Holdings (Monthly)
Guide ↗
Medium-Duration Bond Fund
· GuideStone Funds| # | Name | Ticker | Since | Shares | Shares Δ | Value | Val Δ% | % Port | Cat |
|---|---|---|---|---|---|---|---|---|---|
| 1 | BTOPN DBSI/FIXE TO 02/0 | 77799JUN9 | Jun 2026 | 250,000,000 | NEW | $250.0M | — | 6.51% | RA |
| 2 | Chicago Board of Trade | FVU6 | Sep 2022 | 1,737 | NEW | $185.9M | — | 4.84% | DIR |
| 3 | Chicago Board of Trade | FVU6 | Sep 2022 | 1,258 | NEW | $134.7M | — | 3.51% | DIR |
| 4 | Chicago Board of Trade | TUU6 | Sep 2022 | 617 | NEW | $127.2M | — | 3.31% | DIR |
| 5 | BTOPN CITIGROUP TO 01/0 | 77799JUN9 | Jun 2026 | 112,600,000 | NEW | $112.6M | — | 2.93% | RA |
| 6 | ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION | ERZ6 | Sep 2022 | 400 | NEW | $111.3M | — | 2.90% | DIR |
| 7 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | FNMA | Jun 2026 | 93,200,000 | NEW | $89.2M | — | 2.32% | ABS-MBS |
| 8 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | FNMA | Jun 2026 | 82,208,964 | NEW | $85.0M | — | 2.21% | ABS-MBS |
| 9 | Chicago Board of Trade | TUU6 | Sep 2022 | 399 | NEW | $82.2M | — | 2.14% | DIR |
| 10 | UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT | B | Jun 2026 | 80,090,000 | NEW | $79.7M | — | 2.08% | DBT |
| 11 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | FNMA | Jun 2026 | 80,800,000 | NEW | $79.3M | — | 2.07% | ABS-MBS |
| 12 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | FNMA | Jun 2026 | 72,200,000 | NEW | $72.3M | — | 1.88% | ABS-MBS |
| 13 | Chicago Board of Trade | WNU6 | Sep 2022 | 613 | NEW | $71.2M | — | 1.85% | DIR |
| 14 | Chicago Board of Trade | TUU6 | Sep 2022 | 337 | NEW | $69.5M | — | 1.81% | DIR |
| 15 | EUREX DEUTSCHLAND | OEU6 | Sep 2022 | 492 | NEW | $64.9M | — | 1.69% | DIR |
| 16 | ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION | SFIH7 | Sep 2022 | 197 | NEW | $62.7M | — | 1.63% | DIR |
| 17 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | FNMA | Jun 2026 | 56,330,000 | NEW | $52.6M | — | 1.37% | ABS-MBS |
| 18 | Chicago Board of Trade | TYU6 | Sep 2022 | 466 | NEW | $51.2M | — | 1.33% | DIR |
| 19 | Chicago Board of Trade | USU6 | Sep 2022 | 420 | NEW | $47.7M | — | 1.24% | DIR |
| 20 | ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION | SFIZ6 | Sep 2022 | 141 | NEW | $44.9M | — | 1.17% | DIR |
| 21 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | FNMA | Jun 2026 | 44,000,000 | NEW | $44.1M | — | 1.15% | ABS-MBS |
| 22 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | FNMA | Jun 2026 | 43,200,000 | NEW | $44.0M | — | 1.15% | ABS-MBS |
| 23 | EUREX DEUTSCHLAND | DUU6 | Sep 2022 | 361 | NEW | $43.7M | — | 1.14% | DIR |
| 24 | ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION | G U6 | Sep 2022 | 304 | NEW | $36.0M | — | 0.94% | DIR |
| 25 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | FNMA | Jun 2026 | 35,000,000 | NEW | $35.8M | — | 0.93% | ABS-MBS |
| 26 | CHICAGO MERCANTILE EXCHANGE | SFRM6 | Sep 2022 | 116 | NEW | $27.9M | — | 0.73% | DIR |
| 27 | UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT | T | Jun 2026 | 27,987,000 | NEW | $27.9M | — | 0.73% | DBT |
| 28 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | FNMA | Jun 2026 | 33,160,000 | NEW | $27.7M | — | 0.72% | ABS-MBS |
| 29 | Chicago Board of Trade | WNU6 | Sep 2022 | 231 | NEW | $26.8M | — | 0.70% | DIR |
| 30 | ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION | SFIM7 | Sep 2022 | 80 | NEW | $25.5M | — | 0.66% | DIR |
| 31 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | FNMA | Jun 2026 | 24,000,000 | NEW | $24.8M | — | 0.65% | ABS-MBS |
| 32 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | GNR | Jun 2026 | 24,000,000 | NEW | $24.5M | — | 0.64% | ABS-MBS |
| 33 | Chicago Board of Trade | TUU6 | Sep 2022 | 118 | NEW | $24.3M | — | 0.63% | DIR |
| 34 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | FNMA | Jun 2026 | 25,000,000 | NEW | $24.0M | — | 0.62% | ABS-MBS |
| 35 | GUIDESTONE FUNDS | GMYXX | Sep 2022 | 23,092,248 | NEW | $23.1M | — | 0.60% | STIV |
| 36 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | FNMA | Jun 2026 | 27,000,000 | NEW | $22.6M | — | 0.59% | ABS-MBS |
| 37 | UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT | T | Jun 2026 | 21,780,000 | NEW | $21.6M | — | 0.56% | DBT |
| 38 | UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT | T | Jun 2026 | 20,030,000 | NEW | $20.2M | — | 0.53% | DBT |
| 39 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | FNMA | Jun 2026 | 25,000,000 | NEW | $20.0M | — | 0.52% | ABS-MBS |
| 40 | BRAZIL, FEDERATIVE REPUBLIC OF - SECRETARIA DO TESOURO NACIONAL | BLTN | Jun 2026 | 106,871,000 | NEW | $18.8M | — | 0.49% | DBT |
| 41 | UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT | T | Jun 2026 | 17,800,000 | NEW | $17.7M | — | 0.46% | DBT |
| 42 | Chicago Board of Trade | WNU6 | Sep 2022 | 143 | NEW | $16.6M | — | 0.43% | DIR |
| 43 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | FNMA | Jun 2026 | 17,755,000 | NEW | $15.5M | — | 0.40% | ABS-MBS |
| 44 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | FNMA | Jun 2026 | 15,000,000 | NEW | $14.8M | — | 0.39% | ABS-MBS |
| 45 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | GNR | Jun 2026 | 14,000,000 | NEW | $14.1M | — | 0.37% | ABS-MBS |
| 46 | UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT | T | Mar 2026 | 14,597,000 | NEW | $14.0M | — | 0.36% | DBT |
| 47 | GUIDESTONE FUNDS | GMYXX | Sep 2022 | 12,714,459 | NEW | $12.7M | — | 0.33% | STIV |
| 48 | RD MICHIGAN PROPERTY OWNER I LLC | RDMICH | Jun 2026 | 12,000,000 | NEW | $12.0M | — | 0.31% | DBT |
| 49 | PLACEHOLD PROJECT CASHMER | 000000000 | Sep 2022 | 16,900,000 | NEW | $11.7M | — | 0.30% | LON |
| 50 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | FNMA | Jun 2026 | 11,621,543 | NEW | $11.4M | — | 0.30% | ABS-MBS |
| 51 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | FNMA | Jun 2026 | 12,000,000 | NEW | $11.2M | — | 0.29% | ABS-MBS |
| 52 | Chicago Board of Trade | USU6 | Sep 2022 | 97 | NEW | $11.0M | — | 0.29% | DIR |
| 53 | UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT | T | Jun 2026 | 10,697,000 | NEW | $10.5M | — | 0.27% | DBT |
| 54 | Northern Institutional Funds | 665279105 | Sep 2022 | 10,267,560 | NEW | $10.3M | — | 0.27% | STIV |
| 55 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | FNMA | Jun 2026 | 9,070,000 | NEW | $9.1M | — | 0.24% | ABS-MBS |
| 56 | PALMER SQUARE EURP. C FRN | BCC3W9B15 | Jun 2026 | 7,800,000 | NEW | $8.9M | — | 0.23% | DBT |
| 57 | Chicago Board of Trade | FVU6 | Sep 2022 | 76 | NEW | $8.1M | — | 0.21% | DIR |
| 58 | KKR CLO 32 LTD | KKR | Jun 2026 | 8,050,000 | NEW | $8.1M | — | 0.21% | ABS-CBDO |
| 59 | EUREX DEUTSCHLAND | UBU6 | Sep 2022 | 63 | NEW | $8.0M | — | 0.21% | DIR |
| 60 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | GNR | Jun 2026 | 9,000,000 | NEW | $7.7M | — | 0.20% | ABS-MBS |
| 61 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | GNR | Jun 2026 | 8,000,000 | NEW | $7.7M | — | 0.20% | ABS-MBS |
| 62 | ARES XLI CLO LTD | ARES | Jun 2026 | 6,360,000 | NEW | $6.4M | — | 0.17% | ABS-CBDO |
| 63 | Chicago Board of Trade | FVU6 | Sep 2022 | 59 | NEW | $6.3M | — | 0.16% | DIR |
| 64 | CARLYLE US CLO 2026-1 LTD | CGMS | Jun 2026 | 6,025,000 | NEW | $6.0M | — | 0.16% | ABS-CBDO |
| 65 | Northern Institutional Funds | 665279105 | Sep 2022 | 5,931,800 | NEW | $5.9M | — | 0.15% | STIV |
| 66 | Chicago Board of Trade | TUU6 | Sep 2022 | 28 | NEW | $5.8M | — | 0.15% | DIR |
| 67 | SPACE EXPLORATION TECHNOLOGIES CORP | SPCX | Jun 2026 | 5,585,000 | NEW | $5.5M | — | 0.14% | DBT |
| 68 | BIRCH GROVE CLO 8 LTD | BGCLO | Jun 2026 | 5,200,000 | NEW | $5.2M | — | 0.14% | ABS-CBDO |
| 69 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | GNR | Jun 2026 | 5,000,000 | NEW | $5.2M | — | 0.13% | ABS-MBS |
| 70 | OIS_CCP JPY RCV TONAR1D PAY 1.5% 16-SEP-2031 | 000000000 | Sep 2022 | 35,575,000,000 | NEW | $5.2M | — | 0.13% | DIR |
| 71 | Northern Institutional Funds | 665279105 | Sep 2022 | 5,158,610 | NEW | $5.2M | — | 0.13% | STIV |
| 72 | Chicago Board of Trade | FVU6 | Sep 2022 | 48 | NEW | $5.1M | — | 0.13% | DIR |
| 73 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | GNR | Jun 2026 | 5,000,000 | NEW | $5.1M | — | 0.13% | ABS-MBS |
| 74 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | GNR | Jun 2026 | 6,000,000 | NEW | $4.9M | — | 0.13% | ABS-MBS |
| 75 | QTS FAYETTEVILLE I DC1-2 LLC / QTS TRS FAYETTEVILLE I DCI-2 LLC | QTSQST | Jun 2026 | 5,110,000 | NEW | $4.9M | — | 0.13% | DBT |
| 76 | BX TRUST 2026-PNDA | BX | Jun 2026 | 4,800,000 | NEW | $4.8M | — | 0.13% | ABS-O |
| 77 | BEIGNET INVESTOR LLC | RPLDCI | Mar 2026 | 4,703,000 | NEW | $4.8M | — | 0.12% | DBT |
| 78 | NYC COMMERCIAL MORTGAGE TRUST 2021-909 | NYC | Jun 2026 | 4,800,000 | NEW | $4.8M | — | 0.12% | ABS-O |
| 79 | UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT | T | Sep 2022 | 6,800,000 | NEW | $4.7M | — | 0.12% | DBT |
| 80 | MANHATTAN WEST 2026-2MW MTG TR | MNW | Jun 2026 | 4,600,000 | NEW | $4.7M | — | 0.12% | ABS-O |
| 81 | ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION | G U6 | Sep 2022 | 36 | NEW | $4.3M | — | 0.11% | DIR |
| 82 | JAPAN, GOVERNMENT OF - MINISTRY OF FINANCE | JGB | Jun 2026 | 708,350,000 | NEW | $4.2M | — | 0.11% | DBT |
| 83 | CDS_IX_CCP CDX.NA.IG.45 1% 20301220 | 000000000 | Sep 2022 | 180,035,836 | NEW | $3.9M | — | 0.10% | DCR |
| 84 | Medline Industries | MEDIND | Jun 2026 | 3,897,232 | NEW | $3.9M | — | 0.10% | LON |
| 85 | SUMITOMO MITSUI FINANCIAL GROUP INC | SUMIBK | Jun 2026 | 3,700,000 | NEW | $3.7M | — | 0.10% | DBT |
| 86 | THE MONTREAL EXCHANGE / BOURSE DE MONTREAL | CNU6 | Sep 2022 | 43 | NEW | $3.7M | — | 0.10% | DIR |
| 87 | HOUSTON GALLERIA MALL TRUST 2025-HGLR | HGMT | Jun 2026 | 3,550,000 | NEW | $3.6M | — | 0.09% | ABS-O |
| 88 | FEDERAL HOME LOAN MORTGAGE CORP | FHLMC | Jun 2026 | 4,176,056 | NEW | $3.5M | — | 0.09% | ABS-MBS |
| 89 | UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT | T | Mar 2026 | 3,500,000 | NEW | $3.5M | — | 0.09% | DBT |
| 90 | 720 EAST CLO IV LTD | NWML | Jun 2026 | 3,450,000 | NEW | $3.5M | — | 0.09% | ABS-CBDO |
| 91 | ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE | ROMANI | Jun 2026 | 3,348,000 | NEW | $3.2M | — | 0.08% | DBT |
| 92 | MFA 2025-NQM1 TRUST | MFRA | Jun 2026 | 3,108,300 | NEW | $3.1M | — | 0.08% | ABS-O |
| 93 | BANK OF AMERICA CORP | BAC | Jun 2026 | 3,040,000 | NEW | $3.0M | — | 0.08% | DBT |
| 94 | KEYCORP | KEY | Jun 2026 | 3,020,000 | NEW | $3.0M | — | 0.08% | DBT |
| 95 | Chicago Board of Trade | USU6 | Sep 2022 | 26 | NEW | $3.0M | — | 0.08% | DIR |
| 96 | Warner Bros. Discovery | WBD | Jun 2026 | 2,942,308 | NEW | $2.9M | — | 0.08% | LON |
| 97 | OIS_CCP USD RCV SOFR1D PAY 3% 16-SEP-2028 | 000000000 | Sep 2022 | 153,920,000 | NEW | $2.9M | — | 0.08% | DIR |
| 98 | BLACK PEARL COMPUTE LLC | BLKPRL | Jun 2026 | 2,875,000 | NEW | $2.9M | — | 0.08% | DBT |
| 99 | SALESFORCE INC | CRM | Mar 2026 | 2,910,000 | NEW | $2.9M | — | 0.08% | DBT |
| 100 | FORD MOTOR CREDIT COMPANY LLC | F | Mar 2026 | 2,900,000 | NEW | $2.9M | — | 0.07% | DBT |
| 101 | BANK OF AMERICA CORP | BAC | Jun 2026 | 2,900,000 | NEW | $2.9M | — | 0.07% | DBT |
| 102 | ANGEL OAK MORTGAGE TRUST 2025-12 | AOMT | Jun 2026 | 2,855,033 | NEW | $2.8M | — | 0.07% | ABS-O |
| 103 | CHASE HOME LENDING MORTGAGE TRUST 2026-4 | CHASE | Jun 2026 | 2,743,036 | NEW | $2.8M | — | 0.07% | ABS-O |
| 104 | MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2026-NQM3 | MSRM | Jun 2026 | 2,742,995 | NEW | $2.7M | — | 0.07% | ABS-O |
| 105 | EAGLE FUNDING LUXCO SARL | MEX | Mar 2026 | 2,710,000 | NEW | $2.7M | — | 0.07% | DBT |
| 106 | UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT | T | Jun 2026 | 2,940,000 | NEW | $2.7M | — | 0.07% | DBT |
| 107 | BANK5 2026-5YR20 | BANK5 | Jun 2026 | 2,550,000 | NEW | $2.6M | — | 0.07% | ABS-O |
| 108 | ANGEL OAK MORTGAGE TRUST 2025-12 | AOMT | Jun 2026 | 2,621,014 | NEW | $2.6M | — | 0.07% | ABS-O |
| 109 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | FNMA | Jun 2026 | 3,240,000 | NEW | $2.6M | — | 0.07% | ABS-MBS |
| 110 | MORGAN STANLEY | MS | Jun 2026 | 2,600,000 | NEW | $2.6M | — | 0.07% | DBT |
| 111 | Federal Home Loan Mortgage Corp. | FHLMC | Jun 2026 | 2,500,000 | NEW | $2.5M | — | 0.07% | ABS-O |
| 112 | NYC COMMERCIAL MORTGAGE TRUST 2021-909 | NYC | Jun 2026 | 2,500,000 | NEW | $2.5M | — | 0.06% | ABS-O |
| 113 | JW COMMERCIAL MORTGAGE TRUST 2024-MRCO | JW | Jun 2026 | 2,440,000 | NEW | $2.4M | — | 0.06% | ABS-O |
| 114 | PALMER SQUARE BDC CLO 2026-1 LTD | PSBDC | Jun 2026 | 2,445,000 | NEW | $2.4M | — | 0.06% | ABS-CBDO |
| 115 | GUIDESTONE FUNDS | GMYXX | Sep 2022 | 2,427,011 | NEW | $2.4M | — | 0.06% | STIV |
| 116 | Chicago Board of Trade | TYU6 | Sep 2022 | 22 | NEW | $2.4M | — | 0.06% | DIR |
| 117 | UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT | T | Sep 2022 | 3,380,000 | NEW | $2.4M | — | 0.06% | DBT |
| 118 | APPLOVIN CORP | APP | Mar 2026 | 2,297,000 | NEW | $2.3M | — | 0.06% | DBT |
| 119 | GGP COMMERCIAL MORTGAGE TRUST 2026-SSP | GGP | Jun 2026 | 2,300,000 | NEW | $2.3M | — | 0.06% | ABS-O |
| 120 | UBS GROUP AG | UBS | Mar 2026 | 2,300,000 | NEW | $2.3M | — | 0.06% | DBT |
| 121 | HARVEST FUNDING PLC | HRVST | Jun 2026 | 1,700,000 | NEW | $2.3M | — | 0.06% | ABS-O |
| 122 | GFL ENVIRONMENTAL HOLDINGS (US) INC | GFLCN | Jun 2026 | 2,245,000 | NEW | $2.2M | — | 0.06% | DBT |
| 123 | HUDSON YARDS 2026-10HY MORTGAGE TRUST | HY | Jun 2026 | 2,200,000 | NEW | $2.2M | — | 0.06% | ABS-O |
| 124 | INTUIT INC | INTU | Jun 2026 | 2,171,000 | NEW | $2.2M | — | 0.06% | DBT |
| 125 | Chicago Board of Trade | USU6 | Sep 2022 | 19 | NEW | $2.2M | — | 0.06% | DIR |
| 126 | JAPAN, GOVERNMENT OF - MINISTRY OF FINANCE | JGB | Jun 2026 | 442,000,000 | NEW | $2.1M | — | 0.05% | DBT |
| 127 | HUNGARY, REPUBLIC OF - MINISTRY OF FINANCE | REPHUN | Jun 2026 | 787,080,000 | NEW | $2.1M | — | 0.05% | DBT |
| 128 | SPACE EXPLORATION TECHNOLOGIES CORP | SPCX | Jun 2026 | 2,107,000 | NEW | $2.0M | — | 0.05% | DBT |
| 129 | WESTERN MIDSTREAM OPERATING LP | WES | Jun 2026 | 1,969,000 | NEW | $2.0M | — | 0.05% | DBT |
| 130 | Chicago Board of Trade | UXYU6 | Sep 2022 | 17 | NEW | $1.9M | — | 0.05% | DIR |
| 131 | ORACLE CORP | ORCL | Mar 2026 | 2,040,000 | NEW | $1.9M | — | 0.05% | DBT |
