Holdings (Monthly)
Guide ↗
PIMCO Total Return Portfolio
· Brighthouse Funds Trust I| # | Name | Ticker | Since | Shares | Value | % Port | Cat |
|---|---|---|---|---|---|---|---|
| 1 | UMBS, TBA | 01F030660 | Mar 2026 | 374,100,000 | $327.9M | 9.59% | ABS-MBS |
| 2 | UMBS, TBA | 01F052656 | Mar 2026 | 193,900,000 | $194.5M | 5.69% | ABS-MBS |
| 3 | UMBS, TBA | 01F052664 | Mar 2026 | 184,000,000 | $184.4M | 5.39% | ABS-MBS |
| 4 | UMBS, TBA | 01F060667 | Mar 2026 | 88,800,000 | $90.4M | 2.64% | ABS-MBS |
| 5 | United States Treasury | 912810RH3 | Mar 2026 | 112,000,000 | $87.8M | 2.57% | DBT |
| 6 | UMBS, TBA | 01F042665 | Mar 2026 | 72,000,000 | $69.4M | 2.03% | ABS-MBS |
| 7 | United States Treasury | 912810RB6 | Mar 2026 | 83,700,000 | $64.3M | 1.88% | DBT |
| 8 | United States Treasury | 91282CNG2 | Mar 2026 | 60,600,000 | $60.8M | 1.78% | DBT |
| 9 | United States Treasury | 912810QD3 | Mar 2026 | 57,100,000 | $55.7M | 1.63% | DBT |
| 10 | United States Treasury | 91282CPA3 | Mar 2026 | 53,270,000 | $52.6M | 1.54% | DBT |
| 11 | Government National Mortgage Association | 21H060648 | Mar 2026 | 51,300,000 | $52.2M | 1.53% | ABS-MBS |
| 12 | UMBS, TBA | 01F052649 | Mar 2026 | 47,200,000 | $47.4M | 1.39% | ABS-MBS |
| 13 | UMBS, TBA | 01F040644 | Mar 2026 | 47,160,000 | $44.5M | 1.30% | ABS-MBS |
| 14 | Fannie Mae | 31418EQ86 | Mar 2026 | 44,229,794 | $43.8M | 1.28% | ABS-MBS |
| 15 | BEIGNET INVESTOR LLC | 076912AA2 | Mar 2026 | 40,200,000 | $41.3M | 1.21% | DBT |
| 16 | Government National Mortgage Association | 21H050656 | Mar 2026 | 38,985,000 | $38.5M | 1.13% | ABS-MBS |
| 17 | Government National Mortgage Association | 21H040657 | Mar 2026 | 39,200,000 | $36.7M | 1.07% | ABS-MBS |
| 18 | UMBS, TBA | 01F050643 | Mar 2026 | 36,840,000 | $36.3M | 1.06% | ABS-MBS |
| 19 | Government National Mortgage Association | 21H042646 | Mar 2026 | 33,100,000 | $32.0M | 0.93% | ABS-MBS |
| 20 | BUONI POLIENNALI DEL TES | 000000000 | Mar 2026 | 26,695,361 | $31.7M | 0.93% | DBT |
| 21 | United States Treasury | 912810QX9 | Mar 2026 | 39,000,000 | $29.8M | 0.87% | DBT |
| 22 | UMBS, TBA | 01F032666 | Mar 2026 | 31,300,000 | $28.6M | 0.84% | ABS-MBS |
| 23 | United States Treasury | 912810UN6 | Mar 2026 | 27,856,000 | $27.8M | 0.81% | DBT |
| 24 | United States Treasury | 91282CGW5 | Mar 2026 | 25,262,559 | $25.4M | 0.74% | DBT |
| 25 | Chicago Mercantile Exchange | 000000000 | Mar 2026 | 62,900,000 | $24.5M | 0.72% | DIR |
| 26 | UMBS, TBA | 01F042640 | Mar 2026 | 25,100,000 | $24.2M | 0.71% | ABS-MBS |
| 27 | REPUBLIC OF SOUTH AFRICA | 000000000 | Mar 2026 | 375,220,000 | $21.8M | 0.64% | DBT |
| 28 | UMBS, TBA | 01F050650 | Mar 2026 | 22,100,000 | $21.8M | 0.64% | ABS-MBS |
| 29 | United States Treasury | 912810SH2 | Mar 2026 | 29,900,000 | $21.3M | 0.62% | DBT |
| 30 | UMBS, TBA | 01F040669 | Mar 2026 | 22,000,000 | $20.7M | 0.61% | ABS-MBS |
| 31 | REPUBLIC OF PERU | 715638BY7 | Mar 2026 | 66,510,000 | $20.0M | 0.58% | DBT |
| 32 | U.K. Gilts | 000000000 | Mar 2026 | 17,254,000 | $19.0M | 0.56% | DBT |
| 33 | United States Treasury | 912810RC4 | Mar 2026 | 22,050,000 | $18.8M | 0.55% | DBT |
| 34 | United States Treasury | 912810SJ8 | Mar 2026 | 29,239,400 | $18.2M | 0.53% | DBT |
| 35 | United States Treasury | 912810RL4 | Mar 2026 | 24,720,974 | $17.8M | 0.52% | DBT |
| 36 | EUROPEAN UNION | 000000000 | Mar 2026 | 15,200,000 | $17.6M | 0.51% | DBT |
| 37 | United States Treasury | 912810SP4 | Mar 2026 | 34,100,000 | $16.7M | 0.49% | DBT |
| 38 | Government National Mortgage Association | 21H032647 | Mar 2026 | 18,000,000 | $16.5M | 0.48% | ABS-MBS |
| 39 | Government National Mortgage Association | 3618N5ZG7 | Mar 2026 | 17,698,238 | $16.2M | 0.47% | ABS-MBS |
| 40 | United States Treasury | 912810UA4 | Mar 2026 | 17,000,000 | $16.2M | 0.47% | DBT |
| 41 | United States Treasury | 912810SV1 | Mar 2026 | 29,979,120 | $15.9M | 0.47% | DBT |
| 42 | Government National Mortgage Association | 38383KKU5 | Mar 2026 | 15,248,607 | $15.5M | 0.45% | ABS-MBS |
| 43 | United States Treasury | 912810SU3 | Mar 2026 | 27,500,000 | $15.3M | 0.45% | DBT |
| 44 | Freddie Mac | 3132DWL43 | Mar 2026 | 14,699,757 | $15.0M | 0.44% | ABS-MBS |
| 45 | United States Treasury | 912810QC5 | Mar 2026 | 15,100,000 | $15.0M | 0.44% | DBT |
| 46 | United States Treasury | 912810SF6 | Mar 2026 | 20,000,000 | $14.6M | 0.43% | DBT |
| 47 | NYO Commercial Mortgage Trust | 62955HAA5 | Mar 2026 | 14,000,000 | $14.0M | 0.41% | ABS-MBS |
| 48 | Toro European CLO | 000000000 | Mar 2026 | 11,691,441 | $13.5M | 0.39% | ABS-CBDO |
| 49 | First Franklin Mtg Loan Asset Backed Certificates | 32027LAF2 | Mar 2026 | 16,033,433 | $13.4M | 0.39% | ABS-O |
| 50 | VMWARE LLC | 928563AJ4 | Mar 2026 | 13,500,000 | $13.4M | 0.39% | DBT |
| 51 | NISSAN MOTOR CO | 654744AD3 | Mar 2026 | 14,700,000 | $13.3M | 0.39% | DBT |
| 52 | JPMORGAN CHASE & CO | 46647PCB0 | Mar 2026 | 13,300,000 | $13.3M | 0.39% | DBT |
| 53 | NISSAN MOTOR ACCEPTANCE | 65480CAC9 | Mar 2026 | 13,500,000 | $13.3M | 0.39% | DBT |
| 54 | STARWOOD PROPERTY TRUST | 85571BAY1 | Mar 2026 | 13,300,000 | $13.2M | 0.39% | DBT |
| 55 | HUNTINGTON INGALLS INDUS | 446413AZ9 | Mar 2026 | 13,800,000 | $13.1M | 0.38% | DBT |
| 56 | Freddie Mac | 3132DWJ53 | Mar 2026 | 12,555,491 | $12.8M | 0.38% | ABS-MBS |
| 57 | United States Treasury | 912810TQ1 | Mar 2026 | 14,400,000 | $12.8M | 0.37% | DBT |
| 58 | United States Treasury | 912810QE1 | Mar 2026 | 12,800,000 | $12.8M | 0.37% | DBT |
| 59 | GS Mortgage Securities Trust | 36251PAZ7 | Mar 2026 | 13,346,000 | $12.8M | 0.37% | ABS-MBS |
| 60 | BENCHMARK Mortgage Trust | 08160JAE7 | Mar 2026 | 13,000,000 | $12.7M | 0.37% | ABS-MBS |
| 61 | HYUNDAI CAPITAL AMERICA | 44891ACA3 | Mar 2026 | 13,500,000 | $12.7M | 0.37% | DBT |
| 62 | SBA TOWER TRUST | 78403DAR1 | Mar 2026 | 13,000,000 | $12.5M | 0.37% | DBT |
| 63 | IMPERIAL BRANDS FIN PLC | 45262BAC7 | Mar 2026 | 12,800,000 | $12.5M | 0.37% | DBT |
| 64 | 10 RENEW POWER SUBSIDIAR | 75973PAA7 | Mar 2026 | 13,100,000 | $12.4M | 0.36% | DBT |
| 65 | SOUTHERN CALIF GAS CO | 842434CW0 | Mar 2026 | 12,500,000 | $12.3M | 0.36% | DBT |
| 66 | CROWN CASTLE INC | 22822VAZ4 | Mar 2026 | 12,500,000 | $12.3M | 0.36% | DBT |
| 67 | BENCHMARK Mortgage Trust | 08163NBK0 | Mar 2026 | 12,646,000 | $12.1M | 0.35% | ABS-MBS |
| 68 | BENCHMARK Mortgage Trust | 08163PBG4 | Mar 2026 | 13,000,000 | $12.0M | 0.35% | ABS-MBS |
| 69 | DANSKE BANK A/S | 23636ABC4 | Mar 2026 | 12,000,000 | $12.0M | 0.35% | DBT |
| 70 | United States Treasury | 912810SX7 | Mar 2026 | 19,070,400 | $11.9M | 0.35% | DBT |
| 71 | FRESENIUS MED CARE III | 35805BAC2 | Mar 2026 | 12,100,000 | $11.9M | 0.35% | DBT |
| 72 | Manhattan West | 563136AA8 | Mar 2026 | 12,300,000 | $11.9M | 0.35% | ABS-MBS |
| 73 | DOLP Trust | 23345LAA7 | Mar 2026 | 13,200,000 | $11.8M | 0.35% | ABS-MBS |
| 74 | DBGS Mortgage Trust | 23307EAA9 | Mar 2026 | 12,550,000 | $11.8M | 0.35% | ABS-MBS |
| 75 | PIEDMONT OPERATING PARTN | 720198AE0 | Mar 2026 | 12,900,000 | $11.6M | 0.34% | DBT |
| 76 | 1211 Avenue of the Americas Trust | 90117PAA3 | Mar 2026 | 12,100,000 | $11.6M | 0.34% | ABS-MBS |
| 77 | United States Treasury | 912810TY4 | Mar 2026 | 13,033,818 | $11.5M | 0.34% | DBT |
| 78 | United Wholsale Mortgage LLC | 90355RAC6 | Mar 2026 | 13,802,663 | $11.5M | 0.34% | ABS-MBS |
| 79 | UMBS, TBA | 01F042657 | Mar 2026 | 11,800,000 | $11.4M | 0.33% | ABS-MBS |
| 80 | Wind River CLO Ltd | 97316LAJ7 | Mar 2026 | 11,350,000 | $11.3M | 0.33% | ABS-CBDO |
| 81 | JPN BANK FOR INT'L COOP | 471048BM9 | Mar 2026 | 11,200,000 | $11.0M | 0.32% | DBT |
| 82 | United States Treasury | 912810SZ2 | Mar 2026 | 19,300,000 | $11.0M | 0.32% | DBT |
| 83 | Chile Government International Bonds | 168863DY1 | Mar 2026 | 12,500,000 | $10.9M | 0.32% | DBT |
| 84 | United States Treasury | 912810SK5 | Mar 2026 | 16,970,000 | $10.8M | 0.32% | DBT |
| 85 | CAPITAL ONE FINANCIAL CO | 14040HCS2 | Mar 2026 | 10,775,000 | $10.8M | 0.32% | DBT |
| 86 | BENCHMARK Mortgage Trust | 08163RBQ8 | Mar 2026 | 11,000,000 | $10.6M | 0.31% | ABS-MBS |
| 87 | GOODMAN US FIN THREE | 38239JAA9 | Mar 2026 | 10,800,000 | $10.6M | 0.31% | DBT |
| 88 | Harvest CLO | 000000000 | Mar 2026 | 9,060,000 | $10.4M | 0.30% | ABS-CBDO |
| 89 | KILROY REALTY LP | 49427RAR3 | Mar 2026 | 13,100,000 | $10.4M | 0.30% | DBT |
| 90 | MITSUBISHI UFJ FIN GRP | 606822BZ6 | Mar 2026 | 10,500,000 | $10.3M | 0.30% | DBT |
| 91 | UBS GROUP AG | 90351DAF4 | Mar 2026 | 10,200,000 | $10.2M | 0.30% | DBT |
| 92 | GS Mortgage-Backed Securities Trust | 36267BAB3 | Mar 2026 | 11,734,681 | $10.2M | 0.30% | ABS-MBS |
| 93 | United States Treasury | 912810UC0 | Mar 2026 | 11,300,000 | $10.1M | 0.30% | DBT |
| 94 | NATWEST MARKETS PLC | 63906YAM0 | Mar 2026 | 10,000,000 | $10.1M | 0.29% | DBT |
| 95 | BANK OF AMERICA CORP | 06051GLS6 | Mar 2026 | 9,700,000 | $10.0M | 0.29% | DBT |
| 96 | United States Treasury | 912810RG5 | Mar 2026 | 12,200,000 | $10.0M | 0.29% | DBT |
| 97 | Symphony CLO Ltd | 87168NAU8 | Mar 2026 | 9,900,000 | $9.9M | 0.29% | ABS-CBDO |
| 98 | KKR Financial CLO Ltd | 48251BBE9 | Mar 2026 | 9,900,000 | $9.9M | 0.29% | ABS-CBDO |
| 99 | United States Treasury | 912834LB2 | Mar 2026 | 21,300,000 | $9.7M | 0.28% | DBT |
| 100 | PROVINCE OF QUEBEC | 74814ZFT5 | Mar 2026 | 12,700,000 | $9.5M | 0.28% | DBT |
| 101 | Sunrun Demeter Issuer LLC | 86772HAA5 | Mar 2026 | 10,491,021 | $9.5M | 0.28% | ABS-O |
| 102 | BNP PARIBAS | 09659W2W3 | Mar 2026 | 9,200,000 | $9.4M | 0.28% | DBT |
| 103 | CHARTER COMM OPT LLC/CAP | 161175BZ6 | Mar 2026 | 13,300,000 | $9.3M | 0.27% | DBT |
| 104 | United States Treasury | 912810QB7 | Mar 2026 | 9,600,000 | $9.3M | 0.27% | DBT |
| 105 | ING GROEP NV | 456837BQ5 | Mar 2026 | 9,200,000 | $9.3M | 0.27% | DBT |
| 106 | SUMITOMO MITSUI FINL GRP | 86562MCG3 | Mar 2026 | 9,800,000 | $9.2M | 0.27% | DBT |
| 107 | HSBC HOLDINGS PLC | 404280FE4 | Mar 2026 | 9,300,000 | $9.2M | 0.27% | DBT |
| 108 | Government National Mortgage Association | 21H050649 | Mar 2026 | 9,255,000 | $9.2M | 0.27% | ABS-MBS |
| 109 | Sales Tax Securitization Corp | 79467BDG7 | Mar 2026 | 10,100,000 | $9.2M | 0.27% | DBT |
| 110 | BANK OF MONTREAL | 06368D8Z0 | Mar 2026 | 8,950,000 | $9.1M | 0.27% | DBT |
| 111 | CHENIERE CORP CHRISTI HD | 16412XAG0 | Mar 2026 | 9,000,000 | $9.0M | 0.26% | DBT |
| 112 | DEUTSCHE BANK NY | 251526CU1 | Mar 2026 | 8,600,000 | $9.0M | 0.26% | DBT |
| 113 | Fannie Mae | 3140A4XN6 | Mar 2026 | 8,737,445 | $8.9M | 0.26% | ABS-MBS |
| 114 | OMEGA HLTHCARE INVESTORS | 681936BK5 | Mar 2026 | 8,900,000 | $8.9M | 0.26% | DBT |
| 115 | NOMURA HOLDINGS INC | 65535HAS8 | Mar 2026 | 9,600,000 | $8.8M | 0.26% | DBT |
| 116 | ORACLE CORP | 68389XDH5 | Mar 2026 | 9,100,000 | $8.8M | 0.26% | DBT |
| 117 | Japan Government Twenty Year Bonds | 000000000 | Mar 2026 | 1,670,000,000 | $8.7M | 0.26% | DBT |
| 118 | JP Morgan Mortgage Trust | 465973AC9 | Mar 2026 | 9,949,074 | $8.7M | 0.25% | ABS-MBS |
| 119 | United States Treasury | 912810TH1 | Mar 2026 | 10,500,000 | $8.7M | 0.25% | DBT |
| 120 | EAGLE FUNDING LUXCO SARL | 26951TAA8 | Mar 2026 | 8,600,000 | $8.6M | 0.25% | DBT |
| 121 | BAT INTL FINANCE PLC | 05530QAQ3 | Mar 2026 | 8,300,000 | $8.6M | 0.25% | DBT |
| 122 | GS Mortgage-Backed Securities Trust | 36262RAB3 | Mar 2026 | 10,236,514 | $8.5M | 0.25% | ABS-MBS |
| 123 | Oceanview Mortgage Trust | 07336JAD0 | Mar 2026 | 9,802,271 | $8.5M | 0.25% | ABS-MBS |
| 124 | United States Treasury | 912810TM0 | Mar 2026 | 9,232,000 | $8.4M | 0.24% | DBT |
| 125 | United Wholsale Mortgage LLC | 918307AC3 | Mar 2026 | 10,042,981 | $8.3M | 0.24% | ABS-MBS |
| 126 | United States Treasury | 912810TU2 | Mar 2026 | 8,833,000 | $8.3M | 0.24% | DBT |
| 127 | Australia Government Bonds | 000000000 | Mar 2026 | 14,300,000 | $8.3M | 0.24% | DBT |
| 128 | BAYER US FINANCE LLC | 07274EAJ2 | Mar 2026 | 7,900,000 | $8.2M | 0.24% | DBT |
| 129 | Capital Four US CLO | 14016CAN6 | Mar 2026 | 8,200,000 | $8.2M | 0.24% | ABS-CBDO |
| 130 | FLEX LTD | 33938XAA3 | Mar 2026 | 8,160,000 | $8.2M | 0.24% | DBT |
| 131 | DAIMLER TRUCK FINAN NA | 233853AX8 | Mar 2026 | 8,100,000 | $8.1M | 0.24% | DBT |
| 132 | WELLS FARGO & COMPANY | 95000U3E1 | Mar 2026 | 7,900,000 | $8.1M | 0.24% | DBT |
| 133 | AVOLON HOLDINGS FNDG LTD | 05401AAU5 | Mar 2026 | 7,900,000 | $8.1M | 0.24% | DBT |
| 134 | JPMORGAN CHASE & CO | 46647PDU7 | Mar 2026 | 7,900,000 | $8.0M | 0.24% | DBT |
| 135 | MORGAN STANLEY | 61747YFF7 | Mar 2026 | 7,900,000 | $8.0M | 0.24% | DBT |
| 136 | MASSMUTUAL GLOBAL FUNDIN | 57629WDL1 | Mar 2026 | 7,900,000 | $8.0M | 0.23% | DBT |
| 137 | LAS VEGAS SANDS CORP | 517834AK3 | Mar 2026 | 7,800,000 | $8.0M | 0.23% | DBT |
| 138 | CITIGROUP INC | 172967NG2 | Mar 2026 | 8,100,000 | $8.0M | 0.23% | DBT |
| 139 | GS Mortgage-Backed Securities Trust | 36267EAD3 | Mar 2026 | 9,640,655 | $8.0M | 0.23% | ABS-MBS |
| 140 | MORGAN STANLEY BANK NA | 61690U7Z7 | Mar 2026 | 7,900,000 | $7.9M | 0.23% | DBT |
| 141 | ENEL FINANCE INTL NV | 29278GBD9 | Mar 2026 | 7,800,000 | $7.9M | 0.23% | DBT |
| 142 | MONDELEZ INTERNATIONAL | 609207BD6 | Mar 2026 | 10,700,000 | $7.9M | 0.23% | DBT |
| 143 | MORGAN STANLEY BANK NA | 61690U8B9 | Mar 2026 | 7,800,000 | $7.9M | 0.23% | DBT |
| 144 | PACIFICORP | 695114DD7 | Mar 2026 | 7,900,000 | $7.9M | 0.23% | DBT |
| 145 | BANCO SANTANDER SA | 05964HBA2 | Mar 2026 | 7,800,000 | $7.9M | 0.23% | DBT |
| 146 | ATHENE GLOBAL FUNDING | 04685A3R0 | Mar 2026 | 7,800,000 | $7.8M | 0.23% | DBT |
| 147 | BPCE SA | 05571AAR6 | Mar 2026 | 7,500,000 | $7.8M | 0.23% | DBT |
| 148 | CONSUMERS 23 SECURE FUND | 21071BAB1 | Mar 2026 | 7,700,000 | $7.8M | 0.23% | DBT |
| 149 | SAUDI INTERNATIONAL BOND | 80413TBF5 | Mar 2026 | 7,800,000 | $7.8M | 0.23% | DBT |
| 150 | UMBS, TBA | 01F060659 | Mar 2026 | 7,644,000 | $7.8M | 0.23% | ABS-MBS |
| 151 | Brazil Government International Bonds | 105756CH1 | Mar 2026 | 7,800,000 | $7.8M | 0.23% | DBT |
| 152 | Securitized Asset Backed Receivables LLC Trust | 81376VAC1 | Mar 2026 | 12,279,831 | $7.8M | 0.23% | ABS-O |
| 153 | JP MORGAN CHASE BANK NA | 48125LRV6 | Mar 2026 | 7,700,000 | $7.7M | 0.23% | DBT |
| 154 | Japan Government Thirty Year Bonds | 000000000 | Mar 2026 | 1,585,800,000 | $7.7M | 0.23% | DBT |
| 155 | AMERICAN EXPRESS CO | 025816DT3 | Mar 2026 | 7,700,000 | $7.7M | 0.23% | DBT |
| 156 | Freddie Mac | 3133CEV25 | Mar 2026 | 7,436,168 | $7.6M | 0.22% | ABS-MBS |
| 157 | NATIONWIDE BLDG SOCIETY | 63861VAJ6 | Mar 2026 | 7,500,000 | $7.6M | 0.22% | DBT |
| 158 | Long Beach Mortgage Loan Trust | 54251MAD6 | Mar 2026 | 26,467,334 | $7.6M | 0.22% | ABS-O |
| 159 | JPMORGAN CHASE & CO | 46647PDW3 | Mar 2026 | 7,500,000 | $7.6M | 0.22% | DBT |
| 160 | GOLDMAN SACHS GROUP INC | 38141GVX9 | Mar 2026 | 7,500,000 | $7.6M | 0.22% | DBT |
| 161 | Mill City Mortgage Trust | 59981TAH8 | Mar 2026 | 8,400,000 | $7.5M | 0.22% | ABS-MBS |
| 162 | BANCO BILBAO VIZCAYA ARG | 05946KAT8 | Mar 2026 | 7,600,000 | $7.5M | 0.22% | DBT |
| 163 | Acres PLC | 00501XAA9 | Mar 2026 | 7,500,000 | $7.5M | 0.22% | ABS-CBDO |
| 164 | Government National Mortgage Association | 38382Y3J0 | Mar 2026 | 7,448,984 | $7.5M | 0.22% | ABS-MBS |
| 165 | QUANTA SERVICES INC | 74762EAM4 | Mar 2026 | 7,500,000 | $7.5M | 0.22% | DBT |
| 166 | MARS INC | 571676AY1 | Mar 2026 | 7,400,000 | $7.5M | 0.22% | DBT |
| 167 | CITIBANK NA | 17325FBC1 | Mar 2026 | 7,400,000 | $7.5M | 0.22% | DBT |
| 168 | MERCEDES-BENZ FIN NA | 58769JAZ0 | Mar 2026 | 7,300,000 | $7.4M | 0.22% | DBT |
| 169 | AERCAP IRELAND CAP/GLOBA | 00774MAV7 | Mar 2026 | 7,450,000 | $7.4M | 0.22% | DBT |
| 170 | BMW US CAPITAL LLC | 05565ECW3 | Mar 2026 | 7,300,000 | $7.3M | 0.21% | DBT |
| 171 | GoodLeap Sustainable Home Improvement Loan Trust | 38237KAA8 | Mar 2026 | 8,512,731 | $7.3M | 0.21% | ABS-O |
| 172 | WELLS FARGO BANK NA | 94988J6G7 | Mar 2026 | 7,300,000 | $7.3M | 0.21% | DBT |
| 173 | AMEREN CORP | 023608AQ5 | Mar 2026 | 7,200,000 | $7.3M | 0.21% | DBT |
| 174 | ALLY FINANCIAL INC | 02005NBU3 | Mar 2026 | 7,000,000 | $7.3M | 0.21% | DBT |
| 175 | United States Treasury | 912810SA7 | Mar 2026 | 9,900,000 | $7.3M | 0.21% | DBT |
| 176 | FS KKR CAPITAL CORP | 302635AN7 | Mar 2026 | 7,400,000 | $7.3M | 0.21% | DBT |
| 177 | BAYER US FINANCE LLC | 07274EAK9 | Mar 2026 | 6,900,000 | $7.3M | 0.21% | DBT |
| 178 | TOTALENERGI CAP USA LLC | 89158TAA7 | Mar 2026 | 7,300,000 | $7.2M | 0.21% | DBT |
| 179 | HCA INC | 404119CH0 | Mar 2026 | 7,300,000 | $7.2M | 0.21% | DBT |
| 180 | CONSTELLATION EN GEN LLC | 210385AP5 | Mar 2026 | 7,200,000 | $7.1M | 0.21% | DBT |
| 181 | BANK OF AMERICA NA | 06428CAB0 | Mar 2026 | 7,100,000 | $7.1M | 0.21% | DBT |
| 182 | Government National Mortgage Association | 21H020659 | Mar 2026 | 8,600,000 | $7.1M | 0.21% | ABS-MBS |
| 183 | American Home Mortgage Investment Trust | 026929AA7 | Mar 2026 | 8,200,484 | $7.1M | 0.21% | ABS-MBS |
| 184 | Government National Mortgage Association | 38382YQ30 | Mar 2026 | 6,976,381 | $7.0M | 0.21% | ABS-MBS |
| 185 | GARTNER INC | 366651AJ6 | Mar 2026 | 7,200,000 | $7.0M | 0.21% | DBT |
| 186 | AIB GROUP PLC | 00135TAD6 | Mar 2026 | 6,700,000 | $7.0M | 0.21% | DBT |
| 187 | Arbor Multifamily Mortgage Securities Trust | 03881BAE3 | Mar 2026 | 7,500,000 | $7.0M | 0.20% | ABS-MBS |
| 188 | Lehman XS Trust | 52524HAF7 | Mar 2026 | 7,936,375 | $7.0M | 0.20% | ABS-MBS |
| 189 | FORD MOTOR CREDIT CO LLC | 345397D83 | Mar 2026 | 6,900,000 | $6.9M | 0.20% | DBT |
| 190 | ROYAL BANK OF CANADA | 78016HZT0 | Mar 2026 | 6,900,000 | $6.9M | 0.20% | DBT |
| 191 | Government National Mortgage Association | 38382YN90 | Mar 2026 | 6,881,616 | $6.9M | 0.20% | ABS-MBS |
| 192 | Merrill Lynch First Franklin Mortgage Loan Trust | 59025RAV9 | Mar 2026 | 8,006,502 | $6.9M | 0.20% | ABS-O |
| 193 | FLORIDA POWER & LIGHT CO | 341081GR2 | Mar 2026 | 6,900,000 | $6.9M | 0.20% | DBT |
| 194 | BLUE OWL FINANCE LLC | 09581JAR7 | Mar 2026 | 8,000,000 | $6.9M | 0.20% | DBT |
| 195 | GS Mortgage Securities Trust | 36257CAA5 | Mar 2026 | 7,552,013 | $6.8M | 0.20% | ABS-MBS |
| 196 | SG Commercial Mortgage Securities Trust | 78397FAA1 | Mar 2026 | 7,100,000 | $6.8M | 0.20% | ABS-MBS |
| 197 | ABU DHABI NATIONAL ENERG | 00388WAQ4 | Mar 2026 | 7,000,000 | $6.8M | 0.20% | DBT |
| 198 | MORGAN STANLEY BANK NA | 61690U8E3 | Mar 2026 | 6,700,000 | $6.7M | 0.20% | DBT |
| 199 | Japan Government Thirty Year Bonds | 000000000 | Mar 2026 | 1,167,000,000 | $6.7M | 0.20% | DBT |
| 200 | HSBC HOLDINGS PLC | 404280DY2 | Mar 2026 | 6,700,000 | $6.7M | 0.20% | DBT |
| 201 | GREENSAIF PIPELINES BIDC | 39541EAD5 | Mar 2026 | 6,700,000 | $6.7M | 0.20% | DBT |
