Holdings (Monthly)
Guide ↗
PIMCO Income Fund
· Pimco Funds| # | Name | Ticker | Since | Shares | Value | % Port | Cat |
|---|---|---|---|---|---|---|---|
| 1 | UMBS, TBA | 01F060691 | Jun 2026 | 25,690,255,502 | $26.16B | 11.34% | ABS-MBS |
| 2 | UMBS, TBA | 01F062689 | Jun 2026 | 15,961,240,000 | $16.49B | 7.15% | ABS-MBS |
| 3 | UMBS, TBA | 01F052698 | Jun 2026 | 9,160,000,000 | $9.17B | 3.98% | ABS-MBS |
| 4 | UMBS, TBA | 01F050684 | Jun 2026 | 7,904,002,000 | $7.76B | 3.36% | ABS-MBS |
| 5 | UMBS, TBA | 01F062671 | Jun 2026 | 7,236,408,633 | $7.49B | 3.25% | ABS-MBS |
| 6 | UMBS, TBA | 01F052680 | Jun 2026 | 7,330,000,000 | $7.34B | 3.18% | ABS-MBS |
| 7 | LETRA TESOURO NACIONAL | 000000000 | Jun 2026 | 36,605,267,000 | $6.44B | 2.79% | DBT |
| 8 | UMBS, TBA | 01F040693 | Jun 2026 | 5,807,000,000 | $5.42B | 2.35% | ABS-MBS |
| 9 | United States Treasury | 91282CLE9 | Jun 2026 | 4,256,984,322 | $4.20B | 1.82% | DBT |
| 10 | BEIGNET INVESTOR LLC | 076912AA2 | Jun 2026 | 4,107,935,000 | $4.19B | 1.82% | DBT |
| 11 | United States Treasury | 912810UR7 | Jun 2026 | 3,803,168,800 | $3.70B | 1.60% | DBT |
| 12 | United States Treasury | 91282CNR8 | Jun 2026 | 3,746,702,900 | $3.69B | 1.60% | DBT |
| 13 | LETRA TESOURO NACIONAL | 000000000 | Jun 2026 | 18,616,546,000 | $3.49B | 1.51% | DBT |
| 14 | Freddie Mac | 3142J6CM3 | Jun 2026 | 3,494,921,575 | $3.44B | 1.49% | ABS-MBS |
| 15 | UMBS, TBA | 01F040685 | Jun 2026 | 3,240,368,170 | $3.03B | 1.31% | ABS-MBS |
| 16 | UMBS, TBA | 01F042681 | Jun 2026 | 2,998,653,000 | $2.87B | 1.24% | ABS-MBS |
| 17 | United States Treasury | 91282CHP9 | Jun 2026 | 2,692,305,463 | $2.58B | 1.12% | DBT |
| 18 | Freddie Mac | 3142J6CW1 | Jun 2026 | 2,268,350,260 | $2.23B | 0.97% | ABS-MBS |
| 19 | UMBS, TBA | 01F042699 | Jun 2026 | 2,179,000,000 | $2.08B | 0.90% | ABS-MBS |
| 20 | Government National Mortgage Association | 21H062677 | Jun 2026 | 1,814,145,000 | $1.88B | 0.81% | ABS-MBS |
| 21 | United States Treasury | 912810UE6 | Jun 2026 | 1,910,600,000 | $1.78B | 0.77% | DBT |
| 22 | LCH Ltd. | 000000000 | Jun 2026 | 3,516,800,000 | $1.77B | 0.77% | DIR |
| 23 | RD MICHIGAN PROP OWNER I | 74941YAA0 | Jun 2026 | 1,762,848,000 | $1.76B | 0.76% | DBT |
| 24 | Freddie Mac | 3142J6B93 | Jun 2026 | 1,667,535,813 | $1.64B | 0.71% | ABS-MBS |
| 25 | Fannie Mae | 31418FTA5 | Jun 2026 | 1,653,669,917 | $1.63B | 0.70% | ABS-MBS |
| 26 | Government National Mortgage Association | 21H052686 | Jun 2026 | 1,597,000,000 | $1.60B | 0.69% | ABS-MBS |
| 27 | Fannie Mae | 31418FQ83 | Jun 2026 | 1,551,357,602 | $1.53B | 0.66% | ABS-MBS |
| 28 | United States Treasury | 912810UA4 | Jun 2026 | 1,587,700,000 | $1.51B | 0.65% | DBT |
| 29 | United States Treasury | 9128287D6 | Jun 2026 | 1,556,938,591 | $1.49B | 0.64% | DBT |
| 30 | LCH Ltd. | 000000000 | Jun 2026 | 2,557,071,000 | $1.31B | 0.57% | DIR |
| 31 | Government National Mortgage Association | 21H060697 | Jun 2026 | 1,256,700,000 | $1.28B | 0.55% | ABS-MBS |
| 32 | United States Treasury | 91282CNB3 | Jun 2026 | 1,289,428,465 | $1.27B | 0.55% | DBT |
| 33 | Credit Suisse Mortgage Trust | 12654UAB3 | Jun 2026 | 1,369,811,595 | $1.25B | 0.54% | ABS-MBS |
| 34 | REPUBLIC OF SOUTH AFRICA | 000000000 | Jun 2026 | 19,369,270,000 | $1.23B | 0.53% | DBT |
| 35 | Japan Government Thirty Year Bonds | 000000000 | Jun 2026 | 225,835,150,000 | $1.22B | 0.53% | DBT |
| 36 | Government National Mortgage Association | 21H042679 | Jun 2026 | 1,231,878,000 | $1.18B | 0.51% | ABS-MBS |
| 37 | United States Treasury | 91282CEZ0 | Jun 2026 | 1,246,351,922 | $1.15B | 0.50% | DBT |
| 38 | Legacy Mortgage Asset Trust | 52475VBH0 | Jun 2026 | 1,112,913,910 | $1.15B | 0.50% | ABS-MBS |
| 39 | Citigroup Mortgage Loan Trust Inc | 17329NAE7 | Jun 2026 | 1,354,482,846 | $1.15B | 0.50% | ABS-MBS |
| 40 | UMBS, TBA | 01F060683 | Jun 2026 | 1,105,332,498 | $1.13B | 0.49% | ABS-MBS |
| 41 | UMBS, TBA | 01F070682 | Jun 2026 | 1,046,750,000 | $1.10B | 0.48% | ABS-MBS |
| 42 | United States Treasury | 91282CDC2 | Jun 2026 | 1,040,844,948 | $1.04B | 0.45% | DBT |
| 43 | Banc of America Merrill Lynch Large Loan Inc | 05494AAA7 | Jun 2026 | 1,004,317,598 | $993.2M | 0.43% | ABS-MBS |
| 44 | Freddie Mac | 31427QWE8 | Jun 2026 | 993,888,727 | $979.5M | 0.42% | ABS-MBS |
| 45 | EAGLE FUNDING LUXCO SARL | 26951TAA8 | Jun 2026 | 969,400,000 | $974.5M | 0.42% | DBT |
| 46 | UMBS, TBA | 01F032682 | Jun 2026 | 1,063,865,000 | $964.6M | 0.42% | ABS-MBS |
| 47 | Government National Mortgage Association | 21H050672 | Jun 2026 | 968,875,000 | $955.3M | 0.41% | ABS-MBS |
| 48 | Fannie Mae | 31418FT56 | Jun 2026 | 967,983,705 | $951.9M | 0.41% | ABS-MBS |
| 49 | Government National Mortgage Association | 21H060689 | Jun 2026 | 925,000,000 | $942.8M | 0.41% | ABS-MBS |
| 50 | Government National Mortgage Association | 21H042687 | Jun 2026 | 963,000,000 | $924.3M | 0.40% | ABS-MBS |
| 51 | Fannie Mae | 31418FR74 | Jun 2026 | 889,087,516 | $874.3M | 0.38% | ABS-MBS |
| 52 | VALERIE ASSET LTD | 918940AB3 | Jun 2026 | 864,948,469 | $850.9M | 0.37% | ABS-O |
| 53 | Dutch Mortgage Finance | 000000000 | Jun 2026 | 742,455,647 | $850.2M | 0.37% | ABS-MBS |
| 54 | Finance of America Structured Securities Trust | 316919AB5 | Jun 2026 | 846,218,930 | $828.2M | 0.36% | ABS-MBS |
| 55 | Citigroup Mortgage Loan Trust Inc | 173118AS9 | Jun 2026 | 1,022,246,466 | $823.2M | 0.36% | ABS-MBS |
| 56 | SMB Private Education Loan Trust | 831935AA9 | Jun 2026 | 823,118,732 | $817.3M | 0.35% | ABS-O |
| 57 | Government National Mortgage Association | 21H040673 | Jun 2026 | 865,276,000 | $804.5M | 0.35% | ABS-MBS |
| 58 | Durham Mortgages | 000000000 | Jun 2026 | 603,715,381 | $801.8M | 0.35% | ABS-MBS |
| 59 | UMBS, TBA | 01F042673 | Jun 2026 | 834,697,000 | $799.7M | 0.35% | ABS-MBS |
| 60 | UMBS, TBA | 01F060675 | Jun 2026 | 754,900,000 | $771.8M | 0.33% | ABS-MBS |
| 61 | United States Treasury | 912810UQ9 | Jun 2026 | 794,355,500 | $763.1M | 0.33% | DBT |
| 62 | Government National Mortgage Association | 21H062685 | Jun 2026 | 734,900,000 | $760.3M | 0.33% | ABS-MBS |
| 63 | Ripon Mortgages | 000000000 | Jun 2026 | 562,654,902 | $746.6M | 0.32% | ABS-MBS |
| 64 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 1,343,300,000 | $730.4M | 0.32% | DIR |
| 65 | Citigroup Mortgage Loan Trust Inc | 17332WAS1 | Jun 2026 | 779,496,437 | $729.8M | 0.32% | ABS-MBS |
| 66 | Citigroup Mortgage Loan Trust Inc | 173112AS2 | Jun 2026 | 882,191,705 | $715.3M | 0.31% | ABS-MBS |
| 67 | JP Morgan Mortgage Trust | 46664MAF8 | Jun 2026 | 703,710,960 | $706.3M | 0.31% | ABS-MBS |
| 68 | DISCOVERY GLOBAL HOLDINGS INC | 25472YAB7 | Jun 2026 | 686,636,538 | $687.7M | 0.30% | LON |
| 69 | SMB Private Education Loan Trust | 83208DAA5 | Jun 2026 | 674,878,210 | $673.2M | 0.29% | ABS-O |
| 70 | MEX BONOS DESARR FIX RT | 000000000 | Jun 2026 | 11,522,000,000 | $668.8M | 0.29% | DBT |
| 71 | Credit Suisse Mortgage Trust | 12655FAB5 | Jun 2026 | 718,228,848 | $663.9M | 0.29% | ABS-MBS |
| 72 | Durham Mortgages | 000000000 | Jun 2026 | 496,714,803 | $660.1M | 0.29% | ABS-MBS |
| 73 | REPUBLIC OF PERU | 715638BY7 | Jun 2026 | 2,069,891,000 | $655.8M | 0.28% | DBT |
| 74 | Dutch Mortgage Finance | 000000000 | Jun 2026 | 560,542,339 | $642.1M | 0.28% | ABS-MBS |
| 75 | GS Mortgage-Backed Securities Trust | 36267AAS8 | Jun 2026 | 663,833,508 | $622.9M | 0.27% | ABS-MBS |
| 76 | STATE OF QATAR | 74738PCQ9 | Jun 2026 | 618,200,000 | $621.5M | 0.27% | DBT |
| 77 | LCH Ltd. | 000000000 | Jun 2026 | 5,143,500,000 | $616.3M | 0.27% | DIR |
| 78 | Citigroup Mortgage Loan Trust Inc | 17330EAD6 | Jun 2026 | 675,429,284 | $613.6M | 0.27% | ABS-MBS |
| 79 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 1,085,000,000 | $588.2M | 0.26% | DIR |
| 80 | EGYPT GOVERNMENT BOND | 000000000 | Jun 2026 | 30,258,800,000 | $587.1M | 0.25% | DBT |
| 81 | BONOS DE TESORERIA | 000000000 | Jun 2026 | 1,767,972,000 | $579.4M | 0.25% | DBT |
| 82 | Citigroup Mortgage Loan Trust Inc | 17329YAD5 | Jun 2026 | 659,868,861 | $578.0M | 0.25% | ABS-MBS |
| 83 | SMB Private Education Loan Trust | 78451PAA2 | Jun 2026 | 579,976,763 | $576.3M | 0.25% | ABS-O |
| 84 | Citigroup Mortgage Loan Trust Inc | 17291MAS2 | Jun 2026 | 689,430,550 | $572.2M | 0.25% | ABS-MBS |
| 85 | UMBS, TBA | 01F040677 | Jun 2026 | 594,834,843 | $556.0M | 0.24% | ABS-MBS |
| 86 | GS Mortgage-Backed Securities Trust | 36274JAL5 | Jun 2026 | 548,729,427 | $548.9M | 0.24% | ABS-MBS |
| 87 | Nigeria OMO Bill | 000000000 | Jun 2026 | 836,368,100,000 | $544.1M | 0.24% | STIV |
| 88 | United States Treasury | 91282CJY8 | Jun 2026 | 556,481,366 | $543.9M | 0.24% | DBT |
| 89 | Finance of America Structured Securities Trust | 31739XAB6 | Jun 2026 | 552,333,947 | $542.3M | 0.24% | ABS-O |
| 90 | JP Morgan Mortgage Trust | 46664MAA9 | Jun 2026 | 539,590,757 | $533.6M | 0.23% | ABS-MBS |
| 91 | ABU DHABI GOVT INT'L | 29135LAZ3 | Jun 2026 | 534,100,000 | $532.4M | 0.23% | DBT |
| 92 | Citigroup Mortgage Loan Trust Inc | 17330JAV5 | Jun 2026 | 655,482,113 | $529.6M | 0.23% | ABS-MBS |
| 93 | KUWAIT INTL BOND | 85704AAA5 | Jun 2026 | 528,100,000 | $527.2M | 0.23% | DBT |
| 94 | PROJECT FLASH | 000000000 | Jun 2026 | 522,021,398 | $522.0M | 0.23% | LON |
| 95 | REPUBLIC OF PANAMA | 000000000 | Jun 2026 | 451,800,000 | $519.7M | 0.23% | LON |
| 96 | PROJECT FLASH | 000000000 | Jun 2026 | 517,948,936 | $517.9M | 0.22% | LON |
| 97 | TURKIYE GOVERNMENT BOND | 000000000 | Jun 2026 | 23,947,970,000 | $512.5M | 0.22% | DBT |
| 98 | LCH Ltd. | 000000000 | Jun 2026 | 3,771,700,000 | $511.5M | 0.22% | DIR |
| 99 | PROJECT FLASH | 000000000 | Jun 2026 | 508,237,679 | $508.2M | 0.22% | LON |
| 100 | Credit Suisse Mortgage Trust | 12594YAB8 | Jun 2026 | 560,458,106 | $507.8M | 0.22% | ABS-MBS |
| 101 | REPUBLIC OF SOUTH AFRICA | 000000000 | Jun 2026 | 8,563,050,000 | $505.0M | 0.22% | DBT |
| 102 | Citigroup Mortgage Loan Trust Inc | 17329HAE0 | Jun 2026 | 563,985,695 | $504.0M | 0.22% | ABS-MBS |
| 103 | Japan Government Thirty Year Bonds | 000000000 | Jun 2026 | 84,684,000,000 | $475.3M | 0.21% | DBT |
| 104 | Nelnet Student Loan Trust | 64032UAA9 | Jun 2026 | 482,569,243 | $474.3M | 0.21% | ABS-O |
| 105 | REPUBLIC OF PERU | 715638BE1 | Jun 2026 | 1,416,480,000 | $471.4M | 0.20% | DBT |
| 106 | EGYPT GOVERNMENT BOND | 000000000 | Jun 2026 | 23,763,600,000 | $469.5M | 0.20% | DBT |
| 107 | Aligned Data Centers International LP | 000000000 | Jun 2026 | 466,563,219 | $466.6M | 0.20% | LON |
| 108 | REPUBLIC OF PANAMA | 000000000 | Jun 2026 | 380,000,000 | $465.7M | 0.20% | LON |
| 109 | Credit Suisse Mortgage Trust | 12654VAJ4 | Jun 2026 | 427,239,283 | $463.6M | 0.20% | ABS-MBS |
| 110 | BONOS DE TESORERIA | 000000000 | Jun 2026 | 1,502,415,000 | $462.6M | 0.20% | DBT |
| 111 | NMLT Trust | 000000000 | Jun 2026 | 448,600,000 | $459.2M | 0.20% | ABS-MBS |
| 112 | Towd Point Mortgage Funding | 000000000 | Jun 2026 | 340,611,294 | $452.1M | 0.20% | ABS-MBS |
| 113 | United States Treasury | 912810SG4 | Jun 2026 | 642,843,534 | $451.7M | 0.20% | DBT |
| 114 | UMBS, TBA | 01F030470 | Jun 2026 | 471,775,000 | $445.8M | 0.19% | ABS-MBS |
| 115 | GS Mortgage-Backed Securities Trust | 36269VAQ4 | Jun 2026 | 530,770,671 | $444.6M | 0.19% | ABS-MBS |
| 116 | Barrow Funding PLC | 000000000 | Jun 2026 | 327,138,855 | $434.3M | 0.19% | ABS-MBS |
| 117 | Government National Mortgage Association | 21H050680 | Jun 2026 | 435,000,000 | $428.5M | 0.19% | ABS-MBS |
| 118 | Credit Suisse Mortgage Trust | 12654QBH8 | Jun 2026 | 428,861,602 | $427.6M | 0.19% | ABS-MBS |
| 119 | Credit Suisse Mortgage Trust | 12654RAM6 | Jun 2026 | 500,036,012 | $425.9M | 0.18% | ABS-MBS |
| 120 | GS Mortgage-Backed Securities Trust | 36267WAS0 | Jun 2026 | 500,316,711 | $421.2M | 0.18% | ABS-MBS |
| 121 | REPUBLIC OF SOUTH AFRICA | 000000000 | Jun 2026 | 6,663,380,000 | $411.5M | 0.18% | DBT |
| 122 | PETROLEOS MEXICANOS | 71643VAB1 | Jun 2026 | 400,739,000 | $404.5M | 0.18% | DBT |
| 123 | Citigroup Mortgage Loan Trust Inc | 17332EAT9 | Jun 2026 | 482,406,066 | $404.5M | 0.18% | ABS-MBS |
| 124 | GS Mortgage-Backed Securities Trust | 362961AR5 | Jun 2026 | 461,163,634 | $402.5M | 0.17% | ABS-MBS |
| 125 | LCH Ltd. | 000000000 | Jun 2026 | 500,150,000 | $401.2M | 0.17% | DIR |
| 126 | Beckett Mortgages | 000000000 | Jun 2026 | 349,950,000 | $399.5M | 0.17% | ABS-MBS |
| 127 | Altice France SA | 000000000 | Jun 2026 | 387,822,228 | $396.7M | 0.17% | LON |
| 128 | Harvest Funding | 000000000 | Jun 2026 | 298,100,000 | $395.5M | 0.17% | ABS-MBS |
| 129 | GS Mortgage-Backed Securities Trust | 36276CAM6 | Jun 2026 | 393,644,464 | $394.8M | 0.17% | ABS-MBS |
| 130 | Credit Suisse Mortgage Trust | 12655JAB7 | Jun 2026 | 412,008,738 | $389.8M | 0.17% | ABS-MBS |
| 131 | GS Mortgage-Backed Securities Trust | 36273QAM8 | Jun 2026 | 386,944,412 | $380.0M | 0.16% | ABS-MBS |
| 132 | GS Mortgage-Backed Securities Trust | 36274KDJ4 | Jun 2026 | 377,756,847 | $376.4M | 0.16% | ABS-MBS |
| 133 | Roundstone Securities | 000000000 | Jun 2026 | 327,685,429 | $374.9M | 0.16% | ABS-MBS |
| 134 | Legacy Mortgage Asset Trust | 52473LAB8 | Jun 2026 | 405,800,160 | $367.4M | 0.16% | ABS-MBS |
| 135 | Argentina Republic Government International Bonds | 040114HT0 | Jun 2026 | 449,770,711 | $360.9M | 0.16% | DBT |
| 136 | Fannie Mae | 31418FQE0 | Jun 2026 | 366,618,552 | $360.8M | 0.16% | ABS-MBS |
| 137 | ROMANIA | 000000000 | Jun 2026 | 300,000,000 | $359.5M | 0.16% | DBT |
| 138 | SOFTBANK VISION FUND II | 000000000 | Jun 2026 | 352,694,387 | $358.8M | 0.16% | LON |
| 139 | Avon Finance | 000000000 | Jun 2026 | 270,098,555 | $358.5M | 0.16% | ABS-MBS |
| 140 | Government National Mortgage Association | 3618N5C23 | Jun 2026 | 396,305,703 | $356.4M | 0.15% | ABS-MBS |
| 141 | United States Treasury | 912828Y38 | Jun 2026 | 359,700,577 | $351.8M | 0.15% | DBT |
| 142 | LCH Ltd. | 000000000 | Jun 2026 | 626,000,000 | $351.2M | 0.15% | DIR |
| 143 | Dutch Mortgage Finance | 000000000 | Jun 2026 | 304,155,000 | $348.5M | 0.15% | ABS-MBS |
| 144 | FOYT Finance DAC | 000000000 | Jun 2026 | 301,758,000 | $345.3M | 0.15% | ABS-O |
| 145 | PACIFIC GAS & ELECTRIC | 694308JM0 | Jun 2026 | 346,518,500 | $341.3M | 0.15% | DBT |
| 146 | Citigroup Mortgage Loan Trust Inc | 17329AAE5 | Jun 2026 | 374,504,307 | $339.3M | 0.15% | ABS-MBS |
| 147 | Credit Suisse Mortgage Trust | 12653HAB3 | Jun 2026 | 377,584,395 | $339.1M | 0.15% | ABS-MBS |
| 148 | Credit Suisse Mortgage Trust | 12597AAB7 | Jun 2026 | 358,748,283 | $337.4M | 0.15% | ABS-MBS |
| 149 | Banc of America Merrill Lynch Large Loan Inc | 054987AA0 | Jun 2026 | 338,324,905 | $336.1M | 0.15% | ABS-MBS |
| 150 | Citigroup Mortgage Loan Trust Inc | 17332PAS6 | Jun 2026 | 404,622,832 | $330.5M | 0.14% | ABS-MBS |
| 151 | Citigroup Mortgage Loan Trust Inc | 17291JAS9 | Jun 2026 | 401,195,890 | $323.5M | 0.14% | ABS-MBS |
| 152 | Fannie Mae | 31418FGX9 | Jun 2026 | 327,034,953 | $322.0M | 0.14% | ABS-MBS |
| 153 | GS Mortgage-Backed Securities Trust | 36268LAR5 | Jun 2026 | 351,249,936 | $321.1M | 0.14% | ABS-MBS |
| 154 | Citigroup Mortgage Loan Trust Inc | 17331PAS7 | Jun 2026 | 359,948,888 | $319.8M | 0.14% | ABS-MBS |
| 155 | UMBS, TBA | 01F030686 | Jun 2026 | 363,181,518 | $316.5M | 0.14% | ABS-MBS |
| 156 | REPUBLIC OF SOUTH AFRICA | 000000000 | Jun 2026 | 5,196,700,000 | $316.1M | 0.14% | DBT |
| 157 | Legacy Mortgage Asset Trust | 52472WAB5 | Jun 2026 | 315,519,765 | $314.9M | 0.14% | ABS-MBS |
| 158 | Citigroup Mortgage Loan Trust Inc | 17332KAS7 | Jun 2026 | 358,967,088 | $312.7M | 0.14% | ABS-MBS |
| 159 | VICI Properties Inc | 925652109 | Jun 2026 | 11,625,222 | $308.6M | 0.13% | EC |
| 160 | Credit Suisse Mortgage Trust | 12654UAE7 | Jun 2026 | 423,158,051 | $307.3M | 0.13% | ABS-MBS |
| 161 | TITULOS DE TESORERIA | 000000000 | Jun 2026 | 987,194,600,000 | $304.8M | 0.13% | DBT |
| 162 | Nelnet Student Loan Trust | 64035UAA6 | Jun 2026 | 309,760,826 | $303.5M | 0.13% | ABS-O |
| 163 | United States Treasury | 912810UC0 | Jun 2026 | 338,200,000 | $302.0M | 0.13% | DBT |
| 164 | Morgan Stanley Residential Mortgage Loan Trust | 617966AR7 | Jun 2026 | 292,907,000 | $300.9M | 0.13% | ABS-MBS |
| 165 | MEX BONOS DESARR FIX RT | 000000000 | Jun 2026 | 5,392,900,000 | $299.9M | 0.13% | DBT |
| 166 | JP Morgan Mortgage Trust | 46659UAN0 | Jun 2026 | 282,037,381 | $298.8M | 0.13% | ABS-MBS |
| 167 | Citigroup Mortgage Loan Trust Inc | 17330GCY3 | Jun 2026 | 349,487,012 | $295.4M | 0.13% | ABS-MBS |
| 168 | SMB Private Education Loan Trust | 78449HAB3 | Jun 2026 | 291,007,578 | $295.0M | 0.13% | ABS-O |
| 169 | GS Mortgage-Backed Securities Trust | 36267LAK1 | Jun 2026 | 288,473,474 | $290.0M | 0.13% | ABS-MBS |
| 170 | Citigroup Mortgage Loan Trust Inc | 17330WAS3 | Jun 2026 | 358,468,541 | $287.8M | 0.12% | ABS-MBS |
| 171 | Citigroup Mortgage Loan Trust, Inc. | 000000000 | Jun 2026 | 337,049,808 | $287.8M | 0.12% | ABS-MBS |
| 172 | Argentina Republic Government International Bonds | 040114HV5 | Jun 2026 | 383,591,157 | $287.7M | 0.12% | DBT |
| 173 | TURKIYE GOVERNMENT BOND | 000000000 | Jun 2026 | 13,360,000,000 | $287.6M | 0.12% | DBT |
| 174 | TITULOS DE TESORERIA | 000000000 | Jun 2026 | 999,779,000,000 | $287.3M | 0.12% | DBT |
| 175 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 724,700,000 | $286.9M | 0.12% | DIR |
| 176 | TITULOS DE TESORERIA | 000000000 | Jun 2026 | 995,819,500,000 | $282.8M | 0.12% | DBT |
| 177 | DISH DBS CORP | 25470XBE4 | Jun 2026 | 284,326,000 | $281.5M | 0.12% | DBT |
| 178 | JP Morgan Mortgage Trust | 46660XAA9 | Jun 2026 | 265,130,643 | $281.2M | 0.12% | ABS-MBS |
| 179 | Valley Funding Plc | 000000000 | Jun 2026 | 210,103,455 | $278.5M | 0.12% | ABS-MBS |
| 180 | ICE Futures Europe - Financial Products Division | 000000000 | Jun 2026 | 97,820 | $278.2M | 0.12% | DIR |
| 181 | Government National Mortgage Association | 3618N5TJ8 | Jun 2026 | 307,657,517 | $276.6M | 0.12% | ABS-MBS |
| 182 | TITULOS DE TESORERIA | 000000000 | Jun 2026 | 974,000,000,000 | $276.6M | 0.12% | DBT |
| 183 | JP Morgan Mortgage Trust | 46660UAL1 | Jun 2026 | 274,010,020 | $274.9M | 0.12% | ABS-MBS |
| 184 | Fannie Mae | 3140X3CN6 | Jun 2026 | 309,533,631 | $274.2M | 0.12% | ABS-MBS |
| 185 | TURKIYE GOVERNMENT BOND | 000000000 | Jun 2026 | 12,750,000,000 | $272.3M | 0.12% | DBT |
| 186 | Fannie Mae | 3140W6DU3 | Jun 2026 | 272,746,292 | $270.8M | 0.12% | ABS-MBS |
| 187 | LCH Ltd. | 000000000 | Jun 2026 | 1,037,000,000,000 | $270.2M | 0.12% | DIR |
| 188 | GS Mortgage-Backed Securities Trust | 36266QAR6 | Jun 2026 | 308,058,734 | $267.7M | 0.12% | ABS-MBS |
| 189 | CARVANA CO | 146869AM4 | Jun 2026 | 242,217,510 | $267.5M | 0.12% | DBT |
| 190 | Chicago Board of Trade | 000000000 | Jun 2026 | 339,160 | $267.2M | 0.12% | DIR |
| 191 | Finance of America Structured Securities Trust | 316930AB2 | Jun 2026 | 274,981,719 | $267.0M | 0.12% | ABS-MBS |
| 192 | Government National Mortgage Association | 21H030682 | Jun 2026 | 300,000,000 | $266.1M | 0.12% | ABS-MBS |
| 193 | United States Treasury | 912810TP3 | Jun 2026 | 349,443,120 | $265.7M | 0.12% | DBT |
| 194 | JP Morgan Mortgage Trust | 46664GAN4 | Jun 2026 | 247,451,358 | $263.3M | 0.11% | ABS-MBS |
| 195 | GS Mortgage-Backed Securities Trust | 36272FAL5 | Jun 2026 | 258,558,358 | $260.9M | 0.11% | ABS-MBS |
| 196 | TURKIYE GOVERNMENT BOND | 000000000 | Jun 2026 | 12,055,300,000 | $260.9M | 0.11% | DBT |
| 197 | GS Mortgage-Backed Securities Trust | 36270PAR2 | Jun 2026 | 304,223,984 | $260.5M | 0.11% | ABS-MBS |
| 198 | JP Morgan Mortgage Trust | 46594XAM4 | Jun 2026 | 240,762,448 | $257.3M | 0.11% | ABS-MBS |
| 199 | United States Treasury | 91282CGK1 | Jun 2026 | 271,817,344 | $257.2M | 0.11% | DBT |
| 200 | Turkiye Government International Bonds | 900123CT5 | Jun 2026 | 245,300,000 | $256.5M | 0.11% | DBT |
| 201 | TITULOS DE TESORERIA | 000000000 | Jun 2026 | 900,000,000,000 | $255.6M | 0.11% | DBT |
| 202 | GS Mortgage-Backed Securities Trust | 36273JAT9 | Jun 2026 | 291,167,470 | $252.5M | 0.11% | ABS-MBS |
| 203 | Lura Funding DAC | 000000000 | Jun 2026 | 219,616,246 | $252.3M | 0.11% | ABS-MBS |
| 204 | BONOS DE TESORERIA | 000000000 | Jun 2026 | 802,210,000 | $252.1M | 0.11% | DBT |
| 205 | Ronda RMBS Designated Activity Company | 000000000 | Jun 2026 | 219,886,409 | $250.1M | 0.11% | ABS-MBS |
| 206 | Nigeria OMO Bill | 000000000 | Jun 2026 | 383,322,800,000 | $248.6M | 0.11% | STIV |
| 207 | Nigeria OMO Bill | 000000000 | Jun 2026 | 384,634,800,000 | $248.4M | 0.11% | STIV |
| 208 | TURKIYE GOVERNMENT BOND | 000000000 | Jun 2026 | 11,800,000,000 | $247.1M | 0.11% | DBT |
| 209 | RUSSIAN FEDERATION | 000000000 | Jun 2026 | 350,800,000 | $245.6M | 0.11% | DBT |
| 210 | FLORA FOOD MANAGEMENT BV | 000000000 | Jun 2026 | 213,400,000 | $243.3M | 0.11% | DBT |
| 211 | Intercontinental Exchange, Inc. | 000000000 | Jun 2026 | 2,997,423,000 | $242.0M | 0.10% | DCR |
| 212 | DISH DBS CORP | 25470XBF1 | Jun 2026 | 247,593,000 | $240.1M | 0.10% | DBT |
| 213 | LRECS 2025-CRE1 LLC | 50230AAA2 | Jun 2026 | 239,200,000 | $239.3M | 0.10% | ABS-CBDO |
| 214 | Government National Mortgage Association | 3618N5VM8 | Jun 2026 | 265,056,559 | $238.3M | 0.10% | ABS-MBS |
| 215 | Government National Mortgage Association | 21H052678 | Jun 2026 | 236,600,000 | $237.8M | 0.10% | ABS-MBS |
| 216 | MEX BONOS DESARR FIX RT | 000000000 | Jun 2026 | 4,075,000,000 | $236.3M | 0.10% | DBT |
| 217 | Nelnet Student Loan Trust | 64035UAB4 | Jun 2026 | 235,357,899 | $236.0M | 0.10% | ABS-O |
| 218 | Residential Mortgage Securities | 000000000 | Jun 2026 | 176,841,803 | $234.9M | 0.10% | ABS-MBS |
| 219 | TITULOS DE TESORERIA | 000000000 | Jun 2026 | 825,000,000,000 | $234.3M | 0.10% | DBT |
| 220 | NVIDIA Corp | 67066G104 | Jun 2026 | 1,167,318 | $233.6M | 0.10% | EC |
| 221 | CARVANA CO | 146869AN2 | Jun 2026 | 222,864,547 | $230.6M | 0.10% | DBT |
| 222 | Government National Mortgage Association | 3618N5RB7 | Jun 2026 | 254,692,072 | $229.0M | 0.10% | ABS-MBS |
| 223 | Citigroup Mortgage Loan Trust Inc | 17295GAE2 | Jun 2026 | 312,551,236 | $227.1M | 0.10% | ABS-MBS |
| 224 | Freddie Mac | 31427QTN2 | Jun 2026 | 227,523,579 | $225.6M | 0.10% | ABS-MBS |
| 225 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 2,041,770,000 | $225.1M | 0.10% | DIR |
| 226 | STATE OF ISRAEL | 46514Y8A8 | Jun 2026 | 221,800,000 | $224.9M | 0.10% | DBT |
| 227 | Legacy Mortgage Asset Trust | 52474BAR4 | Jun 2026 | 273,384,243 | $224.0M | 0.10% | ABS-MBS |
| 228 | REPUBLIC OF PERU | 000000000 | Jun 2026 | 771,792,000 | $220.7M | 0.10% | DBT |
| 229 | Citigroup Mortgage Loan Trust Inc | 17292NAQ3 | Jun 2026 | 235,193,997 | $218.5M | 0.09% | ABS-MBS |
| 230 | LCH Ltd. | 000000000 | Jun 2026 | 3,566,550,000 | $217.8M | 0.09% | DIR |
| 231 | Golden Credit Card Trust | 380881FE7 | Jun 2026 | 220,500,000 | $217.8M | 0.09% | ABS-O |
| 232 | Credit Suisse Mortgage Trust | 12655BAC2 | Jun 2026 | 223,520,470 | $217.6M | 0.09% | ABS-MBS |
| 233 | Fannie Mae | 3140W4UX3 | Jun 2026 | 213,956,359 | $217.3M | 0.09% | ABS-MBS |
| 234 | Databricks Inc | 23803RAE1 | Jun 2026 | 216,975,983 | $216.7M | 0.09% | LON |
| 235 | Barclays Mortgage Loan Trust | 06746DAL1 | Jun 2026 | 209,497,266 | $215.2M | 0.09% | ABS-MBS |
| 236 | JP Morgan Mortgage Trust | 46594MAL0 | Jun 2026 | 210,967,018 | $213.1M | 0.09% | ABS-MBS |
| 237 | Fannie Mae | 3140J6GL5 | Jun 2026 | 222,465,246 | $211.5M | 0.09% | ABS-MBS |
| 238 | Credit Suisse Mortgage Trust | 12662NAA1 | Jun 2026 | 238,921,877 | $210.9M | 0.09% | ABS-MBS |
| 239 | COOPERATIEVE RABOBANK UA | 000000000 | Jun 2026 | 163,341,000 | $210.8M | 0.09% | DBT |
| 240 | United States Treasury | 912810QV3 | Jun 2026 | 275,006,377 | $210.0M | 0.09% | DBT |
| 241 | GS Mortgage-Backed Securities Trust | 36274VAR5 | Jun 2026 | 232,710,754 | $209.6M | 0.09% | ABS-MBS |
| 242 | MEX BONOS DESARR FIX RT | 000000000 | Jun 2026 | 3,599,700,000 | $209.3M | 0.09% | DBT |
| 243 | TURKIYE GOVERNMENT BOND | 000000000 | Jun 2026 | 9,370,000,000 | $205.5M | 0.09% | DBT |
| 244 | TITULOS DE TESORERIA | 000000000 | Jun 2026 | 696,416,000,000 | $205.0M | 0.09% | DBT |
| 245 | Fannie Mae | 3140X6S77 | Jun 2026 | 231,090,856 | $204.8M | 0.09% | ABS-MBS |
| 246 | COSTA RICA GOVERNMENT | 000000000 | Jun 2026 | 169,000,000 | $203.2M | 0.09% | DBT |
| 247 | VENTURE GLOBAL LNG INC | 92332YAC5 | Jun 2026 | 188,231,000 | $202.7M | 0.09% | DBT |
| 248 | TURKIYE GOVERNMENT BOND | 000000000 | Jun 2026 | 11,250,000,000 | $202.5M | 0.09% | DBT |
| 249 | REPUBLIC OF COLOMBIA | 195325ET8 | Jun 2026 | 202,400,000 | $202.0M | 0.09% | DBT |
| 250 | LCH Ltd. | 000000000 | Jun 2026 | 7,665,070,000 | $201.6M | 0.09% | DIR |
| 251 | Citigroup Mortgage Loan Trust Inc | 17331TDJ6 | Jun 2026 | 195,752,427 | $201.3M | 0.09% | ABS-MBS |
| 252 | Morgan Stanley Residential Mortgage Loan Trust | 617930AP7 | Jun 2026 | 195,169,425 | $199.8M | 0.09% | ABS-MBS |
| 253 | Turkiye Government International Bonds | 900123CY4 | Jun 2026 | 204,900,000 | $199.1M | 0.09% | DBT |
| 254 | KUWAIT INTL BOND | 501499AD9 | Jun 2026 | 200,000,000 | $197.4M | 0.09% | DBT |
| 255 | GSG BIDCO LTD | 000000000 | Jun 2026 | 170,400,000 | $196.9M | 0.09% | DBT |
| 256 | Argentina Republic Government International Bonds | 040114HS2 | Jun 2026 | 221,891,391 | $196.8M | 0.09% | DBT |
| 257 | Legacy Mortgage Asset Trust | 52474AAB1 | Jun 2026 | 199,870,827 | $196.3M | 0.09% | ABS-MBS |
| 258 | Citigroup Mortgage Loan Trust Inc | 17331EAS2 | Jun 2026 | 238,946,643 | $195.8M | 0.08% | ABS-MBS |
| 259 | MF1 | 59319CAA3 | Jun 2026 | 194,700,000 | $195.1M | 0.08% | ABS-CBDO |
| 260 | RCKT Mortgage Trust | 000000000 | Jun 2026 | 179,100,000 | $192.6M | 0.08% | ABS-MBS |
| 261 | ABU DHABI GOVT INT'L | 29135LAT7 | Jun 2026 | 189,000,000 | $192.2M | 0.08% | DBT |
| 262 | Government National Mortgage Association | 36179XBS4 | Jun 2026 | 210,392,961 | $192.1M | 0.08% | ABS-MBS |
| 263 | Kentmere | 000000000 | Jun 2026 | 144,192,275 | $191.0M | 0.08% | ABS-MBS |
| 264 | SMB Private Education Loan Trust | 78449HAA5 | Jun 2026 | 190,736,193 | $189.0M | 0.08% | ABS-O |
| 265 | Morgan Stanley Residential Mortgage Loan Trust | 61781WAT3 | Jun 2026 | 220,260,958 | $188.4M | 0.08% | ABS-MBS |
| 266 | Japan Government Thirty Year Bonds | 000000000 | Jun 2026 | 41,277,900,000 | $188.1M | 0.08% | DBT |
| 267 | Chicago Board of Trade | 000000000 | Jun 2026 | 63,876 | $186.7M | 0.08% | DIR |
| 268 | Davis Square Funding Ltd | 239156AG7 | Jun 2026 | 583,584,246 | $186.7M | 0.08% | ABS-CBDO |
| 269 | NRPL Trust Series | 62947EAP0 | Jun 2026 | 206,980,419 | $186.3M | 0.08% | ABS-MBS |
| 270 | ABU DHABI GOVT INT'L | 29135LAS9 | Jun 2026 | 183,700,000 | $185.1M | 0.08% | DBT |
| 271 | BNP Paribas SA | 000000000 | Jun 2026 | 184,370,576 | $184.4M | 0.08% | RA |
| 272 | AGL CLO Ltd. | 001207BA6 | Jun 2026 | 183,400,000 | $183.6M | 0.08% | ABS-CBDO |
| 273 | SCUR-Alpha 1503 GmbH | 000000000 | Jun 2026 | 209,713,530 | $183.2M | 0.08% | LON |
| 274 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 1,390,000,000 | $182.6M | 0.08% | DIR |
| 275 | United States Treasury | 912810SB5 | Jun 2026 | 256,112,073 | $182.4M | 0.08% | DBT |
| 276 | Credit Suisse Mortgage Trust | 12653MAM8 | Jun 2026 | 194,121,984 | $181.9M | 0.08% | ABS-MBS |
| 277 | Fannie Mae | 3140W5TE4 | Jun 2026 | 184,133,577 | $181.9M | 0.08% | ABS-MBS |
| 278 | KKR Financial CLO Ltd | 48251BBE9 | Jun 2026 | 181,600,000 | $181.8M | 0.08% | ABS-CBDO |
| 279 | Credit Suisse Mortgage Trust | 12655FAE9 | Jun 2026 | 237,521,850 | $181.0M | 0.08% | ABS-MBS |
| 280 | Golden Credit Card Trust | 380881FB3 | Jun 2026 | 179,500,000 | $178.9M | 0.08% | ABS-O |
| 281 | NATWEST GROUP PLC | 78009PEH0 | Jun 2026 | 177,653,000 | $178.8M | 0.08% | DBT |
| 282 | Morgan Stanley Residential Mortgage Loan Trust | 617957AT2 | Jun 2026 | 200,639,398 | $178.8M | 0.08% | ABS-MBS |
| 283 | JP Morgan Mortgage Trust | 46659FAM5 | Jun 2026 | 176,854,926 | $178.7M | 0.08% | ABS-MBS |
| 284 | GS Mortgage-Backed Securities Trust | 36265TAE0 | Jun 2026 | 198,577,124 | $178.2M | 0.08% | ABS-MBS |
| 285 | Credit Suisse Mortgage Trust | 12655DAE4 | Jun 2026 | 195,625,239 | $177.8M | 0.08% | ABS-MBS |
| 286 | TITULOS DE TESORERIA | 000000000 | Jun 2026 | 624,447,100,000 | $177.3M | 0.08% | DBT |
| 287 | Starwood Commercial Mortgage Trust | 863922AA8 | Jun 2026 | 176,500,000 | $176.8M | 0.08% | ABS-CBDO |
| 288 | Nigeria OMO Bill | 000000000 | Jun 2026 | 271,374,975,000 | $176.8M | 0.08% | STIV |
| 289 | United States Treasury | 91282CPZ8 | Jun 2026 | 181,170,000 | $176.8M | 0.08% | DBT |
| 290 | PYRAMID FUNDING 2025 LIMITED | 000000000 | Jun 2026 | 162,661,653 | $175.8M | 0.08% | DBT |
| 291 | PROJECT PANAMA SPV LLC | 74290GAA6 | Jun 2026 | 174,657,000 | $175.5M | 0.08% | ABS-O |
| 292 | LCH Ltd. | 000000000 | Jun 2026 | 5,206,670,000 | $174.5M | 0.08% | DIR |
| 293 | PACIFIC GAS & ELECTRIC | 694308JK4 | Jun 2026 | 176,651,500 | $173.6M | 0.08% | DBT |
| 294 | Credit Suisse Mortgage Trust | 12654UAF4 | Jun 2026 | 409,895,426 | $173.6M | 0.08% | ABS-MBS |
| 295 | Freddie Mac | 3142GXDM6 | Jun 2026 | 175,354,213 | $173.5M | 0.08% | ABS-MBS |
| 296 | Government National Mortgage Association | 36179XHW9 | Jun 2026 | 191,186,642 | $173.3M | 0.08% | ABS-MBS |
| 297 | Legacy Mortgage Asset Trust | 52474EAL1 | Jun 2026 | 182,077,044 | $171.6M | 0.07% | ABS-MBS |
| 298 | Trinity Square | 000000000 | Jun 2026 | 129,167,997 | $171.5M | 0.07% | ABS-MBS |
| 299 | Legacy Mortgage Asset Trust | 52474TAF1 | Jun 2026 | 178,636,580 | $171.3M | 0.07% | ABS-MBS |
| 300 | TITULOS DE TESORERIA | 000000000 | Jun 2026 | 560,559,200,000 | $171.1M | 0.07% | DBT |
| 301 | GS Mortgage-Backed Securities Trust | 36263MAR8 | Jun 2026 | 205,527,339 | $169.7M | 0.07% | ABS-MBS |
| 302 | Lugo Funding DAC | 000000000 | Jun 2026 | 148,397,256 | $169.3M | 0.07% | ABS-MBS |
| 303 | Government National Mortgage Association | 3618N5PE3 | Jun 2026 | 187,423,578 | $168.5M | 0.07% | ABS-MBS |
| 304 | TITULOS DE TESORERIA | 000000000 | Jun 2026 | 586,356,100,000 | $168.5M | 0.07% | DBT |
| 305 | Freddie Mac | 3142J6A45 | Jun 2026 | 170,994,491 | $168.4M | 0.07% | ABS-MBS |
| 306 | GS Mortgage-Backed Securities Trust | 36271LAL3 | Jun 2026 | 165,488,991 | $167.8M | 0.07% | ABS-MBS |
| 307 | SRT Issuer | 78475DAB9 | Jun 2026 | 167,500,000 | $167.7M | 0.07% | ABS-CBDO |
| 308 | Chester A | 000000000 | Jun 2026 | 125,536,000 | $167.0M | 0.07% | ABS-MBS |
| 309 | Nelnet Student Loan Trust | 64032BAA1 | Jun 2026 | 167,908,873 | $166.8M | 0.07% | ABS-O |
| 310 | SAUDI ARABIAN OIL CO | 80414L2X2 | Jun 2026 | 167,100,000 | $166.5M | 0.07% | DBT |
| 311 | Citigroup Mortgage Loan Trust Inc | 17327MAJ0 | Jun 2026 | 193,521,238 | $166.3M | 0.07% | ABS-MBS |
| 312 | TITULOS DE TESORERIA | 000000000 | Jun 2026 | 563,974,300,000 | $166.1M | 0.07% | DBT |
| 313 | REPUBLIC OF PANAMA | 000000000 | Jun 2026 | 144,800,000 | $165.7M | 0.07% | LON |
| 314 | Pretium Mortgage Credit Partners LLC | 69392WAA8 | Jun 2026 | 167,402,512 | $165.6M | 0.07% | ABS-O |
| 315 | Freddie Mac | 3142J6BZ5 | Jun 2026 | 167,339,245 | $164.7M | 0.07% | ABS-MBS |
| 316 | Freddie Mac | 3142J6AN3 | Jun 2026 | 165,692,378 | $163.2M | 0.07% | ABS-MBS |
| 317 | SMB Private Education Loan Trust | 83206NAB3 | Jun 2026 | 161,855,352 | $162.1M | 0.07% | ABS-O |
| 318 | Japan Government Twenty Year Bonds | 000000000 | Jun 2026 | 29,963,250,000 | $161.9M | 0.07% | DBT |
| 319 | NATWEST GROUP PLC | 780097BL4 | Jun 2026 | 163,400,000 | $161.9M | 0.07% | DBT |
| 320 | PACIFIC GAS & ELECTRIC | 694308HW0 | Jun 2026 | 164,659,000 | $161.6M | 0.07% | DBT |
| 321 | Government National Mortgage Association | 3618N5EX3 | Jun 2026 | 155,037,293 | $160.8M | 0.07% | ABS-MBS |
| 322 | Consumer Loan Finance Issuer Trust | 210927AB5 | Jun 2026 | 156,145,269 | $159.7M | 0.07% | ABS-O |
| 323 | JP Morgan Mortgage Trust | 46594BAL4 | Jun 2026 | 157,951,529 | $159.5M | 0.07% | ABS-MBS |
| 324 | Consumer Loan Finance Issuer Trust | 210928AB3 | Jun 2026 | 155,679,185 | $159.2M | 0.07% | ABS-O |
| 325 | Performer Funding | 000000000 | Jun 2026 | 119,878,986 | $159.2M | 0.07% | ABS-O |
| 326 | Pretium Mortgage Credit Partners LLC | 69383CAA3 | Jun 2026 | 160,524,468 | $159.0M | 0.07% | ABS-O |
| 327 | Consumer Loan Finance Issuer Trust | 21055PAB0 | Jun 2026 | 155,181,064 | $158.7M | 0.07% | ABS-O |
| 328 | BCRED PC Static LLC | 07337LAA0 | Jun 2026 | 158,300,000 | $158.3M | 0.07% | ABS-CBDO |
| 329 | SMB Private Education Loan Trust | 83206NAA5 | Jun 2026 | 164,016,407 | $158.0M | 0.07% | ABS-O |
| 330 | Japan Government Thirty Year Bonds | 000000000 | Jun 2026 | 37,213,650,000 | $157.9M | 0.07% | DBT |
| 331 | United States Treasury | 912810RW0 | Jun 2026 | 222,601,266 | $156.6M | 0.07% | DBT |
| 332 | Pretium Mortgage Credit Partners LLC | 74143UAA4 | Jun 2026 | 157,026,777 | $156.0M | 0.07% | ABS-O |
| 333 | Freddie Mac | 31427N6D6 | Jun 2026 | 154,636,762 | $155.4M | 0.07% | ABS-MBS |
| 334 | TITULOS DE TESORERIA | 000000000 | Jun 2026 | 508,432,300,000 | $155.2M | 0.07% | DBT |
| 335 | Chester A | 000000000 | Jun 2026 | 116,569,000 | $155.2M | 0.07% | ABS-MBS |
| 336 | ROMANIA | 000000000 | Jun 2026 | 134,300,000 | $155.0M | 0.07% | DBT |
| 337 | ROMANIA | 000000000 | Jun 2026 | 127,600,000 | $154.8M | 0.07% | DBT |
| 338 | TITULOS DE TESORERIA | 000000000 | Jun 2026 | 500,000,000,000 | $154.4M | 0.07% | DBT |
| 339 | Japan Government Thirty Year Bonds | 000000000 | Jun 2026 | 34,670,450,000 | $154.3M | 0.07% | DBT |
| 340 | ROMANIA | 000000000 | Jun 2026 | 129,850,000 | $154.2M | 0.07% | DBT |
| 341 | Nelnet Student Loan Trust | 64032BAB9 | Jun 2026 | 153,462,436 | $154.1M | 0.07% | ABS-O |
| 342 | Government National Mortgage Association | 3618N5XL8 | Jun 2026 | 171,047,167 | $153.7M | 0.07% | ABS-MBS |
| 343 | Morgan Stanley Residential Mortgage Loan Trust | 61780PAA0 | Jun 2026 | 158,463,419 | $153.3M | 0.07% | ABS-MBS |
| 344 | Fannie Mae | 31418FF36 | Jun 2026 | 154,927,950 | $152.6M | 0.07% | ABS-MBS |
| 345 | TITULOS DE TESORERIA | 000000000 | Jun 2026 | 500,000,000,000 | $152.6M | 0.07% | DBT |
| 346 | Nelnet Student Loan Trust | 64032UAB7 | Jun 2026 | 152,100,473 | $152.3M | 0.07% | ABS-O |
| 347 | LCH Ltd. | 000000000 | Jun 2026 | 251,200,000,000 | $152.2M | 0.07% | DIR |
| 348 | BrightSpire Capital, Inc | 116686AA4 | Jun 2026 | 150,600,000 | $150.9M | 0.07% | ABS-CBDO |
| 349 | Unity-Peace Park CLO, Ltd. | 913318AL5 | Jun 2026 | 150,600,000 | $150.7M | 0.07% | ABS-CBDO |
| 350 | Chester A | 000000000 | Jun 2026 | 116,570,000 | $150.2M | 0.07% | ABS-MBS |
| 351 | Freddie Mac | 3132DWMX8 | Jun 2026 | 152,187,993 | $150.2M | 0.07% | ABS-MBS |
| 352 | Freddie Mac | 3142GUZ71 | Jun 2026 | 146,872,772 | $149.1M | 0.06% | ABS-MBS |
| 353 | CLN Magnetto Group | 15487CAA1 | Jun 2026 | 148,000,000 | $148.7M | 0.06% | DBT |
| 354 | Subcalidora 2 | 000000000 | Jun 2026 | 129,849,400 | $147.6M | 0.06% | LON |
| 355 | Barclays Mortgage Loan Trust | 06745DAM0 | Jun 2026 | 146,727,060 | $146.9M | 0.06% | ABS-MBS |
| 356 | Intercontinental Exchange, Inc. | 000000000 | Jun 2026 | 1,170,510,000 | $146.6M | 0.06% | DCR |
| 357 | NRPL Trust Series | 62956EAK9 | Jun 2026 | 166,799,937 | $146.3M | 0.06% | ABS-MBS |
| 358 | Fannie Mae | 3140W4BA4 | Jun 2026 | 148,370,147 | $146.2M | 0.06% | ABS-MBS |
| 359 | Banc of America Merrill Lynch Large Loan Inc | 054987AC6 | Jun 2026 | 160,044,470 | $146.2M | 0.06% | ABS-MBS |
| 360 | Finance of America HECM Buyout | 31737BAA8 | Jun 2026 | 147,692,143 | $145.2M | 0.06% | ABS-MBS |
| 361 | GS Mortgage-Backed Securities Trust | 362951AR6 | Jun 2026 | 172,655,067 | $145.1M | 0.06% | ABS-MBS |
| 362 | Woodward Capital Management | 74942DAA5 | Jun 2026 | 144,700,000 | $144.8M | 0.06% | ABS-MBS |
| 363 | REPUBLIC OF COLOMBIA | 000000000 | Jun 2026 | 119,700,000 | $144.0M | 0.06% | DBT |
| 364 | TITULOS DE TESORERIA | 000000000 | Jun 2026 | 500,000,000,000 | $143.7M | 0.06% | DBT |
| 365 | Finance of America Structured Securities Trust | 31741BAB0 | Jun 2026 | 147,589,964 | $143.6M | 0.06% | ABS-MBS |
| 366 | GSG BIDCO LTD | 000000000 | Jun 2026 | 126,300,000 | $143.1M | 0.06% | DBT |
| 367 | Harvest US CLO Ltd | 417923AL3 | Jun 2026 | 142,800,000 | $143.1M | 0.06% | ABS-CBDO |
| 368 | NISSAN MOTOR CO | 654744AD3 | Jun 2026 | 152,860,000 | $142.4M | 0.06% | DBT |
| 369 | Navesink CLO, Limited | 63944AAA2 | Jun 2026 | 142,300,000 | $142.4M | 0.06% | ABS-CBDO |
| 370 | Fannie Mae | 3140W0VA0 | Jun 2026 | 141,606,566 | $142.3M | 0.06% | ABS-MBS |
| 371 | Freddie Mac | 3142J6D91 | Jun 2026 | 143,424,391 | $141.0M | 0.06% | ABS-MBS |
| 372 | Freddie Mac | 31427SKU1 | Jun 2026 | 141,395,368 | $140.1M | 0.06% | ABS-MBS |
| 373 | Stratton Mortgage Funding PLC | 000000000 | Jun 2026 | 104,474,728 | $138.8M | 0.06% | ABS-MBS |
| 374 | Towd Point Mortgage Trust | 891944AA8 | Jun 2026 | 138,347,993 | $138.2M | 0.06% | ABS-MBS |
| 375 | Voya CLO Ltd | 92915QBG7 | Jun 2026 | 137,800,000 | $137.9M | 0.06% | ABS-CBDO |
| 376 | SRT Issuer | 78475KAD9 | Jun 2026 | 136,738,000 | $137.2M | 0.06% | ABS-MBS |
| 377 | SOCIETE GENERALE | 83368RBS0 | Jun 2026 | 128,000,000 | $137.0M | 0.06% | DBT |
| 378 | LFT CRE LLC | 50208TAA9 | Jun 2026 | 136,000,000 | $136.2M | 0.06% | ABS-CBDO |
| 379 | Legacy Mortgage Asset Trust | 52474TAG9 | Jun 2026 | 178,635,680 | $136.2M | 0.06% | ABS-MBS |
| 380 | Anchorage Capital CLO LTD | 03330RAL9 | Jun 2026 | 135,200,000 | $135.3M | 0.06% | ABS-CBDO |
| 381 | LCH Ltd. | 000000000 | Jun 2026 | 556,500,000 | $134.9M | 0.06% | DIR |
| 382 | Fannie Mae | 3140Y8TW6 | Jun 2026 | 135,502,174 | $134.6M | 0.06% | ABS-MBS |
| 383 | PRP Advisors, LLC | 69383PAA4 | Jun 2026 | 137,644,770 | $134.4M | 0.06% | ABS-MBS |
| 384 | Wind River CLO Ltd | 97316LAJ7 | Jun 2026 | 134,200,000 | $134.3M | 0.06% | ABS-CBDO |
| 385 | Credit Suisse Mortgage Trust | 12594YAE2 | Jun 2026 | 186,005,219 | $133.9M | 0.06% | ABS-MBS |
| 386 | ACORE Issuer, LLC | 00485EAA1 | Jun 2026 | 133,800,000 | $133.9M | 0.06% | ABS-CBDO |
| 387 | Argentina Bonar Bonds | 000000000 | Jun 2026 | 215,111,409 | $133.6M | 0.06% | DBT |
| 388 | GAZPROM PJSC (GAZ FN) | 000000000 | Jun 2026 | 137,850,000 | $133.1M | 0.06% | DBT |
| 389 | SOFI CONSUMER LOAN PROGRAM TRUST | 83407PAA7 | Jun 2026 | 132,501,663 | $132.6M | 0.06% | ABS-O |
| 390 | Woodward Capital Management | 74939LAA2 | Jun 2026 | 133,938,756 | $132.5M | 0.06% | ABS-MBS |
| 391 | Freddie Mac | 3142JPUB5 | Jun 2026 | 134,540,818 | $132.3M | 0.06% | ABS-MBS |
| 392 | Citigroup Mortgage Loan Trust Inc | 173114AE9 | Jun 2026 | 141,347,181 | $132.3M | 0.06% | ABS-MBS |
| 393 | Freddie Mac | 3142J6BS1 | Jun 2026 | 134,162,739 | $132.0M | 0.06% | ABS-MBS |
| 394 | Fannie Mae | 31418FLQ8 | Jun 2026 | 132,984,975 | $131.0M | 0.06% | ABS-MBS |
| 395 | SMB Private Education Loan Trust | 78454XAB0 | Jun 2026 | 129,479,114 | $130.7M | 0.06% | ABS-O |
| 396 | United States Treasury | 912810RL4 | Jun 2026 | 183,696,333 | $130.6M | 0.06% | DBT |
| 397 | Fannie Mae | 3140X7MA4 | Jun 2026 | 146,765,146 | $130.4M | 0.06% | ABS-MBS |
| 398 | Ripon Mortgages | 000000000 | Jun 2026 | 98,285,000 | $130.3M | 0.06% | ABS-MBS |
| 399 | LCH Ltd. | 000000000 | Jun 2026 | 1,106,590,000 | $130.1M | 0.06% | DIR |
| 400 | Fannie Mae | 31418FJT5 | Jun 2026 | 129,044,284 | $129.7M | 0.06% | ABS-MBS |
| 401 | United States Treasury | 912810RR1 | Jun 2026 | 175,424,238 | $128.9M | 0.06% | DBT |
| 402 | NRPL Trust Series | 62955FAL5 | Jun 2026 | 147,750,082 | $128.6M | 0.06% | ABS-MBS |
| 403 | Finance of America Structured Securities Trust | 31741AAB2 | Jun 2026 | 131,545,051 | $128.4M | 0.06% | ABS-MBS |
| 404 | NRPL Trust Series | 62956GAK4 | Jun 2026 | 151,943,987 | $128.3M | 0.06% | ABS-MBS |
| 405 | PIMCO PRV SHORT TERM FLT III | 72201W154 | Jun 2026 | 13,135,643 | $128.0M | 0.06% | STIV |
| 406 | Sandstone Peak Ltd. | 800130BA3 | Jun 2026 | 127,800,000 | $127.9M | 0.06% | ABS-CBDO |
| 407 | Freddie Mac | 3132DWN82 | Jun 2026 | 126,393,101 | $127.0M | 0.06% | ABS-MBS |
| 408 | Government National Mortgage Association | 36180AB69 | Jun 2026 | 140,988,887 | $126.8M | 0.05% | ABS-MBS |
| 409 | Envalior Finance GmbH | 000000000 | Jun 2026 | 118,900,000 | $126.4M | 0.05% | LON |
| 410 | BOEING CO | 097023CU7 | Jun 2026 | 125,660,000 | $126.0M | 0.05% | DBT |
| 411 | Sycamore Tree CLO Ltd | 87122CAS2 | Jun 2026 | 125,540,000 | $125.6M | 0.05% | ABS-CBDO |
| 412 | Legacy Mortgage Asset Trust | 52473MAB6 | Jun 2026 | 130,278,375 | $125.4M | 0.05% | ABS-MBS |
| 413 | ARES CLO Ltd | 04016NBH5 | Jun 2026 | 124,950,000 | $125.1M | 0.05% | ABS-CBDO |
| 414 | GSG BIDCO LTD | 000000000 | Jun 2026 | 109,800,000 | $124.5M | 0.05% | DBT |
| 415 | JP Morgan Mortgage Trust | 46594FAL5 | Jun 2026 | 122,790,110 | $124.5M | 0.05% | ABS-MBS |
| 416 | Legacy Mortgage Asset Trust | 52474AAF2 | Jun 2026 | 132,995,966 | $124.2M | 0.05% | ABS-MBS |
| 417 | Pretium Mortgage Credit Partners LLC | 69383AAA7 | Jun 2026 | 123,525,954 | $123.7M | 0.05% | ABS-O |
| 418 | Government National Mortgage Association | 3618N5GR4 | Jun 2026 | 119,101,708 | $123.5M | 0.05% | ABS-MBS |
| 419 | Legacy Mortgage Asset Trust | 52472GAL8 | Jun 2026 | 136,464,840 | $123.5M | 0.05% | ABS-MBS |
| 420 | Anchorage Credit Funding Ltd. | 03333NAA9 | Jun 2026 | 124,200,000 | $123.2M | 0.05% | ABS-CBDO |
| 421 | Clear Channel Outdoor Holdings Inc | 18453H106 | Jun 2026 | 50,862,666 | $123.1M | 0.05% | EC |
| 422 | Barclays Mortgage Loan Trust | 06745JAM7 | Jun 2026 | 121,237,670 | $122.9M | 0.05% | ABS-MBS |
| 423 | GS Mortgage-Backed Securities Trust | 36272VAP1 | Jun 2026 | 137,753,624 | $122.4M | 0.05% | ABS-MBS |
| 424 | Marble Point CLO XXIV Ltd | 56607WAU2 | Jun 2026 | 122,300,000 | $122.4M | 0.05% | ABS-CBDO |
| 425 | SMB Private Education Loan Trust | 83207QAA7 | Jun 2026 | 121,150,908 | $122.1M | 0.05% | ABS-O |
| 426 | Legacy Mortgage Asset Trust | 52474TAE4 | Jun 2026 | 122,090,137 | $121.6M | 0.05% | ABS-MBS |
| 427 | Golub Capital Partners CLO, LTD | 38190BAL9 | Jun 2026 | 121,100,000 | $121.3M | 0.05% | ABS-CBDO |
| 428 | GS Mortgage-Backed Securities Trust | 000000000 | Jun 2026 | 105,700,000 | $121.1M | 0.05% | ABS-MBS |
| 429 | SES S A | 000000000 | Jun 2026 | 7,981,591 | $120.7M | 0.05% | EC |
| 430 | Pretium Mortgage Credit Partners LLC | 69393CAA1 | Jun 2026 | 121,773,810 | $120.6M | 0.05% | ABS-O |
| 431 | Freddie Mac | 3142GWT33 | Jun 2026 | 122,147,449 | $120.2M | 0.05% | ABS-MBS |
| 432 | Madison Park Funding Ltd | 55822AAW7 | Jun 2026 | 120,200,000 | $120.2M | 0.05% | ABS-CBDO |
| 433 | Sculptor CLO Ltd | 81124UBJ2 | Jun 2026 | 120,000,000 | $120.1M | 0.05% | ABS-CBDO |
| 434 | United States Treasury | 912810SM1 | Jun 2026 | 212,656,689 | $119.9M | 0.05% | DBT |
| 435 | JAPAN (30 YEAR ISSUE) | 000000000 | Jun 2026 | 20,150,000,000 | $119.8M | 0.05% | DBT |
| 436 | CBE PASS THROUGH TRUST | 12517YAA4 | Jun 2026 | 121,531,640 | $119.7M | 0.05% | ABS-O |
| 437 | Northwoods Capital Ltd | 66860JBC1 | Jun 2026 | 118,700,000 | $118.7M | 0.05% | ABS-CBDO |
| 438 | AMERICAN TOWER TRUST I | 03027WAM4 | Jun 2026 | 117,600,000 | $118.6M | 0.05% | DBT |
| 439 | SOUTH AFRICAN T-BILLS | 000000000 | Jun 2026 | 2,010,300,000 | $118.0M | 0.05% | STIV |
| 440 | Credit Suisse Mortgage Trust | 12655JAE1 | Jun 2026 | 143,652,350 | $117.8M | 0.05% | ABS-MBS |
| 441 | Palmer Square European Loan Funding | 000000000 | Jun 2026 | 102,877,081 | $117.5M | 0.05% | ABS-CBDO |
| 442 | JP Morgan Mortgage Trust | 46658QAN0 | Jun 2026 | 109,116,733 | $117.5M | 0.05% | ABS-MBS |
| 443 | Symphony CLO Ltd | 87167WDC6 | Jun 2026 | 117,400,000 | $117.5M | 0.05% | ABS-CBDO |
| 444 | ARES CLO Ltd | 00192WAL1 | Jun 2026 | 117,300,000 | $117.4M | 0.05% | ABS-CBDO |
| 445 | Bluemountain CLO Ltd | 09631JAL0 | Jun 2026 | 117,200,000 | $117.3M | 0.05% | ABS-CBDO |
| 446 | UMBS, TBA | 01F050676 | Jun 2026 | 119,247,000 | $117.2M | 0.05% | ABS-MBS |
| 447 | Ozlme | 000000000 | Jun 2026 | 102,300,000 | $117.1M | 0.05% | ABS-CBDO |
| 448 | Anchorage Credit Funding Ltd. | 03331MAA3 | Jun 2026 | 118,100,000 | $117.0M | 0.05% | ABS-CBDO |
| 449 | Madison Park Funding Ltd | 55822VAN1 | Jun 2026 | 115,800,000 | $115.9M | 0.05% | ABS-CBDO |
| 450 | SOUTH AFRICAN T-BILLS | 000000000 | Jun 2026 | 1,904,100,000 | $115.9M | 0.05% | STIV |
| 451 | PANAMA INFRASTRUCTURE | 69828QAD9 | Jun 2026 | 142,178,000 | $115.8M | 0.05% | DBT |
| 452 | REPUBLIC OF COLOMBIA | 000000000 | Jun 2026 | 99,400,000 | $115.7M | 0.05% | DBT |
| 453 | Performer Funding | 000000000 | Jun 2026 | 86,490,000 | $115.5M | 0.05% | ABS-O |
| 454 | United States Treasury | 912810UT3 | Jun 2026 | 119,800,000 | $115.0M | 0.05% | DBT |
| 455 | Banc of America Merrill Lynch Large Loan Inc | 05555XAA3 | Jun 2026 | 118,041,182 | $115.0M | 0.05% | ABS-MBS |
| 456 | Freddie Mac | 31427RLT5 | Jun 2026 | 112,516,166 | $114.5M | 0.05% | ABS-MBS |
| 457 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 1,833,235,000 | $114.4M | 0.05% | DIR |
| 458 | United States Treasury | 912810RF7 | Jun 2026 | 139,476,859 | $114.0M | 0.05% | DBT |
| 459 | KKR Financial CLO Ltd | 48255AAJ7 | Jun 2026 | 113,700,000 | $113.8M | 0.05% | ABS-CBDO |
| 460 | Ripon Mortgages | 000000000 | Jun 2026 | 85,685,000 | $113.6M | 0.05% | ABS-MBS |
| 461 | Credit Suisse Mortgage Trust | 12596RAG0 | Jun 2026 | 141,063,173 | $113.2M | 0.05% | ABS-MBS |
| 462 | SOFI CONSUMER LOAN PROGRAM TRU | 83407KAA8 | Jun 2026 | 113,162,836 | $113.2M | 0.05% | ABS-O |
| 463 | ROMANIA | 000000000 | Jun 2026 | 96,400,000 | $112.7M | 0.05% | DBT |
| 464 | Nscale | 000000000 | Jun 2026 | 112,566,560 | $112.6M | 0.05% | LON |
| 465 | SMB Private Education Loan Trust | 831935AB7 | Jun 2026 | 112,241,209 | $112.3M | 0.05% | ABS-O |
| 466 | Altice France SA | 000000000 | Jun 2026 | 111,815,702 | $112.3M | 0.05% | LON |
| 467 | JP Morgan Mortgage Trust | 46659XAM6 | Jun 2026 | 105,210,997 | $111.4M | 0.05% | ABS-MBS |
| 468 | Santander Drive Auto Receivables Trust | 80285XAE5 | Jun 2026 | 110,000,000 | $111.0M | 0.05% | ABS-O |
| 469 | Credit Suisse Mortgage Trust | 12655BAF5 | Jun 2026 | 121,190,116 | $110.7M | 0.05% | ABS-MBS |
| 470 | Fannie Mae | 3140Y8NN2 | Jun 2026 | 111,728,549 | $110.6M | 0.05% | ABS-MBS |
| 471 | Romark CLO Ltd | 77588PAN2 | Jun 2026 | 110,400,000 | $110.4M | 0.05% | ABS-CBDO |
| 472 | VALERIE ASSET LTD | 918940AA5 | Jun 2026 | 122,805,964 | $110.4M | 0.05% | ABS-O |
| 473 | REPUBLIC OF PERU | 715638BD3 | Jun 2026 | 331,675,000 | $110.4M | 0.05% | DBT |
| 474 | MF1 | 55287HAA8 | Jun 2026 | 110,200,000 | $110.3M | 0.05% | ABS-CBDO |
| 475 | Capital Four US CLO | 14016CAY2 | Jun 2026 | 109,800,000 | $110.0M | 0.05% | ABS-CBDO |
| 476 | United States Treasury | 91282CCM1 | Jun 2026 | 119,484,332 | $109.7M | 0.05% | DBT |
| 477 | Argentina Bonar Bonds | 000000000 | Jun 2026 | 142,284,620 | $109.6M | 0.05% | DBT |
| 478 | Pretium Mortgage Credit Partners LLC | 69383TAA6 | Jun 2026 | 110,415,245 | $109.6M | 0.05% | ABS-O |
