Holdings (Monthly)
Guide ↗
PIMCO Moderate Duration Fund
· Pimco Funds| # | Name | Ticker | Since | Shares | Value | % Port | Cat |
|---|---|---|---|---|---|---|---|
| 1 | PIMCO Mortgage-Backed Securities Active Exchange-Traded Fund | 72201R569 | Jun 2026 | 2,074,954 | $102.5M | 6.31% | EC |
| 2 | UMBS, TBA | 01F050684 | Jun 2026 | 85,300,000 | $83.7M | 5.15% | ABS-MBS |
| 3 | United States Treasury | 91282CFL0 | Jun 2026 | 81,000,000 | $80.3M | 4.94% | DBT |
| 4 | United States Treasury | 912810SE9 | Jun 2026 | 73,700,000 | $57.7M | 3.55% | DBT |
| 5 | United States Treasury | 912810TK4 | Jun 2026 | 66,300,000 | $55.3M | 3.41% | DBT |
| 6 | UMBS, TBA | 01F040685 | Jun 2026 | 43,800,000 | $40.9M | 2.52% | ABS-MBS |
| 7 | Government National Mortgage Association | 21H040673 | Jun 2026 | 39,000,000 | $36.3M | 2.23% | ABS-MBS |
| 8 | United States Treasury | 91282CEE7 | Jun 2026 | 37,200,000 | $35.5M | 2.18% | DBT |
| 9 | United States Treasury | 912810SJ8 | Jun 2026 | 56,700,000 | $35.3M | 2.17% | DBT |
| 10 | United States Treasury | 91282CJY8 | Jun 2026 | 36,066,231 | $35.2M | 2.17% | DBT |
| 11 | United States Treasury | 91282CJA0 | Jun 2026 | 32,600,000 | $32.9M | 2.03% | DBT |
| 12 | United States Treasury | 91282CHA2 | Jun 2026 | 32,700,000 | $32.3M | 1.99% | DBT |
| 13 | LETRA TESOURO NACIONAL | 000000000 | Jun 2026 | 169,598,000 | $31.8M | 1.96% | DBT |
| 14 | United States Treasury | 912810UB2 | Jun 2026 | 31,700,000 | $30.6M | 1.89% | DBT |
| 15 | United States Treasury | 91282CEV9 | Jun 2026 | 31,400,000 | $30.6M | 1.88% | DBT |
| 16 | United States Treasury | 912810UG1 | Jun 2026 | 31,700,000 | $30.1M | 1.85% | DBT |
| 17 | United States Treasury | 91282CJM4 | Jun 2026 | 29,600,000 | $29.8M | 1.83% | DBT |
| 18 | United States Treasury | 91282CDL2 | Jun 2026 | 31,400,000 | $29.5M | 1.82% | DBT |
| 19 | United States Treasury | 912810UD8 | Jun 2026 | 32,300,000 | $29.2M | 1.80% | DBT |
| 20 | REPUBLIC OF SOUTH AFRICA | 000000000 | Jun 2026 | 450,300,000 | $28.5M | 1.75% | DBT |
| 21 | Government National Mortgage Association | 21H030674 | Jun 2026 | 30,000,000 | $26.6M | 1.64% | ABS-MBS |
| 22 | United States Treasury | 91282CHW4 | Jun 2026 | 24,300,000 | $24.2M | 1.49% | DBT |
| 23 | UMBS, TBA | 01F042681 | Jun 2026 | 24,400,000 | $23.4M | 1.44% | ABS-MBS |
| 24 | United States Treasury | 91282CHJ3 | Jun 2026 | 23,100,000 | $22.7M | 1.40% | DBT |
| 25 | United States Treasury | 912810UF3 | Jun 2026 | 23,200,000 | $22.4M | 1.38% | DBT |
| 26 | United States Treasury | 912810TU2 | Jun 2026 | 22,700,000 | $21.4M | 1.31% | DBT |
| 27 | United States Treasury | 91282CGK1 | Jun 2026 | 21,917,509 | $20.7M | 1.28% | DBT |
| 28 | United States Treasury | 912810RX8 | Jun 2026 | 27,200,000 | $20.2M | 1.24% | DBT |
| 29 | BUONI POLIENNALI DEL TES | 000000000 | Jun 2026 | 17,577,285 | $20.2M | 1.24% | DBT |
| 30 | United States Treasury | 9128284V9 | Jun 2026 | 19,700,000 | $19.2M | 1.18% | DBT |
| 31 | United States Treasury | 91282CJF9 | Jun 2026 | 18,600,000 | $18.9M | 1.16% | DBT |
| 32 | United States Treasury | 91282CEZ0 | Jun 2026 | 19,823,378 | $18.4M | 1.13% | DBT |
| 33 | PROJECT CASHMERE CLASS A1 144A | 000000000 | Jun 2026 | 26,500,000 | $18.3M | 1.13% | ABS-MBS |
| 34 | United States Treasury | 91282CBZ3 | Jun 2026 | 19,200,000 | $18.2M | 1.12% | DBT |
| 35 | LETRA TESOURO NACIONAL | 000000000 | Jun 2026 | 103,001,000 | $18.1M | 1.12% | DBT |
| 36 | United States Treasury | 91282CCY5 | Jun 2026 | 19,200,000 | $18.0M | 1.11% | DBT |
| 37 | REPUBLIC OF PERU | 715638BY7 | Jun 2026 | 56,200,000 | $17.8M | 1.10% | DBT |
| 38 | United States Treasury | 91282CJG7 | Jun 2026 | 14,700,000 | $15.1M | 0.93% | DBT |
| 39 | United States Treasury | 91282CHZ7 | Jun 2026 | 14,700,000 | $14.9M | 0.92% | DBT |
| 40 | United States Treasury | 91282CDX6 | Jun 2026 | 16,333,872 | $14.8M | 0.91% | DBT |
| 41 | United States Treasury | 91282CHQ7 | Jun 2026 | 13,900,000 | $13.9M | 0.86% | DBT |
| 42 | United States Treasury | 91282CHK0 | Jun 2026 | 13,300,000 | $13.3M | 0.82% | DBT |
| 43 | Freddie Mac | 3132DWJ46 | Jun 2026 | 12,860,660 | $13.0M | 0.80% | ABS-MBS |
| 44 | United States Treasury | 912810RZ3 | Jun 2026 | 18,100,000 | $12.8M | 0.79% | DBT |
| 45 | UMBS, TBA | 01F040677 | Jun 2026 | 12,400,000 | $11.6M | 0.71% | ABS-MBS |
| 46 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 27,500,000 | $10.9M | 0.67% | DIR |
| 47 | United States Treasury | 912810SD1 | Jun 2026 | 14,600,000 | $10.7M | 0.66% | DBT |
| 48 | United States Treasury | 91282CHF1 | Jun 2026 | 10,400,000 | $10.2M | 0.63% | DBT |
| 49 | United States Treasury | 91282CGS4 | Jun 2026 | 10,400,000 | $10.2M | 0.63% | DBT |
| 50 | TENN VALLEY AUTHORITY | 880591FD9 | Jun 2026 | 9,900,000 | $10.1M | 0.62% | DBT |
| 51 | United States Treasury | 912810TH1 | Jun 2026 | 12,000,000 | $9.9M | 0.61% | DBT |
| 52 | United States Treasury | 91282CQQ7 | Jun 2026 | 9,801,000 | $9.7M | 0.60% | DBT |
| 53 | United States Treasury | 912810ST6 | Jun 2026 | 14,600,000 | $9.4M | 0.58% | DBT |
| 54 | Government National Mortgage Association | 36179YMH4 | Jun 2026 | 9,512,468 | $9.2M | 0.56% | ABS-MBS |
| 55 | Fannie Mae | 3140NEZY4 | Jun 2026 | 9,089,904 | $9.0M | 0.55% | ABS-MBS |
| 56 | Freddie Mac | 3133BVJ30 | Jun 2026 | 8,617,059 | $8.5M | 0.53% | ABS-MBS |
| 57 | PROVINCE OF QUEBEC | 74814ZFT5 | Jun 2026 | 10,100,000 | $7.5M | 0.46% | DBT |
| 58 | UMBS, TBA | 01F042673 | Jun 2026 | 7,300,000 | $7.0M | 0.43% | ABS-MBS |
| 59 | GOLDMAN SACHS GROUP INC | 38141GE83 | Jun 2026 | 7,000,000 | $7.0M | 0.43% | DBT |
| 60 | United States Treasury | 912810SZ2 | Jun 2026 | 11,700,000 | $6.7M | 0.41% | DBT |
| 61 | United States Treasury | 912810RV2 | Jun 2026 | 8,900,000 | $6.6M | 0.41% | DBT |
| 62 | Japan Government Twenty Year Bonds | 000000000 | Jun 2026 | 1,340,000,000 | $6.5M | 0.40% | DBT |
| 63 | United States Treasury | 91282CPZ8 | Jun 2026 | 6,550,000 | $6.4M | 0.39% | DBT |
| 64 | FannieMae Whole Loan | 31393YX75 | Jun 2026 | 6,046,139 | $6.3M | 0.39% | ABS-MBS |
| 65 | PACIFIC GAS & ELECTRIC | 694308KM8 | Jun 2026 | 5,900,000 | $6.2M | 0.38% | DBT |
| 66 | JPMORGAN CHASE & CO | 46647PEY8 | Jun 2026 | 5,950,000 | $6.0M | 0.37% | DBT |
| 67 | UMBS, TBA | 01F032682 | Jun 2026 | 6,600,000 | $6.0M | 0.37% | ABS-MBS |
| 68 | LAS VEGAS SANDS CORP | 517834AM9 | Jun 2026 | 5,900,000 | $6.0M | 0.37% | DBT |
| 69 | Switch ABS Issuer, LLC | 871044AS2 | Jun 2026 | 6,000,000 | $5.9M | 0.36% | ABS-O |
| 70 | FED REPUBLIC OF BRAZIL | 000000000 | Jun 2026 | 5,100,000 | $5.8M | 0.36% | DBT |
| 71 | BEIGNET INVESTOR LLC | 076912AA2 | Jun 2026 | 5,672,000 | $5.8M | 0.36% | DBT |
| 72 | EAGLE FUNDING LUXCO SARL | 26951TAA8 | Jun 2026 | 5,700,000 | $5.7M | 0.35% | DBT |
| 73 | Avis Budget Rental Car Funding AESOP LLC | 05377RHM9 | Jun 2026 | 5,300,000 | $5.5M | 0.34% | ABS-O |
| 74 | IVORY COAST | 000000000 | Jun 2026 | 4,800,000 | $5.4M | 0.33% | DBT |
| 75 | RD MICHIGAN PROP OWNER I | 74941YAA0 | Jun 2026 | 5,434,000 | $5.4M | 0.33% | DBT |
| 76 | TENN VALLEY AUTHORITY | 880591FB3 | Jun 2026 | 5,400,000 | $5.4M | 0.33% | DBT |
| 77 | General Motors | 361886CW2 | Jun 2026 | 5,100,000 | $5.2M | 0.32% | ABS-O |
| 78 | JP Morgan Mortgage Trust | 46664MAF8 | Jun 2026 | 5,014,784 | $5.0M | 0.31% | ABS-MBS |
| 79 | Nelnet Student Loan Trust | 64032UAB7 | Jun 2026 | 4,964,704 | $5.0M | 0.31% | ABS-O |
| 80 | Barclays Commercial Mortgage Securities LLC | 05494NAB7 | Jun 2026 | 5,000,000 | $4.9M | 0.30% | ABS-MBS |
| 81 | MORGAN STANLEY PVT BANK | 61776NZW6 | Jun 2026 | 5,000,000 | $4.9M | 0.30% | DBT |
| 82 | Equifax Inc | 29442LGW2 | Jun 2026 | 4,900,000 | $4.9M | 0.30% | STIV |
| 83 | United States Treasury | 912810TZ1 | Jun 2026 | 5,100,000 | $4.9M | 0.30% | DBT |
| 84 | Morgan Stanley Residential Mortgage Loan Trust | 617970BC1 | Jun 2026 | 4,800,000 | $4.8M | 0.30% | ABS-MBS |
| 85 | EDISON INTERNATIONAL | 281020BC0 | Jun 2026 | 4,600,000 | $4.7M | 0.29% | DBT |
| 86 | First Franklin Mtg Loan Asset Backed Certificates | 32027LAF2 | Jun 2026 | 5,617,382 | $4.7M | 0.29% | ABS-O |
| 87 | Japan Government Thirty Year Bonds | 000000000 | Jun 2026 | 1,040,000,000 | $4.6M | 0.28% | DBT |
| 88 | U.K. Gilts | 000000000 | Jun 2026 | 4,000,000 | $4.5M | 0.27% | DBT |
| 89 | United States Treasury | 912810TM0 | Jun 2026 | 4,900,000 | $4.4M | 0.27% | DBT |
| 90 | Government National Mortgage Association | 21H050672 | Jun 2026 | 4,300,000 | $4.2M | 0.26% | ABS-MBS |
| 91 | Japan Government Thirty Year Bonds | 000000000 | Jun 2026 | 850,000,000 | $4.2M | 0.26% | DBT |
| 92 | United States Treasury | 91282CML2 | Jun 2026 | 4,219,760 | $4.2M | 0.26% | DBT |
| 93 | SFO Commerical Mortgage Trust | 78432WAA1 | Jun 2026 | 4,200,000 | $4.2M | 0.26% | ABS-MBS |
| 94 | CAPITAL ONE FINANCIAL CO | 14040HDP7 | Jun 2026 | 4,200,000 | $4.1M | 0.26% | DBT |
| 95 | MIZUHO BANK LTD | 60688XBP4 | Jun 2026 | 4,100,000 | $4.1M | 0.25% | DBT |
| 96 | CBAMR Ltd | 14987VAN9 | Jun 2026 | 4,000,000 | $4.0M | 0.25% | ABS-CBDO |
| 97 | Constellation Energy Generation LLC | 21038QH31 | Jun 2026 | 3,900,000 | $3.9M | 0.24% | STIV |
| 98 | Invitation Homes Trust | 46188DAA6 | Jun 2026 | 3,987,163 | $3.9M | 0.24% | ABS-O |
| 99 | ACORE Issuer, LLC | 00485EAA1 | Jun 2026 | 3,800,000 | $3.8M | 0.23% | ABS-CBDO |
| 100 | Bain Capital Euro CLO | 000000000 | Jun 2026 | 3,300,000 | $3.8M | 0.23% | ABS-CBDO |
| 101 | NISSAN MOTOR ACCEPTANCE | 65480CAC9 | Jun 2026 | 3,800,000 | $3.8M | 0.23% | DBT |
| 102 | UBS GROUP AG | 225401BR8 | Jun 2026 | 3,800,000 | $3.7M | 0.23% | DBT |
| 103 | INCREF LLC | 44989VAA2 | Jun 2026 | 3,700,000 | $3.7M | 0.23% | ABS-CBDO |
| 104 | BMO Mortgage Trust | 096941AB5 | Jun 2026 | 3,600,000 | $3.6M | 0.22% | ABS-MBS |
| 105 | Residential Asset Securities Corporation | 75406BAG2 | Jun 2026 | 3,674,447 | $3.6M | 0.22% | ABS-MBS |
| 106 | Canada Government Bonds | 135087S21 | Jun 2026 | 5,100,000 | $3.6M | 0.22% | DBT |
| 107 | QNB FINANCE LTD | 000000000 | Jun 2026 | 3,500,000 | $3.5M | 0.22% | DBT |
| 108 | BENCHMARK Mortgage Trust | 081942AC8 | Jun 2026 | 3,400,000 | $3.5M | 0.21% | ABS-MBS |
| 109 | WELLS FARGO & COMPANY | 95000U2V4 | Jun 2026 | 3,500,000 | $3.5M | 0.21% | DBT |
| 110 | Cordatus CLO PLC | 000000000 | Jun 2026 | 3,000,000 | $3.4M | 0.21% | ABS-CBDO |
| 111 | Fair Oaks Loan Funding | 000000000 | Jun 2026 | 3,000,000 | $3.4M | 0.21% | ABS-CBDO |
| 112 | BROADCOM INC | 11135FCU3 | Jun 2026 | 3,759,000 | $3.4M | 0.21% | DBT |
| 113 | United States Treasury | 912810UN6 | Jun 2026 | 3,400,000 | $3.4M | 0.21% | DBT |
| 114 | Wells Fargo Commercial Mortgage Trust | 94990DAA4 | Jun 2026 | 3,500,000 | $3.3M | 0.20% | ABS-MBS |
| 115 | JP Morgan Chase Commercial Mortgage Sec Trust | 465972AA5 | Jun 2026 | 3,500,000 | $3.2M | 0.20% | ABS-MBS |
| 116 | MORGAN STANLEY | 61747YGB5 | Jun 2026 | 3,200,000 | $3.2M | 0.19% | DBT |
| 117 | PACIFIC GAS & ELECTRIC | 694308LA3 | Jun 2026 | 3,250,000 | $3.2M | 0.19% | DBT |
| 118 | AMAZON.COM INC | 023135DE3 | Jun 2026 | 3,200,000 | $3.1M | 0.19% | DBT |
| 119 | LCH Ltd. | 000000000 | Jun 2026 | 13,530,000 | $3.1M | 0.19% | DIR |
| 120 | Lendmark Funding Trust | 52607MAA7 | Jun 2026 | 3,178,576 | $3.1M | 0.19% | ABS-O |
| 121 | Structured Asset Mortgage Investments Inc | 86364KAA2 | Jun 2026 | 3,735,731 | $3.1M | 0.19% | ABS-MBS |
| 122 | AMETEK Inc | 03111CG72 | Jun 2026 | 3,100,000 | $3.1M | 0.19% | STIV |
| 123 | US BANCORP | 91159HJT8 | Jun 2026 | 3,000,000 | $3.0M | 0.19% | DBT |
| 124 | CVC Cordatus Opportunity Loan Fund DAC | 000000000 | Jun 2026 | 2,648,115 | $3.0M | 0.19% | ABS-CBDO |
| 125 | IVORY COAST | 000000000 | Jun 2026 | 2,600,000 | $3.0M | 0.19% | DBT |
| 126 | MITSUBISHI UFJ FIN GRP | 606822DW1 | Jun 2026 | 3,000,000 | $3.0M | 0.18% | DBT |
| 127 | ATHENE GLOBAL FUNDING | 000000000 | Jun 2026 | 2,600,000 | $3.0M | 0.18% | DBT |
| 128 | AERCAP IRELAND CAP/GLOBA | 00774MBR5 | Jun 2026 | 3,000,000 | $2.9M | 0.18% | DBT |
| 129 | IMPERIAL BRAN FINANC PLC | 000000000 | Jun 2026 | 2,400,000 | $2.9M | 0.18% | DBT |
| 130 | KINDER MORGAN INC | 49456BBC4 | Jun 2026 | 2,800,000 | $2.9M | 0.18% | DBT |
| 131 | College Ave Student Loans | 19425MAB4 | Jun 2026 | 2,884,160 | $2.9M | 0.18% | ABS-O |
| 132 | FHLMC Multifamily Structured Pass Through Certs. | 3137HLY30 | Jun 2026 | 2,912,787 | $2.8M | 0.17% | ABS-MBS |
| 133 | KUWAIT INTL BOND | 85704AAA5 | Jun 2026 | 2,800,000 | $2.8M | 0.17% | DBT |
| 134 | United States Treasury | 912810SW9 | Jun 2026 | 4,000,000 | $2.8M | 0.17% | DBT |
| 135 | One New York Plaza Trust 2020-1NYP | 68249DAA7 | Jun 2026 | 2,831,725 | $2.8M | 0.17% | ABS-MBS |
| 136 | Sunrun Demeter Issuer LLC | 86772HAA5 | Jun 2026 | 2,977,820 | $2.7M | 0.17% | ABS-O |
| 137 | Avis Budget Rental Car Funding AESOP LLC | 05377RGU2 | Jun 2026 | 2,700,000 | $2.7M | 0.17% | ABS-O |
| 138 | GS Mortgage-Backed Securities Trust | 36265LAB3 | Jun 2026 | 3,117,174 | $2.7M | 0.17% | ABS-MBS |
| 139 | FORD MOTOR CREDIT CO LLC | 345397C92 | Jun 2026 | 2,600,000 | $2.7M | 0.16% | DBT |
| 140 | GLP CAPITAL LP / FIN II | 361841AX7 | Jun 2026 | 2,700,000 | $2.6M | 0.16% | DBT |
| 141 | VIRGINIA ELEC & POWER CO | 927804GX6 | Jun 2026 | 2,700,000 | $2.6M | 0.16% | DBT |
| 142 | HUNGARY | 000000000 | Jun 2026 | 2,200,000 | $2.6M | 0.16% | DBT |
| 143 | Invesco Euro CLO XII DAC | 000000000 | Jun 2026 | 2,300,000 | $2.6M | 0.16% | ABS-CBDO |
| 144 | GM Financial Revolving Receivables Trust | 38012RAA4 | Jun 2026 | 2,600,000 | $2.6M | 0.16% | ABS-O |
| 145 | SANTANDER HOLDINGS USA | 80282KBN5 | Jun 2026 | 2,600,000 | $2.6M | 0.16% | DBT |
| 146 | Avis Budget Rental Car Funding AESOP LLC | 05377RHC1 | Jun 2026 | 2,600,000 | $2.6M | 0.16% | ABS-O |
| 147 | IndyMac INDX Mortgage Loan Trust | 45668WAC1 | Jun 2026 | 3,949,023 | $2.6M | 0.16% | ABS-MBS |
| 148 | Freddie Mac Multiclass Certificates | 3137HDJU5 | Jun 2026 | 2,600,000 | $2.6M | 0.16% | ABS-MBS |
| 149 | United Wholesale Mortgage LLC | 90355DAV5 | Jun 2026 | 2,992,938 | $2.6M | 0.16% | ABS-MBS |
| 150 | Onslow Bay Financial LLC | 67114WAA9 | Jun 2026 | 2,896,863 | $2.5M | 0.15% | ABS-MBS |
| 151 | JP Morgan Chase Commercial Mortgage Sec Trust | 46649JAA6 | Jun 2026 | 2,493,038 | $2.5M | 0.15% | ABS-MBS |
| 152 | BANK OF AMERICA CORP | 06051GLS6 | Jun 2026 | 2,400,000 | $2.5M | 0.15% | DBT |