| 132 | CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP | CHTR | Jun 2026 | 2,050,000 | NEW | $1.9M | — | 0.05% | DBT |
| 133 | GOLUB CAP. PARTNERS C FRN | 38178UAQ2 | Jun 2026 | 1,900,000 | NEW | $1.9M | — | 0.05% | DBT |
| 134 | GOLUB CAPITAL PARTNERS CLO 49(M)-R2 | GOCAP | Jun 2026 | 1,900,000 | NEW | $1.9M | — | 0.05% | ABS-CBDO |
| 135 | BioMarin Pharmaceutical, Inc. | BMRN | Jun 2026 | 1,885,000 | NEW | $1.9M | — | 0.05% | LON |
| 136 | BX TRUST 2026-PNDA | BX | Jun 2026 | 1,850,000 | NEW | $1.9M | — | 0.05% | ABS-O |
| 137 | INCREF 2026-FL2 LLC | INCREF | Jun 2026 | 1,850,000 | NEW | $1.9M | — | 0.05% | ABS-CBDO |
| 138 | NVIDIA CORP | NVDA | Jun 2026 | 1,848,000 | NEW | $1.8M | — | 0.05% | DBT |
| 139 | GS MORTGAGE BACKED SECURITIES TRUST 2026-NQM4 | GSMBS | Jun 2026 | 1,825,728 | NEW | $1.8M | — | 0.05% | ABS-O |
| 140 | MINERAL RESOURCES LTD | MINAU | Jun 2026 | 1,830,000 | NEW | $1.8M | — | 0.05% | DBT |
| 141 | MERIDIAN ARC HOLDCO LLC | MERIDI | Jun 2026 | 1,780,000 | NEW | $1.8M | — | 0.05% | DBT |
| 142 | FIRSTCASH HOLDINGS INC | FCFS | Jun 2026 | 1,790,000 | NEW | $1.8M | — | 0.05% | DBT |
| 143 | GUIDESTONE FUNDS | GMYXX | Sep 2022 | 1,765,885 | NEW | $1.8M | — | 0.05% | STIV |
| 144 | HILTON DOMESTIC OPERATING COMPANY INC | HLT | Jun 2026 | 1,715,000 | NEW | $1.7M | — | 0.04% | DBT |
| 145 | INTESA SANPAOLO SPA | ISPIM | Jun 2026 | 1,700,000 | NEW | $1.7M | — | 0.04% | DBT |
| 146 | DISCOVERY COMMUNICATIONS LLC | WBD | Jun 2026 | 1,800,000 | NEW | $1.7M | — | 0.04% | DBT |
| 147 | API GROUP DE INC | APG | Jun 2026 | 1,665,000 | NEW | $1.7M | — | 0.04% | DBT |
| 148 | IRON MOUNTAIN INC (REIT) | IRM | Jun 2026 | 1,625,000 | NEW | $1.6M | — | 0.04% | DBT |
| 149 | STEWART INFORMATION SERVICES CORP | STC | Mar 2026 | 1,760,000 | NEW | $1.6M | — | 0.04% | DBT |
| 150 | BRAVO TST. 2026-SR 6.331% | 10567WAA1 | Jun 2026 | 1,556,970 | NEW | $1.6M | — | 0.04% | DBT |
| 151 | Level 3 | LVLT | Jun 2026 | 1,510,000 | NEW | $1.5M | — | 0.04% | LON |
| 152 | ALIGNED DATA CENTERS ISSUER LLC | 01627AAF5 | Jun 2026 | 1,500,000 | NEW | $1.5M | — | 0.04% | DBT |
| 153 | BLACKSTONE STRTG 5.92% | 22999KM25 | Jun 2026 | 1,500,000 | NEW | $1.5M | — | 0.04% | DBT |
| 154 | GOLDMAN SACHS GROUP INC (THE) | GS | Jun 2026 | 1,500,000 | NEW | $1.5M | — | 0.04% | DBT |
| 155 | CIM TST. 2026-R1 4.75% | 12569SAA4 | Jun 2026 | 1,450,000 | NEW | $1.5M | — | 0.04% | DBT |
| 156 | MOROCCO, KINGDOM OF - MINISTRY OF FINANCE AND FOREIGN INVESTMENT | MOROC | Jun 2026 | 1,210,000 | NEW | $1.4M | — | 0.04% | DBT |
| 157 | MANHATTAN WEST 2026-2MW MTG TR | MNW | Jun 2026 | 1,400,000 | NEW | $1.4M | — | 0.04% | ABS-O |
| 158 | SERBIA, REPUBLIC OF - MINISTRY OF FINANCE | SERBIA | Jun 2026 | 1,430,000 | NEW | $1.4M | — | 0.04% | DBT |
| 159 | GLOBAL INFRASTRUCTURE SOLUTIONS INC | GOINSO | Jun 2026 | 1,390,000 | NEW | $1.4M | — | 0.04% | DBT |
| 160 | STELLANTIS FINANCIAL SERVICES US CORP | STLA | Jun 2026 | 1,400,000 | NEW | $1.4M | — | 0.04% | DBT |
| 161 | AT&T INC | T | Sep 2022 | 1,637,000 | NEW | $1.4M | — | 0.04% | DBT |
| 162 | HUNGARY, REPUBLIC OF - MINISTRY OF FINANCE | REPHUN | Jun 2026 | 460,570,000 | NEW | $1.4M | — | 0.04% | DBT |
| 163 | MANHATTAN WEST 2020-1MW MORTGAGE TRUST | OMW | Sep 2022 | 1,375,000 | NEW | $1.3M | — | 0.03% | ABS-O |
| 164 | EXPEDIA GROUP INC | EXPE | Mar 2026 | 1,325,000 | NEW | $1.3M | — | 0.03% | DBT |
| 165 | ABU DHABI, EMIRATES OF - DEPARTMENT OF FINANCE | ADGB | Jun 2026 | 1,300,000 | NEW | $1.3M | — | 0.03% | DBT |
| 166 | GRANITE CONSTRUCTION INC | GVA | Jun 2026 | 1,270,000 | NEW | $1.3M | — | 0.03% | DBT |
| 167 | DOLP TRUST 2021-NYC | DOLP | Sep 2022 | 1,450,000 | NEW | $1.3M | — | 0.03% | ABS-O |
| 168 | BOEING COMPANY (THE) | BA | Mar 2026 | 1,145,000 | NEW | $1.3M | — | 0.03% | DBT |
| 169 | CORE & MAIN LP | CNM | Jun 2026 | 1,270,000 | NEW | $1.3M | — | 0.03% | DBT |
| 170 | BAY TRUST 2026-MDWS | BAY1 | Jun 2026 | 1,275,000 | NEW | $1.3M | — | 0.03% | ABS-O |
| 171 | BEACON POINT DC LLC | HUTBPA | Jun 2026 | 1,261,000 | NEW | $1.3M | — | 0.03% | DBT |
| 172 | JACK IN THE BOX INC | JACK | Jun 2026 | 1,255,000 | NEW | $1.3M | — | 0.03% | ABS-O |
| 173 | Citadel Enterprise | CITSEC | Jun 2026 | 1,252,691 | NEW | $1.3M | — | 0.03% | LON |
| 174 | NATIONAL AUSTRALIA BANK LTD | NAB | Jun 2026 | 1,250,000 | NEW | $1.2M | — | 0.03% | DBT |
| 175 | BROADCOM INC | AVGO | Mar 2026 | 1,390,000 | NEW | $1.2M | — | 0.03% | DBT |
| 176 | SLM CORP (SALLIE MAE) | SLM | Jun 2026 | 1,225,000 | NEW | $1.2M | — | 0.03% | DBT |
| 177 | WAYFAIR LLC | W | Jun 2026 | 1,180,000 | NEW | $1.2M | — | 0.03% | DBT |
| 178 | QNB FINANCE LTD | QNBK | Jun 2026 | 1,200,000 | NEW | $1.2M | — | 0.03% | DBT |
| 179 | ATLAS SP AIRCRAFT LOAN | 779997ZE8 | Jun 2026 | 1,200,000 | NEW | $1.2M | — | 0.03% | LON |
| 180 | SOCIETE GENERALE SA | SOCGEN | Jun 2026 | 1,200,000 | NEW | $1.2M | — | 0.03% | DBT |
| 181 | PR RNO PROPERTY OWNER 1 LLC | TRACTD | Jun 2026 | 1,200,000 | NEW | $1.2M | — | 0.03% | DBT |
| 182 | KUWAIT, GOVERNMENT OF - MINISTRY OF FINANCE | KUWIB | Jun 2026 | 1,200,000 | NEW | $1.2M | — | 0.03% | DBT |
| 183 | WBI OPERATIONS LLC | WBI | Jun 2026 | 1,190,000 | NEW | $1.2M | — | 0.03% | DBT |
| 184 | OIS_CCP USD RCV SOFR1D PAY 2% 21-DEC-2032 | 000000000 | Sep 2022 | 10,100,000 | NEW | $1.2M | — | 0.03% | DIR |
| 185 | PROGRESS RESIDENTIAL 2022-SFR5 TRUST | PROG | Sep 2022 | 1,200,000 | NEW | $1.2M | — | 0.03% | ABS-O |
| 186 | SOCIETE GENERALE SA | SOCGEN | Jun 2026 | 1,192,000 | NEW | $1.2M | — | 0.03% | DBT |
| 187 | BOEING COMPANY (THE) | BA | Mar 2026 | 1,086,000 | NEW | $1.2M | — | 0.03% | DBT |
| 188 | Warner Bros. Discovery | WBD | Jun 2026 | 1,176,923 | NEW | $1.2M | — | 0.03% | LON |
| 189 | DTE ENERGY COMPANY | DTE | Jun 2026 | 1,155,000 | NEW | $1.2M | — | 0.03% | DBT |
| 190 | CALIFORNIA PUBLIC FINANCE AUTHORITY (CA) | CASGEN | Jun 2026 | 1,150,000 | NEW | $1.2M | — | 0.03% | DBT |
| 191 | CIFC Funding 2022-I Ltd. / CIFC Funding 2022-I Llc | CIFC | Jun 2026 | 1,150,000 | NEW | $1.1M | — | 0.03% | ABS-CBDO |
| 192 | PLACEHOLDER IMC GLOBAL 1L | 000000000 | Sep 2022 | 1,150,000 | NEW | $1.1M | — | 0.03% | DBT |
| 193 | DRIVE BIDCO TL | 000000000 | Sep 2022 | 1,000,000 | NEW | $1.1M | — | 0.03% | DBT |
| 194 | PLACEHOLDER CRANE NXT 1L | 000000000 | Sep 2022 | 1,000,000 | NEW | $1.1M | — | 0.03% | DBT |
| 195 | ORACLE CORP | ORCL | Mar 2026 | 1,202,000 | NEW | $1.1M | — | 0.03% | DBT |
| 196 | CLAUDIUS FINANCE TL | 000000000 | Sep 2022 | 1,000,000 | NEW | $1.1M | — | 0.03% | LON |
| 197 | VIPER ENERGY PARTNERS LLC | VNOM | Mar 2026 | 1,100,000 | NEW | $1.1M | — | 0.03% | DBT |
| 198 | JP MORGAN CHASE & COMPANY | JPM | Jun 2026 | 1,100,000 | NEW | $1.1M | — | 0.03% | DBT |
| 199 | KINETIC ABS ISSUER LLC | UNITK | Jun 2026 | 1,100,000 | NEW | $1.1M | — | 0.03% | ABS-O |
| 200 | CREDIT AGRICOLE SA | ACAFP | Jun 2026 | 1,100,000 | NEW | $1.1M | — | 0.03% | DBT |
| 201 | BPCE SA | BPCEGP | Jun 2026 | 1,100,000 | NEW | $1.1M | — | 0.03% | DBT |
| 202 | OIS_CCP USD RCV SOFR1D PAY 3.5% 20-JUN-2054 | 000000000 | Sep 2022 | 9,700,000 | NEW | $1.1M | — | 0.03% | DIR |
| 203 | NIGERIA, FEDERAL REPUBLIC OF - DEBT MANAGEMENT OFFICE (THE) | NGERIA | Jun 2026 | 1,003,000 | NEW | $1.1M | — | 0.03% | DBT |
| 204 | SUMISHO AIR LEASE CORP | SUMIAL | Mar 2026 | 1,100,000 | NEW | $1.1M | — | 0.03% | DBT |
| 205 | ROYAL CARIBBEAN CRUISES LTD | RCL | Mar 2026 | 1,111,000 | NEW | $1.1M | — | 0.03% | DBT |
| 206 | CDS_IX_CCP CDX.NA.IG.43 1% 20291220 | 000000000 | Sep 2022 | 52,625,000 | NEW | $1.1M | — | 0.03% | DCR |
| 207 | HUNGARY, REPUBLIC OF - MINISTRY OF FINANCE | REPHUN | Jun 2026 | 290,490,000 | NEW | $1.1M | — | 0.03% | DBT |
| 208 | HUT 8 DC LLC | HUTRBA | Jun 2026 | 1,025,000 | NEW | $1.0M | — | 0.03% | DBT |
| 209 | ALTDE 2026-1 TRUST | ALTDE | Jun 2026 | 1,036,714 | NEW | $1.0M | — | 0.03% | ABS-O |
| 210 | RD MICHIGAN PROPERTY OWNER I LLC | RDMICH | Jun 2026 | 1,035,000 | NEW | $1.0M | — | 0.03% | DBT |
| 211 | JEFFERIES FINANCIAL GROUP INC | JEF | Mar 2026 | 1,000,000 | NEW | $1.0M | — | 0.03% | DBT |
| 212 | ENCORE CAPITAL GROUP INC | ECPG | Jun 2026 | 1,000,000 | NEW | $1.0M | — | 0.03% | DBT |
| 213 | CERBERUS LOAN FNDG. X FRN | 15674DAQ7 | Jun 2026 | 1,000,000 | NEW | $1.0M | — | 0.03% | DBT |
| 214 | OWL ROCK CLO XI LLC | OR | Jun 2026 | 1,000,000 | NEW | $1000K | — | 0.03% | ABS-CBDO |
| 215 | PFP 2026-14 LTD / PFP 2026-14 LLC | PFP | Jun 2026 | 1,000,000 | NEW | $1000K | — | 0.03% | ABS-CBDO |
| 216 | NATIONWIDE FINANCIAL SERVICES INC | NATMUT | Jun 2026 | 1,000,000 | NEW | $1000K | — | 0.03% | DBT |
| 217 | HLEND CLO 2026-5 LLC | HLEND | Jun 2026 | 1,000,000 | NEW | $997K | — | 0.03% | ABS-CBDO |
| 218 | LAZARD GROUP LLC | LAZ | Mar 2026 | 975,000 | NEW | $981K | — | 0.03% | DBT |
| 219 | HUNGARY, REPUBLIC OF - MINISTRY OF FINANCE | REPHUN | Jun 2026 | 322,860,000 | NEW | $961K | — | 0.03% | DBT |
| 220 | MOBILITY GLOBAL INC | MBGL | Jun 2026 | 950,000 | NEW | $961K | — | 0.03% | DBT |
| 221 | CHARLES SCHWAB CORP (THE) | SCHW | Jun 2026 | 950,000 | NEW | $951K | — | 0.02% | DBT |
| 222 | RCO IX MORTGAGE LLC 2026-2 | RCO | Jun 2026 | 945,000 | NEW | $943K | — | 0.02% | ABS-O |
| 223 | IRS_CCP EUR RCV EURIB6M PAY 2.5% 10-SEP-2028 | 000000000 | Sep 2022 | 406,685,543 | NEW | $931K | — | 0.02% | DIR |
| 224 | ABU DHABI, EMIRATES OF - DEPARTMENT OF FINANCE | ADGB | Jun 2026 | 900,000 | NEW | $907K | — | 0.02% | DBT |
| 225 | FIRST ABU DHABI BANK PJSC | FABUH | Jun 2026 | 900,000 | NEW | $900K | — | 0.02% | DBT |
| 226 | GOLDMAN SACHS GROUP INC (THE) | GS | Mar 2026 | 885,000 | NEW | $862K | — | 0.02% | DBT |
| 227 | NRG ENERGY INC | NRG | Jun 2026 | 865,000 | NEW | $861K | — | 0.02% | DBT |
| 228 | OLD REPUBLIC INTERNATIONAL CORP | ORI | Jun 2026 | 850,000 | NEW | $853K | — | 0.02% | DBT |
| 229 | SLAM 2026-1 LTD / SLAM 2026-1 LLC | SLAM | Jun 2026 | 846,536 | NEW | $852K | — | 0.02% | ABS-O |
| 230 | CERBERUS LOAN FNDG. X FRN | 15674DAL8 | Jun 2026 | 850,000 | NEW | $850K | — | 0.02% | DBT |
| 231 | ISKANDAR ENTERPRISE LLC AND KAVEH ENTERPRISE LLC | CLDHQ | Jun 2026 | 835,000 | NEW | $832K | — | 0.02% | ABS-O |
| 232 | ANGEL OAK MORTGAGE TRUST 2021-7 | AOMT | Jun 2026 | 959,433 | NEW | $829K | — | 0.02% | ABS-O |
| 233 | CASTLELAKE AIRCRAFT STRUCTURED TRUST 2021-1 | CLAST | Jun 2026 | 829,788 | NEW | $827K | — | 0.02% | ABS-O |
| 234 | INTERNATIONAL FINANCE CORP | IFC | Jun 2026 | 400,000,000 | NEW | $822K | — | 0.02% | DBT |
| 235 | OIS_CCP EUR RCV 2.8% PAY ESTR1D 21-MAY-2031 | 000000000 | Sep 2022 | 146,990,000 | NEW | $818K | — | 0.02% | DIR |
| 236 | Chicago Board of Trade | WNU6 | Sep 2022 | 7 | NEW | $813K | — | 0.02% | DIR |
| 237 | INTESA SANPAOLO SPA | ISPIM | Jun 2026 | 803,000 | NEW | $809K | — | 0.02% | DBT |
| 238 | EAGLE FUNDING LUXCO SARL | MEX | Mar 2026 | 800,000 | NEW | $804K | — | 0.02% | DBT |
| 239 | HUT 8 DC LLC | HUTRBA | Jun 2026 | 793,000 | NEW | $804K | — | 0.02% | DBT |
| 240 | ENERGY TRANSFER LP | ET | Dec 2022 | 775,000 | NEW | $803K | — | 0.02% | DBT |
| 241 | ECLIPSE AIRCRAFT 2026-1 LTD / ECLIPSE AIRCRAFT 2026-1 LLC | ECLIPS | Jun 2026 | 794,329 | NEW | $797K | — | 0.02% | ABS-O |
| 242 | EUREX DEUTSCHLAND | OEU6 | Sep 2022 | 6 | NEW | $791K | — | 0.02% | DIR |
| 243 | HPS CORPORATE LENDING FUND | HLEND | Jun 2026 | 800,000 | NEW | $784K | — | 0.02% | DBT |
| 244 | IRS_CCP NZD RCV 4% PAY BBR3M 16-SEP-2031 | 000000000 | Sep 2022 | 102,390,000 | NEW | $773K | — | 0.02% | DIR |
| 245 | ROCKET MORTGAGE LLC / ROCKET MORTGAGE CO-ISSUER INC | RKT | Sep 2022 | 850,000 | NEW | $766K | — | 0.02% | DBT |
| 246 | MTP ABS FUNDING LLC | TOWR | Jun 2026 | 765,000 | NEW | $764K | — | 0.02% | ABS-O |
| 247 | META PLATFORMS INC | META | Jun 2026 | 764,000 | NEW | $761K | — | 0.02% | DBT |
| 248 | Belden | BDC | Jun 2026 | 750,000 | NEW | $752K | — | 0.02% | LON |
| 249 | CALIFORNIA PUBLIC FINANCE AUTHORITY (CA) | CASGEN | Jun 2026 | 750,000 | NEW | $752K | — | 0.02% | DBT |
| 250 | IRS_CCP EUR RCV EURIB6M PAY 2.75% 16-SEP-2036 | 000000000 | Sep 2022 | 41,890,000 | NEW | $751K | — | 0.02% | DIR |
| 251 | DWIGHT 2026-FL2 ISSUE FRN | 233641AC3 | Jun 2026 | 750,000 | NEW | $750K | — | 0.02% | DBT |
| 252 | INCREF 2026-FL3 LLC | INCREF | Jun 2026 | 750,000 | NEW | $750K | — | 0.02% | ABS-CBDO |
| 253 | ANGOLA, REPUBLIC OF - MINISTRY OF FINANCE | ANGOL | Jun 2026 | 723,000 | NEW | $749K | — | 0.02% | DBT |
| 254 | JP MORGAN CHASE & COMPANY | JPM | Mar 2026 | 725,000 | NEW | $746K | — | 0.02% | DBT |
| 255 | UNITED MEXICAN STATES - SECRETARIA DE HACIENDA Y CREDITO PUBLICO | MEX | Jun 2026 | 740,000 | NEW | $741K | — | 0.02% | DBT |
| 256 | ROCKET COMPANIES INC | RKT | Jun 2026 | 720,000 | NEW | $736K | — | 0.02% | DBT |
| 257 | BYZFUNDER ASSET SECURITIZATION I LLC | BYZF | Jun 2026 | 735,000 | NEW | $734K | — | 0.02% | ABS-O |
| 258 | MAST 2026-1 LTD / MAST 2026-1 LLC | MASTT | Mar 2026 | 732,143 | NEW | $718K | — | 0.02% | ABS-O |
| 259 | QATAR, STATE OF - MINISTRY OF FINANCE, ECONOMY AND COMMERCE | QATAR | Jun 2026 | 700,000 | NEW | $704K | — | 0.02% | DBT |
| 260 | CITIGROUP INC | C | Mar 2026 | 690,000 | NEW | $703K | — | 0.02% | DBT |
| 261 | QTS ISSUER ABS II, LLC | QTSII | Jun 2026 | 700,000 | NEW | $702K | — | 0.02% | ABS-O |
| 262 | LMDV Issuer Co LLC | LMDV | Jun 2026 | 700,000 | NEW | $701K | — | 0.02% | ABS-O |
| 263 | ACREC 2026-FL4 LLC | ACREC | Jun 2026 | 700,000 | NEW | $701K | — | 0.02% | ABS-CBDO |
| 264 | API GROUP DE INC | APG | Jun 2026 | 700,000 | NEW | $694K | — | 0.02% | DBT |
| 265 | CEMEX-CEMENTOS MEXICANOS SAB DE CV | CEMEX | Jun 2026 | 680,000 | NEW | $679K | — | 0.02% | DBT |
| 266 | WHIRLPOOL CORP | WHR | Jun 2026 | 665,000 | NEW | $675K | — | 0.02% | DBT |
| 267 | OBX 2026-NQM5 TRUST | OBX | Jun 2026 | 671,371 | NEW | $670K | — | 0.02% | ABS-O |
| 268 | OBX Trust 2026-NQM2 | OBX | Jun 2026 | 650,000 | NEW | $651K | — | 0.02% | ABS-O |
| 269 | NIGERIA, FEDERAL REPUBLIC OF - DEBT MANAGEMENT OFFICE (THE) | NGERIA | Jun 2026 | 603,000 | NEW | $646K | — | 0.02% | DBT |
| 270 | TRAFIGURA SECURITISATION FINANCE PLC | TRFIG | Jun 2026 | 645,000 | NEW | $645K | — | 0.02% | ABS-O |
| 271 | UBER TECHNOLOGIES INC | UBER | Jun 2026 | 534,000 | NEW | $640K | — | 0.02% | DBT |
| 272 | SEAGATE DATA STORAGE TECHNOLOGY PTE LTD | STX | Jun 2026 | 620,000 | NEW | $631K | — | 0.02% | DBT |
| 273 | ENSTAR GROUP LTD | ESGR | Jun 2026 | 625,000 | NEW | $627K | — | 0.02% | DBT |
| 274 | QTS FAYETTEVILLE I DC1-2 LLC / QTS TRS FAYETTEVILLE I DCI-2 LLC | QTSQST | Jun 2026 | 650,000 | NEW | $618K | — | 0.02% | DBT |