| 202 | T-MOBILE USA INC | 87264ADL6 | Mar 2026 | 6,700,000 | $6.7M | 0.19% | DBT |
| 203 | United States Treasury | 912810SM1 | Mar 2026 | 11,764,035 | $6.7M | 0.19% | DBT |
| 204 | Morgan Stanley Capital I Trust | 61770YAA3 | Mar 2026 | 7,500,000 | $6.6M | 0.19% | ABS-MBS |
| 205 | LCH Ltd. | 000000000 | Mar 2026 | 63,100,000 | $6.6M | 0.19% | DIR |
| 206 | AVOLON HOLDINGS FNDG LTD | 05401AAS0 | Mar 2026 | 6,300,000 | $6.5M | 0.19% | DBT |
| 207 | GOLDMAN SACHS GROUP INC | 38141GWL4 | Mar 2026 | 6,500,000 | $6.4M | 0.19% | DBT |
| 208 | NATIONAL FUEL GAS CO | 636180BS9 | Mar 2026 | 6,400,000 | $6.4M | 0.19% | DBT |
| 209 | EDISON INTERNATIONAL | 281020BC0 | Mar 2026 | 6,200,000 | $6.4M | 0.19% | DBT |
| 210 | SOUTHERN CAL EDISON | 842400JJ3 | Mar 2026 | 6,300,000 | $6.4M | 0.19% | DBT |
| 211 | Towd Point Mortgage Funding | 000000000 | Mar 2026 | 4,807,510 | $6.4M | 0.19% | ABS-MBS |
| 212 | Arbour CLO | 000000000 | Mar 2026 | 5,500,000 | $6.4M | 0.19% | ABS-CBDO |
| 213 | CAIXABANK SA | 12803RAB0 | Mar 2026 | 6,300,000 | $6.4M | 0.19% | DBT |
| 214 | Japan Government Thirty Year Bonds | 000000000 | Mar 2026 | 1,312,150,000 | $6.3M | 0.18% | DBT |
| 215 | Romark CLO Ltd | 77588LAN1 | Mar 2026 | 6,200,000 | $6.2M | 0.18% | ABS-CBDO |
| 216 | Freddie Mac | 3137AKPF2 | Mar 2026 | 6,573,450 | $6.2M | 0.18% | ABS-MBS |
| 217 | HSBC HOLDINGS PLC | 404280DR7 | Mar 2026 | 5,900,000 | $6.1M | 0.18% | DBT |
| 218 | RGA GLOBAL FUNDING | 76209PAE3 | Mar 2026 | 6,000,000 | $6.1M | 0.18% | DBT |
| 219 | CI FINANCIAL CORP | 000000000 | Mar 2026 | 5,300,000 | $6.1M | 0.18% | DBT |
| 220 | Chicago Mercantile Exchange | 000000000 | Mar 2026 | 57,000,000 | $6.1M | 0.18% | DIR |
| 221 | AMERICAN HONDA FINANCE | 02665WGH8 | Mar 2026 | 6,100,000 | $6.1M | 0.18% | DBT |
| 222 | BANK OF AMERICA CORP | 06051GLG2 | Mar 2026 | 6,000,000 | $6.1M | 0.18% | DBT |
| 223 | Government National Mortgage Association | 3617YFGP6 | Mar 2026 | 6,116,450 | $6.1M | 0.18% | ABS-MBS |
| 224 | Louisiana Local Government Environmental Facilities & Community Development Auth | 54627RAS9 | Mar 2026 | 5,900,000 | $6.0M | 0.18% | DBT |
| 225 | UBS GROUP AG | 225401BE7 | Mar 2026 | 5,800,000 | $6.0M | 0.18% | DBT |
| 226 | SUMITOMO MITSUI FINL GRP | 86562MDM9 | Mar 2026 | 5,900,000 | $6.0M | 0.18% | DBT |
| 227 | SAUDI INTERNATIONAL BOND | 80413TBC2 | Mar 2026 | 6,000,000 | $6.0M | 0.18% | DBT |
| 228 | KKR FINANCIAL CLO LTD | 48255PAA3 | Mar 2026 | 6,000,000 | $6.0M | 0.18% | ABS-CBDO |
| 229 | JP Morgan Chase Commercial Mortgage Sec Trust | 465981AA6 | Mar 2026 | 5,800,000 | $6.0M | 0.18% | ABS-MBS |
| 230 | United States Treasury | 912810RF7 | Mar 2026 | 7,256,132 | $6.0M | 0.18% | DBT |
| 231 | PRIVATE EXPORT FUNDING | 74274TAN0 | Mar 2026 | 6,000,000 | $6.0M | 0.17% | DBT |
| 232 | Texas Natural Gas Securitization Finance Corp | 88258MAB1 | Mar 2026 | 5,900,000 | $6.0M | 0.17% | DBT |
| 233 | LLOYDS BANKING GROUP PLC | 53944YAZ6 | Mar 2026 | 5,900,000 | $5.9M | 0.17% | DBT |
| 234 | GLOBAL PAYMENTS INC | 37940XAV4 | Mar 2026 | 6,000,000 | $5.9M | 0.17% | DBT |
| 235 | BANQUE FED CRED MUTUEL | 06675FBA4 | Mar 2026 | 5,900,000 | $5.9M | 0.17% | DBT |
| 236 | AREIT CRE Trust | 00217VAA8 | Mar 2026 | 5,916,445 | $5.9M | 0.17% | ABS-CBDO |
| 237 | EVERSOURCE ENERGY | 30040WAW8 | Mar 2026 | 5,700,000 | $5.9M | 0.17% | DBT |
| 238 | GOLDMAN SACHS GROUP INC | 38141GA46 | Mar 2026 | 5,600,000 | $5.9M | 0.17% | DBT |
| 239 | Freddie Mac | 3132DQRQ1 | Mar 2026 | 5,840,998 | $5.9M | 0.17% | ABS-MBS |
| 240 | PACIFIC GAS & ELECTRIC | 694308KQ9 | Mar 2026 | 5,700,000 | $5.8M | 0.17% | DBT |
| 241 | GENERAL MOTORS FINL CO | 37045XFE1 | Mar 2026 | 5,740,000 | $5.8M | 0.17% | DBT |
| 242 | CIGNA GROUP/THE | 125523CX6 | Mar 2026 | 5,800,000 | $5.8M | 0.17% | DBT |
| 243 | Romark Credit Funding I, Ltd. | 77587BAA2 | Mar 2026 | 5,700,000 | $5.7M | 0.17% | ABS-CBDO |
| 244 | SANTANDER UK GROUP HLDGS | 80281LAU9 | Mar 2026 | 5,675,000 | $5.7M | 0.17% | DBT |
| 245 | BANK OF AMERICA CORP | 06051GGL7 | Mar 2026 | 5,700,000 | $5.7M | 0.17% | DBT |
| 246 | STANDARD CHARTERED PLC | 853254CS7 | Mar 2026 | 5,500,000 | $5.6M | 0.17% | DBT |
| 247 | PACIFIC LIFE GF II | 6944PL2U2 | Mar 2026 | 5,500,000 | $5.6M | 0.16% | DBT |
| 248 | NATWEST MARKETS PLC | 63906YAP3 | Mar 2026 | 5,500,000 | $5.6M | 0.16% | DBT |
| 249 | EDISON INTERNATIONAL | 281020AN7 | Mar 2026 | 5,519,000 | $5.6M | 0.16% | DBT |
| 250 | IVORY COAST | 000000000 | Mar 2026 | 4,900,000 | $5.5M | 0.16% | DBT |
| 251 | BRIXMOR OPERATING PART | 11120VAC7 | Mar 2026 | 5,500,000 | $5.5M | 0.16% | DBT |
| 252 | NISSAN MOTOR CO | 654744AC5 | Mar 2026 | 5,600,000 | $5.4M | 0.16% | DBT |
| 253 | Chase Mortgage Finance Corporation | 161927AC2 | Mar 2026 | 6,065,676 | $5.4M | 0.16% | ABS-MBS |
| 254 | MORGAN STANLEY | 61747YER2 | Mar 2026 | 5,400,000 | $5.4M | 0.16% | DBT |
| 255 | Freddie Mac | 3133KRB29 | Mar 2026 | 5,415,440 | $5.4M | 0.16% | ABS-MBS |
| 256 | BLACKSTONE SECURED LEND | 09261XAM4 | Mar 2026 | 5,400,000 | $5.3M | 0.15% | DBT |
| 257 | REPUBLIC OF SOUTH AFRICA | 000000000 | Mar 2026 | 95,400,000 | $5.3M | 0.15% | DBT |
| 258 | WELLS FARGO & COMPANY | 95000U2S1 | Mar 2026 | 5,400,000 | $5.3M | 0.15% | DBT |
| 259 | Government National Mortgage Association | 38382YN82 | Mar 2026 | 5,197,703 | $5.3M | 0.15% | ABS-MBS |
| 260 | GEORGIA POWER CO | 373334KS9 | Mar 2026 | 5,200,000 | $5.2M | 0.15% | DBT |
| 261 | Credit Suisse Mortgage Trust | 12648WAW2 | Mar 2026 | 5,628,424 | $5.2M | 0.15% | ABS-MBS |
| 262 | Japan Government Thirty Year Bonds | 000000000 | Mar 2026 | 980,000,000 | $5.2M | 0.15% | DBT |
| 263 | CENTENE CORP | 15135BAW1 | Mar 2026 | 5,900,000 | $5.2M | 0.15% | DBT |
| 264 | United States Treasury | 912810RW0 | Mar 2026 | 7,275,096 | $5.2M | 0.15% | DBT |
| 265 | Japan Government Twenty Year Bonds | 000000000 | Mar 2026 | 923,600,000 | $5.1M | 0.15% | DBT |
| 266 | PACIFIC GAS & ELECTRIC | 694308KW6 | Mar 2026 | 5,100,000 | $5.1M | 0.15% | DBT |
| 267 | ABU DHABI DEVELOPMENT HO | 00402D2C8 | Mar 2026 | 5,300,000 | $5.1M | 0.15% | DBT |
| 268 | MORGAN STANLEY | 61747YFH3 | Mar 2026 | 4,900,000 | $5.1M | 0.15% | DBT |
| 269 | LOGICOR FINANCING SARL | 000000000 | Mar 2026 | 4,500,000 | $5.1M | 0.15% | DBT |
| 270 | United States Treasury | 912810SE9 | Mar 2026 | 6,500,000 | $5.1M | 0.15% | DBT |
| 271 | SAUDI INTERNATIONAL BOND | 80413TBE8 | Mar 2026 | 6,000,000 | $5.1M | 0.15% | DBT |
| 272 | KREF 2022-Fl3 Ltd | 48275EAA4 | Mar 2026 | 5,065,221 | $5.1M | 0.15% | ABS-CBDO |
| 273 | EVERGY INC | 30034WAF3 | Mar 2026 | 5,100,000 | $5.1M | 0.15% | DBT |
| 274 | GOLDMAN SACHS BANK USA | 38151LAH3 | Mar 2026 | 5,050,000 | $5.1M | 0.15% | DBT |
| 275 | PACIFIC GAS & ELECTRIC | 694308KF3 | Mar 2026 | 5,000,000 | $5.0M | 0.15% | DBT |
| 276 | AREIT CRE Trust | 04002VAA9 | Mar 2026 | 5,045,082 | $5.0M | 0.15% | ABS-CBDO |
| 277 | HCA INC | 404119CJ6 | Mar 2026 | 5,200,000 | $5.0M | 0.15% | DBT |
| 278 | VOLKSWAGEN GROUP AMERICA | 928668CP5 | Mar 2026 | 5,000,000 | $5.0M | 0.15% | DBT |
| 279 | AIR LEASE CORP | 00914AAW2 | Mar 2026 | 5,000,000 | $5.0M | 0.15% | DBT |
| 280 | CONAGRA BRANDS INC | 205887CC4 | Mar 2026 | 5,000,000 | $5.0M | 0.15% | DBT |
| 281 | Vibrant CLO Ltd | 92558WBE1 | Mar 2026 | 5,000,000 | $5.0M | 0.15% | ABS-CBDO |
| 282 | AERCAP IRELAND CAP/GLOBA | 00774MBD6 | Mar 2026 | 4,900,000 | $5.0M | 0.14% | DBT |
| 283 | PACIFIC GAS & ELECTRIC | 694308JM0 | Mar 2026 | 5,000,000 | $4.9M | 0.14% | DBT |
| 284 | Government National Mortgage Association | 38382YJ20 | Mar 2026 | 4,839,860 | $4.9M | 0.14% | ABS-MBS |
| 285 | BNP Paribas Suisse SA | 000000000 | Mar 2026 | 24,690,000 | $4.9M | 0.14% | DCR |
| 286 | NOMURA HOLDINGS INC | 65535HBH1 | Mar 2026 | 4,700,000 | $4.8M | 0.14% | DBT |
| 287 | United States Treasury | 912810UE6 | Mar 2026 | 5,100,000 | $4.8M | 0.14% | DBT |
| 288 | DELL INT LLC / EMC CORP | 24703DBR1 | Mar 2026 | 4,800,000 | $4.8M | 0.14% | DBT |
| 289 | MORGAN STANLEY | 61747YFA8 | Mar 2026 | 4,700,000 | $4.8M | 0.14% | DBT |
| 290 | Government National Mortgage Association | 3617YD2W1 | Mar 2026 | 5,033,810 | $4.7M | 0.14% | ABS-MBS |
| 291 | LETRA TESOURO NACIONAL | 000000000 | Mar 2026 | 25,400,000 | $4.7M | 0.14% | DBT |
| 292 | DEUTSCHE BANK NY | 251526CV9 | Mar 2026 | 4,700,000 | $4.7M | 0.14% | DBT |
| 293 | United States Treasury | 912810TF5 | Mar 2026 | 6,500,000 | $4.7M | 0.14% | DBT |
| 294 | WELLS FARGO BANK NA | 94988J6D4 | Mar 2026 | 4,700,000 | $4.7M | 0.14% | DBT |
| 295 | JPMorgan Chase Bank NA | 000000000 | Mar 2026 | 23,790,000 | $4.7M | 0.14% | DCR |
| 296 | PACIFIC GAS & ELECTRIC | 694308KL0 | Mar 2026 | 4,500,000 | $4.7M | 0.14% | DBT |
| 297 | EQUINIX EU 2 FINANCING C | 29390XAG9 | Mar 2026 | 4,700,000 | $4.7M | 0.14% | DBT |
| 298 | Fannie Mae | 3140QSPN5 | Mar 2026 | 4,658,421 | $4.6M | 0.14% | ABS-MBS |
| 299 | FORD MOTOR CREDIT CO LLC | 345397A86 | Mar 2026 | 4,700,000 | $4.6M | 0.14% | DBT |
| 300 | PRKCM Trust | 69377TAA4 | Mar 2026 | 4,651,808 | $4.6M | 0.14% | ABS-MBS |
| 301 | State of Illinois | 452152FA4 | Mar 2026 | 4,400,000 | $4.6M | 0.13% | DBT |
| 302 | HA SUSTAINABLE INF CAP | 40408AAA9 | Mar 2026 | 4,500,000 | $4.6M | 0.13% | DBT |
| 303 | Castlelake LP | 000000000 | Mar 2026 | 4,884,986 | $4.6M | 0.13% | LON |
| 304 | HYUNDAI CAPITAL AMERICA | 44891ACU9 | Mar 2026 | 4,500,000 | $4.6M | 0.13% | DBT |
| 305 | FOX CORP | 35137LAH8 | Mar 2026 | 4,500,000 | $4.5M | 0.13% | DBT |
| 306 | ROMANIA | 000000000 | Mar 2026 | 4,100,000 | $4.5M | 0.13% | DBT |
| 307 | FLORIDA POWER & LIGHT CO | 341081GN1 | Mar 2026 | 4,400,000 | $4.4M | 0.13% | DBT |
| 308 | Countrywide Alternative Loan Trust | 12667F2Y0 | Mar 2026 | 5,654,087 | $4.4M | 0.13% | ABS-MBS |
| 309 | WEC ENERGY GROUP INC | 92939UAD8 | Mar 2026 | 4,525,000 | $4.3M | 0.13% | DBT |
| 310 | CREDIT AGRICOLE SA | 22535WAJ6 | Mar 2026 | 4,100,000 | $4.3M | 0.12% | DBT |
| 311 | Long Beach Mortgage Loan Trust | 542514ND2 | Mar 2026 | 4,285,746 | $4.3M | 0.12% | ABS-O |
| 312 | UNITED AIR 2020-1 A PTT | 90931GAA7 | Mar 2026 | 4,167,760 | $4.2M | 0.12% | DBT |
| 313 | BGC GROUP INC | 088929AC8 | Mar 2026 | 4,000,000 | $4.2M | 0.12% | DBT |
| 314 | Freddie Mac | 3132CXLV2 | Mar 2026 | 4,355,199 | $4.2M | 0.12% | ABS-MBS |
| 315 | PUBLIC SERVICE COLORADO | 744448DD0 | Mar 2026 | 4,200,000 | $4.2M | 0.12% | DBT |
| 316 | Fannie Mae | 3140QR5B5 | Mar 2026 | 4,302,292 | $4.2M | 0.12% | ABS-MBS |
| 317 | Nelnet Student Loan Trust | 64035UAA6 | Mar 2026 | 4,214,929 | $4.2M | 0.12% | ABS-O |
| 318 | New Residential Mortgage Loan Trust | 64831HAM5 | Mar 2026 | 4,117,536 | $4.1M | 0.12% | ABS-MBS |
| 319 | F&G ANNUITIES & LIFE INC | 30190AAF1 | Mar 2026 | 4,100,000 | $4.1M | 0.12% | DBT |
| 320 | VENTURE GLOBAL LNG INC | 92332YAD3 | Mar 2026 | 3,800,000 | $4.1M | 0.12% | DBT |
| 321 | Freddie Mac | 3137HHBP5 | Mar 2026 | 4,046,885 | $4.1M | 0.12% | ABS-MBS |
| 322 | Towd Point Mortgage Trust | 89170VAA6 | Mar 2026 | 4,225,151 | $4.0M | 0.12% | ABS-MBS |
| 323 | WEYERHAEUSER CO | 962166CC6 | Mar 2026 | 4,000,000 | $4.0M | 0.12% | DBT |
| 324 | Countrywide Asset-Backed Certificates | 23245CAA8 | Mar 2026 | 4,314,218 | $4.0M | 0.12% | ABS-O |
| 325 | BANCO SANTANDER SA | 05964HAY1 | Mar 2026 | 3,800,000 | $4.0M | 0.12% | DBT |
| 326 | Societe Generale SA | 000000000 | Mar 2026 | 1 | $4.0M | 0.12% | DFE |
| 327 | Toyota Auto Loan Extended Note Trust | 89231WAA1 | Mar 2026 | 3,900,000 | $4.0M | 0.12% | ABS-O |
| 328 | ALLIANT ENERGY FINANCE | 01882YAE6 | Mar 2026 | 3,800,000 | $3.9M | 0.12% | DBT |
| 329 | BAYER US FINANCE LLC | 07274EAH6 | Mar 2026 | 3,900,000 | $3.9M | 0.12% | DBT |
| 330 | REPUBLIC OF PERU | 000000000 | Mar 2026 | 14,400,000 | $3.9M | 0.11% | DBT |
| 331 | Republic of Poland Government International Bonds | 731011AY8 | Mar 2026 | 3,900,000 | $3.9M | 0.11% | DBT |
| 332 | United Wholsale Mortgage LLC | 90355RAE2 | Mar 2026 | 4,365,594 | $3.9M | 0.11% | ABS-MBS |
| 333 | SALESFORCE INC | 79466LAR5 | Mar 2026 | 3,850,000 | $3.9M | 0.11% | DBT |
| 334 | REPUBLIC OF SOUTH AFRICA | 000000000 | Mar 2026 | 69,900,000 | $3.9M | 0.11% | DBT |
| 335 | REPUBLIC SERVICES INC | 760759BB5 | Mar 2026 | 3,800,000 | $3.9M | 0.11% | DBT |
| 336 | SALESFORCE INC | 79466LAQ7 | Mar 2026 | 3,850,000 | $3.9M | 0.11% | DBT |
| 337 | NEW S WALES TREASURY CRP | 000000000 | Mar 2026 | 7,300,000 | $3.8M | 0.11% | DBT |
| 338 | ENERGY TRANSFER LP | 29273VAR1 | Mar 2026 | 3,800,000 | $3.8M | 0.11% | DBT |
| 339 | ADNOC MURBAN RSC LTD | 00723L2A6 | Mar 2026 | 3,900,000 | $3.8M | 0.11% | DBT |
| 340 | United States Treasury | 912810UP1 | Mar 2026 | 4,000,000 | $3.8M | 0.11% | DBT |
| 341 | Government National Mortgage Association | 38382YNR0 | Mar 2026 | 3,841,256 | $3.8M | 0.11% | ABS-MBS |
| 342 | MASSMUTUAL GLOBAL FUNDIN | 57629TBQ9 | Mar 2026 | 3,800,000 | $3.8M | 0.11% | DBT |
| 343 | HARBOUR ENERGY PLC | 411618AD3 | Mar 2026 | 3,700,000 | $3.8M | 0.11% | DBT |
| 344 | CVS HEALTH CORP | 126650DJ6 | Mar 2026 | 3,900,000 | $3.8M | 0.11% | DBT |
| 345 | GSG BIDCO LTD | 000000000 | Mar 2026 | 3,300,000 | $3.7M | 0.11% | DBT |
| 346 | LCH Ltd. | 000000000 | Mar 2026 | 25,400,000 | $3.7M | 0.11% | DIR |
| 347 | United States Treasury | 912810SL3 | Mar 2026 | 6,400,000 | $3.7M | 0.11% | DBT |
| 348 | NATIONAL RURAL UTIL COOP | 63743HFG2 | Mar 2026 | 3,600,000 | $3.6M | 0.11% | DBT |
| 349 | Canada Government Bonds | 135087S21 | Mar 2026 | 5,105,000 | $3.6M | 0.11% | DBT |
| 350 | VOLKSWAGEN GROUP AMERICA | 928668CV2 | Mar 2026 | 3,600,000 | $3.6M | 0.10% | DBT |
| 351 | TORONTO-DOMINION BANK | 89115KAE0 | Mar 2026 | 3,600,000 | $3.6M | 0.10% | DBT |
| 352 | JERSEY CENTRAL PWR & LT | 476556DJ1 | Mar 2026 | 3,600,000 | $3.6M | 0.10% | DBT |
| 353 | COSTA RICA GOVERNMENT | 000000000 | Mar 2026 | 3,000,000 | $3.6M | 0.10% | DBT |
| 354 | Fannie Mae | 3140QSMW8 | Mar 2026 | 3,591,635 | $3.6M | 0.10% | ABS-MBS |
| 355 | GSG BIDCO LTD | 000000000 | Mar 2026 | 3,100,000 | $3.6M | 0.10% | DBT |
| 356 | FISERV INC | 337738AR9 | Mar 2026 | 3,600,000 | $3.6M | 0.10% | DBT |
| 357 | ROMANIA | 000000000 | Mar 2026 | 3,050,000 | $3.6M | 0.10% | DBT |
| 358 | Government National Mortgage Association | 38376RMG8 | Mar 2026 | 3,533,818 | $3.6M | 0.10% | ABS-MBS |
| 359 | VERIZON COMMUNICATIONS | 92343VHG2 | Mar 2026 | 3,600,000 | $3.5M | 0.10% | DBT |
| 360 | United States Treasury | 912810TP3 | Mar 2026 | 4,595,052 | $3.5M | 0.10% | DBT |
| 361 | LLOYDS BANKING GROUP PLC | 539439AY5 | Mar 2026 | 3,500,000 | $3.5M | 0.10% | DBT |
| 362 | Asset Backed Funding Certificates | 04542BQB1 | Mar 2026 | 3,634,024 | $3.5M | 0.10% | ABS-MBS |
| 363 | United States Treasury | 912810SS8 | Mar 2026 | 6,700,000 | $3.5M | 0.10% | DBT |
| 364 | LSEG US FIN CORP | 50222CAD2 | Mar 2026 | 3,500,000 | $3.5M | 0.10% | DBT |
| 365 | ARES CAPITAL CORP | 04010LBL6 | Mar 2026 | 3,600,000 | $3.5M | 0.10% | DBT |
| 366 | TAKEOFF MERGER SUB INC | 873923AE6 | Mar 2026 | 3,500,000 | $3.5M | 0.10% | DBT |
| 367 | MORGAN STANLEY | 61747YFK6 | Mar 2026 | 3,400,000 | $3.4M | 0.10% | DBT |
| 368 | Nelnet Student Loan Trust | 64035UAB4 | Mar 2026 | 3,407,815 | $3.4M | 0.10% | ABS-O |
| 369 | CANTOR FITZGERALD LP | 138616AM9 | Mar 2026 | 3,300,000 | $3.4M | 0.10% | DBT |
| 370 | JP Morgan Chase Commercial Mortgage Sec Trust | 46651QAA5 | Mar 2026 | 3,431,009 | $3.4M | 0.10% | ABS-MBS |
| 371 | PETROLEOS MEXICANOS | 71654QDP4 | Mar 2026 | 3,000,000 | $3.4M | 0.10% | DBT |
| 372 | Preston Ridge Partners Mortgage Trust | 74390KAK4 | Mar 2026 | 3,409,390 | $3.4M | 0.10% | ABS-MBS |
| 373 | PACIFICORP | 695114DP0 | Mar 2026 | 3,400,000 | $3.4M | 0.10% | DBT |
| 374 | JPMORGAN CHASE & CO | 46647PEM4 | Mar 2026 | 3,400,000 | $3.4M | 0.10% | DBT |
| 375 | SAUDI ARABIAN OIL CO | 80415RAA9 | Mar 2026 | 3,500,000 | $3.4M | 0.10% | DBT |
| 376 | ORACLE CORP | 68389XBX2 | Mar 2026 | 5,600,000 | $3.4M | 0.10% | DBT |
| 377 | FORD MOTOR CREDIT CO LLC | 345397C35 | Mar 2026 | 3,190,000 | $3.3M | 0.10% | DBT |
| 378 | AVIATION CAPITAL GROUP | 05369AAQ4 | Mar 2026 | 3,200,000 | $3.3M | 0.10% | DBT |
| 379 | DAIMLER TRUCK FINAN NA | 233853AV2 | Mar 2026 | 3,200,000 | $3.2M | 0.09% | DBT |
| 380 | COLUMBIA PIPELINES OPCO | 19828TAA4 | Mar 2026 | 3,000,000 | $3.1M | 0.09% | DBT |
| 381 | Japan Government Forty Year Bonds | 000000000 | Mar 2026 | 724,000,000 | $3.1M | 0.09% | DBT |
| 382 | Countrywide Alternative Loan Trust | 02147HAF9 | Mar 2026 | 3,428,761 | $3.1M | 0.09% | ABS-MBS |
| 383 | QUEENSLAND TREASURY CORP | 000000000 | Mar 2026 | 5,600,000 | $3.1M | 0.09% | DBT |
| 384 | Securitized Asset Backed Receivables LLC Trust | 813765AC8 | Mar 2026 | 5,778,952 | $3.1M | 0.09% | ABS-O |
| 385 | VENTURE GLOBAL PLAQUE | 922966AD8 | Mar 2026 | 2,900,000 | $3.1M | 0.09% | DBT |
| 386 | JP Morgan Mortgage Trust | 46632GAA1 | Mar 2026 | 3,626,987 | $3.1M | 0.09% | ABS-MBS |
| 387 | REPUBLIC OF SOUTH AFRICA | 836205BF0 | Mar 2026 | 3,000,000 | $3.1M | 0.09% | DBT |
| 388 | INTL FLAVOR & FRAGRANCES | 459506AQ4 | Mar 2026 | 3,437,000 | $3.1M | 0.09% | DBT |
| 389 | EXTRA SPACE STORAGE LP | 30225VAQ0 | Mar 2026 | 3,500,000 | $3.1M | 0.09% | DBT |
| 390 | SOUTHERN CAL EDISON | 842400HS5 | Mar 2026 | 3,000,000 | $3.1M | 0.09% | DBT |
| 391 | ROMANIA | 000000000 | Mar 2026 | 2,600,000 | $3.1M | 0.09% | DBT |
| 392 | DTE ENERGY CO | 233331BK2 | Mar 2026 | 3,000,000 | $3.1M | 0.09% | DBT |
| 393 | PINNACLE WEST CAPITAL | 723484AM3 | Mar 2026 | 3,000,000 | $3.0M | 0.09% | DBT |
| 394 | ESSENT GROUP LTD | 29669JAA7 | Mar 2026 | 2,900,000 | $3.0M | 0.09% | DBT |
| 395 | Home Equity Loan Trust | 43710XAD0 | Mar 2026 | 3,055,887 | $3.0M | 0.09% | ABS-O |
| 396 | Fannie Mae | 3140JPME2 | Mar 2026 | 3,015,855 | $3.0M | 0.09% | ABS-MBS |
| 397 | UNITED MEXICAN STATES | 000000000 | Mar 2026 | 2,600,000 | $3.0M | 0.09% | DBT |
| 398 | UNITED MEXICAN STATES | 000000000 | Mar 2026 | 2,600,000 | $2.9M | 0.09% | DBT |
| 399 | MARSH & MCLENNAN COS INC | 571748CA8 | Mar 2026 | 2,900,000 | $2.9M | 0.09% | DBT |
| 400 | NOMURA HOLDINGS INC | 65535HBQ1 | Mar 2026 | 2,900,000 | $2.9M | 0.09% | DBT |
| 401 | UNITED AIR 2016-2 AA PTT | 90932EAA1 | Mar 2026 | 3,011,069 | $2.9M | 0.08% | DBT |
| 402 | Fannie Mae | 31418DPM8 | Mar 2026 | 3,018,080 | $2.9M | 0.08% | ABS-MBS |
| 403 | SUN COMMUNITIES OPER LP | 866677AE7 | Mar 2026 | 3,200,000 | $2.9M | 0.08% | DBT |
| 404 | GSAMP Trust | 36242DRX3 | Mar 2026 | 3,116,594 | $2.9M | 0.08% | ABS-O |
| 405 | WAMU Mortgage Pass-Through Certificates | 92922FH84 | Mar 2026 | 2,942,387 | $2.9M | 0.08% | ABS-MBS |
| 406 | Freddie Mac | 3137F5BX6 | Mar 2026 | 2,922,499 | $2.9M | 0.08% | ABS-MBS |