| 153 | United Wholesale Mortgage LLC | 90355RAC6 | Jun 2026 | 2,930,524 | $2.4M | 0.15% | ABS-MBS |
| 154 | ICG Euro CLO | 000000000 | Jun 2026 | 2,100,000 | $2.4M | 0.15% | ABS-CBDO |
| 155 | Constellation Energy Generation LLC | 21038QH64 | Jun 2026 | 2,400,000 | $2.4M | 0.15% | STIV |
| 156 | Mariner Finance Issuance Trust | 56848DAA7 | Jun 2026 | 2,408,021 | $2.4M | 0.15% | ABS-O |
| 157 | BANK HAPOALIM | 000000000 | Jun 2026 | 2,400,000 | $2.4M | 0.15% | DBT |
| 158 | SAMMONS FINANCIAL GLOBAL | 79587J2E2 | Jun 2026 | 2,400,000 | $2.4M | 0.15% | DBT |
| 159 | NIAGARA MOHAWK POWER | 65364UAV8 | Jun 2026 | 2,400,000 | $2.4M | 0.15% | DBT |
| 160 | ENTERGY LOUISIANA LLC | 29364WBS6 | Jun 2026 | 2,400,000 | $2.4M | 0.14% | DBT |
| 161 | HCA INC | 404119DE6 | Jun 2026 | 2,400,000 | $2.3M | 0.14% | DBT |
| 162 | NOVA SECURITISATION SARL | 66984FAA5 | Jun 2026 | 2,400,000 | $2.3M | 0.14% | DBT |
| 163 | STATE OF QATAR | 74738PCQ9 | Jun 2026 | 2,300,000 | $2.3M | 0.14% | DBT |
| 164 | United States Treasury | 91282CLE9 | Jun 2026 | 2,334,222 | $2.3M | 0.14% | DBT |
| 165 | McCormick & Co Inc/MD | 57978DG29 | Jun 2026 | 2,300,000 | $2.3M | 0.14% | STIV |
| 166 | ABU DHABI GOVT INT'L | 29135LAZ3 | Jun 2026 | 2,300,000 | $2.3M | 0.14% | DBT |
| 167 | REPUBLIC OF PERU | 715638BE1 | Jun 2026 | 6,801,000 | $2.3M | 0.14% | DBT |
| 168 | GS Mortgage-Backed Securities Trust | 36264RAE5 | Jun 2026 | 2,729,919 | $2.3M | 0.14% | ABS-MBS |
| 169 | Madison Park Euro Funding | 000000000 | Jun 2026 | 1,972,345 | $2.3M | 0.14% | ABS-CBDO |
| 170 | OWNIT Mortgage Loan Asset-Backed Certificates | 69121PBU6 | Jun 2026 | 2,269,597 | $2.3M | 0.14% | ABS-O |
| 171 | Fannie Mae | 3140MWTM8 | Jun 2026 | 2,390,666 | $2.2M | 0.14% | ABS-MBS |
| 172 | LRECS 2025-CRE1 LLC | 50230AAA2 | Jun 2026 | 2,200,000 | $2.2M | 0.14% | ABS-CBDO |
| 173 | FIRST ABU DHABI BANK PJS | 000000000 | Jun 2026 | 2,200,000 | $2.2M | 0.14% | DBT |
| 174 | GA GLOBAL FUNDING TRUST | 36143L2V6 | Jun 2026 | 2,250,000 | $2.2M | 0.13% | DBT |
| 175 | EQUINIX EU 2 FINANCING C | 29390XAG9 | Jun 2026 | 2,200,000 | $2.2M | 0.13% | DBT |
| 176 | EQUINIX ASIA FIN CORP | 29447KAA3 | Jun 2026 | 2,200,000 | $2.2M | 0.13% | DBT |
| 177 | INTESA SANPAOLO SPA | 000000000 | Jun 2026 | 1,800,000 | $2.1M | 0.13% | DBT |
| 178 | Deutsche Alt-A Securities INC Mortgage Loan Trust | 25150VAM8 | Jun 2026 | 2,351,487 | $2.1M | 0.13% | ABS-MBS |
| 179 | Societe Generale SA | 000000000 | Jun 2026 | 1 | $2.1M | 0.13% | DFE |
| 180 | HPS CORPORATE LENDING FU | 40440VAX3 | Jun 2026 | 2,100,000 | $2.1M | 0.13% | DBT |
| 181 | Voya CLO Ltd | 92915QBG7 | Jun 2026 | 2,100,000 | $2.1M | 0.13% | ABS-CBDO |
| 182 | Fannie Mae | 3140NA2M4 | Jun 2026 | 2,101,584 | $2.1M | 0.13% | ABS-MBS |
| 183 | Fannie Mae | 3140NGF96 | Jun 2026 | 2,098,970 | $2.1M | 0.13% | ABS-MBS |
| 184 | BANK OF NOVA SCOTIA | 06418GAZ0 | Jun 2026 | 2,100,000 | $2.1M | 0.13% | DBT |
| 185 | ORANGE SA | 685218AD1 | Jun 2026 | 2,100,000 | $2.0M | 0.13% | DBT |
| 186 | JPMORGAN CHASE & CO | 46647PEV4 | Jun 2026 | 2,000,000 | $2.0M | 0.12% | DBT |
| 187 | TRANS-ALLEGHENY INTERSTA | 893045AF1 | Jun 2026 | 2,000,000 | $2.0M | 0.12% | DBT |
| 188 | Barings Private Credit CLO | 06766HAA1 | Jun 2026 | 2,000,000 | $2.0M | 0.12% | ABS-CBDO |
| 189 | IFC Emerging Markets Securitization, Ltd. | 45175UAA5 | Jun 2026 | 2,000,000 | $2.0M | 0.12% | ABS-CBDO |
| 190 | MORGAN STANLEY PVT BANK | 61776NVG5 | Jun 2026 | 2,000,000 | $2.0M | 0.12% | DBT |
| 191 | VAR ENERGI ASA | 92212WAF7 | Jun 2026 | 1,900,000 | $2.0M | 0.12% | DBT |
| 192 | Cordatus CLO PLC | 000000000 | Jun 2026 | 1,700,000 | $1.9M | 0.12% | ABS-CBDO |
| 193 | Bain Capital Euro CLO | 000000000 | Jun 2026 | 1,700,000 | $1.9M | 0.12% | ABS-CBDO |
| 194 | Grosvenor Place CLO | 000000000 | Jun 2026 | 1,700,000 | $1.9M | 0.12% | ABS-CBDO |
| 195 | MF1 | 55285AAA5 | Jun 2026 | 1,943,096 | $1.9M | 0.12% | ABS-CBDO |
| 196 | PHILIP MORRIS INTL INC | 000000000 | Jun 2026 | 1,700,000 | $1.9M | 0.12% | DBT |
| 197 | NRG ENERGY INC | 629377DA7 | Jun 2026 | 1,900,000 | $1.9M | 0.12% | DBT |
| 198 | CASSA DEPOSITI E PRESTIT | 147918AF3 | Jun 2026 | 1,900,000 | $1.9M | 0.12% | DBT |
| 199 | BPCE SA | 05571ABE4 | Jun 2026 | 1,900,000 | $1.9M | 0.12% | DBT |
| 200 | BLACKSTONE REG FINANCE | 092914AB6 | Jun 2026 | 1,900,000 | $1.9M | 0.11% | DBT |
| 201 | Bank | 06540WBB8 | Jun 2026 | 1,872,605 | $1.8M | 0.11% | ABS-MBS |
| 202 | DAI-ICHI LIFE INSURANCE | 23381LAA2 | Jun 2026 | 1,800,000 | $1.8M | 0.11% | DBT |
| 203 | GPMT Ltd. | 36262TAA1 | Jun 2026 | 1,815,968 | $1.8M | 0.11% | ABS-CBDO |
| 204 | NATWEST MARKETS PLC | 63906YAM0 | Jun 2026 | 1,800,000 | $1.8M | 0.11% | DBT |
| 205 | Fannie Mae | 3140N7TV2 | Jun 2026 | 1,916,393 | $1.8M | 0.11% | ABS-MBS |
| 206 | AEP TEXAS INC | 00108WAH3 | Jun 2026 | 1,800,000 | $1.8M | 0.11% | DBT |
| 207 | CHENIERE ENERGY INC | 16411RAP4 | Jun 2026 | 1,800,000 | $1.8M | 0.11% | DBT |
| 208 | AMGEN INC | 031162DW7 | Jun 2026 | 1,800,000 | $1.8M | 0.11% | DBT |
| 209 | Angel Oak Mortgage Trust | 03465MAA1 | Jun 2026 | 1,955,764 | $1.8M | 0.11% | ABS-MBS |
| 210 | FORD MOTOR CREDIT CO LLC | 345397J61 | Jun 2026 | 1,750,000 | $1.7M | 0.11% | DBT |
| 211 | DAE SUKUK DIFC LTD | 23302JAC9 | Jun 2026 | 1,800,000 | $1.7M | 0.11% | DBT |
| 212 | Barings Euro CLO | 000000000 | Jun 2026 | 1,500,000 | $1.7M | 0.11% | ABS-CBDO |
| 213 | RRE Loan Management | 000000000 | Jun 2026 | 1,500,000 | $1.7M | 0.11% | ABS-CBDO |
| 214 | CENTENE CORP | 15135BAY7 | Jun 2026 | 1,800,000 | $1.7M | 0.11% | DBT |
| 215 | PACIFIC GAS & ELECTRIC | 694308KL0 | Jun 2026 | 1,650,000 | $1.7M | 0.10% | DBT |
| 216 | Japan Government Twenty Year Bonds | 000000000 | Jun 2026 | 326,000,000 | $1.7M | 0.10% | DBT |
| 217 | CREDIT AGRICOLE SA | 22535WAU1 | Jun 2026 | 1,700,000 | $1.7M | 0.10% | DBT |
| 218 | Jane Street Group LLC | 47077DAM2 | Jun 2026 | 1,678,088 | $1.7M | 0.10% | LON |
| 219 | MORGAN STANLEY | 61747YGA7 | Jun 2026 | 1,580,000 | $1.6M | 0.10% | DBT |
| 220 | LCH Ltd. | 000000000 | Jun 2026 | 41,700,000 | $1.6M | 0.10% | DIR |
| 221 | AMCOR FLEXIBLES NORTH AM | 02344AAF5 | Jun 2026 | 1,600,000 | $1.6M | 0.10% | DBT |
| 222 | Hayfin Emerald CLO | 000000000 | Jun 2026 | 1,400,000 | $1.6M | 0.10% | ABS-CBDO |
| 223 | NOVA SECURITISATION SARL | 66984FAB3 | Jun 2026 | 1,700,000 | $1.6M | 0.10% | DBT |
| 224 | Ares Euro CLO | 000000000 | Jun 2026 | 1,400,000 | $1.6M | 0.10% | ABS-CBDO |
| 225 | Harvest CLO | 000000000 | Jun 2026 | 1,400,000 | $1.6M | 0.10% | ABS-CBDO |
| 226 | ARES STRATEGIC INCOME FU | 04020EAM9 | Jun 2026 | 1,600,000 | $1.6M | 0.10% | DBT |
| 227 | Anchorage Credit Funding Ltd. | 03331VAA3 | Jun 2026 | 1,600,000 | $1.6M | 0.10% | ABS-CBDO |
| 228 | SCE RECOVERY FUNDING LLC | 78433LAK2 | Jun 2026 | 1,600,000 | $1.6M | 0.10% | DBT |
| 229 | Fannie Mae | 31418EMR8 | Jun 2026 | 1,638,910 | $1.6M | 0.10% | ABS-MBS |
| 230 | REPUBLIC OF SOUTH AFRICA | 000000000 | Jun 2026 | 25,900,000 | $1.6M | 0.10% | DBT |
| 231 | ENTERGY LOUISIANA LLC | 29364WBR8 | Jun 2026 | 1,600,000 | $1.6M | 0.10% | DBT |
| 232 | Freddie Mac | 3137HKPJ7 | Jun 2026 | 1,544,168 | $1.6M | 0.10% | ABS-MBS |
| 233 | STATE STREET CORP | 857477DE0 | Jun 2026 | 1,600,000 | $1.6M | 0.10% | DBT |
| 234 | CREDICORP CAPITAL SOCIED | 224939AA6 | Jun 2026 | 4,818,660 | $1.6M | 0.10% | DBT |
| 235 | ROMANIA | 000000000 | Jun 2026 | 1,300,000 | $1.5M | 0.10% | DBT |
| 236 | ICE Futures Europe - Financial Products Division | 000000000 | Jun 2026 | 572 | $1.5M | 0.10% | DIR |
| 237 | Freddie Mac | 3132DWHE6 | Jun 2026 | 1,553,425 | $1.5M | 0.09% | ABS-MBS |
| 238 | ENEL FINANCE INTL NV | 29278GAM0 | Jun 2026 | 1,506,000 | $1.5M | 0.09% | DBT |
| 239 | INTRALOT CAPITAL LUX | 000000000 | Jun 2026 | 1,300,000 | $1.5M | 0.09% | DBT |
| 240 | PK ALIFT LOAN FUNDING | 69291YAA6 | Jun 2026 | 1,494,724 | $1.5M | 0.09% | ABS-O |
| 241 | Constellation Energy Generation LLC | 21038QG16 | Jun 2026 | 1,500,000 | $1.5M | 0.09% | STIV |
| 242 | Oglethorpe Power Corp | 67705BG71 | Jun 2026 | 1,500,000 | $1.5M | 0.09% | STIV |
| 243 | Thomson Reuters Corp | 88514KG78 | Jun 2026 | 1,500,000 | $1.5M | 0.09% | STIV |
| 244 | Constellation Energy Generation LLC | 21038QG73 | Jun 2026 | 1,500,000 | $1.5M | 0.09% | STIV |
| 245 | TR Finance LLC | 89239EG82 | Jun 2026 | 1,500,000 | $1.5M | 0.09% | STIV |
| 246 | TR Finance LLC | 89239EG90 | Jun 2026 | 1,500,000 | $1.5M | 0.09% | STIV |
| 247 | Oglethorpe Power Corp | 67705BGA4 | Jun 2026 | 1,500,000 | $1.5M | 0.09% | STIV |
| 248 | American Electric Power Co Inc | 0255E3GQ5 | Jun 2026 | 1,500,000 | $1.5M | 0.09% | STIV |
| 249 | AMETEK Inc | 03111CHA4 | Jun 2026 | 1,500,000 | $1.5M | 0.09% | STIV |
| 250 | Banco de Credito e Inversiones SA/Miami FL | 05990DHL9 | Jun 2026 | 1,500,000 | $1.5M | 0.09% | STIV |
| 251 | Banco de Credito e Inversiones SA/Miami FL | 05990DHQ8 | Jun 2026 | 1,500,000 | $1.5M | 0.09% | STIV |
| 252 | eBay Inc | 27864BHR7 | Jun 2026 | 1,500,000 | $1.5M | 0.09% | STIV |
| 253 | BAYFRONT IABS VII PTE. LTD. | 000000000 | Jun 2026 | 1,492,571 | $1.5M | 0.09% | ABS-CBDO |
| 254 | Banco de Credito e Inversiones SA/Miami FL | 05990DJ37 | Jun 2026 | 1,500,000 | $1.5M | 0.09% | STIV |
| 255 | National Bank of Kuwait/New York NY | 63423KJJ2 | Jun 2026 | 1,500,000 | $1.5M | 0.09% | STIV |
| 256 | First Abu Dhabi Bank PJSC | 31849MJM4 | Jun 2026 | 1,500,000 | $1.5M | 0.09% | STIV |
| 257 | Cairn CLO BV | 000000000 | Jun 2026 | 1,300,000 | $1.5M | 0.09% | ABS-CBDO |
| 258 | Banco Itau Chile/New York | 46556YK62 | Jun 2026 | 1,500,000 | $1.5M | 0.09% | STIV |
| 259 | TELUS Corp | 87974WJV1 | Jun 2026 | 1,500,000 | $1.5M | 0.09% | STIV |
| 260 | COMMONSPIRIT HEALTH | 20268JAY9 | Jun 2026 | 1,500,000 | $1.5M | 0.09% | DBT |
| 261 | AVOLON HOLDINGS FNDG LTD | 05401ABC4 | Jun 2026 | 1,500,000 | $1.5M | 0.09% | DBT |
| 262 | NEXTERA ENERGY CAPITAL | 65339KDT4 | Jun 2026 | 2,000,000 | $1.4M | 0.09% | DBT |
| 263 | HCA INC | 404119CT4 | Jun 2026 | 1,400,000 | $1.4M | 0.09% | DBT |
| 264 | Banc of America Merrill Lynch Large Loan Inc | 05523GAA9 | Jun 2026 | 2,000,000 | $1.4M | 0.09% | ABS-MBS |
| 265 | Freddie Mac | 3133CAEJ5 | Jun 2026 | 1,408,851 | $1.4M | 0.09% | ABS-MBS |
| 266 | NEXTERA ENERGY CAPITAL | 65339KDR8 | Jun 2026 | 2,000,000 | $1.4M | 0.09% | DBT |
| 267 | BANK OF AMERICA CORP | 06051GML0 | Jun 2026 | 1,400,000 | $1.4M | 0.09% | DBT |
| 268 | Vibrant CLO Ltd | 92558WBE1 | Jun 2026 | 1,400,000 | $1.4M | 0.09% | ABS-CBDO |
| 269 | MAPLE PARENT HLDS CO | 56530KAA4 | Jun 2026 | 1,400,000 | $1.4M | 0.09% | DBT |
| 270 | McCormick & Co Inc/MD | 57978DG60 | Jun 2026 | 1,400,000 | $1.4M | 0.09% | STIV |
| 271 | Penske Truck Leasing Co LP | 70962BGV0 | Jun 2026 | 1,400,000 | $1.4M | 0.09% | STIV |
| 272 | Entergy Corp | 29366GJB8 | Jun 2026 | 1,400,000 | $1.4M | 0.09% | STIV |
| 273 | AMERICAN EXPRESS CO | 000000000 | Jun 2026 | 1,200,000 | $1.4M | 0.08% | DBT |
| 274 | Providus CLO | 000000000 | Jun 2026 | 1,200,000 | $1.4M | 0.08% | ABS-CBDO |
| 275 | BANCO BILBAO VIZCAYA ARG | 05946KAU5 | Jun 2026 | 1,400,000 | $1.4M | 0.08% | DBT |
| 276 | GRAND RIVER FND TRST II | 38644CAA3 | Jun 2026 | 1,300,000 | $1.4M | 0.08% | DBT |
| 277 | Databricks Inc | 23803RAE1 | Jun 2026 | 1,333,908 | $1.3M | 0.08% | LON |
| 278 | SOUTHERN CAL EDISON | 842400JC8 | Jun 2026 | 1,300,000 | $1.3M | 0.08% | DBT |
| 279 | Romark Credit Funding Ltd | 77588RAA6 | Jun 2026 | 1,300,000 | $1.3M | 0.08% | ABS-CBDO |
| 280 | Entergy Corp | 29366GHU8 | Jun 2026 | 1,300,000 | $1.3M | 0.08% | STIV |
| 281 | REPUBLIC OF PERU | 000000000 | Jun 2026 | 4,500,000 | $1.3M | 0.08% | DBT |
| 282 | BANCO BTG PACTUAL/CAYMAN | 05971AAM3 | Jun 2026 | 1,300,000 | $1.3M | 0.08% | DBT |
| 283 | RGA GLOBAL FUNDING | 76209PAK9 | Jun 2026 | 1,300,000 | $1.3M | 0.08% | DBT |
| 284 | BLACKSTONE SECURED LEND | 09261XAM4 | Jun 2026 | 1,300,000 | $1.3M | 0.08% | DBT |
| 285 | FEDEX FREIGHT HOLDING CO | 314352AC9 | Jun 2026 | 1,300,000 | $1.3M | 0.08% | DBT |
| 286 | AES CORP/THE | 00130HCH6 | Jun 2026 | 1,250,000 | $1.3M | 0.08% | DBT |
| 287 | Invesco Euro CLO XI DAC | 000000000 | Jun 2026 | 1,100,000 | $1.3M | 0.08% | ABS-CBDO |
| 288 | Providus CLO | 000000000 | Jun 2026 | 1,100,000 | $1.3M | 0.08% | ABS-CBDO |
| 289 | BROADCOM INC | 11135FCQ2 | Jun 2026 | 1,368,000 | $1.2M | 0.08% | DBT |
| 290 | GA GLOBAL FUNDING TRUST | 36143L2Q7 | Jun 2026 | 1,250,000 | $1.2M | 0.08% | DBT |
| 291 | BROOKLYN UNION GAS CO | 114259AY0 | Jun 2026 | 1,200,000 | $1.2M | 0.08% | DBT |
| 292 | SOUTHERN CAL EDISON | 842400JJ3 | Jun 2026 | 1,200,000 | $1.2M | 0.07% | DBT |
| 293 | ELECTRONIC ARTS INC | 67123SAB5 | Jun 2026 | 1,200,000 | $1.2M | 0.07% | LON |
| 294 | Brookfield Corporate Treasury Ltd | 11271GGV9 | Jun 2026 | 1,200,000 | $1.2M | 0.07% | STIV |
| 295 | Glencore Funding LLC | 37790BH46 | Jun 2026 | 1,200,000 | $1.2M | 0.07% | STIV |
| 296 | Palmer Square Loan Funding Ltd | 69702WAE5 | Jun 2026 | 1,194,922 | $1.2M | 0.07% | ABS-CBDO |
| 297 | Entergy Corp | 29366GHK0 | Jun 2026 | 1,200,000 | $1.2M | 0.07% | STIV |
| 298 | POST HOLDINGS INC | 737446AY0 | Jun 2026 | 1,200,000 | $1.2M | 0.07% | DBT |
| 299 | SOCIETE GENERALE | 83368RCL4 | Jun 2026 | 1,200,000 | $1.2M | 0.07% | DBT |
| 300 | MET TOWER GLOBAL FUNDING | 58989V2L7 | Jun 2026 | 1,200,000 | $1.2M | 0.07% | DBT |
| 301 | SYNCHRONY FINANCIAL | 87165BAZ6 | Jun 2026 | 1,200,000 | $1.2M | 0.07% | DBT |
| 302 | Fannie Mae | 3140NFCX8 | Jun 2026 | 1,180,203 | $1.2M | 0.07% | ABS-MBS |
| 303 | Wells Fargo Alternative Loan Trust | 94985FAA6 | Jun 2026 | 1,275,253 | $1.2M | 0.07% | ABS-MBS |
| 304 | ROMANIA | 000000000 | Jun 2026 | 1,000,000 | $1.2M | 0.07% | DBT |
| 305 | Bosphorus CLO | 000000000 | Jun 2026 | 1,000,000 | $1.1M | 0.07% | ABS-CBDO |
| 306 | MILLER HOMES GROUP FIN | 000000000 | Jun 2026 | 1,000,000 | $1.1M | 0.07% | DBT |
| 307 | Neuberger Berman Loan Advisers Euro CLO | 000000000 | Jun 2026 | 1,000,000 | $1.1M | 0.07% | ABS-CBDO |
| 308 | ROCKFORD TOWER EUROPE CLO | 000000000 | Jun 2026 | 1,000,000 | $1.1M | 0.07% | ABS-CBDO |
| 309 | Margay CLO | 000000000 | Jun 2026 | 1,000,000 | $1.1M | 0.07% | ABS-CBDO |
| 310 | Barings Euro CLO DAC | 000000000 | Jun 2026 | 1,000,000 | $1.1M | 0.07% | ABS-CBDO |
| 311 | Arbour CLO | 000000000 | Jun 2026 | 1,000,000 | $1.1M | 0.07% | ABS-CBDO |
