Holdings (Monthly)
Guide ↗
SA PIMCO Global Bond Opportunities Portfolio
· Sunamerica Series Trust| # | Name | Ticker | Since | Shares | Value | % Port | Cat |
|---|---|---|---|---|---|---|---|
| 1 | UMBS, TBA | 01F050627 | Jan 2026 | 53,500,000 | $53.5M | 19.12% | ABS-MBS |
| 2 | UMBS, TBA | 01F062630 | Jan 2026 | 31,000,000 | $32.1M | 11.48% | ABS-MBS |
| 3 | UMBS, TBA | 01F042624 | Jan 2026 | 18,950,000 | $18.6M | 6.64% | ABS-MBS |
| 4 | UMBS, TBA | 01F050635 | Jan 2026 | 15,000,000 | $15.0M | 5.35% | ABS-MBS |
| 5 | Freddie Mac | 3132DWL43 | Jan 2026 | 11,663,586 | $11.9M | 4.27% | ABS-MBS |
| 6 | U.K. Gilts | 000000000 | Apr 2024 | 8,200,000 | $11.4M | 4.07% | DBT |
| 7 | French Republic Government Bonds OAT | 000000000 | Apr 2024 | 9,000,000 | $10.7M | 3.84% | DBT |
| 8 | Freddie Mac | 3132DWLA9 | Jan 2026 | 8,077,349 | $8.3M | 2.96% | ABS-MBS |
| 9 | United States Treasury | 912810UE6 | Jan 2026 | 8,500,000 | $8.0M | 2.85% | DBT |
| 10 | LETRA TESOURO NACIONAL | 000000000 | Apr 2024 | 37,500,000 | $7.0M | 2.49% | DBT |
| 11 | Government National Mortgage Association | 21H062628 | Jan 2026 | 6,100,000 | $6.3M | 2.26% | ABS-MBS |
| 12 | Government National Mortgage Association | 21H030625 | Jan 2026 | 6,900,000 | $6.2M | 2.23% | ABS-MBS |
| 13 | Government National Mortgage Association | 3618N5H93 | Jan 2026 | 6,751,794 | $6.2M | 2.21% | ABS-MBS |
| 14 | Spain Government Bonds | 000000000 | Apr 2024 | 5,050,000 | $6.1M | 2.19% | DBT |
| 15 | REPUBLIC OF SOUTH AFRICA | 000000000 | Apr 2024 | 90,500,000 | $5.9M | 2.11% | DBT |
| 16 | United States Treasury | 912810UD8 | Jan 2026 | 6,000,000 | $5.5M | 1.96% | DBT |
| 17 | United States Treasury | 91282CJH5 | Apr 2024 | 5,080,128 | $5.3M | 1.89% | DBT |
| 18 | Government National Mortgage Association | 36180AB69 | Jan 2026 | 5,484,586 | $5.0M | 1.80% | ABS-MBS |
| 19 | French Republic Government Bonds OAT | 000000000 | Apr 2024 | 3,200,000 | $4.2M | 1.49% | DBT |
| 20 | Intercontinental Exchange, Inc. | 000000000 | Apr 2024 | 183,967,000 | $4.1M | 1.48% | DCR |
| 21 | Spain Government Bonds | 000000000 | Apr 2024 | 3,200,000 | $3.8M | 1.36% | DBT |
| 22 | United States Treasury | 91282CGK1 | Apr 2024 | 3,482,464 | $3.4M | 1.21% | DBT |
| 23 | Citigroup Global Markets, Inc. | 000000000 | Apr 2024 | 3,000,000 | $3.0M | 1.07% | RA |
| 24 | Cashmere Valley Bank | 000000000 | Apr 2024 | 4,300,000 | $3.0M | 1.07% | ABS-MBS |
| 25 | BEIGNET INVESTOR LLC | 076912AA2 | Jan 2026 | 2,800,000 | $2.9M | 1.04% | DBT |
| 26 | REPUBLIC OF PERU | 000000000 | Apr 2024 | 9,300,000 | $2.8M | 0.99% | DBT |
| 27 | United States Treasury | 912810UG1 | Jan 2026 | 2,800,000 | $2.7M | 0.96% | DBT |
| 28 | CCGSCZUS9 GOLDMAN SACH COC | 000000000 | Apr 2024 | 2,558,000 | $2.6M | 0.91% | STIV |
| 29 | Saudi Government International Bonds | 000000000 | Apr 2024 | 2,500,000 | $2.5M | 0.91% | DBT |
| 30 | REPUBLIC OF PERU | 715638BE1 | Jan 2026 | 7,361,000 | $2.5M | 0.88% | DBT |
| 31 | Government National Mortgage Association | 3622ABB76 | Apr 2024 | 2,735,517 | $2.4M | 0.87% | ABS-MBS |
| 32 | Canada Government Bonds | 135087R48 | Jan 2026 | 3,300,000 | $2.4M | 0.85% | DBT |
| 33 | Freddie Mac | 3132DWJE4 | Jan 2026 | 2,333,020 | $2.3M | 0.84% | ABS-MBS |
| 34 | United States Treasury | 912810SE9 | Jan 2026 | 2,800,000 | $2.2M | 0.79% | DBT |
| 35 | Spain Government Bonds | 000000000 | Apr 2024 | 1,700,000 | $2.1M | 0.75% | DBT |
| 36 | Italy Buoni Poliennali Del Tesoro | 000000000 | Apr 2024 | 1,700,000 | $2.1M | 0.74% | DBT |
| 37 | JAPAN GOVT CPI LINKED | 000000000 | Apr 2024 | 317,156,000 | $2.1M | 0.74% | DBT |
| 38 | Canada Government Bonds | 135087S47 | Jan 2026 | 2,800,000 | $2.0M | 0.73% | DBT |
| 39 | Japan Government Twenty Year Bonds | 000000000 | Apr 2024 | 400,000,000 | $2.0M | 0.73% | DBT |
| 40 | CANADIAN IMPERIAL BANK | 13607PVU5 | Jan 2026 | 1,900,000 | $2.0M | 0.70% | DBT |
| 41 | Government National Mortgage Association | 3618N5AY5 | Jan 2026 | 2,139,770 | $2.0M | 0.70% | ABS-MBS |
| 42 | REPUBLIC OF SOUTH AFRICA | 000000000 | Apr 2024 | 28,400,000 | $1.8M | 0.65% | DBT |
| 43 | STATE OF ISRAEL | 46514BRL3 | Apr 2024 | 1,700,000 | $1.8M | 0.63% | DBT |
| 44 | Arbour CLO | 000000000 | Apr 2024 | 1,400,000 | $1.7M | 0.59% | ABS-CBDO |
| 45 | Rockford Tower Europe CLO | 000000000 | Apr 2024 | 1,400,000 | $1.7M | 0.59% | ABS-CBDO |
| 46 | EAGLE FUNDING LUXCO SARL | 26951TAA8 | Jan 2026 | 1,600,000 | $1.6M | 0.58% | DBT |
| 47 | GOLDMAN SACHS BANK USA | 38151LAG5 | Jan 2026 | 1,500,000 | $1.5M | 0.54% | DBT |
| 48 | BANK OF NOVA SCOTIA | 06418BAK4 | Jan 2026 | 1,400,000 | $1.4M | 0.51% | DBT |
| 49 | Fannie Mae | 3140A5RL4 | Jan 2026 | 1,365,502 | $1.4M | 0.50% | ABS-MBS |
| 50 | Braccan Mortgage Funding | 000000000 | Apr 2024 | 991,677 | $1.4M | 0.49% | ABS-MBS |
| 51 | BPCE SA | 000000000 | Apr 2024 | 1,300,000 | $1.3M | 0.48% | DBT |
| 52 | United States Treasury | 912810SA7 | Jan 2026 | 1,800,000 | $1.3M | 0.48% | DBT |
| 53 | BAYFRONT IABS VII PTE. LTD. | 000000000 | Apr 2024 | 1,300,000 | $1.3M | 0.47% | ABS-CBDO |
| 54 | Freddie Mac | 3132DWF73 | Jan 2026 | 1,246,808 | $1.3M | 0.46% | ABS-MBS |
| 55 | Invesco Euro CLO | 000000000 | Apr 2024 | 1,065,929 | $1.3M | 0.45% | ABS-CBDO |
| 56 | U.K. Gilts | 000000000 | Apr 2024 | 900,000 | $1.3M | 0.45% | DBT |
| 57 | SANDOZ FINANCE B.V. | 000000000 | Apr 2024 | 1,000,000 | $1.2M | 0.44% | DBT |
| 58 | Credit Suisse Mortgage Trust | 12661GAA7 | Jan 2026 | 1,388,560 | $1.2M | 0.44% | ABS-MBS |
| 59 | Freddie Mac | 3132DWJ53 | Jan 2026 | 1,194,344 | $1.2M | 0.44% | ABS-MBS |
| 60 | TORONTO-DOMINION BANK | 891160TE3 | Jan 2026 | 1,200,000 | $1.2M | 0.44% | DBT |
| 61 | United States Treasury | 912797TT4 | Jan 2026 | 1,231,000 | $1.2M | 0.44% | STIV |
| 62 | HCA INC | 40412DBH1 | Jan 2026 | 1,200,000 | $1.2M | 0.43% | STIV |
| 63 | BMO Mortgage Trust | 05593FAD0 | Apr 2024 | 1,100,000 | $1.2M | 0.42% | ABS-MBS |
| 64 | STATE OF ISRAEL | 46514Y8A8 | Jan 2026 | 1,100,000 | $1.1M | 0.41% | DBT |
| 65 | SMITH & NEPHEW PLC | 83192PAD0 | Jan 2026 | 1,100,000 | $1.1M | 0.40% | DBT |
| 66 | LSEG US FIN CORP | 50222CAB6 | Jan 2026 | 1,100,000 | $1.1M | 0.40% | DBT |
| 67 | QUEENSLAND TREASURY CORP | 000000000 | Apr 2024 | 2,000,000 | $1.1M | 0.40% | DBT |
| 68 | Gaci First Investment Co. | 000000000 | Apr 2024 | 1,100,000 | $1.1M | 0.40% | DBT |
| 69 | CCBPGZUS6 CCPC LT USD | 000000000 | Apr 2024 | 1,117,000 | $1.1M | 0.40% | STIV |