| 407 | Wells Fargo & Co. | 000000000 | Mar 2026 | 2,600,000 | $2.8M | 0.08% | DBT |
| 408 | Banc of America Mortgage Securities | 05952FAN3 | Mar 2026 | 3,533,915 | $2.8M | 0.08% | ABS-MBS |
| 409 | Onslow Bay Financial LLC | 67112FAD2 | Mar 2026 | 2,810,946 | $2.8M | 0.08% | ABS-MBS |
| 410 | INTERCONTINENTALEXCHANGE | 45865VAA8 | Mar 2026 | 2,800,000 | $2.8M | 0.08% | DBT |
| 411 | Citigroup Mortgage Loan Trust Inc | 17311BAS2 | Mar 2026 | 4,929,015 | $2.8M | 0.08% | ABS-MBS |
| 412 | CK HUTCHISON INTL 23 | 12570FAA9 | Mar 2026 | 2,700,000 | $2.7M | 0.08% | DBT |
| 413 | ENBRIDGE INC | 29250NBW4 | Mar 2026 | 2,700,000 | $2.7M | 0.08% | DBT |
| 414 | COMMONSPIRIT HEALTH | 20268JAY9 | Mar 2026 | 2,750,000 | $2.7M | 0.08% | DBT |
| 415 | Countrywide Alternative Loan Trust | 23245LAD2 | Mar 2026 | 7,331,068 | $2.7M | 0.08% | ABS-MBS |
| 416 | COMMONSPIRIT HEALTH | 20268JBD4 | Mar 2026 | 2,750,000 | $2.7M | 0.08% | DBT |
| 417 | BCAP LLC Trust | 05530NAA5 | Mar 2026 | 2,726,030 | $2.7M | 0.08% | ABS-MBS |
| 418 | BOEING CO/THE | 097023DP7 | Mar 2026 | 2,600,000 | $2.6M | 0.08% | DBT |
| 419 | Argent Securities Inc. | 040104PT2 | Mar 2026 | 3,226,795 | $2.6M | 0.08% | ABS-O |
| 420 | Freddie Mac | 3132DWMB6 | Mar 2026 | 2,588,290 | $2.6M | 0.08% | ABS-MBS |
| 421 | CREDIT AGRICOLE SA | 22535WAM9 | Mar 2026 | 2,600,000 | $2.6M | 0.08% | DBT |
| 422 | COREBRIDGE GLOB FUNDING | 00138CAU2 | Mar 2026 | 2,600,000 | $2.6M | 0.08% | DBT |
| 423 | Fannie Mae | 3140QSSK8 | Mar 2026 | 2,584,583 | $2.6M | 0.08% | ABS-MBS |
| 424 | ICG US CLO Ltd | 449249AS0 | Mar 2026 | 2,600,000 | $2.6M | 0.08% | ABS-CBDO |
| 425 | Freddie Mac | 3132DWKP7 | Mar 2026 | 2,528,815 | $2.6M | 0.08% | ABS-MBS |
| 426 | FORD MOTOR CREDIT CO LLC | 345397B51 | Mar 2026 | 2,685,000 | $2.6M | 0.08% | DBT |
| 427 | United States Treasury | 912810SC3 | Mar 2026 | 3,400,000 | $2.6M | 0.07% | DBT |
| 428 | TREASURY CORP VICTORIA | 000000000 | Mar 2026 | 5,400,000 | $2.5M | 0.07% | DBT |
| 429 | Government National Mortgage Association | 38376R6V3 | Mar 2026 | 2,462,988 | $2.5M | 0.07% | ABS-MBS |
| 430 | Park Place Securities Inc | 70069FKG1 | Mar 2026 | 2,505,329 | $2.5M | 0.07% | ABS-O |
| 431 | REPUBLIC OF PERU | 715638BE1 | Mar 2026 | 7,920,000 | $2.5M | 0.07% | DBT |
| 432 | Ace Securities Corp. | 00441VAA6 | Mar 2026 | 7,452,703 | $2.4M | 0.07% | ABS-MBS |
| 433 | HSBC HOLDINGS PLC | 404280ER6 | Mar 2026 | 2,400,000 | $2.4M | 0.07% | DBT |
| 434 | Metlife Securitization Trust | 59166DAA5 | Mar 2026 | 2,487,140 | $2.4M | 0.07% | ABS-MBS |
| 435 | GS REFT 2026-FL1 Issuer Ltd | 36274DAA2 | Mar 2026 | 2,400,000 | $2.4M | 0.07% | ABS-CBDO |
| 436 | CHOICE HOTELS INTL INC | 169905AF3 | Mar 2026 | 2,500,000 | $2.4M | 0.07% | DBT |
| 437 | United States Treasury | 912810UH9 | Mar 2026 | 2,576,575 | $2.4M | 0.07% | DBT |
| 438 | EPR PROPERTIES | 26884UAF6 | Mar 2026 | 2,500,000 | $2.4M | 0.07% | DBT |
| 439 | Mexico Government International Bonds | 91087BAZ3 | Mar 2026 | 2,400,000 | $2.4M | 0.07% | DBT |
| 440 | BROADCOM INC | 11135FAS0 | Mar 2026 | 2,400,000 | $2.3M | 0.07% | DBT |
| 441 | Citimortgage Alternative Loan Trust | 18974BAE9 | Mar 2026 | 2,959,913 | $2.3M | 0.07% | ABS-MBS |
| 442 | VOLKSWAGEN BANK GMBH | 000000000 | Mar 2026 | 2,000,000 | $2.3M | 0.07% | DBT |
| 443 | United States Treasury | 912810RN0 | Mar 2026 | 3,100,000 | $2.3M | 0.07% | DBT |
| 444 | Structured Asset Investment Loan Trust | 86358EYF7 | Mar 2026 | 2,324,315 | $2.3M | 0.07% | ABS-O |
| 445 | LETRA TESOURO NACIONAL | 000000000 | Mar 2026 | 12,700,000 | $2.3M | 0.07% | DBT |
| 446 | DUKE ENERGY PROGRESS LLC | 26442UAL8 | Mar 2026 | 2,600,000 | $2.3M | 0.07% | DBT |
| 447 | Option One Mortgage Loan Trust | 68400DAA2 | Mar 2026 | 3,505,641 | $2.3M | 0.07% | ABS-MBS |
| 448 | United States Treasury | 912810RY6 | Mar 2026 | 3,200,000 | $2.3M | 0.07% | DBT |
| 449 | IndyMac INDX Mortgage Loan Trust | 45661EAV6 | Mar 2026 | 2,433,785 | $2.3M | 0.07% | ABS-MBS |
| 450 | BANCO SANTANDER SA | 05964HBJ3 | Mar 2026 | 2,200,000 | $2.3M | 0.07% | DBT |
| 451 | Tobacco Settlement Finance Authority | 88880LAH6 | Mar 2026 | 2,250,000 | $2.2M | 0.07% | DBT |
| 452 | United States Treasury | 912810SD1 | Mar 2026 | 3,000,000 | $2.2M | 0.06% | DBT |
| 453 | WAMU Mortgage Pass-Through Certificates | 92927XAA2 | Mar 2026 | 2,459,534 | $2.2M | 0.06% | ABS-MBS |
| 454 | MIZUHO FINANCIAL GROUP | 60687YBH1 | Mar 2026 | 2,400,000 | $2.2M | 0.06% | DBT |
| 455 | United States Treasury | 912810QY7 | Mar 2026 | 2,800,000 | $2.1M | 0.06% | DBT |
| 456 | JPMORGAN CHASE & CO | 46647PDZ6 | Mar 2026 | 2,100,000 | $2.1M | 0.06% | DBT |
| 457 | United States Treasury | 912810TE8 | Mar 2026 | 3,972,084 | $2.1M | 0.06% | DBT |
| 458 | AMER AIRLN 14-1 A PTT | 02377AAA6 | Mar 2026 | 2,063,916 | $2.1M | 0.06% | DBT |
| 459 | HUDSON PACIFIC PROPERTIE | 44409MAB2 | Mar 2026 | 2,400,000 | $2.0M | 0.06% | DBT |
| 460 | Freddie Mac | 3132DWKH5 | Mar 2026 | 1,997,903 | $2.0M | 0.06% | ABS-MBS |
| 461 | BPCE SA | 05571AAX3 | Mar 2026 | 2,000,000 | $2.0M | 0.06% | DBT |
| 462 | United States Treasury | 912834JB5 | Mar 2026 | 4,100,000 | $2.0M | 0.06% | DBT |
| 463 | Freddie Mac | 3132DPYV4 | Mar 2026 | 2,146,753 | $2.0M | 0.06% | ABS-MBS |
| 464 | BARCLAYS PLC | 06738EBD6 | Mar 2026 | 2,000,000 | $2.0M | 0.06% | DBT |
| 465 | United States Treasury | 912810SG4 | Mar 2026 | 2,843,280 | $2.0M | 0.06% | DBT |
| 466 | HYUNDAI CAPITAL AMERICA | 44891ACG0 | Mar 2026 | 2,000,000 | $2.0M | 0.06% | DBT |
| 467 | Government National Mortgage Association | 3617YD3J9 | Mar 2026 | 2,128,498 | $2.0M | 0.06% | ABS-MBS |
| 468 | VICI PROPERTIES / NOTE | 92564RAA3 | Mar 2026 | 2,000,000 | $2.0M | 0.06% | DBT |
| 469 | AVIATION CAPITAL GROUP | 05369AAP6 | Mar 2026 | 1,900,000 | $2.0M | 0.06% | DBT |
| 470 | INTERCONTINENTALEXCHANGE | 45865VAC4 | Mar 2026 | 2,000,000 | $2.0M | 0.06% | DBT |
| 471 | KUWAIT INTL BOND | 501499AD9 | Mar 2026 | 2,000,000 | $2.0M | 0.06% | DBT |
| 472 | KUWAIT INTL BOND | 501499AE7 | Mar 2026 | 2,000,000 | $2.0M | 0.06% | DBT |
| 473 | Structured Adjustable Rate Mortgage Loan Trust | 86361PAJ5 | Mar 2026 | 4,938,951 | $1.9M | 0.06% | ABS-MBS |
| 474 | SYENSQO FINANCE AMERICA | 834423AE5 | Mar 2026 | 1,900,000 | $1.9M | 0.06% | DBT |
| 475 | Ares European CLO | 000000000 | Mar 2026 | 1,682,021 | $1.9M | 0.06% | ABS-CBDO |
| 476 | Morgan Stanley Capital Inc | 61749KAA1 | Mar 2026 | 2,136,954 | $1.9M | 0.06% | ABS-O |
| 477 | ONEOK INC | 682680CQ4 | Mar 2026 | 1,900,000 | $1.9M | 0.06% | DBT |
| 478 | United States Treasury | 912810RR1 | Mar 2026 | 2,607,807 | $1.9M | 0.06% | DBT |
| 479 | BPCE SA | 05571AAQ8 | Mar 2026 | 1,900,000 | $1.9M | 0.06% | DBT |
| 480 | VMED O2 UK FINANCING I | 000000000 | Mar 2026 | 1,800,000 | $1.9M | 0.06% | DBT |
| 481 | Countrywide Alternative Loan Trust | 02150BAA7 | Mar 2026 | 3,791,564 | $1.9M | 0.06% | ABS-MBS |
| 482 | AMERICAN HOMES 4 RENT | 02666TAA5 | Mar 2026 | 1,900,000 | $1.9M | 0.06% | DBT |
| 483 | Fannie Mae | 3140XNR71 | Mar 2026 | 1,865,062 | $1.9M | 0.05% | ABS-MBS |
| 484 | Citibank NA | 000000000 | Mar 2026 | 9,400,000 | $1.9M | 0.05% | DCR |
| 485 | Government National Mortgage Association | 3618N5VM8 | Mar 2026 | 1,999,998 | $1.8M | 0.05% | ABS-MBS |
| 486 | SUMITOMO MITSUI FINL GRP | 86562MDL1 | Mar 2026 | 1,800,000 | $1.8M | 0.05% | DBT |
| 487 | Freddie Mac | 3128M6WG9 | Mar 2026 | 1,754,770 | $1.8M | 0.05% | ABS-MBS |
| 488 | Sales Tax Securitization Corp | 79467BDH5 | Mar 2026 | 2,000,000 | $1.8M | 0.05% | DBT |
| 489 | HSI Asset Securitization Corporation Trust | 44328BAE8 | Mar 2026 | 7,933,924 | $1.8M | 0.05% | ABS-MBS |
| 490 | Freddie Mac | 3132DWKV4 | Mar 2026 | 1,748,922 | $1.8M | 0.05% | ABS-MBS |
| 491 | Fannie Mae | 3138ERM72 | Mar 2026 | 1,790,834 | $1.8M | 0.05% | ABS-MBS |
| 492 | Nelnet Student Loan Trust | 64032PAB8 | Mar 2026 | 1,694,793 | $1.8M | 0.05% | ABS-O |
| 493 | Government National Mortgage Association | 38375UYN4 | Mar 2026 | 1,740,222 | $1.8M | 0.05% | ABS-MBS |
| 494 | HP ENTERPRISE CO | 42824CCC1 | Mar 2026 | 1,750,000 | $1.8M | 0.05% | DBT |
| 495 | HP ENTERPRISE CO | 42824CCD9 | Mar 2026 | 1,750,000 | $1.7M | 0.05% | DBT |
| 496 | AMERICAN ELECTRIC POWER | 025537AY7 | Mar 2026 | 1,700,000 | $1.7M | 0.05% | DBT |
| 497 | Lehman Mortgage Trust | 52520RAB8 | Mar 2026 | 2,552,048 | $1.7M | 0.05% | ABS-MBS |
| 498 | MAPLE PARENT HLDS CO | 000000000 | Mar 2026 | 1,500,000 | $1.7M | 0.05% | DBT |
| 499 | MAPLE PARENT HLDS CO | 000000000 | Mar 2026 | 1,500,000 | $1.7M | 0.05% | DBT |
| 500 | LCH Ltd. | 000000000 | Mar 2026 | 7,670,000,000 | $1.7M | 0.05% | DIR |
| 501 | LCH Ltd. | 000000000 | Mar 2026 | 33,200,000 | $1.7M | 0.05% | DIR |
| 502 | KOREA DEVELOPMENT BANK | 500630DY1 | Mar 2026 | 1,700,000 | $1.7M | 0.05% | DBT |
| 503 | Starwood Commercial Mortgage Trust | 78485KAA3 | Mar 2026 | 1,695,814 | $1.7M | 0.05% | ABS-CBDO |
| 504 | CADILLAC FAIRVIEW PRP TR | 68327LAB2 | Mar 2026 | 1,700,000 | $1.7M | 0.05% | DBT |
| 505 | ING GROEP NV | 456837BU6 | Mar 2026 | 1,700,000 | $1.7M | 0.05% | DBT |
| 506 | IndyMac INDX Mortgage Loan Trust | 456610AA2 | Mar 2026 | 1,676,116 | $1.7M | 0.05% | ABS-MBS |
| 507 | Accredited Mortgage Loan Trust | 004375AW1 | Mar 2026 | 1,694,805 | $1.7M | 0.05% | ABS-MBS |
| 508 | ALLY FINANCIAL INC | 02005NCA6 | Mar 2026 | 1,700,000 | $1.7M | 0.05% | DBT |
| 509 | Government National Mortgage Association | 3622ABJW3 | Mar 2026 | 1,643,754 | $1.7M | 0.05% | ABS-MBS |
| 510 | LLOYDS BANK PLC | 000000000 | Mar 2026 | 2,200,000 | $1.6M | 0.05% | DBT |
| 511 | Nelnet Student Loan Trust | 64032PAA0 | Mar 2026 | 1,610,053 | $1.6M | 0.05% | ABS-O |
| 512 | Merrill Lynch Mortgage Investors Trust | 59023EAE8 | Mar 2026 | 8,128,370 | $1.6M | 0.05% | ABS-MBS |
| 513 | MASTR Alternative Loans Trust | 576434D92 | Mar 2026 | 1,557,310 | $1.6M | 0.05% | ABS-MBS |
| 514 | Specialty Underwriting & Residential Finance | 84752EAD5 | Mar 2026 | 2,175,575 | $1.6M | 0.05% | ABS-O |
| 515 | Greensky Home Improvement Issuer Trust | 39571NAB2 | Mar 2026 | 1,598,816 | $1.6M | 0.05% | ABS-O |
| 516 | SPIRIT AEROSYSTEMS INC | 85205TAK6 | Mar 2026 | 1,600,000 | $1.6M | 0.05% | DBT |
| 517 | FORD MOTOR CREDIT CO LLC | 345397YT4 | Mar 2026 | 1,632,000 | $1.6M | 0.05% | DBT |
| 518 | Novastar Home Equity Loan | 66989EAA3 | Mar 2026 | 1,593,594 | $1.6M | 0.05% | ABS-MBS |
| 519 | PACIFIC GAS & ELECTRIC | 694308HW0 | Mar 2026 | 1,600,000 | $1.6M | 0.05% | DBT |
| 520 | First Franklin Mtg Loan Asset Backed Certificates | 320275AD2 | Mar 2026 | 4,029,426 | $1.6M | 0.05% | ABS-O |
| 521 | UNITED AIR 2016-1 A PTT | 90931MAA4 | Mar 2026 | 1,599,328 | $1.6M | 0.05% | DBT |
| 522 | Park Place Securities Inc | 70069FCY1 | Mar 2026 | 1,555,395 | $1.5M | 0.05% | ABS-O |
| 523 | RBSSP Resecuritization Trust | 74930PAL8 | Mar 2026 | 1,516,715 | $1.5M | 0.04% | ABS-MBS |
| 524 | TREASURY CORP VICTORIA | 000000000 | Mar 2026 | 2,700,000 | $1.5M | 0.04% | DBT |
| 525 | Fannie Mae | 3140JVPM8 | Mar 2026 | 1,703,542 | $1.5M | 0.04% | ABS-MBS |
| 526 | First Franklin Mtg Loan Asset Backed Certificates | 32027NLS8 | Mar 2026 | 1,507,876 | $1.5M | 0.04% | ABS-O |
| 527 | Government National Mortgage Association | 38376RC53 | Mar 2026 | 1,457,938 | $1.5M | 0.04% | ABS-MBS |
| 528 | MASTR Asset Backed Securities Trust | 55291KAB3 | Mar 2026 | 4,425,373 | $1.5M | 0.04% | ABS-MBS |
| 529 | SAUDI INTERNATIONAL BOND | 80413TBP3 | Mar 2026 | 1,500,000 | $1.5M | 0.04% | DBT |
| 530 | CREDIT OPPORTUNITIES PARTNERS | 000000000 | Mar 2026 | 1,500,000 | $1.5M | 0.04% | DBT |
| 531 | BOSTON PROPERTIES LP | 10112RBF0 | Mar 2026 | 1,811,000 | $1.5M | 0.04% | DBT |
| 532 | Countrywide Asset-Backed Certificates | 12669LAD2 | Mar 2026 | 1,349,769 | $1.5M | 0.04% | ABS-O |
| 533 | KUWAIT INTL BOND | 501499AF4 | Mar 2026 | 1,500,000 | $1.4M | 0.04% | DBT |
| 534 | CPPIB CAPITAL INC | 12593CAY7 | Mar 2026 | 1,900,000 | $1.4M | 0.04% | DBT |
| 535 | Bank of America NA | 000000000 | Mar 2026 | 7,100,000 | $1.4M | 0.04% | DCR |
| 536 | Ford Credit Auto Lease Trust | 345290AE0 | Mar 2026 | 1,400,000 | $1.4M | 0.04% | ABS-O |
| 537 | MMAF Equipment Finance LLC | 55318CAB0 | Mar 2026 | 1,397,564 | $1.4M | 0.04% | ABS-O |
| 538 | Qatar Government International Bonds | 000000000 | Mar 2026 | 1,500,000 | $1.4M | 0.04% | DBT |
| 539 | Fannie Mae | 3140X6WA5 | Mar 2026 | 1,408,599 | $1.4M | 0.04% | ABS-MBS |
| 540 | Government National Mortgage Association | 38376RZX7 | Mar 2026 | 1,369,294 | $1.4M | 0.04% | ABS-MBS |
| 541 | IndyMac Residential Asset Backed Trust | 43710BAA4 | Mar 2026 | 1,726,729 | $1.4M | 0.04% | ABS-O |
| 542 | Government National Mortgage Association | 3617LC4N5 | Mar 2026 | 1,504,306 | $1.3M | 0.04% | ABS-MBS |
| 543 | Citizens Auto Receivables Trust | 17331KAD1 | Mar 2026 | 1,332,842 | $1.3M | 0.04% | ABS-O |
| 544 | United States Treasury | 912810TB4 | Mar 2026 | 2,400,000 | $1.3M | 0.04% | DBT |
| 545 | ROYAL BANK OF CANADA | 780082AQ6 | Mar 2026 | 1,300,000 | $1.3M | 0.04% | DBT |
| 546 | Fannie Mae | 3140NWTC9 | Mar 2026 | 1,300,000 | $1.3M | 0.04% | ABS-MBS |
| 547 | ABBVIE INC | 00287YAY5 | Mar 2026 | 1,300,000 | $1.3M | 0.04% | DBT |
| 548 | Saxon Asset Securities Trust | 80557BAD6 | Mar 2026 | 1,367,504 | $1.3M | 0.04% | ABS-O |
| 549 | FIRSTENERGY CORP | 337932AH0 | Mar 2026 | 1,300,000 | $1.3M | 0.04% | DBT |
| 550 | United States Treasury | 912810RA8 | Mar 2026 | 1,697,424 | $1.2M | 0.04% | DBT |
| 551 | Fannie Mae | 3140XJNP4 | Mar 2026 | 1,304,998 | $1.2M | 0.04% | ABS-MBS |
| 552 | AMERICAN TOWER CORP | 03027XCE8 | Mar 2026 | 1,200,000 | $1.2M | 0.04% | DBT |
| 553 | CENTENE CORP | 15135BAR2 | Mar 2026 | 1,248,000 | $1.2M | 0.04% | DBT |
| 554 | Government National Mortgage Association | 3622AADC5 | Mar 2026 | 1,234,180 | $1.2M | 0.04% | ABS-MBS |
| 555 | ENERGY TRANSFER LP | 29278NAF0 | Mar 2026 | 1,200,000 | $1.2M | 0.04% | DBT |
| 556 | NEW S WALES TREASURY CRP | 000000000 | Mar 2026 | 1,900,000 | $1.2M | 0.04% | DBT |
| 557 | Countrywide Alternative Loan Trust | 02147RAJ9 | Mar 2026 | 1,245,390 | $1.2M | 0.03% | ABS-MBS |
| 558 | GLOBAL PAYMENTS INC | 37940XAX0 | Mar 2026 | 1,200,000 | $1.2M | 0.03% | DBT |
| 559 | AMERICAN TOWER CORP | 03027XAW0 | Mar 2026 | 1,180,000 | $1.2M | 0.03% | DBT |
| 560 | United States Treasury | 91282CNW7 | Mar 2026 | 1,150,000 | $1.1M | 0.03% | DBT |
| 561 | Goldman Sachs Bank USA | 000000000 | Mar 2026 | 1 | $1.1M | 0.03% | DFE |
| 562 | United States Treasury | 912810QQ4 | Mar 2026 | 1,167,000 | $1.1M | 0.03% | DBT |
| 563 | UNITED MEXICAN STATES | 000000000 | Mar 2026 | 1,000,000 | $1.1M | 0.03% | DBT |
| 564 | Government National Mortgage Association | 3622A3DC1 | Mar 2026 | 1,113,994 | $1.1M | 0.03% | ABS-MBS |
| 565 | Countrywide Asset-Backed Certificates | 23243LAA0 | Mar 2026 | 1,148,587 | $1.1M | 0.03% | ABS-O |
| 566 | WELLTOWER OP LLC | 95040QAC8 | Mar 2026 | 1,102,000 | $1.1M | 0.03% | DBT |
| 567 | TORONTO-DOMINION BANK | 891160TD5 | Mar 2026 | 1,100,000 | $1.1M | 0.03% | DBT |
| 568 | ING GROEP NV | 456837AH6 | Mar 2026 | 1,100,000 | $1.1M | 0.03% | DBT |
| 569 | Countrywide Alternative Loan Trust | 02150EBP7 | Mar 2026 | 2,526,887 | $1.1M | 0.03% | ABS-MBS |
| 570 | Park Place Securities Inc | 70069FAZ0 | Mar 2026 | 1,094,064 | $1.1M | 0.03% | ABS-O |
| 571 | Countrywide Asset-Backed Certificates | 12667HAA9 | Mar 2026 | 1,100,985 | $1.1M | 0.03% | ABS-O |
| 572 | Citibank NA | 000000000 | Mar 2026 | 1 | $1.1M | 0.03% | DFE |
| 573 | WESTERN MIDSTREAM OPERAT | 958667AF4 | Mar 2026 | 1,000,000 | $1.0M | 0.03% | DBT |
| 574 | Residential Asset Securitization Trust | 76112FAF8 | Mar 2026 | 2,867,401 | $1.0M | 0.03% | ABS-MBS |
| 575 | ORACLE CORP | 68389XBW4 | Mar 2026 | 1,400,000 | $1.0M | 0.03% | DBT |
| 576 | First Franklin Mtg Loan Asset Backed Certificates | 32027NNS6 | Mar 2026 | 1,006,091 | $1.0M | 0.03% | ABS-O |
| 577 | PINNACLE WEST CAPITAL | 723484AN1 | Mar 2026 | 1,000,000 | $1.0M | 0.03% | DBT |
| 578 | GSAMP Trust | 3622MAAD3 | Mar 2026 | 2,035,456 | $999K | 0.03% | ABS-O |
| 579 | FHLMC Structured Pass Through Securities | 31395A3J2 | Mar 2026 | 1,017,709 | $993K | 0.03% | ABS-MBS |
| 580 | REPUBLIC OF COLOMBIA | 195325ET8 | Mar 2026 | 1,000,000 | $990K | 0.03% | DBT |
| 581 | UDR INC | 90265EAM2 | Mar 2026 | 1,000,000 | $989K | 0.03% | DBT |
| 582 | Fannie Mae | 3136A9YS1 | Mar 2026 | 992,131 | $987K | 0.03% | ABS-MBS |
| 583 | REPUBLIC OF COLOMBIA | 195325EV3 | Mar 2026 | 1,000,000 | $979K | 0.03% | DBT |
| 584 | MASTR Asset Backed Securities Trust | 55291KAD9 | Mar 2026 | 2,865,256 | $972K | 0.03% | ABS-MBS |
| 585 | MortgageIT Trust | 61915RBY1 | Mar 2026 | 1,001,900 | $968K | 0.03% | ABS-MBS |
| 586 | Morgan Stanley ReRemic Trust | 61759HAZ0 | Mar 2026 | 910,601 | $959K | 0.03% | ABS-MBS |
| 587 | Fanniemae-Aces | 3136BBAR3 | Mar 2026 | 20,512,590 | $936K | 0.03% | ABS-MBS |
| 588 | FORD MOTOR CREDIT CO LLC | 345397G72 | Mar 2026 | 900,000 | $911K | 0.03% | DBT |
| 589 | REPUBLIC OF SOUTH AFRICA | 000000000 | Mar 2026 | 16,900,000 | $903K | 0.03% | DBT |
| 590 | DC Office Trust | 23312BAA8 | Mar 2026 | 1,000,000 | $901K | 0.03% | ABS-MBS |
| 591 | EMERA US FINANCE LLC | 29103HAC1 | Mar 2026 | 900,000 | $899K | 0.03% | DBT |
| 592 | QUEENSLAND TREASURY CORP | 000000000 | Mar 2026 | 1,400,000 | $889K | 0.03% | DBT |
| 593 | REPUBLIC OF SOUTH AFRICA | 000000000 | Mar 2026 | 15,840,000 | $879K | 0.03% | DBT |
| 594 | GSR Mortgage Loan Trust | 3623414A4 | Mar 2026 | 922,521 | $874K | 0.03% | ABS-MBS |
| 595 | United States Treasury | 912810UB2 | Mar 2026 | 900,000 | $873K | 0.03% | DBT |
| 596 | Bank of America NA | 000000000 | Mar 2026 | 1 | $867K | 0.03% | DFE |
| 597 | Structured Adjustable Rate Mortgage Loan Trust | 863579PM4 | Mar 2026 | 930,786 | $864K | 0.03% | ABS-MBS |
| 598 | VMED O2 UK FINANCING I | 92858RAD2 | Mar 2026 | 900,000 | $863K | 0.03% | DBT |
| 599 | Fannie Mae | 3138EGSJ4 | Mar 2026 | 837,603 | $861K | 0.03% | ABS-MBS |
| 600 | Ace Securities Corp. | 00442PAA8 | Mar 2026 | 862,145 | $847K | 0.02% | ABS-MBS |
| 601 | Countrywide Home Loans | 126694M62 | Mar 2026 | 889,178 | $841K | 0.02% | ABS-MBS |
| 602 | BRITISH AIR 18-1 A PTT | 11043HAA6 | Mar 2026 | 869,358 | $840K | 0.02% | DBT |
| 603 | Countrywide Home Loans | 170256AD3 | Mar 2026 | 924,164 | $830K | 0.02% | ABS-MBS |
| 604 | JPMorgan Chase Bank NA | 000000000 | Mar 2026 | 1 | $827K | 0.02% | DFE |
| 605 | Fannie Mae | 31418ET67 | Mar 2026 | 816,615 | $823K | 0.02% | ABS-MBS |
| 606 | NTT FINANCE CORP | 62954WAT2 | Mar 2026 | 800,000 | $812K | 0.02% | DBT |
| 607 | REPUBLIC OF SOUTH AFRICA | 000000000 | Mar 2026 | 17,000,000 | $806K | 0.02% | DBT |