| 312 | Aqueduct European CLO | 000000000 | Jun 2026 | 1,000,000 | $1.1M | 0.07% | ABS-CBDO |
| 313 | Government National Mortgage Association | 36295TBH6 | Jun 2026 | 1,218,336 | $1.1M | 0.07% | ABS-MBS |
| 314 | UBS GROUP AG | 902613BL1 | Jun 2026 | 1,100,000 | $1.1M | 0.07% | DBT |
| 315 | URSA RE LTD | 90323WAP5 | Jun 2026 | 1,100,000 | $1.1M | 0.07% | DBT |
| 316 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 9,300,000 | $1.1M | 0.07% | DIR |
| 317 | Post CLO LTD | 73742YAJ4 | Jun 2026 | 1,100,000 | $1.1M | 0.07% | ABS-CBDO |
| 318 | VICI PROPERTIES LP | 925650AK9 | Jun 2026 | 1,100,000 | $1.1M | 0.07% | DBT |
| 319 | Dryden Senior Loan Fund | 262487AJ0 | Jun 2026 | 1,100,000 | $1.1M | 0.07% | ABS-CBDO |
| 320 | Trimaran CAVU Ltd | 89624UAN2 | Jun 2026 | 1,100,000 | $1.1M | 0.07% | ABS-CBDO |
| 321 | Wells Fargo Commercial Mortgage Trust | 95004VAA5 | Jun 2026 | 1,096,047 | $1.1M | 0.07% | ABS-MBS |
| 322 | CHILE ELECTRICITY LUX | 16882LAB8 | Jun 2026 | 1,067,958 | $1.1M | 0.07% | DBT |
| 323 | ZIONS BANCORP NA | 98971DAE0 | Jun 2026 | 1,100,000 | $1.1M | 0.07% | DBT |
| 324 | TD SYNNEX CORP | 87162WAM2 | Jun 2026 | 1,100,000 | $1.1M | 0.07% | DBT |
| 325 | BAKER HUGHES LLC/CO-OBL | 05724BAN9 | Jun 2026 | 1,100,000 | $1.1M | 0.07% | DBT |
| 326 | DTE ELECTRIC CO | 23338VBB1 | Jun 2026 | 1,100,000 | $1.1M | 0.07% | DBT |
| 327 | Chicago Board of Trade | 000000000 | Jun 2026 | 1,480 | $1.1M | 0.07% | DIR |
| 328 | Freddie Mac | 3133BWPG2 | Jun 2026 | 1,129,267 | $1.1M | 0.07% | ABS-MBS |
| 329 | Palmer Square European Loan Funding | 000000000 | Jun 2026 | 925,654 | $1.1M | 0.07% | ABS-CBDO |
| 330 | Fannie Mae | 31418E2F6 | Jun 2026 | 985,879 | $1.0M | 0.06% | ABS-MBS |
| 331 | VIPER ENERGY PARTNERS LL | 92764MAB0 | Jun 2026 | 1,000,000 | $1.0M | 0.06% | DBT |
| 332 | F&G GLOBAL FUNDING | 30321L2J0 | Jun 2026 | 1,000,000 | $1.0M | 0.06% | DBT |
| 333 | GREEN PALM BIDCO SARL | 39321LAA1 | Jun 2026 | 1,000,000 | $1.0M | 0.06% | DBT |
| 334 | GOLDMAN SACHS GROUP INC | 38141GC93 | Jun 2026 | 1,000,000 | $1.0M | 0.06% | DBT |
| 335 | FORD MOTOR CREDIT CO LLC | 345397E58 | Jun 2026 | 1,000,000 | $1.0M | 0.06% | DBT |
| 336 | PINNACLE WEST CAPITAL | 723484AM3 | Jun 2026 | 1,000,000 | $1.0M | 0.06% | DBT |
| 337 | FS Rialto Issuer Ltd | 30343TAA7 | Jun 2026 | 1,000,000 | $1.0M | 0.06% | ABS-CBDO |
| 338 | Tralee CLO Ltd | 89300JBA5 | Jun 2026 | 1,000,000 | $1.0M | 0.06% | ABS-CBDO |
| 339 | LCM Ltd Partnership | 50204NBA5 | Jun 2026 | 1,000,000 | $1.0M | 0.06% | ABS-CBDO |
| 340 | Atlas Senior Loan Fund LTD | 04943EAQ4 | Jun 2026 | 1,000,000 | $1.0M | 0.06% | ABS-CBDO |
| 341 | Capital Street Master Trust | 14051LAC6 | Jun 2026 | 1,000,000 | $1.0M | 0.06% | ABS-O |
| 342 | LCM Ltd Partnership | 50202QAL7 | Jun 2026 | 1,000,000 | $1.0M | 0.06% | ABS-CBDO |
| 343 | EIDP Inc | 28249MG72 | Jun 2026 | 1,000,000 | $999K | 0.06% | STIV |
| 344 | NATIONAL FOOTBALL LEAGUE | 000000000 | Jun 2026 | 1,000,000 | $994K | 0.06% | DBT |
| 345 | BROOKFIELD ASSET MANAGEM | 113004AE5 | Jun 2026 | 1,000,000 | $991K | 0.06% | DBT |
| 346 | NATIONAL FOOTBALL LEAGUE | 000000000 | Jun 2026 | 1,000,000 | $989K | 0.06% | DBT |
| 347 | NATIONAL FOOTBALL LEAGUE 5YR | 000000000 | Jun 2026 | 1,000,000 | $989K | 0.06% | DBT |
| 348 | Quikrete Holdings Inc | 74839XAL3 | Jun 2026 | 987,500 | $988K | 0.06% | LON |
| 349 | CITADEL FINANCE LLC | 17287HAE0 | Jun 2026 | 1,000,000 | $985K | 0.06% | DBT |
| 350 | WOODSIDE FINANCE LTD | 980236AR4 | Jun 2026 | 1,000,000 | $983K | 0.06% | DBT |
| 351 | CONSTELLATION EN GEN LLC | 210385AR1 | Jun 2026 | 1,000,000 | $978K | 0.06% | DBT |
| 352 | AERCAP IRELAND CAP/GLOBA | 00774MBU8 | Jun 2026 | 1,000,000 | $977K | 0.06% | DBT |
| 353 | CREDIT AGRICOLE SA | 000000000 | Jun 2026 | 800,000 | $971K | 0.06% | DBT |
| 354 | LCH Ltd. | 000000000 | Jun 2026 | 27,700,000 | $944K | 0.06% | DIR |
| 355 | MORGAN STANLEY | 61747YER2 | Jun 2026 | 941,000 | $939K | 0.06% | DBT |
| 356 | Japan Government Thirty Year Bonds | 000000000 | Jun 2026 | 204,000,000 | $930K | 0.06% | DBT |
| 357 | WOODSIDE FINANCE LTD | 980236AU7 | Jun 2026 | 900,000 | $927K | 0.06% | DBT |
| 358 | POLESTAR RE LTD | 73110JAB8 | Jun 2026 | 900,000 | $924K | 0.06% | DBT |
| 359 | GSAMP Trust | 36228FN28 | Jun 2026 | 893,292 | $924K | 0.06% | ABS-O |
| 360 | Fremont Home Loan Trust | 35729PPY0 | Jun 2026 | 1,000,000 | $918K | 0.06% | ABS-O |
| 361 | FORD MOTOR CREDIT CO LLC | 345397G72 | Jun 2026 | 900,000 | $911K | 0.06% | DBT |
| 362 | PACIFICORP | 695114DF2 | Jun 2026 | 900,000 | $910K | 0.06% | DBT |
| 363 | Stonepeak | 78433XAA8 | Jun 2026 | 919,199 | $902K | 0.06% | ABS-O |
| 364 | BrightSpire Capital, Inc | 116686AA4 | Jun 2026 | 900,000 | $902K | 0.06% | ABS-CBDO |
| 365 | Triton Container International Ltd / TAL International Container Corp | 89679YG28 | Jun 2026 | 900,000 | $900K | 0.06% | STIV |
| 366 | Palmer Square Loan Funding Ltd | 69703NAJ3 | Jun 2026 | 900,219 | $900K | 0.06% | ABS-CBDO |
| 367 | Triton Container International Ltd / TAL International Container Corp | 89679YG69 | Jun 2026 | 900,000 | $899K | 0.06% | STIV |
| 368 | Triton Container International Ltd / TAL International Container Corp | 89679YG69 | Jun 2026 | 900,000 | $899K | 0.06% | STIV |
| 369 | Glencore Funding LLC | 37790BG88 | Jun 2026 | 900,000 | $899K | 0.06% | STIV |
| 370 | Jones Lang LaSalle Finance BV | 48002BG97 | Jun 2026 | 900,000 | $899K | 0.06% | STIV |
| 371 | State Street Bank & Trust Co. | 000000000 | Jun 2026 | 1 | $899K | 0.06% | DFE |
| 372 | VICI PROPERTIES LP | 925650AH6 | Jun 2026 | 900,000 | $896K | 0.06% | DBT |
| 373 | Constellation Energy Generation LLC | 21038QH49 | Jun 2026 | 900,000 | $896K | 0.06% | STIV |
| 374 | Entergy Corp | 29366GHQ7 | Jun 2026 | 900,000 | $894K | 0.06% | STIV |
| 375 | Entergy Corp | 29366GHT1 | Jun 2026 | 900,000 | $894K | 0.06% | STIV |
| 376 | Lseg US Fin Corp | 50220WJ17 | Jun 2026 | 900,000 | $894K | 0.06% | STIV |
| 377 | Entergy Corp | 29366GJ10 | Jun 2026 | 900,000 | $894K | 0.06% | STIV |
| 378 | Entergy Corp | 29366GJ36 | Jun 2026 | 900,000 | $893K | 0.05% | STIV |
| 379 | Entergy Corp | 29366GJ85 | Jun 2026 | 900,000 | $893K | 0.05% | STIV |
| 380 | SOUTHWESTERN ELEC POWER | 845437BV3 | Jun 2026 | 900,000 | $888K | 0.05% | DBT |
| 381 | CAPE LOOKOUT RE LTD | 13947LAG7 | Jun 2026 | 850,000 | $888K | 0.05% | DBT |
| 382 | AVOLON HOLDINGS FNDG LTD | 05401ABE0 | Jun 2026 | 900,000 | $884K | 0.05% | DBT |
| 383 | ARES STRATEGIC INCOME FU | 04020EAQ0 | Jun 2026 | 900,000 | $882K | 0.05% | DBT |
| 384 | AT&T INC | 00206RNG3 | Jun 2026 | 900,000 | $881K | 0.05% | DBT |
| 385 | Countrywide Alternative Loan Trust | 12668ASY2 | Jun 2026 | 1,721,612 | $878K | 0.05% | ABS-MBS |
| 386 | CFE FIBRA E | 125276AA3 | Jun 2026 | 874,303 | $853K | 0.05% | DBT |
| 387 | Freddie Mac | 3132DWKQ5 | Jun 2026 | 819,959 | $849K | 0.05% | ABS-MBS |
| 388 | VMED O2 UK FINANCING I | 92858RAE0 | Jun 2026 | 1,000,000 | $848K | 0.05% | DBT |
| 389 | Fannie Mae | 3140NMJE8 | Jun 2026 | 819,236 | $828K | 0.05% | ABS-MBS |
| 390 | Fannie Mae | 3140NEBH7 | Jun 2026 | 879,490 | $828K | 0.05% | ABS-MBS |
| 391 | Goldman Sachs International | 000000000 | Jun 2026 | 3,900,000 | $824K | 0.05% | DCR |
| 392 | ENI SPA | 26874RAQ1 | Jun 2026 | 800,000 | $823K | 0.05% | DBT |
| 393 | PACIFIC GAS & ELECTRIC | 694308KQ9 | Jun 2026 | 800,000 | $817K | 0.05% | DBT |
| 394 | Fanniemae-Aces | 3136BBAR3 | Jun 2026 | 20,194,767 | $811K | 0.05% | ABS-MBS |
| 395 | HCA INC | 404121AK1 | Jun 2026 | 800,000 | $809K | 0.05% | DBT |
| 396 | Fannie Mae | 3140N8CZ9 | Jun 2026 | 858,317 | $805K | 0.05% | ABS-MBS |
| 397 | Providus CLO | 000000000 | Jun 2026 | 700,000 | $800K | 0.05% | ABS-CBDO |
| 398 | CARNIVAL CORP LTD | 143658CB6 | Jun 2026 | 800,000 | $799K | 0.05% | DBT |
| 399 | SOUTHWESTERN PUBLIC SERV | 845743BZ5 | Jun 2026 | 800,000 | $798K | 0.05% | DBT |
| 400 | AIRCASTLE / IRELAND DAC | 00929JAC0 | Jun 2026 | 800,000 | $797K | 0.05% | DBT |
| 401 | Glencore Funding LLC | 37790BHB0 | Jun 2026 | 800,000 | $796K | 0.05% | STIV |
| 402 | BANCO SANTANDER SA | 05971KAV1 | Jun 2026 | 800,000 | $796K | 0.05% | DBT |
| 403 | Bank | 05494FBM9 | Jun 2026 | 763,000 | $790K | 0.05% | ABS-MBS |
| 404 | NORINCHUKIN BANK | 656029AR6 | Jun 2026 | 800,000 | $789K | 0.05% | DBT |
| 405 | EVERSOURCE ENERGY | 30040WBB3 | Jun 2026 | 800,000 | $787K | 0.05% | DBT |
| 406 | CENTERPOINT ENER HOUSTON | 15189XBL1 | Jun 2026 | 800,000 | $784K | 0.05% | DBT |
| 407 | LCH Ltd. | 000000000 | Jun 2026 | 29,500,000 | $784K | 0.05% | DIR |
| 408 | EMBRAER NETHERLANDS FINA | 29082HAE2 | Jun 2026 | 750,000 | $783K | 0.05% | DBT |
| 409 | Palmer Square European Loan Funding | 000000000 | Jun 2026 | 680,761 | $779K | 0.05% | ABS-CBDO |
| 410 | Residential Asset Securities Corporation | 74924RAD0 | Jun 2026 | 769,336 | $753K | 0.05% | ABS-MBS |
| 411 | Freddie Mac | 3132DWGW7 | Jun 2026 | 796,027 | $745K | 0.05% | ABS-MBS |
| 412 | Park Place Securities Inc | 70069FDN4 | Jun 2026 | 736,299 | $735K | 0.05% | ABS-O |
| 413 | Freddie Mac | 3133BJ7L0 | Jun 2026 | 778,871 | $732K | 0.05% | ABS-MBS |
| 414 | LCH Ltd. | 000000000 | Jun 2026 | 10,900,000 | $730K | 0.04% | DIR |
| 415 | WINSTON RE LTD | 975660AB7 | Jun 2026 | 700,000 | $714K | 0.04% | DBT |
| 416 | UBS GROUP AG | 902613BJ6 | Jun 2026 | 700,000 | $710K | 0.04% | DBT |
| 417 | BROADCOM INC | 11135FBP5 | Jun 2026 | 831,000 | $706K | 0.04% | DBT |
| 418 | Galaxy CLO Ltd | 36320TBM4 | Jun 2026 | 700,000 | $700K | 0.04% | ABS-CBDO |
| 419 | NATIONAL FOOTBALL LEAGUE | 000000000 | Jun 2026 | 700,000 | $695K | 0.04% | DBT |
| 420 | PEACEHEALTH OBLIGATED GR | 70462GAE8 | Jun 2026 | 700,000 | $695K | 0.04% | DBT |
| 421 | Entergy Corp | 29366GJA0 | Jun 2026 | 700,000 | $694K | 0.04% | STIV |
| 422 | ONEMAIN FINANCE CORP | 682691AN0 | Jun 2026 | 700,000 | $694K | 0.04% | DBT |
| 423 | BLACK HILLS CORP | 092113AY5 | Jun 2026 | 700,000 | $690K | 0.04% | DBT |
| 424 | DAIMLER TRUCK FINAN NA | 233853BL3 | Jun 2026 | 700,000 | $687K | 0.04% | DBT |
| 425 | Capital Four CLO | 000000000 | Jun 2026 | 600,000 | $686K | 0.04% | ABS-CBDO |
| 426 | Citizens Auto Receivables Trust | 17295FAD6 | Jun 2026 | 681,080 | $683K | 0.04% | ABS-O |
| 427 | PROLOGIS TARGETED US | 74350LAD6 | Jun 2026 | 700,000 | $683K | 0.04% | DBT |
| 428 | COTY/HFC PRESTIGE/INT US | 22207AAC6 | Jun 2026 | 700,000 | $681K | 0.04% | DBT |
| 429 | LCH Ltd. | 000000000 | Jun 2026 | 19,940,000 | $679K | 0.04% | DIR |
| 430 | MARRIOTT INTERNATIONAL | 571903BY8 | Jun 2026 | 700,000 | $678K | 0.04% | DBT |
| 431 | Residential Asset Mortgage Products, INC. | 75156TAD2 | Jun 2026 | 698,707 | $672K | 0.04% | ABS-O |
| 432 | Fannie Mae | 3140QSC90 | Jun 2026 | 677,986 | $671K | 0.04% | ABS-MBS |
| 433 | PERUSAHAAN LISTRIK NEGAR | 71568PAX7 | Jun 2026 | 700,000 | $670K | 0.04% | DBT |
| 434 | Ford Auto Securitization Trust | 345214AY6 | Jun 2026 | 923,170 | $657K | 0.04% | ABS-O |
| 435 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $656K | 0.04% | DFE |
| 436 | TEVA PHARM FIN IV | 881937AA4 | Jun 2026 | 640,000 | $656K | 0.04% | DBT |
| 437 | Honda Auto Receivables Owner Trust | 437927AC0 | Jun 2026 | 654,327 | $655K | 0.04% | ABS-O |
| 438 | Government National Mortgage Association | 36179T7L3 | Jun 2026 | 668,693 | $654K | 0.04% | ABS-MBS |
| 439 | Freddie Mac | 3133BUJA6 | Jun 2026 | 681,358 | $639K | 0.04% | ABS-MBS |
| 440 | Freddie Mac | 3133C0ZN5 | Jun 2026 | 645,164 | $638K | 0.04% | ABS-MBS |
| 441 | SIXTH STREET LENDING PAR | 829932AB8 | Jun 2026 | 600,000 | $613K | 0.04% | DBT |
| 442 | ResLoC UK PLC | 000000000 | Jun 2026 | 464,932 | $608K | 0.04% | ABS-MBS |
| 443 | Citimortgage Alternative Loan Trust | 12566TAJ6 | Jun 2026 | 726,962 | $605K | 0.04% | ABS-MBS |
| 444 | LCH Ltd. | 000000000 | Jun 2026 | 312,000,000 | $603K | 0.04% | DIR |
| 445 | CORP0HRG0 HRDFDG | 000000000 | Jun 2026 | 600,000 | $603K | 0.04% | DBT |
| 446 | MAREX GROUP PLC | 566539AD4 | Jun 2026 | 600,000 | $600K | 0.04% | DBT |
| 447 | Crown City CLO | 22824DAQ2 | Jun 2026 | 600,000 | $600K | 0.04% | ABS-CBDO |
| 448 | FORD MOTOR CREDIT CO LLC | 345397A45 | Jun 2026 | 600,000 | $598K | 0.04% | DBT |
| 449 | Constellation Energy Generation LLC | 21038QH31 | Jun 2026 | 600,000 | $597K | 0.04% | STIV |
| 450 | Triton Container International Ltd / TAL International Container Corp | 89679YHX9 | Jun 2026 | 600,000 | $595K | 0.04% | STIV |
| 451 | NBN CO LTD | 62878U2K7 | Jun 2026 | 600,000 | $589K | 0.04% | DBT |
| 452 | AVILEASE CAPITAL LTD | 05370HAA1 | Jun 2026 | 600,000 | $587K | 0.04% | DBT |
| 453 | PROLOGIS TARGETED US | 74350LAF1 | Jun 2026 | 600,000 | $584K | 0.04% | DBT |
| 454 | MF1 | 55284AAA6 | Jun 2026 | 579,211 | $579K | 0.04% | ABS-CBDO |
| 455 | WP CAREY INC | 000000000 | Jun 2026 | 500,000 | $563K | 0.03% | DBT |
| 456 | ALPHABET INC | 000000000 | Jun 2026 | 500,000 | $553K | 0.03% | DBT |
| 457 | Freddie Mac | 3137GAPS0 | Jun 2026 | 552,766 | $549K | 0.03% | ABS-MBS |
| 458 | GA GLOBAL FUNDING TRUST | 36143L2T1 | Jun 2026 | 550,000 | $548K | 0.03% | DBT |
| 459 | CLYDESDALE ACQUISITION | 18972EAD7 | Jun 2026 | 550,000 | $534K | 0.03% | DBT |
| 460 | VENTURE GLOBAL PLAQUE | 922966AD8 | Jun 2026 | 500,000 | $530K | 0.03% | DBT |
| 461 | CODELCO INC | 21987BBL1 | Jun 2026 | 500,000 | $526K | 0.03% | DBT |
| 462 | Fannie Mae | 3140NEPE9 | Jun 2026 | 520,027 | $516K | 0.03% | ABS-MBS |
| 463 | PACIFIC GAS & ELECTRIC | 694308KX4 | Jun 2026 | 500,000 | $516K | 0.03% | DBT |
| 464 | Structured Asset Securities Corporation | 86358BAT9 | Jun 2026 | 522,678 | $515K | 0.03% | ABS-O |
| 465 | GOLDEN BEAR RE LTD | 38090EAA8 | Jun 2026 | 500,000 | $513K | 0.03% | DBT |
| 466 | Fannie Mae | 3140MSTU9 | Jun 2026 | 539,173 | $507K | 0.03% | ABS-MBS |
| 467 | STANDARD CHARTERED PLC | 000000000 | Jun 2026 | 500,000 | $506K | 0.03% | DBT |
| 468 | NATWEST MARKETS PLC | 63906YAQ1 | Jun 2026 | 500,000 | $505K | 0.03% | DBT |
| 469 | SANTOS FINANCE LTD | 803014AC3 | Jun 2026 | 500,000 | $504K | 0.03% | DBT |
| 470 | BANCO SANTANDER SA | 05964HBA2 | Jun 2026 | 500,000 | $503K | 0.03% | DBT |
| 471 | PFP III | 716966AA4 | Jun 2026 | 500,000 | $502K | 0.03% | ABS-CBDO |
| 472 | Acres PLC | 00501XAA9 | Jun 2026 | 500,000 | $501K | 0.03% | ABS-CBDO |
