | $1.6M | 0.04% | DBT |
| 567 | Enel Finance America LLC | ENELIM | Dec 2022 | 2,300,000 | $1.6M | 0.04% | DBT |
| 568 | Eagle Materials Inc. | EXP | Mar 2026 | 1,690,000 | $1.6M | 0.04% | DBT |
| 569 | Oracle Corp. | ORCL | Sep 2022 | 1,820,000 | $1.6M | 0.04% | DBT |
| 570 | Armada Euro Clo IX Designated Activity Co. | ARMDA | Mar 2026 | 1,400,000 | $1.6M | 0.04% | ABS-O |
| 571 | UWM MTG TR 2021-INV3 | UWM | Sep 2022 | 1,716,007 | $1.6M | 0.04% | ABS-O |
| 572 | SANTANDER MTG AST 25-NQM1 | SAN | Mar 2026 | 1,602,763 | $1.6M | 0.04% | ABS-O |
| 573 | Airbnb Inc | ABNB | Mar 2026 | 1,605,000 | $1.6M | 0.04% | DBT |
| 574 | Bank of America Corp. | BAC | Mar 2026 | 1,600,000 | $1.6M | 0.04% | DBT |
| 575 | Lamar Media Corp. | LAMR | Mar 2026 | 1,640,000 | $1.6M | 0.04% | DBT |
| 576 | Cbam 2019-9 Ltd/Llc | CBAM | Mar 2026 | 1,600,000 | $1.6M | 0.04% | ABS-CBDO |
| 577 | Oracle Corp. | ORCL | Mar 2026 | 1,645,000 | $1.6M | 0.04% | DBT |
| 578 | Ventas Realty Limited Partnership | VTR | Sep 2022 | 1,700,000 | $1.6M | 0.04% | DBT |
| 579 | RR 29 LTD | RRAM | Mar 2026 | 1,600,000 | $1.6M | 0.04% | ABS-CBDO |
| 580 | HCA Inc. | HCA | Sep 2022 | 1,600,000 | $1.6M | 0.04% | DBT |
| 581 | Standard Building Solutions Inc. | BMCAUS | Mar 2026 | 1,615,000 | $1.6M | 0.04% | DBT |
| 582 | Synchrony Financial | SYF | Mar 2026 | 1,645,000 | $1.6M | 0.04% | DBT |
| 583 | Japan (Government Of) | JGB | Mar 2026 | 300,000,000 | $1.6M | 0.04% | DBT |
| 584 | Chile (Republic Of) | CHILE | Mar 2026 | 1,611,005 | $1.6M | 0.04% | DBT |
| 585 | LEX 2024-BBG MORTGAGE TRUST | LEX | Mar 2026 | 1,600,000 | $1.6M | 0.04% | ABS-O |
| 586 | Jane Street Group LLC / JSG Finance Inc. | JANEST | Mar 2026 | 1,570,000 | $1.6M | 0.04% | DBT |
| 587 | Composecure Holdings LLC | COMPOS | Mar 2026 | 1,625,000 | $1.6M | 0.04% | DBT |
| 588 | FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD | FHMS | Mar 2026 | 1,550,000 | $1.6M | 0.04% | ABS-O |
| 589 | Sprint Capital Corporation | S | Mar 2026 | 1,500,000 | $1.6M | 0.04% | DBT |
| 590 | UWM MORTGAGE TRUST | UWM | Sep 2022 | 1,684,676 | $1.6M | 0.04% | ABS-O |
| 591 | AECOM | ACM | Mar 2026 | 1,576,000 | $1.6M | 0.04% | DBT |
| 592 | Meta Platforms Inc | META | Mar 2026 | 1,679,000 | $1.6M | 0.04% | DBT |
| 593 | ONE NEW YORK PLAZA TR 20-1NYP | ONYP | Mar 2026 | 1,628,242 | $1.6M | 0.04% | ABS-O |
| 594 | Global Payments Inc | GPN | Mar 2026 | 1,630,000 | $1.6M | 0.04% | DBT |
| 595 | Stewart Information Services Corporation | STC | Mar 2026 | 1,760,000 | $1.6M | 0.04% | DBT |
| 596 | LIGHTPATH FIBER ISSUER LLC | LPATH | Mar 2026 | 1,550,000 | $1.5M | 0.04% | ABS-O |
| 597 | MAPS TRUST 2026-1 | MAPSL | Mar 2026 | 1,580,605 | $1.5M | 0.04% | ABS-O |
| 598 | Penta Clo 2021-2 Designated Activity Company | PENTA | Mar 2026 | 1,350,000 | $1.5M | 0.04% | ABS-O |
| 599 | JP MORGAN MORTGAGE TRUST 2021-14 | JPMMT | Sep 2022 | 1,647,048 | $1.5M | 0.04% | ABS-O |
| 600 | UBS Group AG | UBS | Sep 2022 | 1,550,000 | $1.5M | 0.04% | DBT |
| 601 | Genmab AS And Genmab Finance LLC | GMABDC | Mar 2026 | 1,505,000 | $1.5M | 0.04% | DBT |
| 602 | Choice Hotels International, Inc. | CHH | Mar 2026 | 1,644,000 | $1.5M | 0.04% | DBT |
| 603 | Foundry JV Holdco LLC. | FABSJV | Mar 2026 | 1,500,000 | $1.5M | 0.04% | DBT |
| 604 | Federal Farm Credit Banks | FFCB | Sep 2022 | 1,770,000 | $1.5M | 0.04% | DBT |
| 605 | Wells Fargo & Co. | WFC | Mar 2026 | 1,505,000 | $1.5M | 0.04% | DBT |
| 606 | J P MORGAN MTG TR 2025-VIS1 | JPMMT | Mar 2026 | 1,533,864 | $1.5M | 0.04% | ABS-O |
| 607 | Omega Healthcare Investors, Inc. | OHI | Sep 2022 | 1,600,000 | $1.5M | 0.04% | DBT |
| 608 | QTS ISSUER ABS I, LLLC | QTS | Mar 2026 | 1,550,000 | $1.5M | 0.04% | ABS-O |
| 609 | CHASE HOME LENDING MORTGAGE TRUST 2 | CHASE | Mar 2026 | 1,723,635 | $1.5M | 0.04% | ABS-O |
| 610 | Textron Inc. | TXT | Sep 2022 | 1,700,000 | $1.5M | 0.04% | DBT |
| 611 | Aker BP ASA | AKERBP | Mar 2026 | 1,595,000 | $1.5M | 0.04% | DBT |
| 612 | Marsh & McLennan Companies, Inc. | MRSH | Mar 2026 | 1,530,000 | $1.5M | 0.04% | DBT |
| 613 | Sound Point Euro Clo 14 Funding Designated Activity Co. | SNDPE | Mar 2026 | 1,330,000 | $1.5M | 0.04% | ABS-O |
| 614 | AQUA FINANCE TRUST 2024-A | AQFIT | Mar 2026 | 1,515,000 | $1.5M | 0.04% | ABS-O |
| 615 | Vantage Data Centers Issuer | VDC | Mar 2026 | 1,550,000 | $1.5M | 0.04% | ABS-O |
| 616 | CARVANA AUTO RECEIVABLES TRUST 2025 | CRVNA | Mar 2026 | 1,495,000 | $1.5M | 0.04% | ABS-O |
| 617 | Credit Agricole S.A. London Branch | ACAFP | Mar 2026 | 1,500,000 | $1.5M | 0.04% | DBT |
| 618 | Worldwide Plaza Tst | WPT | Sep 2022 | 1,900,000 | $1.5M | 0.04% | ABS-O |
| 619 | Duke Energy Corp | DUK | Mar 2026 | 1,485,000 | $1.5M | 0.04% | DBT |
| 620 | BPCE SA | BPCEGP | Mar 2026 | 1,500,000 | $1.5M | 0.04% | DBT |
| 621 | Level 3 | 52729KAU0 | Mar 2026 | 1,510,000 | $1.5M | 0.04% | LON |
| 622 | Banco Santander SA | SANTAN | Mar 2026 | 1,400,000 | $1.5M | 0.04% | DBT |
| 623 | Block Financial Llc | HRB | Sep 2022 | 1,600,000 | $1.5M | 0.04% | DBT |
| 624 | Barclays PLC | BACR | Sep 2022 | 1,500,000 | $1.5M | 0.04% | DBT |
| 625 | Wells Fargo & Co. | WFC | Mar 2026 | 1,500,000 | $1.5M | 0.04% | DBT |
| 626 | BRAVO RESIDENTIAL FDG TR 2025-NQM4 | BRAVO | Mar 2026 | 1,494,403 | $1.5M | 0.04% | ABS-O |
| 627 | Lloyds Bank plc | LLOYDS | Sep 2022 | 2,000,000 | $1.5M | 0.04% | DBT |
| 628 | STAR 2025-SFR6 TRUST | STAR | Mar 2026 | 1,500,000 | $1.5M | 0.04% | ABS-O |
| 629 | PLACEHOLDER BLACKSTONE ST | 000000000 | Sep 2022 | 1,500,000 | $1.5M | 0.04% | DBT |
| 630 | TRICON RESIDENTAL TR 2025-SFR1 | TCN | Mar 2026 | 1,500,000 | $1.5M | 0.04% | ABS-O |
| 631 | Greensky Home Improvement Issuer Trust 2025-2 | GSKY | Mar 2026 | 1,500,000 | $1.5M | 0.04% | ABS-O |
| 632 | NXP B V / NXP Funding LLC & NXP USA Inc | NXPI | Sep 2022 | 1,500,000 | $1.5M | 0.04% | DBT |
| 633 | ARES DIRECT LENDING CLO 6 LLC | ARESDL | Mar 2026 | 1,500,000 | $1.5M | 0.04% | ABS-CBDO |
| 634 | Bbccre Trust 2015-Gtp | BBCCR | Sep 2022 | 1,600,000 | $1.5M | 0.04% | ABS-O |
| 635 | FIRSTKRY HOMES TR 2022-SFR3 | FKH | Dec 2022 | 1,500,000 | $1.5M | 0.04% | ABS-O |
| 636 | MSCI Inc. | MSCI | Mar 2026 | 1,580,000 | $1.5M | 0.04% | DBT |
| 637 | CERBERUS LOAN FUNDING XLV LLC | CERB | Mar 2026 | 1,500,000 | $1.5M | 0.04% | ABS-CBDO |
| 638 | ARES DIRECT LENDING CLO 2 LLC | ARESDL | Mar 2026 | 1,500,000 | $1.5M | 0.04% | ABS-CBDO |
| 639 | Bridgepoint CLO IX Designated Activity Company | BRGPT | Mar 2026 | 1,300,000 | $1.5M | 0.04% | ABS-O |
| 640 | Servpro Master Issuer Llc | SPRO | Mar 2026 | 1,496,250 | $1.5M | 0.04% | ABS-O |
| 641 | Hyatt Hotels Corporation | H | Mar 2026 | 1,468,000 | $1.5M | 0.04% | DBT |
| 642 | CRH America Finance, Inc. | CRHID | Mar 2026 | 1,510,000 | $1.5M | 0.04% | DBT |
| 643 | Federal National Mortgage Association | FNMA | Mar 2026 | 1,459,355 | $1.5M | 0.04% | ABS-MBS |
| 644 | Ascension Health Alliance | ASCHEA | Mar 2026 | 1,495,000 | $1.5M | 0.04% | DBT |
| 645 | CBOT | UXYM6 | Sep 2022 | 13 | $1.5M | 0.04% | DIR |
| 646 | OBRA LONGEVITY 6.0% | 67499AKQ6 | Mar 2026 | 1,400,000 | $1.5M | 0.04% | ABS-MBS |
| 647 | Carnival Corporation | CCL | Mar 2026 | 1,460,000 | $1.5M | 0.04% | DBT |
| 648 | J.P.MORGAN MTG TR 2022-INV1 | JPMMT | Sep 2022 | 1,683,689 | $1.5M | 0.04% | ABS-O |
| 649 | JPMorgan Chase & Co. | JPM | Mar 2026 | 1,490,000 | $1.5M | 0.04% | DBT |
| 650 | Morgan Stanley Ixis Real Estate Cap | MSIX | Sep 2022 | 4,496,081 | $1.5M | 0.04% | ABS-O |
| 651 | CITIGROUP MORTGAGE LOAN TRUST 2024- | CMLTI | Mar 2026 | 1,455,867 | $1.5M | 0.04% | ABS-O |
| 652 | Global Payments Inc | GPN | Sep 2022 | 1,600,000 | $1.5M | 0.04% | DBT |
| 653 | Federal National Mortgage Association | FNMA | Mar 2026 | 1,460,504 | $1.5M | 0.04% | ABS-O |
| 654 | WHARF COMMERCIAL MORTGAGE TRUST 2025-DC | WHARF | Mar 2026 | 1,425,000 | $1.5M | 0.04% | ABS-O |
| 655 | Sabra Health Care Ltd Partnership / Sabra Capital Corp | SBRA | Sep 2022 | 1,500,000 | $1.5M | 0.04% | DBT |
| 656 | Boeing Co. | BA | Sep 2022 | 1,431,000 | $1.5M | 0.04% | DBT |
| 657 | Poland (Republic of) | POLAND | Mar 2026 | 1,565,000 | $1.5M | 0.04% | DBT |
| 658 | Federal National Mortgage Association | FNMA | Dec 2022 | 1,418,912 | $1.4M | 0.04% | ABS-MBS |
| 659 | Amdocs Limited | DOX | Sep 2022 | 1,600,000 | $1.4M | 0.04% | DBT |
| 660 | UBS Group AG | UBS | Mar 2026 | 1,425,000 | $1.4M | 0.04% | DBT |
| 661 | The Cigna Group | CI | Mar 2026 | 1,415,000 | $1.4M | 0.04% | DBT |
| 662 | GLS AUTO SELECT RECEIVABLES TRUST 2 | GSAR | Mar 2026 | 1,442,000 | $1.4M | 0.04% | ABS-O |
| 663 | Ellington Financial Mortgage Trust 2019-1 | EFMT | Mar 2026 | 1,685,896 | $1.4M | 0.04% | ABS-O |
| 664 | PMT LOAN TRUST 2025-INV8 | PMTLT | Mar 2026 | 1,430,483 | $1.4M | 0.04% | ABS-O |
| 665 | Choice Hotels International, Inc. | CHH | Sep 2022 | 1,500,000 | $1.4M | 0.04% | DBT |
| 666 | JP MORGAN MTG TR 2022-LTV2 | JPMMT | Sep 2022 | 1,586,704 | $1.4M | 0.04% | ABS-O |
| 667 | STELLANTIS FIN UW TR 2025-A | SFUEL | Mar 2026 | 1,432,168 | $1.4M | 0.04% | ABS-O |
| 668 | Royal Caribbean Cruises Ltd. | RCL | Mar 2026 | 1,485,000 | $1.4M | 0.04% | DBT |
| 669 | Sprint Capital Corporation | S | Sep 2022 | 1,205,000 | $1.4M | 0.04% | DBT |
| 670 | U.S. Treasury Security Stripped Interest Security | S | Sep 2022 | 2,790,000 | $1.4M | 0.04% | DBT |
| 671 | Bravo Residential Funding Trust 2025-NQM7 | BRAVO | Mar 2026 | 1,427,622 | $1.4M | 0.04% | ABS-O |
| 672 | Oracle Corp. | ORCL | Mar 2026 | 1,485,000 | $1.4M | 0.04% | DBT |
| 673 | South Africa (Republic of) | SOAF | Mar 2026 | 25,677,000 | $1.4M | 0.04% | DBT |
| 674 | Petroleos Mexicanos Sa De CV | PEMEX | Mar 2026 | 1,420,000 | $1.4M | 0.04% | DBT |
| 675 | Federal National Mortgage Association | FNMA | Mar 2026 | 1,375,000 | $1.4M | 0.04% | ABS-O |
| 676 | MORGAN STANLEY CAP TR 2020-CNP | MSC | Sep 2022 | 1,600,000 | $1.4M | 0.04% | ABS-O |
| 677 | Federal National Mortgage Association | FNMA | Mar 2026 | 1,667,378 | $1.4M | 0.04% | ABS-MBS |
| 678 | Mercedes-Benz Finance North America LLC | MBGGR | Mar 2026 | 1,400,000 | $1.4M | 0.04% | DBT |
| 679 | Healthcare Realty Holdings L.P | HR | Sep 2022 | 1,500,000 | $1.4M | 0.04% | DBT |
| 680 | Westlake Automobile Receivables Trust 2025-1 | WLAKE | Mar 2026 | 1,400,000 | $1.4M | 0.04% | ABS-O |
| 681 | NTT Finance Corp | NTT | Mar 2026 | 1,400,000 | $1.4M | 0.04% | DBT |
| 682 | Government National Mortgage Association | GNR | Mar 2026 | 1,518,758 | $1.4M | 0.04% | ABS-MBS |
| 683 | BMW US Capital, LLC | BMW | Mar 2026 | 1,400,000 | $1.4M | 0.04% | DBT |
| 684 | Crown City Clo I | CCITY | Mar 2026 | 1,400,000 | $1.4M | 0.04% | ABS-O |
| 685 | IRS_CCP EUR RCV EURIB6M PAY 2.5% 10-SEP-2028 | 000000000 | Sep 2022 | 340,825,543 | $1.4M | 0.04% | DIR |
| 686 | American Credit Acceptance Receivables Trust 2014/1 | ACAR | Mar 2026 | 1,390,000 | $1.4M | 0.04% | ABS-O |
| 687 | Mexico (United Mexican States) | MEX | Mar 2026 | 1,435,000 | $1.4M | 0.04% | DBT |
| 688 | NYC COMMERCIAL MTG TR 2025-3BP | NYC | Mar 2026 | 1,400,000 | $1.4M | 0.04% | ABS-O |
| 689 | ANZ Bank New Zealand Limited | ANZNZ | Mar 2026 | 1,350,000 | $1.4M | 0.04% | DBT |
| 690 | Sunoco LP | SUN | Mar 2026 | 1,410,000 | $1.4M | 0.04% | DBT |
| 691 | Cenovus Energy Inc | CVECN | Mar 2026 | 1,400,000 | $1.4M | 0.04% | DBT |
| 692 | SBA Senior Finance II LLC | SBAC | Mar 2026 | 1,384,663 | $1.4M | 0.04% | DBT |
| 693 | Kilroy Realty L.P. | KRC | Sep 2022 | 1,400,000 | $1.4M | 0.04% | DBT |
| 694 | CHASE HOME LENDING MTG TR 2024-7 | CHASE | Mar 2026 | 1,377,245 | $1.4M | 0.04% | ABS-O |
| 695 | AT&T Inc | T | Sep 2022 | 1,637,000 | $1.4M | 0.04% | DBT |
| 696 | Elastic NV | ESTC | Mar 2026 | 1,475,000 | $1.4M | 0.04% | DBT |
| 697 | Aircastle Ltd. / Aircastle Ireland DAC | AYR | Mar 2026 | 1,370,000 | $1.4M | 0.04% | DBT |
| 698 | PROGRESS RES TR 2022-SFR5 | PROG | Mar 2026 | 1,385,000 | $1.4M | 0.04% | ABS-O |
| 699 | DBR Land Holdings LLC | LB | Mar 2026 | 1,360,000 | $1.4M | 0.04% | DBT |
| 700 | Exeter Automobile Receivables Trust 2013-2 | EART | Mar 2026 | 1,365,000 | $1.4M | 0.04% | ABS-O |
| 701 | Tikehau CLO IV Designated Activity Company | TIKEH | Mar 2026 | 1,200,000 | $1.4M | 0.04% | ABS-O |
| 702 | Morgan Stanley | MS | Mar 2026 | 1,400,000 | $1.4M | 0.04% | DBT |
| 703 | Regional Management Issuance Trust 2024-2 | RMIT | Mar 2026 | 1,370,000 | $1.4M | 0.04% | ABS-O |
| 704 | GFL Environmental Holdings (US) Inc. | GFLCN | Mar 2026 | 1,400,000 | $1.4M | 0.04% | DBT |
| 705 | PROGRESS RES TR 2022-SFR5 | PROG | Sep 2022 | 1,380,000 | $1.4M | 0.04% | ABS-O |
| 706 | CSC Holdings, LLC | CSCHLD | Mar 2026 | 1,855,000 | $1.4M | 0.04% | DBT |
| 707 | United Wholesale Mortgage LLC | UWMLLC | Sep 2022 | 1,648,848 | $1.4M | 0.04% | ABS-O |
| 708 | MORGAN STANLEY CP I TR 2022-L8 | MSC | Mar 2026 | 1,475,000 | $1.4M | 0.04% | ABS-O |
| 709 | United States Treasury Notes | T | Sep 2022 | 1,400,000 | $1.4M | 0.04% | DBT |
| 710 | ROC MTG TR 2024-RTL1 | ROC | Mar 2026 | 1,370,000 | $1.4M | 0.04% | ABS-O |
| 711 | Iqvia Inc | IQV | Mar 2026 | 1,350,000 | $1.4M | 0.04% | DBT |
| 712 | PacifiCorp. | BRKHEC | Mar 2026 | 1,500,000 | $1.4M | 0.04% | DBT |
| 713 | Occidental Petroleum Corp. | OXY | Mar 2026 | 1,350,000 | $1.4M | 0.04% | DBT |
| 714 | Barclays PLC | BACR | Mar 2026 | 1,400,000 | $1.4M | 0.04% | DBT |
| 715 | Avis Budget Rental Car Funding AESOP LLC | AESOP | Mar 2026 | 1,345,000 | $1.4M | 0.04% | ABS-O |
| 716 | HONDA AUTO RECEIVABLES 2023-4 OWNE | HAROT | Mar 2026 | 1,356,718 | $1.4M | 0.04% | ABS-O |
| 717 | SF ABS ISSUER LLC | SFARM | Mar 2026 | 1,395,000 | $1.4M | 0.04% | ABS-O |
| 718 | Solstice Advanced Materials Inc. | SOLADV | Mar 2026 | 1,385,000 | $1.4M | 0.04% | DBT |
| 719 | Guidestone Funds | GMYXX | Sep 2022 | 1,365,279 | $1.4M | 0.04% | STIV |
| 720 | SANTANDER DRIVE AUTO 2025-1 | SDART | Mar 2026 | 1,362,265 | $1.4M | 0.04% | ABS-O |
| 721 | Avis Budget Rental Car Funding AESOP LLC | AESOP | Mar 2026 | 1,305,000 | $1.4M | 0.04% | ABS-O |
| 722 | J P MG CH CM MT SC T 2024-OMNI | JPMCC | Mar 2026 | 1,350,000 | $1.4M | 0.04% | ABS-O |
| 723 | MISSION LANE CREDIT CARD MASTER TRU | MLANE | Mar 2026 | 1,360,000 | $1.4M | 0.04% | ABS-O |
| 724 | EWC MASTER ISSUER LLC | WAX | Mar 2026 | 1,371,562 | $1.4M | 0.04% | ABS-O |
| 725 | Advanced Drainage System Inc | WMS | Mar 2026 | 1,395,000 | $1.4M | 0.04% | DBT |
| 726 | MARLETTE FDG TST 2018-3 | MFT | Mar 2026 | 1,335,000 | $1.4M | 0.04% | ABS-O |
| 727 | Amkor Technology, Inc. | AMKR | Mar 2026 | 1,362,000 | $1.4M | 0.04% | DBT |
| 728 | BDS 2025-FL14 LLC | BDS | Mar 2026 | 1,350,000 | $1.4M | 0.04% | ABS-CBDO |
| 729 | BBCMS Mortgage Trust 2020-C6 | BBCMS | Mar 2026 | 1,425,000 | $1.4M | 0.04% | ABS-O |
| 730 | SUBWAY FUNDING LLC | SUBWAY | Mar 2026 | 1,367,688 | $1.4M | 0.04% | ABS-O |
| 731 | Installed Building Products Inc | IBP | Mar 2026 | 1,380,000 | $1.4M | 0.04% | DBT |
| 732 | Nigeria (Federal Republic of) | NGERIA | Mar 2026 | 1,342,000 | $1.3M | 0.04% | DBT |
| 733 | Amphenol Corporation | APH | Mar 2026 | 1,390,000 | $1.3M | 0.04% | DBT |
| 734 | BBCMS Mortgage Trust 2020-C6 | BBCMS | Sep 2022 | 1,389,553 | $1.3M | 0.04% | ABS-O |
| 735 | VMED O2 UK Financing I PLC | VMED | Mar 2026 | 1,400,000 | $1.3M | 0.04% | DBT |
| 736 | Pakistan (Islamic Republic of) | PKSTAN | Mar 2026 | 1,358,000 | $1.3M | 0.04% | DBT |
| 737 | Chord Energy Corp. | CHRD | Mar 2026 | 1,325,000 | $1.3M | 0.04% | DBT |
| 738 | JetBlue Airways Corporation | JBLU | Sep 2022 | 1,511,085 | $1.3M | 0.04% | ABS-O |
| 739 | Mexico (United Mexican States) | MEX | Sep 2022 | 2,232,000 | $1.3M | 0.04% | DBT |
| 740 | VERUS SECURITIZATION TR 2024-5 | VERUS | Mar 2026 | 1,326,473 | $1.3M | 0.04% | ABS-O |
| 741 | SUBWAY FUNDING LLC | SUBWAY | Mar 2026 | 1,323,250 | $1.3M | 0.04% | ABS-O |
| 742 | The Brooklyn Union Gas Company | NGGLN | Mar 2026 | 1,250,000 | $1.3M | 0.04% | DBT |
| 743 | OBX 2022-NQM7 TRUST | OBX | Sep 2022 | 1,333,948 | $1.3M | 0.04% | ABS-O |
| 744 | Sumitomo Mitsui Financial Group Inc. | SUMIBK | Mar 2026 | 1,300,000 | $1.3M | 0.04% | DBT |
| 745 | HOTWIRE FUNDING LLC | HWIRE | Sep 2022 | 1,350,000 | $1.3M | 0.04% | ABS-O |
| 746 | Plains All American Pipeline L.P. | PAA | Mar 2026 | 1,300,000 | $1.3M | 0.04% | DBT |
| 747 | CenterPoint Energy Resources Corp. | CNP | Mar 2026 | 1,300,000 | $1.3M | 0.04% | DBT |
| 748 | Comcast Corporation | CMCSA | Mar 2026 | 1,307,000 | $1.3M | 0.04% | DBT |
| 749 | NYMT LOAN TRUST 2025-CP1 | NYMT | Mar 2026 | 1,375,501 | $1.3M | 0.04% | ABS-O |
| 750 | Manhattan West 2020-1MW Mortgage Trust | OMW | Sep 2022 | 1,375,000 | $1.3M | 0.04% | ABS-O |
| 751 | Israel (State Of) | ISRAEL | Mar 2026 | 1,300,000 | $1.3M | 0.04% | DBT |
| 752 | CSMC Trust 2010-16 | CSMC | Sep 2022 | 1,540,343 | $1.3M | 0.04% | ABS-O |
| 753 | L3 Harris Technologies Inc | LHX | Mar 2026 | 1,285,000 | $1.3M | 0.04% | DBT |
| 754 | Federal Home Loan Mortgage Corp. | FHLMC | Sep 2022 | 1,494,543 | $1.3M | 0.04% | ABS-MBS |
| 755 | Chile (Republic Of) | CHILE | Mar 2026 | 2,127,000 | $1.3M | 0.04% | DBT |
| 756 | Wells Fargo & Co. | WFC | Mar 2026 | 1,345,000 | $1.3M | 0.04% | DBT |
| 757 | Oracle Corp. | ORCL | Mar 2026 | 1,275,000 | $1.3M | 0.04% | DBT |
| 758 | Alexandria Real Estate Equities, Inc. | ARE | Sep 2022 | 1,400,000 | $1.3M | 0.04% | DBT |
| 759 | DP World Crescent LTD | DPWDU | Mar 2026 | 1,330,000 | $1.3M | 0.04% | DBT |
| 760 | Stream Innovations 2024-2 Issuer Trust | STRE | Mar 2026 | 1,295,749 | $1.3M | 0.04% | ABS-O |
| 761 | Alphabet Inc. | GOOGL | Mar 2026 | 1,310,000 | $1.3M | 0.04% | DBT |
| 762 | AREIT 2025-CRE10 Ltd. / AREIT 2025-CRE10 LLC | AREIT | Mar 2026 | 1,300,000 | $1.3M | 0.04% | ABS-CBDO |
| 763 | STATION PLACE SECURIT FRN | 857942AA4 | Mar 2026 | 1,300,000 | $1.3M | 0.04% | ABS-MBS |
| 764 | MSCI Inc. | MSCI | Mar 2026 | 1,325,000 | $1.3M | 0.04% | DBT |
| 765 | U.S. Treasury Security Stripped Interest Security | S | Mar 2026 | 1,540,000 | $1.3M | 0.04% | DBT |
| 766 | PLACEHOLD FNMA MF 17/10 | 000000000 | Sep 2022 | 1,270,000 | $1.3M | 0.04% | LON |
| 767 | Concentra | CONCEN | Mar 2026 | 1,287,024 | $1.3M | 0.04% | LON |
| 768 | Securitized Asset Backed Receivables Llc Trust 2006-Fr1 | SABN | Sep 2022 | 1,458,579 | $1.3M | 0.04% | ABS-O |
| 769 | Santander UK Group Holdings PLC | SANUK | Mar 2026 | 1,300,000 | $1.3M | 0.04% | DBT |
| 770 | LG Energy Solution Ltd. | LGENSO | Mar 2026 | 1,300,000 | $1.3M | 0.04% | DBT |
| 771 | Fnma Pass-Thru I | FN | Mar 2026 | 1,268,720 | $1.3M | 0.04% | ABS-MBS |
| 772 | Republic Finance Issuance Trust 2024-B | REPS | Mar 2026 | 1,270,000 | $1.3M | 0.04% | ABS-O |
| 773 | Action Nederland B.V. | ACTINA | Mar 2026 | 1,287,000 | $1.3M | 0.04% | LON |
| 774 | StoneX Escrow Issuer LLC | SNEX | Mar 2026 | 1,270,000 | $1.3M | 0.04% | DBT |
| 775 | U.S. Treasury Security Stripped Interest Security | S | Mar 2026 | 1,540,000 | $1.3M | 0.04% | DBT |
| 776 | Government National Mortgage Association | GNR | Sep 2022 | 1,302,712 | $1.3M | 0.04% | ABS-MBS |
| 777 | UGI Energy Services | UGI | Mar 2026 | 1,276,962 | $1.3M | 0.04% | LON |
| 778 | Americo Life Inc. | AMERIC | Sep 2022 | 1,450,000 | $1.3M | 0.04% | DBT |
| 779 | Goodleap Sustainable Home Solutions Trust 2021-3 | GOOD | Sep 2022 | 1,480,475 | $1.3M | 0.04% | ABS-O |
| 780 | LOUISIANA LOC GOVT ENVIRONMENTAL FACS & CMNTY DEV AUTH | LASGOV | Sep 2022 | 1,300,000 | $1.3M | 0.04% | DBT |
| 781 | VFH Parent LLC & Valor Co-Issuer Inc. | VIRT | Mar 2026 | 1,240,000 | $1.3M | 0.03% | DBT |
| 782 | Wells Fargo & Co. | WFC | Sep 2022 | 1,275,000 | $1.3M | 0.03% | DBT |
| 783 | Helmerich & Payne Inc | HP | Mar 2026 | 1,294,000 | $1.3M | 0.03% | DBT |
| 784 | Aqueduct European Clo 14 Designated Activity Co. | AQUE | Mar 2026 | 1,100,000 | $1.3M | 0.03% | ABS-O |
| 785 | OCP CLO LTD 2024-38 | OCP | Mar 2026 | 1,265,000 | $1.3M | 0.03% | ABS-CBDO |
| 786 | SEB FUNDING LLC | SEB4P | Mar 2026 | 1,275,000 | $1.3M | 0.03% | ABS-O |
| 787 | Mitsubishi UFJ Financial Group Inc. | MUFG | Sep 2022 | 1,250,000 | $1.3M | 0.03% | DBT |
| 788 | Boeing Co. | BA | Mar 2026 | 1,145,000 | $1.3M | 0.03% | DBT |
| 789 | Avis Budget Rental Car Funding AESOP LLC | AESOP | Mar 2026 | 1,230,000 | $1.3M | 0.03% | ABS-O |
| 790 | COLT 2024-3 MORTGAGE LOAN TRUST | COLT | Mar 2026 | 1,244,357 | $1.3M | 0.03% | ABS-O |
| 791 | GA Global Funding Trust | GBLATL | Sep 2022 | 1,450,000 | $1.3M | 0.03% | DBT |
| 792 | Federal Farm Credit Banks | FFCB | Sep 2022 | 1,310,000 | $1.3M | 0.03% | DBT |
| 793 | Jane Street Group LLC / JSG Finance Inc. | JANEST | Mar 2026 | 1,220,000 | $1.3M | 0.03% | DBT |
| 794 | Cerberus Loan Funding XL LLC | CERB | Mar 2026 | 1,250,000 | $1.3M | 0.03% | ABS-CBDO |
| 795 | Owl Rock Clo XXII LLC | OR | Mar 2026 | 1,250,000 | $1.3M | 0.03% | ABS-CBDO |
| 796 | CARVANA AUTO REC TR 2024-P4 | CRVNA | Mar 2026 | 1,250,000 | $1.3M | 0.03% | ABS-O |
| 797 | Broadcom Inc | AVGO | Mar 2026 | 1,390,000 | $1.3M | 0.03% | DBT |
| 798 | Fortress Credit BSL XV Ltd / LLC | FCBSL | Mar 2026 | 1,250,000 | $1.3M | 0.03% | ABS-CBDO |
| 799 | Wellfleet Clo 2022-2 Ltd. | WELF | Mar 2026 | 1,250,000 | $1.3M | 0.03% | ABS-CBDO |
| 800 | CERBERUS LOAN FUNDING 2025-50 | CERB | Mar 2026 | 1,250,000 | $1.3M | 0.03% | ABS-CBDO |
| 801 | STATION PLACE SECURIT FRN | 85772TAA1 | Mar 2026 | 1,250,000 | $1.2M | 0.03% | DBT |
| 802 | IRS_CCP EUR RCV EURIB6M PAY 2.75% 17-JUN-2036 | 000000000 | Sep 2022 | 36,850,000 | $1.2M | 0.03% | DIR |
| 803 | BX Trust 2018-Bilt | BX | Mar 2026 | 1,250,000 | $1.2M | 0.03% | ABS-O |
| 804 | Acrec 2025-FL3 LLC | ACREC | Mar 2026 | 1,250,000 | $1.2M | 0.03% | ABS-CBDO |
| 805 | Clearwater Analytics | CLRANA | Mar 2026 | 1,246,875 | $1.2M | 0.03% | LON |
| 806 | BDS 2025-FL15 LLC | BDS | Mar 2026 | 1,250,000 | $1.2M | 0.03% | ABS-CBDO |
| 807 | VERUS SECURITIZATION TRUST 2026-3 | VERUS | Mar 2026 | 1,250,000 | $1.2M | 0.03% | ABS-O |
| 808 | Trustage Financial Group Inc | CUNAMU | Sep 2022 | 1,300,000 | $1.2M | 0.03% | DBT |
| 809 | GFH 2025-IND MORTGAGE TRUST | GFH | Mar 2026 | 1,245,000 | $1.2M | 0.03% | ABS-O |
| 810 | Aramark | ARMK | Mar 2026 | 1,239,124 | $1.2M | 0.03% | LON |
| 811 | CBAMR 2021-14 LTD | CBAMR | Mar 2026 | 1,240,000 | $1.2M | 0.03% | ABS-CBDO |
| 812 | United States Treasury Bonds | T | Sep 2022 | 1,700,000 | $1.2M | 0.03% | DBT |
| 813 | Federal National Mortgage Association | FNMA | Sep 2022 | 1,276,242 | $1.2M | 0.03% | ABS-MBS |
| 814 | Alumina Pty Ltd. | AA | Mar 2026 | 1,210,000 | $1.2M | 0.03% | DBT |
| 815 | Vodafone Group PLC | VOD | Mar 2026 | 1,300,000 | $1.2M | 0.03% | DBT |
| 816 | FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD | FHR | Mar 2026 | 1,228,800 | $1.2M | 0.03% | ABS-O |
| 817 | Government National Mortgage Association | GNR | Sep 2022 | 1,218,356 | $1.2M | 0.03% | ABS-MBS |
| 818 | Boeing Co. | BA | Sep 2022 | 1,225,000 | $1.2M | 0.03% | DBT |
| 819 | Munich Reinsurance AG | MUNRE | Sep 2022 | 1,200,000 | $1.2M | 0.03% | DBT |
| 820 | CALIFORNIA STATEWIDE CMNTYS DEV AUTH | CASGEN | Dec 2022 | 1,165,000 | $1.2M | 0.03% | DBT |
| 821 | Federal Home Loan Mortgage Corp. | FHLMC | Sep 2022 | 1,355,632 | $1.2M | 0.03% | ABS-MBS |
| 822 | TRIPADVISOR TL | LX2366941 | Mar 2026 | 1,283,750 | $1.2M | 0.03% | LON |
| 823 | Goldman Sachs Group, Inc. | GS | Mar 2026 | 1,246,000 | $1.2M | 0.03% | DBT |
| 824 | Wells Fargo Commercial Mortgage Trust 2012-Lc5 | WFCM | Mar 2026 | 1,350,000 | $1.2M | 0.03% | ABS-O |
| 825 | Capital One Financial Corp. | COF | Sep 2022 | 1,200,000 | $1.2M | 0.03% | DBT |
| 826 | BPR TRUST 2024-PMDW | BPR | Mar 2026 | 1,200,000 | $1.2M | 0.03% | ABS-O |
| 827 | JPMorgan Chase & Co. | JPM | Sep 2022 | 1,219,000 | $1.2M | 0.03% | DBT |
| 828 | Arbor Multifamily Mortgage Securities Trust 2021-MF2 | AMMST | Sep 2022 | 1,300,000 | $1.2M | 0.03% | ABS-O |
| 829 | American Express Company | AXP | Mar 2026 | 1,200,000 | $1.2M | 0.03% | DBT |
| 830 | QXO Building Products Inc. | BECN | Mar 2026 | 1,185,000 | $1.2M | 0.03% | DBT |
| 831 | American Airlines, Inc. | AAL | Sep 2022 | 1,247,575 | $1.2M | 0.03% | ABS-O |
| 832 | SV RNO Property Owner 1 LLC | TRACTC | Mar 2026 | 1,220,000 | $1.2M | 0.03% | DBT |
| 833 | Wingstop Funding LLC | WSTOP | Sep 2022 | 1,244,892 | $1.2M | 0.03% | ABS-O |
| 834 | Gmf Floorplan Owner Revolving Trust | GFORT | Mar 2026 | 1,200,000 | $1.2M | 0.03% | ABS-O |
| 835 | Santander UK Group Holdings PLC | SANUK | Mar 2026 | 1,200,000 | $1.2M | 0.03% | DBT |
| 836 | Toyota Motor Credit Corp. | TOYOTA | Mar 2026 | 1,200,000 | $1.2M | 0.03% | DBT |
| 837 | JPMorgan Chase & Co. | JPM | Sep 2022 | 1,200,000 | $1.2M | 0.03% | DBT |
| 838 | PLACEHOLDER ATLAS SP AIRC | 000000000 | Sep 2022 | 1,200,000 | $1.2M | 0.03% | DBT |
| 839 | EPR Properties | EPR | Sep 2022 | 1,200,000 | $1.2M | 0.03% | DBT |
| 840 | VERUS SECURITIZATION 2025-INV1 | VERUS | Mar 2026 | 1,193,026 | $1.2M | 0.03% | ABS-O |
| 841 | J.P. MORGAN MORTGAGE TRUST 2024-VIS | JPMMT | Mar 2026 | 1,191,328 | $1.2M | 0.03% | ABS-O |
| 842 | HLEND CLO 2025-4 LLC | HLEND | Mar 2026 | 1,200,000 | $1.2M | 0.03% | ABS-CBDO |
| 843 | PROGRESS RES TR 2022-SFR5 | PROG | Sep 2022 | 1,200,000 | $1.2M | 0.03% | ABS-O |
| 844 | 280 Park Avenue Trust | PRK | Sep 2022 | 1,200,000 | $1.2M | 0.03% | ABS-O |
| 845 | Bank of America Corp. | BAC | Sep 2022 | 1,215,000 | $1.2M | 0.03% | DBT |
| 846 | American Tower Corporation | AMT | Sep 2022 | 1,200,000 | $1.2M | 0.03% | DBT |
| 847 | JP Morgan Mortgage Trust | JPMMT | Mar 2026 | 1,272,252 | $1.2M | 0.03% | ABS-O |
| 848 | GOODLEAP HOME IMPT 2024-1 | GDLP | Mar 2026 | 1,182,596 | $1.2M | 0.03% | ABS-O |
| 849 | Morgan Stanley | MS | Sep 2022 | 1,200,000 | $1.2M | 0.03% | DBT |
| 850 | Figre Trust 2023-HE1 | FIGRE | Mar 2026 | 1,185,648 | $1.2M | 0.03% | ABS-O |
| 851 | Egypt (Arab Republic of) | EGYPT | Mar 2026 | 1,130,000 | $1.2M | 0.03% | DBT |
| 852 | Motorola Solutions Inc | MSI | Mar 2026 | 1,158,000 | $1.2M | 0.03% | DBT |
| 853 | Boeing Co. | BA | Mar 2026 | 1,086,000 | $1.2M | 0.03% | DBT |
| 854 | Vb-S1 Issuer Llc 2016-1 | VBTOW | Mar 2026 | 1,200,000 | $1.2M | 0.03% | ABS-O |
| 855 | Vale Overseas Limited | VALEBZ | Mar 2026 | 1,160,000 | $1.2M | 0.03% | DBT |
| 856 | Federal Home Loan Mortgage Corp. | FHLMC | Sep 2022 | 1,364,816 | $1.2M | 0.03% | ABS-MBS |
| 857 | Onemain Financial Issuance Trust 2019-2 | OMFIT | Mar 2026 | 1,210,000 | $1.2M | 0.03% | ABS-O |
| 858 | Equinix Europe 2 Financing Corp LLC | EQIX | Mar 2026 | 1,200,000 | $1.2M | 0.03% | DBT |
| 859 | Amazon.com, Inc. | AMZN | Mar 2026 | 1,177,000 | $1.2M | 0.03% | DBT |
| 860 | Oracle Corp. | ORCL | Mar 2026 | 1,255,000 | $1.2M | 0.03% | DBT |
| 861 | AVANTOR FDG INC TL | LX2705858 | Mar 2026 | 1,000,000 | $1.2M | 0.03% | LON |
| 862 | DRIVE BIDCO TL | 000000000 | Sep 2022 | 1,000,000 | $1.2M | 0.03% | DBT |
| 863 | Bank of America Corp. | BAC | Sep 2022 | 1,300,000 | $1.2M | 0.03% | DBT |
| 864 | FIGRE TRUST 2024-HE2 | FIGRE | Mar 2026 | 1,133,798 | $1.2M | 0.03% | ABS-O |
| 865 | Indonesia (Republic of) | INDON | Mar 2026 | 1,040,000 | $1.2M | 0.03% | DBT |
| 866 | ZAYO ISSUER LLC | ZAYO | Mar 2026 | 1,150,000 | $1.2M | 0.03% | ABS-O |
| 867 | Columbia Pipelines Operating Co. LLC | CPGX | Mar 2026 | 1,095,000 | $1.2M | 0.03% | DBT |
| 868 | FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD | FHR | Mar 2026 | 1,143,667 | $1.1M | 0.03% | ABS-O |
| 869 | UDR Inc | UDR | Sep 2022 | 1,200,000 | $1.1M | 0.03% | DBT |
| 870 | TOWD POINT MORTGAGE TRUST 2026-CES1 | TPMT | Mar 2026 | 1,150,000 | $1.1M | 0.03% | ABS-O |
| 871 | TIF FUNDING III LLC 2024-1 | TIF | Mar 2026 | 1,131,758 | $1.1M | 0.03% | ABS-O |
| 872 | Morgan Stanley | MS | Sep 2022 | 1,225,000 | $1.1M | 0.03% | DBT |
| 873 | MOSAIC SOLAR LOAN TRUST 2022-1 | MSAIC | Sep 2022 | 1,296,467 | $1.1M | 0.03% | ABS-O |
| 874 | Nigeria (Federal Republic of) | NGERIA | Sep 2022 | 1,120,000 | $1.1M | 0.03% | DBT |
| 875 | Cars Db4 LP | CAUTO | Mar 2026 | 1,177,500 | $1.1M | 0.03% | ABS-O |
| 876 | U.S. Treasury Security Stripped Interest Security | S | Mar 2026 | 1,540,000 | $1.1M | 0.03% | DBT |
| 877 | CASTLELAKE AIRCRAFT STRUCTURED TRUST 2026-1 | CLAST | Mar 2026 | 1,150,000 | $1.1M | 0.03% | ABS-O |
| 878 | Figre Trust 2023-HE1 | FIGRE | Mar 2026 | 1,124,900 | $1.1M | 0.03% | ABS-O |
| 879 | Oha Credit Partners Xv Limited | OAKC | Mar 2026 | 1,130,000 | $1.1M | 0.03% | ABS-CBDO |
| 880 | CommonSpirit Health | CATMED | Mar 2026 | 1,145,000 | $1.1M | 0.03% | DBT |
| 881 | Goodleap Sustainable Home Solutions Trust 2021-3 | GOOD | Sep 2022 | 1,451,979 | $1.1M | 0.03% | ABS-O |
| 882 | Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR | Mar 2026 | 1,085,000 | $1.1M | 0.03% | DBT |
| 883 | Citigroup Inc. | C | Mar 2026 | 1,125,000 | $1.1M | 0.03% | DBT |
| 884 | Structured Asset Securities Corp. | STARTS | Sep 2022 | 1,147,783 | $1.1M | 0.03% | ABS-O |
| 885 | The Cigna Group | CI | Mar 2026 | 1,250,000 | $1.1M | 0.03% | DBT |
| 886 | Synchrony Financial | SYF | Mar 2026 | 1,138,000 | $1.1M | 0.03% | DBT |
| 887 | CLAUDIUS FINANCE TL | 000000000 | Sep 2022 | 1,000,000 | $1.1M | 0.03% | LON |
| 888 | Vb-S1 Issuer Llc 2016-1 | VBTOW | Mar 2026 | 1,100,000 | $1.1M | 0.03% | ABS-O |
| 889 | Wells Fargo & Co. | WFC | Sep 2022 | 1,125,000 | $1.1M | 0.03% | DBT |
| 890 | OBX TRUST 2024-NQM8 | OBX | Mar 2026 | 1,106,958 | $1.1M | 0.03% | ABS-O |
| 891 | Opal Bidco SAS | OPALBD | Mar 2026 | 1,115,000 | $1.1M | 0.03% | DBT |
| 892 | Oracle Corp. | ORCL | Mar 2026 | 1,202,000 | $1.1M | 0.03% | DBT |
| 893 | Verus Securitization Trust 2019-Inv3 | VERUS | Mar 2026 | 1,106,169 | $1.1M | 0.03% | ABS-O |
| 894 | BLP COMMERCIAL MORTGAGE TRUST 2024- | BLP | Mar 2026 | 1,113,653 | $1.1M | 0.03% | ABS-O |
| 895 | Ford Motor Credit Company LLC | F | Mar 2026 | 1,100,000 | $1.1M | 0.03% | DBT |
| 896 | Host Hotels & Resorts, L.P. | HST | Mar 2026 | 1,100,000 | $1.1M | 0.03% | DBT |