| 479 | LCM Ltd Partnership | 50202QAL7 | Jun 2026 | 109,450,000 | $109.5M | 0.05% | ABS-CBDO |
| 480 | Freddie Mac | 3132DVK79 | Jun 2026 | 122,783,390 | $109.1M | 0.05% | ABS-MBS |
| 481 | Pretium Mortgage Credit Partners LLC | 740943AA3 | Jun 2026 | 112,699,287 | $108.9M | 0.05% | ABS-MBS |
| 482 | Pretium Mortgage Credit Partners LLC | 74144EAA9 | Jun 2026 | 109,141,183 | $108.9M | 0.05% | ABS-O |
| 483 | Palmer Square Loan Funding Ltd | 69702WAE5 | Jun 2026 | 108,921,761 | $108.8M | 0.05% | ABS-CBDO |
| 484 | Aran Funding 2025-1 DAC | 000000000 | Jun 2026 | 95,079,851 | $108.8M | 0.05% | ABS-MBS |
| 485 | OCTAGON INVESTMENT PARTNERS 40, LTD. | 67592BAY4 | Jun 2026 | 108,600,000 | $108.7M | 0.05% | ABS-CBDO |
| 486 | PETROLEOS MEXICANOS | 71654QDE9 | Jun 2026 | 109,725,000 | $108.5M | 0.05% | DBT |
| 487 | Carlyle Global Market Strategies | 14311UBA5 | Jun 2026 | 108,200,000 | $108.3M | 0.05% | ABS-CBDO |
| 488 | Freddie Mac | 3132DWLL5 | Jun 2026 | 107,324,849 | $108.1M | 0.05% | ABS-MBS |
| 489 | PROJECT FLASH | 000000000 | Jun 2026 | 108,449,978 | $107.8M | 0.05% | LON |
| 490 | Kirkby RMBS | 000000000 | Jun 2026 | 82,543,000 | $107.4M | 0.05% | ABS-MBS |
| 491 | Government National Mortgage Association | 36179XLE4 | Jun 2026 | 118,461,302 | $107.4M | 0.05% | ABS-MBS |
| 492 | Credit Suisse Mortgage Trust | 12653JAM5 | Jun 2026 | 132,777,325 | $107.4M | 0.05% | ABS-MBS |
| 493 | Indigo Credit Management | 000000000 | Jun 2026 | 93,500,000 | $107.0M | 0.05% | ABS-CBDO |
| 494 | Arbour CLO | 000000000 | Jun 2026 | 93,400,000 | $106.9M | 0.05% | ABS-CBDO |
| 495 | Freddie Mac | 31427NYB9 | Jun 2026 | 104,602,270 | $106.3M | 0.05% | ABS-MBS |
| 496 | Acres PLC | 00501DAA3 | Jun 2026 | 105,558,977 | $106.0M | 0.05% | ABS-CBDO |
| 497 | Fannie Mae | 3140W4JE8 | Jun 2026 | 103,856,903 | $105.7M | 0.05% | ABS-MBS |
| 498 | Boyce Park CLO, LLC | 103228AN2 | Jun 2026 | 104,600,000 | $104.7M | 0.05% | ABS-CBDO |
| 499 | GS REFT 2026-FL1 Issuer Ltd | 36274DAA2 | Jun 2026 | 104,185,000 | $104.5M | 0.05% | ABS-CBDO |
| 500 | Arcano Euro CLO | 000000000 | Jun 2026 | 91,300,000 | $104.4M | 0.05% | ABS-CBDO |
| 501 | VENTURE GLOBAL PLAQUE | 922966AE6 | Jun 2026 | 101,800,000 | $104.2M | 0.05% | DBT |
| 502 | Credit Suisse Mortgage Trust | 12597GAB4 | Jun 2026 | 108,423,607 | $103.9M | 0.05% | ABS-MBS |
| 503 | Credit Suisse Mortgage Trust | 12655FAF6 | Jun 2026 | 235,179,722 | $103.7M | 0.04% | ABS-MBS |
| 504 | IFC Emerging Markets Securitization, Ltd. | 45174DAA4 | Jun 2026 | 102,550,358 | $102.7M | 0.04% | ABS-CBDO |
| 505 | Anchorage Credit Funding Ltd. | 03331VAA3 | Jun 2026 | 103,400,000 | $102.4M | 0.04% | ABS-CBDO |
| 506 | Freddie Mac | 31427SVC9 | Jun 2026 | 102,909,816 | $102.2M | 0.04% | ABS-MBS |
| 507 | SMB Private Education Loan Trust | 78449HAC1 | Jun 2026 | 101,643,651 | $102.1M | 0.04% | ABS-O |
| 508 | Japan Government Twenty Year Bonds | 000000000 | Jun 2026 | 19,652,000,000 | $102.0M | 0.04% | DBT |
| 509 | Hayfin Emerald CLO | 000000000 | Jun 2026 | 88,800,000 | $101.6M | 0.04% | ABS-CBDO |
| 510 | STATE OF ISRAEL | 46514BRN9 | Jun 2026 | 100,400,000 | $101.5M | 0.04% | DBT |
| 511 | Hayfin Emerald CLO | 000000000 | Jun 2026 | 88,600,000 | $101.3M | 0.04% | ABS-CBDO |
| 512 | VOLKSWAGEN GROUP AMERICA | 928668CF7 | Jun 2026 | 100,000,000 | $100.6M | 0.04% | DBT |
| 513 | LCH Ltd. | 000000000 | Jun 2026 | 3,164,010,000 | $100.6M | 0.04% | DIR |
| 514 | Dryden Senior Loan Fund | 262487AJ0 | Jun 2026 | 100,200,000 | $100.2M | 0.04% | ABS-CBDO |
| 515 | SOUTH AFRICAN T-BILLS | 000000000 | Jun 2026 | 1,683,220,000 | $100.2M | 0.04% | STIV |
| 516 | Capital Four US CLO | 14016TAL3 | Jun 2026 | 100,000,000 | $100.0M | 0.04% | ABS-CBDO |
| 517 | Credit Suisse Mortgage Trust | 12653WAP9 | Jun 2026 | 106,159,462 | $99.5M | 0.04% | ABS-MBS |
| 518 | Consumer Loan Finance Issuer Trust | 21050QAB3 | Jun 2026 | 98,647,000 | $99.4M | 0.04% | ABS-O |
| 519 | Kennedy Lewis CLO Ltd | 48936UAA9 | Jun 2026 | 99,300,000 | $99.4M | 0.04% | ABS-CBDO |
| 520 | Barings Private Credit CLO | 06766HAA1 | Jun 2026 | 99,240,000 | $99.3M | 0.04% | ABS-CBDO |
| 521 | BAMLL COML MTG SECS TR 2024 | 05554WAA6 | Jun 2026 | 116,790,000 | $98.6M | 0.04% | ABS-MBS |
| 522 | Credit Suisse Mortgage Trust | 12597AAE1 | Jun 2026 | 118,732,900 | $98.5M | 0.04% | ABS-MBS |
| 523 | Affirm Master Trust | 00833BAA6 | Jun 2026 | 97,700,000 | $98.1M | 0.04% | ABS-O |
| 524 | GAZPROM (GAZ CAPITAL SA) | 368266AA0 | Jun 2026 | 111,630,000 | $97.7M | 0.04% | DBT |
| 525 | Atlas Senior Loan Fund LTD | 04943EAQ4 | Jun 2026 | 97,600,000 | $97.7M | 0.04% | ABS-CBDO |
| 526 | Hayfin Emerald CLO | 000000000 | Jun 2026 | 85,000,000 | $97.3M | 0.04% | ABS-CBDO |
| 527 | Contego CLO DAC | 000000000 | Jun 2026 | 85,000,000 | $97.2M | 0.04% | ABS-CBDO |
| 528 | SMB Private Education Loan Trust | 83207QAB5 | Jun 2026 | 96,956,199 | $96.9M | 0.04% | ABS-O |
| 529 | PFP III | 716966AA4 | Jun 2026 | 96,350,000 | $96.8M | 0.04% | ABS-CBDO |
| 530 | Lyra MUSIC Assets (Delaware) LP | 552339AA1 | Jun 2026 | 95,808,982 | $96.5M | 0.04% | ABS-O |
| 531 | Legacy Mortgage Asset Trust | 52473LAF9 | Jun 2026 | 133,365,242 | $96.3M | 0.04% | ABS-MBS |
| 532 | UBS GROUP AG | 225401BC1 | Jun 2026 | 95,300,000 | $96.1M | 0.04% | DBT |
| 533 | Cordatus CLO PLC | 000000000 | Jun 2026 | 84,000,000 | $96.1M | 0.04% | ABS-CBDO |
| 534 | GS Mortgage-Backed Securities Trust | 36272QAS6 | Jun 2026 | 114,173,904 | $96.1M | 0.04% | ABS-MBS |
| 535 | BANCO SANTANDER SA | 05964HAX3 | Jun 2026 | 95,200,000 | $95.9M | 0.04% | DBT |
| 536 | WARWICK FINANCE RESIDENTIAL MORTGAGES PLC | 000000000 | Jun 2026 | 71,887,331 | $95.9M | 0.04% | ABS-MBS |
| 537 | Tikehau CLO IX DAC | 000000000 | Jun 2026 | 83,700,000 | $95.8M | 0.04% | ABS-CBDO |
| 538 | SMB Private Education Loan Trust | 78450PAB1 | Jun 2026 | 94,519,435 | $95.8M | 0.04% | ABS-O |
| 539 | Tralee CLO Ltd | 89300JBA5 | Jun 2026 | 95,600,000 | $95.7M | 0.04% | ABS-CBDO |
| 540 | OCP Euro CLO | 000000000 | Jun 2026 | 83,600,000 | $95.6M | 0.04% | ABS-CBDO |
| 541 | Chester A | 000000000 | Jun 2026 | 71,735,000 | $95.6M | 0.04% | ABS-MBS |
| 542 | KKR Financial CLO Ltd | 48255EAJ9 | Jun 2026 | 95,400,000 | $95.5M | 0.04% | ABS-CBDO |
| 543 | UBS GROUP AG | 225401BE7 | Jun 2026 | 92,400,000 | $95.3M | 0.04% | DBT |
| 544 | Fannie Mae | 31418FKM8 | Jun 2026 | 96,611,644 | $95.1M | 0.04% | ABS-MBS |
| 545 | Argentina Republic Government International Bonds | 040114HU7 | Jun 2026 | 113,562,988 | $95.1M | 0.04% | DBT |
| 546 | Wind River CLO Ltd | 97315VAL1 | Jun 2026 | 94,550,000 | $94.6M | 0.04% | ABS-CBDO |
| 547 | Post CLO LTD | 73742YAJ4 | Jun 2026 | 94,400,000 | $94.5M | 0.04% | ABS-CBDO |
| 548 | Government National Mortgage Association | 21H022671 | Jun 2026 | 110,550,000 | $94.4M | 0.04% | ABS-MBS |
| 549 | Palmer Square Loan Funding Ltd | 69690EAJ8 | Jun 2026 | 94,181,300 | $94.2M | 0.04% | ABS-CBDO |
| 550 | PROJECT DORCHESTER | 000000000 | Jun 2026 | 82,400,000 | $94.2M | 0.04% | LON |
| 551 | United States Treasury | 91282CDX6 | Jun 2026 | 103,167,618 | $93.4M | 0.04% | DBT |
| 552 | Romark Credit Funding Ltd | 77588RAA6 | Jun 2026 | 93,100,000 | $93.3M | 0.04% | ABS-CBDO |
| 553 | PPM Clo, Ltd. | 69356TAJ0 | Jun 2026 | 93,200,000 | $93.3M | 0.04% | ABS-CBDO |
| 554 | Barings Euro CLO | 000000000 | Jun 2026 | 81,300,000 | $93.0M | 0.04% | ABS-CBDO |
| 555 | HELLENIC REPUBLIC | 000000000 | Jun 2026 | 78,167,966 | $92.7M | 0.04% | DBT |
| 556 | REPUBLIC OF PERU | 715638AV4 | Jun 2026 | 308,914,000 | $92.6M | 0.04% | DBT |
| 557 | Citigroup Mortgage Loan Trust Inc | 17330EAP9 | Jun 2026 | 909,832,955 | $92.3M | 0.04% | ABS-MBS |
| 558 | ROMANIA | 000000000 | Jun 2026 | 76,400,000 | $92.2M | 0.04% | DBT |
| 559 | Ellington Financial Mortgage Trust | 26846UAA4 | Jun 2026 | 91,900,000 | $92.2M | 0.04% | ABS-MBS |
| 560 | Legacy Mortgage Asset Trust | 52474AAG0 | Jun 2026 | 132,995,080 | $92.1M | 0.04% | ABS-MBS |
| 561 | Credit Suisse Mortgage Trust | 12654UAK3 | Jun 2026 | 115,940,267 | $91.7M | 0.04% | ABS-MBS |
| 562 | Elevation CLO Ltd | 28623VAW9 | Jun 2026 | 91,600,000 | $91.6M | 0.04% | ABS-CBDO |
| 563 | Freddie Mac | 3132DWPR8 | Jun 2026 | 92,717,245 | $91.3M | 0.04% | ABS-MBS |
| 564 | ROMANIA | 000000000 | Jun 2026 | 78,250,000 | $91.3M | 0.04% | DBT |
| 565 | PRP Advisors, LLC | 74449BAA7 | Jun 2026 | 92,143,151 | $91.1M | 0.04% | ABS-MBS |
| 566 | Atlantic Avenue Ltd | 04822PAA0 | Jun 2026 | 90,700,000 | $91.0M | 0.04% | ABS-CBDO |
| 567 | Government National Mortgage Association | 21H030674 | Jun 2026 | 102,200,000 | $90.7M | 0.04% | ABS-MBS |
| 568 | Trimaran CAVU Ltd | 89624UAN2 | Jun 2026 | 90,600,000 | $90.6M | 0.04% | ABS-CBDO |
| 569 | Kirkby RMBS | 000000000 | Jun 2026 | 68,399,640 | $90.6M | 0.04% | ABS-MBS |
| 570 | UBS GROUP AG | 902613AV0 | Jun 2026 | 86,300,000 | $90.0M | 0.04% | DBT |
| 571 | Grosvenor Place CLO | 000000000 | Jun 2026 | 78,600,000 | $89.9M | 0.04% | ABS-CBDO |
| 572 | Golub Capital Partners CLO, LTD | 38178DAN7 | Jun 2026 | 89,700,000 | $89.8M | 0.04% | ABS-CBDO |
| 573 | Chase Auto Owner Trust | 16144CAC0 | Jun 2026 | 88,698,424 | $89.4M | 0.04% | ABS-O |
| 574 | Intercontinental Exchange, Inc. | 000000000 | Jun 2026 | 1,094,571,800 | $89.1M | 0.04% | DCR |
| 575 | EUCALYPTUS MORTGAGES 2022 | 000000000 | Jun 2026 | 113,725,069 | $88.9M | 0.04% | ABS-MBS |
| 576 | Acres PLC | 00501XAA9 | Jun 2026 | 88,550,000 | $88.7M | 0.04% | ABS-CBDO |
| 577 | LCH Ltd. | 000000000 | Jun 2026 | 45,656,000,000 | $88.2M | 0.04% | DIR |
| 578 | Marble Point CLO | 56606GAJ3 | Jun 2026 | 87,800,000 | $87.9M | 0.04% | ABS-CBDO |
| 579 | Dryden Leveraged Loan CDO | 000000000 | Jun 2026 | 76,700,000 | $87.7M | 0.04% | ABS-CBDO |
| 580 | LCH Ltd. | 000000000 | Jun 2026 | 487,930,000,000 | $87.7M | 0.04% | DIR |
| 581 | Madison Park Funding Ltd | 55817BAJ1 | Jun 2026 | 87,200,000 | $87.2M | 0.04% | ABS-CBDO |
| 582 | Cordatus CLO PLC | 000000000 | Jun 2026 | 76,100,000 | $87.0M | 0.04% | ABS-CBDO |
| 583 | Avis Budget Rental Car Funding AESOP LLC | 05377RJG0 | Jun 2026 | 86,416,000 | $87.0M | 0.04% | ABS-O |
| 584 | Symphony CLO Ltd | 87170MAC6 | Jun 2026 | 86,900,000 | $87.0M | 0.04% | ABS-CBDO |
| 585 | Anchorage Credit Funding Ltd. | 03330KAA8 | Jun 2026 | 89,218,359 | $86.8M | 0.04% | ABS-CBDO |
| 586 | Carvana Auto Receivables Trust | 14689MAC4 | Jun 2026 | 86,566,624 | $86.7M | 0.04% | ABS-O |
| 587 | SoFi Alternative Trust | 83406XAA1 | Jun 2026 | 91,402,990 | $86.5M | 0.04% | ABS-O |
| 588 | MFRA Trust | 58003NAE4 | Jun 2026 | 86,540,973 | $86.2M | 0.04% | ABS-MBS |
| 589 | Apidos CLO | 03763YBY1 | Jun 2026 | 86,100,000 | $86.2M | 0.04% | ABS-CBDO |
| 590 | MERRION SQUARE RESIDENTIAL | 000000000 | Jun 2026 | 75,156,187 | $86.2M | 0.04% | ABS-MBS |
| 591 | FS Rialto Issuer Ltd | 30343TAA7 | Jun 2026 | 85,850,000 | $86.1M | 0.04% | ABS-CBDO |
| 592 | Grosvenor Square RMBS PLC | 000000000 | Jun 2026 | 64,660,219 | $86.1M | 0.04% | ABS-MBS |
| 593 | Credit Suisse Mortgage Trust | 12660QAA6 | Jun 2026 | 90,783,015 | $86.0M | 0.04% | ABS-MBS |
| 594 | Finance of America HECM Buyout | 31735EAA4 | Jun 2026 | 86,784,417 | $85.9M | 0.04% | ABS-MBS |
| 595 | UNITED MEXICAN STATES | 000000000 | Jun 2026 | 73,500,000 | $85.7M | 0.04% | DBT |
| 596 | AMERICAN GENERAL MORTGAGE LOAN TRUST | 02640CAN5 | Jun 2026 | 99,319,914 | $85.7M | 0.04% | ABS-MBS |
| 597 | SOFI CONSUMER LOAN PROGRAM TRUST | 83407XAA0 | Jun 2026 | 85,524,415 | $85.2M | 0.04% | ABS-O |
| 598 | Tikehau | 000000000 | Jun 2026 | 74,250,000 | $85.0M | 0.04% | ABS-CBDO |
| 599 | SMB Private Education Loan Trust | 78454XAA2 | Jun 2026 | 84,442,428 | $84.8M | 0.04% | ABS-O |
| 600 | Pretium Mortgage Credit Partners LLC | 69393EAA7 | Jun 2026 | 87,588,002 | $84.7M | 0.04% | ABS-MBS |
| 601 | TCW CLO 2019-1 AMR, LTD. | 87241EAQ8 | Jun 2026 | 84,500,000 | $84.6M | 0.04% | ABS-CBDO |
| 602 | ARES CLO Ltd | 00190YBP9 | Jun 2026 | 84,300,000 | $84.4M | 0.04% | ABS-CBDO |
| 603 | Standard Chartered Bank | 000000000 | Jun 2026 | 1 | $84.2M | 0.04% | DFE |
| 604 | IFC Emerging Markets Securitization, Ltd. | 45175UAA5 | Jun 2026 | 84,100,000 | $84.1M | 0.04% | ABS-CBDO |
| 605 | Navient Student Loan Trust | 63941PAF1 | Jun 2026 | 89,426,099 | $84.1M | 0.04% | ABS-O |
| 606 | Invesco CLO LTD | 46148HAF5 | Jun 2026 | 83,700,000 | $83.8M | 0.04% | ABS-CBDO |
| 607 | Fannie Mae | 3140W5DX9 | Jun 2026 | 84,412,840 | $83.7M | 0.04% | ABS-MBS |
| 608 | RIN Ltd | 74970VAS1 | Jun 2026 | 83,700,000 | $83.7M | 0.04% | ABS-CBDO |
| 609 | LCH Ltd. | 000000000 | Jun 2026 | 2,456,150,000 | $83.7M | 0.04% | DIR |
| 610 | Freddie Mac | 31427SS41 | Jun 2026 | 84,257,474 | $83.6M | 0.04% | ABS-MBS |
| 611 | Fannie Mae | 3140X7JC4 | Jun 2026 | 93,685,569 | $83.4M | 0.04% | ABS-MBS |
| 612 | Jamestown CLO Ltd | 47048RAL9 | Jun 2026 | 83,300,000 | $83.4M | 0.04% | ABS-CBDO |
| 613 | Atlantic Avenue Ltd | 04822JAA4 | Jun 2026 | 83,300,000 | $83.4M | 0.04% | ABS-CBDO |
| 614 | LCH Ltd. | 000000000 | Jun 2026 | 5,784,570,000 | $83.1M | 0.04% | DIR |
| 615 | PACIFIC GAS & ELECTRIC | 694308HS9 | Jun 2026 | 83,737,000 | $83.0M | 0.04% | DBT |
| 616 | PACIFIC GAS & ELECTRIC | 694308JW8 | Jun 2026 | 85,600,000 | $82.9M | 0.04% | DBT |
| 617 | Affirm Master Trust | 00833BAG3 | Jun 2026 | 82,500,000 | $82.7M | 0.04% | ABS-O |
| 618 | ACREC LLC | 004970AA7 | Jun 2026 | 82,600,000 | $82.7M | 0.04% | ABS-CBDO |
| 619 | New Residential Mortgage Loan Trust | 64831HAM5 | Jun 2026 | 82,139,888 | $82.3M | 0.04% | ABS-MBS |
| 620 | Palmer Square European Loan Funding | 000000000 | Jun 2026 | 71,740,001 | $82.1M | 0.04% | ABS-CBDO |
| 621 | Palmer Square European Loan Funding | 000000000 | Jun 2026 | 71,700,000 | $82.0M | 0.04% | ABS-CBDO |
| 622 | Guggenheim CLO Ltd | 40172PAL6 | Jun 2026 | 81,900,000 | $81.9M | 0.04% | ABS-CBDO |
| 623 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 3,020,622,000 | $81.9M | 0.04% | DIR |
| 624 | Citigroup Mortgage Loan Trust Inc | 17329AAN5 | Jun 2026 | 108,965,192 | $81.7M | 0.04% | ABS-MBS |
| 625 | Soundview Home Equity Loan Trust | 83612TAA0 | Jun 2026 | 114,654,087 | $81.6M | 0.04% | ABS-MBS |
| 626 | SOUTH AFRICAN T-BILLS | 000000000 | Jun 2026 | 1,343,000,000 | $81.5M | 0.04% | STIV |
| 627 | SMB Private Education Loan Trust | 831935AE1 | Jun 2026 | 81,426,000 | $81.5M | 0.04% | ABS-O |
| 628 | Fannie Mae | 3140QU7A8 | Jun 2026 | 80,312,086 | $81.4M | 0.04% | ABS-MBS |
| 629 | Legacy Mortgage Asset Trust | 52475LAJ9 | Jun 2026 | 86,515,297 | $81.4M | 0.04% | ABS-MBS |
| 630 | Capital Four US CLO | 14016FAA7 | Jun 2026 | 81,200,000 | $81.2M | 0.04% | ABS-CBDO |
| 631 | FLORA FOOD MANAGEMENT BV | 000000000 | Jun 2026 | 72,600,000 | $81.1M | 0.04% | DBT |
| 632 | CVC Cordatus Opportunity Loan Fund DAC | 000000000 | Jun 2026 | 70,955,909 | $81.1M | 0.04% | ABS-CBDO |
| 633 | Neuberger Berman Loan Advisers LaSalle Street Lending CLO Ltd | 640977AN4 | Jun 2026 | 80,900,000 | $81.0M | 0.04% | ABS-CBDO |
| 634 | Deutsche Bank AG | 000000000 | Jun 2026 | 285,300,000 | $80.6M | 0.03% | DIR |
| 635 | Fannie Mae | 31418E5P1 | Jun 2026 | 79,805,813 | $80.5M | 0.03% | ABS-MBS |
| 636 | Invesco Euro CLO | 000000000 | Jun 2026 | 70,200,000 | $80.3M | 0.03% | ABS-CBDO |
| 637 | Performer Funding | 000000000 | Jun 2026 | 123,515,000 | $80.3M | 0.03% | ABS-O |
| 638 | PRP Advisors, LLC | 69384NAA8 | Jun 2026 | 79,700,000 | $79.9M | 0.03% | ABS-MBS |
| 639 | Northwoods Capital Ltd | 668468AL5 | Jun 2026 | 79,700,000 | $79.8M | 0.03% | ABS-CBDO |
| 640 | NISSAN MOTOR CO | 654922AB9 | Jun 2026 | 77,275,000 | $79.7M | 0.03% | DBT |
| 641 | PACIFIC GAS & ELECTRIC | 694308JT5 | Jun 2026 | 86,160,000 | $79.5M | 0.03% | DBT |
| 642 | Jamestown CLO Ltd | 47047RAN6 | Jun 2026 | 79,100,000 | $79.2M | 0.03% | ABS-CBDO |
| 643 | MEX BONOS DESARR FIX RT | 000000000 | Jun 2026 | 1,373,200,000 | $79.1M | 0.03% | DBT |
| 644 | Romark CLO Ltd | 77588LAN1 | Jun 2026 | 79,000,000 | $79.1M | 0.03% | ABS-CBDO |
| 645 | RCO Mortgage LLC | 75523YAA3 | Jun 2026 | 79,428,201 | $79.1M | 0.03% | ABS-MBS |
| 646 | Fannie Mae | 31418FF44 | Jun 2026 | 78,573,430 | $79.0M | 0.03% | ABS-MBS |
| 647 | Freddie Mac | 31427NXM6 | Jun 2026 | 77,865,569 | $79.0M | 0.03% | ABS-MBS |
| 648 | Providus CLO | 000000000 | Jun 2026 | 69,000,000 | $79.0M | 0.03% | ABS-CBDO |
| 649 | Vibrant CLO Ltd | 92558WBE1 | Jun 2026 | 78,300,000 | $78.4M | 0.03% | ABS-CBDO |
| 650 | MOUNTAIN VIEW CLO | 62432MAN9 | Jun 2026 | 78,100,000 | $78.2M | 0.03% | ABS-CBDO |
| 651 | Poseidon Bidco SASU | 000000000 | Jun 2026 | 235,200,000 | $77.9M | 0.03% | LON |
| 652 | Fannie Mae | 3140K0SM1 | Jun 2026 | 87,641,165 | $77.9M | 0.03% | ABS-MBS |
| 653 | Pretium Mortgage Credit Partners LLC | 69393KAA3 | Jun 2026 | 79,471,378 | $77.6M | 0.03% | ABS-MBS |
| 654 | PRP Advisors, LLC | 69382YAA6 | Jun 2026 | 77,754,408 | $77.5M | 0.03% | ABS-MBS |
| 655 | OCP Euro CLO | 000000000 | Jun 2026 | 67,800,000 | $77.5M | 0.03% | ABS-CBDO |
| 656 | GS Mortgage-Backed Securities Trust | 36273PAR9 | Jun 2026 | 83,819,456 | $77.4M | 0.03% | ABS-MBS |
| 657 | Arbour CLO | 000000000 | Jun 2026 | 67,700,000 | $77.4M | 0.03% | ABS-CBDO |
| 658 | Towd Point Mortgage Trust | 89180YAA8 | Jun 2026 | 81,515,232 | $77.2M | 0.03% | ABS-MBS |
| 659 | Hyundai Auto Receivables Trust | 448976AD2 | Jun 2026 | 77,000,000 | $77.1M | 0.03% | ABS-O |
| 660 | 37 Capital CLO Ltd | 883932AN5 | Jun 2026 | 76,900,000 | $77.0M | 0.03% | ABS-CBDO |
| 661 | Credit Suisse Mortgage Trust | 12653HAE7 | Jun 2026 | 113,040,297 | $76.9M | 0.03% | ABS-MBS |
| 662 | Madison Park Funding Ltd | 55820VAL7 | Jun 2026 | 76,700,000 | $76.7M | 0.03% | ABS-CBDO |
| 663 | BOEING CO/THE | 097023DQ5 | Jun 2026 | 73,606,000 | $76.6M | 0.03% | DBT |
| 664 | TransDigm Inc | 89364MCA0 | Jun 2026 | 76,382,188 | $76.5M | 0.03% | LON |
| 665 | Atlas Senior Loan Fund LTD | 04940AAN2 | Jun 2026 | 76,295,165 | $76.4M | 0.03% | ABS-CBDO |
| 666 | GAZPROM PJSC (GAZ FN) | 000000000 | Jun 2026 | 93,400,000 | $76.1M | 0.03% | DBT |
| 667 | ICG US CLO Ltd | 449249AS0 | Jun 2026 | 75,900,000 | $76.0M | 0.03% | ABS-CBDO |
| 668 | Dutch Mortgage Finance | 000000000 | Jun 2026 | 66,160,000 | $75.9M | 0.03% | ABS-MBS |
| 669 | Fannie Mae | 3140QDDX9 | Jun 2026 | 85,167,357 | $75.8M | 0.03% | ABS-MBS |
| 670 | Credit Suisse Mortgage Trust | 12655JAF8 | Jun 2026 | 143,653,035 | $75.7M | 0.03% | ABS-MBS |
| 671 | POLESTAR RE LTD | 73110JAB8 | Jun 2026 | 73,700,000 | $75.7M | 0.03% | DBT |
| 672 | Anchorage Capital CLO LTD | 03331KAJ8 | Jun 2026 | 75,350,000 | $75.4M | 0.03% | ABS-CBDO |
| 673 | United States Treasury | 912810QF8 | Jun 2026 | 78,094,731 | $75.4M | 0.03% | DBT |
| 674 | Government National Mortgage Association | 3618N5AY5 | Jun 2026 | 83,756,332 | $75.3M | 0.03% | ABS-MBS |
| 675 | SMB Private Education Loan Trust | 83208DAB3 | Jun 2026 | 74,947,783 | $75.2M | 0.03% | ABS-O |
| 676 | THAMES WATER SUPER SEN | 000000000 | Jun 2026 | 53,192,919 | $74.9M | 0.03% | DBT |
| 677 | SoFi Alternative Trust | 83404VAA7 | Jun 2026 | 79,195,366 | $74.9M | 0.03% | ABS-O |
| 678 | Government National Mortgage Association | 3622A2ZJ4 | Jun 2026 | 79,833,768 | $74.8M | 0.03% | ABS-MBS |
| 679 | Turkiye Government International Bonds | 900123CQ1 | Jun 2026 | 74,000,000 | $74.8M | 0.03% | DBT |
| 680 | SMRT | 78457JAA0 | Jun 2026 | 74,604,000 | $74.6M | 0.03% | ABS-MBS |
| 681 | Woodward Capital Management | 74940FAA2 | Jun 2026 | 74,607,643 | $74.4M | 0.03% | ABS-MBS |
| 682 | Performer Funding | 000000000 | Jun 2026 | 55,585,000 | $74.3M | 0.03% | ABS-O |
| 683 | Drive Auto Receivables Trust | 262103AD6 | Jun 2026 | 74,300,000 | $74.2M | 0.03% | ABS-O |
| 684 | Government National Mortgage Association | 36179XFF8 | Jun 2026 | 81,903,227 | $74.1M | 0.03% | ABS-MBS |
| 685 | Trinitas CLO Ltd | 89642JAL9 | Jun 2026 | 74,000,000 | $74.1M | 0.03% | ABS-CBDO |
| 686 | Cairn CLO BV | 000000000 | Jun 2026 | 64,750,000 | $74.0M | 0.03% | ABS-CBDO |
| 687 | Freddie Mac | 3142JNW44 | Jun 2026 | 75,197,429 | $74.0M | 0.03% | ABS-MBS |
| 688 | Credit Suisse Mortgage Trust | 12655BAG3 | Jun 2026 | 120,738,888 | $73.9M | 0.03% | ABS-MBS |
| 689 | Neuberger Berman CLO Ltd | 64134MAJ5 | Jun 2026 | 73,800,000 | $73.8M | 0.03% | ABS-CBDO |
| 690 | Providus CLO | 000000000 | Jun 2026 | 64,500,000 | $73.7M | 0.03% | ABS-CBDO |
| 691 | BLACKROCK LTD | 09264DAA1 | Jun 2026 | 73,700,000 | $73.7M | 0.03% | ABS-CBDO |
| 692 | LCH Ltd. | 000000000 | Jun 2026 | 9,616,100,000 | $73.6M | 0.03% | DIR |
| 693 | Upstart Personal Consumer Trust | 91685AAA6 | Jun 2026 | 73,450,566 | $73.5M | 0.03% | ABS-O |
| 694 | Fannie Mae | 3140X6ZY0 | Jun 2026 | 82,507,161 | $73.3M | 0.03% | ABS-MBS |
| 695 | Avon Finance | 000000000 | Jun 2026 | 55,110,134 | $73.1M | 0.03% | ABS-MBS |
| 696 | ROMANIA | 000000000 | Jun 2026 | 61,680,000 | $73.1M | 0.03% | DBT |
| 697 | Citigroup Mortgage Loan Trust Inc | 17292EAA8 | Jun 2026 | 80,279,472 | $72.9M | 0.03% | ABS-MBS |
| 698 | HSBC HOLDINGS PLC | 404280BT5 | Jun 2026 | 73,000,000 | $72.8M | 0.03% | DBT |
| 699 | BINOM Securitization Trust | 090975AA1 | Jun 2026 | 75,281,254 | $72.8M | 0.03% | ABS-MBS |
| 700 | BOEING CO/THE | 097023DP7 | Jun 2026 | 71,656,000 | $72.6M | 0.03% | DBT |
| 701 | Elevation CLO Ltd | 28623YAU7 | Jun 2026 | 72,500,000 | $72.6M | 0.03% | ABS-CBDO |
| 702 | Grosvenor Place CLO | 000000000 | Jun 2026 | 63,400,000 | $72.5M | 0.03% | ABS-CBDO |
| 703 | JP Morgan Chase Commercial Mortgage Sec Trust | 465981AA6 | Jun 2026 | 70,400,000 | $72.5M | 0.03% | ABS-MBS |
| 704 | UNITED AIR 2020-1 A PTT | 90931GAA7 | Jun 2026 | 71,562,658 | $72.4M | 0.03% | DBT |
| 705 | Capital Four CLO | 000000000 | Jun 2026 | 63,300,000 | $72.4M | 0.03% | ABS-CBDO |
| 706 | RUSSIAN FEDERATION | 000000000 | Jun 2026 | 105,600,000 | $72.3M | 0.03% | DBT |
| 707 | REPUBLIC OF SOUTH AFRICA | 000000000 | Jun 2026 | 1,169,600,000 | $72.0M | 0.03% | DBT |
| 708 | Santander Drive Auto Receivables Trust | 80287JAE4 | Jun 2026 | 70,830,148 | $71.4M | 0.03% | ABS-O |
| 709 | The Federal Republic of Nigeria | 000000000 | Jun 2026 | 100,654,600,000 | $71.2M | 0.03% | STIV |
| 710 | Cedar Funding Ltd | 15032DAZ4 | Jun 2026 | 71,000,000 | $71.1M | 0.03% | ABS-CBDO |
| 711 | Credit Suisse Mortgage Trust | 12647RAA2 | Jun 2026 | 78,865,685 | $70.9M | 0.03% | ABS-MBS |
| 712 | Rockford Tower CLO Ltd | 77340JAL9 | Jun 2026 | 70,700,000 | $70.8M | 0.03% | ABS-CBDO |
| 713 | NISSAN MOTOR CO | 654744AC5 | Jun 2026 | 71,663,000 | $70.5M | 0.03% | DBT |
| 714 | Invesco Euro CLO | 000000000 | Jun 2026 | 61,676,597 | $70.5M | 0.03% | ABS-CBDO |
| 715 | NEW UNITY COMMON STOCKK | 000000000 | Jun 2026 | 6,136,182 | $70.4M | 0.03% | EC |
| 716 | REPUBLIC OF COLOMBIA | 000000000 | Jun 2026 | 61,900,000 | $70.4M | 0.03% | DBT |
| 717 | Dutch Mortgage Warehouse Finance | 000000000 | Jun 2026 | 61,488,000 | $70.3M | 0.03% | ABS-MBS |
| 718 | REPUBLIC OF SOUTH AFRICA | 000000000 | Jun 2026 | 1,062,000,000 | $70.2M | 0.03% | DBT |
| 719 | Pretium Mortgage Credit Partners LLC | 69383QAA2 | Jun 2026 | 70,612,325 | $70.0M | 0.03% | ABS-O |
| 720 | Government National Mortgage Association | 21H020683 | Jun 2026 | 85,000,000 | $69.6M | 0.03% | ABS-MBS |
| 721 | Invesco Euro CLO XII DAC | 000000000 | Jun 2026 | 60,700,000 | $69.4M | 0.03% | ABS-CBDO |
| 722 | TITULOS DE TESORERIA | 000000000 | Jun 2026 | 224,877,400,000 | $69.4M | 0.03% | DBT |
| 723 | Taupe Funding Trust | 876692AD6 | Jun 2026 | 69,065,000 | $69.3M | 0.03% | ABS-O |
| 724 | HOUT BAY | 442451AA8 | Jun 2026 | 463,545,485 | $68.8M | 0.03% | ABS-CBDO |
| 725 | Durham Mortgages | 000000000 | Jun 2026 | 51,843,000 | $68.8M | 0.03% | ABS-MBS |
| 726 | BPCE SA | 05571AAR6 | Jun 2026 | 66,000,000 | $68.6M | 0.03% | DBT |
| 727 | Proteus RMBS DAC | 000000000 | Jun 2026 | 85,302,000 | $68.6M | 0.03% | ABS-MBS |
| 728 | Credit Suisse Mortgage Trust | 12594YAF9 | Jun 2026 | 171,237,502 | $68.5M | 0.03% | ABS-MBS |
| 729 | Government National Mortgage Association | 3618N5GK9 | Jun 2026 | 75,822,529 | $68.2M | 0.03% | ABS-MBS |
| 730 | Barings Euro CLO DAC | 000000000 | Jun 2026 | 59,500,000 | $68.0M | 0.03% | ABS-CBDO |
| 731 | Harvest US CLO Ltd | 41755WAL4 | Jun 2026 | 67,700,000 | $67.9M | 0.03% | ABS-CBDO |
| 732 | Fannie Mae | 3140QDAY0 | Jun 2026 | 76,277,304 | $67.8M | 0.03% | ABS-MBS |
| 733 | REPUBLIC OF COLOMBIA | 000000000 | Jun 2026 | 59,500,000 | $67.6M | 0.03% | DBT |
| 734 | Madison Park Funding Ltd | 55821LAS3 | Jun 2026 | 66,900,000 | $66.9M | 0.03% | ABS-CBDO |
| 735 | WSTN Trust | 92943AAA2 | Jun 2026 | 66,300,000 | $66.9M | 0.03% | ABS-MBS |
| 736 | Shackleton CLO LTD | 81880XAW2 | Jun 2026 | 66,800,000 | $66.9M | 0.03% | ABS-CBDO |
| 737 | SMB Private Education Loan Trust | 83208BAA9 | Jun 2026 | 67,398,925 | $66.8M | 0.03% | ABS-O |
| 738 | Fannie Mae | 3140BSM87 | Jun 2026 | 67,874,879 | $66.8M | 0.03% | ABS-MBS |
| 739 | SMB Private Education Loan Trust | 83208DAE7 | Jun 2026 | 71,359,000 | $66.7M | 0.03% | ABS-O |
| 740 | Invesco Euro CLO XI DAC | 000000000 | Jun 2026 | 57,900,000 | $66.2M | 0.03% | ABS-CBDO |
| 741 | AGFC CAPITAL TRUST I | 00846NAA5 | Jun 2026 | 105,720,000 | $66.1M | 0.03% | DBT |
| 742 | Anchorage Capital CLO LTD | 03328TCC7 | Jun 2026 | 65,800,000 | $65.9M | 0.03% | ABS-CBDO |
| 743 | Freddie Mac | 3132DWNX7 | Jun 2026 | 65,397,460 | $65.7M | 0.03% | ABS-MBS |
| 744 | Wind River CLO Ltd | 97314DAN8 | Jun 2026 | 65,695,487 | $65.7M | 0.03% | ABS-CBDO |
| 745 | Carvana Auto Receivables Trust | 14688AAB3 | Jun 2026 | 65,727,658 | $65.7M | 0.03% | ABS-O |
| 746 | Fannie Mae | 31418FGY7 | Jun 2026 | 65,294,841 | $65.6M | 0.03% | ABS-MBS |
| 747 | SMB Private Education Loan Trust | 78449HAE7 | Jun 2026 | 64,173,000 | $65.6M | 0.03% | ABS-O |
| 748 | CPS Auto Trust | 22410MAA7 | Jun 2026 | 65,734,682 | $65.6M | 0.03% | ABS-O |
| 749 | REPUBLIC OF PERU | 000000000 | Jun 2026 | 217,159,000 | $65.1M | 0.03% | DBT |
| 750 | Stellantis Financial Underwritten Enhanced Lease Trust | 85855EAB2 | Jun 2026 | 64,934,640 | $64.9M | 0.03% | ABS-O |
| 751 | Bain Capital Credit CLO, Limited | 05684NAL5 | Jun 2026 | 64,800,000 | $64.9M | 0.03% | ABS-CBDO |
| 752 | PACIFIC GAS & ELECTRIC | 694308KC0 | Jun 2026 | 67,000,000 | $64.8M | 0.03% | DBT |
| 753 | Fannie Mae | 3140QVAH7 | Jun 2026 | 62,238,030 | $64.6M | 0.03% | ABS-MBS |
| 754 | Credit Suisse Mortgage Trust | 12597AAF8 | Jun 2026 | 118,734,054 | $64.5M | 0.03% | ABS-MBS |
| 755 | PACIFIC GAS & ELECTRIC | 694308KB2 | Jun 2026 | 65,400,000 | $64.5M | 0.03% | DBT |
| 756 | Citigroup Mortgage Loan Trust Inc | 17326JAS8 | Jun 2026 | 76,256,643 | $64.5M | 0.03% | ABS-MBS |
| 757 | Woodward Capital Management | 74942JAA2 | Jun 2026 | 65,041,670 | $64.3M | 0.03% | ABS-MBS |
| 758 | BANCO SANTANDER SA | 05964HAY1 | Jun 2026 | 61,400,000 | $64.2M | 0.03% | DBT |
| 759 | Providus CLO | 000000000 | Jun 2026 | 55,900,000 | $63.9M | 0.03% | ABS-CBDO |
| 760 | ICG Euro CLO | 000000000 | Jun 2026 | 55,900,000 | $63.9M | 0.03% | ABS-CBDO |
| 761 | CDW LLC/CDW FINANCE | 12513GBG3 | Jun 2026 | 64,300,000 | $63.8M | 0.03% | DBT |
| 762 | Bain Capital Credit CLO, Limited | 05684AAY5 | Jun 2026 | 63,700,000 | $63.8M | 0.03% | ABS-CBDO |
| 763 | Aqueduct European CLO | 000000000 | Jun 2026 | 55,800,000 | $63.8M | 0.03% | ABS-CBDO |
| 764 | Tikehau | 000000000 | Jun 2026 | 55,500,000 | $63.5M | 0.03% | ABS-CBDO |
| 765 | Penta CLO S.A. | 000000000 | Jun 2026 | 55,500,000 | $63.5M | 0.03% | ABS-CBDO |
| 766 | Chester A | 000000000 | Jun 2026 | 47,629,953 | $63.3M | 0.03% | ABS-MBS |
| 767 | WATR Issuer Trust | 92892LAA9 | Jun 2026 | 63,165,758 | $63.2M | 0.03% | ABS-O |
| 768 | Fannie Mae | 3140X6F48 | Jun 2026 | 70,820,546 | $63.1M | 0.03% | ABS-MBS |
| 769 | Chase Mortgage Finance Corporation | 16159RAC9 | Jun 2026 | 70,685,125 | $63.0M | 0.03% | ABS-MBS |
| 770 | Hayfin Emerald CLO | 000000000 | Jun 2026 | 55,000,000 | $62.9M | 0.03% | ABS-CBDO |
| 771 | Fannie Mae | 3140JWBZ2 | Jun 2026 | 70,574,575 | $62.9M | 0.03% | ABS-MBS |
| 772 | Neuberger Berman CLO Ltd | 64134AAJ1 | Jun 2026 | 62,500,000 | $62.5M | 0.03% | ABS-CBDO |
| 773 | SMB Private Education Loan Trust | 83206NAC1 | Jun 2026 | 64,737,602 | $62.5M | 0.03% | ABS-O |
| 774 | Arbour CLO | 000000000 | Jun 2026 | 54,500,000 | $62.4M | 0.03% | ABS-CBDO |
| 775 | Palmer Square European Loan Funding | 000000000 | Jun 2026 | 54,428,445 | $62.2M | 0.03% | ABS-CBDO |
| 776 | OFSI Fund LTD | 67115PAW5 | Jun 2026 | 62,000,000 | $62.0M | 0.03% | ABS-CBDO |
| 777 | Chase Mortgage Finance Corporation | 161927AC2 | Jun 2026 | 69,677,805 | $62.0M | 0.03% | ABS-MBS |
| 778 | BARCLAYS PLC | 06738ECJ2 | Jun 2026 | 61,695,000 | $61.9M | 0.03% | DBT |
| 779 | Santander Drive Auto Receivables Trust | 802923AB8 | Jun 2026 | 61,850,350 | $61.8M | 0.03% | ABS-O |
| 780 | HarborView Mortgage Loan Trust | 41161XAA4 | Jun 2026 | 68,499,493 | $61.8M | 0.03% | ABS-MBS |
| 781 | Freddie Mac | 3132DWN74 | Jun 2026 | 62,612,109 | $61.7M | 0.03% | ABS-MBS |
| 782 | Credit Suisse Mortgage Trust | 12597GAN8 | Jun 2026 | 61,800,825 | $61.7M | 0.03% | ABS-MBS |
| 783 | World Omni Auto Receivables Trust | 98164NAD7 | Jun 2026 | 61,463,647 | $61.6M | 0.03% | ABS-O |
| 784 | WARWICK FINANCE RESIDENTIAL MORTGAGES PLC | 000000000 | Jun 2026 | 46,014,000 | $61.4M | 0.03% | ABS-MBS |
| 785 | Kinbane DAC | 000000000 | Jun 2026 | 53,616,573 | $61.4M | 0.03% | ABS-MBS |
| 786 | Carvana Auto Receivables Trust | 14689MAD2 | Jun 2026 | 61,238,000 | $61.3M | 0.03% | ABS-O |
| 787 | LCH Ltd. | 000000000 | Jun 2026 | 432,500,000 | $61.3M | 0.03% | DIR |
| 788 | REPUBLIC OF SOUTH AFRICA | 000000000 | Jun 2026 | 1,170,600,000 | $61.3M | 0.03% | DBT |
| 789 | Towd Point Mortgage Trust | 891959AA6 | Jun 2026 | 62,094,733 | $61.2M | 0.03% | ABS-MBS |
| 790 | PETROLEOS MEXICANOS | 71654QCC4 | Jun 2026 | 71,382,000 | $61.2M | 0.03% | DBT |
| 791 | TIB DIVERSIFIED PAYMENT RIGHTS | 000000000 | Jun 2026 | 60,100,000 | $61.1M | 0.03% | ABS-MBS |
| 792 | Durham Mortgages | 000000000 | Jun 2026 | 46,041,000 | $60.9M | 0.03% | ABS-MBS |
| 793 | Onslow Bay Financial LLC | 67123GAC9 | Jun 2026 | 61,531,024 | $60.9M | 0.03% | ABS-MBS |
| 794 | TITULOS DE TESORERIA | 000000000 | Jun 2026 | 242,000,000,000 | $60.9M | 0.03% | DBT |
| 795 | SMB Private Education Loan Trust | 78450PAA3 | Jun 2026 | 58,224,056 | $60.3M | 0.03% | ABS-O |
| 796 | Fortress Credit BSL Limited | 349936AL8 | Jun 2026 | 60,100,000 | $60.2M | 0.03% | ABS-CBDO |
| 797 | Cordatus CLO PLC | 000000000 | Jun 2026 | 52,500,000 | $60.1M | 0.03% | ABS-CBDO |
| 798 | PRP Advisors, LLC | 69383BAA5 | Jun 2026 | 60,335,331 | $60.0M | 0.03% | ABS-MBS |
| 799 | Hilton USA Trust | 43289VAA1 | Jun 2026 | 71,800,000 | $59.9M | 0.03% | ABS-MBS |
| 800 | Navesink CLO, Limited | 63942YAQ7 | Jun 2026 | 59,800,000 | $59.8M | 0.03% | ABS-CBDO |
| 801 | Durham Mortgages | 000000000 | Jun 2026 | 45,040,000 | $59.7M | 0.03% | ABS-MBS |
| 802 | Towd Point Mortgage Trust | 89183GAA4 | Jun 2026 | 59,705,483 | $59.6M | 0.03% | ABS-MBS |
| 803 | CIM Trust | 12569SAA4 | Jun 2026 | 60,894,553 | $59.6M | 0.03% | ABS-MBS |
| 804 | Bosphorus CLO | 000000000 | Jun 2026 | 52,000,000 | $59.5M | 0.03% | ABS-CBDO |
| 805 | Silver Rock CLO Ltd | 82812LAN9 | Jun 2026 | 59,400,000 | $59.4M | 0.03% | ABS-CBDO |
| 806 | Proteus RMBS DAC | 000000000 | Jun 2026 | 52,929,000 | $59.4M | 0.03% | ABS-MBS |
| 807 | GM Financial Consumer Automobile Receivables Trust | 38013KAD2 | Jun 2026 | 58,793,916 | $59.1M | 0.03% | ABS-O |
| 808 | GS Mortgage-Backed Securities Trust | 36273CAR8 | Jun 2026 | 67,150,144 | $59.0M | 0.03% | ABS-MBS |
| 809 | Symphony CLO Ltd | 87168NAU8 | Jun 2026 | 58,900,000 | $59.0M | 0.03% | ABS-CBDO |
| 810 | Consumer Loan Finance Issuer Trust | 21050UAB4 | Jun 2026 | 58,507,661 | $58.9M | 0.03% | ABS-O |
| 811 | Nigeria OMO Bill | 000000000 | Jun 2026 | 90,458,325,000 | $58.9M | 0.03% | STIV |
| 812 | Pretium Mortgage Credit Partners LLC | 69385BAA3 | Jun 2026 | 58,700,000 | $58.9M | 0.03% | ABS-O |
| 813 | Intercontinental Exchange, Inc. | 000000000 | Jun 2026 | 2,679,200,000 | $58.8M | 0.03% | DCR |
| 814 | Wellfleet CLO Ltd | 95023AAL4 | Jun 2026 | 58,600,000 | $58.7M | 0.03% | ABS-CBDO |
| 815 | Ripon Mortgages | 000000000 | Jun 2026 | 44,102,000 | $58.6M | 0.03% | ABS-MBS |
| 816 | Consumer Loan Finance Issuer Trust | 21056DAB6 | Jun 2026 | 57,259,809 | $58.5M | 0.03% | ABS-O |
| 817 | SOUTH AFRICAN T-BILLS | 000000000 | Jun 2026 | 966,800,000 | $58.5M | 0.03% | STIV |
| 818 | Societe Generale SA | 000000000 | Jun 2026 | 1 | $58.5M | 0.03% | DFE |
| 819 | Freddie Mac | 3132DUW52 | Jun 2026 | 57,661,613 | $58.5M | 0.03% | ABS-MBS |
| 820 | Durham Mortgages | 000000000 | Jun 2026 | 44,096,000 | $58.4M | 0.03% | ABS-MBS |
| 821 | KONA SPC LTD | 000000000 | Jun 2026 | 51,000,000 | $58.3M | 0.03% | DBT |
| 822 | Nomura Resecuritization Trust | 65539WAB8 | Jun 2026 | 77,855,910 | $58.1M | 0.03% | ABS-MBS |
| 823 | LCH Ltd. | 000000000 | Jun 2026 | 5,346,265,000 | $58.1M | 0.03% | DIR |
| 824 | Freddie Mac | 3132DWGH0 | Jun 2026 | 57,363,792 | $58.0M | 0.03% | ABS-MBS |
| 825 | Freddie Mac | 3132DWPS6 | Jun 2026 | 57,694,282 | $57.9M | 0.03% | ABS-MBS |
| 826 | ARES CLO Ltd | 04019FAL1 | Jun 2026 | 57,900,000 | $57.9M | 0.03% | ABS-CBDO |
| 827 | ROMANIA | 000000000 | Jun 2026 | 55,700,000 | $57.8M | 0.03% | DBT |
| 828 | LCH Ltd. | 000000000 | Jun 2026 | 9,712,740,000 | $57.7M | 0.02% | DIR |
| 829 | Fannie Mae | 3140Y7K64 | Jun 2026 | 56,353,409 | $57.3M | 0.02% | ABS-MBS |
| 830 | Credit Suisse Mortgage Trust | 12597GAX6 | Jun 2026 | 57,175,750 | $57.2M | 0.02% | ABS-MBS |
| 831 | Citigroup Mortgage Loan Trust Inc | 17332ACD0 | Jun 2026 | 55,199,672 | $57.1M | 0.02% | ABS-MBS |
| 832 | TITULOS DE TESORERIA | 000000000 | Jun 2026 | 216,000,000,000 | $56.8M | 0.02% | DBT |
| 833 | Fannie Mae | 3140BVR77 | Jun 2026 | 57,681,091 | $56.7M | 0.02% | ABS-MBS |
| 834 | Barrow Funding PLC | 000000000 | Jun 2026 | 42,391,000 | $56.7M | 0.02% | ABS-MBS |
| 835 | Crown City CLO | 22824DAQ2 | Jun 2026 | 56,600,000 | $56.6M | 0.02% | ABS-CBDO |
| 836 | LCH Ltd. | 000000000 | Jun 2026 | 275,310,000,000 | $56.6M | 0.02% | DIR |
| 837 | NATIONWIDE BLDG SOCIETY | 63861VAE7 | Jun 2026 | 57,892,000 | $56.4M | 0.02% | DBT |
| 838 | Fannie Mae | 3140QDEP5 | Jun 2026 | 63,063,770 | $56.1M | 0.02% | ABS-MBS |
| 839 | RUSSIAN RAIL(RZD CAP) | 000000000 | Jun 2026 | 60,389,000 | $56.1M | 0.02% | DBT |
| 840 | Navient Student Loan Trust | 63942TAC9 | Jun 2026 | 52,400,000 | $56.1M | 0.02% | ABS-O |
| 841 | Credit Suisse Mortgage Trust | 12597GAY4 | Jun 2026 | 57,175,750 | $56.0M | 0.02% | ABS-MBS |
| 842 | Towd Point Mortgage Trust | 891949BU2 | Jun 2026 | 56,002,508 | $55.9M | 0.02% | ABS-MBS |
| 843 | Legacy Mortgage Asset Trust | 52473LAG7 | Jun 2026 | 130,110,411 | $55.8M | 0.02% | ABS-MBS |
| 844 | HELLENIC REPUBLIC | 000000000 | Jun 2026 | 46,724,059 | $55.8M | 0.02% | DBT |
| 845 | NATIONWIDE BLDG SOCIETY | 63861VAB3 | Jun 2026 | 56,000,000 | $55.7M | 0.02% | DBT |
| 846 | Harvest CLO | 000000000 | Jun 2026 | 48,600,000 | $55.6M | 0.02% | ABS-CBDO |
| 847 | JP Morgan Chase Commercial Mortgage Sec Trust | 466317AA2 | Jun 2026 | 55,959,184 | $55.5M | 0.02% | ABS-MBS |
| 848 | MV Credit Euro CLO | 000000000 | Jun 2026 | 48,300,000 | $55.2M | 0.02% | ABS-CBDO |
| 849 | UBS GROUP AG | 225401AU2 | Jun 2026 | 60,085,000 | $55.2M | 0.02% | DBT |
| 850 | Carval CLO LTD | 14686WAW1 | Jun 2026 | 55,051,063 | $55.1M | 0.02% | ABS-CBDO |
| 851 | Verus Securitization Trust | 92541GAC1 | Jun 2026 | 55,112,238 | $55.1M | 0.02% | ABS-MBS |
| 852 | Credit Suisse Mortgage Trust | 12597GAE8 | Jun 2026 | 60,998,550 | $55.0M | 0.02% | ABS-MBS |
| 853 | Government National Mortgage Association | 36179UMM1 | Jun 2026 | 56,171,742 | $54.9M | 0.02% | ABS-MBS |
| 854 | Freddie Mac | 3142GW2W8 | Jun 2026 | 55,452,911 | $54.9M | 0.02% | ABS-MBS |
| 855 | Wells Fargo Commercial Mortgage Trust | 95004VAA5 | Jun 2026 | 54,702,697 | $54.8M | 0.02% | ABS-MBS |
| 856 | BARCLAYS PLC | 06738EBD6 | Jun 2026 | 54,550,000 | $54.8M | 0.02% | DBT |
| 857 | WATR Issuer Trust | 942611AA2 | Jun 2026 | 55,134,018 | $54.8M | 0.02% | ABS-O |
| 858 | Westlake Automobile Receivables Trust | 96043BAB8 | Jun 2026 | 54,800,000 | $54.7M | 0.02% | ABS-O |
| 859 | Trinitas Euro CLO | 000000000 | Jun 2026 | 47,800,000 | $54.7M | 0.02% | ABS-CBDO |
| 860 | Morgan Stanley Capital Inc | 617451EV7 | Jun 2026 | 65,586,034 | $54.7M | 0.02% | ABS-MBS |
| 861 | Government National Mortgage Association | 36179W7L6 | Jun 2026 | 59,774,610 | $54.5M | 0.02% | ABS-MBS |
| 862 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 97,800,000 | $54.5M | 0.02% | DIR |
| 863 | Dutch Mortgage Finance | 000000000 | Jun 2026 | 1,830,000 | $54.2M | 0.02% | ABS-MBS |
| 864 | Valley Funding Plc | 000000000 | Jun 2026 | 45,974,000 | $53.9M | 0.02% | ABS-MBS |
| 865 | SMB Private Education Loan Trust | 831943AB1 | Jun 2026 | 53,388,586 | $53.8M | 0.02% | ABS-O |
| 866 | Citigroup Mortgage Loan Trust Inc | 17329NAQ0 | Jun 2026 | 1,625,758,588 | $53.7M | 0.02% | ABS-MBS |
| 867 | REPUBLIC OF COLOMBIA | 000000000 | Jun 2026 | 47,250,000 | $53.7M | 0.02% | DBT |
| 868 | Symphony CLO Ltd | 87167QAQ1 | Jun 2026 | 53,600,000 | $53.7M | 0.02% | ABS-CBDO |
| 869 | Fannie Mae | 3140W0BA2 | Jun 2026 | 53,992,431 | $53.6M | 0.02% | ABS-MBS |
| 870 | 37 Capital CLO Ltd | 88429PBE1 | Jun 2026 | 53,400,000 | $53.5M | 0.02% | ABS-CBDO |
| 871 | Toyota Auto Receivables Owner Trust | 89239TAD4 | Jun 2026 | 53,414,081 | $53.5M | 0.02% | ABS-O |
| 872 | Woodward Capital Management | 748949AA2 | Jun 2026 | 53,145,375 | $53.2M | 0.02% | ABS-MBS |
| 873 | Dutch Mortgage Finance | 000000000 | Jun 2026 | 46,312,000 | $53.2M | 0.02% | ABS-MBS |
| 874 | VB DPR FINANCE COMPANY | 000000000 | Jun 2026 | 52,500,000 | $53.0M | 0.02% | DBT |
| 875 | LCH Ltd. | 000000000 | Jun 2026 | 93,523,200,000 | $52.8M | 0.02% | DIR |
| 876 | BARCLAYS PLC | 06738ECR4 | Jun 2026 | 51,700,000 | $52.8M | 0.02% | DBT |
| 877 | TOPAZ SOLAR FARMS LLC | 89054XAC9 | Jun 2026 | 53,148,902 | $52.4M | 0.02% | DBT |
| 878 | Novastar Home Equity Loan | 669971AA1 | Jun 2026 | 79,617,852 | $52.3M | 0.02% | ABS-MBS |
| 879 | CarMax Auto Owner Trust | 14319EAE6 | Jun 2026 | 51,930,907 | $52.3M | 0.02% | ABS-O |
| 880 | YELLOW TULIP ASSETCO B.V. | 000000000 | Jun 2026 | 45,750,000 | $52.3M | 0.02% | DBT |
| 881 | PPM CLO 3 Ltd. | 69355EAU9 | Jun 2026 | 52,000,000 | $52.1M | 0.02% | ABS-CBDO |
| 882 | Performer Funding | 000000000 | Jun 2026 | 40,795,000 | $51.5M | 0.02% | ABS-O |
| 883 | Merrill Lynch First Franklin Mortgage Loan Trust | 59024QAA8 | Jun 2026 | 84,728,976 | $51.5M | 0.02% | ABS-O |
| 884 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 177,300,000 | $51.5M | 0.02% | DIR |
| 885 | Cascade Funding Mortgage Trust | 147275AA9 | Jun 2026 | 52,614,569 | $51.5M | 0.02% | ABS-MBS |
| 886 | Option One Mortgage Loan Trust | 68403HAA0 | Jun 2026 | 85,083,508 | $51.4M | 0.02% | ABS-MBS |
| 887 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $51.4M | 0.02% | DFE |
| 888 | Capital Four CLO | 000000000 | Jun 2026 | 44,800,000 | $51.2M | 0.02% | ABS-CBDO |
| 889 | Societe Generale SA | 000000000 | Jun 2026 | 1 | $51.2M | 0.02% | DFE |
| 890 | Capital Street Master Trust | 14051LAC6 | Jun 2026 | 51,000,000 | $51.0M | 0.02% | ABS-O |
| 891 | Dutch Mortgage Finance | 000000000 | Jun 2026 | 44,327,000 | $50.9M | 0.02% | ABS-MBS |
| 892 | Fannie Mae | 3140Y7XD5 | Jun 2026 | 51,478,988 | $50.9M | 0.02% | ABS-MBS |
| 893 | SMB Private Education Loan Trust | 831935AC5 | Jun 2026 | 50,890,000 | $50.8M | 0.02% | ABS-O |
| 894 | Onslow Bay Financial LLC | 67118RAA6 | Jun 2026 | 50,555,491 | $50.7M | 0.02% | ABS-MBS |
| 895 | Chicago Board of Trade | 000000000 | Jun 2026 | 318,007 | $50.6M | 0.02% | DIR |
| 896 | BONOS DE TESORERIA | 000000000 | Jun 2026 | 159,768,000 | $50.6M | 0.02% | DBT |
| 897 | Proteus RMBS DAC | 000000000 | Jun 2026 | 44,740,666 | $50.6M | 0.02% | ABS-MBS |
| 898 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 879,650,000 | $50.6M | 0.02% | DIR |
| 899 | Freddie Mac | 3128MJZQ6 | Jun 2026 | 56,376,987 | $50.5M | 0.02% | ABS-MBS |
| 900 | URSA RE LTD | 90323WAQ3 | Jun 2026 | 49,500,000 | $50.4M | 0.02% | DBT |
| 901 | LCH Ltd. | 000000000 | Jun 2026 | 614,570,000 | $50.3M | 0.02% | DIR |
| 902 | Credit Suisse Mortgage Trust | 12597GAF5 | Jun 2026 | 60,998,550 | $50.3M | 0.02% | ABS-MBS |
| 903 | INTESA SANPAOLO SPA | 46115HCD7 | Jun 2026 | 44,166,000 | $49.7M | 0.02% | DBT |
| 904 | Performer Funding | 000000000 | Jun 2026 | 37,025,000 | $49.5M | 0.02% | ABS-O |
| 905 | Westlake Automobile Receivables Trust | 96041KAB0 | Jun 2026 | 49,270,288 | $49.3M | 0.02% | ABS-O |
| 906 | Providus CLO | 000000000 | Jun 2026 | 43,100,000 | $49.3M | 0.02% | ABS-CBDO |
| 907 | NOMURA HOLDINGS INC | 65535HAY5 | Jun 2026 | 51,800,000 | $49.2M | 0.02% | DBT |
| 908 | AVOLON HOLDINGS FNDG LTD | 05401AAR2 | Jun 2026 | 50,661,000 | $49.2M | 0.02% | DBT |
| 909 | Verdelite Static CLO Ltd | 92338VAA9 | Jun 2026 | 49,161,906 | $49.1M | 0.02% | ABS-CBDO |
| 910 | REPUBLIC OF VENEZUELA | 000000000 | Jun 2026 | 101,687,000 | $49.1M | 0.02% | DBT |
| 911 | Durham Mortgages | 000000000 | Jun 2026 | 36,945,000 | $49.0M | 0.02% | ABS-MBS |
| 912 | Freddie Mac | 3142GXFN2 | Jun 2026 | 49,112,385 | $48.7M | 0.02% | ABS-MBS |
| 913 | Onslow Bay Financial LLC | 67124NAA7 | Jun 2026 | 49,463,283 | $48.7M | 0.02% | ABS-MBS |
| 914 | Wells Fargo Commercial Mortgage Trust | 94990HAA5 | Jun 2026 | 48,500,000 | $48.6M | 0.02% | ABS-MBS |
| 915 | GS Mortgage-Backed Securities Trust | 362963AA8 | Jun 2026 | 50,092,699 | $48.5M | 0.02% | ABS-MBS |
| 916 | Verus Securitization Trust | 92490FAC4 | Jun 2026 | 48,753,818 | $48.5M | 0.02% | ABS-MBS |
| 917 | CQS US CLO Ltd | 12659UAL6 | Jun 2026 | 48,400,000 | $48.5M | 0.02% | ABS-CBDO |
| 918 | Santander Drive Auto Receivables Trust | 80288JAB9 | Jun 2026 | 48,127,340 | $48.2M | 0.02% | ABS-O |
| 919 | Fannie Mae | 3140QVE26 | Jun 2026 | 46,487,073 | $48.1M | 0.02% | ABS-MBS |
| 920 | Palmer Square European Loan Funding | 000000000 | Jun 2026 | 42,072,136 | $48.1M | 0.02% | ABS-CBDO |
| 921 | PETROLEOS MEXICANOS | 71654QDF6 | Jun 2026 | 57,150,000 | $48.1M | 0.02% | DBT |
| 922 | The Federal Republic of Nigeria | 000000000 | Jun 2026 | 66,422,500,000 | $48.1M | 0.02% | STIV |
| 923 | Databricks Inc | 23803RAF8 | Jun 2026 | 48,024,017 | $48.0M | 0.02% | LON |
| 924 | Syniverse Holdings Inc | 87168TAB7 | Jun 2026 | 55,056,993 | $48.0M | 0.02% | LON |
| 925 | CarMax Select Receivables Trust | 14320BAB5 | Jun 2026 | 48,007,155 | $48.0M | 0.02% | ABS-O |
| 926 | Invesco CLO 2022-2, Ltd. | 46145XAL0 | Jun 2026 | 47,800,000 | $47.9M | 0.02% | ABS-CBDO |
| 927 | Government National Mortgage Association | 3618N5ML0 | Jun 2026 | 53,197,230 | $47.8M | 0.02% | ABS-MBS |
| 928 | Chester A | 000000000 | Jun 2026 | 35,868,000 | $47.8M | 0.02% | ABS-MBS |
| 929 | Residential Asset Securities Corporation | 75406YAD9 | Jun 2026 | 55,497,232 | $47.7M | 0.02% | ABS-MBS |
| 930 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 413,273,000 | $47.5M | 0.02% | DIR |
| 931 | College Ave Student Loans | 19425MAA6 | Jun 2026 | 46,107,287 | $47.4M | 0.02% | ABS-O |
| 932 | Hyundai Auto Receivables Trust | 44934QAD3 | Jun 2026 | 47,180,632 | $47.3M | 0.02% | ABS-O |
| 933 | Fannie Mae | 3140BVR85 | Jun 2026 | 47,981,150 | $47.2M | 0.02% | ABS-MBS |
| 934 | Freddie Mac | 3142J6DY6 | Jun 2026 | 48,009,867 | $47.2M | 0.02% | ABS-MBS |
| 935 | Pretium Mortgage Credit Partners LLC | 74144HAA2 | Jun 2026 | 47,101,671 | $47.2M | 0.02% | ABS-O |
| 936 | Fannie Mae | 3140QBS74 | Jun 2026 | 53,080,989 | $47.1M | 0.02% | ABS-MBS |
| 937 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 223,140,000 | $47.1M | 0.02% | DCR |
| 938 | Consumer Loan Finance Issuer Trust | 21056EAB4 | Jun 2026 | 46,011,590 | $47.1M | 0.02% | ABS-O |
| 939 | Freddie Mac | 3132DWMS9 | Jun 2026 | 46,726,755 | $47.0M | 0.02% | ABS-MBS |
| 940 | Post CLO LTD | 73742FAJ5 | Jun 2026 | 46,800,000 | $46.9M | 0.02% | ABS-CBDO |
| 941 | RBSSP Resecuritization Trust | 74931PAA1 | Jun 2026 | 67,221,690 | $46.7M | 0.02% | ABS-MBS |
| 942 | Freddie Mac | 3132DWPG2 | Jun 2026 | 47,412,220 | $46.7M | 0.02% | ABS-MBS |
| 943 | Pretium Mortgage Credit Partners LLC | 740937AA5 | Jun 2026 | 46,603,485 | $46.7M | 0.02% | ABS-O |
| 944 | PACIFIC GAS & ELECTRIC | 694308JG3 | Jun 2026 | 51,959,000 | $46.6M | 0.02% | DBT |
| 945 | Legacy Mortgage Asset Trust | 52473MAF7 | Jun 2026 | 53,302,000 | $46.6M | 0.02% | ABS-MBS |
| 946 | BONOS TESORERIA PESOS | 000000000 | Jun 2026 | 41,135,000,000 | $46.6M | 0.02% | DBT |
| 947 | Pikes Peak CLO | 72132WAN9 | Jun 2026 | 46,500,000 | $46.6M | 0.02% | ABS-CBDO |
| 948 | Morgan Stanley & Co. LLC | 000000000 | Jun 2026 | 158,900,000 | $46.5M | 0.02% | DIR |
| 949 | SoFi Alternative Trust | 83406XAB9 | Jun 2026 | 54,100,000 | $46.5M | 0.02% | ABS-O |
| 950 | College Ave Student Loans | 19425MAB4 | Jun 2026 | 45,977,193 | $46.3M | 0.02% | ABS-O |
| 951 | Merrill Lynch First Franklin Mortgage Loan Trust | 59025CAA8 | Jun 2026 | 45,912,218 | $46.2M | 0.02% | ABS-O |
| 952 | GATEWAY LEASE CTL A | 000000000 | Jun 2026 | 70,201,265 | $46.2M | 0.02% | DBT |
| 953 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 325,000,000 | $46.1M | 0.02% | DIR |
| 954 | BPCE SA | 05571AAS4 | Jun 2026 | 42,300,000 | $46.1M | 0.02% | DBT |
| 955 | SOFTBANK VISION FUND II | 000000000 | Jun 2026 | 45,135,190 | $45.9M | 0.02% | LON |
| 956 | Thayer Park CLO, Ltd. | 883310AW4 | Jun 2026 | 45,800,000 | $45.9M | 0.02% | ABS-CBDO |
| 957 | LCH Ltd. | 000000000 | Jun 2026 | 198,200,000 | $45.8M | 0.02% | DIR |
| 958 | Towd Point Mortgage Trust | 891962AA0 | Jun 2026 | 45,600,000 | $45.7M | 0.02% | ABS-MBS |
| 959 | BMW Vehicle Lease Trust | 05613MAD1 | Jun 2026 | 45,651,898 | $45.7M | 0.02% | ABS-O |
| 960 | American Money Management Corporation | 00173UAS3 | Jun 2026 | 45,500,000 | $45.5M | 0.02% | ABS-CBDO |
| 961 | TITULOS DE TESORERIA | 000000000 | Jun 2026 | 157,204,800,000 | $45.5M | 0.02% | DBT |
| 962 | Towd Point Mortgage Trust | 89170UAA8 | Jun 2026 | 45,769,592 | $45.4M | 0.02% | ABS-MBS |
| 963 | Fannie Mae | 3140U1MB8 | Jun 2026 | 46,141,173 | $45.4M | 0.02% | ABS-MBS |
| 964 | Morgan Stanley Residential Mortgage Loan Trust | 617955AA7 | Jun 2026 | 45,580,260 | $45.4M | 0.02% | ABS-MBS |
| 965 | Freddie Mac | 3142J6C84 | Jun 2026 | 46,081,014 | $45.3M | 0.02% | ABS-MBS |
| 966 | Roundstone Securities | 000000000 | Jun 2026 | 39,593,000 | $45.3M | 0.02% | ABS-MBS |
| 967 | Countrywide Asset-Backed Certificates | 12668NAA5 | Jun 2026 | 50,820,695 | $45.3M | 0.02% | ABS-O |
| 968 | Morgan Stanley & Co. LLC | 000000000 | Jun 2026 | 159,400,000 | $45.2M | 0.02% | DIR |
| 969 | Freddie Mac | 3132XWY88 | Jun 2026 | 48,998,660 | $45.1M | 0.02% | ABS-MBS |
| 970 | AMERICAN GENERAL MORTGAGE LOAN TRUST | 02640FAD0 | Jun 2026 | 58,441,483 | $45.1M | 0.02% | ABS-MBS |