| 473 | Ent Auto Receivables Trust | 293601AE0 | Jun 2026 | 498,384 | $500K | 0.03% | ABS-O |
| 474 | JACKSON NATL LIFE GLOBAL | 46849CJN2 | Jun 2026 | 500,000 | $499K | 0.03% | DBT |
| 475 | WAMU Mortgage Pass-Through Certificates | 92925VAP5 | Jun 2026 | 526,813 | $498K | 0.03% | ABS-MBS |
| 476 | Triton Container International Ltd / TAL International Container Corp | 89679YGU6 | Jun 2026 | 500,000 | $498K | 0.03% | STIV |
| 477 | CLECO POWER LLC | 185508AJ7 | Jun 2026 | 500,000 | $498K | 0.03% | DBT |
| 478 | MITSUBISHI UFJ FIN GRP | 606822DU5 | Jun 2026 | 500,000 | $498K | 0.03% | DBT |
| 479 | Entergy Corp | 29366GHL8 | Jun 2026 | 500,000 | $497K | 0.03% | STIV |
| 480 | CLOROX COMPANY | 189054BA6 | Jun 2026 | 500,000 | $497K | 0.03% | DBT |
| 481 | NORINCHUKIN BANK | 656029AP0 | Jun 2026 | 500,000 | $495K | 0.03% | DBT |
| 482 | Societe Generale SA | 000000000 | Jun 2026 | 1 | $488K | 0.03% | DFE |
| 483 | Structured Adjustable Rate Mortgage Loan Trust | 86362TAF4 | Jun 2026 | 760,300 | $486K | 0.03% | ABS-MBS |
| 484 | Structured Asset Investment Loan Trust | 86358ESN7 | Jun 2026 | 487,102 | $483K | 0.03% | ABS-O |
| 485 | Countrywide Asset-Backed Certificates | 12667AAD8 | Jun 2026 | 505,061 | $480K | 0.03% | ABS-O |
| 486 | LCH Ltd. | 000000000 | Jun 2026 | 21,700,000 | $480K | 0.03% | DIR |
| 487 | DUKE ENERGY FLORIDA LLC | 26444HAK7 | Jun 2026 | 530,000 | $473K | 0.03% | DBT |
| 488 | FORD MOTOR CREDIT CO LLC | 345397B93 | Jun 2026 | 500,000 | $471K | 0.03% | DBT |
| 489 | WAMU Mortgage Pass-Through Certificates | 92925GAE3 | Jun 2026 | 508,591 | $460K | 0.03% | ABS-MBS |
| 490 | Capital Four CLO | 000000000 | Jun 2026 | 400,000 | $458K | 0.03% | ABS-CBDO |
| 491 | Citizens Auto Receivables Trust | 17331KAD1 | Jun 2026 | 453,767 | $455K | 0.03% | ABS-O |
| 492 | Fannie Mae | 3140FBAE0 | Jun 2026 | 481,084 | $454K | 0.03% | ABS-MBS |
| 493 | Banc of America Funding Corporation | 06051GDM8 | Jun 2026 | 466,703 | $452K | 0.03% | ABS-MBS |
| 494 | VITALITY RE XVII LTD | 92853KAA8 | Jun 2026 | 450,000 | $450K | 0.03% | DBT |
| 495 | SANDERS RE III LTD | 80000XAC3 | Jun 2026 | 1,353,814 | $444K | 0.03% | DBT |
| 496 | Government National Mortgage Association | 38376RFJ0 | Jun 2026 | 435,404 | $436K | 0.03% | ABS-MBS |
| 497 | Bear Stearns Alt-A Trust | 07386HWZ0 | Jun 2026 | 526,199 | $435K | 0.03% | ABS-MBS |
| 498 | Government National Mortgage Association | 3618N5XK0 | Jun 2026 | 489,124 | $435K | 0.03% | ABS-MBS |
| 499 | Citigroup Mortgage Loan Trust Inc | 17307GJK5 | Jun 2026 | 438,749 | $432K | 0.03% | ABS-O |
| 500 | Fannie Mae | 3140NA2H5 | Jun 2026 | 431,719 | $428K | 0.03% | ABS-MBS |
| 501 | LCH Ltd. | 000000000 | Jun 2026 | 10,100,000 | $421K | 0.03% | DIR |
| 502 | POLESTAR RE LTD | 73110JAC6 | Jun 2026 | 400,000 | $417K | 0.03% | DBT |
| 503 | LCH Ltd. | 000000000 | Jun 2026 | 7,400,000 | $410K | 0.03% | DIR |
| 504 | COX ASSET MEXICO SA CV | 22389AAA0 | Jun 2026 | 400,000 | $406K | 0.03% | DBT |
| 505 | FORD MOTOR CREDIT CO LLC | 345397C27 | Jun 2026 | 400,000 | $400K | 0.02% | DBT |
| 506 | NOMURA HOLDINGS INC | 65535HBZ1 | Jun 2026 | 400,000 | $399K | 0.02% | DBT |
| 507 | NORINCHUKIN BANK | 656029AQ8 | Jun 2026 | 400,000 | $398K | 0.02% | DBT |
| 508 | GENESIS ENERGY LP/FIN | 37185LAS1 | Jun 2026 | 400,000 | $397K | 0.02% | DBT |
| 509 | STORE CAPITAL LLC | 862123AD8 | Jun 2026 | 400,000 | $395K | 0.02% | DBT |
| 510 | AEP TEXAS INC | 00108WAV2 | Jun 2026 | 400,000 | $395K | 0.02% | DBT |
| 511 | PFP III | 69291WAA0 | Jun 2026 | 391,643 | $393K | 0.02% | ABS-CBDO |
| 512 | REGENCY CENTERS LP | 75884RBF9 | Jun 2026 | 400,000 | $389K | 0.02% | DBT |
| 513 | FORD MOTOR CREDIT CO LLC | 345397B51 | Jun 2026 | 400,000 | $386K | 0.02% | DBT |
| 514 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 16,800,000 | $380K | 0.02% | DIR |
| 515 | UBS GROUP AG | 000000000 | Jun 2026 | 400,000 | $380K | 0.02% | DBT |
| 516 | Fannie Mae | 31418ERP7 | Jun 2026 | 398,711 | $373K | 0.02% | ABS-MBS |
| 517 | CPPIB CAPITAL INC | 12593CAY7 | Jun 2026 | 500,000 | $370K | 0.02% | DBT |
| 518 | Freddie Mac | 3132DWJL8 | Jun 2026 | 357,272 | $361K | 0.02% | ABS-MBS |
| 519 | Government National Mortgage Association | 3617B7GB0 | Jun 2026 | 392,529 | $355K | 0.02% | ABS-MBS |
| 520 | MATTEL INC | 577081BG6 | Jun 2026 | 350,000 | $349K | 0.02% | DBT |
| 521 | Fannie Mae | 3140N2WJ6 | Jun 2026 | 382,607 | $348K | 0.02% | ABS-MBS |
| 522 | CREDICORP CAPITAL SOCIED | 224939AB4 | Jun 2026 | 1,100,000 | $345K | 0.02% | DBT |
| 523 | Barclays Bank PLC | 000000000 | Jun 2026 | 1 | $342K | 0.02% | DFE |
| 524 | LCH Ltd. | 000000000 | Jun 2026 | 18,850,000 | $341K | 0.02% | DIR |
| 525 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $340K | 0.02% | DFE |
| 526 | LCH Ltd. | 000000000 | Jun 2026 | 10,400,000 | $339K | 0.02% | DIR |
| 527 | MEDTRONIC INC | 000000000 | Jun 2026 | 300,000 | $336K | 0.02% | DBT |
| 528 | Fannie Mae | 3140MSRF4 | Jun 2026 | 347,563 | $326K | 0.02% | ABS-MBS |
| 529 | Fannie Mae | 3140N1ZZ9 | Jun 2026 | 345,923 | $324K | 0.02% | ABS-MBS |
| 530 | Freddie Mac | 3133BMLK9 | Jun 2026 | 339,813 | $320K | 0.02% | ABS-MBS |
| 531 | Chicago Board of Trade | 000000000 | Jun 2026 | 1,341 | $320K | 0.02% | DIR |
| 532 | Government National Mortgage Association | 38376R4Z6 | Jun 2026 | 313,979 | $318K | 0.02% | ABS-MBS |
| 533 | Databricks Inc | 23803RAF8 | Jun 2026 | 312,439 | $312K | 0.02% | LON |
| 534 | TORREY PINES RE LTD | 89141WAH5 | Jun 2026 | 300,000 | $309K | 0.02% | DBT |
| 535 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $306K | 0.02% | DFE |
| 536 | VENTURE GLOBAL CALCASIEU | 92328MAF0 | Jun 2026 | 300,000 | $303K | 0.02% | DBT |
| 537 | REPUBLIC OF COLOMBIA | 195325EU5 | Jun 2026 | 300,000 | $303K | 0.02% | DBT |
| 538 | SANTANDER HOLDINGS USA | 80282KBM7 | Jun 2026 | 300,000 | $303K | 0.02% | DBT |
| 539 | Fannie Mae | 3138ENEW5 | Jun 2026 | 289,863 | $301K | 0.02% | ABS-MBS |
| 540 | Brookfield Corporate Treasury Ltd | 11271GGW7 | Jun 2026 | 300,000 | $299K | 0.02% | STIV |
| 541 | LCH Ltd. | 000000000 | Jun 2026 | 230,000,000 | $299K | 0.02% | DIR |
| 542 | Triton Container International Ltd / TAL International Container Corp | 89679YHU5 | Jun 2026 | 300,000 | $298K | 0.02% | STIV |
| 543 | WESCO DISTRIBUTION INC | 95081QAT1 | Jun 2026 | 300,000 | $298K | 0.02% | DBT |
| 544 | CAIXABANK SA | 12803RAN4 | Jun 2026 | 300,000 | $298K | 0.02% | DBT |
| 545 | O'REILLY AUTOMOTIVE INC | 67103HAP2 | Jun 2026 | 300,000 | $297K | 0.02% | DBT |
| 546 | ORANGE CAPITAL RE DAC | 000000000 | Jun 2026 | 250,000 | $297K | 0.02% | DBT |
| 547 | NATIONAL HEALTH INVESTOR | 63633DAG9 | Jun 2026 | 300,000 | $297K | 0.02% | DBT |
| 548 | EDISON INTERNATIONAL | 281020BB2 | Jun 2026 | 300,000 | $296K | 0.02% | DBT |
| 549 | BROADSTONE NET LEASE LLC | 11134GAA8 | Jun 2026 | 300,000 | $296K | 0.02% | DBT |
| 550 | PROTECTIVE LIFE CORP | 743674BF9 | Jun 2026 | 300,000 | $296K | 0.02% | DBT |
| 551 | BNP Paribas SA | 000000000 | Jun 2026 | 1,400,000 | $296K | 0.02% | DCR |
| 552 | WINDMILL III RE DAC | 000000000 | Jun 2026 | 250,000 | $294K | 0.02% | DBT |
| 553 | RWE FINANCE US LLC | 749983AC6 | Jun 2026 | 300,000 | $293K | 0.02% | DBT |
| 554 | Fannie Mae | 3140JR3L3 | Jun 2026 | 318,468 | $293K | 0.02% | ABS-MBS |
| 555 | PHILIP MORRIS INTL INC | 718172DZ9 | Jun 2026 | 300,000 | $291K | 0.02% | DBT |
| 556 | Fannie Mae | 31405R7C4 | Jun 2026 | 285,833 | $290K | 0.02% | ABS-MBS |
| 557 | QUERCUS RE DAC | 000000000 | Jun 2026 | 250,000 | $290K | 0.02% | DBT |
| 558 | QUERCUS II RE DAC | 000000000 | Jun 2026 | 250,000 | $290K | 0.02% | DBT |
| 559 | YARDSTICK RE DAC | 000000000 | Jun 2026 | 250,000 | $286K | 0.02% | DBT |
| 560 | 123 LIGHTS RE LTD | 68302QAA2 | Jun 2026 | 250,000 | $263K | 0.02% | DBT |
| 561 | INTEGRITY RE III | 45870GAF3 | Jun 2026 | 250,000 | $262K | 0.02% | DBT |
| 562 | INTEGRITY RE III | 45870GAE6 | Jun 2026 | 250,000 | $259K | 0.02% | DBT |
| 563 | UNITED AIR 2019-2 AA PTT | 90932JAA0 | Jun 2026 | 282,334 | $258K | 0.02% | DBT |
| 564 | LCH Ltd. | 000000000 | Jun 2026 | 6,980,000,000 | $255K | 0.02% | DIR |
| 565 | Freddie Mac | 3128P7NW9 | Jun 2026 | 255,236 | $255K | 0.02% | ABS-MBS |
| 566 | KIZUNA RE III PTE LTD | 49835JAB2 | Jun 2026 | 250,000 | $254K | 0.02% | DBT |
| 567 | Freddie Mac | 31334YHW0 | Jun 2026 | 275,693 | $253K | 0.02% | ABS-MBS |
| 568 | INTEGRITY RE III | 45870GAC0 | Jun 2026 | 250,000 | $253K | 0.02% | DBT |
| 569 | GOLDEN BEAR RE LTD | 38090EAB6 | Jun 2026 | 250,000 | $252K | 0.02% | DBT |
| 570 | LOCKE TAVERN RE LTD | 539694AC3 | Jun 2026 | 250,000 | $251K | 0.02% | DBT |
| 571 | LOWER FERRY RE LTD | 547915AC2 | Jun 2026 | 250,000 | $250K | 0.02% | DBT |
| 572 | LOWER FERRY RE LTD | 547915AD0 | Jun 2026 | 250,000 | $250K | 0.02% | DBT |
| 573 | LOWER FERRY RE LTD | 547915AE8 | Jun 2026 | 250,000 | $250K | 0.02% | DBT |
| 574 | VITALITY RE XVII LTD | 92853KAB6 | Jun 2026 | 250,000 | $250K | 0.02% | DBT |
| 575 | SUTTER RE LTD | 86944RAG3 | Jun 2026 | 250,000 | $250K | 0.02% | DBT |
| 576 | TORREY PINES RE LTD | 89141WAS1 | Jun 2026 | 250,000 | $250K | 0.02% | DBT |
| 577 | LONG POINT RE IV LTD | 54279PAB1 | Jun 2026 | 250,000 | $250K | 0.02% | DBT |
| 578 | WINDROSE RE LTD | 972917AA6 | Jun 2026 | 250,000 | $250K | 0.02% | DBT |
| 579 | LUCA RE LTD | 54930CAB1 | Jun 2026 | 250,000 | $250K | 0.02% | DBT |
| 580 | RECOLETOS RE DAC | 755933AB4 | Jun 2026 | 250,000 | $250K | 0.02% | DBT |
| 581 | EVERGLADES RE II LTD | 30014LAX2 | Jun 2026 | 250,000 | $250K | 0.02% | DBT |
| 582 | BAYOU RE LTD | 07304LAF8 | Jun 2026 | 250,000 | $249K | 0.02% | DBT |
| 583 | TREMONT RE LTD | 89479VAA4 | Jun 2026 | 250,000 | $249K | 0.02% | DBT |
| 584 | VITALITY RE XVI LTD | 92849FAC2 | Jun 2026 | 250,000 | $249K | 0.02% | DBT |
| 585 | VITALITY RE XVI LTD | 92849FAA6 | Jun 2026 | 250,000 | $249K | 0.02% | DBT |
| 586 | LOCKE TAVERN RE LTD | 539694AB5 | Jun 2026 | 250,000 | $249K | 0.02% | DBT |
| 587 | Fannie Mae | 3140A6XR2 | Jun 2026 | 229,752 | $238K | 0.01% | ABS-MBS |
| 588 | Residential Asset Mortgage Products, INC. | 76112BR36 | Jun 2026 | 256,680 | $237K | 0.01% | ABS-O |
| 589 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $237K | 0.01% | DFE |
| 590 | Fannie Mae | 31418EW30 | Jun 2026 | 232,052 | $234K | 0.01% | ABS-MBS |
| 591 | Fannie Mae | 31416VSS4 | Jun 2026 | 230,632 | $233K | 0.01% | ABS-MBS |
| 592 | Australia & New Zealand Banking Group Ltd. | 000000000 | Jun 2026 | 1 | $228K | 0.01% | DFE |
| 593 | MEDTRONIC INC | 000000000 | Jun 2026 | 200,000 | $227K | 0.01% | DBT |
| 594 | Countrywide Home Loans | 12669FKT9 | Jun 2026 | 220,136 | $221K | 0.01% | ABS-MBS |
| 595 | Renaissance Home Equity Loan Trust | 75970JAF3 | Jun 2026 | 927,119 | $221K | 0.01% | ABS-MBS |
| 596 | Government National Mortgage Association | 36179U6Y3 | Jun 2026 | 214,446 | $216K | 0.01% | ABS-MBS |
| 597 | LADDER CAP FIN LLLP/CORP | 505742AS5 | Jun 2026 | 200,000 | $202K | 0.01% | DBT |
| 598 | LCH Ltd. | 000000000 | Jun 2026 | 7,300,000 | $201K | 0.01% | DIR |
| 599 | NATWEST GROUP PLC | 780097BP5 | Jun 2026 | 200,000 | $197K | 0.01% | DBT |
| 600 | HPS CORPORATE LENDING FU | 40440VBB0 | Jun 2026 | 200,000 | $196K | 0.01% | DBT |
| 601 | LCH Ltd. | 000000000 | Jun 2026 | 150,000,000 | $192K | 0.01% | DIR |
| 602 | LCH Ltd. | 000000000 | Jun 2026 | 2,900,000 | $189K | 0.01% | DIR |
| 603 | Countrywide Asset-Backed Certificates | 12666BAA3 | Jun 2026 | 205,796 | $187K | 0.01% | ABS-O |
| 604 | Citigroup Mortgage Loan Trust Inc | 17307GXP8 | Jun 2026 | 177,272 | $181K | 0.01% | ABS-MBS |
| 605 | AMER AIRLN 15-1 A PTT | 023770AA8 | Jun 2026 | 179,511 | $177K | 0.01% | DBT |
| 606 | Government National Mortgage Association | 38376RAT3 | Jun 2026 | 176,885 | $177K | 0.01% | ABS-MBS |
| 607 | AIR CANADA 2017-1AA PTT | 00908PAA5 | Jun 2026 | 184,800 | $176K | 0.01% | DBT |
| 608 | Bear Stearns Alt-A Trust | 07386HSY8 | Jun 2026 | 180,106 | $174K | 0.01% | ABS-MBS |
| 609 | LCH Ltd. | 000000000 | Jun 2026 | 8,200,000 | $169K | 0.01% | DIR |
| 610 | Residential Funding Mtg Sec I | 76111XYF4 | Jun 2026 | 201,160 | $164K | 0.01% | ABS-MBS |
| 611 | Venture CDO Ltd | 92330YAN3 | Jun 2026 | 162,477 | $163K | 0.01% | ABS-CBDO |
| 612 | MASTR Specialized Loan Trust | 57643BAA6 | Jun 2026 | 166,860 | $162K | 0.01% | ABS-O |
| 613 | Freddie Mac | 3132DWJ61 | Jun 2026 | 155,557 | $161K | 0.01% | ABS-MBS |
| 614 | REPUBLIC OF SOUTH AFRICA | 000000000 | Jun 2026 | 2,600,000 | $161K | 0.01% | DBT |
| 615 | ASX Clear (Futures) | 000000000 | Jun 2026 | 157 | $159K | 0.01% | DIR |
| 616 | Freddie Mac | 3131Y0TR3 | Jun 2026 | 166,706 | $158K | 0.01% | ABS-MBS |
| 617 | Fannie Mae | 3140NBQE4 | Jun 2026 | 159,307 | $158K | 0.01% | ABS-MBS |
| 618 | Fannie Mae | 31417SZQ6 | Jun 2026 | 152,228 | $156K | 0.01% | ABS-MBS |
| 619 | LCH Ltd. | 000000000 | Jun 2026 | 3,200,000 | $154K | 0.01% | DIR |
| 620 | Citigroup Mortgage Loan Trust Inc | 17311BAS2 | Jun 2026 | 265,999 | $149K | 0.01% | ABS-MBS |
| 621 | Fannie Mae | 31407M2K0 | Jun 2026 | 143,625 | $148K | 0.01% | ABS-MBS |
| 622 | Chase Mortgage Finance Corporation | 161630BD9 | Jun 2026 | 154,188 | $143K | 0.01% | ABS-MBS |
| 623 | Fannie Mae | 31417YTV9 | Jun 2026 | 143,231 | $141K | 0.01% | ABS-MBS |
| 624 | Golden State Tobacco Securitization Corp | 38122ND66 | Jun 2026 | 200,000 | $141K | 0.01% | DBT |
| 625 | HEATHROW FUNDING LTD | 000000000 | Jun 2026 | 100,000 | $141K | 0.01% | DBT |
| 626 | State Street Global Advisors | 857492706 | Jun 2026 | 140,310 | $140K | 0.01% | STIV |
| 627 | LCH Ltd. | 000000000 | Jun 2026 | 4,000,000 | $137K | 0.01% | DIR |
| 628 | Fannie Mae | 3140MSNR2 | Jun 2026 | 145,556 | $137K | 0.01% | ABS-MBS |
| 629 | Fannie Mae | 31407FYD6 | Jun 2026 | 130,996 | $134K | 0.01% | ABS-MBS |
| 630 | Fannie Mae | 3140NAK36 | Jun 2026 | 141,418 | $133K | 0.01% | ABS-MBS |
| 631 | Freddie Mac | 3133BDPY5 | Jun 2026 | 139,830 | $131K | 0.01% | ABS-MBS |
| 632 | Freddie Mac | 3133BPWC8 | Jun 2026 | 134,898 | $127K | 0.01% | ABS-MBS |
| 633 | Fannie Mae | 31410G2H5 | Jun 2026 | 119,454 | $123K | 0.01% | ABS-MBS |
| 634 | LCH Ltd. | 000000000 | Jun 2026 | 4,600,000 | $122K | 0.01% | DIR |
| 635 | LCH Ltd. | 000000000 | Jun 2026 | 3,900,000 | $121K | 0.01% | DIR |
| 636 | UNITED AIR 2018-1 AA PTT | 909318AA5 | Jun 2026 | 124,180 | $120K | 0.01% | DBT |