| 275 | MANHATTAN WEST 2026-2MW MTG TR | MNW | Jun 2026 | 600,000 | NEW | $608K | — | 0.02% | ABS-O |
| 276 | KINETIC ABS ISSUER LLC | UNITK | Jun 2026 | 600,000 | NEW | $607K | — | 0.02% | ABS-O |
| 277 | FORTITUDE GLOBAL FUNDING | FORTRE | Jun 2026 | 600,000 | NEW | $603K | — | 0.02% | DBT |
| 278 | FLOWSERVE CORP | FLS | Jun 2026 | 600,000 | NEW | $603K | — | 0.02% | DBT |
| 279 | FHF ISSUER TRUST 2024-2 | FHF | Jun 2026 | 600,000 | NEW | $602K | — | 0.02% | ABS-O |
| 280 | ZAYO ISSUER LLC | ZAYO | Jun 2026 | 600,000 | NEW | $602K | — | 0.02% | ABS-O |
| 281 | FIGRE TRUST 2026-FL2 | FIGRE | Jun 2026 | 600,000 | NEW | $601K | — | 0.02% | ABS-O |
| 282 | BSPDF 2026-FL4 ISSUER LLC | BSPDF | Jun 2026 | 600,000 | NEW | $600K | — | 0.02% | ABS-CBDO |
| 283 | LINCOLN NATIONAL CORP | LNC | Jun 2026 | 600,000 | NEW | $600K | — | 0.02% | DBT |
| 284 | JP MORGAN CHASE & COMPANY | JPM | Mar 2026 | 615,000 | NEW | $599K | — | 0.02% | DBT |
| 285 | NATIONAL FUEL GAS COMPANY | NFG | Jun 2026 | 600,000 | NEW | $597K | — | 0.02% | DBT |
| 286 | QATAR ENERGY QSC | QPETRO | Jun 2026 | 600,000 | NEW | $596K | — | 0.02% | DBT |
| 287 | JP MORGAN CHASE & COMPANY | JPM | Jun 2026 | 600,000 | NEW | $595K | — | 0.02% | DBT |
| 288 | OIS_CCP JPY RCV TONAR1D PAY 1% 18-MAR-2028 | 000000000 | Sep 2022 | 18,040,000,000 | NEW | $594K | — | 0.02% | DIR |
| 289 | HNI CORP | HNI | Jun 2026 | 600,000 | NEW | $591K | — | 0.02% | DBT |
| 290 | SPACE EXPLORATION TECHNOLOGIES CORP | SPCX | Jun 2026 | 600,000 | NEW | $584K | — | 0.02% | DBT |
| 291 | WAYFAIR LLC | W | Jun 2026 | 560,000 | NEW | $576K | — | 0.02% | DBT |
| 292 | DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2018-2 | DRMT | Jun 2026 | 577,851 | NEW | $576K | — | 0.01% | ABS-O |
| 293 | FAIR ISAAC CORP | FAIRIC | Mar 2026 | 579,000 | NEW | $571K | — | 0.01% | DBT |
| 294 | JANE STREET GROUP LLC / JSG FINANCE INC | JANEST | Mar 2026 | 550,000 | NEW | $566K | — | 0.01% | DBT |
| 295 | SLAM 2025-1 LTD | SLAM | Mar 2026 | 560,605 | NEW | $564K | — | 0.01% | ABS-O |
| 296 | BOEING COMPANY (THE) | BA | Mar 2026 | 500,000 | NEW | $562K | — | 0.01% | DBT |
| 297 | FAIR ISAAC CORP | FAIRIC | Mar 2026 | 568,000 | NEW | $560K | — | 0.01% | DBT |
| 298 | VIPER ENERGY PARTNERS LLC | VNOM | Mar 2026 | 550,000 | NEW | $559K | — | 0.01% | DBT |
| 299 | ALPHABET INC | GOOGL | Jun 2026 | 11,100 | NEW | $558K | — | 0.01% | EP |
| 300 | PLACEHOLD BR SECONDARIES | 000000000 | Sep 2022 | 550,000 | NEW | $550K | — | 0.01% | LON |
| 301 | BANK OF AMERICA CORP | BAC | Jun 2026 | 545,000 | NEW | $543K | — | 0.01% | DBT |
| 302 | CEAMER FIN IV LLC 0.0% | 14999AFA4 | Jun 2026 | 543,527 | NEW | $541K | — | 0.01% | DBT |
| 303 | BAY TRUST 2026-MDWS | BAY1 | Jun 2026 | 535,000 | NEW | $535K | — | 0.01% | ABS-O |
| 304 | UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT | T | Sep 2022 | 700,000 | NEW | $532K | — | 0.01% | DBT |
| 305 | ALTDE 2025-1 TRUST | ALTDE | Mar 2026 | 529,041 | NEW | $532K | — | 0.01% | ABS-O |
| 306 | VISTRA OPERATIONS COMPANY LLC | VST | Jun 2026 | 534,000 | NEW | $532K | — | 0.01% | DBT |
| 307 | ALPHABET INC | GOOGL | Jun 2026 | 10,400 | NEW | $529K | — | 0.01% | EP |
| 308 | VISTRA OPERATIONS COMPANY LLC | VST | Jun 2026 | 533,000 | NEW | $529K | — | 0.01% | DBT |
| 309 | MARRIOTT INTERNATIONAL INC | MAR | Mar 2026 | 539,000 | NEW | $520K | — | 0.01% | DBT |
| 310 | STARWOOD PROPERTY TRUST INC | STWD | Jun 2026 | 510,000 | NEW | $513K | — | 0.01% | DBT |
| 311 | VENTURE GLOBAL PLAQUEMINES LNG LLC | VEGLPL | Mar 2026 | 496,000 | NEW | $508K | — | 0.01% | DBT |
| 312 | VERIZON COMMUNICATIONS INC | VZ | Jun 2026 | 500,000 | NEW | $506K | — | 0.01% | DBT |
| 313 | GREEN PALM BIDCO SARL | GNPALM | Jun 2026 | 500,000 | NEW | $506K | — | 0.01% | DBT |
| 314 | PROJECT INDIGO 5.9% | 779992Z17 | Jun 2026 | 503,349 | NEW | $503K | — | 0.01% | DBT |
| 315 | BANK LEUMI LE - ISRAEL BM | LUMIIT | Jun 2026 | 500,000 | NEW | $502K | — | 0.01% | DBT |
| 316 | CERBERUS LOAN FUNDING XL LLC | CERB | Jun 2026 | 500,000 | NEW | $501K | — | 0.01% | ABS-CBDO |
| 317 | DIAMETER CAPITAL CLO 4 LTD | DCLO | Jun 2026 | 500,000 | NEW | $501K | — | 0.01% | ABS-CBDO |
| 318 | GOTO FOODS FUNDING LLC | FOCUS | Jun 2026 | 500,000 | NEW | $500K | — | 0.01% | ABS-O |
| 319 | MAPS TRUST 2026-2 | MAPSL | Jun 2026 | 500,000 | NEW | $500K | — | 0.01% | ABS-O |
| 320 | OWL ROCK CLO XI LLC | OR | Jun 2026 | 500,000 | NEW | $500K | — | 0.01% | ABS-CBDO |
| 321 | GOLDMAN SACHS GROUP INC (THE) | GS | Jun 2026 | 500,000 | NEW | $497K | — | 0.01% | DBT |
| 322 | CDS_IX_CCP CDX.NA.IG.46 1% 20310620 | 000000000 | Sep 2022 | 22,270,000 | NEW | $490K | — | 0.01% | DCR |
| 323 | ONEOK INC | OKE | Mar 2026 | 500,000 | NEW | $489K | — | 0.01% | DBT |
| 324 | ORACLE CORP | ORCL | Mar 2026 | 575,000 | NEW | $489K | — | 0.01% | DBT |
| 325 | ATI INC | ATI | Jun 2026 | 480,000 | NEW | $487K | — | 0.01% | DBT |
| 326 | DISCOVERY GLOBAL HOLDINGS INC | WBD | Jun 2026 | 538,000 | NEW | $483K | — | 0.01% | DBT |
| 327 | UNITED MEXICAN STATES - SECRETARIA DE HACIENDA Y CREDITO PUBLICO | MEX | Jun 2026 | 490,000 | NEW | $481K | — | 0.01% | DBT |
| 328 | CHORD ENERGY CORP | CHRD | Jun 2026 | 470,000 | NEW | $477K | — | 0.01% | DBT |
| 329 | PRET 2026-NPL6 LLC | PRET | Jun 2026 | 475,000 | NEW | $476K | — | 0.01% | ABS-O |
| 330 | UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT | T | Sep 2022 | 600,000 | NEW | $459K | — | 0.01% | DBT |
| 331 | ALLO ISSUER LLC | ALLO | Jun 2026 | 450,000 | NEW | $455K | — | 0.01% | ABS-O |
| 332 | VERIZON COMMUNICATIONS INC | VZ | Jun 2026 | 450,000 | NEW | $454K | — | 0.01% | DBT |
| 333 | BROADCOM INC | AVGO | Sep 2022 | 470,000 | NEW | $452K | — | 0.01% | DBT |
| 334 | SWO USD RCV SOFR 1D PAY 3 | 000000000 | Sep 2022 | 122,100,000 | NEW | $451K | — | 0.01% | DIR |
| 335 | CERBERUS LOAN FUNDING XL LLC | CERB | Jun 2026 | 450,000 | NEW | $451K | — | 0.01% | ABS-CBDO |
| 336 | OIS_CCP USD RCV SOFR1D PAY 3.75% 16-SEP-2036 | 000000000 | Sep 2022 | 21,020,000 | NEW | $449K | — | 0.01% | DIR |
| 337 | META PLATFORMS INC | META | Jun 2026 | 450,000 | NEW | $448K | — | 0.01% | DBT |
| 338 | ELECTRICITE DE FRANCE SA | EDF | Jun 2026 | 450,000 | NEW | $444K | — | 0.01% | DBT |
| 339 | VISTRA OPERATIONS COMPANY LLC | VST | Mar 2026 | 443,000 | NEW | $435K | — | 0.01% | DBT |
| 340 | UZBEKISTAN, REPUBLIC OF - MINISTRY OF FINANCE | UZBEK | Jun 2026 | 5,060,000,000 | NEW | $433K | — | 0.01% | DBT |
| 341 | ORACLE CORP | ORCL | Mar 2026 | 444,000 | NEW | $430K | — | 0.01% | DBT |
| 342 | REPUBLIC FINANCE ISSUANCE TRUST 2024-A | REPS | Jun 2026 | 430,000 | NEW | $428K | — | 0.01% | ABS-O |
| 343 | OIS_CCP USD RCV SOFR1D PAY 3.75% 18-DEC-2034 | 000000000 | Sep 2022 | 28,100,000 | NEW | $426K | — | 0.01% | DIR |
| 344 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -23,404,135 | NEW | $424K | — | 0.01% | DFE |
| 345 | JP MORGAN CHASE & COMPANY | JPM | Mar 2026 | 410,000 | NEW | $420K | — | 0.01% | DBT |
| 346 | Alaska Air | ALK | Jun 2026 | 420,000 | NEW | $419K | — | 0.01% | LON |
| 347 | NGPL PIPECO LLC | NGPLCO | Jun 2026 | 415,000 | NEW | $413K | — | 0.01% | DBT |
| 348 | BGC GROUP INC | BGCP | Mar 2026 | 400,000 | NEW | $408K | — | 0.01% | DBT |
| 349 | GREEN PALM BIDCO SARL | GNPALM | Jun 2026 | 400,000 | NEW | $405K | — | 0.01% | DBT |
| 350 | VENTURE GLOBAL LNG INC | VENLNG | Jun 2026 | 410,000 | NEW | $404K | — | 0.01% | DBT |
| 351 | CENOVUS ENERGY INC | CVECN | Mar 2026 | 407,000 | NEW | $404K | — | 0.01% | DBT |
| 352 | HIGHMARK INC | HIMARK | Jun 2026 | 400,000 | NEW | $403K | — | 0.01% | DBT |
| 353 | AVIS BUDGET RENTAL CAR FUNDING (AESOP) LLC | AESOP | Jun 2026 | 400,000 | NEW | $402K | — | 0.01% | ABS-O |
| 354 | MORGAN STANLEY BANK NA | MS | Jun 2026 | 400,000 | NEW | $400K | — | 0.01% | DBT |
| 355 | ASPIRE MORTGAGE TRUST 2026-3 | SPIRE | Jun 2026 | 400,000 | NEW | $400K | — | 0.01% | ABS-O |
| 356 | OBX Trust 2026-NQM2 | OBX | Jun 2026 | 400,000 | NEW | $400K | — | 0.01% | ABS-O |
| 357 | QXO | BECN | Jun 2026 | 400,000 | NEW | $400K | — | 0.01% | LON |
| 358 | BUILDER CIRCLE MORTGAGE TRUST 2026-RTL1 | BCMTR | Jun 2026 | 400,000 | NEW | $399K | — | 0.01% | ABS-O |
| 359 | CHENIERE ENERGY PARTNERS LP | CQP | Mar 2026 | 380,000 | NEW | $397K | — | 0.01% | DBT |
| 360 | Warner Bros. Discovery | WBD | Jun 2026 | 392,308 | NEW | $393K | — | 0.01% | LON |
| 361 | DRI HEALTHCARE 5.35% | 22599CAB0 | Jun 2026 | 400,000 | NEW | $393K | — | 0.01% | DBT |
| 362 | Scooters Coffee Issuer LLC / Harvest Roasting Issuer LLC | SCOOT | Jun 2026 | 385,000 | NEW | $388K | — | 0.01% | ABS-O |
| 363 | QXO BUILDING PRODUCTS INC | BECN | Jun 2026 | 380,000 | NEW | $387K | — | 0.01% | DBT |
| 364 | CUMBERLAND COMBINED CYCLE GENERATION LLC | CGHLLC | Jun 2026 | 375,000 | NEW | $383K | — | 0.01% | DBT |
| 365 | FTAI MRE 2026-1 US LLC | MRE | Jun 2026 | 375,000 | NEW | $377K | — | 0.01% | ABS-O |
| 366 | ARCELORMITTAL SA | MTNA | Jun 2026 | 375,000 | NEW | $372K | — | 0.01% | DBT |
| 367 | SPACE EXPLORATION TECHNOLOGIES CORP | SPCX | Jun 2026 | 370,000 | NEW | $369K | — | 0.01% | DBT |
| 368 | DOMINION ENERGY INC | D | Jun 2026 | 364,000 | NEW | $365K | — | 0.01% | DBT |
| 369 | CoreWeave | CRWC | Jun 2026 | 350,998 | NEW | $359K | — | 0.01% | LON |
| 370 | JP MORGAN CHASE & COMPANY | JPM | Jun 2026 | 4,220,000,000 | NEW | $353K | — | 0.01% | DBT |
| 371 | FIGRE TRUST 2026-HE5 | FIGRE | Jun 2026 | 350,000 | NEW | $352K | — | 0.01% | ABS-O |
| 372 | BSPDF 2026-FL4 ISSUER LLC | BSPDF | Jun 2026 | 350,000 | NEW | $350K | — | 0.01% | ABS-CBDO |
| 373 | VMC FINANCE 2026-FL6 | VMC | Jun 2026 | 350,000 | NEW | $350K | — | 0.01% | ABS-CBDO |
| 374 | FIGRE TRUST 2026-HE5 | FIGRE | Jun 2026 | 350,000 | NEW | $350K | — | 0.01% | ABS-O |
| 375 | AMERIPRISE FINANCIAL INC | AMP | Jun 2026 | 350,000 | NEW | $349K | — | 0.01% | DBT |
| 376 | AT&T INC | T | Jun 2026 | 350,000 | NEW | $346K | — | 0.01% | DBT |
| 377 | SOUTH AFRICA, REPUBLIC OF - NATIONAL TREASURY | SOAF | Mar 2026 | 5,600,000 | NEW | $346K | — | 0.01% | DBT |
| 378 | OIS_CCP JPY RCV TONAR1D PAY 1.25% 16-SEP-2029 | 000000000 | Sep 2022 | 4,315,000,000 | NEW | $345K | — | 0.01% | DIR |
| 379 | AT&T INC | T | Jun 2026 | 350,000 | NEW | $337K | — | 0.01% | DBT |
| 380 | BOEING COMPANY (THE) | BA | Mar 2026 | 300,000 | NEW | $326K | — | 0.01% | DBT |
| 381 | KILROY REALTY LP | KRC | Sep 2022 | 328,000 | NEW | $326K | — | 0.01% | DBT |
| 382 | OIS_CCP CAD RCV CORRA1D PAY 2.5% 16-SEP-2028 | 000000000 | Sep 2022 | 110,320,000 | NEW | $324K | — | 0.01% | DIR |
| 383 | LIBERTY UTILITIES COMPANY | AQNCN | Jun 2026 | 325,000 | NEW | $324K | — | 0.01% | DBT |
| 384 | INTEL CORP | INTC | Jun 2026 | 325,000 | NEW | $324K | — | 0.01% | DBT |
| 385 | OIS_CCP JPY RCV TONAR1D PAY 2% 11-JAN-2033 | 000000000 | Sep 2022 | 2,819,114,367 | NEW | $319K | — | 0.01% | DIR |
| 386 | OIS_CCP USD RCV SOFR1D PAY 3.893968% 22-APR-2037 | 000000000 | Sep 2022 | 29,770,000 | NEW | $318K | — | 0.01% | DIR |
| 387 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -17,049,614 | NEW | $317K | — | 0.01% | DFE |
| 388 | OIS_CCP USD RCV SOFR1D PAY 3.75% 15-MAY-2032 | 000000000 | Sep 2022 | 40,800,000 | NEW | $316K | — | 0.01% | DIR |
| 389 | AVIS BUDGET RENTAL CAR FUNDING (AESOP) LLC | AESOP | Jun 2026 | 315,000 | NEW | $316K | — | 0.01% | ABS-O |
| 390 | INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT (WORLD BANK) | IBRD | Jun 2026 | 150,000,000 | NEW | $315K | — | 0.01% | DBT |
| 391 | BOURZOU ISSUER LLC | CLDCD | Jun 2026 | 315,000 | NEW | $314K | — | 0.01% | ABS-O |
| 392 | EUROPEAN BANK FOR RECONSTRUCTION AND DEVELOPMENT | EBRD | Jun 2026 | 150,000,000 | NEW | $313K | — | 0.01% | DBT |
| 393 | OIS_CCP USD RCV SOFR1D PAY 3.5595% 03-MAR-2036 | 000000000 | Sep 2022 | 8,750,000 | NEW | $313K | — | 0.01% | DIR |
| 394 | ORACLE CORP | ORCL | Mar 2026 | 325,000 | NEW | $309K | — | 0.01% | DBT |
| 395 | QXO | BECN | Jun 2026 | 307,002 | NEW | $307K | — | 0.01% | LON |
| 396 | Citadel Enterprise | CITSEC | Jun 2026 | 304,526 | NEW | $304K | — | 0.01% | LON |
| 397 | ASPIRE MORTGAGE TRUST 2026-3 | SPIRE | Jun 2026 | 300,000 | NEW | $301K | — | 0.01% | ABS-O |
| 398 | EXETER AUTOMOBILE RECEIVABLES TRUST 2013-2 | EART | Jun 2026 | 300,000 | NEW | $301K | — | 0.01% | ABS-O |
| 399 | ACREC 2026-FL4 LLC | ACREC | Jun 2026 | 300,000 | NEW | $300K | — | 0.01% | ABS-CBDO |
| 400 | PILATUS CFO 1 LLC 6.312% | 72141FAA3 | Jun 2026 | 300,000 | NEW | $300K | — | 0.01% | DBT |
| 401 | KINETIC ABS ISSUER LLC | UNITK | Mar 2026 | 300,000 | NEW | $299K | — | 0.01% | ABS-O |
| 402 | HILTON GRAND VACATIONS TRUST 2022-1D | HGVT | Jun 2026 | 298,627 | NEW | $298K | — | 0.01% | ABS-O |
| 403 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -13,251,036 | NEW | $297K | — | 0.01% | DFE |
| 404 | OIS_CCP CHF RCV 0.75% PAY SARON1D 16-SEP-2036 | 000000000 | Sep 2022 | 12,320,000 | NEW | $295K | — | 0.01% | DIR |
| 405 | ASPIRE MORTGAGE TRUST 2026-2 | SPIRE | Jun 2026 | 294,974 | NEW | $294K | — | 0.01% | ABS-O |
| 406 | SWO USD RCV SOFR 1D PAY 3 | 000000000 | Sep 2022 | 78,000,000 | NEW | $288K | — | 0.01% | DIR |
| 407 | VERISURE HOLDING AB | VERISR | Jun 2026 | 250,000 | NEW | $288K | — | 0.01% | DBT |
| 408 | AVILEASE CAPITAL LTD | AVILES | Jun 2026 | 275,000 | NEW | $277K | — | 0.01% | DBT |
| 409 | GOLDMAN SACHS GROUP INC (THE) | GS | Jun 2026 | 275,000 | NEW | $276K | — | 0.01% | DBT |
| 410 | KAPITUS ASSET SECURITIZATION V LLC | KAPT | Jun 2026 | 275,000 | NEW | $274K | — | 0.01% | ABS-O |
| 411 | EUREX DEUTSCHLAND | OATU6 | Sep 2022 | 2 | NEW | $274K | — | 0.01% | DIR |
| 412 | CURRENCY CONTRACT - BRL | 000000000 | Sep 2022 | -6,742,519 | NEW | $274K | — | 0.01% | DFE |
| 413 | INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT (WORLD BANK) | IBRD | Jun 2026 | 130,000,000 | NEW | $270K | — | 0.01% | DBT |
| 414 | OIS_CCP USD RCV SOFR1D PAY 3.58876% 31-OCT-2030 | 000000000 | Sep 2022 | 20,200,000 | NEW | $270K | — | 0.01% | DIR |
| 415 | TOWD POINT MORTGAGE TRUST 2020-4 | TPMF | Jun 2026 | 325,000 | NEW | $269K | — | 0.01% | ABS-O |
| 416 | SPACE EXPLORATION TECHNOLOGIES CORP | SPCX | Jun 2026 | 270,000 | NEW | $268K | — | 0.01% | DBT |
| 417 | SPACE EXPLORATION TECHNOLOGIES CORP | SPCX | Jun 2026 | 270,000 | NEW | $267K | — | 0.01% | DBT |
| 418 | VENTURE GLOBAL PLAQUEMINES LNG LLC | VEGLPL | Mar 2026 | 253,000 | NEW | $264K | — | 0.01% | DBT |
| 419 | VFH PARENT LLC / VALOR CO-ISSUER INC | VIRT | Mar 2026 | 250,000 | NEW | $262K | — | 0.01% | DBT |