| 971 | MFRA Trust | 55285WAA7 | Jun 2026 | 45,367,347 | $45.1M | 0.02% | ABS-MBS |
| 972 | iHeartMedia Inc | 45174J608 | Jun 2026 | 12,214,441 | $45.1M | 0.02% | EC |
| 973 | Pikes Peak CLO | 72133JAY3 | Jun 2026 | 45,000,000 | $45.1M | 0.02% | ABS-CBDO |
| 974 | Fannie Mae | 31418FWP8 | Jun 2026 | 45,729,917 | $45.0M | 0.02% | ABS-MBS |
| 975 | Affirm Master Trust | 00833BAN8 | Jun 2026 | 45,110,000 | $44.8M | 0.02% | ABS-O |
| 976 | Wellfleet CLO Ltd | 94950CAL0 | Jun 2026 | 44,500,000 | $44.6M | 0.02% | ABS-CBDO |
| 977 | Fannie Mae | 3140N9S56 | Jun 2026 | 44,034,773 | $44.5M | 0.02% | ABS-MBS |
| 978 | Durham Mortgages | 000000000 | Jun 2026 | 33,530,000 | $44.5M | 0.02% | ABS-MBS |
| 979 | Credit Suisse Mortgage Trust | 12653HAF4 | Jun 2026 | 104,331,993 | $44.5M | 0.02% | ABS-MBS |
| 980 | SoFi Alternative Trust | 834012AA4 | Jun 2026 | 46,634,150 | $44.2M | 0.02% | ABS-O |
| 981 | CAPE LOOKOUT RE LTD | 13947LAG7 | Jun 2026 | 42,300,000 | $44.2M | 0.02% | DBT |
| 982 | CREDICORP CAPITAL SOCIED | 224939AB4 | Jun 2026 | 140,900,000 | $44.2M | 0.02% | DBT |
| 983 | PRP Advisors, LLC | 74448VAA4 | Jun 2026 | 45,083,515 | $44.0M | 0.02% | ABS-MBS |
| 984 | Navient Education Loan Trust | 63943MAA7 | Jun 2026 | 44,121,276 | $43.9M | 0.02% | ABS-O |
| 985 | Woodward Capital Management | 749423AA7 | Jun 2026 | 44,199,129 | $43.9M | 0.02% | ABS-MBS |
| 986 | Ocean Trails CLO | 67514VAL3 | Jun 2026 | 43,800,000 | $43.8M | 0.02% | ABS-CBDO |
| 987 | Option One Mortgage Loan Trust | 68389FKS2 | Jun 2026 | 54,206,000 | $43.7M | 0.02% | ABS-MBS |
| 988 | PREFERRED TERM SECS XXV | 74042FAB7 | Jun 2026 | 48,367,009 | $43.7M | 0.02% | DBT |
| 989 | GMF Canada Leasing Trust | 36252MEM8 | Jun 2026 | 61,400,000 | $43.7M | 0.02% | ABS-O |
| 990 | Bank of America NA | 000000000 | Jun 2026 | 206,600,000 | $43.6M | 0.02% | DCR |
| 991 | NEW WINDSTREAM PREFERRED STOCK | 000000000 | Jun 2026 | 39,145 | $43.6M | 0.02% | EC |
| 992 | SMB Private Education Loan Trust | 831943AA3 | Jun 2026 | 43,235,532 | $43.5M | 0.02% | ABS-O |
| 993 | Government National Mortgage Association | 3618N6BB2 | Jun 2026 | 48,336,502 | $43.4M | 0.02% | ABS-MBS |
| 994 | Citigroup Mortgage Loan Trust Inc | 17311XAB1 | Jun 2026 | 58,378,491 | $43.4M | 0.02% | ABS-MBS |
| 995 | FPS Finance Co 1 LLC | 000000000 | Jun 2026 | 43,300,000 | $43.3M | 0.02% | LON |
| 996 | JETBLUE AIRWAYS CORP | 477164AA5 | Jun 2026 | 45,446,860 | $43.2M | 0.02% | DBT |
| 997 | Cross Mortgage Trust | 227923AA7 | Jun 2026 | 43,469,515 | $43.2M | 0.02% | ABS-MBS |
| 998 | PETROLEOS DE VENEZUELA S | 000000000 | Jun 2026 | 117,045,000 | $43.0M | 0.02% | DBT |
| 999 | PACIFIC GAS & ELECTRIC | 694308JF5 | Jun 2026 | 44,031,000 | $42.9M | 0.02% | DBT |
| 1000 | Citigroup Mortgage Loan Trust Inc | 17329NAH0 | Jun 2026 | 58,822,100 | $42.9M | 0.02% | ABS-MBS |
| 1001 | LCM Ltd Partnership | 50201QAL8 | Jun 2026 | 42,800,000 | $42.8M | 0.02% | ABS-CBDO |
| 1002 | Proteus RMBS DAC | 000000000 | Jun 2026 | 38,495,000 | $42.8M | 0.02% | ABS-MBS |
| 1003 | NATWEST GROUP PLC | 639057AL2 | Jun 2026 | 42,300,000 | $42.6M | 0.02% | DBT |
| 1004 | Credit Suisse Mortgage Trust | 12597GAZ1 | Jun 2026 | 57,175,842 | $42.4M | 0.02% | ABS-MBS |
| 1005 | Kinbane DAC | 000000000 | Jun 2026 | 37,053,602 | $42.4M | 0.02% | ABS-MBS |
| 1006 | Freddie Mac | 3132D9CV4 | Jun 2026 | 47,255,400 | $42.3M | 0.02% | ABS-MBS |
| 1007 | PROSUS NV | 74365PAF5 | Jun 2026 | 46,300,000 | $42.1M | 0.02% | DBT |
| 1008 | CHSTA 1A Y | 000000000 | Jun 2026 | 8,950 | $42.1M | 0.02% | ABS-MBS |
| 1009 | Barclays Bank PLC | 000000000 | Jun 2026 | 42,052,000 | $42.1M | 0.02% | RA |
| 1010 | Onslow Bay Financial LLC | 67449PAE2 | Jun 2026 | 42,000,000 | $42.0M | 0.02% | ABS-MBS |
| 1011 | Fannie Mae | 3140Y6DX5 | Jun 2026 | 40,407,833 | $42.0M | 0.02% | ABS-MBS |
| 1012 | Drive Auto Receivables Trust | 262103AC8 | Jun 2026 | 42,001,421 | $42.0M | 0.02% | ABS-O |
| 1013 | JP Morgan Mortgage Trust | 46660PAE8 | Jun 2026 | 42,571,848 | $42.0M | 0.02% | ABS-MBS |
| 1014 | Freddie Mac | 31427MGR6 | Jun 2026 | 42,290,030 | $42.0M | 0.02% | ABS-MBS |
| 1015 | CUMULUS STATIC CLO | 000000000 | Jun 2026 | 36,698,922 | $42.0M | 0.02% | ABS-CBDO |
| 1016 | Freddie Mac | 31427HXN7 | Jun 2026 | 42,639,682 | $41.9M | 0.02% | ABS-MBS |
| 1017 | Verus Securitization Trust | 92541EAC6 | Jun 2026 | 42,221,376 | $41.9M | 0.02% | ABS-MBS |
| 1018 | Ares Euro CLO | 000000000 | Jun 2026 | 36,600,000 | $41.8M | 0.02% | ABS-CBDO |
| 1019 | Freddie Mac | 31427PP99 | Jun 2026 | 40,837,760 | $41.6M | 0.02% | ABS-MBS |
| 1020 | Avon Finance | 000000000 | Jun 2026 | 31,368,000 | $41.6M | 0.02% | ABS-MBS |
| 1021 | Freddie Mac | 31427HWT5 | Jun 2026 | 42,267,875 | $41.6M | 0.02% | ABS-MBS |
| 1022 | CAIXABANK SA | 12803RAB0 | Jun 2026 | 41,400,000 | $41.6M | 0.02% | DBT |
| 1023 | Pretium Mortgage Credit Partners LLC | 69393DAA9 | Jun 2026 | 41,793,661 | $41.5M | 0.02% | ABS-MBS |
| 1024 | Fannie Mae | 3140QBS90 | Jun 2026 | 46,677,339 | $41.5M | 0.02% | ABS-MBS |
| 1025 | EDISON INTERNATIONAL | 281020BC0 | Jun 2026 | 40,350,000 | $41.5M | 0.02% | DBT |
| 1026 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 75,000,000 | $41.5M | 0.02% | DIR |
| 1027 | Fannie Mae | 3140BYJK1 | Jun 2026 | 42,046,234 | $41.4M | 0.02% | ABS-MBS |
| 1028 | PRP Advisors, LLC | 74390XAA8 | Jun 2026 | 42,005,913 | $41.4M | 0.02% | ABS-MBS |
| 1029 | Lehman XS Trust | 52524HAF7 | Jun 2026 | 46,062,196 | $41.4M | 0.02% | ABS-MBS |
| 1030 | PREFERRED TERM XXIV | 74043CAB3 | Jun 2026 | 45,472,124 | $41.4M | 0.02% | DBT |
| 1031 | Freddie Mac | 31427QEG3 | Jun 2026 | 40,689,241 | $41.3M | 0.02% | ABS-MBS |
| 1032 | Fannie Mae | 3140W4GH4 | Jun 2026 | 39,559,192 | $41.3M | 0.02% | ABS-MBS |
| 1033 | REPUBLIC OF VENEZUELA | 000000000 | Jun 2026 | 75,700,000 | $41.3M | 0.02% | DBT |
| 1034 | SMB Private Education Loan Trust | 78450PAC9 | Jun 2026 | 39,808,152 | $41.2M | 0.02% | ABS-O |
| 1035 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 75,000,000 | $41.2M | 0.02% | DIR |
| 1036 | Margay CLO | 000000000 | Jun 2026 | 36,000,000 | $41.2M | 0.02% | ABS-CBDO |
| 1037 | Virgin Media Investment Holdings Limited | 000000000 | Jun 2026 | 33,498,728 | $41.1M | 0.02% | LON |
| 1038 | Woodward Capital Management | 74939FAA5 | Jun 2026 | 40,881,013 | $41.1M | 0.02% | ABS-MBS |
| 1039 | Symphony CLO Ltd | 87168GAN9 | Jun 2026 | 41,000,000 | $41.1M | 0.02% | ABS-CBDO |
| 1040 | Durham Mortgages | 000000000 | Jun 2026 | 35,031,000 | $41.0M | 0.02% | ABS-MBS |
| 1041 | Grosvenor Square RMBS PLC | 000000000 | Jun 2026 | 30,790,438 | $41.0M | 0.02% | ABS-MBS |
| 1042 | Banc of America Merrill Lynch Large Loan Inc | 05555XAB1 | Jun 2026 | 45,363,515 | $40.9M | 0.02% | ABS-MBS |
| 1043 | Citigroup Mortgage Loan Trust Inc | 17330EAU8 | Jun 2026 | 48,402,500 | $40.9M | 0.02% | ABS-MBS |
| 1044 | PREFERRED TERM XXIV | 74043CAA5 | Jun 2026 | 42,693,921 | $40.9M | 0.02% | DBT |
| 1045 | Valley Funding Plc | 000000000 | Jun 2026 | 30,820,000 | $40.8M | 0.02% | ABS-MBS |
| 1046 | Trinitas CLO Ltd | 89640YBQ6 | Jun 2026 | 40,763,238 | $40.8M | 0.02% | ABS-CBDO |
| 1047 | Barclays Commercial Mortgage Securities LLC | 05557AAC7 | Jun 2026 | 40,200,000 | $40.8M | 0.02% | ABS-MBS |
| 1048 | Fannie Mae | 3140QB4E5 | Jun 2026 | 45,765,374 | $40.8M | 0.02% | ABS-MBS |
| 1049 | GOLDEN BEAR RE LTD | 38090EAA8 | Jun 2026 | 39,500,000 | $40.5M | 0.02% | DBT |
| 1050 | Structured Asset Securities Corporation | 86361EAG6 | Jun 2026 | 40,917,514 | $40.2M | 0.02% | ABS-O |
| 1051 | New York Mortgage Trust | 67121VAA2 | Jun 2026 | 41,708,044 | $40.1M | 0.02% | ABS-MBS |
| 1052 | Argent Securities Inc. | 04012MAM1 | Jun 2026 | 44,017,635 | $40.1M | 0.02% | ABS-O |
| 1053 | PETROLEOS DE VENEZUELA S | 000000000 | Jun 2026 | 108,730,000 | $40.1M | 0.02% | DBT |
| 1054 | Pretium Mortgage Credit Partners LLC | 74144AAA7 | Jun 2026 | 39,971,903 | $40.0M | 0.02% | ABS-O |
| 1055 | AmeriCredit Automobile Receivables Trust | 023947AD6 | Jun 2026 | 39,689,359 | $39.9M | 0.02% | ABS-O |
| 1056 | ROLLS-ROYCE PLC | 000000000 | Jun 2026 | 29,673,000 | $39.9M | 0.02% | DBT |
| 1057 | Fannie Mae | 3140X75T2 | Jun 2026 | 41,419,966 | $39.6M | 0.02% | ABS-MBS |
| 1058 | HELLENIC REPUBLIC | 000000000 | Jun 2026 | 33,323,201 | $39.5M | 0.02% | DBT |
| 1059 | EDUCATION FUNDING TRUST | 28140WAE1 | Jun 2026 | 44,998,425 | $39.3M | 0.02% | ABS-O |
| 1060 | ROMANIA | 000000000 | Jun 2026 | 34,800,000 | $39.2M | 0.02% | DBT |
| 1061 | Japan Government Thirty Year Bonds | 000000000 | Jun 2026 | 9,930,000,000 | $39.2M | 0.02% | DBT |
| 1062 | World OMNI Select Auto Trust | 98164UAC3 | Jun 2026 | 39,270,833 | $39.2M | 0.02% | ABS-O |
| 1063 | Towd Point Mortgage Trust | 89183EAA9 | Jun 2026 | 38,969,638 | $39.2M | 0.02% | ABS-MBS |
| 1064 | Valley Funding Plc | 000000000 | Jun 2026 | 29,536,000 | $39.2M | 0.02% | ABS-MBS |
| 1065 | FORD MOTOR CREDIT CO LLC | 345397B77 | Jun 2026 | 39,225,000 | $39.1M | 0.02% | DBT |
| 1066 | Greywolf CLO Ltd | 39809CAY0 | Jun 2026 | 39,101,667 | $39.1M | 0.02% | ABS-CBDO |
| 1067 | URSA RE LTD | 90323WAP5 | Jun 2026 | 38,700,000 | $39.1M | 0.02% | DBT |
| 1068 | Fannie Mae | 3140QB4C9 | Jun 2026 | 43,830,334 | $39.0M | 0.02% | ABS-MBS |
| 1069 | Freddie Mac | 31427PH31 | Jun 2026 | 38,391,498 | $39.0M | 0.02% | ABS-MBS |
| 1070 | PACIFIC GAS & ELECTRIC | 694308GZ4 | Jun 2026 | 46,785,000 | $38.9M | 0.02% | DBT |
| 1071 | BONOS TESORERIA PESOS | 000000000 | Jun 2026 | 34,090,000,000 | $38.9M | 0.02% | DBT |
| 1072 | Carvana Auto Receivables Trust | 14686TAD0 | Jun 2026 | 38,537,000 | $38.8M | 0.02% | ABS-O |
| 1073 | Fremont Home Loan Trust | 35729PND8 | Jun 2026 | 44,985,000 | $38.7M | 0.02% | ABS-O |
| 1074 | NATIONAL FOOTBALL LEAGUE 4.5YR | 000000000 | Jun 2026 | 38,400,000 | $38.7M | 0.02% | DBT |
| 1075 | Countrywide Asset-Backed Certificates | 23245CAE0 | Jun 2026 | 43,406,723 | $38.7M | 0.02% | ABS-O |
| 1076 | Ripon Mortgages | 000000000 | Jun 2026 | 35,282,000 | $38.7M | 0.02% | ABS-MBS |
| 1077 | Citigroup Mortgage Loan Trust Inc | 17329HAQ3 | Jun 2026 | 774,177,571 | $38.7M | 0.02% | ABS-MBS |
| 1078 | SMB Private Education Loan Trust | 78450CAA2 | Jun 2026 | 38,211,057 | $38.7M | 0.02% | ABS-O |
| 1079 | Fannie Mae | 31418FHX8 | Jun 2026 | 39,236,384 | $38.7M | 0.02% | ABS-MBS |
| 1080 | CSMCM Trust Certificates | 12657MAA0 | Jun 2026 | 50,361,479 | $38.6M | 0.02% | ABS-MBS |
| 1081 | NATIONAL FOOTBALL LEAGUE 4.5YR | 000000000 | Jun 2026 | 38,400,000 | $38.6M | 0.02% | DBT |
| 1082 | VCAT Asset Securitization, LLC | 92243QAA4 | Jun 2026 | 38,498,308 | $38.5M | 0.02% | ABS-O |
| 1083 | SMB Private Education Loan Trust | 78450CAB0 | Jun 2026 | 38,211,057 | $38.5M | 0.02% | ABS-O |
| 1084 | 37 Capital CLO Ltd | 88430TAQ4 | Jun 2026 | 38,400,000 | $38.4M | 0.02% | ABS-CBDO |
| 1085 | LCM Ltd Partnership | 50204NBA5 | Jun 2026 | 38,400,000 | $38.4M | 0.02% | ABS-CBDO |
| 1086 | Roundstone Securities | 000000000 | Jun 2026 | 33,617,000 | $38.4M | 0.02% | ABS-MBS |
| 1087 | RUSSIAN FEDERATION | 78307ADE0 | Jun 2026 | 54,600,000 | $38.2M | 0.02% | DBT |
| 1088 | Government National Mortgage Association | 36179XQT6 | Jun 2026 | 42,059,982 | $38.2M | 0.02% | ABS-MBS |
| 1089 | Greywolf CLO Ltd | 39809TAW7 | Jun 2026 | 38,100,000 | $38.1M | 0.02% | ABS-CBDO |
| 1090 | Chase Auto Owner Trust | 16144LAC0 | Jun 2026 | 37,826,948 | $38.0M | 0.02% | ABS-O |
| 1091 | New Residential Mortgage Loan Trust | 64830MBJ1 | Jun 2026 | 39,710,038 | $38.0M | 0.02% | ABS-MBS |
| 1092 | FFC PASS THROUGH TRUST | 30259GAA7 | Jun 2026 | 46,445,672 | $38.0M | 0.02% | DBT |
| 1093 | Fannie Mae | 3140BSM95 | Jun 2026 | 38,546,898 | $37.9M | 0.02% | ABS-MBS |
| 1094 | PREFERRED TERM SECS XXVI | 74042QAB3 | Jun 2026 | 41,672,680 | $37.9M | 0.02% | DBT |
| 1095 | PFP III | 69291WAA0 | Jun 2026 | 37,815,344 | $37.9M | 0.02% | ABS-CBDO |
| 1096 | Fannie Mae | 31418CKH6 | Jun 2026 | 39,843,555 | $37.9M | 0.02% | ABS-MBS |
| 1097 | Citigroup Mortgage Loan Trust Inc | 17329HAN0 | Jun 2026 | 59,982,316 | $37.9M | 0.02% | ABS-MBS |
| 1098 | Fannie Mae | 3140JANZ7 | Jun 2026 | 40,978,526 | $37.8M | 0.02% | ABS-MBS |
| 1099 | Chase Mortgage Finance Corporation | 16159MAA4 | Jun 2026 | 42,864,592 | $37.8M | 0.02% | ABS-MBS |
| 1100 | Sequoia Mortgage Trust | 81751JAB5 | Jun 2026 | 38,400,000 | $37.7M | 0.02% | ABS-MBS |
| 1101 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 89,100,000 | $37.7M | 0.02% | DIR |
| 1102 | Santander Drive Auto Receivables Trust | 802919AD2 | Jun 2026 | 37,500,000 | $37.6M | 0.02% | ABS-O |
| 1103 | Harvest CLO | 000000000 | Jun 2026 | 32,800,000 | $37.5M | 0.02% | ABS-CBDO |
| 1104 | Freddie Mac | 3132DWNK5 | Jun 2026 | 37,273,300 | $37.5M | 0.02% | ABS-MBS |
| 1105 | Residential Mortgage Securities | 000000000 | Jun 2026 | 28,169,665 | $37.5M | 0.02% | ABS-MBS |
| 1106 | Fannie Mae | 31418FE29 | Jun 2026 | 37,987,890 | $37.4M | 0.02% | ABS-MBS |
| 1107 | LCH Ltd. | 000000000 | Jun 2026 | 243,400,000 | $37.4M | 0.02% | DIR |
| 1108 | Barrow Funding PLC | 000000000 | Jun 2026 | 33,885,000 | $37.3M | 0.02% | ABS-MBS |
| 1109 | DELOITTE LLP SR UNSEC A | 000000000 | Jun 2026 | 37,300,000 | $37.3M | 0.02% | DBT |
| 1110 | WATR ISSUER TRUST | 94260AAA3 | Jun 2026 | 37,895,103 | $37.2M | 0.02% | ABS-O |
| 1111 | Durham Mortgages | 000000000 | Jun 2026 | 28,025,000 | $37.2M | 0.02% | ABS-MBS |
| 1112 | WARWICK FINANCE RESIDENTIAL MORTGAGES PLC | 000000000 | Jun 2026 | 3,579 | $37.2M | 0.02% | ABS-MBS |
| 1113 | JP Morgan Seasoned Mortgage Trust | 46659PAG6 | Jun 2026 | 40,023,925 | $37.1M | 0.02% | ABS-MBS |
| 1114 | Navient Student Loan Trust | 63942TAB1 | Jun 2026 | 36,895,555 | $37.1M | 0.02% | ABS-O |
| 1115 | Fannie Mae | 3140U1A96 | Jun 2026 | 37,487,906 | $36.9M | 0.02% | ABS-MBS |
| 1116 | VENTURE GLOBAL PLAQUE | 922966AD8 | Jun 2026 | 34,700,000 | $36.8M | 0.02% | DBT |
| 1117 | Fannie Mae | 3140W36W4 | Jun 2026 | 35,268,597 | $36.8M | 0.02% | ABS-MBS |
| 1118 | Fannie Mae | 3140QCBQ8 | Jun 2026 | 41,340,628 | $36.7M | 0.02% | ABS-MBS |
| 1119 | DELOITTE LLP SR UNSEC B | 000000000 | Jun 2026 | 36,700,000 | $36.7M | 0.02% | DBT |
| 1120 | TURKIYE GOVERNMENT BOND | 000000000 | Jun 2026 | 1,702,700,000 | $36.6M | 0.02% | DBT |
| 1121 | Pretium Mortgage Credit Partners LLC | 740934AA2 | Jun 2026 | 36,536,295 | $36.6M | 0.02% | ABS-O |
| 1122 | Space Coast Credit Union | 78436RAG5 | Jun 2026 | 36,300,000 | $36.6M | 0.02% | ABS-O |
| 1123 | Chase Mortgage Finance Corporation | 161917AB5 | Jun 2026 | 41,320,765 | $36.5M | 0.02% | ABS-MBS |
| 1124 | Fannie Mae | 3140QB4H8 | Jun 2026 | 40,982,191 | $36.4M | 0.02% | ABS-MBS |
| 1125 | Freddie Mac | 31427RUT5 | Jun 2026 | 36,687,796 | $36.4M | 0.02% | ABS-MBS |
| 1126 | RMAC Securities PLC | 000000000 | Jun 2026 | 27,894,833 | $36.4M | 0.02% | ABS-MBS |
| 1127 | Fannie Mae | 3140BSNS2 | Jun 2026 | 36,964,748 | $36.4M | 0.02% | ABS-MBS |
| 1128 | REPUBLIC OF VENEZUELA | 922646AS3 | Jun 2026 | 73,603,000 | $36.3M | 0.02% | DBT |
| 1129 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 1,292,500,000 | $36.3M | 0.02% | DIR |
| 1130 | LUX 2023-LION | 55067LAA5 | Jun 2026 | 36,100,000 | $36.3M | 0.02% | ABS-MBS |
| 1131 | SMB Private Education Loan Trust | 83206EAA5 | Jun 2026 | 35,983,279 | $36.3M | 0.02% | ABS-O |
| 1132 | Nissan Auto Receivables Owner Trust | 65479WAD6 | Jun 2026 | 36,266,887 | $36.3M | 0.02% | ABS-O |
| 1133 | NISSAN MOTOR ACCEPTANCE | 654740BT5 | Jun 2026 | 38,100,000 | $36.3M | 0.02% | DBT |
| 1134 | Citigroup Mortgage Loan Trust Inc | 17313BAF8 | Jun 2026 | 38,634,653 | $36.2M | 0.02% | ABS-MBS |
| 1135 | Morgan Stanley Structured Trust | 61755FAD7 | Jun 2026 | 38,934,513 | $36.1M | 0.02% | ABS-O |
| 1136 | Freddie Mac | 31427JJP4 | Jun 2026 | 36,656,177 | $36.1M | 0.02% | ABS-MBS |
| 1137 | Barings Infrastructure CLO | 067935AC0 | Jun 2026 | 36,000,000 | $36.0M | 0.02% | ABS-CBDO |
| 1138 | BCRED PC Static LLC | 07337LAE2 | Jun 2026 | 36,000,000 | $36.0M | 0.02% | ABS-CBDO |
| 1139 | Banc of America Merrill Lynch Large Loan Inc | 05494AAG4 | Jun 2026 | 41,360,000 | $36.0M | 0.02% | ABS-MBS |
| 1140 | SOFI CONSUMER LOAN PROGRAM TRU | 83407KAE0 | Jun 2026 | 29,787,377 | $36.0M | 0.02% | ABS-O |
| 1141 | Fannie Mae | 3140XCGF9 | Jun 2026 | 37,649,809 | $35.9M | 0.02% | ABS-MBS |
| 1142 | Buckingham CDO Ltd | 118389AB1 | Jun 2026 | 643,393,278 | $35.9M | 0.02% | ABS-O |
| 1143 | AmeriCredit Automobile Receivables Trust | 03067FAB6 | Jun 2026 | 35,903,155 | $35.9M | 0.02% | ABS-O |
| 1144 | PREFERRED TERM SECS XX | 74042DAA4 | Jun 2026 | 37,143,985 | $35.8M | 0.02% | DBT |
| 1145 | Structured Asset Securities Corporation | 86364XAB2 | Jun 2026 | 83,170,194 | $35.8M | 0.02% | ABS-O |
| 1146 | Fannie Mae | 3140QVRE6 | Jun 2026 | 35,322,298 | $35.8M | 0.02% | ABS-MBS |
| 1147 | Asset Backed Securities Corp Home Equity Ln Trst | 04544NAE4 | Jun 2026 | 35,875,488 | $35.8M | 0.02% | ABS-MBS |
| 1148 | Countrywide Alternative Loan Trust | 02152BAU1 | Jun 2026 | 39,808,239 | $35.8M | 0.02% | ABS-MBS |
| 1149 | CDW LLC/CDW FINANCE | 12513GBJ7 | Jun 2026 | 38,900,000 | $35.7M | 0.02% | DBT |
| 1150 | Structured Asset Investment Loan Trust | 86358EZU3 | Jun 2026 | 42,098,653 | $35.7M | 0.02% | ABS-O |
| 1151 | Avis Budget Rental Car Funding AESOP LLC | 05377RHC1 | Jun 2026 | 35,413,000 | $35.7M | 0.02% | ABS-O |
| 1152 | Freddie Mac | 31427QEL2 | Jun 2026 | 34,977,166 | $35.7M | 0.02% | ABS-MBS |
| 1153 | Verus Securitization Trust | 92540FAA8 | Jun 2026 | 35,297,105 | $35.4M | 0.02% | ABS-MBS |
| 1154 | Freddie Mac | 3133C7JD0 | Jun 2026 | 35,093,665 | $35.4M | 0.02% | ABS-MBS |
| 1155 | LCH Ltd. | 000000000 | Jun 2026 | 3,523,991,000 | $35.4M | 0.02% | DIR |
| 1156 | Towd Point Mortgage Trust | 89190LAA4 | Jun 2026 | 35,584,341 | $35.3M | 0.02% | ABS-MBS |
| 1157 | Altice France SA | 000000000 | Jun 2026 | 35,221,815 | $35.2M | 0.02% | LON |
| 1158 | Freddie Mac | 3132XUSH9 | Jun 2026 | 38,114,325 | $35.2M | 0.02% | ABS-MBS |
| 1159 | American Money Management Corporation | 00177LAJ9 | Jun 2026 | 35,200,000 | $35.2M | 0.02% | ABS-CBDO |
| 1160 | GoodLeap Home Improvement Solutions Trust | 38238FAA8 | Jun 2026 | 35,268,843 | $35.2M | 0.02% | ABS-O |
| 1161 | SMB Private Education Loan Trust | 83208DAC1 | Jun 2026 | 35,479,000 | $35.1M | 0.02% | ABS-O |
| 1162 | Government National Mortgage Association | 36179YW26 | Jun 2026 | 37,534,516 | $35.1M | 0.02% | ABS-MBS |
| 1163 | ALTICE FRANCE SA | 02090DAA6 | Jun 2026 | 34,557,957 | $35.1M | 0.02% | DBT |
| 1164 | Alesco Preferred Funding Ltd | 01450NAA0 | Jun 2026 | 35,522,822 | $35.1M | 0.02% | ABS-CBDO |
| 1165 | Fannie Mae | 3138WJRA8 | Jun 2026 | 37,859,501 | $35.1M | 0.02% | ABS-MBS |
| 1166 | Countrywide Asset-Backed Certificates | 12669WAF3 | Jun 2026 | 37,190,125 | $35.0M | 0.02% | ABS-O |
| 1167 | Fannie Mae | 31418FMH7 | Jun 2026 | 35,496,809 | $34.9M | 0.02% | ABS-MBS |
| 1168 | BPCE SA | 05571AAV7 | Jun 2026 | 34,200,000 | $34.9M | 0.02% | DBT |
| 1169 | SMB Private Education Loan Trust | 83207EAA4 | Jun 2026 | 34,834,466 | $34.9M | 0.02% | ABS-O |
| 1170 | Fannie Mae | 3140W36A2 | Jun 2026 | 34,286,840 | $34.9M | 0.02% | ABS-MBS |
| 1171 | HarborView Mortgage Loan Trust | 41162DAA7 | Jun 2026 | 38,297,786 | $34.7M | 0.02% | ABS-MBS |
| 1172 | US CAP FDG VI LTD/CORP | 903428AA8 | Jun 2026 | 38,141,554 | $34.7M | 0.02% | DBT |
| 1173 | Verus Securitization Trust | 924932AC0 | Jun 2026 | 35,088,872 | $34.7M | 0.02% | ABS-MBS |
| 1174 | FOYT Finance DAC | 000000000 | Jun 2026 | 30,273,000 | $34.6M | 0.02% | ABS-O |
| 1175 | Fannie Mae | 3140W4XR3 | Jun 2026 | 34,904,313 | $34.5M | 0.01% | ABS-MBS |
| 1176 | SMB Private Education Loan Trust | 83208DAD9 | Jun 2026 | 35,479,000 | $34.5M | 0.01% | ABS-O |
| 1177 | Ripon Mortgages | 000000000 | Jun 2026 | 31,502,000 | $34.5M | 0.01% | ABS-MBS |
| 1178 | Freddie Mac | 3132DWHG1 | Jun 2026 | 34,031,298 | $34.4M | 0.01% | ABS-MBS |
| 1179 | PRIME PROPERTY 5YR | 000000000 | Jun 2026 | 34,500,000 | $34.4M | 0.01% | DBT |
| 1180 | Palmer Square European Loan Funding | 000000000 | Jun 2026 | 29,915,676 | $34.2M | 0.01% | ABS-CBDO |
| 1181 | KKR Financial CLO Ltd | 48253YBL1 | Jun 2026 | 34,200,000 | $34.2M | 0.01% | ABS-CBDO |
| 1182 | iHeartMedia Inc | 45174J509 | Jun 2026 | 7,963,235 | $34.2M | 0.01% | EC |
| 1183 | MORGAN STANLEY PVT BANK | 61776NU43 | Jun 2026 | 34,600,000 | $34.2M | 0.01% | DBT |
| 1184 | PRIME PROPERTY 7YR SR UNSEC | 000000000 | Jun 2026 | 34,500,000 | $34.2M | 0.01% | DBT |
| 1185 | SFS Auto Receivables Securitization Trust | 78436XAC1 | Jun 2026 | 34,070,964 | $34.1M | 0.01% | ABS-O |
| 1186 | Benefit Street Partners CLO Ltd | 08186UAU6 | Jun 2026 | 34,100,000 | $34.1M | 0.01% | ABS-CBDO |
| 1187 | Citigroup Mortgage Loan Trust Inc | 17329YAG8 | Jun 2026 | 44,368,800 | $33.9M | 0.01% | ABS-MBS |
| 1188 | JP Morgan Mortgage Trust | 46658LAX9 | Jun 2026 | 33,857,644 | $33.9M | 0.01% | ABS-MBS |
| 1189 | GS Mortgage Securities Trust | 36257CAA5 | Jun 2026 | 37,777,603 | $33.9M | 0.01% | ABS-MBS |
| 1190 | Option One Mortgage Loan Trust | 68403FAA4 | Jun 2026 | 46,825,849 | $33.7M | 0.01% | ABS-MBS |
| 1191 | Woodward Capital Management | 749420AA3 | Jun 2026 | 33,450,846 | $33.6M | 0.01% | ABS-MBS |
| 1192 | Altice France SA | 000000000 | Jun 2026 | 29,307,496 | $33.6M | 0.01% | LON |
| 1193 | Rockford Tower CLO Ltd | 77341LAQ2 | Jun 2026 | 33,500,000 | $33.5M | 0.01% | ABS-CBDO |
| 1194 | BAMLL COML MTG SECS TR 2024 | 05554WAB4 | Jun 2026 | 43,790,000 | $33.5M | 0.01% | ABS-MBS |
| 1195 | Towd Point Mortgage Trust | 89183FAP3 | Jun 2026 | 33,434,175 | $33.5M | 0.01% | ABS-MBS |
| 1196 | COMMONSPIRIT HEALTH | 20268JAY9 | Jun 2026 | 34,120,000 | $33.4M | 0.01% | DBT |
| 1197 | Freddie Mac | 31427RMV9 | Jun 2026 | 33,606,044 | $33.3M | 0.01% | ABS-MBS |
| 1198 | Durham Mortgages | 000000000 | Jun 2026 | 25,027,000 | $33.2M | 0.01% | ABS-MBS |
| 1199 | PRP Advisors, LLC | 69384FAA5 | Jun 2026 | 33,231,006 | $33.2M | 0.01% | ABS-MBS |
| 1200 | HELLENIC REPUBLIC | 000000000 | Jun 2026 | 29,093,000 | $33.2M | 0.01% | DBT |
| 1201 | Onslow Bay Financial LLC | 67448MAA8 | Jun 2026 | 32,971,680 | $33.1M | 0.01% | ABS-MBS |
| 1202 | Bankers Healthcare Group Securitization Trust | 05494LAA3 | Jun 2026 | 33,224,956 | $33.1M | 0.01% | ABS-O |
| 1203 | Atlas Senior Loan Fund LTD | 04942MAN4 | Jun 2026 | 33,011,643 | $33.0M | 0.01% | ABS-CBDO |
| 1204 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 142,500,000 | $32.9M | 0.01% | DIR |
| 1205 | Fannie Mae | 31418EPD6 | Jun 2026 | 32,537,867 | $32.9M | 0.01% | ABS-MBS |
| 1206 | Ellington Loan Acquisition Trust | 288547AT9 | Jun 2026 | 35,744,000 | $32.8M | 0.01% | ABS-O |
| 1207 | Dutch Mortgage Finance | 000000000 | Jun 2026 | 28,448,000 | $32.8M | 0.01% | ABS-MBS |
| 1208 | NISSAN MOTOR ACCEPTANCE | 65480CAJ4 | Jun 2026 | 33,000,000 | $32.8M | 0.01% | DBT |
| 1209 | Grosvenor Square RMBS PLC | 000000000 | Jun 2026 | 24,632,749 | $32.8M | 0.01% | ABS-MBS |
| 1210 | Huntington Auto Trust | 446144AE7 | Jun 2026 | 32,519,330 | $32.7M | 0.01% | ABS-O |
| 1211 | VCAT Asset Securitization, LLC | 921968AA1 | Jun 2026 | 32,790,465 | $32.6M | 0.01% | ABS-O |
| 1212 | LCH Ltd. | 000000000 | Jun 2026 | 4,540,220,000 | $32.6M | 0.01% | DIR |
| 1213 | Woodward Capital Management | 74938PAA4 | Jun 2026 | 32,381,630 | $32.5M | 0.01% | ABS-MBS |
| 1214 | Residential Mortgage Securities | 000000000 | Jun 2026 | 24,419,505 | $32.5M | 0.01% | ABS-MBS |
| 1215 | American Home Mortgage Assets | 02660KAA0 | Jun 2026 | 142,633,874 | $32.5M | 0.01% | ABS-MBS |
| 1216 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $32.5M | 0.01% | DFE |
| 1217 | Marble Point CLO LTD | 56607BAZ7 | Jun 2026 | 32,400,000 | $32.4M | 0.01% | ABS-CBDO |
| 1218 | Long Beach Mortgage Loan Trust | 542514QW7 | Jun 2026 | 33,519,232 | $32.4M | 0.01% | ABS-O |
| 1219 | VENTURE GLOBAL PLAQUE | 922966AC0 | Jun 2026 | 31,080,000 | $32.4M | 0.01% | DBT |
| 1220 | Bear Stearns Mortgage Funding Trust | 07401TAA4 | Jun 2026 | 35,040,629 | $32.4M | 0.01% | ABS-MBS |
| 1221 | Greywolf CLO Ltd | 39809CBA1 | Jun 2026 | 32,300,000 | $32.4M | 0.01% | ABS-CBDO |
| 1222 | Credit Suisse Mortgage Trust | 12597GAG3 | Jun 2026 | 60,998,821 | $32.3M | 0.01% | ABS-MBS |
| 1223 | Government National Mortgage Association | 36179XX35 | Jun 2026 | 34,402,809 | $32.3M | 0.01% | ABS-MBS |
| 1224 | LCH Ltd. | 000000000 | Jun 2026 | 5,828,130,000 | $32.3M | 0.01% | DIR |
| 1225 | Fannie Mae | 31418FPF8 | Jun 2026 | 32,810,782 | $32.3M | 0.01% | ABS-MBS |
| 1226 | Option One Mortgage Loan Trust | 68402BAA4 | Jun 2026 | 46,116,300 | $32.2M | 0.01% | ABS-MBS |
| 1227 | Natixis Commercial Mortgage Securities | 63874RAA9 | Jun 2026 | 34,500,000 | $32.2M | 0.01% | ABS-MBS |
| 1228 | College Ave Student Loans | 193938AA5 | Jun 2026 | 31,584,183 | $32.1M | 0.01% | ABS-O |
| 1229 | AGL CLO 14, LTD. | 00851WAL3 | Jun 2026 | 32,100,000 | $32.1M | 0.01% | ABS-CBDO |
| 1230 | New Century Home Equity Loan Trust | 64352VLP4 | Jun 2026 | 32,115,000 | $32.1M | 0.01% | ABS-MBS |
| 1231 | Proteus RMBS DAC | 000000000 | Jun 2026 | 28,871,000 | $32.1M | 0.01% | ABS-MBS |
| 1232 | HSI Asset Securitization Corporation Trust | 40430FAA0 | Jun 2026 | 41,782,720 | $32.0M | 0.01% | ABS-MBS |
| 1233 | Renaissance Home Equity Loan Trust | 75970QAF7 | Jun 2026 | 137,502,651 | $32.0M | 0.01% | ABS-MBS |
| 1234 | Citigroup Mortgage Loan Trust Inc | 17329NAJ6 | Jun 2026 | 45,054,700 | $32.0M | 0.01% | ABS-MBS |
| 1235 | Sunbit Asset Securitization Trust | 86709SAA9 | Jun 2026 | 31,900,000 | $31.9M | 0.01% | ABS-O |
| 1236 | Roundstone Securities | 000000000 | Jun 2026 | 28,014,000 | $31.9M | 0.01% | ABS-MBS |
| 1237 | Fair Oaks Loan Funding | 000000000 | Jun 2026 | 27,900,000 | $31.9M | 0.01% | ABS-CBDO |
| 1238 | Durham Mortgages | 000000000 | Jun 2026 | 25,623,000 | $31.9M | 0.01% | ABS-MBS |
| 1239 | Countrywide Asset-Backed Certificates | 23245CAA8 | Jun 2026 | 34,623,681 | $31.8M | 0.01% | ABS-O |
| 1240 | TITULOS DE TESORERIA | 000000000 | Jun 2026 | 104,212,000,000 | $31.8M | 0.01% | DBT |
| 1241 | Freddie Mac | 3132DQ7C4 | Jun 2026 | 31,280,426 | $31.8M | 0.01% | ABS-MBS |
| 1242 | New Residential Mortgage Loan Trust | 64830MCU5 | Jun 2026 | 33,305,450 | $31.7M | 0.01% | ABS-MBS |
| 1243 | JP Morgan Chase Commercial Mortgage Sec Trust | 46652WAA1 | Jun 2026 | 33,500,000 | $31.7M | 0.01% | ABS-MBS |
| 1244 | Citigroup Mortgage Loan Trust Inc | 17329AAH8 | Jun 2026 | 36,154,150 | $31.6M | 0.01% | ABS-MBS |
| 1245 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $31.6M | 0.01% | DFE |
| 1246 | Pretium Mortgage Credit Partners LLC | 69382RAA1 | Jun 2026 | 32,417,912 | $31.5M | 0.01% | ABS-MBS |
| 1247 | LCH Ltd. | 000000000 | Jun 2026 | 3,553,440,000 | $31.5M | 0.01% | DIR |
| 1248 | PACIFIC GAS & ELECTRIC | 694308HD2 | Jun 2026 | 37,654,000 | $31.4M | 0.01% | DBT |
| 1249 | New Century Home Equity Loan Trust | 64352VNL1 | Jun 2026 | 35,480,212 | $31.4M | 0.01% | ABS-MBS |
| 1250 | Morgan Stanley Residential Mortgage Loan Trust | 61779VAA0 | Jun 2026 | 31,574,722 | $31.3M | 0.01% | ABS-MBS |
| 1251 | SANTANDER UK GROUP HLDGS | 80281LAG0 | Jun 2026 | 31,580,000 | $31.2M | 0.01% | DBT |
| 1252 | Freddie Mac | 3132DWPH0 | Jun 2026 | 31,078,840 | $31.2M | 0.01% | ABS-MBS |
| 1253 | PRP Advisors, LLC | 69384HAA1 | Jun 2026 | 31,300,000 | $31.2M | 0.01% | ABS-MBS |
| 1254 | Verus Securitization Trust | 92539XAA2 | Jun 2026 | 31,147,108 | $31.2M | 0.01% | ABS-MBS |
| 1255 | Chase Mortgage Finance Corporation | 16159LAC2 | Jun 2026 | 34,156,962 | $31.2M | 0.01% | ABS-MBS |
| 1256 | Pretium Mortgage Credit Partners LLC | 69384KAA4 | Jun 2026 | 31,047,525 | $31.1M | 0.01% | ABS-O |
| 1257 | LCH Ltd. | 000000000 | Jun 2026 | 66,100,000 | $31.0M | 0.01% | DIR |
| 1258 | Carvana Auto Receivables Trust | 14687WAC4 | Jun 2026 | 30,959,645 | $31.0M | 0.01% | ABS-O |
| 1259 | Fannie Mae | 3140H5JX0 | Jun 2026 | 33,641,674 | $31.0M | 0.01% | ABS-MBS |
| 1260 | PRP Advisors, LLC | 69393BAA3 | Jun 2026 | 31,312,148 | $30.9M | 0.01% | ABS-MBS |
| 1261 | Credit Suisse Mortgage Trust | 12646DAW6 | Jun 2026 | 86,481,722 | $30.9M | 0.01% | ABS-MBS |
| 1262 | Whetstone Park CLO Ltd | 96329YAN7 | Jun 2026 | 30,800,000 | $30.8M | 0.01% | ABS-CBDO |
| 1263 | Citigroup Mortgage Loan Trust Inc | 17330EAG9 | Jun 2026 | 35,743,750 | $30.8M | 0.01% | ABS-MBS |
| 1264 | Citigroup Mortgage Loan Trust Inc | 17329YAQ6 | Jun 2026 | 854,163,686 | $30.7M | 0.01% | ABS-MBS |
| 1265 | Galaxy CLO Ltd | 36320TBM4 | Jun 2026 | 30,600,000 | $30.6M | 0.01% | ABS-CBDO |
| 1266 | Elmwood CLO 15 Ltd | 29003JAN4 | Jun 2026 | 30,600,000 | $30.6M | 0.01% | ABS-CBDO |
| 1267 | Durham Mortgages | 000000000 | Jun 2026 | 24,872,000 | $30.6M | 0.01% | ABS-MBS |
| 1268 | NATIONWIDE BLDG SOCIETY | 63861VAJ6 | Jun 2026 | 30,400,000 | $30.6M | 0.01% | DBT |
| 1269 | Bear Stearns Mortgage Funding Trust | 07401YAQ8 | Jun 2026 | 32,117,262 | $30.5M | 0.01% | ABS-MBS |
| 1270 | WARWICK FINANCE RESIDENTIAL MORTGAGES PLC | 000000000 | Jun 2026 | 23,010,000 | $30.5M | 0.01% | ABS-MBS |
| 1271 | Palmer Square Loan Funding Ltd | 69703NAJ3 | Jun 2026 | 30,486,351 | $30.5M | 0.01% | ABS-CBDO |
| 1272 | JP Morgan Mortgage Acquisition Corp | 46630CAG9 | Jun 2026 | 32,875,000 | $30.5M | 0.01% | ABS-O |
| 1273 | VENTURE GLOBAL CALCASIEU | 92328MAA1 | Jun 2026 | 31,870,000 | $30.4M | 0.01% | DBT |
| 1274 | Reach Financial LLC | 75525QAA8 | Jun 2026 | 30,335,306 | $30.4M | 0.01% | ABS-O |
| 1275 | Woodward Capital Management | 749427AA8 | Jun 2026 | 30,252,552 | $30.4M | 0.01% | ABS-MBS |
| 1276 | Enterprise Fleet Financing LLC | 29374MAC2 | Jun 2026 | 30,300,000 | $30.4M | 0.01% | ABS-O |
| 1277 | UBS GROUP AG | 225401AP3 | Jun 2026 | 31,069,000 | $30.3M | 0.01% | DBT |
| 1278 | J.P. Morgan Alternative Loan Trust | 466302AH9 | Jun 2026 | 34,778,843 | $30.3M | 0.01% | ABS-MBS |
| 1279 | CS AT1 CLAIMS US22546DAB29 | 000000000 | Jun 2026 | 85,923,000 | $30.3M | 0.01% | DBT |
| 1280 | Verus Securitization Trust | 92539YAA0 | Jun 2026 | 30,183,814 | $30.3M | 0.01% | ABS-MBS |
| 1281 | Citigroup Mortgage Loan Trust Inc | 17329HAH3 | Jun 2026 | 36,119,000 | $30.3M | 0.01% | ABS-MBS |
| 1282 | Credit Suisse Mortgage Trust | 12662NAE3 | Jun 2026 | 40,232,499 | $30.0M | 0.01% | ABS-MBS |
| 1283 | GS Mortgage-Backed Securities Trust | 36275BAA5 | Jun 2026 | 30,028,643 | $30.0M | 0.01% | ABS-MBS |
| 1284 | MOUNTAIN VIEW CLO | 62432FAV6 | Jun 2026 | 29,973,953 | $30.0M | 0.01% | ABS-CBDO |
| 1285 | College Ave Student Loans | 193938AB3 | Jun 2026 | 30,130,259 | $30.0M | 0.01% | ABS-O |
| 1286 | GLP CAPITAL LP / FIN II | 361841AL3 | Jun 2026 | 29,811,000 | $30.0M | 0.01% | DBT |
| 1287 | Government National Mortgage Association | 36179YYT5 | Jun 2026 | 32,031,108 | $29.9M | 0.01% | ABS-MBS |
| 1288 | VENTURE GLOBAL LNG INC | 92332YAE1 | Jun 2026 | 29,340,000 | $29.9M | 0.01% | DBT |
| 1289 | SMB Private Education Loan Trust | 83207VAA6 | Jun 2026 | 29,873,587 | $29.9M | 0.01% | ABS-O |
| 1290 | SOFI CONSUMER LOAN PROGRAM TRUST | 83390JAA0 | Jun 2026 | 29,746,104 | $29.8M | 0.01% | ABS-O |
| 1291 | Dutch Mortgage Finance | 000000000 | Jun 2026 | 25,898,000 | $29.8M | 0.01% | ABS-MBS |
| 1292 | UPG HI Issuer Trust | 90321BAA6 | Jun 2026 | 29,823,727 | $29.7M | 0.01% | ABS-O |
| 1293 | T-Mobile US Trust | 87268CAA5 | Jun 2026 | 29,700,000 | $29.7M | 0.01% | ABS-O |
| 1294 | Carvana Auto Receivables Trust | 146919AC9 | Jun 2026 | 29,707,184 | $29.7M | 0.01% | ABS-O |
| 1295 | Asset Backed Funding Certificates | 00075QAE2 | Jun 2026 | 33,332,938 | $29.7M | 0.01% | ABS-MBS |
| 1296 | M&T Bank Auto Receivables Trust | 55286TAC9 | Jun 2026 | 29,458,405 | $29.6M | 0.01% | ABS-O |
| 1297 | SPRINT CAPITAL CORP | 852060AT9 | Jun 2026 | 25,100,000 | $29.6M | 0.01% | DBT |
| 1298 | Ace Securities Corp. | 00442EAD7 | Jun 2026 | 58,183,251 | $29.6M | 0.01% | ABS-MBS |
| 1299 | Woodward Capital Management | 749426AA0 | Jun 2026 | 29,457,557 | $29.5M | 0.01% | ABS-MBS |
| 1300 | Greensky Home Improvement Issuer Trust | 39571WAC0 | Jun 2026 | 29,712,966 | $29.5M | 0.01% | ABS-O |
| 1301 | KKR Financial CLO Ltd | 48259BAS1 | Jun 2026 | 29,400,000 | $29.4M | 0.01% | ABS-CBDO |
| 1302 | Woodward Capital Management | 74939BAA4 | Jun 2026 | 29,584,242 | $29.2M | 0.01% | ABS-MBS |
| 1303 | Stratton Mortgage Funding PLC | 000000000 | Jun 2026 | 22,017,771 | $29.2M | 0.01% | ABS-MBS |
| 1304 | BONOS TESORERIA PESOS | 000000000 | Jun 2026 | 26,845,000,000 | $29.2M | 0.01% | DBT |
| 1305 | SOFI CONSUMER LOAN PROGRAM TRUST | 83405UAA8 | Jun 2026 | 29,190,480 | $29.2M | 0.01% | ABS-O |
| 1306 | Fannie Mae | 3140W1QP1 | Jun 2026 | 28,573,642 | $29.1M | 0.01% | ABS-MBS |
| 1307 | Fannie Mae | 3140BYJP0 | Jun 2026 | 29,555,001 | $29.1M | 0.01% | ABS-MBS |
| 1308 | Bank of America NA | 000000000 | Jun 2026 | 1 | $29.0M | 0.01% | DFE |
| 1309 | Aqua Finance Trust | 03837GAA5 | Jun 2026 | 29,145,968 | $29.0M | 0.01% | ABS-O |
| 1310 | SMB Private Education Loan Trust | 78454XAE4 | Jun 2026 | 28,646,982 | $29.0M | 0.01% | ABS-O |
| 1311 | SMB Private Education Loan Trust | 78454XAC8 | Jun 2026 | 28,476,685 | $29.0M | 0.01% | ABS-O |
| 1312 | Fannie Mae | 3140W36V6 | Jun 2026 | 27,724,884 | $29.0M | 0.01% | ABS-MBS |
| 1313 | First Franklin Mtg Loan Asset Backed Certificates | 32027NVF5 | Jun 2026 | 29,564,934 | $28.9M | 0.01% | ABS-O |
| 1314 | Legacy Mortgage Asset Trust | 52473MAG5 | Jun 2026 | 51,519,042 | $28.8M | 0.01% | ABS-MBS |
| 1315 | Freddie Mac | 3142GVWU1 | Jun 2026 | 28,287,489 | $28.8M | 0.01% | ABS-MBS |
| 1316 | Fannie Mae | 31418EQ94 | Jun 2026 | 28,445,886 | $28.8M | 0.01% | ABS-MBS |
| 1317 | Fannie Mae | 3140NMJE8 | Jun 2026 | 28,438,082 | $28.7M | 0.01% | ABS-MBS |
| 1318 | Trysail CLO Ltd | 89856JAA4 | Jun 2026 | 28,700,000 | $28.7M | 0.01% | ABS-CBDO |
| 1319 | Woodward Capital Management | 74938KAA5 | Jun 2026 | 28,628,786 | $28.7M | 0.01% | ABS-MBS |
| 1320 | BOEING CO | 097023DC6 | Jun 2026 | 30,180,000 | $28.7M | 0.01% | DBT |
| 1321 | Credit Suisse Mortgage Trust | 12653HAK3 | Jun 2026 | 36,677,878 | $28.7M | 0.01% | ABS-MBS |
| 1322 | TITULOS DE TESORERIA | 000000000 | Jun 2026 | 98,997,005,800 | $28.7M | 0.01% | DBT |
| 1323 | SMB Private Education Loan Trust | 83206NAF4 | Jun 2026 | 33,565 | $28.7M | 0.01% | ABS-O |
| 1324 | Fannie Mae | 3140XPG94 | Jun 2026 | 28,259,020 | $28.7M | 0.01% | ABS-MBS |
| 1325 | Consumer Loan Finance Issuer Trust | 21055PAD6 | Jun 2026 | 27,894,471 | $28.7M | 0.01% | ABS-O |
| 1326 | Fannie Mae | 3140JWBU3 | Jun 2026 | 32,247,182 | $28.7M | 0.01% | ABS-MBS |
| 1327 | Consumer Loan Finance Issuer Trust | 210927AD1 | Jun 2026 | 27,869,752 | $28.7M | 0.01% | ABS-O |
| 1328 | Fannie Mae | 31418FHY6 | Jun 2026 | 28,481,900 | $28.6M | 0.01% | ABS-MBS |
| 1329 | Consumer Loan Finance Issuer Trust | 21055PAC8 | Jun 2026 | 27,894,471 | $28.6M | 0.01% | ABS-O |
| 1330 | Chase Mortgage Finance Corporation | 161930AB8 | Jun 2026 | 32,411,372 | $28.6M | 0.01% | ABS-MBS |
| 1331 | Consumer Loan Finance Issuer Trust | 210927AC3 | Jun 2026 | 27,869,752 | $28.6M | 0.01% | ABS-O |
| 1332 | BPCE SA | 05571AAQ8 | Jun 2026 | 28,400,000 | $28.6M | 0.01% | DBT |
| 1333 | Consumer Loan Finance Issuer Trust | 210928AD9 | Jun 2026 | 27,779,390 | $28.6M | 0.01% | ABS-O |
| 1334 | Freddie Mac | 3142GUMP5 | Jun 2026 | 28,085,112 | $28.6M | 0.01% | ABS-MBS |
| 1335 | Carvana Auto Receivables Trust | 14076LAC7 | Jun 2026 | 28,488,459 | $28.5M | 0.01% | ABS-O |
| 1336 | BOEING CO | 097023CY9 | Jun 2026 | 28,190,000 | $28.5M | 0.01% | DBT |
| 1337 | Consumer Loan Finance Issuer Trust | 210928AC1 | Jun 2026 | 27,779,390 | $28.5M | 0.01% | ABS-O |
| 1338 | Palmer Square European Loan Funding | 000000000 | Jun 2026 | 24,900,000 | $28.5M | 0.01% | ABS-CBDO |
| 1339 | LCH Ltd. | 000000000 | Jun 2026 | 2,771,070,000 | $28.5M | 0.01% | DIR |
| 1340 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 219,500,000 | $28.5M | 0.01% | DIR |
| 1341 | UMBS, TBA | 01F052672 | Jun 2026 | 28,329,096 | $28.4M | 0.01% | ABS-MBS |
| 1342 | Freddie Mac | 3128MJ4V9 | Jun 2026 | 30,839,696 | $28.4M | 0.01% | ABS-MBS |
| 1343 | BANCO SANTANDER SA | 05964HAB1 | Jun 2026 | 28,400,000 | $28.4M | 0.01% | DBT |
| 1344 | JP Morgan Mortgage Acquisition Corp | 46626LHU7 | Jun 2026 | 30,283,808 | $28.4M | 0.01% | ABS-MBS |
| 1345 | Freddie Mac | 3132DMGT6 | Jun 2026 | 31,873,131 | $28.3M | 0.01% | ABS-MBS |
| 1346 | PRP Advisors, LLC | 74449JAA0 | Jun 2026 | 28,153,670 | $28.3M | 0.01% | ABS-MBS |
| 1347 | Countrywide Asset-Backed Certificates | 23243HAE1 | Jun 2026 | 30,131,813 | $28.3M | 0.01% | ABS-O |
| 1348 | BXP Trust | 056083AA6 | Jun 2026 | 28,700,000 | $28.3M | 0.01% | ABS-MBS |
| 1349 | Carvana Auto Receivables Trust | 14688PAD6 | Jun 2026 | 28,000,000 | $28.3M | 0.01% | ABS-O |
| 1350 | IndyMac INDX Mortgage Loan Trust | 45669EAM8 | Jun 2026 | 34,832,147 | $28.3M | 0.01% | ABS-MBS |
| 1351 | Morgan Stanley ReRemic Trust | 61764KAP8 | Jun 2026 | 31,847,284 | $28.3M | 0.01% | ABS-MBS |
| 1352 | Barrow Funding PLC | 000000000 | Jun 2026 | 21,161,000 | $28.2M | 0.01% | ABS-MBS |
| 1353 | Securitized Asset Backed Receivables LLC Trust | 81378KAA7 | Jun 2026 | 30,653,229 | $28.2M | 0.01% | ABS-O |
| 1354 | Sound Point CLO LTD | 83615CAL0 | Jun 2026 | 28,161,917 | $28.2M | 0.01% | ABS-CBDO |
| 1355 | United States Treasury | 912810PZ5 | Jun 2026 | 27,798,682 | $28.2M | 0.01% | DBT |
| 1356 | FMC CORP | 302491BA2 | Jun 2026 | 27,000,000 | $28.1M | 0.01% | DBT |
| 1357 | Santander Mortgage Asset Receivable Trust | 802929AC3 | Jun 2026 | 28,285,929 | $28.1M | 0.01% | ABS-MBS |
| 1358 | FOYT Finance DAC | 000000000 | Jun 2026 | 24,414,000 | $27.9M | 0.01% | ABS-O |
| 1359 | Nelnet Student Loan Trust | 64032PAA0 | Jun 2026 | 27,272,092 | $27.8M | 0.01% | ABS-O |
| 1360 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 454,990,120 | $27.8M | 0.01% | DIR |
| 1361 | PRP Advisors, LLC | 69395KAA1 | Jun 2026 | 27,848,490 | $27.8M | 0.01% | ABS-MBS |
| 1362 | KKR Financial CLO Ltd | 48254QAF1 | Jun 2026 | 27,700,000 | $27.7M | 0.01% | ABS-CBDO |
| 1363 | AMER AIRLN 15-1 A PTT | 023770AA8 | Jun 2026 | 28,022,615 | $27.7M | 0.01% | DBT |
| 1364 | Freddie Mac | 31427PX90 | Jun 2026 | 26,196,508 | $27.6M | 0.01% | ABS-MBS |
| 1365 | Morgan Stanley & Co. International PLC | 000000000 | Jun 2026 | 1 | $27.5M | 0.01% | DFE |
| 1366 | Romark Credit Funding Ltd | 77587BAA2 | Jun 2026 | 27,400,000 | $27.4M | 0.01% | ABS-CBDO |
| 1367 | Asset Backed Funding Certificates | 00075XAA5 | Jun 2026 | 31,308,976 | $27.4M | 0.01% | ABS-MBS |
| 1368 | Australia & New Zealand Banking Group Ltd. | 000000000 | Jun 2026 | 1 | $27.3M | 0.01% | DFE |
| 1369 | PREFERRED TERM SECS XIX | 74042HAB3 | Jun 2026 | 28,471,433 | $27.3M | 0.01% | DBT |
| 1370 | Asset Backed Funding Certificates | 00075WAA7 | Jun 2026 | 38,056,221 | $27.3M | 0.01% | ABS-MBS |
| 1371 | SOFI CONSUMER LOAN PROGRAM TRUST | 83407UAA6 | Jun 2026 | 27,236,587 | $27.3M | 0.01% | ABS-O |
| 1372 | Nelnet Student Loan Trust | 64032PAB8 | Jun 2026 | 26,445,665 | $27.1M | 0.01% | ABS-O |
| 1373 | JP Morgan Mortgage Trust | 46656NAA7 | Jun 2026 | 27,904,411 | $27.1M | 0.01% | ABS-MBS |
| 1374 | BOEING CO/THE | 097023DR3 | Jun 2026 | 25,500,000 | $27.1M | 0.01% | DBT |
| 1375 | PRP Advisors, LLC | 74391EAA9 | Jun 2026 | 26,933,673 | $27.1M | 0.01% | ABS-MBS |
| 1376 | IndyMac Residential Asset Backed Trust | 43710BAA4 | Jun 2026 | 34,280,904 | $27.0M | 0.01% | ABS-O |
| 1377 | Chase Mortgage Finance Corporation | 16160VAB9 | Jun 2026 | 30,271,574 | $27.0M | 0.01% | ABS-MBS |
| 1378 | Pagaya AI Debt Selection Trust | 69544VAA7 | Jun 2026 | 26,883,022 | $26.9M | 0.01% | ABS-O |
| 1379 | TITULOS DE TESORERIA | 000000000 | Jun 2026 | 120,974,900,000 | $26.8M | 0.01% | DBT |
| 1380 | FORD MOTOR CREDIT CO LLC | 345397C92 | Jun 2026 | 26,077,000 | $26.8M | 0.01% | DBT |
| 1381 | Cascade Funding Mortgage Trust | 12531BAA6 | Jun 2026 | 27,067,088 | $26.8M | 0.01% | ABS-MBS |
| 1382 | Tropic CDO Corp | 89708BAB9 | Jun 2026 | 27,560,754 | $26.8M | 0.01% | ABS-CBDO |
| 1383 | Asset Backed Funding Certificates | 00075WAC3 | Jun 2026 | 48,265,274 | $26.8M | 0.01% | ABS-MBS |
| 1384 | Freddie Mac | 31427STD0 | Jun 2026 | 26,888,774 | $26.8M | 0.01% | ABS-MBS |
| 1385 | BARCLAYS PLC | 06738ECK9 | Jun 2026 | 25,800,000 | $26.7M | 0.01% | DBT |
| 1386 | Freddie Mac | 31427GUN2 | Jun 2026 | 27,133,315 | $26.7M | 0.01% | ABS-MBS |
| 1387 | Proteus RMBS DAC | 000000000 | Jun 2026 | 24,059,000 | $26.7M | 0.01% | ABS-MBS |
| 1388 | COSTAR GROUP INC | 22160NAA7 | Jun 2026 | 29,567,000 | $26.6M | 0.01% | DBT |
| 1389 | SOFI CONSUMER LOAN PROGRAM TRU | 83407KAB6 | Jun 2026 | 26,600,000 | $26.6M | 0.01% | ABS-O |
| 1390 | PREFERRED TERM XXII | 74042MAC0 | Jun 2026 | 27,673,937 | $26.6M | 0.01% | DBT |
| 1391 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 48,500,000 | $26.6M | 0.01% | DIR |
| 1392 | Onslow Bay Financial LLC | 673921AA0 | Jun 2026 | 26,447,307 | $26.5M | 0.01% | ABS-MBS |
| 1393 | DBGS Mortgage Trust | 23308LAA2 | Jun 2026 | 26,500,000 | $26.5M | 0.01% | ABS-MBS |
| 1394 | Angel Oak Mortgage Trust | 03466DAA0 | Jun 2026 | 26,663,578 | $26.5M | 0.01% | ABS-MBS |
| 1395 | SOFI CONSUMER LOAN PROGRAM TRUST | 83407XAE2 | Jun 2026 | 22,561,646 | $26.4M | 0.01% | ABS-O |
| 1396 | Banc of America Merrill Lynch Large Loan Inc | 05494AAE9 | Jun 2026 | 28,198,000 | $26.4M | 0.01% | ABS-MBS |
| 1397 | Freddie Mac | 3142GR6B1 | Jun 2026 | 25,898,743 | $26.4M | 0.01% | ABS-MBS |
| 1398 | FORD MOTOR CREDIT CO LLC | 345397B51 | Jun 2026 | 27,259,000 | $26.3M | 0.01% | DBT |
| 1399 | Pretium Mortgage Credit Partners LLC | 740936AA7 | Jun 2026 | 26,281,010 | $26.3M | 0.01% | ABS-O |
| 1400 | NYO Commercial Mortgage Trust | 62955HAA5 | Jun 2026 | 26,300,000 | $26.3M | 0.01% | ABS-MBS |
| 1401 | RNHB B.V. | 000000000 | Jun 2026 | 22,875,915 | $26.3M | 0.01% | DBT |
| 1402 | JP Morgan Mortgage Trust | 46593RAP1 | Jun 2026 | 26,329,413 | $26.3M | 0.01% | ABS-MBS |
| 1403 | Alesco Preferred Funding Ltd | 01449TAB9 | Jun 2026 | 27,500,000 | $26.3M | 0.01% | ABS-CBDO |
| 1404 | Ally Auto Receivables Trust | 02007NAC2 | Jun 2026 | 26,274,299 | $26.3M | 0.01% | ABS-O |
| 1405 | Freddie Mac | 31427QUZ3 | Jun 2026 | 25,720,434 | $26.2M | 0.01% | ABS-MBS |
| 1406 | ALTICE FRANCE SA | 02090DAB4 | Jun 2026 | 26,921,065 | $26.1M | 0.01% | DBT |
| 1407 | URSA RE LTD | 90323WAR1 | Jun 2026 | 25,300,000 | $26.1M | 0.01% | DBT |
| 1408 | Freddie Mac | 3142GRFA3 | Jun 2026 | 25,675,108 | $26.1M | 0.01% | ABS-MBS |
| 1409 | Morgan Stanley Residential Mortgage Loan Trust | 61776YAA7 | Jun 2026 | 26,856,054 | $26.1M | 0.01% | ABS-MBS |
| 1410 | Chase Mortgage Finance Corporation | 16160QAX2 | Jun 2026 | 26,085,888 | $26.1M | 0.01% | ABS-MBS |
| 1411 | Carvana Auto Receivables Trust | 146919AD7 | Jun 2026 | 26,200,000 | $26.1M | 0.01% | ABS-O |
| 1412 | Research-Driven Pagaya Motor Asset Trust I | 76089MAB1 | Jun 2026 | 26,012,407 | $26.1M | 0.01% | ABS-O |
| 1413 | Fannie Mae | 3140FPAV1 | Jun 2026 | 27,413,159 | $26.0M | 0.01% | ABS-MBS |
| 1414 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 316,880,000 | $26.0M | 0.01% | DIR |
| 1415 | SBNA Auto Lease Trust | 78437KAC8 | Jun 2026 | 25,873,440 | $25.9M | 0.01% | ABS-O |
| 1416 | Space Coast Credit Union | 78436RAE0 | Jun 2026 | 25,833,114 | $25.9M | 0.01% | ABS-O |
| 1417 | WAMU Mortgage Pass-Through Certificates | 93364FAG6 | Jun 2026 | 27,643,677 | $25.9M | 0.01% | ABS-MBS |
| 1418 | Sequoia Mortgage Trust | 81750GAB2 | Jun 2026 | 26,518,092 | $25.8M | 0.01% | ABS-MBS |
| 1419 | OCP Euro CLO | 000000000 | Jun 2026 | 22,600,000 | $25.8M | 0.01% | ABS-CBDO |
| 1420 | NEWCASTLE INVESTMENT TRUST | 65106TAA0 | Jun 2026 | 26,314,214 | $25.8M | 0.01% | ABS-O |
| 1421 | PRP Advisors, LLC | 69382KAA6 | Jun 2026 | 25,880,814 | $25.8M | 0.01% | ABS-MBS |
| 1422 | IFC Emerging Markets Securitization, Ltd. | 45175UAC1 | Jun 2026 | 25,800,000 | $25.8M | 0.01% | ABS-CBDO |
| 1423 | GAZPROM (GAZ CAPITAL SA) | 000000000 | Jun 2026 | 29,460,000 | $25.8M | 0.01% | DBT |
| 1424 | Morgan Stanley Residential Mortgage Loan Trust | 61779QAA1 | Jun 2026 | 26,010,526 | $25.8M | 0.01% | ABS-MBS |
| 1425 | KKR Financial CLO Ltd | 48255UAV6 | Jun 2026 | 25,800,000 | $25.8M | 0.01% | ABS-CBDO |
| 1426 | Deutsche Alt-A Securities INC Mortgage Loan Trust | 25150VAL0 | Jun 2026 | 30,029,018 | $25.7M | 0.01% | ABS-MBS |
| 1427 | LONGLEAF PINE RE LTD | 54307MAA6 | Jun 2026 | 25,200,000 | $25.7M | 0.01% | DBT |
| 1428 | Freddie Mac | 3137FJK81 | Jun 2026 | 40,519,257 | $25.7M | 0.01% | ABS-MBS |
| 1429 | Palmer Square European Loan Funding | 000000000 | Jun 2026 | 22,500,000 | $25.7M | 0.01% | ABS-CBDO |
| 1430 | GMF Canada Leasing Trust | 36252MEK2 | Jun 2026 | 36,300,000 | $25.7M | 0.01% | ABS-O |
| 1431 | Verus Securitization Trust | 92541AAA8 | Jun 2026 | 25,664,599 | $25.6M | 0.01% | ABS-MBS |
| 1432 | 522 Funding CLO Ltd | 33835AAY5 | Jun 2026 | 25,550,000 | $25.6M | 0.01% | ABS-CBDO |
| 1433 | Banc of America Merrill Lynch Large Loan Inc | 05494AAC3 | Jun 2026 | 26,318,000 | $25.5M | 0.01% | ABS-MBS |
| 1434 | Structured Asset Investment Loan Trust | 86358EA97 | Jun 2026 | 27,034,146 | $25.5M | 0.01% | ABS-O |
| 1435 | HarborView Mortgage Loan Trust | 41164UAA7 | Jun 2026 | 29,891,718 | $25.5M | 0.01% | ABS-MBS |
| 1436 | Citigroup Mortgage Loan Trust Inc | 17329AAJ4 | Jun 2026 | 30,128,300 | $25.5M | 0.01% | ABS-MBS |
| 1437 | Grosvenor Square RMBS PLC | 000000000 | Jun 2026 | 19,132,878 | $25.4M | 0.01% | ABS-MBS |
| 1438 | Fannie Mae | 3140QRLM3 | Jun 2026 | 25,167,558 | $25.4M | 0.01% | ABS-MBS |
| 1439 | Toyota Auto Receivables Owner Trust | 89237NAD9 | Jun 2026 | 25,231,306 | $25.4M | 0.01% | ABS-O |
| 1440 | SOFI CONSUMER LOAN PROGRAM TRUST | 83407PAC3 | Jun 2026 | 25,330,000 | $25.4M | 0.01% | ABS-O |
| 1441 | Alesco Preferred Funding Ltd | 01450DAC8 | Jun 2026 | 27,000,000 | $25.4M | 0.01% | ABS-CBDO |
| 1442 | Bear Stearns Asset Backed Securities Trust | 07387YAB9 | Jun 2026 | 29,266,000 | $25.4M | 0.01% | ABS-MBS |
| 1443 | Citigroup Mortgage Loan Trust Inc | 17329AAQ8 | Jun 2026 | 607,698,890 | $25.4M | 0.01% | ABS-MBS |
| 1444 | Tesla Electric Vehicle Trust | 881943AD6 | Jun 2026 | 25,221,886 | $25.3M | 0.01% | ABS-O |
| 1445 | PETROLEOS DE VENEZUELA S | 000000000 | Jun 2026 | 67,067,000 | $25.3M | 0.01% | DBT |
| 1446 | Dutch Mortgage Finance | 000000000 | Jun 2026 | 1,830,000 | $25.3M | 0.01% | ABS-MBS |
| 1447 | Ripon Mortgages PLC | 000000000 | Jun 2026 | 7,125,000 | $25.3M | 0.01% | ABS-MBS |
| 1448 | Navient Education Loan Trust | 63943EAA5 | Jun 2026 | 25,230,534 | $25.3M | 0.01% | ABS-O |
| 1449 | United States Treasury | 912810RA8 | Jun 2026 | 34,637,834 | $25.3M | 0.01% | DBT |
| 1450 | US Capital Funding Ltd | 90342WAA5 | Jun 2026 | 26,139,686 | $25.2M | 0.01% | ABS-CBDO |
| 1451 | Fannie Mae | 31418FKN6 | Jun 2026 | 25,095,825 | $25.2M | 0.01% | ABS-MBS |
| 1452 | HEXAGON IV RE LTD | 428270AA0 | Jun 2026 | 21,312,000 | $25.2M | 0.01% | DBT |