| 637 | Structured Asset Securities Corporation | 863576DL5 | Jun 2026 | 119,800 | $120K | 0.01% | ABS-O |
| 638 | LCH Ltd. | 000000000 | Jun 2026 | 2,000,000 | $120K | 0.01% | DIR |
| 639 | Fannie Mae | 31418MWK4 | Jun 2026 | 111,935 | $115K | 0.01% | ABS-MBS |
| 640 | Fannie Mae | 31419AHK6 | Jun 2026 | 111,726 | $115K | 0.01% | ABS-MBS |
| 641 | Freddie Mac | 3132DWJF1 | Jun 2026 | 109,333 | $111K | 0.01% | ABS-MBS |
| 642 | LCH Ltd. | 000000000 | Jun 2026 | 80,500,000 | $108K | 0.01% | DIR |
| 643 | LCH Ltd. | 000000000 | Jun 2026 | 85,900,000 | $106K | 0.01% | DIR |
| 644 | GSR Mortgage Loan Trust | 362341RX9 | Jun 2026 | 107,468 | $103K | 0.01% | ABS-MBS |
| 645 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $102K | 0.01% | DFE |
| 646 | LCH Ltd. | 000000000 | Jun 2026 | 20,260,000 | $97K | 0.01% | DIR |
| 647 | Fannie Mae | 31419FWM4 | Jun 2026 | 96,976 | $96K | 0.01% | ABS-MBS |
| 648 | Countrywide Home Loans | 12669F6Z1 | Jun 2026 | 97,948 | $94K | 0.01% | ABS-MBS |
| 649 | LCH Ltd. | 000000000 | Jun 2026 | 2,400,000 | $94K | 0.01% | DIR |
| 650 | Fannie Mae | 31374CK96 | Jun 2026 | 88,471 | $91K | 0.01% | ABS-MBS |
| 651 | LCH Ltd. | 000000000 | Jun 2026 | 2,600,000 | $90K | 0.01% | DIR |
| 652 | Fannie Mae | 3140QPKX4 | Jun 2026 | 93,899 | $88K | 0.01% | ABS-MBS |
| 653 | CENTENE CORP | 15135BAZ4 | Jun 2026 | 100,000 | $87K | 0.01% | DBT |
| 654 | UMBS, TBA | 01F030686 | Jun 2026 | 100,000 | $87K | 0.01% | ABS-MBS |
| 655 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $86K | 0.01% | DFE |
| 656 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $85K | 0.01% | DFE |
| 657 | LCH Ltd. | 000000000 | Jun 2026 | 3,400,000 | $84K | 0.01% | DIR |
| 658 | Freddie Mac | 31335BLU8 | Jun 2026 | 87,546 | $83K | 0.01% | ABS-MBS |
| 659 | MASTR Specialized Loan Trust | 57643AAA8 | Jun 2026 | 82,645 | $82K | 0.01% | ABS-O |
| 660 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $81K | 0.00% | DFE |
| 661 | MASTR Specialized Loan Trust | 57645KAA4 | Jun 2026 | 207,861 | $80K | 0.00% | ABS-O |
| 662 | Residential Funding Mtg Sec I | 76111XYD9 | Jun 2026 | 123,527 | $77K | 0.00% | ABS-MBS |
| 663 | LCH Ltd. | 000000000 | Jun 2026 | 3,800,000 | $76K | 0.00% | DIR |
| 664 | Banco Santander SA | 000000000 | Jun 2026 | 1 | $74K | 0.00% | DFE |
| 665 | Bear Stearns Alt-A Trust | 07386HVS7 | Jun 2026 | 140,388 | $72K | 0.00% | ABS-MBS |
| 666 | Freddie Mac | 3133KQXT8 | Jun 2026 | 72,571 | $72K | 0.00% | ABS-MBS |
| 667 | LCH Ltd. | 000000000 | Jun 2026 | 1,400,000 | $71K | 0.00% | DIR |
| 668 | Fannie Mae | 3140N1ZL0 | Jun 2026 | 75,800 | $71K | 0.00% | ABS-MBS |
| 669 | Fannie Mae | 31416CLT1 | Jun 2026 | 66,504 | $70K | 0.00% | ABS-MBS |
| 670 | LCH Ltd. | 000000000 | Jun 2026 | 2,700,000 | $69K | 0.00% | DIR |
| 671 | LCH Ltd. | 000000000 | Jun 2026 | 3,340,000 | $69K | 0.00% | DIR |
| 672 | PIMCO PRV SHORT TERM FLT III | 72201W154 | Jun 2026 | 6,849 | $67K | 0.00% | STIV |
| 673 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $67K | 0.00% | DFE |
| 674 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $66K | 0.00% | DFE |
| 675 | Citibank NA | 000000000 | Jun 2026 | 1 | $66K | 0.00% | DFE |
| 676 | LCH Ltd. | 000000000 | Jun 2026 | 3,400,000 | $63K | 0.00% | DIR |
| 677 | LCH Ltd. | 000000000 | Jun 2026 | 2,500,000 | $62K | 0.00% | DIR |
| 678 | LCH Ltd. | 000000000 | Jun 2026 | 2,000,000 | $60K | 0.00% | DIR |
| 679 | Fannie Mae | 31412QM89 | Jun 2026 | 58,430 | $60K | 0.00% | ABS-MBS |
| 680 | Fannie Mae | 3140QPK48 | Jun 2026 | 63,051 | $59K | 0.00% | ABS-MBS |
| 681 | Fannie Mae | 31417YKM8 | Jun 2026 | 59,658 | $59K | 0.00% | ABS-MBS |
| 682 | LCH Ltd. | 000000000 | Jun 2026 | 4,400,000 | $59K | 0.00% | DIR |
| 683 | LCH Ltd. | 000000000 | Jun 2026 | 3,100,000 | $59K | 0.00% | DIR |
| 684 | LCH Ltd. | 000000000 | Jun 2026 | 7,300,000 | $58K | 0.00% | DIR |
| 685 | LCH Ltd. | 000000000 | Jun 2026 | 2,000,000 | $58K | 0.00% | DIR |
| 686 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $57K | 0.00% | DFE |
| 687 | Fannie Mae | 31417YSY4 | Jun 2026 | 57,801 | $57K | 0.00% | ABS-MBS |
| 688 | LCH Ltd. | 000000000 | Jun 2026 | 2,400,000 | $54K | 0.00% | DIR |
| 689 | WAMU Mortgage Pass-Through Certificates | 92922F4M7 | Jun 2026 | 53,474 | $52K | 0.00% | ABS-MBS |
| 690 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $52K | 0.00% | DFE |
| 691 | LCH Ltd. | 000000000 | Jun 2026 | 1,000,000 | $51K | 0.00% | DIR |
| 692 | LCH Ltd. | 000000000 | Jun 2026 | 2,300,000 | $51K | 0.00% | DIR |
| 693 | Fannie Mae | 31414JAL7 | Jun 2026 | 47,658 | $49K | 0.00% | ABS-MBS |
| 694 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $47K | 0.00% | DFE |
| 695 | Structured Asset Mortgage Investments Inc | 86359LPE3 | Jun 2026 | 48,566 | $47K | 0.00% | ABS-MBS |
| 696 | MortgageIT Trust | 61913PAZ5 | Jun 2026 | 46,078 | $46K | 0.00% | ABS-MBS |
| 697 | Citibank NA | 000000000 | Jun 2026 | 1 | $46K | 0.00% | DFE |
| 698 | Fannie Mae | 31396V4Q8 | Jun 2026 | 46,857 | $46K | 0.00% | ABS-MBS |
| 699 | MASTR Reperforming Loan Trust | 57643QBP9 | Jun 2026 | 68,146 | $46K | 0.00% | ABS-MBS |
| 700 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $46K | 0.00% | DFE |
| 701 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $46K | 0.00% | DFE |
| 702 | Fannie Mae | 31407ADB4 | Jun 2026 | 44,065 | $44K | 0.00% | ABS-MBS |
| 703 | Countrywide Asset-Backed Certificates | 23243WAA6 | Jun 2026 | 43,759 | $43K | 0.00% | ABS-O |
| 704 | Banco Santander SA | 000000000 | Jun 2026 | 1 | $43K | 0.00% | DFE |
| 705 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $42K | 0.00% | DFE |
| 706 | Nomura Global Financial Products, Inc. | 000000000 | Jun 2026 | 1 | $41K | 0.00% | DFE |
| 707 | LCH Ltd. | 000000000 | Jun 2026 | 2,300,000 | $40K | 0.00% | DIR |
| 708 | Fannie Mae | 31413RGH3 | Jun 2026 | 38,807 | $40K | 0.00% | ABS-MBS |
| 709 | FannieMae Whole Loan | 31392GVX0 | Jun 2026 | 39,949 | $40K | 0.00% | ABS-MBS |
| 710 | Citibank NA | 000000000 | Jun 2026 | 21,700,000 | $39K | 0.00% | DIR |
| 711 | Eurex Deutschland | 000000000 | Jun 2026 | 32 | $38K | 0.00% | DIR |
| 712 | Australia & New Zealand Banking Group Ltd. | 000000000 | Jun 2026 | 1 | $38K | 0.00% | DFE |
| 713 | Chase Mortgage Finance Corporation | 161630AQ1 | Jun 2026 | 38,469 | $38K | 0.00% | ABS-MBS |
| 714 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $37K | 0.00% | DFE |
| 715 | Barclays Bank PLC | 000000000 | Jun 2026 | 1 | $37K | 0.00% | DFE |
| 716 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $35K | 0.00% | DFE |
| 717 | Barclays Bank PLC | 000000000 | Jun 2026 | 1 | $35K | 0.00% | DFE |
| 718 | Bear Stearns Adjustable Rate Mortgage Trust | 073882AA0 | Jun 2026 | 35,041 | $35K | 0.00% | ABS-MBS |
| 719 | LCH Ltd. | 000000000 | Jun 2026 | 2,800,000 | $35K | 0.00% | DIR |
| 720 | Fannie Mae | 31412MJ82 | Jun 2026 | 33,555 | $34K | 0.00% | ABS-MBS |
| 721 | Citibank NA | 000000000 | Jun 2026 | 1 | $34K | 0.00% | DFE |
| 722 | Deutsche Bank AG | 000000000 | Jun 2026 | 1 | $34K | 0.00% | DFE |
| 723 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $33K | 0.00% | DFE |
| 724 | Fannie Mae | 31404AHB3 | Jun 2026 | 32,208 | $33K | 0.00% | ABS-MBS |
| 725 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $33K | 0.00% | DFE |
| 726 | Fannie Mae | 31402QYY1 | Jun 2026 | 32,118 | $33K | 0.00% | ABS-MBS |
| 727 | Freddie Mac | 3128M75R3 | Jun 2026 | 31,425 | $32K | 0.00% | ABS-MBS |
| 728 | Structured Adjustable Rate Mortgage Loan Trust | 86359BWG2 | Jun 2026 | 31,799 | $31K | 0.00% | ABS-MBS |
| 729 | Citibank NA | 000000000 | Jun 2026 | 1 | $31K | 0.00% | DFE |
| 730 | Fannie Mae | 31403CXW6 | Jun 2026 | 29,990 | $31K | 0.00% | ABS-MBS |
| 731 | Fannie Mae | 31406B3Z1 | Jun 2026 | 30,189 | $30K | 0.00% | ABS-MBS |
| 732 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $29K | 0.00% | DFE |
| 733 | LCH Ltd. | 000000000 | Jun 2026 | 1,000,000 | $29K | 0.00% | DIR |
| 734 | Banc of America Funding Corporation | 058927AA2 | Jun 2026 | 29,550 | $28K | 0.00% | ABS-MBS |
| 735 | LCH Ltd. | 000000000 | Jun 2026 | 1,000,000 | $28K | 0.00% | DIR |
| 736 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $27K | 0.00% | DFE |
| 737 | Intercontinental Exchange, Inc. | 000000000 | Jun 2026 | 2,200,000 | $27K | 0.00% | DCR |
| 738 | LCH Ltd. | 000000000 | Jun 2026 | 1,800,000 | $26K | 0.00% | DIR |
| 739 | Freddie Mac | 31397PLU2 | Jun 2026 | 25,684 | $26K | 0.00% | ABS-MBS |
| 740 | LCH Ltd. | 000000000 | Jun 2026 | 1,000,000 | $26K | 0.00% | DIR |
| 741 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $26K | 0.00% | DFE |
| 742 | Australia & New Zealand Banking Group Ltd. | 000000000 | Jun 2026 | 1 | $25K | 0.00% | DFE |
| 743 | Intercontinental Exchange, Inc. | 000000000 | Jun 2026 | 3,500,000 | $25K | 0.00% | DCR |
| 744 | LCH Ltd. | 000000000 | Jun 2026 | 3,400,000 | $25K | 0.00% | DIR |
| 745 | Fannie Mae | 31405AX32 | Jun 2026 | 24,804 | $25K | 0.00% | ABS-MBS |
| 746 | Standard Chartered Bank | 000000000 | Jun 2026 | 1 | $25K | 0.00% | DFE |
| 747 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $25K | 0.00% | DFE |
| 748 | Fannie Mae | 31403DD97 | Jun 2026 | 23,459 | $24K | 0.00% | ABS-MBS |
| 749 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $24K | 0.00% | DFE |
| 750 | Societe Generale SA | 000000000 | Jun 2026 | 1 | $23K | 0.00% | DFE |
| 751 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $23K | 0.00% | DFE |
| 752 | Societe Generale SA | 000000000 | Jun 2026 | 1 | $23K | 0.00% | DFE |
| 753 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $23K | 0.00% | DFE |
| 754 | Fannie Mae | 3138EGP40 | Jun 2026 | 21,833 | $22K | 0.00% | ABS-MBS |
| 755 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $22K | 0.00% | DFE |
| 756 | Fannie Mae | 31416BN53 | Jun 2026 | 21,850 | $22K | 0.00% | ABS-MBS |
| 757 | Morgan Stanley Capital Inc | 61744CJU1 | Jun 2026 | 22,220 | $22K | 0.00% | ABS-MBS |
| 758 | LCH Ltd. | 000000000 | Jun 2026 | 3,400,000 | $22K | 0.00% | DIR |
| 759 | CarMax Auto Owner Trust | 14318DAC3 | Jun 2026 | 21,334 | $21K | 0.00% | ABS-O |
| 760 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $21K | 0.00% | DFE |
| 761 | Fannie Mae | 31410KXV1 | Jun 2026 | 20,447 | $21K | 0.00% | ABS-MBS |
| 762 | Morgan Stanley Capital Inc | 617451EU9 | Jun 2026 | 25,120 | $21K | 0.00% | ABS-MBS |
| 763 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $20K | 0.00% | DFE |
| 764 | Fannie Mae | 31374CNV4 | Jun 2026 | 19,799 | $20K | 0.00% | ABS-MBS |
| 765 | Eurohome UK Mortgages Plc | 000000000 | Jun 2026 | 15,120 | $20K | 0.00% | ABS-MBS |
| 766 | Morgan Stanley Capital Services LLC | 000000000 | Jun 2026 | 5,100,000 | $19K | 0.00% | DCR |
| 767 | Societe Generale SA | 000000000 | Jun 2026 | 1 | $19K | 0.00% | DFE |
| 768 | Fannie Mae | 31417YS40 | Jun 2026 | 18,436 | $18K | 0.00% | ABS-MBS |
| 769 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $18K | 0.00% | DFE |
| 770 | Standard Chartered Bank | 000000000 | Jun 2026 | 1 | $18K | 0.00% | DFE |
| 771 | Citibank NA | 000000000 | Jun 2026 | 1 | $18K | 0.00% | DFE |
| 772 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $18K | 0.00% | DFE |
| 773 | Barclays Bank PLC | 000000000 | Jun 2026 | 1 | $18K | 0.00% | DFE |
| 774 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $18K | 0.00% | DFE |
| 775 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $18K | 0.00% | DFE |
| 776 | LCH Ltd. | 000000000 | Jun 2026 | 3,100,000 | $18K | 0.00% | DIR |
| 777 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $18K | 0.00% | DFE |
| 778 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $18K | 0.00% | DFE |
| 779 | Deutsche Bank AG | 000000000 | Jun 2026 | 1 | $17K | 0.00% | DFE |
| 780 | Morgan Stanley Mortgage Loan Trust | 61749LAP6 | Jun 2026 | 17,567 | $17K | 0.00% | ABS-MBS |
| 781 | LCH Ltd. | 000000000 | Jun 2026 | 3,100,000 | $17K | 0.00% | DIR |
| 782 | Banco Santander SA | 000000000 | Jun 2026 | 1 | $17K | 0.00% | DFE |
| 783 | Fannie Mae | 31400CCG7 | Jun 2026 | 16,105 | $16K | 0.00% | ABS-MBS |
| 784 | Fannie Mae | 31418CNE0 | Jun 2026 | 17,102 | $16K | 0.00% | ABS-MBS |
| 785 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $16K | 0.00% | DFE |
| 786 | Morgan Stanley Capital Services LLC | 000000000 | Jun 2026 | 3,000,000 | $16K | 0.00% | DCR |
| 787 | Freddie Mac | 3128M6NL8 | Jun 2026 | 15,000 | $15K | 0.00% | ABS-MBS |
| 788 | Fremont Home Loan Owner Trust | 35729BAF8 | Jun 2026 | 15,265 | $15K | 0.00% | ABS-MBS |
| 789 | Fannie Mae | 31406V3Q7 | Jun 2026 | 14,871 | $15K | 0.00% | ABS-MBS |
| 790 | GSAMP Trust | 36242DKL6 | Jun 2026 | 14,606 | $15K | 0.00% | ABS-O |
| 791 | Fannie Mae | 31376KRF5 | Jun 2026 | 14,410 | $15K | 0.00% | ABS-MBS |
| 792 | Intercontinental Exchange, Inc. | 000000000 | Jun 2026 | 3,200,000 | $15K | 0.00% | DCR |
| 793 | Citibank NA | 000000000 | Jun 2026 | 1 | $15K | 0.00% | DFE |
| 794 | Fannie Mae | 3140J6GM3 | Jun 2026 | 14,948 | $14K | 0.00% | ABS-MBS |
| 795 | LCH Ltd. | 000000000 | Jun 2026 | 600,000 | $14K | 0.00% | DIR |
| 796 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $14K | 0.00% | DFE |
| 797 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $14K | 0.00% | DFE |
| 798 | LCH Ltd. | 000000000 | Jun 2026 | 54,000,000 | $14K | 0.00% | DIR |
| 799 | Freddie Mac | 31296PDS8 | Jun 2026 | 13,551 | $13K | 0.00% | ABS-MBS |
| 800 | Freddie Mac | 3128M5R93 | Jun 2026 | 13,007 | $13K | 0.00% | ABS-MBS |
| 801 | LCH Ltd. | 000000000 | Jun 2026 | 2,400,000 | $13K | 0.00% | DIR |
| 802 | Fannie Mae | 31419ASF5 | Jun 2026 | 12,936 | $13K | 0.00% | ABS-MBS |
| 803 | Countrywide Alternative Loan Trust | 12668ATT2 | Jun 2026 | 14,830 | $13K | 0.00% | ABS-MBS |
| 804 | State Street Bank & Trust Co. | 000000000 | Jun 2026 | 1 | $13K | 0.00% | DFE |
| 805 | LCH Ltd. | 000000000 | Jun 2026 | 3,200,000 | $13K | 0.00% | DIR |
| 806 | Freddie Mac | 3128P7NT6 | Jun 2026 | 12,869 | $13K | 0.00% | ABS-MBS |
| 807 | Morgan Stanley Capital Services LLC | 000000000 | Jun 2026 | 2,700,000 | $13K | 0.00% | DCR |
| 808 | LCH Ltd. | 000000000 | Jun 2026 | 500,000 | $13K | 0.00% | DIR |
| 809 | Freddie Mac | 3128M6PJ1 | Jun 2026 | 12,204 | $13K | 0.00% | ABS-MBS |
| 810 | Intercontinental Exchange, Inc. | 000000000 | Jun 2026 | 550,000 | $12K | 0.00% | DCR |
| 811 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $12K | 0.00% | DFE |