| 70 | Gaci First Investment Co. | 000000000 | Apr 2024 | 1,100,000 | $1.1M | 0.40% | DBT |
| 71 | CREDIT AGRICOLE SA | 22535EAH0 | Apr 2024 | 1,100,000 | $1.1M | 0.40% | DBT |
| 72 | REPUBLIC OF COLOMBIA | 195325EU5 | Jan 2026 | 1,100,000 | $1.1M | 0.39% | DBT |
| 73 | CCPC CCMSCHUS2 COC | 000000000 | Apr 2024 | 1,034,000 | $1.0M | 0.37% | STIV |
| 74 | UBS GROUP AG | 000000000 | Apr 2024 | 1,000,000 | $1.0M | 0.37% | DBT |
| 75 | Cross Mortgage Trust | 22758DAA7 | Jan 2026 | 955,088 | $967K | 0.35% | ABS-MBS |
| 76 | Towd Point Mortgage Trust | 89183FAP3 | Jan 2026 | 953,910 | $962K | 0.34% | ABS-MBS |
| 77 | Cross Mortgage Trust | 22758HAA8 | Jan 2026 | 945,012 | $958K | 0.34% | ABS-MBS |
| 78 | Providus CLO | 000000000 | Apr 2024 | 800,000 | $951K | 0.34% | ABS-CBDO |
| 79 | Bank | 06541DBH6 | Apr 2024 | 900,000 | $949K | 0.34% | ABS-MBS |
| 80 | The Federal Republic of Nigeria | 000000000 | Apr 2024 | 1,423,082,000 | $946K | 0.34% | STIV |
| 81 | VMED O2 UK FINANCING I | 000000000 | Apr 2024 | 800,000 | $936K | 0.33% | DBT |
| 82 | WELLS FARGO & COMPANY | 95000U3J0 | Apr 2024 | 900,000 | $927K | 0.33% | DBT |
| 83 | Onslow Bay Financial LLC | 67118HAA8 | Apr 2024 | 915,440 | $923K | 0.33% | ABS-MBS |
| 84 | Tower Bridge Funding | 000000000 | Apr 2024 | 673,750 | $923K | 0.33% | ABS-MBS |
| 85 | NEW S WALES TREASURY CRP | 000000000 | Apr 2024 | 1,700,000 | $919K | 0.33% | DBT |
| 86 | CCMSCZUS2 CCPC COC EQUITY | 000000000 | Apr 2024 | 910,000 | $910K | 0.33% | STIV |
| 87 | BX Trust | 05611VAA9 | Apr 2024 | 904,834 | $905K | 0.32% | ABS-MBS |
| 88 | SOUTH AFRICAN T-BILLS | 000000000 | Apr 2024 | 15,160,000 | $905K | 0.32% | STIV |
| 89 | MORGAN STANLEY BANK NA | 61690DK64 | Jan 2026 | 900,000 | $904K | 0.32% | DBT |
| 90 | Barclays Dryrock Issuance Trust | 06742LAX1 | Apr 2024 | 900,000 | $902K | 0.32% | ABS-O |
| 91 | REGION WALLONNE | 000000000 | Apr 2024 | 800,000 | $857K | 0.31% | DBT |
| 92 | DEUTSCHE BANK NY | 251526CU1 | Apr 2024 | 800,000 | $853K | 0.31% | DBT |
| 93 | BANCA MONTE DEI PASCHI S | 000000000 | Apr 2024 | 700,000 | $850K | 0.30% | DBT |
| 94 | BMO Mortgage Trust | 055988AE9 | Apr 2024 | 800,000 | $844K | 0.30% | ABS-MBS |
| 95 | BMO Mortgage Trust | 055988AD1 | Apr 2024 | 800,000 | $837K | 0.30% | ABS-MBS |
| 96 | STANDARD CHARTERED PLC | 000000000 | Apr 2024 | 800,000 | $831K | 0.30% | DBT |
| 97 | Grosvenor Place CLO BV | 000000000 | Apr 2024 | 700,000 | $830K | 0.30% | ABS-CBDO |
| 98 | Honda Auto Receivables Owner Trust | 438123AC5 | Apr 2024 | 817,627 | $826K | 0.30% | ABS-O |
| 99 | LCH Ltd. | 000000000 | Apr 2024 | 7,900,000 | $817K | 0.29% | DIR |
| 100 | SAUDI INTERNATIONAL BOND | 80413TBJ7 | Jan 2026 | 800,000 | $815K | 0.29% | DBT |
| 101 | DEUTSCHE BANK NY | 25160PAN7 | Apr 2024 | 800,000 | $811K | 0.29% | DBT |
| 102 | SOUTH AFRICAN T-BILLS | 000000000 | Apr 2024 | 13,240,000 | $804K | 0.29% | STIV |
| 103 | Bank | 06539LBB5 | Apr 2024 | 800,000 | $800K | 0.29% | ABS-MBS |
| 104 | ARROW ELECTRONICS INC | 04273MB44 | Jan 2026 | 800,000 | $800K | 0.29% | STIV |
| 105 | Freddie Mac | 3137HKEX8 | Jan 2026 | 782,337 | $786K | 0.28% | ABS-MBS |
| 106 | Fannie Mae | 3136BVBY3 | Jan 2026 | 760,077 | $767K | 0.27% | ABS-MBS |
| 107 | Preston Ridge Partners Mortgage Trust | 74390BAA6 | Jan 2026 | 766,183 | $759K | 0.27% | ABS-MBS |
| 108 | QUEENSLAND TREASURY CORP | 000000000 | Apr 2024 | 1,100,000 | $756K | 0.27% | DBT |
| 109 | Japan Government Five Year Bonds | 000000000 | Apr 2024 | 120,000,000 | $754K | 0.27% | DBT |
| 110 | JPMORGAN CHASE & CO | 46647PEC6 | Apr 2024 | 725,000 | $747K | 0.27% | DBT |
| 111 | EGYPT GOVERNMENT BOND | 000000000 | Apr 2024 | 35,200,000 | $745K | 0.27% | DBT |
| 112 | Ford Credit Auto Owner Trust/Ford Credit | 34533BAA8 | Apr 2024 | 725,000 | $743K | 0.27% | ABS-O |
| 113 | TREASURY CORP VICTORIA | 000000000 | Apr 2024 | 1,300,000 | $743K | 0.27% | DBT |
| 114 | Morgan Stanley Capital I Trust | 61691YAJ0 | Apr 2024 | 812,000 | $741K | 0.26% | ABS-MBS |
| 115 | JPMORGAN CHASE & CO | 46647PDX1 | Apr 2024 | 700,000 | $736K | 0.26% | DBT |
| 116 | JAB HOLDINGS BV | 000000000 | Apr 2024 | 600,000 | $734K | 0.26% | DBT |
| 117 | LLOYDS BANKING GROUP PLC | 53944YAX1 | Apr 2024 | 700,000 | $734K | 0.26% | DBT |
| 118 | BARCLAYS PLC | 06738ECR4 | Apr 2024 | 700,000 | $729K | 0.26% | DBT |
| 119 | ROMANIA | 000000000 | Apr 2024 | 600,000 | $726K | 0.26% | DBT |
| 120 | MORGAN STANLEY | 61747YFG5 | Apr 2024 | 700,000 | $725K | 0.26% | DBT |
| 121 | Osaka Exchange | 000000000 | Apr 2024 | -65 | $715K | 0.26% | DIR |
| 122 | Chase Mortgage Finance Corporation | 161931AP5 | Jan 2026 | 712,465 | $715K | 0.26% | ABS-MBS |
| 123 | GCAT | 36831CAA0 | Jan 2026 | 706,250 | $715K | 0.26% | ABS-MBS |
| 124 | Indigo Credit Management | 000000000 | Apr 2024 | 600,000 | $713K | 0.25% | ABS-CBDO |
| 125 | Cairn CLO BV | 000000000 | Apr 2024 | 600,000 | $712K | 0.25% | ABS-CBDO |
| 126 | Carlyle Euro CLO | 000000000 | Apr 2024 | 600,000 | $711K | 0.25% | ABS-CBDO |
| 127 | MORGAN STANLEY BANK NA | 61690U8A1 | Apr 2024 | 700,000 | $706K | 0.25% | DBT |
| 128 | BARCLAYS PLC | 06738EDD4 | Jan 2026 | 700,000 | $704K | 0.25% | DBT |
| 129 | General Motors | 361886CR3 | Apr 2024 | 700,000 | $704K | 0.25% | ABS-O |
| 130 | NATWEST GROUP PLC | 639057AM0 | Apr 2024 | 700,000 | $702K | 0.25% | DBT |
| 131 | DEVELOPMENT BK OF JAPAN | 25159MBP1 | Jan 2026 | 700,000 | $702K | 0.25% | DBT |
| 132 | American Money Management Corporation | 00177LAJ9 | Jan 2026 | 700,000 | $702K | 0.25% | ABS-CBDO |
| 133 | Northwoods Capital Ltd | 66860CAL7 | Jan 2026 | 698,889 | $700K | 0.25% | ABS-CBDO |
| 134 | BDS Ltd | 072921AA7 | Jan 2026 | 700,000 | $700K | 0.25% | ABS-CBDO |
| 135 | WELLS FARGO & COMPANY | 95000U4C4 | Jan 2026 | 700,000 | $699K | 0.25% | DBT |
| 136 | KUWAIT INTL BOND | 501499AD9 | Jan 2026 | 700,000 | $699K | 0.25% | DBT |
| 137 | Towd Point Mortgage Funding | 000000000 | Apr 2024 | 505,128 | $693K | 0.25% | ABS-MBS |
| 138 | NATIONWIDE BLDG SOCIETY | 63861VAE7 | Apr 2024 | 700,000 | $692K | 0.25% | DBT |
| 139 | LCH Ltd. | 000000000 | Apr 2024 | 470,000,000 | $684K | 0.24% | DIR |
| 140 | Elstree Funding | 000000000 | Apr 2024 | 495,453 | $678K | 0.24% | ABS-MBS |
| 141 | Fannie Mae | 3136BTXB4 | Jan 2026 | 664,970 | $674K | 0.24% | ABS-MBS |
| 142 | Kinbane DAC | 000000000 | Apr 2024 | 565,967 | $672K | 0.24% | ABS-MBS |
| 143 | SUMITOMO MITSUI FINL GRP | 86562MCN8 | Apr 2024 | 700,000 | $669K | 0.24% | DBT |