| 1453 | Fannie Mae | 3140QTP45 | Jun 2026 | 24,276,520 | $25.1M | 0.01% | ABS-MBS |
| 1454 | Freddie Mac | 3132DPSN9 | Jun 2026 | 24,778,743 | $25.1M | 0.01% | ABS-MBS |
| 1455 | Australia & New Zealand Banking Group Ltd. | 000000000 | Jun 2026 | 1 | $25.1M | 0.01% | DFE |
| 1456 | PRP Advisors, LLC | 69383VAA1 | Jun 2026 | 25,310,962 | $25.1M | 0.01% | ABS-MBS |
| 1457 | Roundstone Securities | 000000000 | Jun 2026 | 23,143,000 | $25.0M | 0.01% | ABS-MBS |
| 1458 | LCH Ltd. | 000000000 | Jun 2026 | 467,500,000 | $24.9M | 0.01% | DIR |
| 1459 | Ripon Mortgages | 000000000 | Jun 2026 | 18,901,000 | $24.9M | 0.01% | ABS-MBS |
| 1460 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 1,156,093,000 | $24.8M | 0.01% | DIR |
| 1461 | PACIFIC GAS & ELECTRIC | 694308HN0 | Jun 2026 | 32,021,000 | $24.8M | 0.01% | DBT |
| 1462 | Citigroup Mortgage Loan Trust Inc | 17329HAJ9 | Jun 2026 | 30,313,550 | $24.8M | 0.01% | ABS-MBS |
| 1463 | Exeter Automobile Receivables Trust | 30168HAB3 | Jun 2026 | 24,782,418 | $24.8M | 0.01% | ABS-O |
| 1464 | Freddie Mac | 31427QN65 | Jun 2026 | 24,624,242 | $24.7M | 0.01% | ABS-MBS |
| 1465 | SOUTH AFRICAN T-BILLS | 000000000 | Jun 2026 | 414,000,000 | $24.7M | 0.01% | STIV |
| 1466 | CIM Trust | 17179VAB6 | Jun 2026 | 25,748,000 | $24.7M | 0.01% | ABS-MBS |
| 1467 | Citigroup Mortgage Loan Trust Inc | 17330EAH7 | Jun 2026 | 28,296,700 | $24.7M | 0.01% | ABS-MBS |
| 1468 | Pretium Mortgage Credit Partners LLC | 69392EAA8 | Jun 2026 | 24,610,306 | $24.6M | 0.01% | ABS-O |
| 1469 | Avon Finance | 000000000 | Jun 2026 | 18,535,000 | $24.6M | 0.01% | ABS-MBS |
| 1470 | Fannie Mae | 3140BUGJ5 | Jun 2026 | 24,998,502 | $24.6M | 0.01% | ABS-MBS |
| 1471 | PRP Advisors, LLC | 69381AAA9 | Jun 2026 | 24,763,905 | $24.5M | 0.01% | ABS-MBS |
| 1472 | Fannie Mae | 3140U1L60 | Jun 2026 | 24,906,394 | $24.5M | 0.01% | ABS-MBS |
| 1473 | Credit Suisse Mortgage Trust | 12662NAF0 | Jun 2026 | 33,690,800 | $24.5M | 0.01% | ABS-MBS |
| 1474 | Towd Point Mortgage Trust | 891947AA1 | Jun 2026 | 24,413,717 | $24.5M | 0.01% | ABS-MBS |
| 1475 | Freddie Mac | 3142GU4E0 | Jun 2026 | 24,319,429 | $24.4M | 0.01% | ABS-MBS |
| 1476 | Societe Generale SA | 000000000 | Jun 2026 | 1 | $24.4M | 0.01% | DFE |
| 1477 | NATWEST GROUP PLC | 639057AM0 | Jun 2026 | 24,300,000 | $24.4M | 0.01% | DBT |
| 1478 | Structured Asset Investment Loan Trust | 86358ESP2 | Jun 2026 | 25,492,000 | $24.3M | 0.01% | ABS-O |
| 1479 | Angel Oak Mortgage Trust | 034943AA8 | Jun 2026 | 24,165,990 | $24.3M | 0.01% | ABS-MBS |
| 1480 | Ace Securities Corp. | 00441XAA2 | Jun 2026 | 31,368,355 | $24.2M | 0.01% | ABS-MBS |
| 1481 | Fannie Mae | 3140U3TM3 | Jun 2026 | 24,558,187 | $24.2M | 0.01% | ABS-MBS |
| 1482 | MEX BONOS DESARR FIX RT | 000000000 | Jun 2026 | 451,600,000 | $24.1M | 0.01% | DBT |
| 1483 | CIT Mortgage Loan Trust | 12559QAF9 | Jun 2026 | 23,790,843 | $24.0M | 0.01% | ABS-O |
| 1484 | CSMCM Trust Certificates | 12653YAA8 | Jun 2026 | 29,627,306 | $24.0M | 0.01% | ABS-MBS |
| 1485 | Long Beach Mortgage Loan Trust | 54251PAD9 | Jun 2026 | 51,299,682 | $24.0M | 0.01% | ABS-O |
| 1486 | Credit Suisse Mortgage Trust | 12660WAA3 | Jun 2026 | 28,700,000 | $24.0M | 0.01% | ABS-MBS |
| 1487 | Durham Mortgages | 000000000 | Jun 2026 | 20,467,000 | $24.0M | 0.01% | ABS-MBS |
| 1488 | Fremont Home Loan Trust | 35729PPB0 | Jun 2026 | 26,247,901 | $23.9M | 0.01% | ABS-O |
| 1489 | Societe Generale SA | 000000000 | Jun 2026 | 1 | $23.9M | 0.01% | DFE |
| 1490 | ALASKA AIRLINES 2020 TR | 01166VAA7 | Jun 2026 | 23,907,667 | $23.9M | 0.01% | DBT |
| 1491 | PACIFIC GAS & ELECTRIC | 694308KF3 | Jun 2026 | 23,667,000 | $23.9M | 0.01% | DBT |
| 1492 | United States Treasury | 912828V49 | Jun 2026 | 24,135,739 | $23.8M | 0.01% | DBT |
| 1493 | Dutch Mortgage Finance | 000000000 | Jun 2026 | 20,718,000 | $23.8M | 0.01% | ABS-MBS |
| 1494 | First Help Financial LLC | 30340RAB2 | Jun 2026 | 23,801,027 | $23.8M | 0.01% | ABS-O |
| 1495 | Fannie Mae | 3140NEN68 | Jun 2026 | 24,001,650 | $23.8M | 0.01% | ABS-MBS |
| 1496 | Arbour CLO | 000000000 | Jun 2026 | 20,750,000 | $23.8M | 0.01% | ABS-CBDO |
| 1497 | Freddie Mac | 3132DMJJ5 | Jun 2026 | 26,684,899 | $23.8M | 0.01% | ABS-MBS |
| 1498 | Citigroup Mortgage Loan Trust Inc | 17329YAH6 | Jun 2026 | 30,997,550 | $23.7M | 0.01% | ABS-MBS |
| 1499 | US Renal Care Inc | 90290PAS3 | Jun 2026 | 24,083,524 | $23.7M | 0.01% | LON |
| 1500 | Palmer Square European Loan Funding | 000000000 | Jun 2026 | 20,700,000 | $23.7M | 0.01% | ABS-CBDO |
| 1501 | Bain Capital Credit CLO, Limited | 05682GAQ1 | Jun 2026 | 23,700,000 | $23.7M | 0.01% | ABS-CBDO |
| 1502 | Santander Drive Auto Receivables Trust | 802919AC4 | Jun 2026 | 23,691,191 | $23.7M | 0.01% | ABS-O |
| 1503 | LCH Ltd. | 000000000 | Jun 2026 | 41,566,000,000 | $23.7M | 0.01% | DIR |
| 1504 | GS Mortgage-Backed Securities Trust | 36265TAR1 | Jun 2026 | 281,632,331 | $23.7M | 0.01% | ABS-MBS |
| 1505 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $23.7M | 0.01% | DFE |
| 1506 | PETROLEOS DE VENEZUELA S | 000000000 | Jun 2026 | 52,840,000 | $23.6M | 0.01% | DBT |
| 1507 | GLS Auto Receivables Trust | 37989YAB8 | Jun 2026 | 23,563,484 | $23.6M | 0.01% | ABS-O |
| 1508 | Mill City Mortgage Trust | 59980FAC0 | Jun 2026 | 23,583,808 | $23.5M | 0.01% | ABS-MBS |
| 1509 | FOYT Finance DAC | 000000000 | Jun 2026 | 20,508,000 | $23.5M | 0.01% | ABS-O |
| 1510 | Structured Asset Securities Corporation | 86359RAE6 | Jun 2026 | 38,715,000 | $23.5M | 0.01% | ABS-O |
| 1511 | GLS Auto Receivables Trust | 36270YAG7 | Jun 2026 | 23,400,000 | $23.5M | 0.01% | ABS-O |
| 1512 | Morgan Stanley Capital Inc | 617525AA8 | Jun 2026 | 37,644,270 | $23.5M | 0.01% | ABS-MBS |
| 1513 | Residential Asset Securities Corporation | 74924YAD5 | Jun 2026 | 24,197,358 | $23.4M | 0.01% | ABS-MBS |
| 1514 | JP Morgan Chase Commercial Mortgage Sec Trust | 46649XAA5 | Jun 2026 | 27,783,000 | $23.4M | 0.01% | ABS-MBS |
| 1515 | LCH Ltd. | 000000000 | Jun 2026 | 2,341,400,000 | $23.4M | 0.01% | DIR |
| 1516 | Fannie Mae | 3140BXPU4 | Jun 2026 | 23,790,159 | $23.4M | 0.01% | ABS-MBS |
| 1517 | Carvana Auto Receivables Trust | 14688NAD1 | Jun 2026 | 23,200,000 | $23.4M | 0.01% | ABS-O |
| 1518 | RNHB B.V. | 000000000 | Jun 2026 | 20,195,355 | $23.4M | 0.01% | DBT |
| 1519 | Fannie Mae | 3140MLEM8 | Jun 2026 | 22,921,967 | $23.4M | 0.01% | ABS-MBS |
| 1520 | Towd Point Mortgage Trust | 89172HAF4 | Jun 2026 | 24,000,000 | $23.4M | 0.01% | ABS-MBS |
| 1521 | Argentina Republic Government International Bonds | 040114HX1 | Jun 2026 | 25,506,529 | $23.3M | 0.01% | DBT |
| 1522 | Argent Securities Inc. | 040104PD7 | Jun 2026 | 25,774,000 | $23.3M | 0.01% | ABS-MBS |
| 1523 | IXIS Real Estate Capital Trust | 46602UAC2 | Jun 2026 | 74,012,084 | $23.2M | 0.01% | ABS-MBS |
| 1524 | PREFERRED TERM SECS XXI | 74042JAB9 | Jun 2026 | 25,120,416 | $23.2M | 0.01% | DBT |
| 1525 | Durham Mortgages | 000000000 | Jun 2026 | 17,515,000 | $23.2M | 0.01% | ABS-MBS |
| 1526 | Anchorage Credit Funding Ltd. | 03331MAC9 | Jun 2026 | 23,500,000 | $23.2M | 0.01% | ABS-CBDO |
| 1527 | WAMU Asset-Backed Certificates | 933631AA1 | Jun 2026 | 26,405,215 | $23.2M | 0.01% | ABS-O |
| 1528 | Turkiye Vakiflar Bankasi TAO, Istanbul | 000000000 | Jun 2026 | 20,200,000 | $23.2M | 0.01% | LON |
| 1529 | United States Treasury | 91282CBF7 | Jun 2026 | 25,067,028 | $23.2M | 0.01% | DBT |
| 1530 | Credit Suisse Mortgage Trust | 12660QAD0 | Jun 2026 | 27,143,399 | $23.1M | 0.01% | ABS-MBS |
| 1531 | Kirkby RMBS | 000000000 | Jun 2026 | 26,742,000 | $23.1M | 0.01% | ABS-MBS |
| 1532 | PRP Advisors, LLC | 69381LAA5 | Jun 2026 | 23,689,991 | $23.1M | 0.01% | ABS-MBS |
| 1533 | Freddie Mac | 3128MJ4H0 | Jun 2026 | 25,076,256 | $23.1M | 0.01% | ABS-MBS |
| 1534 | BLUE RIDGE RE LTD | 096003AA6 | Jun 2026 | 22,908,000 | $23.1M | 0.01% | DBT |
| 1535 | PROSUS NV | 000000000 | Jun 2026 | 21,300,000 | $23.1M | 0.01% | DBT |
| 1536 | Intercontinental Exchange, Inc. | 000000000 | Jun 2026 | 1,063,930,000 | $23.1M | 0.01% | DCR |
| 1537 | Novastar Home Equity Loan | 66989EAD7 | Jun 2026 | 23,936,466 | $23.1M | 0.01% | ABS-MBS |
| 1538 | GAZPROM (GAZ CAPITAL SA) | 368266AH5 | Jun 2026 | 30,730,000 | $23.0M | 0.01% | DBT |
| 1539 | GAZPROM (GAZ CAPITAL SA) | 000000000 | Jun 2026 | 24,600,000 | $23.0M | 0.01% | DBT |
| 1540 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 178,300,000 | $23.0M | 0.01% | DIR |
| 1541 | ORANGE CAPITAL RE DAC | 000000000 | Jun 2026 | 19,700,000 | $23.0M | 0.01% | DBT |
| 1542 | Fannie Mae | 3140QWCC4 | Jun 2026 | 23,167,932 | $23.0M | 0.01% | ABS-MBS |
| 1543 | Reach Financial LLC | 75526XAA2 | Jun 2026 | 22,990,535 | $23.0M | 0.01% | ABS-O |
| 1544 | WATR Issuer Trust | 92892LAB7 | Jun 2026 | 22,966,000 | $23.0M | 0.01% | ABS-O |
| 1545 | Porsche Innovative Lease Owner Trust | 73328NAE1 | Jun 2026 | 22,916,047 | $22.9M | 0.01% | ABS-O |
| 1546 | Countrywide Asset-Backed Certificates | 045427AD3 | Jun 2026 | 24,075,831 | $22.9M | 0.01% | ABS-O |
| 1547 | Citibank NA | 000000000 | Jun 2026 | 1 | $22.9M | 0.01% | DFE |
| 1548 | Fannie Mae | 3140BYTR5 | Jun 2026 | 23,276,252 | $22.9M | 0.01% | ABS-MBS |
| 1549 | Bear Stearns Asset Backed Securities Trust | 073855AD0 | Jun 2026 | 23,551,296 | $22.9M | 0.01% | ABS-O |
| 1550 | Dutch Mortgage Finance | 000000000 | Jun 2026 | 19,849,000 | $22.9M | 0.01% | ABS-MBS |
| 1551 | First Franklin Mtg Loan Asset Backed Certificates | 32027GAE6 | Jun 2026 | 24,123,827 | $22.8M | 0.01% | ABS-O |
| 1552 | Countrywide Asset-Backed Certificates | 12667TAA3 | Jun 2026 | 24,304,225 | $22.8M | 0.01% | ABS-O |
| 1553 | Freddie Mac | 3132DWNW9 | Jun 2026 | 22,903,562 | $22.6M | 0.01% | ABS-MBS |
| 1554 | Securitized Asset Backed Receivables LLC Trust | 81377JAA1 | Jun 2026 | 63,538,971 | $22.6M | 0.01% | ABS-O |
| 1555 | GS Mortgage-Backed Securities Trust | 36273GAA6 | Jun 2026 | 22,707,218 | $22.5M | 0.01% | ABS-MBS |
| 1556 | Bain Capital Credit CLO, Limited | 05682EAN3 | Jun 2026 | 22,500,000 | $22.5M | 0.01% | ABS-CBDO |
| 1557 | WAMU Asset-Backed Certificates | 93364EAA2 | Jun 2026 | 23,569,284 | $22.5M | 0.01% | ABS-MBS |
| 1558 | Deutsche Alt-A Securities INC Mortgage Loan Trust | 25151XAB7 | Jun 2026 | 23,598,903 | $22.4M | 0.01% | ABS-MBS |
| 1559 | TARANIS REINSURANCE DAC | 000000000 | Jun 2026 | 18,600,000 | $22.4M | 0.01% | DBT |
| 1560 | Towd Point Mortgage Trust | 89190MAA2 | Jun 2026 | 22,723,729 | $22.4M | 0.01% | ABS-MBS |
| 1561 | Residential Asset Securities Corporation | 76113ABM2 | Jun 2026 | 23,953,500 | $22.4M | 0.01% | ABS-MBS |
| 1562 | BNC Mortgage Loan Trust | 055683AE6 | Jun 2026 | 40,973,000 | $22.4M | 0.01% | ABS-MBS |
| 1563 | Fannie Mae | 3140W4GG6 | Jun 2026 | 21,391,890 | $22.3M | 0.01% | ABS-MBS |
| 1564 | Greensky Home Improvement Issuer Trust | 39571NAC0 | Jun 2026 | 22,100,000 | $22.3M | 0.01% | ABS-O |
| 1565 | Freddie Mac | 31427J5P9 | Jun 2026 | 22,688,761 | $22.3M | 0.01% | ABS-MBS |
| 1566 | Cross Mortgage Trust | 22758DAA7 | Jun 2026 | 22,192,982 | $22.3M | 0.01% | ABS-MBS |
| 1567 | Structured Asset Securities Corporation | 86360RAF0 | Jun 2026 | 21,624,908 | $22.3M | 0.01% | ABS-O |
| 1568 | FORD MOTOR CREDIT CO LLC | 345397G72 | Jun 2026 | 21,973,000 | $22.3M | 0.01% | DBT |
| 1569 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $22.2M | 0.01% | DFE |
| 1570 | THAMES WATER SUPER SEN | 000000000 | Jun 2026 | 15,790,113 | $22.2M | 0.01% | DBT |
| 1571 | Towd Point Mortgage Trust | 89183KAA5 | Jun 2026 | 22,278,309 | $22.2M | 0.01% | ABS-MBS |
| 1572 | EAST LANE RE VII LTD | 27332EAC5 | Jun 2026 | 22,100,000 | $22.2M | 0.01% | DBT |
| 1573 | Countrywide Alternative Loan Trust | 12668PAA0 | Jun 2026 | 24,511,897 | $22.2M | 0.01% | ABS-MBS |
| 1574 | NovaStar Mortgage-Backed Notes | 66988UAA8 | Jun 2026 | 60,248,685 | $22.2M | 0.01% | ABS-MBS |
| 1575 | NATURE COAST RE LTD | 63901CAA9 | Jun 2026 | 22,346,000 | $22.1M | 0.01% | DBT |
| 1576 | Countrywide Asset-Backed Certificates | 12666CAA1 | Jun 2026 | 23,421,696 | $22.1M | 0.01% | ABS-O |
| 1577 | CIM Trust | 17179VAC4 | Jun 2026 | 23,875,000 | $22.1M | 0.01% | ABS-MBS |
| 1578 | Freddie Mac | 3142JNWJ1 | Jun 2026 | 22,454,620 | $22.1M | 0.01% | ABS-MBS |
| 1579 | Long Beach Mortgage Loan Trust | 54251UAA4 | Jun 2026 | 34,488,980 | $22.1M | 0.01% | ABS-O |
| 1580 | Palmer Square Loan Funding Ltd | 696918AA9 | Jun 2026 | 22,000,000 | $22.0M | 0.01% | ABS-CBDO |
| 1581 | Credit Suisse Mortgage Trust | 12660QAJ7 | Jun 2026 | 31,043,149 | $22.0M | 0.01% | ABS-MBS |
| 1582 | Fannie Mae | 3140W3XR5 | Jun 2026 | 21,631,122 | $22.0M | 0.01% | ABS-MBS |
| 1583 | Porsche Innovative Lease Owner Trust | 73328AAD1 | Jun 2026 | 21,949,482 | $22.0M | 0.01% | ABS-O |
| 1584 | Fortress Credit BSL Limited | 34962HAJ6 | Jun 2026 | 21,925,828 | $21.9M | 0.01% | ABS-CBDO |
| 1585 | Freddie Mac | 3142GVY21 | Jun 2026 | 21,441,553 | $21.9M | 0.01% | ABS-MBS |
| 1586 | Towd Point Mortgage Trust | 89176LAD6 | Jun 2026 | 24,668,000 | $21.8M | 0.01% | ABS-MBS |
| 1587 | HSI Asset Securitization Corporation Trust | 40431JAA1 | Jun 2026 | 24,691,326 | $21.8M | 0.01% | ABS-O |
| 1588 | Credit Suisse Mortgage Trust | 12663TAA7 | Jun 2026 | 22,911,642 | $21.8M | 0.01% | ABS-MBS |
| 1589 | Lura Funding DAC | 000000000 | Jun 2026 | 18,916,000 | $21.8M | 0.01% | ABS-MBS |
| 1590 | Chase Auto Owner Trust | 16144QAC9 | Jun 2026 | 21,802,562 | $21.8M | 0.01% | ABS-O |
| 1591 | AMER AIRLINE 21-1A EETC | 02379KAA2 | Jun 2026 | 24,117,747 | $21.8M | 0.01% | DBT |
| 1592 | Fannie Mae | 3140J6GM3 | Jun 2026 | 22,901,292 | $21.8M | 0.01% | ABS-MBS |
| 1593 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $21.7M | 0.01% | DFE |
| 1594 | Countrywide Asset-Backed Certificates | 126670PL6 | Jun 2026 | 22,800,000 | $21.7M | 0.01% | ABS-O |
| 1595 | Ripon Mortgages | 000000000 | Jun 2026 | 16,380,000 | $21.7M | 0.01% | ABS-MBS |
| 1596 | EDUCATION FUNDING TRUST | 28140WAD3 | Jun 2026 | 21,717,562 | $21.6M | 0.01% | ABS-O |
| 1597 | EGYPT TREASURY BILL | 000000000 | Jun 2026 | 1,132,475,000 | $21.6M | 0.01% | STIV |
| 1598 | Flatiron CLO Ltd | 33883JAW1 | Jun 2026 | 21,589,283 | $21.6M | 0.01% | ABS-CBDO |
| 1599 | Consumer Loan Finance Issuer Trust | 21050QAC1 | Jun 2026 | 21,555,517 | $21.6M | 0.01% | ABS-O |
| 1600 | Anchorage Credit Funding Ltd. | 03333NAC5 | Jun 2026 | 21,800,000 | $21.6M | 0.01% | ABS-CBDO |
| 1601 | Ellington Loan Acquisition Trust | 288547AA0 | Jun 2026 | 21,928,880 | $21.6M | 0.01% | ABS-O |
| 1602 | Long Beach Mortgage Loan Trust | 54251MAA2 | Jun 2026 | 41,359,976 | $21.5M | 0.01% | ABS-O |
| 1603 | Long Beach Mortgage Loan Trust | 542514TT1 | Jun 2026 | 67,129,389 | $21.5M | 0.01% | ABS-O |
| 1604 | LUCA RE LTD | 54930CAA3 | Jun 2026 | 20,700,000 | $21.5M | 0.01% | DBT |
| 1605 | LUXCO3 SHARES | 000000000 | Jun 2026 | 1,058,861 | $21.5M | 0.01% | EC |
| 1606 | The Federal Republic of Nigeria | 000000000 | Jun 2026 | 30,546,900,000 | $21.4M | 0.01% | STIV |
| 1607 | Fannie Mae | 3140BS2S5 | Jun 2026 | 21,772,369 | $21.4M | 0.01% | ABS-MBS |
| 1608 | VITALITY RE XVII LTD | 92853KAA8 | Jun 2026 | 21,400,000 | $21.4M | 0.01% | DBT |
| 1609 | GS Mortgage Securities Corp. | 36248TAC6 | Jun 2026 | 40,604,608 | $21.4M | 0.01% | ABS-MBS |
| 1610 | GS Mortgage-Backed Securities Trust | 36269MAA9 | Jun 2026 | 21,890,608 | $21.4M | 0.01% | ABS-MBS |
| 1611 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 54,400,000 | $21.3M | 0.01% | DIR |
| 1612 | CSMCM Trust Certificates | 12653XAA0 | Jun 2026 | 18,275,873 | $21.3M | 0.01% | ABS-MBS |
| 1613 | Palmer Square European Loan Funding | 000000000 | Jun 2026 | 18,477,373 | $21.1M | 0.01% | ABS-CBDO |
| 1614 | Long Beach Mortgage Loan Trust | 54251WAA0 | Jun 2026 | 38,162,574 | $21.1M | 0.01% | ABS-O |
| 1615 | Verus Securitization Trust | 92540JAA0 | Jun 2026 | 21,035,201 | $21.1M | 0.01% | ABS-MBS |
| 1616 | Countrywide Asset-Backed Certificates | 12667CAE2 | Jun 2026 | 17,546,793 | $21.1M | 0.01% | ABS-O |
| 1617 | Valley Funding Plc | 000000000 | Jun 2026 | 15,924,000 | $21.1M | 0.01% | ABS-MBS |
| 1618 | PROSUS NV | 000000000 | Jun 2026 | 19,700,000 | $21.1M | 0.01% | DBT |
| 1619 | Structured Asset Securities Corporation | 86364LAE2 | Jun 2026 | 22,510,000 | $21.1M | 0.01% | ABS-O |
| 1620 | Long Beach Mortgage Loan Trust | 54251TAD1 | Jun 2026 | 52,907,726 | $21.1M | 0.01% | ABS-O |
| 1621 | WATR Issuer Trust | 92892LAE1 | Jun 2026 | 14,836,646 | $21.1M | 0.01% | ABS-O |
| 1622 | Verus Securitization Trust | 92540HAA4 | Jun 2026 | 20,884,629 | $21.1M | 0.01% | ABS-MBS |
| 1623 | PROSUS NV | 000000000 | Jun 2026 | 20,900,000 | $21.0M | 0.01% | DBT |
| 1624 | Freddie Mac | 3128MJ3J7 | Jun 2026 | 22,933,665 | $21.0M | 0.01% | ABS-MBS |
| 1625 | Fannie Mae | 3140M7D81 | Jun 2026 | 20,871,698 | $21.0M | 0.01% | ABS-MBS |
| 1626 | THAMES WATER SUPER SEN | 000000000 | Jun 2026 | 14,899,389 | $21.0M | 0.01% | DBT |
| 1627 | WATR Issuer Trust | 92892LAD3 | Jun 2026 | 20,884,000 | $20.9M | 0.01% | ABS-O |
| 1628 | Westlake Automobile Receivables Trust | 96043CAD2 | Jun 2026 | 20,867,386 | $20.9M | 0.01% | ABS-O |
| 1629 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 150,000,000 | $20.9M | 0.01% | DIR |
| 1630 | BARCLAYS PLC | 06738ECP8 | Jun 2026 | 20,700,000 | $20.9M | 0.01% | DBT |
| 1631 | Citigroup Mortgage Loan Trust Inc | 17329YAN3 | Jun 2026 | 36,467,906 | $20.8M | 0.01% | ABS-MBS |
| 1632 | Aqua Finance Trust | 038410AA4 | Jun 2026 | 21,036,086 | $20.8M | 0.01% | ABS-O |
| 1633 | Ford Auto Securitization Trust | 345214BV1 | Jun 2026 | 29,300,000 | $20.8M | 0.01% | ABS-O |
| 1634 | Ellington Financial Mortgage Trust | 26846DAC8 | Jun 2026 | 20,968,746 | $20.8M | 0.01% | ABS-MBS |
| 1635 | Merrill Lynch First Franklin Mortgage Loan Trust | 59024VAG4 | Jun 2026 | 20,676,658 | $20.8M | 0.01% | ABS-O |
| 1636 | Banc of America Funding Corporation | 059527AB7 | Jun 2026 | 26,607,416 | $20.8M | 0.01% | ABS-MBS |
| 1637 | SOFI CONSUMER LOAN PROGRAM TRUST | 83407PAB5 | Jun 2026 | 20,725,000 | $20.8M | 0.01% | ABS-O |
| 1638 | Citigroup Mortgage Loan Trust Inc | 17312EAA4 | Jun 2026 | 22,678,544 | $20.7M | 0.01% | ABS-MBS |
| 1639 | Regional Management Issuance Trust | 75907AAA1 | Jun 2026 | 20,700,000 | $20.7M | 0.01% | ABS-O |
| 1640 | CREDICORP CAPITAL SOCIED | 224939AA6 | Jun 2026 | 64,412,700 | $20.7M | 0.01% | DBT |
| 1641 | Towd Point Mortgage Trust | 89183CAA3 | Jun 2026 | 20,672,295 | $20.7M | 0.01% | ABS-MBS |
| 1642 | PACIFIC GAS & ELECTRIC | 694308KG1 | Jun 2026 | 20,000,000 | $20.7M | 0.01% | DBT |
| 1643 | Ronda RMBS Designated Activity Company | 000000000 | Jun 2026 | 18,271,000 | $20.7M | 0.01% | ABS-MBS |
| 1644 | PURPLE RE LTD | 74639NAC7 | Jun 2026 | 20,100,000 | $20.6M | 0.01% | DBT |
| 1645 | SOFI CONSUMER LOAN PROGRAM TRU | 83407KAC4 | Jun 2026 | 20,600,000 | $20.6M | 0.01% | ABS-O |
| 1646 | Fannie Mae | 3140BXKR6 | Jun 2026 | 20,970,578 | $20.6M | 0.01% | ABS-MBS |
| 1647 | Carvana Auto Receivables Trust | 14688PAC8 | Jun 2026 | 20,523,074 | $20.6M | 0.01% | ABS-O |
| 1648 | Structured Asset Securities Corporation | 86360LAF3 | Jun 2026 | 20,849,500 | $20.6M | 0.01% | ABS-O |
| 1649 | Credit Suisse Mortgage Trust | 12654PAB4 | Jun 2026 | 21,900,000 | $20.6M | 0.01% | ABS-MBS |
| 1650 | Long Beach Mortgage Loan Trust | 542514SD7 | Jun 2026 | 22,761,146 | $20.5M | 0.01% | ABS-O |
| 1651 | Ronda RMBS Designated Activity Company | 000000000 | Jun 2026 | 63,034,000 | $20.5M | 0.01% | ABS-MBS |
| 1652 | CSMCM Trust Certificates | 12658TAA4 | Jun 2026 | 25,214,260 | $20.5M | 0.01% | ABS-MBS |
| 1653 | Grosvenor Square RMBS PLC | 000000000 | Jun 2026 | 15,394,721 | $20.5M | 0.01% | ABS-MBS |
| 1654 | Countrywide Alternative Loan Trust | 12668AEV3 | Jun 2026 | 21,490,596 | $20.5M | 0.01% | ABS-MBS |
| 1655 | ALAMO RE LTD | 011395AS9 | Jun 2026 | 20,500,000 | $20.5M | 0.01% | DBT |
| 1656 | Countrywide Asset-Backed Certificates | 126670JE9 | Jun 2026 | 22,879,288 | $20.5M | 0.01% | ABS-MBS |
| 1657 | JP Morgan Mortgage Trust | 46593DAX5 | Jun 2026 | 20,387,539 | $20.4M | 0.01% | ABS-MBS |
| 1658 | Fannie Mae | 3140W5DW1 | Jun 2026 | 20,539,516 | $20.4M | 0.01% | ABS-MBS |
| 1659 | Onslow Bay Financial LLC | 673919AL0 | Jun 2026 | 20,422,824 | $20.4M | 0.01% | ABS-MBS |
| 1660 | Freddie Mac | 31427JVM7 | Jun 2026 | 20,712,677 | $20.4M | 0.01% | ABS-MBS |
| 1661 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 150,000,000 | $20.4M | 0.01% | DIR |
| 1662 | Carvana Auto Receivables Trust | 14076LAD5 | Jun 2026 | 20,300,000 | $20.3M | 0.01% | ABS-O |
| 1663 | Countrywide Asset-Backed Certificates | 12669LAA8 | Jun 2026 | 21,956,441 | $20.3M | 0.01% | ABS-O |
| 1664 | Fannie Mae | 31418FNH6 | Jun 2026 | 20,650,163 | $20.3M | 0.01% | ABS-MBS |
| 1665 | Verus Securitization Trust | 924926AA6 | Jun 2026 | 20,320,276 | $20.3M | 0.01% | ABS-MBS |
| 1666 | CS AT1 CLAIMS US225401AJ72 | 000000000 | Jun 2026 | 57,550,000 | $20.3M | 0.01% | DBT |
| 1667 | Great Hall Mortgages Plc | 000000000 | Jun 2026 | 15,453,277 | $20.3M | 0.01% | ABS-MBS |
| 1668 | CLARITEV CORP | 62548MAA8 | Jun 2026 | 34,353,135 | $20.3M | 0.01% | DBT |
| 1669 | New Residential Mortgage Loan Trust | 64830MCA9 | Jun 2026 | 21,264,478 | $20.3M | 0.01% | ABS-MBS |
| 1670 | Carvana Auto Receivables Trust | 14688GAD6 | Jun 2026 | 20,000,000 | $20.3M | 0.01% | ABS-O |
| 1671 | Onslow Bay Financial LLC | 67449CAA9 | Jun 2026 | 20,208,771 | $20.3M | 0.01% | ABS-MBS |
| 1672 | SMB Private Education Loan Trust | 78449HAD9 | Jun 2026 | 19,950,000 | $20.2M | 0.01% | ABS-O |
| 1673 | LLOYDS BANKING GROUP PLC | 53944YAZ6 | Jun 2026 | 20,100,000 | $20.2M | 0.01% | DBT |
| 1674 | Lendmark Funding Trust | 52603DAA1 | Jun 2026 | 20,100,000 | $20.2M | 0.01% | ABS-O |
| 1675 | Nationstar Home Equity Loan Trust | 63860FAF0 | Jun 2026 | 20,399,317 | $20.2M | 0.01% | ABS-MBS |
| 1676 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 150,000,000 | $20.1M | 0.01% | DIR |
| 1677 | UBS GROUP AG | 902613BJ6 | Jun 2026 | 19,800,000 | $20.1M | 0.01% | DBT |
| 1678 | Avon Finance | 000000000 | Jun 2026 | 15,118,000 | $20.1M | 0.01% | ABS-MBS |
| 1679 | Greystone Commercial Real Estate Notes | 39810MAA7 | Jun 2026 | 20,000,000 | $20.1M | 0.01% | ABS-CBDO |
| 1680 | Credit Suisse Mortgage Trust | 12662NAG8 | Jun 2026 | 28,457,250 | $20.0M | 0.01% | ABS-MBS |
| 1681 | Ellington Financial Mortgage Trust | 28225GAA2 | Jun 2026 | 19,967,324 | $20.0M | 0.01% | ABS-MBS |
| 1682 | Pikes Peak CLO | 72132YAY1 | Jun 2026 | 20,000,000 | $20.0M | 0.01% | ABS-CBDO |
| 1683 | Credit Suisse Mortgage Trust | 12662NAN3 | Jun 2026 | 42,195,605 | $20.0M | 0.01% | ABS-MBS |
| 1684 | Bank of America NA | 000000000 | Jun 2026 | 1 | $19.9M | 0.01% | DFE |
| 1685 | BNP Paribas SA | 000000000 | Jun 2026 | 94,260,000 | $19.9M | 0.01% | DCR |
| 1686 | IndyMac INDX Mortgage Loan Trust | 45661EAV6 | Jun 2026 | 21,364,875 | $19.9M | 0.01% | ABS-MBS |
| 1687 | VCAT Asset Securitization, LLC | 91825GAA4 | Jun 2026 | 20,021,433 | $19.9M | 0.01% | ABS-O |
| 1688 | Alesco Preferred Funding Ltd | 01449CAG5 | Jun 2026 | 20,821,000 | $19.9M | 0.01% | ABS-CBDO |
| 1689 | Freddie Mac | 3142JPQ38 | Jun 2026 | 20,190,992 | $19.9M | 0.01% | ABS-MBS |
| 1690 | Countrywide Alternative Loan Trust | 23244JAE6 | Jun 2026 | 22,451,434 | $19.8M | 0.01% | ABS-MBS |
| 1691 | Park Place Securities Inc | 70069FHX8 | Jun 2026 | 20,748,010 | $19.8M | 0.01% | ABS-O |
| 1692 | PACIFIC GAS & ELECTRIC | 694308JC2 | Jun 2026 | 19,885,000 | $19.8M | 0.01% | DBT |
| 1693 | First Franklin Mtg Loan Asset Backed Certificates | 362334AW4 | Jun 2026 | 21,019,452 | $19.8M | 0.01% | ABS-O |
| 1694 | LCH Ltd. | 000000000 | Jun 2026 | 954,400,000 | $19.8M | 0.01% | DIR |
| 1695 | LCH Ltd. | 000000000 | Jun 2026 | 11,112,000,000 | $19.8M | 0.01% | DIR |
| 1696 | TransDigm Inc | 89364MCF9 | Jun 2026 | 19,698,826 | $19.7M | 0.01% | LON |
| 1697 | Anchorage Capital CLO LTD | 03330YAJ9 | Jun 2026 | 19,700,000 | $19.7M | 0.01% | ABS-CBDO |
| 1698 | Avon Finance | 000000000 | Jun 2026 | 14,835,000 | $19.7M | 0.01% | ABS-MBS |
| 1699 | Impac Secured Assets Corp. | 452559AC1 | Jun 2026 | 21,969,178 | $19.7M | 0.01% | ABS-MBS |
| 1700 | Freddie Mac | 31426AET1 | Jun 2026 | 19,983,298 | $19.7M | 0.01% | ABS-MBS |
| 1701 | Bletchley Park Funding | 000000000 | Jun 2026 | 14,830,064 | $19.7M | 0.01% | ABS-MBS |
| 1702 | Fannie Mae | 31418FCG0 | Jun 2026 | 19,567,696 | $19.7M | 0.01% | ABS-MBS |
| 1703 | ALTICE FRANCE SA | 02090DAD0 | Jun 2026 | 20,295,860 | $19.6M | 0.01% | DBT |
| 1704 | Fannie Mae | 3140BYJM7 | Jun 2026 | 19,795,027 | $19.6M | 0.01% | ABS-MBS |
| 1705 | Freddie Mac | 3142JPSY8 | Jun 2026 | 19,893,141 | $19.6M | 0.01% | ABS-MBS |
| 1706 | Fannie Mae | 3140Y6JX9 | Jun 2026 | 18,538,011 | $19.5M | 0.01% | ABS-MBS |
| 1707 | CIM Trust | 12575LAA1 | Jun 2026 | 19,679,693 | $19.5M | 0.01% | ABS-MBS |
| 1708 | Freddie Mac | 31426AZP6 | Jun 2026 | 19,744,645 | $19.5M | 0.01% | ABS-MBS |
| 1709 | Intercontinental Exchange, Inc. | 000000000 | Jun 2026 | 759,305,000 | $19.5M | 0.01% | DCR |
| 1710 | Towd Point Mortgage Trust | 89171UAL3 | Jun 2026 | 20,000,000 | $19.5M | 0.01% | ABS-MBS |
| 1711 | Securitized Asset Backed Receivables LLC Trust | 81377EAB0 | Jun 2026 | 59,776,587 | $19.5M | 0.01% | ABS-O |
| 1712 | Fremont Home Loan Trust | 35729PJG6 | Jun 2026 | 22,416,000 | $19.5M | 0.01% | ABS-O |
| 1713 | Verus Securitization Trust | 92540GAA6 | Jun 2026 | 19,340,904 | $19.5M | 0.01% | ABS-MBS |
| 1714 | Structured Asset Securities Corporation | 86364XAA4 | Jun 2026 | 31,078,276 | $19.4M | 0.01% | ABS-O |
| 1715 | LCH Ltd. | 000000000 | Jun 2026 | 731,720,000 | $19.4M | 0.01% | DIR |
| 1716 | Ellington Financial Mortgage Trust | 26846MAA2 | Jun 2026 | 19,656,201 | $19.4M | 0.01% | ABS-MBS |
| 1717 | Bear Stearns Asset Backed Securities Trust | 073879X45 | Jun 2026 | 18,730,658 | $19.4M | 0.01% | ABS-MBS |
| 1718 | Soundview Home Equity Loan Trust | 83611XAC8 | Jun 2026 | 26,728,322 | $19.4M | 0.01% | ABS-O |
| 1719 | Washington Mutual Mortgage Pass-Through CTFS | 93934FMN9 | Jun 2026 | 20,861,264 | $19.4M | 0.01% | ABS-MBS |
| 1720 | Consumer Loan Finance Issuer Trust | 210927AL3 | Jun 2026 | 43,238,980 | $19.4M | 0.01% | ABS-O |
| 1721 | Verus Securitization Trust | 92538XAA3 | Jun 2026 | 20,163,000 | $19.4M | 0.01% | ABS-MBS |
| 1722 | BONOS TESORERIA PESOS | 000000000 | Jun 2026 | 18,000,000,000 | $19.4M | 0.01% | DBT |
| 1723 | NMLT Trust | 000000000 | Jun 2026 | 18,900,000 | $19.3M | 0.01% | ABS-MBS |
| 1724 | Freddie Mac | 31427QKG6 | Jun 2026 | 18,547,308 | $19.3M | 0.01% | ABS-MBS |
| 1725 | PRP Advisors, LLC | 69392MAA0 | Jun 2026 | 19,861,025 | $19.3M | 0.01% | ABS-MBS |
| 1726 | PenFed Auto Receivables Owner Trust | 70687FAC3 | Jun 2026 | 19,301,102 | $19.3M | 0.01% | ABS-O |
| 1727 | Grosvenor Square RMBS PLC | 000000000 | Jun 2026 | 950 | $19.3M | 0.01% | ABS-MBS |
| 1728 | Fannie Mae | 31418FUG0 | Jun 2026 | 19,442,503 | $19.3M | 0.01% | ABS-MBS |
| 1729 | Beckett Mortgages | 000000000 | Jun 2026 | 16,901,000 | $19.3M | 0.01% | ABS-MBS |
| 1730 | Bravo Mortgage Asset Trust | 105667AD1 | Jun 2026 | 21,095,065 | $19.3M | 0.01% | ABS-O |
| 1731 | Countrywide Asset-Backed Certificates | 12668KAA1 | Jun 2026 | 20,386,660 | $19.3M | 0.01% | ABS-O |
| 1732 | EquiFirst Loan Securitization Trust | 29445UAN5 | Jun 2026 | 20,614,789 | $19.2M | 0.01% | ABS-O |
| 1733 | Toro European CLO | 000000000 | Jun 2026 | 16,819,105 | $19.2M | 0.01% | ABS-CBDO |
| 1734 | Japan Government Thirty Year Bonds | 000000000 | Jun 2026 | 4,413,000,000 | $19.2M | 0.01% | DBT |
| 1735 | Carlyle Global Market Strategies | 14315GAW5 | Jun 2026 | 19,200,000 | $19.2M | 0.01% | ABS-CBDO |
| 1736 | GM Financial Automobile Leasing Trust | 38012QAD0 | Jun 2026 | 19,174,042 | $19.2M | 0.01% | ABS-O |
| 1737 | GS Mortgage-Backed Securities Trust | 36265TAP5 | Jun 2026 | 27,885,296 | $19.2M | 0.01% | ABS-MBS |
| 1738 | Freddie Mac | 3131YBEP9 | Jun 2026 | 20,768,353 | $19.2M | 0.01% | ABS-MBS |
| 1739 | Securitized Asset Backed Receivables LLC Trust | 81375WJU1 | Jun 2026 | 21,975,069 | $19.1M | 0.01% | ABS-O |
| 1740 | Fannie Mae | 3140NGAH3 | Jun 2026 | 18,894,347 | $19.1M | 0.01% | ABS-MBS |
| 1741 | Consumer Loan Finance Issuer Trust | 210928AL1 | Jun 2026 | 43,153,053 | $19.1M | 0.01% | ABS-O |
| 1742 | Roundstone Securities | 000000000 | Jun 2026 | 16,808,000 | $19.1M | 0.01% | ABS-MBS |
| 1743 | Barings Euro CLO | 000000000 | Jun 2026 | 16,600,000 | $19.1M | 0.01% | ABS-CBDO |
| 1744 | Fannie Mae | 3140W4GF8 | Jun 2026 | 18,295,392 | $19.1M | 0.01% | ABS-MBS |
| 1745 | Park Place Securities Inc | 70069FLK1 | Jun 2026 | 21,655,000 | $19.1M | 0.01% | ABS-O |
| 1746 | Lehman XS Trust | 52525LAC4 | Jun 2026 | 25,604,480 | $19.0M | 0.01% | ABS-MBS |
| 1747 | Structured Asset Securities Corporation | 863613AA3 | Jun 2026 | 33,225,552 | $19.0M | 0.01% | ABS-O |
| 1748 | Eurosail Plc | 000000000 | Jun 2026 | 14,629,921 | $19.0M | 0.01% | ABS-MBS |
| 1749 | Citigroup Mortgage Loan Trust Inc | 17312TAA1 | Jun 2026 | 28,000,179 | $19.0M | 0.01% | ABS-MBS |
| 1750 | Golden State Tobacco Securitization Corp | 38122ND66 | Jun 2026 | 26,895,000 | $19.0M | 0.01% | DBT |
| 1751 | Freddie Mac | 3132DWMA8 | Jun 2026 | 18,847,143 | $19.0M | 0.01% | ABS-MBS |
| 1752 | WAMU Mortgage Pass-Through Certificates | 93363RAA4 | Jun 2026 | 20,939,643 | $19.0M | 0.01% | ABS-MBS |
| 1753 | Roundstone Securities | 000000000 | Jun 2026 | 63,499,000 | $18.9M | 0.01% | ABS-MBS |
| 1754 | Barrow Funding PLC | 000000000 | Jun 2026 | 14,131,000 | $18.9M | 0.01% | ABS-MBS |
| 1755 | OneMain Financial Issuance Trust | 68269HAE5 | Jun 2026 | 18,764,000 | $18.9M | 0.01% | ABS-O |
| 1756 | Carrington Mortgage Loan Trust | 144539AD5 | Jun 2026 | 23,866,000 | $18.8M | 0.01% | ABS-O |
| 1757 | Bankers Healthcare Group Securitization Trust | 08860AAB5 | Jun 2026 | 18,805,032 | $18.8M | 0.01% | ABS-O |
| 1758 | Fannie Mae | 3140U2AG8 | Jun 2026 | 19,126,348 | $18.8M | 0.01% | ABS-MBS |
| 1759 | Lendmark Funding Trust | 52590AAA2 | Jun 2026 | 18,900,000 | $18.8M | 0.01% | ABS-O |
| 1760 | Barings Infrastructure CLO | 067935AG1 | Jun 2026 | 18,800,000 | $18.8M | 0.01% | ABS-CBDO |
| 1761 | SOFI CONSUMER LOAN PROGRAM TRUST | 83407PAD1 | Jun 2026 | 18,740,000 | $18.8M | 0.01% | ABS-O |
| 1762 | Consumer Loan Finance Issuer Trust | 21055PAG9 | Jun 2026 | 43,108,906 | $18.8M | 0.01% | ABS-O |
| 1763 | United States Treasury | 912810QP6 | Jun 2026 | 19,611,483 | $18.7M | 0.01% | DBT |
| 1764 | DC Commercial Mortgage Trust | 24023AAA8 | Jun 2026 | 18,400,000 | $18.7M | 0.01% | ABS-MBS |
| 1765 | TURK IHRACAT KR BK | 90015LAK3 | Jun 2026 | 18,400,000 | $18.7M | 0.01% | DBT |
| 1766 | Fannie Mae | 3140QDFB5 | Jun 2026 | 20,257,809 | $18.7M | 0.01% | ABS-MBS |
| 1767 | PREFERRED TERM XVIII | 74042WAC8 | Jun 2026 | 20,534,689 | $18.7M | 0.01% | DBT |
| 1768 | CSMCM Trust Certificates | 12659HAA9 | Jun 2026 | 22,284,419 | $18.7M | 0.01% | ABS-MBS |
| 1769 | JP Morgan Chase Commercial Mortgage Sec Trust | 46654EAA9 | Jun 2026 | 19,290,000 | $18.7M | 0.01% | ABS-MBS |
| 1770 | FOYT Finance DAC | 000000000 | Jun 2026 | 1,820,000 | $18.6M | 0.01% | ABS-O |
| 1771 | SMB Private Education Loan Trust | 78450PAE5 | Jun 2026 | 18,543,000 | $18.6M | 0.01% | ABS-O |
| 1772 | DANSKE BANK A/S | 23636ABG5 | Jun 2026 | 18,500,000 | $18.6M | 0.01% | DBT |
| 1773 | Tikehau US CLO Ltd | 88675SAL1 | Jun 2026 | 18,600,000 | $18.6M | 0.01% | ABS-CBDO |
| 1774 | Ronda RMBS Designated Activity Company | 000000000 | Jun 2026 | 16,443,000 | $18.6M | 0.01% | ABS-MBS |
| 1775 | Taupe Funding Trust | 876692AF1 | Jun 2026 | 95,000 | $18.6M | 0.01% | ABS-O |
| 1776 | Onslow Bay Financial LLC | 67118CAA9 | Jun 2026 | 18,445,554 | $18.5M | 0.01% | ABS-MBS |
| 1777 | HARDWOOD FUNDING LLC | 000000000 | Jun 2026 | 18,500,000 | $18.5M | 0.01% | DBT |
| 1778 | COLT Funding LLC | 19688VAA8 | Jun 2026 | 18,313,669 | $18.4M | 0.01% | ABS-MBS |
| 1779 | Bank of America NA | 000000000 | Jun 2026 | 1 | $18.4M | 0.01% | DFE |
| 1780 | Fannie Mae | 3140Q7QE0 | Jun 2026 | 19,911,005 | $18.4M | 0.01% | ABS-MBS |
| 1781 | SOFI CONSUMER LOAN PROGRAM TRUST | 83407PAE9 | Jun 2026 | 18,732,012 | $18.4M | 0.01% | ABS-O |
| 1782 | Greensky Home Improvement Issuer Trust | 39571WAB2 | Jun 2026 | 18,500,000 | $18.4M | 0.01% | ABS-O |
| 1783 | Countrywide Asset-Backed Certificates | 12666SAE8 | Jun 2026 | 19,475,547 | $18.4M | 0.01% | ABS-O |
| 1784 | Freddie Mac | 3132D9CX0 | Jun 2026 | 20,445,342 | $18.3M | 0.01% | ABS-MBS |
| 1785 | Structured Asset Investment Loan Trust | 86360WAB8 | Jun 2026 | 24,924,388 | $18.3M | 0.01% | ABS-O |
| 1786 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 1,612,351,000 | $18.3M | 0.01% | DIR |
| 1787 | PRP Advisors, LLC | 74390KAK4 | Jun 2026 | 18,316,249 | $18.3M | 0.01% | ABS-MBS |
| 1788 | MASTR Asset Backed Securities Trust | 57645MAA0 | Jun 2026 | 49,125,091 | $18.3M | 0.01% | ABS-MBS |
| 1789 | GS Mortgage-Backed Securities Trust | 362948AA9 | Jun 2026 | 18,726,155 | $18.3M | 0.01% | ABS-MBS |
| 1790 | PROSUS NV | 74365PAH1 | Jun 2026 | 19,200,000 | $18.3M | 0.01% | DBT |
| 1791 | Freddie Mac | 3142GUMZ3 | Jun 2026 | 17,376,880 | $18.2M | 0.01% | ABS-MBS |
| 1792 | SMB Private Education Loan Trust | 83206NAD9 | Jun 2026 | 18,831,685 | $18.2M | 0.01% | ABS-O |
| 1793 | PROSUS NV | 000000000 | Jun 2026 | 17,444,000 | $18.2M | 0.01% | DBT |
| 1794 | JP Morgan Mortgage Acquisition Corp | 46630CAF1 | Jun 2026 | 18,528,097 | $18.2M | 0.01% | ABS-O |
| 1795 | Ace Securities Corp. | 00442BAA9 | Jun 2026 | 38,110,433 | $18.2M | 0.01% | ABS-MBS |
| 1796 | Bear Stearns Asset Backed Securities Trust | 07388AAC8 | Jun 2026 | 18,718,621 | $18.2M | 0.01% | ABS-MBS |
| 1797 | BCRED PC Static LLC | 07337LAC6 | Jun 2026 | 18,200,000 | $18.2M | 0.01% | ABS-CBDO |
| 1798 | PRKCM Trust | 693984AA4 | Jun 2026 | 18,191,422 | $18.2M | 0.01% | ABS-MBS |
| 1799 | Credit-Based Asset Servicing and Securitization | 12489WQH0 | Jun 2026 | 19,631,000 | $18.2M | 0.01% | ABS-O |
| 1800 | BOEING CO | 097023CN3 | Jun 2026 | 19,314,000 | $18.2M | 0.01% | DBT |
| 1801 | Freddie Mac | 3132DWGS6 | Jun 2026 | 17,663,850 | $18.2M | 0.01% | ABS-MBS |
| 1802 | Morgan Stanley Capital Inc | 61755CAC6 | Jun 2026 | 19,757,897 | $18.1M | 0.01% | ABS-MBS |
| 1803 | RBSSP Resecuritization Trust | 74930NAB5 | Jun 2026 | 20,929,406 | $18.1M | 0.01% | ABS-MBS |
| 1804 | SMB Private Education Loan Trust | 83206NAE7 | Jun 2026 | 18,156,456 | $18.1M | 0.01% | ABS-O |
| 1805 | Colombia TES | 000000000 | Jun 2026 | 62,941,400,000 | $18.1M | 0.01% | DBT |
| 1806 | Sequoia Mortgage Trust | 81749EAA3 | Jun 2026 | 18,037,917 | $18.0M | 0.01% | ABS-MBS |
| 1807 | Dutch Mortgage Finance | 000000000 | Jun 2026 | 15,642,000 | $18.0M | 0.01% | ABS-MBS |
| 1808 | ARI Fleet Lease Trust | 04033CAB2 | Jun 2026 | 17,977,477 | $18.0M | 0.01% | ABS-O |
| 1809 | Cordatus CLO PLC | 000000000 | Jun 2026 | 15,700,000 | $18.0M | 0.01% | ABS-CBDO |
| 1810 | Aqueduct European CLO | 000000000 | Jun 2026 | 15,700,000 | $17.9M | 0.01% | ABS-CBDO |
| 1811 | Freddie Mac | 3132DWGZ0 | Jun 2026 | 17,744,705 | $17.9M | 0.01% | ABS-MBS |
| 1812 | Enterprise Fleet Financing LLC | 29390HAC3 | Jun 2026 | 17,800,000 | $17.9M | 0.01% | ABS-O |
| 1813 | Fannie Mae | 3140XFD81 | Jun 2026 | 18,162,491 | $17.9M | 0.01% | ABS-MBS |
| 1814 | Merrill Lynch Mortgage Investors Trust | 59024UAA9 | Jun 2026 | 23,121,770 | $17.8M | 0.01% | ABS-O |
| 1815 | LCH Ltd. | 000000000 | Jun 2026 | 312,955,000 | $17.8M | 0.01% | DIR |
| 1816 | Nationstar Home Equity Loan Trust | 63860LAF7 | Jun 2026 | 18,542,000 | $17.8M | 0.01% | ABS-MBS |
| 1817 | Anchorage Credit Funding Ltd. | 03332AAA8 | Jun 2026 | 18,190,813 | $17.8M | 0.01% | ABS-CBDO |
| 1818 | Freddie Mac | 31427KDC6 | Jun 2026 | 18,055,585 | $17.8M | 0.01% | ABS-MBS |
| 1819 | GSAMP Trust | 362437AE5 | Jun 2026 | 19,399,873 | $17.8M | 0.01% | ABS-O |
| 1820 | Freddie Mac | 3142JQM48 | Jun 2026 | 18,038,083 | $17.7M | 0.01% | ABS-MBS |
| 1821 | Freddie Mac | 3142JQ2E8 | Jun 2026 | 17,995,689 | $17.7M | 0.01% | ABS-MBS |
| 1822 | URSA RE II LTD | 91734PAK2 | Jun 2026 | 17,200,000 | $17.7M | 0.01% | DBT |
| 1823 | Landmark Mortgage Securities Plc | 000000000 | Jun 2026 | 13,529,880 | $17.7M | 0.01% | ABS-MBS |
| 1824 | PRP Advisors, LLC | 74448LAA6 | Jun 2026 | 17,639,431 | $17.7M | 0.01% | ABS-MBS |
| 1825 | BNC Mortgage Loan Trust | 055682AD0 | Jun 2026 | 27,999,780 | $17.6M | 0.01% | ABS-MBS |
| 1826 | Woodward Capital Management | 749414AA6 | Jun 2026 | 17,658,502 | $17.6M | 0.01% | ABS-MBS |
| 1827 | IndyMac INDX Mortgage Loan Trust | 45668WAC1 | Jun 2026 | 26,824,372 | $17.6M | 0.01% | ABS-MBS |
| 1828 | JP Morgan Mortgage Acquisition Corp | 46628MAH9 | Jun 2026 | 19,000,000 | $17.6M | 0.01% | ABS-MBS |
| 1829 | LCH Ltd. | 000000000 | Jun 2026 | 991,210,000 | $17.5M | 0.01% | DIR |
| 1830 | VASA Trust | 92230AAA4 | Jun 2026 | 17,791,376 | $17.5M | 0.01% | ABS-MBS |
| 1831 | Cross Mortgage Trust | 22757BAA2 | Jun 2026 | 17,386,141 | $17.4M | 0.01% | ABS-MBS |
| 1832 | Home Equity Asset Trust | 437084QB5 | Jun 2026 | 14,725,177 | $17.4M | 0.01% | ABS-MBS |
| 1833 | WARWICK FINANCE RESIDENTIAL MORTGAGES PLC | 000000000 | Jun 2026 | 13,146,000 | $17.4M | 0.01% | ABS-MBS |
| 1834 | Morgan Stanley Home Equity Loan Trust | 61751QAC9 | Jun 2026 | 36,808,878 | $17.4M | 0.01% | ABS-MBS |
| 1835 | Fannie Mae | 3140XGSL4 | Jun 2026 | 18,322,129 | $17.4M | 0.01% | ABS-MBS |
| 1836 | BONOS DE TESORERIA | 000000000 | Jun 2026 | 60,700,000 | $17.4M | 0.01% | DBT |
| 1837 | CIM Trust | 17179VAA8 | Jun 2026 | 17,679,367 | $17.3M | 0.01% | ABS-MBS |
| 1838 | Fannie Mae | 3140X4FJ0 | Jun 2026 | 18,246,179 | $17.3M | 0.01% | ABS-MBS |
| 1839 | Citigroup Mortgage Loan Trust Inc | 17329YAJ2 | Jun 2026 | 23,096,400 | $17.3M | 0.01% | ABS-MBS |
| 1840 | Lehman XS Trust | 52524LAG6 | Jun 2026 | 19,589,899 | $17.3M | 0.01% | ABS-O |
| 1841 | WARWICK FINANCE RESIDENTIAL MORTGAGES PLC | 000000000 | Jun 2026 | 13,146,000 | $17.3M | 0.01% | ABS-MBS |
| 1842 | Merrill Lynch First Franklin Mortgage Loan Trust | 59024QAD2 | Jun 2026 | 22,757,671 | $17.3M | 0.01% | ABS-O |
| 1843 | Novastar Home Equity Loan | 66987XGK5 | Jun 2026 | 17,280,346 | $17.2M | 0.01% | ABS-MBS |
| 1844 | Freddie Mac | 3132DQXP6 | Jun 2026 | 17,040,020 | $17.2M | 0.01% | ABS-MBS |
| 1845 | College Ave Student Loans | 19425MAC2 | Jun 2026 | 16,716,267 | $17.2M | 0.01% | ABS-O |
| 1846 | COLT Funding LLC | 12598PAA5 | Jun 2026 | 18,599,979 | $17.1M | 0.01% | ABS-MBS |
| 1847 | AMDOCS LTD | 02342TAE9 | Jun 2026 | 19,000,000 | $17.1M | 0.01% | DBT |
| 1848 | Credit Suisse Mortgage Trust | 12662NAQ6 | Jun 2026 | 417,846,060 | $17.1M | 0.01% | ABS-MBS |
| 1849 | PACIFIC GAS & ELECTRIC | 694308HL4 | Jun 2026 | 21,683,000 | $17.1M | 0.01% | DBT |
| 1850 | Ace Securities Corp. | 00441YAE2 | Jun 2026 | 18,147,275 | $17.1M | 0.01% | ABS-MBS |
| 1851 | ROMANIA | 000000000 | Jun 2026 | 18,200,000 | $17.1M | 0.01% | DBT |
| 1852 | WATR Issuer Trust | 942611AD6 | Jun 2026 | 17,130,000 | $17.1M | 0.01% | ABS-O |
| 1853 | WATR Issuer Trust | 942611AE4 | Jun 2026 | 10,123,564 | $17.1M | 0.01% | ABS-O |
| 1854 | Beckett Mortgages | 000000000 | Jun 2026 | 14,913,000 | $17.1M | 0.01% | ABS-MBS |
| 1855 | Option One Mortgage Loan Trust | 68401TAD0 | Jun 2026 | 35,278,348 | $17.0M | 0.01% | ABS-MBS |
| 1856 | SLM Student Loan Trust | 78447EAC0 | Jun 2026 | 17,047,467 | $17.0M | 0.01% | ABS-O |
| 1857 | Fannie Mae | 3140X5GZ0 | Jun 2026 | 19,133,631 | $17.0M | 0.01% | ABS-MBS |
| 1858 | Fannie Mae | 3138WJPN2 | Jun 2026 | 18,406,012 | $17.0M | 0.01% | ABS-MBS |
| 1859 | Citigroup Mortgage Loan Trust Inc | 173114AQ2 | Jun 2026 | 212,955,599 | $17.0M | 0.01% | ABS-MBS |
| 1860 | IndyMac INDX Mortgage Loan Trust | 45668GAD4 | Jun 2026 | 17,247,285 | $17.0M | 0.01% | ABS-MBS |
| 1861 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 112,780,000 | $17.0M | 0.01% | DIR |
| 1862 | Credit Suisse Mortgage Trust | 12660QAE8 | Jun 2026 | 20,261,600 | $17.0M | 0.01% | ABS-MBS |
| 1863 | Credit Suisse Mortgage Trust | 12657GAA3 | Jun 2026 | 18,805,281 | $16.9M | 0.01% | ABS-MBS |
| 1864 | Avis Budget Rental Car Funding AESOP LLC | 05377RGU2 | Jun 2026 | 16,865,000 | $16.9M | 0.01% | ABS-O |
| 1865 | Freddie Mac | 31427JVN5 | Jun 2026 | 17,192,190 | $16.9M | 0.01% | ABS-MBS |
| 1866 | Freddie Mac | 31427PCQ5 | Jun 2026 | 16,179,641 | $16.9M | 0.01% | ABS-MBS |
| 1867 | Barclays Commercial Mortgage Securities LLC | 05557AAB9 | Jun 2026 | 17,000,000 | $16.9M | 0.01% | ABS-MBS |
| 1868 | SOFI CONSUMER LOAN PROGRAM TRUST | 83407XAB8 | Jun 2026 | 17,045,000 | $16.9M | 0.01% | ABS-O |
| 1869 | Morgan Stanley Capital Inc | 61757MAA6 | Jun 2026 | 20,525,138 | $16.8M | 0.01% | ABS-O |
| 1870 | Upstart Securitization Trust | 916930AA8 | Jun 2026 | 16,800,000 | $16.8M | 0.01% | ABS-O |
| 1871 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 129,300,000 | $16.8M | 0.01% | DIR |
| 1872 | Consumer Loan Finance Issuer Trust | 21055PAE4 | Jun 2026 | 16,273,662 | $16.8M | 0.01% | ABS-O |
| 1873 | LONG POINT RE IV LTD | 54279PAB1 | Jun 2026 | 16,800,000 | $16.8M | 0.01% | DBT |
| 1874 | Onslow Bay Financial LLC | 67117VAA8 | Jun 2026 | 16,789,868 | $16.8M | 0.01% | ABS-MBS |
| 1875 | Freddie Mac | 3133KHLP9 | Jun 2026 | 18,144,112 | $16.8M | 0.01% | ABS-MBS |
| 1876 | Consumer Loan Finance Issuer Trust | 210927AE9 | Jun 2026 | 16,259,242 | $16.8M | 0.01% | ABS-O |
| 1877 | Ares Euro CLO | 000000000 | Jun 2026 | 14,674,694 | $16.8M | 0.01% | ABS-CBDO |
| 1878 | POLESTAR RE LTD | 73110JAC6 | Jun 2026 | 16,100,000 | $16.8M | 0.01% | DBT |
| 1879 | New York Mortgage Trust | 62956XAA9 | Jun 2026 | 16,760,655 | $16.8M | 0.01% | ABS-MBS |
| 1880 | Deutsche Alt-A Securities INC Mortgage Loan Trust | 25151KAC3 | Jun 2026 | 21,253,623 | $16.8M | 0.01% | ABS-MBS |
| 1881 | Consumer Loan Finance Issuer Trust | 210928AE7 | Jun 2026 | 16,206,524 | $16.7M | 0.01% | ABS-O |
| 1882 | Morgan Stanley ReRemic Trust | 61690TAQ6 | Jun 2026 | 23,250,466 | $16.7M | 0.01% | ABS-MBS |
| 1883 | World Omni Auto Receivables Trust | 98164HAD0 | Jun 2026 | 16,604,697 | $16.7M | 0.01% | ABS-O |
| 1884 | CIM Trust | 12570HAA5 | Jun 2026 | 16,739,080 | $16.7M | 0.01% | ABS-MBS |
| 1885 | Fannie Mae | 3140Y7SX7 | Jun 2026 | 16,828,143 | $16.7M | 0.01% | ABS-MBS |
| 1886 | Structured Asset Investment Loan Trust | 86360WAA0 | Jun 2026 | 29,182,656 | $16.7M | 0.01% | ABS-O |
| 1887 | JP Morgan Mortgage Acquisition Corp | 46628TAA9 | Jun 2026 | 18,292,503 | $16.7M | 0.01% | ABS-MBS |
| 1888 | CSMCM Trust Certificates | 12655EAA0 | Jun 2026 | 19,747,084 | $16.7M | 0.01% | ABS-MBS |
| 1889 | GSMPS Mortgage Loan Trust | 36242DJQ7 | Jun 2026 | 18,192,921 | $16.6M | 0.01% | ABS-MBS |
| 1890 | Anchorage Credit Funding Ltd. | 03330HAA5 | Jun 2026 | 16,875,186 | $16.6M | 0.01% | ABS-CBDO |
| 1891 | Lehman XS Trust | 52524VAD1 | Jun 2026 | 19,698,983 | $16.6M | 0.01% | ABS-MBS |
| 1892 | Structured Asset Investment Loan Trust | 86358ERY4 | Jun 2026 | 17,440,000 | $16.6M | 0.01% | ABS-O |
| 1893 | LCH Ltd. | 000000000 | Jun 2026 | 1,164,891,220 | $16.6M | 0.01% | DIR |
| 1894 | Fannie Mae | 3140BVSP6 | Jun 2026 | 16,877,877 | $16.6M | 0.01% | ABS-MBS |
| 1895 | Structured Asset Mortgage Investments Inc | 86364KAE4 | Jun 2026 | 20,639,402 | $16.6M | 0.01% | ABS-MBS |
| 1896 | Government National Mortgage Association | 3618N5MS5 | Jun 2026 | 15,958,854 | $16.5M | 0.01% | ABS-MBS |
| 1897 | Ace Securities Corp. | 00442EAC9 | Jun 2026 | 31,013,933 | $16.5M | 0.01% | ABS-MBS |
| 1898 | Morgan Stanley Capital Inc | 61750FAA8 | Jun 2026 | 39,650,630 | $16.5M | 0.01% | ABS-MBS |
| 1899 | Asset Backed Securities Corp Home Equity Ln Trst | 04541GVM1 | Jun 2026 | 17,735,890 | $16.5M | 0.01% | ABS-MBS |
| 1900 | Symphony CLO Ltd | 87167GCH1 | Jun 2026 | 16,415,864 | $16.4M | 0.01% | ABS-CBDO |
| 1901 | Altice France SA | 000000000 | Jun 2026 | 16,317,678 | $16.4M | 0.01% | LON |
| 1902 | Carval CLO LTD | 146865AJ9 | Jun 2026 | 16,393,916 | $16.4M | 0.01% | ABS-CBDO |
| 1903 | Park Place Securities Inc | 70069FBA4 | Jun 2026 | 17,186,255 | $16.4M | 0.01% | ABS-O |
| 1904 | First Franklin Mtg Loan Asset Backed Certificates | 32028PAE5 | Jun 2026 | 17,072,534 | $16.3M | 0.01% | ABS-O |
| 1905 | Countrywide Asset-Backed Certificates | 23246LAE9 | Jun 2026 | 17,456,066 | $16.3M | 0.01% | ABS-O |
| 1906 | Cross Mortgage Trust | 22758HAA8 | Jun 2026 | 16,249,417 | $16.3M | 0.01% | ABS-MBS |
| 1907 | GOLDEN BEAR RE LTD | 38090EAB6 | Jun 2026 | 16,200,000 | $16.3M | 0.01% | DBT |
| 1908 | Onslow Bay Financial LLC | 67119DAA6 | Jun 2026 | 16,246,021 | $16.3M | 0.01% | ABS-MBS |
| 1909 | American Home Mortgage Assets | 008684AA0 | Jun 2026 | 18,603,935 | $16.3M | 0.01% | ABS-MBS |
| 1910 | Residential Mortgage Securities | 000000000 | Jun 2026 | 12,197,762 | $16.3M | 0.01% | ABS-MBS |
| 1911 | GLS Auto Select Receivables Trust | 36271BAC5 | Jun 2026 | 16,234,653 | $16.2M | 0.01% | ABS-O |
| 1912 | Countrywide Asset-Backed Certificates | 23243LAE2 | Jun 2026 | 15,155,618 | $16.2M | 0.01% | ABS-O |
| 1913 | ROMANIA | 000000000 | Jun 2026 | 13,300,000 | $16.2M | 0.01% | DBT |
| 1914 | DSLA Mortgage Loan Trust | 23333YAC9 | Jun 2026 | 18,918,293 | $16.2M | 0.01% | ABS-MBS |
| 1915 | Tropic CDO Corp | 89708BAA1 | Jun 2026 | 16,596,394 | $16.1M | 0.01% | ABS-CBDO |
| 1916 | HarborView Mortgage Loan Trust | 41164MAC1 | Jun 2026 | 17,192,611 | $16.1M | 0.01% | ABS-MBS |
| 1917 | Park Place Securities Inc | 70069FGF8 | Jun 2026 | 17,052,000 | $16.1M | 0.01% | ABS-O |
| 1918 | Pretium Mortgage Credit Partners LLC | 69392CAA2 | Jun 2026 | 16,964,937 | $16.1M | 0.01% | ABS-MBS |
| 1919 | Ford Auto Securitization Trust | 345214BT6 | Jun 2026 | 22,725,801 | $16.1M | 0.01% | ABS-O |
| 1920 | VICI PROPERTIES / NOTE | 92564RAH8 | Jun 2026 | 16,083,000 | $16.1M | 0.01% | DBT |
| 1921 | Bear Stearns Asset Backed Securities Trust | 07378RAA7 | Jun 2026 | 20,151,288 | $16.1M | 0.01% | ABS-MBS |
| 1922 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $16.1M | 0.01% | DFE |
| 1923 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 122,100,000 | $16.0M | 0.01% | DIR |
| 1924 | Cordatus CLO PLC | 000000000 | Jun 2026 | 14,000,000 | $16.0M | 0.01% | ABS-CBDO |
| 1925 | Freddie Mac | 3142JPAE1 | Jun 2026 | 16,288,360 | $16.0M | 0.01% | ABS-MBS |
| 1926 | Asset Backed Funding Certificates | 00075WAD1 | Jun 2026 | 28,837,324 | $16.0M | 0.01% | ABS-MBS |
| 1927 | CIM Trust | 17179VAD2 | Jun 2026 | 17,790,000 | $16.0M | 0.01% | ABS-MBS |
| 1928 | AMER AIRLINE 17-2 AA PTT | 02376AAA7 | Jun 2026 | 16,580,292 | $16.0M | 0.01% | DBT |
| 1929 | Residential Asset Securities Corporation | 754065AD2 | Jun 2026 | 17,829,962 | $16.0M | 0.01% | ABS-MBS |
| 1930 | Citigroup Mortgage Loan Trust Inc | 17330EAM6 | Jun 2026 | 22,340,279 | $15.9M | 0.01% | ABS-MBS |
| 1931 | Soundview Home Equity Loan Trust | 83612JAD6 | Jun 2026 | 16,478,862 | $15.9M | 0.01% | ABS-O |