| 812 | Standard Chartered Bank | 000000000 | Jun 2026 | 1 | $12K | 0.00% | DFE |
| 813 | Mellon Residential Funding Corporation | 585525FX1 | Jun 2026 | 12,017 | $12K | 0.00% | ABS-MBS |
| 814 | LCH Ltd. | 000000000 | Jun 2026 | 690,000 | $12K | 0.00% | DIR |
| 815 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $12K | 0.00% | DFE |
| 816 | Fannie Mae | 31413JR22 | Jun 2026 | 11,053 | $12K | 0.00% | ABS-MBS |
| 817 | Fannie Mae | 31407MZ99 | Jun 2026 | 10,978 | $11K | 0.00% | ABS-MBS |
| 818 | Fannie Mae | 31416KT81 | Jun 2026 | 10,953 | $11K | 0.00% | ABS-MBS |
| 819 | Banco Santander SA | 000000000 | Jun 2026 | 1 | $11K | 0.00% | DFE |
| 820 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $11K | 0.00% | DFE |
| 821 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $11K | 0.00% | DFE |
| 822 | Fannie Mae | 31410FSL0 | Jun 2026 | 10,735 | $11K | 0.00% | ABS-MBS |
| 823 | Fannie Mae | 31404DJ82 | Jun 2026 | 10,568 | $11K | 0.00% | ABS-MBS |
| 824 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $11K | 0.00% | DFE |
| 825 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $11K | 0.00% | DFE |
| 826 | Fannie Mae | 31417YR90 | Jun 2026 | 10,379 | $10K | 0.00% | ABS-MBS |
| 827 | LCH Ltd. | 000000000 | Jun 2026 | 200,000 | $10K | 0.00% | DIR |
| 828 | Fannie Mae | 31415XVW8 | Jun 2026 | 10,051 | $10K | 0.00% | ABS-MBS |
| 829 | Fannie Mae | 31410GV67 | Jun 2026 | 10,088 | $10K | 0.00% | ABS-MBS |
| 830 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $10K | 0.00% | DFE |
| 831 | Societe Generale SA | 000000000 | Jun 2026 | 1 | $10K | 0.00% | DFE |
| 832 | Government National Mortgage Association | 38374DTL3 | Jun 2026 | 10,148 | $10K | 0.00% | ABS-MBS |
| 833 | LCH Ltd. | 000000000 | Jun 2026 | 200,000 | $10K | 0.00% | DIR |
| 834 | LCH Ltd. | 000000000 | Jun 2026 | 1,200,000 | $10K | 0.00% | DIR |
| 835 | FannieMae Whole Loan | 31394ALL8 | Jun 2026 | 9,445 | $10K | 0.00% | ABS-MBS |
| 836 | LCH Ltd. | 000000000 | Jun 2026 | 800,000 | $9K | 0.00% | DIR |
| 837 | Fannie Mae | 31403VTR0 | Jun 2026 | 9,259 | $9K | 0.00% | ABS-MBS |
| 838 | Fannie Mae | 31419FGM2 | Jun 2026 | 9,442 | $9K | 0.00% | ABS-MBS |
| 839 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $9K | 0.00% | DFE |
| 840 | Nomura Global Financial Products, Inc. | 000000000 | Jun 2026 | 1 | $9K | 0.00% | DFE |
| 841 | Nomura Global Financial Products, Inc. | 000000000 | Jun 2026 | 1 | $9K | 0.00% | DFE |
| 842 | Fannie Mae | 31410KXE9 | Jun 2026 | 8,576 | $9K | 0.00% | ABS-MBS |
| 843 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $9K | 0.00% | DFE |
| 844 | Deutsche Bank AG | 000000000 | Jun 2026 | 1 | $9K | 0.00% | DFE |
| 845 | Banc of America Mortgage Securities | 05948XT27 | Jun 2026 | 8,753 | $9K | 0.00% | ABS-MBS |
| 846 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $9K | 0.00% | DFE |
| 847 | Societe Generale SA | 000000000 | Jun 2026 | 1 | $9K | 0.00% | DFE |
| 848 | Freddie Mac | 3128M5EH9 | Jun 2026 | 7,969 | $8K | 0.00% | ABS-MBS |
| 849 | Countrywide Home Loans | 12669GHG9 | Jun 2026 | 8,255 | $8K | 0.00% | ABS-MBS |
| 850 | Citibank NA | 000000000 | Jun 2026 | 1 | $8K | 0.00% | DFE |
| 851 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $8K | 0.00% | DFE |
| 852 | LCH Ltd. | 000000000 | Jun 2026 | 1,100,000 | $8K | 0.00% | DIR |
| 853 | Barclays Bank PLC | 000000000 | Jun 2026 | 1 | $8K | 0.00% | DFE |
| 854 | LCH Ltd. | 000000000 | Jun 2026 | 1,150,000 | $8K | 0.00% | DIR |
| 855 | LCH Ltd. | 000000000 | Jun 2026 | 2,700,000 | $8K | 0.00% | DIR |
| 856 | Freddie Mac | 3128P7MY6 | Jun 2026 | 7,703 | $8K | 0.00% | ABS-MBS |
| 857 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $8K | 0.00% | DFE |
| 858 | Bear Stearns Adjustable Rate Mortgage Trust | 07384MR87 | Jun 2026 | 8,071 | $8K | 0.00% | ABS-MBS |
| 859 | IndyMac ARM Trust | 45660UAQ2 | Jun 2026 | 7,563 | $7K | 0.00% | ABS-MBS |
| 860 | Fannie Mae | 3138ELCT8 | Jun 2026 | 7,062 | $7K | 0.00% | ABS-MBS |
| 861 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $7K | 0.00% | DFE |
| 862 | Fannie Mae | 31368HNQ2 | Jun 2026 | 7,024 | $7K | 0.00% | ABS-MBS |
| 863 | Prime Mortgage Trust | 74160MDL3 | Jun 2026 | 7,418 | $7K | 0.00% | ABS-MBS |
| 864 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $7K | 0.00% | DFE |
| 865 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $7K | 0.00% | DFE |
| 866 | Fannie Mae | 31403YB36 | Jun 2026 | 6,970 | $7K | 0.00% | ABS-MBS |
| 867 | Intercontinental Exchange, Inc. | 000000000 | Jun 2026 | 500,000 | $7K | 0.00% | DCR |
| 868 | Fannie Mae | 31415LRR0 | Jun 2026 | 6,797 | $7K | 0.00% | ABS-MBS |
| 869 | Bear Stearns Adjustable Rate Mortgage Trust | 07384MB68 | Jun 2026 | 7,287 | $7K | 0.00% | ABS-MBS |
| 870 | Citigroup Mortgage Loan Trust Inc | 17307GEC8 | Jun 2026 | 7,283 | $7K | 0.00% | ABS-MBS |
| 871 | Fannie Mae | 31411JRS7 | Jun 2026 | 6,629 | $7K | 0.00% | ABS-MBS |
| 872 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $7K | 0.00% | DFE |
| 873 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $7K | 0.00% | DFE |
| 874 | Nomura Global Financial Products, Inc. | 000000000 | Jun 2026 | 1 | $7K | 0.00% | DFE |
| 875 | Fannie Mae | 31403VXE4 | Jun 2026 | 6,637 | $7K | 0.00% | ABS-MBS |
| 876 | Fannie Mae | 31416RE66 | Jun 2026 | 6,777 | $7K | 0.00% | ABS-MBS |
| 877 | Citibank NA | 000000000 | Jun 2026 | 1 | $6K | 0.00% | DFE |
| 878 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $6K | 0.00% | DFE |
| 879 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $6K | 0.00% | DFE |
| 880 | Fannie Mae | 31410FU45 | Jun 2026 | 6,183 | $6K | 0.00% | ABS-MBS |
| 881 | Fannie Mae | 31371K2Z3 | Jun 2026 | 6,246 | $6K | 0.00% | ABS-MBS |
| 882 | Fannie Mae | 31410KXK5 | Jun 2026 | 6,141 | $6K | 0.00% | ABS-MBS |
| 883 | Bear Stearns Adjustable Rate Mortgage Trust | 07384M4E9 | Jun 2026 | 6,397 | $6K | 0.00% | ABS-MBS |
| 884 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $6K | 0.00% | DFE |
| 885 | Barclays Bank PLC | 000000000 | Jun 2026 | 1 | $6K | 0.00% | DFE |
| 886 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $6K | 0.00% | DFE |
| 887 | Fannie Mae | 31402RRC5 | Jun 2026 | 5,813 | $6K | 0.00% | ABS-MBS |
| 888 | Freddie Mac | 3128M5LV0 | Jun 2026 | 5,679 | $6K | 0.00% | ABS-MBS |
| 889 | Freddie Mac | 3128P7NL3 | Jun 2026 | 5,854 | $6K | 0.00% | ABS-MBS |
| 890 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $6K | 0.00% | DFE |
| 891 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $6K | 0.00% | DFE |
| 892 | JP Morgan Mortgage Trust | 466247BL6 | Jun 2026 | 6,315 | $6K | 0.00% | ABS-MBS |
| 893 | Fannie Mae | 31406DAF3 | Jun 2026 | 5,584 | $6K | 0.00% | ABS-MBS |
| 894 | Deutsche Bank AG | 000000000 | Jun 2026 | 1 | $6K | 0.00% | DFE |
| 895 | Societe Generale SA | 000000000 | Jun 2026 | 1 | $5K | 0.00% | DFE |
| 896 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $5K | 0.00% | DFE |
| 897 | Fannie Mae | 31406HZQ3 | Jun 2026 | 5,378 | $5K | 0.00% | ABS-MBS |
| 898 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $5K | 0.00% | DFE |
| 899 | Freddie Mac | 31297VAM0 | Jun 2026 | 5,212 | $5K | 0.00% | ABS-MBS |
| 900 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $5K | 0.00% | DFE |
| 901 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $5K | 0.00% | DFE |
| 902 | Citibank NA | 000000000 | Jun 2026 | 1 | $5K | 0.00% | DFE |
| 903 | Fannie Mae | 31418MT44 | Jun 2026 | 4,979 | $5K | 0.00% | ABS-MBS |
| 904 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $5K | 0.00% | DFE |
| 905 | Fannie Mae | 31410GRN5 | Jun 2026 | 4,812 | $5K | 0.00% | ABS-MBS |
| 906 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $5K | 0.00% | DFE |
| 907 | Fannie Mae | 31417Y3J4 | Jun 2026 | 4,761 | $5K | 0.00% | ABS-MBS |
| 908 | Government National Mortgage Association | 36225CFW1 | Jun 2026 | 4,820 | $5K | 0.00% | ABS-MBS |
| 909 | Fannie Mae | 31405XCV3 | Jun 2026 | 4,667 | $5K | 0.00% | ABS-MBS |
| 910 | Government National Mortgage Association | 36225DCE2 | Jun 2026 | 4,611 | $5K | 0.00% | ABS-MBS |
| 911 | Fannie Mae | 31403JZM1 | Jun 2026 | 4,640 | $5K | 0.00% | ABS-MBS |
| 912 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $5K | 0.00% | DFE |
| 913 | Fannie Mae | 31371MLB1 | Jun 2026 | 4,481 | $5K | 0.00% | ABS-MBS |
| 914 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $5K | 0.00% | DFE |
| 915 | LCH Ltd. | 000000000 | Jun 2026 | 6,700,000 | $5K | 0.00% | DIR |
| 916 | Fannie Mae | 31412MTG3 | Jun 2026 | 4,360 | $4K | 0.00% | ABS-MBS |
| 917 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $4K | 0.00% | DFE |
| 918 | Fannie Mae | 31415P3Y2 | Jun 2026 | 4,308 | $4K | 0.00% | ABS-MBS |
| 919 | Fannie Mae | 31403BCQ4 | Jun 2026 | 4,199 | $4K | 0.00% | ABS-MBS |
| 920 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $4K | 0.00% | DFE |
| 921 | Fannie Mae | 31417YEC7 | Jun 2026 | 4,163 | $4K | 0.00% | ABS-MBS |
| 922 | Credit Suisse First Boston Mortgage Securities | 22540VK43 | Jun 2026 | 4,199 | $4K | 0.00% | ABS-MBS |
| 923 | Freddie Mac | 31296JXY7 | Jun 2026 | 4,116 | $4K | 0.00% | ABS-MBS |
| 924 | Fannie Mae | 31414PA33 | Jun 2026 | 3,975 | $4K | 0.00% | ABS-MBS |
| 925 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $4K | 0.00% | DFE |
| 926 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $4K | 0.00% | DFE |
| 927 | Freddie Mac | 3128LXTX8 | Jun 2026 | 3,725 | $4K | 0.00% | ABS-MBS |
| 928 | Fannie Mae | 31402QSZ5 | Jun 2026 | 3,884 | $4K | 0.00% | ABS-MBS |
| 929 | Fannie Mae | 31376KR32 | Jun 2026 | 3,882 | $4K | 0.00% | ABS-MBS |
| 930 | Structured Asset Mortgage Investments Inc | 86358HRX9 | Jun 2026 | 4,353 | $4K | 0.00% | ABS-MBS |
| 931 | Fannie Mae | 31413ADY6 | Jun 2026 | 3,819 | $4K | 0.00% | ABS-MBS |
| 932 | Fannie Mae | 31402RQN2 | Jun 2026 | 3,775 | $4K | 0.00% | ABS-MBS |
| 933 | Fannie Mae | 31402DP46 | Jun 2026 | 3,607 | $4K | 0.00% | ABS-MBS |
| 934 | Standard Chartered Bank | 000000000 | Jun 2026 | 1 | $4K | 0.00% | DFE |
| 935 | Fannie Mae | 31417YRP4 | Jun 2026 | 3,587 | $4K | 0.00% | ABS-MBS |
| 936 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $4K | 0.00% | DFE |
| 937 | Fannie Mae | 31402C4J8 | Jun 2026 | 3,328 | $3K | 0.00% | ABS-MBS |
| 938 | Freddie Mac | 3128JNVF9 | Jun 2026 | 3,264 | $3K | 0.00% | ABS-MBS |
| 939 | Fannie Mae | 31406S4P5 | Jun 2026 | 3,285 | $3K | 0.00% | ABS-MBS |
| 940 | Citibank NA | 000000000 | Jun 2026 | 1 | $3K | 0.00% | DFE |
| 941 | LCH Ltd. | 000000000 | Jun 2026 | 2,100,000 | $3K | 0.00% | DIR |
| 942 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $3K | 0.00% | DFE |
| 943 | Fannie Mae | 31410SAF4 | Jun 2026 | 3,028 | $3K | 0.00% | ABS-MBS |
| 944 | Fannie Mae | 31416BL63 | Jun 2026 | 2,933 | $3K | 0.00% | ABS-MBS |
| 945 | Fannie Mae | 31410G4T7 | Jun 2026 | 2,939 | $3K | 0.00% | ABS-MBS |
| 946 | Freddie Mac | 3128M6PB8 | Jun 2026 | 2,857 | $3K | 0.00% | ABS-MBS |
| 947 | LCH Ltd. | 000000000 | Jun 2026 | 500,000 | $3K | 0.00% | DIR |
| 948 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $3K | 0.00% | DFE |
| 949 | Fannie Mae | 31410F5M3 | Jun 2026 | 2,741 | $3K | 0.00% | ABS-MBS |
| 950 | LCH Ltd. | 000000000 | Jun 2026 | 6,800,000 | $3K | 0.00% | DIR |
| 951 | Citibank NA | 000000000 | Jun 2026 | 1 | $3K | 0.00% | DFE |
| 952 | Freddie Mac | 3128L6BS7 | Jun 2026 | 2,561 | $3K | 0.00% | ABS-MBS |
| 953 | Countrywide Home Loans | 12669GTV3 | Jun 2026 | 2,675 | $3K | 0.00% | ABS-MBS |
| 954 | Freddie Mac | 3128M4B69 | Jun 2026 | 2,456 | $3K | 0.00% | ABS-MBS |
| 955 | Freddie Mac | 3128Q2DS9 | Jun 2026 | 2,415 | $2K | 0.00% | ABS-MBS |
| 956 | Barclays Bank PLC | 000000000 | Jun 2026 | 1 | $2K | 0.00% | DFE |
| 957 | Fannie Mae | 31404CF54 | Jun 2026 | 2,417 | $2K | 0.00% | ABS-MBS |
| 958 | Fannie Mae | 31409G5L6 | Jun 2026 | 2,379 | $2K | 0.00% | ABS-MBS |
| 959 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $2K | 0.00% | DFE |
| 960 | Fannie Mae | 31418DKG6 | Jun 2026 | 2,436 | $2K | 0.00% | ABS-MBS |
| 961 | Fannie Mae | 31371MMG9 | Jun 2026 | 2,301 | $2K | 0.00% | ABS-MBS |
| 962 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $2K | 0.00% | DFE |
| 963 | Fannie Mae | 31371KWH0 | Jun 2026 | 2,257 | $2K | 0.00% | ABS-MBS |
| 964 | Fannie Mae | 31403DDX4 | Jun 2026 | 2,232 | $2K | 0.00% | ABS-MBS |
| 965 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $2K | 0.00% | DFE |
| 966 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $2K | 0.00% | DFE |
| 967 | Fannie Mae | 31404QQ36 | Jun 2026 | 2,193 | $2K | 0.00% | ABS-MBS |
| 968 | Fannie Mae | 31401CGJ6 | Jun 2026 | 2,180 | $2K | 0.00% | ABS-MBS |
| 969 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $2K | 0.00% | DFE |
| 970 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $2K | 0.00% | DFE |
| 971 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $2K | 0.00% | DFE |
| 972 | Freddie Mac | 3128M6PE2 | Jun 2026 | 1,967 | $2K | 0.00% | ABS-MBS |
| 973 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $2K | 0.00% | DFE |
| 974 | Intercontinental Exchange, Inc. | 000000000 | Jun 2026 | 200,000 | $2K | 0.00% | DCR |
| 975 | Fannie Mae | 31404BRT1 | Jun 2026 | 1,872 | $2K | 0.00% | ABS-MBS |
| 976 | Freddie Mac | 3128L0XJ6 | Jun 2026 | 1,785 | $2K | 0.00% | ABS-MBS |
| 977 | Fannie Mae | 31412LQ94 | Jun 2026 | 1,682 | $2K | 0.00% | ABS-MBS |
| 978 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $2K | 0.00% | DFE |
| 979 | Freddie Mac | 3128M6PH5 | Jun 2026 | 1,677 | $2K | 0.00% | ABS-MBS |
| 980 | Fannie Mae | 31410FZV0 | Jun 2026 | 1,673 | $2K | 0.00% | ABS-MBS |
| 981 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $2K | 0.00% | DFE |
| 982 | Fannie Mae | 31412NLV6 | Jun 2026 | 1,620 | $2K | 0.00% | ABS-MBS |
| 983 | Freddie Mac | 3128M6NV6 | Jun 2026 | 1,599 | $2K | 0.00% | ABS-MBS |
| 984 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $2K | 0.00% | DFE |
| 985 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $2K | 0.00% | DFE |
| 986 | Deutsche Bank AG | 000000000 | Jun 2026 | 1 | $2K | 0.00% | DFE |
| 987 | Bear Stearns Adjustable Rate Mortgage Trust | 07384MTN2 | Jun 2026 | 1,568 | $2K | 0.00% | ABS-MBS |
| 988 | Fannie Mae | 31406XWT5 | Jun 2026 | 1,494 | $2K | 0.00% | ABS-MBS |
| 989 | Bank of America NA | 000000000 | Jun 2026 | 1 | $2K | 0.00% | DFE |