| 608 | Fannie Mae | 3140QBP36 | Mar 2026 | 772,213 | $804K | 0.02% | ABS-MBS |
| 609 | Countrywide Alternative Loan Trust | 12668BJZ7 | Mar 2026 | 1,204,171 | $792K | 0.02% | ABS-MBS |
| 610 | BANCO ESPIRITO SANTO SA | 000000000 | Mar 2026 | 3,100,000 | $788K | 0.02% | DBT |
| 611 | AMER AIRLN 15-2 AA PTT | 02377BAB2 | Mar 2026 | 789,320 | $780K | 0.02% | DBT |
| 612 | AIR CANADA 2017-1AA PTT | 00908PAA5 | Mar 2026 | 800,800 | $766K | 0.02% | DBT |
| 613 | Morgan Stanley Capital I Trust | 61691UBE8 | Mar 2026 | 800,000 | $758K | 0.02% | ABS-MBS |
| 614 | Freddie Mac | 3133CHD77 | Mar 2026 | 739,813 | $756K | 0.02% | ABS-MBS |
| 615 | United States Treasury | 912834KP2 | Mar 2026 | 1,600,000 | $748K | 0.02% | DBT |
| 616 | Stepstone Group Midco 2 GmbH/ The | 000000000 | Mar 2026 | 847,327 | $748K | 0.02% | LON |
| 617 | Asset Backed Funding Certificates | 04542BJY9 | Mar 2026 | 726,845 | $730K | 0.02% | ABS-MBS |
| 618 | Fannie Mae | 3140NLQZ5 | Mar 2026 | 730,813 | $728K | 0.02% | ABS-MBS |
| 619 | Bear Stearns Alt-A Trust | 073868AV3 | Mar 2026 | 1,316,313 | $718K | 0.02% | ABS-MBS |
| 620 | Intercontinental Exchange, Inc. | 000000000 | Mar 2026 | 7,000,000 | $713K | 0.02% | DCR |
| 621 | Government National Mortgage Association | 38376RLJ3 | Mar 2026 | 700,719 | $702K | 0.02% | ABS-MBS |
| 622 | Societe Generale SA | 000000000 | Mar 2026 | 1 | $682K | 0.02% | DFE |
| 623 | Freddie Mac | 3133CCNP7 | Mar 2026 | 681,398 | $679K | 0.02% | ABS-MBS |
| 624 | ROMANIA | 000000000 | Mar 2026 | 600,000 | $676K | 0.02% | DBT |
| 625 | Freddie Mac | 312929FV9 | Mar 2026 | 654,130 | $674K | 0.02% | ABS-MBS |
| 626 | BCAP LLC Trust | 05533XAC6 | Mar 2026 | 1,842,491 | $669K | 0.02% | ABS-MBS |
| 627 | Bear Stearns Asset Backed Securities Trust | 073879G69 | Mar 2026 | 673,548 | $665K | 0.02% | ABS-MBS |
| 628 | NATIONWIDE BLDG SOCIETY | 000000000 | Mar 2026 | 500,000 | $660K | 0.02% | DBT |
| 629 | LCH Ltd. | 000000000 | Mar 2026 | 26,960,000 | $640K | 0.02% | DIR |
| 630 | Intercontinental Exchange, Inc. | 000000000 | Mar 2026 | 35,775,000 | $617K | 0.02% | DCR |
| 631 | Freddie Mac | 3128M9J78 | Mar 2026 | 599,024 | $617K | 0.02% | ABS-MBS |
| 632 | IXIS Real Estate Capital Trust | 45071KAE4 | Mar 2026 | 598,461 | $616K | 0.02% | ABS-MBS |
| 633 | LCH Ltd. | 000000000 | Mar 2026 | 45,500,000 | $603K | 0.02% | DIR |
| 634 | VICI PROPERTIES / NOTE | 92564RAH8 | Mar 2026 | 600,000 | $599K | 0.02% | DBT |
| 635 | SOUTHERN CAL EDISON | 842400GK3 | Mar 2026 | 800,000 | $599K | 0.02% | DBT |
| 636 | Bear Stearns Alt-A Trust | 073868BE0 | Mar 2026 | 1,182,883 | $587K | 0.02% | ABS-MBS |
| 637 | Goldman Sachs Bank USA | 000000000 | Mar 2026 | 1 | $584K | 0.02% | DFE |
| 638 | Government National Mortgage Association | 36296QY37 | Mar 2026 | 562,879 | $575K | 0.02% | ABS-MBS |
| 639 | Barclays Bank PLC | 000000000 | Mar 2026 | 1 | $573K | 0.02% | DFE |
| 640 | Citicorp Mortgage Securities, Inc. | 17312XAQ7 | Mar 2026 | 635,261 | $554K | 0.02% | ABS-MBS |
| 641 | Government National Mortgage Association | 3617YCQJ6 | Mar 2026 | 586,209 | $554K | 0.02% | ABS-MBS |
| 642 | Credit Suisse First Boston Mortgage Securities | 225470FG3 | Mar 2026 | 752,241 | $546K | 0.02% | ABS-MBS |
| 643 | Chase Mortgage Finance Corporation | 16163CAN2 | Mar 2026 | 630,134 | $538K | 0.02% | ABS-MBS |
| 644 | Intercontinental Exchange, Inc. | 000000000 | Mar 2026 | 30,100,000 | $532K | 0.02% | DCR |
| 645 | Government National Mortgage Association | 38376RGB6 | Mar 2026 | 531,333 | $531K | 0.02% | ABS-MBS |
| 646 | J.P. Morgan Alternative Loan Trust | 46628GAA7 | Mar 2026 | 624,221 | $528K | 0.02% | ABS-MBS |
| 647 | REPUBLIC OF PERU | 715638BD3 | Mar 2026 | 1,680,000 | $523K | 0.02% | DBT |
| 648 | BNP Paribas SA | 000000000 | Mar 2026 | 1 | $508K | 0.01% | DFE |
| 649 | Soundview Home Equity Loan Trust | 83612NAC9 | Mar 2026 | 1,941,732 | $507K | 0.01% | ABS-O |
| 650 | GOLDMAN SACHS GROUP INC | 38141GB29 | Mar 2026 | 500,000 | $506K | 0.01% | DBT |
| 651 | Fannie Mae | 31368HNQ2 | Mar 2026 | 489,801 | $503K | 0.01% | ABS-MBS |
| 652 | NTT FINANCE CORP | 62954WAS4 | Mar 2026 | 500,000 | $503K | 0.01% | DBT |
| 653 | JPMORGAN CHASE & CO | 46647PDA1 | Mar 2026 | 500,000 | $500K | 0.01% | DBT |
| 654 | Freddie Mac | 3133C5ZJ3 | Mar 2026 | 483,853 | $478K | 0.01% | ABS-MBS |
| 655 | Government National Mortgage Association | 36179W5D6 | Mar 2026 | 515,557 | $477K | 0.01% | ABS-MBS |
| 656 | Chicago Mercantile Exchange | 000000000 | Mar 2026 | 130,500,000 | $475K | 0.01% | DIR |
| 657 | CENTENE CORP | 15135BAT8 | Mar 2026 | 500,000 | $475K | 0.01% | DBT |
| 658 | United States Treasury | 912834KH0 | Mar 2026 | 1,000,000 | $474K | 0.01% | DBT |
| 659 | NOMURA HOLDINGS INC | 65535HAY5 | Mar 2026 | 500,000 | $474K | 0.01% | DBT |
| 660 | Bear Stearns Alt-A Trust | 07386HQ87 | Mar 2026 | 962,845 | $454K | 0.01% | ABS-MBS |
| 661 | CENTENE CORP | 15135BAV3 | Mar 2026 | 500,000 | $452K | 0.01% | DBT |
| 662 | Fannie Mae | 31407M2K0 | Mar 2026 | 436,596 | $450K | 0.01% | ABS-MBS |
| 663 | Japan Government Twenty Year Bonds | 000000000 | Mar 2026 | 77,250,000 | $448K | 0.01% | DBT |
| 664 | Japan Government Thirty Year Bonds | 000000000 | Mar 2026 | 98,350,000 | $448K | 0.01% | DBT |
| 665 | Goldman Sachs International | 000000000 | Mar 2026 | 2,200,000 | $436K | 0.01% | DCR |
| 666 | BANCO ESPIRITO SANTO SA | 000000000 | Mar 2026 | 1,700,000 | $432K | 0.01% | DBT |
| 667 | Intercontinental Exchange, Inc. | 000000000 | Mar 2026 | 3,800,000 | $428K | 0.01% | DCR |
| 668 | Morgan Stanley Capital Inc | 61744CXM3 | Mar 2026 | 427,568 | $423K | 0.01% | ABS-O |
| 669 | GSR Mortgage Loan Trust | 36297TAB8 | Mar 2026 | 721,102 | $422K | 0.01% | ABS-MBS |
| 670 | LCH Ltd. | 000000000 | Mar 2026 | 21,000,000 | $401K | 0.01% | DIR |
| 671 | Morgan Stanley Capital Services LLC | 000000000 | Mar 2026 | 2,000,000 | $396K | 0.01% | DCR |
| 672 | Fannie Mae | 31410KFH2 | Mar 2026 | 382,138 | $394K | 0.01% | ABS-MBS |
| 673 | Fannie Mae | 31368HMV2 | Mar 2026 | 371,792 | $390K | 0.01% | ABS-MBS |
| 674 | Residential Asset Securities Corporation | 76110WRS7 | Mar 2026 | 389,298 | $384K | 0.01% | ABS-MBS |
| 675 | Countrywide Home Loans | 12544TAB0 | Mar 2026 | 873,925 | $384K | 0.01% | ABS-MBS |
| 676 | Countrywide Asset-Backed Certificates | 12666UAG8 | Mar 2026 | 349,066 | $367K | 0.01% | ABS-O |
| 677 | Fannie Mae | 3140QTA74 | Mar 2026 | 351,967 | $355K | 0.01% | ABS-MBS |
| 678 | Chase Mortgage Finance Corporation | 161630BK3 | Mar 2026 | 371,381 | $353K | 0.01% | ABS-MBS |
| 679 | Freddie Mac | 3128M6NG9 | Mar 2026 | 337,581 | $348K | 0.01% | ABS-MBS |
| 680 | Fannie Mae | 3140XHNG8 | Mar 2026 | 363,534 | $347K | 0.01% | ABS-MBS |
| 681 | Long Beach Mortgage Loan Trust | 542514NT7 | Mar 2026 | 347,556 | $345K | 0.01% | ABS-O |
| 682 | Bear Stearns Adjustable Rate Mortgage Trust | 07387AET8 | Mar 2026 | 337,155 | $337K | 0.01% | ABS-MBS |
| 683 | CVS PASS-THROUGH TRUST | 126650BQ2 | Mar 2026 | 327,280 | $337K | 0.01% | DBT |
| 684 | SOUTHERN CAL EDISON | 842400FZ1 | Mar 2026 | 400,000 | $335K | 0.01% | DBT |
| 685 | Freddie Mac | 3132AECH7 | Mar 2026 | 340,737 | $334K | 0.01% | ABS-MBS |
| 686 | Citigroup Mortgage Loan Trust Inc | 17312VAE8 | Mar 2026 | 372,899 | $334K | 0.01% | ABS-MBS |
| 687 | Fannie Mae | 3140JGYY5 | Mar 2026 | 338,519 | $331K | 0.01% | ABS-MBS |
| 688 | Citigroup Mortgage Loan Trust Inc | 17307GW79 | Mar 2026 | 316,395 | $324K | 0.01% | ABS-MBS |
| 689 | BOEING CO/THE | 097023DQ5 | Mar 2026 | 300,000 | $315K | 0.01% | DBT |
| 690 | Fannie Mae | 31410G2H5 | Mar 2026 | 300,513 | $309K | 0.01% | ABS-MBS |
| 691 | Banc of America Alternative Loan Trust | 06050AAH6 | Mar 2026 | 293,094 | $308K | 0.01% | ABS-MBS |
| 692 | Fannie Mae | 3140QSYM7 | Mar 2026 | 305,669 | $308K | 0.01% | ABS-MBS |
| 693 | Societe Generale SA | 000000000 | Mar 2026 | 1 | $304K | 0.01% | DFE |
| 694 | Deutsche Bank AG | 000000000 | Mar 2026 | 1 | $304K | 0.01% | DFE |
| 695 | NTT FINANCE CORP | 62954WAQ8 | Mar 2026 | 300,000 | $301K | 0.01% | DBT |
| 696 | NTT FINANCE CORP | 62954WAP0 | Mar 2026 | 300,000 | $301K | 0.01% | DBT |
| 697 | PARAMOUNT GLOBAL | 124857AR4 | Mar 2026 | 300,000 | $295K | 0.01% | DBT |
| 698 | LCH Ltd. | 000000000 | Mar 2026 | 2,810,000 | $295K | 0.01% | DIR |
| 699 | Hyundai Auto Lease Securitization Trust | 448988AD7 | Mar 2026 | 294,036 | $294K | 0.01% | ABS-O |
| 700 | Government National Mortgage Association | 36179W7L6 | Mar 2026 | 313,201 | $290K | 0.01% | ABS-MBS |
| 701 | JPMorgan Chase Bank NA | 000000000 | Mar 2026 | 1,631,070 | $288K | 0.01% | DCR |
| 702 | Banc of America Funding Corporation | 058927AA2 | Mar 2026 | 296,603 | $285K | 0.01% | ABS-MBS |
| 703 | Societe Generale SA | 000000000 | Mar 2026 | 1 | $285K | 0.01% | DFE |
| 704 | Government National Mortgage Association | 3617JV7F0 | Mar 2026 | 274,837 | $277K | 0.01% | ABS-MBS |
| 705 | Intercontinental Exchange, Inc. | 000000000 | Mar 2026 | 21,100,000 | $273K | 0.01% | DCR |
| 706 | Countrywide Alternative Loan Trust | 12668BDC4 | Mar 2026 | 274,648 | $265K | 0.01% | ABS-MBS |
| 707 | Freddie Mac | 3132DWL92 | Mar 2026 | 265,636 | $262K | 0.01% | ABS-MBS |
| 708 | Freddie Mac | 3133BPF52 | Mar 2026 | 260,770 | $260K | 0.01% | ABS-MBS |
| 709 | Countrywide Home Loans | 12669GN64 | Mar 2026 | 259,548 | $253K | 0.01% | ABS-MBS |
| 710 | Government National Mortgage Association | 3617NR7A5 | Mar 2026 | 251,361 | $251K | 0.01% | ABS-MBS |
| 711 | Barclays Bank PLC | 000000000 | Mar 2026 | 1 | $251K | 0.01% | DFE |
| 712 | LCH Ltd. | 000000000 | Mar 2026 | 3,690,000 | $246K | 0.01% | DIR |
| 713 | Freddie Mac | 3131YBXS2 | Mar 2026 | 246,991 | $242K | 0.01% | ABS-MBS |
| 714 | HarborView Mortgage Loan Trust | 41161PLR2 | Mar 2026 | 246,186 | $239K | 0.01% | ABS-MBS |
| 715 | Eurex Deutschland | 000000000 | Mar 2026 | -61 | $236K | 0.01% | DIR |
| 716 | Fannie Mae | 31407UMR5 | Mar 2026 | 224,365 | $234K | 0.01% | ABS-MBS |
| 717 | Fannie Mae | 3140QR4E0 | Mar 2026 | 237,115 | $230K | 0.01% | ABS-MBS |
| 718 | Freddie Mac | 3132AEG67 | Mar 2026 | 230,375 | $226K | 0.01% | ABS-MBS |
| 719 | Fannie Mae | 31415VQA6 | Mar 2026 | 215,017 | $226K | 0.01% | ABS-MBS |
| 720 | Nomura Asset Acceptance Corporation | 65535VLL0 | Mar 2026 | 479,711 | $225K | 0.01% | ABS-MBS |
| 721 | Bank of America NA | 000000000 | Mar 2026 | 1 | $223K | 0.01% | DFE |
| 722 | Fannie Mae | 31416BN53 | Mar 2026 | 212,739 | $217K | 0.01% | ABS-MBS |
| 723 | REPUBLIC OF SOUTH AFRICA | 000000000 | Mar 2026 | 4,040,000 | $216K | 0.01% | DBT |
| 724 | Freddie Mac | 3132ADP69 | Mar 2026 | 214,752 | $211K | 0.01% | ABS-MBS |
| 725 | Fannie Mae | 31406AV25 | Mar 2026 | 206,956 | $210K | 0.01% | ABS-MBS |
| 726 | Government National Mortgage Association | 3620A2XZ4 | Mar 2026 | 205,456 | $210K | 0.01% | ABS-MBS |
| 727 | Deutsche Bank AG | 000000000 | Mar 2026 | 1 | $206K | 0.01% | DFE |
| 728 | Freddie Mac | 3128M7T48 | Mar 2026 | 199,093 | $206K | 0.01% | ABS-MBS |
| 729 | Fannie Mae | 31410GRN5 | Mar 2026 | 197,879 | $204K | 0.01% | ABS-MBS |
| 730 | FORD MOTOR CREDIT CO LLC | 345397E58 | Mar 2026 | 200,000 | $202K | 0.01% | DBT |
| 731 | LCH Ltd. | 000000000 | Mar 2026 | 41,800,000 | $198K | 0.01% | DIR |
| 732 | FHLMC Structured Pass Through Securities | 31395HHV5 | Mar 2026 | 212,308 | $196K | 0.01% | ABS-MBS |
| 733 | Small Business Administration Participation Certs | 83162CSE4 | Mar 2026 | 186,949 | $190K | 0.01% | ABS-O |
| 734 | Societe Generale SA | 000000000 | Mar 2026 | 1 | $190K | 0.01% | DFE |
| 735 | Deutsche Bank AG | 000000000 | Mar 2026 | 130,000,000 | $188K | 0.01% | DIR |
| 736 | Bear Stearns Structured Products Inc. | 07402FAC9 | Mar 2026 | 244,499 | $187K | 0.01% | ABS-MBS |
| 737 | Fannie Mae | 31418DFK3 | Mar 2026 | 191,281 | $187K | 0.01% | ABS-MBS |
| 738 | VMED O2 UK FINANCING I | 92858RAE0 | Mar 2026 | 200,000 | $179K | 0.01% | DBT |
| 739 | Government National Mortgage Association | 36297HXT0 | Mar 2026 | 174,563 | $178K | 0.01% | ABS-MBS |
| 740 | VIRGIN MEDIA SECURED FIN | 92769XAR6 | Mar 2026 | 200,000 | $177K | 0.01% | DBT |
| 741 | Fannie Mae | 3140QBRJ9 | Mar 2026 | 180,739 | $177K | 0.01% | ABS-MBS |
| 742 | Fannie Mae | 31407YPX1 | Mar 2026 | 167,581 | $172K | 0.01% | ABS-MBS |
| 743 | VMED O2 UK FINAN | 92858RAB6 | Mar 2026 | 200,000 | $172K | 0.01% | DBT |
| 744 | Societe Generale SA | 000000000 | Mar 2026 | 1 | $172K | 0.01% | DFE |
| 745 | Bear Stearns Alt-A Trust | 07386HSY8 | Mar 2026 | 177,609 | $172K | 0.01% | ABS-MBS |
| 746 | Citibank NA | 000000000 | Mar 2026 | 124,900,000 | $171K | 0.01% | DIR |
| 747 | Government National Mortgage Association | 38376RQ33 | Mar 2026 | 166,585 | $167K | 0.00% | ABS-MBS |
| 748 | Fannie Mae | 31404LAU4 | Mar 2026 | 162,700 | $166K | 0.00% | ABS-MBS |
| 749 | Bear Stearns Structured Products Inc. | 07402FAA3 | Mar 2026 | 233,272 | $165K | 0.00% | ABS-MBS |
| 750 | Countrywide Home Loans | 12669GPR6 | Mar 2026 | 168,800 | $164K | 0.00% | ABS-MBS |
| 751 | Barclays Bank PLC | 000000000 | Mar 2026 | 1 | $161K | 0.00% | DFE |
| 752 | Goldman Sachs Bank USA | 000000000 | Mar 2026 | 1 | $160K | 0.00% | DFE |
| 753 | Bear Stearns Alt-A Trust | 07386HVS7 | Mar 2026 | 303,163 | $158K | 0.00% | ABS-MBS |
| 754 | Fannie Mae | 31418CLS1 | Mar 2026 | 159,890 | $157K | 0.00% | ABS-MBS |
| 755 | Government National Mortgage Association | 36179XFF8 | Mar 2026 | 168,410 | $155K | 0.00% | ABS-MBS |
| 756 | Morgan Stanley & Co. International PLC | 000000000 | Mar 2026 | 1 | $155K | 0.00% | DFE |
| 757 | Citigroup Mortgage Loan Trust Inc | 17307GXP8 | Mar 2026 | 150,421 | $153K | 0.00% | ABS-MBS |
| 758 | Fannie Mae | 31405R7C4 | Mar 2026 | 148,258 | $153K | 0.00% | ABS-MBS |
| 759 | Fannie Mae | 31418DDA7 | Mar 2026 | 155,717 | $152K | 0.00% | ABS-MBS |
| 760 | Fannie Mae | 31402RDH9 | Mar 2026 | 145,316 | $150K | 0.00% | ABS-MBS |
| 761 | Freddie Mac | 3132A9VH7 | Mar 2026 | 149,100 | $146K | 0.00% | ABS-MBS |
| 762 | Freddie Mac | 3128M7CQ7 | Mar 2026 | 137,391 | $142K | 0.00% | ABS-MBS |
| 763 | Fannie Mae | 31391XDM8 | Mar 2026 | 139,680 | $140K | 0.00% | ABS-MBS |
| 764 | Dryden Senior Loan Fund | 26244RAF8 | Mar 2026 | 139,735 | $140K | 0.00% | ABS-CBDO |
| 765 | Fannie Mae | 31410KXE9 | Mar 2026 | 134,257 | $139K | 0.00% | ABS-MBS |
| 766 | United States Treasury | 912834KV9 | Mar 2026 | 300,000 | $138K | 0.00% | DBT |
| 767 | Fannie Mae | 3138ASRC8 | Mar 2026 | 138,772 | $136K | 0.00% | ABS-MBS |
| 768 | Fannie Mae | 3140QESP8 | Mar 2026 | 141,769 | $135K | 0.00% | ABS-MBS |
| 769 | Fannie Mae | 31368HMB6 | Mar 2026 | 132,385 | $135K | 0.00% | ABS-MBS |
| 770 | BNP Paribas SA | 000000000 | Mar 2026 | 1 | $134K | 0.00% | DFE |
| 771 | Government National Mortgage Association | 36179XLE4 | Mar 2026 | 142,553 | $132K | 0.00% | ABS-MBS |
| 772 | Fannie Mae | 3138X9NM7 | Mar 2026 | 133,612 | $129K | 0.00% | ABS-MBS |
| 773 | Intercontinental Exchange, Inc. | 000000000 | Mar 2026 | 11,500,000 | $124K | 0.00% | DCR |
| 774 | Government National Mortgage Association | 36241KVV7 | Mar 2026 | 121,031 | $124K | 0.00% | ABS-MBS |
| 775 | Barclays Bank PLC | 000000000 | Mar 2026 | 1 | $123K | 0.00% | DFE |
| 776 | JPMorgan Chase Bank NA | 000000000 | Mar 2026 | 1 | $122K | 0.00% | DFE |
| 777 | Citibank NA | 000000000 | Mar 2026 | 1 | $118K | 0.00% | DFE |
| 778 | Freddie Mac | 312944HJ3 | Mar 2026 | 121,656 | $118K | 0.00% | ABS-MBS |
| 779 | Chicago Mercantile Exchange | 000000000 | Mar 2026 | 31,700,000 | $117K | 0.00% | DIR |
| 780 | Morgan Stanley Capital Inc | 61748LAD4 | Mar 2026 | 131,509 | $117K | 0.00% | ABS-O |
| 781 | Fannie Mae | 31412RBR7 | Mar 2026 | 113,443 | $117K | 0.00% | ABS-MBS |
| 782 | Fannie Mae | 31410G4B6 | Mar 2026 | 110,294 | $116K | 0.00% | ABS-MBS |
| 783 | Fannie Mae | 3140JJMK2 | Mar 2026 | 118,549 | $116K | 0.00% | ABS-MBS |
| 784 | Government National Mortgage Association | 3622A2D58 | Mar 2026 | 112,465 | $114K | 0.00% | ABS-MBS |
| 785 | Fannie Mae | 31418MYZ9 | Mar 2026 | 109,341 | $114K | 0.00% | ABS-MBS |
| 786 | Fannie Mae | 31418CXW9 | Mar 2026 | 115,721 | $114K | 0.00% | ABS-MBS |
| 787 | Freddie Mac | 3131XDUV5 | Mar 2026 | 115,040 | $113K | 0.00% | ABS-MBS |
| 788 | Banc of America Funding Corporation | 06051GDM8 | Mar 2026 | 116,728 | $112K | 0.00% | ABS-MBS |
| 789 | DSLA Mortgage Loan Trust | 23332UBF0 | Mar 2026 | 117,098 | $112K | 0.00% | ABS-MBS |
| 790 | Fannie Mae | 31419AXL6 | Mar 2026 | 105,558 | $111K | 0.00% | ABS-MBS |
| 791 | Fannie Mae | 31394VL73 | Mar 2026 | 104,791 | $107K | 0.00% | ABS-MBS |
| 792 | Government National Mortgage Association | 36241LJY3 | Mar 2026 | 102,034 | $105K | 0.00% | ABS-MBS |
| 793 | Fannie Mae | 31410FYT6 | Mar 2026 | 99,862 | $105K | 0.00% | ABS-MBS |
| 794 | Barclays Bank PLC | 000000000 | Mar 2026 | 1 | $103K | 0.00% | DFE |
| 795 | Bank of America NA | 000000000 | Mar 2026 | 1 | $103K | 0.00% | DFE |
| 796 | Fannie Mae | 31408DLD4 | Mar 2026 | 98,580 | $102K | 0.00% | ABS-MBS |
| 797 | UMBS, TBA | 01F042442 | Mar 2026 | 100,000 | $99K | 0.00% | ABS-MBS |
| 798 | Fannie Mae | 31405RDJ2 | Mar 2026 | 96,361 | $99K | 0.00% | ABS-MBS |
| 799 | Freddie Mac | 3132ADRY6 | Mar 2026 | 100,806 | $99K | 0.00% | ABS-MBS |
| 800 | Societe Generale SA | 000000000 | Mar 2026 | 1 | $99K | 0.00% | DFE |
| 801 | Fannie Mae | 31418CKU7 | Mar 2026 | 98,009 | $97K | 0.00% | ABS-MBS |
| 802 | Government National Mortgage Association | 3618N5TK5 | Mar 2026 | 98,798 | $93K | 0.00% | ABS-MBS |
| 803 | Freddie Mac | 3128QLPD7 | Mar 2026 | 88,506 | $92K | 0.00% | ABS-MBS |
| 804 | UBS AG | 000000000 | Mar 2026 | 1 | $91K | 0.00% | DFE |
| 805 | Citibank NA | 000000000 | Mar 2026 | 1 | $90K | 0.00% | DFE |
| 806 | Freddie Mac | 312928T46 | Mar 2026 | 87,375 | $89K | 0.00% | ABS-MBS |
| 807 | Government National Mortgage Association | 36179UWB4 | Mar 2026 | 87,118 | $88K | 0.00% | ABS-MBS |
| 808 | LCH Ltd. | 000000000 | Mar 2026 | 4,300,000 | $87K | 0.00% | DIR |
| 809 | Intercontinental Exchange, Inc. | 000000000 | Mar 2026 | 5,100,000 | $86K | 0.00% | DCR |
| 810 | Freddie Mac | 3132D54W9 | Mar 2026 | 88,068 | $85K | 0.00% | ABS-MBS |
| 811 | JPMorgan Chase Bank NA | 000000000 | Mar 2026 | 1 | $83K | 0.00% | DFE |
| 812 | Bank of America NA | 000000000 | Mar 2026 | 1 | $82K | 0.00% | DFE |
| 813 | Fannie Mae | 3138M06E5 | Mar 2026 | 83,471 | $82K | 0.00% | ABS-MBS |
| 814 | Fannie Mae | 31418DB43 | Mar 2026 | 82,455 | $81K | 0.00% | ABS-MBS |
| 815 | LCH Ltd. | 000000000 | Mar 2026 | 15,900,000 | $81K | 0.00% | DIR |
| 816 | Fannie Mae | 31371MFY8 | Mar 2026 | 77,617 | $80K | 0.00% | ABS-MBS |