| 1932 | Option One Mortgage Loan Trust | 68401TAA6 | Jun 2026 | 24,010,828 | $15.9M | 0.01% | ABS-MBS |
| 1933 | WATR Issuer Trust | 942611AB0 | Jun 2026 | 15,970,000 | $15.9M | 0.01% | ABS-O |
| 1934 | Avon Finance | 000000000 | Jun 2026 | 11,976,000 | $15.9M | 0.01% | ABS-MBS |
| 1935 | Fannie Mae | 31418CHG2 | Jun 2026 | 16,699,148 | $15.9M | 0.01% | ABS-MBS |
| 1936 | Citigroup Mortgage Loan Trust Inc | 17312GAT8 | Jun 2026 | 21,894,648 | $15.9M | 0.01% | ABS-O |
| 1937 | Dutch Mortgage Finance | 000000000 | Jun 2026 | 13,812,000 | $15.9M | 0.01% | ABS-MBS |
| 1938 | CDW LLC/CDW FINANCE | 12513GBH1 | Jun 2026 | 16,500,000 | $15.9M | 0.01% | DBT |
| 1939 | Residential Asset Mortgage Products, INC. | 76112BR77 | Jun 2026 | 17,330,787 | $15.9M | 0.01% | ABS-O |
| 1940 | Dutch Mortgage Finance | 000000000 | Jun 2026 | 13,813,000 | $15.9M | 0.01% | ABS-MBS |
| 1941 | JP Morgan Mortgage Acquisition Corp | 46626LAH3 | Jun 2026 | 16,467,126 | $15.9M | 0.01% | ABS-MBS |
| 1942 | RAAC Series | 74919WAB0 | Jun 2026 | 15,945,114 | $15.8M | 0.01% | ABS-O |
| 1943 | Freddie Mac | 3137FKAZ9 | Jun 2026 | 25,049,007 | $15.8M | 0.01% | ABS-MBS |
| 1944 | Fannie Mae | 3140B8CU3 | Jun 2026 | 16,076,175 | $15.8M | 0.01% | ABS-MBS |
| 1945 | Newcastle Mortgage Securities Trust | 65106AAT0 | Jun 2026 | 16,346,544 | $15.8M | 0.01% | ABS-O |
| 1946 | Freddie Mac | 31427QJ60 | Jun 2026 | 15,508,060 | $15.8M | 0.01% | ABS-MBS |
| 1947 | Fannie Mae | 3140BVBJ8 | Jun 2026 | 16,044,335 | $15.8M | 0.01% | ABS-MBS |
| 1948 | Banc of America Merrill Lynch Large Loan Inc | 05494AAL3 | Jun 2026 | 30,080,000 | $15.8M | 0.01% | ABS-MBS |
| 1949 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 119,100,000 | $15.7M | 0.01% | DIR |
| 1950 | Structured Asset Investment Loan Trust | 86358EWY8 | Jun 2026 | 17,080,920 | $15.7M | 0.01% | ABS-O |
| 1951 | Sound Point CLO LTD | 83611VAS7 | Jun 2026 | 15,700,000 | $15.7M | 0.01% | ABS-CBDO |
| 1952 | Structured Asset Securities Corporation | 86360PAE7 | Jun 2026 | 15,915,125 | $15.7M | 0.01% | ABS-O |
| 1953 | PRP Advisors, LLC | 74448KAA8 | Jun 2026 | 15,685,135 | $15.7M | 0.01% | ABS-MBS |
| 1954 | J.P. Morgan Alternative Loan Trust | 46628VAH9 | Jun 2026 | 18,758,306 | $15.6M | 0.01% | ABS-MBS |
| 1955 | Soundview Home Equity Loan Trust | 83611MDJ4 | Jun 2026 | 17,178,122 | $15.6M | 0.01% | ABS-O |
| 1956 | Government National Mortgage Association | 38380LFE8 | Jun 2026 | 15,354,799 | $15.6M | 0.01% | ABS-MBS |
| 1957 | Specialty Underwriting & Residential Finance | 84751YAA8 | Jun 2026 | 16,390,237 | $15.6M | 0.01% | ABS-O |
| 1958 | Government National Mortgage Association | 3618N5KS7 | Jun 2026 | 17,314,374 | $15.6M | 0.01% | ABS-MBS |
| 1959 | SBNA Auto Lease Trust | 78437VAE0 | Jun 2026 | 15,531,066 | $15.6M | 0.01% | ABS-O |
| 1960 | Woodward Capital Management | 749410AA4 | Jun 2026 | 15,529,866 | $15.5M | 0.01% | ABS-MBS |
| 1961 | TORREY PINES RE LTD | 89141WAH5 | Jun 2026 | 15,100,000 | $15.5M | 0.01% | DBT |
| 1962 | Credit Suisse Mortgage Trust | 12660QAF5 | Jun 2026 | 18,350,200 | $15.5M | 0.01% | ABS-MBS |
| 1963 | Carvana Auto Receivables Trust | 14687NAD2 | Jun 2026 | 15,200,000 | $15.5M | 0.01% | ABS-O |
| 1964 | Nomura Home Equity Loan Inc | 65536QAA6 | Jun 2026 | 16,430,381 | $15.5M | 0.01% | ABS-MBS |
| 1965 | Fannie Mae | 3140BS4T1 | Jun 2026 | 15,626,516 | $15.5M | 0.01% | ABS-MBS |
| 1966 | Freddie Mac | 31427M2W0 | Jun 2026 | 14,913,439 | $15.4M | 0.01% | ABS-MBS |
| 1967 | CIM Trust | 12569UAA9 | Jun 2026 | 15,568,028 | $15.4M | 0.01% | ABS-MBS |
| 1968 | Freddie Mac | 3128MJ2X7 | Jun 2026 | 16,153,918 | $15.4M | 0.01% | ABS-MBS |
| 1969 | Pretium Mortgage Credit Partners LLC | 693989AA3 | Jun 2026 | 16,187,717 | $15.4M | 0.01% | ABS-MBS |
| 1970 | MFRA Trust | 59319BAA5 | Jun 2026 | 15,359,802 | $15.4M | 0.01% | ABS-MBS |
| 1971 | TARANIS REINSURANCE DAC | 000000000 | Jun 2026 | 13,300,000 | $15.4M | 0.01% | DBT |
| 1972 | PREF TERM SEC XXVIII LTD | 74042CAE8 | Jun 2026 | 16,803,677 | $15.4M | 0.01% | DBT |
| 1973 | Countrywide Asset-Backed Certificates | 232422AA3 | Jun 2026 | 16,234,059 | $15.4M | 0.01% | ABS-O |
| 1974 | IndyMac Residential Asset Backed Trust | 456606KU5 | Jun 2026 | 16,997,445 | $15.4M | 0.01% | ABS-O |
| 1975 | Consumer Loan Finance Issuer Trust | 21050QAA5 | Jun 2026 | 15,315,341 | $15.3M | 0.01% | ABS-O |
| 1976 | VENTURE GLOBAL LNG INC | 92332YAD3 | Jun 2026 | 14,350,000 | $15.3M | 0.01% | DBT |
| 1977 | Upstart Securitization Trust | 91684FAB4 | Jun 2026 | 15,323,521 | $15.3M | 0.01% | ABS-O |
| 1978 | IXIS Real Estate Capital Trust | 46602WAC8 | Jun 2026 | 56,998,258 | $15.3M | 0.01% | ABS-MBS |
| 1979 | Morgan Stanley Capital Inc | 61753KAD8 | Jun 2026 | 37,960,675 | $15.3M | 0.01% | ABS-MBS |
| 1980 | GS Mortgage Securities Corp. | 36248VAC1 | Jun 2026 | 16,215,811 | $15.3M | 0.01% | ABS-MBS |
| 1981 | SOFI CONSUMER LOAN PROGRAM TRU | 83407KAD2 | Jun 2026 | 15,200,000 | $15.2M | 0.01% | ABS-O |
| 1982 | Countrywide Asset-Backed Certificates | 23246LAA7 | Jun 2026 | 15,759,461 | $15.2M | 0.01% | ABS-O |
| 1983 | Consumer Loan Finance Issuer Trust | 21055PAF1 | Jun 2026 | 15,109,316 | $15.2M | 0.01% | ABS-O |
| 1984 | Fannie Mae | 3140F9V28 | Jun 2026 | 15,988,277 | $15.2M | 0.01% | ABS-MBS |
| 1985 | Consumer Loan Finance Issuer Trust | 210927AK5 | Jun 2026 | 15,095,927 | $15.2M | 0.01% | ABS-O |
| 1986 | Consumer Loan Finance Issuer Trust | 210928AK3 | Jun 2026 | 15,046,981 | $15.2M | 0.01% | ABS-O |
| 1987 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 716,600,000 | $15.1M | 0.01% | DIR |
| 1988 | Tesla Electric Vehicle Trust | 881943AE4 | Jun 2026 | 15,000,000 | $15.1M | 0.01% | ABS-O |
| 1989 | PETROLEOS MEXICANOS | 71654QDD1 | Jun 2026 | 16,197,000 | $15.1M | 0.01% | DBT |
| 1990 | Ludgate Funding Plc | 000000000 | Jun 2026 | 11,671,742 | $15.1M | 0.01% | ABS-MBS |
| 1991 | Soundview Home Equity Loan Trust | 83611DAC2 | Jun 2026 | 57,734,979 | $15.1M | 0.01% | ABS-O |
| 1992 | College Ave Student Loans | 193938AC1 | Jun 2026 | 15,041,308 | $15.1M | 0.01% | ABS-O |
| 1993 | CIM Trust | 12567NAF6 | Jun 2026 | 19,311,000 | $15.1M | 0.01% | ABS-MBS |
| 1994 | Fannie Mae | 3140QTUL1 | Jun 2026 | 14,529,854 | $15.0M | 0.01% | ABS-MBS |
| 1995 | Durham Mortgages | 000000000 | Jun 2026 | 10,008,000 | $15.0M | 0.01% | ABS-MBS |
| 1996 | Lura Funding DAC | 000000000 | Jun 2026 | 42,989,000 | $15.0M | 0.01% | ABS-MBS |
| 1997 | Residential Mortgage Securities | 000000000 | Jun 2026 | 11,272,462 | $15.0M | 0.01% | ABS-MBS |
| 1998 | 20 TSQ GroundCo LLC | 90137LAN0 | Jun 2026 | 18,747,000 | $15.0M | 0.01% | ABS-MBS |
| 1999 | Fannie Mae | 3140QUB54 | Jun 2026 | 14,426,104 | $14.9M | 0.01% | ABS-MBS |
| 2000 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $14.9M | 0.01% | DFE |
| 2001 | RBSSP Resecuritization Trust | 74928TAJ9 | Jun 2026 | 17,148,951 | $14.9M | 0.01% | ABS-MBS |
| 2002 | Freddie Mac | 3137FKUH7 | Jun 2026 | 23,852,751 | $14.9M | 0.01% | ABS-MBS |
| 2003 | First Franklin Mtg Loan Asset Backed Certificates | 362334FV1 | Jun 2026 | 15,261,768 | $14.9M | 0.01% | ABS-O |
| 2004 | Deutsche Alt-A Securities INC Mortgage Loan Trust | 25151UAA5 | Jun 2026 | 15,310,797 | $14.8M | 0.01% | ABS-MBS |
| 2005 | Fannie Mae | 3140BWLZ9 | Jun 2026 | 15,061,850 | $14.8M | 0.01% | ABS-MBS |
| 2006 | Freddie Mac | 3142JSJS5 | Jun 2026 | 15,055,126 | $14.8M | 0.01% | ABS-MBS |
| 2007 | LCH Ltd. | 000000000 | Jun 2026 | 1,534,660,000 | $14.8M | 0.01% | DIR |
| 2008 | JP Morgan Chase Commercial Mortgage Sec Trust | 46592FAA1 | Jun 2026 | 15,870,000 | $14.8M | 0.01% | ABS-MBS |
| 2009 | 20 TSQ GroundCo LLC | 90137LAA8 | Jun 2026 | 15,525,702 | $14.7M | 0.01% | ABS-MBS |
| 2010 | Freddie Mac | 31427QUY6 | Jun 2026 | 14,479,243 | $14.7M | 0.01% | ABS-MBS |
| 2011 | QUERCUS II RE DAC | 000000000 | Jun 2026 | 12,700,000 | $14.7M | 0.01% | DBT |
| 2012 | Park Place Securities Inc | 70069FEN3 | Jun 2026 | 17,714,420 | $14.7M | 0.01% | ABS-O |
| 2013 | Venture CDO Ltd | 92332KAQ4 | Jun 2026 | 14,700,000 | $14.7M | 0.01% | ABS-CBDO |
| 2014 | Merrill Lynch First Franklin Mortgage Loan Trust | 59025RAW7 | Jun 2026 | 24,035,342 | $14.7M | 0.01% | ABS-O |
| 2015 | Citigroup Mortgage Loan Trust Inc | 173114AN9 | Jun 2026 | 18,821,538 | $14.7M | 0.01% | ABS-MBS |
| 2016 | Enterprise Fleet Financing LLC | 29375QAC2 | Jun 2026 | 14,600,000 | $14.7M | 0.01% | ABS-O |
| 2017 | PRP Advisors, LLC | 69392RAA9 | Jun 2026 | 14,722,188 | $14.7M | 0.01% | ABS-MBS |
| 2018 | 20 TSQ GroundCo LLC | 90137LAL4 | Jun 2026 | 17,113,000 | $14.7M | 0.01% | ABS-MBS |
| 2019 | Fannie Mae | 3140QSTU5 | Jun 2026 | 14,810,749 | $14.7M | 0.01% | ABS-MBS |
| 2020 | Fannie Mae | 3138WKW27 | Jun 2026 | 15,419,353 | $14.7M | 0.01% | ABS-MBS |
| 2021 | Dryden Senior Loan Fund | 26245XAY3 | Jun 2026 | 14,630,000 | $14.6M | 0.01% | ABS-CBDO |
| 2022 | The Federal Republic of Nigeria | 000000000 | Jun 2026 | 20,506,589,000 | $14.6M | 0.01% | STIV |
| 2023 | Saxon Asset Securities Trust | 80556YAC9 | Jun 2026 | 20,268,277 | $14.6M | 0.01% | ABS-O |
| 2024 | COLONY MORTGAGE CAPITAL LTD | 12564NAJ1 | Jun 2026 | 15,102,000 | $14.6M | 0.01% | ABS-MBS |
| 2025 | Fannie Mae | 3140BSN78 | Jun 2026 | 14,843,482 | $14.6M | 0.01% | ABS-MBS |
| 2026 | Greensky Home Improvement Issuer Trust | 39571WAA4 | Jun 2026 | 14,621,584 | $14.6M | 0.01% | ABS-O |
| 2027 | Citigroup Mortgage Loan Trust Inc | 17329NAN7 | Jun 2026 | 27,534,557 | $14.6M | 0.01% | ABS-MBS |
| 2028 | Verus Securitization Trust | 92540BAA7 | Jun 2026 | 14,618,222 | $14.6M | 0.01% | ABS-MBS |
| 2029 | New Orleans Hotel Trust | 647622AC3 | Jun 2026 | 14,615,243 | $14.6M | 0.01% | ABS-MBS |
| 2030 | Fannie Mae | 3140BCCY6 | Jun 2026 | 14,778,382 | $14.6M | 0.01% | ABS-MBS |
| 2031 | Freddie Mac | 3133BVJ48 | Jun 2026 | 14,406,374 | $14.5M | 0.01% | ABS-MBS |
| 2032 | WAMU Asset-Backed Certificates | 93364EAD6 | Jun 2026 | 16,056,267 | $14.5M | 0.01% | ABS-MBS |
| 2033 | Banc of America Merrill Lynch Large Loan Inc | 05494AAJ8 | Jun 2026 | 18,798,000 | $14.5M | 0.01% | ABS-MBS |
| 2034 | Rad CLO Ltd | 48662LAA9 | Jun 2026 | 14,510,000 | $14.5M | 0.01% | ABS-CBDO |
| 2035 | Countrywide Asset-Backed Certificates | 12668UAH4 | Jun 2026 | 19,695,825 | $14.5M | 0.01% | ABS-O |
| 2036 | Tricon American Homes | 89613JAA8 | Jun 2026 | 15,160,162 | $14.5M | 0.01% | ABS-O |
| 2037 | Navient Refinance Loan Trust | 63943FAA2 | Jun 2026 | 14,433,614 | $14.5M | 0.01% | ABS-O |
| 2038 | Asset Backed Securities Corp Home Equity Ln Trst | 04541GUS9 | Jun 2026 | 16,330,000 | $14.5M | 0.01% | ABS-MBS |
| 2039 | MKT 2020-525M Mortgage Trust | 55316PAA5 | Jun 2026 | 16,065,000 | $14.5M | 0.01% | ABS-MBS |
| 2040 | Freddie Mac | 31427QXJ6 | Jun 2026 | 14,246,057 | $14.5M | 0.01% | ABS-MBS |
| 2041 | Fieldstone Mortgage Investment Corp. | 31659TEY7 | Jun 2026 | 18,910,731 | $14.5M | 0.01% | ABS-O |
| 2042 | Fannie Mae | 3140W4NY9 | Jun 2026 | 14,671,379 | $14.4M | 0.01% | ABS-MBS |
| 2043 | BCAP LLC Trust | 05539DAB6 | Jun 2026 | 18,489,473 | $14.4M | 0.01% | ABS-MBS |
| 2044 | GSAMP Trust | 36245TAA3 | Jun 2026 | 31,787,730 | $14.4M | 0.01% | ABS-O |
| 2045 | Freddie Mac | 3132DWL35 | Jun 2026 | 14,280,146 | $14.4M | 0.01% | ABS-MBS |
| 2046 | Freddie Mac | 3128MJZW3 | Jun 2026 | 16,050,541 | $14.4M | 0.01% | ABS-MBS |
| 2047 | Credit Suisse Mortgage Trust | 12662NAH6 | Jun 2026 | 19,952,850 | $14.4M | 0.01% | ABS-MBS |
| 2048 | Bluemountain CLO Ltd | 09630AAN6 | Jun 2026 | 14,363,617 | $14.4M | 0.01% | ABS-CBDO |
| 2049 | Residential Asset Mortgage Products, INC. | 749238AE1 | Jun 2026 | 15,000,000 | $14.3M | 0.01% | ABS-O |
| 2050 | Carvana Auto Receivables Trust | 14688XAC1 | Jun 2026 | 14,300,000 | $14.3M | 0.01% | ABS-O |
| 2051 | MMCAPS FUND XVIII LTD | 60688HAA3 | Jun 2026 | 14,635,492 | $14.3M | 0.01% | DBT |
| 2052 | GCAT | 36171FAA1 | Jun 2026 | 15,228,175 | $14.3M | 0.01% | ABS-MBS |
| 2053 | IndyMac INDX Mortgage Loan Trust | 45667WAA6 | Jun 2026 | 14,737,129 | $14.3M | 0.01% | ABS-MBS |
| 2054 | Cologix Data Centers Issuer LLC | 19521DAD3 | Jun 2026 | 20,400,000 | $14.3M | 0.01% | ABS-O |
| 2055 | Centex Home Equity | 15231AAF3 | Jun 2026 | 14,445,478 | $14.3M | 0.01% | ABS-MBS |
| 2056 | Onslow Bay Financial LLC | 67117DAA8 | Jun 2026 | 14,339,946 | $14.3M | 0.01% | ABS-MBS |
| 2057 | Residential Mortgage Securities | 000000000 | Jun 2026 | 10,786,112 | $14.3M | 0.01% | ABS-MBS |
| 2058 | RMAC Securities PLC | 000000000 | Jun 2026 | 14,652,162 | $14.3M | 0.01% | ABS-MBS |
| 2059 | Morgan Stanley Capital Inc | 61744CYC4 | Jun 2026 | 15,065,453 | $14.3M | 0.01% | ABS-O |
| 2060 | Merrill Lynch Alternative Note Asset | 59023MAB6 | Jun 2026 | 48,759,164 | $14.3M | 0.01% | ABS-MBS |
| 2061 | Long Beach Mortgage Loan Trust | 54251WAD4 | Jun 2026 | 46,023,344 | $14.3M | 0.01% | ABS-O |
| 2062 | Durham Mortgages | 000000000 | Jun 2026 | 10,725,000 | $14.2M | 0.01% | ABS-MBS |
| 2063 | Deephaven Residential Mortgage Trust | 24382EAC1 | Jun 2026 | 14,332,969 | $14.2M | 0.01% | ABS-MBS |
| 2064 | Citigroup Mortgage Loan Trust Inc | 17312BAF9 | Jun 2026 | 14,293,308 | $14.2M | 0.01% | ABS-O |
| 2065 | FHLMC Multifamily Structured Pass Through Certs. | 3137FUZX5 | Jun 2026 | 301,003,693 | $14.2M | 0.01% | ABS-MBS |
| 2066 | GS Mortgage-Backed Securities Trust | 36263MAX5 | Jun 2026 | 17,289,206 | $14.2M | 0.01% | ABS-MBS |
| 2067 | GS Mortgage Securities Corp. | 36250FAJ6 | Jun 2026 | 14,806,300 | $14.2M | 0.01% | ABS-MBS |
| 2068 | Fannie Mae | 3140N8DW5 | Jun 2026 | 14,033,840 | $14.2M | 0.01% | ABS-MBS |
| 2069 | Angel Oak Mortgage Trust | 03465QAA2 | Jun 2026 | 14,170,671 | $14.2M | 0.01% | ABS-MBS |
| 2070 | Securitized Asset Backed Receivables LLC Trust | 81377GAM1 | Jun 2026 | 33,953,165 | $14.2M | 0.01% | ABS-O |
| 2071 | Morgan Stanley Capital Inc | 61750SAE2 | Jun 2026 | 32,669,355 | $14.1M | 0.01% | ABS-MBS |
| 2072 | Citigroup Mortgage Loan Trust Inc | 17311XAC9 | Jun 2026 | 19,005,275 | $14.1M | 0.01% | ABS-MBS |
| 2073 | Consumer Loan Finance Issuer Trust | 21050QAE7 | Jun 2026 | 14,153,196 | $14.1M | 0.01% | ABS-O |
| 2074 | Countrywide Asset-Backed Certificates | 12670FAA8 | Jun 2026 | 15,999,350 | $14.1M | 0.01% | ABS-O |
| 2075 | HSI Asset Securitization Corporation Trust | 40430HFP8 | Jun 2026 | 16,250,000 | $14.1M | 0.01% | ABS-O |
| 2076 | Residential Asset Securities Corporation | 74924RAD0 | Jun 2026 | 14,377,090 | $14.1M | 0.01% | ABS-MBS |
| 2077 | CSMCM Trust Certificates | 12598KAA6 | Jun 2026 | 17,593,425 | $14.0M | 0.01% | ABS-MBS |
| 2078 | J.P. Morgan Alternative Loan Trust | 466278AA6 | Jun 2026 | 28,126,648 | $14.0M | 0.01% | ABS-MBS |
| 2079 | Countrywide Asset-Backed Certificates | 126670LT3 | Jun 2026 | 15,462,177 | $14.0M | 0.01% | ABS-O |
| 2080 | First Franklin Mtg Loan Asset Backed Certificates | 32027NWP2 | Jun 2026 | 15,050,382 | $14.0M | 0.01% | ABS-O |
| 2081 | Avon Finance | 000000000 | Jun 2026 | 10,550,000 | $14.0M | 0.01% | ABS-MBS |
| 2082 | Citigroup Mortgage Loan Trust Inc | 17311VAG4 | Jun 2026 | 14,644,000 | $14.0M | 0.01% | ABS-MBS |
| 2083 | Fannie Mae | 31418CNE0 | Jun 2026 | 14,734,116 | $14.0M | 0.01% | ABS-MBS |
| 2084 | JP Morgan Mortgage Acquisition Corp | 46626LFQ8 | Jun 2026 | 16,317,000 | $14.0M | 0.01% | ABS-O |
| 2085 | Government National Mortgage Association | 36180AAB9 | Jun 2026 | 15,404,497 | $14.0M | 0.01% | ABS-MBS |
| 2086 | Countrywide Alternative Loan Trust | 23244JAA4 | Jun 2026 | 14,997,465 | $13.9M | 0.01% | ABS-MBS |
| 2087 | Park Place Securities Inc | 70069FLJ4 | Jun 2026 | 14,417,517 | $13.9M | 0.01% | ABS-O |
| 2088 | Fannie Mae | 3140X6FL0 | Jun 2026 | 15,664,186 | $13.9M | 0.01% | ABS-MBS |
| 2089 | Countrywide Alternative Loan Trust | 126694R75 | Jun 2026 | 15,287,621 | $13.9M | 0.01% | ABS-MBS |
| 2090 | NATURE COAST RE LTD | 63901CAF8 | Jun 2026 | 13,800,000 | $13.9M | 0.01% | DBT |
| 2091 | GAZPROM (GAZ CAPITAL SA) | 368266AT9 | Jun 2026 | 15,900,000 | $13.9M | 0.01% | DBT |
| 2092 | Merrill Lynch Mortgage Investors Trust | 590217AA3 | Jun 2026 | 47,261,472 | $13.9M | 0.01% | ABS-O |
| 2093 | Long Beach Mortgage Loan Trust | 542512AA6 | Jun 2026 | 20,464,859 | $13.9M | 0.01% | ABS-O |
| 2094 | Greensky Home Improvement Issuer Trust | 39571VAC2 | Jun 2026 | 13,800,000 | $13.9M | 0.01% | ABS-O |
| 2095 | Lura Funding DAC | 000000000 | Jun 2026 | 12,038,000 | $13.9M | 0.01% | ABS-MBS |
| 2096 | Deutsche Alt-A Securities INC Mortgage Loan Trust | 25151WAA1 | Jun 2026 | 19,218,925 | $13.8M | 0.01% | ABS-MBS |
| 2097 | GS Mortgage-Backed Securities Trust | 36265TAJ9 | Jun 2026 | 15,787,000 | $13.8M | 0.01% | ABS-MBS |
| 2098 | Dryden Leveraged Loan CDO | 000000000 | Jun 2026 | 12,000,000 | $13.8M | 0.01% | ABS-CBDO |
| 2099 | Verus Securitization Trust | 92540MAA3 | Jun 2026 | 13,706,303 | $13.8M | 0.01% | ABS-MBS |
| 2100 | Newcastle Mortgage Securities Trust | 65106FAE2 | Jun 2026 | 14,485,000 | $13.8M | 0.01% | ABS-O |
| 2101 | Space Coast Credit Union | 80620BAB3 | Jun 2026 | 13,763,852 | $13.8M | 0.01% | ABS-O |
| 2102 | Fannie Mae | 3140BSL39 | Jun 2026 | 13,993,671 | $13.8M | 0.01% | ABS-MBS |
| 2103 | New Residential Mortgage Loan Trust | 64830TBJ6 | Jun 2026 | 14,397,164 | $13.8M | 0.01% | ABS-MBS |
| 2104 | PREF TERM SEC XXVIII LTD | 74042CAA6 | Jun 2026 | 13,793,371 | $13.7M | 0.01% | DBT |
| 2105 | Fannie Mae | 3140BYJL9 | Jun 2026 | 13,933,903 | $13.7M | 0.01% | ABS-MBS |
| 2106 | Residential Mortgage Securities | 000000000 | Jun 2026 | 10,347,163 | $13.7M | 0.01% | ABS-MBS |
| 2107 | Cairn CLO BV | 000000000 | Jun 2026 | 11,900,000 | $13.7M | 0.01% | ABS-CBDO |
| 2108 | NEW WINDSTREAM WARRANTS | 000000000 | Jun 2026 | 1,195,360 | $13.7M | 0.01% | DE |
| 2109 | The Federal Republic of Nigeria | 000000000 | Jun 2026 | 18,987,900,000 | $13.7M | 0.01% | STIV |
| 2110 | Towd Point Mortgage Trust | 89175TAC2 | Jun 2026 | 16,981,078 | $13.7M | 0.01% | ABS-MBS |
| 2111 | Valley Funding Plc | 000000000 | Jun 2026 | 10,274,000 | $13.6M | 0.01% | ABS-MBS |
| 2112 | Freddie Mac | 31427GLT9 | Jun 2026 | 13,826,482 | $13.6M | 0.01% | ABS-MBS |
| 2113 | Onslow Bay Financial LLC | 67124LAA1 | Jun 2026 | 13,660,607 | $13.6M | 0.01% | ABS-MBS |
| 2114 | Freddie Mac | 3132DUY68 | Jun 2026 | 13,796,711 | $13.6M | 0.01% | ABS-MBS |
| 2115 | Mortgage Equity Conversion Asset Trust | 61911GAA2 | Jun 2026 | 14,983,383 | $13.6M | 0.01% | ABS-MBS |
| 2116 | College Ave Student Loans | 19425MAD0 | Jun 2026 | 13,158,234 | $13.6M | 0.01% | ABS-O |
| 2117 | Credit Suisse Mortgage Trust | 12651YAA0 | Jun 2026 | 14,502,167 | $13.6M | 0.01% | ABS-MBS |
| 2118 | AMER AIRLINE 16-3 AA PTT | 023771R91 | Jun 2026 | 13,997,950 | $13.6M | 0.01% | DBT |
| 2119 | World OMNI Select Auto Trust | 98164LAD1 | Jun 2026 | 13,523,228 | $13.6M | 0.01% | ABS-O |
| 2120 | Countrywide Alternative Loan Trust | 12668BGX5 | Jun 2026 | 23,289,530 | $13.5M | 0.01% | ABS-MBS |
| 2121 | ARMOR RE II LTD | 04227FAE5 | Jun 2026 | 13,000,000 | $13.5M | 0.01% | DBT |
| 2122 | Cross Mortgage Trust | 22757XAA4 | Jun 2026 | 13,615,154 | $13.5M | 0.01% | ABS-MBS |
| 2123 | PREFERRED TERM XVIII | 74042WAB0 | Jun 2026 | 13,973,068 | $13.5M | 0.01% | DBT |
| 2124 | Ameriquest Mortgage Securities Inc. | 03072SG66 | Jun 2026 | 14,800,000 | $13.5M | 0.01% | ABS-O |
| 2125 | Morgan Stanley Capital Inc | 617451DS5 | Jun 2026 | 15,700,000 | $13.5M | 0.01% | ABS-MBS |
| 2126 | Fannie Mae | 3140NEPE9 | Jun 2026 | 13,556,540 | $13.5M | 0.01% | ABS-MBS |
| 2127 | Accredited Mortgage Loan Trust | 00438QAE4 | Jun 2026 | 13,492,782 | $13.4M | 0.01% | ABS-MBS |
| 2128 | Home Equity Asset Trust | 437084TB2 | Jun 2026 | 13,533,517 | $13.4M | 0.01% | ABS-MBS |
| 2129 | WATR ISSUER TRUST | 94260AAE5 | Jun 2026 | 7,477,705 | $13.4M | 0.01% | ABS-O |
| 2130 | Greensky Home Improvement Issuer Trust | 39571VAD0 | Jun 2026 | 13,466,760 | $13.4M | 0.01% | ABS-O |
| 2131 | Banc of America Funding Corporation | 058933AB8 | Jun 2026 | 62,656,167 | $13.4M | 0.01% | ABS-MBS |
| 2132 | New Residential Mortgage Loan Trust | 64830CAL9 | Jun 2026 | 14,398,281 | $13.4M | 0.01% | ABS-MBS |
| 2133 | CPS Auto Trust | 223928AC6 | Jun 2026 | 13,345,081 | $13.4M | 0.01% | ABS-O |
| 2134 | RBSSP Resecuritization Trust | 74932FAB0 | Jun 2026 | 15,451,183 | $13.4M | 0.01% | ABS-MBS |
| 2135 | WATR ISSUER TRUST | 94260AAB1 | Jun 2026 | 13,653,000 | $13.4M | 0.01% | ABS-O |
| 2136 | Beckett Mortgages | 000000000 | Jun 2026 | 1,729,000 | $13.4M | 0.01% | ABS-MBS |
| 2137 | Countrywide Asset-Backed Certificates | 126670ZN1 | Jun 2026 | 14,102,290 | $13.4M | 0.01% | ABS-O |
| 2138 | MASTR Asset Backed Securities Trust | 57646LAN3 | Jun 2026 | 15,049,847 | $13.3M | 0.01% | ABS-MBS |
| 2139 | Countrywide Asset-Backed Certificates | 23246BAK7 | Jun 2026 | 13,868,792 | $13.3M | 0.01% | ABS-O |
| 2140 | ASX Clear (Futures) | 000000000 | Jun 2026 | 51,386 | $13.3M | 0.01% | DIR |
| 2141 | Freddie Mac | 3142K14E9 | Jun 2026 | 13,557,642 | $13.3M | 0.01% | ABS-MBS |
| 2142 | Voya CLO Ltd | 92920DAA3 | Jun 2026 | 13,330,000 | $13.3M | 0.01% | ABS-CBDO |
| 2143 | RNHB B.V. | 000000000 | Jun 2026 | 11,654,870 | $13.3M | 0.01% | DBT |
| 2144 | College Ave Student Loans | 193938AD9 | Jun 2026 | 13,175,870 | $13.3M | 0.01% | ABS-O |
| 2145 | Residential Asset Mortgage Products, INC. | 76112BR36 | Jun 2026 | 14,331,477 | $13.3M | 0.01% | ABS-O |
| 2146 | HarborView Mortgage Loan Trust | 41161PTL7 | Jun 2026 | 21,045,144 | $13.2M | 0.01% | ABS-MBS |
| 2147 | Credit Suisse Mortgage Trust | 12660QAK4 | Jun 2026 | 31,081,001 | $13.2M | 0.01% | ABS-MBS |
| 2148 | Ameriquest Mortgage Securities Inc. | 03072SS97 | Jun 2026 | 13,440,768 | $13.2M | 0.01% | ABS-O |
| 2149 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 4,434,100,000 | $13.2M | 0.01% | DIR |
| 2150 | Barings Euro CLO | 000000000 | Jun 2026 | 11,500,000 | $13.2M | 0.01% | ABS-CBDO |
| 2151 | CIM Trust | 17182AAJ0 | Jun 2026 | 15,069,000 | $13.2M | 0.01% | ABS-MBS |
| 2152 | Countrywide Asset-Backed Certificates | 23243LAA0 | Jun 2026 | 13,664,390 | $13.2M | 0.01% | ABS-O |
| 2153 | Option One Mortgage Loan Trust | 68401TAB4 | Jun 2026 | 24,509,930 | $13.2M | 0.01% | ABS-MBS |
| 2154 | Fannie Mae | 3140BUGK2 | Jun 2026 | 13,398,334 | $13.2M | 0.01% | ABS-MBS |
| 2155 | SOFI CONSUMER LOAN PROGRAM TRUST | 83407XAC6 | Jun 2026 | 13,240,000 | $13.2M | 0.01% | ABS-O |
| 2156 | Ronda RMBS Designated Activity Company | 000000000 | Jun 2026 | 11,876,000 | $13.1M | 0.01% | ABS-MBS |
| 2157 | Visio Trust | 92839CAA5 | Jun 2026 | 13,144,623 | $13.1M | 0.01% | ABS-MBS |
| 2158 | Morgan Stanley Mortgage Loan Trust | 61754HAC6 | Jun 2026 | 49,616,199 | $13.1M | 0.01% | ABS-MBS |
| 2159 | New Residential Mortgage Loan Trust | 64830TBB3 | Jun 2026 | 13,677,653 | $13.1M | 0.01% | ABS-MBS |
| 2160 | Residential Asset Mortgage Products, INC. | 74923PAD5 | Jun 2026 | 13,613,000 | $13.1M | 0.01% | ABS-O |
| 2161 | Onslow Bay Financial LLC | 67448LAA0 | Jun 2026 | 13,044,757 | $13.1M | 0.01% | ABS-MBS |
| 2162 | Fannie Mae | 3140BM3H1 | Jun 2026 | 13,261,090 | $13.0M | 0.01% | ABS-MBS |
| 2163 | Morgan Stanley Capital Inc | 61755CAD4 | Jun 2026 | 14,205,108 | $13.0M | 0.01% | ABS-MBS |
| 2164 | WATR Issuer Trust | 92892LAC5 | Jun 2026 | 13,031,000 | $13.0M | 0.01% | ABS-O |
| 2165 | Sound Point CLO LTD | 83614BAQ2 | Jun 2026 | 13,000,000 | $13.0M | 0.01% | ABS-CBDO |
| 2166 | CIFC Funding Ltd | 12570LAA6 | Jun 2026 | 13,000,000 | $13.0M | 0.01% | ABS-CBDO |
| 2167 | Dutch Mortgage Finance | 000000000 | Jun 2026 | 11,297,000 | $13.0M | 0.01% | ABS-MBS |
| 2168 | Cross Mortgage Trust | 22757GAC7 | Jun 2026 | 12,898,364 | $13.0M | 0.01% | ABS-MBS |
| 2169 | CIM Trust | 12558WAL4 | Jun 2026 | 17,191,000 | $13.0M | 0.01% | ABS-MBS |
| 2170 | Onslow Bay Financial LLC | 67119CAA8 | Jun 2026 | 12,870,366 | $12.9M | 0.01% | ABS-MBS |
| 2171 | RNHB B.V. | 000000000 | Jun 2026 | 10,673,444 | $12.9M | 0.01% | DBT |
| 2172 | Credit Suisse Mortgage Trust | 12665WAC4 | Jun 2026 | 12,959,141 | $12.9M | 0.01% | ABS-MBS |
| 2173 | Soundview Home Equity Loan Trust | 83611MNK0 | Jun 2026 | 13,132,937 | $12.9M | 0.01% | ABS-MBS |
| 2174 | Freddie Mac | 31427C2D4 | Jun 2026 | 13,122,013 | $12.9M | 0.01% | ABS-MBS |
| 2175 | Residential Accredit Loans, Inc. | 75114RAE5 | Jun 2026 | 14,388,407 | $12.9M | 0.01% | ABS-MBS |
| 2176 | New Residential Mortgage Loan Trust | 64830KBK2 | Jun 2026 | 13,240,570 | $12.9M | 0.01% | ABS-MBS |
| 2177 | New Residential Mortgage Loan Trust | 64830EAC5 | Jun 2026 | 13,430,876 | $12.9M | 0.01% | ABS-MBS |
| 2178 | RUSSIAN FEDERATION | 78307ADH3 | Jun 2026 | 18,800,000 | $12.9M | 0.01% | DBT |
| 2179 | 20 TSQ GroundCo LLC | 90137LAG5 | Jun 2026 | 13,844,500 | $12.9M | 0.01% | ABS-MBS |
| 2180 | Soundview Home Equity Loan Trust | 83612QAD0 | Jun 2026 | 13,157,440 | $12.9M | 0.01% | ABS-MBS |
| 2181 | JP Morgan Mortgage Acquisition Corp | 46626LJR2 | Jun 2026 | 12,234,939 | $12.8M | 0.01% | ABS-O |
| 2182 | Freddie Mac | 3142GVLL3 | Jun 2026 | 12,578,784 | $12.8M | 0.01% | ABS-MBS |
| 2183 | Fannie Mae | 3140J9MD0 | Jun 2026 | 13,538,828 | $12.8M | 0.01% | ABS-MBS |
| 2184 | COMM Mortgage Trust | 12636GAA9 | Jun 2026 | 13,000,000 | $12.8M | 0.01% | ABS-MBS |
| 2185 | ARES CLO Ltd | 04018EAA9 | Jun 2026 | 12,800,000 | $12.8M | 0.01% | ABS-CBDO |
| 2186 | New Residential Mortgage Loan Trust | 64830WBJ9 | Jun 2026 | 13,252,221 | $12.8M | 0.01% | ABS-MBS |
| 2187 | Residential Asset Securities Corporation | 75406VAE3 | Jun 2026 | 13,049,293 | $12.8M | 0.01% | ABS-MBS |
| 2188 | PRP Advisors, LLC | 74448PAA7 | Jun 2026 | 12,725,970 | $12.8M | 0.01% | ABS-MBS |
| 2189 | Altice France SA | 000000000 | Jun 2026 | 10,963,844 | $12.8M | 0.01% | LON |
| 2190 | Bear Stearns Asset Backed Securities Trust | 07386RAD1 | Jun 2026 | 14,775,000 | $12.8M | 0.01% | ABS-MBS |
| 2191 | Fannie Mae | 3140BCCZ3 | Jun 2026 | 12,945,296 | $12.8M | 0.01% | ABS-MBS |
| 2192 | Freddie Mac | 3137BY6F2 | Jun 2026 | 12,939,522 | $12.7M | 0.01% | ABS-MBS |
| 2193 | Fannie Mae | 3140W3K24 | Jun 2026 | 12,464,780 | $12.7M | 0.01% | ABS-MBS |
| 2194 | Taupe Funding Trust | 876692AE4 | Jun 2026 | 12,606,500 | $12.7M | 0.01% | ABS-O |
| 2195 | TRAPEZA CDO LLC | 894135AC6 | Jun 2026 | 14,000,000 | $12.7M | 0.01% | ABS-CBDO |
| 2196 | Avon Finance | 000000000 | Jun 2026 | 9,694,000 | $12.7M | 0.01% | ABS-MBS |
| 2197 | Domivest B.V. | 000000000 | Jun 2026 | 11,086,181 | $12.7M | 0.01% | ABS-MBS |
| 2198 | Countrywide Alternative Loan Trust | 12668ATN5 | Jun 2026 | 16,441,009 | $12.7M | 0.01% | ABS-MBS |
| 2199 | SBNA Auto Receivables Trust | 78437PAD5 | Jun 2026 | 12,600,000 | $12.6M | 0.01% | ABS-O |
| 2200 | New Residential Mortgage Loan Trust | 64830DBE2 | Jun 2026 | 12,977,993 | $12.6M | 0.01% | ABS-MBS |
| 2201 | Credit Suisse Mortgage Trust | 126405AA7 | Jun 2026 | 14,024,536 | $12.6M | 0.01% | ABS-MBS |
| 2202 | ATLX Trust | 049919AA1 | Jun 2026 | 13,008,150 | $12.6M | 0.01% | ABS-MBS |
| 2203 | Long Beach Mortgage Loan Trust | 54251TAA7 | Jun 2026 | 23,904,371 | $12.6M | 0.01% | ABS-O |
| 2204 | Verus Securitization Trust | 92540PAA6 | Jun 2026 | 12,583,787 | $12.6M | 0.01% | ABS-MBS |
| 2205 | Wells Fargo Home Equity Trust | 9497ENAJ2 | Jun 2026 | 12,883,000 | $12.6M | 0.01% | ABS-MBS |
| 2206 | Countrywide Alternative Loan Trust | 12667G2G7 | Jun 2026 | 18,291,319 | $12.6M | 0.01% | ABS-MBS |
| 2207 | Terwin Mortgage Trust | 88156TAC7 | Jun 2026 | 42,769,582 | $12.6M | 0.01% | ABS-MBS |
| 2208 | IndyMac Residential Asset Backed Trust | 456606HW5 | Jun 2026 | 13,050,000 | $12.5M | 0.01% | ABS-O |
| 2209 | Freddie Mac | 31334YEP8 | Jun 2026 | 14,089,005 | $12.5M | 0.01% | ABS-MBS |
| 2210 | HarborView Mortgage Loan Trust | 41162DAD1 | Jun 2026 | 12,530,477 | $12.5M | 0.01% | ABS-MBS |
| 2211 | Residential Mortgage Securities | 000000000 | Jun 2026 | 9,397,882 | $12.5M | 0.01% | ABS-MBS |
| 2212 | TURKIYE GOVERNMENT BOND | 000000000 | Jun 2026 | 577,600,000 | $12.4M | 0.01% | DBT |
| 2213 | PRP Advisors, LLC | 69382WAA0 | Jun 2026 | 12,661,672 | $12.4M | 0.01% | ABS-MBS |
| 2214 | Fannie Mae | 31418FDB0 | Jun 2026 | 12,362,995 | $12.4M | 0.01% | ABS-MBS |
| 2215 | IndyMac INDX Mortgage Loan Trust | 45661EGE8 | Jun 2026 | 18,039,757 | $12.4M | 0.01% | ABS-MBS |
| 2216 | Bridgecrest Lending Auto Securitization Trust | 107927AB1 | Jun 2026 | 12,406,848 | $12.4M | 0.01% | ABS-O |
| 2217 | Consumer Loan Finance Issuer Trust | 21050UAC2 | Jun 2026 | 12,342,278 | $12.4M | 0.01% | ABS-O |
| 2218 | Freddie Mac | 31427GMR2 | Jun 2026 | 12,589,661 | $12.4M | 0.01% | ABS-MBS |
| 2219 | Impac Secured Assets Corp. | 45257BAD2 | Jun 2026 | 13,967,461 | $12.4M | 0.01% | ABS-MBS |
| 2220 | Morgan Stanley Capital Inc | 61749NAD9 | Jun 2026 | 25,080,195 | $12.4M | 0.01% | ABS-MBS |
| 2221 | Freddie Mac | 3142J6AX1 | Jun 2026 | 12,566,780 | $12.4M | 0.01% | ABS-MBS |
| 2222 | VICI PROPERTIES / NOTE | 92564RAJ4 | Jun 2026 | 12,316,000 | $12.3M | 0.01% | DBT |
| 2223 | Countrywide Asset-Backed Certificates | 12667NAE8 | Jun 2026 | 12,826,375 | $12.3M | 0.01% | ABS-O |
| 2224 | Morgan Stanley Capital Inc | 61756YAD5 | Jun 2026 | 13,693,160 | $12.3M | 0.01% | ABS-MBS |
| 2225 | IndyMac Residential Asset Backed Trust | 456606JP8 | Jun 2026 | 13,291,681 | $12.3M | 0.01% | ABS-O |
| 2226 | Specialty Underwriting & Residential Finance | 84752CAA5 | Jun 2026 | 26,322,239 | $12.3M | 0.01% | ABS-O |
| 2227 | Greensky Home Improvement Issuer Trust | 39571NAE6 | Jun 2026 | 12,282,262 | $12.3M | 0.01% | ABS-O |
| 2228 | Ellington Financial Mortgage Trust | 281907AA3 | Jun 2026 | 12,303,355 | $12.3M | 0.01% | ABS-MBS |
| 2229 | Space Coast Credit Union | 805922AG6 | Jun 2026 | 12,200,000 | $12.3M | 0.01% | ABS-O |
| 2230 | Ronda RMBS Designated Activity Company | 000000000 | Jun 2026 | 10,962,000 | $12.3M | 0.01% | ABS-MBS |
| 2231 | Grosvenor Square RMBS PLC | 000000000 | Jun 2026 | 9,237,032 | $12.3M | 0.01% | ABS-MBS |
| 2232 | Ameriquest Mortgage Securities Inc. | 03072SK46 | Jun 2026 | 12,785,000 | $12.3M | 0.01% | ABS-O |
| 2233 | New Residential Mortgage Loan Trust | 64830MEC3 | Jun 2026 | 13,322,035 | $12.3M | 0.01% | ABS-MBS |
| 2234 | CROSS Mortgage Trust | 22758CAA9 | Jun 2026 | 12,295,927 | $12.3M | 0.01% | ABS-MBS |
| 2235 | Grosvenor Square RMBS PLC | 000000000 | Jun 2026 | 9,236,035 | $12.3M | 0.01% | ABS-MBS |
| 2236 | MFRA Trust | 55286LAA0 | Jun 2026 | 12,195,434 | $12.2M | 0.01% | ABS-MBS |
| 2237 | First Help Financial LLC | 30339EAB4 | Jun 2026 | 12,281,310 | $12.2M | 0.01% | ABS-O |
| 2238 | TEXTRON INC | 883203BX8 | Jun 2026 | 12,300,000 | $12.2M | 0.01% | DBT |
| 2239 | Fannie Mae | 31418CQB3 | Jun 2026 | 12,854,336 | $12.2M | 0.01% | ABS-MBS |
| 2240 | New Residential Mortgage Loan Trust | 64830WAZ4 | Jun 2026 | 12,618,460 | $12.2M | 0.01% | ABS-MBS |
| 2241 | SANTANDER UK GROUP HLDGS | 80281LAR6 | Jun 2026 | 12,330,000 | $12.2M | 0.01% | DBT |
| 2242 | UBS Group AG | 000000000 | Jun 2026 | 245,819 | $12.2M | 0.01% | EC |
| 2243 | Credit Suisse Mortgage Trust | 12660QAG3 | Jun 2026 | 14,910,250 | $12.2M | 0.01% | ABS-MBS |
| 2244 | Kentmere | 000000000 | Jun 2026 | 10,373,000 | $12.2M | 0.01% | ABS-MBS |
| 2245 | Freddie Mac | 31427GXY5 | Jun 2026 | 12,364,628 | $12.2M | 0.01% | ABS-MBS |
| 2246 | MASTR Asset Backed Securities Trust | 55275RAA0 | Jun 2026 | 28,172,987 | $12.2M | 0.01% | ABS-MBS |
| 2247 | CPS Auto Trust | 12634SAA5 | Jun 2026 | 12,142,779 | $12.2M | 0.01% | ABS-O |
| 2248 | Merrill Lynch Mortgage Investors Trust | 59020U3Y9 | Jun 2026 | 13,073,799 | $12.1M | 0.01% | ABS-O |
| 2249 | OWNIT Mortgage Loan Asset-Backed Certificates | 69121EAE8 | Jun 2026 | 13,017,301 | $12.1M | 0.01% | ABS-O |
| 2250 | Centex Home Equity | 152314PT1 | Jun 2026 | 12,568,353 | $12.1M | 0.01% | ABS-MBS |
| 2251 | American Heritage Auto Receivables Issuer Trust | 02650VAB6 | Jun 2026 | 12,107,959 | $12.1M | 0.01% | ABS-O |
| 2252 | ICG US CLO Ltd | 449303AL0 | Jun 2026 | 12,100,000 | $12.1M | 0.01% | ABS-CBDO |
| 2253 | Avon Finance | 000000000 | Jun 2026 | 9,124,000 | $12.1M | 0.01% | ABS-MBS |
| 2254 | CAPE LOOKOUT RE LTD | 13947LAH5 | Jun 2026 | 12,200,000 | $12.1M | 0.01% | DBT |
| 2255 | Dilosk RMBS | 000000000 | Jun 2026 | 10,561,462 | $12.1M | 0.01% | ABS-MBS |
| 2256 | Luminent Mortgage Trust | 550279BA0 | Jun 2026 | 16,563,645 | $12.1M | 0.01% | ABS-MBS |
| 2257 | Pagaya AI Debt Selection Trust | 69547DAB2 | Jun 2026 | 12,011,894 | $12.1M | 0.01% | ABS-O |
| 2258 | JP Morgan Mortgage Acquisition Corp | 46629KAF6 | Jun 2026 | 15,812,079 | $12.0M | 0.01% | ABS-MBS |
| 2259 | CAPE LOOKOUT RE LTD | 13947LAJ1 | Jun 2026 | 12,050,000 | $12.0M | 0.01% | DBT |
| 2260 | Wells Fargo Mortgage Loan Trust | 94988GAC7 | Jun 2026 | 12,944,788 | $12.0M | 0.01% | ABS-MBS |
| 2261 | Golden Bar Securitisation | 000000000 | Jun 2026 | 10,473,437 | $12.0M | 0.01% | ABS-O |
| 2262 | Merrill Lynch Mortgage Investors Trust | 590232AA2 | Jun 2026 | 20,908,658 | $12.0M | 0.01% | ABS-O |
| 2263 | Towd Point Mortgage Trust | 89182JAA9 | Jun 2026 | 11,956,066 | $12.0M | 0.01% | ABS-MBS |
| 2264 | Fannie Mae | 3140W3G78 | Jun 2026 | 11,802,032 | $12.0M | 0.01% | ABS-MBS |
| 2265 | Citigroup Mortgage Loan Trust Inc | 173114AH2 | Jun 2026 | 12,710,050 | $12.0M | 0.01% | ABS-MBS |
| 2266 | GLS Auto Select Receivables Trust | 37989DAC2 | Jun 2026 | 12,030,655 | $12.0M | 0.01% | ABS-O |
| 2267 | American Home Mortgage Assets | 02660XAD6 | Jun 2026 | 12,114,525 | $12.0M | 0.01% | ABS-MBS |
| 2268 | Freddie Mac | 31426K3R5 | Jun 2026 | 12,137,298 | $12.0M | 0.01% | ABS-MBS |
| 2269 | FORD MOTOR CREDIT CO LLC | 345397D59 | Jun 2026 | 11,573,000 | $12.0M | 0.01% | DBT |
| 2270 | HARDWOOD FUNDING LLC | 000000000 | Jun 2026 | 12,000,000 | $11.9M | 0.01% | DBT |
| 2271 | Bosphorus CLO | 000000000 | Jun 2026 | 10,400,000 | $11.9M | 0.01% | ABS-CBDO |
| 2272 | Lura Funding DAC | 000000000 | Jun 2026 | 10,318,000 | $11.9M | 0.01% | ABS-MBS |
| 2273 | Ellington Financial Mortgage Trust | 26846VAA2 | Jun 2026 | 11,874,838 | $11.9M | 0.01% | ABS-MBS |
| 2274 | Fannie Mae | 31418CR89 | Jun 2026 | 12,959,372 | $11.9M | 0.01% | ABS-MBS |
| 2275 | Argent Securities Inc. | 040104RF0 | Jun 2026 | 12,951,544 | $11.9M | 0.01% | ABS-MBS |
| 2276 | Dutch Mortgage Finance | 000000000 | Jun 2026 | 10,359,000 | $11.9M | 0.01% | ABS-MBS |
| 2277 | WAMU Mortgage Pass-Through Certificates | 933635AA2 | Jun 2026 | 13,169,520 | $11.9M | 0.01% | ABS-MBS |
| 2278 | Fannie Mae | 3140BTTX3 | Jun 2026 | 12,059,181 | $11.9M | 0.01% | ABS-MBS |
| 2279 | Deutsche Alt-A Securities INC Mortgage Loan Trust | 25150UAA6 | Jun 2026 | 12,832,363 | $11.8M | 0.01% | ABS-MBS |
| 2280 | Residential Asset Mortgage Products, INC. | 76112BYZ7 | Jun 2026 | 12,534,000 | $11.8M | 0.01% | ABS-O |
| 2281 | Freddie Mac | 3142J6BH5 | Jun 2026 | 11,994,180 | $11.8M | 0.01% | ABS-MBS |
| 2282 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $11.8M | 0.01% | DFE |
| 2283 | HarborView Mortgage Loan Trust | 41165AAB8 | Jun 2026 | 13,317,903 | $11.8M | 0.01% | ABS-MBS |
| 2284 | 20 TSQ GroundCo LLC | 90137LAJ9 | Jun 2026 | 13,028,000 | $11.8M | 0.01% | ABS-MBS |
| 2285 | Freddie Mac | 31427HR46 | Jun 2026 | 11,944,518 | $11.7M | 0.01% | ABS-MBS |
| 2286 | Avon Finance | 000000000 | Jun 2026 | 8,841,000 | $11.7M | 0.01% | ABS-MBS |
| 2287 | Fannie Mae | 3140BYQF4 | Jun 2026 | 11,922,580 | $11.7M | 0.01% | ABS-MBS |
| 2288 | Fannie Mae | 3140NA2M4 | Jun 2026 | 11,841,673 | $11.7M | 0.01% | ABS-MBS |
| 2289 | DSLA Mortgage Loan Trust | 23332QAC7 | Jun 2026 | 17,217,490 | $11.7M | 0.01% | ABS-MBS |
| 2290 | Fannie Mae | 3140BYN34 | Jun 2026 | 11,926,155 | $11.7M | 0.01% | ABS-MBS |
| 2291 | Fannie Mae | 3140JQTN3 | Jun 2026 | 13,200,598 | $11.7M | 0.01% | ABS-MBS |
| 2292 | Residential Asset Securities Corporation | 76110W6N1 | Jun 2026 | 12,185,186 | $11.7M | 0.01% | ABS-MBS |
| 2293 | Fannie Mae | 3140U16Q3 | Jun 2026 | 11,875,753 | $11.7M | 0.01% | ABS-MBS |
| 2294 | Bear Stearns Asset Backed Securities Trust | 073879PA0 | Jun 2026 | 11,622,621 | $11.7M | 0.01% | ABS-MBS |
| 2295 | GCAT | 36831CAA0 | Jun 2026 | 11,616,555 | $11.7M | 0.01% | ABS-MBS |
| 2296 | Citicorp Residential Mortgage Securities, Inc. | 17312HAG4 | Jun 2026 | 11,837,947 | $11.6M | 0.01% | ABS-O |
| 2297 | Merrill Lynch First Franklin Mortgage Loan Trust | 59023LAC6 | Jun 2026 | 32,440,487 | $11.6M | 0.01% | ABS-O |
| 2298 | Countrywide Asset-Backed Certificates | 12668HAA8 | Jun 2026 | 12,405,069 | $11.6M | 0.01% | ABS-O |
| 2299 | Merrill Lynch Mortgage Investors Trust | 59023QAA9 | Jun 2026 | 41,849,691 | $11.6M | 0.01% | ABS-O |
| 2300 | Navient Student Loan Trust | 63942AAA4 | Jun 2026 | 12,658,631 | $11.6M | 0.01% | ABS-O |
| 2301 | Tikehau | 000000000 | Jun 2026 | 10,100,000 | $11.6M | 0.01% | ABS-CBDO |
| 2302 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $11.5M | 0.01% | DFE |
| 2303 | VERAISON RE LTD | 92335TAF6 | Jun 2026 | 11,400,000 | $11.5M | 0.01% | DBT |
| 2304 | Freddie Mac | 31426YVF0 | Jun 2026 | 11,675,434 | $11.5M | 0.00% | ABS-MBS |
| 2305 | CPS Auto Trust | 12664WAC5 | Jun 2026 | 11,444,057 | $11.5M | 0.00% | ABS-O |
| 2306 | First Franklin Mtg Loan Asset Backed Certificates | 32029AAD9 | Jun 2026 | 12,366,427 | $11.5M | 0.00% | ABS-O |
| 2307 | SoFi Alternative Trust | 83406X103 | Jun 2026 | 950,000 | $11.5M | 0.00% | ABS-O |
| 2308 | Morgan Stanley ReRemic Trust | 61690HAH2 | Jun 2026 | 14,227,091 | $11.5M | 0.00% | ABS-MBS |
| 2309 | CarMax Select Receivables Trust | 14319UAB6 | Jun 2026 | 11,438,126 | $11.5M | 0.00% | ABS-O |
| 2310 | ACRA Trust 2024-NQM1 | 00112EAA2 | Jun 2026 | 11,434,643 | $11.4M | 0.00% | ABS-MBS |
| 2311 | Freddie Mac | 3142JS6U4 | Jun 2026 | 11,604,702 | $11.4M | 0.00% | ABS-MBS |
| 2312 | PRP Advisors, LLC | 69381UAA5 | Jun 2026 | 11,416,362 | $11.4M | 0.00% | ABS-MBS |
| 2313 | Securitized Asset Backed Receivables LLC Trust | 81376GAB6 | Jun 2026 | 15,953,793 | $11.4M | 0.00% | ABS-O |
| 2314 | Harvest CLO | 000000000 | Jun 2026 | 10,000,000 | $11.4M | 0.00% | ABS-CBDO |
| 2315 | Chase Mortgage Finance Corporation | 16160NAB7 | Jun 2026 | 12,866,534 | $11.4M | 0.00% | ABS-MBS |
| 2316 | GLS Auto Receivables Trust | 37989AAG9 | Jun 2026 | 11,391,291 | $11.4M | 0.00% | ABS-O |
| 2317 | Structured Asset Securities Corporation | 86361CAA3 | Jun 2026 | 11,840,835 | $11.4M | 0.00% | ABS-O |
| 2318 | Novastar Home Equity Loan | 66987XGZ2 | Jun 2026 | 11,863,793 | $11.4M | 0.00% | ABS-MBS |
| 2319 | Fannie Mae | 3140Q7HK6 | Jun 2026 | 12,314,832 | $11.4M | 0.00% | ABS-MBS |
| 2320 | Merrill Lynch Mortgage Investors Trust | 59020UC37 | Jun 2026 | 13,077,672 | $11.4M | 0.00% | ABS-O |
| 2321 | Government National Mortgage Association | 36179XNC6 | Jun 2026 | 12,567,748 | $11.4M | 0.00% | ABS-MBS |
| 2322 | Countrywide Home Loans | 12544HAY6 | Jun 2026 | 11,947,746 | $11.4M | 0.00% | ABS-MBS |
| 2323 | MASTR Asset Backed Securities Trust | 57645MAC6 | Jun 2026 | 36,021,668 | $11.3M | 0.00% | ABS-MBS |
| 2324 | Consumer Loan Finance Issuer Trust | 21050QAG2 | Jun 2026 | 21,870,411 | $11.3M | 0.00% | ABS-O |
| 2325 | Freddie Mac | 31427REC0 | Jun 2026 | 11,534,539 | $11.3M | 0.00% | ABS-MBS |
| 2326 | Countrywide Alternative Loan Trust | 02147DAB7 | Jun 2026 | 11,413,009 | $11.3M | 0.00% | ABS-MBS |
| 2327 | NMLT Trust | 62917MAA1 | Jun 2026 | 12,378,576 | $11.3M | 0.00% | ABS-MBS |
| 2328 | Structured Asset Investment Loan Trust | 86358EXQ4 | Jun 2026 | 11,502,367 | $11.3M | 0.00% | ABS-O |
| 2329 | Fannie Mae | 31418E2N9 | Jun 2026 | 10,890,438 | $11.3M | 0.00% | ABS-MBS |
| 2330 | WAMU Asset-Backed Certificates | 93364EAF1 | Jun 2026 | 12,479,965 | $11.3M | 0.00% | ABS-MBS |
| 2331 | Ameriquest Mortgage Securities Inc. | 03072SX67 | Jun 2026 | 11,988,000 | $11.3M | 0.00% | ABS-O |
| 2332 | Fannie Mae | 3140U4AD1 | Jun 2026 | 11,453,267 | $11.3M | 0.00% | ABS-MBS |
| 2333 | New Residential Mortgage Loan Trust | 64832KAC9 | Jun 2026 | 11,343,877 | $11.3M | 0.00% | ABS-MBS |
| 2334 | HSBC HOLDINGS PLC | 404280BK4 | Jun 2026 | 11,280,000 | $11.2M | 0.00% | DBT |
| 2335 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 386,810,000 | $11.2M | 0.00% | DIR |
| 2336 | Fannie Mae | 3140W3R50 | Jun 2026 | 11,038,620 | $11.2M | 0.00% | ABS-MBS |
| 2337 | JP Morgan Mortgage Trust | 465970AA9 | Jun 2026 | 11,189,285 | $11.2M | 0.00% | ABS-MBS |
| 2338 | ARES CLO Ltd | 04019FAN7 | Jun 2026 | 11,200,000 | $11.2M | 0.00% | ABS-CBDO |
| 2339 | Enterprise Fleet Financing LLC | 29374MAB4 | Jun 2026 | 11,188,636 | $11.2M | 0.00% | ABS-O |
| 2340 | Argentina Republic Government International Bonds | 040114HW3 | Jun 2026 | 14,572,812 | $11.2M | 0.00% | DBT |
| 2341 | SG Mortgage Securities Trust | 78420MAB5 | Jun 2026 | 12,053,779 | $11.2M | 0.00% | ABS-O |
| 2342 | Fannie Mae | 3140AQTB8 | Jun 2026 | 11,073,196 | $11.1M | 0.00% | ABS-MBS |
| 2343 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $11.1M | 0.00% | DFE |
| 2344 | Residential Asset Mortgage Products, INC. | 75156MAD7 | Jun 2026 | 11,221,030 | $11.1M | 0.00% | ABS-O |
| 2345 | Countrywide Alternative Loan Trust | 23245QAA7 | Jun 2026 | 12,592,841 | $11.1M | 0.00% | ABS-MBS |
| 2346 | Freddie Mac | 3132DQZG4 | Jun 2026 | 11,001,080 | $11.1M | 0.00% | ABS-MBS |
| 2347 | Neuberger Berman Loan Advisers Euro CLO | 000000000 | Jun 2026 | 9,700,000 | $11.1M | 0.00% | ABS-CBDO |
| 2348 | Ace Securities Corp. | 00442PAG5 | Jun 2026 | 13,846,500 | $11.1M | 0.00% | ABS-MBS |
| 2349 | Bankers Healthcare Group Securitization Trust | 08860AAA7 | Jun 2026 | 11,105,495 | $11.1M | 0.00% | ABS-O |
| 2350 | Nationstar Home Equity Loan Trust | 63860HAF6 | Jun 2026 | 11,347,000 | $11.1M | 0.00% | ABS-MBS |
| 2351 | Terwin Mortgage Trust | 881561T79 | Jun 2026 | 11,369,742 | $11.1M | 0.00% | ABS-MBS |
| 2352 | Countrywide Asset-Backed Certificates | 126670LR7 | Jun 2026 | 11,099,846 | $11.1M | 0.00% | ABS-O |
| 2353 | PRP Advisors, LLC | 69380XAA0 | Jun 2026 | 11,194,289 | $11.0M | 0.00% | ABS-MBS |
| 2354 | Bear Stearns Mortgage Funding Trust | 07401AAA5 | Jun 2026 | 12,409,030 | $11.0M | 0.00% | ABS-MBS |
| 2355 | Fannie Mae | 3140FPQF9 | Jun 2026 | 11,883,769 | $11.0M | 0.00% | ABS-MBS |
| 2356 | PRKCM Trust | 69380WAA2 | Jun 2026 | 10,950,458 | $11.0M | 0.00% | ABS-MBS |
| 2357 | Countrywide Asset-Backed Certificates | 126670LS5 | Jun 2026 | 11,300,000 | $11.0M | 0.00% | ABS-O |
| 2358 | Structured Asset Mortgage Investments Inc | 86359LTG4 | Jun 2026 | 13,091,246 | $11.0M | 0.00% | ABS-MBS |
| 2359 | EGYPT TREASURY BILL | 000000000 | Jun 2026 | 600,000,000 | $11.0M | 0.00% | STIV |
| 2360 | Alesco Preferred Funding Ltd | 01449WAB2 | Jun 2026 | 12,000,000 | $11.0M | 0.00% | ABS-CBDO |
| 2361 | GSAMP Trust | 362463AD3 | Jun 2026 | 20,359,627 | $11.0M | 0.00% | ABS-O |
| 2362 | GS Mortgage-Backed Securities Trust | 36261WAB3 | Jun 2026 | 12,600,000 | $11.0M | 0.00% | ABS-MBS |
| 2363 | Washington Mutual Mortgage Pass-Through CTFS | 93935QAB3 | Jun 2026 | 12,374,047 | $10.9M | 0.00% | ABS-MBS |
| 2364 | Countrywide Home Loans | 17025MAE6 | Jun 2026 | 11,415,752 | $10.9M | 0.00% | ABS-MBS |
| 2365 | Long Beach Mortgage Loan Trust | 542512AD0 | Jun 2026 | 31,853,038 | $10.9M | 0.00% | ABS-O |
| 2366 | SPRINT SPECTRUM / SPEC I | 85208NAE0 | Jun 2026 | 10,872,750 | $10.9M | 0.00% | DBT |
| 2367 | Credit-Based Asset Servicing and Securitization | 14986PAE3 | Jun 2026 | 11,429,470 | $10.9M | 0.00% | ABS-O |
| 2368 | TRAPEZA CDO LLC | 89413AAA9 | Jun 2026 | 11,025,691 | $10.9M | 0.00% | ABS-CBDO |
| 2369 | Conseco Finance Securitizations Corp. | 20846QDJ4 | Jun 2026 | 74,286,189 | $10.9M | 0.00% | ABS-O |
| 2370 | MASTR Asset Backed Securities Trust | 57643LNH5 | Jun 2026 | 11,913,728 | $10.9M | 0.00% | ABS-MBS |
| 2371 | Foundation Finance Trust | 35042NAA3 | Jun 2026 | 10,951,738 | $10.9M | 0.00% | ABS-O |
| 2372 | GAZPROM PJSC (GAZ FN) | 000000000 | Jun 2026 | 12,000,000 | $10.9M | 0.00% | DBT |
| 2373 | Freddie Mac | 31426QT52 | Jun 2026 | 11,030,767 | $10.9M | 0.00% | ABS-MBS |
| 2374 | Morgan Stanley Capital Inc | 61750SAA0 | Jun 2026 | 12,052,924 | $10.9M | 0.00% | ABS-MBS |
| 2375 | Option One Mortgage Loan Trust | 68400DAA2 | Jun 2026 | 16,571,637 | $10.8M | 0.00% | ABS-MBS |
| 2376 | GREENGROVE RE LTD | 39526JAA9 | Jun 2026 | 10,600,000 | $10.8M | 0.00% | DBT |
| 2377 | Countrywide Home Loans | 12669FFP3 | Jun 2026 | 11,320,811 | $10.8M | 0.00% | ABS-MBS |
| 2378 | WAMU Mortgage Pass-Through Certificates | 92925VAP5 | Jun 2026 | 11,418,983 | $10.8M | 0.00% | ABS-MBS |
| 2379 | Merrill Lynch First Franklin Mortgage Loan Trust | 59024QAE0 | Jun 2026 | 14,220,081 | $10.8M | 0.00% | ABS-O |
| 2380 | Consumer Loan Finance Issuer Trust | 21050QAD9 | Jun 2026 | 10,777,759 | $10.8M | 0.00% | ABS-O |
| 2381 | Fannie Mae | 3140Q8E76 | Jun 2026 | 11,356,664 | $10.8M | 0.00% | ABS-MBS |
| 2382 | Government National Mortgage Association | 38375UXM7 | Jun 2026 | 10,720,653 | $10.8M | 0.00% | ABS-MBS |
| 2383 | Fannie Mae | 3140W34D8 | Jun 2026 | 10,931,775 | $10.8M | 0.00% | ABS-MBS |
| 2384 | SOFI CONSUMER LOAN PROGRAM TRUST | 83407UAE8 | Jun 2026 | 10,531,313 | $10.8M | 0.00% | ABS-O |
| 2385 | Citigroup Mortgage Loan Trust Inc | 17312WAB2 | Jun 2026 | 12,375,000 | $10.8M | 0.00% | ABS-O |
| 2386 | Citigroup Mortgage Loan Trust Inc | 17323JAE2 | Jun 2026 | 27,255,996 | $10.7M | 0.00% | ABS-MBS |
| 2387 | Sequoia Mortgage Trust | 816938AB0 | Jun 2026 | 10,689,811 | $10.7M | 0.00% | ABS-MBS |
| 2388 | Washington Mutual Mortgage Pass-Through CTFS | 93935DAA4 | Jun 2026 | 12,378,702 | $10.7M | 0.00% | ABS-MBS |
| 2389 | IndyMac Residential Asset Backed Trust | 43709BAF6 | Jun 2026 | 11,719,964 | $10.7M | 0.00% | ABS-O |
| 2390 | RIO OIL FINANCE TRUST | 76716XAC6 | Jun 2026 | 10,441,000 | $10.7M | 0.00% | DBT |
| 2391 | Fannie Mae | 3140BXP83 | Jun 2026 | 10,884,618 | $10.7M | 0.00% | ABS-MBS |
| 2392 | Lehman XS Trust | 52522EAA7 | Jun 2026 | 11,804,893 | $10.7M | 0.00% | ABS-O |
| 2393 | Enterprise Fleet Financing LLC | 29390HAB5 | Jun 2026 | 10,684,480 | $10.7M | 0.00% | ABS-O |
| 2394 | Freddie Mac | 3133BSZQ8 | Jun 2026 | 10,560,371 | $10.7M | 0.00% | ABS-MBS |
| 2395 | Washington Mutual Mortgage Pass-Through CTFS | 93935GAA7 | Jun 2026 | 12,044,299 | $10.7M | 0.00% | ABS-MBS |
| 2396 | 20 TSQ GroundCo LLC | 90137LAC4 | Jun 2026 | 11,311,000 | $10.7M | 0.00% | ABS-MBS |
| 2397 | Nissan Auto Receivables Owner Trust | 65479UAD0 | Jun 2026 | 10,595,492 | $10.7M | 0.00% | ABS-O |
| 2398 | Eurosail Plc | 000000000 | Jun 2026 | 8,027,433 | $10.6M | 0.00% | ABS-MBS |
| 2399 | FCCU Auto Receivables Trust | 30336CAE5 | Jun 2026 | 10,594,256 | $10.6M | 0.00% | ABS-O |
| 2400 | Ace Securities Corp. | 004424AC1 | Jun 2026 | 26,157,418 | $10.6M | 0.00% | ABS-MBS |
| 2401 | Countrywide Alternative Loan Trust | 02150PAA6 | Jun 2026 | 11,431,841 | $10.6M | 0.00% | ABS-MBS |
| 2402 | Bear Stearns Asset Backed Securities Trust | 07387UHT1 | Jun 2026 | 10,724,748 | $10.6M | 0.00% | ABS-MBS |
| 2403 | Securitized Asset Backed Receivables LLC Trust | 81375WKE5 | Jun 2026 | 13,182,705 | $10.6M | 0.00% | ABS-O |