| 897 | Federal National Mortgage Association | FNMA | Mar 2026 | 1,105,213 | $1.1M | 0.03% | ABS-O |
| 898 | Blue Owl Finance Llc | OWL | Mar 2026 | 1,155,000 | $1.1M | 0.03% | DBT |
| 899 | Federal National Mortgage Association | FNMA | Mar 2026 | 1,107,272 | $1.1M | 0.03% | ABS-O |
| 900 | Viper Energy Partners LLC | VNOM | Mar 2026 | 1,100,000 | $1.1M | 0.03% | DBT |
| 901 | JPMorgan Chase & Co. | JPM | Sep 2022 | 1,125,000 | $1.1M | 0.03% | DBT |
| 902 | TRTX ISSUER LTD 2025-FL6 | TRTX | Mar 2026 | 1,100,000 | $1.1M | 0.03% | ABS-CBDO |
| 903 | Neuberger Berman Loan Advisers CLO 27 Ltd. | NEUB | Mar 2026 | 1,100,000 | $1.1M | 0.03% | ABS-CBDO |
| 904 | PRPM 2024-RPL2 LLC | PRPM | Mar 2026 | 1,140,000 | $1.1M | 0.03% | ABS-O |
| 905 | AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2025-4 | ACAR | Mar 2026 | 1,100,000 | $1.1M | 0.03% | ABS-O |
| 906 | Federal National Mortgage Association | FNMA | Mar 2026 | 1,100,348 | $1.1M | 0.03% | ABS-O |
| 907 | HALSEYPOINT CLO II LTD 2020-02 | HLSY | Mar 2026 | 1,100,000 | $1.1M | 0.03% | ABS-CBDO |
| 908 | Goldman Sachs Group, Inc. | GS | Mar 2026 | 1,050,000 | $1.1M | 0.03% | DBT |
| 909 | Gls Auto Select Receivables Issuer Trust 2025-1 | GSAR | Mar 2026 | 1,090,000 | $1.1M | 0.03% | ABS-O |
| 910 | BSPRT 2026-FL13 ISSUER LLC | BSPRT | Mar 2026 | 1,100,000 | $1.1M | 0.03% | ABS-CBDO |
| 911 | United States Treasury Bonds | T | Mar 2026 | 1,130,000 | $1.1M | 0.03% | DBT |
| 912 | Golub Capital Partners Clo 69 (M) -R | GOCAP | Mar 2026 | 1,100,000 | $1.1M | 0.03% | ABS-CBDO |
| 913 | Turkey (Republic of) | TURKEY | Mar 2026 | 1,160,000 | $1.1M | 0.03% | DBT |
| 914 | BX COML MTG TR 2024-VLT5 | BX | Mar 2026 | 1,095,000 | $1.1M | 0.03% | ABS-O |
| 915 | WestRock Company | SW | Sep 2022 | 1,100,000 | $1.1M | 0.03% | DBT |
| 916 | Santander Holdings USA Inc. | SANUSA | Sep 2022 | 1,100,000 | $1.1M | 0.03% | DBT |
| 917 | BPCE SA | BPCEGP | Mar 2026 | 1,000,000 | $1.1M | 0.03% | DBT |
| 918 | AT&T Inc | T | Sep 2022 | 1,664,000 | $1.1M | 0.03% | DBT |
| 919 | T-Mobile USA, Inc. | TMUS | Sep 2022 | 1,200,000 | $1.1M | 0.03% | DBT |
| 920 | Avis Budget Rental Car Funding AESOP LLC | AESOP | Mar 2026 | 1,075,000 | $1.1M | 0.03% | ABS-O |
| 921 | Golub Capital Partners Clo 69 (M) -R | GOCAP | Mar 2026 | 1,100,000 | $1.1M | 0.03% | ABS-CBDO |
| 922 | Santander UK Group Holdings PLC | SANUK | Sep 2022 | 1,200,000 | $1.1M | 0.03% | DBT |
| 923 | South Africa (Republic of) | SOAF | Mar 2026 | 1,220,000 | $1.1M | 0.03% | DBT |
| 924 | Takeoff Merger Subordinated Inc. | SUMIAL | Mar 2026 | 1,100,000 | $1.1M | 0.03% | DBT |
| 925 | Cedar Funding IX CLO | CEDF | Mar 2026 | 1,085,000 | $1.1M | 0.03% | ABS-CBDO |
| 926 | J.P. Morgan Chase Commercial Mortgage Securities Trust | JPMCC | Mar 2026 | 1,103,648 | $1.1M | 0.03% | ABS-O |
| 927 | International-Matex Tank Terminals | INTMAT | Mar 2026 | 1,086,250 | $1.1M | 0.03% | LON |
| 928 | ROCK TR 2024-CNTR | ROCC | Mar 2026 | 1,050,000 | $1.1M | 0.03% | ABS-O |
| 929 | Chubb INA Holdings LLC | CB | Mar 2026 | 979,000 | $1.1M | 0.03% | DBT |
| 930 | Royalty Pharma PLC | RPRX | Mar 2026 | 1,072,000 | $1.1M | 0.03% | DBT |
| 931 | JPMorgan Chase & Co. | JPM | Mar 2026 | 1,090,000 | $1.1M | 0.03% | DBT |
| 932 | Wells Fargo Commercial Mortgage Trust 2024-1CHI | WFCM | Mar 2026 | 1,075,000 | $1.1M | 0.03% | ABS-O |
| 933 | DEEPHAVEN RESIDENTIAL MTG TR 2021-4 | DRMT | Mar 2026 | 1,212,112 | $1.1M | 0.03% | ABS-O |
| 934 | Morgan Stanley | MS | Sep 2022 | 1,250,000 | $1.1M | 0.03% | DBT |
| 935 | Builders Firstsource, Inc. | BLDR | Mar 2026 | 1,075,000 | $1.1M | 0.03% | DBT |
| 936 | CommonSpirit Health | CATMED | Dec 2022 | 1,005,000 | $1.1M | 0.03% | DBT |
| 937 | OIS_CCP USD RCV SOFR1D PAY 2% 21-DEC-2032 | 000000000 | Sep 2022 | 10,100,000 | $1.1M | 0.03% | DIR |
| 938 | United States Treasury Notes | T | Mar 2026 | 1,060,000 | $1.1M | 0.03% | DBT |
| 939 | Smbc Aviation Capital Finance | SMBCAC | Mar 2026 | 1,052,000 | $1.1M | 0.03% | DBT |
| 940 | GS Mortgage Securities Corp. Trust 2013-PEMB | GSMS | Mar 2026 | 1,355,000 | $1.1M | 0.03% | ABS-O |
| 941 | Southern California Edison Company | EIX | Mar 2026 | 1,050,000 | $1.1M | 0.03% | DBT |
| 942 | OIS_CCP USD RCV SOFR1D PAY 3.5% 20-JUN-2054 | 000000000 | Sep 2022 | 9,700,000 | $1.1M | 0.03% | DIR |
| 943 | CASTLELAKE AIRCRAFT STRUCTURED TRUST 2025-3 | CLAST | Mar 2026 | 1,071,075 | $1.1M | 0.03% | ABS-O |
| 944 | MAD COMMERCIAL MORTGAGE TRUST 2025-11MD | MAD | Mar 2026 | 1,050,000 | $1.1M | 0.03% | ABS-O |
| 945 | Royal Caribbean Cruises Ltd. | RCL | Mar 2026 | 1,111,000 | $1.1M | 0.03% | DBT |
| 946 | GOLUB CAP PART 2016-16MR2 LP | GOCAP | Mar 2026 | 1,050,000 | $1.1M | 0.03% | ABS-CBDO |
| 947 | TYSN 2023 CRNR MORTGAGE TRUST | TYSN | Mar 2026 | 1,010,000 | $1.1M | 0.03% | ABS-O |
| 948 | NEW RES MTG LN TR 2025-NQM1 | NRZT | Mar 2026 | 1,038,731 | $1.1M | 0.03% | ABS-O |
| 949 | Hilton Domestic Operating Co Inc. | HLT | Mar 2026 | 1,070,000 | $1.0M | 0.03% | DBT |
| 950 | Barclays PLC | BACR | Dec 2022 | 1,000,000 | $1.0M | 0.03% | DBT |
| 951 | BXMT 2026-FL6 LTD | BXMT | Mar 2026 | 1,050,000 | $1.0M | 0.03% | ABS-CBDO |
| 952 | Crown Americas LLC | CCK | Mar 2026 | 1,035,000 | $1.0M | 0.03% | DBT |
| 953 | PRPM 2024-RCF1 LLC | PRPM | Mar 2026 | 1,047,817 | $1.0M | 0.03% | ABS-O |
| 954 | Leidos Inc | LDOS | Mar 2026 | 997,000 | $1.0M | 0.03% | DBT |
| 955 | NextEra Energy Capital Holdings Inc | NEE | Sep 2022 | 1,090,000 | $1.0M | 0.03% | DBT |
| 956 | Lbj Infrastructure Group Llc | CINCON | Dec 2022 | 1,450,000 | $1.0M | 0.03% | DBT |
| 957 | JPMorgan Chase & Co. | JPM | Mar 2026 | 1,000,000 | $1.0M | 0.03% | DBT |
| 958 | Banco Santander SA | SANTAN | Mar 2026 | 1,000,000 | $1.0M | 0.03% | DBT |
| 959 | Silver Point Clo 12 Ltd. / Silver Point Clo 12 LLC | SPCLO | Mar 2026 | 1,025,000 | $1.0M | 0.03% | ABS-CBDO |
| 960 | Avis Budget Rental Car Funding AESOP LLC | AESOP | Mar 2026 | 1,000,000 | $1.0M | 0.03% | ABS-O |
| 961 | United Rentals (North America), Inc. | URI | Mar 2026 | 1,010,000 | $1.0M | 0.03% | DBT |
| 962 | EnerSys | ENS | Mar 2026 | 1,000,000 | $1.0M | 0.03% | DBT |
| 963 | TERMINAL INVT 5.63% | 87299BMD1 | Mar 2026 | 1,000,000 | $1.0M | 0.03% | DBT |
| 964 | Verizon Communications Inc. | VZ | Sep 2022 | 1,125,000 | $1.0M | 0.03% | DBT |
| 965 | MORGAN STNLY RES MTG 2025-NQM2 | MSRM | Mar 2026 | 1,025,727 | $1.0M | 0.03% | ABS-O |
| 966 | Jefferies Financial Group Inc | JEF | Mar 2026 | 1,000,000 | $1.0M | 0.03% | DBT |
| 967 | Federal Home Loan Mortgage Corp. | FHLMC | Mar 2026 | 983,586 | $1.0M | 0.03% | ABS-MBS |
| 968 | United States Treasury Notes | T | Mar 2026 | 1,000,000 | $1.0M | 0.03% | DBT |
| 969 | NAVIGATOR 2024-1 AVIATION LIMITED | NAVTR | Mar 2026 | 1,019,940 | $1.0M | 0.03% | ABS-O |
| 970 | Oracle Corp. | ORCL | Mar 2026 | 1,071,000 | $1.0M | 0.03% | DBT |
| 971 | Guidestone Funds | GMYXX | Sep 2022 | 1,015,046 | $1.0M | 0.03% | STIV |
| 972 | Marriott International, Inc. | MAR | Mar 2026 | 1,050,000 | $1.0M | 0.03% | DBT |
| 973 | JPMorgan Chase & Co. | JPM | Sep 2022 | 1,025,000 | $1.0M | 0.03% | DBT |
| 974 | Mutual of Omaha Insurance Co | MUTOMA | Mar 2026 | 1,000,000 | $1.0M | 0.03% | DBT |
| 975 | Abu Dhabi Developmental Holding Co. PJSC | ADQABU | Mar 2026 | 1,000,000 | $1.0M | 0.03% | DBT |
| 976 | ZF North America Capital, Inc. | ZFFNGR | Mar 2026 | 1,065,000 | $1.0M | 0.03% | DBT |
| 977 | CIM TRUST 2025-I1 | CIM | Mar 2026 | 1,005,506 | $1.0M | 0.03% | ABS-O |
| 978 | TPG CLO 2025-1 LTD | TPGCLO | Mar 2026 | 1,010,000 | $1.0M | 0.03% | ABS-CBDO |
| 979 | ALLO ISSUER LLC | ALLO | Mar 2026 | 1,000,000 | $1.0M | 0.03% | ABS-O |
| 980 | HIT TRUST 2022-HI32 | HIT | Sep 2022 | 1,000,000 | $1.0M | 0.03% | ABS-O |
| 981 | Hyundai Capital America | HYNMTR | Mar 2026 | 1,000,000 | $1.0M | 0.03% | DBT |
| 982 | Regional Management Issuance Trust | RMIT | Mar 2026 | 1,000,000 | $1.0M | 0.03% | ABS-O |
| 983 | Five Guys Funding LLC | GUYS | Mar 2026 | 987,500 | $1.0M | 0.03% | ABS-O |
| 984 | Oneok Inc. | OKE | Mar 2026 | 1,025,000 | $1.0M | 0.03% | DBT |
| 985 | PeaceHealth | PEAHEA | Mar 2026 | 1,010,000 | $1.0M | 0.03% | DBT |
| 986 | Southern Co. | SO | Mar 2026 | 1,000,000 | $1.0M | 0.03% | DBT |
| 987 | Adamas Trust Inc. | ADAM | Mar 2026 | 1,000,000 | $1.0M | 0.03% | ABS-O |
| 988 | OWL ROCK CLO I LLC | OR | Mar 2026 | 1,000,000 | $1.0M | 0.03% | ABS-CBDO |
| 989 | DRYDEN 54 SENIOR LOAN FUND | DRSLF | Mar 2026 | 1,000,000 | $1.0M | 0.03% | ABS-CBDO |
| 990 | OBX 2025-HE1 TR | OBX | Mar 2026 | 1,000,000 | $1.0M | 0.03% | ABS-O |
| 991 | PRET 2025-RPL5 TRUST | PRET | Mar 2026 | 1,033,730 | $1.0M | 0.03% | ABS-O |
| 992 | BLUE STREAM ISSUER LLC | BSTRM | Mar 2026 | 1,000,000 | $1.0M | 0.03% | ABS-O |
| 993 | CASTLELAKE AIRCRAFT STRUCTURED TRUS | CLAST | Mar 2026 | 1,002,282 | $1.0M | 0.03% | ABS-O |
| 994 | OWL ROCK CLO XVI LLC | OR | Mar 2026 | 1,000,000 | $1.0M | 0.03% | ABS-CBDO |
| 995 | Stack Infrastructure Issuer Llc | SIDC | Mar 2026 | 1,000,000 | $1.0M | 0.03% | ABS-O |
| 996 | Allianz SE | ALVGR | Mar 2026 | 1,000,000 | $1.0M | 0.03% | DBT |
| 997 | W. P. Carey Inc | WPC | Sep 2022 | 1,025,000 | $1.0M | 0.03% | DBT |
| 998 | BDS 2024-FL13 LLC | BDS | Mar 2026 | 1,000,000 | $1.0M | 0.03% | ABS-CBDO |
| 999 | Ares Lv Clo Ltd / Ares Lv Clo Llc | ARES | Mar 2026 | 1,000,000 | $1.0M | 0.03% | ABS-CBDO |
| 1000 | GOLDENTREE LN MGMT US CLO 9 LTD/LLC | GLM | Mar 2026 | 1,000,000 | $1.0M | 0.03% | ABS-CBDO |
| 1001 | OBX TRUST 2024-NQM10 | OBX | Mar 2026 | 991,718 | $1.0M | 0.03% | ABS-O |
| 1002 | HPS PRIVATE CREDIT CLO 2025-3 LLC | HPSPR | Mar 2026 | 1,000,000 | $1.0M | 0.03% | ABS-CBDO |
| 1003 | Palmer Square CLO 2014-1 Ltd. | PLMRS | Mar 2026 | 1,000,000 | $1.0M | 0.03% | ABS-CBDO |
| 1004 | JBS NV / JBS USA Food Co Holdings Inc. / JBS USA Foods Group Holdings Inc. | JBS | Mar 2026 | 1,000,000 | $1.0M | 0.03% | DBT |
| 1005 | KIND COMMERCIAL MORTGAGE TRUST 2024 | KIND | Mar 2026 | 1,000,000 | $1.0M | 0.03% | ABS-O |
| 1006 | Figre Trust 2023-HE1 | BMP | Mar 2026 | 1,000,000 | $1.0M | 0.03% | ABS-O |
| 1007 | Nippon Life Insurance Co. | NIPLIF | Mar 2026 | 1,000,000 | $1.0M | 0.03% | DBT |
| 1008 | OWL ROCK CLO III LLC 2020-3 | OR | Mar 2026 | 1,000,000 | $999K | 0.03% | ABS-CBDO |
| 1009 | FS RIALTO ISSUER LTD | FSRIA | Mar 2026 | 1,000,000 | $999K | 0.03% | ABS-CBDO |
| 1010 | CERBERUS LOAN FUNDING 51 LLC | CERB | Mar 2026 | 1,000,000 | $998K | 0.03% | ABS-CBDO |
| 1011 | CERBERUS LOAN FDG XLIV 2024-44 | CERB | Mar 2026 | 1,000,000 | $998K | 0.03% | ABS-CBDO |
| 1012 | OWL ROCK CLO XVI LLC | OR | Mar 2026 | 1,000,000 | $998K | 0.03% | ABS-CBDO |
| 1013 | LOANCORE ISSUER 2025-CRE8 | LNCR | Mar 2026 | 1,000,000 | $997K | 0.03% | ABS-CBDO |
| 1014 | Cerberus Loan Funding XLIII LLC | CERB | Mar 2026 | 1,000,000 | $996K | 0.03% | ABS-CBDO |
| 1015 | Fort Benning Familyily Communitys Llc | BENFAM | Mar 2026 | 1,106,616 | $996K | 0.03% | DBT |
| 1016 | Golub Capital Partners CLO 31(M) LTD | GOCAP | Mar 2026 | 1,000,000 | $996K | 0.03% | ABS-CBDO |
| 1017 | TRICON RESIDENTIAL 2025-SFR2 TRUST | TCN | Mar 2026 | 999,006 | $994K | 0.03% | ABS-O |
| 1018 | TRICON RESIDENTIAL 2023-SFR1 TR | TCN | Mar 2026 | 1,000,000 | $993K | 0.03% | ABS-O |
| 1019 | BENCHMARK 2023-B39 MTG TR | BMARK | Mar 2026 | 950,000 | $992K | 0.03% | ABS-O |
| 1020 | Athene Global Funding | ATH | Mar 2026 | 1,000,000 | $990K | 0.03% | DBT |
| 1021 | Banco Bilbao Vizcaya Argentaria SA | BBVASM | Mar 2026 | 1,000,000 | $989K | 0.03% | DBT |
| 1022 | Builders Firstsource, Inc. | BLDR | Mar 2026 | 1,000,000 | $988K | 0.03% | DBT |
| 1023 | TRICON RES TR 2024-SFR1 | TCN | Mar 2026 | 1,000,000 | $988K | 0.03% | ABS-O |
| 1024 | OBX 2024-NQM2 TRUST | OBX | Mar 2026 | 983,011 | $987K | 0.03% | ABS-O |
| 1025 | GARNET CLO 2 LTD | GARNET | Mar 2026 | 985,000 | $986K | 0.03% | ABS-CBDO |
| 1026 | Carrier Global Corporation | CARR | Mar 2026 | 1,075,000 | $986K | 0.03% | DBT |
| 1027 | Marriott International, Inc. | MAR | Mar 2026 | 1,075,000 | $985K | 0.03% | DBT |
| 1028 | Magna International Inc | MGCN | Mar 2026 | 950,000 | $985K | 0.03% | DBT |
| 1029 | HighTower | 43117LAP8 | Mar 2026 | 993,117 | $984K | 0.03% | LON |
| 1030 | Goodman US Finance Three LLC | GMGAU | Sep 2022 | 1,000,000 | $984K | 0.03% | DBT |
| 1031 | Citadel Enterprise | CITSEC | Mar 2026 | 980,166 | $982K | 0.03% | LON |
| 1032 | Copeland (Emerson Electrics climate control business) | EMECLI | Mar 2026 | 980,075 | $980K | 0.03% | LON |
| 1033 | ESAB Corp. | ESAB | Mar 2026 | 970,000 | $979K | 0.03% | DBT |
| 1034 | SBA Tower Trust | SBAC | Mar 2026 | 1,000,000 | $976K | 0.03% | ABS-O |
| 1035 | SPRITE 2026-1 LIMITED | SPRTE | Mar 2026 | 995,000 | $975K | 0.03% | ABS-O |
| 1036 | FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD | FHR | Mar 2026 | 974,492 | $974K | 0.03% | ABS-O |
| 1037 | Anchorage Credit Funding 13 Limited | ANCHF | Mar 2026 | 1,000,000 | $974K | 0.03% | ABS-CBDO |
| 1038 | Lazard Group LLC | LAZ | Mar 2026 | 975,000 | $973K | 0.03% | DBT |
| 1039 | BANK 2022-BNK43 | BANK | Sep 2022 | 1,000,000 | $972K | 0.03% | ABS-O |
| 1040 | Ashtead Capital Inc. | AHTLN | Mar 2026 | 952,000 | $971K | 0.03% | DBT |
| 1041 | Alaska Airlines Pass Through Trust 2020-1A | ALK | Sep 2022 | 967,070 | $968K | 0.03% | ABS-O |
| 1042 | State Street Corp. | STT | Mar 2026 | 950,000 | $966K | 0.03% | DBT |
| 1043 | SWITCH ABS ISSUER LLC 2024-1 | SWTCH | Mar 2026 | 1,000,000 | $965K | 0.03% | ABS-O |
| 1044 | RGA Global Funding | RGA | Mar 2026 | 975,000 | $965K | 0.03% | DBT |
| 1045 | FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD | FHMS | Mar 2026 | 1,000,000 | $965K | 0.03% | ABS-O |
| 1046 | IDAHO HSG & FIN ASSN | IDSSFH | Mar 2026 | 950,000 | $964K | 0.03% | DBT |
| 1047 | Lowes Companies, Inc. | LOW | Sep 2022 | 1,025,000 | $964K | 0.03% | DBT |
| 1048 | Oracle Corp. | ORCL | Mar 2026 | 1,044,000 | $961K | 0.03% | DBT |
| 1049 | Intercontinental Exchange Inc | ICE | Sep 2022 | 1,500,000 | $958K | 0.03% | DBT |
| 1050 | Societe Generale S.A. | SOCGEN | Mar 2026 | 950,000 | $956K | 0.03% | DBT |
| 1051 | Commercial Metals Company | CMC | Mar 2026 | 965,000 | $956K | 0.03% | DBT |
| 1052 | Snap Inc | SNAP | Mar 2026 | 1,014,000 | $955K | 0.03% | DBT |
| 1053 | Dell International LLC / EMC Corp. | DELL | Mar 2026 | 975,000 | $954K | 0.03% | DBT |
| 1054 | CDS_IX_CCP CDX.NA.IG.43 1% 20291220 | 000000000 | Sep 2022 | 52,625,000 | $950K | 0.03% | DCR |
| 1055 | LHOME MORTGAGE TRUST | LHOME | Mar 2026 | 950,000 | $949K | 0.03% | ABS-O |
| 1056 | Belvoir Land LLC | FTBELV | Mar 2026 | 1,000,000 | $949K | 0.03% | DBT |
| 1057 | DaVinciRe Holdings Ltd | DVREIN | Mar 2026 | 950,000 | $948K | 0.03% | DBT |
| 1058 | Aaset 2024-2 Ltd. | AASET | Mar 2026 | 938,490 | $947K | 0.03% | ABS-O |
| 1059 | Cerberus Loan Funding XLVIII LLC | CERB | Mar 2026 | 950,000 | $946K | 0.03% | ABS-CBDO |
| 1060 | MAST 2026-1 LLC | MASTT | Mar 2026 | 959,256 | $945K | 0.03% | ABS-O |
| 1061 | Boston Properties LP | BXP | Sep 2022 | 1,100,000 | $944K | 0.03% | DBT |
| 1062 | United Airlines Holdings Inc | UAL | Mar 2026 | 961,000 | $942K | 0.03% | DBT |
| 1063 | CNX Resources Corporation | CNX | Mar 2026 | 965,000 | $940K | 0.03% | DBT |
| 1064 | JBS NV / JBS USA Food Co Holdings Inc. / JBS USA Foods Group Holdings Inc. | JBS | Mar 2026 | 905,000 | $940K | 0.03% | DBT |
| 1065 | AerCap Ireland Capital Designated Activity Co. / AerCap Global Aviation Trust (AER) | AER | Sep 2022 | 950,000 | $940K | 0.03% | DBT |
| 1066 | LOANCORE 2021-CRE6 ISSUER LTD | LNCR | Dec 2022 | 940,000 | $939K | 0.03% | ABS-CBDO |
| 1067 | Colombia (Republic Of) | COLOM | Sep 2022 | 1,184,000 | $938K | 0.03% | DBT |
| 1068 | Essential Utilities Inc | WTRG | Mar 2026 | 925,000 | $938K | 0.03% | DBT |
| 1069 | Broadcom Inc | AVGO | Mar 2026 | 1,025,000 | $938K | 0.03% | DBT |
| 1070 | Stack Infrastructure Issuer Llc | SIDC | Mar 2026 | 950,000 | $937K | 0.03% | ABS-O |
| 1071 | United Wholesale Mortgage LLC | UWMLLC | Mar 2026 | 1,000,000 | $937K | 0.03% | DBT |
| 1072 | Intel Corporation | INTC | Mar 2026 | 925,000 | $933K | 0.03% | DBT |
| 1073 | CBOT | WNM6 | Sep 2022 | 8 | $932K | 0.03% | DIR |
| 1074 | EchoStar Corp. | SATS | Mar 2026 | 260,704 | $932K | 0.03% | DBT |
| 1075 | Takeoff Merger Subordinated Inc. | SUMIAL | Mar 2026 | 943,000 | $932K | 0.03% | DBT |
| 1076 | RAD CLO 26 Ltd. / RAD CLO 26 LLC | RAD | Mar 2026 | 930,000 | $931K | 0.03% | ABS-CBDO |
| 1077 | GARNET CLO 3 LTD | GARNET | Mar 2026 | 930,000 | $930K | 0.03% | ABS-CBDO |
| 1078 | AmFam Holdings Inc. | AMFAHI | Mar 2026 | 1,350,000 | $929K | 0.03% | DBT |
| 1079 | OCP SA | OCPMR | Mar 2026 | 880,000 | $929K | 0.03% | DBT |
| 1080 | Aaset 2025-1 Ltd / Aaset 2025-1 LLC | AASET | Mar 2026 | 919,096 | $926K | 0.03% | ABS-O |
| 1081 | Voya CLO 2019-1 Ltd. | VOYA | Mar 2026 | 925,000 | $926K | 0.03% | ABS-CBDO |
| 1082 | The Charles Schwab Corporation | SCHW | Sep 2022 | 1,000,000 | $926K | 0.03% | DBT |
| 1083 | ARINI EURP. CLO IX DA FRN | BCC3T3QL2 | Mar 2026 | 800,000 | $925K | 0.03% | DBT |
| 1084 | Qatar (State of) | QATAR | Sep 2022 | 1,000,000 | $924K | 0.03% | DBT |
| 1085 | FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD | FHR | Mar 2026 | 921,141 | $923K | 0.03% | ABS-O |
| 1086 | Pakistan (Islamic Republic of) | PKSTAN | Mar 2026 | 922,000 | $922K | 0.03% | DBT |
| 1087 | Kyrgyzstan (Republic of) | KYRGYZ | Mar 2026 | 920,000 | $919K | 0.03% | DBT |
| 1088 | Sensata Technologies Inc | ST | Mar 2026 | 990,000 | $919K | 0.03% | DBT |
| 1089 | Soundview Home Loan Trust 2005-Opt1 | SVHE | Sep 2022 | 1,359,255 | $917K | 0.03% | ABS-O |
| 1090 | ASSET 2024-1 TRUST | AASET | Mar 2026 | 902,624 | $916K | 0.03% | ABS-O |
| 1091 | OCP SA | OCPMR | Mar 2026 | 880,000 | $916K | 0.03% | DBT |
| 1092 | PRPM 2024-7 LLC | PRPM | Mar 2026 | 914,118 | $915K | 0.03% | ABS-O |
| 1093 | AerCap Ireland Capital Designated Activity Co. / AerCap Global Aviation Trust (AER) | AER | Sep 2022 | 950,000 | $915K | 0.03% | DBT |
| 1094 | CASTLELAKE AIRCRAFT STRUCTURED TRUS | CLAST | Mar 2026 | 907,087 | $915K | 0.03% | ABS-O |
| 1095 | Volkswagen Group of America Finance LLC | VW | Mar 2026 | 900,000 | $914K | 0.03% | DBT |
| 1096 | FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD | FHR | Mar 2026 | 909,468 | $913K | 0.03% | ABS-O |
| 1097 | Smb Private Education Loan Trust 2021-D | SMB | Mar 2026 | 963,834 | $913K | 0.03% | ABS-O |
| 1098 | Volkswagen Group of America Finance LLC | VW | Mar 2026 | 900,000 | $913K | 0.03% | DBT |
| 1099 | Venture Global Plaquemines Lng LLC | VEGLPL | Mar 2026 | 830,000 | $913K | 0.03% | DBT |
| 1100 | VERUS SECURITIZATION TRUST 2025-7 | VERUS | Mar 2026 | 912,530 | $912K | 0.03% | ABS-O |
| 1101 | Signature Aviation | SIGLN | Sep 2022 | 908,691 | $911K | 0.03% | LON |
| 1102 | Global Atlantic Finance Co. | GBLATL | Mar 2026 | 965,000 | $910K | 0.02% | DBT |
| 1103 | PMH NEWCO LP TL. | LX2090608 | Mar 2026 | 915,597 | $910K | 0.02% | LON |
| 1104 | Government National Mortgage Association | GNR | Sep 2022 | 1,011,157 | $909K | 0.02% | ABS-MBS |
| 1105 | Waste Management, Inc. | WM | Mar 2026 | 888,000 | $909K | 0.02% | DBT |
| 1106 | OIS_CCP USD RCV SOFR1D PAY 3.407111% 31-JAN-2033 | 000000000 | Sep 2022 | 53,780,000 | $908K | 0.02% | DIR |
| 1107 | Energy Transfer LP | ET | Sep 2022 | 900,000 | $908K | 0.02% | DBT |
| 1108 | Macquarie Airfinance Holdings Ltd | MCAIRH | Mar 2026 | 875,000 | $907K | 0.02% | DBT |
| 1109 | Federal Home Loan Mortgage Corp. | FHLMC | Mar 2026 | 875,576 | $907K | 0.02% | ABS-MBS |
| 1110 | Jefferies Finance LLC/JFIN Co-Issuer Corp | JEFFIN | Mar 2026 | 950,000 | $907K | 0.02% | DBT |
| 1111 | Energean Israel Finance Ltd. | ENOIGA | Mar 2026 | 940,000 | $906K | 0.02% | DBT |
| 1112 | Credit Agricole S.A. London Branch | ACAFP | Mar 2026 | 900,000 | $904K | 0.02% | DBT |
| 1113 | Argentum Netherlands B.V. | SRENVX | Mar 2026 | 900,000 | $903K | 0.02% | DBT |
| 1114 | Steris Irish Finco Unlimited Company | STE | Sep 2022 | 993,000 | $902K | 0.02% | DBT |
| 1115 | Tikehau US CLO III Ltd/Tikehau US CLO III LLC | TKO | Mar 2026 | 900,000 | $902K | 0.02% | ABS-CBDO |
| 1116 | AGL CLO 39 LTD | AGL | Mar 2026 | 900,000 | $899K | 0.02% | ABS-CBDO |
| 1117 | TOWD POINT MORTGAGE TRUST 2025-CES4 | TPMT | Mar 2026 | 900,000 | $899K | 0.02% | ABS-O |
| 1118 | Fair Isaac Corporation | FAIRIC | Mar 2026 | 915,000 | $898K | 0.02% | DBT |
| 1119 | Welltower Inc. | WELL | Sep 2022 | 898,000 | $898K | 0.02% | DBT |
| 1120 | Federal National Mortgage Association | FNMA | Sep 2022 | 892,368 | $898K | 0.02% | ABS-MBS |
| 1121 | SALUDA GRADE ALTERNATIVE MORTGAGE TRUST 2025-RRTL1 | GRADE | Mar 2026 | 900,000 | $897K | 0.02% | ABS-O |
| 1122 | BCRED CLO 2025-1 LLC FRN | 05556FAE3 | Mar 2026 | 900,000 | $896K | 0.02% | DBT |
| 1123 | REGATTA 35 FUNDING | REG35 | Mar 2026 | 895,000 | $896K | 0.02% | ABS-CBDO |
| 1124 | Boston Properties LP | BXP | Sep 2022 | 900,000 | $894K | 0.02% | DBT |
| 1125 | Evergy Inc | EVRG | Mar 2026 | 900,000 | $893K | 0.02% | DBT |
| 1126 | First Horizon Corporation | FHN | Mar 2026 | 880,000 | $893K | 0.02% | DBT |
| 1127 | GCAT 2024-NQM2 TRUST | GCAT | Mar 2026 | 885,836 | $893K | 0.02% | ABS-O |
| 1128 | PK ALIFT LOAN FUNDING 6 LP | PKAIR | Mar 2026 | 884,845 | $892K | 0.02% | ABS-O |
| 1129 | Extra Space Storage LP | EXR | Mar 2026 | 900,000 | $892K | 0.02% | DBT |
| 1130 | Uruguay (Republic Of) | URUGUA | Mar 2026 | 32,470,000 | $890K | 0.02% | DBT |
| 1131 | DATABANK ISSUER II LLC | HYPER | Mar 2026 | 915,000 | $889K | 0.02% | ABS-O |
| 1132 | Costa Rica (Republic Of) | COSTAR | Mar 2026 | 750,000 | $889K | 0.02% | DBT |
| 1133 | Tennessee Valley Authority | TVA | Mar 2026 | 1,050,000 | $888K | 0.02% | DBT |
| 1134 | Government National Mortgage Association | GNR | Sep 2022 | 897,031 | $883K | 0.02% | ABS-MBS |
| 1135 | Triton Container International Limited / TAL International Container Corporation | TRTN | Mar 2026 | 975,000 | $883K | 0.02% | DBT |
| 1136 | Avolon Holdings Funding Ltd. | AVOL | Mar 2026 | 900,000 | $877K | 0.02% | DBT |
| 1137 | Nationstar Home Equity Loan Asset-Backed Certificates Series 2007-C | NSTR | Sep 2022 | 881,360 | $873K | 0.02% | ABS-O |
| 1138 | BBCMS MORTGAGE TRUST 2024-C24 | BBCMS | Mar 2026 | 850,000 | $872K | 0.02% | ABS-O |
| 1139 | Whistler Pipeline LLC | WHISPI | Mar 2026 | 850,000 | $871K | 0.02% | DBT |
| 1140 | Oracle Corp. | ORCL | Mar 2026 | 1,032,000 | $869K | 0.02% | DBT |
| 1141 | SHENTEL ISSUER LLC | SHENTL | Mar 2026 | 860,000 | $868K | 0.02% | ABS-O |
| 1142 | Exeter Automobile Receivables Trust 2013-2 | EART | Mar 2026 | 850,000 | $868K | 0.02% | ABS-O |
| 1143 | TARRANT CNTY TEX CULTURAL ED FACS FIN CORP | TAREDU | Sep 2022 | 1,000,000 | $866K | 0.02% | DBT |
| 1144 | Morgan Stanley ABS Capital I Inc Trust 2007-NC3 | MSAC | Sep 2022 | 1,134,446 | $865K | 0.02% | ABS-O |
| 1145 | Quikrete | QUIKHO | Mar 2026 | 863,475 | $863K | 0.02% | LON |
| 1146 | Morgan Stanley | MS | Mar 2026 | 848,000 | $862K | 0.02% | DBT |
| 1147 | EDI ABS ISSUER 1 LLC | ECORE | Mar 2026 | 900,000 | $862K | 0.02% | ABS-O |
| 1148 | Equitable Holdings Inc | EQH | Sep 2022 | 863,000 | $861K | 0.02% | DBT |
| 1149 | Obsidian Issuer 2025-1 LLC | OBSI | Mar 2026 | 850,000 | $861K | 0.02% | DBT |
| 1150 | Rocket Companies Inc | RKT | Mar 2026 | 850,000 | $858K | 0.02% | DBT |
| 1151 | NAVIGATOR AIRCRAFT ABS LIMITED | NAVTR | Mar 2026 | 903,824 | $858K | 0.02% | ABS-O |
| 1152 | U.S. Bancorp. | USB | Sep 2022 | 875,000 | $858K | 0.02% | DBT |
| 1153 | Hyatt Hotels Corporation | H | Mar 2026 | 875,000 | $858K | 0.02% | DBT |
| 1154 | Synopsys Inc | SNPS | Mar 2026 | 895,000 | $856K | 0.02% | DBT |
| 1155 | CARMAX SELECT RECIEVABLES TRUST 202 | CMXS | Mar 2026 | 840,000 | $856K | 0.02% | ABS-O |
| 1156 | Goldman Sachs Group, Inc. | GS | Mar 2026 | 885,000 | $855K | 0.02% | DBT |
| 1157 | Ace Securities Corp. Home Equity Loan Trust Series 2007 Asap1 | ACE | Sep 2022 | 2,087,495 | $852K | 0.02% | ABS-O |
| 1158 | Apollo Global Management Inc | APO | Mar 2026 | 850,000 | $851K | 0.02% | DBT |
| 1159 | Starwood Property Trust, Inc. | STWD | Mar 2026 | 860,000 | $851K | 0.02% | DBT |
| 1160 | LHOME MORTGAGE TRUST | LHOME | Mar 2026 | 850,000 | $851K | 0.02% | ABS-O |
| 1161 | Bravo Residential Funding Trust 2025-NQM8 | BRAVO | Mar 2026 | 846,435 | $846K | 0.02% | ABS-O |
| 1162 | Morgan Stanley | MS | Mar 2026 | 825,000 | $845K | 0.02% | DBT |
| 1163 | ATLX 2024-RPL1 TRUST | ATLX | Mar 2026 | 867,219 | $844K | 0.02% | ABS-O |
| 1164 | Sierra Pacific Power Company | BRKHEC | Mar 2026 | 850,000 | $843K | 0.02% | DBT |
| 1165 | COLT 2023-3 MORTGAGE LOAN TRUST | COLT | Mar 2026 | 837,408 | $843K | 0.02% | ABS-O |
| 1166 | CERBERUS LOAN FUNDING XXXII LP | CERB | Sep 2022 | 840,999 | $842K | 0.02% | ABS-CBDO |
| 1167 | Chase Home Lending Mortgage Trust 2025-5 | CHASE | Mar 2026 | 841,115 | $841K | 0.02% | ABS-O |
| 1168 | CARVANA AUTO REC TR 2024-P4 | CRVNA | Mar 2026 | 840,000 | $840K | 0.02% | ABS-O |
| 1169 | Vb-S1 Issuer Llc 2016-1 | VBTOW | Mar 2026 | 850,000 | $837K | 0.02% | ABS-O |
| 1170 | Gls Auto Select Receivables Issuer Trust 2025-1 | GSAR | Mar 2026 | 825,000 | $837K | 0.02% | ABS-O |
| 1171 | BX COML MTG TR 2024-VLT5 | BX | Mar 2026 | 825,000 | $836K | 0.02% | ABS-O |
| 1172 | Magnetite XLV Ltd. | MAGNE | Mar 2026 | 835,000 | $835K | 0.02% | ABS-CBDO |
| 1173 | Aircastle Limited | AYR | Mar 2026 | 805,000 | $835K | 0.02% | DBT |
| 1174 | Regency Centers, L.P. | REG | Sep 2022 | 875,000 | $834K | 0.02% | DBT |
| 1175 | South Africa (Republic of) | SOAF | Mar 2026 | 910,000 | $834K | 0.02% | DBT |
| 1176 | Gls Auto Select Receivables Issuer Trust 2025-1 | GSAR | Mar 2026 | 825,000 | $833K | 0.02% | ABS-O |
| 1177 | CSMC TRUST 2017-RPL1 | CSMC | Mar 2026 | 970,000 | $833K | 0.02% | ABS-O |
| 1178 | Energy Transfer LP | ET | Dec 2022 | 800,000 | $832K | 0.02% | DBT |
| 1179 | AS Mileage Plan IP Ltd. | ALK | Mar 2026 | 850,000 | $832K | 0.02% | DBT |
| 1180 | OSAT TRUST 2021-RPL1 | OSAT | Mar 2026 | 830,424 | $832K | 0.02% | ABS-O |
| 1181 | LAD AUTO RECEIVABLES TR 2024-3 | LADAR | Mar 2026 | 825,000 | $831K | 0.02% | ABS-O |
| 1182 | Meta Platforms Inc | META | Mar 2026 | 890,000 | $830K | 0.02% | DBT |
| 1183 | Ggam Master Trust Internationa Ltd. / Ggam Mastertrust Us LLC | GGAMMT | Mar 2026 | 830,119 | $830K | 0.02% | ABS-O |
| 1184 | Enbridge Inc. | ENBCN | Sep 2022 | 975,000 | $829K | 0.02% | DBT |
| 1185 | EFMT 2025-CES4 | EFMT | Mar 2026 | 825,712 | $828K | 0.02% | ABS-O |
| 1186 | Citigroup Inc. | C | Mar 2026 | 800,000 | $827K | 0.02% | DBT |
| 1187 | Clean Harbors | 18449EAJ9 | Mar 2026 | 820,000 | $827K | 0.02% | LON |
| 1188 | Oracle Corp. | ORCL | Dec 2022 | 875,000 | $827K | 0.02% | DBT |
| 1189 | BAIN CAPITAL CREDIT CLO 2022-4 LTD | BCC | Mar 2026 | 825,000 | $826K | 0.02% | ABS-CBDO |
| 1190 | Legacy Mortgage Asset Trust 2021-GS4 | LMAT | Mar 2026 | 822,509 | $824K | 0.02% | ABS-O |
| 1191 | Morgan Stanley | MS | Mar 2026 | 800,000 | $823K | 0.02% | DBT |
| 1192 | Fairfax Financial Holdings Limited | FFHCN | Mar 2026 | 800,000 | $821K | 0.02% | DBT |
| 1193 | Bunge Ltd Finance Corp. | BG | Mar 2026 | 828,000 | $820K | 0.02% | DBT |
| 1194 | PRIME PPTY FD 5.81% | 74199AVS9 | Mar 2026 | 800,000 | $820K | 0.02% | DBT |
| 1195 | Insured Lending 1 Ltd. | INLEND | Mar 2026 | 700,000 | $817K | 0.02% | DBT |
| 1196 | Energy Transfer LP | ET | Sep 2022 | 800,000 | $815K | 0.02% | DBT |
| 1197 | Verisk Analytics, Inc. | VRSK | Mar 2026 | 820,000 | $813K | 0.02% | DBT |
| 1198 | Citigroup Mortgage Loan Trust Inc. | CMLTI | Sep 2022 | 1,735,955 | $813K | 0.02% | ABS-O |
| 1199 | Sunoco LP | SUN | Mar 2026 | 800,000 | $813K | 0.02% | DBT |
| 1200 | Spire Missouri Inc | SR | Mar 2026 | 800,000 | $811K | 0.02% | DBT |
| 1201 | Uruguay (Republic Of) | URUGUA | Mar 2026 | 32,385,000 | $811K | 0.02% | DBT |
| 1202 | Rckt Mortgage Trust 2025-CES7 | RCKT | Mar 2026 | 807,368 | $811K | 0.02% | ABS-O |
| 1203 | Mill City Mortgage Loan Trust 2015-2 | MCMLT | Sep 2022 | 870,000 | $810K | 0.02% | ABS-O |
| 1204 | CI Financial Corp | CIXCN | Mar 2026 | 700,000 | $810K | 0.02% | DBT |
| 1205 | Kinetik Holdings LP | KNTK | Mar 2026 | 796,000 | $810K | 0.02% | DBT |
| 1206 | Morgan Stanley | MS | Mar 2026 | 800,000 | $810K | 0.02% | DBT |
| 1207 | Sabey Data Center Issuer Llc | SDCP | Mar 2026 | 815,000 | $810K | 0.02% | ABS-O |
| 1208 | Allison Transmission | ALSN | Mar 2026 | 805,000 | $809K | 0.02% | LON |
| 1209 | BP Capital Markets PLC | BPLN | Mar 2026 | 800,000 | $807K | 0.02% | DBT |
| 1210 | BAE Systems PLC | BALN | Mar 2026 | 787,000 | $806K | 0.02% | DBT |
| 1211 | Energy Transfer LP | ET | Dec 2022 | 775,000 | $806K | 0.02% | DBT |
| 1212 | Eagle Funding Luxco S.a.r.l. | MEX | Mar 2026 | 800,000 | $805K | 0.02% | DBT |
| 1213 | CARMAX SELECT RECIEVABLES TRUST 2025-B | CMXS | Mar 2026 | 800,000 | $803K | 0.02% | ABS-O |
| 1214 | Banner Health | BANNER | Sep 2022 | 865,000 | $803K | 0.02% | DBT |
| 1215 | Bunge Ltd Finance Corp. | BG | Mar 2026 | 828,000 | $803K | 0.02% | DBT |
| 1216 | Jacobs Solutions Inc. | J | Mar 2026 | 822,000 | $802K | 0.02% | DBT |
| 1217 | JPMorgan Chase & Co. | JPM | Mar 2026 | 800,000 | $801K | 0.02% | DBT |
| 1218 | EUREXDEU | OEM6 | Sep 2022 | 6 | $801K | 0.02% | DIR |
| 1219 | ELDRIDGE CLO 2025-1 LTD | ELD | Mar 2026 | 800,000 | $800K | 0.02% | ABS-CBDO |
| 1220 | Federal Home Loan Mortgage Corp. | FHLMC | Mar 2026 | 846,565 | $800K | 0.02% | ABS-MBS |
| 1221 | ARES DIRECT LENDING CLO 8 LLC | ARESDL | Mar 2026 | 800,000 | $798K | 0.02% | ABS-CBDO |
| 1222 | Oracle Corp. | ORCL | Mar 2026 | 850,000 | $798K | 0.02% | DBT |
| 1223 | MIDCAP FUNDING TL | 59568AAB3 | Mar 2026 | 800,000 | $797K | 0.02% | DBT |
| 1224 | OBX 2025-NQM10 TRUST | OBX | Mar 2026 | 793,937 | $796K | 0.02% | ABS-O |
| 1225 | TIF FUNDING II LLC | TIF | Sep 2022 | 871,250 | $796K | 0.02% | ABS-O |