| 817 | Fannie Mae | 3140XMRF5 | Mar 2026 | 79,062 | $80K | 0.00% | ABS-MBS |
| 818 | JP Morgan Mortgage Trust | 466247ZP1 | Mar 2026 | 181,702 | $78K | 0.00% | ABS-MBS |
| 819 | MASTR Asset Securitization Trust | 55274QAP0 | Mar 2026 | 146,176 | $77K | 0.00% | ABS-MBS |
| 820 | Fannie Mae | 31402QYY1 | Mar 2026 | 74,744 | $76K | 0.00% | ABS-MBS |
| 821 | Barclays Bank PLC | 000000000 | Mar 2026 | 1 | $76K | 0.00% | DFE |
| 822 | Freddie Mac | 3128M75R3 | Mar 2026 | 73,187 | $76K | 0.00% | ABS-MBS |
| 823 | Citibank NA | 000000000 | Mar 2026 | 1 | $73K | 0.00% | DFE |
| 824 | Fannie Mae | 3138EGVH4 | Mar 2026 | 69,100 | $71K | 0.00% | ABS-MBS |
| 825 | Fannie Mae | 31403NZ83 | Mar 2026 | 70,783 | $71K | 0.00% | ABS-MBS |
| 826 | Freddie Mac | 3128M7C95 | Mar 2026 | 68,887 | $71K | 0.00% | ABS-MBS |
| 827 | Fannie Mae | 31418CZC1 | Mar 2026 | 71,908 | $71K | 0.00% | ABS-MBS |
| 828 | Adjustable Rate Mortgage Trust | 007036QH2 | Mar 2026 | 100,498 | $70K | 0.00% | ABS-MBS |
| 829 | Morgan Stanley Capital Inc | 61755CAA0 | Mar 2026 | 76,676 | $70K | 0.00% | ABS-MBS |
| 830 | Fannie Mae | 3138XDR85 | Mar 2026 | 70,863 | $70K | 0.00% | ABS-MBS |
| 831 | Fannie Mae | 31406RFE0 | Mar 2026 | 68,048 | $69K | 0.00% | ABS-MBS |
| 832 | Fannie Mae | 31402DP79 | Mar 2026 | 67,043 | $68K | 0.00% | ABS-MBS |
| 833 | Structured Adjustable Rate Mortgage Loan Trust | 863579HD3 | Mar 2026 | 67,620 | $67K | 0.00% | ABS-MBS |
| 834 | JPMorgan Chase Bank NA | 000000000 | Mar 2026 | 1 | $67K | 0.00% | DFE |
| 835 | Intercontinental Exchange, Inc. | 000000000 | Mar 2026 | 4,900,000 | $66K | 0.00% | DCR |
| 836 | Fannie Mae | 31405JC36 | Mar 2026 | 64,649 | $65K | 0.00% | ABS-MBS |
| 837 | Fannie Mae | 31414L2H0 | Mar 2026 | 62,937 | $65K | 0.00% | ABS-MBS |
| 838 | Goldman Sachs Bank USA | 000000000 | Mar 2026 | 1 | $65K | 0.00% | DFE |
| 839 | Societe Generale SA | 000000000 | Mar 2026 | 1 | $64K | 0.00% | DFE |
| 840 | LCH Ltd. | 000000000 | Mar 2026 | 4,400,000 | $62K | 0.00% | DIR |
| 841 | Structured Asset Mortgage Investments Inc | 86359LPF0 | Mar 2026 | 64,279 | $62K | 0.00% | ABS-MBS |
| 842 | Fannie Mae | 31410GDV2 | Mar 2026 | 59,909 | $62K | 0.00% | ABS-MBS |
| 843 | LCH Ltd. | 000000000 | Mar 2026 | 3,000,000 | $61K | 0.00% | DIR |
| 844 | Morgan Stanley Capital Services LLC | 000000000 | Mar 2026 | 31,300,000 | $61K | 0.00% | DCR |
| 845 | Chicago Mercantile Exchange | 000000000 | Mar 2026 | 32,100,000 | $61K | 0.00% | DIR |
| 846 | Fannie Mae | 31402QWA5 | Mar 2026 | 59,422 | $61K | 0.00% | ABS-MBS |
| 847 | LCH Ltd. | 000000000 | Mar 2026 | 7,270,000 | $60K | 0.00% | DIR |
| 848 | Fannie Mae | 31384WFN5 | Mar 2026 | 58,744 | $59K | 0.00% | ABS-MBS |
| 849 | Fannie Mae | 31410KNH3 | Mar 2026 | 56,316 | $58K | 0.00% | ABS-MBS |
| 850 | Fannie Mae | 31418EW30 | Mar 2026 | 57,457 | $58K | 0.00% | ABS-MBS |
| 851 | Fannie Mae | 31418C2X1 | Mar 2026 | 58,861 | $58K | 0.00% | ABS-MBS |
| 852 | Citibank NA | 000000000 | Mar 2026 | 1 | $56K | 0.00% | DFE |
| 853 | Freddie Mac | 3132AD4R6 | Mar 2026 | 56,229 | $55K | 0.00% | ABS-MBS |
| 854 | LCH Ltd. | 000000000 | Mar 2026 | 2,500,000 | $55K | 0.00% | DIR |
| 855 | Fannie Mae | 31407HPR1 | Mar 2026 | 52,881 | $55K | 0.00% | ABS-MBS |
| 856 | Freddie Mac | 3128M4AH6 | Mar 2026 | 50,741 | $52K | 0.00% | ABS-MBS |
| 857 | Fannie Mae | 31402YJD7 | Mar 2026 | 51,780 | $52K | 0.00% | ABS-MBS |
| 858 | LCH Ltd. | 000000000 | Mar 2026 | 2,800,000 | $51K | 0.00% | DIR |
| 859 | Fannie Mae | 31418CW26 | Mar 2026 | 51,814 | $51K | 0.00% | ABS-MBS |
| 860 | Freddie Mac | 3132D53V2 | Mar 2026 | 51,650 | $51K | 0.00% | ABS-MBS |
| 861 | Fannie Mae | 31418DAZ5 | Mar 2026 | 49,983 | $50K | 0.00% | ABS-MBS |
| 862 | Fannie Mae | 31405U2C2 | Mar 2026 | 48,417 | $49K | 0.00% | ABS-MBS |
| 863 | Freddie Mac | 3128P7PU1 | Mar 2026 | 48,907 | $49K | 0.00% | ABS-MBS |
| 864 | Freddie Mac | 3128M6SS8 | Mar 2026 | 47,223 | $49K | 0.00% | ABS-MBS |
| 865 | MASTR Alternative Loans Trust | 5764342H6 | Mar 2026 | 605,054 | $48K | 0.00% | ABS-MBS |
| 866 | ICE Futures Europe - Financial Products Division | 000000000 | Mar 2026 | 104 | $48K | 0.00% | DIR |
| 867 | Citibank NA | 000000000 | Mar 2026 | 1 | $48K | 0.00% | DFE |
| 868 | Government National Mortgage Association | 36241LN77 | Mar 2026 | 46,418 | $47K | 0.00% | ABS-MBS |
| 869 | Goldman Sachs Bank USA | 000000000 | Mar 2026 | 1 | $47K | 0.00% | DFE |
| 870 | Fannie Mae | 31407PFB9 | Mar 2026 | 45,529 | $47K | 0.00% | ABS-MBS |
| 871 | Citibank NA | 000000000 | Mar 2026 | 1 | $47K | 0.00% | DFE |
| 872 | Fannie Mae | 31410GPF4 | Mar 2026 | 44,865 | $46K | 0.00% | ABS-MBS |
| 873 | Freddie Mac | 3132A9TL1 | Mar 2026 | 46,376 | $46K | 0.00% | ABS-MBS |
| 874 | Fannie Mae | 3140X6XR7 | Mar 2026 | 46,433 | $46K | 0.00% | ABS-MBS |
| 875 | Fannie Mae | 31390STH4 | Mar 2026 | 45,156 | $45K | 0.00% | ABS-MBS |
| 876 | Fannie Mae | 31402RH77 | Mar 2026 | 44,230 | $44K | 0.00% | ABS-MBS |
| 877 | Fannie Mae | 31406PD71 | Mar 2026 | 41,977 | $43K | 0.00% | ABS-MBS |
| 878 | THAMES WATER SUPER SEN | 000000000 | Mar 2026 | 30,066 | $43K | 0.00% | DBT |
| 879 | Intercontinental Exchange, Inc. | 000000000 | Mar 2026 | 13,000,000 | $43K | 0.00% | DCR |
| 880 | Fannie Mae | 31418VVZ2 | Mar 2026 | 42,741 | $43K | 0.00% | ABS-MBS |
| 881 | Freddie Mac | 3128QLPH8 | Mar 2026 | 40,870 | $42K | 0.00% | ABS-MBS |
| 882 | Renaissance Home Equity Loan Trust | 759950AW8 | Mar 2026 | 45,863 | $42K | 0.00% | ABS-MBS |
| 883 | Government National Mortgage Association | 3617YAR59 | Mar 2026 | 44,813 | $42K | 0.00% | ABS-MBS |
| 884 | BNP Paribas SA | 000000000 | Mar 2026 | 1 | $42K | 0.00% | DFE |
| 885 | LCH Ltd. | 000000000 | Mar 2026 | 58,300,000 | $41K | 0.00% | DIR |
| 886 | Fannie Mae | 3140QA4X5 | Mar 2026 | 40,056 | $41K | 0.00% | ABS-MBS |
| 887 | Government National Mortgage Association | 36179UUM2 | Mar 2026 | 39,702 | $40K | 0.00% | ABS-MBS |
| 888 | Deutsche Bank AG | 000000000 | Mar 2026 | 1 | $40K | 0.00% | DFE |
| 889 | Intercontinental Exchange, Inc. | 000000000 | Mar 2026 | 3,100,000 | $40K | 0.00% | DCR |
| 890 | LCH Ltd. | 000000000 | Mar 2026 | 4,200,000 | $40K | 0.00% | DIR |
| 891 | Fannie Mae | 3140HKL30 | Mar 2026 | 40,232 | $39K | 0.00% | ABS-MBS |
| 892 | Fannie Mae | 31407YHH5 | Mar 2026 | 38,449 | $39K | 0.00% | ABS-MBS |
| 893 | Fannie Mae | 31410KXK5 | Mar 2026 | 37,736 | $39K | 0.00% | ABS-MBS |
| 894 | Fannie Mae | 31376KNN2 | Mar 2026 | 36,938 | $38K | 0.00% | ABS-MBS |
| 895 | Freddie Mac | 3128M5ED8 | Mar 2026 | 36,857 | $38K | 0.00% | ABS-MBS |
| 896 | Fannie Mae | 31407UK97 | Mar 2026 | 36,788 | $38K | 0.00% | ABS-MBS |
| 897 | Fannie Mae | 31408DRS5 | Mar 2026 | 36,388 | $37K | 0.00% | ABS-MBS |
| 898 | Freddie Mac | 3128MJJT8 | Mar 2026 | 36,387 | $37K | 0.00% | ABS-MBS |
| 899 | Freddie Mac | 3128M6E87 | Mar 2026 | 36,327 | $37K | 0.00% | ABS-MBS |
| 900 | Bank of America NA | 000000000 | Mar 2026 | 1 | $37K | 0.00% | DFE |
| 901 | Government National Mortgage Association | 36296UUE8 | Mar 2026 | 35,617 | $36K | 0.00% | ABS-MBS |
| 902 | Goldman Sachs Bank USA | 000000000 | Mar 2026 | 1 | $36K | 0.00% | DFE |
| 903 | Chicago Mercantile Exchange | 000000000 | Mar 2026 | 6,600,000 | $36K | 0.00% | DIR |
| 904 | Fannie Mae | 31407FUW8 | Mar 2026 | 35,018 | $36K | 0.00% | ABS-MBS |
| 905 | Goldman Sachs Bank USA | 000000000 | Mar 2026 | 1 | $36K | 0.00% | DFE |
| 906 | Fannie Mae | 31402RHT9 | Mar 2026 | 35,503 | $36K | 0.00% | ABS-MBS |
| 907 | Freddie Mac | 3128M4V42 | Mar 2026 | 34,360 | $36K | 0.00% | ABS-MBS |
| 908 | Deutsche Bank AG | 000000000 | Mar 2026 | 1 | $35K | 0.00% | DFE |
| 909 | Intercontinental Exchange, Inc. | 000000000 | Mar 2026 | 3,400,000 | $35K | 0.00% | DCR |
| 910 | Fannie Mae | 31402RHU6 | Mar 2026 | 34,156 | $34K | 0.00% | ABS-MBS |
| 911 | Citibank NA | 000000000 | Mar 2026 | 1 | $34K | 0.00% | DFE |
| 912 | BNP Paribas SA | 000000000 | Mar 2026 | 1 | $34K | 0.00% | DFE |
| 913 | Barclays Bank PLC | 000000000 | Mar 2026 | 1 | $34K | 0.00% | DFE |
| 914 | Wells Fargo Mortgage Backed Securities Trust | 949802AA0 | Mar 2026 | 33,713 | $33K | 0.00% | ABS-MBS |
| 915 | Freddie Mac | 3132ADYF9 | Mar 2026 | 33,338 | $33K | 0.00% | ABS-MBS |
| 916 | Fannie Mae | 31403DSK6 | Mar 2026 | 31,115 | $33K | 0.00% | ABS-MBS |
| 917 | Fannie Mae | 31376KR32 | Mar 2026 | 31,517 | $32K | 0.00% | ABS-MBS |
| 918 | Banc of America Funding Corporation | 05951EAM9 | Mar 2026 | 37,179 | $32K | 0.00% | ABS-MBS |
| 919 | Fannie Mae | 31417KN94 | Mar 2026 | 33,112 | $32K | 0.00% | ABS-MBS |
| 920 | Fannie Mae | 3138MGQD0 | Mar 2026 | 31,728 | $32K | 0.00% | ABS-MBS |
| 921 | Deutsche Bank AG | 000000000 | Mar 2026 | 1 | $32K | 0.00% | DFE |
| 922 | Freddie Mac | 312931ST6 | Mar 2026 | 30,938 | $32K | 0.00% | ABS-MBS |
| 923 | Freddie Mac | 3128NHK36 | Mar 2026 | 30,440 | $31K | 0.00% | ABS-MBS |
| 924 | Goldman Sachs Bank USA | 000000000 | Mar 2026 | 1 | $31K | 0.00% | DFE |
| 925 | Fannie Mae | 31417FBM9 | Mar 2026 | 30,359 | $31K | 0.00% | ABS-MBS |
| 926 | Government National Mortgage Association | 36241LXP6 | Mar 2026 | 29,898 | $31K | 0.00% | ABS-MBS |
| 927 | Citibank NA | 000000000 | Mar 2026 | 1 | $31K | 0.00% | DFE |
| 928 | Sequoia Mortgage Trust | 81743PBW5 | Mar 2026 | 30,228 | $30K | 0.00% | ABS-MBS |
| 929 | First Horizon Mortgage Pass-Through Trust | 32051GQL2 | Mar 2026 | 46,004 | $30K | 0.00% | ABS-MBS |
| 930 | Fannie Mae | 31371MLB1 | Mar 2026 | 29,105 | $30K | 0.00% | ABS-MBS |
| 931 | Freddie Mac | 3128LANZ9 | Mar 2026 | 28,016 | $29K | 0.00% | ABS-MBS |
| 932 | BNP Paribas SA | 000000000 | Mar 2026 | 1 | $28K | 0.00% | DFE |
| 933 | Fannie Mae | 31371MAF4 | Mar 2026 | 27,265 | $28K | 0.00% | ABS-MBS |
| 934 | JPMorgan Chase Bank NA | 000000000 | Mar 2026 | 1 | $28K | 0.00% | DFE |
| 935 | Societe Generale SA | 000000000 | Mar 2026 | 1 | $28K | 0.00% | DFE |
| 936 | Barclays Bank PLC | 000000000 | Mar 2026 | 1 | $28K | 0.00% | DFE |
| 937 | Fannie Mae | 3138X7XA6 | Mar 2026 | 28,171 | $28K | 0.00% | ABS-MBS |
| 938 | Morgan Stanley & Co. International PLC | 000000000 | Mar 2026 | 1 | $28K | 0.00% | DFE |
| 939 | Freddie Mac | 3132DWKN2 | Mar 2026 | 27,445 | $28K | 0.00% | ABS-MBS |
| 940 | Fannie Mae | 31411FE42 | Mar 2026 | 26,030 | $27K | 0.00% | ABS-MBS |
| 941 | Freddie Mac | 3128QLPS4 | Mar 2026 | 26,526 | $27K | 0.00% | ABS-MBS |
| 942 | Goldman Sachs Bank USA | 000000000 | Mar 2026 | 1 | $27K | 0.00% | DFE |
| 943 | Fannie Mae | 3138A2UF4 | Mar 2026 | 27,459 | $27K | 0.00% | ABS-MBS |
| 944 | JPMorgan Chase Bank NA | 000000000 | Mar 2026 | 1 | $27K | 0.00% | DFE |
| 945 | Fannie Mae | 31391LV69 | Mar 2026 | 26,493 | $27K | 0.00% | ABS-MBS |
| 946 | Fannie Mae | 31388FNB5 | Mar 2026 | 26,700 | $27K | 0.00% | ABS-MBS |
| 947 | Freddie Mac | 3128M6NC8 | Mar 2026 | 25,179 | $26K | 0.00% | ABS-MBS |
| 948 | Fannie Mae | 31416BN61 | Mar 2026 | 25,023 | $26K | 0.00% | ABS-MBS |
| 949 | Deutsche Bank AG | 000000000 | Mar 2026 | 1 | $25K | 0.00% | DFE |
| 950 | Citibank NA | 000000000 | Mar 2026 | 1 | $25K | 0.00% | DFE |
| 951 | Structured Adjustable Rate Mortgage Loan Trust | 863579VM7 | Mar 2026 | 29,176 | $25K | 0.00% | ABS-MBS |
| 952 | LCH Ltd. | 000000000 | Mar 2026 | 2,900,000 | $25K | 0.00% | DIR |
| 953 | Fannie Mae | 31404KFX5 | Mar 2026 | 24,691 | $25K | 0.00% | ABS-MBS |
| 954 | Fannie Mae | 31406ABY7 | Mar 2026 | 24,095 | $25K | 0.00% | ABS-MBS |
| 955 | Sequoia Mortgage Trust | 81743XAA7 | Mar 2026 | 24,865 | $25K | 0.00% | ABS-MBS |
| 956 | UBS AG | 000000000 | Mar 2026 | 1 | $25K | 0.00% | DFE |
| 957 | Fannie Mae | 31416JPK1 | Mar 2026 | 24,028 | $24K | 0.00% | ABS-MBS |
| 958 | Fannie Mae | 31419FWM4 | Mar 2026 | 24,468 | $24K | 0.00% | ABS-MBS |
| 959 | Fannie Mae | 31418DKG6 | Mar 2026 | 24,446 | $24K | 0.00% | ABS-MBS |
| 960 | Goldman Sachs Bank USA | 000000000 | Mar 2026 | 1 | $24K | 0.00% | DFE |
| 961 | Bank of America NA | 000000000 | Mar 2026 | 1 | $23K | 0.00% | DFE |
| 962 | Fannie Mae | 31411CKM2 | Mar 2026 | 22,634 | $23K | 0.00% | ABS-MBS |
| 963 | Structured Asset Mortgage Investments Inc | 86359LPD5 | Mar 2026 | 24,692 | $23K | 0.00% | ABS-MBS |
| 964 | UBS AG | 000000000 | Mar 2026 | 1 | $23K | 0.00% | DFE |
| 965 | Chase Mortgage Finance Corporation | 16162WPB9 | Mar 2026 | 23,168 | $22K | 0.00% | ABS-MBS |
| 966 | Freddie Mac | 3128M53F5 | Mar 2026 | 21,303 | $22K | 0.00% | ABS-MBS |
| 967 | Fannie Mae | 31419AU62 | Mar 2026 | 21,020 | $22K | 0.00% | ABS-MBS |
| 968 | Morgan Stanley & Co. International PLC | 000000000 | Mar 2026 | 1 | $22K | 0.00% | DFE |
| 969 | Citibank NA | 000000000 | Mar 2026 | 1 | $22K | 0.00% | DFE |
| 970 | Freddie Mac | 3128L3H58 | Mar 2026 | 21,368 | $22K | 0.00% | ABS-MBS |
| 971 | Freddie Mac | 3128M5R93 | Mar 2026 | 20,918 | $22K | 0.00% | ABS-MBS |
| 972 | Fannie Mae | 31418DLN0 | Mar 2026 | 21,947 | $21K | 0.00% | ABS-MBS |
| 973 | Freddie Mac | 31336R7E4 | Mar 2026 | 20,934 | $21K | 0.00% | ABS-MBS |
| 974 | BNP Paribas SA | 000000000 | Mar 2026 | 1 | $21K | 0.00% | DFE |
| 975 | LCH Ltd. | 000000000 | Mar 2026 | 20,800,000 | $21K | 0.00% | DIR |
| 976 | JPMorgan Chase Bank NA | 000000000 | Mar 2026 | 1 | $21K | 0.00% | DFE |
| 977 | Freddie Mac | 3132D54A7 | Mar 2026 | 21,283 | $21K | 0.00% | ABS-MBS |
| 978 | BNP Paribas SA | 000000000 | Mar 2026 | 1 | $21K | 0.00% | DFE |
| 979 | Freddie Mac | 31349UJM1 | Mar 2026 | 20,006 | $21K | 0.00% | ABS-MBS |
| 980 | Citigroup Mortgage Loan Trust Inc | 17307GXQ6 | Mar 2026 | 20,559 | $21K | 0.00% | ABS-MBS |
| 981 | Freddie Mac | 3128M8Y24 | Mar 2026 | 20,081 | $21K | 0.00% | ABS-MBS |
| 982 | Fannie Mae | 31418C4C5 | Mar 2026 | 20,505 | $20K | 0.00% | ABS-MBS |
| 983 | Goldman Sachs Bank USA | 000000000 | Mar 2026 | 1 | $20K | 0.00% | DFE |
| 984 | Societe Generale SA | 000000000 | Mar 2026 | 1 | $20K | 0.00% | DFE |
| 985 | Bank of America NA | 000000000 | Mar 2026 | 1 | $20K | 0.00% | DFE |
| 986 | Fannie Mae | 31416XMX5 | Mar 2026 | 19,958 | $19K | 0.00% | ABS-MBS |
| 987 | Fannie Mae | 31406H3D7 | Mar 2026 | 18,512 | $19K | 0.00% | ABS-MBS |
| 988 | Citibank NA | 000000000 | Mar 2026 | 1 | $19K | 0.00% | DFE |
| 989 | Fannie Mae | 31417YTV9 | Mar 2026 | 19,194 | $19K | 0.00% | ABS-MBS |
| 990 | FHLMC Structured Pass Through Securities | 31395M2F5 | Mar 2026 | 19,469 | $19K | 0.00% | ABS-MBS |
| 991 | Bank of America NA | 000000000 | Mar 2026 | 1 | $19K | 0.00% | DFE |
| 992 | LCH Ltd. | 000000000 | Mar 2026 | 2,300,000 | $19K | 0.00% | DIR |
| 993 | Citibank NA | 000000000 | Mar 2026 | 1 | $19K | 0.00% | DFE |
| 994 | Freddie Mac | 3128KQRY4 | Mar 2026 | 18,541 | $19K | 0.00% | ABS-MBS |
| 995 | Fannie Mae | 31409HAJ3 | Mar 2026 | 17,683 | $18K | 0.00% | ABS-MBS |
| 996 | Goldman Sachs Bank USA | 000000000 | Mar 2026 | 1 | $18K | 0.00% | DFE |
| 997 | Freddie Mac | 3128M7ZZ2 | Mar 2026 | 17,908 | $18K | 0.00% | ABS-MBS |
| 998 | Intercontinental Exchange, Inc. | 000000000 | Mar 2026 | 1,200,000 | $18K | 0.00% | DCR |
| 999 | Fannie Mae | 31416CLT1 | Mar 2026 | 17,068 | $18K | 0.00% | ABS-MBS |
| 1000 | Fannie Mae | 31417BEN3 | Mar 2026 | 17,866 | $18K | 0.00% | ABS-MBS |
| 1001 | Freddie Mac | 3128M7KW5 | Mar 2026 | 17,071 | $18K | 0.00% | ABS-MBS |
| 1002 | Fannie Mae | 31384USH8 | Mar 2026 | 17,467 | $18K | 0.00% | ABS-MBS |
| 1003 | Fannie Mae | 31402RH69 | Mar 2026 | 17,419 | $17K | 0.00% | ABS-MBS |
| 1004 | Fannie Mae | 31410X6R2 | Mar 2026 | 16,732 | $17K | 0.00% | ABS-MBS |
| 1005 | Deutsche Bank AG | 000000000 | Mar 2026 | 1 | $17K | 0.00% | DFE |
| 1006 | Fannie Mae | 31416BMS4 | Mar 2026 | 16,403 | $17K | 0.00% | ABS-MBS |
| 1007 | Goldman Sachs Bank USA | 000000000 | Mar 2026 | 1 | $17K | 0.00% | DFE |
| 1008 | Fannie Mae | 31410KCH5 | Mar 2026 | 16,739 | $17K | 0.00% | ABS-MBS |
| 1009 | Barclays Bank PLC | 000000000 | Mar 2026 | 1 | $17K | 0.00% | DFE |
| 1010 | Freddie Mac | 3128M5B33 | Mar 2026 | 16,198 | $17K | 0.00% | ABS-MBS |
| 1011 | Bank of America NA | 000000000 | Mar 2026 | 1 | $17K | 0.00% | DFE |
| 1012 | Fannie Mae | 31412PPU9 | Mar 2026 | 16,872 | $17K | 0.00% | ABS-MBS |
| 1013 | Government National Mortgage Association | 3617AYBE1 | Mar 2026 | 16,721 | $17K | 0.00% | ABS-MBS |
| 1014 | Countrywide Alternative Loan Trust | 12667GDJ9 | Mar 2026 | 328,387 | $17K | 0.00% | ABS-MBS |
| 1015 | Government National Mortgage Association | 38375BH21 | Mar 2026 | 16,334 | $16K | 0.00% | ABS-MBS |
| 1016 | Government National Mortgage Association | 36241K4C9 | Mar 2026 | 15,902 | $16K | 0.00% | ABS-MBS |
| 1017 | Freddie Mac | 3128M6RH3 | Mar 2026 | 15,690 | $16K | 0.00% | ABS-MBS |
| 1018 | JPMorgan Chase Bank NA | 000000000 | Mar 2026 | 1 | $16K | 0.00% | DFE |
| 1019 | Citibank NA | 000000000 | Mar 2026 | 1 | $16K | 0.00% | DFE |
| 1020 | Freddie Mac | 312928XM1 | Mar 2026 | 15,578 | $16K | 0.00% | ABS-MBS |
| 1021 | LCH Ltd. | 000000000 | Mar 2026 | 3,300,000 | $16K | 0.00% | DIR |
| 1022 | JPMorgan Chase Bank NA | 000000000 | Mar 2026 | 1 | $16K | 0.00% | DFE |
| 1023 | WAMU Mortgage Pass-Through Certificates | 929227QB5 | Mar 2026 | 16,267 | $15K | 0.00% | ABS-MBS |
| 1024 | Bank of America NA | 000000000 | Mar 2026 | 1 | $15K | 0.00% | DFE |
| 1025 | Freddie Mac | 31297VZW1 | Mar 2026 | 14,775 | $15K | 0.00% | ABS-MBS |
| 1026 | Government National Mortgage Association | 36241KVW5 | Mar 2026 | 14,754 | $15K | 0.00% | ABS-MBS |
| 1027 | Credit Suisse First Boston Mortgage Securities | 22540VK43 | Mar 2026 | 15,387 | $15K | 0.00% | ABS-MBS |
| 1028 | Fannie Mae | 31410FXA8 | Mar 2026 | 14,414 | $15K | 0.00% | ABS-MBS |
| 1029 | Freddie Mac | 3128M5NM8 | Mar 2026 | 14,398 | $15K | 0.00% | ABS-MBS |
| 1030 | Barclays Bank PLC | 000000000 | Mar 2026 | 1 | $15K | 0.00% | DFE |
| 1031 | Bank of America NA | 000000000 | Mar 2026 | 1 | $15K | 0.00% | DFE |
| 1032 | Goldman Sachs Bank USA | 000000000 | Mar 2026 | 1 | $15K | 0.00% | DFE |
| 1033 | Freddie Mac | 3128M6GG7 | Mar 2026 | 13,990 | $14K | 0.00% | ABS-MBS |
| 1034 | Fannie Mae | 31412QSK6 | Mar 2026 | 14,525 | $14K | 0.00% | ABS-MBS |
| 1035 | LCH Ltd. | 000000000 | Mar 2026 | 2,300,000 | $14K | 0.00% | DIR |
| 1036 | Freddie Mac | 3128M5NL0 | Mar 2026 | 13,317 | $14K | 0.00% | ABS-MBS |
| 1037 | BNP Paribas SA | 000000000 | Mar 2026 | 1 | $13K | 0.00% | DFE |
| 1038 | Societe Generale SA | 000000000 | Mar 2026 | 1 | $13K | 0.00% | DFE |
| 1039 | Fannie Mae | 31407CC54 | Mar 2026 | 13,156 | $13K | 0.00% | ABS-MBS |
| 1040 | Fannie Mae | 31417YPM3 | Mar 2026 | 13,197 | $13K | 0.00% | ABS-MBS |
| 1041 | Deutsche Bank AG | 000000000 | Mar 2026 | 1 | $13K | 0.00% | DFE |
| 1042 | Fannie Mae | 31402HGD7 | Mar 2026 | 13,062 | $13K | 0.00% | ABS-MBS |