| 2404 | Freddie Mac | 3132DU4A2 | Jun 2026 | 10,172,143 | $10.6M | 0.00% | ABS-MBS |
| 2405 | Regional Management Issuance Trust | 758983AA8 | Jun 2026 | 10,500,000 | $10.6M | 0.00% | ABS-O |
| 2406 | Renaissance Home Equity Loan Trust | 75971FAH6 | Jun 2026 | 28,316,147 | $10.6M | 0.00% | ABS-MBS |
| 2407 | Fannie Mae | 3140FPDG1 | Jun 2026 | 11,142,866 | $10.6M | 0.00% | ABS-MBS |
| 2408 | Fannie Mae | 3140B9BM0 | Jun 2026 | 10,744,562 | $10.6M | 0.00% | ABS-MBS |
| 2409 | MASTR Asset Backed Securities Trust | 55275TAB4 | Jun 2026 | 38,568,149 | $10.6M | 0.00% | ABS-MBS |
| 2410 | INTEGRITY RE III | 45870GAF3 | Jun 2026 | 10,100,000 | $10.6M | 0.00% | DBT |
| 2411 | GLS Auto Select Receivables Trust | 379924AC7 | Jun 2026 | 10,490,861 | $10.6M | 0.00% | ABS-O |
| 2412 | Conseco Finance Securitizations Corp. | 20846QAM0 | Jun 2026 | 48,948,787 | $10.5M | 0.00% | ABS-O |
| 2413 | Freddie Mac | 3132WK6J2 | Jun 2026 | 11,765,986 | $10.5M | 0.00% | ABS-MBS |
| 2414 | Consumer Loan Finance Issuer Trust | 21056DAD2 | Jun 2026 | 10,253,888 | $10.5M | 0.00% | ABS-O |
| 2415 | Fannie Mae | 3138MTKK2 | Jun 2026 | 10,466,010 | $10.5M | 0.00% | ABS-MBS |
| 2416 | Bear Stearns Mortgage Funding Trust | 07400HAQ6 | Jun 2026 | 11,154,522 | $10.5M | 0.00% | ABS-MBS |
| 2417 | Consumer Loan Finance Issuer Trust | 21056DAC4 | Jun 2026 | 10,253,888 | $10.5M | 0.00% | ABS-O |
| 2418 | Ameriquest Mortgage Securities Inc. | 03072SUB9 | Jun 2026 | 11,110,671 | $10.5M | 0.00% | ABS-O |
| 2419 | Structured Asset Securities Corporation | 86362VAA0 | Jun 2026 | 10,907,616 | $10.5M | 0.00% | ABS-O |
| 2420 | Fannie Mae | 3140BWGE2 | Jun 2026 | 10,670,450 | $10.5M | 0.00% | ABS-MBS |
| 2421 | Carrington Mortgage Loan Trust | 14454AAC3 | Jun 2026 | 12,284,153 | $10.5M | 0.00% | ABS-O |
| 2422 | Newgate Funding PLC | 000000000 | Jun 2026 | 7,940,476 | $10.5M | 0.00% | ABS-MBS |
| 2423 | Countrywide Alternative Loan Trust | 02150XAA9 | Jun 2026 | 11,076,881 | $10.5M | 0.00% | ABS-MBS |
| 2424 | TITULOS DE TESORERIA | 000000000 | Jun 2026 | 36,796,600,000 | $10.4M | 0.00% | DBT |
| 2425 | Morgan Stanley Capital Inc | 61755CAB8 | Jun 2026 | 11,382,402 | $10.4M | 0.00% | ABS-MBS |
| 2426 | Verus Securitization Trust | 92540CAA5 | Jun 2026 | 10,392,259 | $10.4M | 0.00% | ABS-MBS |
| 2427 | WAMU Mortgage Pass-Through Certificates | 92926WAA5 | Jun 2026 | 11,054,768 | $10.4M | 0.00% | ABS-MBS |
| 2428 | LCH Ltd. | 000000000 | Jun 2026 | 293,700,000 | $10.4M | 0.00% | DIR |
| 2429 | TRAPEZA CDO LLC | 894135AA0 | Jun 2026 | 10,734,088 | $10.4M | 0.00% | ABS-CBDO |
| 2430 | GS Mortgage-Backed Securities Trust | 36265TAK6 | Jun 2026 | 12,126,000 | $10.4M | 0.00% | ABS-MBS |
| 2431 | Long Beach Mortgage Loan Trust | 542514SS4 | Jun 2026 | 10,743,478 | $10.4M | 0.00% | ABS-O |
| 2432 | PRKCM Trust | 69380GAA7 | Jun 2026 | 10,356,397 | $10.4M | 0.00% | ABS-MBS |
| 2433 | Asset Backed Funding Certificates | 04542BNM0 | Jun 2026 | 10,756,150 | $10.4M | 0.00% | ABS-MBS |
| 2434 | Fannie Mae | 3140X7JP5 | Jun 2026 | 10,843,074 | $10.4M | 0.00% | ABS-MBS |
| 2435 | GSMPS Mortgage Loan Trust | 36242DXG3 | Jun 2026 | 11,764,533 | $10.4M | 0.00% | ABS-MBS |
| 2436 | First Franklin Mtg Loan Asset Backed Certificates | 320278AD6 | Jun 2026 | 10,592,748 | $10.3M | 0.00% | ABS-O |
| 2437 | Countrywide Alternative Loan Trust | 12668RAA6 | Jun 2026 | 12,645,584 | $10.3M | 0.00% | ABS-MBS |
| 2438 | Morgan Stanley Capital Inc | 61744CPL4 | Jun 2026 | 10,839,834 | $10.3M | 0.00% | ABS-MBS |
| 2439 | Credit Suisse Mortgage Trust | 12647HBW5 | Jun 2026 | 24,687,561 | $10.3M | 0.00% | ABS-MBS |
| 2440 | Freddie Mac | 3133KHUZ7 | Jun 2026 | 11,605,103 | $10.3M | 0.00% | ABS-MBS |
| 2441 | SUTTER RE LTD | 86944RAG3 | Jun 2026 | 10,300,000 | $10.3M | 0.00% | DBT |
| 2442 | Freddie Mac | 3137AC7C7 | Jun 2026 | 10,074,396 | $10.3M | 0.00% | ABS-MBS |
| 2443 | Residential Asset Mortgage Products, INC. | 76112BH78 | Jun 2026 | 10,563,814 | $10.3M | 0.00% | ABS-O |
| 2444 | Securitized Asset Backed Receivables LLC Trust | 81377GAB5 | Jun 2026 | 32,092,854 | $10.3M | 0.00% | ABS-O |
| 2445 | PREFERRED TERM SECS XVII | 74042EAB0 | Jun 2026 | 10,965,000 | $10.3M | 0.00% | DBT |
| 2446 | Legacy Mortgage Asset Trust | 52475WAA4 | Jun 2026 | 10,195,875 | $10.2M | 0.00% | ABS-MBS |
| 2447 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $10.2M | 0.00% | DFE |
| 2448 | LCH Ltd. | 000000000 | Jun 2026 | 183,360,000 | $10.2M | 0.00% | DIR |
| 2449 | GLS Auto Select Receivables Trust | 36267FAE8 | Jun 2026 | 10,142,946 | $10.2M | 0.00% | ABS-O |
| 2450 | SMB Private Education Loan Trust | 78450XAB4 | Jun 2026 | 10,083,766 | $10.2M | 0.00% | ABS-O |
| 2451 | Freddie Mac | 3132DQS23 | Jun 2026 | 10,064,105 | $10.2M | 0.00% | ABS-MBS |
| 2452 | GLS Auto Select Receivables Trust | 36272GAC3 | Jun 2026 | 10,169,217 | $10.2M | 0.00% | ABS-O |
| 2453 | Freddie Mac | 3133C1L32 | Jun 2026 | 9,844,393 | $10.1M | 0.00% | ABS-MBS |
| 2454 | COLT Funding LLC | 12672RAA0 | Jun 2026 | 10,116,553 | $10.1M | 0.00% | ABS-MBS |
| 2455 | Freddie Mac | 31427GWZ3 | Jun 2026 | 10,275,052 | $10.1M | 0.00% | ABS-MBS |
| 2456 | JP Morgan Mortgage Acquisition Corp | 46626LAK6 | Jun 2026 | 11,812,073 | $10.1M | 0.00% | ABS-MBS |
| 2457 | SMB Private Education Loan Trust | 831935AD3 | Jun 2026 | 10,179,000 | $10.1M | 0.00% | ABS-O |
| 2458 | Roundstone Securities | 000000000 | Jun 2026 | 8,964,000 | $10.1M | 0.00% | ABS-MBS |
| 2459 | Countrywide Asset-Backed Certificates | 23242FAD8 | Jun 2026 | 10,324,626 | $10.1M | 0.00% | ABS-O |
| 2460 | Lehman XS Trust | 52524LAD3 | Jun 2026 | 10,270,691 | $10.1M | 0.00% | ABS-O |
| 2461 | Soundview Home Equity Loan Trust | 83612TAD4 | Jun 2026 | 14,516,341 | $10.1M | 0.00% | ABS-MBS |
| 2462 | Structured Asset Securities Corporation | 86362YAD8 | Jun 2026 | 14,993,278 | $10.1M | 0.00% | ABS-O |
| 2463 | Freddie Mac | 31339SGR0 | Jun 2026 | 10,940,876 | $10.0M | 0.00% | ABS-MBS |
| 2464 | Option One Mortgage Loan Trust | 68403FAC0 | Jun 2026 | 17,541,044 | $10.0M | 0.00% | ABS-MBS |
| 2465 | Freddie Mac | 3133A1A93 | Jun 2026 | 11,237,378 | $10.0M | 0.00% | ABS-MBS |
| 2466 | Verus Securitization Trust | 92540DAA3 | Jun 2026 | 9,991,248 | $10.0M | 0.00% | ABS-MBS |
| 2467 | Structured Asset Mortgage Investments Inc | 86361HAA2 | Jun 2026 | 11,879,701 | $10.0M | 0.00% | ABS-MBS |
| 2468 | Freddie Mac | 3132DQLW4 | Jun 2026 | 10,095,601 | $10.0M | 0.00% | ABS-MBS |
| 2469 | American Home Mortgage Investment Trust | 02660TDL4 | Jun 2026 | 14,159,149 | $10.0M | 0.00% | ABS-MBS |
| 2470 | New Century Home Equity Loan Trust | 64352VJJ1 | Jun 2026 | 10,115,519 | $10.0M | 0.00% | ABS-MBS |
| 2471 | WATR Issuer Trust | 942611AC8 | Jun 2026 | 10,020,000 | $10.0M | 0.00% | ABS-O |
| 2472 | Freddie Mac | 3142JSGG4 | Jun 2026 | 10,151,195 | $10.0M | 0.00% | ABS-MBS |
| 2473 | Morgan Stanley Capital Inc | 61744CGD2 | Jun 2026 | 9,417,583 | $10.0M | 0.00% | ABS-MBS |
| 2474 | GSAA Home Equity Trust | 362382AE3 | Jun 2026 | 57,520,893 | $10.0M | 0.00% | ABS-MBS |
| 2475 | Argent Securities Inc. | 04012MAQ2 | Jun 2026 | 37,373,835 | $10.0M | 0.00% | ABS-O |
| 2476 | Progress Residential Trust | 74333YAA6 | Jun 2026 | 10,560,121 | $10.0M | 0.00% | ABS-O |
| 2477 | IndyMac INDX Mortgage Loan Trust | 456681AE5 | Jun 2026 | 16,193,949 | $10.0M | 0.00% | ABS-MBS |
| 2478 | Home Equity Asset Trust | 437084RZ1 | Jun 2026 | 10,102,792 | $10.0M | 0.00% | ABS-MBS |
| 2479 | LCH Ltd. | 000000000 | Jun 2026 | 206,500,000 | $10.0M | 0.00% | DIR |
| 2480 | Structured Asset Investment Loan Trust | 86358EUW4 | Jun 2026 | 10,408,047 | $10.0M | 0.00% | ABS-O |
| 2481 | Fannie Mae | 3140X7M71 | Jun 2026 | 11,190,057 | $9.9M | 0.00% | ABS-MBS |
| 2482 | Freddie Mac | 3142JS5L5 | Jun 2026 | 10,093,389 | $9.9M | 0.00% | ABS-MBS |
| 2483 | UPX HIL 2025-1 Issuer Trust | 916925AA8 | Jun 2026 | 10,006,601 | $9.9M | 0.00% | ABS-O |
| 2484 | Fannie Mae | 3140BUFG2 | Jun 2026 | 10,097,076 | $9.9M | 0.00% | ABS-MBS |
| 2485 | OWNIT Mortgage Loan Asset-Backed Certificates | 69121PDZ3 | Jun 2026 | 9,246,481 | $9.9M | 0.00% | ABS-O |
| 2486 | Fannie Mae | 3140W3LV9 | Jun 2026 | 9,782,823 | $9.9M | 0.00% | ABS-MBS |
| 2487 | Fannie Mae | 3140U1MG7 | Jun 2026 | 10,073,636 | $9.9M | 0.00% | ABS-MBS |
| 2488 | Kirkby RMBS | 000000000 | Jun 2026 | 6,277 | $9.9M | 0.00% | ABS-MBS |
| 2489 | Credit-Based Asset Servicing and Securitization | 81376WAD7 | Jun 2026 | 14,504,283 | $9.9M | 0.00% | ABS-O |
| 2490 | Fannie Mae | 3140U1Q57 | Jun 2026 | 10,052,154 | $9.9M | 0.00% | ABS-MBS |
| 2491 | UBS AG | 000000000 | Jun 2026 | 1 | $9.9M | 0.00% | DFE |
| 2492 | Morgan Stanley Capital Inc | 61749HAE0 | Jun 2026 | 10,202,979 | $9.9M | 0.00% | ABS-MBS |
| 2493 | First Franklin Mtg Loan Asset Backed Certificates | 32029GAA2 | Jun 2026 | 18,553,572 | $9.9M | 0.00% | ABS-O |
| 2494 | Fannie Mae | 3140GVY66 | Jun 2026 | 10,677,449 | $9.9M | 0.00% | ABS-MBS |
| 2495 | Lura Funding DAC | 000000000 | Jun 2026 | 8,598,000 | $9.8M | 0.00% | ABS-MBS |
| 2496 | Angel Oak Mortgage Trust | 03464UAA4 | Jun 2026 | 9,831,136 | $9.8M | 0.00% | ABS-MBS |
| 2497 | Citigroup Mortgage Loan Trust Inc | 17313EAA3 | Jun 2026 | 10,309,484 | $9.8M | 0.00% | ABS-O |
| 2498 | Credit Suisse Mortgage Trust | 12662NAJ2 | Jun 2026 | 14,392,500 | $9.8M | 0.00% | ABS-MBS |
| 2499 | Credit Suisse Mortgage Trust | 12660QAH1 | Jun 2026 | 12,615,050 | $9.8M | 0.00% | ABS-MBS |
| 2500 | Renaissance Home Equity Loan Trust | 75970QAH3 | Jun 2026 | 38,172,072 | $9.8M | 0.00% | ABS-MBS |
| 2501 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 1,764,160,000 | $9.8M | 0.00% | DIR |
| 2502 | Ellington Loan Acquisition Trust | 288542AF0 | Jun 2026 | 11,250,000 | $9.8M | 0.00% | ABS-O |
| 2503 | Countrywide Asset-Backed Certificates | 12666BAA3 | Jun 2026 | 10,752,819 | $9.8M | 0.00% | ABS-O |
| 2504 | BENCHMARK Mortgage Trust | 08163LAL3 | Jun 2026 | 204,868,210 | $9.8M | 0.00% | ABS-MBS |
| 2505 | IndyMac INDX Mortgage Loan Trust | 45670AAA9 | Jun 2026 | 10,284,970 | $9.8M | 0.00% | ABS-MBS |
| 2506 | Freddie Mac | 31427GWX8 | Jun 2026 | 9,916,201 | $9.8M | 0.00% | ABS-MBS |
| 2507 | Merrill Lynch First Franklin Mortgage Loan Trust | 59024QAC4 | Jun 2026 | 12,886,645 | $9.7M | 0.00% | ABS-O |
| 2508 | Countrywide Asset-Backed Certificates | 23243WAA6 | Jun 2026 | 9,844,739 | $9.7M | 0.00% | ABS-O |
| 2509 | WAMU Mortgage Pass-Through Certificates | 92922F2G2 | Jun 2026 | 10,187,886 | $9.7M | 0.00% | ABS-MBS |
| 2510 | Fannie Mae | 3140XGSK6 | Jun 2026 | 10,230,442 | $9.7M | 0.00% | ABS-MBS |
| 2511 | BRITISH AIR 21-1 A PPT | 11042CAA8 | Jun 2026 | 10,578,754 | $9.7M | 0.00% | DBT |
| 2512 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 679,220,000 | $9.7M | 0.00% | DIR |
| 2513 | CIM Trust | 12559UAL7 | Jun 2026 | 10,152,000 | $9.7M | 0.00% | ABS-MBS |
| 2514 | Carrington Mortgage Loan Trust | 144538AC9 | Jun 2026 | 9,777,873 | $9.7M | 0.00% | ABS-O |
| 2515 | VENTURE GLOBAL CALCASIEU | 92328MAB9 | Jun 2026 | 10,300,000 | $9.7M | 0.00% | DBT |
| 2516 | SOFI CONSUMER LOAN PROGRAM TRUST | 83407XAD4 | Jun 2026 | 9,770,000 | $9.7M | 0.00% | ABS-O |
| 2517 | YELLOW TULIP BIDCO B.V. | 000000000 | Jun 2026 | 47,123,000 | $9.7M | 0.00% | DBT |
| 2518 | Newcastle Mortgage Securities Trust | 65106FAA0 | Jun 2026 | 9,939,336 | $9.7M | 0.00% | ABS-O |
| 2519 | PURPLE RE LTD | 74639NAF0 | Jun 2026 | 9,650,000 | $9.7M | 0.00% | DBT |
| 2520 | SMB Private Education Loan Trust | 78450XAA6 | Jun 2026 | 9,645,342 | $9.6M | 0.00% | ABS-O |
| 2521 | BOEING CO | 097023CD5 | Jun 2026 | 10,000,000 | $9.6M | 0.00% | DBT |
| 2522 | EGYPT TREASURY BILL | 000000000 | Jun 2026 | 500,000,000 | $9.6M | 0.00% | STIV |
| 2523 | MASTR Asset Backed Securities Trust | 57643LMA1 | Jun 2026 | 9,351,182 | $9.6M | 0.00% | ABS-MBS |
| 2524 | VENTURE GLOBAL CALCASIEU | 92328MAC7 | Jun 2026 | 10,800,000 | $9.6M | 0.00% | DBT |
| 2525 | PRETSL XXVII LTD | 74042TAA9 | Jun 2026 | 10,080,735 | $9.6M | 0.00% | DBT |
| 2526 | JP Morgan Mortgage Trust | 46656AAA5 | Jun 2026 | 9,901,240 | $9.6M | 0.00% | ABS-MBS |
| 2527 | Fannie Mae | 3140QSKJ9 | Jun 2026 | 9,509,717 | $9.6M | 0.00% | ABS-MBS |
| 2528 | Onslow Bay Financial LLC | 67117XAA4 | Jun 2026 | 9,580,855 | $9.6M | 0.00% | ABS-MBS |
| 2529 | Alesco Preferred Funding Ltd | 01450NAB8 | Jun 2026 | 10,000,000 | $9.6M | 0.00% | ABS-CBDO |
| 2530 | Structured Asset Mortgage Investments Inc | 86359LSM2 | Jun 2026 | 10,371,280 | $9.6M | 0.00% | ABS-MBS |
| 2531 | Freddie Mac | 3133C1D64 | Jun 2026 | 9,335,023 | $9.6M | 0.00% | ABS-MBS |
| 2532 | SOFI CONSUMER LOAN PROGRAM TRUST | 83407UAB4 | Jun 2026 | 9,528,000 | $9.6M | 0.00% | ABS-O |
| 2533 | Countrywide Alternative Loan Trust | 12668A2K0 | Jun 2026 | 17,299,910 | $9.6M | 0.00% | ABS-MBS |
| 2534 | American Home Mortgage Investment Trust | 02660TGA5 | Jun 2026 | 26,319,421 | $9.6M | 0.00% | ABS-MBS |
| 2535 | NatWest Markets PLC | 000000000 | Jun 2026 | 1 | $9.5M | 0.00% | DFE |
| 2536 | WAMU Mortgage Pass-Through Certificates | 933634AC1 | Jun 2026 | 10,964,477 | $9.5M | 0.00% | ABS-MBS |
| 2537 | CAPE LOOKOUT RE LTD | 13947LAF9 | Jun 2026 | 9,550,000 | $9.5M | 0.00% | DBT |
| 2538 | Fannie Mae | 3136BQ6A2 | Jun 2026 | 9,531,433 | $9.5M | 0.00% | ABS-MBS |
| 2539 | Fannie Mae | 3140BHJH5 | Jun 2026 | 9,654,221 | $9.5M | 0.00% | ABS-MBS |
| 2540 | New York Mortgage Trust | 67118PAA0 | Jun 2026 | 10,259,020 | $9.5M | 0.00% | ABS-MBS |
| 2541 | Sierra Madre Funding Ltd | 82639RAA5 | Jun 2026 | 18,363,413 | $9.5M | 0.00% | ABS-CBDO |
| 2542 | Barrow Funding PLC | 000000000 | Jun 2026 | 7,101,000 | $9.5M | 0.00% | ABS-MBS |
| 2543 | Fannie Mae | 3140BYAX2 | Jun 2026 | 9,640,596 | $9.5M | 0.00% | ABS-MBS |
| 2544 | Freddie Mac | 31427JNJ3 | Jun 2026 | 9,633,491 | $9.5M | 0.00% | ABS-MBS |
| 2545 | Freddie Mac | 31427KB38 | Jun 2026 | 9,643,142 | $9.5M | 0.00% | ABS-MBS |
| 2546 | EGYPT TREASURY BILL | 000000000 | Jun 2026 | 486,800,000 | $9.5M | 0.00% | STIV |
| 2547 | TITULOS DE TESORERIA | 000000000 | Jun 2026 | 40,758,000,000 | $9.5M | 0.00% | DBT |
| 2548 | Citigroup Mortgage Loan Trust Inc | 17312YAD4 | Jun 2026 | 11,660,592 | $9.4M | 0.00% | ABS-MBS |
| 2549 | Fieldstone Mortgage Investment Corp. | 31659EAA6 | Jun 2026 | 12,162,386 | $9.4M | 0.00% | ABS-O |
| 2550 | Countrywide Home Loans | 126694GC6 | Jun 2026 | 10,683,858 | $9.4M | 0.00% | ABS-MBS |
| 2551 | Fremont Home Loan Trust | 35729NAT2 | Jun 2026 | 20,812,060 | $9.4M | 0.00% | ABS-O |
| 2552 | Countrywide Alternative Loan Trust | 02151DAD6 | Jun 2026 | 9,808,968 | $9.4M | 0.00% | ABS-MBS |
| 2553 | Argent Securities Inc. | 040104SN2 | Jun 2026 | 17,306,731 | $9.4M | 0.00% | ABS-O |
| 2554 | Barrow Funding PLC | 000000000 | Jun 2026 | 7,030,000 | $9.4M | 0.00% | ABS-MBS |
| 2555 | GSAMP Trust | 36245TAC9 | Jun 2026 | 20,650,838 | $9.4M | 0.00% | ABS-O |
| 2556 | Countrywide Asset-Backed Certificates | 12667TAE5 | Jun 2026 | 9,773,204 | $9.4M | 0.00% | ABS-O |
| 2557 | 20 TSQ GroundCo LLC | 90137LAE0 | Jun 2026 | 10,007,000 | $9.4M | 0.00% | ABS-MBS |
| 2558 | Novastar Home Equity Loan | 66987WDF1 | Jun 2026 | 9,904,635 | $9.4M | 0.00% | ABS-MBS |
| 2559 | BofA Auto Trust | 09709AAC6 | Jun 2026 | 9,349,212 | $9.4M | 0.00% | ABS-O |
| 2560 | MASTR Asset Backed Securities Trust | 57645MAD4 | Jun 2026 | 29,703,045 | $9.4M | 0.00% | ABS-MBS |
| 2561 | The Federal Republic of Nigeria | 000000000 | Jun 2026 | 13,403,000,000 | $9.4M | 0.00% | STIV |
| 2562 | Residential Asset Securities Corporation | 75405WAH5 | Jun 2026 | 10,475,000 | $9.4M | 0.00% | ABS-MBS |
| 2563 | JP Morgan Mortgage Acquisition Corp | 46629FAE0 | Jun 2026 | 9,449,820 | $9.4M | 0.00% | ABS-O |
| 2564 | Freddie Mac | 3133BXCM1 | Jun 2026 | 9,258,095 | $9.4M | 0.00% | ABS-MBS |
| 2565 | Fannie Mae | 3140BN6R4 | Jun 2026 | 9,492,657 | $9.4M | 0.00% | ABS-MBS |
| 2566 | IndyMac INDX Mortgage Loan Trust | 45669EAA4 | Jun 2026 | 14,152,724 | $9.3M | 0.00% | ABS-MBS |
| 2567 | Freddie Mac | 31427CUC5 | Jun 2026 | 9,493,289 | $9.3M | 0.00% | ABS-MBS |
| 2568 | Asset Backed Securities Corp Home Equity Ln Trst | 04541GWC2 | Jun 2026 | 10,141,695 | $9.3M | 0.00% | ABS-MBS |
| 2569 | HarborView Mortgage Loan Trust | 41161XAC0 | Jun 2026 | 9,763,534 | $9.3M | 0.00% | ABS-MBS |
| 2570 | OSCAR US Funding Trust | 68784BAC8 | Jun 2026 | 9,300,000 | $9.3M | 0.00% | ABS-O |
| 2571 | Residential Accredit Loans, Inc. | 75114HAA5 | Jun 2026 | 10,329,188 | $9.3M | 0.00% | ABS-MBS |
| 2572 | Citigroup Mortgage Loan Trust Inc | 17307GZ68 | Jun 2026 | 9,655,931 | $9.3M | 0.00% | ABS-MBS |
| 2573 | Countrywide Asset-Backed Certificates | 12667LAA0 | Jun 2026 | 9,566,653 | $9.3M | 0.00% | ABS-O |
| 2574 | SMB Private Education Loan Trust | 78450PAD7 | Jun 2026 | 8,999,000 | $9.3M | 0.00% | ABS-O |
| 2575 | CarMax Select Receivables Trust | 14319UAG5 | Jun 2026 | 9,281,060 | $9.3M | 0.00% | ABS-O |
| 2576 | MASTR Asset Backed Securities Trust | 55275TAD0 | Jun 2026 | 33,849,108 | $9.3M | 0.00% | ABS-MBS |
| 2577 | GSAA Home Equity Trust | 362334GT5 | Jun 2026 | 20,726,396 | $9.3M | 0.00% | ABS-MBS |
| 2578 | Merrill Lynch Mortgage Investors Trust | 59020U3F0 | Jun 2026 | 9,734,791 | $9.3M | 0.00% | ABS-MBS |
| 2579 | Structured Asset Investment Loan Trust | 86358EWD4 | Jun 2026 | 9,480,090 | $9.2M | 0.00% | ABS-O |
| 2580 | Natixis Commercial Mortgage Securities | 63873VAA1 | Jun 2026 | 10,000,000 | $9.2M | 0.00% | ABS-MBS |
| 2581 | Carvana Auto Receivables Trust | 14687RAD3 | Jun 2026 | 9,100,000 | $9.2M | 0.00% | ABS-O |
| 2582 | Fannie Mae | 3136A1KK0 | Jun 2026 | 9,210,429 | $9.2M | 0.00% | ABS-MBS |
| 2583 | Residential Accredit Loans, Inc. | 75116AAA8 | Jun 2026 | 30,973,883 | $9.2M | 0.00% | ABS-MBS |
| 2584 | WATR ISSUER TRUST | 94260AAD7 | Jun 2026 | 9,410,000 | $9.2M | 0.00% | ABS-O |
| 2585 | Bear Stearns Structured Products Inc. | 07402PAL7 | Jun 2026 | 29,892,124 | $9.2M | 0.00% | ABS-MBS |
| 2586 | Fannie Mae | 3140BSSC2 | Jun 2026 | 9,368,601 | $9.2M | 0.00% | ABS-MBS |
| 2587 | CIM Trust | 17179VAE0 | Jun 2026 | 10,533,000 | $9.2M | 0.00% | ABS-MBS |
| 2588 | Freddie Mac | 3133C8AR6 | Jun 2026 | 9,283,200 | $9.2M | 0.00% | ABS-MBS |
| 2589 | Structured Asset Securities Corporation | 863576ER1 | Jun 2026 | 9,907,836 | $9.2M | 0.00% | ABS-O |
| 2590 | Morgan Stanley Capital Inc | 61753KAC0 | Jun 2026 | 22,826,834 | $9.2M | 0.00% | ABS-MBS |
| 2591 | Aames Mortgage Investment Trust | 00252FCW9 | Jun 2026 | 9,557,000 | $9.2M | 0.00% | ABS-O |
| 2592 | BANK OF AMERICA CORP | 06051GLG2 | Jun 2026 | 9,100,000 | $9.2M | 0.00% | DBT |
| 2593 | Fannie Mae | 3138EJUJ5 | Jun 2026 | 9,487,393 | $9.2M | 0.00% | ABS-MBS |
| 2594 | PALM RE LTD | 69664FAC2 | Jun 2026 | 9,050,000 | $9.2M | 0.00% | DBT |
| 2595 | Fannie Mae | 3140W4HX8 | Jun 2026 | 9,329,630 | $9.2M | 0.00% | ABS-MBS |
| 2596 | EMF- UK PLC | 000000000 | Jun 2026 | 6,903,056 | $9.2M | 0.00% | ABS-MBS |
| 2597 | TORREY PINES RE LTD | 89141WAJ1 | Jun 2026 | 8,900,000 | $9.2M | 0.00% | DBT |
| 2598 | Fannie Mae | 3140BXKH8 | Jun 2026 | 9,249,964 | $9.2M | 0.00% | ABS-MBS |
| 2599 | LAD Auto Receivables Trust | 505709AC9 | Jun 2026 | 9,154,053 | $9.2M | 0.00% | ABS-O |
| 2600 | First Franklin Mtg Loan Asset Backed Certificates | 32029AAE7 | Jun 2026 | 9,858,111 | $9.2M | 0.00% | ABS-O |
| 2601 | Exeter Automobile Receivables Trust | 30167KAB7 | Jun 2026 | 9,154,457 | $9.2M | 0.00% | ABS-O |
| 2602 | Structured Asset Securities Corporation | 86362QAC7 | Jun 2026 | 11,065,448 | $9.1M | 0.00% | ABS-O |
| 2603 | Morgan Stanley IXIS Real Estate Capital Trust | 61749QAE0 | Jun 2026 | 23,690,999 | $9.1M | 0.00% | ABS-O |
| 2604 | American Home Mortgage Investment Trust | 02660TFJ7 | Jun 2026 | 17,098,986 | $9.1M | 0.00% | ABS-MBS |
| 2605 | Fannie Mae | 3140MMMF2 | Jun 2026 | 9,040,611 | $9.1M | 0.00% | ABS-MBS |
| 2606 | Freddie Mac | 31427KRE7 | Jun 2026 | 9,282,525 | $9.1M | 0.00% | ABS-MBS |
| 2607 | Fremont Home Loan Trust | 35729QAD0 | Jun 2026 | 29,823,471 | $9.1M | 0.00% | ABS-O |
| 2608 | Countrywide Asset-Backed Certificates | 1266735J7 | Jun 2026 | 9,836,000 | $9.1M | 0.00% | ABS-O |
| 2609 | Altice France SA | 000000000 | Jun 2026 | 7,946,727 | $9.1M | 0.00% | LON |
| 2610 | Structured Asset Securities Corporation | 863613AD7 | Jun 2026 | 14,317,645 | $9.1M | 0.00% | ABS-O |
| 2611 | NATURE COAST RE LTD | 63901CAE1 | Jun 2026 | 8,750,000 | $9.1M | 0.00% | DBT |
| 2612 | Novastar Home Equity Loan | 66987WCQ8 | Jun 2026 | 9,307,867 | $9.1M | 0.00% | ABS-MBS |
| 2613 | Grosvenor Square RMBS PLC | 000000000 | Jun 2026 | 6,844,780 | $9.1M | 0.00% | ABS-MBS |
| 2614 | Countrywide Asset-Backed Certificates | 12667LAE2 | Jun 2026 | 9,774,823 | $9.1M | 0.00% | ABS-O |
| 2615 | Morgan Stanley Capital Inc | 61750MAE5 | Jun 2026 | 21,800,723 | $9.1M | 0.00% | ABS-MBS |
| 2616 | Structured Asset Mortgage Investments Inc | 86364HAB7 | Jun 2026 | 10,293,576 | $9.1M | 0.00% | ABS-MBS |
| 2617 | Fannie Mae | 3140NEP25 | Jun 2026 | 8,773,527 | $9.0M | 0.00% | ABS-MBS |
| 2618 | Beckett Mortgages | 000000000 | Jun 2026 | 7,954,000 | $9.0M | 0.00% | ABS-MBS |
| 2619 | First Franklin Mtg Loan Asset Backed Certificates | 362341QT9 | Jun 2026 | 9,552,378 | $9.0M | 0.00% | ABS-O |
| 2620 | Credit Suisse Mortgage Trust | 12648WAY8 | Jun 2026 | 34,899,896 | $9.0M | 0.00% | ABS-MBS |
| 2621 | J.P. Morgan Alternative Loan Trust | 466309AA9 | Jun 2026 | 19,868,259 | $9.0M | 0.00% | ABS-MBS |
| 2622 | IndyMac INDX Mortgage Loan Trust | 456612AC4 | Jun 2026 | 9,746,880 | $9.0M | 0.00% | ABS-MBS |
| 2623 | JP Morgan Mortgage Acquisition Corp | 46626LGG9 | Jun 2026 | 9,017,457 | $9.0M | 0.00% | ABS-O |
| 2624 | Freddie Mac | 31427JNB0 | Jun 2026 | 9,149,218 | $9.0M | 0.00% | ABS-MBS |
| 2625 | MMCAPS FUND XVIII LTD | 60688HAC9 | Jun 2026 | 10,100,000 | $9.0M | 0.00% | DBT |
| 2626 | AMER AIRLINE 17-1 AA PTT | 023761AA7 | Jun 2026 | 9,173,070 | $9.0M | 0.00% | DBT |
| 2627 | Freddie Mac | 3142GWMY2 | Jun 2026 | 8,844,871 | $9.0M | 0.00% | ABS-MBS |
| 2628 | Banc of America Funding Corporation | 059526AC7 | Jun 2026 | 9,321,715 | $9.0M | 0.00% | ABS-MBS |
| 2629 | LCH Ltd. | 000000000 | Jun 2026 | 424,700,000 | $9.0M | 0.00% | DIR |
| 2630 | Alesco Preferred Funding Ltd | 01449TAA1 | Jun 2026 | 9,032,230 | $9.0M | 0.00% | ABS-CBDO |
| 2631 | Freddie Mac | 3142JSP41 | Jun 2026 | 9,100,329 | $9.0M | 0.00% | ABS-MBS |
| 2632 | Fannie Mae | 3140Q8N84 | Jun 2026 | 9,420,735 | $9.0M | 0.00% | ABS-MBS |
| 2633 | Anchorage Credit Funding Ltd. | 03330EAJ3 | Jun 2026 | 9,363,772 | $9.0M | 0.00% | ABS-CBDO |
| 2634 | CS AT1 CLAIMS US225401AL29 | 000000000 | Jun 2026 | 25,350,000 | $8.9M | 0.00% | DBT |
| 2635 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $8.9M | 0.00% | DFE |
| 2636 | Avon Finance | 000000000 | Jun 2026 | 6,829,000 | $8.9M | 0.00% | ABS-MBS |
| 2637 | FOYT Finance DAC | 000000000 | Jun 2026 | 7,778,000 | $8.9M | 0.00% | ABS-O |
| 2638 | Morgan Stanley IXIS Real Estate Capital Trust | 617463AB0 | Jun 2026 | 27,708,810 | $8.9M | 0.00% | ABS-O |
| 2639 | Upstart Securitization Trust | 916930AB6 | Jun 2026 | 8,900,000 | $8.9M | 0.00% | ABS-O |
| 2640 | Alesco Preferred Funding Ltd | 014498AB5 | Jun 2026 | 9,384,795 | $8.9M | 0.00% | ABS-CBDO |
| 2641 | Countrywide Alternative Loan Trust | 12668A4S1 | Jun 2026 | 9,239,351 | $8.9M | 0.00% | ABS-MBS |
| 2642 | Countrywide Asset-Backed Certificates | 12669WAA4 | Jun 2026 | 9,342,641 | $8.9M | 0.00% | ABS-O |
| 2643 | WATR ISSUER TRUST | 94260AAC9 | Jun 2026 | 9,040,000 | $8.9M | 0.00% | ABS-O |
| 2644 | Citigroup Mortgage Loan Trust Inc | 17329NAP2 | Jun 2026 | 1,226,058,153 | $8.9M | 0.00% | ABS-MBS |
| 2645 | Greensky Home Improvement Issuer Trust | 39571NAD8 | Jun 2026 | 8,827,574 | $8.9M | 0.00% | ABS-O |
| 2646 | Freddie Mac | 31426NC57 | Jun 2026 | 8,997,080 | $8.9M | 0.00% | ABS-MBS |
| 2647 | SMB Private Education Loan Trust | 83206EAB3 | Jun 2026 | 8,860,519 | $8.9M | 0.00% | ABS-O |
| 2648 | Fannie Mae | 3138WKW35 | Jun 2026 | 9,321,515 | $8.9M | 0.00% | ABS-MBS |
| 2649 | Park Place Securities Inc | 70069FDN4 | Jun 2026 | 8,872,399 | $8.9M | 0.00% | ABS-O |
| 2650 | HarborView Mortgage Loan Trust | 41161PTN3 | Jun 2026 | 13,781,850 | $8.8M | 0.00% | ABS-MBS |
| 2651 | Ace Securities Corp. | 00441VAC2 | Jun 2026 | 36,758,292 | $8.8M | 0.00% | ABS-MBS |
| 2652 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 318,670,000 | $8.8M | 0.00% | DIR |
| 2653 | Morgan Stanley Capital Inc | 61753EAC4 | Jun 2026 | 19,339,243 | $8.8M | 0.00% | ABS-MBS |
| 2654 | HarborView Mortgage Loan Trust | 411640AB1 | Jun 2026 | 9,277,578 | $8.8M | 0.00% | ABS-MBS |
| 2655 | BPCE SA | 05571AAY1 | Jun 2026 | 8,600,000 | $8.8M | 0.00% | DBT |
| 2656 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 224,743,735 | $8.8M | 0.00% | DE |
| 2657 | Fannie Mae | 31418EP38 | Jun 2026 | 8,725,705 | $8.8M | 0.00% | ABS-MBS |
| 2658 | Fannie Mae | 3140QBCW6 | Jun 2026 | 9,072,780 | $8.8M | 0.00% | ABS-MBS |
| 2659 | VITALITY RE XVII LTD | 92853KAB6 | Jun 2026 | 8,800,000 | $8.8M | 0.00% | DBT |
| 2660 | Pagaya AI Debt Selection Trust | 69544MAB5 | Jun 2026 | 8,779,212 | $8.8M | 0.00% | ABS-O |
| 2661 | Countrywide Alternative Loan Trust | 02150KAY5 | Jun 2026 | 9,785,695 | $8.8M | 0.00% | ABS-MBS |
| 2662 | CS AT1 CLAIMS US225436AA21 | 000000000 | Jun 2026 | 24,950,000 | $8.8M | 0.00% | DBT |
| 2663 | Freddie Mac | 3133BKNL9 | Jun 2026 | 9,365,740 | $8.8M | 0.00% | ABS-MBS |
| 2664 | Countrywide Home Loans | 1266944F2 | Jun 2026 | 9,123,619 | $8.8M | 0.00% | ABS-MBS |
| 2665 | First Franklin Mtg Loan Asset Backed Certificates | 31561EAE5 | Jun 2026 | 9,022,955 | $8.8M | 0.00% | ABS-O |
| 2666 | Countrywide Asset-Backed Certificates | 23242HAF9 | Jun 2026 | 9,086,658 | $8.8M | 0.00% | ABS-O |
| 2667 | Ascent Education Funding Trust | 04362VAA3 | Jun 2026 | 8,638,457 | $8.8M | 0.00% | ABS-O |
| 2668 | IndyMac Residential Asset Backed Trust | 456606GY2 | Jun 2026 | 8,950,000 | $8.8M | 0.00% | ABS-O |
| 2669 | Freddie Mac | 31427Q4D1 | Jun 2026 | 8,620,493 | $8.8M | 0.00% | ABS-MBS |
| 2670 | DEUTSCHE BANK NY | 25160PAH0 | Jun 2026 | 8,850,000 | $8.8M | 0.00% | DBT |
| 2671 | Morgan Stanley Capital Inc | 61753VAD4 | Jun 2026 | 28,215,982 | $8.8M | 0.00% | ABS-MBS |
| 2672 | Option One Mortgage Loan Trust | 68389BAC7 | Jun 2026 | 17,842,235 | $8.7M | 0.00% | ABS-MBS |
| 2673 | RBSSP Resecuritization Trust | 74929CAG1 | Jun 2026 | 9,128,422 | $8.7M | 0.00% | ABS-MBS |
| 2674 | BONANZA RE LTD | 09785EAR2 | Jun 2026 | 9,600,000 | $8.7M | 0.00% | DBT |
| 2675 | GCAT | 36169HAA1 | Jun 2026 | 8,716,483 | $8.7M | 0.00% | ABS-MBS |
| 2676 | Bridgecrest Lending Auto Securitization Trust | 10806EAC8 | Jun 2026 | 8,725,510 | $8.7M | 0.00% | ABS-O |
| 2677 | Soundview Home Equity Loan Trust | 83611MKZ0 | Jun 2026 | 9,297,521 | $8.7M | 0.00% | ABS-MBS |
| 2678 | Fannie Mae | 3140B9MC0 | Jun 2026 | 8,209,325 | $8.7M | 0.00% | ABS-MBS |
| 2679 | WAMU Mortgage Pass-Through Certificates | 92927XAF1 | Jun 2026 | 10,657,798 | $8.7M | 0.00% | ABS-MBS |
| 2680 | Fannie Mae | 3140BSZQ3 | Jun 2026 | 8,855,726 | $8.7M | 0.00% | ABS-MBS |
| 2681 | Countrywide Alternative Loan Trust | 12668BE33 | Jun 2026 | 9,371,960 | $8.7M | 0.00% | ABS-MBS |
| 2682 | Carrington Mortgage Loan Trust | 144531BZ2 | Jun 2026 | 8,881,420 | $8.7M | 0.00% | ABS-O |
| 2683 | Freddie Mac | 3142J6AC7 | Jun 2026 | 8,829,618 | $8.7M | 0.00% | ABS-MBS |
| 2684 | MortgageIT Trust | 61915YAA9 | Jun 2026 | 9,766,693 | $8.7M | 0.00% | ABS-MBS |
| 2685 | Countrywide Asset-Backed Certificates | 12669VAE8 | Jun 2026 | 9,835,839 | $8.7M | 0.00% | ABS-O |
| 2686 | Fannie Mae | 3138WGYZ1 | Jun 2026 | 9,077,922 | $8.7M | 0.00% | ABS-MBS |
| 2687 | Santander Drive Auto Receivables Trust | 80287LAC3 | Jun 2026 | 8,647,023 | $8.7M | 0.00% | ABS-O |
| 2688 | CALI Mortgage Trust 2019-101C | 129890AA7 | Jun 2026 | 9,000,000 | $8.7M | 0.00% | ABS-MBS |
| 2689 | First Franklin Mtg Loan Asset Backed Certificates | 32028GAB1 | Jun 2026 | 9,146,865 | $8.6M | 0.00% | ABS-O |
| 2690 | MASTR Asset Backed Securities Trust | 57644TAA6 | Jun 2026 | 61,521,085 | $8.6M | 0.00% | ABS-MBS |
| 2691 | New Residential Mortgage Loan Trust | 64830TAS7 | Jun 2026 | 8,998,227 | $8.6M | 0.00% | ABS-MBS |
| 2692 | Countrywide Asset-Backed Certificates | 12666TAK2 | Jun 2026 | 9,015,639 | $8.6M | 0.00% | ABS-O |
| 2693 | First Help Financial LLC | 31568AAB2 | Jun 2026 | 8,590,045 | $8.6M | 0.00% | ABS-O |
| 2694 | First Franklin Mtg Loan Asset Backed Certificates | 32027NZX2 | Jun 2026 | 9,090,246 | $8.6M | 0.00% | ABS-O |
| 2695 | New Residential Mortgage Loan Trust | 64830NAB7 | Jun 2026 | 9,300,000 | $8.6M | 0.00% | ABS-MBS |
| 2696 | PRP Advisors, LLC | 69392PAA3 | Jun 2026 | 8,632,819 | $8.6M | 0.00% | ABS-MBS |
| 2697 | Fannie Mae | 3140BVRJ1 | Jun 2026 | 8,735,338 | $8.6M | 0.00% | ABS-MBS |
| 2698 | GS Mortgage-Backed Securities Trust | 36263MCL9 | Jun 2026 | 222,816,545 | $8.6M | 0.00% | ABS-MBS |
| 2699 | Countrywide Alternative Loan Trust | 12667G6K4 | Jun 2026 | 11,986,049 | $8.6M | 0.00% | ABS-MBS |
| 2700 | Morgan Stanley Capital Inc | 61755AAD8 | Jun 2026 | 11,203,857 | $8.6M | 0.00% | ABS-O |
| 2701 | Lehman XS Trust | 52524HAD2 | Jun 2026 | 9,423,178 | $8.5M | 0.00% | ABS-MBS |
| 2702 | PREFERRED TERM SECS XVI | 74041EAB1 | Jun 2026 | 8,862,810 | $8.5M | 0.00% | DBT |
| 2703 | Greensky Home Improvement Issuer Trust | 39571MAC2 | Jun 2026 | 8,400,000 | $8.5M | 0.00% | ABS-O |
| 2704 | EGYPT TREASURY BILL | 000000000 | Jun 2026 | 426,500,000 | $8.5M | 0.00% | STIV |
| 2705 | Countrywide Alternative Loan Trust | 02150KAZ2 | Jun 2026 | 9,447,622 | $8.5M | 0.00% | ABS-MBS |
| 2706 | Credit Suisse Mortgage Trust | 12638PAE9 | Jun 2026 | 37,251,941 | $8.5M | 0.00% | ABS-MBS |
| 2707 | Carrington Mortgage Loan Trust | 144531EH9 | Jun 2026 | 10,000,000 | $8.5M | 0.00% | ABS-O |
| 2708 | Dutch Mortgage Finance | 000000000 | Jun 2026 | 7,407,227 | $8.5M | 0.00% | ABS-MBS |
| 2709 | Lendbuzz Securitization Trust | 52609YAB7 | Jun 2026 | 8,460,992 | $8.5M | 0.00% | ABS-O |
| 2710 | Morgan Stanley Capital Inc | 61753NAE0 | Jun 2026 | 19,364,653 | $8.5M | 0.00% | ABS-O |
| 2711 | Consumer Loan Finance Issuer Trust | 21056EAD0 | Jun 2026 | 8,217,714 | $8.5M | 0.00% | ABS-O |
| 2712 | Citicorp Residential Mortgage Securities, Inc. | 17310EAG3 | Jun 2026 | 8,531,026 | $8.5M | 0.00% | ABS-O |
| 2713 | Option One Mortgage Loan Trust | 68389FHV9 | Jun 2026 | 9,540,000 | $8.4M | 0.00% | ABS-MBS |
| 2714 | Soundview Home Equity Loan Trust | 83611XAD6 | Jun 2026 | 11,632,428 | $8.4M | 0.00% | ABS-O |
| 2715 | Centerbridge Credit Funding Ltd | 15186PAA6 | Jun 2026 | 8,700,000 | $8.4M | 0.00% | ABS-CBDO |
| 2716 | Citigroup Mortgage Loan Trust Inc | 173114AJ8 | Jun 2026 | 9,043,050 | $8.4M | 0.00% | ABS-MBS |
| 2717 | American Home Mortgage Assets | 02660BAA0 | Jun 2026 | 25,303,218 | $8.4M | 0.00% | ABS-MBS |
| 2718 | Banc of America Funding Corporation | 05955AAH4 | Jun 2026 | 8,849,640 | $8.4M | 0.00% | ABS-MBS |
| 2719 | GS Mortgage-Backed Securities Trust | 36277LAA1 | Jun 2026 | 8,512,325 | $8.4M | 0.00% | ABS-MBS |
| 2720 | Grifonas Finance Plc | 000000000 | Jun 2026 | 7,479,557 | $8.4M | 0.00% | ABS-MBS |
| 2721 | Consumer Loan Finance Issuer Trust | 21056EAC2 | Jun 2026 | 8,217,714 | $8.4M | 0.00% | ABS-O |
| 2722 | Pagaya AI Debt Selection Trust | 69544NAB3 | Jun 2026 | 8,410,536 | $8.4M | 0.00% | ABS-O |
| 2723 | LCH Ltd. | 000000000 | Jun 2026 | 246,900,000 | $8.4M | 0.00% | DIR |
| 2724 | MASTR Asset Backed Securities Trust | 55275TAC2 | Jun 2026 | 30,653,812 | $8.4M | 0.00% | ABS-MBS |
| 2725 | IndyMac Residential Asset Backed Trust | 43710EAA8 | Jun 2026 | 21,569,051 | $8.4M | 0.00% | ABS-O |
| 2726 | IndyMac Residential Asset Backed Trust | 43710EAB6 | Jun 2026 | 21,569,050 | $8.4M | 0.00% | ABS-O |
| 2727 | CSMCM Trust Certificates | 12658JAA6 | Jun 2026 | 10,443,906 | $8.4M | 0.00% | ABS-MBS |
| 2728 | Fannie Mae | 3140BM4H0 | Jun 2026 | 8,530,651 | $8.4M | 0.00% | ABS-MBS |
| 2729 | Towd Point Mortgage Trust | 89175JAB6 | Jun 2026 | 8,700,000 | $8.4M | 0.00% | ABS-MBS |
| 2730 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $8.4M | 0.00% | DFE |
| 2731 | Fannie Mae | 3140BSLY1 | Jun 2026 | 8,522,283 | $8.4M | 0.00% | ABS-MBS |
| 2732 | Structured Asset Securities Corporation | 86359YAD3 | Jun 2026 | 8,651,544 | $8.4M | 0.00% | ABS-O |
| 2733 | Morgan Stanley Home Equity Loan Trust | 61752UAD7 | Jun 2026 | 16,412,596 | $8.4M | 0.00% | ABS-MBS |
| 2734 | Washington Mutual Mortgage Pass-Through CTFS | 93935LAB4 | Jun 2026 | 9,266,285 | $8.3M | 0.00% | ABS-MBS |
| 2735 | Citigroup Mortgage Loan Trust Inc | 17313JAL8 | Jun 2026 | 8,380,000 | $8.3M | 0.00% | ABS-O |
| 2736 | Fannie Mae | 3140F9V69 | Jun 2026 | 8,961,902 | $8.3M | 0.00% | ABS-MBS |
| 2737 | Fannie Mae | 3140BYAY0 | Jun 2026 | 8,459,718 | $8.3M | 0.00% | ABS-MBS |
| 2738 | MortgageIT Trust | 61915RBB1 | Jun 2026 | 10,181,028 | $8.3M | 0.00% | ABS-MBS |
| 2739 | Freddie Mac | 3133C2MR6 | Jun 2026 | 8,381,239 | $8.3M | 0.00% | ABS-MBS |
| 2740 | Ameriquest Mortgage Securities Inc. | 03072SE76 | Jun 2026 | 9,000,000 | $8.3M | 0.00% | ABS-O |
| 2741 | Banc of America Funding Corporation | 05946XSH7 | Jun 2026 | 8,923,610 | $8.3M | 0.00% | ABS-MBS |
| 2742 | Tesla Sustainable Energy Trust | 88164AAC8 | Jun 2026 | 8,300,000 | $8.3M | 0.00% | ABS-O |
| 2743 | Bear Stearns Alt-A Trust | 07386HUJ8 | Jun 2026 | 14,625,519 | $8.3M | 0.00% | ABS-MBS |
| 2744 | YARDSTICK RE DAC | 000000000 | Jun 2026 | 7,250,000 | $8.3M | 0.00% | DBT |
| 2745 | Freddie Mac | 3132DWNG4 | Jun 2026 | 8,385,479 | $8.3M | 0.00% | ABS-MBS |
| 2746 | Freddie Mac | 31427PV27 | Jun 2026 | 8,093,295 | $8.3M | 0.00% | ABS-MBS |
| 2747 | Merrill Lynch Mortgage Investors Trust | 590238AC5 | Jun 2026 | 22,042,085 | $8.2M | 0.00% | ABS-O |
| 2748 | ICG US CLO Ltd | 44933WAL3 | Jun 2026 | 8,232,357 | $8.2M | 0.00% | ABS-CBDO |
| 2749 | Fannie Mae | 3140U3RB9 | Jun 2026 | 8,350,807 | $8.2M | 0.00% | ABS-MBS |
| 2750 | Fannie Mae | 31418D6B3 | Jun 2026 | 10,214,881 | $8.2M | 0.00% | ABS-MBS |
| 2751 | Fannie Mae | 3140Q72C0 | Jun 2026 | 8,897,946 | $8.2M | 0.00% | ABS-MBS |
| 2752 | Countrywide Home Loans | 17025MAC0 | Jun 2026 | 8,960,710 | $8.2M | 0.00% | ABS-MBS |
| 2753 | Fannie Mae | 3140BEHC5 | Jun 2026 | 8,299,558 | $8.2M | 0.00% | ABS-MBS |
| 2754 | Fannie Mae | 3138WEKJ7 | Jun 2026 | 8,787,570 | $8.2M | 0.00% | ABS-MBS |
| 2755 | JP Morgan Mortgage Acquisition Corp | 46626LEQ9 | Jun 2026 | 8,591,000 | $8.2M | 0.00% | ABS-O |
| 2756 | GSR Mortgage Loan Trust | 362631AA1 | Jun 2026 | 43,700,645 | $8.2M | 0.00% | ABS-MBS |
| 2757 | GSR Mortgage Loan Trust | 3622X7AE6 | Jun 2026 | 8,748,284 | $8.2M | 0.00% | ABS-MBS |
| 2758 | Argent Securities Inc. | 04012XAD7 | Jun 2026 | 30,808,480 | $8.1M | 0.00% | ABS-O |
| 2759 | Ameriquest Mortgage Securities Inc. | 03072SE68 | Jun 2026 | 8,297,263 | $8.1M | 0.00% | ABS-O |
| 2760 | Consumer Loan Finance Issuer Trust | 21050QAF4 | Jun 2026 | 8,085,763 | $8.1M | 0.00% | ABS-O |
| 2761 | ROMANIA | 000000000 | Jun 2026 | 10,500,000 | $8.1M | 0.00% | DBT |
| 2762 | Pretium Mortgage Credit Partners LLC | 69392LAA2 | Jun 2026 | 8,386,305 | $8.1M | 0.00% | ABS-MBS |
| 2763 | Morgan Stanley Capital Inc | 61746RGK1 | Jun 2026 | 7,580,512 | $8.1M | 0.00% | ABS-MBS |
| 2764 | MMCAPS Funding Ltd | 55312HAB5 | Jun 2026 | 8,148,990 | $8.1M | 0.00% | ABS-CBDO |
| 2765 | Barings Infrastructure CLO | 067935AJ5 | Jun 2026 | 8,100,000 | $8.1M | 0.00% | ABS-CBDO |
| 2766 | BEAR STEARNS ALT-A TRUST II | 07389KAA9 | Jun 2026 | 17,406,767 | $8.1M | 0.00% | ABS-MBS |
| 2767 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $8.1M | 0.00% | DFE |
| 2768 | Fannie Mae | 3140Q8WR2 | Jun 2026 | 8,520,027 | $8.1M | 0.00% | ABS-MBS |
| 2769 | Long Beach Mortgage Loan Trust | 54251TAE9 | Jun 2026 | 20,261,249 | $8.1M | 0.00% | ABS-O |
| 2770 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $8.1M | 0.00% | DFE |
| 2771 | MPH ACQUISITION HOLDINGS | 553283AF9 | Jun 2026 | 8,137,461 | $8.1M | 0.00% | DBT |
| 2772 | Citigroup Mortgage Loan Trust Inc | 17312GAS0 | Jun 2026 | 9,006,498 | $8.1M | 0.00% | ABS-O |
| 2773 | Residential Accredit Loans, Inc. | 74922UAG8 | Jun 2026 | 9,871,819 | $8.1M | 0.00% | ABS-MBS |
| 2774 | Park Place Securities Inc | 70069FCZ8 | Jun 2026 | 8,426,450 | $8.1M | 0.00% | ABS-O |
| 2775 | Countrywide Asset-Backed Certificates | 126673HJ4 | Jun 2026 | 8,714,247 | $8.0M | 0.00% | ABS-O |
| 2776 | Long Beach Mortgage Loan Trust | 54251RAA1 | Jun 2026 | 11,423,044 | $8.0M | 0.00% | ABS-O |
| 2777 | Carvana Auto Receivables Trust | 14688NAC3 | Jun 2026 | 8,011,626 | $8.0M | 0.00% | ABS-O |
| 2778 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 68,390,000 | $8.0M | 0.00% | DIR |
| 2779 | EVERGLADES RE II LTD | 30014LAZ7 | Jun 2026 | 8,000,000 | $8.0M | 0.00% | DBT |
| 2780 | First Franklin Mtg Loan Asset Backed Certificates | 32027NRW3 | Jun 2026 | 8,272,952 | $8.0M | 0.00% | ABS-O |
| 2781 | Residential Accredit Loans, Inc. | 75114NAA2 | Jun 2026 | 40,045,818 | $8.0M | 0.00% | ABS-MBS |
| 2782 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $8.0M | 0.00% | DFE |
| 2783 | Dutch Mortgage Finance | 000000000 | Jun 2026 | 6,952,000 | $8.0M | 0.00% | ABS-MBS |
| 2784 | Fannie Mae | 31418ES68 | Jun 2026 | 7,740,150 | $8.0M | 0.00% | ABS-MBS |
| 2785 | LCH Ltd. | 000000000 | Jun 2026 | 424,520,000 | $7.9M | 0.00% | DIR |
| 2786 | ICG Euro CLO | 000000000 | Jun 2026 | 6,900,000 | $7.9M | 0.00% | ABS-CBDO |
| 2787 | Securitized Asset Backed Receivables LLC Trust | 81376YAA9 | Jun 2026 | 9,083,108 | $7.9M | 0.00% | ABS-O |
| 2788 | HSI Asset Loan Obligation | 44329EAC5 | Jun 2026 | 9,469,499 | $7.9M | 0.00% | ABS-MBS |
| 2789 | Fannie Mae | 3140Y6B58 | Jun 2026 | 8,006,116 | $7.9M | 0.00% | ABS-MBS |
| 2790 | Credit Suisse Mortgage Trust | 22945AAL3 | Jun 2026 | 10,245,613 | $7.9M | 0.00% | ABS-MBS |
| 2791 | Residential Accredit Loans, Inc. | 74924AAA3 | Jun 2026 | 62,314,824 | $7.9M | 0.00% | ABS-MBS |
| 2792 | Freddie Mac | 3142J6AH6 | Jun 2026 | 8,003,989 | $7.9M | 0.00% | ABS-MBS |
| 2793 | Aegis Asset Backed Securities Trust | 00764MEP8 | Jun 2026 | 8,797,244 | $7.9M | 0.00% | ABS-MBS |
| 2794 | Long Beach Mortgage Loan Trust | 542514KD5 | Jun 2026 | 8,444,557 | $7.9M | 0.00% | ABS-O |
| 2795 | IndyMac INDX Mortgage Loan Trust | 45661ECK8 | Jun 2026 | 11,874,268 | $7.9M | 0.00% | ABS-MBS |
| 2796 | Ford Auto Securitization Trust | 345214BJ8 | Jun 2026 | 11,058,575 | $7.9M | 0.00% | ABS-O |
| 2797 | Pagaya AI Debt Selection Trust | 69544MAA7 | Jun 2026 | 7,832,111 | $7.8M | 0.00% | ABS-O |
| 2798 | MASTR Adjustable Rate Mortgages Trust | 57645TAB3 | Jun 2026 | 20,214,176 | $7.8M | 0.00% | ABS-MBS |
| 2799 | Option One Mortgage Loan Trust | 68389FES9 | Jun 2026 | 8,294,571 | $7.8M | 0.00% | ABS-MBS |
| 2800 | Freddie Mac | 3142JPMT5 | Jun 2026 | 7,953,801 | $7.8M | 0.00% | ABS-MBS |
| 2801 | FOYT Finance DAC | 000000000 | Jun 2026 | 6,836,000 | $7.8M | 0.00% | ABS-O |
| 2802 | Freddie Mac | 3142JY6N7 | Jun 2026 | 7,953,787 | $7.8M | 0.00% | ABS-MBS |
| 2803 | Taupe Funding Trust | 876692AC8 | Jun 2026 | 7,814,068 | $7.8M | 0.00% | ABS-O |
| 2804 | Fannie Mae | 3140U3AJ0 | Jun 2026 | 7,942,641 | $7.8M | 0.00% | ABS-MBS |
| 2805 | Uniti Group Inc | 912932100 | Jun 2026 | 681,286 | $7.8M | 0.00% | EC |
| 2806 | Pagaya AI Debt Selection Trust | 69544AAA3 | Jun 2026 | 7,798,055 | $7.8M | 0.00% | ABS-O |
| 2807 | Consumer Loan Finance Issuer Trust | 21050UAG3 | Jun 2026 | 14,425,848 | $7.8M | 0.00% | ABS-O |
| 2808 | GSAA Home Equity Trust | 362256AB5 | Jun 2026 | 34,776,789 | $7.8M | 0.00% | ABS-MBS |
| 2809 | Avolon TLB Borrower 1 (US) LLC | 05400KAJ9 | Jun 2026 | 7,792,902 | $7.8M | 0.00% | LON |
| 2810 | Merrill Lynch Alternative Note Asset | 59024KAX1 | Jun 2026 | 19,256,241 | $7.8M | 0.00% | ABS-MBS |
| 2811 | Fannie Mae | 3140X5H30 | Jun 2026 | 8,763,387 | $7.8M | 0.00% | ABS-MBS |
| 2812 | Fannie Mae | 3140BTEK7 | Jun 2026 | 7,910,176 | $7.8M | 0.00% | ABS-MBS |
| 2813 | FHLMC Multifamily Structured Pass Through Certs. | 3137FVNQ1 | Jun 2026 | 56,851,913 | $7.8M | 0.00% | ABS-MBS |
| 2814 | Asset Backed Securities Corp Home Equity Ln Trst | 04544RAD7 | Jun 2026 | 8,431,000 | $7.8M | 0.00% | ABS-MBS |
| 2815 | Freddie Mac | 31427JNP9 | Jun 2026 | 7,905,628 | $7.8M | 0.00% | ABS-MBS |
| 2816 | Consumer Loan Finance Issuer Trust | 21050UAE8 | Jun 2026 | 7,764,771 | $7.8M | 0.00% | ABS-O |
| 2817 | Ocean Trails CLO | 67516CAY5 | Jun 2026 | 7,750,000 | $7.8M | 0.00% | ABS-CBDO |
| 2818 | IXIS Real Estate Capital Trust | 46602WAD6 | Jun 2026 | 28,939,218 | $7.8M | 0.00% | ABS-MBS |
| 2819 | GSAMP Trust | 362440AD1 | Jun 2026 | 10,526,401 | $7.8M | 0.00% | ABS-O |
| 2820 | Freddie Mac | 3142JPWF4 | Jun 2026 | 7,867,775 | $7.7M | 0.00% | ABS-MBS |
| 2821 | Option One Mortgage Loan Trust | 68389FKA1 | Jun 2026 | 8,709,000 | $7.7M | 0.00% | ABS-MBS |
| 2822 | GSAA Home Equity Trust | 3622EBAA6 | Jun 2026 | 29,093,037 | $7.7M | 0.00% | ABS-MBS |
| 2823 | CS AT1 CLAIMS US225401AK46 | 000000000 | Jun 2026 | 21,940,000 | $7.7M | 0.00% | DBT |
| 2824 | HarborView Mortgage Loan Trust | 41161PHR7 | Jun 2026 | 9,293,663 | $7.7M | 0.00% | ABS-MBS |
| 2825 | Freddie Mac | 31425VR39 | Jun 2026 | 7,838,896 | $7.7M | 0.00% | ABS-MBS |
| 2826 | Soundview Home Equity Loan Trust | 83612CAE9 | Jun 2026 | 8,304,883 | $7.7M | 0.00% | ABS-MBS |
| 2827 | IndyMac Residential Asset Backed Trust | 43710EAE0 | Jun 2026 | 13,963,704 | $7.7M | 0.00% | ABS-O |
| 2828 | SMB Private Education Loan Trust | 78450CAF1 | Jun 2026 | 6,214,254 | $7.7M | 0.00% | ABS-O |
| 2829 | Lura Funding DAC | 000000000 | Jun 2026 | 6,878,000 | $7.7M | 0.00% | ABS-MBS |
| 2830 | Morgan Stanley Residential Mortgage Loan Trust | 61778LAA3 | Jun 2026 | 7,652,245 | $7.7M | 0.00% | ABS-MBS |
| 2831 | Merrill Lynch Mortgage Investors Trust | 590216AA5 | Jun 2026 | 26,991,361 | $7.6M | 0.00% | ABS-O |
| 2832 | Park Place Securities Inc | 70069FJT5 | Jun 2026 | 7,771,096 | $7.6M | 0.00% | ABS-O |
| 2833 | IndyMac INDB Mortgage Loan Trust | 45661JAB9 | Jun 2026 | 25,150,832 | $7.6M | 0.00% | ABS-O |
| 2834 | PRKCM Trust | 69392YAA4 | Jun 2026 | 7,651,834 | $7.6M | 0.00% | ABS-MBS |
| 2835 | Fannie Mae | 3140NAHC0 | Jun 2026 | 7,537,838 | $7.6M | 0.00% | ABS-MBS |
| 2836 | Countrywide Asset-Backed Certificates | 126673XU1 | Jun 2026 | 8,200,000 | $7.6M | 0.00% | ABS-O |
| 2837 | Countrywide Asset-Backed Certificates | 12667HAA9 | Jun 2026 | 7,784,971 | $7.6M | 0.00% | ABS-O |
| 2838 | LCH Ltd. | 000000000 | Jun 2026 | 352,900,000 | $7.6M | 0.00% | DIR |
| 2839 | AMER AIRLINE 16-2 AA PTT | 023765AA8 | Jun 2026 | 7,821,354 | $7.6M | 0.00% | DBT |
| 2840 | OneMain Financial Issuance Trust | 682696AA7 | Jun 2026 | 7,674,620 | $7.6M | 0.00% | ABS-O |
| 2841 | Countrywide Home Loans | 12669GYY1 | Jun 2026 | 8,496,097 | $7.6M | 0.00% | ABS-MBS |
| 2842 | Impac Secured Assets Corp. | 452570AC8 | Jun 2026 | 8,761,665 | $7.6M | 0.00% | ABS-MBS |
| 2843 | Ace Securities Corp. | 00442VAA5 | Jun 2026 | 7,919,531 | $7.6M | 0.00% | ABS-MBS |
| 2844 | Countrywide Alternative Loan Trust | 02146QAD5 | Jun 2026 | 8,468,899 | $7.6M | 0.00% | ABS-MBS |
| 2845 | Freddie Mac | 3137FJJS9 | Jun 2026 | 9,324,651 | $7.6M | 0.00% | ABS-MBS |
| 2846 | New Residential Mortgage Loan Trust | 64829JAW3 | Jun 2026 | 7,669,425 | $7.5M | 0.00% | ABS-MBS |
| 2847 | Fannie Mae | 3140BM7H7 | Jun 2026 | 7,671,498 | $7.5M | 0.00% | ABS-MBS |
| 2848 | Structured Asset Securities Corporation | 86359DCS4 | Jun 2026 | 7,726,940 | $7.5M | 0.00% | ABS-O |
| 2849 | Residential Asset Securities Corporation | 74924QAD2 | Jun 2026 | 8,276,867 | $7.5M | 0.00% | ABS-MBS |
| 2850 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $7.5M | 0.00% | DFE |
| 2851 | Residential Asset Securities Corporation | 76110W5J1 | Jun 2026 | 7,761,043 | $7.5M | 0.00% | ABS-MBS |
| 2852 | Valley Funding Plc | 000000000 | Jun 2026 | 5,650,000 | $7.5M | 0.00% | ABS-MBS |
| 2853 | Ace Securities Corp. | 00441VAE8 | Jun 2026 | 31,238,022 | $7.5M | 0.00% | ABS-MBS |
| 2854 | Fannie Mae | 3140NDNN3 | Jun 2026 | 7,435,951 | $7.5M | 0.00% | ABS-MBS |
| 2855 | HarborView Mortgage Loan Trust | 41162NAC1 | Jun 2026 | 7,820,834 | $7.5M | 0.00% | ABS-MBS |
| 2856 | FORD MOTOR CREDIT CO LLC | 345397C35 | Jun 2026 | 7,300,000 | $7.5M | 0.00% | DBT |
| 2857 | Carrington Mortgage Loan Trust | 144531FP0 | Jun 2026 | 7,984,141 | $7.5M | 0.00% | ABS-O |
| 2858 | SOFI CONSUMER LOAN PROGRAM TRUST | 83407UAC2 | Jun 2026 | 7,392,000 | $7.5M | 0.00% | ABS-O |
| 2859 | JP Morgan Mortgage Acquisition Corp | 46629VAA3 | Jun 2026 | 7,968,396 | $7.5M | 0.00% | ABS-O |
| 2860 | Long Beach Mortgage Loan Trust | 542512AE8 | Jun 2026 | 21,872,816 | $7.5M | 0.00% | ABS-O |
| 2861 | Credit Suisse Mortgage Trust | 12594YAK8 | Jun 2026 | 9,660,067 | $7.5M | 0.00% | ABS-MBS |
| 2862 | Ace Securities Corp. | 00441QAA7 | Jun 2026 | 7,737,408 | $7.5M | 0.00% | ABS-MBS |
| 2863 | Fannie Mae | 31412PPS4 | Jun 2026 | 7,565,468 | $7.5M | 0.00% | ABS-MBS |
| 2864 | Freddie Mac | 31427G4J0 | Jun 2026 | 7,601,794 | $7.5M | 0.00% | ABS-MBS |
| 2865 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 444,540,000 | $7.5M | 0.00% | DIR |
| 2866 | Structured Asset Mortgage Investments Inc | 86363NAC3 | Jun 2026 | 8,002,141 | $7.5M | 0.00% | ABS-MBS |
| 2867 | GreenPoint Mortgage Funding Trust | 39539KAD5 | Jun 2026 | 7,880,415 | $7.5M | 0.00% | ABS-MBS |
| 2868 | Fannie Mae | 31418BL38 | Jun 2026 | 7,806,400 | $7.5M | 0.00% | ABS-MBS |
| 2869 | ARMOR RE II LTD | 04227FAH8 | Jun 2026 | 7,500,000 | $7.5M | 0.00% | DBT |
| 2870 | LCH Ltd. | 000000000 | Jun 2026 | 202,700,000 | $7.5M | 0.00% | DIR |
| 2871 | Freddie Mac | 31427J6J2 | Jun 2026 | 7,579,187 | $7.5M | 0.00% | ABS-MBS |
| 2872 | Countrywide Home Loans | 12544PAA0 | Jun 2026 | 20,730,867 | $7.5M | 0.00% | ABS-MBS |
| 2873 | Freddie Mac | 31426KVC7 | Jun 2026 | 7,569,393 | $7.5M | 0.00% | ABS-MBS |
| 2874 | Credit Suisse Mortgage Trust | 12652FAA0 | Jun 2026 | 8,800,000 | $7.4M | 0.00% | ABS-MBS |
| 2875 | TRAPEZA CDO LLC | 89413GAC2 | Jun 2026 | 8,093,088 | $7.4M | 0.00% | ABS-CBDO |
| 2876 | OWNIT Mortgage Loan Asset-Backed Certificates | 69121UAA0 | Jun 2026 | 6,587,977 | $7.4M | 0.00% | ABS-O |
| 2877 | LCH Ltd. | 000000000 | Jun 2026 | 1,112,680,000 | $7.4M | 0.00% | DIR |
| 2878 | Nationwide Building Society | 000000000 | Jun 2026 | 43,472 | $7.4M | 0.00% | EC |
| 2879 | ChaseFlex Trust | 16165WAA4 | Jun 2026 | 7,613,451 | $7.4M | 0.00% | ABS-MBS |
| 2880 | MERCEDES-BENZ AUTO RECEIVABLES TRUST | 58769FAC9 | Jun 2026 | 7,352,745 | $7.4M | 0.00% | ABS-O |
| 2881 | BCAP LLC Trust | 05542AAH4 | Jun 2026 | 8,081,949 | $7.4M | 0.00% | ABS-MBS |
| 2882 | Ameriquest Mortgage Securities Inc. | 03072SQD0 | Jun 2026 | 7,451,200 | $7.4M | 0.00% | ABS-O |
| 2883 | Structured Asset Investment Loan Trust | 863587AB7 | Jun 2026 | 7,615,191 | $7.4M | 0.00% | ABS-O |
| 2884 | Terwin Mortgage Trust | 88156PAZ4 | Jun 2026 | 17,059,608 | $7.4M | 0.00% | ABS-O |