| 420 | DOMINION ENERGY INC | D | Jun 2026 | 260,000 | NEW | $261K | — | 0.01% | DBT |
| 421 | SPACE EXPLORATION TECHNOLOGIES CORP | SPCX | Jun 2026 | 270,000 | NEW | $261K | — | 0.01% | DBT |
| 422 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -7,642,273 | NEW | $257K | — | 0.01% | DFE |
| 423 | ROCKET COMPANIES INC | RKT | Mar 2026 | 250,000 | NEW | $255K | — | 0.01% | DBT |
| 424 | VMED O2 UK FINANCING I PLC | VMED | Mar 2026 | 300,000 | NEW | $254K | — | 0.01% | DBT |
| 425 | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST | AER | Sep 2022 | 275,000 | NEW | $251K | — | 0.01% | DBT |
| 426 | VMC FINANCE 2026-FL6 | VMC | Jun 2026 | 250,000 | NEW | $250K | — | 0.01% | ABS-CBDO |
| 427 | CERBERUS LOAN FNDG. X FRN | 15674DAN4 | Jun 2026 | 250,000 | NEW | $250K | — | 0.01% | DBT |
| 428 | UBS GROUP AG | UBS | Sep 2022 | 250,000 | NEW | $249K | — | 0.01% | DBT |
| 429 | UBS GROUP AG | UBS | Sep 2022 | 250,000 | NEW | $244K | — | 0.01% | DBT |
| 430 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | GNR | Sep 2022 | 242,608 | NEW | $244K | — | 0.01% | ABS-MBS |
| 431 | COSTA RICA, REPUBLIC OF | COSTAR | Jun 2026 | 200,000 | NEW | $243K | — | 0.01% | DBT |
| 432 | GLOBAL PAYMENTS INC | GPN | Mar 2026 | 250,000 | NEW | $242K | — | 0.01% | DBT |
| 433 | INTEL CORP | INTC | Jun 2026 | 243,000 | NEW | $242K | — | 0.01% | DBT |
| 434 | IRS_CCP SEK RCV 2.5% PAY STBOR3M 16-SEP-2028 | 000000000 | Sep 2022 | 672,790,000 | NEW | $238K | — | 0.01% | DIR |
| 435 | SWO JPY RCV TONAR 1D PAY | 000000000 | Sep 2022 | 23,953,360,000 | NEW | $237K | — | 0.01% | DIR |
| 436 | CORE & MAIN LP | CNM | Jun 2026 | 234,000 | NEW | $235K | — | 0.01% | DBT |
| 437 | JEFFERIES FINANCIAL GROUP INC | JEF | Jun 2026 | 234,000 | NEW | $231K | — | 0.01% | DBT |
| 438 | OAK-EAGLE ACQUIRECO INC | EA | Mar 2026 | 220,000 | NEW | $230K | — | 0.01% | DBT |
| 439 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -9,793,000 | NEW | $229K | — | 0.01% | DFE |
| 440 | PFP 2026-14 LTD / PFP 2026-14 LLC | PFP | Jun 2026 | 225,000 | NEW | $225K | — | 0.01% | ABS-CBDO |
| 441 | CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP | CHTR | Jun 2026 | 231,000 | NEW | $219K | — | 0.01% | DBT |
| 442 | SWO JPY RCV TONAR 1D PAY | 000000000 | Sep 2022 | 4,479,999,999 | NEW | $216K | — | 0.01% | DIR |
| 443 | MORGAN STANLEY | MS | Mar 2026 | 220,000 | NEW | $214K | — | 0.01% | DBT |
| 444 | GFL ENVIRONMENTAL HOLDINGS (US) INC | GFLCN | Mar 2026 | 219,000 | NEW | $214K | — | 0.01% | DBT |
| 445 | ENCORE CAPITAL GROUP INC | ECPG | Mar 2026 | 200,000 | NEW | $213K | — | 0.01% | DBT |
| 446 | OIS_CCP EUR RCV 2.8% PAY ESTR1D 15-AUG-2035 | 000000000 | Sep 2022 | 16,450,000 | NEW | $212K | — | 0.01% | DIR |
| 447 | OIS_CCP USD RCV SOFR1D PAY 3.415629% 22-APR-2028 | 000000000 | Sep 2022 | 36,540,000 | NEW | $209K | — | 0.01% | DIR |
| 448 | IRS_CCP EUR RCV EURIB6M PAY 2.25% 16-SEP-2028 | 000000000 | Sep 2022 | 19,570,000 | NEW | $206K | — | 0.01% | DIR |
| 449 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | GNR | Sep 2022 | 204,218 | NEW | $205K | — | 0.01% | ABS-MBS |
| 450 | AUSTRALIAN METCOAL FINANCING PTY LTD | WHCAU | Jun 2026 | 200,000 | NEW | $204K | — | 0.01% | DBT |
| 451 | ALUMINA PTY LTD | AA | Mar 2026 | 200,000 | NEW | $203K | — | 0.01% | DBT |
| 452 | ARDONAGH FINCO LTD | ARDGRP | Mar 2026 | 200,000 | NEW | $202K | — | 0.01% | DBT |
| 453 | KINETIC ABS ISSUER LLC | UNITK | Jun 2026 | 200,000 | NEW | $202K | — | 0.01% | ABS-O |
| 454 | ALA TRUST 2025-OANA | ALA | Mar 2026 | 200,000 | NEW | $201K | — | 0.01% | ABS-O |
| 455 | TSC Spv Funding LLC | TROP | Jun 2026 | 200,000 | NEW | $200K | — | 0.01% | ABS-O |
| 456 | OIS_CCP USD RCV 4.629134% PAY SOFR1D 14-APR-2041 | 000000000 | Sep 2022 | 61,180,000 | NEW | $200K | — | 0.01% | DIR |
| 457 | SOUTHERN CALIFORNIA EDISON COMPANY | EIX | Jun 2026 | 200,000 | NEW | $200K | — | 0.01% | DBT |
| 458 | BANCO SANTANDER SA | SANTAN | Jun 2026 | 200,000 | NEW | $199K | — | 0.01% | DBT |
| 459 | ASPIRE MORTGAGE TRUST 2026-2 | SPIRE | Jun 2026 | 196,649 | NEW | $196K | — | 0.01% | ABS-O |
| 460 | OIS_CCP JPY RCV TONAR1D PAY 1.25% 15-DEC-2027 | 000000000 | Sep 2022 | 19,528,980,000 | NEW | $193K | — | 0.01% | DIR |
| 461 | OIS_CCP USD RCV SOFR1D PAY 3.25% 16-SEP-2028 | 000000000 | Sep 2022 | 13,560,000 | NEW | $193K | — | 0.01% | DIR |
| 462 | Virgin Media | VMED | Jun 2026 | 200,000 | NEW | $192K | — | 0.01% | LON |
| 463 | IRS_CCP EUR RCV 3.30% PAY EURIB6M 21-APR-2036 | 000000000 | Sep 2022 | 20,060,000 | NEW | $186K | — | 0.00% | DIR |
| 464 | DISCOVERY GLOBAL HOLDINGS INC | WBD | Jun 2026 | 204,000 | NEW | $183K | — | 0.00% | DBT |
| 465 | CDS_IX_CCP ITRAXX EUROPE SERIES 1% 20310620 | 000000000 | Sep 2022 | 7,100,000 | NEW | $182K | — | 0.00% | DCR |
| 466 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -8,356,962 | NEW | $178K | — | 0.00% | DFE |
| 467 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -11,947,910 | NEW | $178K | — | 0.00% | DFE |
| 468 | HORSESHOE FUNDING TRUST I | HUM | Jun 2026 | 175,000 | NEW | $178K | — | 0.00% | DBT |
| 469 | NEXTERA ENERGY CAPITAL HOLDINGS INC | NEE | Jun 2026 | 175,000 | NEW | $178K | — | 0.00% | DBT |
| 470 | SOLRR AIRCRAFT 2021-1 LTD | SOLRR | Mar 2026 | 186,458 | NEW | $177K | — | 0.00% | ABS-O |
| 471 | NEXTERA ENERGY CAPITAL HOLDINGS INC | NEE | Jun 2026 | 177,000 | NEW | $177K | — | 0.00% | DBT |
| 472 | CHENIERE ENERGY PARTNERS LP | CQP | Jun 2026 | 175,000 | NEW | $177K | — | 0.00% | DBT |
| 473 | AMERIPRISE FINANCIAL INC | AMP | Jun 2026 | 175,000 | NEW | $175K | — | 0.00% | DBT |
| 474 | Core & Main (fka HD Supply Waterworks) | HDSUWA | Jun 2026 | 172,000 | NEW | $172K | — | 0.00% | LON |
| 475 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -703,598,991 | NEW | $168K | — | 0.00% | DFE |
| 476 | CDS_IX_CCP CDX.NA.IG.46 1% 20310620 | 000000000 | Sep 2022 | 7,595,000 | NEW | $167K | — | 0.00% | DCR |
| 477 | CITIGROUP INC | C | Mar 2026 | 159,000 | NEW | $164K | — | 0.00% | DBT |
| 478 | CHENIERE ENERGY PARTNERS LP | CQP | Mar 2026 | 150,000 | NEW | $157K | — | 0.00% | DBT |
| 479 | OIS_CCP EUR RCV 3% PAY ESTR1D 19-JUN-2036 | 000000000 | Sep 2022 | 58,470,000 | NEW | $155K | — | 0.00% | DIR |
| 480 | ROCKET COMPANIES INC | RKT | Jun 2026 | 150,000 | NEW | $154K | — | 0.00% | DBT |
| 481 | ESAB CORP | ESAB | Mar 2026 | 153,000 | NEW | $154K | — | 0.00% | DBT |
| 482 | ROCKET COMPANIES INC | RKT | Jun 2026 | 150,000 | NEW | $153K | — | 0.00% | DBT |
| 483 | CDS_IX_CCP CDX.NA.IG.46 1% 20310620 | 000000000 | Sep 2022 | 6,900,000 | NEW | $152K | — | 0.00% | DCR |
| 484 | HILTON DOMESTIC OPERATING COMPANY INC | HLT | Jun 2026 | 150,000 | NEW | $150K | — | 0.00% | DBT |
| 485 | FIGRE TRUST 2026-FL2 | FIGRE | Jun 2026 | 150,000 | NEW | $150K | — | 0.00% | ABS-O |
| 486 | HILTON DOMESTIC OPERATING COMPANY INC | HLT | Mar 2026 | 150,000 | NEW | $149K | — | 0.00% | DBT |
| 487 | SUBWAY FUNDING LLC | SUBWAY | Mar 2026 | 147,750 | NEW | $148K | — | 0.00% | ABS-O |
| 488 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -3,756,521 | NEW | $147K | — | 0.00% | DFE |
| 489 | JACK IN THE BOX INC | JACK | Jun 2026 | 156,338 | NEW | $146K | — | 0.00% | ABS-O |
| 490 | EUROPEAN BANK FOR RECONSTRUCTION AND DEVELOPMENT | EBRD | Jun 2026 | 70,000,000 | NEW | $146K | — | 0.00% | DBT |
| 491 | OIS_CCP COP RCV 11.5% PAY COOVI1D 16-SEP-2031 | 000000000 | Sep 2022 | 8,947,240,000 | NEW | $144K | — | 0.00% | DIR |
| 492 | REPUBLIC FINANCE ISSUANCE TRUST 2024-A | REPS | Jun 2026 | 140,000 | NEW | $140K | — | 0.00% | ABS-O |
| 493 | TransDigm | TDG | Mar 2026 | 135,000 | NEW | $135K | — | 0.00% | LON |
| 494 | SYNCHRONY FINANCIAL | SYF | Mar 2026 | 137,000 | NEW | $134K | — | 0.00% | DBT |
| 495 | IRS_CCP AUD RCV 5% PAY BBSW6M 16-SEP-2036 | 000000000 | Sep 2022 | 14,680,000 | NEW | $129K | — | 0.00% | DIR |
| 496 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -14,013,780 | NEW | $129K | — | 0.00% | DFE |
| 497 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -8,548,632 | NEW | $128K | — | 0.00% | DFE |
| 498 | TD SYNNEX CORP | SNX | Mar 2026 | 130,000 | NEW | $128K | — | 0.00% | DBT |
| 499 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -14,045,476 | NEW | $126K | — | 0.00% | DFE |
| 500 | OIS_CCP USD RCV SOFR1D PAY 3.581572% 31-OCT-2030 | 000000000 | Sep 2022 | 9,200,000 | NEW | $126K | — | 0.00% | DIR |
| 501 | FORA FINANCIAL ASSET SECURITIZATION 2026 LLC | FORA | Jun 2026 | 125,000 | NEW | $125K | — | 0.00% | ABS-O |
| 502 | ATLASSIAN CORP | TEAM | Mar 2026 | 124,000 | NEW | $122K | — | 0.00% | DBT |
| 503 | IRS_CCP NOK RCV 5% PAY NIBOR6M 16-SEP-2028 | 000000000 | Sep 2022 | 344,070,000 | NEW | $117K | — | 0.00% | DIR |
| 504 | OIS_CCP GBP RCV SONIA1D PAY 4% 16-SEP-2036 | 000000000 | Sep 2022 | 3,000,000 | NEW | $117K | — | 0.00% | DIR |
| 505 | FORA FINANCIAL ASSET SECURITIZATION 2026 LLC | FORA | Jun 2026 | 115,000 | NEW | $115K | — | 0.00% | ABS-O |
| 506 | BROADRIDGE FINANCIAL SOLUTIONS INC | BR | Jun 2026 | 110,000 | NEW | $110K | — | 0.00% | DBT |
| 507 | IRS_CCP EUR RCV EURIB6M PAY 3% 16-SEP-2056 | 000000000 | Sep 2022 | 5,980,000 | NEW | $109K | — | 0.00% | DIR |
| 508 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -6,800,774 | NEW | $107K | — | 0.00% | DFE |
| 509 | OIS_CCP USD RCV SOFR1D PAY 3.75% 18-DEC-2029 | 000000000 | Sep 2022 | 20,800,000 | NEW | $106K | — | 0.00% | DIR |
| 510 | AVIS BUDGET RENTAL CAR FUNDING (AESOP) LLC | AESOP | Jun 2026 | 105,000 | NEW | $106K | — | 0.00% | ABS-O |
| 511 | HORSESHOE FUNDING TRUST II | HUM | Jun 2026 | 100,000 | NEW | $105K | — | 0.00% | DBT |
| 512 | AUTONATION FINANCE TRUST 2025-1 | DRVPNK | Jun 2026 | 100,000 | NEW | $100K | — | 0.00% | ABS-O |
| 513 | CARMAX SELECT RECEIVABLES TRUST 2026-B | CMXS | Jun 2026 | 100,000 | NEW | $100K | — | 0.00% | ABS-O |
| 514 | QTS ISSUER ABS II, LLC | 74690FBK1 | Jun 2026 | 100,000 | NEW | $100K | — | 0.00% | ABS-O |
| 515 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -9,897,007 | NEW | $100K | — | 0.00% | DFE |
| 516 | COMMERCIAL METALS COMPANY | CMC | Mar 2026 | 99,000 | NEW | $99K | — | 0.00% | DBT |
| 517 | NEXTERA ENERGY CAPITAL HOLDINGS INC | NEE | Jun 2026 | 100,000 | NEW | $99K | — | 0.00% | DBT |
| 518 | WAVE 2019-1 LLC | WAAV | Sep 2022 | 93,163 | NEW | $92K | — | 0.00% | ABS-O |
| 519 | CDS_IX_CCP CDX.NA.IG.45 1% 20301220 | 000000000 | Sep 2022 | 4,130,000 | NEW | $90K | — | 0.00% | DCR |
| 520 | DRIVEN BRANDS FUNDING LLC | HONK | Jun 2026 | 89,550 | NEW | $87K | — | 0.00% | ABS-O |
| 521 | CDS_SN_CCP GENERAL MOTORS CO 4.2 5% 20280620 | 000000000 | Sep 2022 | 995,000 | NEW | $87K | — | 0.00% | DCR |
| 522 | OIS_CCP USD RCV SOFR1D PAY 3.59507% 31-OCT-2030 | 000000000 | Sep 2022 | 6,500,000 | NEW | $85K | — | 0.00% | DIR |
| 523 | SWO JPY RCV 1.7712 PAY TO | 000000000 | Sep 2022 | 4,479,999,999 | NEW | $82K | — | 0.00% | DIR |
| 524 | INTERNATIONAL FINANCE CORP | IFC | Jun 2026 | 40,000,000 | NEW | $82K | — | 0.00% | DBT |
| 525 | OIS_CCP JPY RCV 4.5% PAY TONAR1D 21-MAY-2046 | 000000000 | Sep 2022 | 3,237,000,000 | NEW | $77K | — | 0.00% | DIR |
| 526 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -5,199,000 | NEW | $77K | — | 0.00% | DFE |
| 527 | VENTURE GLOBAL PLAQUEMINES LNG LLC | VEGLPL | Mar 2026 | 75,000 | NEW | $77K | — | 0.00% | DBT |
| 528 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -8,283,320 | NEW | $74K | — | 0.00% | DFE |
| 529 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -38,026,899 | NEW | $73K | — | 0.00% | DFE |
| 530 | ROYAL CARIBBEAN CRUISES LTD | RCL | Mar 2026 | 72,000 | NEW | $70K | — | 0.00% | DBT |
| 531 | COMMERCIAL METALS COMPANY | CMC | Mar 2026 | 70,000 | NEW | $70K | — | 0.00% | DBT |
| 532 | IRS_CCP EUR RCV EURIB6M PAY 2.5% 16-SEP-2028 | 000000000 | Sep 2022 | 12,780,000 | NEW | $64K | — | 0.00% | DIR |
| 533 | OIS_CCP GBP RCV SONIA1D PAY 3.75% 16-SEP-2028 | 000000000 | Sep 2022 | 8,630,000 | NEW | $62K | — | 0.00% | DIR |
| 534 | OIS_CCP USD RCV SOFR1D PAY 3.60089% 31-OCT-2030 | 000000000 | Sep 2022 | 4,100,000 | NEW | $52K | — | 0.00% | DIR |
| 535 | VENTURE GLOBAL PLAQUEMINES LNG LLC | VEGLPL | Mar 2026 | 50,000 | NEW | $52K | — | 0.00% | DBT |
| 536 | SNOWFLAKE INC | SNOW | Jun 2026 | 27,000 | NEW | $48K | — | 0.00% | DBT |
| 537 | OIS_CCP USD RCV SOFR1D PAY 3.927357% 30-JUN-2028 | 000000000 | Sep 2022 | 33,740,000 | NEW | $46K | — | 0.00% | DIR |
| 538 | JP MORGAN CHASE & COMPANY | JPM | Sep 2022 | 50,000 | NEW | $46K | — | 0.00% | DBT |
| 539 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -7,000,000 | NEW | $45K | — | 0.00% | DFE |
| 540 | IRS_CCP KRW RCV KWCDC3M PAY 3.5% 16-SEP-2028 | 000000000 | Sep 2022 | 10,803,190,000 | NEW | $44K | — | 0.00% | DIR |
| 541 | CDS_SN_CCP BRITISH TELECOMMUNICA 1% 20281220 | 000000000 | Sep 2022 | 2,000,000 | NEW | $43K | — | 0.00% | DCR |
| 542 | IRS_CCP NOK RCV 4.5% PAY NIBOR6M 16-SEP-2036 | 000000000 | Sep 2022 | 22,240,000 | NEW | $42K | — | 0.00% | DIR |
| 543 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -3,232,245 | NEW | $41K | — | 0.00% | DFE |
| 544 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -4,209,234 | NEW | $41K | — | 0.00% | DFE |
| 545 | DIRECTV FINANCING LLC / DIRECTV FINANCING CO-OBLIGOR INC | DTV | Jun 2026 | 39,000 | NEW | $40K | — | 0.00% | DBT |
| 546 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -2,185,468 | NEW | $40K | — | 0.00% | DFE |
| 547 | UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT | T | Jun 2026 | 40,000 | NEW | $39K | — | 0.00% | DBT |
| 548 | FIRSTENERGY CORP | FE | Jun 2026 | 35,000 | NEW | $39K | — | 0.00% | DBT |
| 549 | MKS INC | MKSI | Jun 2026 | 13,000 | NEW | $38K | — | 0.00% | DBT |
| 550 | SWO USD RCV 3.111 PAY SOF | 000000000 | Sep 2022 | 12,400,000 | NEW | $37K | — | 0.00% | DIR |
| 551 | CDS_SN_CCP BRITISH TELECOMMUNICA 1% 20280620 | 000000000 | Sep 2022 | 2,000,000 | NEW | $37K | — | 0.00% | DCR |
| 552 | RUBRIK INC | RBRK | Jun 2026 | 36,000 | NEW | $37K | — | 0.00% | DBT |
| 553 | OIS_CCP USD RCV SOFR1D PAY 3.689% 31-OCT-2030 | 000000000 | Sep 2022 | 4,200,000 | NEW | $37K | — | 0.00% | DIR |
| 554 | LIGAND PHARMACEUTICALS INC | LGND | Jun 2026 | 21,000 | NEW | $36K | — | 0.00% | DBT |
| 555 | OIS_CCP EUR RCV ESTR1D PAY 2.0628% 05-OCT-2029 | 000000000 | Sep 2022 | 3,000,000 | NEW | $36K | — | 0.00% | DIR |
| 556 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -4,700,000 | NEW | $35K | — | 0.00% | DFE |
| 557 | PG&E CORP | PCG | Jun 2026 | 800 | NEW | $33K | — | 0.00% | EP |