| 990 | Government National Mortgage Association | 36225BPC6 | Jun 2026 | 1,427 | $1K | 0.00% | ABS-MBS |
| 991 | Citibank NA | 000000000 | Jun 2026 | 1 | $1K | 0.00% | DFE |
| 992 | FannieMae Grantor Trust | 313920UK4 | Jun 2026 | 1,409 | $1K | 0.00% | ABS-MBS |
| 993 | Government National Mortgage Association | 36202D6X4 | Jun 2026 | 1,359 | $1K | 0.00% | ABS-MBS |
| 994 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $1K | 0.00% | DFE |
| 995 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $1K | 0.00% | DFE |
| 996 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $1K | 0.00% | DFE |
| 997 | Fannie Mae | 31418AAW8 | Jun 2026 | 1,304 | $1K | 0.00% | ABS-MBS |
| 998 | Citibank NA | 000000000 | Jun 2026 | 1 | $1K | 0.00% | DFE |
| 999 | Freddie Mac | 31292KNK9 | Jun 2026 | 1,208 | $1K | 0.00% | ABS-MBS |
| 1000 | Australia & New Zealand Banking Group Ltd. | 000000000 | Jun 2026 | 1 | $1K | 0.00% | DFE |
| 1001 | Government National Mortgage Association | 36202D3K5 | Jun 2026 | 1,193 | $1K | 0.00% | ABS-MBS |
| 1002 | Standard Chartered Bank | 000000000 | Jun 2026 | 1 | $1K | 0.00% | DFE |
| 1003 | Fannie Mae | 31371KZA2 | Jun 2026 | 1,147 | $1K | 0.00% | ABS-MBS |
| 1004 | Fannie Mae | 31419FGN0 | Jun 2026 | 1,156 | $1K | 0.00% | ABS-MBS |
| 1005 | Government National Mortgage Association | 36202D7L9 | Jun 2026 | 1,071 | $1K | 0.00% | ABS-MBS |
| 1006 | Fannie Mae | 31418AAJ7 | Jun 2026 | 1,128 | $1K | 0.00% | ABS-MBS |
| 1007 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $1K | 0.00% | DFE |
| 1008 | Fannie Mae | 31390ABT6 | Jun 2026 | 1,009 | $1K | 0.00% | ABS-MBS |
| 1009 | Fannie Mae | 31391TWW4 | Jun 2026 | 983 | $1K | 0.00% | ABS-MBS |
| 1010 | Freddie Mac | 3128M5DD9 | Jun 2026 | 958 | $973 | 0.00% | ABS-MBS |
| 1011 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $925 | 0.00% | DFE |
| 1012 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $906 | 0.00% | DFE |
| 1013 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $872 | 0.00% | DFE |
| 1014 | Adjustable Rate Mortgage Trust | 007036MX1 | Jun 2026 | 893 | $864 | 0.00% | ABS-MBS |
| 1015 | UBS AG | 000000000 | Jun 2026 | 1 | $844 | 0.00% | DFE |
| 1016 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $808 | 0.00% | DFE |
| 1017 | Citibank NA | 000000000 | Jun 2026 | 1 | $802 | 0.00% | DFE |
| 1018 | Freddie Mac | 3128K6NM8 | Jun 2026 | 754 | $798 | 0.00% | ABS-MBS |
| 1019 | Fannie Mae | 31385HUQ3 | Jun 2026 | 734 | $747 | 0.00% | ABS-MBS |
| 1020 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $743 | 0.00% | DFE |
| 1021 | Fannie Mae | 31416CAQ9 | Jun 2026 | 730 | $742 | 0.00% | ABS-MBS |
| 1022 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $739 | 0.00% | DFE |
| 1023 | Australia & New Zealand Banking Group Ltd. | 000000000 | Jun 2026 | 1 | $728 | 0.00% | DFE |
| 1024 | LCH Ltd. | 000000000 | Jun 2026 | 1,700,000 | $702 | 0.00% | DIR |
| 1025 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $698 | 0.00% | DFE |
| 1026 | FHLMC Structured Pass Through Securities | 31394JD87 | Jun 2026 | 667 | $683 | 0.00% | ABS-MBS |
| 1027 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $676 | 0.00% | DFE |
| 1028 | Freddie Mac | 3128M4M67 | Jun 2026 | 625 | $644 | 0.00% | ABS-MBS |
| 1029 | LCH Ltd. | 000000000 | Jun 2026 | 300,000 | $631 | 0.00% | DIR |
| 1030 | LCH Ltd. | 000000000 | Jun 2026 | 1,500,000 | $619 | 0.00% | DIR |
| 1031 | UBS AG | 000000000 | Jun 2026 | 1 | $616 | 0.00% | DFE |
| 1032 | Freddie Mac | 31297CWX4 | Jun 2026 | 610 | $615 | 0.00% | ABS-MBS |
| 1033 | Freddie Mac | 3128M45C3 | Jun 2026 | 537 | $550 | 0.00% | ABS-MBS |
| 1034 | Government National Mortgage Association | 36225DHN7 | Jun 2026 | 525 | $536 | 0.00% | ABS-MBS |
| 1035 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $529 | 0.00% | DFE |
| 1036 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $509 | 0.00% | DFE |
| 1037 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $491 | 0.00% | DFE |
| 1038 | Fannie Mae | 31371KBQ3 | Jun 2026 | 468 | $487 | 0.00% | ABS-MBS |
| 1039 | Bank of America NA | 000000000 | Jun 2026 | 1 | $479 | 0.00% | DFE |
| 1040 | Deutsche Bank AG | 000000000 | Jun 2026 | 1 | $475 | 0.00% | DFE |
| 1041 | Government National Mortgage Association | 36202DQC8 | Jun 2026 | 421 | $438 | 0.00% | ABS-MBS |
| 1042 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $434 | 0.00% | DFE |
| 1043 | Fannie Mae | 31412PCD1 | Jun 2026 | 417 | $413 | 0.00% | ABS-MBS |
| 1044 | Nomura Global Financial Products, Inc. | 000000000 | Jun 2026 | 1 | $384 | 0.00% | DFE |
| 1045 | Government National Mortgage Association | 36202DS51 | Jun 2026 | 356 | $372 | 0.00% | ABS-MBS |
| 1046 | Fannie Mae | 31388UGP9 | Jun 2026 | 363 | $368 | 0.00% | ABS-MBS |
| 1047 | Government National Mortgage Association | 36202DSS1 | Jun 2026 | 353 | $364 | 0.00% | ABS-MBS |
| 1048 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $353 | 0.00% | DFE |
| 1049 | Fannie Mae | 31385JND6 | Jun 2026 | 342 | $351 | 0.00% | ABS-MBS |
| 1050 | Government National Mortgage Association | 36225CVC7 | Jun 2026 | 346 | $349 | 0.00% | ABS-MBS |
| 1051 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $338 | 0.00% | DFE |
| 1052 | Freddie Mac | 31283HZH1 | Jun 2026 | 326 | $330 | 0.00% | ABS-MBS |
| 1053 | Bank of America NA | 000000000 | Jun 2026 | 1 | $315 | 0.00% | DFE |
| 1054 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $287 | 0.00% | DFE |
| 1055 | Barclays Bank PLC | 000000000 | Jun 2026 | 1 | $264 | 0.00% | DFE |
| 1056 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $264 | 0.00% | DFE |
| 1057 | Fannie Mae | 31371HF94 | Jun 2026 | 254 | $260 | 0.00% | ABS-MBS |
| 1058 | Freddie Mac | 3128M6N79 | Jun 2026 | 226 | $231 | 0.00% | ABS-MBS |
| 1059 | Deutsche Bank AG | 000000000 | Jun 2026 | 1 | $225 | 0.00% | DFE |
| 1060 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $220 | 0.00% | DFE |
| 1061 | Bear Stearns Adjustable Rate Mortgage Trust | 07384MSH6 | Jun 2026 | 209 | $217 | 0.00% | ABS-MBS |
| 1062 | Freddie Mac | 31283H2E4 | Jun 2026 | 197 | $198 | 0.00% | ABS-MBS |
| 1063 | Government National Mortgage Association | 36200B7H4 | Jun 2026 | 180 | $184 | 0.00% | ABS-MBS |
| 1064 | Bank of America NA | 000000000 | Jun 2026 | 1 | $177 | 0.00% | DFE |
| 1065 | Fannie Mae | 31417YCJ4 | Jun 2026 | 178 | $176 | 0.00% | ABS-MBS |
| 1066 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $174 | 0.00% | DFE |
| 1067 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $148 | 0.00% | DFE |
| 1068 | State Street Bank & Trust Co. | 000000000 | Jun 2026 | 1 | $124 | 0.00% | DFE |
| 1069 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $103 | 0.00% | DFE |
| 1070 | Fannie Mae | 31384WB66 | Jun 2026 | 83 | $85 | 0.00% | ABS-MBS |
| 1071 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $81 | 0.00% | DFE |
| 1072 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $71 | 0.00% | DFE |
| 1073 | Societe Generale SA | 000000000 | Jun 2026 | 1 | $62 | 0.00% | DFE |
| 1074 | Fannie Mae | 31371HKW7 | Jun 2026 | 34 | $34 | 0.00% | ABS-MBS |
| 1075 | Citibank NA | 000000000 | Jun 2026 | 1 | $30 | 0.00% | DFE |
| 1076 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $30 | 0.00% | DFE |
| 1077 | Fannie Mae | 3138EJE38 | Jun 2026 | 26 | $26 | 0.00% | ABS-MBS |
| 1078 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $17 | 0.00% | DFE |
| 1079 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $15 | 0.00% | DFE |
| 1080 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $9 | 0.00% | DFE |
| 1081 | Bank of America NA | 000000000 | Jun 2026 | 8,900,000 | $9 | 0.00% | DFE |
| 1082 | Citibank NA | 000000000 | Jun 2026 | 1 | $6 | 0.00% | DFE |
| 1083 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $3 | 0.00% | DFE |
| 1084 | Chicago Board of Trade | 000000000 | Jun 2026 | -18 | $-0 | 0.00% | DIR |
| 1085 | Chicago Board of Trade | 000000000 | Jun 2026 | -18 | $-0 | 0.00% | DIR |
| 1086 | Chicago Board of Trade | 000000000 | Jun 2026 | -38 | $-0 | 0.00% | DIR |
| 1087 | Chicago Board of Trade | 000000000 | Jun 2026 | -38 | $-0 | 0.00% | DIR |
| 1088 | Chicago Board of Trade | 000000000 | Jun 2026 | -81 | $-0 | 0.00% | DIR |
| 1089 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-8 | -0.00% | DFE |
| 1090 | Bank of America NA | 000000000 | Jun 2026 | -8,900,000 | $-9 | -0.00% | DFE |
| 1091 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-10 | -0.00% | DFE |
| 1092 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-14 | -0.00% | DFE |
| 1093 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-30 | -0.00% | DFE |
| 1094 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-61 | -0.00% | DFE |
| 1095 | Societe Generale SA | 000000000 | Jun 2026 | 1 | $-62 | -0.00% | DFE |
| 1096 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-81 | -0.00% | DFE |
| 1097 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-100 | -0.00% | DFE |
| 1098 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $-102 | -0.00% | DFE |
| 1099 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-104 | -0.00% | DFE |
| 1100 | Bank of America NA | 000000000 | Jun 2026 | 1 | $-113 | -0.00% | DFE |
| 1101 | Chicago Board of Trade | 000000000 | Jun 2026 | -61 | $-117 | -0.00% | DIR |
| 1102 | State Street Bank & Trust Co. | 000000000 | Jun 2026 | 1 | $-129 | -0.00% | DFE |
| 1103 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-170 | -0.00% | DFE |
| 1104 | Bank of America NA | 000000000 | Jun 2026 | 1 | $-170 | -0.00% | DFE |
| 1105 | Bank of America NA | 000000000 | Jun 2026 | 1 | $-177 | -0.00% | DFE |
| 1106 | Barclays Bank PLC | 000000000 | Jun 2026 | 1 | $-259 | -0.00% | DFE |
| 1107 | Deutsche Bank AG | 000000000 | Jun 2026 | 1 | $-269 | -0.00% | DFE |
| 1108 | Bank of America NA | 000000000 | Jun 2026 | 1 | $-313 | -0.00% | DFE |
| 1109 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-324 | -0.00% | DFE |
| 1110 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-338 | -0.00% | DFE |
| 1111 | Societe Generale SA | 000000000 | Jun 2026 | 1 | $-374 | -0.00% | DFE |
| 1112 | Nomura Global Financial Products, Inc. | 000000000 | Jun 2026 | 1 | $-384 | -0.00% | DFE |
| 1113 | LCH Ltd. | 000000000 | Jun 2026 | 2,200,000 | $-391 | -0.00% | DIR |
| 1114 | Citibank NA | 000000000 | Jun 2026 | 1 | $-398 | -0.00% | DFE |
| 1115 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-400 | -0.00% | DFE |
| 1116 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-404 | -0.00% | DFE |
| 1117 | Citibank NA | 000000000 | Jun 2026 | 1 | $-410 | -0.00% | DFE |
| 1118 | Deutsche Bank AG | 000000000 | Jun 2026 | 1 | $-428 | -0.00% | DFE |
| 1119 | Barclays Bank PLC | 000000000 | Jun 2026 | 1 | $-469 | -0.00% | DFE |
| 1120 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-473 | -0.00% | DFE |
| 1121 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-501 | -0.00% | DFE |
| 1122 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-503 | -0.00% | DFE |
| 1123 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-542 | -0.00% | DFE |
| 1124 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-624 | -0.00% | DFE |
| 1125 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-659 | -0.00% | DFE |
| 1126 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-688 | -0.00% | DFE |
| 1127 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-692 | -0.00% | DFE |
| 1128 | Australia & New Zealand Banking Group Ltd. | 000000000 | Jun 2026 | 1 | $-731 | -0.00% | DFE |
| 1129 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-747 | -0.00% | DFE |
| 1130 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-756 | -0.00% | DFE |
| 1131 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-789 | -0.00% | DFE |
| 1132 | Bank of America NA | 000000000 | Jun 2026 | 1 | $-819 | -0.00% | DFE |
| 1133 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-840 | -0.00% | DFE |
| 1134 | Barclays Bank PLC | 000000000 | Jun 2026 | 1 | $-854 | -0.00% | DFE |
| 1135 | Standard Chartered Bank | 000000000 | Jun 2026 | 1 | $-872 | -0.00% | DFE |
| 1136 | Chicago Board of Trade | 000000000 | Jun 2026 | -7 | $-914 | -0.00% | DIR |
| 1137 | Bank of America NA | 000000000 | Jun 2026 | 1 | $-1184 | -0.00% | DFE |
| 1138 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-1200 | -0.00% | DFE |
| 1139 | Chicago Board of Trade | 000000000 | Jun 2026 | -61 | $-1202 | -0.00% | DIR |
| 1140 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-1264 | -0.00% | DFE |
| 1141 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-1322 | -0.00% | DFE |
| 1142 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-1372 | -0.00% | DFE |
| 1143 | Chicago Board of Trade | 000000000 | Jun 2026 | -50 | $-1381 | -0.00% | DIR |
| 1144 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-1393 | -0.00% | DFE |
| 1145 | Deutsche Bank AG | 000000000 | Jun 2026 | 1 | $-1396 | -0.00% | DFE |
| 1146 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-1407 | -0.00% | DFE |
| 1147 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-1488 | -0.00% | DFE |
| 1148 | Citibank NA | 000000000 | Jun 2026 | 1 | $-1515 | -0.00% | DFE |
| 1149 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-1527 | -0.00% | DFE |
| 1150 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-1627 | -0.00% | DFE |
| 1151 | LCH Ltd. | 000000000 | Jun 2026 | 100,000 | $-1632 | -0.00% | DIR |
| 1152 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-1670 | -0.00% | DFE |
| 1153 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-1767 | -0.00% | DFE |
| 1154 | Citibank NA | 000000000 | Jun 2026 | 1 | $-1809 | -0.00% | DFE |
| 1155 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-1810 | -0.00% | DFE |
| 1156 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-1826 | -0.00% | DFE |
| 1157 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-1939 | -0.00% | DFE |
| 1158 | Chicago Board of Trade | 000000000 | Jun 2026 | -20 | $-1979 | -0.00% | DIR |
| 1159 | Citibank NA | 000000000 | Jun 2026 | 1 | $-2005 | -0.00% | DFE |
| 1160 | Citibank NA | 000000000 | Jun 2026 | 1 | $-2127 | -0.00% | DFE |
| 1161 | Standard Chartered Bank | 000000000 | Jun 2026 | 1 | $-2301 | -0.00% | DFE |
| 1162 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-2333 | -0.00% | DFE |
| 1163 | Bank of America NA | 000000000 | Jun 2026 | 1 | $-2389 | -0.00% | DFE |