| 2885 | Fannie Mae | 3140W3XP9 | Jun 2026 | 7,234,840 | $7.4M | 0.00% | ABS-MBS |
| 2886 | Countrywide Alternative Loan Trust | 12667FP25 | Jun 2026 | 9,078,049 | $7.4M | 0.00% | ABS-MBS |
| 2887 | Ace Securities Corp. | 004421PU1 | Jun 2026 | 7,464,656 | $7.4M | 0.00% | ABS-MBS |
| 2888 | HarborView Mortgage Loan Trust | 41162CAC5 | Jun 2026 | 8,190,331 | $7.4M | 0.00% | ABS-MBS |
| 2889 | Towd Point Mortgage Trust | 89181JAF9 | Jun 2026 | 8,504,105 | $7.4M | 0.00% | ABS-MBS |
| 2890 | GSAMP Trust | 362341VA4 | Jun 2026 | 7,470,367 | $7.4M | 0.00% | ABS-O |
| 2891 | LOCKE TAVERN RE LTD | 539694AB5 | Jun 2026 | 7,400,000 | $7.4M | 0.00% | DBT |
| 2892 | SFS Auto Receivables Securitization Trust | 78435VAC6 | Jun 2026 | 7,338,670 | $7.4M | 0.00% | ABS-O |
| 2893 | Freddie Mac | 3133BWQD8 | Jun 2026 | 7,267,806 | $7.4M | 0.00% | ABS-MBS |
| 2894 | Countrywide Alternative Loan Trust | 02147HAA0 | Jun 2026 | 8,154,355 | $7.4M | 0.00% | ABS-MBS |
| 2895 | RMAC PLC | 000000000 | Jun 2026 | 5,539,683 | $7.4M | 0.00% | ABS-MBS |
| 2896 | RECOLETOS RE DAC | 755933AB4 | Jun 2026 | 7,350,000 | $7.3M | 0.00% | DBT |
| 2897 | Nationstar Home Equity Loan Trust | 63860HAG4 | Jun 2026 | 8,000,000 | $7.3M | 0.00% | ABS-MBS |
| 2898 | Bear Stearns Alt-A Trust | 07386HZE4 | Jun 2026 | 7,676,372 | $7.3M | 0.00% | ABS-MBS |
| 2899 | BNP PARIBAS | 09659W2W3 | Jun 2026 | 7,200,000 | $7.3M | 0.00% | DBT |
| 2900 | FHLMC Multifamily Structured Pass Through Certs. | 3137FXLY2 | Jun 2026 | 196,439,512 | $7.3M | 0.00% | ABS-MBS |
| 2901 | Fannie Mae | 3140BQ5Y3 | Jun 2026 | 7,448,361 | $7.3M | 0.00% | ABS-MBS |
| 2902 | J.P. Morgan Alternative Loan Trust | 46628VAG1 | Jun 2026 | 7,421,191 | $7.3M | 0.00% | ABS-MBS |
| 2903 | Eurosail Plc | 000000000 | Jun 2026 | 5,550,673 | $7.3M | 0.00% | ABS-MBS |
| 2904 | UBS GROUP AG | 225401AF5 | Jun 2026 | 7,400,000 | $7.3M | 0.00% | DBT |
| 2905 | PRP Advisors, LLC | 69381FAA8 | Jun 2026 | 7,321,298 | $7.3M | 0.00% | ABS-MBS |
| 2906 | Freddie Mac | 3133D1SH3 | Jun 2026 | 7,400,993 | $7.3M | 0.00% | ABS-MBS |
| 2907 | Fannie Mae | 3140BVTL4 | Jun 2026 | 7,374,324 | $7.3M | 0.00% | ABS-MBS |
| 2908 | Citigroup Mortgage Loan Trust Inc | 17311XAA3 | Jun 2026 | 9,772,099 | $7.3M | 0.00% | ABS-MBS |
| 2909 | Fannie Mae | 3140BSMV6 | Jun 2026 | 7,383,421 | $7.3M | 0.00% | ABS-MBS |
| 2910 | MASTR Asset Backed Securities Trust | 576455AB5 | Jun 2026 | 12,430,937 | $7.3M | 0.00% | ABS-MBS |
| 2911 | Ace Securities Corp. | 00443PAC3 | Jun 2026 | 13,720,011 | $7.3M | 0.00% | ABS-MBS |
| 2912 | Fannie Mae | 3140BT6M2 | Jun 2026 | 7,362,167 | $7.2M | 0.00% | ABS-MBS |
| 2913 | Research-Driven Pagaya Motor Asset Trust I | 76089EAA1 | Jun 2026 | 7,237,952 | $7.2M | 0.00% | ABS-O |
| 2914 | Freddie Mac | 3133BWXT5 | Jun 2026 | 7,165,078 | $7.2M | 0.00% | ABS-MBS |
| 2915 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $7.2M | 0.00% | DFE |
| 2916 | Morgan Stanley Capital Inc | 61753VAC6 | Jun 2026 | 23,225,059 | $7.2M | 0.00% | ABS-MBS |
| 2917 | BAYOU RE LTD | 07304LAD3 | Jun 2026 | 6,700,000 | $7.2M | 0.00% | DBT |
| 2918 | Structured Adjustable Rate Mortgage Loan Trust | 86361BAE7 | Jun 2026 | 9,229,328 | $7.2M | 0.00% | ABS-MBS |
| 2919 | Residential Asset Securitization Trust | 45660LXK0 | Jun 2026 | 18,165,583 | $7.2M | 0.00% | ABS-MBS |
| 2920 | Freddie Mac | 3133BAL58 | Jun 2026 | 7,675,107 | $7.2M | 0.00% | ABS-MBS |
| 2921 | ChaseFlex Trust | 16165AAD6 | Jun 2026 | 7,948,352 | $7.2M | 0.00% | ABS-MBS |
| 2922 | Pagaya AI Debt Selection Trust | 69548WAB9 | Jun 2026 | 7,164,251 | $7.2M | 0.00% | ABS-O |
| 2923 | MASTR Asset Backed Securities Trust | 55275BAD9 | Jun 2026 | 20,766,941 | $7.1M | 0.00% | ABS-MBS |
| 2924 | Merrill Lynch First Franklin Mortgage Loan Trust | 59023LAD4 | Jun 2026 | 19,869,897 | $7.1M | 0.00% | ABS-O |
| 2925 | Long Beach Mortgage Loan Trust | 54251MAE4 | Jun 2026 | 24,992,872 | $7.1M | 0.00% | ABS-O |
| 2926 | Carrington Mortgage Loan Trust | 144527AD0 | Jun 2026 | 8,317,260 | $7.1M | 0.00% | ABS-O |
| 2927 | GSR Mortgage Loan Trust | 362631AC7 | Jun 2026 | 34,126,079 | $7.1M | 0.00% | ABS-MBS |
| 2928 | Credit-Based Asset Servicing and Securitization | 12479DAA6 | Jun 2026 | 9,637,714 | $7.1M | 0.00% | ABS-O |
| 2929 | Structured Asset Investment Loan Trust | 86358EYF7 | Jun 2026 | 7,217,730 | $7.1M | 0.00% | ABS-O |
| 2930 | GoodLeap Sustainable Home Improvement Loan Trust | 38237CAA6 | Jun 2026 | 7,229,503 | $7.1M | 0.00% | ABS-O |
| 2931 | PenFed Auto Receivables Owner Trust | 706916AB9 | Jun 2026 | 7,095,527 | $7.1M | 0.00% | ABS-O |
| 2932 | Freddiemac Strip | 3132HTX92 | Jun 2026 | 7,298,520 | $7.1M | 0.00% | ABS-MBS |
| 2933 | Countrywide Asset-Backed Certificates | 12667AAA4 | Jun 2026 | 7,544,037 | $7.1M | 0.00% | ABS-O |
| 2934 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $7.1M | 0.00% | DFE |
| 2935 | Countrywide Asset-Backed Certificates | 126670NJ3 | Jun 2026 | 7,113,032 | $7.1M | 0.00% | ABS-O |
| 2936 | Soundview Home Equity Loan Trust | 83612MAG2 | Jun 2026 | 7,184,069 | $7.1M | 0.00% | ABS-O |
| 2937 | Citibank NA | 000000000 | Jun 2026 | 1 | $7.1M | 0.00% | DFE |
| 2938 | MortgageIT Trust | 61915RCJ3 | Jun 2026 | 8,232,658 | $7.1M | 0.00% | ABS-MBS |
| 2939 | PRP Advisors, LLC | 74390PAA5 | Jun 2026 | 7,043,023 | $7.1M | 0.00% | ABS-MBS |
| 2940 | 123 LIGHTS RE LTD | 68302QAA2 | Jun 2026 | 6,700,000 | $7.1M | 0.00% | DBT |
| 2941 | TORREY PINES RE LTD | 89141WAP7 | Jun 2026 | 7,000,000 | $7.0M | 0.00% | DBT |
| 2942 | AMER AIRLINE 16-1 AA PTT | 02376UAA3 | Jun 2026 | 7,136,468 | $7.0M | 0.00% | DBT |
| 2943 | Government National Mortgage Association | 36179TXW0 | Jun 2026 | 7,192,931 | $7.0M | 0.00% | ABS-MBS |
| 2944 | Bear Stearns Asset Backed Securities Trust | 07400TAC1 | Jun 2026 | 7,170,966 | $7.0M | 0.00% | ABS-O |
| 2945 | CIM Trust | 12558RAL5 | Jun 2026 | 7,242,000 | $7.0M | 0.00% | ABS-MBS |
| 2946 | TITULOS DE TESORERIA | 000000000 | Jun 2026 | 29,445,800,000 | $7.0M | 0.00% | DBT |
| 2947 | Fannie Mae | 3140BGHD8 | Jun 2026 | 7,132,321 | $7.0M | 0.00% | ABS-MBS |
| 2948 | Securitized Asset Backed Receivables LLC Trust | 81377AAC6 | Jun 2026 | 18,637,915 | $7.0M | 0.00% | ABS-O |
| 2949 | Canyon Capital CLO Ltd | 13877PAL1 | Jun 2026 | 7,000,000 | $7.0M | 0.00% | ABS-CBDO |
| 2950 | Countrywide Asset-Backed Certificates | 126698AA7 | Jun 2026 | 7,165,327 | $7.0M | 0.00% | ABS-O |
| 2951 | Lehman XS Trust | 52522DAG6 | Jun 2026 | 7,324,636 | $7.0M | 0.00% | ABS-MBS |
| 2952 | Securitized Asset Backed Receivables LLC Trust | 81377AAD4 | Jun 2026 | 18,592,350 | $7.0M | 0.00% | ABS-O |
| 2953 | Benefit Street Partners CLO Ltd | 08186YAL8 | Jun 2026 | 7,000,000 | $7.0M | 0.00% | ABS-CBDO |
| 2954 | Exeter Select Automobile Receivables Trust | 30185EAB9 | Jun 2026 | 6,983,737 | $7.0M | 0.00% | ABS-O |
| 2955 | Residential Accredit Loans, Inc. | 761118NL8 | Jun 2026 | 8,353,399 | $7.0M | 0.00% | ABS-MBS |
| 2956 | Dutch Mortgage Finance | 000000000 | Jun 2026 | 6,083,000 | $7.0M | 0.00% | ABS-MBS |
| 2957 | Freddie Mac | 3133C1QV5 | Jun 2026 | 6,802,409 | $7.0M | 0.00% | ABS-MBS |
| 2958 | Freddie Mac | 3137FMBD3 | Jun 2026 | 7,087,816 | $7.0M | 0.00% | ABS-MBS |
| 2959 | Ace Securities Corp. | 00441XAD6 | Jun 2026 | 24,455,539 | $7.0M | 0.00% | ABS-MBS |
| 2960 | BAYOU RE LTD | 07304LAF8 | Jun 2026 | 7,000,000 | $7.0M | 0.00% | DBT |
| 2961 | DEUTSCHE BANK NY | 251526CS6 | Jun 2026 | 6,776,000 | $7.0M | 0.00% | DBT |
| 2962 | Countrywide Alternative Loan Trust | 12668BGC1 | Jun 2026 | 8,045,877 | $7.0M | 0.00% | ABS-MBS |
| 2963 | Fannie Mae | 3140BU7A4 | Jun 2026 | 7,086,917 | $7.0M | 0.00% | ABS-MBS |
| 2964 | Fannie Mae | 3140X4GR1 | Jun 2026 | 7,331,450 | $7.0M | 0.00% | ABS-MBS |
| 2965 | Dutch Mortgage Finance | 000000000 | Jun 2026 | 6,084,000 | $7.0M | 0.00% | ABS-MBS |
| 2966 | Morgan Stanley Capital Inc | 61749BAE3 | Jun 2026 | 13,419,387 | $7.0M | 0.00% | ABS-O |
| 2967 | MASTR Asset Backed Securities Trust | 57645JAC3 | Jun 2026 | 25,109,430 | $7.0M | 0.00% | ABS-MBS |
| 2968 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 54,100,000 | $7.0M | 0.00% | DIR |
| 2969 | M&T Equipment Notes | 55376YAB1 | Jun 2026 | 6,938,269 | $6.9M | 0.00% | ABS-O |
| 2970 | Consumer Loan Finance Issuer Trust | 21056DAL4 | Jun 2026 | 15,899,915 | $6.9M | 0.00% | ABS-O |
| 2971 | Bear Stearns Asset Backed Securities Trust | 07389UAQ2 | Jun 2026 | 7,033,723 | $6.9M | 0.00% | ABS-MBS |
| 2972 | PREFERRED TERM SECS XVII | 74042EAA2 | Jun 2026 | 7,105,513 | $6.9M | 0.00% | DBT |
| 2973 | Fannie Mae | 3140XFEA5 | Jun 2026 | 6,970,423 | $6.9M | 0.00% | ABS-MBS |
| 2974 | Home Equity Asset Trust | 437084QZ2 | Jun 2026 | 7,063,408 | $6.9M | 0.00% | ABS-MBS |
| 2975 | NATWEST GROUP PLC | 780097BG5 | Jun 2026 | 6,900,000 | $6.9M | 0.00% | DBT |
| 2976 | CSMCM Trust Certificates | 12656XAA7 | Jun 2026 | 8,308,698 | $6.9M | 0.00% | ABS-MBS |
| 2977 | Bear Stearns Alt-A Trust | 073871AE5 | Jun 2026 | 7,587,514 | $6.9M | 0.00% | ABS-MBS |
| 2978 | American Home Mortgage Assets | 026935AJ5 | Jun 2026 | 7,744,367 | $6.9M | 0.00% | ABS-MBS |
| 2979 | SOFI CONSUMER LOAN PROGRAM TRUST | 83406YAA9 | Jun 2026 | 6,897,519 | $6.9M | 0.00% | ABS-O |
| 2980 | The Federal Republic of Nigeria | 000000000 | Jun 2026 | 9,796,400,000 | $6.9M | 0.00% | STIV |
| 2981 | Ameriquest Mortgage Securities Inc. | 03072SZ81 | Jun 2026 | 7,030,812 | $6.9M | 0.00% | ABS-O |
| 2982 | Morgan Stanley Capital Inc | 61755AAE6 | Jun 2026 | 9,007,646 | $6.9M | 0.00% | ABS-O |
| 2983 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $6.9M | 0.00% | DFE |
| 2984 | Fremont Home Loan Trust | 35729VAC1 | Jun 2026 | 19,799,421 | $6.9M | 0.00% | ABS-O |
| 2985 | Luminent Mortgage Trust | 55028BAG2 | Jun 2026 | 7,613,517 | $6.9M | 0.00% | ABS-MBS |
| 2986 | Fannie Mae | 3140BQT27 | Jun 2026 | 6,974,779 | $6.9M | 0.00% | ABS-MBS |
| 2987 | Eurohome UK Mortgages Plc | 000000000 | Jun 2026 | 5,200,000 | $6.9M | 0.00% | ABS-MBS |
| 2988 | WAMU Mortgage Pass-Through Certificates | 93934FPN6 | Jun 2026 | 7,614,944 | $6.9M | 0.00% | ABS-MBS |
| 2989 | New Residential Mortgage Loan Trust | 64830BBS5 | Jun 2026 | 7,079,491 | $6.9M | 0.00% | ABS-MBS |
| 2990 | Countrywide Alternative Loan Trust | 02150YAA7 | Jun 2026 | 8,123,694 | $6.8M | 0.00% | ABS-MBS |
| 2991 | Lura Funding DAC | 000000000 | Jun 2026 | 6,019,000 | $6.8M | 0.00% | ABS-MBS |
| 2992 | MASTR Asset Backed Securities Trust | 55291KAE7 | Jun 2026 | 19,953,225 | $6.8M | 0.00% | ABS-MBS |
| 2993 | Soundview Home Equity Loan Trust | 83612TAC6 | Jun 2026 | 9,846,722 | $6.8M | 0.00% | ABS-MBS |
| 2994 | IndyMac INDX Mortgage Loan Trust | 45670CAC1 | Jun 2026 | 8,337,023 | $6.8M | 0.00% | ABS-MBS |
| 2995 | GreenPoint Mortgage Funding Trust | 39538BAE4 | Jun 2026 | 6,920,315 | $6.8M | 0.00% | ABS-MBS |
| 2996 | HarborView Mortgage Loan Trust | 41164YAA9 | Jun 2026 | 6,615,601 | $6.8M | 0.00% | ABS-MBS |
| 2997 | Soundview Home Equity Loan Trust | 83611MGK8 | Jun 2026 | 8,802,000 | $6.8M | 0.00% | ABS-O |
| 2998 | Pagaya AI Debt Selection Trust | 69546YAB7 | Jun 2026 | 7,048,296 | $6.8M | 0.00% | ABS-O |
| 2999 | HarborView Mortgage Loan Trust | 41164LAB5 | Jun 2026 | 8,356,842 | $6.8M | 0.00% | ABS-MBS |
| 3000 | Freddie Mac | 3132XWE64 | Jun 2026 | 7,174,776 | $6.8M | 0.00% | ABS-MBS |
| 3001 | Countrywide Alternative Loan Trust | 12668BBN2 | Jun 2026 | 8,150,374 | $6.8M | 0.00% | ABS-MBS |
| 3002 | Bear Stearns Alt-A Trust | 07386HWZ0 | Jun 2026 | 8,247,721 | $6.8M | 0.00% | ABS-MBS |
| 3003 | UNITED AIR 2019-2 AA PTT | 90932JAA0 | Jun 2026 | 7,457,154 | $6.8M | 0.00% | DBT |
| 3004 | Residential Accredit Loans, Inc. | 75115EAA1 | Jun 2026 | 8,118,300 | $6.8M | 0.00% | ABS-MBS |
| 3005 | Lendbuzz Securitization Trust | 525938AC0 | Jun 2026 | 6,780,610 | $6.8M | 0.00% | ABS-O |
| 3006 | IndyMac INDX Mortgage Loan Trust | 45660LMF3 | Jun 2026 | 10,230,825 | $6.8M | 0.00% | ABS-MBS |
| 3007 | New Residential Mortgage Loan Trust | 64830GBP0 | Jun 2026 | 7,134,511 | $6.8M | 0.00% | ABS-MBS |
| 3008 | Freddie Mac | 31425USS5 | Jun 2026 | 6,877,112 | $6.8M | 0.00% | ABS-MBS |
| 3009 | Asset Backed Securities Corp Home Equity Ln Trst | 04541GRR5 | Jun 2026 | 7,216,739 | $6.8M | 0.00% | ABS-MBS |
| 3010 | FCCU Auto Receivables Trust | 30336CAG0 | Jun 2026 | 6,700,000 | $6.8M | 0.00% | ABS-O |
| 3011 | Citigroup Mortgage Loan Trust Inc | 17327RAD2 | Jun 2026 | 7,535,000 | $6.8M | 0.00% | ABS-MBS |
| 3012 | Freddie Mac | 3142JQHG7 | Jun 2026 | 6,867,370 | $6.8M | 0.00% | ABS-MBS |
| 3013 | Fannie Mae | 3140U32G5 | Jun 2026 | 6,860,635 | $6.8M | 0.00% | ABS-MBS |
| 3014 | Deutsche Alt-A Securities INC Mortgage Loan Trust | 25151XAA9 | Jun 2026 | 7,143,969 | $6.7M | 0.00% | ABS-MBS |
| 3015 | American Home Mortgage Investment Trust | 02660TGW7 | Jun 2026 | 17,500,329 | $6.7M | 0.00% | ABS-MBS |
| 3016 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 51,390,000 | $6.7M | 0.00% | DIR |
| 3017 | Fannie Mae | 3140BDTA8 | Jun 2026 | 6,832,670 | $6.7M | 0.00% | ABS-MBS |
| 3018 | Fannie Mae | 3140BMMG2 | Jun 2026 | 6,819,476 | $6.7M | 0.00% | ABS-MBS |
| 3019 | LOCKE TAVERN RE LTD | 539694AC3 | Jun 2026 | 6,700,000 | $6.7M | 0.00% | DBT |
| 3020 | Freddie Mac | 3132DU7C5 | Jun 2026 | 6,801,753 | $6.7M | 0.00% | ABS-MBS |
| 3021 | Basic Asset Backed Securities Trust | 06983NAD9 | Jun 2026 | 7,123,608 | $6.7M | 0.00% | ABS-MBS |
| 3022 | Carrington Mortgage Loan Trust | 144527AC2 | Jun 2026 | 6,974,780 | $6.7M | 0.00% | ABS-O |
| 3023 | Fannie Mae | 3140QDVB7 | Jun 2026 | 7,339,784 | $6.7M | 0.00% | ABS-MBS |
| 3024 | Freddie Mac | 31427DSV4 | Jun 2026 | 6,800,164 | $6.7M | 0.00% | ABS-MBS |
| 3025 | ChaseFlex Trust | 16165LAF7 | Jun 2026 | 7,785,657 | $6.7M | 0.00% | ABS-MBS |
| 3026 | TOPAZ SOLAR FARMS LLC | 89054XAD7 | Jun 2026 | 7,529,634 | $6.7M | 0.00% | DBT |
| 3027 | LCH Ltd. | 000000000 | Jun 2026 | 350,400,000 | $6.7M | 0.00% | DIR |
| 3028 | SABINE RE LTD | 785628AA6 | Jun 2026 | 6,600,000 | $6.7M | 0.00% | DBT |
| 3029 | IndyMac Residential Asset Backed Trust | 43709LAD9 | Jun 2026 | 7,997,879 | $6.7M | 0.00% | ABS-O |
| 3030 | First Franklin Mtg Loan Asset Backed Certificates | 32027NTB7 | Jun 2026 | 6,866,323 | $6.7M | 0.00% | ABS-O |
| 3031 | Fannie Mae | 3140MWQT6 | Jun 2026 | 6,480,706 | $6.7M | 0.00% | ABS-MBS |
| 3032 | Wells Fargo Home Equity Trust | 9497EAAG6 | Jun 2026 | 6,795,000 | $6.7M | 0.00% | ABS-O |
| 3033 | Fremont Home Loan Trust | 35729TAA0 | Jun 2026 | 7,349,170 | $6.7M | 0.00% | ABS-O |
| 3034 | First Franklin Mtg Loan Asset Backed Certificates | 32027NVZ1 | Jun 2026 | 5,406,112 | $6.6M | 0.00% | ABS-O |
| 3035 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $6.6M | 0.00% | DFE |
| 3036 | RBSSP Resecuritization Trust | 74931PAB9 | Jun 2026 | 9,899,856 | $6.6M | 0.00% | ABS-MBS |
| 3037 | PRP Advisors, LLC | 74390FAA7 | Jun 2026 | 6,779,964 | $6.6M | 0.00% | ABS-MBS |
| 3038 | Greensky Home Improvement Issuer Trust | 39571XAC8 | Jun 2026 | 6,574,984 | $6.6M | 0.00% | ABS-O |
| 3039 | Pastor IM FTH/FTA | 000000000 | Jun 2026 | 6,231,155 | $6.6M | 0.00% | ABS-MBS |
| 3040 | Fannie Mae | 3140GSRV6 | Jun 2026 | 7,144,669 | $6.6M | 0.00% | ABS-MBS |
| 3041 | Fannie Mae | 3138E6VD5 | Jun 2026 | 6,816,107 | $6.6M | 0.00% | ABS-MBS |
| 3042 | EVERGLADES RE II LTD | 30014LAY0 | Jun 2026 | 6,600,000 | $6.6M | 0.00% | DBT |
| 3043 | Countrywide Alternative Loan Trust | 02151BBG2 | Jun 2026 | 17,760,901 | $6.6M | 0.00% | ABS-MBS |
| 3044 | Fannie Mae | 3140N4CT2 | Jun 2026 | 7,015,718 | $6.6M | 0.00% | ABS-MBS |
| 3045 | Freddie Mac | 3132XT6F0 | Jun 2026 | 7,128,948 | $6.6M | 0.00% | ABS-MBS |
| 3046 | Fannie Mae | 3140BTV93 | Jun 2026 | 6,689,696 | $6.6M | 0.00% | ABS-MBS |
| 3047 | Freddie Mac | 3142GVRB9 | Jun 2026 | 6,680,207 | $6.6M | 0.00% | ABS-MBS |
| 3048 | Societe Generale SA | 000000000 | Jun 2026 | 1 | $6.6M | 0.00% | DFE |
| 3049 | Freddie Mac | 3132WHQU2 | Jun 2026 | 7,325,609 | $6.6M | 0.00% | ABS-MBS |
| 3050 | SMB Private Education Loan Trust | 78450CAC8 | Jun 2026 | 6,404,368 | $6.6M | 0.00% | ABS-O |
| 3051 | Residential Asset Mortgage Products, INC. | 76112BK58 | Jun 2026 | 7,000,000 | $6.6M | 0.00% | ABS-O |
| 3052 | EGYPT TREASURY BILL | 000000000 | Jun 2026 | 338,700,000 | $6.6M | 0.00% | STIV |
| 3053 | GSAMP Trust | 362341KF5 | Jun 2026 | 6,852,976 | $6.5M | 0.00% | ABS-O |
| 3054 | Newcastle Mortgage Securities Trust | 65106FAF9 | Jun 2026 | 7,785,000 | $6.5M | 0.00% | ABS-O |
| 3055 | Fannie Mae | 3140H1XM7 | Jun 2026 | 7,071,491 | $6.5M | 0.00% | ABS-MBS |
| 3056 | Structured Adjustable Rate Mortgage Loan Trust | 86364YAA2 | Jun 2026 | 7,449,252 | $6.5M | 0.00% | ABS-MBS |
| 3057 | Deutsche Alt-A Securities INC Mortgage Loan Trust | 25151TAC4 | Jun 2026 | 13,854,875 | $6.5M | 0.00% | ABS-MBS |
| 3058 | CS AT1 CLAIMS US225401AR98 | 000000000 | Jun 2026 | 18,510,000 | $6.5M | 0.00% | DBT |
| 3059 | MASTR Reperforming Loan Trust | 57643QBL8 | Jun 2026 | 14,376,741 | $6.5M | 0.00% | ABS-MBS |
| 3060 | Countrywide Alternative Loan Trust | 12668BEE9 | Jun 2026 | 18,334,259 | $6.5M | 0.00% | ABS-MBS |
| 3061 | Park Place Securities Inc | 70069FEL7 | Jun 2026 | 6,576,324 | $6.5M | 0.00% | ABS-O |
| 3062 | MASTR Asset Backed Securities Trust | 57643LHS8 | Jun 2026 | 6,884,802 | $6.5M | 0.00% | ABS-MBS |
| 3063 | NATIONAL COLLEGIATE V COMMUTATION TRUST | 63546FAA3 | Jun 2026 | 61,425,000 | $6.5M | 0.00% | ABS-O |
| 3064 | Freddie Mac | 31427QDL3 | Jun 2026 | 6,378,890 | $6.5M | 0.00% | ABS-MBS |
| 3065 | Carlyle Global Market Strategies | 14317KAQ7 | Jun 2026 | 6,500,000 | $6.5M | 0.00% | ABS-CBDO |
| 3066 | Washington Mutual Asset-Backed CTFS | 93934JAC8 | Jun 2026 | 8,120,740 | $6.5M | 0.00% | ABS-O |
| 3067 | Ameriquest Mortgage Securities Inc. | 03072SYC3 | Jun 2026 | 6,952,000 | $6.5M | 0.00% | ABS-O |
| 3068 | Countrywide Alternative Loan Trust | 23245FAA1 | Jun 2026 | 6,361,154 | $6.5M | 0.00% | ABS-MBS |
| 3069 | Ally Bank Auto Credit-Linked Notes | 02007G4B6 | Jun 2026 | 6,454,296 | $6.5M | 0.00% | ABS-O |
| 3070 | Greensky Home Improvement Issuer Trust | 39571NAF3 | Jun 2026 | 6,450,396 | $6.5M | 0.00% | ABS-O |
| 3071 | Citibank NA | 000000000 | Jun 2026 | 1 | $6.5M | 0.00% | DFE |
| 3072 | Residential Accredit Loans, Inc. | 761118QM3 | Jun 2026 | 8,450,559 | $6.5M | 0.00% | ABS-MBS |
| 3073 | DSLA Mortgage Loan Trust | 23332UGM0 | Jun 2026 | 7,975,537 | $6.5M | 0.00% | ABS-MBS |
| 3074 | Bear Stearns Mortgage Funding Trust | 07401MAG6 | Jun 2026 | 6,800,768 | $6.5M | 0.00% | ABS-MBS |
| 3075 | New Century Home Equity Loan Trust | 64352VMX6 | Jun 2026 | 6,459,662 | $6.5M | 0.00% | ABS-MBS |
| 3076 | HSI Asset Securitization Corporation Trust | 40430RAC0 | Jun 2026 | 13,102,680 | $6.5M | 0.00% | ABS-MBS |
| 3077 | GS Mortgage Securities Corp. | 36249XAG7 | Jun 2026 | 11,866,779 | $6.5M | 0.00% | ABS-MBS |
| 3078 | Freddie Mac | 31427JC97 | Jun 2026 | 6,551,067 | $6.4M | 0.00% | ABS-MBS |
| 3079 | PREFERRED TERM SECS XX | 74042DAC0 | Jun 2026 | 7,004,194 | $6.4M | 0.00% | DBT |
| 3080 | Fannie Mae | 3140KMTM2 | Jun 2026 | 7,606,750 | $6.4M | 0.00% | ABS-MBS |
| 3081 | Morgan Stanley Home Equity Loan Trust | 61749GAD4 | Jun 2026 | 9,394,576 | $6.4M | 0.00% | ABS-MBS |
| 3082 | Ronda RMBS Designated Activity Company | 000000000 | Jun 2026 | 7,181,000 | $6.4M | 0.00% | ABS-MBS |
| 3083 | Freddie Mac | 3137FKAT3 | Jun 2026 | 10,070,634 | $6.4M | 0.00% | ABS-MBS |
| 3084 | Residential Asset Mortgage Products, INC. | 76112BC81 | Jun 2026 | 6,481,493 | $6.4M | 0.00% | ABS-O |
| 3085 | Lura Funding DAC | 000000000 | Jun 2026 | 6,018,000 | $6.4M | 0.00% | ABS-MBS |
| 3086 | WINDROSE RE LTD | 972917AA6 | Jun 2026 | 6,400,000 | $6.4M | 0.00% | DBT |
| 3087 | Pagaya AI Debt Selection Trust | 69545GAB7 | Jun 2026 | 6,396,276 | $6.4M | 0.00% | ABS-O |
| 3088 | Lealand Finance Company BV | 000000000 | Jun 2026 | 6,604,217 | $6.4M | 0.00% | LON |
| 3089 | Washington Mutual Mortgage Pass-Through CTFS | 93934FNL2 | Jun 2026 | 7,907,388 | $6.4M | 0.00% | ABS-MBS |
| 3090 | Saxon Asset Securities Trust | 805564SW2 | Jun 2026 | 8,994,000 | $6.4M | 0.00% | ABS-O |
| 3091 | HSI Asset Securitization Corporation Trust | 40430HEC8 | Jun 2026 | 6,623,095 | $6.4M | 0.00% | ABS-O |
| 3092 | Soundview Home Equity Loan Trust | 83612PAA8 | Jun 2026 | 6,758,081 | $6.4M | 0.00% | ABS-O |
| 3093 | IndyMac Residential Asset Backed Trust | 456606LA8 | Jun 2026 | 6,896,415 | $6.4M | 0.00% | ABS-O |
| 3094 | Dutch Mortgage Finance | 000000000 | Jun 2026 | 1,830,000 | $6.4M | 0.00% | ABS-MBS |
| 3095 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $6.4M | 0.00% | DFE |
| 3096 | Citibank NA | 000000000 | Jun 2026 | 30,140,000 | $6.4M | 0.00% | DCR |
| 3097 | SANTANDER UK GROUP HLDGS | 80281LAT2 | Jun 2026 | 6,200,000 | $6.4M | 0.00% | DBT |
| 3098 | BONOS DE TESORERIA | 000000000 | Jun 2026 | 24,900,000 | $6.4M | 0.00% | DBT |
| 3099 | Soundview Home Equity Loan Trust | 83612KAA9 | Jun 2026 | 7,248,222 | $6.4M | 0.00% | ABS-MBS |
| 3100 | Argent Securities Inc. | 03076MAE4 | Jun 2026 | 21,040,034 | $6.4M | 0.00% | ABS-MBS |
| 3101 | Freddie Mac | 3133AGC49 | Jun 2026 | 7,544,442 | $6.4M | 0.00% | ABS-MBS |
| 3102 | Cross Mortgage Trust | 227919AA5 | Jun 2026 | 6,360,013 | $6.3M | 0.00% | ABS-MBS |
| 3103 | Fannie Mae | 3140XLTK4 | Jun 2026 | 6,278,690 | $6.3M | 0.00% | ABS-MBS |
| 3104 | GS Mortgage-Backed Securities Trust | 36263MCE5 | Jun 2026 | 7,224,375 | $6.3M | 0.00% | ABS-MBS |
| 3105 | Freddie Mac | 3133CY6W3 | Jun 2026 | 6,426,820 | $6.3M | 0.00% | ABS-MBS |
| 3106 | LCH Ltd. | 000000000 | Jun 2026 | 44,875,000 | $6.3M | 0.00% | DIR |
| 3107 | Credit Suisse Mortgage Trust | 12662NAP8 | Jun 2026 | 367,827,825 | $6.3M | 0.00% | ABS-MBS |
| 3108 | Jubilee Place | 000000000 | Jun 2026 | 5,527,584 | $6.3M | 0.00% | ABS-MBS |
| 3109 | Countrywide Alternative Loan Trust | 12667GBA0 | Jun 2026 | 8,091,820 | $6.3M | 0.00% | ABS-MBS |
| 3110 | Aegis Asset Backed Securities Trust | 00764MHE0 | Jun 2026 | 6,632,394 | $6.3M | 0.00% | ABS-MBS |
| 3111 | Lehman XS Trust | 52524YAC7 | Jun 2026 | 6,219,040 | $6.3M | 0.00% | ABS-MBS |
| 3112 | Option One Mortgage Loan Trust | 68389BAN3 | Jun 2026 | 9,553,147 | $6.3M | 0.00% | ABS-MBS |
| 3113 | Fannie Mae | 3138WKRK3 | Jun 2026 | 6,650,042 | $6.3M | 0.00% | ABS-MBS |
| 3114 | Freddie Mac | 31427PW67 | Jun 2026 | 6,186,355 | $6.3M | 0.00% | ABS-MBS |
| 3115 | IndyMac Residential Asset Backed Trust | 43709LAC1 | Jun 2026 | 6,756,038 | $6.3M | 0.00% | ABS-O |
| 3116 | JP Morgan ReRemic | 46637RAJ3 | Jun 2026 | 6,385,877 | $6.3M | 0.00% | ABS-MBS |
| 3117 | Credit Suisse Mortgage Trust | 12645KBE0 | Jun 2026 | 6,931,768 | $6.3M | 0.00% | ABS-MBS |
| 3118 | HarborView Mortgage Loan Trust | 41161PNP4 | Jun 2026 | 6,737,282 | $6.3M | 0.00% | ABS-MBS |
| 3119 | Oceanview Mortgage Trust | 67551WAU5 | Jun 2026 | 6,266,203 | $6.3M | 0.00% | ABS-MBS |
| 3120 | Kentmere | 000000000 | Jun 2026 | 9,500,000 | $6.3M | 0.00% | ABS-MBS |
| 3121 | Popular ABS Mortgage Pass-Through Trust | 73316NAC9 | Jun 2026 | 6,695,428 | $6.3M | 0.00% | ABS-O |
| 3122 | Fannie Mae | 3140X5SX2 | Jun 2026 | 6,773,278 | $6.3M | 0.00% | ABS-MBS |
| 3123 | Intercontinental Exchange, Inc. | 000000000 | Jun 2026 | 243,962,000 | $6.3M | 0.00% | DCR |
| 3124 | Merrill Lynch Mortgage Investors Trust | 59023XAA4 | Jun 2026 | 13,146,145 | $6.2M | 0.00% | ABS-MBS |
| 3125 | Option One Mortgage Loan Trust | 68389FJJ4 | Jun 2026 | 6,421,181 | $6.2M | 0.00% | ABS-MBS |
| 3126 | Fannie Mae | 3140BRZZ5 | Jun 2026 | 6,300,572 | $6.2M | 0.00% | ABS-MBS |
| 3127 | Fannie Mae | 3140QSXT3 | Jun 2026 | 6,173,228 | $6.2M | 0.00% | ABS-MBS |
| 3128 | KIZUNA RE III PTE LTD | 49835JAB2 | Jun 2026 | 6,121,000 | $6.2M | 0.00% | DBT |
| 3129 | INTEGRITY RE III | 45870GAE6 | Jun 2026 | 6,000,000 | $6.2M | 0.00% | DBT |
| 3130 | Octane Receivables Trust | 67571GAB8 | Jun 2026 | 6,196,138 | $6.2M | 0.00% | ABS-O |
| 3131 | Ameriquest Mortgage Securities Inc. | 03072SA39 | Jun 2026 | 6,330,900 | $6.2M | 0.00% | ABS-O |
| 3132 | IXIS Real Estate Capital Trust | 45073DAC2 | Jun 2026 | 31,107,067 | $6.2M | 0.00% | ABS-MBS |
| 3133 | GSAMP Trust | 362439AF8 | Jun 2026 | 7,100,000 | $6.2M | 0.00% | ABS-O |
| 3134 | Freddie Mac | 3142JPT35 | Jun 2026 | 6,274,303 | $6.2M | 0.00% | ABS-MBS |
| 3135 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $6.2M | 0.00% | DFE |
| 3136 | Merrill Lynch Mortgage Investors Trust | 59023XAC0 | Jun 2026 | 20,812,994 | $6.2M | 0.00% | ABS-MBS |
| 3137 | MOUNTAIN RE LTD | 62426LAB5 | Jun 2026 | 6,200,000 | $6.2M | 0.00% | DBT |
| 3138 | MMIFS RE LTD | 000000000 | Jun 2026 | 8,700,000 | $6.2M | 0.00% | DBT |
| 3139 | Woodward Capital Management | 749424AA5 | Jun 2026 | 6,177,836 | $6.2M | 0.00% | ABS-MBS |
| 3140 | Consumer Loan Finance Issuer Trust | 21050UAD0 | Jun 2026 | 6,172,243 | $6.2M | 0.00% | ABS-O |
| 3141 | CS AT1 CLAIMS USH3698DBW32 | 000000000 | Jun 2026 | 17,539,000 | $6.2M | 0.00% | DBT |
| 3142 | Countrywide Alternative Loan Trust | 23243AAD8 | Jun 2026 | 6,341,313 | $6.2M | 0.00% | ABS-MBS |
| 3143 | United States Treasury | 9128283R9 | Jun 2026 | 6,324,741 | $6.2M | 0.00% | DBT |
| 3144 | Structured Asset Mortgage Investments Inc | 86364MAC4 | Jun 2026 | 6,783,891 | $6.2M | 0.00% | ABS-MBS |
| 3145 | Morgan Stanley Capital Inc | 61744CZE9 | Jun 2026 | 7,151,469 | $6.2M | 0.00% | ABS-O |
| 3146 | WAMU Asset-Backed Certificates | 93363XAD5 | Jun 2026 | 10,514,170 | $6.2M | 0.00% | ABS-MBS |
| 3147 | Residential Accredit Loans, Inc. | 75115BAB5 | Jun 2026 | 20,836,749 | $6.2M | 0.00% | ABS-MBS |
| 3148 | Consumer Loan Finance Issuer Trust | 21056DAE0 | Jun 2026 | 5,957,805 | $6.1M | 0.00% | ABS-O |
| 3149 | Soundview Home Equity Loan Trust | 83611MJL3 | Jun 2026 | 6,556,581 | $6.1M | 0.00% | ABS-O |
| 3150 | Impac Secured Assets Corp. | 45257VAC0 | Jun 2026 | 6,905,569 | $6.1M | 0.00% | ABS-MBS |
| 3151 | Bear Stearns Mortgage Funding Trust | 07401LAQ6 | Jun 2026 | 6,375,557 | $6.1M | 0.00% | ABS-MBS |
| 3152 | Deutsche Alt-A Securities INC Mortgage Loan Trust | 251513AU1 | Jun 2026 | 7,024,506 | $6.1M | 0.00% | ABS-MBS |
| 3153 | Fannie Mae | 3140BXFM3 | Jun 2026 | 6,234,844 | $6.1M | 0.00% | ABS-MBS |
| 3154 | Freddie Mac | 3142JUZ86 | Jun 2026 | 6,171,055 | $6.1M | 0.00% | ABS-MBS |
| 3155 | Countrywide Alternative Loan Trust | 12667FZH1 | Jun 2026 | 6,117,905 | $6.1M | 0.00% | ABS-MBS |
| 3156 | Fannie Mae | 3140B7LX9 | Jun 2026 | 6,223,011 | $6.1M | 0.00% | ABS-MBS |
| 3157 | MASTR Asset Backed Securities Trust | 55275TAA6 | Jun 2026 | 24,363,712 | $6.1M | 0.00% | ABS-MBS |
| 3158 | Freddie Mac - SCRT | 35563VAA4 | Jun 2026 | 7,100,000 | $6.1M | 0.00% | ABS-MBS |
| 3159 | HarborView Mortgage Loan Trust | 41161PPQ0 | Jun 2026 | 11,657,194 | $6.1M | 0.00% | ABS-MBS |
| 3160 | Fannie Mae | 3140H6D55 | Jun 2026 | 6,429,302 | $6.1M | 0.00% | ABS-MBS |
| 3161 | Morgan Stanley IXIS Real Estate Capital Trust | 617463AD6 | Jun 2026 | 18,946,915 | $6.1M | 0.00% | ABS-O |
| 3162 | First Help Financial LLC | 30336NAC5 | Jun 2026 | 6,056,326 | $6.1M | 0.00% | ABS-O |
| 3163 | Freddie Mac | 3132DSTY8 | Jun 2026 | 5,985,267 | $6.1M | 0.00% | ABS-MBS |
| 3164 | Freddie Mac | 3142JN6M3 | Jun 2026 | 6,181,580 | $6.1M | 0.00% | ABS-MBS |
| 3165 | IndyMac INDX Mortgage Loan Trust | 45661ECM4 | Jun 2026 | 6,264,514 | $6.1M | 0.00% | ABS-MBS |
| 3166 | Aames Mortgage Investment Trust | 00252FAL5 | Jun 2026 | 7,459,487 | $6.1M | 0.00% | ABS-O |
| 3167 | Opteum Mortgage Acceptance Corporation | 68383NBT9 | Jun 2026 | 6,091,000 | $6.1M | 0.00% | ABS-MBS |
| 3168 | Credit Suisse Mortgage Trust | 12649QAL8 | Jun 2026 | 7,296,127 | $6.1M | 0.00% | ABS-MBS |
| 3169 | Citigroup Mortgage Loan Trust Inc | 17307GWU8 | Jun 2026 | 6,233,491 | $6.1M | 0.00% | ABS-MBS |
| 3170 | Reach Financial LLC | 75525PAA0 | Jun 2026 | 6,044,677 | $6.1M | 0.00% | ABS-O |
| 3171 | Freddie Mac | 3132WHL60 | Jun 2026 | 6,749,020 | $6.0M | 0.00% | ABS-MBS |
| 3172 | GSMPS Mortgage Loan Trust | 36290PAA5 | Jun 2026 | 6,419,432 | $6.0M | 0.00% | ABS-MBS |
| 3173 | Fannie Mae | 3136ACH53 | Jun 2026 | 6,255,639 | $6.0M | 0.00% | ABS-MBS |
| 3174 | HSI Asset Securitization Corporation Trust | 44328BAE8 | Jun 2026 | 25,052,780 | $6.0M | 0.00% | ABS-MBS |
| 3175 | IndyMac Residential Asset Backed Trust | 43710BAE6 | Jun 2026 | 6,804,337 | $6.0M | 0.00% | ABS-O |
| 3176 | Bear Stearns Asset Backed Securities Trust | 07386RAC3 | Jun 2026 | 6,078,786 | $6.0M | 0.00% | ABS-MBS |
| 3177 | GreenPoint Mortgage Funding Trust | 39538WHF8 | Jun 2026 | 7,155,773 | $6.0M | 0.00% | ABS-MBS |
| 3178 | LCH Ltd. | 000000000 | Jun 2026 | 737,500,000 | $6.0M | 0.00% | DIR |
| 3179 | Alesco Preferred Funding Ltd | 01449WAA4 | Jun 2026 | 6,102,810 | $6.0M | 0.00% | ABS-CBDO |
| 3180 | KKR Financial CLO Ltd | 48251FAG6 | Jun 2026 | 6,000,000 | $6.0M | 0.00% | ABS-CBDO |
| 3181 | Fannie Mae | 3140A6L61 | Jun 2026 | 5,769,535 | $6.0M | 0.00% | ABS-MBS |
| 3182 | Fannie Mae | 3140B9H69 | Jun 2026 | 6,095,813 | $6.0M | 0.00% | ABS-MBS |
| 3183 | BAYOU RE LTD | 07304LAC5 | Jun 2026 | 5,800,000 | $6.0M | 0.00% | DBT |
| 3184 | Renaissance Home Equity Loan Trust | 759676AG4 | Jun 2026 | 17,328,901 | $6.0M | 0.00% | ABS-MBS |
| 3185 | Ronda RMBS Designated Activity Company | 000000000 | Jun 2026 | 5,481,000 | $6.0M | 0.00% | ABS-MBS |
| 3186 | Fannie Mae | 3140BYRM8 | Jun 2026 | 6,079,239 | $6.0M | 0.00% | ABS-MBS |
| 3187 | Lehman XS Trust | 525241AD7 | Jun 2026 | 7,182,354 | $6.0M | 0.00% | ABS-O |
| 3188 | RIPON INVESTMENTS FINANCING | 000000000 | Jun 2026 | 4,541,012 | $6.0M | 0.00% | ABS-O |
| 3189 | Bear Stearns Alt-A Trust | 07386HL33 | Jun 2026 | 8,341,818 | $6.0M | 0.00% | ABS-MBS |
| 3190 | PRP Advisors, LLC | 693977AA8 | Jun 2026 | 5,944,498 | $6.0M | 0.00% | ABS-MBS |
| 3191 | Freddie Mac | 3133BNXA6 | Jun 2026 | 5,900,013 | $6.0M | 0.00% | ABS-MBS |
| 3192 | TITULOS DE TESORERIA | 000000000 | Jun 2026 | 20,993,100,000 | $6.0M | 0.00% | DBT |
| 3193 | NRPLM Trust Series | 62956LAA5 | Jun 2026 | 7,286,994 | $6.0M | 0.00% | ABS-MBS |
| 3194 | MEXICAN UDIBONOS | 000000000 | Jun 2026 | 104,000,262 | $5.9M | 0.00% | DBT |
| 3195 | Fannie Mae | 3140BWK49 | Jun 2026 | 6,017,752 | $5.9M | 0.00% | ABS-MBS |
| 3196 | Merrill Lynch Mortgage Investors Trust | 59020VAS2 | Jun 2026 | 18,922,805 | $5.9M | 0.00% | ABS-MBS |
| 3197 | Freddie Mac | 31427HRW4 | Jun 2026 | 6,006,240 | $5.9M | 0.00% | ABS-MBS |
| 3198 | Alesco Preferred Funding Ltd | 01450AAB6 | Jun 2026 | 6,124,586 | $5.9M | 0.00% | ABS-CBDO |
| 3199 | Morgan Stanley Capital Inc | 61744CHP4 | Jun 2026 | 5,841,432 | $5.9M | 0.00% | ABS-O |
| 3200 | Banco Santander SA | 000000000 | Jun 2026 | 1 | $5.9M | 0.00% | DFE |
| 3201 | Countrywide Asset-Backed Certificates | 12669QAE9 | Jun 2026 | 6,036,825 | $5.9M | 0.00% | ABS-O |
| 3202 | Residential Asset Mortgage Products, INC. | 76112BLN8 | Jun 2026 | 5,934,806 | $5.9M | 0.00% | ABS-O |
| 3203 | Atlas Funding | 000000000 | Jun 2026 | 4,459,887 | $5.9M | 0.00% | ABS-MBS |
| 3204 | Deutsche Alt-A Securities INC Mortgage Loan Trust | 25150QAA5 | Jun 2026 | 6,146,556 | $5.9M | 0.00% | ABS-MBS |
| 3205 | PALM RE LTD | 69664FAB4 | Jun 2026 | 5,800,000 | $5.9M | 0.00% | DBT |
| 3206 | Structured Asset Mortgage Investments Inc | 86360UAF3 | Jun 2026 | 8,309,262 | $5.9M | 0.00% | ABS-MBS |
| 3207 | HarborView Mortgage Loan Trust | 41161PGY3 | Jun 2026 | 8,756,640 | $5.9M | 0.00% | ABS-MBS |
| 3208 | Fannie Mae | 3140A5VD7 | Jun 2026 | 5,708,906 | $5.9M | 0.00% | ABS-MBS |
| 3209 | Impac Secured Assets Corp. | 45257VAB2 | Jun 2026 | 6,672,439 | $5.9M | 0.00% | ABS-MBS |
| 3210 | Fieldstone Mortgage Investment Corp. | 316599AE9 | Jun 2026 | 8,913,859 | $5.9M | 0.00% | ABS-O |
| 3211 | Citigroup Mortgage Loan Trust Inc | 17329YAP8 | Jun 2026 | 761,718,452 | $5.9M | 0.00% | ABS-MBS |
| 3212 | SMB Private Education Loan Trust | 78454XAD6 | Jun 2026 | 5,834,029 | $5.9M | 0.00% | ABS-O |
| 3213 | Government National Mortgage Association | 36179W5D6 | Jun 2026 | 6,461,695 | $5.9M | 0.00% | ABS-MBS |
| 3214 | GSAMP Trust | 362334ED2 | Jun 2026 | 6,059,241 | $5.9M | 0.00% | ABS-O |
| 3215 | CENTENE CORP | 15135BAY7 | Jun 2026 | 6,200,000 | $5.9M | 0.00% | DBT |
| 3216 | Banc of America Funding Corporation | 059526AB9 | Jun 2026 | 6,107,618 | $5.9M | 0.00% | ABS-MBS |
| 3217 | Freddie Mac | 3133CAKH2 | Jun 2026 | 5,727,523 | $5.9M | 0.00% | ABS-MBS |
| 3218 | Bear Stearns Asset Backed Securities Trust | 07387VAE9 | Jun 2026 | 5,945,719 | $5.9M | 0.00% | ABS-MBS |
| 3219 | Countrywide Asset-Backed Certificates | 23243HAA9 | Jun 2026 | 6,368,195 | $5.9M | 0.00% | ABS-O |
| 3220 | Ellington Financial Mortgage Trust | 26844QAA5 | Jun 2026 | 5,852,524 | $5.8M | 0.00% | ABS-MBS |
| 3221 | MASTR Asset Backed Securities Trust | 57645JAD1 | Jun 2026 | 21,099,271 | $5.8M | 0.00% | ABS-MBS |
| 3222 | Fannie Mae | 3140HD4R2 | Jun 2026 | 6,147,512 | $5.8M | 0.00% | ABS-MBS |
| 3223 | Bear Stearns Mortgage Funding Trust | 07400NAS9 | Jun 2026 | 6,110,480 | $5.8M | 0.00% | ABS-MBS |
| 3224 | Home Partners of America Trust | 437300AA4 | Jun 2026 | 6,397,945 | $5.8M | 0.00% | ABS-O |
| 3225 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $5.8M | 0.00% | DFE |
| 3226 | Nomura Asset Acceptance Corporation | 65535VKK3 | Jun 2026 | 6,418,999 | $5.8M | 0.00% | ABS-MBS |
| 3227 | GSAA Home Equity Trust | 362382AF0 | Jun 2026 | 33,450,298 | $5.8M | 0.00% | ABS-MBS |
| 3228 | Freddie Mac | 3133KYSF7 | Jun 2026 | 6,112,013 | $5.8M | 0.00% | ABS-MBS |
| 3229 | Citigroup Mortgage Loan Trust Inc | 17313CAF6 | Jun 2026 | 6,302,000 | $5.8M | 0.00% | ABS-O |
| 3230 | Bear Stearns Asset Backed Securities Trust | 07384YUW4 | Jun 2026 | 5,899,800 | $5.8M | 0.00% | ABS-MBS |
| 3231 | WAMU Mortgage Pass-Through Certificates | 92925VAM2 | Jun 2026 | 6,392,177 | $5.8M | 0.00% | ABS-MBS |
| 3232 | Fannie Mae | 3140LRC22 | Jun 2026 | 6,759,137 | $5.8M | 0.00% | ABS-MBS |
| 3233 | Residential Asset Mortgage Products, INC. | 75156WAE3 | Jun 2026 | 5,893,995 | $5.8M | 0.00% | ABS-O |
| 3234 | Wachovia Mortgage Loan Trust, LLC | 92978EAB0 | Jun 2026 | 18,135,992 | $5.8M | 0.00% | ABS-MBS |
| 3235 | Freddie Mac | 3142JSVH5 | Jun 2026 | 5,878,761 | $5.8M | 0.00% | ABS-MBS |
| 3236 | MASTR Asset Backed Securities Trust | 55275TAE8 | Jun 2026 | 21,095,406 | $5.8M | 0.00% | ABS-MBS |
| 3237 | Residential Asset Mortgage Products, INC. | 76112BWY2 | Jun 2026 | 5,855,936 | $5.8M | 0.00% | ABS-O |
| 3238 | Credit Suisse Mortgage Trust | 12649FCU0 | Jun 2026 | 6,349,559 | $5.8M | 0.00% | ABS-MBS |
| 3239 | WAMU Mortgage Pass-Through Certificates | 93364BAA8 | Jun 2026 | 6,643,023 | $5.8M | 0.00% | ABS-MBS |
| 3240 | KKR FINANCIAL CLO LTD | 48255PAA3 | Jun 2026 | 5,750,000 | $5.8M | 0.00% | ABS-CBDO |
| 3241 | Freddie Mac | 3133A93X1 | Jun 2026 | 6,796,013 | $5.8M | 0.00% | ABS-MBS |
| 3242 | GSAA Home Equity Trust | 362334GS7 | Jun 2026 | 18,398,721 | $5.7M | 0.00% | ABS-MBS |
| 3243 | GSAA Home Equity Trust | 3622EUAC0 | Jun 2026 | 32,689,476 | $5.7M | 0.00% | ABS-MBS |
| 3244 | Renaissance Home Equity Loan Trust | 75970QAG5 | Jun 2026 | 23,927,653 | $5.7M | 0.00% | ABS-MBS |
| 3245 | Freddie Mac | 3132DUKC0 | Jun 2026 | 5,822,659 | $5.7M | 0.00% | ABS-MBS |
| 3246 | WAMU Mortgage Pass-Through Certificates | 93364FAH4 | Jun 2026 | 6,189,653 | $5.7M | 0.00% | ABS-MBS |
| 3247 | LAD Auto Receivables Trust | 505920AD0 | Jun 2026 | 5,700,000 | $5.7M | 0.00% | ABS-O |
| 3248 | PRP Advisors, LLC | 693987AA7 | Jun 2026 | 5,850,323 | $5.7M | 0.00% | ABS-MBS |
| 3249 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $5.7M | 0.00% | DFE |
| 3250 | PRP Advisors, LLC | 74449DAA3 | Jun 2026 | 5,724,902 | $5.7M | 0.00% | ABS-MBS |
| 3251 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 2,861,600,000 | $5.7M | 0.00% | DIR |
| 3252 | Pagaya AI Debt Selection Trust | 69546YAA9 | Jun 2026 | 5,726,178 | $5.7M | 0.00% | ABS-O |
| 3253 | LCH Ltd. | 000000000 | Jun 2026 | 110,600,000 | $5.7M | 0.00% | DIR |
| 3254 | Residential Accredit Loans, Inc. | 75115YAA7 | Jun 2026 | 6,112,183 | $5.7M | 0.00% | ABS-MBS |
| 3255 | CarMax Select Receivables Trust | 14319FAD5 | Jun 2026 | 5,674,440 | $5.7M | 0.00% | ABS-O |
| 3256 | Freddie Mac | 3142J6BB8 | Jun 2026 | 5,785,523 | $5.7M | 0.00% | ABS-MBS |
| 3257 | Upstart Securitization Trust | 91684FAC2 | Jun 2026 | 5,700,000 | $5.7M | 0.00% | ABS-O |
| 3258 | Securitized Asset Backed Receivables LLC Trust | 81377JAD5 | Jun 2026 | 28,033,542 | $5.7M | 0.00% | ABS-O |
| 3259 | BAYER US FINANCE LLC | 07274EAK9 | Jun 2026 | 5,400,000 | $5.7M | 0.00% | DBT |
| 3260 | Encore Credit Receivables Trust | 126673VQ2 | Jun 2026 | 5,775,849 | $5.7M | 0.00% | ABS-O |
| 3261 | Deutsche Alt-A Securities INC Mortgage Loan Trust | 25150WAA2 | Jun 2026 | 5,923,112 | $5.7M | 0.00% | ABS-MBS |
| 3262 | Citigroup Mortgage Loan Trust Inc | 17324LAB2 | Jun 2026 | 5,797,891 | $5.7M | 0.00% | ABS-MBS |
| 3263 | Space Coast Credit Union | 805922AE1 | Jun 2026 | 5,656,669 | $5.7M | 0.00% | ABS-O |
| 3264 | VITALITY RE XVI LTD | 92849FAA6 | Jun 2026 | 5,700,000 | $5.7M | 0.00% | DBT |
| 3265 | Fannie Mae | 3140U1R56 | Jun 2026 | 5,768,454 | $5.7M | 0.00% | ABS-MBS |
| 3266 | Freddie Mac | 3137FKAP1 | Jun 2026 | 7,088,477 | $5.7M | 0.00% | ABS-MBS |
| 3267 | Northwoods Capital Ltd | 66858CAN7 | Jun 2026 | 5,662,717 | $5.7M | 0.00% | ABS-CBDO |
| 3268 | RAAC Series | 74978FAH2 | Jun 2026 | 5,560,665 | $5.7M | 0.00% | ABS-O |
| 3269 | Saxon Asset Securities Trust | 80557BAA2 | Jun 2026 | 5,817,854 | $5.7M | 0.00% | ABS-O |
| 3270 | Hyundai Auto Receivables Trust | 44918CAD4 | Jun 2026 | 5,627,868 | $5.7M | 0.00% | ABS-O |
| 3271 | Freddie Mac | 3137ASTB0 | Jun 2026 | 6,034,468 | $5.7M | 0.00% | ABS-MBS |
| 3272 | Fannie Mae | 3140H6BR9 | Jun 2026 | 5,971,884 | $5.7M | 0.00% | ABS-MBS |
| 3273 | Romark Credit Funding, Ltd. | 77588JAA4 | Jun 2026 | 6,000,000 | $5.7M | 0.00% | ABS-CBDO |
| 3274 | VICI PROPERTIES / NOTE | 92564RAL9 | Jun 2026 | 5,805,000 | $5.6M | 0.00% | DBT |
| 3275 | New Century Home Equity Loan Trust | 64352VLN9 | Jun 2026 | 5,635,904 | $5.6M | 0.00% | ABS-MBS |
| 3276 | LCH Ltd. | 000000000 | Jun 2026 | 282,720,000 | $5.6M | 0.00% | DIR |
| 3277 | Bear Stearns Alt-A Trust | 073866BN4 | Jun 2026 | 8,567,694 | $5.6M | 0.00% | ABS-MBS |
| 3278 | Structured Asset Securities Corporation | 86364LAD4 | Jun 2026 | 5,658,957 | $5.6M | 0.00% | ABS-O |
| 3279 | IndyMac IMSC Mortgage Loan Trust | 456671AA4 | Jun 2026 | 9,918,167 | $5.6M | 0.00% | ABS-MBS |
| 3280 | OWNIT Mortgage Loan Asset-Backed Certificates | 69121EAF5 | Jun 2026 | 6,038,421 | $5.6M | 0.00% | ABS-O |
| 3281 | Structured Adjustable Rate Mortgage Loan Trust | 863579MP0 | Jun 2026 | 6,756,313 | $5.6M | 0.00% | ABS-MBS |
| 3282 | Nomura Home Equity Loan Inc | 65536HBX5 | Jun 2026 | 5,795,510 | $5.6M | 0.00% | ABS-MBS |
| 3283 | Progress Residential Trust | 74333QAA3 | Jun 2026 | 6,004,852 | $5.6M | 0.00% | ABS-O |
| 3284 | Countrywide Alternative Loan Trust | 12667GZ30 | Jun 2026 | 5,974,819 | $5.6M | 0.00% | ABS-MBS |
| 3285 | Freddie Mac | 31427KVJ1 | Jun 2026 | 5,689,676 | $5.6M | 0.00% | ABS-MBS |
| 3286 | OCP Euro CLO | 000000000 | Jun 2026 | 4,900,000 | $5.6M | 0.00% | ABS-CBDO |
| 3287 | People's Financial Realty Mortgage Securities Tr | 71103XAS3 | Jun 2026 | 24,142,905 | $5.6M | 0.00% | ABS-O |
| 3288 | Consumer Loan Finance Issuer Trust | 21056DAK6 | Jun 2026 | 5,550,926 | $5.6M | 0.00% | ABS-O |
| 3289 | Fannie Mae | 3140KYPH1 | Jun 2026 | 6,629,317 | $5.6M | 0.00% | ABS-MBS |
| 3290 | Freddie Mac | 3142JUJL5 | Jun 2026 | 5,626,886 | $5.6M | 0.00% | ABS-MBS |
| 3291 | Fannie Mae | 3140H2Z76 | Jun 2026 | 5,878,981 | $5.6M | 0.00% | ABS-MBS |
| 3292 | Fannie Mae | 3140QRUR2 | Jun 2026 | 5,522,581 | $5.6M | 0.00% | ABS-MBS |
| 3293 | Fannie Mae | 3140J6GQ4 | Jun 2026 | 5,877,574 | $5.6M | 0.00% | ABS-MBS |
| 3294 | Fannie Mae | 3140BYP65 | Jun 2026 | 5,672,014 | $5.6M | 0.00% | ABS-MBS |
| 3295 | Ace Securities Corp. | 00441UAE0 | Jun 2026 | 6,324,136 | $5.6M | 0.00% | ABS-MBS |
| 3296 | Fannie Mae | 3140X6S93 | Jun 2026 | 6,076,530 | $5.6M | 0.00% | ABS-MBS |
| 3297 | Davis Square Funding Ltd | 239156AC6 | Jun 2026 | 52,400,000 | $5.6M | 0.00% | ABS-CBDO |
| 3298 | Structured Asset Investment Loan Trust | 86358ERC2 | Jun 2026 | 5,730,780 | $5.6M | 0.00% | ABS-O |
| 3299 | Structured Asset Investment Loan Trust | 86358EPC4 | Jun 2026 | 5,202,674 | $5.6M | 0.00% | ABS-O |
| 3300 | JP Morgan Mortgage Trust | 46660HAD8 | Jun 2026 | 5,621,881 | $5.6M | 0.00% | ABS-MBS |
| 3301 | AMSURG ESCROW | 000000000 | Jun 2026 | 5,968,052 | $5.6M | 0.00% | STIV |
| 3302 | Merrill Lynch Alternative Note Asset | 59024FAD6 | Jun 2026 | 24,055,347 | $5.6M | 0.00% | ABS-MBS |
| 3303 | LCH Ltd. | 000000000 | Jun 2026 | 110,000,000 | $5.5M | 0.00% | DIR |
| 3304 | CS AT1 CLAIMS XS0989394589 | 000000000 | Jun 2026 | 15,734,000 | $5.5M | 0.00% | DBT |
| 3305 | CENTENE CORP | 15135BAT8 | Jun 2026 | 5,700,000 | $5.5M | 0.00% | DBT |
| 3306 | Fannie Mae | 3140BSBK2 | Jun 2026 | 5,619,685 | $5.5M | 0.00% | ABS-MBS |
| 3307 | CITRUS RE LTD | 177510AS3 | Jun 2026 | 5,450,000 | $5.5M | 0.00% | DBT |
| 3308 | SOFI CONSUMER LOAN PROGRAM TRUST | 83407UAD0 | Jun 2026 | 5,461,000 | $5.5M | 0.00% | ABS-O |
| 3309 | Countrywide Alternative Loan Trust | 021466AA5 | Jun 2026 | 5,682,392 | $5.5M | 0.00% | ABS-MBS |
| 3310 | JP Morgan Mortgage Acquisition Corp | 46626LCD0 | Jun 2026 | 6,100,000 | $5.5M | 0.00% | ABS-MBS |
| 3311 | OSCAR US Funding Trust | 68784BAB0 | Jun 2026 | 5,506,346 | $5.5M | 0.00% | ABS-O |
| 3312 | CIM Trust | 12567RAG5 | Jun 2026 | 5,661,000 | $5.5M | 0.00% | ABS-MBS |
| 3313 | JP Morgan Mortgage Trust | 46631NDR7 | Jun 2026 | 13,181,320 | $5.5M | 0.00% | ABS-MBS |
| 3314 | Countrywide Asset-Backed Certificates | 232433AA0 | Jun 2026 | 6,460,657 | $5.5M | 0.00% | ABS-O |
| 3315 | Red & Black Auto Italy | 000000000 | Jun 2026 | 4,796,284 | $5.5M | 0.00% | ABS-O |
| 3316 | Wells Fargo Home Equity Trust | 9497EVAC9 | Jun 2026 | 5,870,983 | $5.5M | 0.00% | ABS-O |
| 3317 | Trinitas CLO Ltd | 89640EAN8 | Jun 2026 | 5,500,000 | $5.5M | 0.00% | ABS-CBDO |
| 3318 | Navient Student Loan Trust | 63941FAB2 | Jun 2026 | 5,660,596 | $5.5M | 0.00% | ABS-O |
| 3319 | New Residential Mortgage Loan Trust | 64829XBV3 | Jun 2026 | 5,746,917 | $5.5M | 0.00% | ABS-MBS |
| 3320 | MLCC Mortgage Investors Inc | 59023PAB9 | Jun 2026 | 6,563,731 | $5.5M | 0.00% | ABS-MBS |
| 3321 | Fannie Mae | 3140NDN94 | Jun 2026 | 5,456,415 | $5.5M | 0.00% | ABS-MBS |
| 3322 | Structured Asset Securities Corporation | 863576FM1 | Jun 2026 | 5,505,365 | $5.5M | 0.00% | ABS-O |
| 3323 | Citimortgage Alternative Loan Trust | 12566WAA8 | Jun 2026 | 5,933,890 | $5.5M | 0.00% | ABS-MBS |
| 3324 | Washington Mutual Mortgage Pass-Through CTFS | 93935HAF4 | Jun 2026 | 21,631,793 | $5.5M | 0.00% | ABS-MBS |
| 3325 | Lehman XS Trust | 525226AG1 | Jun 2026 | 5,073,984 | $5.5M | 0.00% | ABS-MBS |
| 3326 | Fannie Mae | 31418CPF5 | Jun 2026 | 5,824,244 | $5.5M | 0.00% | ABS-MBS |
| 3327 | ARMOR RE II LTD | 04227FAF2 | Jun 2026 | 5,200,000 | $5.5M | 0.00% | DBT |
| 3328 | Credit-Based Asset Servicing and Securitization | 12489WNA8 | Jun 2026 | 5,718,014 | $5.5M | 0.00% | ABS-O |
| 3329 | Countrywide Asset-Backed Certificates | 126670DE5 | Jun 2026 | 6,000,000 | $5.5M | 0.00% | ABS-O |
| 3330 | Saxon Asset Securities Trust | 805564TK7 | Jun 2026 | 5,575,499 | $5.5M | 0.00% | ABS-O |
| 3331 | Morgan Stanley Capital Inc | 61755AAC0 | Jun 2026 | 7,129,727 | $5.4M | 0.00% | ABS-O |
| 3332 | Countrywide Home Loans | 12544PAF9 | Jun 2026 | 12,402,738 | $5.4M | 0.00% | ABS-MBS |
| 3333 | American Home Mortgage Investment Trust | 02660TJB0 | Jun 2026 | 5,876,633 | $5.4M | 0.00% | ABS-MBS |
| 3334 | Bumper | 000000000 | Jun 2026 | 4,757,878 | $5.4M | 0.00% | ABS-O |
| 3335 | Freddie Mac | 3133BWH48 | Jun 2026 | 5,374,161 | $5.4M | 0.00% | ABS-MBS |
| 3336 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $5.4M | 0.00% | DFE |
| 3337 | Countrywide Alternative Loan Trust | 12667GAW3 | Jun 2026 | 7,396,631 | $5.4M | 0.00% | ABS-MBS |
| 3338 | Greensky Home Improvement Issuer Trust | 39571VAB4 | Jun 2026 | 5,415,464 | $5.4M | 0.00% | ABS-O |
| 3339 | Newcastle Mortgage Securities Trust | 65106AAS2 | Jun 2026 | 5,500,000 | $5.4M | 0.00% | ABS-O |
| 3340 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $5.4M | 0.00% | DFE |
| 3341 | Structured Asset Securities Corporation | 86365DAB5 | Jun 2026 | 5,750,000 | $5.4M | 0.00% | ABS-O |
| 3342 | GSAA Home Equity Trust | 3622ELAD8 | Jun 2026 | 19,407,561 | $5.4M | 0.00% | ABS-MBS |
| 3343 | Merrill Lynch Mortgage Investors Trust | 59022VAA9 | Jun 2026 | 5,824,851 | $5.4M | 0.00% | ABS-O |
| 3344 | Carvana Auto Receivables Trust | 14686JAD2 | Jun 2026 | 5,398,932 | $5.4M | 0.00% | ABS-O |
| 3345 | Residential Asset Securities Corporation | 74924WAE7 | Jun 2026 | 5,561,575 | $5.4M | 0.00% | ABS-MBS |
| 3346 | Fannie Mae | 3140BUEU2 | Jun 2026 | 5,487,421 | $5.4M | 0.00% | ABS-MBS |
| 3347 | Consumer Loan Finance Issuer Trust | 21056EAL2 | Jun 2026 | 12,745,387 | $5.4M | 0.00% | ABS-O |
| 3348 | Freddie Mac | 3142JWXP6 | Jun 2026 | 5,428,974 | $5.4M | 0.00% | ABS-MBS |
| 3349 | Countrywide Alternative Loan Trust | 12668AGN9 | Jun 2026 | 5,661,761 | $5.4M | 0.00% | ABS-MBS |
| 3350 | Tesla Sustainable Energy Trust | 88164AAB0 | Jun 2026 | 5,388,699 | $5.4M | 0.00% | ABS-O |
| 3351 | WAMU Mortgage Pass-Through Certificates | 92925DAA8 | Jun 2026 | 6,058,079 | $5.4M | 0.00% | ABS-MBS |
| 3352 | Home Equity Asset Trust | 437084MK9 | Jun 2026 | 5,484,126 | $5.4M | 0.00% | ABS-MBS |
| 3353 | Bear Stearns Alt-A Trust | 07387QAA8 | Jun 2026 | 5,802,393 | $5.4M | 0.00% | ABS-MBS |
| 3354 | BSREP Commercial Mortgage Trust 2021-DC | 05591UAA5 | Jun 2026 | 5,581,387 | $5.4M | 0.00% | ABS-MBS |
| 3355 | LCH Ltd. | 000000000 | Jun 2026 | 267,050,000 | $5.4M | 0.00% | DIR |
| 3356 | Fannie Mae | 3140ARM80 | Jun 2026 | 5,444,500 | $5.4M | 0.00% | ABS-MBS |
| 3357 | Countrywide Asset-Backed Certificates | 23242EAK5 | Jun 2026 | 5,398,597 | $5.4M | 0.00% | ABS-O |
| 3358 | Soundview Home Equity Loan Trust | 83612HAD0 | Jun 2026 | 5,579,040 | $5.4M | 0.00% | ABS-MBS |
| 3359 | Intercontinental Exchange, Inc. | 000000000 | Jun 2026 | 289,940,000 | $5.4M | 0.00% | DCR |
| 3360 | Credit Suisse Mortgage Trust | 12645KCY5 | Jun 2026 | 5,524,206 | $5.4M | 0.00% | ABS-MBS |
| 3361 | Duke Funding Ltd | 2644EPAQ5 | Jun 2026 | 776,047,403 | $5.3M | 0.00% | ABS-CBDO |
| 3362 | Pagaya AI Debt Selection Trust | 69544PAC6 | Jun 2026 | 5,334,964 | $5.3M | 0.00% | ABS-O |
| 3363 | Credit Suisse Mortgage Trust | 12638PAJ8 | Jun 2026 | 20,269,868 | $5.3M | 0.00% | ABS-MBS |
| 3364 | Morgan Stanley Capital I Trust | 61692BBU3 | Jun 2026 | 95,608,750 | $5.3M | 0.00% | ABS-MBS |
| 3365 | Ludgate Funding Plc | 000000000 | Jun 2026 | 4,076,425 | $5.3M | 0.00% | ABS-MBS |
| 3366 | Deutsche Alt-A Securities INC Mortgage Loan Trust | 25151AAG6 | Jun 2026 | 5,715,819 | $5.3M | 0.00% | ABS-MBS |