| 558 | DISCOVERY GLOBAL HOLDINGS INC | WBD | Jun 2026 | 49,000 | NEW | $33K | — | 0.00% | DBT |
| 559 | AMKOR TECHNOLOGY INC | AMKR | Jun 2026 | 27,000 | NEW | $32K | — | 0.00% | DBT |
| 560 | IRS_CCP PLN RCV 4.5% PAY WIBOR6M 16-SEP-2036 | 000000000 | Sep 2022 | 7,060,000 | NEW | $32K | — | 0.00% | DIR |
| 561 | SPECTRUM BRANDS INC | SPB | Jun 2026 | 30,000 | NEW | $31K | — | 0.00% | DBT |
| 562 | EVERGY INC | EVRG | Jun 2026 | 22,000 | NEW | $31K | — | 0.00% | DBT |
| 563 | OPT. 3 MON C 97.5 12/3/27 | SFRH7C | Sep 2022 | 307 | NEW | $31K | — | 0.00% | DIR |
| 564 | PLACEHOLD FR REFUEL LLC 1 | 000000000 | Sep 2022 | 30,283 | NEW | $30K | — | 0.00% | ABS-MBS |
| 565 | DOORDASH INC | DASH | Jun 2026 | 30,000 | NEW | $30K | — | 0.00% | DBT |
| 566 | CIENA CORP | CIEN | Jun 2026 | 28,000 | NEW | $30K | — | 0.00% | DBT |
| 567 | OIS_CCP USD RCV SOFR1D PAY 3.72186% 31-OCT-2030 | 000000000 | Sep 2022 | 4,100,000 | NEW | $29K | — | 0.00% | DIR |
| 568 | GRANITE CONSTRUCTION INC | GVA | Jun 2026 | 14,000 | NEW | $29K | — | 0.00% | DBT |
| 569 | INTERDIGITAL INC | IDCC | Jun 2026 | 8,000 | NEW | $29K | — | 0.00% | DBT |
| 570 | B2GOLD CORP | BTOCN | Jun 2026 | 21,000 | NEW | $29K | — | 0.00% | DBT |
| 571 | CDS_SN_CCP DEUTSCHE BANK AG 5% 0 1% 20301220 | 000000000 | Sep 2022 | 1,700,000 | NEW | $29K | — | 0.00% | DCR |
| 572 | ETSY INC | ETSY | Jun 2026 | 25,000 | NEW | $29K | — | 0.00% | DBT |
| 573 | PINNACLE WEST CAPITAL CORP | PNW | Jun 2026 | 24,000 | NEW | $29K | — | 0.00% | DBT |
| 574 | CURRENCY CONTRACT - BRL | 000000000 | Sep 2022 | -856,626 | NEW | $29K | — | 0.00% | DFE |
| 575 | NOVA LTD | NVMI | Jun 2026 | 15,000 | NEW | $28K | — | 0.00% | DBT |
| 576 | LUMENTUM HOLDINGS INC | LITE | Jun 2026 | 6,000 | NEW | $28K | — | 0.00% | DBT |
| 577 | LYFT INC | LYFT | Jun 2026 | 27,000 | NEW | $26K | — | 0.00% | DBT |
| 578 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -6,900,000 | NEW | $26K | — | 0.00% | DFE |
| 579 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -3,500,000 | NEW | $25K | — | 0.00% | DFE |
| 580 | ONTO INNOVATION INC | ONTO | Jun 2026 | 19,000 | NEW | $25K | — | 0.00% | DBT |
| 581 | INDIVIOR PHARMACEUTICALS INC | INDV | Jun 2026 | 20,000 | NEW | $24K | — | 0.00% | DBT |
| 582 | PLACEHOLD FR REFUEL LLC 1 | 000000000 | Sep 2022 | 24,348 | NEW | $24K | — | 0.00% | LON |
| 583 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -3,500,000 | NEW | $24K | — | 0.00% | DFE |
| 584 | UGI CORP | UGI | Jun 2026 | 18,000 | NEW | $24K | — | 0.00% | DBT |
| 585 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -6,800,000 | NEW | $24K | — | 0.00% | DFE |
| 586 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -39,068,427 | NEW | $24K | — | 0.00% | DFE |
| 587 | NUTANIX INC | NTNX | Jun 2026 | 24,000 | NEW | $24K | — | 0.00% | DBT |
| 588 | SEAGATE HDD CAYMAN | STX | Jun 2026 | 2,000 | NEW | $23K | — | 0.00% | DBT |
| 589 | OIS_CCP EUR RCV ESTR1D PAY 2.0563% 05-OCT-2029 | 000000000 | Sep 2022 | 1,900,000 | NEW | $23K | — | 0.00% | DIR |
| 590 | MICROCHIP TECHNOLOGY INC | MCHP | Jun 2026 | 20,000 | NEW | $23K | — | 0.00% | DBT |
| 591 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -5,837,000 | NEW | $23K | — | 0.00% | DFE |
| 592 | OIS_CCP USD RCV SOFR1D PAY 3.6008% 31-OCT-2030 | 000000000 | Sep 2022 | 1,800,000 | NEW | $23K | — | 0.00% | DIR |
| 593 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -1,070,753 | NEW | $23K | — | 0.00% | DFE |
| 594 | FLUOR CORP | FLR | Jun 2026 | 17,000 | NEW | $23K | — | 0.00% | DBT |
| 595 | SITIME CORP | SITM | Jun 2026 | 20,000 | NEW | $22K | — | 0.00% | DBT |
| 596 | ALBEMARLE CORP | ALB | Jun 2026 | 400 | NEW | $22K | — | 0.00% | EP |
| 597 | OIS_CCP USD RCV SOFR1D PAY 3.775% 03-MAR-2036 | 000000000 | Sep 2022 | 1,300,000 | NEW | $22K | — | 0.00% | DIR |
| 598 | COMPASS INC | COMP | Jun 2026 | 20,000 | NEW | $22K | — | 0.00% | DBT |
| 599 | OIS_CCP USD RCV 4.278% PAY SOFR1D 26-JUN-2027 | 000000000 | Sep 2022 | 8,000,000 | NEW | $22K | — | 0.00% | DIR |
| 600 | OIS_CCP MXN RCV MXIBTIEF1D PAY 8% 04-SEP-2036 | 000000000 | Sep 2022 | 31,010,000 | NEW | $22K | — | 0.00% | DIR |
| 601 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -644,000 | NEW | $21K | — | 0.00% | DFE |
| 602 | OIS_CCP USD RCV SOFR1D PAY 3.6233% 31-OCT-2030 | 000000000 | Sep 2022 | 1,800,000 | NEW | $21K | — | 0.00% | DIR |
| 603 | HALOZYME THERAPEUTICS INC | HALO | Jun 2026 | 19,000 | NEW | $21K | — | 0.00% | DBT |
| 604 | POST HOLDINGS INC | POST | Jun 2026 | 20,000 | NEW | $21K | — | 0.00% | DBT |
| 605 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -2,300,677 | NEW | $20K | — | 0.00% | DFE |
| 606 | CLOUDFLARE INC | NET | Jun 2026 | 16,000 | NEW | $20K | — | 0.00% | DBT |
| 607 | OIS_CCP BRL RCV BZDIO1D PAY 12.75% 03-JAN-2028 | 000000000 | Sep 2022 | 4,043,073 | NEW | $20K | — | 0.00% | DIR |
| 608 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -4,700,000 | NEW | $20K | — | 0.00% | DFE |
| 609 | CURRENCY CONTRACT - INR | 000000000 | Sep 2022 | -835,758 | NEW | $20K | — | 0.00% | DFE |
| 610 | CDS_SN_CCP GENERAL MOTORS CO 4.8 5% 20261220 | 000000000 | Sep 2022 | 870,000 | NEW | $20K | — | 0.00% | DCR |
| 611 | GUIDEWIRE SOFTWARE INC | GWRE | Jun 2026 | 20,000 | NEW | $19K | — | 0.00% | DBT |
| 612 | TETRA TECH INC | TTEK | Jun 2026 | 18,000 | NEW | $19K | — | 0.00% | DBT |
| 613 | OIS_CCP USD RCV SOFR1D PAY 3.735147% 31-OCT-2030 | 000000000 | Sep 2022 | 2,700,000 | NEW | $18K | — | 0.00% | DIR |
| 614 | OIS_CCP EUR RCV ESTR1D PAY 2.05% 05-OCT-2029 | 000000000 | Sep 2022 | 1,400,000 | NEW | $18K | — | 0.00% | DIR |
| 615 | OIS_CCP USD RCV SOFR1D PAY 3.691% 31-OCT-2030 | 000000000 | Sep 2022 | 2,000,000 | NEW | $17K | — | 0.00% | DIR |
| 616 | CDS_SN_CCP VERIZON COMMUNICATION 1% 20280620 | 000000000 | Sep 2022 | 1,400,000 | NEW | $17K | — | 0.00% | DCR |
| 617 | IRS_CCP PLN RCV WIBOR6M PAY 3.75% 16-SEP-2028 | 000000000 | Sep 2022 | 30,270,000 | NEW | $17K | — | 0.00% | DIR |
| 618 | BLOOM ENERGY CORP | BE | Jun 2026 | 9,000 | NEW | $16K | — | 0.00% | DBT |
| 619 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -485,000 | NEW | $16K | — | 0.00% | DFE |
| 620 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -6,200,000 | NEW | $16K | — | 0.00% | DFE |
| 621 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -1,995,115 | NEW | $16K | — | 0.00% | DFE |
| 622 | ORACLE CORP | ORCL | Jun 2026 | 350 | NEW | $16K | — | 0.00% | EP |
| 623 | OIS_CCP USD RCV 3.948% PAY SOFR1D 30-JAN-2027 | 000000000 | Sep 2022 | 13,500,000 | NEW | $16K | — | 0.00% | DIR |
| 624 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -5,800,000 | NEW | $16K | — | 0.00% | DFE |
| 625 | OIS_CCP USD RCV SOFR1D PAY 3.54542% 31-OCT-2030 | 000000000 | Sep 2022 | 1,000,000 | NEW | $15K | — | 0.00% | DIR |
| 626 | ITRON INC | ITRI | Jun 2026 | 15,000 | NEW | $15K | — | 0.00% | DBT |
| 627 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -19,772,471 | NEW | $15K | — | 0.00% | DFE |
| 628 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -4,200,000 | NEW | $15K | — | 0.00% | DFE |
| 629 | FEDERAL REALTY OP LP | FRT | Jun 2026 | 13,000 | NEW | $14K | — | 0.00% | DBT |
| 630 | ZOETIS INC | ZTS | Jun 2026 | 15,000 | NEW | $14K | — | 0.00% | DBT |
| 631 | ARROWHEAD PHARMACEUTICALS INC | ARWR | Jun 2026 | 11,000 | NEW | $13K | — | 0.00% | DBT |
| 632 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -17,648,374 | NEW | $13K | — | 0.00% | DFE |
| 633 | CURRENCY CONTRACT - BRL | 000000000 | Sep 2022 | -311,726 | NEW | $13K | — | 0.00% | DFE |
| 634 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -5,834,000 | NEW | $13K | — | 0.00% | DFE |
| 635 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -16,395,760 | NEW | $12K | — | 0.00% | DFE |
| 636 | ADVANCED ENERGY INDUSTRIES INC | AEIS | Jun 2026 | 11,000 | NEW | $12K | — | 0.00% | DBT |
| 637 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -3,205,000 | NEW | $12K | — | 0.00% | DFE |
| 638 | CDS_SN_CCP GENERAL ELECTRIC CO 2 1% 20261220 | 000000000 | Sep 2022 | 2,600,000 | NEW | $12K | — | 0.00% | DCR |
| 639 | OIS_CCP USD RCV SOFR1D PAY 3.663788% 31-OCT-2030 | 000000000 | Sep 2022 | 1,200,000 | NEW | $12K | — | 0.00% | DIR |
| 640 | OIS_CCP EUR RCV ESTR1D PAY 2% 16-SEP-2028 | 000000000 | Sep 2022 | 1,210,000 | NEW | $12K | — | 0.00% | DIR |
| 641 | CHEESECAKE FACTORY INC (THE) | CAKE | Jun 2026 | 9,000 | NEW | $11K | — | 0.00% | DBT |
| 642 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -16,709,532 | NEW | $11K | — | 0.00% | DFE |
| 643 | NCL CORP LTD | NCLH | Jun 2026 | 10,000 | NEW | $11K | — | 0.00% | DBT |
| 644 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -501,526 | NEW | $11K | — | 0.00% | DFE |
| 645 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -2,923,376 | NEW | $11K | — | 0.00% | DFE |
| 646 | FRESHPET INC | FRPT | Jun 2026 | 9,000 | NEW | $10K | — | 0.00% | DBT |
| 647 | SIRIUS XM HOLDINGS INC | LINTA | Jun 2026 | 9,000 | NEW | $10K | — | 0.00% | DBT |
| 648 | IRS_CCP ZAR RCV JIBAR3M PAY 7.75% 16-SEP-2036 | 000000000 | Sep 2022 | 36,680,000 | NEW | $10K | — | 0.00% | DIR |
| 649 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -14,521,269 | NEW | $10K | — | 0.00% | DFE |
| 650 | IREN LTD | IREN | Jun 2026 | 9,000 | NEW | $10K | — | 0.00% | DBT |
| 651 | OIS_CCP USD RCV SOFR1D PAY 4.07585% 15-FEB-2046 | 000000000 | Sep 2022 | 600,000 | NEW | $10K | — | 0.00% | DIR |
| 652 | OIS_CCP USD RCV SOFR1D PAY 3.7391% 31-OCT-2030 | 000000000 | Sep 2022 | 1,500,000 | NEW | $10K | — | 0.00% | DIR |
| 653 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -11,186,167 | NEW | $9K | — | 0.00% | DFE |
| 654 | CDS_SN_CCP DEUTSCHE BANK AG FLT 1% 20300620 | 000000000 | Sep 2022 | 500,000 | NEW | $9K | — | 0.00% | DCR |
| 655 | OIS_CCP USD RCV SOFR1D PAY 3.676657% 31-OCT-2030 | 000000000 | Sep 2022 | 1,000,000 | NEW | $9K | — | 0.00% | DIR |
| 656 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -2,896,994 | NEW | $9K | — | 0.00% | DFE |
| 657 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -464,546 | NEW | $9K | — | 0.00% | DFE |
| 658 | CDS_SN_CCP LLOYDS BANKING GROUP 1% 20301220 | 000000000 | Sep 2022 | 1,400,000 | NEW | $9K | — | 0.00% | DCR |
| 659 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -801,592 | NEW | $8K | — | 0.00% | DFE |
| 660 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -4,600,000 | NEW | $8K | — | 0.00% | DFE |
| 661 | CURRENCY CONTRACT - INR | 000000000 | Sep 2022 | -679,807 | NEW | $8K | — | 0.00% | DFE |
| 662 | CURRENCY CONTRACT - INR | 000000000 | Sep 2022 | -593,069 | NEW | $8K | — | 0.00% | DFE |
| 663 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -14,547,857 | NEW | $8K | — | 0.00% | DFE |
| 664 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -8,836,000 | NEW | $8K | — | 0.00% | DFE |
| 665 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -3,300,000 | NEW | $8K | — | 0.00% | DFE |
| 666 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -670,771 | NEW | $8K | — | 0.00% | DFE |
| 667 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -5,900,000 | NEW | $7K | — | 0.00% | DFE |
| 668 | SWO USD RCV 3.375 PAY SOF | 000000000 | Sep 2022 | 6,121,000 | NEW | $7K | — | 0.00% | DIR |
| 669 | SWO USD RCV 3.375 PAY SOF | 000000000 | Sep 2022 | 6,121,000 | NEW | $7K | — | 0.00% | DIR |
| 670 | CURRENCY CONTRACT - BRL | 000000000 | Sep 2022 | -1,058,038 | NEW | $7K | — | 0.00% | DFE |
| 671 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -605,616 | NEW | $7K | — | 0.00% | DFE |
| 672 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -168,192 | NEW | $7K | — | 0.00% | DFE |
| 673 | SWO USD RCV 3.11 PAY SOFR | 000000000 | Sep 2022 | 2,300,000 | NEW | $7K | — | 0.00% | DIR |
| 674 | OIS_CCP USD RCV SOFR1D PAY 4.059328% 15-FEB-2056 | 000000000 | Sep 2022 | 400,000 | NEW | $7K | — | 0.00% | DIR |
| 675 | CURRENCY CONTRACT - INR | 000000000 | Sep 2022 | -638,500 | NEW | $7K | — | 0.00% | DFE |
| 676 | CURRENCY CONTRACT - INR | 000000000 | Sep 2022 | -546,723 | NEW | $7K | — | 0.00% | DFE |
| 677 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -3,100,000 | NEW | $7K | — | 0.00% | DFE |
| 678 | CURRENCY CONTRACT - INR | 000000000 | Sep 2022 | -389,170 | NEW | $6K | — | 0.00% | DFE |
| 679 | SWO GBP RCV 4.002 PAY SON | 000000000 | Sep 2022 | 20,030,000 | NEW | $6K | — | 0.00% | DIR |
| 680 | CURRENCY CONTRACT - INR | 000000000 | Sep 2022 | -342,738 | NEW | $6K | — | 0.00% | DFE |
| 681 | SWO USD RCV 3.375 PAY SOF | 000000000 | Sep 2022 | 4,896,000 | NEW | $6K | — | 0.00% | DIR |
| 682 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -1,496,187 | NEW | $6K | — | 0.00% | DFE |
| 683 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -63,600,000 | NEW | $6K | — | 0.00% | DFE |
| 684 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -10,169,335 | NEW | $6K | — | 0.00% | DFE |
| 685 | SWO USD RCV 3.25 PAY SOFR | 000000000 | Sep 2022 | 6,121,000 | NEW | $6K | — | 0.00% | DIR |
| 686 | SWO USD RCV 3.25 PAY SOFR | 000000000 | Sep 2022 | 6,121,000 | NEW | $6K | — | 0.00% | DIR |
| 687 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -1,789,350 | NEW | $6K | — | 0.00% | DFE |
| 688 | CURRENCY CONTRACT - BRL | 000000000 | Sep 2022 | -1,704,208 | NEW | $5K | — | 0.00% | DFE |
| 689 | OPT. 3 MON C 97.5 11/9/26 | SFRU6C | Sep 2022 | 430 | NEW | $5K | — | 0.00% | DIR |
| 690 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -227,211 | NEW | $5K | — | 0.00% | DFE |
| 691 | OIS_CCP USD RCV SOFR1D PAY 4.065859% 15-FEB-2046 | 000000000 | Sep 2022 | 300,000 | NEW | $5K | — | 0.00% | DIR |
| 692 | CURRENCY CONTRACT - AUD | 000000000 | Sep 2022 | -1,067,424 | NEW | $5K | — | 0.00% | DFE |
| 693 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -9,534,707 | NEW | $5K | — | 0.00% | DFE |
| 694 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -979,578 | NEW | $5K | — | 0.00% | DFE |
| 695 | CURRENCY CONTRACT - INR | 000000000 | Sep 2022 | -301,438 | NEW | $5K | — | 0.00% | DFE |
| 696 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -9,933,127 | NEW | $5K | — | 0.00% | DFE |
| 697 | SWO USD RCV 3.425 PAY SOF | 000000000 | Sep 2022 | 9,849,000 | NEW | $5K | — | 0.00% | DIR |
| 698 | CURRENCY CONTRACT - INR | 000000000 | Sep 2022 | -537,490 | NEW | $5K | — | 0.00% | DFE |
| 699 | SWO USD RCV 3.375 PAY SOF | 000000000 | Sep 2022 | 3,673,000 | NEW | $4K | — | 0.00% | DIR |
| 700 | SWO USD RCV 3.375 PAY SOF | 000000000 | Sep 2022 | 3,672,000 | NEW | $4K | — | 0.00% | DIR |