| 144 | Verdelite Static CLO Ltd | 92338VAA9 | Jan 2026 | 661,402 | $661K | 0.24% | ABS-CBDO |
| 145 | Japan Government Twenty Year Bonds | 000000000 | Apr 2024 | 120,000,000 | $653K | 0.23% | DBT |
| 146 | One Bryant Park Trust | 68236JAA9 | Apr 2024 | 700,000 | $652K | 0.23% | ABS-MBS |
| 147 | Together Asset Backed Securitisation | 000000000 | Apr 2024 | 468,682 | $642K | 0.23% | ABS-MBS |
| 148 | Barclays Commercial Mortgage Securities LLC | 07336DAX9 | Apr 2024 | 600,000 | $639K | 0.23% | ABS-MBS |
| 149 | Freddie Mac | 3137HCXW7 | Jan 2026 | 634,322 | $636K | 0.23% | ABS-MBS |
| 150 | BENCHMARK Mortgage Trust | 081925AD1 | Apr 2024 | 600,000 | $636K | 0.23% | ABS-MBS |
| 151 | Chase Mortgage Finance Corporation | 161917AB5 | Jan 2026 | 707,310 | $632K | 0.23% | ABS-MBS |
| 152 | Japan Government Twenty Year Bonds | 000000000 | Apr 2024 | 109,000,000 | $631K | 0.23% | DBT |
| 153 | St Pauls CLO | 000000000 | Apr 2024 | 531,441 | $629K | 0.22% | ABS-CBDO |
| 154 | Japan Government Thirty Year Bonds | 000000000 | Apr 2024 | 160,000,000 | $629K | 0.22% | DBT |
| 155 | UBS GROUP AG | 000000000 | Apr 2024 | 600,000 | $629K | 0.22% | DBT |
| 156 | HSBC HOLDINGS PLC | 404280DU0 | Apr 2024 | 600,000 | $624K | 0.22% | DBT |
| 157 | LCH Ltd. | 000000000 | Apr 2024 | 7,800,000 | $621K | 0.22% | DIR |
| 158 | Morgan Stanley Capital I Trust | 61774LBF5 | Apr 2024 | 650,000 | $613K | 0.22% | ABS-MBS |
| 159 | BPCE SA | 000000000 | Apr 2024 | 500,000 | $610K | 0.22% | DBT |
| 160 | Republic of Poland Government International Bonds | 731011AY8 | Apr 2024 | 600,000 | $609K | 0.22% | DBT |
| 161 | United States Treasury | 912797TS6 | Jan 2026 | 610,000 | $604K | 0.22% | STIV |
| 162 | Silver Rock CLO Ltd | 82812LAN9 | Jan 2026 | 600,000 | $600K | 0.21% | ABS-CBDO |
| 163 | Palmer Square European Loan Funding 2020-1 DAC | 000000000 | Apr 2024 | 501,407 | $595K | 0.21% | ABS-CBDO |
| 164 | Onslow Bay Financial LLC | 67448LAA0 | Apr 2024 | 563,659 | $568K | 0.20% | ABS-MBS |
| 165 | Fannie Mae | 3140ACBP7 | Jan 2026 | 536,282 | $546K | 0.20% | ABS-MBS |
| 166 | Government National Mortgage Association | 3618N5GK9 | Jan 2026 | 589,773 | $541K | 0.19% | ABS-MBS |
| 167 | PROSUS NV | 000000000 | Apr 2024 | 560,000 | $540K | 0.19% | DBT |
| 168 | MSWF Commercial Mortgage Trust | 55361AAU8 | Apr 2024 | 500,000 | $539K | 0.19% | ABS-MBS |
| 169 | BRAVO Residential Funding Trust | 10570FAA3 | Apr 2024 | 528,547 | $533K | 0.19% | ABS-MBS |
| 170 | Bank5 | 06211EAF8 | Apr 2024 | 500,000 | $528K | 0.19% | ABS-MBS |
| 171 | LAS VEGAS SANDS CORP | 517834AK3 | Jan 2026 | 500,000 | $521K | 0.19% | DBT |
| 172 | State Street Global Advisors | 857492656 | Apr 2024 | 520,641 | $521K | 0.19% | STIV |
| 173 | Citigroup Commercial Mortgage Trust | 17331LAA5 | Apr 2024 | 500,000 | $519K | 0.19% | ABS-MBS |
| 174 | PHILIP MORRIS INTL INC | 718172DJ5 | Apr 2024 | 500,000 | $516K | 0.18% | DBT |
| 175 | Intercontinental Exchange, Inc. | 000000000 | Apr 2024 | 23,060,000 | $513K | 0.18% | DCR |
| 176 | Bain Capital Credit CLO, Limited | 05682EAN3 | Jan 2026 | 500,000 | $500K | 0.18% | ABS-CBDO |
| 177 | Starwood Mortgage Residential Trust | 85573TAA2 | Apr 2024 | 551,456 | $500K | 0.18% | ABS-MBS |
| 178 | CASSA DEPOSITI E PRESTIT | 000000000 | Apr 2024 | 500,000 | $499K | 0.18% | DBT |
| 179 | ABN AMRO BANK NV | 00084DAU4 | Apr 2024 | 500,000 | $495K | 0.18% | DBT |
| 180 | ROMANIA | 000000000 | Apr 2024 | 400,000 | $494K | 0.18% | DBT |
| 181 | KUWAIT INTL BOND | 501499AF4 | Jan 2026 | 500,000 | $493K | 0.18% | DBT |
| 182 | COMMONSPIRIT HEALTH | 20268JBD4 | Jan 2026 | 500,000 | $493K | 0.18% | DBT |
| 183 | SLM Student Loan Trust | 78442GFK7 | Apr 2024 | 511,961 | $488K | 0.17% | ABS-O |
| 184 | REPUBLIC OF PERU | 715638BY7 | Jan 2026 | 1,500,000 | $485K | 0.17% | DBT |
| 185 | SOUTH AFRICAN T-BILLS | 000000000 | Apr 2024 | 7,890,000 | $481K | 0.17% | STIV |
| 186 | United States Treasury | 912810SD1 | Jan 2026 | 650,000 | $480K | 0.17% | DBT |
| 187 | Japan Government Forty Year Bonds | 000000000 | Apr 2024 | 140,000,000 | $477K | 0.17% | DBT |
| 188 | SAUDI INTERNATIONAL BOND | 000000000 | Apr 2024 | 400,000 | $476K | 0.17% | DBT |
| 189 | BLP Commercial Mortgage Trust | 05625AAA9 | Apr 2024 | 471,161 | $472K | 0.17% | ABS-MBS |
| 190 | Government National Mortgage Association | 3618N5PE3 | Jan 2026 | 513,678 | $471K | 0.17% | ABS-MBS |
| 191 | JP Morgan Mortgage Trust | 46657PAA1 | Apr 2024 | 459,323 | $467K | 0.17% | ABS-MBS |
| 192 | BULGARIA | 000000000 | Apr 2024 | 400,000 | $460K | 0.16% | DBT |
| 193 | LCH Ltd. | 000000000 | Apr 2024 | 245,000,000 | $456K | 0.16% | DIR |
| 194 | Wells Fargo Commercial Mortgage Trust | 95003MBS6 | Apr 2024 | 475,000 | $455K | 0.16% | ABS-MBS |
| 195 | Spain Government Bonds | 000000000 | Apr 2024 | 394,000 | $455K | 0.16% | DBT |
| 196 | JP Morgan Mortgage Trust | 46654VAA1 | Apr 2024 | 525,382 | $451K | 0.16% | ABS-MBS |
| 197 | United States Treasury | 912810SK5 | Jan 2026 | 700,000 | $448K | 0.16% | DBT |
| 198 | BACARDI-MARTINI BV | 05634FCC1 | Jan 2026 | 450,000 | $448K | 0.16% | STIV |
| 199 | GS Mortgage Securities Trust | 36254CAV2 | Apr 2024 | 450,000 | $445K | 0.16% | ABS-MBS |
| 200 | Goldman Sachs Bank USA | 000000000 | Apr 2024 | 1 | $440K | 0.16% | DFE |
| 201 | U.K. Gilts | 000000000 | Apr 2024 | 700,000 | $434K | 0.16% | DBT |
| 202 | QUEENSLAND TREASURY CORP | 000000000 | Apr 2024 | 800,000 | $425K | 0.15% | DBT |
| 203 | SAUDI INTERNATIONAL BOND | 80413TBK4 | Jan 2026 | 400,000 | $415K | 0.15% | DBT |
| 204 | MGCC CCBPGXUS1 LT USD | 000000000 | Apr 2024 | 409,000 | $409K | 0.15% | STIV |
| 205 | LCH Ltd. | 000000000 | Apr 2024 | 80,890,000 | $406K | 0.15% | DIR |
| 206 | MITSUBISHI UFJ FIN GRP | 606822DM3 | Jan 2026 | 400,000 | $404K | 0.14% | DBT |
| 207 | ONEOK INC | 682680CB7 | Jan 2026 | 400,000 | $401K | 0.14% | DBT |
| 208 | TREASURY CORP VICTORIA | 000000000 | Apr 2024 | 600,000 | $400K | 0.14% | DBT |
| 209 | Bain Capital Credit CLO, Limited | 05684AAY5 | Jan 2026 | 400,000 | $400K | 0.14% | ABS-CBDO |
| 210 | MSWF Commercial Mortgage Trust | 55361AAR5 | Apr 2024 | 379,660 | $399K | 0.14% | ABS-MBS |
| 211 | Verus Securitization Trust | 92540HAA4 | Jan 2026 | 386,162 | $392K | 0.14% | ABS-MBS |
| 212 | LCH Ltd. | 000000000 | Apr 2024 | 2,390,000 | $391K | 0.14% | DIR |
| 213 | Barclays Commercial Mortgage Securities LLC | 07336VAU5 | Apr 2024 | 375,000 | $391K | 0.14% | ABS-MBS |