| 1226 | GS MORTGAGE BACKED SECURITIES TRUST 2025-NQM3 | GSMBS | Mar 2026 | 795,397 | $795K | 0.02% | ABS-O |
| 1227 | OWL ROCK CLO VII LTD | OR | Mar 2026 | 800,000 | $794K | 0.02% | ABS-CBDO |
| 1228 | Colombia (Republic Of) | COLOM | Mar 2026 | 800,000 | $794K | 0.02% | DBT |
| 1229 | OneMain Financial Corporation | OMF | Mar 2026 | 800,000 | $793K | 0.02% | DBT |
| 1230 | ALTDE 2025-1 TRUST | ALTDE | Mar 2026 | 786,829 | $793K | 0.02% | ABS-O |
| 1231 | SUBWAY FUNDING LLC | SUBWAY | Mar 2026 | 790,000 | $793K | 0.02% | ABS-O |
| 1232 | Federal Home Loan Mortgage Corp. | FHLMC | Dec 2022 | 762,251 | $793K | 0.02% | ABS-MBS |
| 1233 | Carrington Mtg Nc5 | CARR | Sep 2022 | 865,917 | $792K | 0.02% | ABS-O |
| 1234 | American National Group Inc. | ANGINC | Sep 2022 | 796,000 | $792K | 0.02% | DBT |
| 1235 | Federal Home Loan Mortgage Corp. | FHLMC | Mar 2026 | 796,257 | $789K | 0.02% | ABS-MBS |
| 1236 | BBCMS Mortgage Trust 2020-C6 | BBCMS | Mar 2026 | 864,000 | $789K | 0.02% | ABS-O |
| 1237 | GLS AUTO REC ISSUER TR 2025-2 | GCAR | Mar 2026 | 787,297 | $788K | 0.02% | ABS-O |
| 1238 | Vistra Operations Co LLC | VST | Mar 2026 | 800,000 | $788K | 0.02% | DBT |
| 1239 | Steel Dynamics, Inc. | STLD | Mar 2026 | 785,000 | $786K | 0.02% | DBT |
| 1240 | Energy Transfer LP | ET | Sep 2022 | 775,000 | $782K | 0.02% | DBT |
| 1241 | Acrisure Llc / Acrisure Fin Inc | ACRISU | Mar 2026 | 810,000 | $781K | 0.02% | DBT |
| 1242 | HPS Corporate Lending Fund | HLEND | Mar 2026 | 800,000 | $780K | 0.02% | DBT |
| 1243 | Wells Fargo & Co. | WFC | Mar 2026 | 750,000 | $778K | 0.02% | DBT |
| 1244 | Block Inc | XYZ | Mar 2026 | 770,000 | $778K | 0.02% | DBT |
| 1245 | Option One Mortgage Loan Trust | OOMLT | Sep 2022 | 1,436,903 | $777K | 0.02% | ABS-O |
| 1246 | M&T Bank Corporation | MTB | Mar 2026 | 785,000 | $776K | 0.02% | DBT |
| 1247 | Ivory Coast (Republic Of) | IVYCST | Mar 2026 | 880,000 | $775K | 0.02% | DBT |
| 1248 | FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD | FHR | Mar 2026 | 771,471 | $772K | 0.02% | ABS-O |
| 1249 | VERUS SECURITIZATION TRUST 2025-2 | VERUS | Mar 2026 | 771,532 | $772K | 0.02% | ABS-O |
| 1250 | Federal National Mortgage Association | FNMA | Mar 2026 | 949,991 | $772K | 0.02% | ABS-MBS |
| 1251 | GCAT 2025-NQM4 Trust | GCAT | Mar 2026 | 769,430 | $772K | 0.02% | ABS-O |
| 1252 | Hungary (Republic Of) | REPHUN | Mar 2026 | 1,290,000 | $771K | 0.02% | DBT |
| 1253 | Federal National Mortgage Association | FNMA | Mar 2026 | 755,845 | $771K | 0.02% | ABS-MBS |
| 1254 | Targa Resources Corp. | TRGP | Mar 2026 | 775,000 | $770K | 0.02% | DBT |
| 1255 | Trinity Industries, Inc. | TRN | Mar 2026 | 750,000 | $769K | 0.02% | DBT |
| 1256 | Electronic Arts | EA | Mar 2026 | 773,000 | $769K | 0.02% | LON |
| 1257 | Synopsys Inc | SNPS | Mar 2026 | 765,000 | $767K | 0.02% | DBT |
| 1258 | Triton Container Finance IV LLC | TCF | Sep 2022 | 828,000 | $766K | 0.02% | ABS-O |
| 1259 | Capital One Financial Corp. | COF | Mar 2026 | 790,000 | $766K | 0.02% | DBT |
| 1260 | HV EIGHT LLC TL | 8599989L2 | Dec 2022 | 663,214 | $765K | 0.02% | LON |
| 1261 | OIS_CCP USD RCV SOFR1D PAY 3% 17-JUN-2028 | 000000000 | Sep 2022 | 67,060,000 | $764K | 0.02% | DIR |
| 1262 | HOTWIRE FUNDING LLC | HWIRE | Mar 2026 | 750,000 | $764K | 0.02% | ABS-O |
| 1263 | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc. | RKT | Sep 2022 | 850,000 | $763K | 0.02% | DBT |
| 1264 | Reinsurance Group of America, Incorporated | RGA | Mar 2026 | 750,000 | $762K | 0.02% | DBT |
| 1265 | PRPM 2025-RCF3 LLC | PRPM | Mar 2026 | 763,086 | $762K | 0.02% | ABS-O |
| 1266 | OIS_CCP JPY RCV TONAR1D PAY 1% 18-MAR-2028 | 000000000 | Sep 2022 | 18,040,000,000 | $762K | 0.02% | DIR |
| 1267 | BMO 2024-5C3 MORTGAGE TRUST | BMO | Mar 2026 | 750,000 | $761K | 0.02% | ABS-O |
| 1268 | Equitable Holdings Inc | EQH | Mar 2026 | 752,000 | $761K | 0.02% | DBT |
| 1269 | O'Reilly Automotive Inc. | ORLY | Mar 2026 | 770,000 | $760K | 0.02% | DBT |
| 1270 | Federal National Mortgage Association | FNMA | Mar 2026 | 802,622 | $760K | 0.02% | ABS-MBS |
| 1271 | CIM TR 2025-R1 | CIM | Mar 2026 | 766,816 | $759K | 0.02% | ABS-O |
| 1272 | Fnma Pass-Thru I | FN | Mar 2026 | 746,675 | $759K | 0.02% | ABS-MBS |
| 1273 | NRG Energy, Inc. | NRG | Mar 2026 | 700,000 | $758K | 0.02% | DBT |
| 1274 | Berkshire Hathaway Finance Corporation | BRK | Sep 2022 | 825,000 | $757K | 0.02% | DBT |
| 1275 | CROSS 2025-H2 MORTGAGE TRUST | CROSS | Mar 2026 | 754,907 | $756K | 0.02% | ABS-O |
| 1276 | Bank of America Corp. | BAC | Sep 2022 | 855,000 | $755K | 0.02% | DBT |
| 1277 | Midocean Credit Clo XXI | MIDO | Mar 2026 | 755,000 | $755K | 0.02% | ABS-CBDO |
| 1278 | Rocket Companies Inc | RKT | Mar 2026 | 745,000 | $754K | 0.02% | DBT |
| 1279 | DC COMMERCIAL MORTGAGE TRUST 2023-D | DC | Mar 2026 | 750,000 | $754K | 0.02% | ABS-O |
| 1280 | Rogers Communications Inc. | RCICN | Mar 2026 | 750,000 | $753K | 0.02% | DBT |
| 1281 | ARES DIRECT LENDING CLO 6 LLC | ARESDL | Mar 2026 | 750,000 | $752K | 0.02% | ABS-CBDO |
| 1282 | BRSP 2024-FL2 LTD | BRSP | Mar 2026 | 750,000 | $751K | 0.02% | ABS-CBDO |
| 1283 | OHA LOAN FNDG. 2015-1 FRN | 67109BDN1 | Mar 2026 | 750,000 | $750K | 0.02% | DBT |
| 1284 | OBX 2024-NQM9 TRUST | OBX | Mar 2026 | 743,968 | $750K | 0.02% | ABS-O |
| 1285 | OBX 2024-NQM9 TRUST | OBX | Mar 2026 | 743,968 | $750K | 0.02% | ABS-O |
| 1286 | AMERICAN MUN PWR OHIO INC | AMEPWR | Sep 2022 | 600,000 | $749K | 0.02% | DBT |
| 1287 | CERBERUS LOAN FUNDING 52 LLC | CERB | Mar 2026 | 750,000 | $748K | 0.02% | ABS-CBDO |
| 1288 | Sysco Corporation | SYY | Sep 2022 | 700,000 | $748K | 0.02% | DBT |
| 1289 | JPMorgan Chase & Co. | JPM | Mar 2026 | 725,000 | $747K | 0.02% | DBT |
| 1290 | OCP Clo 2019-16 Ltd. | OCP | Mar 2026 | 745,000 | $746K | 0.02% | ABS-CBDO |
| 1291 | Pacific Beacon Llc | PACBEA | Mar 2026 | 750,000 | $741K | 0.02% | DBT |
| 1292 | BLUE OWL GP STAKES 5.38% | 09499ADX1 | Mar 2026 | 750,000 | $738K | 0.02% | LON |
| 1293 | Electronic Arts Inc. | EA | Mar 2026 | 914,000 | $736K | 0.02% | DBT |
| 1294 | UniCredit S.p.A. | UCGIM | Mar 2026 | 800,000 | $735K | 0.02% | DBT |
| 1295 | The Bank of New York Mellon Corp. | BK | Mar 2026 | 750,000 | $735K | 0.02% | DBT |
| 1296 | MAST 2026-1 LLC | MASTT | Mar 2026 | 745,536 | $734K | 0.02% | ABS-O |
| 1297 | CSAIL 2017-Cx10 Commercial Mortgage Trust | CSAIL | Sep 2022 | 800,000 | $734K | 0.02% | ABS-O |
| 1298 | ASSET 2024-1 TRUST | AASET | Mar 2026 | 722,099 | $733K | 0.02% | ABS-O |
| 1299 | Starwood Property Trust, Inc. | STWD | Mar 2026 | 740,000 | $732K | 0.02% | DBT |
| 1300 | Solventum Corp. | SOLV | Mar 2026 | 715,000 | $731K | 0.02% | DBT |
| 1301 | United Airlines Pass Through Trust 2020-1A | UAL | Sep 2022 | 716,334 | $729K | 0.02% | ABS-O |
| 1302 | CROSS 2025-H1 MORTGAGE TRUST | CROSS | Mar 2026 | 720,490 | $724K | 0.02% | ABS-O |
| 1303 | BBCMS MORTGAGE TRUST 2024-C24 | BBCMS | Mar 2026 | 700,000 | $723K | 0.02% | ABS-O |
| 1304 | Bimbo Bakeries USA, Inc. | BIMBOA | Mar 2026 | 725,000 | $722K | 0.02% | DBT |
| 1305 | Wells Fargo & Co. | WFC | Mar 2026 | 740,000 | $721K | 0.02% | DBT |
| 1306 | Enbridge Inc. | ENBCN | Mar 2026 | 700,000 | $716K | 0.02% | DBT |
| 1307 | Morgan Stanley | MS | Sep 2022 | 825,000 | $715K | 0.02% | DBT |
| 1308 | Fair Isaac Corporation | FAIRIC | Mar 2026 | 725,000 | $714K | 0.02% | DBT |
| 1309 | AITX FINCO LLC 5.67% | 00199CFQ2 | Mar 2026 | 700,000 | $713K | 0.02% | LON |
| 1310 | Federal Home Loan Mortgage Corp. | FHLMC | Mar 2026 | 675,497 | $713K | 0.02% | ABS-MBS |
| 1311 | Corporacion Nacional del Cobre de Chile | CDEL | Mar 2026 | 725,000 | $713K | 0.02% | DBT |
| 1312 | Amrize Finance US LLC | AMRZ | Mar 2026 | 700,000 | $712K | 0.02% | DBT |
| 1313 | OIS_CCP USD RCV SOFR1D PAY 3.297856% 31-AUG-2030 | 000000000 | Sep 2022 | 63,360,000 | $711K | 0.02% | DIR |
| 1314 | AITX FINCO LLC 5.38% | 00199CFP4 | Mar 2026 | 700,000 | $710K | 0.02% | LON |
| 1315 | SWITCH ABS ISSUER LLC 2024-1 | SWTCH | Mar 2026 | 700,000 | $707K | 0.02% | ABS-O |
| 1316 | Jackson National Life Global Funding | JXN | Mar 2026 | 700,000 | $707K | 0.02% | DBT |
| 1317 | HV STRUCTURED SLTN. TL | LX2090590 | Mar 2026 | 709,310 | $704K | 0.02% | LON |
| 1318 | Blackfin Pipeline | BLKFPL | Mar 2026 | 698,250 | $703K | 0.02% | LON |
| 1319 | Morgan Stanley | MS | Mar 2026 | 700,000 | $703K | 0.02% | DBT |
| 1320 | Brookfield NGPL | 05554DAB6 | Mar 2026 | 700,000 | $702K | 0.02% | LON |
| 1321 | MERLIN BUYER INC TL | LX2874787 | Mar 2026 | 700,000 | $702K | 0.02% | LON |
| 1322 | Wesco Distribution, Inc. | WCC | Mar 2026 | 710,000 | $701K | 0.02% | DBT |
| 1323 | Carrier Global Corporation | CARR | Sep 2022 | 750,000 | $701K | 0.02% | DBT |
| 1324 | JCP DIRECT LENDING CLO 2023-1 LTD | JCPDL | Mar 2026 | 700,000 | $700K | 0.02% | ABS-CBDO |
| 1325 | Carlyle Group Inc | CGMS | Mar 2026 | 725,000 | $700K | 0.02% | DBT |
| 1326 | TransMontaigne | 89376WAH1 | Mar 2026 | 700,000 | $700K | 0.02% | LON |
| 1327 | Becton, Dickinson and Company | BDX | Sep 2022 | 750,000 | $700K | 0.02% | DBT |
| 1328 | Federal National Mortgage Association | FNMA | Mar 2026 | 673,409 | $699K | 0.02% | ABS-MBS |
| 1329 | Compass Datacenters Issuer II LLC | CMDC | Mar 2026 | 705,000 | $699K | 0.02% | ABS-O |
| 1330 | ARCHWEST 2025-RTL1 | ARCHW | Mar 2026 | 700,000 | $699K | 0.02% | ABS-O |
| 1331 | Venture Global Plaquemines Lng LLC | VEGLPL | Mar 2026 | 670,000 | $699K | 0.02% | DBT |
| 1332 | Ardonagh Finco Ltd. | ARDGRP | Mar 2026 | 690,000 | $699K | 0.02% | DBT |
| 1333 | Colombia (Republic Of) | COLOM | Mar 2026 | 801,000 | $698K | 0.02% | DBT |
| 1334 | Cheniere Energy Inc | LNG | Mar 2026 | 700,000 | $698K | 0.02% | DBT |
| 1335 | Ares European CLO XXI Designated Activity Co. | ARESE | Mar 2026 | 610,000 | $698K | 0.02% | ABS-O |
| 1336 | LHOME MORTGAGE TRUST 2026-RTL1 | LHOME | Mar 2026 | 700,000 | $698K | 0.02% | ABS-O |
| 1337 | VISTA POINT SECURITIZATION TRUST 2025-CES1 | VSTA | Mar 2026 | 692,850 | $696K | 0.02% | ABS-O |
| 1338 | JPMorgan Chase & Co. | JPM | Sep 2022 | 700,000 | $696K | 0.02% | DBT |
| 1339 | Federal Home Loan Mortgage Corp. | FHLMC | Mar 2026 | 668,255 | $695K | 0.02% | ABS-MBS |
| 1340 | Federal National Mortgage Association | FNMA | Sep 2022 | 788,354 | $694K | 0.02% | ABS-MBS |
| 1341 | Citigroup Inc. | C | Mar 2026 | 690,000 | $691K | 0.02% | DBT |
| 1342 | SLG Office Trust Commercial Mortgage Pass Through Certificates 2021-Ova | SLG | Sep 2022 | 775,000 | $690K | 0.02% | ABS-O |
| 1343 | CMFT NET LEASE MASTER ISSUER LLC | CIMNL | Mar 2026 | 800,000 | $688K | 0.02% | ABS-O |
| 1344 | Waystar (Navicure) | NAVCUR | Mar 2026 | 688,769 | $688K | 0.02% | LON |
| 1345 | Spirit Airlines Incorporation 2015-1 | SAVE | Sep 2022 | 699,994 | $688K | 0.02% | ABS-O |
| 1346 | Stellantis Financial Services US Corp. | STLA | Mar 2026 | 700,000 | $688K | 0.02% | DBT |
| 1347 | CHICAGO ILL TRAN AUTH | CHITRN | Sep 2022 | 615,136 | $687K | 0.02% | DBT |
| 1348 | First American Financial Corporation | FAF | Mar 2026 | 700,000 | $686K | 0.02% | DBT |
| 1349 | Commercial Metals Company | CMC | Mar 2026 | 695,000 | $686K | 0.02% | DBT |
| 1350 | Corebridge Financial Inc. | CRBG | Mar 2026 | 680,000 | $685K | 0.02% | DBT |
| 1351 | The Bank of New York Mellon Corp. | BK | Sep 2022 | 700,000 | $685K | 0.02% | DBT |
| 1352 | Oracle Corp. | ORCL | Mar 2026 | 700,000 | $684K | 0.02% | DBT |
| 1353 | 7-Eleven Inc. | SVELEV | Sep 2022 | 725,000 | $684K | 0.02% | DBT |
| 1354 | Elevance Health Inc. | ELV | Mar 2026 | 685,000 | $684K | 0.02% | DBT |
| 1355 | BX Trust 2018-Bilt | BX | Sep 2022 | 684,291 | $684K | 0.02% | ABS-O |
| 1356 | Federal National Mortgage Association | FNMA | Mar 2026 | 795,922 | $684K | 0.02% | ABS-MBS |
| 1357 | Lowes Companies, Inc. | LOW | Sep 2022 | 775,000 | $683K | 0.02% | DBT |
| 1358 | Federal National Mortgage Association | FNMA | Mar 2026 | 684,507 | $681K | 0.02% | ABS-O |
| 1359 | BIRCH GROVE CLO 13 LTD | BGCLO | Mar 2026 | 680,000 | $680K | 0.02% | ABS-CBDO |
| 1360 | Petroleos Mexicanos Sa De CV | PEMEX | Mar 2026 | 710,000 | $679K | 0.02% | DBT |
| 1361 | TD Synnex Corp | SNX | Mar 2026 | 700,000 | $679K | 0.02% | DBT |
| 1362 | Venture Global Plaquemines Lng LLC | VEGLPL | Mar 2026 | 650,000 | $677K | 0.02% | DBT |
| 1363 | Government National Mortgage Association | GNR | Sep 2022 | 710,545 | $676K | 0.02% | ABS-MBS |
| 1364 | ELDRIDGE CLO 2025-2 LTD | ELD | Mar 2026 | 675,000 | $676K | 0.02% | ABS-CBDO |
| 1365 | Choice Hotels International, Inc. | CHH | Mar 2026 | 669,000 | $676K | 0.02% | DBT |
| 1366 | SUBWAY FUNDING LLC | SUBWAY | Mar 2026 | 691,250 | $676K | 0.02% | ABS-O |
| 1367 | Sherwood Financing PLC | ARWLN | Mar 2026 | 600,000 | $675K | 0.02% | DBT |
| 1368 | ANGEL OAK MORTGAGE TRUST 2024-2 | AOMT | Mar 2026 | 671,452 | $674K | 0.02% | ABS-O |
| 1369 | U.S. Bancorp. | USB | Mar 2026 | 655,000 | $674K | 0.02% | DBT |
| 1370 | Arch Capital Finance LLC | ACGL | Sep 2022 | 675,000 | $674K | 0.02% | DBT |
| 1371 | BANK5 2024-5YR11 | BANK5 | Mar 2026 | 650,000 | $673K | 0.02% | ABS-O |
| 1372 | Servicenow Inc | NOW | Sep 2022 | 775,000 | $673K | 0.02% | DBT |
| 1373 | Safehold GL Holdings LLC | SAFE | Sep 2022 | 750,000 | $672K | 0.02% | DBT |
| 1374 | Vontier Corporation | VNT | Sep 2022 | 700,000 | $672K | 0.02% | DBT |
| 1375 | Federal Home Loan Mortgage Corp. | FHLMC | Mar 2026 | 789,125 | $671K | 0.02% | ABS-MBS |
| 1376 | Anchorage Capital CLO 6 Ltd | ANCHC | Mar 2026 | 670,000 | $671K | 0.02% | ABS-CBDO |
| 1377 | Federal National Mortgage Association | FNMA | Sep 2022 | 757,700 | $670K | 0.02% | ABS-MBS |
| 1378 | ANGEL OAK MORTGAGE TRUST 2025-12 | AOMT | Mar 2026 | 672,202 | $669K | 0.02% | ABS-O |
| 1379 | Federal Home Loan Mortgage Corp. | FHLMC | Mar 2026 | 646,528 | $668K | 0.02% | ABS-MBS |
| 1380 | SOLRR AIRCRAFT LTD 2021-1 | SOLRR | Mar 2026 | 702,086 | $667K | 0.02% | ABS-O |
| 1381 | SALUDA GRADE ALTERNATIVE MORTGAGE T | GRADE | Mar 2026 | 664,490 | $667K | 0.02% | ABS-O |
| 1382 | Focus Brands Funding Llc | FOCUS | Mar 2026 | 635,375 | $666K | 0.02% | ABS-O |
| 1383 | DYAL CAP 6.55% | 26799ADL8 | Mar 2026 | 644,000 | $662K | 0.02% | DBT |
| 1384 | Metis Issuer 2025-1 LLC | 59155MAA8 | Mar 2026 | 650,000 | $661K | 0.02% | DBT |
| 1385 | Antero Midstream Partners LP / Antero Midstream Finance Corp | AM | Mar 2026 | 668,000 | $661K | 0.02% | DBT |
| 1386 | Avolon Holdings Funding Ltd. | AVOL | Mar 2026 | 674,000 | $661K | 0.02% | DBT |
| 1387 | Galaxy Pipeline Assets Bidco Ltd. | ADGLXY | Sep 2022 | 814,397 | $660K | 0.02% | DBT |
| 1388 | Wessex Water Services Finance PLC | YTLPMK | Mar 2026 | 500,000 | $659K | 0.02% | DBT |
| 1389 | Verizon Communications Inc. | VZ | Sep 2022 | 750,000 | $658K | 0.02% | DBT |
| 1390 | Garden SpinCo Corp | NEOG | Sep 2022 | 625,000 | $657K | 0.02% | DBT |
| 1391 | Smithfield Foods Inc | SFD | Sep 2022 | 650,000 | $656K | 0.02% | DBT |
| 1392 | Citigroup Inc. | C | Mar 2026 | 650,000 | $655K | 0.02% | DBT |
| 1393 | Home Depot Inc. | HD | Mar 2026 | 700,000 | $654K | 0.02% | DBT |
| 1394 | J.P. MORGAN MTG TR 2021-LTV2 | JPMMT | Sep 2022 | 765,959 | $653K | 0.02% | ABS-O |
| 1395 | Servpro Master Issuer Llc | SPRO | Mar 2026 | 637,000 | $653K | 0.02% | ABS-O |
| 1396 | BX COML MTG TR 2024-AIRC | BX | Mar 2026 | 650,438 | $652K | 0.02% | ABS-O |
| 1397 | DYAL CAP IV A 5.94% | 26199AGL1 | Mar 2026 | 650,000 | $651K | 0.02% | DBT |
| 1398 | Federal Home Loan Mortgage Corp. | FHLMC | Dec 2022 | 804,140 | $651K | 0.02% | ABS-MBS |
| 1399 | J P MORGAN MORTGAGE TRUST 2025-1 | JPMMT | Mar 2026 | 646,519 | $651K | 0.02% | ABS-O |
| 1400 | Structured Asset Investment Loan Trust 2006-Bnc3 | SAIL | Sep 2022 | 655,391 | $650K | 0.02% | ABS-O |
| 1401 | Federal National Mortgage Association | FNMA | Mar 2026 | 650,000 | $650K | 0.02% | ABS-O |
| 1402 | FIGRE TRUST 2024-HE2 | FIGRE | Mar 2026 | 640,180 | $649K | 0.02% | ABS-O |
| 1403 | Sequoia Mortgage Trust 2025-5 | SEMT | Mar 2026 | 648,283 | $649K | 0.02% | ABS-O |
| 1404 | Madison Park Funding Xxxiv Ltd. | MDPK | Mar 2026 | 650,000 | $649K | 0.02% | ABS-CBDO |
| 1405 | LOANCORE 2025-CRE9 ISSUER LLC | LNCR | Mar 2026 | 650,000 | $649K | 0.02% | ABS-CBDO |
| 1406 | Federal National Mortgage Association | FNMA | Mar 2026 | 625,061 | $648K | 0.02% | ABS-MBS |
| 1407 | RWC COMMERCIAL MORTGAGE 2025-1 | RWC | Mar 2026 | 650,000 | $647K | 0.02% | ABS-O |
| 1408 | Applovin Corp. | APP | Mar 2026 | 640,000 | $647K | 0.02% | DBT |
| 1409 | Prologis, L.P. | PLD | Mar 2026 | 900,000 | $645K | 0.02% | DBT |
| 1410 | Venture Global Plaquemines Lng LLC | VEGLPL | Mar 2026 | 625,000 | $643K | 0.02% | DBT |
| 1411 | CROSS 2025-H6 MORTGAGE TRUST | CROSS | Mar 2026 | 642,499 | $643K | 0.02% | ABS-O |
| 1412 | Royal Caribbean Cruises Ltd. | RCL | Mar 2026 | 650,000 | $639K | 0.02% | DBT |
| 1413 | SVC ABS LLC | SVC | Mar 2026 | 639,979 | $638K | 0.02% | ABS-O |
| 1414 | CLI Funding Llc | CLIF | Sep 2022 | 685,476 | $636K | 0.02% | ABS-O |
| 1415 | Caixabank S.A. | CABKSM | Mar 2026 | 630,000 | $634K | 0.02% | DBT |
| 1416 | Costar Group Inc | CSGP | Sep 2022 | 700,000 | $633K | 0.02% | DBT |
| 1417 | Gcat 2025-INV3 Trust | GCAT | Mar 2026 | 624,837 | $632K | 0.02% | ABS-O |
| 1418 | Macquarie Group Ltd. | MQGAU | Sep 2022 | 650,000 | $631K | 0.02% | DBT |
| 1419 | Federal National Mortgage Association | FNMA | Mar 2026 | 634,140 | $631K | 0.02% | ABS-O |
| 1420 | Seagate Data Storage Technology Pte. Ltd. | STX | Mar 2026 | 620,000 | $631K | 0.02% | DBT |
| 1421 | Macquarie Airfinance Holdings Ltd | MCAIRH | Mar 2026 | 627,000 | $630K | 0.02% | DBT |
| 1422 | Avolon Holdings Funding Ltd. | AVOL | Mar 2026 | 656,000 | $629K | 0.02% | DBT |
| 1423 | INVITATION HOMES 2024-SFR1 TRUST | IHSFR | Mar 2026 | 650,000 | $628K | 0.02% | ABS-O |
| 1424 | Ipalco Enterprises Inc. | AES | Sep 2022 | 650,000 | $627K | 0.02% | DBT |
| 1425 | Uruguay (Republic Of) | URUGUA | Mar 2026 | 24,764,000 | $626K | 0.02% | DBT |
| 1426 | Federal Home Loan Mortgage Corp. | FHLMC | Sep 2022 | 688,459 | $626K | 0.02% | ABS-MBS |
| 1427 | Panama (Republic of) | PANAMA | Dec 2022 | 600,000 | $624K | 0.02% | DBT |
| 1428 | Gilead Sciences Inc. | GILD | Mar 2026 | 617,441 | $623K | 0.02% | ABS-O |
| 1429 | MITER Brands Acquisition Holdco Inc & PGT Innovations LLC. | MIWIDO | Mar 2026 | 650,000 | $623K | 0.02% | DBT |
| 1430 | CITIZENS AUTO RECEIVABLES TRUST 202 | CITZN | Mar 2026 | 620,461 | $623K | 0.02% | ABS-O |
| 1431 | JPMorgan Chase & Co. | JPM | Mar 2026 | 610,000 | $623K | 0.02% | DBT |
| 1432 | Government National Mortgage Association | GNR | Mar 2026 | 727,185 | $622K | 0.02% | ABS-MBS |
| 1433 | Mc 2021-1 Ltd | MACON | Mar 2026 | 657,976 | $621K | 0.02% | ABS-O |
| 1434 | Mexico (United Mexican States) | MEX | Mar 2026 | 600,000 | $621K | 0.02% | DBT |
| 1435 | Williams Companies Inc. (The) | WMB | Mar 2026 | 600,000 | $620K | 0.02% | DBT |
| 1436 | Vista Point Securitization Trust 2024-CES1 | VSTA | Mar 2026 | 611,884 | $619K | 0.02% | ABS-O |
| 1437 | Uzbekistan (The Republic of) | UZBEK | Mar 2026 | 590,000 | $619K | 0.02% | DBT |
| 1438 | Government National Mortgage Association | GNR | Mar 2026 | 722,144 | $618K | 0.02% | ABS-MBS |
| 1439 | SALT 2021-1 TRUST | SALTT | Sep 2022 | 629,559 | $617K | 0.02% | ABS-O |
| 1440 | SMB PRIVATE EDU LN TR 2024-C | SMB | Mar 2026 | 602,796 | $615K | 0.02% | ABS-O |
| 1441 | Lloyds Banking Group PLC | LLOYDS | Mar 2026 | 600,000 | $615K | 0.02% | DBT |
| 1442 | Vistra Operations Co LLC | VST | Mar 2026 | 628,000 | $615K | 0.02% | DBT |
| 1443 | Allegion US Holding Company Inc | ALLE | Mar 2026 | 602,000 | $615K | 0.02% | DBT |
| 1444 | Renaissancere Holdings Ltd. | RNR | Mar 2026 | 600,000 | $614K | 0.02% | DBT |
| 1445 | Clarios Global LP / Clarios US Finance Company Inc | POWSOL | Mar 2026 | 600,000 | $614K | 0.02% | DBT |
| 1446 | Saudi Arabia (Kingdom of) | SAUDI | Mar 2026 | 600,000 | $613K | 0.02% | DBT |
| 1447 | CEMEX S.A.B. de C.V. | CEMEX | Mar 2026 | 615,000 | $613K | 0.02% | DBT |
| 1448 | BPCE SA | BPCEGP | Sep 2022 | 600,000 | $613K | 0.02% | DBT |
| 1449 | FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD | FHMS | Mar 2026 | 600,000 | $612K | 0.02% | ABS-O |
| 1450 | Government National Mortgage Association | GNR | Sep 2022 | 620,103 | $611K | 0.02% | ABS-MBS |
| 1451 | Intact Financial Corp. | IFCCN | Sep 2022 | 600,000 | $611K | 0.02% | DBT |
| 1452 | MetLife Inc. | MET | Mar 2026 | 600,000 | $609K | 0.02% | DBT |
| 1453 | Gulfstream Natural Gas System LLC | GULFNG | Mar 2026 | 600,000 | $608K | 0.02% | DBT |
| 1454 | Corebridge Global Funding | CRBG | Mar 2026 | 600,000 | $608K | 0.02% | DBT |
| 1455 | Sonic Cap Llc | SONIC | Sep 2022 | 613,708 | $608K | 0.02% | ABS-O |
| 1456 | THOR FINANCECO LLC 5.22% | 62799ABZ4 | Mar 2026 | 600,000 | $606K | 0.02% | DBT |
| 1457 | General Motors Financial Company Inc | GM | Mar 2026 | 600,000 | $605K | 0.02% | DBT |
| 1458 | MPLX LP | MPLX | Sep 2022 | 600,000 | $605K | 0.02% | DBT |
| 1459 | Cobank ACB | COBKAC | Sep 2022 | 600,000 | $605K | 0.02% | DBT |
| 1460 | Volkswagen Group of America Finance LLC | VW | Mar 2026 | 600,000 | $604K | 0.02% | DBT |
| 1461 | Bank of America Corp. | BAC | Sep 2022 | 600,000 | $604K | 0.02% | DBT |
| 1462 | Compass Datacenters Issuer II LLC | CMDC | Mar 2026 | 600,000 | $603K | 0.02% | ABS-O |
| 1463 | ASB Bank Ltd. | ASBBNK | Sep 2022 | 600,000 | $603K | 0.02% | DBT |
| 1464 | PacifiCorp. | BRKHEC | Mar 2026 | 600,000 | $602K | 0.02% | DBT |
| 1465 | JPMorgan Chase & Co. | JPM | Mar 2026 | 615,000 | $602K | 0.02% | DBT |
| 1466 | Prudential Financial, Inc. | PRU | Sep 2022 | 600,000 | $602K | 0.02% | DBT |
| 1467 | DYAL CAP IV B 5.94% | 26199AGM9 | Mar 2026 | 600,000 | $601K | 0.02% | DBT |
| 1468 | The Cigna Group | CI | Sep 2022 | 775,000 | $601K | 0.02% | DBT |
| 1469 | Viper Energy Partners LLC | VNOM | Mar 2026 | 600,000 | $601K | 0.02% | DBT |
| 1470 | AASET 2021-2 TRUST | AASET | Mar 2026 | 634,727 | $601K | 0.02% | ABS-O |
| 1471 | VDCM COMMERCIAL MORTGAGE TRUST 2025-AZ | VDCM | Mar 2026 | 600,000 | $600K | 0.02% | ABS-O |
| 1472 | STOLTHAVEN HSTN 5.98% | 86199AME4 | Mar 2026 | 582,000 | $600K | 0.02% | ABS-MBS |
| 1473 | GOLUB CAPITAL CLO 82(B) LTD | GCBSL | Mar 2026 | 600,000 | $600K | 0.02% | ABS-CBDO |
| 1474 | TOWD POINT MORTGAGE 2024-4 | TPMT | Mar 2026 | 598,828 | $600K | 0.02% | ABS-O |
| 1475 | Aircastle Ltd. / Aircastle Ireland DAC | AYR | Mar 2026 | 600,000 | $599K | 0.02% | DBT |
| 1476 | UBS AG Stamford Branch | UBS | Mar 2026 | 600,000 | $598K | 0.02% | DBT |
| 1477 | Federal Home Loan Mortgage Corp. | FHLMC | Mar 2026 | 593,595 | $598K | 0.02% | ABS-MBS |
| 1478 | Bank of America Corp. | BAC | Sep 2022 | 600,000 | $598K | 0.02% | DBT |
| 1479 | RTX Corp. | RTX | Sep 2022 | 600,000 | $598K | 0.02% | DBT |
| 1480 | Government National Mortgage Association | GNR | Sep 2022 | 667,394 | $597K | 0.02% | ABS-MBS |
| 1481 | HSBC Holdings PLC | HSBC | Mar 2026 | 600,000 | $596K | 0.02% | DBT |
| 1482 | Cardinal Health, Inc. | CAH | Mar 2026 | 585,000 | $595K | 0.02% | DBT |
| 1483 | Polaris Inc. | PII | Mar 2026 | 600,000 | $595K | 0.02% | DBT |
| 1484 | Marriott International, Inc. | MAR | Mar 2026 | 625,000 | $594K | 0.02% | DBT |
| 1485 | VMware LLC | VMW | Sep 2022 | 675,000 | $593K | 0.02% | DBT |
| 1486 | Brazil (Federative Republic) | BRAZIL | Mar 2026 | 600,000 | $590K | 0.02% | DBT |
| 1487 | QTS ISSUER ABS II, LLC | QTSII | Mar 2026 | 600,000 | $589K | 0.02% | ABS-O |
| 1488 | Applovin Corp. | APP | Mar 2026 | 585,000 | $589K | 0.02% | DBT |
| 1489 | Goldman Sachs Group, Inc. | GS | Mar 2026 | 600,000 | $588K | 0.02% | DBT |
| 1490 | Citadel Finance LLC | CITADL | Mar 2026 | 600,000 | $588K | 0.02% | DBT |
| 1491 | Phantom 2026-1 Aviation Ltd. / Phantom 2026-1 Aviation LLC | PHNTOM | Mar 2026 | 597,678 | $587K | 0.02% | ABS-O |
| 1492 | Government National Mortgage Association | GNR | Sep 2022 | 656,980 | $587K | 0.02% | ABS-MBS |
| 1493 | Slam 2024-1 Ltd. / Slam 2024-1 LLC | SLAM | Mar 2026 | 586,806 | $586K | 0.02% | ABS-O |
| 1494 | Federal National Mortgage Association | FNMA | Mar 2026 | 580,345 | $585K | 0.02% | ABS-MBS |
| 1495 | Federal National Mortgage Association | FNMA | Sep 2022 | 593,343 | $583K | 0.02% | ABS-MBS |
| 1496 | Farmers Insurance Exchange Inc. | FARMER | Mar 2026 | 580,000 | $582K | 0.02% | DBT |
| 1497 | NLT 2026-NQM1 TRUST | 62916WAC6 | Mar 2026 | 580,266 | $580K | 0.02% | ABS-O |
| 1498 | Glencore Funding LLC | GLENLN | Sep 2022 | 650,000 | $580K | 0.02% | DBT |
| 1499 | Slam 2025-1 Ltd. / Slam 2025-1 LLC | SLAM | Mar 2026 | 570,116 | $578K | 0.02% | ABS-O |
| 1500 | The Cigna Group | CI | Sep 2022 | 625,000 | $578K | 0.02% | DBT |
| 1501 | Gallagher Aj &Co | AJG | Mar 2026 | 570,000 | $576K | 0.02% | DBT |
| 1502 | Federal National Mortgage Association | FNMA | Sep 2022 | 653,832 | $576K | 0.02% | ABS-MBS |
| 1503 | Grand River Funding Trust II | JXN | Mar 2026 | 550,000 | $576K | 0.02% | DBT |
| 1504 | Textainer Marine Containers Ltd | TMCL | Mar 2026 | 606,666 | $573K | 0.02% | ABS-O |
| 1505 | MPLX LP | MPLX | Mar 2026 | 575,000 | $573K | 0.02% | DBT |
| 1506 | FIGRE TRUST 2025-PF2 | FIGRE | Mar 2026 | 577,190 | $572K | 0.02% | ABS-O |
| 1507 | MPLX LP | MPLX | Mar 2026 | 600,000 | $572K | 0.02% | DBT |
| 1508 | Roper Technologies Inc | ROP | Sep 2022 | 575,000 | $572K | 0.02% | DBT |
| 1509 | Global Partners LP / GLP Finance Corp. | GLP | Mar 2026 | 550,000 | $571K | 0.02% | DBT |
| 1510 | 1011778 B.C. Unlimited Liability Company / New Red Finance, Inc. | BCULC | Sep 2022 | 605,000 | $569K | 0.02% | DBT |
| 1511 | Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR | Mar 2026 | 545,000 | $569K | 0.02% | DBT |
| 1512 | OIS_CCP USD RCV SOFR1D PAY 3.175038% 15-MAR-2028 | 000000000 | Sep 2022 | 81,180,000 | $566K | 0.02% | DIR |
| 1513 | Costco Wholesale Corporation | COST | Sep 2022 | 625,000 | $566K | 0.02% | DBT |
| 1514 | National Australia Bank Ltd. | NAB | Mar 2026 | 550,000 | $565K | 0.02% | DBT |
| 1515 | United Air Lines, Inc. | UAL | Mar 2026 | 546,377 | $564K | 0.02% | ABS-O |
| 1516 | Textainer Marine Containers Ltd | TMCL | Mar 2026 | 633,333 | $563K | 0.02% | ABS-O |
| 1517 | Bell Canada | BCECN | Mar 2026 | 550,000 | $563K | 0.02% | DBT |
| 1518 | MILL CITY SECURITIES 2024-RS1 LLC | MCMLT | Mar 2026 | 602,791 | $562K | 0.02% | ABS-O |
| 1519 | Goldman Sachs Group, Inc. | GS | Mar 2026 | 551,000 | $562K | 0.02% | DBT |
| 1520 | Maple Grove Funding Trust I | LIFEVT | Sep 2022 | 775,000 | $562K | 0.02% | DBT |
| 1521 | PRET 2024-RPL2 TRUST | PRET | Mar 2026 | 593,687 | $561K | 0.02% | ABS-O |
| 1522 | Ascot Group Limited | ASCOTG | Mar 2026 | 550,000 | $561K | 0.02% | DBT |
| 1523 | NetApp Inc. | NTAP | Mar 2026 | 550,000 | $561K | 0.02% | DBT |
| 1524 | ALTDE 2025-1 TRUST | ALTDE | Mar 2026 | 555,409 | $560K | 0.02% | ABS-O |
| 1525 | Coca-Cola Consolidated Inc | COKE | Mar 2026 | 545,000 | $559K | 0.02% | DBT |
| 1526 | Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR | Sep 2022 | 550,000 | $559K | 0.02% | DBT |
| 1527 | Jane Street Group LLC / JSG Finance Inc. | JANEST | Mar 2026 | 550,000 | $558K | 0.02% | DBT |
| 1528 | Fair Isaac Corporation | FAIRIC | Mar 2026 | 568,000 | $558K | 0.02% | DBT |
| 1529 | PROVIDENT FDG MTG TR 2025-1 | PFMT | Mar 2026 | 555,628 | $556K | 0.02% | ABS-O |
| 1530 | Carpenter Technology Corporation | CRS | Mar 2026 | 560,000 | $556K | 0.02% | DBT |
| 1531 | Brookfield Finance Inc. | BNCN | Mar 2026 | 550,000 | $555K | 0.02% | DBT |
| 1532 | Viper Energy Partners LLC | VNOM | Mar 2026 | 550,000 | $555K | 0.02% | DBT |
| 1533 | Towd Point Mortgage Trust | TPMF | Mar 2026 | 549,893 | $554K | 0.02% | ABS-O |
| 1534 | Dai-ichi Life Insurance Co. Ltd. (The) | DAIL | Mar 2026 | 550,000 | $553K | 0.02% | DBT |
| 1535 | Regional Management Issuance Trust 2024-2 | RMIT | Mar 2026 | 550,000 | $553K | 0.02% | ABS-O |
| 1536 | EQT AB | EQTSS | Mar 2026 | 550,000 | $552K | 0.02% | DBT |
| 1537 | LAD AUTO RECEIVABLES TR 2024-3 | LADAR | Mar 2026 | 550,000 | $552K | 0.02% | ABS-O |
| 1538 | Boeing Co. | BA | Mar 2026 | 500,000 | $551K | 0.02% | DBT |
| 1539 | PLACEHOLD CEAMER FINANCE | 000000000 | Sep 2022 | 550,000 | $550K | 0.02% | LON |
| 1540 | PLACEHOLD BR SECONDARIES | 000000000 | Sep 2022 | 550,000 | $550K | 0.02% | LON |
| 1541 | Connecticut Avenue Securities Trust 2024-R04 | CAS | Mar 2026 | 550,000 | $550K | 0.02% | ABS-O |
| 1542 | Kkr Clo 16 Ltd. / Kkr Clo 16 LLC | KKR | Mar 2026 | 550,000 | $549K | 0.02% | ABS-CBDO |
| 1543 | 1011778 B.C. Unlimited Liability Company / New Red Finance, Inc. | BCULC | Mar 2026 | 545,000 | $547K | 0.02% | DBT |
| 1544 | RTX Corp. | RTX | Sep 2022 | 550,000 | $546K | 0.01% | DBT |
| 1545 | VISTA POINT SECURITIZATION TRUST 20 | VSTA | Mar 2026 | 546,780 | $546K | 0.01% | ABS-O |
| 1546 | Starbucks Corp. | SBUX | Dec 2022 | 550,000 | $546K | 0.01% | DBT |
| 1547 | RGA Global Funding | RGA | Mar 2026 | 550,000 | $544K | 0.01% | DBT |
| 1548 | Taco Bell Funding Llc | BELL | Mar 2026 | 550,000 | $543K | 0.01% | ABS-O |
| 1549 | Ardonagh Group (previously KIRS Group, Towergate Partnership) | Q0500HAB5 | Mar 2026 | 553,613 | $542K | 0.01% | LON |
| 1550 | Creative Planning | 1261MAAE0 | Mar 2026 | 544,244 | $541K | 0.01% | LON |
| 1551 | CEAMER FIN III 6.79% | 12499BKM9 | Mar 2026 | 537,998 | $541K | 0.01% | DBT |
| 1552 | Constellation Software Inc. | CSUCN | Mar 2026 | 551,000 | $540K | 0.01% | DBT |
| 1553 | TPG Operating Group II LP | TPG | Mar 2026 | 550,000 | $540K | 0.01% | DBT |
| 1554 | Morgan Stanley | MS | Mar 2026 | 558,000 | $539K | 0.01% | DBT |
| 1555 | Taco Bell Funding Llc | BELL | Mar 2026 | 550,000 | $539K | 0.01% | ABS-O |
| 1556 | Marriott International, Inc. | MAR | Mar 2026 | 530,000 | $536K | 0.01% | DBT |
| 1557 | AGL CLO 42 LTD /LLC | AGL | Mar 2026 | 535,000 | $535K | 0.01% | ABS-CBDO |