| 701 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -314,000 | NEW | $4K | — | 0.00% | DFE |
| 702 | CURRENCY CONTRACT - BRL | 000000000 | Sep 2022 | -596,257 | NEW | $4K | — | 0.00% | DFE |
| 703 | CDS_SN_CCP VERIZON COMMUNICATION 1% 20281220 | 000000000 | Sep 2022 | 300,000 | NEW | $4K | — | 0.00% | DCR |
| 704 | CURRENCY CONTRACT - INR | 000000000 | Sep 2022 | -243,231 | NEW | $4K | — | 0.00% | DFE |
| 705 | OIS_CCP THB RCV THBRO1D PAY 1.25% 16-SEP-2028 | 000000000 | Sep 2022 | 118,420,000 | NEW | $4K | — | 0.00% | DIR |
| 706 | CURRENCY CONTRACT - MXN | 000000000 | Sep 2022 | -237,532 | NEW | $4K | — | 0.00% | DFE |
| 707 | CURRENCY CONTRACT - INR | 000000000 | Sep 2022 | -137,630 | NEW | $4K | — | 0.00% | DFE |
| 708 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -256,711,821 | NEW | $4K | — | 0.00% | DFE |
| 709 | CURRENCY CONTRACT - GBP | 000000000 | Sep 2022 | -619,300 | NEW | $4K | — | 0.00% | DFE |
| 710 | CURRENCY CONTRACT - IDR | 000000000 | Sep 2022 | -371,164 | NEW | $3K | — | 0.00% | DFE |
| 711 | SWO USD RCV 3.35 PAY SOFR | 000000000 | Sep 2022 | 4,982,000 | NEW | $3K | — | 0.00% | DIR |
| 712 | OIS_CCP USD RCV SOFR1D PAY 3.99798% 15-NOV-2053 | 000000000 | Sep 2022 | 110,000 | NEW | $3K | — | 0.00% | DIR |
| 713 | SWO USD RCV 3.35 PAY SOFR | 000000000 | Sep 2022 | 4,981,000 | NEW | $3K | — | 0.00% | DIR |
| 714 | SWO USD RCV 3.35 PAY SOFR | 000000000 | Sep 2022 | 4,981,000 | NEW | $3K | — | 0.00% | DIR |
| 715 | SWO USD RCV 3.35 PAY SOFR | 000000000 | Sep 2022 | 4,981,000 | NEW | $3K | — | 0.00% | DIR |
| 716 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -257,220,366 | NEW | $3K | — | 0.00% | DFE |
| 717 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | GNR | Sep 2022 | 3,270 | NEW | $3K | — | 0.00% | ABS-MBS |
| 718 | CURRENCY CONTRACT - IDR | 000000000 | Sep 2022 | -389,682 | NEW | $3K | — | 0.00% | DFE |
| 719 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -747,667 | NEW | $3K | — | 0.00% | DFE |
| 720 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -6,683,983 | NEW | $3K | — | 0.00% | DFE |
| 721 | IRS_CCP HUF RCV 6.25% PAY BUBOR6M 16-SEP-2028 | 000000000 | Sep 2022 | 42,620,000 | NEW | $3K | — | 0.00% | DIR |
| 722 | CURRENCY CONTRACT - INR | 000000000 | Sep 2022 | -162,563 | NEW | $3K | — | 0.00% | DFE |
| 723 | OIS_CCP USD RCV SOFR1D PAY 3.874% 05-MAR-2035 | 000000000 | Sep 2022 | 500,000 | NEW | $3K | — | 0.00% | DIR |
| 724 | CURRENCY CONTRACT - GBP | 000000000 | Sep 2022 | -1,171,035 | NEW | $3K | — | 0.00% | DFE |
| 725 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -1,734,579 | NEW | $3K | — | 0.00% | DFE |
| 726 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -9,800,000 | NEW | $3K | — | 0.00% | DFE |
| 727 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -279,515,906 | NEW | $3K | — | 0.00% | DFE |
| 728 | SWO USD RCV SOFR 1D PAY 3 | 000000000 | Sep 2022 | 700,000 | NEW | $3K | — | 0.00% | DIR |
| 729 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -1,100,000 | NEW | $3K | — | 0.00% | DFE |
| 730 | CURRENCY CONTRACT - IDR | 000000000 | Sep 2022 | -909,750 | NEW | $3K | — | 0.00% | DFE |
| 731 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -4,881,022 | NEW | $3K | — | 0.00% | DFE |
| 732 | CURRENCY CONTRACT - THB | 000000000 | Sep 2022 | -362,245 | NEW | $2K | — | 0.00% | DFE |
| 733 | CURRENCY CONTRACT - IDR | 000000000 | Sep 2022 | -322,054 | NEW | $2K | — | 0.00% | DFE |
| 734 | SWO USD RCV 3.425 PAY SOF | 000000000 | Sep 2022 | 4,812,000 | NEW | $2K | — | 0.00% | DIR |
| 735 | SWO USD RCV 3.3 PAY SOFR | 000000000 | Sep 2022 | 7,367,000 | NEW | $2K | — | 0.00% | DIR |
| 736 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -2,300,000 | NEW | $2K | — | 0.00% | DFE |
| 737 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -2,300,000 | NEW | $2K | — | 0.00% | DFE |
| 738 | OIS_CCP THB RCV THBRO1D PAY 2% 16-SEP-2036 | 000000000 | Sep 2022 | 51,960,000 | NEW | $2K | — | 0.00% | DIR |
| 739 | CURRENCY CONTRACT - INR | 000000000 | Sep 2022 | -216,177 | NEW | $2K | — | 0.00% | DFE |
| 740 | IRS_CCP CZK RCV 4.25% PAY PRBOR6M 16-SEP-2036 | 000000000 | Sep 2022 | 27,750,000 | NEW | $2K | — | 0.00% | DIR |
| 741 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -1,095,133 | NEW | $2K | — | 0.00% | DFE |
| 742 | OIS_CCP USD RCV SOFR1D PAY 3.87% 05-MAR-2035 | 000000000 | Sep 2022 | 300,000 | NEW | $2K | — | 0.00% | DIR |
| 743 | SWO USD RCV 3.425 PAY SOF | 000000000 | Sep 2022 | 3,680,000 | NEW | $2K | — | 0.00% | DIR |
| 744 | SWO USD RCV 3.425 PAY SOF | 000000000 | Sep 2022 | 3,680,000 | NEW | $2K | — | 0.00% | DIR |
| 745 | SWO USD RCV 3.425 PAY SOF | 000000000 | Sep 2022 | 3,672,000 | NEW | $2K | — | 0.00% | DIR |
| 746 | OIS_CCP CLP RCV 4.75% PAY CAMAR1D 16-SEP-2028 | 000000000 | Sep 2022 | 259,780,000 | NEW | $2K | — | 0.00% | DIR |
| 747 | CURRENCY CONTRACT - IDR | 000000000 | Sep 2022 | -601,262 | NEW | $2K | — | 0.00% | DFE |
| 748 | CURRENCY CONTRACT - IDR | 000000000 | Sep 2022 | -411,551 | NEW | $2K | — | 0.00% | DFE |
| 749 | OIS_CCP USD RCV 4.002% PAY SOFR1D 28-MAY-2036 | 000000000 | Sep 2022 | 2,200,000 | NEW | $2K | — | 0.00% | DIR |
| 750 | OIS_CCP USD RCV SOFR1D PAY 3.89% 03-MAR-2035 | 000000000 | Sep 2022 | 300,000 | NEW | $1K | — | 0.00% | DIR |
| 751 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -2,611,920 | NEW | $1K | — | 0.00% | DFE |
| 752 | SWO USD RCV 3.3 PAY SOFR | 000000000 | Sep 2022 | 3,665,000 | NEW | $1K | — | 0.00% | DIR |
| 753 | CURRENCY CONTRACT - IDR | 000000000 | Sep 2022 | -419,604 | NEW | $1K | — | 0.00% | DFE |
| 754 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -356,530 | NEW | $936 | — | 0.00% | DFE |
| 755 | CURRENCY CONTRACT - INR | 000000000 | Sep 2022 | -460,513 | NEW | $913 | — | 0.00% | DFE |
| 756 | CURRENCY CONTRACT - IDR | 000000000 | Sep 2022 | -303,250 | NEW | $848 | — | 0.00% | DFE |
| 757 | OIS_CCP USD RCV 4.020957% PAY SOFR1D 30-JUN-2028 | 000000000 | Sep 2022 | 4,740,000 | NEW | $825 | — | 0.00% | DIR |
| 758 | CURRENCY CONTRACT - AUD | 000000000 | Sep 2022 | -245,291 | NEW | $824 | — | 0.00% | DFE |
| 759 | CURRENCY CONTRACT - IDR | 000000000 | Sep 2022 | -245,683 | NEW | $817 | — | 0.00% | DFE |
| 760 | CURRENCY CONTRACT - INR | 000000000 | Sep 2022 | -354,300 | NEW | $702 | — | 0.00% | DFE |
| 761 | CURRENCY CONTRACT - IDR | 000000000 | Sep 2022 | -241,607 | NEW | $668 | — | 0.00% | DFE |
| 762 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -13,589,352,748 | NEW | $627 | — | 0.00% | DFE |
| 763 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -17,749,645 | NEW | $610 | — | 0.00% | DFE |
| 764 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -19,523,098,109 | NEW | $602 | — | 0.00% | DFE |
| 765 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -271,050,859 | NEW | $522 | — | 0.00% | DFE |
| 766 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -27,832,140 | NEW | $479 | — | 0.00% | DFE |
| 767 | CURRENCY CONTRACT - IDR | 000000000 | Sep 2022 | -103,978 | NEW | $476 | — | 0.00% | DFE |
| 768 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -14,170,691 | NEW | $471 | — | 0.00% | DFE |
| 769 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -23,658 | NEW | $458 | — | 0.00% | DFE |
| 770 | CURRENCY CONTRACT - BRL | 000000000 | Sep 2022 | -542,005 | NEW | $388 | — | 0.00% | DFE |
| 771 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -739,681 | NEW | $374 | — | 0.00% | DFE |
| 772 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -2,026,682 | NEW | $354 | — | 0.00% | DFE |
| 773 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -29,858,880 | NEW | $316 | — | 0.00% | DFE |
| 774 | GUIDESTONE FUNDS | GMYXX | Sep 2022 | 315 | NEW | $315 | — | 0.00% | STIV |
| 775 | CURRENCY CONTRACT - IDR | 000000000 | Sep 2022 | -282,967 | NEW | $300 | — | 0.00% | DFE |
| 776 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -1,390,000 | NEW | $299 | — | 0.00% | DFE |
| 777 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -2,265,000 | NEW | $287 | — | 0.00% | DFE |
| 778 | CURRENCY CONTRACT - NOK | 000000000 | Sep 2022 | -71,549 | NEW | $280 | — | 0.00% | DFE |
| 779 | CURRENCY CONTRACT - PLN | 000000000 | Sep 2022 | -64,090 | NEW | $238 | — | 0.00% | DFE |
| 780 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -314,058 | NEW | $237 | — | 0.00% | DFE |
| 781 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -633,180 | NEW | $234 | — | 0.00% | DFE |
| 782 | CURRENCY CONTRACT - IDR | 000000000 | Sep 2022 | -503,485 | NEW | $221 | — | 0.00% | DFE |
| 783 | CURRENCY CONTRACT - PLN | 000000000 | Sep 2022 | -53,749 | NEW | $212 | — | 0.00% | DFE |
| 784 | CURRENCY CONTRACT - TRY | 000000000 | Sep 2022 | -11,042 | NEW | $185 | — | 0.00% | DFE |
| 785 | CURRENCY CONTRACT - INR | 000000000 | Sep 2022 | -216,688 | NEW | $163 | — | 0.00% | DFE |
| 786 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -16,420,816,542 | NEW | $156 | — | 0.00% | DFE |
| 787 | OIS_CCP CAD RCV 2.75% PAY CORRA1D 16-SEP-2028 | 000000000 | Sep 2022 | 320,000 | NEW | $151 | — | 0.00% | DIR |
| 788 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -3,509,043 | NEW | $138 | — | 0.00% | DFE |
| 789 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -1,100,000 | NEW | $126 | — | 0.00% | DFE |
| 790 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -4,870,867 | NEW | $85 | — | 0.00% | DFE |
| 791 | CURRENCY CONTRACT - INR | 000000000 | Sep 2022 | -8,000 | NEW | $79 | — | 0.00% | DFE |
| 792 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -5,063,857,020 | NEW | $66 | — | 0.00% | DFE |
| 793 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -1,709,197,910 | NEW | $56 | — | 0.00% | DFE |
| 794 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -1,688,975,878 | NEW | $54 | — | 0.00% | DFE |
| 795 | CURRENCY CONTRACT - INR | 000000000 | Sep 2022 | -419,354 | NEW | $51 | — | 0.00% | DFE |
| 796 | CURRENCY CONTRACT - TRY | 000000000 | Sep 2022 | -28,487 | NEW | $45 | — | 0.00% | DFE |
| 797 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -83,757,895 | NEW | $31 | — | 0.00% | DFE |
| 798 | CURRENCY CONTRACT - PEN | 000000000 | Sep 2022 | -4,459 | NEW | $14 | — | 0.00% | DFE |
| 799 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -60,567 | NEW | $13 | — | 0.00% | DFE |
| 800 | CURRENCY CONTRACT - THB | 000000000 | Sep 2022 | -975 | NEW | $9 | — | 0.00% | DFE |
| 801 | FXO USDKRW PUT 1400 13072 | 000000000 | Sep 2022 | 691,358 | NEW | $1 | — | 0.00% | DFE |
| 802 | FXO USDKRW PUT 1400 09072 | 000000000 | Sep 2022 | 847,384 | NEW | $0 | — | 0.00% | DFE |
| 803 | FXO USDKRW PUT 1400 09072 | 000000000 | Sep 2022 | 461,258 | NEW | $0 | — | 0.00% | DFE |
| 804 | FXO USDKRW PUT 1350 09072 | 000000000 | Sep 2022 | -461,258 | NEW | $0 | — | 0.00% | DFE |
| 805 | FXO USDKRW PUT 1350 09072 | 000000000 | Sep 2022 | -847,384 | NEW | $-0 | — | 0.00% | DFE |
| 806 | FXO USDKRW PUT 1350 13072 | 000000000 | Sep 2022 | -691,358 | NEW | $-0 | — | 0.00% | DFE |
| 807 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -13,528 | NEW | $-4 | — | 0.00% | DFE |
| 808 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -166,507,275 | NEW | $-4 | — | 0.00% | DFE |
| 809 | CURRENCY CONTRACT - KRW | 000000000 | Sep 2022 | -54,113 | NEW | $-7 | — | 0.00% | DFE |
| 810 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -1,382,906 | NEW | $-13 | — | 0.00% | DFE |
| 811 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -504,345,572 | NEW | $-13 | — | 0.00% | DFE |
| 812 | PUT JUL 26 CBT 10YPUT JUL | 1MN6P | Sep 2022 | -14 | NEW | $-14 | — | 0.00% | DIR |
| 813 | CURRENCY CONTRACT - NOK | 000000000 | Sep 2022 | -222,746 | NEW | $-17 | — | 0.00% | DFE |
| 814 | PUT JUL 26 CBT 10YPUT JUL | 1MN6P | Sep 2022 | -29 | NEW | $-29 | — | -0.00% | DIR |
| 815 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -1,643,424,877 | NEW | $-30 | — | -0.00% | DFE |
| 816 | SWO USD RCV SOFR 1D PAY 2 | 000000000 | Sep 2022 | -4,427,500 | NEW | $-30 | — | -0.00% | DIR |
| 817 | SWO USD RCV SOFR 1D PAY 2 | 000000000 | Sep 2022 | -4,427,500 | NEW | $-30 | — | -0.00% | DIR |
| 818 | SWO USD RCV SOFR 1D PAY 2 | 000000000 | Sep 2022 | -5,060,000 | NEW | $-44 | — | -0.00% | DIR |
| 819 | SWO USD RCV SOFR 1D PAY 2 | 000000000 | Sep 2022 | -5,060,000 | NEW | $-44 | — | -0.00% | DIR |
| 820 | CURRENCY CONTRACT - EUR | 000000000 | Sep 2022 | -148,678 | NEW | $-44 | — | -0.00% | DFE |
| 821 | SWO USD RCV SOFR 1D PAY 2 | 000000000 | Sep 2022 | -3,162,500 | NEW | $-44 | — | -0.00% | DIR |
| 822 | SWO USD RCV SOFR 1D PAY 2 | 000000000 | Sep 2022 | -3,162,500 | NEW | $-44 | — | -0.00% | DIR |
| 823 | OIS_CCP CAD RCV CORRA1D PAY 3% 01-JUN-2034 | 000000000 | Sep 2022 | 1,700,000 | NEW | $-66 | — | -0.00% | DIR |
| 824 | OIS_CCP CAD RCV CORRA1D PAY 3% 01-JUN-2034 | 000000000 | Sep 2022 | 1,700,000 | NEW | $-66 | — | -0.00% | DIR |
| 825 | CURRENCY CONTRACT - INR | 000000000 | Sep 2022 | -37,059 | NEW | $-81 | — | -0.00% | DFE |
| 826 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -8,469,745 | NEW | $-86 | — | -0.00% | DFE |
| 827 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -260,000 | NEW | $-93 | — | -0.00% | DFE |
| 828 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -746,063 | NEW | $-95 | — | -0.00% | DFE |
| 829 | OIS_CCP CAD RCV CORRA1D PAY 3% 01-JUN-2034 | 000000000 | Sep 2022 | 2,500,000 | NEW | $-97 | — | -0.00% | DIR |
| 830 | CURRENCY CONTRACT - INR | 000000000 | Sep 2022 | -37,176 | NEW | $-132 | — | -0.00% | DFE |
| 831 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -8,224,862,840 | NEW | $-149 | — | -0.00% | DFE |
| 832 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -671,405 | NEW | $-159 | — | -0.00% | DFE |
| 833 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -559,092 | NEW | $-159 | — | -0.00% | DFE |
| 834 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -9,565,966 | NEW | $-160 | — | -0.00% | DFE |
| 835 | CURRENCY CONTRACT - ILS | 000000000 | Sep 2022 | -187,894 | NEW | $-178 | — | -0.00% | DFE |
| 836 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -5,469,113,750 | NEW | $-226 | — | -0.00% | DFE |
| 837 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -293,594 | NEW | $-234 | — | -0.00% | DFE |
| 838 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -1,071,828 | NEW | $-243 | — | -0.00% | DFE |
| 839 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -229,000 | NEW | $-246 | — | -0.00% | DFE |