| 1043 | JPMorgan Chase Bank NA | 000000000 | Mar 2026 | 1 | $13K | 0.00% | DFE |
| 1044 | Freddie Mac | 3128M66H6 | Mar 2026 | 12,549 | $13K | 0.00% | ABS-MBS |
| 1045 | JPMorgan Chase Bank NA | 000000000 | Mar 2026 | 1 | $13K | 0.00% | DFE |
| 1046 | Fannie Mae | 3140FNHA5 | Mar 2026 | 13,013 | $13K | 0.00% | ABS-MBS |
| 1047 | Goldman Sachs Bank USA | 000000000 | Mar 2026 | 1 | $13K | 0.00% | DFE |
| 1048 | Fannie Mae | 31415VYQ2 | Mar 2026 | 12,726 | $13K | 0.00% | ABS-MBS |
| 1049 | Freddie Mac | 3128M6ND6 | Mar 2026 | 12,315 | $13K | 0.00% | ABS-MBS |
| 1050 | JPMorgan Chase Bank NA | 000000000 | Mar 2026 | 1 | $13K | 0.00% | DFE |
| 1051 | Fannie Mae | 31410UK68 | Mar 2026 | 12,226 | $12K | 0.00% | ABS-MBS |
| 1052 | Government National Mortgage Association | 36241KZ35 | Mar 2026 | 12,211 | $12K | 0.00% | ABS-MBS |
| 1053 | Fannie Mae | 31417YRP4 | Mar 2026 | 12,494 | $12K | 0.00% | ABS-MBS |
| 1054 | Freddie Mac | 3128LXA42 | Mar 2026 | 12,378 | $12K | 0.00% | ABS-MBS |
| 1055 | Fannie Mae | 31419EZC6 | Mar 2026 | 12,319 | $12K | 0.00% | ABS-MBS |
| 1056 | Fannie Mae | 31416B2P2 | Mar 2026 | 11,841 | $12K | 0.00% | ABS-MBS |
| 1057 | Freddie Mac | 31349ULF3 | Mar 2026 | 11,496 | $12K | 0.00% | ABS-MBS |
| 1058 | LCH Ltd. | 000000000 | Mar 2026 | 1,400,000 | $12K | 0.00% | DIR |
| 1059 | Fannie Mae | 31410GDL4 | Mar 2026 | 11,151 | $12K | 0.00% | ABS-MBS |
| 1060 | Freddie Mac | 3128M7B88 | Mar 2026 | 11,219 | $12K | 0.00% | ABS-MBS |
| 1061 | Fannie Mae | 31417YCJ4 | Mar 2026 | 11,574 | $12K | 0.00% | ABS-MBS |
| 1062 | Asset Backed Securities Corp Home Equity Ln Trst | 04544TAB7 | Mar 2026 | 16,005 | $12K | 0.00% | ABS-MBS |
| 1063 | Fannie Mae | 31411UWK3 | Mar 2026 | 10,994 | $11K | 0.00% | ABS-MBS |
| 1064 | Fannie Mae | 31406TLC3 | Mar 2026 | 10,921 | $11K | 0.00% | ABS-MBS |
| 1065 | Freddie Mac | 3128M9ZZ8 | Mar 2026 | 11,383 | $11K | 0.00% | ABS-MBS |
| 1066 | Government National Mortgage Association | 36225CD86 | Mar 2026 | 11,174 | $11K | 0.00% | ABS-MBS |
| 1067 | Bank of America NA | 000000000 | Mar 2026 | 1 | $11K | 0.00% | DFE |
| 1068 | BNP Paribas SA | 000000000 | Mar 2026 | 1 | $11K | 0.00% | DFE |
| 1069 | Fannie Mae | 31406BQQ6 | Mar 2026 | 10,421 | $11K | 0.00% | ABS-MBS |
| 1070 | Freddie Mac | 3128LAFY1 | Mar 2026 | 10,405 | $11K | 0.00% | ABS-MBS |
| 1071 | Freddie Mac | 3128M54E7 | Mar 2026 | 10,371 | $11K | 0.00% | ABS-MBS |
| 1072 | Fannie Mae | 31411XMB8 | Mar 2026 | 10,332 | $11K | 0.00% | ABS-MBS |
| 1073 | Fannie Mae | 3138XZBR1 | Mar 2026 | 10,615 | $10K | 0.00% | ABS-MBS |
| 1074 | Government National Mortgage Association | 36225CY83 | Mar 2026 | 10,338 | $10K | 0.00% | ABS-MBS |
| 1075 | BNP Paribas SA | 000000000 | Mar 2026 | 1 | $10K | 0.00% | DFE |
| 1076 | Fannie Mae | 31418CZ49 | Mar 2026 | 10,561 | $10K | 0.00% | ABS-MBS |
| 1077 | BNP Paribas SA | 000000000 | Mar 2026 | 1 | $10K | 0.00% | DFE |
| 1078 | Freddie Mac | 3128KDK95 | Mar 2026 | 10,207 | $10K | 0.00% | ABS-MBS |
| 1079 | Fannie Mae | 31401AME4 | Mar 2026 | 10,216 | $10K | 0.00% | ABS-MBS |
| 1080 | Freddie Mac | 31349UEJ3 | Mar 2026 | 9,967 | $10K | 0.00% | ABS-MBS |
| 1081 | Fannie Mae | 31413Y7J4 | Mar 2026 | 9,702 | $10K | 0.00% | ABS-MBS |
| 1082 | Government National Mortgage Association | 3620A8NL3 | Mar 2026 | 9,949 | $10K | 0.00% | ABS-MBS |
| 1083 | Fannie Mae | 31406A2U5 | Mar 2026 | 10,079 | $10K | 0.00% | ABS-MBS |
| 1084 | Fannie Mae | 31410K2B9 | Mar 2026 | 9,764 | $10K | 0.00% | ABS-MBS |
| 1085 | Intercontinental Exchange, Inc. | 000000000 | Mar 2026 | 4,700,000 | $10K | 0.00% | DCR |
| 1086 | JPMorgan Chase Bank NA | 000000000 | Mar 2026 | 1 | $10K | 0.00% | DFE |
| 1087 | Structured Asset Mortgage Investments Inc | 86359LPE3 | Mar 2026 | 10,099 | $10K | 0.00% | ABS-MBS |
| 1088 | LCH Ltd. | 000000000 | Mar 2026 | 2,000,000 | $10K | 0.00% | DIR |
| 1089 | Fannie Mae | 31411YCM3 | Mar 2026 | 9,455 | $10K | 0.00% | ABS-MBS |
| 1090 | GreenPoint Mortgage Funding Trust | 39538RAB5 | Mar 2026 | 10,742 | $10K | 0.00% | ABS-MBS |
| 1091 | Freddie Mac | 3128M55N6 | Mar 2026 | 9,283 | $10K | 0.00% | ABS-MBS |
| 1092 | Fannie Mae | 3138AWTT0 | Mar 2026 | 9,576 | $10K | 0.00% | ABS-MBS |
| 1093 | JPMorgan Chase Bank NA | 000000000 | Mar 2026 | 1 | $10K | 0.00% | DFE |
| 1094 | Freddie Mac | 3128M5PM6 | Mar 2026 | 9,211 | $10K | 0.00% | ABS-MBS |
| 1095 | Government National Mortgage Association | 36297BXM8 | Mar 2026 | 9,202 | $9K | 0.00% | ABS-MBS |
| 1096 | Fannie Mae | 31406DG67 | Mar 2026 | 9,068 | $9K | 0.00% | ABS-MBS |
| 1097 | Freddie Mac | 3128K2F61 | Mar 2026 | 9,067 | $9K | 0.00% | ABS-MBS |
| 1098 | Fannie Mae | 31407DZ40 | Mar 2026 | 9,177 | $9K | 0.00% | ABS-MBS |
| 1099 | BNP Paribas SA | 000000000 | Mar 2026 | 1 | $9K | 0.00% | DFE |
| 1100 | Fannie Mae | 31418SSR1 | Mar 2026 | 9,005 | $9K | 0.00% | ABS-MBS |
| 1101 | Fannie Mae | 31412PG70 | Mar 2026 | 9,093 | $9K | 0.00% | ABS-MBS |
| 1102 | Goldman Sachs Bank USA | 000000000 | Mar 2026 | 1 | $9K | 0.00% | DFE |
| 1103 | Goldman Sachs Bank USA | 000000000 | Mar 2026 | 1 | $9K | 0.00% | DFE |
| 1104 | JPMorgan Chase Bank NA | 000000000 | Mar 2026 | 1 | $9K | 0.00% | DFE |
| 1105 | Freddie Mac | 312935LP2 | Mar 2026 | 8,337 | $9K | 0.00% | ABS-MBS |
| 1106 | Barclays Bank PLC | 000000000 | Mar 2026 | 1 | $9K | 0.00% | DFE |
| 1107 | Freddie Mac | 3128M4XA6 | Mar 2026 | 8,229 | $9K | 0.00% | ABS-MBS |
| 1108 | Freddie Mac | 3128M66J2 | Mar 2026 | 8,207 | $8K | 0.00% | ABS-MBS |
| 1109 | BNP Paribas SA | 000000000 | Mar 2026 | 1 | $8K | 0.00% | DFE |
| 1110 | JPMorgan Chase Bank NA | 000000000 | Mar 2026 | 1 | $8K | 0.00% | DFE |
| 1111 | Freddie Mac | 31349ULB2 | Mar 2026 | 8,048 | $8K | 0.00% | ABS-MBS |
| 1112 | Fannie Mae | 31407CFZ5 | Mar 2026 | 8,202 | $8K | 0.00% | ABS-MBS |
| 1113 | Government National Mortgage Association | 36179VBJ8 | Mar 2026 | 8,450 | $8K | 0.00% | ABS-MBS |
| 1114 | JPMorgan Chase Bank NA | 000000000 | Mar 2026 | 1 | $8K | 0.00% | DFE |
| 1115 | Barclays Bank PLC | 000000000 | Mar 2026 | 1 | $8K | 0.00% | DFE |
| 1116 | Fannie Mae | 31404BR61 | Mar 2026 | 8,075 | $8K | 0.00% | ABS-MBS |
| 1117 | Freddie Mac | 3128JM7E1 | Mar 2026 | 7,952 | $8K | 0.00% | ABS-MBS |
| 1118 | Fannie Mae | 31417YMK0 | Mar 2026 | 8,101 | $8K | 0.00% | ABS-MBS |
| 1119 | Goldman Sachs Bank USA | 000000000 | Mar 2026 | 1 | $8K | 0.00% | DFE |
| 1120 | JPMorgan Chase Bank NA | 000000000 | Mar 2026 | 1 | $8K | 0.00% | DFE |
| 1121 | BNP Paribas SA | 000000000 | Mar 2026 | 1 | $8K | 0.00% | DFE |
| 1122 | Fannie Mae | 31406VHE9 | Mar 2026 | 7,681 | $8K | 0.00% | ABS-MBS |
| 1123 | Government National Mortgage Association | 36241LJB3 | Mar 2026 | 7,513 | $8K | 0.00% | ABS-MBS |
| 1124 | Freddie Mac | 3128M6AX6 | Mar 2026 | 7,332 | $8K | 0.00% | ABS-MBS |
| 1125 | Freddie Mac | 3128P7N33 | Mar 2026 | 7,544 | $7K | 0.00% | ABS-MBS |
| 1126 | Freddie Mac | 3128LXQD5 | Mar 2026 | 7,158 | $7K | 0.00% | ABS-MBS |
| 1127 | Fannie Mae | 31413D2T3 | Mar 2026 | 6,948 | $7K | 0.00% | ABS-MBS |
| 1128 | Freddie Mac | 31297USC5 | Mar 2026 | 7,119 | $7K | 0.00% | ABS-MBS |
| 1129 | Fannie Mae | 31406PQ85 | Mar 2026 | 7,057 | $7K | 0.00% | ABS-MBS |
| 1130 | Fannie Mae | 31419AN52 | Mar 2026 | 7,317 | $7K | 0.00% | ABS-MBS |
| 1131 | Freddie Mac | 31297D6G8 | Mar 2026 | 7,094 | $7K | 0.00% | ABS-MBS |
| 1132 | Fannie Mae | 31412YBH4 | Mar 2026 | 6,790 | $7K | 0.00% | ABS-MBS |
| 1133 | Fannie Mae | 31415PZX9 | Mar 2026 | 6,890 | $7K | 0.00% | ABS-MBS |
| 1134 | Fannie Mae | 31406MYP5 | Mar 2026 | 6,825 | $7K | 0.00% | ABS-MBS |
| 1135 | BNP Paribas SA | 000000000 | Mar 2026 | 1 | $7K | 0.00% | DFE |
| 1136 | Deutsche Bank AG | 000000000 | Mar 2026 | 1 | $7K | 0.00% | DFE |
| 1137 | Goldman Sachs Bank USA | 000000000 | Mar 2026 | 1 | $7K | 0.00% | DFE |
| 1138 | Fannie Mae | 31410UF72 | Mar 2026 | 6,678 | $7K | 0.00% | ABS-MBS |
| 1139 | Morgan Stanley & Co. International PLC | 000000000 | Mar 2026 | 1 | $7K | 0.00% | DFE |
| 1140 | Freddie Mac | 31295MNX4 | Mar 2026 | 6,668 | $7K | 0.00% | ABS-MBS |
| 1141 | Barclays Bank PLC | 000000000 | Mar 2026 | 1 | $7K | 0.00% | DFE |
| 1142 | Freddie Mac | 31283H6F7 | Mar 2026 | 6,486 | $7K | 0.00% | ABS-MBS |
| 1143 | Bank of America NA | 000000000 | Mar 2026 | 1 | $7K | 0.00% | DFE |
| 1144 | BNP Paribas SA | 000000000 | Mar 2026 | 1 | $7K | 0.00% | DFE |
| 1145 | Freddie Mac | 31349UCW6 | Mar 2026 | 6,408 | $7K | 0.00% | ABS-MBS |
| 1146 | JPMorgan Chase Bank NA | 000000000 | Mar 2026 | 1 | $7K | 0.00% | DFE |
| 1147 | Fannie Mae | 31406GCS6 | Mar 2026 | 6,516 | $7K | 0.00% | ABS-MBS |
| 1148 | JPMorgan Chase Bank NA | 000000000 | Mar 2026 | 1 | $6K | 0.00% | DFE |
| 1149 | Fannie Mae | 31388JK53 | Mar 2026 | 6,332 | $6K | 0.00% | ABS-MBS |
| 1150 | Fannie Mae | 31385HJE3 | Mar 2026 | 6,237 | $6K | 0.00% | ABS-MBS |
| 1151 | Fannie Mae | 31416WEW8 | Mar 2026 | 6,381 | $6K | 0.00% | ABS-MBS |
| 1152 | Freddie Mac | 3128L9WD1 | Mar 2026 | 6,114 | $6K | 0.00% | ABS-MBS |
| 1153 | Fannie Mae | 31406BB90 | Mar 2026 | 6,039 | $6K | 0.00% | ABS-MBS |
| 1154 | Barclays Bank PLC | 000000000 | Mar 2026 | 1 | $6K | 0.00% | DFE |
| 1155 | Freddie Mac | 3128L8VF9 | Mar 2026 | 6,148 | $6K | 0.00% | ABS-MBS |
| 1156 | Barclays Bank PLC | 000000000 | Mar 2026 | 1 | $6K | 0.00% | DFE |
| 1157 | Freddie Mac | 3128JMZG5 | Mar 2026 | 5,907 | $6K | 0.00% | ABS-MBS |
| 1158 | Citibank NA | 000000000 | Mar 2026 | 3,100,000 | $6K | 0.00% | DCR |
| 1159 | Fannie Mae | 31402BEZ3 | Mar 2026 | 6,025 | $6K | 0.00% | ABS-MBS |
| 1160 | Government National Mortgage Association | 36241LVF0 | Mar 2026 | 5,831 | $6K | 0.00% | ABS-MBS |
| 1161 | Fannie Mae | 31371MMG9 | Mar 2026 | 5,701 | $6K | 0.00% | ABS-MBS |
| 1162 | JPMorgan Chase Bank NA | 000000000 | Mar 2026 | 1 | $6K | 0.00% | DFE |
| 1163 | Intercontinental Exchange, Inc. | 000000000 | Mar 2026 | 400,000 | $6K | 0.00% | DCR |
| 1164 | Fannie Mae | 31417YUM7 | Mar 2026 | 5,647 | $6K | 0.00% | ABS-MBS |
| 1165 | Intercontinental Exchange, Inc. | 000000000 | Mar 2026 | 500,000 | $6K | 0.00% | DCR |
| 1166 | Fannie Mae | 31416VB37 | Mar 2026 | 5,414 | $5K | 0.00% | ABS-MBS |
| 1167 | Freddie Mac | 3128M55D8 | Mar 2026 | 5,300 | $5K | 0.00% | ABS-MBS |
| 1168 | Freddie Mac | 3128KLJU2 | Mar 2026 | 5,267 | $5K | 0.00% | ABS-MBS |
| 1169 | CHEVY CHASE MORTGAGE FUNDING CORP. | 16678RBU0 | Mar 2026 | 5,502 | $5K | 0.00% | ABS-MBS |
| 1170 | Fannie Mae | 31406BJF8 | Mar 2026 | 5,204 | $5K | 0.00% | ABS-MBS |
| 1171 | Freddie Mac | 3128LDQQ0 | Mar 2026 | 5,182 | $5K | 0.00% | ABS-MBS |
| 1172 | Fannie Mae | 3138AEPK3 | Mar 2026 | 5,420 | $5K | 0.00% | ABS-MBS |
| 1173 | Government National Mortgage Association | 36241L6G6 | Mar 2026 | 5,131 | $5K | 0.00% | ABS-MBS |
| 1174 | Fannie Mae | 31408JB83 | Mar 2026 | 5,074 | $5K | 0.00% | ABS-MBS |
| 1175 | BNP Paribas SA | 000000000 | Mar 2026 | 1 | $5K | 0.00% | DFE |
| 1176 | Fannie Mae | 31412QBP3 | Mar 2026 | 5,018 | $5K | 0.00% | ABS-MBS |
| 1177 | JPMorgan Chase Bank NA | 000000000 | Mar 2026 | 1 | $5K | 0.00% | DFE |
| 1178 | Government National Mortgage Association | 36296XX41 | Mar 2026 | 4,967 | $5K | 0.00% | ABS-MBS |
| 1179 | Freddie Mac | 3128JNAL9 | Mar 2026 | 4,854 | $5K | 0.00% | ABS-MBS |
| 1180 | Option One Mortgage Loan Trust | 68400XBS8 | Mar 2026 | 4,722 | $5K | 0.00% | ABS-MBS |
| 1181 | UBS AG | 000000000 | Mar 2026 | 1 | $5K | 0.00% | DFE |
| 1182 | Fannie Mae | 31402GP80 | Mar 2026 | 4,900 | $5K | 0.00% | ABS-MBS |
| 1183 | Chicago Mercantile Exchange | 000000000 | Mar 2026 | 4,200,000 | $5K | 0.00% | DIR |
| 1184 | Freddie Mac | 3132FCAZ8 | Mar 2026 | 4,541 | $5K | 0.00% | ABS-MBS |
| 1185 | Freddie Mac | 3128NCBW3 | Mar 2026 | 4,556 | $5K | 0.00% | ABS-MBS |
| 1186 | Fannie Mae | 31403DBG3 | Mar 2026 | 4,484 | $5K | 0.00% | ABS-MBS |
| 1187 | Barclays Bank PLC | 000000000 | Mar 2026 | 1 | $5K | 0.00% | DFE |
| 1188 | Bank of America NA | 000000000 | Mar 2026 | 1 | $5K | 0.00% | DFE |
| 1189 | Fannie Mae | 31417QNC4 | Mar 2026 | 4,491 | $5K | 0.00% | ABS-MBS |
| 1190 | Fannie Mae | 31412LGJ3 | Mar 2026 | 4,308 | $5K | 0.00% | ABS-MBS |
| 1191 | JPMorgan Chase Bank NA | 000000000 | Mar 2026 | 1 | $5K | 0.00% | DFE |
| 1192 | Freddie Mac | 312930QW3 | Mar 2026 | 4,384 | $4K | 0.00% | ABS-MBS |
| 1193 | Fannie Mae | 31407MZ99 | Mar 2026 | 4,232 | $4K | 0.00% | ABS-MBS |
| 1194 | BNP Paribas SA | 000000000 | Mar 2026 | 1 | $4K | 0.00% | DFE |
| 1195 | BNP Paribas SA | 000000000 | Mar 2026 | 1 | $4K | 0.00% | DFE |
| 1196 | Fannie Mae | 31408B5A2 | Mar 2026 | 4,179 | $4K | 0.00% | ABS-MBS |
| 1197 | Barclays Bank PLC | 000000000 | Mar 2026 | 1 | $4K | 0.00% | DFE |
| 1198 | Fannie Mae | 31417YYC5 | Mar 2026 | 4,224 | $4K | 0.00% | ABS-MBS |
| 1199 | GSR Mortgage Loan Trust | 362341RX9 | Mar 2026 | 4,382 | $4K | 0.00% | ABS-MBS |
| 1200 | Freddie Mac | 3128NCBF0 | Mar 2026 | 4,010 | $4K | 0.00% | ABS-MBS |
| 1201 | BNP Paribas SA | 000000000 | Mar 2026 | 1 | $4K | 0.00% | DFE |
| 1202 | Freddie Mac | 31292JBM1 | Mar 2026 | 3,945 | $4K | 0.00% | ABS-MBS |
| 1203 | Fannie Mae | 31417YBQ9 | Mar 2026 | 3,955 | $4K | 0.00% | ABS-MBS |
| 1204 | Fannie Mae | 31410LET5 | Mar 2026 | 3,852 | $4K | 0.00% | ABS-MBS |
| 1205 | Fannie Mae | 31402YGE8 | Mar 2026 | 3,858 | $4K | 0.00% | ABS-MBS |
| 1206 | Freddie Mac | 3128M6NA2 | Mar 2026 | 3,684 | $4K | 0.00% | ABS-MBS |
| 1207 | LCH Ltd. | 000000000 | Mar 2026 | 2,800,000 | $4K | 0.00% | DIR |
| 1208 | Government National Mortgage Association | 36225CN36 | Mar 2026 | 3,777 | $4K | 0.00% | ABS-MBS |
| 1209 | Fannie Mae | 31376KPE0 | Mar 2026 | 3,616 | $4K | 0.00% | ABS-MBS |
| 1210 | Fannie Mae | 31410GDF7 | Mar 2026 | 3,692 | $4K | 0.00% | ABS-MBS |
| 1211 | Freddie Mac | 3128KMNX9 | Mar 2026 | 3,624 | $4K | 0.00% | ABS-MBS |
| 1212 | Freddie Mac | 3128L4R55 | Mar 2026 | 3,545 | $4K | 0.00% | ABS-MBS |
| 1213 | Bank of America NA | 000000000 | Mar 2026 | 1 | $4K | 0.00% | DFE |
| 1214 | Fannie Mae | 31406BEZ9 | Mar 2026 | 3,556 | $4K | 0.00% | ABS-MBS |
| 1215 | JPMorgan Chase Bank NA | 000000000 | Mar 2026 | 1 | $4K | 0.00% | DFE |
| 1216 | Fannie Mae | 31410GDY6 | Mar 2026 | 3,539 | $4K | 0.00% | ABS-MBS |
| 1217 | Structured Asset Securities Corporation | 86364LAC6 | Mar 2026 | 3,611 | $4K | 0.00% | ABS-O |
| 1218 | Fannie Mae | 31407JEZ1 | Mar 2026 | 3,402 | $4K | 0.00% | ABS-MBS |
| 1219 | Fannie Mae | 31405UMM8 | Mar 2026 | 3,438 | $4K | 0.00% | ABS-MBS |
| 1220 | Deutsche Bank AG | 000000000 | Mar 2026 | 1 | $4K | 0.00% | DFE |
| 1221 | Freddie Mac | 3132A9VC8 | Mar 2026 | 3,566 | $4K | 0.00% | ABS-MBS |
| 1222 | BNP Paribas SA | 000000000 | Mar 2026 | 1 | $3K | 0.00% | DFE |
| 1223 | Fannie Mae | 31404NBP0 | Mar 2026 | 3,340 | $3K | 0.00% | ABS-MBS |
| 1224 | BNP Paribas SA | 000000000 | Mar 2026 | 1 | $3K | 0.00% | DFE |
| 1225 | Fannie Mae | 31410FDB8 | Mar 2026 | 3,324 | $3K | 0.00% | ABS-MBS |
| 1226 | Fannie Mae | 31380YAM2 | Mar 2026 | 3,349 | $3K | 0.00% | ABS-MBS |
| 1227 | BNP Paribas SA | 000000000 | Mar 2026 | 1 | $3K | 0.00% | DFE |
| 1228 | Freddie Mac | 3128LCUJ3 | Mar 2026 | 3,190 | $3K | 0.00% | ABS-MBS |
| 1229 | Barclays Bank PLC | 000000000 | Mar 2026 | 1 | $3K | 0.00% | DFE |
| 1230 | Government National Mortgage Association | 3620A9TG6 | Mar 2026 | 3,107 | $3K | 0.00% | ABS-MBS |
| 1231 | Fannie Mae | 31410QD40 | Mar 2026 | 3,035 | $3K | 0.00% | ABS-MBS |
| 1232 | Fannie Mae | 31415QB96 | Mar 2026 | 3,035 | $3K | 0.00% | ABS-MBS |
| 1233 | Fannie Mae | 31385XHR1 | Mar 2026 | 3,036 | $3K | 0.00% | ABS-MBS |
| 1234 | Freddie Mac | 31292KZ75 | Mar 2026 | 2,996 | $3K | 0.00% | ABS-MBS |
| 1235 | Fannie Mae | 31407GUK2 | Mar 2026 | 3,061 | $3K | 0.00% | ABS-MBS |
| 1236 | JPMorgan Chase Bank NA | 000000000 | Mar 2026 | 3,200,000 | $3K | 0.00% | DCR |
| 1237 | Bank of America NA | 000000000 | Mar 2026 | 1 | $3K | 0.00% | DFE |
| 1238 | Freddie Mac | 3128M44E0 | Mar 2026 | 2,887 | $3K | 0.00% | ABS-MBS |
| 1239 | Fannie Mae | 31385XAS6 | Mar 2026 | 2,891 | $3K | 0.00% | ABS-MBS |
| 1240 | JPMorgan Chase Bank NA | 000000000 | Mar 2026 | 1 | $3K | 0.00% | DFE |
| 1241 | Deutsche Bank AG | 000000000 | Mar 2026 | 1 | $3K | 0.00% | DFE |
| 1242 | Fannie Mae | 31414LB98 | Mar 2026 | 2,738 | $3K | 0.00% | ABS-MBS |
| 1243 | Fannie Mae | 31417VY64 | Mar 2026 | 2,765 | $3K | 0.00% | ABS-MBS |
| 1244 | Fannie Mae | 31407JHM7 | Mar 2026 | 2,631 | $3K | 0.00% | ABS-MBS |
| 1245 | Chicago Mercantile Exchange | 000000000 | Mar 2026 | 14,900,000 | $3K | 0.00% | DIR |
| 1246 | Fannie Mae | 31417ACL1 | Mar 2026 | 2,631 | $3K | 0.00% | ABS-MBS |
| 1247 | Government National Mortgage Association | 36225CTR7 | Mar 2026 | 2,558 | $3K | 0.00% | ABS-MBS |
| 1248 | Bank of America NA | 000000000 | Mar 2026 | 1 | $3K | 0.00% | DFE |
| 1249 | BNP Paribas SA | 000000000 | Mar 2026 | 1 | $3K | 0.00% | DFE |
| 1250 | Freddie Mac | 3128P7PY3 | Mar 2026 | 2,562 | $3K | 0.00% | ABS-MBS |
| 1251 | Freddie Mac | 3128M5GF1 | Mar 2026 | 2,432 | $3K | 0.00% | ABS-MBS |
| 1252 | Freddie Mac | 3128JM6N2 | Mar 2026 | 2,453 | $3K | 0.00% | ABS-MBS |
| 1253 | Fannie Mae | 31414UZ68 | Mar 2026 | 2,383 | $3K | 0.00% | ABS-MBS |
| 1254 | Fannie Mae | 31401V5J6 | Mar 2026 | 2,379 | $2K | 0.00% | ABS-MBS |
| 1255 | JPMorgan Chase Bank NA | 000000000 | Mar 2026 | 1 | $2K | 0.00% | DFE |
| 1256 | Bank of America NA | 000000000 | Mar 2026 | 1 | $2K | 0.00% | DFE |
| 1257 | Government National Mortgage Association | 36225CU38 | Mar 2026 | 2,374 | $2K | 0.00% | ABS-MBS |
| 1258 | Fannie Mae | 31410MQS2 | Mar 2026 | 2,261 | $2K | 0.00% | ABS-MBS |
| 1259 | Freddie Mac | 3128M46E8 | Mar 2026 | 2,223 | $2K | 0.00% | ABS-MBS |
| 1260 | BNP Paribas SA | 000000000 | Mar 2026 | 1 | $2K | 0.00% | DFE |
| 1261 | Barclays Bank PLC | 000000000 | Mar 2026 | 2,400,000 | $2K | 0.00% | DCR |
| 1262 | Government National Mortgage Association | 36225CMN3 | Mar 2026 | 2,276 | $2K | 0.00% | ABS-MBS |
| 1263 | Fannie Mae | 31405DH59 | Mar 2026 | 2,237 | $2K | 0.00% | ABS-MBS |
| 1264 | BNP Paribas SA | 000000000 | Mar 2026 | 1 | $2K | 0.00% | DFE |
| 1265 | LCH Ltd. | 000000000 | Mar 2026 | 100,000 | $2K | 0.00% | DIR |
| 1266 | Fannie Mae | 31410KLY8 | Mar 2026 | 2,112 | $2K | 0.00% | ABS-MBS |
| 1267 | Freddie Mac | 3128L1WN6 | Mar 2026 | 2,137 | $2K | 0.00% | ABS-MBS |
| 1268 | Freddie Mac | 3132CWJA3 | Mar 2026 | 2,194 | $2K | 0.00% | ABS-MBS |
| 1269 | Bank of America NA | 000000000 | Mar 2026 | 1 | $2K | 0.00% | DFE |
| 1270 | Freddie Mac | 312929LV2 | Mar 2026 | 2,111 | $2K | 0.00% | ABS-MBS |
| 1271 | Freddie Mac | 31297VKR8 | Mar 2026 | 2,125 | $2K | 0.00% | ABS-MBS |
| 1272 | BNP Paribas SA | 000000000 | Mar 2026 | 1 | $2K | 0.00% | DFE |