| 1558 | Brookfield Finance Inc. | BNCN | Sep 2022 | 800,000 | $535K | 0.01% | DBT |
| 1559 | J.P. MORGAN MTG TRUST 2021-13 | JPMMT | Mar 2026 | 567,100 | $534K | 0.01% | ABS-O |
| 1560 | OBX 2024-NQM3 TRUST | OBX | Mar 2026 | 531,000 | $533K | 0.01% | ABS-O |
| 1561 | BP Capital Markets PLC | BPLN | Mar 2026 | 540,000 | $533K | 0.01% | DBT |
| 1562 | United States Treasury Bonds | T | Sep 2022 | 700,000 | $533K | 0.01% | DBT |
| 1563 | Ivory Coast (Republic Of) | IVYCST | Mar 2026 | 520,000 | $530K | 0.01% | DBT |
| 1564 | FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD | FHMS | Mar 2026 | 527,373 | $529K | 0.01% | ABS-O |
| 1565 | Uber Technologies Inc | UBER | Mar 2026 | 545,000 | $529K | 0.01% | DBT |
| 1566 | Obx 2024-NQM4 Trust | OBX | Mar 2026 | 525,168 | $528K | 0.01% | ABS-O |
| 1567 | Santander Drive Auto Receivables Trust 2025-2 | SDART | Mar 2026 | 526,594 | $527K | 0.01% | ABS-O |
| 1568 | HF Sinclair Corp. | DINO | Mar 2026 | 525,000 | $526K | 0.01% | DBT |
| 1569 | Federal National Mortgage Association | FNMA | Dec 2022 | 609,277 | $525K | 0.01% | ABS-MBS |
| 1570 | The Sherwin-Williams Company | SHW | Sep 2022 | 550,000 | $524K | 0.01% | DBT |
| 1571 | Federal National Mortgage Association | FNMA | Dec 2022 | 610,211 | $524K | 0.01% | ABS-MBS |
| 1572 | Ecmc Group Student Loan Trust 2017-1 | ECMC | Sep 2022 | 518,661 | $523K | 0.01% | ABS-O |
| 1573 | Fairfax Financial Holdings Limited | FFHCN | Mar 2026 | 500,000 | $523K | 0.01% | DBT |
| 1574 | Alexandria Real Estate Equities, Inc. | ARE | Mar 2026 | 600,000 | $522K | 0.01% | DBT |
| 1575 | BX COML MTG TR 2024-AIRC | BX | Mar 2026 | 520,351 | $522K | 0.01% | ABS-O |
| 1576 | DYAL CAP 6.55% | 26799ADK0 | Mar 2026 | 506,000 | $520K | 0.01% | DBT |
| 1577 | Synchrony Financial | SYF | Mar 2026 | 520,000 | $520K | 0.01% | DBT |
| 1578 | United States Treasury Bonds | T | Sep 2022 | 700,000 | $520K | 0.01% | DBT |
| 1579 | Foundry JV Holdco LLC. | FABSJV | Mar 2026 | 500,000 | $517K | 0.01% | DBT |
| 1580 | VMED O2 UK Financing I PLC | VMED | Sep 2022 | 600,000 | $517K | 0.01% | DBT |
| 1581 | Cars Db4 LP | CAUTO | Mar 2026 | 514,250 | $516K | 0.01% | ABS-O |
| 1582 | Federal National Mortgage Association | FNMA | Sep 2022 | 536,890 | $516K | 0.01% | ABS-MBS |
| 1583 | Novelis Corporation | HNDLIN | Mar 2026 | 525,000 | $515K | 0.01% | DBT |
| 1584 | W. R. Grace Holdings Llc | GRA | Mar 2026 | 530,000 | $515K | 0.01% | DBT |
| 1585 | Sumitomo Life Insurance Co. | SUMILF | Mar 2026 | 525,000 | $514K | 0.01% | DBT |
| 1586 | Harbour Energy PLC | HBRLN | Mar 2026 | 500,000 | $513K | 0.01% | DBT |
| 1587 | Marriott International, Inc. | MAR | Mar 2026 | 539,000 | $513K | 0.01% | DBT |
| 1588 | Vista Point Securitization Trust 2024 CES3 | VSTA | Mar 2026 | 509,975 | $512K | 0.01% | ABS-O |
| 1589 | Hungary (Republic Of) | REPHUN | Mar 2026 | 500,000 | $512K | 0.01% | DBT |
| 1590 | Triton Container International Ltd. | TRTN | Mar 2026 | 564,000 | $510K | 0.01% | DBT |
| 1591 | Venture Global Plaquemines Lng LLC | VEGLPL | Mar 2026 | 496,000 | $510K | 0.01% | DBT |
| 1592 | BANK5 2024-5YR10 | BANK5 | Mar 2026 | 500,000 | $509K | 0.01% | ABS-O |
| 1593 | Trinity Rail Leasing 2021 LLC | TRL | Mar 2026 | 536,363 | $507K | 0.01% | ABS-O |
| 1594 | Dominion Energy Inc | D | Mar 2026 | 500,000 | $507K | 0.01% | DBT |
| 1595 | Occidental Petroleum Corp. | OXY | Sep 2022 | 445,000 | $506K | 0.01% | DBT |
| 1596 | U.S. Treasury Security Stripped Interest Security | S | Sep 2022 | 1,080,000 | $506K | 0.01% | DBT |
| 1597 | Government National Mortgage Association | GNR | Sep 2022 | 505,543 | $506K | 0.01% | ABS-O |
| 1598 | NatWest Group PLC | NWG | Mar 2026 | 500,000 | $505K | 0.01% | DBT |
| 1599 | Bank of America Corp. | BAC | Mar 2026 | 500,000 | $503K | 0.01% | DBT |
| 1600 | Acushnet Co | GOLF | Mar 2026 | 505,000 | $502K | 0.01% | DBT |
| 1601 | ALLO ISSUER LLC | ALLO | Mar 2026 | 500,000 | $502K | 0.01% | ABS-O |
| 1602 | Belrose Funding Trust II | LNC | Mar 2026 | 500,000 | $502K | 0.01% | DBT |
| 1603 | PAGAYA AI DEBT GRANTOR TRUST 2025-5 | PAID | Mar 2026 | 499,981 | $501K | 0.01% | ABS-O |
| 1604 | REGIONAL MANAGEMENT ISSUANCE TRUST 2025-2 | RMIT | Mar 2026 | 505,000 | $500K | 0.01% | ABS-O |
| 1605 | Federal National Mortgage Association | FNMA | Sep 2022 | 521,639 | $500K | 0.01% | ABS-MBS |
| 1606 | Bettcher Industries | BETIND | Mar 2026 | 498,705 | $500K | 0.01% | LON |
| 1607 | Emera US Finance LLC | EMACN | Mar 2026 | 500,000 | $500K | 0.01% | DBT |
| 1608 | Store Master Funding LLC | STR | Mar 2026 | 495,208 | $499K | 0.01% | ABS-O |
| 1609 | CMS Energy Corporation | CMS | Mar 2026 | 490,000 | $499K | 0.01% | DBT |
| 1610 | ARES DIRECT LENDING CLO 7 LLC | ARESDL | Mar 2026 | 500,000 | $499K | 0.01% | ABS-CBDO |
| 1611 | Mile Trust 2025-STNE | MILE | Mar 2026 | 500,000 | $498K | 0.01% | ABS-O |
| 1612 | Wesco Distribution, Inc. | WCC | Mar 2026 | 500,000 | $498K | 0.01% | DBT |
| 1613 | Savage Enterprises | SAVENT | Mar 2026 | 497,500 | $498K | 0.01% | LON |
| 1614 | DRIVE AUTO RECEIVABLES TRUST 2025-2 | DRIVE | Mar 2026 | 500,000 | $498K | 0.01% | ABS-O |
| 1615 | TRTX 2025-FL7 ISSUER LTD | TRTX | Mar 2026 | 500,000 | $498K | 0.01% | ABS-CBDO |
| 1616 | Compass Datacenters Issuer II LLC | CMPDC | Mar 2026 | 500,000 | $498K | 0.01% | ABS-O |
| 1617 | Stellantis Finance Us Inc | STLA | Mar 2026 | 500,000 | $497K | 0.01% | DBT |
| 1618 | TRICON RES TR 2024-SFR3 | TCN | Mar 2026 | 500,000 | $497K | 0.01% | ABS-O |
| 1619 | Enterprise Products Operating LLC | EPD | Sep 2022 | 625,000 | $497K | 0.01% | DBT |
| 1620 | VERUS SECURITIZATION TRUST 2023-7 | VERUS | Mar 2026 | 492,453 | $496K | 0.01% | ABS-O |
| 1621 | CRH America Finance, Inc. | CRHID | Sep 2022 | 500,000 | $496K | 0.01% | DBT |
| 1622 | Tricon Residential 2023-SFR2 Trust | TCN | Mar 2026 | 500,000 | $495K | 0.01% | ABS-O |
| 1623 | CARMAX SELECT RECIEVABLES TRUST 202 | CMXS | Mar 2026 | 485,000 | $495K | 0.01% | ABS-O |
| 1624 | Ginnie Mae (Ze) | GNR | Mar 2026 | 493,462 | $495K | 0.01% | ABS-O |
| 1625 | CHASE HOME LENDING MORTGAGE TRUST 2 | CHASE | Mar 2026 | 500,000 | $495K | 0.01% | ABS-O |
| 1626 | WhiteWater DBR | WHIDBR | Mar 2026 | 492,516 | $494K | 0.01% | LON |
| 1627 | MPLX LP | MPLX | Mar 2026 | 500,000 | $494K | 0.01% | DBT |
| 1628 | TPG Operating Group II LP | TPG | Mar 2026 | 486,000 | $493K | 0.01% | DBT |
| 1629 | TransDigm, Inc. | TDG | Mar 2026 | 500,000 | $492K | 0.01% | DBT |
| 1630 | Colombia (Republic Of) | COLOM | Mar 2026 | 500,000 | $490K | 0.01% | DBT |
| 1631 | Enstar Group Ltd | ESGR | Mar 2026 | 475,000 | $490K | 0.01% | DBT |
| 1632 | Asurion | ASUCOR | Mar 2026 | 493,750 | $489K | 0.01% | LON |
| 1633 | Figre Trust 2023-HE1 | FIGRE | Mar 2026 | 484,856 | $488K | 0.01% | ABS-O |
| 1634 | United States Treasury Bonds | T | Mar 2026 | 500,000 | $488K | 0.01% | DBT |
| 1635 | Devon Energy Corporation | DVN | Sep 2022 | 555,000 | $488K | 0.01% | DBT |
| 1636 | Pacific Gas and Electric Company | PCG | Mar 2026 | 500,000 | $488K | 0.01% | DBT |
| 1637 | Government National Mortgage Association | GNR | Mar 2026 | 485,516 | $487K | 0.01% | ABS-O |
| 1638 | CALIFORNIA ST | CAS | Sep 2022 | 410,000 | $487K | 0.01% | DBT |
| 1639 | Oneok Inc. | OKE | Mar 2026 | 500,000 | $487K | 0.01% | DBT |
| 1640 | Venture Global Calcasieu Pass LLC | VENTGL | Mar 2026 | 475,000 | $486K | 0.01% | DBT |
| 1641 | Trinet Group Inc | TNET | Mar 2026 | 500,000 | $486K | 0.01% | DBT |
| 1642 | STORE MASTER FUNDING I - VII XIV XIX XX XXII XXIV XXXVII XXXVIII | STR | Mar 2026 | 498,750 | $486K | 0.01% | ABS-O |
| 1643 | Northwoods Capital Ltd. | WOODS | Mar 2026 | 485,000 | $485K | 0.01% | ABS-CBDO |
| 1644 | Bank of America Corp. | BAC | Sep 2022 | 491,000 | $485K | 0.01% | DBT |
| 1645 | United States Treasury Notes | T | Sep 2022 | 510,000 | $485K | 0.01% | DBT |
| 1646 | BBCMS Mortgage Trust 2020-C6 | BBCMS | Mar 2026 | 525,000 | $484K | 0.01% | ABS-O |
| 1647 | Uzbekistan (The Republic of) | UZBEK | Mar 2026 | 535,000 | $484K | 0.01% | DBT |
| 1648 | Oracle Corp. | ORCL | Mar 2026 | 575,000 | $484K | 0.01% | DBT |
| 1649 | Arbor Realty Commercial Real Estate Notes 2022-FL1 Ltd/LLC | ARCLO | Sep 2022 | 483,424 | $484K | 0.01% | ABS-CBDO |
| 1650 | Federal National Mortgage Association | FNMA | Sep 2022 | 494,011 | $480K | 0.01% | ABS-MBS |
| 1651 | Citigroup Inc. | C | Mar 2026 | 475,000 | $479K | 0.01% | DBT |
| 1652 | NAVIGATOR 2025-1 AVIATION LIMITED | NAVTR | Mar 2026 | 487,431 | $479K | 0.01% | ABS-O |
| 1653 | Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR | Sep 2022 | 470,000 | $478K | 0.01% | DBT |
| 1654 | Government National Mortgage Association | GNR | Sep 2022 | 476,905 | $477K | 0.01% | ABS-O |
| 1655 | Discovery Global Holdings Inc. | WBD | Mar 2026 | 538,000 | $477K | 0.01% | DBT |
| 1656 | Sabine Pass Liquefaction, LLC | SPLLLC | Sep 2022 | 475,000 | $476K | 0.01% | DBT |
| 1657 | Store Master Funding LLC | STR | Mar 2026 | 470,448 | $475K | 0.01% | ABS-O |
| 1658 | ResLoC UK 2007-1 PLC | RLOC | Sep 2022 | 411,877 | $472K | 0.01% | ABS-O |
| 1659 | TIF FUNDING III LLC 2024-1 | TIF | Mar 2026 | 467,500 | $471K | 0.01% | ABS-O |
| 1660 | Cifc Funding 2019-VII Ltd. / Cifc Funding 2019-VII LLC | CIFC | Mar 2026 | 470,000 | $470K | 0.01% | ABS-CBDO |
| 1661 | Energy Transfer LP | ET | Mar 2026 | 500,000 | $469K | 0.01% | DBT |
| 1662 | Federal Home Loan Mortgage Corp. | FHLMC | Mar 2026 | 452,149 | $468K | 0.01% | ABS-MBS |
| 1663 | United Airlines Pass Through Trust Series 2016-2 | UAL | Sep 2022 | 481,771 | $465K | 0.01% | ABS-O |
| 1664 | Adventist Health Systems (West) | ADVENT | Mar 2026 | 450,000 | $464K | 0.01% | DBT |
| 1665 | Federal Home Loan Mortgage Corp. | FHLMC | Mar 2026 | 447,990 | $463K | 0.01% | ABS-MBS |
| 1666 | Arconic Rolled Products Corp | ARNC | Mar 2026 | 460,600 | $462K | 0.01% | LON |
| 1667 | United Airlines Pass Through Trust Series 2016-2 | UAL | Sep 2022 | 481,771 | $462K | 0.01% | ABS-O |
| 1668 | FIGRE TR 2025-HE1 | FIGRE | Mar 2026 | 457,065 | $460K | 0.01% | ABS-O |
| 1669 | United States Treasury Bonds | T | Sep 2022 | 600,000 | $459K | 0.01% | DBT |
| 1670 | Mill City Mortgage Loan Trust 2018-2 | MCMLT | Mar 2026 | 479,118 | $458K | 0.01% | ABS-O |
| 1671 | DAE Funding LLC | DUBAEE | Mar 2026 | 480,000 | $456K | 0.01% | DBT |
| 1672 | UWN Holdings LLC | UWMC | Mar 2026 | 500,000 | $456K | 0.01% | DBT |
| 1673 | Leidos Inc | LDOS | Mar 2026 | 446,000 | $455K | 0.01% | DBT |
| 1674 | Broadcom Inc | AVGO | Sep 2022 | 470,000 | $455K | 0.01% | DBT |
| 1675 | Mars Inc. | MARS | Mar 2026 | 450,000 | $454K | 0.01% | DBT |
| 1676 | Federal National Mortgage Association | FNMA | Mar 2026 | 450,000 | $454K | 0.01% | ABS-O |
| 1677 | Sonic Cap Llc | SONIC | Mar 2026 | 472,083 | $454K | 0.01% | ABS-O |
| 1678 | Servpro Master Issuer Llc | SPRO | Mar 2026 | 476,250 | $453K | 0.01% | ABS-O |
| 1679 | Henneman Trust | GL | Mar 2026 | 450,000 | $453K | 0.01% | DBT |
| 1680 | Ares Finance Co. II LLC | ARES | Sep 2022 | 482,000 | $452K | 0.01% | DBT |
| 1681 | FS Rialto 2024-Fl9 Issuer LLC | FSRIA | Mar 2026 | 450,000 | $452K | 0.01% | ABS-CBDO |
| 1682 | AVANT LOANS FUNDING TRUST 2026-REV1 | AVNT | Mar 2026 | 455,000 | $452K | 0.01% | ABS-O |
| 1683 | Progress Energy Inc. | DUK | Sep 2022 | 400,000 | $451K | 0.01% | DBT |
| 1684 | Stanley Black & Decker, Inc. | SWK | Mar 2026 | 500,000 | $451K | 0.01% | DBT |
| 1685 | Government National Mortgage Association | GNR | Sep 2022 | 498,881 | $450K | 0.01% | ABS-MBS |
| 1686 | BIRCH GROVE CLO 7 LTD | BGCLO | Mar 2026 | 450,000 | $450K | 0.01% | ABS-CBDO |
| 1687 | Berry Global Inc | AMCR | Mar 2026 | 450,000 | $450K | 0.01% | DBT |
| 1688 | Venture Global LNG Inc. | VENLNG | Mar 2026 | 450,000 | $449K | 0.01% | DBT |
| 1689 | Pacific Gas and Electric Company | PCG | Sep 2022 | 500,000 | $448K | 0.01% | DBT |
| 1690 | SVC ABS LLC | SVC | Mar 2026 | 450,000 | $448K | 0.01% | ABS-O |
| 1691 | STWD 2025-FL4 LLC | STWD | Mar 2026 | 450,000 | $448K | 0.01% | ABS-CBDO |
| 1692 | Dominion Energy Inc | D | Mar 2026 | 450,000 | $446K | 0.01% | DBT |
| 1693 | PROVIDENT FUNDING MORTGAGE TRUST 2025-4 | PFMT | Mar 2026 | 445,068 | $446K | 0.01% | ABS-O |
| 1694 | Wendys Funding Llc | WEN | Mar 2026 | 448,875 | $446K | 0.01% | ABS-O |
| 1695 | FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD | FHR | Mar 2026 | 444,642 | $446K | 0.01% | ABS-O |
| 1696 | Morgan Stanley | MS | Sep 2022 | 448,000 | $445K | 0.01% | DBT |
| 1697 | DC COMMERCIAL MORTGAGE TRUST 2023-D | DC | Mar 2026 | 440,000 | $445K | 0.01% | ABS-O |
| 1698 | Southern California Edison Company | EIX | Sep 2022 | 450,000 | $445K | 0.01% | DBT |
| 1699 | Federal National Mortgage Association | FNMA | Sep 2022 | 453,332 | $444K | 0.01% | ABS-MBS |
| 1700 | MARYLAND ST ECONOMIC DEV CORP | MDSDEV | Mar 2026 | 435,000 | $444K | 0.01% | DBT |
| 1701 | NextEra Energy Capital Holdings Inc | NEE | Mar 2026 | 17,750 | $443K | 0.01% | EP |
| 1702 | Securitized Asset Backed Receivables LLC Trust 2006-WM4 | SABR | Mar 2026 | 1,691,296 | $442K | 0.01% | ABS-O |
| 1703 | Paychex Inc | PAYX | Mar 2026 | 440,000 | $442K | 0.01% | DBT |
| 1704 | AVANT LOANS FUNDING TRUST 2026-REV1 | AVNT | Mar 2026 | 445,000 | $441K | 0.01% | ABS-O |
| 1705 | Tennessee Valley Authority | TVA | Mar 2026 | 500,000 | $441K | 0.01% | DBT |
| 1706 | Brookfield Finance Inc. | BNCN | Mar 2026 | 450,000 | $441K | 0.01% | DBT |
| 1707 | VERUS SECURITIZATION TRUST 2024-1 | VERUS | Mar 2026 | 439,238 | $441K | 0.01% | ABS-O |
| 1708 | Berkshire Hathaway Energy Company | BRKHEC | Sep 2022 | 450,000 | $437K | 0.01% | DBT |
| 1709 | Vistra Operations Co LLC | VST | Mar 2026 | 443,000 | $436K | 0.01% | DBT |
| 1710 | CFMT 2022-HB9 LLC | CFMT | Sep 2022 | 441,019 | $436K | 0.01% | ABS-O |
| 1711 | Navient Private Education Loan Trust 2015-B | NAVSL | Sep 2022 | 434,709 | $435K | 0.01% | ABS-O |
| 1712 | CAPSTONE ACQ TL | LX2437536 | Mar 2026 | 454,001 | $435K | 0.01% | LON |
| 1713 | AT&T Inc | T | Mar 2026 | 440,000 | $435K | 0.01% | DBT |
| 1714 | Avolon Holdings Funding Ltd. | AVOL | Mar 2026 | 430,000 | $435K | 0.01% | DBT |
| 1715 | Venture Global LNG Inc. | VENLNG | Mar 2026 | 400,000 | $433K | 0.01% | DBT |
| 1716 | Loews Corporation | L | Mar 2026 | 440,000 | $431K | 0.01% | DBT |
| 1717 | Bank of America Corp. | BAC | Sep 2022 | 475,000 | $430K | 0.01% | DBT |
| 1718 | RHP Hotel Properties LP / RHP Finance Corporation | RHP | Mar 2026 | 435,000 | $430K | 0.01% | DBT |
| 1719 | First American Financial Corporation | FAF | Mar 2026 | 450,000 | $429K | 0.01% | DBT |
| 1720 | GCAT 2025-NQM4 Trust | GCAT | Mar 2026 | 427,461 | $429K | 0.01% | ABS-O |
| 1721 | Oracle Corp. | ORCL | Mar 2026 | 444,000 | $427K | 0.01% | DBT |
| 1722 | Government National Mortgage Association | GNR | Sep 2022 | 422,748 | $427K | 0.01% | ABS-MBS |
| 1723 | Boeing Co. | BA | Mar 2026 | 400,000 | $427K | 0.01% | DBT |
| 1724 | AQUA FINANCE ISSUERTRUST 2025-A | AQFIT | Mar 2026 | 421,050 | $427K | 0.01% | ABS-O |
| 1725 | Block Inc | XYZ | Mar 2026 | 430,000 | $423K | 0.01% | DBT |
| 1726 | Encore Capital Group Inc. | ECPG | Mar 2026 | 400,000 | $423K | 0.01% | DBT |
| 1727 | Federal National Mortgage Association | FNMA | Sep 2022 | 470,198 | $423K | 0.01% | ABS-MBS |
| 1728 | PRPM LLC 2024-6 | PRPM | Mar 2026 | 422,269 | $423K | 0.01% | ABS-O |
| 1729 | Lowes Companies, Inc. | LOW | Sep 2022 | 550,000 | $422K | 0.01% | DBT |
| 1730 | Spire Inc | SR | Mar 2026 | 425,000 | $422K | 0.01% | DBT |
| 1731 | COLT 2023-3 MORTGAGE LOAN TRUST | COLT | Mar 2026 | 418,730 | $421K | 0.01% | ABS-O |
| 1732 | JPMorgan Chase & Co. | JPM | Mar 2026 | 410,000 | $421K | 0.01% | DBT |
| 1733 | Fiserv Inc. | FISV | Sep 2022 | 425,000 | $420K | 0.01% | DBT |
| 1734 | UBS Group AG | UBS | Sep 2022 | 425,000 | $420K | 0.01% | DBT |
| 1735 | Boeing Co. | BA | Mar 2026 | 400,000 | $420K | 0.01% | DBT |
| 1736 | FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD | FHR | Mar 2026 | 416,829 | $420K | 0.01% | ABS-O |
| 1737 | Government National Mortgage Association | GNR | Sep 2022 | 449,554 | $420K | 0.01% | ABS-MBS |
| 1738 | Smbc Aviation Capital Finance | SMBCAC | Mar 2026 | 416,000 | $420K | 0.01% | DBT |
| 1739 | Ingersoll Rand Inc | IR | Mar 2026 | 408,000 | $419K | 0.01% | DBT |
| 1740 | Alcoa Nederland Holding B.V. | AA | Mar 2026 | 400,000 | $419K | 0.01% | DBT |
| 1741 | Government National Mortgage Association | GNR | Mar 2026 | 420,298 | $417K | 0.01% | ABS-O |
| 1742 | Hasbro Inc | HAS | Mar 2026 | 400,000 | $417K | 0.01% | DBT |
| 1743 | Tennessee Valley Authority | TVA | Sep 2022 | 500,000 | $417K | 0.01% | DBT |
| 1744 | AQUILA FDG 7.45% | 037984AA9 | Mar 2026 | 400,000 | $417K | 0.01% | DBT |
| 1745 | Prudential Financial, Inc. | PRU | Mar 2026 | 400,000 | $416K | 0.01% | DBT |
| 1746 | Government National Mortgage Association | GNR | Sep 2022 | 409,043 | $415K | 0.01% | ABS-O |
| 1747 | Heathrow Funding Ltd. | HTHROW | Mar 2026 | 300,000 | $415K | 0.01% | ABS-O |
| 1748 | Verizon Communications Inc. | VZ | Mar 2026 | 425,000 | $414K | 0.01% | DBT |
| 1749 | Prologis Targeted US Logistics Fund LP | PLDTLF | Mar 2026 | 425,000 | $413K | 0.01% | DBT |
| 1750 | HF Sinclair Corp. | DINO | Mar 2026 | 400,000 | $413K | 0.01% | DBT |
| 1751 | DT AUTO OWNER TRUST 2023-3 | DTAOT | Mar 2026 | 400,000 | $411K | 0.01% | ABS-O |
| 1752 | Fairfax Financial Holdings Limited | FFHCN | Mar 2026 | 400,000 | $410K | 0.01% | DBT |
| 1753 | MARYLAND ST ECONOMIC DEV CORP | MDSDEV | Mar 2026 | 400,000 | $410K | 0.01% | DBT |
| 1754 | RLI Corp | RLI | Mar 2026 | 425,000 | $409K | 0.01% | DBT |
| 1755 | South Africa (Republic of) | SOAF | Mar 2026 | 8,600,000 | $408K | 0.01% | DBT |
| 1756 | LPL Holdings Inc. | LPLA | Mar 2026 | 400,000 | $408K | 0.01% | DBT |
| 1757 | Brookfield Asset Management Ltd | BAMCN | Mar 2026 | 400,000 | $408K | 0.01% | DBT |
| 1758 | LEGACY MTG ASSET TR 2021-GS3 | LMAT | Mar 2026 | 406,790 | $407K | 0.01% | ABS-O |
| 1759 | OBX 2018-1 Trust | OBX | Sep 2022 | 411,429 | $407K | 0.01% | ABS-O |
| 1760 | Government National Mortgage Association | GNR | Sep 2022 | 407,084 | $407K | 0.01% | ABS-O |
| 1761 | BGC Group Inc | BGCP | Mar 2026 | 400,000 | $407K | 0.01% | DBT |
| 1762 | Boeing Co. | BA | Mar 2026 | 400,000 | $407K | 0.01% | DBT |
| 1763 | Republic Services, Inc. | RSG | Mar 2026 | 400,000 | $406K | 0.01% | DBT |
| 1764 | Mars Inc. | MARS | Sep 2022 | 425,000 | $406K | 0.01% | DBT |
| 1765 | BFLD COMMERCIAL MORTGAGE TRUST 2025-660F | BFLD | Mar 2026 | 405,000 | $405K | 0.01% | ABS-O |
| 1766 | Cenovus Energy Inc | CVECN | Mar 2026 | 407,000 | $405K | 0.01% | DBT |
| 1767 | HYUNDAI AUTO REC 25-A | HART | Mar 2026 | 400,000 | $404K | 0.01% | ABS-O |
| 1768 | Targa Resources Corp. | TRGP | Mar 2026 | 400,000 | $404K | 0.01% | DBT |
| 1769 | Government National Mortgage Association | GNR | Sep 2022 | 399,855 | $403K | 0.01% | ABS-MBS |
| 1770 | Planet Fitness Inc. | PLNT | Mar 2026 | 394,000 | $402K | 0.01% | ABS-O |
| 1771 | Plains All American Pipeline L.P. | PAA | Mar 2026 | 400,000 | $401K | 0.01% | DBT |
| 1772 | Telus Corp. | TCN | Mar 2026 | 405,000 | $401K | 0.01% | DBT |
| 1773 | TransDigm | TDG | Mar 2026 | 400,000 | $401K | 0.01% | LON |
| 1774 | GLS AUTO SELECT RECEIVABLES ISSUER TRUST 2025-4 | GSAR | Mar 2026 | 400,000 | $400K | 0.01% | ABS-O |
| 1775 | BIRCH GROVE CLO 6 LTD | BGCLO | Mar 2026 | 400,000 | $400K | 0.01% | ABS-CBDO |
| 1776 | Invitation Homes Operating Partnership Lp | INVH | Sep 2022 | 425,000 | $400K | 0.01% | DBT |
| 1777 | PLACEHOLDER DRI HEALTH | 000000000 | Sep 2022 | 400,000 | $400K | 0.01% | DBT |
| 1778 | KINETIC ABS ISSUER LLC | UNITK | Mar 2026 | 400,000 | $400K | 0.01% | ABS-O |
| 1779 | JP Morgan Chase Commercial Mortgage Securities Trust 2025-Bms | JPMCC | Mar 2026 | 400,000 | $400K | 0.01% | ABS-O |
| 1780 | CAFL 2025-RRTL2 Issuer LP | CAFL | Mar 2026 | 400,000 | $400K | 0.01% | ABS-O |
| 1781 | GOLUB CAP PART 2016-16MR2 LP | GOCAP | Mar 2026 | 400,000 | $399K | 0.01% | ABS-CBDO |
| 1782 | FS RIALTO LLC 2025-FL10 | FSRIA | Mar 2026 | 400,000 | $399K | 0.01% | ABS-CBDO |
| 1783 | Golub Capital Partners CLO 83 M | GOCAP | Mar 2026 | 400,000 | $399K | 0.01% | ABS-CBDO |
| 1784 | Cheniere Energy Partners Lp | CQP | Mar 2026 | 380,000 | $398K | 0.01% | DBT |
| 1785 | Golub Capital Partners CLO 83 M | GOCAP | Mar 2026 | 400,000 | $398K | 0.01% | ABS-CBDO |
| 1786 | Moog Inc. | MOGA | Mar 2026 | 395,000 | $397K | 0.01% | DBT |
| 1787 | WSP Global Inc | WSPCN | Mar 2026 | 400,000 | $397K | 0.01% | DBT |
| 1788 | AT&T Inc | T | Sep 2022 | 575,000 | $395K | 0.01% | DBT |
| 1789 | Oracle Corp. | ORCL | Mar 2026 | 400,000 | $395K | 0.01% | DBT |
| 1790 | Telus Corp. | TCN | Mar 2026 | 405,000 | $395K | 0.01% | DBT |
| 1791 | Sonic Cap Llc | SONIC | Dec 2022 | 459,355 | $394K | 0.01% | ABS-O |
| 1792 | GLS AUTO RECEIVABLES ISSUER TRUST 2025-4 | GCAR | Mar 2026 | 395,000 | $394K | 0.01% | ABS-O |
| 1793 | BLUE OWL GP STAKES V ISSU | 09599ADK8 | Mar 2026 | 375,750 | $393K | 0.01% | ABS-MBS |
| 1794 | MPLX LP | MPLX | Sep 2022 | 435,000 | $393K | 0.01% | DBT |
| 1795 | Midamerican Energy Company | BRKHEC | Sep 2022 | 400,000 | $393K | 0.01% | DBT |
| 1796 | FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD | FHR | Mar 2026 | 391,179 | $393K | 0.01% | ABS-O |
| 1797 | BLUE OWL GP STAKES | 09599ADJ1 | Mar 2026 | 374,250 | $392K | 0.01% | ABS-MBS |
| 1798 | Federal Home Loan Banks | FHLB | Sep 2022 | 397,166 | $391K | 0.01% | ABS-MBS |
| 1799 | Government National Mortgage Association | GNR | Mar 2026 | 454,396 | $391K | 0.01% | ABS-MBS |
| 1800 | J.P.MORGAN MORTGAGE TR 2024-1 | JPMMT | Mar 2026 | 389,992 | $391K | 0.01% | ABS-O |
| 1801 | Alumina Pty Ltd. | AA | Mar 2026 | 380,000 | $391K | 0.01% | DBT |
| 1802 | Bravo Residential Funding Trust 2025-NQM7 | BRAVO | Mar 2026 | 389,352 | $390K | 0.01% | ABS-O |
| 1803 | Avilease Capital Ltd. | AVILES | Mar 2026 | 400,000 | $390K | 0.01% | DBT |
| 1804 | FIGRE TRUST 2026-HE2 | FIGRE | Mar 2026 | 393,119 | $389K | 0.01% | ABS-O |
| 1805 | Intercontinental Exchange Inc | ICE | Mar 2026 | 395,000 | $389K | 0.01% | DBT |
| 1806 | AerCap Ireland Capital Designated Activity Co. / AerCap Global Aviation Trust (AER) | AER | Mar 2026 | 400,000 | $389K | 0.01% | DBT |
| 1807 | Government National Mortgage Association | GNR | Sep 2022 | 408,730 | $389K | 0.01% | ABS-MBS |
| 1808 | UPX HIL 2025-1 ISSUER TRUST | UPXHI | Mar 2026 | 390,102 | $389K | 0.01% | ABS-O |
| 1809 | NLT 2026-NQM1 TRUST | 62916WAB8 | Mar 2026 | 386,889 | $387K | 0.01% | ABS-O |
| 1810 | Government National Mortgage Association | GNR | Sep 2022 | 381,436 | $386K | 0.01% | ABS-MBS |
| 1811 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -15,172,297 | $386K | 0.01% | DFE |
| 1812 | Banco Santander SA | SANTAN | Sep 2022 | 400,000 | $386K | 0.01% | DBT |
| 1813 | AIMCO CLO 21 LTD | AIMCO | Mar 2026 | 385,000 | $385K | 0.01% | ABS-CBDO |
| 1814 | Florida Power & Light Co. | NEE | Sep 2022 | 475,000 | $385K | 0.01% | DBT |
| 1815 | PartnerRe Finance B LLC | PRE | Mar 2026 | 400,000 | $383K | 0.01% | DBT |
| 1816 | United States Treasury Bonds | T | Sep 2022 | 500,000 | $383K | 0.01% | DBT |
| 1817 | MILL CITY SECURITIES 2024-RS2 LLD | MCMLT | Mar 2026 | 406,952 | $383K | 0.01% | ABS-O |
| 1818 | Wingstop Funding LLC | WSTOP | Mar 2026 | 397,000 | $381K | 0.01% | ABS-O |
| 1819 | Planet Fitness Inc. | PLNT | Mar 2026 | 380,000 | $380K | 0.01% | ABS-O |
| 1820 | Foundation Finance Trust 2024-1 | FFIN | Mar 2026 | 371,382 | $380K | 0.01% | ABS-O |
| 1821 | Marriott International, Inc. | MAR | Mar 2026 | 375,000 | $379K | 0.01% | DBT |
| 1822 | Ludgate Funding PLC | LGATE | Sep 2022 | 292,100 | $378K | 0.01% | ABS-O |
| 1823 | Anglo American Capital PLC | AALLN | Mar 2026 | 386,000 | $378K | 0.01% | DBT |
| 1824 | Intel Corporation | INTC | Mar 2026 | 378,000 | $377K | 0.01% | DBT |
| 1825 | NiSource Inc. | NI | Sep 2022 | 500,000 | $375K | 0.01% | DBT |
| 1826 | Stream Innovations 2024-1 Issuer Trust | STRE | Mar 2026 | 364,233 | $375K | 0.01% | ABS-O |
| 1827 | CIFC Funding 2019-IV LLC | CIFC | Mar 2026 | 375,000 | $375K | 0.01% | DBT |
| 1828 | BPCE SA | BPCEGP | Sep 2022 | 375,000 | $375K | 0.01% | DBT |
| 1829 | Ecuador (Republic Of) | ECUA | Mar 2026 | 380,000 | $373K | 0.01% | DBT |
| 1830 | The Egyptian Financial Company for Sovereign Taskeek (S.A.E.) | EFICEY | Mar 2026 | 370,000 | $373K | 0.01% | DBT |
| 1831 | CYRUSONE DATA CENTERS ISSUER I LLC | CYRUS | Mar 2026 | 380,000 | $370K | 0.01% | ABS-O |
| 1832 | Safehold GL Holdings LLC | SAFE | Mar 2026 | 350,000 | $369K | 0.01% | DBT |
| 1833 | Exelon Corp. | EXC | Sep 2022 | 375,000 | $367K | 0.01% | DBT |
| 1834 | Signature Aviation | SIGLN | Sep 2022 | 365,293 | $366K | 0.01% | LON |
| 1835 | Qnity Electronics Inc. | QNTELE | Mar 2026 | 365,000 | $366K | 0.01% | DBT |
| 1836 | Federal National Mortgage Association | FNMA | Sep 2022 | 403,680 | $366K | 0.01% | ABS-MBS |
| 1837 | Northwestern Mutual Life Insurance Co. | NWMLIC | Sep 2022 | 350,000 | $364K | 0.01% | DBT |
| 1838 | BP Capital Markets PLC | BPLN | Mar 2026 | 350,000 | $364K | 0.01% | DBT |
| 1839 | UBS Group AG | UBS | Sep 2022 | 395,000 | $362K | 0.01% | DBT |
| 1840 | CROSS 2024-H7 MORTGAGE TRUST | CROSS | Mar 2026 | 359,614 | $361K | 0.01% | ABS-O |
| 1841 | ILLINOIS ST | ILS | Sep 2022 | 353,382 | $360K | 0.01% | DBT |
| 1842 | Targa Resources Corp. | TRGP | Sep 2022 | 380,000 | $360K | 0.01% | DBT |
| 1843 | PRPM 2025-5 LLC | PRPM | Mar 2026 | 360,216 | $360K | 0.01% | ABS-O |
| 1844 | Bank of America Corp. | BAC | Mar 2026 | 350,000 | $359K | 0.01% | DBT |
| 1845 | ILLINOIS ST | ILS | Sep 2022 | 342,692 | $359K | 0.01% | DBT |
| 1846 | South Africa (Republic of) | SOAF | Sep 2022 | 360,000 | $359K | 0.01% | DBT |
| 1847 | Boardwalk Pipelines LP | BWP | Mar 2026 | 350,000 | $359K | 0.01% | DBT |
| 1848 | JPMorgan Chase & Co. | JPM | Mar 2026 | 350,000 | $358K | 0.01% | DBT |
| 1849 | VMED O2 UK Financing I PLC | VMED | Mar 2026 | 400,000 | $358K | 0.01% | DBT |
| 1850 | Onemain Financial Issuance Trust 2014-2 | OMFIT | Mar 2026 | 370,000 | $358K | 0.01% | ABS-O |
| 1851 | ILLINOIS ST | ILS | Sep 2022 | 332,143 | $357K | 0.01% | DBT |
| 1852 | Fortitude Group Holdings LLC | FORTRE | Mar 2026 | 350,000 | $357K | 0.01% | DBT |
| 1853 | SERVICE EXPERTS ISSUER 2025-1 LLC | SE | Mar 2026 | 356,731 | $356K | 0.01% | ABS-O |
| 1854 | Government National Mortgage Association | GNR | Sep 2022 | 362,058 | $356K | 0.01% | ABS-MBS |
| 1855 | Federal National Mortgage Association | FNMA | Mar 2026 | 352,847 | $355K | 0.01% | ABS-O |
| 1856 | OBX 2025-NQM2 TRUST | OBX | Mar 2026 | 352,887 | $355K | 0.01% | ABS-O |
| 1857 | Federal National Mortgage Association | FNMA | Sep 2022 | 362,493 | $355K | 0.01% | ABS-MBS |
| 1858 | Expedia Group Inc | EXPE | Sep 2022 | 353,000 | $353K | 0.01% | DBT |
| 1859 | Grand River Funding Trust I | JXN | Mar 2026 | 350,000 | $353K | 0.01% | DBT |
| 1860 | Mexico City Airport Trust | MEXCAT | Sep 2022 | 360,000 | $353K | 0.01% | DBT |
| 1861 | CVR Energy Inc. | CVI | Mar 2026 | 350,000 | $353K | 0.01% | DBT |
| 1862 | CHASE HOME LENDING MORTGAGE TRUST 2 | CHASE | Mar 2026 | 350,000 | $352K | 0.01% | ABS-O |
| 1863 | COLT 2025-3 MORTGAGE LOAN TRUST | COLT | Mar 2026 | 350,924 | $351K | 0.01% | ABS-O |
| 1864 | AT&T Inc | T | Sep 2022 | 450,000 | $349K | 0.01% | DBT |
| 1865 | Nassau Companies Of New York | PNX | Mar 2026 | 382,000 | $349K | 0.01% | DBT |
| 1866 | Government National Mortgage Association | GNR | Sep 2022 | 354,601 | $349K | 0.01% | ABS-MBS |
| 1867 | SUBWAY FUNDING LLC | SUBWAY | Mar 2026 | 345,625 | $349K | 0.01% | ABS-O |
| 1868 | The Hanover Insurance Group, Inc. | THG | Mar 2026 | 350,000 | $348K | 0.01% | DBT |
| 1869 | BX TRUST 2024-VLT4 | BX | Mar 2026 | 350,000 | $348K | 0.01% | ABS-O |
| 1870 | PetSmart | PETM | Mar 2026 | 348,982 | $347K | 0.01% | LON |
| 1871 | WSP Global Inc | WSPCN | Mar 2026 | 350,000 | $347K | 0.01% | DBT |
| 1872 | Alba 2007-1 PLC | ALBA | Sep 2022 | 266,486 | $347K | 0.01% | ABS-O |
| 1873 | Federal National Mortgage Association | FNMA | Sep 2022 | 361,809 | $347K | 0.01% | ABS-MBS |
| 1874 | Ashtead Capital Inc. | AHTLN | Sep 2022 | 350,000 | $346K | 0.01% | DBT |
| 1875 | Alexandria Real Estate Equities, Inc. | ARE | Sep 2022 | 375,000 | $346K | 0.01% | DBT |
| 1876 | UNITED STATES TSY. 1.375% | T | Mar 2026 | 330,000 | $346K | 0.01% | DBT |
| 1877 | Expedia Group Inc | EXPE | Sep 2022 | 350,000 | $345K | 0.01% | DBT |
| 1878 | Tennessee Valley Authority | TVA | Mar 2026 | 350,000 | $345K | 0.01% | DBT |
| 1879 | Freddie Mac Stacr Remic Trust | STACR | Mar 2026 | 345,000 | $345K | 0.01% | ABS-O |
| 1880 | Honeywell Aerospace Inc. | HONA | Mar 2026 | 350,000 | $345K | 0.01% | DBT |
| 1881 | Ardonagh Finco Ltd. | ARDGRP | Mar 2026 | 300,000 | $345K | 0.01% | DBT |
| 1882 | SWITCH ABS ISSUER LLC 2024-1 | SWTCH | Mar 2026 | 350,000 | $344K | 0.01% | ABS-O |
| 1883 | REPUBLIC FINANCE ISSUANCE TRUST 2025-A | REPS | Mar 2026 | 345,000 | $343K | 0.01% | ABS-O |
| 1884 | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc | BHI | Mar 2026 | 350,000 | $343K | 0.01% | DBT |
| 1885 | South Africa (Republic of) | SOAF | Mar 2026 | 6,400,000 | $342K | 0.01% | DBT |
| 1886 | MARYLAND ST ECONOMIC DEV CORP | MDSDEV | Mar 2026 | 335,000 | $342K | 0.01% | DBT |
| 1887 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -12,934,036 | $342K | 0.01% | DFE |
| 1888 | South Africa (Republic of) | SOAF | Sep 2022 | 370,000 | $342K | 0.01% | DBT |
| 1889 | Citigroup Commercial Mortgage Trust | UBSC | Mar 2026 | 360,000 | $341K | 0.01% | ABS-O |
| 1890 | GE Healthcare Technologies Inc. | GEHC | Mar 2026 | 320,000 | $340K | 0.01% | DBT |
| 1891 | VOLOFIN FIN DESG ACTIV CO 24-1 | VFIN | Mar 2026 | 335,157 | $340K | 0.01% | ABS-O |
| 1892 | Honeywell Aerospace Inc. | HONA | Mar 2026 | 338,000 | $335K | 0.01% | DBT |