| 214 | MALAYSIA GOVERNMENT | 000000000 | Apr 2024 | 1,400,000 | $390K | 0.14% | DBT |
| 215 | CCPC/CCBPGHUS6 LT COC | 000000000 | Apr 2024 | 390,000 | $390K | 0.14% | STIV |
| 216 | One New York Plaza Trust 2020-1NYP | 68249DAA7 | Apr 2024 | 400,000 | $388K | 0.14% | ABS-MBS |
| 217 | LCH Ltd. | 000000000 | Apr 2024 | 31,000,000 | $382K | 0.14% | DIR |
| 218 | Verus Securitization Trust | 92540GAA6 | Jan 2026 | 373,677 | $379K | 0.14% | ABS-MBS |
| 219 | REPUBLIC OF SERBIA | 000000000 | Apr 2024 | 400,000 | $373K | 0.13% | DBT |
| 220 | UBS GROUP AG | 000000000 | Apr 2024 | 300,000 | $370K | 0.13% | DBT |
| 221 | The Federal Republic of Nigeria | 000000000 | Apr 2024 | 551,000,000 | $369K | 0.13% | STIV |
| 222 | The Federal Republic of Nigeria | 000000000 | Apr 2024 | 551,000,000 | $368K | 0.13% | STIV |
| 223 | ING GROEP NV | 000000000 | Apr 2024 | 300,000 | $367K | 0.13% | DBT |
| 224 | Arbor Realty Collateralized Loan Obligation Ltd | 03880XAA4 | Apr 2024 | 365,901 | $366K | 0.13% | ABS-CBDO |
| 225 | LOGICOR FINANCING SARL | 000000000 | Apr 2024 | 300,000 | $359K | 0.13% | DBT |
| 226 | NEXI SPA | 000000000 | Apr 2024 | 300,000 | $355K | 0.13% | DBT |
| 227 | BULGARIA | 000000000 | Apr 2024 | 300,000 | $352K | 0.13% | DBT |
| 228 | Government National Mortgage Association | 3618N5ML0 | Jan 2026 | 376,508 | $345K | 0.12% | ABS-MBS |
| 229 | Government National Mortgage Association | 3618N5GJ2 | Jan 2026 | 376,254 | $341K | 0.12% | ABS-MBS |
| 230 | LCH Ltd. | 000000000 | Apr 2024 | 8,500,000 | $340K | 0.12% | DIR |
| 231 | T-MOBILE USA INC | 87264ABD6 | Apr 2024 | 328,000 | $327K | 0.12% | DBT |
| 232 | UBS GROUP AG | 000000000 | Apr 2024 | 275,000 | $324K | 0.12% | DBT |
| 233 | BX Trust | 05612GAA1 | Apr 2024 | 315,918 | $316K | 0.11% | ABS-MBS |
| 234 | TREASURY CORP VICTORIA | 000000000 | Apr 2024 | 600,000 | $312K | 0.11% | DBT |
| 235 | JPMORGAN CHASE & CO | 46647PEW2 | Jan 2026 | 300,000 | $312K | 0.11% | DBT |
| 236 | REPUBLIC OF SERBIA | 817477AJ1 | Jan 2026 | 300,000 | $311K | 0.11% | DBT |
| 237 | BANK OF AMERICA CORP | 06051GLH0 | Jan 2026 | 300,000 | $308K | 0.11% | DBT |
| 238 | PACIFICORP | 695114DD7 | Apr 2024 | 300,000 | $304K | 0.11% | DBT |
| 239 | AMETEK INC | 03111CBD4 | Jan 2026 | 300,000 | $300K | 0.11% | STIV |
| 240 | KUWAIT INTL BOND | 501499AE7 | Jan 2026 | 300,000 | $298K | 0.11% | DBT |
| 241 | Fannie Mae | 3140XPCL1 | Jan 2026 | 296,912 | $297K | 0.11% | ABS-MBS |
| 242 | GLENCORE FUNDING LLC | 378272BD9 | Apr 2024 | 297,000 | $295K | 0.11% | DBT |
| 243 | Japan Government Thirty Year Bonds | 000000000 | Apr 2024 | 58,650,000 | $291K | 0.10% | DBT |
| 244 | NEW S WALES TREASURY CRP | 000000000 | Apr 2024 | 500,000 | $288K | 0.10% | DBT |
| 245 | DEVELOPMENT BANK OF KAZA | 48129VAF3 | Jan 2026 | 141,000,000 | $284K | 0.10% | DBT |
| 246 | QUEENSLAND TREASURY CORP | 000000000 | Apr 2024 | 500,000 | $282K | 0.10% | DBT |
| 247 | LCH Ltd. | 000000000 | Apr 2024 | 19,950,000 | $280K | 0.10% | DIR |
| 248 | UBS GROUP AG | 225401AU2 | Apr 2024 | 300,000 | $279K | 0.10% | DBT |
| 249 | Bank5 | 06211FAV0 | Apr 2024 | 259,684 | $273K | 0.10% | ABS-MBS |
| 250 | Government National Mortgage Association | 36179XFF8 | Jan 2026 | 286,051 | $266K | 0.09% | ABS-MBS |
| 251 | Fannie Mae | 3140AFBJ4 | Jan 2026 | 255,484 | $256K | 0.09% | ABS-MBS |
| 252 | CCPC/CCBPGCUS7 LT COC | 000000000 | Apr 2024 | 250,000 | $250K | 0.09% | STIV |
| 253 | KEURIG DR PEPPER INC | 49271KB60 | Jan 2026 | 250,000 | $250K | 0.09% | STIV |
| 254 | Citigroup Commercial Mortgage Trust | 17328CAD4 | Apr 2024 | 255,000 | $243K | 0.09% | ABS-MBS |
| 255 | MORGAN STANLEY | 000000000 | Apr 2024 | 200,000 | $242K | 0.09% | DBT |
| 256 | LCH Ltd. | 000000000 | Apr 2024 | 380,000,000 | $230K | 0.08% | DIR |
| 257 | NEW S WALES TREASURY CRP | 000000000 | Apr 2024 | 400,000 | $229K | 0.08% | DBT |
| 258 | REPUBLIC OF SOUTH AFRICA | 000000000 | Apr 2024 | 3,700,000 | $226K | 0.08% | DBT |
| 259 | ING GROEP NV | 456837BB8 | Apr 2024 | 225,000 | $225K | 0.08% | DBT |
| 260 | LCH Ltd. | 000000000 | Apr 2024 | 4,900,000 | $225K | 0.08% | DIR |
| 261 | SWAP CCPC MORGAN STANLEY COC | 000000000 | Apr 2024 | 223,000 | $223K | 0.08% | STIV |
| 262 | Maricopa County Industrial Development Authority | 56681NJD0 | Jan 2026 | 200,000 | $213K | 0.08% | DBT |
| 263 | LCH Ltd. | 000000000 | Apr 2024 | 20,900,000 | $211K | 0.08% | DIR |
| 264 | Japan Government Thirty Year Bonds | 000000000 | Apr 2024 | 50,000,000 | $209K | 0.07% | DBT |
| 265 | STATE OF ISRAEL | 46514Y8B6 | Jan 2026 | 200,000 | $207K | 0.07% | DBT |
| 266 | ABU DHABI DEVELOPMENT HO | 00402AAA9 | Jan 2026 | 200,000 | $201K | 0.07% | DBT |
| 267 | Eurex Deutschland | 000000000 | Apr 2024 | -145 | $199K | 0.07% | DIR |
| 268 | MALAYSIA GOVERNMENT | 000000000 | Apr 2024 | 800,000 | $196K | 0.07% | DBT |
| 269 | United States Treasury | 912810SJ8 | Jan 2026 | 300,000 | $187K | 0.07% | DBT |
| 270 | LCH Ltd. | 000000000 | Apr 2024 | 2,400,000 | $184K | 0.07% | DIR |
| 271 | LCH Ltd. | 000000000 | Apr 2024 | 20,100,000 | $180K | 0.06% | DIR |
| 272 | Fannie Mae | 31418FEX1 | Jan 2026 | 189,352 | $175K | 0.06% | ABS-MBS |
| 273 | Bank of America NA | 000000000 | Apr 2024 | 1 | $174K | 0.06% | DFE |
| 274 | Fannie Mae | 31418EW22 | Jan 2026 | 165,354 | $166K | 0.06% | ABS-MBS |
| 275 | Fannie Mae | 3140MFWM1 | Jan 2026 | 185,411 | $165K | 0.06% | ABS-MBS |
| 276 | LCH Ltd. | 000000000 | Apr 2024 | 17,800,000 | $159K | 0.06% | DIR |
| 277 | BMO Mortgage Trust | 05602QAY9 | Apr 2024 | 150,000 | $154K | 0.06% | ABS-MBS |
| 278 | Countrywide Alternative Loan Trust | 12668A5X9 | Apr 2024 | 177,184 | $154K | 0.06% | ABS-MBS |
| 279 | CCGSCHUS9 HSBC COC USD | 000000000 | Apr 2024 | 153,000 | $153K | 0.05% | STIV |
| 280 | T-MOBILE USA INC | 87264AAV7 | Apr 2024 | 150,000 | $150K | 0.05% | DBT |
| 281 | Freddie Mac | 3132DWLU5 | Jan 2026 | 144,439 | $148K | 0.05% | ABS-MBS |
| 282 | VMWARE LLC | 928563AF2 | Apr 2024 | 145,000 | $147K | 0.05% | DBT |
| 283 | LCH Ltd. | 000000000 | Apr 2024 | 9,500,000 | $147K | 0.05% | DIR |
| 284 | Home Equity Loan Trust | 43710XAD0 | Apr 2024 | 150,079 | $147K | 0.05% | ABS-O |
| 285 | LCH Ltd. | 000000000 | Apr 2024 | 3,300,000 | $144K | 0.05% | DIR |
| 286 | Washington Mutual Mortgage Pass-Through CTFS | 93935AAD4 | Apr 2024 | 172,207 | $144K | 0.05% | ABS-MBS |
| 287 | REPUBLIC OF SOUTH AFRICA | 000000000 | Apr 2024 | 2,600,000 | $139K | 0.05% | DBT |
| 288 | GLENCORE FINANCE EUROPE | 000000000 | Apr 2024 | 100,000 | $137K | 0.05% | DBT |