| 840 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -3,528,713,510 | NEW | $-257 | — | -0.00% | DFE |
| 841 | CURRENCY CONTRACT - PLN | 000000000 | Sep 2022 | -38,437 | NEW | $-259 | — | -0.00% | DFE |
| 842 | CURRENCY CONTRACT - KRW | 000000000 | Sep 2022 | -289,719 | NEW | $-298 | — | -0.00% | DFE |
| 843 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -1,879,641,499 | NEW | $-321 | — | -0.00% | DFE |
| 844 | CURRENCY CONTRACT - KRW | 000000000 | Sep 2022 | -100,000 | NEW | $-329 | — | -0.00% | DFE |
| 845 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -4,360,160,726 | NEW | $-334 | — | -0.00% | DFE |
| 846 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -5,106,394,185 | NEW | $-382 | — | -0.00% | DFE |
| 847 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -878,038 | NEW | $-385 | — | -0.00% | DFE |
| 848 | CURRENCY CONTRACT - BRL | 000000000 | Sep 2022 | -20,000 | NEW | $-420 | — | -0.00% | DFE |
| 849 | CURRENCY CONTRACT - INR | 000000000 | Sep 2022 | -150,043 | NEW | $-446 | — | -0.00% | DFE |
| 850 | CURRENCY CONTRACT - KRW | 000000000 | Sep 2022 | -175,538 | NEW | $-448 | — | -0.00% | DFE |
| 851 | SWO USD RCV SOFR 1D PAY 2 | 000000000 | Sep 2022 | -4,981,000 | NEW | $-476 | — | -0.00% | DIR |
| 852 | SWO USD RCV SOFR 1D PAY 2 | 000000000 | Sep 2022 | -4,981,000 | NEW | $-476 | — | -0.00% | DIR |
| 853 | SWO USD RCV SOFR 1D PAY 2 | 000000000 | Sep 2022 | -4,981,000 | NEW | $-476 | — | -0.00% | DIR |
| 854 | SWO USD RCV SOFR 1D PAY 2 | 000000000 | Sep 2022 | -4,982,000 | NEW | $-476 | — | -0.00% | DIR |
| 855 | CURRENCY CONTRACT - TWD | 000000000 | Sep 2022 | -64,516 | NEW | $-500 | — | -0.00% | DFE |
| 856 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -1,171,598 | NEW | $-518 | — | -0.00% | DFE |
| 857 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -4,166,629 | NEW | $-518 | — | -0.00% | DFE |
| 858 | CURRENCY CONTRACT - INR | 000000000 | Sep 2022 | -414,642 | NEW | $-549 | — | -0.00% | DFE |
| 859 | CALL JUL 26 CBT CALL JU | 2MN6C | Sep 2022 | -12 | NEW | $-563 | — | -0.00% | DIR |
| 860 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -1,410,000 | NEW | $-566 | — | -0.00% | DFE |
| 861 | CURRENCY CONTRACT - INR | 000000000 | Sep 2022 | -187,958 | NEW | $-578 | — | -0.00% | DFE |
| 862 | CURRENCY CONTRACT - KRW | 000000000 | Sep 2022 | -26,358 | NEW | $-616 | — | -0.00% | DFE |
| 863 | CURRENCY CONTRACT - THB | 000000000 | Sep 2022 | -88,877 | NEW | $-624 | — | -0.00% | DFE |
| 864 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -1,141,000 | NEW | $-637 | — | -0.00% | DFE |
| 865 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -16,407,341,250 | NEW | $-677 | — | -0.00% | DFE |
| 866 | CURRENCY CONTRACT - BRL | 000000000 | Sep 2022 | -194,405 | NEW | $-693 | — | -0.00% | DFE |
| 867 | CURRENCY CONTRACT - INR | 000000000 | Sep 2022 | -292,686 | NEW | $-709 | — | -0.00% | DFE |
| 868 | CURRENCY CONTRACT - INR | 000000000 | Sep 2022 | -272,591 | NEW | $-716 | — | -0.00% | DFE |
| 869 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -7,700,049 | NEW | $-721 | — | -0.00% | DFE |
| 870 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -339,882 | NEW | $-723 | — | -0.00% | DFE |
| 871 | CURRENCY CONTRACT - INR | 000000000 | Sep 2022 | -410,000 | NEW | $-743 | — | -0.00% | DFE |
| 872 | PUT JUL 26 CBT 10YPUT JUL | 2MN6P | Sep 2022 | -12 | NEW | $-750 | — | -0.00% | DIR |
| 873 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -4,861,158,840 | NEW | $-757 | — | -0.00% | DFE |
| 874 | OIS_CCP USD RCV SOFR1D PAY 4% 30-NOV-2030 | 000000000 | Sep 2022 | 200,000 | NEW | $-775 | — | -0.00% | DIR |
| 875 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -10,850,313,926 | NEW | $-811 | — | -0.00% | DFE |
| 876 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -4,442,808,531 | NEW | $-844 | — | -0.00% | DFE |
| 877 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -830,390 | NEW | $-857 | — | -0.00% | DFE |
| 878 | PUT AUG 26 T-NOTE PUT AUG | TYQ6P | Sep 2022 | -14 | NEW | $-875 | — | -0.00% | DIR |
| 879 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -8,562,385,145 | NEW | $-879 | — | -0.00% | DFE |
| 880 | CALL JUL 26 CBT CALL JU | 1MN6C | Sep 2022 | -29 | NEW | $-906 | — | -0.00% | DIR |
| 881 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -4,669,298 | NEW | $-920 | — | -0.00% | DFE |
| 882 | CURRENCY CONTRACT - KRW | 000000000 | Sep 2022 | -50,000 | NEW | $-996 | — | -0.00% | DFE |
| 883 | OIS_CCP MXN RCV 7.75% PAY MXIBTIEF1D 11-SEP-2031 | 000000000 | Sep 2022 | 31,480,000 | NEW | $-1005 | — | -0.00% | DIR |
| 884 | CALL JUL 26 CBT CALL JU | 1MN6C | Sep 2022 | -14 | NEW | $-1094 | — | -0.00% | DIR |
| 885 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -7,581,824,676 | NEW | $-1104 | — | -0.00% | DFE |
| 886 | OIS_CCP MXN RCV 7.25% PAY MXIBTIEF1D 14-SEP-2028 | 000000000 | Sep 2022 | 161,780,000 | NEW | $-1220 | — | -0.00% | DIR |
| 887 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -269,000 | NEW | $-1313 | — | -0.00% | DFE |
| 888 | CALL JUL 26 CBT CALL JU | 3MN6C | Sep 2022 | -17 | NEW | $-1328 | — | -0.00% | DIR |
| 889 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -1,825,922 | NEW | $-1402 | — | -0.00% | DFE |
| 890 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -3,100,000 | NEW | $-1412 | — | -0.00% | DFE |
| 891 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -1,495,560 | NEW | $-1455 | — | -0.00% | DFE |
| 892 | PUT JUL 26 CBT 10YPUT JUL | 3MN6P | Sep 2022 | -16 | NEW | $-1500 | — | -0.00% | DIR |
| 893 | CURRENCY CONTRACT - INR | 000000000 | Sep 2022 | -945,000 | NEW | $-1541 | — | -0.00% | DFE |
| 894 | CURRENCY CONTRACT - BRL | 000000000 | Sep 2022 | -71,611 | NEW | $-1681 | — | -0.00% | DFE |
| 895 | CURRENCY CONTRACT - IDR | 000000000 | Sep 2022 | -487,851 | NEW | $-1694 | — | -0.00% | DFE |
| 896 | CURRENCY CONTRACT - TWD | 000000000 | Sep 2022 | -180,535 | NEW | $-1807 | — | -0.00% | DFE |
| 897 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -10,266,089 | NEW | $-1879 | — | -0.00% | DFE |
| 898 | CURRENCY CONTRACT - KRW | 000000000 | Sep 2022 | -260,000 | NEW | $-2027 | — | -0.00% | DFE |
| 899 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -90,295,933 | NEW | $-2043 | — | -0.00% | DFE |
| 900 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -2,668,098,136 | NEW | $-2207 | — | -0.00% | DFE |
| 901 | OIS_CCP JPY RCV TONAR1D PAY 2.5% 22-MAY-2033 | 000000000 | Sep 2022 | 1,902,530,000 | NEW | $-2213 | — | -0.00% | DIR |
| 902 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -15,929,164 | NEW | $-2301 | — | -0.00% | DFE |
| 903 | CURRENCY CONTRACT - KRW | 000000000 | Sep 2022 | -98,796 | NEW | $-2306 | — | -0.00% | DFE |
| 904 | CURRENCY CONTRACT - MXN | 000000000 | Sep 2022 | -525,164 | NEW | $-2444 | — | -0.00% | DFE |
| 905 | CURRENCY CONTRACT - CNH | 000000000 | Sep 2022 | -583,997 | NEW | $-2471 | — | -0.00% | DFE |
| 906 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -11,249,519,711 | NEW | $-2559 | — | -0.00% | DFE |
| 907 | CURRENCY CONTRACT - NZD | 000000000 | Sep 2022 | -80,612 | NEW | $-2602 | — | -0.00% | DFE |
| 908 | SWO USD RCV SOFR 1D PAY 3 | 000000000 | Sep 2022 | -1,900,000 | NEW | $-2678 | — | -0.00% | DIR |
| 909 | CURRENCY CONTRACT - BRL | 000000000 | Sep 2022 | -409,508 | NEW | $-2713 | — | -0.00% | DFE |
| 910 | CURRENCY CONTRACT - BRL | 000000000 | Sep 2022 | -409,508 | NEW | $-2713 | — | -0.00% | DFE |
| 911 | PUT AUG 26 T-NOTE PUT AUG | TYQ6P | Sep 2022 | -25 | NEW | $-2734 | — | -0.00% | DIR |
| 912 | CURRENCY CONTRACT - MXN | 000000000 | Sep 2022 | -248,733 | NEW | $-2736 | — | -0.00% | DFE |
| 913 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -1,503,499 | NEW | $-2757 | — | -0.00% | DFE |
| 914 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -9,741,245 | NEW | $-2779 | — | -0.00% | DFE |
| 915 | CURRENCY CONTRACT - BRL | 000000000 | Sep 2022 | -196,580 | NEW | $-2867 | — | -0.00% | DFE |
| 916 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -5,384,343 | NEW | $-2899 | — | -0.00% | DFE |
| 917 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -198,942,455 | NEW | $-2922 | — | -0.00% | DFE |
| 918 | CURRENCY CONTRACT - NOK | 000000000 | Sep 2022 | -46,032 | NEW | $-2978 | — | -0.00% | DFE |
| 919 | PUT JUL 26 CBT 10YPUT JUL | 3MN6P | Sep 2022 | -17 | NEW | $-3188 | — | -0.00% | DIR |
| 920 | CURRENCY CONTRACT - IDR | 000000000 | Sep 2022 | -285,225 | NEW | $-3191 | — | -0.00% | DFE |
| 921 | CURRENCY CONTRACT - IDR | 000000000 | Sep 2022 | -285,225 | NEW | $-3206 | — | -0.00% | DFE |
| 922 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -469,604 | NEW | $-3590 | — | -0.00% | DFE |
| 923 | CURRENCY CONTRACT - KRW | 000000000 | Sep 2022 | -184,000 | NEW | $-3845 | — | -0.00% | DFE |
| 924 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -12,082,682 | NEW | $-3875 | — | -0.00% | DFE |
| 925 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -11,031,388 | NEW | $-3885 | — | -0.00% | DFE |
| 926 | OIS_CCP USD RCV 3.96% PAY SOFR1D 22-MAY-2036 | 000000000 | Sep 2022 | 1,500,000 | NEW | $-4026 | — | -0.00% | DIR |
| 927 | OIS_CCP CAD RCV CORRA1D PAY 3% 01-JUN-2033 | 000000000 | Sep 2022 | 1,500,000 | NEW | $-4134 | — | -0.00% | DIR |
| 928 | CURRENCY CONTRACT - IDR | 000000000 | Sep 2022 | -361,064 | NEW | $-4215 | — | -0.00% | DFE |
| 929 | CALL JUL 26 CBT CALL JU | 3MN6C | Sep 2022 | -16 | NEW | $-4250 | — | -0.00% | DIR |
| 930 | OIS_CCP USD RCV 3.6965% PAY SOFR1D 09-JUN-2028 | 000000000 | Sep 2022 | 800,000 | NEW | $-4414 | — | -0.00% | DIR |
| 931 | SWO USD RCV 4.135 PAY SOF | 000000000 | Sep 2022 | -1,900,000 | NEW | $-4435 | — | -0.00% | DIR |
| 932 | CURRENCY CONTRACT - IDR | 000000000 | Sep 2022 | -465,481 | NEW | $-4845 | — | -0.00% | DFE |
| 933 | CURRENCY CONTRACT - MXN | 000000000 | Sep 2022 | -970,813 | NEW | $-4951 | — | -0.00% | DFE |
| 934 | CURRENCY CONTRACT - BRL | 000000000 | Sep 2022 | -1,729,028 | NEW | $-4991 | — | -0.00% | DFE |
| 935 | OPT. 3 MONTH C 98 11/9/26 | SFRU6C | Sep 2022 | -430 | NEW | $-5375 | — | -0.00% | DIR |
| 936 | PUT AUG 26 T-NOTE PUT AUG | TYQ6P | Sep 2022 | -18 | NEW | $-5906 | — | -0.00% | DIR |
| 937 | IRS_CCP CZK RCV 4% PAY PRBOR6M 16-SEP-2028 | 000000000 | Sep 2022 | 61,230,000 | NEW | $-6225 | — | -0.00% | DIR |
| 938 | CURRENCY CONTRACT - MXN | 000000000 | Sep 2022 | -784,283 | NEW | $-6336 | — | -0.00% | DFE |
| 939 | OIS_CCP INR RCV MIBOR1D PAY 6% 16-SEP-2028 | 000000000 | Sep 2022 | 695,770,000 | NEW | $-6472 | — | -0.00% | DIR |
| 940 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -3,400,000 | NEW | $-6541 | — | -0.00% | DFE |
| 941 | OIS_CCP EUR RCV ESTR1D PAY 2.5% 14-JUN-2028 | 000000000 | Sep 2022 | 4,960,000 | NEW | $-6600 | — | -0.00% | DIR |
| 942 | OIS_CCP USD RCV SOFR1D PAY 3.9385% 23-JUN-2031 | 000000000 | Sep 2022 | 3,505,000 | NEW | $-6771 | — | -0.00% | DIR |
| 943 | CURRENCY CONTRACT - PLN | 000000000 | Sep 2022 | -707,207 | NEW | $-6916 | — | -0.00% | DFE |
| 944 | CURRENCY CONTRACT - NOK | 000000000 | Sep 2022 | -113,940 | NEW | $-6988 | — | -0.00% | DFE |
| 945 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -8,833,762 | NEW | $-6999 | — | -0.00% | DFE |
| 946 | CALL AUG 26 T-NOTECALL AU | TYQ6C | Sep 2022 | -57 | NEW | $-7125 | — | -0.00% | DIR |
| 947 | CURRENCY CONTRACT - BRL | 000000000 | Sep 2022 | -588,697 | NEW | $-7561 | — | -0.00% | DFE |
| 948 | CURRENCY CONTRACT - BRL | 000000000 | Sep 2022 | -550,023 | NEW | $-7629 | — | -0.00% | DFE |
| 949 | CURRENCY CONTRACT - PLN | 000000000 | Sep 2022 | -597,138 | NEW | $-8172 | — | -0.00% | DFE |
| 950 | IRS_CCP MYR RCV KLIBO3M PAY 3.50% 17-SEP-2027 | 000000000 | Sep 2022 | 72,270,000 | NEW | $-8431 | — | -0.00% | DIR |
| 951 | CURRENCY CONTRACT - BRL | 000000000 | Sep 2022 | -822,755 | NEW | $-9164 | — | -0.00% | DFE |
| 952 | CURRENCY CONTRACT - BRL | 000000000 | Sep 2022 | -436,996 | NEW | $-9582 | — | -0.00% | DFE |
| 953 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -6,100,000 | NEW | $-10027 | — | -0.00% | DFE |
| 954 | CURRENCY CONTRACT - BRL | 000000000 | Sep 2022 | -1,036,817 | NEW | $-10143 | — | -0.00% | DFE |
| 955 | IRS_CCP CZK RCV 4% PAY PRBOR6M 16-SEP-2031 | 000000000 | Sep 2022 | 37,580,000 | NEW | $-10246 | — | -0.00% | DIR |
| 956 | CURRENCY CONTRACT - BRL | 000000000 | Sep 2022 | -611,971 | NEW | $-11463 | — | -0.00% | DFE |
| 957 | OIS_CCP THB RCV 1.5% PAY THBRO1D 16-SEP-2031 | 000000000 | Sep 2022 | 64,670,000 | NEW | $-12217 | — | -0.00% | DIR |
| 958 | CURRENCY CONTRACT - CHF | 000000000 | Sep 2022 | -10,122,000 | NEW | $-12717 | — | -0.00% | DFE |
| 959 | CURRENCY CONTRACT - BRL | 000000000 | Sep 2022 | -1,039,827 | NEW | $-13153 | — | -0.00% | DFE |
| 960 | CURRENCY CONTRACT - BRL | 000000000 | Sep 2022 | -710,583 | NEW | $-13233 | — | -0.00% | DFE |
| 961 | CURRENCY CONTRACT - JPY | 000000000 | Sep 2022 | -633,005 | NEW | $-13751 | — | -0.00% | DFE |
| 962 | SWO USD RCV 3.95 PAY SOFR | 000000000 | Sep 2022 | -3,672,000 | NEW | $-14306 | — | -0.00% | DIR |
| 963 | SWO USD RCV 3.95 PAY SOFR | 000000000 | Sep 2022 | -3,680,000 | NEW | $-14337 | — | -0.00% | DIR |
| 964 | SWO USD RCV 3.95 PAY SOFR | 000000000 | Sep 2022 | -3,680,000 | NEW | $-14337 | — | -0.00% | DIR |
| 965 | SWO USD RCV 3.95 PAY SOFR | 000000000 | Sep 2022 | -3,665,000 | NEW | $-14337 | — | -0.00% | DIR |
| 966 | CURRENCY CONTRACT - BRL | 000000000 | Sep 2022 | -808,918 | NEW | $-14698 | — | -0.00% | DFE |
| 967 | OIS_CCP USD RCV SOFR1D PAY 3.90297% 30-NOV-2030 | 000000000 | Sep 2022 | 59,190,000 | NEW | $-16987 | — | -0.00% | DIR |
| 968 | CURRENCY CONTRACT - PLN | 000000000 | Sep 2022 | -597,737 | NEW | $-17127 | — | -0.00% | DFE |
| 969 | CURRENCY CONTRACT - NOK | 000000000 | Sep 2022 | -271,334 | NEW | $-17162 | — | -0.00% | DFE |
| 970 | CURRENCY CONTRACT - BRL | 000000000 | Sep 2022 | -1,044,088 | NEW | $-17414 | — | -0.00% | DFE |
| 971 | CURRENCY CONTRACT - PLN | 000000000 | Sep 2022 | -607,851 | NEW | $-17414 | — | -0.00% | DFE |
| 972 | CURRENCY CONTRACT - BRL | 000000000 | Sep 2022 | -946,182 | NEW | $-17497 | — | -0.00% | DFE |
| 973 | CURRENCY CONTRACT - BRL | 000000000 | Sep 2022 | -1,102,796 | NEW | $-18009 | — | -0.00% | DFE |
| 974 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -121,978,682 | NEW | $-18615 | — | -0.00% | DFE |
| 975 | OIS_CCP USD RCV SOFR1D PAY 3.97871% 30-NOV-2030 | 000000000 | Sep 2022 | 5,870,000 | NEW | $-18875 | — | -0.00% | DIR |
| 976 | SWO USD RCV 3.95 PAY SOFR | 000000000 | Sep 2022 | -3,672,000 | NEW | $-18885 | — | -0.00% | DIR |