| 1893 | BRAVO Residential Funding Trust 2022-NQM3 | BRAVO | Mar 2026 | 331,001 | $333K | 0.01% | ABS-O |
| 1894 | BRAVO Residential Funding Trust 2022-NQM3 | BRAVO | Mar 2026 | 331,001 | $333K | 0.01% | ABS-O |
| 1895 | American National Group Inc. | ANGINC | Mar 2026 | 350,000 | $332K | 0.01% | DBT |
| 1896 | AASET 2021-1 TRUST | AASET | Mar 2026 | 343,922 | $332K | 0.01% | ABS-O |
| 1897 | Boeing Co. | BA | Mar 2026 | 300,000 | $332K | 0.01% | DBT |
| 1898 | Oak-Eagle AcquireCo Inc. | EA | Mar 2026 | 320,000 | $332K | 0.01% | DBT |
| 1899 | BPCE SA | BPCEGP | Sep 2022 | 375,000 | $331K | 0.01% | DBT |
| 1900 | PacifiCorp. | BRKHEC | Mar 2026 | 345,000 | $330K | 0.01% | DBT |
| 1901 | Aaset Mount 1 Ltd. / Aaset Mount 1 LLC | AASET | Mar 2026 | 331,225 | $329K | 0.01% | ABS-O |
| 1902 | Washington Mutual Mortgage Securities Corp. | WAMU | Sep 2022 | 338,556 | $329K | 0.01% | ABS-O |
| 1903 | RCKT MORTGAGE TRUST 2024-CES4 | RCKT | Mar 2026 | 325,362 | $328K | 0.01% | ABS-O |
| 1904 | Federal National Mortgage Association | FNMA | Mar 2026 | 324,312 | $327K | 0.01% | ABS-O |
| 1905 | Boeing Co. | BA | Mar 2026 | 300,000 | $327K | 0.01% | DBT |
| 1906 | Oracle Corp. | ORCL | Sep 2022 | 450,000 | $326K | 0.01% | DBT |
| 1907 | Kilroy Realty L.P. | KRC | Sep 2022 | 328,000 | $326K | 0.01% | DBT |
| 1908 | CSC Holdings, LLC | CSCHLD | Mar 2026 | 590,000 | $325K | 0.01% | DBT |
| 1909 | FIGRE TRUST 2024-HE2 | FIGRE | Mar 2026 | 320,090 | $325K | 0.01% | ABS-O |
| 1910 | FedEx Corporation | FDX | Mar 2026 | 425,000 | $324K | 0.01% | DBT |
| 1911 | Federal National Mortgage Association | FNMA | Sep 2022 | 365,163 | $323K | 0.01% | ABS-MBS |
| 1912 | Exeter Automobile Receivables Trust 2013-2 | EART | Mar 2026 | 323,057 | $323K | 0.01% | ABS-O |
| 1913 | Federal National Mortgage Association | FNMA | Mar 2026 | 341,403 | $323K | 0.01% | ABS-MBS |
| 1914 | BHG SECURITIZATION TRUST 2025-1CON | BHG | Mar 2026 | 320,360 | $321K | 0.01% | ABS-O |
| 1915 | Federal National Mortgage Association | FNMA | Sep 2022 | 327,026 | $320K | 0.01% | ABS-MBS |
| 1916 | JBS NV / JBS USA Food Co Holdings Inc. / JBS USA Foods Group Holdings Inc. | JBS | Mar 2026 | 290,000 | $319K | 0.01% | DBT |
| 1917 | Federal National Mortgage Association | FNMA | Sep 2022 | 324,592 | $319K | 0.01% | ABS-MBS |
| 1918 | MF1 2022-FL8 LTD | MF1 | Mar 2026 | 318,660 | $318K | 0.01% | ABS-CBDO |
| 1919 | New Residential Mortgage Loan Trust | NRZT | Mar 2026 | 315,166 | $317K | 0.01% | ABS-O |
| 1920 | Federal National Mortgage Association | FNMA | Sep 2022 | 6,869,783 | $314K | 0.01% | ABS-O |
| 1921 | Global Payments Inc | GPN | Mar 2026 | 320,000 | $312K | 0.01% | DBT |
| 1922 | AP GRANGE HLDGS LLC 5.0% | 03799AL20 | Mar 2026 | 300,000 | $312K | 0.01% | ABS-MBS |
| 1923 | Steel Dynamics, Inc. | STLD | Sep 2022 | 325,000 | $312K | 0.01% | DBT |
| 1924 | South Africa (Republic of) | SOAF | Mar 2026 | 5,600,000 | $311K | 0.01% | DBT |
| 1925 | American Homes 4 Rent L P | AMH | Sep 2022 | 309,000 | $311K | 0.01% | DBT |
| 1926 | Nuveen LLC | TIAAGL | Mar 2026 | 300,000 | $310K | 0.01% | DBT |
| 1927 | Solventum Corp. | SOLV | Mar 2026 | 303,000 | $310K | 0.01% | DBT |
| 1928 | OneMain Financial Corporation | OMF | Mar 2026 | 300,000 | $310K | 0.01% | DBT |
| 1929 | Oracle Corp. | ORCL | Mar 2026 | 325,000 | $310K | 0.01% | DBT |
| 1930 | Federal National Mortgage Association | FNMA | Dec 2022 | 358,599 | $309K | 0.01% | ABS-MBS |
| 1931 | OCTANE RECEIVABLES TRUST 2025-1 | OCTL | Mar 2026 | 310,000 | $308K | 0.01% | ABS-O |
| 1932 | HOPE GAS HLDGS LLC 6.18% | 43999ADB3 | Mar 2026 | 300,000 | $308K | 0.01% | LON |
| 1933 | Figre Trust 2023-HE1 | FIGRE | Mar 2026 | 306,957 | $307K | 0.01% | ABS-O |
| 1934 | Series Trust-1 Trust | GMACN | Mar 2026 | 282,849 | $307K | 0.01% | DBT |
| 1935 | Pennymac Financial Services Inc | PFSI | Mar 2026 | 300,000 | $307K | 0.01% | DBT |
| 1936 | Federal Home Loan Mortgage Corp. | FHLMC | Sep 2022 | 312,234 | $307K | 0.01% | ABS-O |
| 1937 | Sothebys / Bidfair Holdings Inc. | BID | Sep 2022 | 325,000 | $307K | 0.01% | DBT |
| 1938 | Citadel Enterprise | CITSEC | Mar 2026 | 305,297 | $306K | 0.01% | LON |
| 1939 | Volkswagen Group of America Finance LLC | VW | Mar 2026 | 300,000 | $306K | 0.01% | DBT |
| 1940 | Cheniere Energy Partners Lp | CQP | Mar 2026 | 300,000 | $306K | 0.01% | DBT |
| 1941 | Morgan Stanley | MS | Mar 2026 | 300,000 | $305K | 0.01% | DBT |
| 1942 | Quikrete Holdings Inc | QUIKHO | Mar 2026 | 300,000 | $304K | 0.01% | DBT |
| 1943 | The Cigna Group | CI | Sep 2022 | 350,000 | $304K | 0.01% | DBT |
| 1944 | Bravo Residential Funding Trust 2025-NQM7 | BRAVO | Mar 2026 | 302,829 | $304K | 0.01% | ABS-O |
| 1945 | SFS Auto Receivables Securitization Trust 2025-1 | SFAST | Mar 2026 | 300,000 | $302K | 0.01% | ABS-O |
| 1946 | Federal National Mortgage Association | FNMA | Sep 2022 | 315,275 | $302K | 0.01% | ABS-MBS |
| 1947 | STELLANTIS FINANCIAL SERVICES PRIME | SFAST | Mar 2026 | 300,000 | $302K | 0.01% | ABS-O |
| 1948 | TRICON RESIDENTIALTR 2024-SFR2 | TCN | Mar 2026 | 300,000 | $301K | 0.01% | ABS-O |
| 1949 | QTS ISSUER ABS II, LLC | QTSII | Mar 2026 | 310,000 | $301K | 0.01% | ABS-O |
| 1950 | LIGHTPATH FIBER ISSUER LLC | LPATH | Mar 2026 | 300,000 | $300K | 0.01% | ABS-O |
| 1951 | OWL ROCK CLO XXI LLC | OR | Mar 2026 | 300,000 | $300K | 0.01% | ABS-CBDO |
| 1952 | Amynta Group (FeeCo) | MAYAGE | Mar 2026 | 304,000 | $300K | 0.01% | LON |
| 1953 | PLACEHOLDER PILATUS 1 CFO | 000000000 | Sep 2022 | 300,000 | $300K | 0.01% | DBT |
| 1954 | KINETIC ABS ISSUER LLC | UNITK | Mar 2026 | 300,000 | $300K | 0.01% | ABS-O |
| 1955 | JP Morgan Chase Commercial Mortgage Securities Trust 2025-Bms | JPMCC | Mar 2026 | 300,000 | $300K | 0.01% | ABS-O |
| 1956 | LRECS 2025-CRE1 LLC | LRECS | Mar 2026 | 300,000 | $300K | 0.01% | ABS-O |
| 1957 | BSPRT 2025-FL12 ISSUER LLC | BSPRT | Mar 2026 | 300,000 | $299K | 0.01% | ABS-CBDO |
| 1958 | Southern Company Gas Capital Corp. | SO | Sep 2022 | 300,000 | $299K | 0.01% | DBT |
| 1959 | CERBERUS LOAN FUNDING 2025-50 | CERB | Mar 2026 | 300,000 | $299K | 0.01% | ABS-CBDO |
| 1960 | Broadcom Inc | AVGO | Mar 2026 | 375,000 | $299K | 0.01% | DBT |
| 1961 | United States Treasury Bills | B | Mar 2026 | 300,000 | $299K | 0.01% | DBT |
| 1962 | AREIT 2025-CRE10 Ltd. / AREIT 2025-CRE10 LLC | AREIT | Mar 2026 | 300,000 | $299K | 0.01% | ABS-CBDO |
| 1963 | FS RIALTO LLC 2025-FL10 | FSRIA | Mar 2026 | 300,000 | $299K | 0.01% | ABS-CBDO |
| 1964 | LPL Holdings Inc. | LPLA | Mar 2026 | 300,000 | $299K | 0.01% | DBT |
| 1965 | BX TRUST 2024-VLT4 | BX | Mar 2026 | 300,000 | $299K | 0.01% | ABS-O |
| 1966 | Cerberus Loan Funding 53 LLC | CERB | Mar 2026 | 300,000 | $298K | 0.01% | ABS-CBDO |
| 1967 | Refuel | FRREFL | Mar 2026 | 302,923 | $298K | 0.01% | LON |
| 1968 | AUTONATION FINANCE TRUST 2026-1 | DRVPNK | Mar 2026 | 300,000 | $298K | 0.01% | ABS-O |
| 1969 | Dominion Energy Inc | D | Mar 2026 | 300,000 | $298K | 0.01% | DBT |
| 1970 | SM Energy Co. | SM | Mar 2026 | 290,000 | $298K | 0.01% | DBT |
| 1971 | BDS 2025-FL16 LLC | BDS | Mar 2026 | 300,000 | $298K | 0.01% | ABS-CBDO |
| 1972 | HILTON GRAND VACATIONS TRUST 2023-1 | HGVT | Mar 2026 | 289,617 | $298K | 0.01% | ABS-O |
| 1973 | TransDigm | TDG | Mar 2026 | 296,250 | $297K | 0.01% | LON |
| 1974 | KREF 2021-Fl2 Ltd. | KREF | Mar 2026 | 300,000 | $296K | 0.01% | ABS-CBDO |
| 1975 | DB Master Finance LLC | DUNKN | Mar 2026 | 299,250 | $296K | 0.01% | ABS-O |
| 1976 | American Tower Corporation | AMT | Mar 2026 | 300,000 | $295K | 0.01% | DBT |
| 1977 | MetLife Inc. | MET | Mar 2026 | 300,000 | $295K | 0.01% | DBT |
| 1978 | Sempra | SRE | Sep 2022 | 300,000 | $294K | 0.01% | DBT |
| 1979 | CHICAGO ILL TRAN AUTH | CHITRN | Sep 2022 | 262,338 | $293K | 0.01% | DBT |
| 1980 | OIS_CCP JPY RCV TONAR1D PAY 1.25% 15-DEC-2027 | 000000000 | Sep 2022 | 19,525,980,000 | $293K | 0.01% | DIR |
| 1981 | Westpac Banking Corp. | WSTP | Sep 2022 | 300,000 | $293K | 0.01% | DBT |
| 1982 | Sysco Corporation | SYY | Mar 2026 | 300,000 | $291K | 0.01% | DBT |
| 1983 | CYRUSONE DATA CENTERS ISSUER I LLC | CYRUS | Mar 2026 | 305,000 | $290K | 0.01% | ABS-O |
| 1984 | Vertiv Holdings Co | VRT | Mar 2026 | 300,000 | $289K | 0.01% | DBT |
| 1985 | HINNT TR LLC 2024-A | HINTT | Mar 2026 | 283,965 | $288K | 0.01% | ABS-O |
| 1986 | Sunoco LP | SUN | Mar 2026 | 285,000 | $286K | 0.01% | DBT |
| 1987 | Dow Chemical Co. (The) | DOW | Mar 2026 | 280,000 | $286K | 0.01% | DBT |
| 1988 | AZ BATTERY PPTY 6.73% | 00299BMM4 | Mar 2026 | 280,000 | $286K | 0.01% | DBT |
| 1989 | FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD | FHR | Mar 2026 | 282,296 | $284K | 0.01% | ABS-O |
| 1990 | Molina Healthcare, Inc. | MOH | Mar 2026 | 317,000 | $284K | 0.01% | DBT |
| 1991 | American National Group Inc. | ANGINC | Mar 2026 | 12,000 | $283K | 0.01% | EP |
| 1992 | CrossCountry Intermediate HoldCo LLC | CROSIN | Mar 2026 | 300,000 | $283K | 0.01% | DBT |
| 1993 | LOANCORE 2021-CRE5 ISSUER LTD | LNCR | Sep 2022 | 281,669 | $281K | 0.01% | ABS-CBDO |
| 1994 | Telus Corp. | TCN | Mar 2026 | 275,000 | $281K | 0.01% | DBT |
| 1995 | Romania (Republic Of) | ROMANI | Sep 2022 | 250,000 | $277K | 0.01% | DBT |
| 1996 | Travel Plus Leisure Co | TNL | Mar 2026 | 280,000 | $277K | 0.01% | DBT |
| 1997 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -21,919,437 | $276K | 0.01% | DFE |
| 1998 | SWO USD RCV SOFR 1D PAY 3 | 000000000 | Sep 2022 | 122,100,000 | $276K | 0.01% | DIR |
| 1999 | Fox Corporation | FOXA | Sep 2022 | 275,000 | $276K | 0.01% | DBT |
| 2000 | PMT LOAN TRUST 2025-INV7 | PMTLT | Mar 2026 | 272,759 | $276K | 0.01% | ABS-O |
| 2001 | Telus Corp. | TCN | Mar 2026 | 275,000 | $275K | 0.01% | DBT |
| 2002 | UniCredit S.p.A. | UCGIM | Mar 2026 | 275,000 | $275K | 0.01% | DBT |
| 2003 | EUREXDEU | OATM6 | Sep 2022 | 2 | $274K | 0.01% | DIR |
| 2004 | South Africa (Republic of) | SOAF | Sep 2022 | 280,000 | $274K | 0.01% | DBT |
| 2005 | Home Depot Inc. | HD | Sep 2022 | 275,000 | $274K | 0.01% | DBT |
| 2006 | BAMLL Commercial Mortgage Securities Trust 2016-Ashf | BAMLL | Sep 2022 | 300,000 | $274K | 0.01% | ABS-O |
| 2007 | NNN REIT Inc | NNN | Sep 2022 | 275,000 | $274K | 0.01% | DBT |
| 2008 | Baylor Scott & White Holdings | BSWHLD | Sep 2022 | 305,000 | $271K | 0.01% | DBT |
| 2009 | NiSource Inc. | NI | Mar 2026 | 275,000 | $271K | 0.01% | DBT |
| 2010 | IRS_CCP SEK RCV STBOR3M PAY 2.75% 17-JUN-2036 | 000000000 | Sep 2022 | 82,810,000 | $270K | 0.01% | DIR |
| 2011 | Global Payments Inc | GPN | Mar 2026 | 275,000 | $270K | 0.01% | DBT |
| 2012 | WEC Energy Group Inc. | WEC | Mar 2026 | 275,000 | $270K | 0.01% | DBT |
| 2013 | South Africa (Republic of) | SOAF | Mar 2026 | 290,000 | $269K | 0.01% | DBT |
| 2014 | Barclays PLC | BACR | Mar 2026 | 275,000 | $269K | 0.01% | DBT |
| 2015 | PORT AUTH N Y & N J | PORTRN | Sep 2022 | 300,000 | $269K | 0.01% | DBT |
| 2016 | VMED O2 UK Financing I PLC | VMED | Mar 2026 | 300,000 | $268K | 0.01% | DBT |
| 2017 | Vistra Operations Co LLC | VST | Mar 2026 | 275,000 | $267K | 0.01% | DBT |
| 2018 | Pacific Gas and Electric Company | PCG | Sep 2022 | 275,000 | $267K | 0.01% | DBT |
| 2019 | Targa Resources Corp. | TRGP | Mar 2026 | 275,000 | $266K | 0.01% | DBT |
| 2020 | Highmark Inc. | HIMARK | Mar 2026 | 300,000 | $266K | 0.01% | DBT |
| 2021 | Venture Global Calcasieu Pass LLC | VENTGL | Sep 2022 | 300,000 | $266K | 0.01% | DBT |
| 2022 | Government National Mortgage Association | GNR | Sep 2022 | 265,582 | $266K | 0.01% | ABS-O |
| 2023 | Venture Global Plaquemines Lng LLC | VEGLPL | Mar 2026 | 250,000 | $265K | 0.01% | DBT |
| 2024 | SERVICE EXPERTS ISSUER 2024-1 LLC | SE | Mar 2026 | 259,105 | $265K | 0.01% | ABS-O |
| 2025 | Government National Mortgage Association | GNR | Mar 2026 | 307,269 | $264K | 0.01% | ABS-MBS |
| 2026 | Venture Global Plaquemines Lng LLC | VEGLPL | Mar 2026 | 253,000 | $264K | 0.01% | DBT |
| 2027 | American Electric Power Co, Inc. | AEP | Mar 2026 | 265,000 | $263K | 0.01% | DBT |
| 2028 | Taylor Morrison Communities Inc | TMHC | Mar 2026 | 262,000 | $263K | 0.01% | DBT |
| 2029 | American International Group Inc. | AIG | Sep 2022 | 275,000 | $263K | 0.01% | DBT |
| 2030 | GXO Logistics Inc. | GXO | Mar 2026 | 250,000 | $263K | 0.01% | DBT |
| 2031 | NXP B V / NXP Funding LLC & NXP USA Inc | NXPI | Sep 2022 | 275,000 | $262K | 0.01% | DBT |
| 2032 | AT&T Inc | T | Sep 2022 | 300,000 | $262K | 0.01% | DBT |
| 2033 | American Electric Power Co, Inc. | AEP | Mar 2026 | 265,000 | $262K | 0.01% | DBT |
| 2034 | Brown & Brown Inc | BRO | Mar 2026 | 260,000 | $260K | 0.01% | DBT |
| 2035 | Waste Management, Inc. | WM | Sep 2022 | 275,000 | $260K | 0.01% | DBT |
| 2036 | Host Hotels & Resorts, L.P. | HST | Sep 2022 | 292,000 | $260K | 0.01% | DBT |
| 2037 | Government National Mortgage Association | GNR | Sep 2022 | 259,381 | $259K | 0.01% | ABS-O |
| 2038 | GXO Logistics Inc. | GXO | Mar 2026 | 250,000 | $259K | 0.01% | DBT |
| 2039 | Gilead Sciences Inc. | GILD | Sep 2022 | 300,000 | $259K | 0.01% | DBT |
| 2040 | NextEra Energy Capital Holdings Inc | NEE | Mar 2026 | 10,400 | $259K | 0.01% | EP |
| 2041 | VFH Parent LLC & Valor Co-Issuer Inc. | VIRT | Mar 2026 | 250,000 | $257K | 0.01% | DBT |
| 2042 | Avis Budget Rental Car Funding AESOP LLC | AESOP | Mar 2026 | 250,000 | $257K | 0.01% | ABS-O |
| 2043 | Citadel Securities Global Holdings LLC | CITSEC | Mar 2026 | 250,000 | $256K | 0.01% | DBT |
| 2044 | Deutsche Alt A Securities Mortgage Loan Trust Series 2006 Af1 | DBALT | Sep 2022 | 437,710 | $256K | 0.01% | ABS-O |
| 2045 | CALIFORNIA PUB FIN AUTH | CASGEN | Mar 2026 | 250,000 | $255K | 0.01% | DBT |
| 2046 | PRPM LLC 2025-RCF1 | PRPM | Mar 2026 | 258,415 | $255K | 0.01% | ABS-O |
| 2047 | UNITED RENTALS TL | LX2672942 | Mar 2026 | 253,709 | $255K | 0.01% | DBT |
| 2048 | ICON Investments Six DAC | ICLR | Mar 2026 | 250,000 | $255K | 0.01% | DBT |
| 2049 | JH North America Holdings Inc. | JHXAU | Mar 2026 | 255,000 | $254K | 0.01% | DBT |
| 2050 | Avis Budget Rental Car Funding AESOP LLC | AESOP | Mar 2026 | 250,000 | $254K | 0.01% | ABS-O |
| 2051 | Avis Budget Rental Car Funding AESOP LLC | AESOP | Mar 2026 | 250,000 | $254K | 0.01% | ABS-O |
| 2052 | Federal Home Loan Mortgage Corp. | FHLMC | Sep 2022 | 257,668 | $253K | 0.01% | ABS-O |
| 2053 | Rocket Companies Inc | RKT | Mar 2026 | 250,000 | $253K | 0.01% | DBT |
| 2054 | CROSS 2024-H7 MORTGAGE TRUST | CROSS | Mar 2026 | 251,730 | $253K | 0.01% | ABS-O |
| 2055 | HCA Inc. | HCA | Mar 2026 | 260,000 | $251K | 0.01% | DBT |
| 2056 | OBX TRUST2024-NQM5 | OBX | Mar 2026 | 249,831 | $251K | 0.01% | ABS-O |
| 2057 | Symetra Life Insurance Co. | SYA | Mar 2026 | 250,000 | $251K | 0.01% | DBT |
| 2058 | BSPRT 2024-FL11 ISSUER LLC | BSPRT | Mar 2026 | 250,000 | $251K | 0.01% | ABS-CBDO |
| 2059 | Government National Mortgage Association | GNR | Sep 2022 | 248,012 | $250K | 0.01% | ABS-MBS |
| 2060 | Regatta XI funding LTD | REG11 | Mar 2026 | 250,000 | $250K | 0.01% | ABS-CBDO |
| 2061 | CIFC Funding 2021-IV Ltd / LLC | CIFC | Mar 2026 | 250,000 | $250K | 0.01% | ABS-CBDO |
| 2062 | DIAMETER CAPITAL CLO 10 LTD | DCLO | Mar 2026 | 250,000 | $250K | 0.01% | ABS-CBDO |
| 2063 | Benefit Street Partners CLO IV Ltd. | BSP | Mar 2026 | 250,000 | $250K | 0.01% | ABS-CBDO |
| 2064 | AerCap Ireland Capital Designated Activity Co. / AerCap Global Aviation Trust (AER) | AER | Sep 2022 | 275,000 | $250K | 0.01% | DBT |
| 2065 | PRPM 2025-RCF5 LLC | PRPM | Mar 2026 | 251,964 | $249K | 0.01% | ABS-O |
| 2066 | American National Global Funding | ANGINC | Mar 2026 | 250,000 | $249K | 0.01% | DBT |
| 2067 | UBS Group AG | UBS | Sep 2022 | 250,000 | $249K | 0.01% | DBT |
| 2068 | Greensaif Pipelines Bidco S.a r.l. | GASBCM | Mar 2026 | 250,000 | $249K | 0.01% | DBT |
| 2069 | JEFFERIES CREDIT PARTNERS DIRECT LENDING CLO 2025-1 LTD | JCPDL | Mar 2026 | 250,000 | $249K | 0.01% | ABS-CBDO |
| 2070 | AutoNation, Inc. | AN | Sep 2022 | 250,000 | $248K | 0.01% | DBT |
| 2071 | UBS Group AG | UBS | Mar 2026 | 220,000 | $248K | 0.01% | DBT |
| 2072 | Virtu Financial | VIRT | Mar 2026 | 247,500 | $248K | 0.01% | LON |
| 2073 | Dominos Pizza Inc. | DPABS | Mar 2026 | 272,300 | $248K | 0.01% | ABS-O |
| 2074 | Panama (Republic of) | PANAMA | Mar 2026 | 240,000 | $247K | 0.01% | DBT |
| 2075 | Citadel Securities Global Holdings LLC | CITSEC | Mar 2026 | 250,000 | $247K | 0.01% | DBT |
| 2076 | Federal National Mortgage Association | FNMA | Sep 2022 | 276,548 | $247K | 0.01% | ABS-MBS |
| 2077 | Mansard Mortgages 2007-1 Plc | MANSD | Sep 2022 | 186,517 | $246K | 0.01% | ABS-O |
| 2078 | UBS Group AG | UBS | Sep 2022 | 250,000 | $245K | 0.01% | DBT |
| 2079 | NextEra Energy Capital Holdings Inc | NEE | Mar 2026 | 240,000 | $245K | 0.01% | DBT |
| 2080 | Fidelis Insurance Holdings Ltd. | FIHL | Mar 2026 | 250,000 | $245K | 0.01% | DBT |
| 2081 | Martin Marietta Materials Inc | MLM | Sep 2022 | 375,000 | $243K | 0.01% | DBT |
| 2082 | Federal National Mortgage Association | FNMA | Sep 2022 | 242,553 | $243K | 0.01% | ABS-O |
| 2083 | Bombardier Recreational Products | BOMREC | Mar 2026 | 241,947 | $243K | 0.01% | LON |
| 2084 | Federal National Mortgage Association | FNMA | Dec 2022 | 281,049 | $242K | 0.01% | ABS-MBS |
| 2085 | Aaset Mount 1 Ltd. / Aaset Mount 1 LLC | AASET | Mar 2026 | 245,141 | $242K | 0.01% | ABS-O |
| 2086 | Global Payments Inc | GPN | Mar 2026 | 250,000 | $241K | 0.01% | DBT |
| 2087 | Nomura Holdings Inc. | NOMURA | Sep 2022 | 270,000 | $241K | 0.01% | DBT |
| 2088 | Truist Financial Corp. | TFC | Mar 2026 | 240,000 | $241K | 0.01% | DBT |
| 2089 | Federal National Mortgage Association | FNMA | Sep 2022 | 250,719 | $240K | 0.01% | ABS-MBS |
| 2090 | Var Energi ASA | VARNO | Mar 2026 | 210,000 | $239K | 0.01% | DBT |
| 2091 | Dominion Energy Inc | D | Sep 2022 | 250,000 | $239K | 0.01% | DBT |
| 2092 | NLT 2026-NQM1 TRUST | 62916WAD4 | Mar 2026 | 238,535 | $239K | 0.01% | ABS-O |
| 2093 | Sysco Corporation | SYY | Mar 2026 | 250,000 | $238K | 0.01% | DBT |
| 2094 | IRS_CCP EUR RCV EURIB6M PAY 2.25% 17-JUN-2028 | 000000000 | Sep 2022 | 16,670,000 | $238K | 0.01% | DIR |
| 2095 | Vistra Operations Co LLC | VST | Mar 2026 | 235,000 | $237K | 0.01% | DBT |
| 2096 | Expedia Group Inc | EXPE | Mar 2026 | 250,000 | $236K | 0.01% | DBT |
| 2097 | BAUSCH LOMB CORP TL | C0787FAL6 | Mar 2026 | 235,000 | $236K | 0.01% | LON |
| 2098 | DH Europe Finance II SARL | DHR | Sep 2022 | 250,000 | $236K | 0.01% | DBT |
| 2099 | VMware LLC | VMW | Sep 2022 | 250,000 | $235K | 0.01% | DBT |
| 2100 | PK ALIFT LOAN FUNDING 7 LP | PKAIR | Mar 2026 | 235,871 | $235K | 0.01% | ABS-O |
| 2101 | Ludgate Funding PLC | LGATE | Sep 2022 | 178,332 | $234K | 0.01% | ABS-O |
| 2102 | J.P. MORGAN MORTGAGE TRUST 2023-HE3 | JPMMT | Mar 2026 | 233,309 | $234K | 0.01% | ABS-O |
| 2103 | Federal National Mortgage Association | FNMA | Sep 2022 | 263,205 | $233K | 0.01% | ABS-MBS |
| 2104 | Qnity Electronics Inc. | QNTELE | Mar 2026 | 230,000 | $233K | 0.01% | DBT |
| 2105 | Workday Inc | WDAY | Sep 2022 | 250,000 | $232K | 0.01% | DBT |
| 2106 | Eisner Advisory Group | EISADV | Mar 2026 | 242,264 | $231K | 0.01% | LON |
| 2107 | Pershing Square Holdings, Ltd. | PSHNA | Mar 2026 | 250,000 | $231K | 0.01% | DBT |
| 2108 | Intel Corporation | INTC | Mar 2026 | 250,000 | $230K | 0.01% | DBT |
| 2109 | Meiji Yasuda Life Insurance Co. | MYLIFE | Mar 2026 | 232,000 | $230K | 0.01% | DBT |
| 2110 | Federal Home Loan Mortgage Corp. | FHLMC | Dec 2022 | 283,145 | $230K | 0.01% | ABS-MBS |
| 2111 | Nustar Logistics, L.P. | NSUS | Sep 2022 | 221,000 | $229K | 0.01% | DBT |
| 2112 | American Express Company | AXP | Mar 2026 | 230,000 | $228K | 0.01% | DBT |
| 2113 | PMH SPV C LLC TL. | LX2090582 | Mar 2026 | 228,127 | $228K | 0.01% | LON |
| 2114 | Oak-Eagle AcquireCo Inc. | EA | Mar 2026 | 220,000 | $228K | 0.01% | DBT |
| 2115 | Arch Capital Group Ltd. | ACGL | Sep 2022 | 200,000 | $227K | 0.01% | DBT |
| 2116 | Navient Private Education Loan Trust 2016-A | NAVSL | Mar 2026 | 280,000 | $227K | 0.01% | ABS-O |
| 2117 | Directv Financing LLC/Directv Financing Co-Obligor Inc. | DTV | Mar 2026 | 226,000 | $226K | 0.01% | DBT |
| 2118 | Bosphorus 2015 LLC | THYAO | Sep 2022 | 228,550 | $226K | 0.01% | ABS-O |
| 2119 | Terex | TEX | Mar 2026 | 224,596 | $225K | 0.01% | LON |
| 2120 | General Motors Company | GM | Sep 2022 | 239,000 | $224K | 0.01% | DBT |
| 2121 | Government National Mortgage Association | GNR | Mar 2026 | 259,170 | $223K | 0.01% | ABS-MBS |
| 2122 | Enbridge Inc. | ENBCN | Mar 2026 | 216,000 | $223K | 0.01% | DBT |
| 2123 | Federal National Mortgage Association | FNMA | Sep 2022 | 249,627 | $222K | 0.01% | ABS-MBS |
| 2124 | Mvw 2019-2 LLC | MVWOT | Mar 2026 | 229,104 | $222K | 0.01% | ABS-O |
| 2125 | Smithfield Foods Inc | SFD | Mar 2026 | 250,000 | $220K | 0.01% | DBT |
| 2126 | Aag FH UK PLC / Global Auto Holdings PLC | GLOBAU | Mar 2026 | 220,000 | $219K | 0.01% | DBT |
| 2127 | Federal Home Loan Mortgage Corp. | FHLMC | Sep 2022 | 224,053 | $219K | 0.01% | ABS-MBS |
| 2128 | Willis North America Inc. | WTW | Mar 2026 | 223,000 | $217K | 0.01% | DBT |
| 2129 | SALUDA GRADE ALTERNATIVE MORTGAGE T | GRADE | Mar 2026 | 211,052 | $217K | 0.01% | ABS-O |
| 2130 | Globe Life Inc | GL | Mar 2026 | 210,000 | $216K | 0.01% | DBT |
| 2131 | FLORIDA ST BRD ADMIN FIN CORP | FLSGEN | Sep 2022 | 235,000 | $216K | 0.01% | DBT |
| 2132 | Oracle Corp. | ORCL | Mar 2026 | 250,000 | $216K | 0.01% | DBT |
| 2133 | GFL Environmental Holdings (US) Inc. | GFLCN | Mar 2026 | 219,000 | $215K | 0.01% | DBT |
| 2134 | OIS_CCP USD RCV SOFR1D PAY 3.5595% 03-MAR-2036 | 000000000 | Sep 2022 | 8,750,000 | $215K | 0.01% | DIR |
| 2135 | Government National Mortgage Association | GNR | Sep 2022 | 212,246 | $214K | 0.01% | ABS-MBS |
| 2136 | SWO JPY RCV TONAR 1D PAY | 000000000 | Sep 2022 | 4,479,999,999 | $213K | 0.01% | DIR |
| 2137 | Morgan Stanley | MS | Mar 2026 | 220,000 | $212K | 0.01% | DBT |
| 2138 | Citigroup Inc. | C | Mar 2026 | 8,600 | $212K | 0.01% | EP |
| 2139 | Encore Capital Group Inc. | ECPG | Mar 2026 | 200,000 | $212K | 0.01% | DBT |
| 2140 | Corevest American Finance Trust | CAFL | Mar 2026 | 240,000 | $211K | 0.01% | ABS-O |
| 2141 | Fidelis Insurance Holdings Ltd. | FIHL | Mar 2026 | 200,000 | $211K | 0.01% | DBT |
| 2142 | AMERICAN MUN PWR OHIO INC | AMEPWR | Sep 2022 | 205,000 | $210K | 0.01% | DBT |
| 2143 | JPMorgan Chase & Co. | JPM | Sep 2022 | 225,000 | $210K | 0.01% | DBT |
| 2144 | Paramount Global | PARA | Mar 2026 | 200,000 | $209K | 0.01% | DBT |
| 2145 | Western Midstream Operating LP | WES | Mar 2026 | 212,000 | $209K | 0.01% | DBT |
| 2146 | Paramount Global | PARA | Mar 2026 | 225,000 | $209K | 0.01% | DBT |
| 2147 | CBOT | TUM6 | Sep 2022 | 1 | $207K | 0.01% | DIR |
| 2148 | Federal National Mortgage Association | FNMA | Sep 2022 | 214,829 | $206K | 0.01% | ABS-MBS |
| 2149 | HOPE GAS HLDGS LLC 6.18% | 43999AC24 | Mar 2026 | 200,000 | $205K | 0.01% | LON |
| 2150 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -8,835,000 | $205K | 0.01% | DFE |
| 2151 | Morgan Stanley | MS | Mar 2026 | 200,000 | $205K | 0.01% | DBT |
| 2152 | CSX Corporation | CSX | Sep 2022 | 275,000 | $205K | 0.01% | DBT |
| 2153 | Alumina Pty Ltd. | AA | Mar 2026 | 200,000 | $204K | 0.01% | DBT |
| 2154 | Tennessee Valley Authority | TVA | Mar 2026 | 400,000 | $204K | 0.01% | DBT |
| 2155 | Federal National Mortgage Association | FNMA | Sep 2022 | 205,986 | $203K | 0.01% | ABS-MBS |
| 2156 | American Homes 4 Rent L P | AMH | Sep 2022 | 230,000 | $203K | 0.01% | DBT |
| 2157 | Macquarie Bank Ltd. | MQGAU | Sep 2022 | 225,000 | $203K | 0.01% | DBT |
| 2158 | Greensaif Pipelines Bidco S.a r.l. | GASBCM | Mar 2026 | 200,000 | $203K | 0.01% | DBT |
| 2159 | Foundry JV Holdco LLC. | FABSJV | Mar 2026 | 200,000 | $203K | 0.01% | DBT |
| 2160 | Federal National Mortgage Association | FNMA | Sep 2022 | 205,985 | $203K | 0.01% | ABS-MBS |
| 2161 | Ardonagh Finco Ltd. | ARDGRP | Mar 2026 | 200,000 | $202K | 0.01% | DBT |
| 2162 | HSBC Holdings PLC | HSBC | Sep 2022 | 200,000 | $202K | 0.01% | DBT |
| 2163 | ACHM TRUST 2025-HE1 | ACHM | Mar 2026 | 199,526 | $202K | 0.01% | ABS-O |
| 2164 | NXP B V / NXP Funding LLC & NXP USA Inc | NXPI | Sep 2022 | 225,000 | $202K | 0.01% | DBT |
| 2165 | Western Funding Auto Loan Trust 2025-1 | WEFUN | Mar 2026 | 200,000 | $202K | 0.01% | ABS-O |
| 2166 | Venture Global Plaquemines Lng LLC | VEGLPL | Mar 2026 | 180,000 | $202K | 0.01% | DBT |
| 2167 | CREDIT ACCEPTANCE AUTO LOAN TRUST 2025-2 | CAALT | Mar 2026 | 200,000 | $201K | 0.01% | ABS-O |
| 2168 | Greensaif Pipelines Bidco S.a r.l. | GASBCM | Mar 2026 | 200,000 | $201K | 0.01% | DBT |
| 2169 | ALA TRUST 2025-OANA | ALA | Mar 2026 | 200,000 | $201K | 0.01% | ABS-O |
| 2170 | Nationwide Building Society | NWIDE | Mar 2026 | 200,000 | $201K | 0.01% | DBT |
| 2171 | The Bank of New York Mellon Corp. | BK | Mar 2026 | 200,000 | $200K | 0.01% | DBT |
| 2172 | Citigroup Inc. | C | Mar 2026 | 200,000 | $200K | 0.01% | DBT |
| 2173 | Salesforce Inc. | CRM | Mar 2026 | 200,000 | $200K | 0.01% | DBT |
| 2174 | Colombia (Republic Of) | COLOM | Mar 2026 | 200,000 | $200K | 0.01% | DBT |
| 2175 | Westpac Banking Corp. | WSTP | Sep 2022 | 200,000 | $200K | 0.01% | DBT |
| 2176 | JEFFERIES CREDIT PARTNERS DIRECT LENDING CLO 2025-1 LTD | JCPDL | Mar 2026 | 200,000 | $199K | 0.01% | ABS-CBDO |
| 2177 | AIA Group Ltd, Hong Kong | AIA | Sep 2022 | 200,000 | $199K | 0.01% | DBT |
| 2178 | Morgan Stanley | MS | Sep 2022 | 200,000 | $199K | 0.01% | DBT |
| 2179 | Global Payments Inc | GPN | Mar 2026 | 205,000 | $199K | 0.01% | DBT |
| 2180 | Goldman Sachs Group, Inc. | GS | Mar 2026 | 200,000 | $199K | 0.01% | DBT |
| 2181 | Wesco Distribution, Inc. | WCC | Mar 2026 | 195,000 | $199K | 0.01% | DBT |
| 2182 | Extended Stay America Trust 2026-ESH2 | ESA | Mar 2026 | 198,136 | $199K | 0.01% | ABS-O |
| 2183 | Extended Stay America Trust 2026-ESH2 | ESA | Mar 2026 | 198,136 | $199K | 0.01% | ABS-O |
| 2184 | Extended Stay America Trust 2026-ESH2 | ESA | Mar 2026 | 198,136 | $198K | 0.01% | ABS-O |
| 2185 | Tennessee Valley Authority | TVA | Sep 2022 | 1,000,000 | $198K | 0.01% | DBT |
| 2186 | Government National Mortgage Association | GNR | Sep 2022 | 197,981 | $198K | 0.01% | ABS-O |
| 2187 | Eversource Energy | ES | Mar 2026 | 200,000 | $198K | 0.01% | DBT |
| 2188 | Federal National Mortgage Association | FNMA | Sep 2022 | 205,918 | $198K | 0.01% | ABS-MBS |
| 2189 | Eversource Energy | ES | Mar 2026 | 200,000 | $197K | 0.01% | DBT |
| 2190 | TransDigm, Inc. | TDG | Mar 2026 | 195,000 | $197K | 0.01% | DBT |
| 2191 | Brazil (Federative Republic) | BRAZIL | Mar 2026 | 200,000 | $197K | 0.01% | DBT |
| 2192 | GFL Environmental Inc. | GFLCN | Mar 2026 | 190,000 | $197K | 0.01% | DBT |
| 2193 | 180 Medical Inc. | CTECLN | Mar 2026 | 200,000 | $197K | 0.01% | DBT |
| 2194 | Ecuador (Republic Of) | ECUA | Mar 2026 | 200,000 | $196K | 0.01% | DBT |
| 2195 | Greenpoint Mortgage Funding Trust 2005 Ar4 | GPMF | Sep 2022 | 209,597 | $196K | 0.01% | ABS-O |
| 2196 | United States Treasury Bonds | T | Sep 2022 | 200,000 | $195K | 0.01% | DBT |
| 2197 | Sierra Pacific Power Company | BRKHEC | Mar 2026 | 200,000 | $195K | 0.01% | DBT |
| 2198 | New Economy Assets Phase 1 Issuer LLC | USRE | Mar 2026 | 230,000 | $194K | 0.01% | ABS-O |
| 2199 | Reinsurance Group of America, Incorporated | RGA | Mar 2026 | 200,000 | $193K | 0.01% | DBT |
| 2200 | Santander UK Group Holdings PLC | SANUK | Mar 2026 | 200,000 | $193K | 0.01% | DBT |
| 2201 | Quikrete | QUIKHO | Mar 2026 | 193,035 | $193K | 0.01% | LON |
| 2202 | United Air Lines, Inc. | UAL | Mar 2026 | 187,949 | $192K | 0.01% | ABS-O |
| 2203 | Northwestern Mutual Life Insurance Co. | NWMLIC | Sep 2022 | 250,000 | $191K | 0.01% | DBT |
| 2204 | Panama (Republic of) | PANAMA | Sep 2022 | 250,000 | $191K | 0.01% | DBT |
| 2205 | OBX 2024-NQM6 TRUST | OBX | Mar 2026 | 187,999 | $190K | 0.01% | ABS-O |
| 2206 | Wells Fargo Commercial Mortgage Trust 2012-Lc5 | WFCM | Sep 2022 | 193,138 | $190K | 0.01% | ABS-O |
| 2207 | Tennessee Valley Authority | TVA | Mar 2026 | 600,000 | $188K | 0.01% | DBT |
| 2208 | Federal Home Loan Mortgage Corp. | FHLMC | Sep 2022 | 194,081 | $188K | 0.01% | ABS-MBS |
| 2209 | Humana Inc. | HUM | Mar 2026 | 216,000 | $187K | 0.01% | DBT |
| 2210 | International Flavors & Fragrances Inc. | IFF | Sep 2022 | 195,000 | $187K | 0.01% | DBT |
| 2211 | Oracle Corp. | ORCL | Sep 2022 | 275,000 | $185K | 0.01% | DBT |
| 2212 | Figre Trust 2023-HE1 | FIGRE | Mar 2026 | 180,787 | $184K | 0.01% | ABS-O |
| 2213 | Axon Enterprise Inc | AXON | Mar 2026 | 180,000 | $184K | 0.01% | DBT |
| 2214 | AT&T Inc | T | Sep 2022 | 200,000 | $183K | 0.01% | DBT |
| 2215 | NLT 2026-NQM1 TRUST | 62916WAH5 | Mar 2026 | 5,300,000 | $183K | 0.01% | ABS-O |
| 2216 | Washington Mutual Mortgage Pass-Through Certificates | WAMU | Sep 2022 | 187,479 | $183K | 0.01% | ABS-O |
| 2217 | SOLRR AIRCRAFT LTD 2021-1 | SOLRR | Mar 2026 | 191,478 | $182K | 0.00% | ABS-O |
| 2218 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -703,598,991 | $182K | 0.00% | DFE |
| 2219 | Paramount Global | PARA | Mar 2026 | 291,000 | $181K | 0.00% | DBT |
| 2220 | Discovery Global Holdings Inc. | WBD | Mar 2026 | 204,000 | $181K | 0.00% | DBT |
| 2221 | Banco Santander SA | SANTAN | Sep 2022 | 200,000 | $179K | 0.00% | DBT |
| 2222 | JH North America Holdings Inc. | JHXAU | Mar 2026 | 180,000 | $179K | 0.00% | DBT |
| 2223 | SWO USD RCV SOFR 1D PAY 3 | 000000000 | Sep 2022 | 78,000,000 | $176K | 0.00% | DIR |
| 2224 | Citigroup Inc. | C | Sep 2022 | 175,000 | $175K | 0.00% | DBT |
| 2225 | BP Capital Markets America, Inc. | BPLN | Sep 2022 | 175,000 | $175K | 0.00% | DBT |
| 2226 | Citigroup Inc. | C | Sep 2022 | 175,000 | $175K | 0.00% | DBT |