| 289 | Fannie Mae | 31418BTA4 | Jan 2026 | 128,575 | $125K | 0.04% | ABS-MBS |
| 290 | ROMANIA | 000000000 | Apr 2024 | 100,000 | $124K | 0.04% | DBT |
| 291 | JP Morgan Mortgage Trust | 465985AA7 | Apr 2024 | 120,942 | $121K | 0.04% | ABS-O |
| 292 | ROMANIA | 000000000 | Apr 2024 | 100,000 | $119K | 0.04% | DBT |
| 293 | Spain Government Bonds | 000000000 | Apr 2024 | 100,000 | $118K | 0.04% | DBT |
| 294 | Lehman XS Trust | 52524GAC6 | Apr 2024 | 124,491 | $118K | 0.04% | ABS-MBS |
| 295 | Nissan Auto Receivables Owner Trust | 65480MAD5 | Apr 2024 | 117,163 | $118K | 0.04% | ABS-O |
| 296 | SAUDI INTERNATIONAL BOND | 000000000 | Apr 2024 | 100,000 | $117K | 0.04% | DBT |
| 297 | SOUTHERN CO | 000000000 | Apr 2024 | 100,000 | $116K | 0.04% | DBT |
| 298 | Bank of America NA | 000000000 | Apr 2024 | 500,000 | $115K | 0.04% | DCR |
| 299 | Fannie Mae | 3136ABDT7 | Apr 2024 | 104,188 | $114K | 0.04% | ABS-MBS |
| 300 | PETROLEOS DE VENEZUELA S | 000000000 | Apr 2024 | 390,000 | $113K | 0.04% | DBT |
| 301 | Goldman Sachs Bank USA | 000000000 | Apr 2024 | 1 | $107K | 0.04% | DFE |
| 302 | Fannie Mae | 31418BU95 | Jan 2026 | 107,423 | $105K | 0.04% | ABS-MBS |
| 303 | Chicago Board of Trade | 000000000 | Apr 2024 | -38 | $104K | 0.04% | DIR |
| 304 | United States Treasury | 912810UN6 | Jan 2026 | 100,000 | $101K | 0.04% | DBT |
| 305 | United States Treasury | 91282CNT4 | Jan 2026 | 100,000 | $100K | 0.04% | DBT |
| 306 | Intercontinental Exchange, Inc. | 000000000 | Apr 2024 | 700,000 | $97K | 0.03% | DCR |
| 307 | REPUBLIC OF VENEZUELA | 000000000 | Apr 2024 | 230,000 | $93K | 0.03% | DBT |
| 308 | Bank of America NA | 000000000 | Apr 2024 | 1 | $91K | 0.03% | DFE |
| 309 | LCH Ltd. | 000000000 | Apr 2024 | 15,900,000 | $89K | 0.03% | DIR |
| 310 | Sunnova Hestia I Issuer, LLC | 86746BAA1 | Apr 2024 | 86,488 | $85K | 0.03% | ABS-O |
| 311 | Chicago Mercantile Exchange | 000000000 | Apr 2024 | 42,000,000 | $82K | 0.03% | DIR |
| 312 | LCH Ltd. | 000000000 | Apr 2024 | 9,100,000 | $77K | 0.03% | DIR |
| 313 | LCH Ltd. | 000000000 | Apr 2024 | 2,000,000 | $74K | 0.03% | DIR |
| 314 | LCH Ltd. | 000000000 | Apr 2024 | 1,800,000 | $68K | 0.02% | DIR |
| 315 | LCH Ltd. | 000000000 | Apr 2024 | 1,800,000 | $65K | 0.02% | DIR |
| 316 | Eurex Deutschland | 000000000 | Apr 2024 | 112 | $63K | 0.02% | DIR |
| 317 | Eurex Deutschland | 000000000 | Apr 2024 | -118 | $62K | 0.02% | DIR |
| 318 | Wells Fargo Alternative Loan Trust | 94985KAA5 | Apr 2024 | 66,242 | $61K | 0.02% | ABS-MBS |
| 319 | Goldman Sachs Bank USA | 000000000 | Apr 2024 | 1 | $61K | 0.02% | DFE |
| 320 | Goldman Sachs Bank USA | 000000000 | Apr 2024 | 1 | $59K | 0.02% | DFE |
| 321 | Chicago Mercantile Exchange | 000000000 | Apr 2024 | 127,500,000 | $57K | 0.02% | DIR |
| 322 | Goldman Sachs Bank USA | 000000000 | Apr 2024 | 1 | $56K | 0.02% | DFE |
| 323 | Goldman Sachs Bank USA | 000000000 | Apr 2024 | 1 | $52K | 0.02% | DFE |
| 324 | Mill City Mortgage Trust | 59980AAQ0 | Apr 2024 | 52,904 | $52K | 0.02% | ABS-MBS |
| 325 | MORGAN STANLEY | 61747YFL4 | Apr 2024 | 50,000 | $52K | 0.02% | DBT |
| 326 | Goldman Sachs Bank USA | 000000000 | Apr 2024 | 1 | $50K | 0.02% | DFE |
| 327 | Morgan Stanley & Co. LLC | 000000000 | Apr 2024 | 40,000,000 | $50K | 0.02% | DIR |
| 328 | Goldman Sachs Bank USA | 000000000 | Apr 2024 | 1 | $46K | 0.02% | DFE |
| 329 | LCH Ltd. | 000000000 | Apr 2024 | 1,723,700 | $44K | 0.02% | DIR |
| 330 | Crown Point CLO 7, Ltd | 22846MAJ2 | Jan 2026 | 43,121 | $43K | 0.02% | ABS-CBDO |
| 331 | Bank of America NA | 000000000 | Apr 2024 | 1 | $41K | 0.01% | DFE |
| 332 | Bank of America NA | 000000000 | Apr 2024 | 1 | $39K | 0.01% | DFE |
| 333 | Bank of America NA | 000000000 | Apr 2024 | 3,487,929 | $39K | 0.01% | DFE |
| 334 | ASX Clear (Futures) | 000000000 | Apr 2024 | -266 | $34K | 0.01% | DIR |
| 335 | LCH Ltd. | 000000000 | Apr 2024 | 761,000 | $34K | 0.01% | DIR |
| 336 | Goldman Sachs Bank USA | 000000000 | Apr 2024 | 1 | $31K | 0.01% | DFE |
| 337 | Bank of America NA | 000000000 | Apr 2024 | 1 | $30K | 0.01% | DFE |
| 338 | Fannie Mae | 3136A9EA2 | Apr 2024 | 27,044 | $29K | 0.01% | ABS-MBS |
| 339 | LCH Ltd. | 000000000 | Apr 2024 | 591,000 | $29K | 0.01% | DIR |
| 340 | Chicago Board of Trade | 000000000 | Apr 2024 | -27 | $29K | 0.01% | DIR |
| 341 | Goldman Sachs Bank USA | 000000000 | Apr 2024 | 1 | $26K | 0.01% | DFE |
| 342 | LCH Ltd. | 000000000 | Apr 2024 | 1,100,000 | $25K | 0.01% | DIR |
| 343 | Goldman Sachs Bank USA | 000000000 | Apr 2024 | 1 | $24K | 0.01% | DFE |
| 344 | LCH Ltd. | 000000000 | Apr 2024 | 648,000 | $24K | 0.01% | DIR |
| 345 | LCH Ltd. | 000000000 | Apr 2024 | 1,000,000 | $23K | 0.01% | DIR |
| 346 | LCH Ltd. | 000000000 | Apr 2024 | 500,000 | $23K | 0.01% | DIR |
| 347 | LCH Ltd. | 000000000 | Apr 2024 | 1,700,000 | $22K | 0.01% | DIR |
| 348 | Goldman Sachs Bank USA | 000000000 | Apr 2024 | 1 | $22K | 0.01% | DFE |
| 349 | Chicago Mercantile Exchange | 000000000 | Apr 2024 | 36,200,000 | $22K | 0.01% | DIR |
| 350 | Goldman Sachs Bank USA | 000000000 | Apr 2024 | 1 | $19K | 0.01% | DFE |
| 351 | Bank of America NA | 000000000 | Apr 2024 | 1 | $18K | 0.01% | DFE |
| 352 | LCH Ltd. | 000000000 | Apr 2024 | 400,000 | $17K | 0.01% | DIR |
| 353 | Goldman Sachs Bank USA | 000000000 | Apr 2024 | 1 | $16K | 0.01% | DFE |
| 354 | Citigroup Mortgage Loan Trust Inc | 17307GP77 | Apr 2024 | 16,097 | $16K | 0.01% | ABS-MBS |
| 355 | Wells Fargo Mortgage Backed Securities Trust | 949831AA9 | Apr 2024 | 17,335 | $16K | 0.01% | ABS-MBS |
| 356 | LCH Ltd. | 000000000 | Apr 2024 | 200,000 | $15K | 0.01% | DIR |
| 357 | Chicago Mercantile Exchange | 000000000 | Apr 2024 | 37,900,000 | $14K | 0.01% | DIR |
| 358 | LCH Ltd. | 000000000 | Apr 2024 | 640,000 | $14K | 0.01% | DIR |
| 359 | Goldman Sachs Bank USA | 000000000 | Apr 2024 | 1 | $14K | 0.01% | DFE |
| 360 | Bank of America NA | 000000000 | Apr 2024 | 1 | $14K | 0.00% | DFE |
| 361 | LCH Ltd. | 000000000 | Apr 2024 | 3,400,000 | $12K | 0.00% | DIR |
| 362 | LCH Ltd. | 000000000 | Apr 2024 | 100,000 | $12K | 0.00% | DIR |
| 363 | Goldman Sachs Bank USA | 000000000 | Apr 2024 | 1 | $12K | 0.00% | DFE |
| 364 | Goldman Sachs Bank USA | 000000000 | Apr 2024 | 1 | $11K | 0.00% | DFE |
| 365 | Eurex Deutschland | 000000000 | Apr 2024 | -213 | $10K | 0.00% | DIR |
| 366 | Goldman Sachs Bank USA | 000000000 | Apr 2024 | 1 | $10K | 0.00% | DFE |