| 1273 | JPMorgan Chase Bank NA | 000000000 | Mar 2026 | 1 | $2K | 0.00% | DFE |
| 1274 | Freddie Mac | 3128JMW45 | Mar 2026 | 2,020 | $2K | 0.00% | ABS-MBS |
| 1275 | Barclays Bank PLC | 000000000 | Mar 2026 | 1 | $2K | 0.00% | DFE |
| 1276 | Fannie Mae | 31406BZG8 | Mar 2026 | 2,021 | $2K | 0.00% | ABS-MBS |
| 1277 | Government National Mortgage Association | 36225CLA2 | Mar 2026 | 2,037 | $2K | 0.00% | ABS-MBS |
| 1278 | Fannie Mae | 31407YDU0 | Mar 2026 | 1,969 | $2K | 0.00% | ABS-MBS |
| 1279 | Fannie Mae | 31413TJC7 | Mar 2026 | 1,952 | $2K | 0.00% | ABS-MBS |
| 1280 | Fannie Mae | 313920ZH6 | Mar 2026 | 2,010 | $2K | 0.00% | ABS-MBS |
| 1281 | Freddie Mac | 31295MZJ2 | Mar 2026 | 1,964 | $2K | 0.00% | ABS-MBS |
| 1282 | Fannie Mae | 31403DA66 | Mar 2026 | 1,906 | $2K | 0.00% | ABS-MBS |
| 1283 | Fannie Mae | 31407DTL9 | Mar 2026 | 1,917 | $2K | 0.00% | ABS-MBS |
| 1284 | Freddie Mac | 3128M5ZZ6 | Mar 2026 | 1,886 | $2K | 0.00% | ABS-MBS |
| 1285 | Government National Mortgage Association | 36225CR40 | Mar 2026 | 1,935 | $2K | 0.00% | ABS-MBS |
| 1286 | BNP Paribas SA | 000000000 | Mar 2026 | 1 | $2K | 0.00% | DFE |
| 1287 | Government National Mortgage Association | 36225CDH6 | Mar 2026 | 1,899 | $2K | 0.00% | ABS-MBS |
| 1288 | Freddie Mac | 3128KNKP7 | Mar 2026 | 1,832 | $2K | 0.00% | ABS-MBS |
| 1289 | Fannie Mae | 31403DPP8 | Mar 2026 | 1,806 | $2K | 0.00% | ABS-MBS |
| 1290 | Government National Mortgage Association | 36291AGX1 | Mar 2026 | 1,827 | $2K | 0.00% | ABS-MBS |
| 1291 | Fannie Mae | 31414AWK4 | Mar 2026 | 1,763 | $2K | 0.00% | ABS-MBS |
| 1292 | Government National Mortgage Association | 36225CNP7 | Mar 2026 | 1,796 | $2K | 0.00% | ABS-MBS |
| 1293 | JPMorgan Chase Bank NA | 000000000 | Mar 2026 | 1 | $2K | 0.00% | DFE |
| 1294 | Freddie Mac | 3128JMY68 | Mar 2026 | 1,719 | $2K | 0.00% | ABS-MBS |
| 1295 | Freddie Mac | 3128L16J4 | Mar 2026 | 1,712 | $2K | 0.00% | ABS-MBS |
| 1296 | Government National Mortgage Association | 36225CQZ2 | Mar 2026 | 1,707 | $2K | 0.00% | ABS-MBS |
| 1297 | Fannie Mae | 31417YN52 | Mar 2026 | 1,708 | $2K | 0.00% | ABS-MBS |
| 1298 | Fannie Mae | 31376KTH9 | Mar 2026 | 1,613 | $2K | 0.00% | ABS-MBS |
| 1299 | Fannie Mae | 31408GFA0 | Mar 2026 | 1,590 | $2K | 0.00% | ABS-MBS |
| 1300 | Barclays Bank PLC | 000000000 | Mar 2026 | 1 | $2K | 0.00% | DFE |
| 1301 | Fannie Mae | 31385W2N8 | Mar 2026 | 1,603 | $2K | 0.00% | ABS-MBS |
| 1302 | Societe Generale SA | 000000000 | Mar 2026 | 1 | $2K | 0.00% | DFE |
| 1303 | Citibank NA | 000000000 | Mar 2026 | 1,700,000 | $2K | 0.00% | DCR |
| 1304 | JPMorgan Chase Bank NA | 000000000 | Mar 2026 | 1 | $2K | 0.00% | DFE |
| 1305 | Government National Mortgage Association | 36291GAK2 | Mar 2026 | 1,533 | $2K | 0.00% | ABS-MBS |
| 1306 | Fannie Mae | 31405UTZ2 | Mar 2026 | 1,496 | $2K | 0.00% | ABS-MBS |
| 1307 | Fannie Mae | 31385HJD5 | Mar 2026 | 1,461 | $1K | 0.00% | ABS-MBS |
| 1308 | Fannie Mae | 31385W2D0 | Mar 2026 | 1,407 | $1K | 0.00% | ABS-MBS |
| 1309 | BNP Paribas SA | 000000000 | Mar 2026 | 1 | $1K | 0.00% | DFE |
| 1310 | Fannie Mae | 31405TTX0 | Mar 2026 | 1,397 | $1K | 0.00% | ABS-MBS |
| 1311 | Fannie Mae | 31406AWU2 | Mar 2026 | 1,386 | $1K | 0.00% | ABS-MBS |
| 1312 | Fannie Mae | 31385XK48 | Mar 2026 | 1,372 | $1K | 0.00% | ABS-MBS |
| 1313 | Freddie Mac | 31395CEC1 | Mar 2026 | 1,348 | $1K | 0.00% | ABS-MBS |
| 1314 | Freddie Mac | 3128KRVH4 | Mar 2026 | 1,310 | $1K | 0.00% | ABS-MBS |
| 1315 | Fannie Mae | 31406QVM6 | Mar 2026 | 1,282 | $1K | 0.00% | ABS-MBS |
| 1316 | BNP Paribas SA | 000000000 | Mar 2026 | 1 | $1K | 0.00% | DFE |
| 1317 | Fannie Mae | 31392CRC0 | Mar 2026 | 1,265 | $1K | 0.00% | ABS-MBS |
| 1318 | Barclays Bank PLC | 000000000 | Mar 2026 | 1 | $1K | 0.00% | DFE |
| 1319 | Government National Mortgage Association | 36225CMM5 | Mar 2026 | 1,185 | $1K | 0.00% | ABS-MBS |
| 1320 | Government National Mortgage Association | 36225CPA8 | Mar 2026 | 1,167 | $1K | 0.00% | ABS-MBS |
| 1321 | Deutsche Bank AG | 000000000 | Mar 2026 | 564,720 | $1K | 0.00% | DCR |
| 1322 | Fannie Mae | 31407FPF1 | Mar 2026 | 1,098 | $1K | 0.00% | ABS-MBS |
| 1323 | Barclays Bank PLC | 000000000 | Mar 2026 | 1 | $1K | 0.00% | DFE |
| 1324 | Bank of America NA | 000000000 | Mar 2026 | 1 | $1K | 0.00% | DFE |
| 1325 | Government National Mortgage Association | 36225CKZ8 | Mar 2026 | 1,084 | $1K | 0.00% | ABS-MBS |
| 1326 | Government National Mortgage Association | 36225CUV6 | Mar 2026 | 1,085 | $1K | 0.00% | ABS-MBS |
| 1327 | Fannie Mae | 31411ENM5 | Mar 2026 | 1,036 | $1K | 0.00% | ABS-MBS |
| 1328 | Freddie Mac | 3128M4T94 | Mar 2026 | 1,016 | $1K | 0.00% | ABS-MBS |
| 1329 | Fannie Mae | 31400QJ87 | Mar 2026 | 1,020 | $1K | 0.00% | ABS-MBS |
| 1330 | Bank of America NA | 000000000 | Mar 2026 | 1 | $1K | 0.00% | DFE |
| 1331 | Government National Mortgage Association | 36225CKL9 | Mar 2026 | 1,010 | $1K | 0.00% | ABS-MBS |
| 1332 | Freddie Mac | 31296NVD6 | Mar 2026 | 1,004 | $1K | 0.00% | ABS-MBS |
| 1333 | Barclays Bank PLC | 000000000 | Mar 2026 | 1 | $1K | 0.00% | DFE |
| 1334 | Citibank NA | 000000000 | Mar 2026 | 1 | $998 | 0.00% | DFE |
| 1335 | Fannie Mae | 3138A2VH9 | Mar 2026 | 1,002 | $994 | 0.00% | ABS-MBS |
| 1336 | Barclays Bank PLC | 000000000 | Mar 2026 | 1 | $993 | 0.00% | DFE |
| 1337 | Fannie Mae | 31382D4Z4 | Mar 2026 | 957 | $975 | 0.00% | ABS-MBS |
| 1338 | Fannie Mae | 31414SXK4 | Mar 2026 | 938 | $960 | 0.00% | ABS-MBS |
| 1339 | Government National Mortgage Association | 36225CFQ4 | Mar 2026 | 949 | $947 | 0.00% | ABS-MBS |
| 1340 | Goldman Sachs Bank USA | 000000000 | Mar 2026 | 1 | $942 | 0.00% | DFE |
| 1341 | Fannie Mae | 31402DJS0 | Mar 2026 | 908 | $927 | 0.00% | ABS-MBS |
| 1342 | Fannie Mae | 3138AKXW4 | Mar 2026 | 889 | $881 | 0.00% | ABS-MBS |
| 1343 | Government National Mortgage Association | 36225CEE2 | Mar 2026 | 868 | $869 | 0.00% | ABS-MBS |
| 1344 | Freddie Mac | 3132A7VK4 | Mar 2026 | 860 | $858 | 0.00% | ABS-MBS |
| 1345 | Government National Mortgage Association | 36292DP48 | Mar 2026 | 808 | $822 | 0.00% | ABS-MBS |
| 1346 | Fannie Mae | 31410REW5 | Mar 2026 | 795 | $813 | 0.00% | ABS-MBS |
| 1347 | Fannie Mae | 31409WA76 | Mar 2026 | 787 | $806 | 0.00% | ABS-MBS |
| 1348 | Government National Mortgage Association | 36225CJ56 | Mar 2026 | 801 | $800 | 0.00% | ABS-MBS |
| 1349 | Fannie Mae | 31410GD83 | Mar 2026 | 773 | $795 | 0.00% | ABS-MBS |
| 1350 | Freddie Mac | 3128LBU97 | Mar 2026 | 759 | $779 | 0.00% | ABS-MBS |
| 1351 | Government National Mortgage Association | 36225CXJ0 | Mar 2026 | 755 | $763 | 0.00% | ABS-MBS |
| 1352 | Fannie Mae | 31385JRN0 | Mar 2026 | 730 | $751 | 0.00% | ABS-MBS |
| 1353 | BNP Paribas SA | 000000000 | Mar 2026 | 1 | $747 | 0.00% | DFE |
| 1354 | Fannie Mae | 31407UEQ6 | Mar 2026 | 692 | $701 | 0.00% | ABS-MBS |
| 1355 | Government National Mortgage Association | 36225CFH4 | Mar 2026 | 696 | $695 | 0.00% | ABS-MBS |
| 1356 | Citibank NA | 000000000 | Mar 2026 | 1 | $682 | 0.00% | DFE |
| 1357 | Government National Mortgage Association | 36225CLK0 | Mar 2026 | 672 | $671 | 0.00% | ABS-MBS |
| 1358 | Fannie Mae | 31417MXZ1 | Mar 2026 | 647 | $649 | 0.00% | ABS-MBS |
| 1359 | Bank of America NA | 000000000 | Mar 2026 | 1 | $640 | 0.00% | DFE |
| 1360 | Freddie Mac | 3128M8GS7 | Mar 2026 | 615 | $633 | 0.00% | ABS-MBS |
| 1361 | Fannie Mae | 31411AR80 | Mar 2026 | 580 | $606 | 0.00% | ABS-MBS |
| 1362 | Freddie Mac | 312930TR1 | Mar 2026 | 540 | $556 | 0.00% | ABS-MBS |
| 1363 | BNP Paribas SA | 000000000 | Mar 2026 | 1 | $527 | 0.00% | DFE |
| 1364 | Citibank NA | 000000000 | Mar 2026 | 1 | $526 | 0.00% | DFE |
| 1365 | Government National Mortgage Association | 36225CGG5 | Mar 2026 | 523 | $525 | 0.00% | ABS-MBS |
| 1366 | Government National Mortgage Association | 36241KKS6 | Mar 2026 | 514 | $525 | 0.00% | ABS-MBS |
| 1367 | Bank of America NA | 000000000 | Mar 2026 | 1 | $515 | 0.00% | DFE |
| 1368 | IndyMac ARM Trust | 45660UAT6 | Mar 2026 | 504 | $490 | 0.00% | ABS-MBS |
| 1369 | Fannie Mae | 31402GW58 | Mar 2026 | 474 | $478 | 0.00% | ABS-MBS |
| 1370 | Government National Mortgage Association | 36225CQT6 | Mar 2026 | 472 | $476 | 0.00% | ABS-MBS |
| 1371 | Freddie Mac | 31296SRY4 | Mar 2026 | 447 | $449 | 0.00% | ABS-MBS |
| 1372 | Fannie Mae | 31404RSK4 | Mar 2026 | 443 | $448 | 0.00% | ABS-MBS |
| 1373 | Citibank NA | 000000000 | Mar 2026 | 1 | $442 | 0.00% | DFE |
| 1374 | Fannie Mae | 31410CME9 | Mar 2026 | 428 | $436 | 0.00% | ABS-MBS |
| 1375 | Fannie Mae | 31404R3C9 | Mar 2026 | 426 | $435 | 0.00% | ABS-MBS |
| 1376 | Fannie Mae | 31410FSD8 | Mar 2026 | 404 | $417 | 0.00% | ABS-MBS |
| 1377 | Fannie Mae | 31406AZX3 | Mar 2026 | 414 | $417 | 0.00% | ABS-MBS |
| 1378 | BNP Paribas SA | 000000000 | Mar 2026 | 1 | $414 | 0.00% | DFE |
| 1379 | Freddie Mac | 3128M5VU1 | Mar 2026 | 379 | $391 | 0.00% | ABS-MBS |
| 1380 | Fannie Mae | 31402JYY7 | Mar 2026 | 391 | $391 | 0.00% | ABS-MBS |
| 1381 | Fannie Mae | 31417YSY4 | Mar 2026 | 379 | $376 | 0.00% | ABS-MBS |
| 1382 | Freddie Mac | 31296LQL8 | Mar 2026 | 361 | $367 | 0.00% | ABS-MBS |
| 1383 | Freddie Mac | 3128M43N1 | Mar 2026 | 359 | $367 | 0.00% | ABS-MBS |
| 1384 | JPMorgan Chase Bank NA | 000000000 | Mar 2026 | 1 | $362 | 0.00% | DFE |
| 1385 | Bank of America NA | 000000000 | Mar 2026 | 1 | $356 | 0.00% | DFE |
| 1386 | Fannie Mae | 31402YEW0 | Mar 2026 | 349 | $353 | 0.00% | ABS-MBS |
| 1387 | Fannie Mae | 31371HNM6 | Mar 2026 | 345 | $352 | 0.00% | ABS-MBS |
| 1388 | Fannie Mae | 31410GUV3 | Mar 2026 | 336 | $342 | 0.00% | ABS-MBS |
| 1389 | Freddie Mac | 31288H7A2 | Mar 2026 | 339 | $341 | 0.00% | ABS-MBS |
| 1390 | Government National Mortgage Association | 36225CS23 | Mar 2026 | 339 | $338 | 0.00% | ABS-MBS |
| 1391 | Government National Mortgage Association | 36291KBJ5 | Mar 2026 | 333 | $332 | 0.00% | ABS-MBS |
| 1392 | Fannie Mae | 31404HTN9 | Mar 2026 | 328 | $330 | 0.00% | ABS-MBS |
| 1393 | Barclays Bank PLC | 000000000 | Mar 2026 | 1 | $323 | 0.00% | DFE |
| 1394 | Government National Mortgage Association | 36225CMP8 | Mar 2026 | 319 | $319 | 0.00% | ABS-MBS |
| 1395 | Fannie Mae | 31406XZH8 | Mar 2026 | 307 | $314 | 0.00% | ABS-MBS |
| 1396 | Government National Mortgage Association | 36297DK89 | Mar 2026 | 311 | $314 | 0.00% | ABS-MBS |
| 1397 | BNP Paribas SA | 000000000 | Mar 2026 | 1 | $310 | 0.00% | DFE |
| 1398 | Bank of America NA | 000000000 | Mar 2026 | 1 | $302 | 0.00% | DFE |
| 1399 | Government National Mortgage Association | 36225CCW4 | Mar 2026 | 302 | $302 | 0.00% | ABS-MBS |
| 1400 | Government National Mortgage Association | 36225CA30 | Mar 2026 | 296 | $295 | 0.00% | ABS-MBS |
| 1401 | Barclays Bank PLC | 000000000 | Mar 2026 | 1 | $285 | 0.00% | DFE |
| 1402 | Fannie Mae | 31411DS67 | Mar 2026 | 276 | $284 | 0.00% | ABS-MBS |
| 1403 | Government National Mortgage Association | 36225CEG7 | Mar 2026 | 279 | $280 | 0.00% | ABS-MBS |
| 1404 | Chicago Mercantile Exchange | 000000000 | Mar 2026 | 500,000 | $279 | 0.00% | DIR |
| 1405 | Fannie Mae | 31410RH93 | Mar 2026 | 268 | $277 | 0.00% | ABS-MBS |
| 1406 | Fannie Mae | 3138AGKX5 | Mar 2026 | 277 | $276 | 0.00% | ABS-MBS |
| 1407 | Freddie Mac | 3128KQB96 | Mar 2026 | 260 | $269 | 0.00% | ABS-MBS |
| 1408 | Fannie Mae | 31371HHR2 | Mar 2026 | 257 | $262 | 0.00% | ABS-MBS |
| 1409 | BNP Paribas SA | 000000000 | Mar 2026 | 1 | $260 | 0.00% | DFE |
| 1410 | Fannie Mae | 31403VKB4 | Mar 2026 | 254 | $259 | 0.00% | ABS-MBS |
| 1411 | Fannie Mae | 31408EXX5 | Mar 2026 | 252 | $258 | 0.00% | ABS-MBS |
| 1412 | Freddie Mac | 31292HS88 | Mar 2026 | 245 | $253 | 0.00% | ABS-MBS |
| 1413 | Government National Mortgage Association | 36296TBZ5 | Mar 2026 | 244 | $247 | 0.00% | ABS-MBS |
| 1414 | Fannie Mae | 31410F2H7 | Mar 2026 | 224 | $231 | 0.00% | ABS-MBS |
| 1415 | Government National Mortgage Association | 36225CUU8 | Mar 2026 | 209 | $212 | 0.00% | ABS-MBS |
| 1416 | Freddie Mac | 3128M4AZ6 | Mar 2026 | 154 | $159 | 0.00% | ABS-MBS |
| 1417 | IndyMac ARM Trust | 45660UAQ2 | Mar 2026 | 158 | $155 | 0.00% | ABS-MBS |
| 1418 | Fannie Mae | 31407MZ40 | Mar 2026 | 151 | $154 | 0.00% | ABS-MBS |
| 1419 | Fannie Mae | 31392CRD8 | Mar 2026 | 149 | $149 | 0.00% | ABS-MBS |
| 1420 | Freddie Mac | 3128M4K69 | Mar 2026 | 142 | $147 | 0.00% | ABS-MBS |
| 1421 | Fannie Mae | 31376KPN0 | Mar 2026 | 132 | $135 | 0.00% | ABS-MBS |
| 1422 | Morgan Stanley & Co. International PLC | 000000000 | Mar 2026 | 1 | $124 | 0.00% | DFE |
| 1423 | Government National Mortgage Association | 36225CA55 | Mar 2026 | 114 | $114 | 0.00% | ABS-MBS |
| 1424 | Citibank NA | 000000000 | Mar 2026 | 1 | $114 | 0.00% | DFE |
| 1425 | Fannie Mae | 31403JR81 | Mar 2026 | 105 | $106 | 0.00% | ABS-MBS |
| 1426 | BNP Paribas SA | 000000000 | Mar 2026 | 1 | $105 | 0.00% | DFE |
| 1427 | Government National Mortgage Association | 36225CUH7 | Mar 2026 | 77 | $78 | 0.00% | ABS-MBS |
| 1428 | Fannie Mae | 31410RHZ5 | Mar 2026 | 71 | $72 | 0.00% | ABS-MBS |
| 1429 | Freddie Mac | 31288JQP4 | Mar 2026 | 37 | $37 | 0.00% | ABS-MBS |
| 1430 | GSR Mortgage Loan Trust | 36228FNB8 | Mar 2026 | 31 | $32 | 0.00% | ABS-MBS |
| 1431 | BNP Paribas SA | 000000000 | Mar 2026 | 1 | $14 | 0.00% | DFE |
| 1432 | Fannie Mae | 31406XDV1 | Mar 2026 | 11 | $11 | 0.00% | ABS-MBS |
| 1433 | Fannie Mae | 3138ADS48 | Mar 2026 | 9 | $9 | 0.00% | ABS-MBS |
| 1434 | Fannie Mae | 3138EJE38 | Mar 2026 | 6 | $6 | 0.00% | ABS-MBS |
| 1435 | Fannie Mae | 31382F2C2 | Mar 2026 | 6 | $6 | 0.00% | ABS-MBS |
| 1436 | Goldman Sachs Bank USA | 000000000 | Mar 2026 | 1 | $4 | 0.00% | DFE |
| 1437 | Fannie Mae | 3138EK2C8 | Mar 2026 | 1 | $1 | 0.00% | ABS-MBS |
| 1438 | JYSKE REALKREDIT A/S | 000000000 | Mar 2026 | 2 | $0 | 0.00% | DBT |
| 1439 | NYKREDIT REALKREDIT A/S | 000000000 | Mar 2026 | 2 | $0 | 0.00% | DBT |
| 1440 | NYKREDIT REALKREDIT A/S | 000000000 | Mar 2026 | 2 | $0 | 0.00% | DBT |
| 1441 | JYSKE REALKREDIT A/S | 000000000 | Mar 2026 | 2 | $0 | 0.00% | DBT |
| 1442 | BNP Paribas SA | 000000000 | Mar 2026 | 1 | $-49 | -0.00% | DFE |
| 1443 | Goldman Sachs Bank USA | 000000000 | Mar 2026 | 1 | $-53 | -0.00% | DFE |
| 1444 | Chicago Board of Trade | 000000000 | Mar 2026 | -72 | $-72 | -0.00% | DIR |
| 1445 | Chicago Board of Trade | 000000000 | Mar 2026 | -93 | $-93 | -0.00% | DIR |
| 1446 | Chicago Board of Trade | 000000000 | Mar 2026 | -96 | $-96 | -0.00% | DIR |
| 1447 | JPMorgan Chase Bank NA | 000000000 | Mar 2026 | 1 | $-106 | -0.00% | DFE |
| 1448 | BNP Paribas SA | 000000000 | Mar 2026 | 1 | $-109 | -0.00% | DFE |
| 1449 | Citibank NA | 000000000 | Mar 2026 | 400,000 | $-178 | -0.00% | DCR |
| 1450 | Chicago Board of Trade | 000000000 | Mar 2026 | -194 | $-194 | -0.00% | DIR |
| 1451 | Morgan Stanley Bank NA | 000000000 | Mar 2026 | -1,700,000 | $-207 | -0.00% | DIR |
| 1452 | BNP Paribas SA | 000000000 | Mar 2026 | 1 | $-313 | -0.00% | DFE |
| 1453 | JPMorgan Chase Bank NA | 000000000 | Mar 2026 | 1 | $-368 | -0.00% | DFE |
| 1454 | Goldman Sachs Bank USA | 000000000 | Mar 2026 | 1 | $-405 | -0.00% | DFE |
| 1455 | Citibank NA | 000000000 | Mar 2026 | 1 | $-418 | -0.00% | DFE |
| 1456 | JPMorgan Chase Bank NA | 000000000 | Mar 2026 | 1 | $-426 | -0.00% | DFE |
| 1457 | BNP Paribas SA | 000000000 | Mar 2026 | 1 | $-482 | -0.00% | DFE |
| 1458 | Morgan Stanley & Co. International PLC | 000000000 | Mar 2026 | 1 | $-552 | -0.00% | DFE |
| 1459 | JPMorgan Chase Bank NA | 000000000 | Mar 2026 | 1,300,000 | $-579 | -0.00% | DCR |
| 1460 | Citibank NA | 000000000 | Mar 2026 | 1 | $-595 | -0.00% | DFE |
| 1461 | Bank of America NA | 000000000 | Mar 2026 | 1 | $-609 | -0.00% | DFE |
| 1462 | Goldman Sachs Bank USA | 000000000 | Mar 2026 | 1 | $-616 | -0.00% | DFE |
| 1463 | BNP Paribas SA | 000000000 | Mar 2026 | 1 | $-676 | -0.00% | DFE |
| 1464 | Bank of America NA | 000000000 | Mar 2026 | 1 | $-758 | -0.00% | DFE |
| 1465 | BNP Paribas SA | 000000000 | Mar 2026 | 1 | $-837 | -0.00% | DFE |
| 1466 | Barclays Bank PLC | 000000000 | Mar 2026 | 1 | $-915 | -0.00% | DFE |
| 1467 | JPMorgan Chase Bank NA | 000000000 | Mar 2026 | 1 | $-1019 | -0.00% | DFE |
| 1468 | BNP Paribas Suisse SA | 000000000 | Mar 2026 | 2,400,000 | $-1068 | -0.00% | DCR |
| 1469 | Barclays Bank PLC | 000000000 | Mar 2026 | 1 | $-1170 | -0.00% | DFE |
| 1470 | BNP Paribas SA | 000000000 | Mar 2026 | 1 | $-1257 | -0.00% | DFE |
| 1471 | Deutsche Bank AG | 000000000 | Mar 2026 | 1 | $-1408 | -0.00% | DFE |
| 1472 | Goldman Sachs International | 000000000 | Mar 2026 | 3,200,000 | $-1424 | -0.00% | DCR |
| 1473 | Bank of America NA | 000000000 | Mar 2026 | 1 | $-1436 | -0.00% | DFE |
| 1474 | Goldman Sachs & Co. LLC | 000000000 | Mar 2026 | -2,300,000 | $-1448 | -0.00% | DIR |
| 1475 | Chicago Mercantile Exchange | 000000000 | Mar 2026 | 53,100,000 | $-1553 | -0.00% | DIR |
| 1476 | Bank of America NA | 000000000 | Mar 2026 | -2,896,354 | $-1570 | -0.00% | DFE |
| 1477 | JPMorgan Chase Bank NA | 000000000 | Mar 2026 | 1 | $-1632 | -0.00% | DFE |
| 1478 | Societe Generale SA | 000000000 | Mar 2026 | 1 | $-1638 | -0.00% | DFE |
| 1479 | BNP Paribas Suisse SA | 000000000 | Mar 2026 | 500,000 | $-1725 | -0.00% | DCR |
| 1480 | BNP Paribas SA | 000000000 | Mar 2026 | 1 | $-1729 | -0.00% | DFE |
| 1481 | BNP Paribas SA | 000000000 | Mar 2026 | 1 | $-1801 | -0.00% | DFE |
| 1482 | BNP Paribas SA | 000000000 | Mar 2026 | 1 | $-1914 | -0.00% | DFE |
| 1483 | Goldman Sachs Bank USA | 000000000 | Mar 2026 | 1 | $-1949 | -0.00% | DFE |
| 1484 | Bank of America NA | 000000000 | Mar 2026 | 1 | $-2098 | -0.00% | DFE |
| 1485 | BNP Paribas SA | 000000000 | Mar 2026 | 1 | $-2103 | -0.00% | DFE |
| 1486 | Bank of America NA | 000000000 | Mar 2026 | 1 | $-2110 | -0.00% | DFE |
| 1487 | BNP Paribas SA | 000000000 | Mar 2026 | 1 | $-2223 | -0.00% | DFE |
| 1488 | JPMorgan Chase Bank NA | 000000000 | Mar 2026 | 1 | $-2242 | -0.00% | DFE |
| 1489 | Barclays Bank PLC | 000000000 | Mar 2026 | 1 | $-2391 | -0.00% | DFE |
| 1490 | Deutsche Bank AG | 000000000 | Mar 2026 | 1 | $-2457 | -0.00% | DFE |
| 1491 | Bank of America NA | 000000000 | Mar 2026 | -2,200,000 | $-2527 | -0.00% | DIR |
| 1492 | Goldman Sachs Bank USA | 000000000 | Mar 2026 | 1 | $-2597 | -0.00% | DFE |
| 1493 | BNP Paribas SA | 000000000 | Mar 2026 | 1 | $-2620 | -0.00% | DFE |
| 1494 | Barclays Bank PLC | 000000000 | Mar 2026 | 1 | $-2640 | -0.00% | DFE |
| 1495 | JPMorgan Chase Bank NA | 000000000 | Mar 2026 | 1 | $-2653 | -0.00% | DFE |
| 1496 | Eurex Deutschland | 000000000 | Mar 2026 | -21 | $-2670 | -0.00% | DIR |
| 1497 | BNP Paribas SA | 000000000 | Mar 2026 | 1 | $-3029 | -0.00% | DFE |