| 2227 | NISSAN AUTO LEASE TRUST 2023-B | NAROT | Mar 2026 | 173,286 | $174K | 0.00% | ABS-O |
| 2228 | Healthcare Realty Holdings L.P | HR | Sep 2022 | 200,000 | $174K | 0.00% | DBT |
| 2229 | Sequoia Mortgage Trust 2025-6 | SEMT | Mar 2026 | 173,085 | $173K | 0.00% | ABS-O |
| 2230 | Citigroup Inc. | C | Sep 2022 | 175,000 | $173K | 0.00% | DBT |
| 2231 | Darling Global Finance Bv | DAR | Mar 2026 | 150,000 | $173K | 0.00% | DBT |
| 2232 | Phillips 66 Co. | PSX | Mar 2026 | 175,000 | $172K | 0.00% | DBT |
| 2233 | CDS_IX_CCP CDX.NA.IG.45 1% 20301220 | 000000000 | Sep 2022 | 9,700,000 | $172K | 0.00% | DCR |
| 2234 | Federal National Mortgage Association | FNMA | Sep 2022 | 173,356 | $171K | 0.00% | ABS-MBS |
| 2235 | NLT 2026-NQM1 TRUST | 62916WAE2 | Mar 2026 | 172,260 | $171K | 0.00% | ABS-O |
| 2236 | Federal Home Loan Mortgage Corp. | FHLMC | Sep 2022 | 174,467 | $171K | 0.00% | ABS-MBS |
| 2237 | OIS_CCP USD RCV SOFR1D PAY 3.061886% 31-AUG-2027 | 000000000 | Sep 2022 | 28,860,000 | $169K | 0.00% | DIR |
| 2238 | Archer-Daniels-Midland Co. | ADM | Sep 2022 | 175,000 | $168K | 0.00% | DBT |
| 2239 | American National Group Inc. | ANGINC | Sep 2022 | 163,000 | $167K | 0.00% | DBT |
| 2240 | T-Mobile USA, Inc. | TMUS | Sep 2022 | 171,000 | $167K | 0.00% | DBT |
| 2241 | Federal National Mortgage Association | FNMA | Sep 2022 | 169,373 | $166K | 0.00% | ABS-MBS |
| 2242 | Government National Mortgage Association | GNR | Sep 2022 | 163,348 | $165K | 0.00% | ABS-MBS |
| 2243 | BFLD COMMERCIAL MORTGAGE TRUST 2025-660F | BFLD | Mar 2026 | 165,000 | $165K | 0.00% | ABS-O |
| 2244 | AutoNation, Inc. | AN | Sep 2022 | 175,000 | $165K | 0.00% | DBT |
| 2245 | Federal National Mortgage Association | FNMA | Sep 2022 | 166,239 | $164K | 0.00% | ABS-MBS |
| 2246 | Boeing Co. | BA | Mar 2026 | 174,000 | $164K | 0.00% | DBT |
| 2247 | Citigroup Inc. | C | Mar 2026 | 159,000 | $162K | 0.00% | DBT |
| 2248 | Paramount Global | PARA | Mar 2026 | 256,000 | $162K | 0.00% | DBT |
| 2249 | Federal Home Loan Mortgage Corp. | FHLMC | Mar 2026 | 157,465 | $161K | 0.00% | ABS-MBS |
| 2250 | Venture Global LNG Inc. | VENLNG | Mar 2026 | 150,000 | $161K | 0.00% | DBT |
| 2251 | Government National Mortgage Association | GNR | Mar 2026 | 160,462 | $161K | 0.00% | ABS-O |
| 2252 | Occidental Petroleum Corp. | OXY | Sep 2022 | 150,000 | $160K | 0.00% | DBT |
| 2253 | Washington Mutual Mortgage Pass-Through Certificates | WAMU | Sep 2022 | 163,503 | $160K | 0.00% | ABS-O |
| 2254 | Cox Communications, Inc. | COXENT | Mar 2026 | 295,000 | $159K | 0.00% | DBT |
| 2255 | Federal Home Loan Mortgage Corp. | FHLMC | Sep 2022 | 162,202 | $158K | 0.00% | ABS-O |
| 2256 | Insulet Corporation | PODD | Mar 2026 | 155,000 | $158K | 0.00% | DBT |
| 2257 | Cheniere Energy Partners Lp | CQP | Mar 2026 | 150,000 | $157K | 0.00% | DBT |
| 2258 | Federal Home Loan Banks | FHLB | Sep 2022 | 170,161 | $156K | 0.00% | ABS-MBS |
| 2259 | Kinder Morgan Energy Partners LP | KMI | Mar 2026 | 150,000 | $156K | 0.00% | DBT |
| 2260 | Sunoco LP | SUN | Mar 2026 | 156,000 | $155K | 0.00% | DBT |
| 2261 | Federal Home Loan Mortgage Corp. | FHLMC | Mar 2026 | 153,995 | $155K | 0.00% | ABS-MBS |
| 2262 | Suzano Netherlands BV | SUZANO | Mar 2026 | 160,000 | $155K | 0.00% | DBT |
| 2263 | Washington Mutual Mortgage Pass-Through Certificates | WAMU | Sep 2022 | 167,361 | $155K | 0.00% | ABS-O |
| 2264 | ESAB Corp. | ESAB | Mar 2026 | 153,000 | $154K | 0.00% | DBT |
| 2265 | CURRENCY CONTRACT - BRL | 000000000 | Sep 2022 | -6,107,716 | $154K | 0.00% | DFE |
| 2266 | Rogers Communications Inc. | RCICN | Mar 2026 | 150,000 | $154K | 0.00% | DBT |
| 2267 | Federal National Mortgage Association | FNMA | Sep 2022 | 155,608 | $153K | 0.00% | ABS-MBS |
| 2268 | Dell International LLC / EMC Corp. | DELL | Sep 2022 | 150,000 | $153K | 0.00% | DBT |
| 2269 | SEB FUNDING LLC | SEB4P | Mar 2026 | 150,000 | $153K | 0.00% | ABS-O |
| 2270 | CLI Funding Llc | CLIF | Sep 2022 | 164,533 | $153K | 0.00% | ABS-O |
| 2271 | Adventist Health Systems (West) | ADVENT | Sep 2022 | 160,000 | $152K | 0.00% | DBT |
| 2272 | Wave 2019-1 LLC/LTD | WAAV | Sep 2022 | 154,788 | $152K | 0.00% | ABS-O |
| 2273 | Bell Canada | BCECN | Mar 2026 | 150,000 | $152K | 0.00% | DBT |
| 2274 | Whirlpool Corp. | WHR | Mar 2026 | 170,000 | $152K | 0.00% | DBT |
| 2275 | OneMain Financial Corporation | OMF | Mar 2026 | 150,000 | $151K | 0.00% | DBT |
| 2276 | CHASE HOME LENDING MORTGAGE TRUST 2 | CHASE | Mar 2026 | 150,000 | $151K | 0.00% | ABS-O |
| 2277 | Reinsurance Group of America, Incorporated | RGA | Mar 2026 | 150,000 | $150K | 0.00% | DBT |
| 2278 | Jackson Financial Inc | JXN | Mar 2026 | 6,000 | $150K | 0.00% | EP |
| 2279 | Wells Fargo & Co. | WFC | Sep 2022 | 150,000 | $149K | 0.00% | DBT |
| 2280 | SUBWAY FUNDING LLC | SUBWAY | Mar 2026 | 148,125 | $149K | 0.00% | ABS-O |
| 2281 | Marathon Petroleum Corp. | MPC | Sep 2022 | 150,000 | $148K | 0.00% | DBT |
| 2282 | Cox Communications, Inc. | COXENT | Mar 2026 | 175,000 | $148K | 0.00% | DBT |
| 2283 | Vantage Data Centers Issuer | VDC | Mar 2026 | 150,000 | $148K | 0.00% | ABS-O |
| 2284 | CSWF 2021-SOP2 | CSWF | Sep 2022 | 149,845 | $147K | 0.00% | ABS-O |
| 2285 | SUNNOVA HESTIA I 2023-GRIDI | SNVA | Mar 2026 | 150,266 | $147K | 0.00% | ABS-O |
| 2286 | OIS_CCP GBP RCV SONIA1D PAY 4.25% 17-JUN-2036 | 000000000 | Sep 2022 | 6,590,000 | $147K | 0.00% | DIR |
| 2287 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -9,359,181 | $147K | 0.00% | DFE |
| 2288 | Hilton Domestic Operating Co Inc. | HLT | Mar 2026 | 150,000 | $147K | 0.00% | DBT |
| 2289 | TPG Operating Group II LP | TPG | Mar 2026 | 151,000 | $146K | 0.00% | DBT |
| 2290 | Brookfield Capital Finance LLC | BNCN | Mar 2026 | 140,000 | $146K | 0.00% | DBT |
| 2291 | Mach 1 Cayman Ltd/Mach 1 Usa LLC | MAACH | Mar 2026 | 146,289 | $145K | 0.00% | ABS-O |
| 2292 | Global Atlantic Finance Co. | GBLATL | Mar 2026 | 150,000 | $145K | 0.00% | DBT |
| 2293 | BX TRUST 2024-VLT4 | BX | Mar 2026 | 145,000 | $144K | 0.00% | ABS-O |
| 2294 | Fox Corporation | FOXA | Sep 2022 | 150,000 | $144K | 0.00% | DBT |
| 2295 | General Motors Financial Company Inc | GM | Mar 2026 | 150,000 | $144K | 0.00% | DBT |
| 2296 | IRS_CCP EUR RCV EURIB6M PAY 3% 16-SEP-2056 | 000000000 | Sep 2022 | 5,980,000 | $143K | 0.00% | DIR |
| 2297 | Federal National Mortgage Association | FNMA | Sep 2022 | 144,243 | $142K | 0.00% | ABS-MBS |
| 2298 | Government National Mortgage Association | GNR | Sep 2022 | 144,206 | $142K | 0.00% | ABS-MBS |
| 2299 | Federal National Mortgage Association | FNMA | Sep 2022 | 146,803 | $141K | 0.00% | ABS-MBS |
| 2300 | Pennymac Financial Services Inc | PFSI | Mar 2026 | 150,000 | $141K | 0.00% | DBT |
| 2301 | Aramark | ARMK | Mar 2026 | 140,000 | $140K | 0.00% | LON |
| 2302 | OBX TRUST 2024-NQM8 | OBX | Mar 2026 | 138,372 | $140K | 0.00% | ABS-O |
| 2303 | Wells Fargo Coml Mtg Tr 2015-C27 | WFCM | Sep 2022 | 150,000 | $138K | 0.00% | ABS-O |
| 2304 | Petroleos Mexicanos Sa De CV | PEMEX | Mar 2026 | 140,000 | $137K | 0.00% | DBT |
| 2305 | Aviation Capital Group LLC | ACGCAP | Mar 2026 | 141,000 | $136K | 0.00% | DBT |
| 2306 | Jgwpt Xxxviii Llc 2017-1 | HENDR | Sep 2022 | 145,920 | $135K | 0.00% | ABS-O |
| 2307 | TransDigm | TDG | Mar 2026 | 135,000 | $135K | 0.00% | LON |
| 2308 | OIS_CCP USD RCV SOFR1D PAY 3.805361% 31-AUG-2036 | 000000000 | Sep 2022 | 22,780,000 | $135K | 0.00% | DIR |
| 2309 | ResLoC UK 2007-1 PLC | RLOC | Sep 2022 | 102,969 | $135K | 0.00% | ABS-O |
| 2310 | The East Ohio Gas Company | ENBCN | Sep 2022 | 150,000 | $135K | 0.00% | DBT |
| 2311 | Aviation Capital Group LLC | ACGCAP | Mar 2026 | 135,000 | $134K | 0.00% | DBT |
| 2312 | OIS_CCP INR RCV MIBOR1D PAY 6% 16-SEP-2028 | 000000000 | Sep 2022 | 1,046,390,000 | $133K | 0.00% | DIR |
| 2313 | Federal National Mortgage Association | FNMA | Sep 2022 | 138,933 | $133K | 0.00% | ABS-MBS |
| 2314 | Oracle Corp. | ORCL | Dec 2022 | 146,000 | $133K | 0.00% | DBT |
| 2315 | Synchrony Financial | SYF | Mar 2026 | 137,000 | $133K | 0.00% | DBT |
| 2316 | Energy Transfer LP | ET | Sep 2022 | 150,000 | $133K | 0.00% | DBT |
| 2317 | Federal National Mortgage Association | FNMA | Dec 2022 | 154,561 | $133K | 0.00% | ABS-MBS |
| 2318 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -6,530,592 | $132K | 0.00% | DFE |
| 2319 | NLT 2026-NQM1 TRUST | 62916WAF9 | Mar 2026 | 137,861 | $132K | 0.00% | ABS-O |
| 2320 | CDS_IX_CCP ITRAXX EUROPE SERIES 1% 20301220 | 000000000 | Sep 2022 | 7,760,000 | $131K | 0.00% | DCR |
| 2321 | Mississippi Higher Education Assist Corp (MS) | MHEAC | Sep 2022 | 130,773 | $130K | 0.00% | ABS-O |
| 2322 | EXTENDED STAY AMERICA TRUST 2025-ESH | ESA | Mar 2026 | 130,000 | $130K | 0.00% | ABS-O |
| 2323 | Prosus NV | PRXNA | Sep 2022 | 200,000 | $129K | 0.00% | DBT |
| 2324 | Federal Home Loan Mortgage Corp. | FHLMC | Sep 2022 | 131,732 | $128K | 0.00% | ABS-MBS |
| 2325 | Government National Mortgage Association | GNR | Sep 2022 | 128,000 | $128K | 0.00% | ABS-O |
| 2326 | HP Inc | HPQ | Sep 2022 | 130,000 | $128K | 0.00% | DBT |
| 2327 | Pheaa Student Loan Trust 2016-2 | PHEAA | Sep 2022 | 127,223 | $127K | 0.00% | ABS-O |
| 2328 | Government National Mortgage Association | GNR | Sep 2022 | 125,929 | $127K | 0.00% | ABS-MBS |
| 2329 | TD Synnex Corp | SNX | Mar 2026 | 130,000 | $126K | 0.00% | DBT |
| 2330 | ONEMAIN FINANCIAL ISSUANCE TRUST 20 | OMFIT | Mar 2026 | 125,000 | $126K | 0.00% | ABS-O |
| 2331 | Oracle Corp. | ORCL | Mar 2026 | 150,000 | $124K | 0.00% | DBT |
| 2332 | AFFIRM MASTER TRUST | AFRMT | Mar 2026 | 125,000 | $124K | 0.00% | ABS-O |
| 2333 | Federal National Mortgage Association | FNMA | Sep 2022 | 125,588 | $124K | 0.00% | ABS-MBS |
| 2334 | Pheaa Student Loan Trust 2016-1 | PHEAA | Sep 2022 | 122,143 | $123K | 0.00% | ABS-O |
| 2335 | SWO JPY RCV 1.7712 PAY TO | 000000000 | Sep 2022 | 4,479,999,999 | $122K | 0.00% | DIR |
| 2336 | Government National Mortgage Association | GNR | Sep 2022 | 129,644 | $122K | 0.00% | ABS-MBS |
| 2337 | Government National Mortgage Association | GNR | Sep 2022 | 123,003 | $122K | 0.00% | ABS-MBS |
| 2338 | Atlassian Corporation | TEAM | Mar 2026 | 124,000 | $121K | 0.00% | DBT |
| 2339 | Ecopetrol S.A. | ECOPET | Mar 2026 | 120,000 | $121K | 0.00% | DBT |
| 2340 | NiSource Inc. | NI | Sep 2022 | 125,000 | $121K | 0.00% | DBT |
| 2341 | CONNECTICUT AVENUE SECURITIES TRUST | CAS | Sep 2022 | 120,268 | $120K | 0.00% | ABS-O |
| 2342 | JOL Air Limited | JOLAR | Mar 2026 | 119,045 | $119K | 0.00% | ABS-O |
| 2343 | FedEx Corporation | FDX | Mar 2026 | 150,000 | $118K | 0.00% | DBT |
| 2344 | SEQUOIA MORTGAGE TRUST 2024-5 | SEMT | Mar 2026 | 117,189 | $118K | 0.00% | ABS-O |
| 2345 | Alternative Loan Trust 2006-Hy12 | CWALT | Sep 2022 | 117,939 | $117K | 0.00% | ABS-O |
| 2346 | Paramount Global | PARA | Mar 2026 | 158,000 | $117K | 0.00% | DBT |
| 2347 | LIFFE | G M6 | Sep 2022 | 1 | $116K | 0.00% | DIR |
| 2348 | Ecopetrol S.A. | ECOPET | Mar 2026 | 110,000 | $116K | 0.00% | DBT |
| 2349 | CubeSmart LP | CUBE | Sep 2022 | 130,000 | $114K | 0.00% | DBT |
| 2350 | Time Warner Cable LLC | CHTR | Sep 2022 | 125,000 | $113K | 0.00% | DBT |
| 2351 | MPLX LP | MPLX | Sep 2022 | 125,000 | $112K | 0.00% | DBT |
| 2352 | Pacific Gas and Electric Company | PCG | Sep 2022 | 150,000 | $112K | 0.00% | DBT |
| 2353 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -5,433,283 | $111K | 0.00% | DFE |
| 2354 | CDS_IX_CCP CDX.NA.IG.46 1% 20310620 | 000000000 | Sep 2022 | 6,400,000 | $111K | 0.00% | DCR |
| 2355 | EXTENDED STAY AMERICA TRUST 2025-ESH | ESA | Mar 2026 | 110,000 | $110K | 0.00% | ABS-O |
| 2356 | Expedia Group Inc | EXPE | Sep 2022 | 120,000 | $110K | 0.00% | DBT |
| 2357 | IRS_CCP ZAR RCV JIBAR3M PAY 7.75% 16-SEP-2036 | 000000000 | Sep 2022 | 36,680,000 | $110K | 0.00% | DIR |
| 2358 | Lowes Companies, Inc. | LOW | Sep 2022 | 175,000 | $108K | 0.00% | DBT |
| 2359 | Government National Mortgage Association | GNR | Sep 2022 | 107,880 | $108K | 0.00% | ABS-O |
| 2360 | Federal National Mortgage Association | FNMA | Sep 2022 | 111,619 | $107K | 0.00% | ABS-MBS |
| 2361 | CAL FUNDING IV LIMITED | CAI | Mar 2026 | 111,038 | $107K | 0.00% | ABS-O |
| 2362 | WILLIS ENGINE STRUCTURED TRUST VII | WESTF | Mar 2026 | 103,890 | $106K | 0.00% | ABS-O |
| 2363 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -8,234,344 | $106K | 0.00% | DFE |
| 2364 | United States Treasury Bills | B | Mar 2026 | 105,000 | $105K | 0.00% | DBT |
| 2365 | Smb Pvt Education Loan Trust 2020-A | SMB | Mar 2026 | 107,848 | $105K | 0.00% | ABS-O |
| 2366 | Federal National Mortgage Association | FNMA | Dec 2022 | 121,427 | $105K | 0.00% | ABS-MBS |
| 2367 | Aviation Capital Group LLC | ACGCAP | Mar 2026 | 106,000 | $104K | 0.00% | DBT |
| 2368 | Arsenal AIC Parent LLC | ARNC | Mar 2026 | 100,000 | $104K | 0.00% | DBT |
| 2369 | CURRENCY CONTRACT - BRL | 000000000 | Sep 2022 | -6,742,519 | $104K | 0.00% | DFE |
| 2370 | Government National Mortgage Association | GNR | Sep 2022 | 102,448 | $103K | 0.00% | ABS-O |
| 2371 | Oneok Inc. | OKE | Mar 2026 | 100,000 | $102K | 0.00% | DBT |
| 2372 | Oneok Inc. | OKE | Mar 2026 | 100,000 | $102K | 0.00% | DBT |
| 2373 | UNITI FIBER ABS ISSUER 2025-1 | UNIT | Mar 2026 | 100,000 | $102K | 0.00% | ABS-O |
| 2374 | GLS AUTO REC ISSUER TR 2025-2 | GCAR | Mar 2026 | 100,000 | $102K | 0.00% | ABS-O |
| 2375 | AUTONATION FINANCE TRUST 2025-1 | DRVPNK | Mar 2026 | 100,000 | $101K | 0.00% | ABS-O |
| 2376 | AUTONATION FINANCE TRUST 2025-1 | DRVPNK | Mar 2026 | 100,000 | $101K | 0.00% | ABS-O |
| 2377 | SFS Auto Receivables Securitization Trust 2025-1 | SFAST | Mar 2026 | 100,000 | $101K | 0.00% | ABS-O |
| 2378 | Paramount Global | PARA | Mar 2026 | 118,000 | $101K | 0.00% | DBT |
| 2379 | Federal National Mortgage Association | FNMA | Sep 2022 | 105,208 | $101K | 0.00% | ABS-MBS |
| 2380 | Government National Mortgage Association | GNR | Sep 2022 | 102,500 | $101K | 0.00% | ABS-MBS |
| 2381 | ISLAND FINANCE TR 2025-1 | ISLN | Mar 2026 | 100,000 | $101K | 0.00% | ABS-O |
| 2382 | USB Auto Owner Trust 2025-1 | USCAR | Mar 2026 | 100,000 | $101K | 0.00% | ABS-O |
| 2383 | First Investors Auto Owner Trust 2022-1 | FIAOT | Mar 2026 | 100,000 | $100K | 0.00% | ABS-O |
| 2384 | EXTENDED STAY AMERICA TRUST 2025-ESH | ESA | Mar 2026 | 100,000 | $100K | 0.00% | ABS-O |
| 2385 | VEROS AUTO RECEIVABLES TRUST 2026-1 | VEROS | Mar 2026 | 100,000 | $100K | 0.00% | ABS-O |
| 2386 | Accident Fund Insurance Co of America | AFICOA | Dec 2022 | 100,000 | $100K | 0.00% | DBT |
| 2387 | GLS AUTO SELECT RECEIVABLES TRUST 2025-3 | GSAR | Mar 2026 | 100,000 | $100K | 0.00% | ABS-O |
| 2388 | Phillips 66 Co. | PSX | Mar 2026 | 100,000 | $100K | 0.00% | DBT |
| 2389 | BPR COMMERCIAL MORTGAGE TRUST 2025-STAR | BPR | Mar 2026 | 100,000 | $99K | 0.00% | ABS-O |
| 2390 | QTS ISSUER ABS II, LLC | QTSII | Mar 2026 | 100,000 | $99K | 0.00% | ABS-O |
| 2391 | OIS_CCP USD RCV SOFR1D PAY 3.75% 18-DEC-2034 | 000000000 | Sep 2022 | 28,100,000 | $99K | 0.00% | DIR |
| 2392 | Wave 2019-1 LLC/LTD | WAAV | Sep 2022 | 100,512 | $99K | 0.00% | ABS-O |
| 2393 | Bear Stearns Structured Products Inc. | BSSP | Sep 2022 | 135,052 | $98K | 0.00% | ABS-O |
| 2394 | Federal National Mortgage Association | FNMA | Sep 2022 | 97,711 | $98K | 0.00% | ABS-MBS |
| 2395 | Commercial Metals Company | CMC | Mar 2026 | 99,000 | $98K | 0.00% | DBT |
| 2396 | Government National Mortgage Association | GNR | Sep 2022 | 101,454 | $98K | 0.00% | ABS-MBS |
| 2397 | Lstar Securities Investment 2024-1 Ltd. | LSTRZ | Mar 2026 | 97,213 | $97K | 0.00% | ABS-O |
| 2398 | Compass Datacenters Issuer II LLC | CMDC | Mar 2026 | 95,000 | $95K | 0.00% | ABS-O |
| 2399 | Ecopetrol S.A. | ECOPET | Mar 2026 | 90,000 | $95K | 0.00% | DBT |
| 2400 | PFP 2024-11 LTD /LLC | PFP | Mar 2026 | 94,513 | $94K | 0.00% | ABS-CBDO |
| 2401 | CDS_SN_CCP GENERAL MOTORS CO 4.2 5% 20280620 | 000000000 | Sep 2022 | 995,000 | $94K | 0.00% | DCR |
| 2402 | Federal National Mortgage Association | FNMA | Sep 2022 | 104,289 | $94K | 0.00% | ABS-MBS |
| 2403 | Government National Mortgage Association | GNR | Sep 2022 | 92,415 | $93K | 0.00% | ABS-MBS |
| 2404 | Government National Mortgage Association | GNR | Sep 2022 | 92,406 | $92K | 0.00% | ABS-O |
| 2405 | Bank of America Corp. | BAC | Sep 2022 | 95,777 | $92K | 0.00% | ABS-O |
| 2406 | MVW 2021-2 LLC | MVWOT | Mar 2026 | 95,940 | $91K | 0.00% | ABS-O |
| 2407 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -1,848,649 | $90K | 0.00% | DFE |
| 2408 | Corevest American Finance Trust | CAFL | Mar 2026 | 100,000 | $90K | 0.00% | ABS-O |
| 2409 | CDS_IX_CCP CDX.NA.IG.46 1% 20310620 | 000000000 | Sep 2022 | 5,205,000 | $90K | 0.00% | DCR |
| 2410 | OIS_CCP USD RCV SOFR1D PAY 3.25% 17-JUN-2028 | 000000000 | Sep 2022 | 13,440,000 | $89K | 0.00% | DIR |
| 2411 | GS Mortgage Securities Corp | GSMS | Sep 2022 | 89,839 | $87K | 0.00% | ABS-O |
| 2412 | Southern Co. | SO | Mar 2026 | 87,000 | $86K | 0.00% | DBT |
| 2413 | OPT. 3 MON C 97.5 12/3/27 | SFRH7C | Sep 2022 | 307 | $84K | 0.00% | DIR |
| 2414 | NLT 2026-NQM1 TRUST | 62916WAG7 | Mar 2026 | 100,713 | $84K | 0.00% | ABS-O |
| 2415 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -4,679,576 | $83K | 0.00% | DFE |
| 2416 | BHG SECURITIZATION TRUST 2025-1CON | BHG | Mar 2026 | 80,928 | $81K | 0.00% | ABS-O |
| 2417 | Eurohome UK Mortgages 2007-1 PLC | EHMU | Sep 2022 | 60,319 | $80K | 0.00% | ABS-O |
| 2418 | Government National Mortgage Association | GNR | Sep 2022 | 79,119 | $80K | 0.00% | ABS-MBS |
| 2419 | SOLSTICE ADVANCED TL | LX2698814 | Mar 2026 | 78,539 | $79K | 0.00% | LON |
| 2420 | Federal Home Loan Mortgage Corp. | FHLMC | Dec 2022 | 92,048 | $79K | 0.00% | ABS-MBS |
| 2421 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -6,576,821 | $79K | 0.00% | DFE |
| 2422 | Federal National Mortgage Association | FNMA | Sep 2022 | 80,120 | $79K | 0.00% | ABS-MBS |
| 2423 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -23,503,586 | $79K | 0.00% | DFE |
| 2424 | Venture Global Plaquemines Lng LLC | VEGLPL | Mar 2026 | 75,000 | $77K | 0.00% | DBT |
| 2425 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -6,564,328 | $77K | 0.00% | DFE |
| 2426 | Amazon.com, Inc. | AMZN | Sep 2022 | 75,000 | $76K | 0.00% | DBT |
| 2427 | OIS_CCP JPY RCV TONAR1D PAY 2% 11-JAN-2033 | 000000000 | Sep 2022 | 2,170,414,367 | $75K | 0.00% | DIR |
| 2428 | Citigroup Inc. | C | Sep 2022 | 75,000 | $75K | 0.00% | DBT |
| 2429 | IRS_CCP PLN RCV WIBOR6M PAY 3.75% 16-SEP-2028 | 000000000 | Sep 2022 | 18,870,000 | $75K | 0.00% | DIR |
| 2430 | Federal National Mortgage Association | FNMA | Sep 2022 | 74,158 | $75K | 0.00% | ABS-O |
| 2431 | Horizon Aircraft Finance I Ltd. | HORZN | Mar 2026 | 75,366 | $75K | 0.00% | ABS-O |
| 2432 | CURRENCY CONTRACT - BRL | 000000000 | Sep 2022 | -15,778,390 | $75K | 0.00% | DFE |
| 2433 | JPMorgan Chase & Co. | JPM | Sep 2022 | 75,000 | $75K | 0.00% | DBT |
| 2434 | Devon Energy Corporation | DVN | Sep 2022 | 77,000 | $75K | 0.00% | DBT |
| 2435 | Federal Home Loan Mortgage Corp. | FHLMC | Sep 2022 | 75,306 | $75K | 0.00% | ABS-O |
| 2436 | Alliant Energy Finance LLC | LNT | Sep 2022 | 75,000 | $75K | 0.00% | DBT |
| 2437 | Wells Fargo Alt07 | WFALT | Sep 2022 | 81,033 | $74K | 0.00% | ABS-O |
| 2438 | Alimentation Couche-Tard Inc. | ATDBCN | Sep 2022 | 75,000 | $74K | 0.00% | DBT |
| 2439 | NLT 2026-NQM1 TRUST | 62916WAK8 | Mar 2026 | 5,300,000 | $74K | 0.00% | ABS-O |
| 2440 | Washington Mutual Mortgage Pass-Through Certificates | WAMU | Sep 2022 | 80,617 | $73K | 0.00% | ABS-O |
| 2441 | IRS_CCP EUR RCV EURIB6M PAY 3% 17-JUN-2056 | 000000000 | Sep 2022 | 3,030,000 | $72K | 0.00% | DIR |
| 2442 | CURRENCY CONTRACT - BRL | 000000000 | Sep 2022 | -2,573,506 | $71K | 0.00% | DFE |
| 2443 | IRS_CCP EUR RCV EURIB6M PAY 2.5% 17-JUN-2028 | 000000000 | Sep 2022 | 8,110,000 | $71K | 0.00% | DIR |
| 2444 | Federal Home Loan Banks | FHLB | Sep 2022 | 75,576 | $71K | 0.00% | ABS-MBS |
| 2445 | Romania (Republic Of) | ROMANI | Mar 2026 | 70,000 | $70K | 0.00% | DBT |
| 2446 | Bank of America Corp. | BAC | Sep 2022 | 75,000 | $69K | 0.00% | DBT |
| 2447 | Commercial Metals Company | CMC | Mar 2026 | 70,000 | $69K | 0.00% | DBT |
| 2448 | CWMBS Inc | CWHL | Sep 2022 | 70,078 | $69K | 0.00% | ABS-O |
| 2449 | Hilton Grand Vacations Inc | HGVT | Mar 2026 | 68,543 | $69K | 0.00% | ABS-O |
| 2450 | Oracle Corp. | ORCL | Mar 2026 | 82,000 | $69K | 0.00% | DBT |
| 2451 | OIS_CCP USD RCV 4.278% PAY SOFR1D 26-JUN-2027 | 000000000 | Sep 2022 | 8,000,000 | $68K | 0.00% | DIR |
| 2452 | OIS_CCP USD RCV SOFR1D PAY 3.5795% 03-JUN-2028 | 000000000 | Sep 2022 | 13,000,000 | $66K | 0.00% | DIR |
| 2453 | Romania (Republic Of) | ROMANI | Mar 2026 | 60,000 | $65K | 0.00% | DBT |
| 2454 | Castlelake Aircraft Securitization Trust 2015-1 | CLAST | Mar 2026 | 64,958 | $64K | 0.00% | ABS-O |
| 2455 | METROPOLITAN TRANSN AUTH N Y | MTATRN | Mar 2026 | 65,000 | $61K | 0.00% | DBT |
| 2456 | Government National Mortgage Association | GNR | Sep 2022 | 62,857 | $61K | 0.00% | ABS-MBS |
| 2457 | MVW 2023-1 LLC | MVWOT | Mar 2026 | 60,200 | $61K | 0.00% | ABS-O |
| 2458 | CURRENCY CONTRACT - BRL | 000000000 | Sep 2022 | -3,434,231 | $60K | 0.00% | DFE |
| 2459 | Labrador Aviation Finance Limited | LAFL | Mar 2026 | 58,253 | $60K | 0.00% | ABS-O |
| 2460 | OIS_CCP USD RCV SOFR1D PAY 3.75% 17-JUN-2036 | 000000000 | Sep 2022 | 6,320,000 | $60K | 0.00% | DIR |
| 2461 | Government National Mortgage Association | GNR | Sep 2022 | 58,957 | $59K | 0.00% | ABS-O |
| 2462 | CURRENCY CONTRACT - BRL | 000000000 | Sep 2022 | -1,960,000 | $59K | 0.00% | DFE |
| 2463 | IRS_CCP KRW RCV KWCDC3M PAY 3.5% 16-SEP-2028 | 000000000 | Sep 2022 | 15,272,500,000 | $59K | 0.00% | DIR |
| 2464 | First Horizon Mortgage Pass Through Trust 2006 3 | FHABS | Sep 2022 | 57,666 | $58K | 0.00% | ABS-O |
| 2465 | OIS_CCP EUR RCV ESTR1D PAY 2.0628% 05-OCT-2029 | 000000000 | Sep 2022 | 3,000,000 | $58K | 0.00% | DIR |
| 2466 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -11,958,606 | $58K | 0.00% | DFE |
| 2467 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -5,268,784 | $56K | 0.00% | DFE |
| 2468 | CURRENCY CONTRACT - BRL | 000000000 | Sep 2022 | -2,609,880 | $54K | 0.00% | DFE |
| 2469 | Mill City Mortgage Loan Trust 2015-2 | MCMLT | Sep 2022 | 55,185 | $54K | 0.00% | ABS-O |
| 2470 | IRS_CCP AUD RCV BBSW3M PAY 4.5% 17-JUN-2028 | 000000000 | Sep 2022 | 24,840,000 | $54K | 0.00% | DIR |
| 2471 | Safehold GL Holdings LLC | SAFE | Mar 2026 | 53,000 | $54K | 0.00% | DBT |
| 2472 | Venture Global Plaquemines Lng LLC | VEGLPL | Mar 2026 | 50,000 | $52K | 0.00% | DBT |
| 2473 | Federal Home Loan Banks | FHLB | Sep 2022 | 56,510 | $52K | 0.00% | ABS-MBS |
| 2474 | Cheniere Energy Partners Lp | CQP | Mar 2026 | 50,000 | $52K | 0.00% | DBT |
| 2475 | OPT. CBOE VO C 35 19/5/26 | VIX 260519 | Sep 2022 | 271 | $50K | 0.00% | DE |
| 2476 | Paypal Holdings Inc. | PYPL | Sep 2022 | 50,000 | $50K | 0.00% | DBT |
| 2477 | TransDigm, Inc. | TDG | Mar 2026 | 48,000 | $49K | 0.00% | DBT |
| 2478 | OPT. 3 MON C 97.5 11/9/26 | SFRU6C | Sep 2022 | 430 | $48K | 0.00% | DIR |
| 2479 | Energy Transfer LP | ET | Sep 2022 | 50,000 | $48K | 0.00% | DBT |
| 2480 | Washington Mutual Mortgage Pass-Through Certificates | WAMU | Sep 2022 | 51,304 | $48K | 0.00% | ABS-O |
| 2481 | State Street Corp. | STT | Sep 2022 | 50,000 | $48K | 0.00% | DBT |
| 2482 | IRS_CCP HUF RCV BUBOR6M PAY 6.75% 16-SEP-2036 | 000000000 | Sep 2022 | 554,380,000 | $46K | 0.00% | DIR |
| 2483 | JPMorgan Chase & Co. | JPM | Sep 2022 | 50,000 | $46K | 0.00% | DBT |
| 2484 | JG Wentworth Co | HENDR | Sep 2022 | 50,315 | $46K | 0.00% | ABS-O |
| 2485 | MPLX LP | MPLX | Mar 2026 | 50,000 | $46K | 0.00% | DBT |
| 2486 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -2,162,931 | $46K | 0.00% | DFE |
| 2487 | SWO USD RCV 3.425 PAY SOF | 000000000 | Sep 2022 | 9,849,000 | $45K | 0.00% | DIR |
| 2488 | Mastr Adjustable Rate Mortgages Trust 2002-3 | MARM | Sep 2022 | 45,331 | $45K | 0.00% | ABS-O |
| 2489 | Cwabs Asset Backed Certificates Series 2002-4 | CWHEL | Sep 2022 | 43,351 | $45K | 0.00% | ABS-O |
| 2490 | Leviathan Bond Limited | LVIATH | Mar 2026 | 45,000 | $45K | 0.00% | DBT |
| 2491 | FR REFUEL LLC TL | LX2670003 | Mar 2026 | 45,652 | $45K | 0.00% | DBT |
| 2492 | Ameriquest Mortgage Securities Inc Asset Backed Pass-Through Certificates Series 2005-R7 | AMSI | Sep 2022 | 44,175 | $45K | 0.00% | ABS-O |
| 2493 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -194,225,616 | $45K | 0.00% | DFE |
| 2494 | Energy Transfer LP | ET | Sep 2022 | 50,000 | $44K | 0.00% | DBT |
| 2495 | Washington Mutual Mortgage Pass-Through Certificates | WAMU | Sep 2022 | 45,900 | $44K | 0.00% | ABS-O |
| 2496 | Federal National Mortgage Association | FNMA | Sep 2022 | 45,154 | $44K | 0.00% | ABS-MBS |
| 2497 | OIS_CCP CAD RCV CORRA1D PAY 2.5% 17-JUN-2028 | 000000000 | Sep 2022 | 10,560,000 | $44K | 0.00% | DIR |
| 2498 | CDS_SN_CCP BRITISH TELECOMMUNICA 1% 20281220 | 000000000 | Sep 2022 | 2,000,000 | $43K | 0.00% | DCR |
| 2499 | Federal National Mortgage Association | FNMA | Sep 2022 | 45,808 | $42K | 0.00% | ABS-MBS |
| 2500 | Sunoco LP | SUN | Mar 2026 | 41,000 | $41K | 0.00% | DBT |
| 2501 | Matador Resources Company | MTDR | Mar 2026 | 40,000 | $40K | 0.00% | DBT |
| 2502 | Ecopetrol S.A. | ECOPET | Mar 2026 | 40,000 | $40K | 0.00% | DBT |
| 2503 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -2,753,251 | $40K | 0.00% | DFE |
| 2504 | CURRENCY CONTRACT - BRL | 000000000 | Sep 2022 | -2,605,306 | $40K | 0.00% | DFE |
| 2505 | OIS_CCP GBP RCV SONIA1D PAY 4% 17-JUN-2028 | 000000000 | Sep 2022 | 5,500,000 | $39K | 0.00% | DIR |
| 2506 | CDS_SN_CCP BRITISH TELECOMMUNICA 1% 20280620 | 000000000 | Sep 2022 | 2,000,000 | $39K | 0.00% | DCR |
| 2507 | CLI Funding Llc | CLIF | Sep 2022 | 41,033 | $39K | 0.00% | ABS-O |
| 2508 | Federal National Mortgage Association | FNMA | Sep 2022 | 39,407 | $39K | 0.00% | ABS-MBS |
| 2509 | CAPSTONE ACQUISITION TL | LX2437759 | Mar 2026 | 40,151 | $38K | 0.00% | LON |
| 2510 | Freddie Mac Stacr Remic Trust 2022-DNA7 | STACR | Sep 2022 | 38,371 | $38K | 0.00% | ABS-O |
| 2511 | Western Midstream Operating LP | WES | Sep 2022 | 45,000 | $38K | 0.00% | DBT |
| 2512 | CURRENCY CONTRACT - BRL | 000000000 | Sep 2022 | -2,355,936 | $38K | 0.00% | DFE |
| 2513 | OIS_CCP EUR RCV ESTR1D PAY 2.0563% 05-OCT-2029 | 000000000 | Sep 2022 | 1,900,000 | $37K | 0.00% | DIR |
| 2514 | Federal National Mortgage Association | FNMA | Sep 2022 | 37,152 | $36K | 0.00% | ABS-MBS |
| 2515 | CURRENCY CONTRACT - BRL | 000000000 | Sep 2022 | -2,415,643 | $36K | 0.00% | DFE |
| 2516 | Federal National Mortgage Association | FNMA | Sep 2022 | 35,651 | $35K | 0.00% | ABS-MBS |
| 2517 | CURRENCY CONTRACT - BRL | 000000000 | Sep 2022 | -1,258,925 | $35K | 0.00% | DFE |
| 2518 | Jack in the Box Inc. | JACK | Mar 2026 | 34,720 | $35K | 0.00% | ABS-O |
| 2519 | SWO USD RCV 3.35 PAY SOFR | 000000000 | Sep 2022 | 4,982,000 | $34K | 0.00% | DIR |
| 2520 | SWO USD RCV 3.35 PAY SOFR | 000000000 | Sep 2022 | 4,981,000 | $34K | 0.00% | DIR |
| 2521 | SWO USD RCV 3.35 PAY SOFR | 000000000 | Sep 2022 | 4,981,000 | $34K | 0.00% | DIR |
| 2522 | SWO USD RCV 3.35 PAY SOFR | 000000000 | Sep 2022 | 4,981,000 | $34K | 0.00% | DIR |
| 2523 | Federal National Mortgage Association | FNMA | Dec 2022 | 39,392 | $34K | 0.00% | ABS-MBS |
| 2524 | SWO USD RCV 3.375 PAY SOF | 000000000 | Sep 2022 | 6,121,000 | $34K | 0.00% | DIR |
| 2525 | SWO USD RCV 3.375 PAY SOF | 000000000 | Sep 2022 | 6,121,000 | $34K | 0.00% | DIR |
| 2526 | Whirlpool Corp. | WHR | Mar 2026 | 50,000 | $33K | 0.00% | DBT |
| 2527 | CURRENCY CONTRACT - BRL | 000000000 | Sep 2022 | -1,395,647 | $33K | 0.00% | DFE |
| 2528 | United States Treasury Bonds | T | Mar 2026 | 33,000 | $33K | 0.00% | DBT |
| 2529 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -1,570,000 | $32K | 0.00% | DFE |
| 2530 | Bear Stearns Alt-A Trust 2004-12 | BALTA | Sep 2022 | 32,819 | $32K | 0.00% | ABS-O |
| 2531 | Government National Mortgage Association | GNR | Sep 2022 | 31,425 | $31K | 0.00% | ABS-O |
| 2532 | OIS_CCP USD RCV 3.948% PAY SOFR1D 30-JAN-2027 | 000000000 | Sep 2022 | 13,500,000 | $31K | 0.00% | DIR |
| 2533 | PLACEHOLD FR REFUEL LLC 1 | 000000000 | Sep 2022 | 30,283 | $30K | 0.00% | ABS-MBS |
| 2534 | Hewlett Packard Enterprise Co. | HPE | Sep 2022 | 30,000 | $30K | 0.00% | DBT |
| 2535 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -2,923,376 | $30K | 0.00% | DFE |
| 2536 | Government National Mortgage Association | GNR | Sep 2022 | 29,846 | $30K | 0.00% | ABS-O |
| 2537 | Discovery Global Holdings Inc. | WBD | Mar 2026 | 49,000 | $30K | 0.00% | DBT |
| 2538 | OIS_CCP USD RCV SOFR1D PAY 3.58876% 31-OCT-2030 | 000000000 | Sep 2022 | 20,200,000 | $29K | 0.00% | DIR |
| 2539 | CDS_SN_CCP GENERAL MOTORS CO 4.8 5% 20261220 | 000000000 | Sep 2022 | 870,000 | $29K | 0.00% | DCR |
| 2540 | Federal Home Loan Banks | FHLB | Sep 2022 | 31,888 | $29K | 0.00% | ABS-MBS |
| 2541 | CDS_SN_CCP DEUTSCHE BANK AG 5% 0 1% 20301220 | 000000000 | Sep 2022 | 1,700,000 | $29K | 0.00% | DCR |
| 2542 | Government National Mortgage Association | GNR | Sep 2022 | 28,457 | $29K | 0.00% | ABS-MBS |
| 2543 | SWO USD RCV 3.25 PAY SOFR | 000000000 | Sep 2022 | 6,121,000 | $28K | 0.00% | DIR |
| 2544 | SWO USD RCV 3.25 PAY SOFR | 000000000 | Sep 2022 | 6,121,000 | $28K | 0.00% | DIR |
| 2545 | OIS_CCP EUR RCV ESTR1D PAY 2.05% 05-OCT-2029 | 000000000 | Sep 2022 | 1,400,000 | $28K | 0.00% | DIR |
| 2546 | SWO USD RCV 3.3 PAY SOFR | 000000000 | Sep 2022 | 7,367,000 | $27K | 0.00% | DIR |
| 2547 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -1,623,000 | $27K | 0.00% | DFE |