| 1164 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-2542 | -0.00% | DFE |
| 1165 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-2581 | -0.00% | DFE |
| 1166 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-2584 | -0.00% | DFE |
| 1167 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-2584 | -0.00% | DFE |
| 1168 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-2610 | -0.00% | DFE |
| 1169 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-2788 | -0.00% | DFE |
| 1170 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-2821 | -0.00% | DFE |
| 1171 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-2919 | -0.00% | DFE |
| 1172 | Citibank NA | 000000000 | Jun 2026 | 1 | $-3127 | -0.00% | DFE |
| 1173 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-3345 | -0.00% | DFE |
| 1174 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-3362 | -0.00% | DFE |
| 1175 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-3420 | -0.00% | DFE |
| 1176 | LCH Ltd. | 000000000 | Jun 2026 | 3,500,000 | $-3572 | -0.00% | DIR |
| 1177 | Citibank NA | 000000000 | Jun 2026 | 1 | $-3702 | -0.00% | DFE |
| 1178 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-3890 | -0.00% | DFE |
| 1179 | Nomura Global Financial Products, Inc. | 000000000 | Jun 2026 | 1 | $-3897 | -0.00% | DFE |
| 1180 | Chicago Board of Trade | 000000000 | Jun 2026 | -50 | $-4078 | -0.00% | DIR |
| 1181 | Chicago Board of Trade | 000000000 | Jun 2026 | -36 | $-4110 | -0.00% | DIR |
| 1182 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-4178 | -0.00% | DFE |
| 1183 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-4251 | -0.00% | DFE |
| 1184 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-4489 | -0.00% | DFE |
| 1185 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-4563 | -0.00% | DFE |
| 1186 | LCH Ltd. | 000000000 | Jun 2026 | 2,000,000 | $-4605 | -0.00% | DIR |
| 1187 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-4764 | -0.00% | DFE |
| 1188 | Chicago Board of Trade | 000000000 | Jun 2026 | -13 | $-4909 | -0.00% | DIR |
| 1189 | Citibank NA | 000000000 | Jun 2026 | 1 | $-4917 | -0.00% | DFE |
| 1190 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-5105 | -0.00% | DFE |
| 1191 | Citibank NA | 000000000 | Jun 2026 | 1 | $-5165 | -0.00% | DFE |
| 1192 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-5177 | -0.00% | DFE |
| 1193 | Bank of America NA | 000000000 | Jun 2026 | 1 | $-5256 | -0.00% | DFE |
| 1194 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-5441 | -0.00% | DFE |
| 1195 | Societe Generale SA | 000000000 | Jun 2026 | 1 | $-5553 | -0.00% | DFE |
| 1196 | Deutsche Bank AG | 000000000 | Jun 2026 | 1 | $-5605 | -0.00% | DFE |
| 1197 | Barclays Bank PLC | 000000000 | Jun 2026 | 1 | $-6036 | -0.00% | DFE |
| 1198 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-6078 | -0.00% | DFE |
| 1199 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $-6093 | -0.00% | DFE |
| 1200 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-6815 | -0.00% | DFE |
| 1201 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-6841 | -0.00% | DFE |
| 1202 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-7057 | -0.00% | DFE |
| 1203 | Chicago Board of Trade | 000000000 | Jun 2026 | -36 | $-7418 | -0.00% | DIR |
| 1204 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-7435 | -0.00% | DFE |
| 1205 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-7568 | -0.00% | DFE |
| 1206 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-7607 | -0.00% | DFE |
| 1207 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-7618 | -0.00% | DFE |
| 1208 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-7780 | -0.00% | DFE |
| 1209 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-7976 | -0.00% | DFE |
| 1210 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-8308 | -0.00% | DFE |
| 1211 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-8335 | -0.00% | DFE |
| 1212 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-8510 | -0.00% | DFE |
| 1213 | Nomura Global Financial Products, Inc. | 000000000 | Jun 2026 | 1 | $-8540 | -0.00% | DFE |
| 1214 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-9568 | -0.00% | DFE |
| 1215 | Standard Chartered Bank | 000000000 | Jun 2026 | 1 | $-10010 | -0.00% | DFE |
| 1216 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-10724 | -0.00% | DFE |
| 1217 | Citibank NA | 000000000 | Jun 2026 | 1 | $-11462 | -0.00% | DFE |
| 1218 | Citibank NA | 000000000 | Jun 2026 | 1 | $-11469 | -0.00% | DFE |
| 1219 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-11819 | -0.00% | DFE |
| 1220 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-12409 | -0.00% | DFE |
| 1221 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-12542 | -0.00% | DFE |
| 1222 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-13063 | -0.00% | DFE |
| 1223 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-13766 | -0.00% | DFE |
| 1224 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-14340 | -0.00% | DFE |
| 1225 | Banco Santander SA | 000000000 | Jun 2026 | 1 | $-14702 | -0.00% | DFE |
| 1226 | Banco Santander SA | 000000000 | Jun 2026 | 1 | $-14971 | -0.00% | DFE |
| 1227 | Australia & New Zealand Banking Group Ltd. | 000000000 | Jun 2026 | 1 | $-15414 | -0.00% | DFE |
| 1228 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-16428 | -0.00% | DFE |
| 1229 | Banco Santander SA | 000000000 | Jun 2026 | 1 | $-16738 | -0.00% | DFE |
| 1230 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-18818 | -0.00% | DFE |
| 1231 | Citibank NA | 000000000 | Jun 2026 | 1 | $-18977 | -0.00% | DFE |
| 1232 | Societe Generale SA | 000000000 | Jun 2026 | 1 | $-19004 | -0.00% | DFE |
| 1233 | LCH Ltd. | 000000000 | Jun 2026 | 2,400,000 | $-19244 | -0.00% | DIR |
| 1234 | Deutsche Bank AG | 000000000 | Jun 2026 | 1 | $-19677 | -0.00% | DFE |
| 1235 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-19798 | -0.00% | DFE |
| 1236 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-20100 | -0.00% | DFE |
| 1237 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $-20798 | -0.00% | DFE |
| 1238 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $-21168 | -0.00% | DFE |
| 1239 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $-21216 | -0.00% | DFE |
| 1240 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-21473 | -0.00% | DFE |
| 1241 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-22013 | -0.00% | DFE |
| 1242 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-22607 | -0.00% | DFE |
| 1243 | Societe Generale SA | 000000000 | Jun 2026 | 1 | $-23225 | -0.00% | DFE |
| 1244 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-23617 | -0.00% | DFE |
| 1245 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-23710 | -0.00% | DFE |
| 1246 | Societe Generale SA | 000000000 | Jun 2026 | 1 | $-24413 | -0.00% | DFE |
| 1247 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-24537 | -0.00% | DFE |
| 1248 | Australia & New Zealand Banking Group Ltd. | 000000000 | Jun 2026 | 1 | $-25343 | -0.00% | DFE |
| 1249 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $-25635 | -0.00% | DFE |
| 1250 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-27251 | -0.00% | DFE |
| 1251 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-30081 | -0.00% | DFE |
| 1252 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-32743 | -0.00% | DFE |
| 1253 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-33196 | -0.00% | DFE |
| 1254 | Societe Generale SA | 000000000 | Jun 2026 | 1 | $-37654 | -0.00% | DFE |
| 1255 | Citibank NA | 000000000 | Jun 2026 | -2,500,000 | $-37944 | -0.00% | DIR |
| 1256 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-38457 | -0.00% | DFE |
| 1257 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-39114 | -0.00% | DFE |
| 1258 | Citibank NA | 000000000 | Jun 2026 | 1 | $-41252 | -0.00% | DFE |
| 1259 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-41774 | -0.00% | DFE |
| 1260 | UBS AG | 000000000 | Jun 2026 | 1 | $-41944 | -0.00% | DFE |
| 1261 | Banco Santander SA | 000000000 | Jun 2026 | 1 | $-42469 | -0.00% | DFE |
| 1262 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-43465 | -0.00% | DFE |
| 1263 | Bank of America NA | 000000000 | Jun 2026 | 1 | $-43870 | -0.00% | DFE |
| 1264 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-43900 | -0.00% | DFE |
| 1265 | LCH Ltd. | 000000000 | Jun 2026 | 6,800,000 | $-45041 | -0.00% | DIR |
| 1266 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-46840 | -0.00% | DFE |
| 1267 | Banco Santander SA | 000000000 | Jun 2026 | 1 | $-48746 | -0.00% | DFE |
| 1268 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-49409 | -0.00% | DFE |
| 1269 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-49615 | -0.00% | DFE |
| 1270 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $-49874 | -0.00% | DFE |
| 1271 | Citibank NA | 000000000 | Jun 2026 | 1 | $-50305 | -0.00% | DFE |
| 1272 | Osaka Exchange | 000000000 | Jun 2026 | -27 | $-51522 | -0.00% | DIR |
| 1273 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-51593 | -0.00% | DFE |
| 1274 | Intercontinental Exchange, Inc. | 000000000 | Jun 2026 | 3,500,000 | $-53063 | -0.00% | DCR |
| 1275 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-53445 | -0.00% | DFE |
| 1276 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-58012 | -0.00% | DFE |
| 1277 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-60265 | -0.00% | DFE |
| 1278 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $-64362 | -0.00% | DFE |
| 1279 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-67949 | -0.00% | DFE |
| 1280 | The Montreal Exchange/Bourse De Montreal | 000000000 | Jun 2026 | -250 | $-71485 | -0.00% | DIR |
| 1281 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-73969 | -0.00% | DFE |
| 1282 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 73,900,000 | $-78955 | -0.00% | DIR |
| 1283 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-83684 | -0.01% | DFE |
| 1284 | Bank of America NA | 000000000 | Jun 2026 | 1 | $-84058 | -0.01% | DFE |
| 1285 | Eurex Deutschland | 000000000 | Jun 2026 | -161 | $-84774 | -0.01% | DIR |
| 1286 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-84939 | -0.01% | DFE |
| 1287 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-87003 | -0.01% | DFE |
| 1288 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-94560 | -0.01% | DFE |
| 1289 | LCH Ltd. | 000000000 | Jun 2026 | 7,300,000 | $-97852 | -0.01% | DIR |
| 1290 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-102357 | -0.01% | DFE |
| 1291 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-105138 | -0.01% | DFE |
| 1292 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-112986 | -0.01% | DFE |
| 1293 | Banco Santander SA | 000000000 | Jun 2026 | 1 | $-135791 | -0.01% | DFE |
| 1294 | Banco Santander SA | 000000000 | Jun 2026 | 1 | $-143721 | -0.01% | DFE |
| 1295 | Morgan Stanley & Co. International PLC | 000000000 | Jun 2026 | -151,910 | $-151910 | -0.01% | RA |
| 1296 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-154707 | -0.01% | DFE |
| 1297 | Deutsche Bank AG | 000000000 | Jun 2026 | 1 | $-161841 | -0.01% | DFE |
| 1298 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-164490 | -0.01% | DFE |
| 1299 | Chicago Board of Trade | 000000000 | Jun 2026 | 1,162 | $-178430 | -0.01% | DIR |
| 1300 | Banco Santander SA | 000000000 | Jun 2026 | 1 | $-206841 | -0.01% | DFE |
| 1301 | LCH Ltd. | 000000000 | Jun 2026 | 12,100,000 | $-219285 | -0.01% | DIR |
| 1302 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 38,300,000 | $-305546 | -0.02% | DIR |
| 1303 | LCH Ltd. | 000000000 | Jun 2026 | 2,460,000,000 | $-316156 | -0.02% | DIR |
| 1304 | LCH Ltd. | 000000000 | Jun 2026 | 25,300,000 | $-439600 | -0.03% | DIR |
| 1305 | Deutsche Bank Securities, Inc. | 000000000 | Jun 2026 | -469,375 | $-469375 | -0.03% | RA |
| 1306 | Societe Generale SA | 000000000 | Jun 2026 | 1 | $-487145 | -0.03% | DFE |
| 1307 | LCH Ltd. | 000000000 | Jun 2026 | 27,930,000 | $-503575 | -0.03% | DIR |
| 1308 | JPMorgan Securities LLC | 000000000 | Jun 2026 | -633,750 | $-633750 | -0.04% | RA |
| 1309 | JPMorgan Securities LLC | 000000000 | Jun 2026 | -729,088 | $-729088 | -0.04% | RA |
| 1310 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 469 | $-1000016 | -0.06% | DIR |
| 1311 | Deutsche Bank Securities, Inc. | 000000000 | Jun 2026 | -1,182,750 | $-1182750 | -0.07% | RA |
| 1312 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 469 | $-1185463 | -0.07% | DIR |
| 1313 | LCH Ltd. | 000000000 | Jun 2026 | 45,420,000 | $-1437815 | -0.09% | DIR |
| 1314 | Deutsche Bank Securities, Inc. | 000000000 | Jun 2026 | -2,036,000 | $-2036000 | -0.13% | RA |
| 1315 | Deutsche Bank Securities, Inc. | 000000000 | Jun 2026 | -2,042,312 | $-2042312 | -0.13% | RA |
| 1316 | Chicago Board of Trade | 000000000 | Jun 2026 | -899 | $-2277814 | -0.14% | DIR |
| 1317 | Chicago Board of Trade | 000000000 | Jun 2026 | -1,722 | $-4025298 | -0.25% | DIR |
| 1318 | UMBS, TBA | 01F020679 | Jun 2026 | -5,100,000 | $-4073601 | -0.25% | ABS-MBS |
| 1319 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 1,604 | $-4210415 | -0.26% | DIR |
| 1320 | JPMorgan Securities LLC | 000000000 | Jun 2026 | -4,483,125 | $-4483125 | -0.28% | RA |
| 1321 | Nomura Fixed Income Securities Private Ltd. | 000000000 | Jun 2026 | -5,605,000 | $-5605000 | -0.35% | RA |
| 1322 | JPMorgan Securities LLC | 000000000 | Jun 2026 | -6,641,250 | $-6641250 | -0.41% | RA |
| 1323 | Deutsche Bank Securities, Inc. | 000000000 | Jun 2026 | -9,116,355 | $-9116355 | -0.56% | RA |
| 1324 | JPMorgan Securities LLC | 000000000 | Jun 2026 | -19,717,625 | $-19717625 | -1.21% | RA |
| 1325 | JPMorgan Securities LLC | 000000000 | Jun 2026 | -23,927,750 | $-23927750 | -1.47% | RA |
| 1326 | UMBS, TBA | 01F022683 | Jun 2026 | -43,300,000 | $-36172413 | -2.23% | ABS-MBS |
| 1327 | SG Americas Securities LLC | 000000000 | Jun 2026 | -51,674,625 | $-51674625 | -3.18% | RA |
| 1328 | State Street Global Markets LLC | 000000000 | Jun 2026 | -82,390,070 | $-82390070 | -5.07% | RA |
| 1329 | Scotia Capital USA, Inc. | 000000000 | Jun 2026 | -179,051,250 | $-179051250 | -11.02% | RA |