| 367 | LCH Ltd. | 000000000 | Apr 2024 | 14,400,000 | $10K | 0.00% | DIR |
| 368 | Bank of America NA | 000000000 | Apr 2024 | 853,071 | $9K | 0.00% | DFE |
| 369 | LCH Ltd. | 000000000 | Apr 2024 | 200,000 | $9K | 0.00% | DIR |
| 370 | Bank of America NA | 000000000 | Apr 2024 | 1 | $9K | 0.00% | DFE |
| 371 | Sequoia Mortgage Trust | 81744FEW3 | Apr 2024 | 9,261 | $9K | 0.00% | ABS-MBS |
| 372 | Goldman Sachs Bank USA | 000000000 | Apr 2024 | 1 | $8K | 0.00% | DFE |
| 373 | LCH Ltd. | 000000000 | Apr 2024 | 16,400,000 | $8K | 0.00% | DIR |
| 374 | Chicago Mercantile Exchange | 000000000 | Apr 2024 | 23,400,000 | $7K | 0.00% | DIR |
| 375 | Chicago Board of Trade | 000000000 | Apr 2024 | -71 | $7K | 0.00% | DIR |
| 376 | Bank of America NA | 000000000 | Apr 2024 | 1 | $7K | 0.00% | DFE |
| 377 | Bank of America NA | 000000000 | Apr 2024 | 1 | $7K | 0.00% | DFE |
| 378 | LCH Ltd. | 000000000 | Apr 2024 | 10,400,000 | $6K | 0.00% | DIR |
| 379 | Goldman Sachs Bank USA | 000000000 | Apr 2024 | 1 | $6K | 0.00% | DFE |
| 380 | The Montreal Exchange/Bourse De Montreal | 000000000 | Apr 2024 | -7 | $6K | 0.00% | DIR |
| 381 | Goldman Sachs Bank USA | 000000000 | Apr 2024 | 1 | $5K | 0.00% | DFE |
| 382 | Goldman Sachs Bank USA | 000000000 | Apr 2024 | 1 | $5K | 0.00% | DFE |
| 383 | Bank of America NA | 000000000 | Apr 2024 | 1 | $5K | 0.00% | DFE |
| 384 | Bank of America NA | 000000000 | Apr 2024 | 1 | $5K | 0.00% | DFE |
| 385 | Chicago Mercantile Exchange | 000000000 | Apr 2024 | 6,700,000 | $5K | 0.00% | DIR |
| 386 | Goldman Sachs Bank USA | 000000000 | Apr 2024 | 1 | $5K | 0.00% | DFE |
| 387 | Goldman Sachs Bank USA | 000000000 | Apr 2024 | 1 | $4K | 0.00% | DFE |
| 388 | Bank of America NA | 000000000 | Apr 2024 | 1 | $4K | 0.00% | DFE |
| 389 | LCH Ltd. | 000000000 | Apr 2024 | 582,000 | $4K | 0.00% | DIR |
| 390 | Bank of America NA | 000000000 | Apr 2024 | 1 | $4K | 0.00% | DFE |
| 391 | Goldman Sachs Bank USA | 000000000 | Apr 2024 | 1 | $4K | 0.00% | DFE |
| 392 | Goldman Sachs Bank USA | 000000000 | Apr 2024 | 1 | $3K | 0.00% | DFE |
| 393 | Goldman Sachs Bank USA | 000000000 | Apr 2024 | 1 | $3K | 0.00% | DFE |
| 394 | Goldman Sachs Bank USA | 000000000 | Apr 2024 | 1 | $3K | 0.00% | DFE |
| 395 | Bank of America NA | 000000000 | Apr 2024 | 1 | $3K | 0.00% | DFE |
| 396 | Bank of America NA | 000000000 | Apr 2024 | 1,062,000 | $3K | 0.00% | DFE |
| 397 | Goldman Sachs Bank USA | 000000000 | Apr 2024 | 1 | $3K | 0.00% | DFE |
| 398 | Goldman Sachs Bank USA | 000000000 | Apr 2024 | 1 | $3K | 0.00% | DFE |
| 399 | Goldman Sachs Bank USA | 000000000 | Apr 2024 | 1 | $2K | 0.00% | DFE |
| 400 | LCH Ltd. | 000000000 | Apr 2024 | 648,300 | $2K | 0.00% | DIR |
| 401 | Bank of America NA | 000000000 | Apr 2024 | 2,666,000 | $2K | 0.00% | DFE |
| 402 | Bank of America NA | 000000000 | Apr 2024 | 1 | $2K | 0.00% | DFE |
| 403 | LCH Ltd. | 000000000 | Apr 2024 | 3,300,000 | $2K | 0.00% | DIR |
| 404 | Goldman Sachs Bank USA | 000000000 | Apr 2024 | 1 | $2K | 0.00% | DFE |
| 405 | Bank of America NA | 000000000 | Apr 2024 | 1 | $2K | 0.00% | DFE |
| 406 | Bank of America NA | 000000000 | Apr 2024 | 1 | $2K | 0.00% | DFE |
| 407 | LCH Ltd. | 000000000 | Apr 2024 | 100,000 | $2K | 0.00% | DIR |
| 408 | Goldman Sachs Bank USA | 000000000 | Apr 2024 | 1 | $2K | 0.00% | DFE |
| 409 | Bank of America NA | 000000000 | Apr 2024 | 1 | $2K | 0.00% | DFE |
| 410 | Goldman Sachs Bank USA | 000000000 | Apr 2024 | 1 | $2K | 0.00% | DFE |
| 411 | Bank of America NA | 000000000 | Apr 2024 | 1 | $2K | 0.00% | DFE |
| 412 | Bank of America NA | 000000000 | Apr 2024 | 530,000 | $2K | 0.00% | DFE |
| 413 | Bank of America NA | 000000000 | Apr 2024 | 1 | $1K | 0.00% | DFE |
| 414 | Bank of America NA | 000000000 | Apr 2024 | 671,000 | $1K | 0.00% | DFE |
| 415 | Goldman Sachs Bank USA | 000000000 | Apr 2024 | 1 | $1K | 0.00% | DFE |
| 416 | Goldman Sachs Bank USA | 000000000 | Apr 2024 | 1 | $1K | 0.00% | DFE |
| 417 | Bank of America NA | 000000000 | Apr 2024 | 1,273,000 | $1K | 0.00% | DFE |
| 418 | Bank of America NA | 000000000 | Apr 2024 | 1 | $1K | 0.00% | DFE |
| 419 | Bank of America NA | 000000000 | Apr 2024 | 1 | $1K | 0.00% | DFE |
| 420 | LCH Ltd. | 000000000 | Apr 2024 | 1,300,000 | $1K | 0.00% | DIR |
| 421 | Bank of America NA | 000000000 | Apr 2024 | 687,000 | $1K | 0.00% | DFE |
| 422 | Goldman Sachs Bank USA | 000000000 | Apr 2024 | 1 | $798 | 0.00% | DFE |
| 423 | Bank of America NA | 000000000 | Apr 2024 | 1 | $734 | 0.00% | DFE |
| 424 | Bank of America NA | 000000000 | Apr 2024 | 1 | $631 | 0.00% | DFE |
| 425 | Goldman Sachs Bank USA | 000000000 | Apr 2024 | 1 | $616 | 0.00% | DFE |
| 426 | Bank of America NA | 000000000 | Apr 2024 | 1 | $545 | 0.00% | DFE |
| 427 | Bank of America NA | 000000000 | Apr 2024 | 1 | $401 | 0.00% | DFE |
| 428 | Goldman Sachs Bank USA | 000000000 | Apr 2024 | 1 | $361 | 0.00% | DFE |
| 429 | Goldman Sachs Bank USA | 000000000 | Apr 2024 | 1 | $339 | 0.00% | DFE |
| 430 | Bank of America NA | 000000000 | Apr 2024 | 1 | $335 | 0.00% | DFE |
| 431 | Goldman Sachs Bank USA | 000000000 | Apr 2024 | 1 | $314 | 0.00% | DFE |
| 432 | Goldman Sachs Bank USA | 000000000 | Apr 2024 | 311,000 | $268 | 0.00% | DFE |
| 433 | Goldman Sachs Bank USA | 000000000 | Apr 2024 | 1 | $153 | 0.00% | DFE |
| 434 | ICE Futures Europe - Financial Products Division | 000000000 | Apr 2024 | 159 | $142 | 0.00% | DIR |
| 435 | Bank of America NA | 000000000 | Apr 2024 | 1 | $120 | 0.00% | DFE |
| 436 | Goldman Sachs Bank USA | 000000000 | Apr 2024 | 1 | $57 | 0.00% | DFE |
| 437 | Goldman Sachs Bank USA | 000000000 | Apr 2024 | 1 | $47 | 0.00% | DFE |
| 438 | Bank of America NA | 000000000 | Apr 2024 | 1 | $17 | 0.00% | DFE |
| 439 | Goldman Sachs Bank USA | 000000000 | Apr 2024 | 1 | $7 | 0.00% | DFE |
| 440 | Goldman Sachs Bank USA | 000000000 | Apr 2024 | 1 | $0 | 0.00% | DFE |
| 441 | Bank of America NA | 000000000 | Apr 2024 | 1 | $-7 | -0.00% | DFE |
| 442 | Goldman Sachs Bank USA | 000000000 | Apr 2024 | 1 | $-8 | -0.00% | DFE |
| 443 | Goldman Sachs Bank USA | 000000000 | Apr 2024 | 1 | $-11 | -0.00% | DFE |
| 444 | Bank of America NA | 000000000 | Apr 2024 | 1 | $-14 | -0.00% | DFE |
| 445 | Goldman Sachs Bank USA | 000000000 | Apr 2024 | 1 | $-16 | -0.00% | DFE |
| 446 | Bank of America NA | 000000000 | Apr 2024 | 1 | $-18 | -0.00% | DFE |
| 447 | Bank of America NA | 000000000 | Apr 2024 | 1 | $-41 | -0.00% | DFE |