| 1498 | Barclays Bank PLC | 000000000 | Mar 2026 | 1 | $-3055 | -0.00% | DFE |
| 1499 | Goldman Sachs International | 000000000 | Mar 2026 | 2,100,000 | $-3092 | -0.00% | DCR |
| 1500 | Bank of America NA | 000000000 | Mar 2026 | 1 | $-3142 | -0.00% | DFE |
| 1501 | BNP Paribas SA | 000000000 | Mar 2026 | 1 | $-3193 | -0.00% | DFE |
| 1502 | Barclays Bank PLC | 000000000 | Mar 2026 | 1 | $-3559 | -0.00% | DFE |
| 1503 | Barclays Bank PLC | 000000000 | Mar 2026 | 1 | $-3667 | -0.00% | DFE |
| 1504 | BNP Paribas SA | 000000000 | Mar 2026 | 1 | $-3671 | -0.00% | DFE |
| 1505 | BNP Paribas SA | 000000000 | Mar 2026 | 1 | $-3716 | -0.00% | DFE |
| 1506 | BNP Paribas SA | 000000000 | Mar 2026 | 1 | $-3719 | -0.00% | DFE |
| 1507 | JPMorgan Chase Bank NA | 000000000 | Mar 2026 | 1 | $-3903 | -0.00% | DFE |
| 1508 | BNP Paribas SA | 000000000 | Mar 2026 | 1 | $-3978 | -0.00% | DFE |
| 1509 | BNP Paribas SA | 000000000 | Mar 2026 | 1 | $-4005 | -0.00% | DFE |
| 1510 | Bank of America NA | 000000000 | Mar 2026 | 1 | $-4066 | -0.00% | DFE |
| 1511 | BNP Paribas SA | 000000000 | Mar 2026 | 1 | $-4164 | -0.00% | DFE |
| 1512 | LCH Ltd. | 000000000 | Mar 2026 | 580,000 | $-4231 | -0.00% | DIR |
| 1513 | Bank of America NA | 000000000 | Mar 2026 | 1 | $-4456 | -0.00% | DFE |
| 1514 | BNP Paribas SA | 000000000 | Mar 2026 | 1 | $-4491 | -0.00% | DFE |
| 1515 | BNP Paribas SA | 000000000 | Mar 2026 | 1 | $-4786 | -0.00% | DFE |
| 1516 | Goldman Sachs International | 000000000 | Mar 2026 | 1,400,000 | $-4829 | -0.00% | DCR |
| 1517 | BNP Paribas SA | 000000000 | Mar 2026 | 1 | $-4873 | -0.00% | DFE |
| 1518 | Goldman Sachs Bank USA | 000000000 | Mar 2026 | 1 | $-4962 | -0.00% | DFE |
| 1519 | Deutsche Bank AG | 000000000 | Mar 2026 | 1 | $-5346 | -0.00% | DFE |
| 1520 | Bank of America NA | 000000000 | Mar 2026 | -4,600,000 | $-5382 | -0.00% | DCR |
| 1521 | BNP Paribas SA | 000000000 | Mar 2026 | 1 | $-5397 | -0.00% | DFE |
| 1522 | Citibank NA | 000000000 | Mar 2026 | 1 | $-5778 | -0.00% | DFE |
| 1523 | Goldman Sachs & Co. LLC | 000000000 | Mar 2026 | -2,200,000 | $-5956 | -0.00% | DIR |
| 1524 | Bank of America NA | 000000000 | Mar 2026 | 1 | $-5986 | -0.00% | DFE |
| 1525 | Morgan Stanley Bank NA | 000000000 | Mar 2026 | -1,700,000 | $-6022 | -0.00% | DIR |
| 1526 | BNP Paribas SA | 000000000 | Mar 2026 | 1 | $-6059 | -0.00% | DFE |
| 1527 | BNP Paribas SA | 000000000 | Mar 2026 | 1 | $-6096 | -0.00% | DFE |
| 1528 | Chicago Board of Trade | 000000000 | Mar 2026 | -44 | $-6188 | -0.00% | DIR |
| 1529 | Barclays Bank PLC | 000000000 | Mar 2026 | 1 | $-6230 | -0.00% | DFE |
| 1530 | Goldman Sachs International | 000000000 | Mar 2026 | -4,600,000 | $-6269 | -0.00% | DCR |
| 1531 | Goldman Sachs & Co. LLC | 000000000 | Mar 2026 | -2,200,000 | $-6333 | -0.00% | DIR |
| 1532 | BNP Paribas SA | 000000000 | Mar 2026 | 1 | $-6601 | -0.00% | DFE |
| 1533 | Barclays Bank PLC | 000000000 | Mar 2026 | 1 | $-6620 | -0.00% | DFE |
| 1534 | BNP Paribas SA | 000000000 | Mar 2026 | 1 | $-6753 | -0.00% | DFE |
| 1535 | BNP Paribas SA | 000000000 | Mar 2026 | 1 | $-6868 | -0.00% | DFE |
| 1536 | Barclays Bank PLC | 000000000 | Mar 2026 | 1 | $-6899 | -0.00% | DFE |
| 1537 | Citibank NA | 000000000 | Mar 2026 | 1 | $-7023 | -0.00% | DFE |
| 1538 | Bank of America NA | 000000000 | Mar 2026 | 1 | $-7080 | -0.00% | DFE |
| 1539 | Barclays Bank PLC | 000000000 | Mar 2026 | 1 | $-7227 | -0.00% | DFE |
| 1540 | Bank of America NA | 000000000 | Mar 2026 | 1 | $-7242 | -0.00% | DFE |
| 1541 | BNP Paribas SA | 000000000 | Mar 2026 | 1 | $-7637 | -0.00% | DFE |
| 1542 | BNP Paribas SA | 000000000 | Mar 2026 | 1 | $-7911 | -0.00% | DFE |
| 1543 | BNP Paribas SA | 000000000 | Mar 2026 | 1 | $-7933 | -0.00% | DFE |
| 1544 | Goldman Sachs International | 000000000 | Mar 2026 | -9,800,000 | $-7964 | -0.00% | DCR |
| 1545 | JPMorgan Chase Bank NA | 000000000 | Mar 2026 | 1 | $-8438 | -0.00% | DFE |
| 1546 | BNP Paribas SA | 000000000 | Mar 2026 | 1 | $-8530 | -0.00% | DFE |
| 1547 | JPMorgan Chase Bank NA | 000000000 | Mar 2026 | 1 | $-8691 | -0.00% | DFE |
| 1548 | BNP Paribas SA | 000000000 | Mar 2026 | 1 | $-9022 | -0.00% | DFE |
| 1549 | Goldman Sachs Bank USA | 000000000 | Mar 2026 | 1 | $-9118 | -0.00% | DFE |
| 1550 | Goldman Sachs Bank USA | 000000000 | Mar 2026 | 1 | $-9635 | -0.00% | DFE |
| 1551 | Goldman Sachs & Co. LLC | 000000000 | Mar 2026 | -2,600,000 | $-9843 | -0.00% | DIR |
| 1552 | BNP Paribas SA | 000000000 | Mar 2026 | 1 | $-9968 | -0.00% | DFE |
| 1553 | Barclays Bank PLC | 000000000 | Mar 2026 | 1 | $-10252 | -0.00% | DFE |
| 1554 | Goldman Sachs & Co. LLC | 000000000 | Mar 2026 | -2,300,000 | $-10261 | -0.00% | DIR |
| 1555 | BNP Paribas SA | 000000000 | Mar 2026 | 1 | $-10387 | -0.00% | DFE |
| 1556 | Barclays Bank PLC | 000000000 | Mar 2026 | 1 | $-10443 | -0.00% | DFE |
| 1557 | JPMorgan Chase Bank NA | 000000000 | Mar 2026 | 1 | $-10486 | -0.00% | DFE |
| 1558 | Chicago Mercantile Exchange | 000000000 | Mar 2026 | 8,600,000 | $-10562 | -0.00% | DIR |
| 1559 | Deutsche Bank AG | 000000000 | Mar 2026 | 1 | $-10686 | -0.00% | DFE |
| 1560 | Goldman Sachs Bank USA | 000000000 | Mar 2026 | 1 | $-10723 | -0.00% | DFE |
| 1561 | Goldman Sachs & Co. LLC | 000000000 | Mar 2026 | -4,200,000 | $-10736 | -0.00% | DIR |
| 1562 | Barclays Bank PLC | 000000000 | Mar 2026 | 1 | $-10889 | -0.00% | DFE |
| 1563 | Bank of America NA | 000000000 | Mar 2026 | -2,200,000 | $-11493 | -0.00% | DIR |
| 1564 | Bank of America NA | 000000000 | Mar 2026 | -20,048,645 | $-11668 | -0.00% | DFE |
| 1565 | Citibank NA | 000000000 | Mar 2026 | 1 | $-12190 | -0.00% | DFE |
| 1566 | Goldman Sachs & Co. LLC | 000000000 | Mar 2026 | -2,600,000 | $-12552 | -0.00% | DIR |
| 1567 | Goldman Sachs & Co. LLC | 000000000 | Mar 2026 | -4,200,000 | $-12818 | -0.00% | DIR |
| 1568 | BNP Paribas SA | 000000000 | Mar 2026 | 1 | $-12950 | -0.00% | DFE |
| 1569 | Goldman Sachs Bank USA | 000000000 | Mar 2026 | 1 | $-13018 | -0.00% | DFE |
| 1570 | Deutsche Bank AG | 000000000 | Mar 2026 | 1 | $-13217 | -0.00% | DFE |
| 1571 | JPMorgan Chase Bank NA | 000000000 | Mar 2026 | 1 | $-13336 | -0.00% | DFE |
| 1572 | BNP Paribas SA | 000000000 | Mar 2026 | 1 | $-13338 | -0.00% | DFE |
| 1573 | Barclays Bank PLC | 000000000 | Mar 2026 | 1 | $-13449 | -0.00% | DFE |
| 1574 | BNP Paribas SA | 000000000 | Mar 2026 | 1 | $-13711 | -0.00% | DFE |
| 1575 | Barclays Bank PLC | 000000000 | Mar 2026 | 1 | $-13813 | -0.00% | DFE |
| 1576 | Barclays Bank PLC | 000000000 | Mar 2026 | 1 | $-13831 | -0.00% | DFE |
| 1577 | Barclays Bank PLC | 000000000 | Mar 2026 | 1 | $-13843 | -0.00% | DFE |
| 1578 | Barclays Bank PLC | 000000000 | Mar 2026 | 1 | $-14271 | -0.00% | DFE |
| 1579 | Barclays Bank PLC | 000000000 | Mar 2026 | 1 | $-14277 | -0.00% | DFE |
| 1580 | Barclays Bank PLC | 000000000 | Mar 2026 | 1 | $-14361 | -0.00% | DFE |
| 1581 | LCH Ltd. | 000000000 | Mar 2026 | 11,300,000 | $-14834 | -0.00% | DIR |
| 1582 | Goldman Sachs Bank USA | 000000000 | Mar 2026 | 1 | $-15083 | -0.00% | DFE |
| 1583 | Barclays Bank PLC | 000000000 | Mar 2026 | 1 | $-15143 | -0.00% | DFE |
| 1584 | BNP Paribas SA | 000000000 | Mar 2026 | 1 | $-15225 | -0.00% | DFE |
| 1585 | Bank of America NA | 000000000 | Mar 2026 | 1 | $-15235 | -0.00% | DFE |
| 1586 | Barclays Bank PLC | 000000000 | Mar 2026 | 1 | $-15391 | -0.00% | DFE |
| 1587 | JPMorgan Chase Bank NA | 000000000 | Mar 2026 | 1 | $-15796 | -0.00% | DFE |
| 1588 | Chicago Board of Trade | 000000000 | Mar 2026 | -44 | $-15812 | -0.00% | DIR |
| 1589 | JPMorgan Chase Bank NA | 000000000 | Mar 2026 | 1 | $-16007 | -0.00% | DFE |
| 1590 | LCH Ltd. | 000000000 | Mar 2026 | 3,200,000 | $-16124 | -0.00% | DIR |
| 1591 | Barclays Bank PLC | 000000000 | Mar 2026 | 1 | $-16359 | -0.00% | DFE |
| 1592 | Goldman Sachs Bank USA | 000000000 | Mar 2026 | 1 | $-17590 | -0.00% | DFE |
| 1593 | Barclays Bank PLC | 000000000 | Mar 2026 | 1 | $-17738 | -0.00% | DFE |
| 1594 | JPMorgan Chase Bank NA | 000000000 | Mar 2026 | 1 | $-17849 | -0.00% | DFE |
| 1595 | Citibank NA | 000000000 | Mar 2026 | 1 | $-17915 | -0.00% | DFE |
| 1596 | Bank of America NA | 000000000 | Mar 2026 | 1 | $-18148 | -0.00% | DFE |
| 1597 | Deutsche Bank AG | 000000000 | Mar 2026 | 1 | $-18437 | -0.00% | DFE |
| 1598 | Goldman Sachs Bank USA | 000000000 | Mar 2026 | 1 | $-19148 | -0.00% | DFE |
| 1599 | Barclays Bank PLC | 000000000 | Mar 2026 | 1 | $-19174 | -0.00% | DFE |
| 1600 | Citibank NA | 000000000 | Mar 2026 | 1 | $-19210 | -0.00% | DFE |
| 1601 | Citibank NA | 000000000 | Mar 2026 | 1 | $-19377 | -0.00% | DFE |
| 1602 | Bank of America NA | 000000000 | Mar 2026 | 1 | $-19579 | -0.00% | DFE |
| 1603 | Goldman Sachs Bank USA | 000000000 | Mar 2026 | 1 | $-19673 | -0.00% | DFE |
| 1604 | Societe Generale SA | 000000000 | Mar 2026 | 1 | $-19837 | -0.00% | DFE |
| 1605 | Bank of America NA | 000000000 | Mar 2026 | 1 | $-20173 | -0.00% | DFE |
| 1606 | JPMorgan Chase Bank NA | 000000000 | Mar 2026 | 1 | $-20664 | -0.00% | DFE |
| 1607 | Citibank NA | 000000000 | Mar 2026 | 1 | $-21329 | -0.00% | DFE |
| 1608 | Citibank NA | 000000000 | Mar 2026 | 1 | $-21895 | -0.00% | DFE |
| 1609 | Eurex Deutschland | 000000000 | Mar 2026 | -21 | $-22088 | -0.00% | DIR |
| 1610 | BNP Paribas SA | 000000000 | Mar 2026 | 1 | $-22115 | -0.00% | DFE |
| 1611 | Barclays Bank PLC | 000000000 | Mar 2026 | 1 | $-22377 | -0.00% | DFE |
| 1612 | Morgan Stanley & Co. International PLC | 000000000 | Mar 2026 | 1 | $-22379 | -0.00% | DFE |
| 1613 | Citibank NA | 000000000 | Mar 2026 | 1 | $-23156 | -0.00% | DFE |
| 1614 | Goldman Sachs Bank USA | 000000000 | Mar 2026 | 1 | $-23689 | -0.00% | DFE |
| 1615 | Chicago Mercantile Exchange | 000000000 | Mar 2026 | 13,400,000 | $-24098 | -0.00% | DIR |
| 1616 | BNP Paribas SA | 000000000 | Mar 2026 | 1 | $-24259 | -0.00% | DFE |
| 1617 | Deutsche Bank AG | 000000000 | Mar 2026 | 1 | $-25437 | -0.00% | DFE |
| 1618 | BNP Paribas SA | 000000000 | Mar 2026 | 1 | $-25697 | -0.00% | DFE |
| 1619 | LCH Ltd. | 000000000 | Mar 2026 | 23,000,000 | $-26250 | -0.00% | DIR |
| 1620 | BNP Paribas SA | 000000000 | Mar 2026 | 1 | $-26295 | -0.00% | DFE |
| 1621 | LCH Ltd. | 000000000 | Mar 2026 | 13,400,000 | $-26325 | -0.00% | DIR |
| 1622 | Barclays Bank PLC | 000000000 | Mar 2026 | 1 | $-26952 | -0.00% | DFE |
| 1623 | JPMorgan Chase Bank NA | 000000000 | Mar 2026 | 1 | $-27294 | -0.00% | DFE |
| 1624 | Chicago Mercantile Exchange | 000000000 | Mar 2026 | 10,300,000 | $-27467 | -0.00% | DIR |
| 1625 | Goldman Sachs Bank USA | 000000000 | Mar 2026 | 1 | $-27740 | -0.00% | DFE |
| 1626 | LCH Ltd. | 000000000 | Mar 2026 | 5,400,000 | $-29448 | -0.00% | DIR |
| 1627 | Citibank NA | 000000000 | Mar 2026 | 1 | $-30727 | -0.00% | DFE |
| 1628 | Chicago Mercantile Exchange | 000000000 | Mar 2026 | 7,500,000 | $-33475 | -0.00% | DIR |
| 1629 | BNP Paribas SA | 000000000 | Mar 2026 | 1 | $-33826 | -0.00% | DFE |
| 1630 | Citibank NA | 000000000 | Mar 2026 | 1 | $-34470 | -0.00% | DFE |
| 1631 | BNP Paribas SA | 000000000 | Mar 2026 | 1 | $-35503 | -0.00% | DFE |
| 1632 | Goldman Sachs Bank USA | 000000000 | Mar 2026 | 1 | $-35936 | -0.00% | DFE |
| 1633 | Barclays Bank PLC | 000000000 | Mar 2026 | 1 | $-36171 | -0.00% | DFE |
| 1634 | LCH Ltd. | 000000000 | Mar 2026 | 7,300,000 | $-38299 | -0.00% | DIR |
| 1635 | JPMorgan Chase Bank NA | 000000000 | Mar 2026 | 1 | $-39520 | -0.00% | DFE |
| 1636 | LCH Ltd. | 000000000 | Mar 2026 | 1,200,000 | $-40604 | -0.00% | DIR |
| 1637 | BNP Paribas SA | 000000000 | Mar 2026 | 1 | $-43405 | -0.00% | DFE |
| 1638 | LCH Ltd. | 000000000 | Mar 2026 | 1,200,000 | $-44921 | -0.00% | DIR |
| 1639 | LCH Ltd. | 000000000 | Mar 2026 | 8,000,000 | $-46109 | -0.00% | DIR |
| 1640 | Citibank NA | 000000000 | Mar 2026 | 1 | $-47135 | -0.00% | DFE |
| 1641 | Citibank NA | 000000000 | Mar 2026 | 1 | $-48136 | -0.00% | DFE |
| 1642 | LCH Ltd. | 000000000 | Mar 2026 | 5,700,000 | $-54547 | -0.00% | DIR |
| 1643 | Citibank NA | 000000000 | Mar 2026 | -124,900,000 | $-56123 | -0.00% | DIR |
| 1644 | LCH Ltd. | 000000000 | Mar 2026 | 63,500,000 | $-57256 | -0.00% | DIR |
| 1645 | Goldman Sachs Bank USA | 000000000 | Mar 2026 | 1 | $-63518 | -0.00% | DFE |
| 1646 | Goldman Sachs Bank USA | 000000000 | Mar 2026 | 1 | $-64347 | -0.00% | DFE |
| 1647 | BNP Paribas SA | 000000000 | Mar 2026 | 1 | $-70254 | -0.00% | DFE |
| 1648 | UBS AG | 000000000 | Mar 2026 | 1 | $-70703 | -0.00% | DFE |
| 1649 | LCH Ltd. | 000000000 | Mar 2026 | 5,900,000 | $-73674 | -0.00% | DIR |
| 1650 | Intercontinental Exchange, Inc. | 000000000 | Mar 2026 | 3,200,000 | $-74240 | -0.00% | DCR |
| 1651 | Deutsche Bank AG | 000000000 | Mar 2026 | -130,000,000 | $-75806 | -0.00% | DIR |
| 1652 | BNP Paribas SA | 000000000 | Mar 2026 | 1 | $-75918 | -0.00% | DFE |
| 1653 | Goldman Sachs Bank USA | 000000000 | Mar 2026 | 1 | $-81425 | -0.00% | DFE |
| 1654 | Bank of America NA | 000000000 | Mar 2026 | 1 | $-81499 | -0.00% | DFE |
| 1655 | Goldman Sachs Bank USA | 000000000 | Mar 2026 | 1 | $-85203 | -0.00% | DFE |
| 1656 | Chicago Mercantile Exchange | 000000000 | Mar 2026 | 27,750,000 | $-86197 | -0.00% | DIR |
| 1657 | JPMorgan Chase Bank NA | 000000000 | Mar 2026 | 1 | $-88188 | -0.00% | DFE |
| 1658 | LCH Ltd. | 000000000 | Mar 2026 | 1,800,000 | $-89209 | -0.00% | DIR |
| 1659 | Goldman Sachs Bank USA | 000000000 | Mar 2026 | 1 | $-92292 | -0.00% | DFE |
| 1660 | Goldman Sachs Bank USA | 000000000 | Mar 2026 | 1 | $-94958 | -0.00% | DFE |
| 1661 | Citibank NA | 000000000 | Mar 2026 | -124,900,000 | $-97320 | -0.00% | DIR |
| 1662 | LCH Ltd. | 000000000 | Mar 2026 | 4,430,000 | $-98349 | -0.00% | DIR |
| 1663 | Societe Generale SA | 000000000 | Mar 2026 | 1 | $-98471 | -0.00% | DFE |
| 1664 | Citibank NA | 000000000 | Mar 2026 | 1 | $-103862 | -0.00% | DFE |
| 1665 | UBS AG | 000000000 | Mar 2026 | 1 | $-105693 | -0.00% | DFE |
| 1666 | Citibank NA | 000000000 | Mar 2026 | 1 | $-107680 | -0.00% | DFE |
| 1667 | Citibank NA | 000000000 | Mar 2026 | 1 | $-108246 | -0.00% | DFE |
| 1668 | JPMorgan Chase Bank NA | 000000000 | Mar 2026 | 1 | $-110907 | -0.00% | DFE |
| 1669 | Deutsche Bank AG | 000000000 | Mar 2026 | -130,000,000 | $-118981 | -0.00% | DIR |
| 1670 | Citibank NA | 000000000 | Mar 2026 | 1 | $-121156 | -0.00% | DFE |
| 1671 | Citibank NA | 000000000 | Mar 2026 | 1 | $-122697 | -0.00% | DFE |
| 1672 | Citibank NA | 000000000 | Mar 2026 | 1 | $-122811 | -0.00% | DFE |
| 1673 | UBS AG | 000000000 | Mar 2026 | 1 | $-125907 | -0.00% | DFE |
| 1674 | Citibank NA | 000000000 | Mar 2026 | 1 | $-131981 | -0.00% | DFE |
| 1675 | Goldman Sachs Bank USA | 000000000 | Mar 2026 | 1 | $-132238 | -0.00% | DFE |
| 1676 | Citibank NA | 000000000 | Mar 2026 | 1 | $-133705 | -0.00% | DFE |
| 1677 | Citibank NA | 000000000 | Mar 2026 | 1 | $-151127 | -0.00% | DFE |
| 1678 | Goldman Sachs Bank USA | 000000000 | Mar 2026 | 1 | $-160289 | -0.00% | DFE |
| 1679 | Barclays Bank PLC | 000000000 | Mar 2026 | 1 | $-162036 | -0.00% | DFE |
| 1680 | Deutsche Bank AG | 000000000 | Mar 2026 | 1 | $-171744 | -0.01% | DFE |
| 1681 | ASX Clear (Futures) | 000000000 | Mar 2026 | 464 | $-181717 | -0.01% | DIR |
| 1682 | Chicago Mercantile Exchange | 000000000 | Mar 2026 | 22,200,000 | $-181852 | -0.01% | DIR |
| 1683 | BNP Paribas SA | 000000000 | Mar 2026 | 1 | $-186755 | -0.01% | DFE |
| 1684 | Chicago Mercantile Exchange | 000000000 | Mar 2026 | 23,900,000 | $-192882 | -0.01% | DIR |
| 1685 | UBS AG | 000000000 | Mar 2026 | 1 | $-199269 | -0.01% | DFE |
| 1686 | LCH Ltd. | 000000000 | Mar 2026 | 9,200,000 | $-202667 | -0.01% | DIR |
| 1687 | Deutsche Bank AG | 000000000 | Mar 2026 | 1 | $-206755 | -0.01% | DFE |
| 1688 | Chicago Mercantile Exchange | 000000000 | Mar 2026 | 95,500,000 | $-207826 | -0.01% | DIR |
| 1689 | Chicago Mercantile Exchange | 000000000 | Mar 2026 | 129,800,000 | $-232773 | -0.01% | DIR |
| 1690 | LCH Ltd. | 000000000 | Mar 2026 | 11,800,000 | $-266538 | -0.01% | DIR |
| 1691 | Societe Generale SA | 000000000 | Mar 2026 | 1 | $-277754 | -0.01% | DFE |
| 1692 | LCH Ltd. | 000000000 | Mar 2026 | 67,167,000 | $-305679 | -0.01% | DIR |
| 1693 | Deutsche Bank AG | 000000000 | Mar 2026 | 1 | $-306016 | -0.01% | DFE |
| 1694 | Chicago Mercantile Exchange | 000000000 | Mar 2026 | 71,500,000 | $-333637 | -0.01% | DIR |
| 1695 | Chicago Board of Trade | 000000000 | Mar 2026 | 324 | $-348585 | -0.01% | DIR |
| 1696 | LCH Ltd. | 000000000 | Mar 2026 | 60,700,000 | $-351207 | -0.01% | DIR |
| 1697 | The Montreal Exchange/Bourse De Montreal | 000000000 | Mar 2026 | 310 | $-457425 | -0.01% | DIR |
| 1698 | LCH Ltd. | 000000000 | Mar 2026 | 22,600,000 | $-468619 | -0.01% | DIR |
| 1699 | BNP Paribas SA | 000000000 | Mar 2026 | 1 | $-502104 | -0.01% | DFE |
| 1700 | LCH Ltd. | 000000000 | Mar 2026 | 21,100,000 | $-512113 | -0.01% | DIR |
| 1701 | LCH Ltd. | 000000000 | Mar 2026 | 23,700,000 | $-514688 | -0.02% | DIR |
| 1702 | LCH Ltd. | 000000000 | Mar 2026 | 27,000,000 | $-650577 | -0.02% | DIR |
| 1703 | LCH Ltd. | 000000000 | Mar 2026 | 13,400,000 | $-687495 | -0.02% | DIR |
| 1704 | Chicago Board of Trade | 000000000 | Mar 2026 | 208 | $-757868 | -0.02% | DIR |
| 1705 | LCH Ltd. | 000000000 | Mar 2026 | 43,550,000 | $-946857 | -0.03% | DIR |
| 1706 | LCH Ltd. | 000000000 | Mar 2026 | 36,030,000 | $-1278012 | -0.04% | DIR |
| 1707 | Chicago Mercantile Exchange | 000000000 | Mar 2026 | 190,300,000 | $-1515276 | -0.04% | DIR |
| 1708 | JPMorgan Chase Bank NA | 000000000 | Mar 2026 | 134,016,000 | $-3228000 | -0.09% | DCR |
| 1709 | ICE Futures Europe - Financial Products Division | 000000000 | Mar 2026 | 573 | $-3298781 | -0.10% | DIR |
| 1710 | Chicago Board of Trade | 000000000 | Mar 2026 | 3,317 | $-4564641 | -0.13% | DIR |
| 1711 | Chicago Board of Trade | 000000000 | Mar 2026 | 2,908 | $-5209565 | -0.15% | DIR |
| 1712 | JPMorgan Securities LLC | 000000000 | Mar 2026 | -5,466,800 | $-5466800 | -0.16% | RA |
| 1713 | JPMorgan Securities LLC | 000000000 | Mar 2026 | -7,519,752 | $-7519752 | -0.22% | RA |
| 1714 | UMBS, TBA | 01F060659 | Mar 2026 | -7,644,000 | $-7782487 | -0.23% | ABS-MBS |
| 1715 | JPMorgan Securities LLC | 000000000 | Mar 2026 | -11,655,206 | $-11655206 | -0.34% | RA |
| 1716 | UMBS, TBA | 01F040651 | Mar 2026 | -22,000,000 | $-20741192 | -0.61% | ABS-MBS |
| 1717 | UMBS, TBA | 01F052649 | Mar 2026 | -24,000,000 | $-24110542 | -0.71% | ABS-MBS |
| 1718 | Deutsche Bank Securities, Inc. | 000000000 | Mar 2026 | -26,880,625 | $-26880625 | -0.79% | RA |
| 1719 | Deutsche Bank Securities, Inc. | 000000000 | Mar 2026 | -29,118,125 | $-29118125 | -0.85% | RA |