| 2548 | Mortgageit Mortgage Loan Trust 2006-1 | MHL | Sep 2022 | 27,079 | $27K | 0.00% | ABS-O |
| 2549 | Peru (Republic Of) | PERU | Sep 2022 | 50,000 | $27K | 0.00% | DBT |
| 2550 | SWO USD RCV 3.375 PAY SOF | 000000000 | Sep 2022 | 4,896,000 | $27K | 0.00% | DIR |
| 2551 | Federal Home Loan Mortgage Corp. | FHLMC | Sep 2022 | 26,915 | $27K | 0.00% | ABS-O |
| 2552 | CURRENCY CONTRACT - BRL | 000000000 | Sep 2022 | -1,054,574 | $27K | 0.00% | DFE |
| 2553 | CURRENCY CONTRACT - BRL | 000000000 | Sep 2022 | -2,254,071 | $26K | 0.00% | DFE |
| 2554 | Federal Home Loan Banks | FHLB | Sep 2022 | 28,706 | $26K | 0.00% | ABS-MBS |
| 2555 | Oracle Corp. | ORCL | Mar 2026 | 41,000 | $26K | 0.00% | DBT |
| 2556 | OIS_CCP THB RCV THBRO1D PAY 2% 16-SEP-2036 | 000000000 | Sep 2022 | 51,960,000 | $26K | 0.00% | DIR |
| 2557 | Federal National Mortgage Association | FNMA | Sep 2022 | 23,236 | $25K | 0.00% | ABS-O |
| 2558 | Time Warner Cable LLC | CHTR | Sep 2022 | 25,000 | $25K | 0.00% | DBT |
| 2559 | Federal National Mortgage Association | FNMA | Mar 2026 | 25,000 | $25K | 0.00% | ABS-O |
| 2560 | Nature Conservancy | NACONV | Sep 2022 | 25,000 | $25K | 0.00% | DBT |
| 2561 | PLACEHOLD FR REFUEL LLC 1 | 000000000 | Sep 2022 | 24,348 | $24K | 0.00% | LON |
| 2562 | Mastr Adjustable Rate Mortgages Trust 2002-3 | MARM | Sep 2022 | 24,147 | $24K | 0.00% | ABS-O |
| 2563 | OPT. CBOE VO C 35 15/4/26 | VIX 260415 | Sep 2022 | 271 | $24K | 0.00% | DE |
| 2564 | Broadcom Inc | AVGO | Sep 2022 | 28,000 | $23K | 0.00% | DBT |
| 2565 | Federal Home Loan Mortgage Corp. | FHLMC | Sep 2022 | 23,778 | $23K | 0.00% | ABS-MBS |
| 2566 | Otis Worldwide Corp. | OTIS | Sep 2022 | 25,000 | $23K | 0.00% | DBT |
| 2567 | Nature Conservancy | NACONV | Sep 2022 | 25,000 | $23K | 0.00% | DBT |
| 2568 | SWO USD RCV 3.425 PAY SOF | 000000000 | Sep 2022 | 4,812,000 | $22K | 0.00% | DIR |
| 2569 | Boeing Co. | BA | Sep 2022 | 25,000 | $21K | 0.00% | DBT |
| 2570 | CURRENCY CONTRACT - BRL | 000000000 | Sep 2022 | -1,311,264 | $21K | 0.00% | DFE |
| 2571 | Exelon Corp. | EXC | Sep 2022 | 25,000 | $21K | 0.00% | DBT |
| 2572 | Wells Fargo Mortgage Backed Securities 2006 Ar2 Trust | WFMBS | Sep 2022 | 22,510 | $21K | 0.00% | ABS-O |
| 2573 | Federal Home Loan Mortgage Corp. | FHLMC | Sep 2022 | 20,781 | $20K | 0.00% | ABS-MBS |
| 2574 | Federal National Mortgage Association | FNMA | Sep 2022 | 20,422 | $20K | 0.00% | ABS-MBS |
| 2575 | SWO USD RCV 3.375 PAY SOF | 000000000 | Sep 2022 | 3,673,000 | $20K | 0.00% | DIR |
| 2576 | SWO USD RCV 3.375 PAY SOF | 000000000 | Sep 2022 | 3,672,000 | $20K | 0.00% | DIR |
| 2577 | Baldwin Risk Partners | BRP | Mar 2026 | 20,000 | $20K | 0.00% | LON |
| 2578 | Structured Asset Mortgage Investments II Trust 2007-Ar1 | SAMI | Sep 2022 | 20,741 | $19K | 0.00% | ABS-O |
| 2579 | OIS_CCP THB RCV THBRO1D PAY 1.25% 16-SEP-2028 | 000000000 | Sep 2022 | 118,420,000 | $19K | 0.00% | DIR |
| 2580 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -973,118 | $19K | 0.00% | DFE |
| 2581 | CDS_SN_CCP VERIZON COMMUNICATION 1% 20280620 | 000000000 | Sep 2022 | 1,400,000 | $19K | 0.00% | DCR |
| 2582 | Romania (Republic Of) | ROMANI | Sep 2022 | 26,000 | $18K | 0.00% | DBT |
| 2583 | Federal National Mortgage Association | FNMA | Sep 2022 | 19,980 | $18K | 0.00% | ABS-MBS |
| 2584 | Boeing Co. | BA | Sep 2022 | 25,000 | $18K | 0.00% | DBT |
| 2585 | CURRENCY CONTRACT - BRL | 000000000 | Sep 2022 | -1,198,265 | $18K | 0.00% | DFE |
| 2586 | CDS_SN_CCP GENERAL ELECTRIC CO 2 1% 20261220 | 000000000 | Sep 2022 | 2,600,000 | $18K | 0.00% | DCR |
| 2587 | SWO USD RCV 3.425 PAY SOF | 000000000 | Sep 2022 | 3,680,000 | $17K | 0.00% | DIR |
| 2588 | SWO USD RCV 3.425 PAY SOF | 000000000 | Sep 2022 | 3,680,000 | $17K | 0.00% | DIR |
| 2589 | SWO USD RCV 3.425 PAY SOF | 000000000 | Sep 2022 | 3,672,000 | $17K | 0.00% | DIR |
| 2590 | CURRENCY CONTRACT - BRL | 000000000 | Sep 2022 | -1,411,810 | $17K | 0.00% | DFE |
| 2591 | Saxon Asset Securities Trust 2004-2 | SAST | Sep 2022 | 19,512 | $17K | 0.00% | ABS-O |
| 2592 | Government National Mortgage Association | GNR | Sep 2022 | 16,387 | $17K | 0.00% | ABS-MBS |
| 2593 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -15,223,432 | $17K | 0.00% | DFE |
| 2594 | OIS_CCP USD RCV SOFR1D PAY 3.581572% 31-OCT-2030 | 000000000 | Sep 2022 | 9,200,000 | $16K | 0.00% | DIR |
| 2595 | OIS_CCP BRL RCV BZDIO1D PAY 12.75% 03-JAN-2028 | 000000000 | Sep 2022 | 4,043,073 | $16K | 0.00% | DIR |
| 2596 | Federal National Mortgage Association | FNMA | Sep 2022 | 17,819 | $16K | 0.00% | ABS-MBS |
| 2597 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -10,430,052 | $15K | 0.00% | DFE |
| 2598 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -627,655,320 | $15K | 0.00% | DFE |
| 2599 | Aviation Capital Group LLC | ACGCAP | Mar 2026 | 15,000 | $15K | 0.00% | DBT |
| 2600 | Federal National Mortgage Association | FNMA | Sep 2022 | 14,958 | $15K | 0.00% | ABS-MBS |
| 2601 | First Brands Group LLC | TRICGR | Mar 2026 | 60,078 | $15K | 0.00% | LON |
| 2602 | CURRENCY CONTRACT - BRL | 000000000 | Sep 2022 | -2,032,131 | $14K | 0.00% | DFE |
| 2603 | Government National Mortgage Association | GNR | Sep 2022 | 13,903 | $14K | 0.00% | ABS-MBS |
| 2604 | CURRENCY CONTRACT - BRL | 000000000 | Sep 2022 | -1,240,908 | $14K | 0.00% | DFE |
| 2605 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -2,404,792 | $14K | 0.00% | DFE |
| 2606 | SWO USD RCV 3.3 PAY SOFR | 000000000 | Sep 2022 | 3,665,000 | $14K | 0.00% | DIR |
| 2607 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -15,056,836 | $13K | 0.00% | DFE |
| 2608 | Federal National Mortgage Association | FNMA | Sep 2022 | 14,469 | $13K | 0.00% | ABS-MBS |
| 2609 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -55,400,969 | $13K | 0.00% | DFE |
| 2610 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -2,421,380 | $13K | 0.00% | DFE |
| 2611 | Federal National Mortgage Association | FNMA | Sep 2022 | 14,242 | $13K | 0.00% | ABS-MBS |
| 2612 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -4,225,000 | $13K | 0.00% | DFE |
| 2613 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -56,246,517 | $13K | 0.00% | DFE |
| 2614 | Federal National Mortgage Association | FNMA | Sep 2022 | 13,018 | $13K | 0.00% | ABS-MBS |
| 2615 | Sequoia Mtg Tr 6 | SEMT | Sep 2022 | 12,822 | $13K | 0.00% | ABS-O |
| 2616 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -15,280,190 | $13K | 0.00% | DFE |
| 2617 | Government National Mortgage Association | GNR | Sep 2022 | 12,115 | $12K | 0.00% | ABS-MBS |
| 2618 | Federal National Mortgage Association | FNMA | Sep 2022 | 13,296 | $12K | 0.00% | ABS-MBS |
| 2619 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -2,691,000 | $12K | 0.00% | DFE |
| 2620 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -971,000 | $11K | 0.00% | DFE |
| 2621 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -90,649,850 | $11K | 0.00% | DFE |
| 2622 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -5,378,000 | $11K | 0.00% | DFE |
| 2623 | CURRENCY CONTRACT - EUR | 000000000 | Sep 2022 | -2,769,899 | $11K | 0.00% | DFE |
| 2624 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -198,942,455 | $11K | 0.00% | DFE |
| 2625 | Banc Of America Mortgage Securities Inc. | BOAMS | Sep 2022 | 10,914 | $11K | 0.00% | ABS-O |
| 2626 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -2,430,601 | $11K | 0.00% | DFE |
| 2627 | Rio Tinto Finance (USA) plc | RIOLN | Mar 2026 | 10,000 | $10K | 0.00% | DBT |
| 2628 | Federal National Mortgage Association | FNMA | Sep 2022 | 11,207 | $10K | 0.00% | ABS-MBS |
| 2629 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -1,314,932 | $10K | 0.00% | DFE |
| 2630 | CURRENCY CONTRACT - EUR | 000000000 | Sep 2022 | -1,510,905 | $10K | 0.00% | DFE |
| 2631 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -12,438,579 | $10K | 0.00% | DFE |
| 2632 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -2,924,419 | $10K | 0.00% | DFE |
| 2633 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -4,574,525 | $10K | 0.00% | DFE |
| 2634 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -41,402,508 | $9K | 0.00% | DFE |
| 2635 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -1,499,148 | $9K | 0.00% | DFE |
| 2636 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -894,000 | $9K | 0.00% | DFE |
| 2637 | Thornburg Mortgage Securities Trust 2006-5 | TMST | Sep 2022 | 9,232 | $9K | 0.00% | ABS-O |
| 2638 | CURRENCY CONTRACT - BRL | 000000000 | Sep 2022 | -724,500 | $9K | 0.00% | DFE |
| 2639 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -2,602,799 | $9K | 0.00% | DFE |
| 2640 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -1,185,766 | $9K | 0.00% | DFE |
| 2641 | Nokia Corp | NOKIA | Sep 2022 | 9,000 | $9K | 0.00% | DBT |
| 2642 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -1,264,731 | $9K | 0.00% | DFE |
| 2643 | Federal National Mortgage Association | FNMA | Sep 2022 | 8,417 | $9K | 0.00% | ABS-MBS |
| 2644 | CURRENCY CONTRACT - INR | 000000000 | Sep 2022 | -1,061,636 | $8K | 0.00% | DFE |
| 2645 | CURRENCY CONTRACT - MXN | 000000000 | Sep 2022 | -306,021 | $8K | 0.00% | DFE |
| 2646 | Government National Mortgage Association | GNR | Sep 2022 | 8,644 | $8K | 0.00% | ABS-MBS |
| 2647 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -43,581,764 | $8K | 0.00% | DFE |
| 2648 | Federal National Mortgage Association | FNMA | Sep 2022 | 9,015 | $8K | 0.00% | ABS-MBS |
| 2649 | OIS_CCP CAD RCV CORRA1D PAY 2.75% 17-JUN-2028 | 000000000 | Sep 2022 | 12,280,000 | $8K | 0.00% | DIR |
| 2650 | CURRENCY CONTRACT - BRL | 000000000 | Sep 2022 | -937,745 | $8K | 0.00% | DFE |
| 2651 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -627,351 | $8K | 0.00% | DFE |
| 2652 | OIS_CCP CAD RCV CORRA1D PAY 3% 01-JUN-2034 | 000000000 | Sep 2022 | 2,500,000 | $8K | 0.00% | DIR |
| 2653 | Federal National Mortgage Association | FNMA | Sep 2022 | 8,016 | $8K | 0.00% | ABS-MBS |
| 2654 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -8,303,048 | $8K | 0.00% | DFE |
| 2655 | Federal National Mortgage Association | FNMA | Sep 2022 | 8,923 | $8K | 0.00% | ABS-MBS |
| 2656 | OIS_CCP USD RCV SOFR1D PAY 3.775% 03-MAR-2036 | 000000000 | Sep 2022 | 1,300,000 | $8K | 0.00% | DIR |
| 2657 | Federal Home Loan Mortgage Corp. | FHLMC | Sep 2022 | 7,614 | $8K | 0.00% | ABS-MBS |
| 2658 | OIS_CCP USD RCV SOFR1D PAY 3.59507% 31-OCT-2030 | 000000000 | Sep 2022 | 6,500,000 | $8K | 0.00% | DIR |
| 2659 | Cwheq Inc | CWHEL | Sep 2022 | 7,699 | $8K | 0.00% | ABS-O |
| 2660 | CURRENCY CONTRACT - MXN | 000000000 | Sep 2022 | -251,824 | $7K | 0.00% | DFE |
| 2661 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -1,240,741 | $7K | 0.00% | DFE |
| 2662 | CURRENCY CONTRACT - BRL | 000000000 | Sep 2022 | -856,626 | $7K | 0.00% | DFE |
| 2663 | Federal National Mortgage Association | FNMA | Sep 2022 | 6,672 | $7K | 0.00% | ABS-O |
| 2664 | CURRENCY CONTRACT - MXN | 000000000 | Sep 2022 | -238,180 | $7K | 0.00% | DFE |
| 2665 | Federal Home Loan Mortgage Corp. | FHLMC | Sep 2022 | 6,999 | $7K | 0.00% | ABS-MBS |
| 2666 | Federal National Mortgage Association | FNMA | Sep 2022 | 7,369 | $7K | 0.00% | ABS-MBS |
| 2667 | Federal National Mortgage Association | FNMA | Sep 2022 | 7,472 | $7K | 0.00% | ABS-MBS |
| 2668 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -11,965,564 | $7K | 0.00% | DFE |
| 2669 | Federal National Mortgage Association | FNMA | Sep 2022 | 7,248 | $7K | 0.00% | ABS-MBS |
| 2670 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -52,266,114 | $7K | 0.00% | DFE |
| 2671 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -85,404,289 | $7K | 0.00% | DFE |
| 2672 | Federal National Mortgage Association | FNMA | Sep 2022 | 7,083 | $7K | 0.00% | ABS-MBS |
| 2673 | JP Morgan Mortgage Trust | JPMMT | Sep 2022 | 6,453 | $6K | 0.00% | ABS-O |
| 2674 | CURRENCY CONTRACT - MXN | 000000000 | Sep 2022 | -232,890 | $6K | 0.00% | DFE |
| 2675 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -42,947,844 | $6K | 0.00% | DFE |
| 2676 | Federal National Mortgage Association | FNMA | Sep 2022 | 6,418 | $6K | 0.00% | ABS-MBS |
| 2677 | CDS_SN_CCP DEVON ENERGY CORPORAT 1% 20260620 | 000000000 | Sep 2022 | 2,800,000 | $6K | 0.00% | DCR |
| 2678 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -12,907,897 | $6K | 0.00% | DFE |
| 2679 | OIS_CCP CAD RCV CORRA1D PAY 3% 01-JUN-2034 | 000000000 | Sep 2022 | 1,700,000 | $6K | 0.00% | DIR |
| 2680 | OIS_CCP CAD RCV CORRA1D PAY 3% 01-JUN-2034 | 000000000 | Sep 2022 | 1,700,000 | $6K | 0.00% | DIR |
| 2681 | OIS_CCP USD RCV SOFR1D PAY 4.07585% 15-FEB-2046 | 000000000 | Sep 2022 | 600,000 | $5K | 0.00% | DIR |
| 2682 | Peru (Republic Of) | PERU | Sep 2022 | 10,000 | $5K | 0.00% | DBT |
| 2683 | CURRENCY CONTRACT - BRL | 000000000 | Sep 2022 | -311,726 | $5K | 0.00% | DFE |
| 2684 | Federal National Mortgage Association | FNMA | Sep 2022 | 5,509 | $5K | 0.00% | ABS-MBS |
| 2685 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -53,972,969 | $5K | 0.00% | DFE |
| 2686 | Pilgrims Pride Corporation | PPC | Mar 2026 | 5,000 | $5K | 0.00% | DBT |
| 2687 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -698,004 | $5K | 0.00% | DFE |
| 2688 | Federal National Mortgage Association | FNMA | Sep 2022 | 5,042 | $5K | 0.00% | ABS-MBS |
| 2689 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -358,319,232 | $5K | 0.00% | DFE |
| 2690 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -210,000 | $5K | 0.00% | DFE |
| 2691 | CDS_SN_CCP VERIZON COMMUNICATION 1% 20281220 | 000000000 | Sep 2022 | 300,000 | $4K | 0.00% | DCR |
| 2692 | CDS_SN_CCP GENERAL ELECTRIC CO 2 1% 20260620 | 000000000 | Sep 2022 | 2,100,000 | $4K | 0.00% | DCR |
| 2693 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -1,805,000 | $4K | 0.00% | DFE |
| 2694 | Federal National Mortgage Association | FNMA | Sep 2022 | 4,226 | $4K | 0.00% | ABS-MBS |
| 2695 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -174,989,603 | $4K | 0.00% | DFE |
| 2696 | CDS_SN_CCP BOEING CO 2.6% 10/30/ 1% 20260620 | 000000000 | Sep 2022 | 2,400,000 | $4K | 0.00% | DCR |
| 2697 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -85,816,243 | $4K | 0.00% | DFE |
| 2698 | CURRENCY CONTRACT - MXN | 000000000 | Sep 2022 | -147,233 | $4K | 0.00% | DFE |
| 2699 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -86,531,315 | $4K | 0.00% | DFE |
| 2700 | Government National Mortgage Association | GNR | Sep 2022 | 4,084 | $4K | 0.00% | ABS-MBS |
| 2701 | CURRENCY CONTRACT - TRY | 000000000 | Sep 2022 | -165,750 | $4K | 0.00% | DFE |
| 2702 | Fnma Pass-Thru I | FN | Sep 2022 | 4,070 | $4K | 0.00% | ABS-MBS |
| 2703 | Federal National Mortgage Association | FNMA | Sep 2022 | 4,015 | $4K | 0.00% | ABS-MBS |
| 2704 | Government National Mortgage Association | GNR | Sep 2022 | 3,828 | $4K | 0.00% | ABS-MBS |
| 2705 | CURRENCY CONTRACT - MXN | 000000000 | Sep 2022 | -145,715 | $4K | 0.00% | DFE |
| 2706 | Federal National Mortgage Association | FNMA | Sep 2022 | 3,770 | $4K | 0.00% | ABS-MBS |
| 2707 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -1,572,758 | $4K | 0.00% | DFE |
| 2708 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -283,000 | $4K | 0.00% | DFE |
| 2709 | OIS_CCP USD RCV SOFR1D PAY 3.60089% 31-OCT-2030 | 000000000 | Sep 2022 | 4,100,000 | $4K | 0.00% | DIR |
| 2710 | SWO GBP RCV 3.4 PAY SONIA | 000000000 | Sep 2022 | 15,860,000 | $4K | 0.00% | DIR |
| 2711 | CDS_SN_CCP DEUTSCHE BANK AG FLT 1% 20300620 | 000000000 | Sep 2022 | 500,000 | $4K | 0.00% | DCR |
| 2712 | Federal Home Loan Mortgage Corp. | FHLMC | Sep 2022 | 3,709 | $4K | 0.00% | ABS-MBS |
| 2713 | Federal Home Loan Mortgage Corp. | FHLMC | Sep 2022 | 3,586 | $4K | 0.00% | ABS-MBS |
| 2714 | CURRENCY CONTRACT - NOK | 000000000 | Sep 2022 | -338,030 | $4K | 0.00% | DFE |
| 2715 | Federal National Mortgage Association | FNMA | Sep 2022 | 4,024 | $4K | 0.00% | ABS-MBS |
| 2716 | Federal National Mortgage Association | FNMA | Sep 2022 | 3,555 | $3K | 0.00% | ABS-MBS |
| 2717 | OIS_CCP USD RCV SOFR1D PAY 4.059328% 15-FEB-2056 | 000000000 | Sep 2022 | 400,000 | $3K | 0.00% | DIR |
| 2718 | OIS_CCP USD RCV SOFR1D PAY 3.54542% 31-OCT-2030 | 000000000 | Sep 2022 | 1,000,000 | $3K | 0.00% | DIR |
| 2719 | Government National Mortgage Association | GNR | Sep 2022 | 3,364 | $3K | 0.00% | ABS-MBS |
| 2720 | Federal Home Loan Mortgage Corp. | FHLMC | Sep 2022 | 3,191 | $3K | 0.00% | ABS-MBS |
| 2721 | OIS_CCP USD RCV SOFR1D PAY 4.065859% 15-FEB-2046 | 000000000 | Sep 2022 | 300,000 | $3K | 0.00% | DIR |
| 2722 | OIS_CCP CAD RCV 3.25% PAY CORRA1D 17-JUN-2036 | 000000000 | Sep 2022 | 5,630,000 | $3K | 0.00% | DIR |
| 2723 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -558,298 | $3K | 0.00% | DFE |
| 2724 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -24,554,161 | $3K | 0.00% | DFE |
| 2725 | Federal National Mortgage Association | FNMA | Sep 2022 | 3,002 | $3K | 0.00% | ABS-MBS |
| 2726 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -1,600,000 | $3K | 0.00% | DFE |
| 2727 | Meta Platforms Inc | META | Dec 2022 | 3,000 | $3K | 0.00% | DBT |
| 2728 | Federal Home Loan Mortgage Corp. | FHLMC | Sep 2022 | 2,696 | $3K | 0.00% | ABS-MBS |
| 2729 | Federal National Mortgage Association | FNMA | Sep 2022 | 2,760 | $3K | 0.00% | ABS-MBS |
| 2730 | CURRENCY CONTRACT - BRL | 000000000 | Sep 2022 | -229,294 | $3K | 0.00% | DFE |
| 2731 | Government National Mortgage Association | GNR | Sep 2022 | 2,615 | $3K | 0.00% | ABS-MBS |
| 2732 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -4,690,617 | $3K | 0.00% | DFE |
| 2733 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -6,349,915 | $3K | 0.00% | DFE |
| 2734 | CURRENCY CONTRACT - MXN | 000000000 | Sep 2022 | -93,208 | $3K | 0.00% | DFE |
| 2735 | Government National Mortgage Association | GNR | Sep 2022 | 2,508 | $3K | 0.00% | ABS-MBS |
| 2736 | FXO USDKRW PUT 1400 09072 | 000000000 | Sep 2022 | 847,384 | $3K | 0.00% | DFE |
| 2737 | OIS_CCP USD RCV SOFR1D PAY 3.99798% 15-NOV-2053 | 000000000 | Sep 2022 | 110,000 | $2K | 0.00% | DIR |
| 2738 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -8,303,048 | $2K | 0.00% | DFE |
| 2739 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -142,649 | $2K | 0.00% | DFE |
| 2740 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -4,391,000 | $2K | 0.00% | DFE |
| 2741 | Government National Mortgage Association | GNR | Sep 2022 | 2,168 | $2K | 0.00% | ABS-MBS |
| 2742 | FXO USDKRW PUT 1400 13072 | 000000000 | Sep 2022 | 691,358 | $2K | 0.00% | DFE |
| 2743 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -2,000,222 | $2K | 0.00% | DFE |
| 2744 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -467,000 | $2K | 0.00% | DFE |
| 2745 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -3,861,371,048 | $2K | 0.00% | DFE |
| 2746 | Government National Mortgage Association | GNR | Sep 2022 | 1,999 | $2K | 0.00% | ABS-MBS |
| 2747 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -11,976,303 | $2K | 0.00% | DFE |
| 2748 | Indymac Arm Trust | INARM | Sep 2022 | 1,967 | $2K | 0.00% | ABS-O |
| 2749 | Government National Mortgage Association | GNR | Sep 2022 | 1,858 | $2K | 0.00% | ABS-MBS |
| 2750 | Federal National Mortgage Association | FNMA | Sep 2022 | 1,927 | $2K | 0.00% | ABS-MBS |
| 2751 | Government National Mortgage Association | GNR | Sep 2022 | 1,900 | $2K | 0.00% | ABS-MBS |
| 2752 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -2,020,000 | $2K | 0.00% | DFE |
| 2753 | Government National Mortgage Association | GNR | Sep 2022 | 1,883 | $2K | 0.00% | ABS-MBS |
| 2754 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -5,359,000 | $2K | 0.00% | DFE |
| 2755 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -11,414,140 | $2K | 0.00% | DFE |
| 2756 | Washington Mutual Mortgage Pass-Through Certificates | WAMU | Sep 2022 | 1,908 | $2K | 0.00% | ABS-O |
| 2757 | CURRENCY CONTRACT - BRL | 000000000 | Sep 2022 | -114,761 | $2K | 0.00% | DFE |
| 2758 | CDS_SN_CCP MORGAN STANLEY 7.25% 1% 20260620 | 000000000 | Sep 2022 | 1,150,000 | $2K | 0.00% | DCR |
| 2759 | Impac CMB Trust | JPMCC | Sep 2022 | 1,650 | $2K | 0.00% | ABS-O |
| 2760 | Federal National Mortgage Association | FNMA | Sep 2022 | 1,640 | $2K | 0.00% | ABS-O |
| 2761 | Government National Mortgage Association | GNR | Sep 2022 | 1,689 | $2K | 0.00% | ABS-MBS |
| 2762 | OIS_CCP USD RCV SOFR1D PAY 3.6008% 31-OCT-2030 | 000000000 | Sep 2022 | 1,800,000 | $2K | 0.00% | DIR |
| 2763 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -959,402 | $2K | 0.00% | DFE |
| 2764 | SWO USD RCV SOFR 1D PAY 3 | 000000000 | Sep 2022 | 700,000 | $2K | 0.00% | DIR |
| 2765 | Government National Mortgage Association | GNR | Sep 2022 | 1,548 | $2K | 0.00% | ABS-MBS |
| 2766 | Government National Mortgage Association | GNR | Sep 2022 | 1,495 | $2K | 0.00% | ABS-MBS |
| 2767 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -1,505,808 | $1K | 0.00% | DFE |
| 2768 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -942,286 | $1K | 0.00% | DFE |
| 2769 | OIS_CCP USD RCV SOFR1D PAY 3.40694% 31-AUG-2030 | 000000000 | Sep 2022 | 220,000 | $1K | 0.00% | DIR |
| 2770 | Thornburg Mortgage Securities Trust 2006-5 | TMST | Sep 2022 | 1,488 | $1K | 0.00% | ABS-O |
| 2771 | Federal Home Loan Mortgage Corp. | FHLMC | Sep 2022 | 1,399 | $1K | 0.00% | ABS-MBS |
| 2772 | FXO USDKRW PUT 1400 09072 | 000000000 | Sep 2022 | 461,258 | $1K | 0.00% | DFE |
| 2773 | Federal National Mortgage Association | FNMA | Sep 2022 | 1,329 | $1K | 0.00% | ABS-MBS |
| 2774 | CURRENCY CONTRACT - TRY | 000000000 | Sep 2022 | -75,109 | $1K | 0.00% | DFE |
| 2775 | Government National Mortgage Association | GNR | Sep 2022 | 1,284 | $1K | 0.00% | ABS-MBS |
| 2776 | Government National Mortgage Association | GNR | Sep 2022 | 1,281 | $1K | 0.00% | ABS-O |
| 2777 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -1,590,000 | $1K | 0.00% | DFE |
| 2778 | CURRENCY CONTRACT - TRY | 000000000 | Sep 2022 | -53,559 | $1K | 0.00% | DFE |
| 2779 | Federal National Mortgage Association | FNMA | Sep 2022 | 1,189 | $1K | 0.00% | ABS-MBS |
| 2780 | CURRENCY CONTRACT - BRL | 000000000 | Sep 2022 | -114,998 | $1K | 0.00% | DFE |
| 2781 | Federal Home Loan Mortgage Corp. | FHLMC | Sep 2022 | 1,068 | $1K | 0.00% | ABS-MBS |
| 2782 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -3,600,426 | $1K | 0.00% | DFE |
| 2783 | Federal National Mortgage Association | FNMA | Sep 2022 | 59,427 | $1K | 0.00% | ABS-O |
| 2784 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -4,964,496 | $1K | 0.00% | DFE |
| 2785 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -251,409,881 | $1K | 0.00% | DFE |
| 2786 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -2,845,000 | $955 | 0.00% | DFE |
| 2787 | Washington Mutual Mortgage Pass-Through Certificates | WAMU | Sep 2022 | 963 | $952 | 0.00% | ABS-O |
| 2788 | Federal Home Loan Mortgage Corp. | FHLMC | Sep 2022 | 844 | $855 | 0.00% | ABS-MBS |
| 2789 | CURRENCY CONTRACT - INR | 000000000 | Sep 2022 | -917,812 | $814 | 0.00% | DFE |
| 2790 | Government National Mortgage Association | GNR | Sep 2022 | 811 | $813 | 0.00% | ABS-MBS |
| 2791 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -1,032,315 | $805 | 0.00% | DFE |
| 2792 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -543,000 | $791 | 0.00% | DFE |
| 2793 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -2,395,574 | $781 | 0.00% | DFE |
| 2794 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -8,199,144 | $780 | 0.00% | DFE |
| 2795 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -8,369,892 | $780 | 0.00% | DFE |
| 2796 | Federal Home Loan Mortgage Corp. | FHLMC | Sep 2022 | 760 | $771 | 0.00% | ABS-MBS |
| 2797 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -530,000 | $731 | 0.00% | DFE |
| 2798 | Government National Mortgage Association | GNR | Sep 2022 | 716 | $718 | 0.00% | ABS-MBS |
| 2799 | CURRENCY CONTRACT - INR | 000000000 | Sep 2022 | -910,324 | $710 | 0.00% | DFE |
| 2800 | Federal National Mortgage Association | FNMA | Sep 2022 | 695 | $706 | 0.00% | ABS-MBS |
| 2801 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -1,079,487 | $705 | 0.00% | DFE |
| 2802 | Federal Home Loan Mortgage Corp. | FHLMC | Sep 2022 | 659 | $663 | 0.00% | ABS-MBS |
| 2803 | Federal Home Loan Mortgage Corp. | FHLMC | Sep 2022 | 652 | $660 | 0.00% | ABS-MBS |
| 2804 | Federal Home Loan Mortgage Corp. | FHLMC | Sep 2022 | 609 | $626 | 0.00% | ABS-MBS |
| 2805 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -314,058 | $611 | 0.00% | DFE |
| 2806 | Federal National Mortgage Association | FNMA | Sep 2022 | 585 | $584 | 0.00% | ABS-MBS |
| 2807 | Federal National Mortgage Association | FNMA | Sep 2022 | 582 | $582 | 0.00% | ABS-MBS |
| 2808 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -164,782,591 | $572 | 0.00% | DFE |
| 2809 | Federal National Mortgage Association | FNMA | Sep 2022 | 571 | $566 | 0.00% | ABS-MBS |
| 2810 | First Brands (Trico Group) | TRICGR | Mar 2026 | 187,408 | $547 | 0.00% | LON |
| 2811 | Federal National Mortgage Association | FNMA | Sep 2022 | 549 | $545 | 0.00% | ABS-MBS |
| 2812 | CURRENCY CONTRACT - IDR | 000000000 | Sep 2022 | -330,227 | $545 | 0.00% | DFE |
| 2813 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -304,079 | $536 | 0.00% | DFE |
| 2814 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -1,702,807 | $525 | 0.00% | DFE |
| 2815 | Federal Home Loan Mortgage Corp. | FHLMC | Sep 2022 | 449 | $461 | 0.00% | ABS-MBS |
| 2816 | CDS_SN_CCP GOLDMAN SACHS GROUP I 1% 20260620 | 000000000 | Sep 2022 | 300,000 | $460 | 0.00% | DCR |
| 2817 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -3,011,000 | $455 | 0.00% | DFE |
| 2818 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -9,264,000 | $431 | 0.00% | DFE |
| 2819 | CURRENCY CONTRACT - CNH | 000000000 | Sep 2022 | -81,732 | $412 | 0.00% | DFE |
| 2820 | First Brands (Trico Group) | TRICGR | Mar 2026 | 128,593 | $375 | 0.00% | LON |
| 2821 | CURRENCY CONTRACT - TRY | 000000000 | Sep 2022 | -249,461 | $372 | 0.00% | DFE |
| 2822 | CURRENCY CONTRACT - TRY | 000000000 | Sep 2022 | -150,082 | $372 | 0.00% | DFE |
| 2823 | CURRENCY CONTRACT - CNH | 000000000 | Sep 2022 | -77,724 | $349 | 0.00% | DFE |
| 2824 | Federal Home Loan Mortgage Corp. | FHLMC | Sep 2022 | 330 | $339 | 0.00% | ABS-MBS |
| 2825 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -279,319 | $329 | 0.00% | DFE |
| 2826 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -2,497,329 | $321 | 0.00% | DFE |
| 2827 | Guidestone Funds | GMYXX | Sep 2022 | 312 | $312 | 0.00% | STIV |
| 2828 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -2,216,194 | $288 | 0.00% | DFE |
| 2829 | Federal National Mortgage Association | FNMA | Sep 2022 | 280 | $280 | 0.00% | ABS-MBS |
| 2830 | Bear Stearns Arm Trust | BSARM | Sep 2022 | 251 | $256 | 0.00% | ABS-O |
| 2831 | CURRENCY CONTRACT - IDR | 000000000 | Sep 2022 | -330,000 | $238 | 0.00% | DFE |
| 2832 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -17,634 | $217 | 0.00% | DFE |
| 2833 | CURRENCY CONTRACT - TWD | 000000000 | Sep 2022 | -78,439 | $188 | 0.00% | DFE |
| 2834 | Federal Home Loan Mortgage Corp. | FHLMC | Sep 2022 | 184 | $187 | 0.00% | ABS-MBS |
| 2835 | SWO EUR RCV 2.25 PAY EURI | 000000000 | Sep 2022 | 4,360,000 | $174 | 0.00% | DIR |
| 2836 | CURRENCY CONTRACT - CNH | 000000000 | Sep 2022 | -306,752 | $174 | 0.00% | DFE |
| 2837 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -11,240,683 | $172 | 0.00% | DFE |
| 2838 | CURRENCY CONTRACT - TRY | 000000000 | Sep 2022 | -75,041 | $153 | 0.00% | DFE |
| 2839 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -690,000 | $138 | 0.00% | DFE |
| 2840 | CURRENCY CONTRACT - CNH | 000000000 | Sep 2022 | -99,919 | $115 | 0.00% | DFE |
| 2841 | OIS_CCP USD RCV 3.5995% PAY SOFR1D 18-DEC-2028 | 000000000 | Sep 2022 | 13,000,000 | $110 | 0.00% | DIR |
| 2842 | CURRENCY CONTRACT - KRW | 000000000 | Sep 2022 | -81,791 | $106 | 0.00% | DFE |
| 2843 | CURRENCY CONTRACT - EUR | 000000000 | Sep 2022 | -56,616 | $61 | 0.00% | DFE |
| 2844 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -15,604 | $58 | 0.00% | DFE |
| 2845 | CURRENCY CONTRACT - IDR | 000000000 | Sep 2022 | -437,066 | $54 | 0.00% | DFE |
| 2846 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -34,238 | $50 | 0.00% | DFE |
| 2847 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -215,000 | $43 | 0.00% | DFE |
| 2848 | CURRENCY CONTRACT - TWD | 000000000 | Sep 2022 | -30,000 | $21 | 0.00% | DFE |
| 2849 | First Brands Group LLC | TRICGR | Mar 2026 | 3,129 | $12 | 0.00% | LON |
| 2850 | CURRENCY CONTRACT - BRL | 000000000 | Sep 2022 | -516 | $7 | 0.00% | DFE |
| 2851 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -1,000 | $6 | 0.00% | DFE |
| 2852 | Federal Home Loan Mortgage Corp. | FHLMC | Sep 2022 | 0 | $0 | 0.00% | ABS-MBS |
| 2853 | FXO USDJPY PUT 140 010426 | 000000000 | Sep 2022 | 2,980,000 | $0 | 0.00% | DFE |
| 2854 | FXODIG USDJPY PUT 123.5 1 | 000000000 | Sep 2022 | 617,000 | $0 | 0.00% | DFE |
| 2855 | Federal Home Loan Mortgage Corp. | FHLMC | Sep 2022 | 0 | $0 | 0.00% | ABS-MBS |
| 2856 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -14,665 | $-0 | 0.00% | DFE |
| 2857 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -2,743 | $-6 | 0.00% | DFE |
| 2858 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -124,262,270 | $-8 | 0.00% | DFE |
| 2859 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -15,002 | $-18 | -0.00% | DFE |
| 2860 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -1,905,031 | $-31 | -0.00% | DFE |
| 2861 | CURRENCY CONTRACT - IDR | 000000000 | Sep 2022 | -157,053 | $-35 | -0.00% | DFE |
| 2862 | CURRENCY CONTRACT - THB | 000000000 | Sep 2022 | -1,048 | $-40 | -0.00% | DFE |
| 2863 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -1,335,193 | $-46 | -0.00% | DFE |