| 448 | Goldman Sachs Bank USA | 000000000 | Apr 2024 | 1 | $-67 | -0.00% | DFE |
| 449 | Goldman Sachs Bank USA | 000000000 | Apr 2024 | 1 | $-70 | -0.00% | DFE |
| 450 | Bank of America NA | 000000000 | Apr 2024 | 1 | $-73 | -0.00% | DFE |
| 451 | Goldman Sachs Bank USA | 000000000 | Apr 2024 | 1 | $-75 | -0.00% | DFE |
| 452 | Goldman Sachs Bank USA | 000000000 | Apr 2024 | 1 | $-76 | -0.00% | DFE |
| 453 | Bank of America NA | 000000000 | Apr 2024 | 1 | $-104 | -0.00% | DFE |
| 454 | Bank of America NA | 000000000 | Apr 2024 | 1 | $-109 | -0.00% | DFE |
| 455 | Goldman Sachs Bank USA | 000000000 | Apr 2024 | 1 | $-155 | -0.00% | DFE |
| 456 | Bank of America NA | 000000000 | Apr 2024 | 1 | $-175 | -0.00% | DFE |
| 457 | Bank of America NA | 000000000 | Apr 2024 | 1 | $-180 | -0.00% | DFE |
| 458 | Goldman Sachs Bank USA | 000000000 | Apr 2024 | -311,000 | $-182 | -0.00% | DFE |
| 459 | Goldman Sachs Bank USA | 000000000 | Apr 2024 | 1 | $-227 | -0.00% | DFE |
| 460 | Goldman Sachs Bank USA | 000000000 | Apr 2024 | 1 | $-310 | -0.00% | DFE |
| 461 | Bank of America NA | 000000000 | Apr 2024 | 1 | $-314 | -0.00% | DFE |
| 462 | Goldman Sachs Bank USA | 000000000 | Apr 2024 | 1 | $-325 | -0.00% | DFE |
| 463 | Bank of America NA | 000000000 | Apr 2024 | 1 | $-346 | -0.00% | DFE |
| 464 | Bank of America NA | 000000000 | Apr 2024 | 1 | $-390 | -0.00% | DFE |
| 465 | Goldman Sachs Bank USA | 000000000 | Apr 2024 | 1 | $-424 | -0.00% | DFE |
| 466 | Goldman Sachs Bank USA | 000000000 | Apr 2024 | 1 | $-466 | -0.00% | DFE |
| 467 | Chicago Board of Trade | 000000000 | Apr 2024 | -4 | $-469 | -0.00% | DIR |
| 468 | Goldman Sachs Bank USA | 000000000 | Apr 2024 | 1 | $-486 | -0.00% | DFE |
| 469 | Bank of America NA | 000000000 | Apr 2024 | 1 | $-568 | -0.00% | DFE |
| 470 | Bank of America NA | 000000000 | Apr 2024 | 1 | $-605 | -0.00% | DFE |
| 471 | Bank of America NA | 000000000 | Apr 2024 | 1 | $-650 | -0.00% | DFE |
| 472 | Goldman Sachs Bank USA | 000000000 | Apr 2024 | 1 | $-678 | -0.00% | DFE |
| 473 | Goldman Sachs Bank USA | 000000000 | Apr 2024 | 1 | $-685 | -0.00% | DFE |
| 474 | Bank of America NA | 000000000 | Apr 2024 | -1,273,000 | $-746 | -0.00% | DFE |
| 475 | Goldman Sachs Bank USA | 000000000 | Apr 2024 | 1 | $-750 | -0.00% | DFE |
| 476 | Goldman Sachs Bank USA | 000000000 | Apr 2024 | 1 | $-803 | -0.00% | DFE |
| 477 | Goldman Sachs Bank USA | 000000000 | Apr 2024 | 1 | $-875 | -0.00% | DFE |
| 478 | Chicago Board of Trade | 000000000 | Apr 2024 | -13 | $-1117 | -0.00% | DIR |
| 479 | Bank of America NA | 000000000 | Apr 2024 | 1 | $-1230 | -0.00% | DFE |
| 480 | Goldman Sachs Bank USA | 000000000 | Apr 2024 | 1 | $-1252 | -0.00% | DFE |
| 481 | Goldman Sachs Bank USA | 000000000 | Apr 2024 | 1 | $-1302 | -0.00% | DFE |
| 482 | Bank of America NA | 000000000 | Apr 2024 | 1 | $-1342 | -0.00% | DFE |
| 483 | Chicago Board of Trade | 000000000 | Apr 2024 | -12 | $-1500 | -0.00% | DIR |
| 484 | Bank of America NA | 000000000 | Apr 2024 | 1 | $-1517 | -0.00% | DFE |
| 485 | Goldman Sachs Bank USA | 000000000 | Apr 2024 | 1 | $-1535 | -0.00% | DFE |
| 486 | Chicago Board of Trade | 000000000 | Apr 2024 | -8 | $-1562 | -0.00% | DIR |
| 487 | Bank of America NA | 000000000 | Apr 2024 | -2,666,000 | $-1613 | -0.00% | DFE |
| 488 | Bank of America NA | 000000000 | Apr 2024 | 1 | $-1695 | -0.00% | DFE |
| 489 | Bank of America NA | 000000000 | Apr 2024 | 1 | $-1832 | -0.00% | DFE |
| 490 | Bank of America NA | 000000000 | Apr 2024 | 1 | $-1990 | -0.00% | DFE |
| 491 | Bank of America NA | 000000000 | Apr 2024 | 1 | $-2247 | -0.00% | DFE |
| 492 | Goldman Sachs Bank USA | 000000000 | Apr 2024 | 1 | $-2349 | -0.00% | DFE |
| 493 | Bank of America NA | 000000000 | Apr 2024 | 1 | $-2416 | -0.00% | DFE |
| 494 | Bank of America NA | 000000000 | Apr 2024 | 1 | $-2485 | -0.00% | DFE |
| 495 | Bank of America NA | 000000000 | Apr 2024 | 1 | $-2731 | -0.00% | DFE |
| 496 | Bank of America NA | 000000000 | Apr 2024 | 1 | $-2949 | -0.00% | DFE |
| 497 | LCH Ltd. | 000000000 | Apr 2024 | 1,300,000 | $-2976 | -0.00% | DIR |
| 498 | Bank of America NA | 000000000 | Apr 2024 | 1 | $-3221 | -0.00% | DFE |
| 499 | Bank of America NA | 000000000 | Apr 2024 | -853,071 | $-3539 | -0.00% | DFE |
| 500 | Chicago Board of Trade | 000000000 | Apr 2024 | -13 | $-3555 | -0.00% | DIR |
| 501 | Goldman Sachs Bank USA | 000000000 | Apr 2024 | 1 | $-3680 | -0.00% | DFE |
| 502 | Goldman Sachs Bank USA | 000000000 | Apr 2024 | 1 | $-3730 | -0.00% | DFE |
| 503 | Goldman Sachs Bank USA | 000000000 | Apr 2024 | 1 | $-3919 | -0.00% | DFE |
| 504 | Goldman Sachs Bank USA | 000000000 | Apr 2024 | 1 | $-4077 | -0.00% | DFE |
| 505 | ASX Clear (Futures) | 000000000 | Apr 2024 | 31 | $-4435 | -0.00% | DIR |
| 506 | Goldman Sachs Bank USA | 000000000 | Apr 2024 | 1 | $-4501 | -0.00% | DFE |
| 507 | Goldman Sachs Bank USA | 000000000 | Apr 2024 | 1 | $-4633 | -0.00% | DFE |
| 508 | Goldman Sachs Bank USA | 000000000 | Apr 2024 | 1 | $-4683 | -0.00% | DFE |
| 509 | Goldman Sachs Bank USA | 000000000 | Apr 2024 | 1 | $-5047 | -0.00% | DFE |
| 510 | Bank of America NA | 000000000 | Apr 2024 | 1 | $-5294 | -0.00% | DFE |
| 511 | Goldman Sachs Bank USA | 000000000 | Apr 2024 | 1 | $-5328 | -0.00% | DFE |
| 512 | LCH Ltd. | 000000000 | Apr 2024 | 116,990,000 | $-5401 | -0.00% | DIR |
| 513 | LCH Ltd. | 000000000 | Apr 2024 | 2,900,000 | $-5724 | -0.00% | DIR |
| 514 | Bank of America NA | 000000000 | Apr 2024 | 1 | $-5831 | -0.00% | DFE |
| 515 | Goldman Sachs Bank USA | 000000000 | Apr 2024 | 1 | $-5863 | -0.00% | DFE |
| 516 | Goldman Sachs Bank USA | 000000000 | Apr 2024 | 1 | $-6078 | -0.00% | DFE |
| 517 | LCH Ltd. | 000000000 | Apr 2024 | 3,900,000 | $-6134 | -0.00% | DIR |
| 518 | Goldman Sachs Bank USA | 000000000 | Apr 2024 | 1 | $-6223 | -0.00% | DFE |
| 519 | Goldman Sachs Bank USA | 000000000 | Apr 2024 | 1 | $-6520 | -0.00% | DFE |
| 520 | Goldman Sachs Bank USA | 000000000 | Apr 2024 | 1 | $-6992 | -0.00% | DFE |
| 521 | LCH Ltd. | 000000000 | Apr 2024 | 550,000 | $-8056 | -0.00% | DIR |
| 522 | LCH Ltd. | 000000000 | Apr 2024 | 500,000 | $-8934 | -0.00% | DIR |
| 523 | Bank of America NA | 000000000 | Apr 2024 | 1 | $-9429 | -0.00% | DFE |
| 524 | Eurex Deutschland | 000000000 | Apr 2024 | 4 | $-9487 | -0.00% | DIR |
| 525 | Bank of America NA | 000000000 | Apr 2024 | -1,062,000 | $-12624 | -0.00% | DFE |
| 526 | Bank of America NA | 000000000 | Apr 2024 | 1 | $-12805 | -0.00% | DFE |