| 977 | SWO USD RCV 3.95 PAY SOFR | 000000000 | Sep 2022 | -3,673,000 | NEW | $-18890 | — | -0.00% | DIR |
| 978 | SWO USD RCV 3.95 PAY SOFR | 000000000 | Sep 2022 | -4,812,000 | NEW | $-18984 | — | -0.00% | DIR |
| 979 | CURRENCY CONTRACT - PLN | 000000000 | Sep 2022 | -583,647 | NEW | $-19608 | — | -0.00% | DFE |
| 980 | CDS_IX CDX.NA.HY.43 5% 20291220 | 000000000 | Sep 2022 | 195,000 | NEW | $-19706 | — | -0.00% | DCR |
| 981 | CDS_IX CMBX.NA.AAA.17 0.5% 20561215 | 000000000 | Sep 2022 | 2,150,000 | NEW | $-19899 | — | -0.00% | DCR |
| 982 | CURRENCY CONTRACT - BRL | 000000000 | Sep 2022 | -853,192 | NEW | $-20229 | — | -0.00% | DFE |
| 983 | SWO USD RCV 3.71 PAY SOFR | 000000000 | Sep 2022 | -3,162,500 | NEW | $-20454 | — | -0.00% | DIR |
| 984 | SWO USD RCV 3.71 PAY SOFR | 000000000 | Sep 2022 | -3,162,500 | NEW | $-20454 | — | -0.00% | DIR |
| 985 | CURRENCY CONTRACT - IDR | 000000000 | Sep 2022 | -725,947 | NEW | $-20725 | — | -0.00% | DFE |
| 986 | OPT. 3 MONTH C 98 12/3/27 | SFRH7C | Sep 2022 | -307 | NEW | $-21106 | — | -0.00% | DIR |
| 987 | CURRENCY CONTRACT - IDR | 000000000 | Sep 2022 | -732,842 | NEW | $-22402 | — | -0.00% | DFE |
| 988 | OIS_CCP EUR RCV ESTR1D PAY 2.5% 16-APR-2031 | 000000000 | Sep 2022 | 13,630,000 | NEW | $-22543 | — | -0.00% | DIR |
| 989 | CURRENCY CONTRACT - BRL | 000000000 | Sep 2022 | -1,049,900 | NEW | $-23226 | — | -0.00% | DFE |
| 990 | CURRENCY CONTRACT - BRL | 000000000 | Sep 2022 | -1,224,546 | NEW | $-23531 | — | -0.00% | DFE |
| 991 | CURRENCY CONTRACT - BRL | 000000000 | Sep 2022 | -643,993 | NEW | $-24114 | — | -0.00% | DFE |
| 992 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -5,329,003 | NEW | $-24706 | — | -0.00% | DFE |
| 993 | IRS_CCP EUR RCV 2.5% PAY EURIB6M 16-SEP-2031 | 000000000 | Sep 2022 | 1,900,000 | NEW | $-24968 | — | -0.00% | DIR |
| 994 | CURRENCY CONTRACT - BRL | 000000000 | Sep 2022 | -645,070 | NEW | $-25192 | — | -0.00% | DFE |
| 995 | SWO USD RCV 3.95 PAY SOFR | 000000000 | Sep 2022 | -4,896,000 | NEW | $-25292 | — | -0.00% | DIR |
| 996 | OIS_CCP USD RCV 3.9175% PAY SOFR1D 30-APR-2036 | 000000000 | Sep 2022 | 3,845,000 | NEW | $-25761 | — | -0.00% | DIR |
| 997 | CURRENCY CONTRACT - BRL | 000000000 | Sep 2022 | -1,246,587 | NEW | $-26200 | — | -0.00% | DFE |
| 998 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -4,100,000 | NEW | $-26212 | — | -0.00% | DFE |
| 999 | CURRENCY CONTRACT - EUR | 000000000 | Sep 2022 | -4,012,000 | NEW | $-26621 | — | -0.00% | DFE |
| 1000 | CURRENCY CONTRACT - BRL | 000000000 | Sep 2022 | -1,216,418 | NEW | $-27546 | — | -0.00% | DFE |
| 1001 | CURRENCY CONTRACT - INR | 000000000 | Sep 2022 | -2,096,790 | NEW | $-28388 | — | -0.00% | DFE |
| 1002 | SWO USD RCV 3.95 PAY SOFR | 000000000 | Sep 2022 | -7,367,000 | NEW | $-28819 | — | -0.00% | DIR |
| 1003 | OIS_CCP BRL RCV 11.5661% PAY BZDIO1D 04-JAN-2027 | 000000000 | Sep 2022 | 2,651,794 | NEW | $-28956 | — | -0.00% | DIR |
| 1004 | OIS_CCP JPY RCV 1.77125% PAY TONAR1D 26-JAN-2030 | 000000000 | Sep 2022 | 1,018,410,000 | NEW | $-30370 | — | -0.00% | DIR |
| 1005 | CURRENCY CONTRACT - BRL | 000000000 | Sep 2022 | -7,591,999 | NEW | $-30488 | — | -0.00% | DFE |
| 1006 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -5,000,000 | NEW | $-30967 | — | -0.00% | DFE |
| 1007 | SWO USD RCV 3.95 PAY SOFR | 000000000 | Sep 2022 | -6,121,000 | NEW | $-31620 | — | -0.00% | DIR |
| 1008 | SWO USD RCV 3.95 PAY SOFR | 000000000 | Sep 2022 | -6,121,000 | NEW | $-31620 | — | -0.00% | DIR |
| 1009 | SWO USD RCV 3.95 PAY SOFR | 000000000 | Sep 2022 | -6,121,000 | NEW | $-31620 | — | -0.00% | DIR |
| 1010 | SWO USD RCV 3.95 PAY SOFR | 000000000 | Sep 2022 | -6,121,000 | NEW | $-31620 | — | -0.00% | DIR |
| 1011 | SWO USD RCV 3.64 PAY SOFR | 000000000 | Sep 2022 | -4,427,500 | NEW | $-33314 | — | -0.00% | DIR |
| 1012 | SWO USD RCV 3.64 PAY SOFR | 000000000 | Sep 2022 | -4,427,500 | NEW | $-33314 | — | -0.00% | DIR |
| 1013 | CURRENCY CONTRACT - BRL | 000000000 | Sep 2022 | -867,303 | NEW | $-34341 | — | -0.00% | DFE |
| 1014 | SWO USD RCV 3.685 PAY SOF | 000000000 | Sep 2022 | -5,060,000 | NEW | $-34343 | — | -0.00% | DIR |
| 1015 | SWO USD RCV 3.685 PAY SOF | 000000000 | Sep 2022 | -5,060,000 | NEW | $-34343 | — | -0.00% | DIR |
| 1016 | CURRENCY CONTRACT - JPY | 000000000 | Sep 2022 | -1,608,164 | NEW | $-36607 | — | -0.00% | DFE |
| 1017 | CURRENCY CONTRACT - EUR | 000000000 | Sep 2022 | -2,336,205 | NEW | $-37297 | — | -0.00% | DFE |
| 1018 | OIS_CCP USD RCV 2.873% PAY SOFR1D 22-JUL-2027 | 000000000 | Sep 2022 | 1,700,000 | NEW | $-37358 | — | -0.00% | DIR |
| 1019 | SWO USD RCV 3.95 PAY SOFR | 000000000 | Sep 2022 | -9,849,000 | NEW | $-38371 | — | -0.00% | DIR |
| 1020 | IRS_CCP NZD RCV BBR3M PAY 4.25% 16-SEP-2036 | 000000000 | Sep 2022 | 4,200,000 | NEW | $-40874 | — | -0.00% | DIR |
| 1021 | CURRENCY CONTRACT - JPY | 000000000 | Sep 2022 | -2,003,345 | NEW | $-42659 | — | -0.00% | DFE |
| 1022 | IRS_CCP ZAR RCV 7% PAY JIBAR3M 16-SEP-2031 | 000000000 | Sep 2022 | 43,060,000 | NEW | $-44853 | — | -0.00% | DIR |
| 1023 | CURRENCY CONTRACT - BRL | 000000000 | Sep 2022 | -1,284,625 | NEW | $-44867 | — | -0.00% | DFE |
| 1024 | CURRENCY CONTRACT - PLN | 000000000 | Sep 2022 | -1,487,378 | NEW | $-45082 | — | -0.00% | DFE |
| 1025 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -6,700,000 | NEW | $-45183 | — | -0.00% | DFE |
| 1026 | CURRENCY CONTRACT - JPY | 000000000 | Sep 2022 | -8,471,010 | NEW | $-47234 | — | -0.00% | DFE |
| 1027 | CURRENCY CONTRACT - JPY | 000000000 | Sep 2022 | -2,140,470 | NEW | $-47309 | — | -0.00% | DFE |
| 1028 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -6,700,000 | NEW | $-48817 | — | -0.00% | DFE |
| 1029 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -7,900,000 | NEW | $-51247 | — | -0.00% | DFE |
| 1030 | OIS_CCP CAD RCV 3% PAY CORRA1D 16-SEP-2036 | 000000000 | Sep 2022 | 5,600,000 | NEW | $-52857 | — | -0.00% | DIR |
| 1031 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -7,100,000 | NEW | $-53639 | — | -0.00% | DFE |
| 1032 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -5,800,000 | NEW | $-53775 | — | -0.00% | DFE |
| 1033 | OIS_CCP BRL RCV 12.75% PAY BZDIO1D 02-JAN-2031 | 000000000 | Sep 2022 | 4,649,831 | NEW | $-56770 | — | -0.00% | DIR |
| 1034 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -22,758,683 | NEW | $-57151 | — | -0.00% | DFE |
| 1035 | IRS_CCP ZAR RCV 6.75% PAY JIBAR3M 16-SEP-2028 | 000000000 | Sep 2022 | 89,350,000 | NEW | $-59701 | — | -0.00% | DIR |
| 1036 | IRS_CCP EUR RCV 1% PAY EURIB6M 18-MAY-2027 | 000000000 | Sep 2022 | 3,600,000 | NEW | $-59760 | — | -0.00% | DIR |
| 1037 | CURRENCY CONTRACT - JPY | 000000000 | Sep 2022 | -2,638,115 | NEW | $-60984 | — | -0.00% | DFE |
| 1038 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -11,300,000 | NEW | $-64591 | — | -0.00% | DFE |
| 1039 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -6,900,000 | NEW | $-66714 | — | -0.00% | DFE |
| 1040 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -7,900,000 | NEW | $-66916 | — | -0.00% | DFE |
| 1041 | CURRENCY CONTRACT - EUR | 000000000 | Sep 2022 | -6,982,000 | NEW | $-72037 | — | -0.00% | DFE |
| 1042 | OIS_CCP USD RCV SOFR1D PAY 4.047689% 13-APR-2056 | 000000000 | Sep 2022 | 57,070,000 | NEW | $-75012 | — | -0.00% | DIR |
| 1043 | CURRENCY CONTRACT - JPY | 000000000 | Sep 2022 | -4,229,848 | NEW | $-75275 | — | -0.00% | DFE |
| 1044 | CURRENCY CONTRACT - JPY | 000000000 | Sep 2022 | -5,032,000 | NEW | $-75577 | — | -0.00% | DFE |
| 1045 | OIS_CCP USD RCV 3.546% PAY SOFR1D 25-APR-2028 | 000000000 | Sep 2022 | 10,000,000 | NEW | $-81729 | — | -0.00% | DIR |
| 1046 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | FNMA | Jun 2026 | -100,000 | NEW | $-90742 | — | -0.00% | ABS-MBS |
| 1047 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -13,251,036 | NEW | $-92666 | — | -0.00% | DFE |
| 1048 | CURRENCY CONTRACT - CAD | 000000000 | Sep 2022 | -4,821,607 | NEW | $-94743 | — | -0.00% | DFE |
| 1049 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -13,100,000 | NEW | $-97014 | — | -0.00% | DFE |
| 1050 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -12,800,000 | NEW | $-97074 | — | -0.00% | DFE |
| 1051 | OIS_CCP USD RCV 3.5795% PAY SOFR1D 03-JUN-2028 | 000000000 | Sep 2022 | 13,000,000 | NEW | $-100803 | — | -0.00% | DIR |
| 1052 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -14,600,000 | NEW | $-106450 | — | -0.00% | DFE |
| 1053 | CURRENCY CONTRACT - MXN | 000000000 | Sep 2022 | -8,288,794 | NEW | $-108445 | — | -0.00% | DFE |
| 1054 | OIS_CCP BRL RCV 13.25% PAY BZDIO1D 02-JAN-2029 | 000000000 | Sep 2022 | 14,379,308 | NEW | $-110572 | — | -0.00% | DIR |
| 1055 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -14,200,000 | NEW | $-120400 | — | -0.00% | DFE |
| 1056 | OIS_CCP USD RCV 3.685% PAY SOFR1D 30-APR-2031 | 000000000 | Sep 2022 | 13,170,000 | NEW | $-121546 | — | -0.00% | DIR |
| 1057 | CURRENCY CONTRACT - SEK | 000000000 | Sep 2022 | -4,018,000 | NEW | $-132807 | — | -0.00% | DFE |
| 1058 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -14,100,000 | NEW | $-137193 | — | -0.00% | DFE |
| 1059 | OIS_CCP USD RCV SOFR1D PAY 3.975808% 30-APR-2033 | 000000000 | Sep 2022 | 42,220,000 | NEW | $-137379 | — | -0.00% | DIR |
| 1060 | CURRENCY CONTRACT - BRL | 000000000 | Sep 2022 | -7,323,870 | NEW | $-145749 | — | -0.00% | DFE |
| 1061 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -18,700,000 | NEW | $-147883 | — | -0.00% | DFE |
| 1062 | CDS_IX_CCP ITRAXX EUROPE SERIES 1% 20310620 | 000000000 | Sep 2022 | 6,000,000 | NEW | $-153753 | — | -0.00% | DCR |
| 1063 | IRS_CCP SEK RCV STBOR3M PAY 3% 16-SEP-2036 | 000000000 | Sep 2022 | 80,390,000 | NEW | $-160231 | — | -0.00% | DIR |
| 1064 | IRS_CCP EUR RCV EURIB6M PAY 3.60% 21-APR-2046 | 000000000 | Sep 2022 | 14,140,000 | NEW | $-171390 | — | -0.00% | DIR |
| 1065 | OIS_CCP EUR RCV ESTR1D PAY 3.1% 15-AUG-2054 | 000000000 | Sep 2022 | 7,072,810 | NEW | $-186196 | — | -0.00% | DIR |
| 1066 | CURRENCY CONTRACT - JPY | 000000000 | Sep 2022 | -10,518,875 | NEW | $-189434 | — | -0.00% | DFE |
| 1067 | IRS_CCP AUD RCV BBSW3M PAY 5% 16-SEP-2028 | 000000000 | Sep 2022 | 24,860,000 | NEW | $-195177 | — | -0.01% | DIR |
| 1068 | OIS_CCP USD RCV 3.5995% PAY SOFR1D 18-DEC-2028 | 000000000 | Sep 2022 | 23,000,000 | NEW | $-207239 | — | -0.01% | DIR |
| 1069 | IRS_CCP EUR RCV EURIB6M PAY 3.2% 19-JUN-2036 | 000000000 | Sep 2022 | 58,470,000 | NEW | $-225863 | — | -0.01% | DIR |
| 1070 | CURRENCY CONTRACT - SEK | 000000000 | Sep 2022 | -6,672,519 | NEW | $-238766 | — | -0.01% | DFE |
| 1071 | OIS_CCP CAD RCV CORRA1D PAY 3.5% 01-JUN-2032 | 000000000 | Sep 2022 | 11,000,000 | NEW | $-263279 | — | -0.01% | DIR |
| 1072 | IRS_CCP AUD RCV BBSW3M PAY 4.75% 16-SEP-2028 | 000000000 | Sep 2022 | 63,430,000 | NEW | $-289967 | — | -0.01% | DIR |
| 1073 | IRS_CCP AUD RCV 4.5% PAY BBSW6M 18-JUN-2035 | 000000000 | Sep 2022 | 21,300,000 | NEW | $-317066 | — | -0.01% | DIR |
| 1074 | CURRENCY CONTRACT - NOK | 000000000 | Sep 2022 | -8,818,907 | NEW | $-378769 | — | -0.01% | DFE |
| 1075 | OIS_CCP JPY RCV 2% PAY TONAR1D 18-JUN-2055 | 000000000 | Sep 2022 | 280,000,000 | NEW | $-451661 | — | -0.01% | DIR |
| 1076 | IRS_CCP EUR RCV 2.5% PAY EURIB6M 16-SEP-2031 | 000000000 | Sep 2022 | 36,700,000 | NEW | $-482280 | — | -0.01% | DIR |
| 1077 | IRS_CCP EUR RCV 2.75% PAY EURIB6M 16-SEP-2036 | 000000000 | Sep 2022 | 30,730,000 | NEW | $-551063 | — | -0.01% | DIR |
| 1078 | OIS_CCP GBP RCV 3.5% PAY SONIA1D 18-MAR-2031 | 000000000 | Sep 2022 | 16,950,000 | NEW | $-551248 | — | -0.01% | DIR |
| 1079 | OIS_CCP GBP RCV SONIA1D PAY 4.75% 31-JAN-2039 | 000000000 | Sep 2022 | 17,460,000 | NEW | $-551491 | — | -0.01% | DIR |
| 1080 | OIS_CCP JPY RCV 2.5% PAY TONAR1D 16-SEP-2046 | 000000000 | Sep 2022 | 823,000,000 | NEW | $-562409 | — | -0.01% | DIR |
| 1081 | OIS_CCP GBP RCV 3.75% PAY SONIA1D 16-SEP-2031 | 000000000 | Sep 2022 | 30,680,000 | NEW | $-615433 | — | -0.02% | DIR |
| 1082 | IRS_CCP EUR RCV EURIB6M PAY 3% 21-MAY-2031 | 000000000 | Sep 2022 | 146,990,000 | NEW | $-686900 | — | -0.02% | DIR |
| 1083 | OIS_CCP USD RCV 3.583869% PAY SOFR1D 22-APR-2032 | 000000000 | Sep 2022 | 53,280,000 | NEW | $-701052 | — | -0.02% | DIR |
| 1084 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | GNR | Jun 2026 | -1,000,000 | NEW | $-898245 | — | -0.02% | ABS-MBS |
| 1085 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | GNR | Jun 2026 | -1,000,000 | NEW | $-929731 | — | -0.02% | ABS-MBS |
| 1086 | OIS_CCP BRL RCV 11.49576% PAY BZDIO1D 04-JAN-2027 | 000000000 | Sep 2022 | 100,993,978 | NEW | $-1140594 | — | -0.03% | DIR |
| 1087 | OIS_CCP GBP RCV 3.5% PAY SONIA1D 16-SEP-2028 | 000000000 | Sep 2022 | 102,550,000 | NEW | $-1375481 | — | -0.04% | DIR |
| 1088 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | GNR | Jun 2026 | -2,000,000 | NEW | $-1775312 | — | -0.05% | ABS-MBS |
| 1089 | OIS_CCP EUR RCV 2% PAY ESTR1D 10-SEP-2028 | 000000000 | Sep 2022 | 406,685,543 | NEW | $-1861731 | — | -0.05% | DIR |
| 1090 | OIS_CCP JPY RCV 1.75% PAY TONAR1D 16-SEP-2036 | 000000000 | Sep 2022 | 4,251,000,000 | NEW | $-1927443 | — | -0.05% | DIR |
| 1091 | OIS_CCP JPY RCV 2.16% PAY TONAR1D 02-AUG-2044 | 000000000 | Sep 2022 | 4,991,436,457 | NEW | $-1987085 | — | -0.05% | DIR |
| 1092 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | FNMA | Jun 2026 | -4,000,000 | NEW | $-3488125 | — | -0.09% | ABS-MBS |
| 1093 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | FNMA | Jun 2026 | -4,000,000 | NEW | $-3930945 | — | -0.10% | ABS-MBS |
| 1094 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | FNMA | Jun 2026 | -6,000,000 | NEW | $-5608579 | — | -0.15% | ABS-MBS |
| 1095 | OSAKA EXCHANGE | JBU6 | Sep 2022 | -12 | NEW | $-9429810 | — | -0.25% | DIR |
| 1096 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | FNMA | Jun 2026 | -15,000,000 | NEW | $-14371875 | — | -0.37% | ABS-MBS |
| 1097 | Chicago Board of Trade | UXYU6 | Sep 2022 | -145 | NEW | $-16307969 | — | -0.42% | DIR |
| 1098 | EUREX DEUTSCHLAND | RXU6 | Sep 2022 | -130 | NEW | $-18914829 | — | -0.49% | DIR |
| 1099 | EUREX DEUTSCHLAND | RXU6 | Sep 2022 | -176 | NEW | $-25607769 | — | -0.67% | DIR |
| 1100 | Chicago Board of Trade | UXYU6 | Sep 2022 | -539 | NEW | $-60620656 | — | -1.58% | DIR |
| 1101 | Chicago Board of Trade | UXYU6 | Sep 2022 | -661 | NEW | $-74341844 | — | -1.94% | DIR |