| 2864 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -19,334 | $-55 | -0.00% | DFE |
| 2865 | CURRENCY CONTRACT - IDR | 000000000 | Sep 2022 | -440,000 | $-59 | -0.00% | DFE |
| 2866 | CURRENCY CONTRACT - EUR | 000000000 | Sep 2022 | -11,628 | $-62 | -0.00% | DFE |
| 2867 | CURRENCY CONTRACT - SGD | 000000000 | Sep 2022 | -12,226 | $-62 | -0.00% | DFE |
| 2868 | CURRENCY CONTRACT - CAD | 000000000 | Sep 2022 | -20,863 | $-62 | -0.00% | DFE |
| 2869 | CURRENCY CONTRACT - IDR | 000000000 | Sep 2022 | -11,993 | $-105 | -0.00% | DFE |
| 2870 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -186,000 | $-125 | -0.00% | DFE |
| 2871 | CURRENCY CONTRACT - ILS | 000000000 | Sep 2022 | -30,100 | $-138 | -0.00% | DFE |
| 2872 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -1,306,100 | $-150 | -0.00% | DFE |
| 2873 | CURRENCY CONTRACT - THB | 000000000 | Sep 2022 | -58,105 | $-157 | -0.00% | DFE |
| 2874 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -5,613,523,116 | $-185 | -0.00% | DFE |
| 2875 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -689,000 | $-198 | -0.00% | DFE |
| 2876 | CURRENCY CONTRACT - IDR | 000000000 | Sep 2022 | -16,716 | $-203 | -0.00% | DFE |
| 2877 | OIS_CCP USD RCV SOFR1D PAY 3.6233% 31-OCT-2030 | 000000000 | Sep 2022 | 1,800,000 | $-250 | -0.00% | DIR |
| 2878 | SWO EUR RCV EURIB 6M PAY | 000000000 | Sep 2022 | -1,010,000 | $-267 | -0.00% | DIR |
| 2879 | FXO USDJPY CALL 157.7 240 | 000000000 | Sep 2022 | -25,001 | $-289 | -0.00% | DFE |
| 2880 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -6,873,906 | $-302 | -0.00% | DFE |
| 2881 | FXO USDKRW PUT 1350 09072 | 000000000 | Sep 2022 | -461,258 | $-356 | -0.00% | DFE |
| 2882 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -610,791 | $-417 | -0.00% | DFE |
| 2883 | CURRENCY CONTRACT - KRW | 000000000 | Sep 2022 | -60,000 | $-420 | -0.00% | DFE |
| 2884 | CURRENCY CONTRACT - TWD | 000000000 | Sep 2022 | -80,000 | $-425 | -0.00% | DFE |
| 2885 | CURRENCY CONTRACT - KRW | 000000000 | Sep 2022 | -60,765 | $-457 | -0.00% | DFE |
| 2886 | CURRENCY CONTRACT - TWD | 000000000 | Sep 2022 | -90,000 | $-465 | -0.00% | DFE |
| 2887 | CURRENCY CONTRACT - KRW | 000000000 | Sep 2022 | -30,000 | $-481 | -0.00% | DFE |
| 2888 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -2,027,000 | $-485 | -0.00% | DFE |
| 2889 | OIS_CCP CAD RCV CORRA1D PAY 3% 01-JUN-2033 | 000000000 | Sep 2022 | 1,500,000 | $-514 | -0.00% | DIR |
| 2890 | CURRENCY CONTRACT - IDR | 000000000 | Sep 2022 | -70,095 | $-518 | -0.00% | DFE |
| 2891 | CURRENCY CONTRACT - IDR | 000000000 | Sep 2022 | -94,672 | $-518 | -0.00% | DFE |
| 2892 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -1,760,485 | $-559 | -0.00% | DFE |
| 2893 | CURRENCY CONTRACT - MXN | 000000000 | Sep 2022 | -263,859 | $-560 | -0.00% | DFE |
| 2894 | FXO USDKRW PUT 1350 13072 | 000000000 | Sep 2022 | -691,358 | $-563 | -0.00% | DFE |
| 2895 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -1,747,228 | $-607 | -0.00% | DFE |
| 2896 | FXO USDKRW PUT 1350 09072 | 000000000 | Sep 2022 | -847,384 | $-655 | -0.00% | DFE |
| 2897 | SWO USD RCV SOFR 1D PAY 3 | 000000000 | Sep 2022 | -700,000 | $-676 | -0.00% | DIR |
| 2898 | CURRENCY CONTRACT - ILS | 000000000 | Sep 2022 | -111,284 | $-681 | -0.00% | DFE |
| 2899 | CDS_SN SOFTBANK GROUP CORP 2 1% 20260620 | 000000000 | Sep 2022 | 500,000 | $-736 | -0.00% | DCR |
| 2900 | EUREXDEU | RXK6C | Sep 2022 | -6 | $-763 | -0.00% | DIR |
| 2901 | CURRENCY CONTRACT - TWD | 000000000 | Sep 2022 | -240,936 | $-781 | -0.00% | DFE |
| 2902 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -5,105,485 | $-784 | -0.00% | DFE |
| 2903 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -16,274,128 | $-822 | -0.00% | DFE |
| 2904 | CURRENCY CONTRACT - TWD | 000000000 | Sep 2022 | -410,000 | $-827 | -0.00% | DFE |
| 2905 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -2,643,331 | $-845 | -0.00% | DFE |
| 2906 | CURRENCY CONTRACT - CNH | 000000000 | Sep 2022 | -276,282 | $-861 | -0.00% | DFE |
| 2907 | CURRENCY CONTRACT - CNH | 000000000 | Sep 2022 | -163,656 | $-862 | -0.00% | DFE |
| 2908 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -2,597,847 | $-863 | -0.00% | DFE |
| 2909 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -21,213,659 | $-873 | -0.00% | DFE |
| 2910 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -419,095 | $-909 | -0.00% | DFE |
| 2911 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -2,619,309 | $-921 | -0.00% | DFE |
| 2912 | CURRENCY CONTRACT - TWD | 000000000 | Sep 2022 | -410,000 | $-1008 | -0.00% | DFE |
| 2913 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -1,525,000 | $-1057 | -0.00% | DFE |
| 2914 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -8,264,598 | $-1085 | -0.00% | DFE |
| 2915 | CURRENCY CONTRACT - PLN | 000000000 | Sep 2022 | -39,920 | $-1130 | -0.00% | DFE |
| 2916 | CURRENCY CONTRACT - PLN | 000000000 | Sep 2022 | -39,974 | $-1184 | -0.00% | DFE |
| 2917 | OIS_CCP USD RCV 3.6965% PAY SOFR1D 09-JUN-2028 | 000000000 | Sep 2022 | 800,000 | $-1187 | -0.00% | DIR |
| 2918 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -601,957 | $-1213 | -0.00% | DFE |
| 2919 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -3,448,434 | $-1223 | -0.00% | DFE |
| 2920 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -3,430,049 | $-1224 | -0.00% | DFE |
| 2921 | CURRENCY CONTRACT - IDR | 000000000 | Sep 2022 | -390,000 | $-1224 | -0.00% | DFE |
| 2922 | CURRENCY CONTRACT - TWD | 000000000 | Sep 2022 | -340,000 | $-1244 | -0.00% | DFE |
| 2923 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -3,490,117 | $-1245 | -0.00% | DFE |
| 2924 | CURRENCY CONTRACT - THB | 000000000 | Sep 2022 | -343,206 | $-1304 | -0.00% | DFE |
| 2925 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -473,094 | $-1334 | -0.00% | DFE |
| 2926 | CURRENCY CONTRACT - ILS | 000000000 | Sep 2022 | -138,444 | $-1385 | -0.00% | DFE |
| 2927 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -1,077,507 | $-1402 | -0.00% | DFE |
| 2928 | CURRENCY CONTRACT - NOK | 000000000 | Sep 2022 | -4,877,959 | $-1405 | -0.00% | DFE |
| 2929 | CURRENCY CONTRACT - MXN | 000000000 | Sep 2022 | -243,903 | $-1540 | -0.00% | DFE |
| 2930 | CALL MAY 26 T-NOTECALL MA | TYK6C | Sep 2022 | -11 | $-1547 | -0.00% | DIR |
| 2931 | OIS_CCP USD RCV SOFR1D PAY 3.87% 05-MAR-2035 | 000000000 | Sep 2022 | 300,000 | $-1617 | -0.00% | DIR |
| 2932 | CURRENCY CONTRACT - INR | 000000000 | Sep 2022 | -908,363 | $-1664 | -0.00% | DFE |
| 2933 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -247,000 | $-1689 | -0.00% | DFE |
| 2934 | CURRENCY CONTRACT - TWD | 000000000 | Sep 2022 | -497,080 | $-1723 | -0.00% | DFE |
| 2935 | CURRENCY CONTRACT - INR | 000000000 | Sep 2022 | -574,792 | $-1741 | -0.00% | DFE |
| 2936 | CURRENCY CONTRACT - PLN | 000000000 | Sep 2022 | -1,319,537 | $-1756 | -0.00% | DFE |
| 2937 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -604,217 | $-1887 | -0.00% | DFE |
| 2938 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -1,486,179 | $-1914 | -0.00% | DFE |
| 2939 | CURRENCY CONTRACT - IDR | 000000000 | Sep 2022 | -241,880 | $-2012 | -0.00% | DFE |
| 2940 | OIS_CCP EUR RCV 2% PAY ESTR1D 17-JUN-2028 | 000000000 | Sep 2022 | 150,000 | $-2071 | -0.00% | DIR |
| 2941 | CURRENCY CONTRACT - IDR | 000000000 | Sep 2022 | -429,378 | $-2072 | -0.00% | DFE |
| 2942 | OIS_CCP USD RCV SOFR1D PAY 3.89% 03-MAR-2035 | 000000000 | Sep 2022 | 300,000 | $-2077 | -0.00% | DIR |
| 2943 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -601,477 | $-2119 | -0.00% | DFE |
| 2944 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -100,744,979 | $-2154 | -0.00% | DFE |
| 2945 | CURRENCY CONTRACT - KRW | 000000000 | Sep 2022 | -97,500 | $-2163 | -0.00% | DFE |
| 2946 | CURRENCY CONTRACT - IDR | 000000000 | Sep 2022 | -180,443 | $-2198 | -0.00% | DFE |
| 2947 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -6,953,149 | $-2243 | -0.00% | DFE |
| 2948 | CURRENCY CONTRACT - GBP | 000000000 | Sep 2022 | -191,187 | $-2388 | -0.00% | DFE |
| 2949 | CURRENCY CONTRACT - IDR | 000000000 | Sep 2022 | -255,396 | $-2389 | -0.00% | DFE |
| 2950 | OIS_CCP USD RCV SOFR1D PAY 3.663788% 31-OCT-2030 | 000000000 | Sep 2022 | 1,200,000 | $-2414 | -0.00% | DIR |
| 2951 | IRS_CCP HUF RCV 6.25% PAY BUBOR6M 16-SEP-2028 | 000000000 | Sep 2022 | 42,620,000 | $-2427 | -0.00% | DIR |
| 2952 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -5,430,299 | $-2473 | -0.00% | DFE |
| 2953 | CURRENCY CONTRACT - KRW | 000000000 | Sep 2022 | -84,000 | $-2560 | -0.00% | DFE |
| 2954 | OIS_CCP USD RCV SOFR1D PAY 3.676657% 31-OCT-2030 | 000000000 | Sep 2022 | 1,000,000 | $-2607 | -0.00% | DIR |
| 2955 | CURRENCY CONTRACT - IDR | 000000000 | Sep 2022 | -457,705 | $-2721 | -0.00% | DFE |
| 2956 | OIS_CCP USD RCV SOFR1D PAY 3.874% 05-MAR-2035 | 000000000 | Sep 2022 | 500,000 | $-2848 | -0.00% | DIR |
| 2957 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -1,202,532 | $-2862 | -0.00% | DFE |
| 2958 | CURRENCY CONTRACT - INR | 000000000 | Sep 2022 | -117,859 | $-2872 | -0.00% | DFE |
| 2959 | CURRENCY CONTRACT - THB | 000000000 | Sep 2022 | -350,185 | $-2924 | -0.00% | DFE |
| 2960 | CURRENCY CONTRACT - THB | 000000000 | Sep 2022 | -367,440 | $-3023 | -0.00% | DFE |
| 2961 | SWO USD RCV SOFR 1D PAY 2 | 000000000 | Sep 2022 | -3,162,500 | $-3168 | -0.00% | DIR |
| 2962 | SWO USD RCV SOFR 1D PAY 2 | 000000000 | Sep 2022 | -3,162,500 | $-3168 | -0.00% | DIR |
| 2963 | CURRENCY CONTRACT - THB | 000000000 | Sep 2022 | -255,147 | $-3172 | -0.00% | DFE |
| 2964 | CURRENCY CONTRACT - IDR | 000000000 | Sep 2022 | -807,837 | $-3173 | -0.00% | DFE |
| 2965 | CURRENCY CONTRACT - INR | 000000000 | Sep 2022 | -459,237 | $-3255 | -0.00% | DFE |
| 2966 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -1,444,133 | $-3489 | -0.00% | DFE |
| 2967 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -3,307,913 | $-3536 | -0.00% | DFE |
| 2968 | CURRENCY CONTRACT - JPY | 000000000 | Sep 2022 | -211,256 | $-3601 | -0.00% | DFE |
| 2969 | CURRENCY CONTRACT - INR | 000000000 | Sep 2022 | -558,518 | $-3604 | -0.00% | DFE |
| 2970 | CURRENCY CONTRACT - INR | 000000000 | Sep 2022 | -2,091,126 | $-3654 | -0.00% | DFE |
| 2971 | SWO USD RCV SOFR 1D PAY 2 | 000000000 | Sep 2022 | -4,427,500 | $-3665 | -0.00% | DIR |
| 2972 | SWO USD RCV SOFR 1D PAY 2 | 000000000 | Sep 2022 | -4,427,500 | $-3665 | -0.00% | DIR |
| 2973 | CURRENCY CONTRACT - IDR | 000000000 | Sep 2022 | -570,000 | $-3858 | -0.00% | DFE |
| 2974 | PUT MAY 26 T-NOTE PUT MAY | TYK6P | Sep 2022 | -11 | $-3953 | -0.00% | DIR |
| 2975 | CURRENCY CONTRACT - MXN | 000000000 | Sep 2022 | -237,532 | $-4000 | -0.00% | DFE |
| 2976 | SWO USD RCV 3.9 PAY SOFR | 000000000 | Sep 2022 | -700,000 | $-4098 | -0.00% | DIR |
| 2977 | CURRENCY CONTRACT - PLN | 000000000 | Sep 2022 | -158,873 | $-4252 | -0.00% | DFE |
| 2978 | SWO USD RCV SOFR 1D PAY 2 | 000000000 | Sep 2022 | -5,060,000 | $-4614 | -0.00% | DIR |
| 2979 | SWO USD RCV SOFR 1D PAY 2 | 000000000 | Sep 2022 | -5,060,000 | $-4614 | -0.00% | DIR |
| 2980 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -1,641,237 | $-5124 | -0.00% | DFE |
| 2981 | SWO USD RCV SOFR 1D PAY 3 | 000000000 | Sep 2022 | -2,000,000 | $-5355 | -0.00% | DIR |
| 2982 | SWO GBP RCV SONIA 1D PAY | 000000000 | Sep 2022 | -3,690,000 | $-5471 | -0.00% | DIR |
| 2983 | CURRENCY CONTRACT - IDR | 000000000 | Sep 2022 | -622,349 | $-5594 | -0.00% | DFE |
| 2984 | SWO USD RCV 4.055 PAY SOF | 000000000 | Sep 2022 | -2,000,000 | $-5759 | -0.00% | DIR |
| 2985 | CURRENCY CONTRACT - INR | 000000000 | Sep 2022 | -207,776 | $-5811 | -0.00% | DFE |
| 2986 | CURRENCY CONTRACT - INR | 000000000 | Sep 2022 | -468,470 | $-5823 | -0.00% | DFE |
| 2987 | CURRENCY CONTRACT - ILS | 000000000 | Sep 2022 | -320,528 | $-5908 | -0.00% | DFE |
| 2988 | CURRENCY CONTRACT - JPY | 000000000 | Sep 2022 | -292,501 | $-5931 | -0.00% | DFE |
| 2989 | CURRENCY CONTRACT - MXN | 000000000 | Sep 2022 | -2,368,995 | $-6155 | -0.00% | DFE |
| 2990 | EUREXDEU | RXK6P | Sep 2022 | -6 | $-6311 | -0.00% | DIR |
| 2991 | CURRENCY CONTRACT - PLN | 000000000 | Sep 2022 | -214,162 | $-6333 | -0.00% | DFE |
| 2992 | CURRENCY CONTRACT - PLN | 000000000 | Sep 2022 | -210,325 | $-6452 | -0.00% | DFE |
| 2993 | OIS_CCP USD RCV SOFR1D PAY 3.691% 31-OCT-2030 | 000000000 | Sep 2022 | 2,000,000 | $-6542 | -0.00% | DIR |
| 2994 | CURRENCY CONTRACT - INR | 000000000 | Sep 2022 | -446,629 | $-7095 | -0.00% | DFE |
| 2995 | OPT. CBOE VO P 20 15/4/26 | VIX 260415 | Sep 2022 | -271 | $-7317 | -0.00% | DE |
| 2996 | CURRENCY CONTRACT - PLN | 000000000 | Sep 2022 | -289,151 | $-7345 | -0.00% | DFE |
| 2997 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -5,000,000 | $-7506 | -0.00% | DFE |
| 2998 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -4,100,000 | $-7790 | -0.00% | DFE |
| 2999 | CURRENCY CONTRACT - MXN | 000000000 | Sep 2022 | -217,657 | $-7917 | -0.00% | DFE |
| 3000 | CURRENCY CONTRACT - GBP | 000000000 | Sep 2022 | -838,492 | $-8177 | -0.00% | DFE |
| 3001 | OIS_CCP USD RCV SOFR1D PAY 3.7391% 31-OCT-2030 | 000000000 | Sep 2022 | 1,500,000 | $-8245 | -0.00% | DIR |
| 3002 | CURRENCY CONTRACT - INR | 000000000 | Sep 2022 | -330,455 | $-8593 | -0.00% | DFE |
| 3003 | CURRENCY CONTRACT - GBP | 000000000 | Sep 2022 | -1,028,029 | $-8857 | -0.00% | DFE |
| 3004 | CURRENCY CONTRACT - MXN | 000000000 | Sep 2022 | -235,369 | $-8948 | -0.00% | DFE |
| 3005 | OPT. CBOE VO C 50 15/4/26 | VIX 260415 | Sep 2022 | -271 | $-9214 | -0.00% | DE |
| 3006 | CURRENCY CONTRACT - INR | 000000000 | Sep 2022 | -606,824 | $-9730 | -0.00% | DFE |
| 3007 | CURRENCY CONTRACT - CHF | 000000000 | Sep 2022 | -588,853 | $-9813 | -0.00% | DFE |
| 3008 | CURRENCY CONTRACT - INR | 000000000 | Sep 2022 | -598,218 | $-10090 | -0.00% | DFE |
| 3009 | CDS_IX CDX.NA.HY.43 5% 20291220 | 000000000 | Sep 2022 | 150,000 | $-10278 | -0.00% | DCR |
| 3010 | SWO USD RCV 3.95 PAY SOFR | 000000000 | Sep 2022 | -3,672,000 | $-10616 | -0.00% | DIR |
| 3011 | SWO USD RCV 3.95 PAY SOFR | 000000000 | Sep 2022 | -3,665,000 | $-10637 | -0.00% | DIR |
| 3012 | SWO USD RCV 3.95 PAY SOFR | 000000000 | Sep 2022 | -3,680,000 | $-10639 | -0.00% | DIR |
| 3013 | SWO USD RCV 3.95 PAY SOFR | 000000000 | Sep 2022 | -3,680,000 | $-10639 | -0.00% | DIR |
| 3014 | SWO USD RCV SOFR 1D PAY 2 | 000000000 | Sep 2022 | -4,981,000 | $-11281 | -0.00% | DIR |
| 3015 | SWO USD RCV SOFR 1D PAY 2 | 000000000 | Sep 2022 | -4,981,000 | $-11281 | -0.00% | DIR |
| 3016 | SWO USD RCV SOFR 1D PAY 2 | 000000000 | Sep 2022 | -4,981,000 | $-11281 | -0.00% | DIR |
| 3017 | SWO USD RCV SOFR 1D PAY 2 | 000000000 | Sep 2022 | -4,982,000 | $-11284 | -0.00% | DIR |
| 3018 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -18,548,922 | $-11347 | -0.00% | DFE |
| 3019 | CURRENCY CONTRACT - AUD | 000000000 | Sep 2022 | -1,318,106 | $-12031 | -0.00% | DFE |
| 3020 | CURRENCY CONTRACT - PLN | 000000000 | Sep 2022 | -519,429 | $-12613 | -0.00% | DFE |
| 3021 | OIS_CCP JPY RCV 1.77125% PAY TONAR1D 26-JAN-2030 | 000000000 | Sep 2022 | 637,410,000 | $-12730 | -0.00% | DIR |
| 3022 | SWO USD RCV 3.71 PAY SOFR | 000000000 | Sep 2022 | -3,162,500 | $-12854 | -0.00% | DIR |
| 3023 | SWO USD RCV 3.71 PAY SOFR | 000000000 | Sep 2022 | -3,162,500 | $-12854 | -0.00% | DIR |
| 3024 | OIS_CCP USD RCV SOFR1D PAY 3.689% 31-OCT-2030 | 000000000 | Sep 2022 | 4,200,000 | $-13350 | -0.00% | DIR |
| 3025 | CURRENCY CONTRACT - PLN | 000000000 | Sep 2022 | -469,628 | $-13639 | -0.00% | DFE |
| 3026 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -6,700,000 | $-13745 | -0.00% | DFE |
| 3027 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -11,300,000 | $-13819 | -0.00% | DFE |
| 3028 | SWO USD RCV 3.95 PAY SOFR | 000000000 | Sep 2022 | -3,672,000 | $-13908 | -0.00% | DIR |
| 3029 | SWO USD RCV 3.95 PAY SOFR | 000000000 | Sep 2022 | -3,673,000 | $-13911 | -0.00% | DIR |
| 3030 | SWO USD RCV 3.95 PAY SOFR | 000000000 | Sep 2022 | -4,812,000 | $-14032 | -0.00% | DIR |
| 3031 | OIS_CCP USD RCV SOFR1D PAY 3.735147% 31-OCT-2030 | 000000000 | Sep 2022 | 2,700,000 | $-14347 | -0.00% | DIR |
| 3032 | CURRENCY CONTRACT - MXN | 000000000 | Sep 2022 | -400,701 | $-14468 | -0.00% | DFE |
| 3033 | OIS_CCP COP RCV COOVI1D PAY 11.25% 16-SEP-2036 | 000000000 | Sep 2022 | 5,027,280,000 | $-14577 | -0.00% | DIR |
| 3034 | OIS_CCP CLP RCV 4.75% PAY CAMAR1D 16-SEP-2028 | 000000000 | Sep 2022 | 2,573,130,000 | $-14860 | -0.00% | DIR |
| 3035 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -7,900,000 | $-15751 | -0.00% | DFE |
| 3036 | CURRENCY CONTRACT - SEK | 000000000 | Sep 2022 | -653,124 | $-16151 | -0.00% | DFE |
| 3037 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -2,473,741 | $-16578 | -0.00% | DFE |
| 3038 | OIS_CCP THB RCV 1.5% PAY THBRO1D 16-SEP-2031 | 000000000 | Sep 2022 | 37,390,000 | $-18104 | -0.00% | DIR |
| 3039 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -4,721,283 | $-18477 | -0.00% | DFE |
| 3040 | SWO USD RCV 3.95 PAY SOFR | 000000000 | Sep 2022 | -4,896,000 | $-18548 | -0.00% | DIR |
| 3041 | OPT. CBOE VO P 19 19/5/26 | VIX 260519 | Sep 2022 | -271 | $-18699 | -0.00% | DE |
| 3042 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -6,700,000 | $-18713 | -0.00% | DFE |
| 3043 | CURRENCY CONTRACT - EUR | 000000000 | Sep 2022 | -4,756,000 | $-19097 | -0.00% | DFE |
| 3044 | OIS_CCP USD RCV SOFR1D PAY 3.72186% 31-OCT-2030 | 000000000 | Sep 2022 | 4,100,000 | $-19265 | -0.00% | DIR |
| 3045 | CURRENCY CONTRACT - EUR | 000000000 | Sep 2022 | -3,877,000 | $-19912 | -0.00% | DFE |
| 3046 | CDS_IX CDX.NA.HY.43 5% 20291220 | 000000000 | Sep 2022 | 150,000 | $-19929 | -0.00% | DCR |
| 3047 | SWO USD RCV 3.64 PAY SOFR | 000000000 | Sep 2022 | -4,427,500 | $-20247 | -0.00% | DIR |
| 3048 | SWO USD RCV 3.64 PAY SOFR | 000000000 | Sep 2022 | -4,427,500 | $-20247 | -0.00% | DIR |
| 3049 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -7,100,000 | $-20324 | -0.00% | DFE |
| 3050 | CDS_IX CDX.NA.HY.43 5% 20291220 | 000000000 | Sep 2022 | 300,000 | $-20557 | -0.00% | DCR |
| 3051 | CDS_SN_CCP LLOYDS BANKING GROUP 1% 20301220 | 000000000 | Sep 2022 | 1,400,000 | $-20978 | -0.00% | DCR |
| 3052 | SWO USD RCV 3.685 PAY SOF | 000000000 | Sep 2022 | -5,060,000 | $-21221 | -0.00% | DIR |
| 3053 | SWO USD RCV 3.685 PAY SOF | 000000000 | Sep 2022 | -5,060,000 | $-21221 | -0.00% | DIR |
| 3054 | SWO USD RCV 3.95 PAY SOFR | 000000000 | Sep 2022 | -7,367,000 | $-21381 | -0.00% | DIR |
| 3055 | IRS_CCP ZAR RCV 7% PAY JIBAR3M 16-SEP-2031 | 000000000 | Sep 2022 | 10,860,000 | $-21869 | -0.00% | DIR |
| 3056 | SWO USD RCV 3.95 PAY SOFR | 000000000 | Sep 2022 | -6,121,000 | $-23189 | -0.00% | DIR |
| 3057 | SWO USD RCV 3.95 PAY SOFR | 000000000 | Sep 2022 | -6,121,000 | $-23189 | -0.00% | DIR |
| 3058 | SWO USD RCV 3.95 PAY SOFR | 000000000 | Sep 2022 | -6,121,000 | $-23189 | -0.00% | DIR |
| 3059 | SWO USD RCV 3.95 PAY SOFR | 000000000 | Sep 2022 | -6,121,000 | $-23189 | -0.00% | DIR |
| 3060 | CURRENCY CONTRACT - MXN | 000000000 | Sep 2022 | -692,980 | $-24471 | -0.00% | DFE |
| 3061 | CURRENCY CONTRACT - MXN | 000000000 | Sep 2022 | -1,994,954 | $-25050 | -0.00% | DFE |
| 3062 | OPT. CBOE VO C 50 19/5/26 | VIX 260519 | Sep 2022 | -271 | $-25745 | -0.00% | DE |
| 3063 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -5,800,000 | $-26560 | -0.00% | DFE |
| 3064 | CURRENCY CONTRACT - INR | 000000000 | Sep 2022 | -838,067 | $-26803 | -0.00% | DFE |
| 3065 | CURRENCY CONTRACT - INR | 000000000 | Sep 2022 | -847,801 | $-26936 | -0.00% | DFE |
| 3066 | OIS_CCP BRL RCV 11.5661% PAY BZDIO1D 04-JAN-2027 | 000000000 | Sep 2022 | 2,651,794 | $-27792 | -0.00% | DIR |
| 3067 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -11,820,348 | $-27916 | -0.00% | DFE |
| 3068 | SWO USD RCV 3.95 PAY SOFR | 000000000 | Sep 2022 | -9,849,000 | $-28473 | -0.00% | DIR |
| 3069 | CURRENCY CONTRACT - MXN | 000000000 | Sep 2022 | -862,566 | $-28682 | -0.00% | DFE |
| 3070 | CURRENCY CONTRACT - INR | 000000000 | Sep 2022 | -771,082 | $-29848 | -0.00% | DFE |
| 3071 | CURRENCY CONTRACT - INR | 000000000 | Sep 2022 | -767,559 | $-30445 | -0.00% | DFE |
| 3072 | CURRENCY CONTRACT - INR | 000000000 | Sep 2022 | -767,124 | $-30849 | -0.00% | DFE |
| 3073 | CURRENCY CONTRACT - INR | 000000000 | Sep 2022 | -769,263 | $-30959 | -0.00% | DFE |
| 3074 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -7,900,000 | $-31421 | -0.00% | DFE |
| 3075 | OIS_CCP USD RCV 2.873% PAY SOFR1D 22-JUL-2027 | 000000000 | Sep 2022 | 1,700,000 | $-31633 | -0.00% | DIR |
| 3076 | CDS_IX CDX.NA.HY.43 5% 20291220 | 000000000 | Sep 2022 | 480,000 | $-32891 | -0.00% | DCR |
| 3077 | CURRENCY CONTRACT - INR | 000000000 | Sep 2022 | -853,822 | $-33136 | -0.00% | DFE |
| 3078 | CURRENCY CONTRACT - PLN | 000000000 | Sep 2022 | -1,227,676 | $-33361 | -0.00% | DFE |
| 3079 | IRS_CCP NOK RCV 4.25% PAY NIBOR6M 17-JUN-2036 | 000000000 | Sep 2022 | 22,890,000 | $-33456 | -0.00% | DIR |
| 3080 | CURRENCY CONTRACT - MXN | 000000000 | Sep 2022 | -1,019,988 | $-33481 | -0.00% | DFE |
| 3081 | OIS_CCP MXN RCV 8% PAY MXIBTIEF1D 04-SEP-2036 | 000000000 | Sep 2022 | 14,150,000 | $-33579 | -0.00% | DIR |
| 3082 | CURRENCY CONTRACT - INR | 000000000 | Sep 2022 | -854,709 | $-33586 | -0.00% | DFE |
| 3083 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -6,900,000 | $-34337 | -0.00% | DFE |
| 3084 | OPT. 3 MONTH C 98 11/9/26 | SFRU6C | Sep 2022 | -430 | $-34938 | -0.00% | DIR |
| 3085 | CURRENCY CONTRACT - INR | 000000000 | Sep 2022 | -808,057 | $-34939 | -0.00% | DFE |
| 3086 | CURRENCY CONTRACT - MXN | 000000000 | Sep 2022 | -977,348 | $-35447 | -0.00% | DFE |
| 3087 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -13,100,000 | $-35545 | -0.00% | DFE |
| 3088 | IRS_CCP CZK RCV 4.25% PAY PRBOR6M 16-SEP-2036 | 000000000 | Sep 2022 | 27,750,000 | $-35907 | -0.00% | DIR |
| 3089 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -12,800,000 | $-37013 | -0.00% | DFE |
| 3090 | CDS_IX CDX.NA.HY.43 5% 20291220 | 000000000 | Sep 2022 | 300,000 | $-39857 | -0.00% | DCR |
| 3091 | IRS_CCP PLN RCV 4.5% PAY WIBOR6M 16-SEP-2036 | 000000000 | Sep 2022 | 4,490,000 | $-40539 | -0.00% | DIR |
| 3092 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -14,600,000 | $-40851 | -0.00% | DFE |
| 3093 | OIS_CCP BRL RCV 12.75% PAY BZDIO1D 02-JAN-2031 | 000000000 | Sep 2022 | 4,649,831 | $-41547 | -0.00% | DIR |
| 3094 | CURRENCY CONTRACT - INR | 000000000 | Sep 2022 | -2,096,790 | $-42024 | -0.00% | DFE |
| 3095 | OIS_CCP MXN RCV 7.75% PAY MXIBTIEF1D 11-SEP-2031 | 000000000 | Sep 2022 | 31,480,000 | $-42572 | -0.00% | DIR |
| 3096 | IRS_CCP CZK RCV 4% PAY PRBOR6M 16-SEP-2028 | 000000000 | Sep 2022 | 123,000,000 | $-43545 | -0.00% | DIR |
| 3097 | IRS_CCP EUR RCV 2.5% PAY EURIB6M 16-SEP-2031 | 000000000 | Sep 2022 | 1,900,000 | $-43909 | -0.00% | DIR |
| 3098 | CURRENCY CONTRACT - PLN | 000000000 | Sep 2022 | -2,118,759 | $-45510 | -0.00% | DFE |
| 3099 | CURRENCY CONTRACT - AUD | 000000000 | Sep 2022 | -1,925,000 | $-49907 | -0.00% | DFE |
| 3100 | OIS_CCP CHF RCV 0.5% PAY SARON1D 17-JUN-2036 | 000000000 | Sep 2022 | 6,220,000 | $-52069 | -0.00% | DIR |
| 3101 | CURRENCY CONTRACT - INR | 000000000 | Sep 2022 | -2,100,000 | $-52297 | -0.00% | DFE |
| 3102 | OPT. 3 MONTH C 98 12/3/27 | SFRH7C | Sep 2022 | -307 | $-53725 | -0.00% | DIR |
| 3103 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -14,200,000 | $-53771 | -0.00% | DFE |
| 3104 | CURRENCY CONTRACT - GBP | 000000000 | Sep 2022 | -4,843,000 | $-57940 | -0.00% | DFE |
| 3105 | IRS_CCP AUD RCV 5% PAY BBSW6M 17-JUN-2036 | 000000000 | Sep 2022 | 16,510,000 | $-59969 | -0.00% | DIR |
| 3106 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -18,700,000 | $-60138 | -0.00% | DFE |
| 3107 | CURRENCY CONTRACT - SGD | 000000000 | Sep 2022 | -9,382,684 | $-60571 | -0.00% | DFE |
| 3108 | CDS_IX CMBX.NA.AAA.17 0.5% 20561215 | 000000000 | Sep 2022 | 4,300,000 | $-60668 | -0.00% | DCR |
| 3109 | CDS_IX CDX.NA.HY.43 5% 20291220 | 000000000 | Sep 2022 | 480,000 | $-63771 | -0.00% | DCR |
| 3110 | FXO USDJPY CALL 157.7 240 | 000000000 | Sep 2022 | -5,526,999 | $-63975 | -0.00% | DFE |
| 3111 | OIS_CCP USD RCV 3.546% PAY SOFR1D 25-APR-2028 | 000000000 | Sep 2022 | 10,000,000 | $-70716 | -0.00% | DIR |
| 3112 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -14,100,000 | $-71032 | -0.00% | DFE |
| 3113 | CURRENCY CONTRACT - AUD | 000000000 | Sep 2022 | -1,939,000 | $-71599 | -0.00% | DFE |
| 3114 | IRS_CCP ZAR RCV 6.75% PAY JIBAR3M 16-SEP-2028 | 000000000 | Sep 2022 | 89,350,000 | $-72376 | -0.00% | DIR |
| 3115 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -5,800,000 | $-79327 | -0.00% | DFE |
| 3116 | IRS_CCP EUR RCV 1% PAY EURIB6M 18-MAY-2027 | 000000000 | Sep 2022 | 3,600,000 | $-80421 | -0.00% | DIR |
| 3117 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -4,900,000 | $-90302 | -0.00% | DFE |
| 3118 | Federal National Mortgage Association | FNMA | Mar 2026 | -100,000 | $-91477 | -0.00% | ABS-MBS |
| 3119 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -8,267,664 | $-91692 | -0.00% | DFE |
| 3120 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -13,711,036 | $-92343 | -0.00% | DFE |
| 3121 | OIS_CCP BRL RCV 13.25% PAY BZDIO1D 02-JAN-2029 | 000000000 | Sep 2022 | 17,253,949 | $-92941 | -0.00% | DIR |
| 3122 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -4,900,000 | $-99058 | -0.00% | DFE |
| 3123 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -35,490,597 | $-109146 | -0.00% | DFE |
| 3124 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -7,100,000 | $-109819 | -0.00% | DFE |
| 3125 | OIS_CCP MXN RCV 7.25% PAY MXIBTIEF1D 14-SEP-2028 | 000000000 | Sep 2022 | 161,780,000 | $-119026 | -0.00% | DIR |
| 3126 | CURRENCY CONTRACT - CAD | 000000000 | Sep 2022 | -4,807,072 | $-121042 | -0.00% | DFE |
| 3127 | OIS_CCP USD RCV SOFR1D PAY 3.75% 18-DEC-2029 | 000000000 | Sep 2022 | 20,800,000 | $-124808 | -0.00% | DIR |
| 3128 | OIS_CCP USD RCV SOFR1D PAY 3.75% 15-MAY-2032 | 000000000 | Sep 2022 | 40,800,000 | $-139691 | -0.00% | DIR |
| 3129 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -7,900,000 | $-140645 | -0.00% | DFE |
| 3130 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -32,456,400 | $-158180 | -0.00% | DFE |
| 3131 | CURRENCY CONTRACT - CAD | 000000000 | Sep 2022 | -9,702,000 | $-178225 | -0.00% | DFE |
| 3132 | IRS_CCP AUD RCV 4.75% PAY BBSW6M 17-JUN-2031 | 000000000 | Sep 2022 | 51,740,000 | $-238766 | -0.01% | DIR |
| 3133 | IRS_CCP NZD RCV 4% PAY BBR3M 17-JUN-2036 | 000000000 | Sep 2022 | 13,120,000 | $-256301 | -0.01% | DIR |
| 3134 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -14,400,000 | $-261332 | -0.01% | DFE |
| 3135 | OIS_CCP CAD RCV CORRA1D PAY 3.5% 01-JUN-2032 | 000000000 | Sep 2022 | 11,000,000 | $-270906 | -0.01% | DIR |
| 3136 | OIS_CCP GBP RCV 4% PAY SONIA1D 17-JUN-2031 | 000000000 | Sep 2022 | 23,180,000 | $-308939 | -0.01% | DIR |
| 3137 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -24,900,000 | $-332374 | -0.01% | DFE |
| 3138 | OIS_CCP JPY RCV 2% PAY TONAR1D 18-JUN-2055 | 000000000 | Sep 2022 | 280,000,000 | $-339989 | -0.01% | DIR |
| 3139 | OIS_CCP JPY RCV 2.5% PAY TONAR1D 17-JUN-2056 | 000000000 | Sep 2022 | 520,000,000 | $-365921 | -0.01% | DIR |
| 3140 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -19,500,000 | $-382914 | -0.01% | DFE |
| 3141 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -19,500,000 | $-393976 | -0.01% | DFE |
| 3142 | OIS_CCP USD RCV 3.379352% PAY SOFR1D 31-AUG-2031 | 000000000 | Sep 2022 | 41,160,000 | $-454303 | -0.01% | DIR |
| 3143 | IRS_CCP NZD RCV 3.75% PAY BBR3M 17-JUN-2031 | 000000000 | Sep 2022 | 61,440,000 | $-533633 | -0.01% | DIR |
| 3144 | OIS_CCP JPY RCV 1.5% PAY TONAR1D 17-JUN-2036 | 000000000 | Sep 2022 | 1,365,000,000 | $-540797 | -0.01% | DIR |
| 3145 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -41,600,000 | $-544663 | -0.01% | DFE |
| 3146 | IRS_CCP AUD RCV 4.5% PAY BBSW6M 18-JUN-2035 | 000000000 | Sep 2022 | 21,300,000 | $-555803 | -0.02% | DIR |
| 3147 | OIS_CCP GBP RCV 3.5% PAY SONIA1D 18-MAR-2031 | 000000000 | Sep 2022 | 16,950,000 | $-701334 | -0.02% | DIR |
| 3148 | OIS_CCP GBP RCV 3.75% PAY SONIA1D 17-JUN-2028 | 000000000 | Sep 2022 | 55,800,000 | $-741109 | -0.02% | DIR |
| 3149 | Government National Mortgage Association | GNR | Mar 2026 | -1,000,000 | $-917368 | -0.03% | ABS-MBS |
| 3150 | Government National Mortgage Association | GNR | Mar 2026 | -1,000,000 | $-936889 | -0.03% | ABS-MBS |
| 3151 | Federal National Mortgage Association | FNMA | Mar 2026 | -1,000,000 | $-1019484 | -0.03% | ABS-MBS |
| 3152 | IRS_CCP EUR RCV 2.5% PAY EURIB6M 17-JUN-2031 | 000000000 | Sep 2022 | 46,060,000 | $-1019889 | -0.03% | DIR |
| 3153 | CBOT | WNM6 | Sep 2022 | -9 | $-1049062 | -0.03% | DIR |
| 3154 | OIS_CCP BRL RCV 11.49576% PAY BZDIO1D 04-JAN-2027 | 000000000 | Sep 2022 | 100,993,978 | $-1095062 | -0.03% | DIR |
| 3155 | IRS_CCP EUR RCV 2.75% PAY EURIB6M 16-SEP-2036 | 000000000 | Sep 2022 | 30,730,000 | $-1100650 | -0.03% | DIR |
| 3156 | OIS_CCP JPY RCV 2.16% PAY TONAR1D 02-AUG-2044 | 000000000 | Sep 2022 | 3,508,386,457 | $-1203067 | -0.03% | DIR |
| 3157 | Government National Mortgage Association | GNR | Mar 2026 | -2,000,000 | $-1785812 | -0.05% | ABS-MBS |
| 3158 | OIS_CCP EUR RCV 2% PAY ESTR1D 10-SEP-2028 | 000000000 | Sep 2022 | 340,825,543 | $-2237869 | -0.06% | DIR |
| 3159 | TOKYOEX | JBM6 | Sep 2022 | -12 | $-9852998 | -0.27% | DIR |
| 3160 | CBOT | UXYM6 | Sep 2022 | -147 | $-16686797 | -0.46% | DIR |
| 3161 | EUREXDEU | RXM6 | Sep 2022 | -179 | $-25942836 | -0.71% | DIR |
| 3162 | CBOT | UXYM6 | Sep 2022 | -246 | $-27924844 | -0.77% | DIR |
| 3163 | CME | SFRZ6 | Sep 2022 | -151 | $-36377788 | -1.00% | DIR |
| 3164 | CBOT | UXYM6 | Sep 2022 | -560 | $-63568750 | -1.74% | DIR |