| 527 | LCH Ltd. | 000000000 | Apr 2024 | 80,000,000 | $-12870 | -0.00% | DIR |
| 528 | Bank of America NA | 000000000 | Apr 2024 | 1 | $-13557 | -0.00% | DFE |
| 529 | Bank of America NA | 000000000 | Apr 2024 | -3,487,929 | $-14834 | -0.01% | DFE |
| 530 | LCH Ltd. | 000000000 | Apr 2024 | 10,910,000 | $-15238 | -0.01% | DIR |
| 531 | Goldman Sachs Bank USA | 000000000 | Apr 2024 | 1 | $-15441 | -0.01% | DFE |
| 532 | Goldman Sachs Bank USA | 000000000 | Apr 2024 | 1 | $-15573 | -0.01% | DFE |
| 533 | Bank of America NA | 000000000 | Apr 2024 | 1 | $-15879 | -0.01% | DFE |
| 534 | Bank of America NA | 000000000 | Apr 2024 | 1 | $-16260 | -0.01% | DFE |
| 535 | Goldman Sachs Bank USA | 000000000 | Apr 2024 | 1 | $-16303 | -0.01% | DFE |
| 536 | Bank of America NA | 000000000 | Apr 2024 | 1 | $-16455 | -0.01% | DFE |
| 537 | LCH Ltd. | 000000000 | Apr 2024 | 17,000,000 | $-16600 | -0.01% | DIR |
| 538 | Goldman Sachs Bank USA | 000000000 | Apr 2024 | 1 | $-18619 | -0.01% | DFE |
| 539 | Goldman Sachs Bank USA | 000000000 | Apr 2024 | 1 | $-19228 | -0.01% | DFE |
| 540 | Goldman Sachs Bank USA | 000000000 | Apr 2024 | 1 | $-19438 | -0.01% | DFE |
| 541 | Bank of America NA | 000000000 | Apr 2024 | 1 | $-19551 | -0.01% | DFE |
| 542 | Bank of America NA | 000000000 | Apr 2024 | 1 | $-19639 | -0.01% | DFE |
| 543 | LCH Ltd. | 000000000 | Apr 2024 | 1,100,000 | $-20466 | -0.01% | DIR |
| 544 | Goldman Sachs Bank USA | 000000000 | Apr 2024 | 1 | $-25126 | -0.01% | DFE |
| 545 | LCH Ltd. | 000000000 | Apr 2024 | 8,700,000 | $-25393 | -0.01% | DIR |
| 546 | LCH Ltd. | 000000000 | Apr 2024 | 180,000,000 | $-26359 | -0.01% | DIR |
| 547 | LCH Ltd. | 000000000 | Apr 2024 | 1,900,000 | $-27187 | -0.01% | DIR |
| 548 | Bank of America NA | 000000000 | Apr 2024 | 1 | $-34239 | -0.01% | DFE |
| 549 | LCH Ltd. | 000000000 | Apr 2024 | 33,400,000 | $-34619 | -0.01% | DIR |
| 550 | Bank of America NA | 000000000 | Apr 2024 | 1 | $-34625 | -0.01% | DFE |
| 551 | Bank of America NA | 000000000 | Apr 2024 | 1 | $-36771 | -0.01% | DFE |
| 552 | LCH Ltd. | 000000000 | Apr 2024 | 4,400,000 | $-39248 | -0.01% | DIR |
| 553 | Bank of America NA | 000000000 | Apr 2024 | 1 | $-46343 | -0.02% | DFE |
| 554 | Goldman Sachs Bank USA | 000000000 | Apr 2024 | 1 | $-46563 | -0.02% | DFE |
| 555 | LCH Ltd. | 000000000 | Apr 2024 | 120,000,000 | $-47025 | -0.02% | DIR |
| 556 | LCH Ltd. | 000000000 | Apr 2024 | 1,900,000 | $-50725 | -0.02% | DIR |
| 557 | Bank of America NA | 000000000 | Apr 2024 | 1 | $-53060 | -0.02% | DFE |
| 558 | Goldman Sachs Bank USA | 000000000 | Apr 2024 | 1 | $-54106 | -0.02% | DFE |
| 559 | LCH Ltd. | 000000000 | Apr 2024 | 7,835,000 | $-54225 | -0.02% | DIR |
| 560 | Eurex Deutschland | 000000000 | Apr 2024 | -212 | $-56521 | -0.02% | DIR |
| 561 | LCH Ltd. | 000000000 | Apr 2024 | 2,000,000 | $-59182 | -0.02% | DIR |
| 562 | BANC OF AMERICA SEURITIES LLC | 000000000 | Apr 2024 | -60,000 | $-60000 | -0.02% | STIV |
| 563 | Goldman Sachs Bank USA | 000000000 | Apr 2024 | 1 | $-63042 | -0.02% | DFE |
| 564 | Bank of America NA | 000000000 | Apr 2024 | 1 | $-70059 | -0.03% | DFE |
| 565 | Goldman Sachs Bank USA | 000000000 | Apr 2024 | 1 | $-81613 | -0.03% | DFE |
| 566 | Goldman Sachs Bank USA | 000000000 | Apr 2024 | 1 | $-84904 | -0.03% | DFE |
| 567 | Goldman Sachs Bank USA | 000000000 | Apr 2024 | 1 | $-90764 | -0.03% | DFE |
| 568 | Chicago Board of Trade | 000000000 | Apr 2024 | 238 | $-91396 | -0.03% | DIR |
| 569 | LCH Ltd. | 000000000 | Apr 2024 | 430,000,000 | $-92815 | -0.03% | DIR |
| 570 | LCH Ltd. | 000000000 | Apr 2024 | 5,600,000 | $-92834 | -0.03% | DIR |
| 571 | Goldman Sachs Bank USA | 000000000 | Apr 2024 | 1 | $-97103 | -0.03% | DFE |
| 572 | UMBS, TBA | 01F042624 | Jan 2026 | -100,000 | $-97962 | -0.04% | ABS-MBS |
| 573 | Goldman Sachs Bank USA | 000000000 | Apr 2024 | 1 | $-101621 | -0.04% | DFE |
| 574 | ROMANIA | 000000000 | Apr 2024 | -100,000 | $-119414 | -0.04% | DBT |
| 575 | Chicago Board of Trade | 000000000 | Apr 2024 | 145 | $-122307 | -0.04% | DIR |
| 576 | LCH Ltd. | 000000000 | Apr 2024 | 640,000,000 | $-125980 | -0.05% | DIR |
| 577 | Goldman Sachs Bank USA | 000000000 | Apr 2024 | 1 | $-147995 | -0.05% | DFE |
| 578 | LCH Ltd. | 000000000 | Apr 2024 | 27,900,000 | $-153709 | -0.05% | DIR |
| 579 | LCH Ltd. | 000000000 | Apr 2024 | 1,640,000,000 | $-164104 | -0.06% | DIR |
| 580 | UMBS, TBA | 01F030629 | Jan 2026 | -200,000 | $-177237 | -0.06% | ABS-MBS |
| 581 | LCH Ltd. | 000000000 | Apr 2024 | 5,200,000 | $-183286 | -0.07% | DIR |
| 582 | LCH Ltd. | 000000000 | Apr 2024 | 18,910,000 | $-198748 | -0.07% | DIR |
| 583 | LCH Ltd. | 000000000 | Apr 2024 | 20,800,000 | $-200641 | -0.07% | DIR |
| 584 | Intercontinental Exchange, Inc. | 000000000 | Apr 2024 | 27,729,000 | $-239606 | -0.09% | DCR |
| 585 | Chicago Board of Trade | 000000000 | Apr 2024 | 177 | $-259316 | -0.09% | DIR |
| 586 | Bank of America NA | 000000000 | Apr 2024 | 1 | $-271652 | -0.10% | DFE |
| 587 | LCH Ltd. | 000000000 | Apr 2024 | 1,150,000,000 | $-296618 | -0.11% | DIR |
| 588 | LCH Ltd. | 000000000 | Apr 2024 | 25,630,000 | $-342209 | -0.12% | DIR |
| 589 | Goldman Sachs Bank USA | 000000000 | Apr 2024 | 1 | $-408181 | -0.15% | DFE |
| 590 | LCH Ltd. | 000000000 | Apr 2024 | 12,700,000 | $-408696 | -0.15% | DIR |
| 591 | LCH Ltd. | 000000000 | Apr 2024 | 304,500,000 | $-470399 | -0.17% | DIR |
| 592 | LCH Ltd. | 000000000 | Apr 2024 | 950,000,000 | $-481569 | -0.17% | DIR |
| 593 | Bank of America NA | 000000000 | Apr 2024 | 1 | $-494802 | -0.18% | DFE |
| 594 | LCH Ltd. | 000000000 | Apr 2024 | 1,583,450,000 | $-654218 | -0.23% | DIR |
| 595 | Bank of America NA | 000000000 | Apr 2024 | 1 | $-668321 | -0.24% | DFE |
| 596 | LCH Ltd. | 000000000 | Apr 2024 | 1,730,000,000 | $-797514 | -0.29% | DIR |
| 597 | UMBS, TBA | 01F042632 | Jan 2026 | -1,400,000 | $-1369877 | -0.49% | ABS-MBS |
| 598 | Canada Government Bonds | 135087S47 | Jan 2026 | -2,800,000 | $-2047157 | -0.73% | DBT |
| 599 | LCH Ltd. | 000000000 | Apr 2024 | 71,800,000 | $-2472868 | -0.88% | DIR |
| 600 | UMBS, TBA | 01F020422 | Jan 2026 | -4,100,000 | $-3786692 | -1.35% | ABS-MBS |
| 601 | UMBS, TBA | 01F052631 | Jan 2026 | -4,500,000 | $-4557148 | -1.63% | ABS-MBS |
| 602 | UMBS, TBA | 01F020638 | Jan 2026 | -26,900,000 | $-21806386 | -7.80% | ABS-MBS |
| 603 | UMBS, TBA | 01F060634 | Jan 2026 | -22,095,000 | $-22613605 | -8.09% | ABS-MBS |