| 3367 | Structured Asset Investment Loan Trust | 86358GAF8 | Jun 2026 | 13,649,052 | $5.3M | 0.00% | ABS-O |
| 3368 | GATEWAY RE LTD | 36779CAU0 | Jun 2026 | 5,300,000 | $5.3M | 0.00% | DBT |
| 3369 | Countrywide Asset-Backed Certificates | 126673XD9 | Jun 2026 | 5,355,506 | $5.3M | 0.00% | ABS-O |
| 3370 | RIN Ltd | 74970VAW2 | Jun 2026 | 5,300,000 | $5.3M | 0.00% | ABS-CBDO |
| 3371 | Fannie Mae | 3140NCM89 | Jun 2026 | 5,251,056 | $5.3M | 0.00% | ABS-MBS |
| 3372 | Countrywide Asset-Backed Certificates | 126670SP4 | Jun 2026 | 5,711,463 | $5.3M | 0.00% | ABS-MBS |
| 3373 | Bear Stearns Asset Backed Securities Trust | 07387VAC3 | Jun 2026 | 5,420,141 | $5.3M | 0.00% | ABS-MBS |
| 3374 | First Franklin Mtg Loan Asset Backed Certificates | 32028KAE6 | Jun 2026 | 6,076,097 | $5.3M | 0.00% | ABS-O |
| 3375 | LCH Ltd. | 000000000 | Jun 2026 | 206,700,000 | $5.3M | 0.00% | DIR |
| 3376 | DLLMT LLC | 23347JAB8 | Jun 2026 | 5,300,000 | $5.3M | 0.00% | ABS-O |
| 3377 | Morgan Stanley Mortgage Loan Trust | 61754VAG6 | Jun 2026 | 10,240,703 | $5.3M | 0.00% | ABS-MBS |
| 3378 | Wells Fargo Mortgage Loan Trust | 94987FAE6 | Jun 2026 | 11,218,911 | $5.3M | 0.00% | ABS-MBS |
| 3379 | GSAMP Trust | 36245TAD7 | Jun 2026 | 11,588,877 | $5.3M | 0.00% | ABS-O |
| 3380 | Santander Drive Auto Receivables Trust | 802920AD0 | Jun 2026 | 5,260,280 | $5.3M | 0.00% | ABS-O |
| 3381 | Banc of America Funding Corporation | 05952GAA9 | Jun 2026 | 6,273,966 | $5.3M | 0.00% | ABS-MBS |
| 3382 | Bear Stearns Alt-A Trust | 07386HK26 | Jun 2026 | 5,986,330 | $5.3M | 0.00% | ABS-MBS |
| 3383 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 878,200,000 | $5.2M | 0.00% | DIR |
| 3384 | Countrywide Home Loans | 125438AB7 | Jun 2026 | 5,556,991 | $5.2M | 0.00% | ABS-MBS |
| 3385 | PACIFIC GAS & ELECTRIC | 694308KM8 | Jun 2026 | 4,948,000 | $5.2M | 0.00% | DBT |
| 3386 | Structured Asset Securities Corporation | 86359DVX2 | Jun 2026 | 5,455,122 | $5.2M | 0.00% | ABS-O |
| 3387 | Ameriquest Mortgage Securities Inc. | 03072SXH3 | Jun 2026 | 5,609,442 | $5.2M | 0.00% | ABS-O |
| 3388 | Freddie Mac | 3133CYSC3 | Jun 2026 | 5,305,351 | $5.2M | 0.00% | ABS-MBS |
| 3389 | Option One Mortgage Loan Trust | 68389FJK1 | Jun 2026 | 5,889,000 | $5.2M | 0.00% | ABS-MBS |
| 3390 | Countrywide Alternative Loan Trust | 12667FVN2 | Jun 2026 | 5,217,075 | $5.2M | 0.00% | ABS-MBS |
| 3391 | The Federal Republic of Nigeria | 000000000 | Jun 2026 | 7,595,158,000 | $5.2M | 0.00% | STIV |
| 3392 | Citicorp Residential Mortgage Securities, Inc. | 17310EAH1 | Jun 2026 | 5,580,000 | $5.2M | 0.00% | ABS-O |
| 3393 | Structured Asset Investment Loan Trust | 86358EC95 | Jun 2026 | 9,926,479 | $5.2M | 0.00% | ABS-O |
| 3394 | Morgan Stanley ReRemic Trust | 61759FAN1 | Jun 2026 | 10,432,339 | $5.2M | 0.00% | ABS-MBS |
| 3395 | Morgan Stanley Capital Inc | 617451DR7 | Jun 2026 | 5,319,237 | $5.2M | 0.00% | ABS-MBS |
| 3396 | Residential Asset Securities Corporation | 76110W4G8 | Jun 2026 | 5,509,317 | $5.2M | 0.00% | ABS-MBS |
| 3397 | Freddie Mac | 3142JNJU1 | Jun 2026 | 5,243,094 | $5.2M | 0.00% | ABS-MBS |
| 3398 | RBSSP Resecuritization Trust | 74930NAD1 | Jun 2026 | 6,987,585 | $5.2M | 0.00% | ABS-MBS |
| 3399 | Asset Backed Funding Certificates | 00075VAD3 | Jun 2026 | 12,848,879 | $5.2M | 0.00% | ABS-MBS |
| 3400 | Freddie Mac | 3142GS5S3 | Jun 2026 | 5,219,913 | $5.2M | 0.00% | ABS-MBS |
| 3401 | Uropa Securities plc | 000000000 | Jun 2026 | 3,919,658 | $5.2M | 0.00% | ABS-MBS |
| 3402 | SMB Private Education Loan Trust | 78454XAF1 | Jun 2026 | 22,750 | $5.2M | 0.00% | ABS-O |
| 3403 | PRP Advisors, LLC | 69384AAA6 | Jun 2026 | 5,171,224 | $5.2M | 0.00% | ABS-MBS |
| 3404 | Structured Asset Securities Corporation | 86359BZ46 | Jun 2026 | 4,793,161 | $5.2M | 0.00% | ABS-O |
| 3405 | Freddie Mac | 3128MJZ29 | Jun 2026 | 5,766,412 | $5.2M | 0.00% | ABS-MBS |
| 3406 | Fannie Mae | 3140BMZ86 | Jun 2026 | 5,235,582 | $5.2M | 0.00% | ABS-MBS |
| 3407 | Citigroup Mortgage Loan Trust Inc | 17312WAA4 | Jun 2026 | 5,212,439 | $5.2M | 0.00% | ABS-O |
| 3408 | Freddie Mac | 31425VMR1 | Jun 2026 | 5,227,789 | $5.2M | 0.00% | ABS-MBS |
| 3409 | Washington Mutual Asset-Backed CTFS | 93934MAE7 | Jun 2026 | 8,021,523 | $5.1M | 0.00% | ABS-O |
| 3410 | REPUBLIC OF VENEZUELA | 000000000 | Jun 2026 | 9,360,000 | $5.1M | 0.00% | DBT |
| 3411 | Citibank NA | 000000000 | Jun 2026 | 1 | $5.1M | 0.00% | DFE |
| 3412 | Greensky Home Improvement Issuer Trust | 39571NAB2 | Jun 2026 | 5,122,099 | $5.1M | 0.00% | ABS-O |
| 3413 | Freddie Mac | 3133A1JS2 | Jun 2026 | 5,752,204 | $5.1M | 0.00% | ABS-MBS |
| 3414 | Residential Accredit Loans, Inc. | 75116BAB4 | Jun 2026 | 6,250,556 | $5.1M | 0.00% | ABS-MBS |
| 3415 | Long Beach Mortgage Loan Trust | 542514RH9 | Jun 2026 | 5,186,158 | $5.1M | 0.00% | ABS-O |
| 3416 | Residential Asset Securities Corporation | 76113AAJ0 | Jun 2026 | 5,231,060 | $5.1M | 0.00% | ABS-MBS |
| 3417 | Marzio Finance | 000000000 | Jun 2026 | 4,479,331 | $5.1M | 0.00% | ABS-O |
| 3418 | Fannie Mae | 3140F9WL5 | Jun 2026 | 5,530,761 | $5.1M | 0.00% | ABS-MBS |
| 3419 | Fannie Mae | 3140BXKW5 | Jun 2026 | 5,203,844 | $5.1M | 0.00% | ABS-MBS |
| 3420 | CSMCM Trust Certificates | 12596PAA7 | Jun 2026 | 6,270,148 | $5.1M | 0.00% | ABS-MBS |
| 3421 | Bear Stearns Asset Backed Securities Trust | 07387NAC1 | Jun 2026 | 23,098,957 | $5.1M | 0.00% | ABS-MBS |
| 3422 | CITRUS RE LTD | 177510AT1 | Jun 2026 | 5,050,000 | $5.1M | 0.00% | DBT |
| 3423 | Residential Asset Securities Corporation | 74924VAC3 | Jun 2026 | 5,423,749 | $5.1M | 0.00% | ABS-MBS |
| 3424 | Credit-Based Asset Servicing and Securitization | 1248MGAK0 | Jun 2026 | 18,957,765 | $5.1M | 0.00% | ABS-O |
| 3425 | Countrywide Asset-Backed Certificates | 126673S94 | Jun 2026 | 5,219,221 | $5.1M | 0.00% | ABS-O |
| 3426 | MF1 | 55284DAA0 | Jun 2026 | 5,140,000 | $5.1M | 0.00% | ABS-MBS |
| 3427 | Fremont Home Loan Trust | 35729MAD9 | Jun 2026 | 16,929,279 | $5.1M | 0.00% | ABS-O |
| 3428 | Government National Mortgage Association | 3617GGRD9 | Jun 2026 | 5,457,443 | $5.1M | 0.00% | ABS-MBS |
| 3429 | Lehman XS Trust | 52524HAJ9 | Jun 2026 | 5,509,519 | $5.1M | 0.00% | ABS-MBS |
| 3430 | Residential Asset Securities Corporation | 76110W6C5 | Jun 2026 | 5,210,095 | $5.1M | 0.00% | ABS-MBS |
| 3431 | WAMU Mortgage Pass-Through Certificates | 933636AG7 | Jun 2026 | 5,520,632 | $5.1M | 0.00% | ABS-MBS |
| 3432 | Quest Trust | 03072SZN8 | Jun 2026 | 5,984,900 | $5.1M | 0.00% | ABS-O |
| 3433 | Option One Mortgage Loan Trust | 68400DAE4 | Jun 2026 | 8,708,684 | $5.1M | 0.00% | ABS-MBS |
| 3434 | Government National Mortgage Association | 36179RLQ0 | Jun 2026 | 5,289,972 | $5.1M | 0.00% | ABS-MBS |
| 3435 | Upstart Securitization Trust | 91684PAB2 | Jun 2026 | 5,000,000 | $5.1M | 0.00% | ABS-O |
| 3436 | Fannie Mae | 3140BVRQ5 | Jun 2026 | 5,133,829 | $5.1M | 0.00% | ABS-MBS |
| 3437 | BBCCRE Trust | 05490TAA0 | Jun 2026 | 5,407,610 | $5.1M | 0.00% | ABS-MBS |
| 3438 | Soundview Home Equity Loan Trust | 83612NAF2 | Jun 2026 | 18,820,750 | $5.1M | 0.00% | ABS-O |
| 3439 | Structured Asset Securities Corporation | 86363HAD4 | Jun 2026 | 14,335,920 | $5.0M | 0.00% | ABS-O |
| 3440 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $5.0M | 0.00% | DFE |
| 3441 | NRPLM Trust Series | 669978AA6 | Jun 2026 | 6,467,416 | $5.0M | 0.00% | ABS-MBS |
| 3442 | Freddie Mac | 31329PZR7 | Jun 2026 | 5,206,481 | $5.0M | 0.00% | ABS-MBS |
| 3443 | Residential Accredit Loans, Inc. | 749241AA3 | Jun 2026 | 6,007,385 | $5.0M | 0.00% | ABS-MBS |
| 3444 | IndyMac INDX Mortgage Loan Trust | 45661VAA4 | Jun 2026 | 5,305,556 | $5.0M | 0.00% | ABS-MBS |
| 3445 | Fannie Mae | 3140H6EG0 | Jun 2026 | 5,298,600 | $5.0M | 0.00% | ABS-MBS |
| 3446 | NRPLM Trust Series | 628989AA3 | Jun 2026 | 6,253,702 | $5.0M | 0.00% | ABS-MBS |
| 3447 | WAMU Mortgage Pass-Through Certificates | 92925VAC4 | Jun 2026 | 5,279,183 | $5.0M | 0.00% | ABS-MBS |
| 3448 | Pagaya AI Debt Selection Trust | 69544AAC9 | Jun 2026 | 5,017,940 | $5.0M | 0.00% | ABS-O |
| 3449 | RBSSP Resecuritization Trust | 74929CAN6 | Jun 2026 | 5,304,513 | $5.0M | 0.00% | ABS-MBS |
| 3450 | Conseco Finance Securitizations Corp. | 20846QER5 | Jun 2026 | 29,476,990 | $5.0M | 0.00% | ABS-O |
| 3451 | American Home Mortgage Investment Trust | 02660THY2 | Jun 2026 | 5,425,975 | $5.0M | 0.00% | ABS-MBS |
| 3452 | Fannie Mae | 3140BMNC0 | Jun 2026 | 5,093,132 | $5.0M | 0.00% | ABS-MBS |
| 3453 | GLP CAPITAL LP / FIN II | 361841AQ2 | Jun 2026 | 5,300,000 | $5.0M | 0.00% | DBT |
| 3454 | Trinitas CLO Ltd | 89641CAU5 | Jun 2026 | 5,000,000 | $5.0M | 0.00% | ABS-CBDO |
| 3455 | EVERGLADES RE II LTD | 30014LAX2 | Jun 2026 | 5,000,000 | $5.0M | 0.00% | DBT |
| 3456 | OWNIT Mortgage Loan Asset-Backed Certificates | 69121PBU6 | Jun 2026 | 5,033,379 | $5.0M | 0.00% | ABS-O |
| 3457 | Freddie Mac | 3132WKQ27 | Jun 2026 | 5,574,908 | $5.0M | 0.00% | ABS-MBS |
| 3458 | Anchorage Credit Funding Ltd. | 03332DAA2 | Jun 2026 | 5,140,318 | $5.0M | 0.00% | ABS-CBDO |
| 3459 | Dutch Mortgage Finance | 000000000 | Jun 2026 | 4,345,000 | $5.0M | 0.00% | ABS-MBS |
| 3460 | Ameriquest Mortgage Securities Inc. | 03072SA62 | Jun 2026 | 6,000,000 | $5.0M | 0.00% | ABS-O |
| 3461 | Fannie Mae | 3138WKT88 | Jun 2026 | 5,390,170 | $5.0M | 0.00% | ABS-MBS |
| 3462 | Chase Funding Loan Acquisition Trust | 161542DZ5 | Jun 2026 | 5,020,402 | $5.0M | 0.00% | ABS-MBS |
| 3463 | Citimortgage Alternative Loan Trust | 12566QAB9 | Jun 2026 | 5,913,765 | $5.0M | 0.00% | ABS-MBS |
| 3464 | Residential Asset Mortgage Products, INC. | 76112BQB9 | Jun 2026 | 4,750,000 | $5.0M | 0.00% | ABS-O |
| 3465 | Morgan Stanley Capital Inc | 61749NAE7 | Jun 2026 | 10,079,500 | $5.0M | 0.00% | ABS-MBS |
| 3466 | GMF Canada Leasing Trust | 36252MDG2 | Jun 2026 | 7,023,130 | $5.0M | 0.00% | ABS-O |
| 3467 | HSI Asset Securitization Corporation Trust | 40430HED6 | Jun 2026 | 5,700,000 | $5.0M | 0.00% | ABS-O |
| 3468 | Fannie Mae | 3140HE7C0 | Jun 2026 | 5,383,732 | $5.0M | 0.00% | ABS-MBS |
| 3469 | Residential Asset Securitization Trust | 761120AL8 | Jun 2026 | 19,160,977 | $5.0M | 0.00% | ABS-MBS |
| 3470 | Consumer Loan Finance Issuer Trust | 21056EAE8 | Jun 2026 | 4,796,263 | $5.0M | 0.00% | ABS-O |
| 3471 | BCAP LLC Trust | 05533NCE2 | Jun 2026 | 5,305,387 | $4.9M | 0.00% | ABS-MBS |
| 3472 | Countrywide Home Loans | 12669GRM5 | Jun 2026 | 5,695,713 | $4.9M | 0.00% | ABS-MBS |
| 3473 | Merrill Lynch Mortgage Investors Trust | 59023NAD0 | Jun 2026 | 8,763,343 | $4.9M | 0.00% | ABS-MBS |
| 3474 | Drive Auto Receivables Trust | 26207AAD5 | Jun 2026 | 4,931,049 | $4.9M | 0.00% | ABS-O |
| 3475 | Freddie Mac | 31427H6M9 | Jun 2026 | 5,013,791 | $4.9M | 0.00% | ABS-MBS |
| 3476 | First Franklin Mtg Loan Asset Backed Certificates | 32027NXX4 | Jun 2026 | 5,044,767 | $4.9M | 0.00% | ABS-O |
| 3477 | Fannie Mae | 3140NCT82 | Jun 2026 | 4,868,916 | $4.9M | 0.00% | ABS-MBS |
| 3478 | Government National Mortgage Association | 38376RRL2 | Jun 2026 | 4,887,380 | $4.9M | 0.00% | ABS-MBS |
| 3479 | Ace Securities Corp. | 004421GJ6 | Jun 2026 | 5,140,579 | $4.9M | 0.00% | ABS-MBS |
| 3480 | Fannie Mae | 3140XLFD5 | Jun 2026 | 4,939,255 | $4.9M | 0.00% | ABS-MBS |
| 3481 | Ace Securities Corp. | 00441XAE4 | Jun 2026 | 17,190,352 | $4.9M | 0.00% | ABS-MBS |
| 3482 | Cascade MH Asset Trust | 14731VAA6 | Jun 2026 | 4,859,010 | $4.9M | 0.00% | ABS-O |
| 3483 | WINSTON RE LTD | 975660AB7 | Jun 2026 | 4,800,000 | $4.9M | 0.00% | DBT |
| 3484 | HSI Asset Securitization Corporation Trust | 44328AAC4 | Jun 2026 | 14,427,608 | $4.9M | 0.00% | ABS-MBS |
| 3485 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $4.9M | 0.00% | DFE |
| 3486 | New Century Home Equity Loan Trust | 64352VQR5 | Jun 2026 | 4,887,578 | $4.9M | 0.00% | ABS-O |
| 3487 | Structured Asset Securities Corporation | 86360PAA5 | Jun 2026 | 4,949,392 | $4.9M | 0.00% | ABS-O |
| 3488 | Fannie Mae | 3140B5PQ4 | Jun 2026 | 4,863,314 | $4.9M | 0.00% | ABS-MBS |
| 3489 | TREMONT RE LTD | 89479VAA4 | Jun 2026 | 4,900,000 | $4.9M | 0.00% | DBT |
| 3490 | Navient Student Loan Trust | 63939KAC3 | Jun 2026 | 4,867,156 | $4.9M | 0.00% | ABS-O |
| 3491 | Aegis Asset Backed Securities Trust | 00764MDH7 | Jun 2026 | 5,446,125 | $4.9M | 0.00% | ABS-MBS |
| 3492 | Nomura Resecuritization Trust | 65539BAB4 | Jun 2026 | 14,300,773 | $4.9M | 0.00% | ABS-MBS |
| 3493 | Alesco Preferred Funding Ltd | 01448XAB1 | Jun 2026 | 5,000,000 | $4.8M | 0.00% | ABS-CBDO |
| 3494 | MASTR Asset Backed Securities Trust | 576456AA5 | Jun 2026 | 5,331,879 | $4.8M | 0.00% | ABS-MBS |
| 3495 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $4.8M | 0.00% | DFE |
| 3496 | Freddie Mac | 3132L9QP3 | Jun 2026 | 5,241,971 | $4.8M | 0.00% | ABS-MBS |
| 3497 | Securitized Asset Backed Receivables LLC Trust | 81378AAA9 | Jun 2026 | 5,189,747 | $4.8M | 0.00% | ABS-O |
| 3498 | Structured Asset Securities Corporation | 863576FN9 | Jun 2026 | 4,889,000 | $4.8M | 0.00% | ABS-O |
| 3499 | New Residential Mortgage Loan Trust | 64828CDL0 | Jun 2026 | 5,002,999 | $4.8M | 0.00% | ABS-MBS |
| 3500 | Lehman XS Trust | 525221JX6 | Jun 2026 | 4,880,989 | $4.8M | 0.00% | ABS-O |
| 3501 | Accredited Mortgage Loan Trust | 00438QAF1 | Jun 2026 | 5,000,000 | $4.8M | 0.00% | ABS-MBS |
| 3502 | BLUE RIDGE RE LTD | 096003AC2 | Jun 2026 | 4,800,000 | $4.8M | 0.00% | DBT |
| 3503 | Woodward Capital Management | 748956AA7 | Jun 2026 | 4,794,483 | $4.8M | 0.00% | ABS-MBS |
| 3504 | MASTR Asset Backed Securities Trust | 576449AD4 | Jun 2026 | 17,301,489 | $4.8M | 0.00% | ABS-MBS |
| 3505 | Fannie Mae | 3140QBCD8 | Jun 2026 | 5,053,383 | $4.8M | 0.00% | ABS-MBS |
| 3506 | Structured Asset Investment Loan Trust | 86358EPR1 | Jun 2026 | 5,003,843 | $4.8M | 0.00% | ABS-O |
| 3507 | Conseco Finance Securitizations Corp. | 20846QDV7 | Jun 2026 | 40,754,429 | $4.8M | 0.00% | ABS-O |
| 3508 | SBNA Auto Receivables Trust | 78437PAC7 | Jun 2026 | 4,784,029 | $4.8M | 0.00% | ABS-O |
| 3509 | Merrill Lynch Mortgage Investors Trust | 59020UMF9 | Jun 2026 | 4,761,925 | $4.8M | 0.00% | ABS-O |
| 3510 | Asset Backed Funding Certificates | 00075WAP4 | Jun 2026 | 8,598,949 | $4.8M | 0.00% | ABS-MBS |
| 3511 | LCH Ltd. | 000000000 | Jun 2026 | 164,600,000 | $4.8M | 0.00% | DIR |
| 3512 | People's Financial Realty Mortgage Securities Tr | 71103XAB0 | Jun 2026 | 27,452,839 | $4.8M | 0.00% | ABS-O |
| 3513 | Davis Square Funding Ltd | 239156AB8 | Jun 2026 | 44,806,219 | $4.8M | 0.00% | ABS-CBDO |
| 3514 | Structured Asset Mortgage Investments Inc | 86360KAF5 | Jun 2026 | 5,654,602 | $4.8M | 0.00% | ABS-MBS |
| 3515 | Encore Credit Receivables Trust | 29256PAZ7 | Jun 2026 | 4,855,513 | $4.8M | 0.00% | ABS-O |
| 3516 | Freddie Mac | 31426VC34 | Jun 2026 | 4,826,897 | $4.8M | 0.00% | ABS-MBS |
| 3517 | LCH Ltd. | 000000000 | Jun 2026 | 249,010,000 | $4.8M | 0.00% | DIR |
| 3518 | Alesco Preferred Funding Ltd | 01448QAB6 | Jun 2026 | 4,896,880 | $4.7M | 0.00% | ABS-CBDO |
| 3519 | US RENAL CARE INC | 90355YAA5 | Jun 2026 | 5,107,200 | $4.7M | 0.00% | DBT |
| 3520 | Park Place Securities Inc | 70069FFM4 | Jun 2026 | 4,930,433 | $4.7M | 0.00% | ABS-O |
| 3521 | Foresea Holding SA | 262051204 | Jun 2026 | 207,100 | $4.7M | 0.00% | EC |
| 3522 | Long Beach Mortgage Loan Trust | 542514UG7 | Jun 2026 | 5,019,081 | $4.7M | 0.00% | ABS-O |
| 3523 | ALTICE FRANCE SA | 02090DAE8 | Jun 2026 | 4,872,423 | $4.7M | 0.00% | DBT |
| 3524 | Citigroup Mortgage Loan Trust Inc | 17324AAB6 | Jun 2026 | 5,255,675 | $4.7M | 0.00% | ABS-MBS |
| 3525 | GLS Auto Select Receivables Trust | 37988XAB1 | Jun 2026 | 4,703,250 | $4.7M | 0.00% | ABS-O |
| 3526 | Countrywide Home Loans | 12669GX97 | Jun 2026 | 4,794,334 | $4.7M | 0.00% | ABS-MBS |
| 3527 | Fannie Mae | 31418FJS7 | Jun 2026 | 4,790,709 | $4.7M | 0.00% | ABS-MBS |
| 3528 | WAMU Mortgage Pass-Through Certificates | 933634AE7 | Jun 2026 | 5,254,931 | $4.7M | 0.00% | ABS-MBS |
| 3529 | Structured Adjustable Rate Mortgage Loan Trust | 86361JAR1 | Jun 2026 | 4,986,829 | $4.7M | 0.00% | ABS-MBS |
| 3530 | Countrywide Alternative Loan Trust | 02147FAR7 | Jun 2026 | 13,187,870 | $4.7M | 0.00% | ABS-MBS |
| 3531 | Residential Asset Mortgage Products, INC. | 76112BKF6 | Jun 2026 | 4,710,363 | $4.7M | 0.00% | ABS-O |
| 3532 | Countrywide Alternative Loan Trust | 12668EAS6 | Jun 2026 | 24,305,983 | $4.7M | 0.00% | ABS-MBS |
| 3533 | Fannie Mae | 3140QCMJ2 | Jun 2026 | 5,295,475 | $4.7M | 0.00% | ABS-MBS |
| 3534 | JP Morgan Chase Commercial Mortgage Sec Trust | 46653DAA2 | Jun 2026 | 5,000,000 | $4.7M | 0.00% | ABS-MBS |
| 3535 | Freddie Mac | 31427KDE2 | Jun 2026 | 4,746,430 | $4.7M | 0.00% | ABS-MBS |
| 3536 | LCH Ltd. | 000000000 | Jun 2026 | 193,090,000 | $4.7M | 0.00% | DIR |
| 3537 | College Ave Student Loans | 19425MAF5 | Jun 2026 | 4,482,902 | $4.7M | 0.00% | ABS-O |
| 3538 | Countrywide Alternative Loan Trust | 12668BRG0 | Jun 2026 | 4,881,993 | $4.7M | 0.00% | ABS-MBS |
| 3539 | Freddie Mac | 31427PXC3 | Jun 2026 | 4,641,546 | $4.7M | 0.00% | ABS-MBS |
| 3540 | RAAC Series | 74978BAA6 | Jun 2026 | 4,743,686 | $4.7M | 0.00% | ABS-O |
| 3541 | Consumer Loan Finance Issuer Trust | 21050UAF5 | Jun 2026 | 4,644,445 | $4.7M | 0.00% | ABS-O |
| 3542 | Fannie Mae | 3140GYM22 | Jun 2026 | 4,911,250 | $4.7M | 0.00% | ABS-MBS |
| 3543 | Fremont Home Loan Trust | 35729PKA7 | Jun 2026 | 5,257,000 | $4.7M | 0.00% | ABS-O |
| 3544 | Ameriquest Mortgage Securities Inc. | 03072SQU2 | Jun 2026 | 5,524,637 | $4.7M | 0.00% | ABS-MBS |
| 3545 | Societe Generale SA | 000000000 | Jun 2026 | 1 | $4.7M | 0.00% | DFE |
| 3546 | Freddie Mac | 31426CPW8 | Jun 2026 | 4,701,949 | $4.7M | 0.00% | ABS-MBS |
| 3547 | Asset Backed Funding Certificates | 04542BHE5 | Jun 2026 | 4,412,035 | $4.7M | 0.00% | ABS-MBS |
| 3548 | Specialty Underwriting & Residential Finance | 84751NAF1 | Jun 2026 | 8,510,984 | $4.7M | 0.00% | ABS-O |
| 3549 | Residential Asset Securities Corporation | 74924WAD9 | Jun 2026 | 4,815,615 | $4.7M | 0.00% | ABS-MBS |
| 3550 | IndyMac INDX Mortgage Loan Trust | 45661EAB0 | Jun 2026 | 5,062,378 | $4.7M | 0.00% | ABS-MBS |
| 3551 | Fieldstone Mortgage Investment Corp. | 31659TEJ0 | Jun 2026 | 5,193,015 | $4.7M | 0.00% | ABS-O |
| 3552 | MASTR Asset Backed Securities Trust | 57644TAD0 | Jun 2026 | 23,846,472 | $4.7M | 0.00% | ABS-MBS |
| 3553 | COLT Funding LLC | 12622SAA9 | Jun 2026 | 4,628,798 | $4.7M | 0.00% | ABS-MBS |
| 3554 | SMB Private Education Loan Trust | 78449CAB4 | Jun 2026 | 4,608,448 | $4.7M | 0.00% | ABS-O |
| 3555 | BNC Mortgage Loan Trust | 05568QAA3 | Jun 2026 | 5,028,312 | $4.7M | 0.00% | ABS-MBS |
| 3556 | Fannie Mae | 3140BULV2 | Jun 2026 | 4,729,027 | $4.7M | 0.00% | ABS-MBS |
| 3557 | Specialty Underwriting & Residential Finance | 84751YAE0 | Jun 2026 | 14,127,172 | $4.6M | 0.00% | ABS-O |
| 3558 | Ace Securities Corp. | 00443PAA7 | Jun 2026 | 5,074,018 | $4.6M | 0.00% | ABS-MBS |
| 3559 | IXIS Real Estate Capital Trust | 45071KDD3 | Jun 2026 | 8,973,082 | $4.6M | 0.00% | ABS-MBS |
| 3560 | Fannie Mae | 3140BYN67 | Jun 2026 | 4,720,725 | $4.6M | 0.00% | ABS-MBS |
| 3561 | Long Beach Mortgage Loan Trust | 542514SW5 | Jun 2026 | 5,117,871 | $4.6M | 0.00% | ABS-O |
| 3562 | BCAP LLC Trust | 05532YAT8 | Jun 2026 | 6,599,143 | $4.6M | 0.00% | ABS-MBS |
| 3563 | Freddie Mac | 3142JNYS9 | Jun 2026 | 4,708,286 | $4.6M | 0.00% | ABS-MBS |
| 3564 | Fannie Mae | 3140GVZA6 | Jun 2026 | 4,878,746 | $4.6M | 0.00% | ABS-MBS |
| 3565 | Countrywide Alternative Loan Trust | 12667FX59 | Jun 2026 | 5,272,197 | $4.6M | 0.00% | ABS-MBS |
| 3566 | Countrywide Asset-Backed Certificates | 126673LU4 | Jun 2026 | 4,674,129 | $4.6M | 0.00% | ABS-O |
| 3567 | Beckett Mortgages | 000000000 | Jun 2026 | 3,977,000 | $4.6M | 0.00% | ABS-MBS |
| 3568 | Bear Stearns Alt-A Trust | 07386HYE5 | Jun 2026 | 6,215,853 | $4.6M | 0.00% | ABS-MBS |
| 3569 | Freddie Mac | 31427NKC2 | Jun 2026 | 4,512,907 | $4.6M | 0.00% | ABS-MBS |
| 3570 | HERBIE RE LTD | 42703VAN3 | Jun 2026 | 4,600,000 | $4.6M | 0.00% | DBT |
| 3571 | UKRAINE GOVERNMENT | 903724CC4 | Jun 2026 | 6,702,287 | $4.6M | 0.00% | DBT |
| 3572 | Freddie Mac | 3133D1ZH5 | Jun 2026 | 4,668,834 | $4.6M | 0.00% | ABS-MBS |
| 3573 | Freddie Mac | 3132DVAD7 | Jun 2026 | 4,498,260 | $4.6M | 0.00% | ABS-MBS |
| 3574 | Fannie Mae | 3140Q7YF8 | Jun 2026 | 4,831,059 | $4.6M | 0.00% | ABS-MBS |
| 3575 | DEUTSCHE ALT-B SECURITIES INC MORTGAGE L | 251511AK7 | Jun 2026 | 4,996,370 | $4.6M | 0.00% | ABS-MBS |
| 3576 | Freddie Mac | 3142GVWQ0 | Jun 2026 | 4,652,244 | $4.6M | 0.00% | ABS-MBS |
| 3577 | Saxon Asset Securities Trust | 805564TM3 | Jun 2026 | 5,436,134 | $4.6M | 0.00% | ABS-O |
| 3578 | Beckett Mortgages | 000000000 | Jun 2026 | 3,977,000 | $4.6M | 0.00% | ABS-MBS |
| 3579 | Morgan Stanley Capital Inc | 617505AE2 | Jun 2026 | 9,620,281 | $4.6M | 0.00% | ABS-O |
| 3580 | Terwin Mortgage Trust | 88156PAD3 | Jun 2026 | 4,960,000 | $4.6M | 0.00% | ABS-O |
| 3581 | Fannie Mae | 3140N8D88 | Jun 2026 | 4,516,691 | $4.6M | 0.00% | ABS-MBS |
| 3582 | Fannie Mae | 3138WHNV0 | Jun 2026 | 4,790,134 | $4.6M | 0.00% | ABS-MBS |
| 3583 | Countrywide Asset-Backed Certificates | 126673Z47 | Jun 2026 | 5,000,000 | $4.6M | 0.00% | ABS-O |
| 3584 | IndyMac INDX Mortgage Loan Trust | 45667WAB4 | Jun 2026 | 4,726,774 | $4.6M | 0.00% | ABS-MBS |
| 3585 | Fannie Mae | 3138WJQ43 | Jun 2026 | 4,797,283 | $4.6M | 0.00% | ABS-MBS |
| 3586 | Long Beach Mortgage Loan Trust | 542512AC2 | Jun 2026 | 13,268,009 | $4.5M | 0.00% | ABS-O |
| 3587 | Fannie Mae | 3140L07M3 | Jun 2026 | 5,392,010 | $4.5M | 0.00% | ABS-MBS |
| 3588 | Freddie Mac | 3128MJZ78 | Jun 2026 | 5,069,751 | $4.5M | 0.00% | ABS-MBS |
| 3589 | Goal Capital Funding Trust | 38021FAA9 | Jun 2026 | 4,554,713 | $4.5M | 0.00% | ABS-O |
| 3590 | Banc of America Merrill Lynch Large Loan Inc | 05525MAA4 | Jun 2026 | 5,000,000 | $4.5M | 0.00% | ABS-MBS |
| 3591 | Countrywide Alternative Loan Trust | 12668BMG5 | Jun 2026 | 10,026,700 | $4.5M | 0.00% | ABS-MBS |
| 3592 | BNC Mortgage Loan Trust | 055682AA6 | Jun 2026 | 6,778,483 | $4.5M | 0.00% | ABS-MBS |
| 3593 | BRIGHTHOUSE HLDGS LLC | 10924BAA5 | Jun 2026 | 5,245,000 | $4.5M | 0.00% | DBT |
| 3594 | GSAMP Trust | 3623414V8 | Jun 2026 | 5,285,242 | $4.5M | 0.00% | ABS-O |
| 3595 | Freddie Mac | 3142JR4P9 | Jun 2026 | 4,582,209 | $4.5M | 0.00% | ABS-MBS |
| 3596 | Fannie Mae | 3140L06N2 | Jun 2026 | 5,333,502 | $4.5M | 0.00% | ABS-MBS |
| 3597 | Freddie Mac | 3133BMDL6 | Jun 2026 | 4,455,765 | $4.5M | 0.00% | ABS-MBS |
| 3598 | Citigroup Mortgage Loan Trust Inc | 17316DAH7 | Jun 2026 | 10,765,579 | $4.5M | 0.00% | ABS-MBS |
| 3599 | Residential Accredit Loans, Inc. | 76110H4J5 | Jun 2026 | 6,651,566 | $4.5M | 0.00% | ABS-MBS |
| 3600 | Freddie Mac | 31427PW75 | Jun 2026 | 4,419,094 | $4.5M | 0.00% | ABS-MBS |
| 3601 | Consumer Loan Finance Issuer Trust | 21056EAK4 | Jun 2026 | 4,451,644 | $4.5M | 0.00% | ABS-O |
| 3602 | First Help Financial LLC | 30333LAB4 | Jun 2026 | 4,456,093 | $4.5M | 0.00% | ABS-O |
| 3603 | VITALITY RE XVI LTD | 92849FAC2 | Jun 2026 | 4,500,000 | $4.5M | 0.00% | DBT |
| 3604 | Fannie Mae | 3140BWSW9 | Jun 2026 | 4,546,974 | $4.5M | 0.00% | ABS-MBS |
| 3605 | New Century Home Equity Loan Trust | 64352VKX8 | Jun 2026 | 4,528,902 | $4.5M | 0.00% | ABS-MBS |
| 3606 | SMB Private Education Loan Trust | 78450CAE4 | Jun 2026 | 4,600,000 | $4.5M | 0.00% | ABS-O |
| 3607 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $4.5M | 0.00% | DFE |
| 3608 | UKRAINE GOVERNMENT | 903724CB6 | Jun 2026 | 6,422,799 | $4.5M | 0.00% | DBT |
| 3609 | Residential Asset Securitization Trust | 45660L2V0 | Jun 2026 | 11,274,781 | $4.5M | 0.00% | ABS-MBS |
| 3610 | Terwin Mortgage Trust | 881561UL6 | Jun 2026 | 5,833,687 | $4.5M | 0.00% | ABS-MBS |
| 3611 | Structured Asset Mortgage Investments Inc | 86359LRW1 | Jun 2026 | 5,188,187 | $4.4M | 0.00% | ABS-MBS |
| 3612 | WAMU Mortgage Pass-Through Certificates | 93363CAC3 | Jun 2026 | 4,802,831 | $4.4M | 0.00% | ABS-MBS |
| 3613 | Deutsche Alt-A Securities INC Mortgage Loan Trust | 25151YAG4 | Jun 2026 | 5,284,403 | $4.4M | 0.00% | ABS-MBS |
| 3614 | Government National Mortgage Association | 36179QYT2 | Jun 2026 | 4,623,698 | $4.4M | 0.00% | ABS-MBS |
| 3615 | Freddie Mac | 3132XTBS6 | Jun 2026 | 4,677,709 | $4.4M | 0.00% | ABS-MBS |
| 3616 | Dutch Property Finance | 000000000 | Jun 2026 | 3,865,472 | $4.4M | 0.00% | ABS-MBS |
| 3617 | IndyMac INDX Mortgage Loan Trust | 456610AA2 | Jun 2026 | 4,373,958 | $4.4M | 0.00% | ABS-MBS |
| 3618 | Residential Asset Securities Corporation | 76110W3D6 | Jun 2026 | 4,551,000 | $4.4M | 0.00% | ABS-MBS |
| 3619 | HSI Asset Securitization Corporation Trust | 40430HDF2 | Jun 2026 | 4,580,487 | $4.4M | 0.00% | ABS-O |
| 3620 | QUERCUS RE DAC | 000000000 | Jun 2026 | 3,800,000 | $4.4M | 0.00% | DBT |
| 3621 | Fannie Mae | 3140JLZU1 | Jun 2026 | 4,636,864 | $4.4M | 0.00% | ABS-MBS |
| 3622 | First Franklin Mtg Loan Asset Backed Certificates | 32027GAA4 | Jun 2026 | 4,653,437 | $4.4M | 0.00% | ABS-O |
| 3623 | Canyon Capital CLO Ltd | 13876LAW7 | Jun 2026 | 4,400,000 | $4.4M | 0.00% | ABS-CBDO |
| 3624 | Residential Accredit Loans, Inc. | 761118PE2 | Jun 2026 | 5,289,410 | $4.4M | 0.00% | ABS-MBS |
| 3625 | Countrywide Alternative Loan Trust | 12667GWD1 | Jun 2026 | 4,424,777 | $4.4M | 0.00% | ABS-MBS |
| 3626 | Residential Accredit Loans, Inc. | 74922QAB8 | Jun 2026 | 4,638,778 | $4.4M | 0.00% | ABS-MBS |
| 3627 | SMB Private Education Loan Trust | 78450CAD6 | Jun 2026 | 4,314,550 | $4.4M | 0.00% | ABS-O |
| 3628 | College Ave Student Loans | 193938AF4 | Jun 2026 | 4,282,276 | $4.4M | 0.00% | ABS-O |
| 3629 | IndyMac INDA Mortgage Loan Trust | 45670NAA1 | Jun 2026 | 5,342,534 | $4.4M | 0.00% | ABS-MBS |
| 3630 | GS Mortgage Securities Trust | 36255WAA3 | Jun 2026 | 6,688,480 | $4.4M | 0.00% | ABS-MBS |
| 3631 | ENERGY TRANSFER LP | 292480AL4 | Jun 2026 | 4,355,000 | $4.4M | 0.00% | DBT |
| 3632 | LCH Ltd. | 000000000 | Jun 2026 | 165,300,000 | $4.4M | 0.00% | DIR |
| 3633 | Credit-Based Asset Servicing and Securitization | 81376WAC9 | Jun 2026 | 6,407,552 | $4.4M | 0.00% | ABS-O |
| 3634 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $4.4M | 0.00% | DFE |
| 3635 | MASTR Adjustable Rate Mortgages Trust | 57645NAT7 | Jun 2026 | 5,200,206 | $4.4M | 0.00% | ABS-MBS |
| 3636 | Fannie Mae | 3140AXZB6 | Jun 2026 | 4,423,601 | $4.4M | 0.00% | ABS-MBS |
| 3637 | Morgan Stanley Capital Inc | 61750FAE0 | Jun 2026 | 12,958,334 | $4.4M | 0.00% | ABS-MBS |
| 3638 | Citimortgage Alternative Loan Trust | 12566RAG6 | Jun 2026 | 4,560,738 | $4.4M | 0.00% | ABS-MBS |
| 3639 | Freddie Mac | 3133BNCP6 | Jun 2026 | 4,304,042 | $4.3M | 0.00% | ABS-MBS |
| 3640 | Conseco Finance Securitizations Corp. | 20846QGC6 | Jun 2026 | 4,297,595 | $4.3M | 0.00% | ABS-O |
| 3641 | ChaseFlex Trust | 16165YAS1 | Jun 2026 | 5,093,303 | $4.3M | 0.00% | ABS-MBS |
| 3642 | Fannie Mae | 3140W0GV1 | Jun 2026 | 4,409,759 | $4.3M | 0.00% | ABS-MBS |
| 3643 | Legacy Mortgage Asset Trust | 52473LAD4 | Jun 2026 | 672,828,618 | $4.3M | 0.00% | ABS-MBS |
| 3644 | Ameriquest Mortgage Securities Inc. | 03072SA47 | Jun 2026 | 4,588,000 | $4.3M | 0.00% | ABS-O |
| 3645 | Bear Stearns Alt-A Trust | 07386HMF5 | Jun 2026 | 4,297,463 | $4.3M | 0.00% | ABS-MBS |
| 3646 | IndyMac INDX Mortgage Loan Trust | 45661VAB2 | Jun 2026 | 4,097,470 | $4.3M | 0.00% | ABS-MBS |
| 3647 | Thornburg Mortgage Securities Trust | 88522UAC1 | Jun 2026 | 7,159,079 | $4.3M | 0.00% | ABS-MBS |
| 3648 | WAMU Mortgage Pass-Through Certificates | 92922FJ25 | Jun 2026 | 4,425,615 | $4.3M | 0.00% | ABS-MBS |
| 3649 | MFRA Trust | 55283QAD6 | Jun 2026 | 5,200,000 | $4.3M | 0.00% | ABS-MBS |
| 3650 | Saxon Asset Securities Trust | 805564TL5 | Jun 2026 | 4,873,000 | $4.3M | 0.00% | ABS-O |
| 3651 | Structured Asset Securities Corporation | 86359B7L9 | Jun 2026 | 4,165,412 | $4.3M | 0.00% | ABS-O |
| 3652 | Freddie Mac | 31427M3H2 | Jun 2026 | 4,368,988 | $4.3M | 0.00% | ABS-MBS |
| 3653 | Fannie Mae | 3140M1BT0 | Jun 2026 | 5,059,970 | $4.3M | 0.00% | ABS-MBS |
| 3654 | Countrywide Alternative Loan Trust | 02148LAA0 | Jun 2026 | 4,438,220 | $4.3M | 0.00% | ABS-MBS |
| 3655 | GLP CAPITAL LP / FIN II | 361841AR0 | Jun 2026 | 4,800,000 | $4.3M | 0.00% | DBT |
| 3656 | GSAA Home Equity Trust | 362341GP8 | Jun 2026 | 4,304,000 | $4.3M | 0.00% | ABS-MBS |
| 3657 | Pagaya AI Debt Selection Trust | 69546QAA6 | Jun 2026 | 4,292,372 | $4.3M | 0.00% | ABS-O |
| 3658 | LCH Ltd. | 000000000 | Jun 2026 | 110,300,000 | $4.3M | 0.00% | DIR |
| 3659 | Freddie Mac | 3132XX3N7 | Jun 2026 | 4,647,669 | $4.3M | 0.00% | ABS-MBS |
| 3660 | BOEING CO | 097023CA1 | Jun 2026 | 4,404,000 | $4.3M | 0.00% | DBT |
| 3661 | Residential Accredit Loans, Inc. | 748939AA3 | Jun 2026 | 4,653,755 | $4.3M | 0.00% | ABS-MBS |
| 3662 | Countrywide Asset-Backed Certificates | 12670FAE0 | Jun 2026 | 4,483,446 | $4.3M | 0.00% | ABS-O |
| 3663 | Fannie Mae | 3140KYNP5 | Jun 2026 | 5,083,312 | $4.3M | 0.00% | ABS-MBS |
| 3664 | PFP III | 69382JAA9 | Jun 2026 | 4,260,000 | $4.3M | 0.00% | ABS-CBDO |
| 3665 | GSAA Home Equity Trust | 3622NDAC8 | Jun 2026 | 12,529,799 | $4.3M | 0.00% | ABS-MBS |
| 3666 | Fannie Mae | 3140A5TZ1 | Jun 2026 | 4,093,920 | $4.3M | 0.00% | ABS-MBS |
| 3667 | Countrywide Alternative Loan Trust | 12667FZK4 | Jun 2026 | 4,298,981 | $4.3M | 0.00% | ABS-MBS |
| 3668 | Fannie Mae | 3140Q7VS3 | Jun 2026 | 4,610,626 | $4.3M | 0.00% | ABS-MBS |
| 3669 | Fannie Mae | 3140W0TH8 | Jun 2026 | 4,321,429 | $4.3M | 0.00% | ABS-MBS |
| 3670 | Equifirst Mortgage Loan Trust | 29445FCU0 | Jun 2026 | 4,623,006 | $4.3M | 0.00% | ABS-MBS |
| 3671 | Countrywide Home Loans | 12544MAA7 | Jun 2026 | 10,621,988 | $4.2M | 0.00% | ABS-MBS |
| 3672 | Residential Accredit Loans, Inc. | 75115AAC5 | Jun 2026 | 5,031,435 | $4.2M | 0.00% | ABS-MBS |
| 3673 | Carvana Auto Receivables Trust | 14688GAC8 | Jun 2026 | 4,224,426 | $4.2M | 0.00% | ABS-O |
| 3674 | Home Equity Asset Trust | 437084UT1 | Jun 2026 | 4,425,092 | $4.2M | 0.00% | ABS-MBS |
| 3675 | RMAC Securities PLC | 000000000 | Jun 2026 | 3,234,591 | $4.2M | 0.00% | ABS-MBS |
| 3676 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $4.2M | 0.00% | DFE |
| 3677 | Fannie Mae | 3140BXDA1 | Jun 2026 | 4,279,910 | $4.2M | 0.00% | ABS-MBS |
| 3678 | Freddie Mac | 3132L9F75 | Jun 2026 | 4,559,668 | $4.2M | 0.00% | ABS-MBS |
| 3679 | LCH Ltd. | 000000000 | Jun 2026 | 122,400,000 | $4.2M | 0.00% | DIR |
| 3680 | Fannie Mae | 3140U1S22 | Jun 2026 | 4,271,086 | $4.2M | 0.00% | ABS-MBS |
| 3681 | Morgan Stanley Home Equity Loan Trust | 61749GAC6 | Jun 2026 | 6,161,758 | $4.2M | 0.00% | ABS-MBS |
| 3682 | Fannie Mae | 3138E9QQ6 | Jun 2026 | 4,350,551 | $4.2M | 0.00% | ABS-MBS |
| 3683 | Fannie Mae | 3140BGG98 | Jun 2026 | 4,263,549 | $4.2M | 0.00% | ABS-MBS |
| 3684 | WAMU Mortgage Pass-Through Certificates | 93363QAA6 | Jun 2026 | 4,697,216 | $4.2M | 0.00% | ABS-MBS |
| 3685 | Thornburg Mortgage Securities Trust | 88522UAE7 | Jun 2026 | 5,299,659 | $4.2M | 0.00% | ABS-MBS |
| 3686 | Washington Mutual Mortgage Pass-Through CTFS | 93935BAD2 | Jun 2026 | 20,387,834 | $4.2M | 0.00% | ABS-MBS |
| 3687 | Fannie Mae | 3140FE2P8 | Jun 2026 | 4,420,479 | $4.2M | 0.00% | ABS-MBS |
| 3688 | GreenPoint Mortgage Funding Trust | 39539GAA0 | Jun 2026 | 4,775,134 | $4.2M | 0.00% | ABS-MBS |
| 3689 | Credit Suisse Mortgage Trust | 22942JAA1 | Jun 2026 | 12,822,863 | $4.2M | 0.00% | ABS-MBS |
| 3690 | HarborView Mortgage Loan Trust | 41162BAA1 | Jun 2026 | 4,446,939 | $4.2M | 0.00% | ABS-MBS |
| 3691 | Park Place Securities Inc | 70069FJU2 | Jun 2026 | 4,641,000 | $4.2M | 0.00% | ABS-O |
| 3692 | Fannie Mae | 3140GYLD9 | Jun 2026 | 4,378,575 | $4.2M | 0.00% | ABS-MBS |
| 3693 | Citigroup Mortgage Loan Trust Inc | 17310VAC4 | Jun 2026 | 5,943,473 | $4.2M | 0.00% | ABS-MBS |
| 3694 | Government National Mortgage Association | 38375UZZ6 | Jun 2026 | 4,116,174 | $4.1M | 0.00% | ABS-MBS |
| 3695 | Residential Accredit Loans, Inc. | 74923HAQ4 | Jun 2026 | 4,791,169 | $4.1M | 0.00% | ABS-MBS |
| 3696 | ENERGY TRANSFER LP | 292480AK6 | Jun 2026 | 4,145,000 | $4.1M | 0.00% | DBT |
| 3697 | Bear Stearns Asset Backed Securities Trust | 07387UFD8 | Jun 2026 | 3,769,653 | $4.1M | 0.00% | ABS-MBS |
| 3698 | Credit Suisse Mortgage Trust | 12637VAC1 | Jun 2026 | 7,483,563 | $4.1M | 0.00% | ABS-MBS |
| 3699 | Option One Mortgage Loan Trust | 68402CAC8 | Jun 2026 | 6,974,543 | $4.1M | 0.00% | ABS-MBS |
| 3700 | Government National Mortgage Association | 38376RMD5 | Jun 2026 | 4,124,496 | $4.1M | 0.00% | ABS-MBS |
| 3701 | Fremont Home Loan Trust | 35729RAF3 | Jun 2026 | 6,294,307 | $4.1M | 0.00% | ABS-O |
| 3702 | Countrywide Asset-Backed Certificates | 12668KAD5 | Jun 2026 | 3,957,031 | $4.1M | 0.00% | ABS-O |
| 3703 | GSAA Home Equity Trust | 3622ECAF3 | Jun 2026 | 9,647,216 | $4.1M | 0.00% | ABS-MBS |
| 3704 | Fannie Mae | 3140A5T24 | Jun 2026 | 3,986,365 | $4.1M | 0.00% | ABS-MBS |
| 3705 | GSAA Home Equity Trust | 362348AS3 | Jun 2026 | 21,034,625 | $4.1M | 0.00% | ABS-MBS |
| 3706 | Residential Asset Securities Corporation | 76110W3W4 | Jun 2026 | 4,230,000 | $4.1M | 0.00% | ABS-MBS |
| 3707 | Credit Suisse Mortgage Trust | 12644KAY8 | Jun 2026 | 7,363,121 | $4.1M | 0.00% | ABS-MBS |
| 3708 | Fannie Mae | 3140N8EM6 | Jun 2026 | 4,069,000 | $4.1M | 0.00% | ABS-MBS |
| 3709 | Fannie Mae | 31418E5N6 | Jun 2026 | 4,174,271 | $4.1M | 0.00% | ABS-MBS |
| 3710 | Carvana Auto Receivables Trust | 14687RAC5 | Jun 2026 | 4,085,352 | $4.1M | 0.00% | ABS-O |
| 3711 | Fannie Mae | 3140JAQ92 | Jun 2026 | 4,279,536 | $4.1M | 0.00% | ABS-MBS |
| 3712 | LCH Ltd. | 000000000 | Jun 2026 | 212,070,000 | $4.1M | 0.00% | DIR |
| 3713 | GMAC Commercial Mortgage Asset Corporation | 36185PAA3 | Jun 2026 | 4,210,520 | $4.1M | 0.00% | ABS-MBS |
| 3714 | GATEWAY RE LTD | 36779CAZ9 | Jun 2026 | 4,100,000 | $4.1M | 0.00% | DBT |
| 3715 | Saxon Asset Securities Trust | 80557CAB8 | Jun 2026 | 4,614,627 | $4.1M | 0.00% | ABS-O |
| 3716 | LCH Ltd. | 000000000 | Jun 2026 | 104,200,000 | $4.1M | 0.00% | DIR |
| 3717 | Countrywide Alternative Loan Trust | 12667FY41 | Jun 2026 | 4,638,454 | $4.1M | 0.00% | ABS-MBS |
| 3718 | Freddie Mac | 3132XWPW5 | Jun 2026 | 4,397,552 | $4.1M | 0.00% | ABS-MBS |
| 3719 | Morgan Stanley Capital Inc | 61755CAA0 | Jun 2026 | 4,417,359 | $4.1M | 0.00% | ABS-MBS |
| 3720 | Fannie Mae | 3140BYUJ1 | Jun 2026 | 4,120,689 | $4.1M | 0.00% | ABS-MBS |
| 3721 | Freddie Mac | 3128MJ5B2 | Jun 2026 | 4,402,427 | $4.1M | 0.00% | ABS-MBS |
| 3722 | WAMU Mortgage Pass-Through Certificates | 92925CDB5 | Jun 2026 | 4,550,669 | $4.1M | 0.00% | ABS-MBS |
| 3723 | SOUTH AFRICAN T-BILLS | 000000000 | Jun 2026 | 67,500,000 | $4.0M | 0.00% | STIV |
| 3724 | JP Morgan Mortgage Trust | 46630WAC4 | Jun 2026 | 10,890,191 | $4.0M | 0.00% | ABS-MBS |
| 3725 | Fannie Mae | 3140BXKD7 | Jun 2026 | 4,103,993 | $4.0M | 0.00% | ABS-MBS |
| 3726 | Ent Auto Receivables Trust | 293601AG5 | Jun 2026 | 4,000,000 | $4.0M | 0.00% | ABS-O |
| 3727 | Onslow Bay Financial LLC | 67116KAA3 | Jun 2026 | 4,117,915 | $4.0M | 0.00% | ABS-MBS |
| 3728 | GSAMP Trust | 36242DWE9 | Jun 2026 | 4,194,050 | $4.0M | 0.00% | ABS-O |
| 3729 | Residential Accredit Loans, Inc. | 74923WAA6 | Jun 2026 | 4,826,452 | $4.0M | 0.00% | ABS-MBS |
| 3730 | Freddie Mac | 3132WED25 | Jun 2026 | 4,486,074 | $4.0M | 0.00% | ABS-MBS |
| 3731 | Citigroup Mortgage Loan Trust Inc | 17309LAG0 | Jun 2026 | 4,092,707 | $4.0M | 0.00% | ABS-MBS |
| 3732 | Bear Stearns Alt-A Trust | 07386HF71 | Jun 2026 | 4,871,359 | $4.0M | 0.00% | ABS-MBS |
| 3733 | Countrywide Alternative Loan Trust | 02151ABW9 | Jun 2026 | 9,608,136 | $4.0M | 0.00% | ABS-MBS |
| 3734 | Fannie Mae | 3140HCAX4 | Jun 2026 | 4,233,394 | $4.0M | 0.00% | ABS-MBS |
| 3735 | PMT Loan Trust | 69393NBK4 | Jun 2026 | 4,000,000 | $4.0M | 0.00% | ABS-MBS |
| 3736 | Bear Stearns Asset Backed Securities Trust | 073852AE5 | Jun 2026 | 4,100,667 | $4.0M | 0.00% | ABS-MBS |
| 3737 | Fannie Mae | 3140XRDC6 | Jun 2026 | 4,047,688 | $4.0M | 0.00% | ABS-MBS |
| 3738 | Pagaya AI Debt Selection Trust | 69544AAB1 | Jun 2026 | 3,988,147 | $4.0M | 0.00% | ABS-O |
| 3739 | Banc of America Alternative Loan Trust | 05948KTE9 | Jun 2026 | 4,004,830 | $4.0M | 0.00% | ABS-MBS |
| 3740 | Banco Santander SA | 000000000 | Jun 2026 | 1 | $4.0M | 0.00% | DFE |
| 3741 | Renaissance Home Equity Loan Trust | 759950GW2 | Jun 2026 | 9,006,073 | $4.0M | 0.00% | ABS-MBS |
| 3742 | Park Place Securities Inc | 70069FHY6 | Jun 2026 | 4,784,000 | $4.0M | 0.00% | ABS-O |
| 3743 | Structured Asset Mortgage Investments Inc | 86360QAM7 | Jun 2026 | 4,730,869 | $4.0M | 0.00% | ABS-MBS |
| 3744 | CVS PASS-THROUGH TR 2014 | 12665VAA0 | Jun 2026 | 4,255,760 | $4.0M | 0.00% | DBT |
| 3745 | GSR Mortgage Loan Trust | 3622N6AL3 | Jun 2026 | 6,279,324 | $4.0M | 0.00% | ABS-MBS |
| 3746 | EPR PROPERTIES | 26884UAE9 | Jun 2026 | 3,980,000 | $4.0M | 0.00% | DBT |
| 3747 | Countrywide Asset-Backed Certificates | 12668JAA4 | Jun 2026 | 4,435,130 | $4.0M | 0.00% | ABS-O |
| 3748 | Alesco Preferred Funding Ltd | 01450DAB0 | Jun 2026 | 4,096,687 | $4.0M | 0.00% | ABS-CBDO |
| 3749 | Merrill Lynch Mortgage Investors Trust | 59023RAG4 | Jun 2026 | 5,257,515 | $4.0M | 0.00% | ABS-MBS |
| 3750 | Morgan Stanley Capital Inc | 61749BAF0 | Jun 2026 | 7,665,009 | $4.0M | 0.00% | ABS-O |
| 3751 | Venezuela Government International Bonds | 000000000 | Jun 2026 | 9,027,500 | $4.0M | 0.00% | DBT |
| 3752 | Freddie Mac | 31427JC71 | Jun 2026 | 4,029,176 | $4.0M | 0.00% | ABS-MBS |
| 3753 | Ace Securities Corp. | 004421NY5 | Jun 2026 | 4,082,614 | $4.0M | 0.00% | ABS-MBS |
| 3754 | Morgan Stanley Home Equity Loan Trust | 61752UAB1 | Jun 2026 | 7,795,357 | $4.0M | 0.00% | ABS-MBS |
| 3755 | Washington Mutual Asset-Backed CTFS | 93934XAC7 | Jun 2026 | 11,357,314 | $4.0M | 0.00% | ABS-O |
| 3756 | Asset Backed Securities Corp Home Equity Ln Trst | 04544RAC9 | Jun 2026 | 4,007,781 | $4.0M | 0.00% | ABS-MBS |
| 3757 | Nomura Home Equity Loan Inc | 65536RAG1 | Jun 2026 | 4,014,246 | $4.0M | 0.00% | ABS-MBS |
| 3758 | Santander Drive Auto Receivables Trust | 80287NAB1 | Jun 2026 | 3,954,664 | $4.0M | 0.00% | ABS-O |
| 3759 | Fannie Mae | 3140NDN86 | Jun 2026 | 3,928,431 | $4.0M | 0.00% | ABS-MBS |
| 3760 | Structured Asset Mortgage Investments Inc | 86360KAA6 | Jun 2026 | 4,279,624 | $4.0M | 0.00% | ABS-MBS |
| 3761 | WAMU Mortgage Pass-Through Certificates | 933637AA8 | Jun 2026 | 4,492,996 | $4.0M | 0.00% | ABS-MBS |
| 3762 | Washington Mutual Mortgage Pass-Through CTFS | 93936HAN6 | Jun 2026 | 4,020,596 | $4.0M | 0.00% | ABS-MBS |
| 3763 | Fannie Mae | 3140BYTE4 | Jun 2026 | 4,006,218 | $3.9M | 0.00% | ABS-MBS |
| 3764 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $3.9M | 0.00% | DFE |
| 3765 | Countrywide Alternative Loan Trust | 126680AA5 | Jun 2026 | 4,210,591 | $3.9M | 0.00% | ABS-MBS |
| 3766 | HarborView Mortgage Loan Trust | 41161PXF5 | Jun 2026 | 5,563,364 | $3.9M | 0.00% | ABS-MBS |
| 3767 | BCAP LLC Trust | 05542RAF1 | Jun 2026 | 4,363,778 | $3.9M | 0.00% | ABS-MBS |
| 3768 | New Century Home Equity Loan Trust | 64352VNZ0 | Jun 2026 | 4,069,857 | $3.9M | 0.00% | ABS-O |
| 3769 | Citigroup Mortgage Loan Trust Inc | 17311VAF6 | Jun 2026 | 3,936,490 | $3.9M | 0.00% | ABS-MBS |
| 3770 | Fannie Mae | 3140FVT89 | Jun 2026 | 4,116,879 | $3.9M | 0.00% | ABS-MBS |
| 3771 | Fannie Mae | 3138YUGC9 | Jun 2026 | 4,089,705 | $3.9M | 0.00% | ABS-MBS |
| 3772 | Residential Asset Mortgage Products, INC. | 76112BVU1 | Jun 2026 | 3,935,288 | $3.9M | 0.00% | ABS-O |
| 3773 | Ace Securities Corp. | 00442GAA8 | Jun 2026 | 18,915,605 | $3.9M | 0.00% | ABS-MBS |
| 3774 | NISSAN MOTOR ACCEPTANCE | 65480CAD7 | Jun 2026 | 4,200,000 | $3.9M | 0.00% | DBT |
| 3775 | Fannie Mae | 3140JR4V0 | Jun 2026 | 4,241,081 | $3.9M | 0.00% | ABS-MBS |
| 3776 | Freddie Mac | 31426QNT6 | Jun 2026 | 3,955,394 | $3.9M | 0.00% | ABS-MBS |
| 3777 | Residential Asset Securitization Trust | 76113XAA9 | Jun 2026 | 11,798,253 | $3.9M | 0.00% | ABS-MBS |
| 3778 | GLS Auto Receivables Trust | 36270YAE2 | Jun 2026 | 3,886,854 | $3.9M | 0.00% | ABS-O |
| 3779 | Bear Stearns Alt-A Trust | 07386HC25 | Jun 2026 | 4,736,681 | $3.9M | 0.00% | ABS-MBS |
| 3780 | Kentmere | 000000000 | Jun 2026 | 3,309,000 | $3.9M | 0.00% | ABS-MBS |
| 3781 | Freddie Mac | 3128MJ5S5 | Jun 2026 | 4,218,711 | $3.9M | 0.00% | ABS-MBS |
| 3782 | OWNIT Mortgage Loan Asset-Backed Certificates | 69121PAF0 | Jun 2026 | 4,401,802 | $3.9M | 0.00% | ABS-O |
| 3783 | Countrywide Alternative Loan Trust | 12667FR23 | Jun 2026 | 5,618,238 | $3.9M | 0.00% | ABS-MBS |
| 3784 | GSAA Home Equity Trust | 362375AE7 | Jun 2026 | 17,973,391 | $3.9M | 0.00% | ABS-MBS |
| 3785 | CarMax Auto Owner Trust | 14318XAC9 | Jun 2026 | 3,841,527 | $3.9M | 0.00% | ABS-O |
| 3786 | Bear Stearns Alt-A Trust | 07386HUM1 | Jun 2026 | 6,479,348 | $3.9M | 0.00% | ABS-MBS |
| 3787 | Freddie Mac | 3142GWE54 | Jun 2026 | 3,925,678 | $3.9M | 0.00% | ABS-MBS |
| 3788 | WAMU Mortgage Pass-Through Certificates | 93363BAF8 | Jun 2026 | 4,184,094 | $3.9M | 0.00% | ABS-MBS |
| 3789 | Deutsche Alt-A Securities INC Mortgage Loan Trust | 25151EAB9 | Jun 2026 | 4,411,394 | $3.9M | 0.00% | ABS-MBS |
| 3790 | Fannie Mae | 3140B3CZ3 | Jun 2026 | 3,921,392 | $3.9M | 0.00% | ABS-MBS |
| 3791 | Home Equity Asset Trust | 437084JV9 | Jun 2026 | 3,900,251 | $3.9M | 0.00% | ABS-MBS |
| 3792 | Specialty Underwriting & Residential Finance | 84751NAA2 | Jun 2026 | 4,765,489 | $3.9M | 0.00% | ABS-O |
| 3793 | American Home Mortgage Assets | 02660WAC0 | Jun 2026 | 4,287,947 | $3.9M | 0.00% | ABS-MBS |
| 3794 | Ameriquest Mortgage Securities Inc. | 03072SWV3 | Jun 2026 | 4,768,514 | $3.9M | 0.00% | ABS-O |
| 3795 | Fannie Mae | 3140B3CA8 | Jun 2026 | 3,915,734 | $3.9M | 0.00% | ABS-MBS |
| 3796 | JP Morgan Seasoned Mortgage Trust | 61777HAE5 | Jun 2026 | 4,030,087 | $3.9M | 0.00% | ABS-MBS |
| 3797 | Structured Asset Mortgage Investments Inc | 86360UAA4 | Jun 2026 | 4,285,371 | $3.9M | 0.00% | ABS-MBS |
| 3798 | American Home Mortgage Investment Trust | 026929AA7 | Jun 2026 | 4,447,556 | $3.8M | 0.00% | ABS-MBS |
| 3799 | Fannie Mae | 3140BT3S2 | Jun 2026 | 3,907,287 | $3.8M | 0.00% | ABS-MBS |
| 3800 | Fannie Mae | 3140HFGZ6 | Jun 2026 | 4,048,115 | $3.8M | 0.00% | ABS-MBS |
| 3801 | Asset Backed Securities Corp Home Equity Ln Trst | 04544NAA2 | Jun 2026 | 3,895,301 | $3.8M | 0.00% | ABS-MBS |
| 3802 | Morgan Stanley Capital Inc | 61746REV9 | Jun 2026 | 3,761,425 | $3.8M | 0.00% | ABS-MBS |
| 3803 | REPUBLIC OF PERU | 715638CZ3 | Jun 2026 | 13,380,000 | $3.8M | 0.00% | DBT |
| 3804 | Park Place Securities Inc | 70069FLY1 | Jun 2026 | 4,000,000 | $3.8M | 0.00% | ABS-O |
| 3805 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $3.8M | 0.00% | DFE |
| 3806 | Countrywide Home Loans | 12669GKH3 | Jun 2026 | 4,098,474 | $3.8M | 0.00% | ABS-MBS |
| 3807 | Freddie Mac | 31425YQW0 | Jun 2026 | 3,873,190 | $3.8M | 0.00% | ABS-MBS |
| 3808 | Intercontinental Exchange, Inc. | 000000000 | Jun 2026 | 47,745,600 | $3.8M | 0.00% | DCR |
| 3809 | WAMU Mortgage Pass-Through Certificates | 933636AJ1 | Jun 2026 | 3,928,107 | $3.8M | 0.00% | ABS-MBS |
| 3810 | Countrywide Asset-Backed Certificates | 12669LAD2 | Jun 2026 | 3,487,899 | $3.8M | 0.00% | ABS-O |
| 3811 | Credit Suisse Mortgage Trust | 12646DBA3 | Jun 2026 | 7,970,951 | $3.8M | 0.00% | ABS-MBS |
| 3812 | Freddie Mac | 3137FPMZ5 | Jun 2026 | 3,650,315 | $3.8M | 0.00% | ABS-MBS |
| 3813 | Freddie Mac | 3133BU5E3 | Jun 2026 | 3,683,167 | $3.8M | 0.00% | ABS-MBS |
| 3814 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $3.8M | 0.00% | DFE |
| 3815 | BENCHMARK Mortgage Trust | 08163AAF0 | Jun 2026 | 78,840,103 | $3.8M | 0.00% | ABS-MBS |
| 3816 | Fannie Mae | 3140GSQF2 | Jun 2026 | 3,989,041 | $3.8M | 0.00% | ABS-MBS |
| 3817 | Merrill Lynch Mortgage Investors Trust | 59020U6L4 | Jun 2026 | 20,971,022 | $3.8M | 0.00% | ABS-O |
| 3818 | Chase Mortgage Finance Corporation | 16163HAN1 | Jun 2026 | 8,979,686 | $3.8M | 0.00% | ABS-MBS |
| 3819 | IndyMac INDX Mortgage Loan Trust | 45661EAA2 | Jun 2026 | 4,108,404 | $3.8M | 0.00% | ABS-MBS |
| 3820 | Structured Asset Securities Corporation | 86362VAE2 | Jun 2026 | 3,946,490 | $3.8M | 0.00% | ABS-O |
| 3821 | GreenPoint Mortgage Funding Trust | 39539FAG9 | Jun 2026 | 4,468,118 | $3.8M | 0.00% | ABS-MBS |
| 3822 | MASTR Asset Backed Securities Trust | 55275RAE2 | Jun 2026 | 8,051,475 | $3.8M | 0.00% | ABS-MBS |
| 3823 | GSAA Home Equity Trust | 362334BR4 | Jun 2026 | 11,864,490 | $3.8M | 0.00% | ABS-MBS |
| 3824 | Countrywide Asset-Backed Certificates | 126670KN7 | Jun 2026 | 4,130,450 | $3.8M | 0.00% | ABS-O |
| 3825 | Fannie Mae | 3140JATV0 | Jun 2026 | 3,876,783 | $3.8M | 0.00% | ABS-MBS |
| 3826 | Exeter Automobile Receivables Trust | 30168CAE8 | Jun 2026 | 3,767,361 | $3.8M | 0.00% | ABS-O |
| 3827 | Fannie Mae | 31418CS54 | Jun 2026 | 3,992,106 | $3.8M | 0.00% | ABS-MBS |
| 3828 | Australia & New Zealand Banking Group Ltd. | 000000000 | Jun 2026 | 1 | $3.8M | 0.00% | DFE |
| 3829 | Countrywide Home Loans | 126694YJ1 | Jun 2026 | 3,919,853 | $3.8M | 0.00% | ABS-MBS |
| 3830 | Aegis Asset Backed Securities Trust | 00764SAC8 | Jun 2026 | 4,936,987 | $3.8M | 0.00% | ABS-MBS |
| 3831 | LCH Ltd. | 000000000 | Jun 2026 | 184,360,000 | $3.8M | 0.00% | DIR |
| 3832 | Residential Accredit Loans, Inc. | 74923LAA0 | Jun 2026 | 3,961,582 | $3.8M | 0.00% | ABS-MBS |
| 3833 | Lehman XS Trust | 525161AA3 | Jun 2026 | 4,014,263 | $3.7M | 0.00% | ABS-MBS |
| 3834 | PRP Advisors, LLC | 69380TAA9 | Jun 2026 | 3,737,940 | $3.7M | 0.00% | ABS-MBS |
| 3835 | Encore Credit Receivables Trust | 29256PAJ3 | Jun 2026 | 3,861,692 | $3.7M | 0.00% | ABS-O |
| 3836 | Structured Asset Securities Corporation | 86359DCT2 | Jun 2026 | 4,070,013 | $3.7M | 0.00% | ABS-O |
| 3837 | FHLMC Multifamily Structured Pass Through Certs. | 3137FVEE8 | Jun 2026 | 85,373,626 | $3.7M | 0.00% | ABS-MBS |
| 3838 | Bear Stearns Asset Backed Securities Trust | 07389RAP1 | Jun 2026 | 3,701,927 | $3.7M | 0.00% | ABS-MBS |
| 3839 | Structured Asset Mortgage Investments Inc | 86362XAP3 | Jun 2026 | 4,076,235 | $3.7M | 0.00% | ABS-MBS |
| 3840 | Fannie Mae | 3140BVL81 | Jun 2026 | 3,787,258 | $3.7M | 0.00% | ABS-MBS |
| 3841 | GSAA Home Equity Trust | 362257AB3 | Jun 2026 | 16,244,569 | $3.7M | 0.00% | ABS-MBS |
| 3842 | Citigroup Mortgage Loan Trust Inc | 17312VAD0 | Jun 2026 | 5,074,676 | $3.7M | 0.00% | ABS-MBS |
| 3843 | Fannie Mae | 3140BVGM6 | Jun 2026 | 3,783,604 | $3.7M | 0.00% | ABS-MBS |
| 3844 | Countrywide Asset-Backed Certificates | 1266733G5 | Jun 2026 | 3,746,380 | $3.7M | 0.00% | ABS-O |
| 3845 | Freddie Mac | 31427HB84 | Jun 2026 | 3,782,525 | $3.7M | 0.00% | ABS-MBS |
| 3846 | New Century Home Equity Loan Trust | 64352VKE0 | Jun 2026 | 3,758,370 | $3.7M | 0.00% | ABS-MBS |
| 3847 | Freddie Mac | 3142GSD96 | Jun 2026 | 3,771,326 | $3.7M | 0.00% | ABS-MBS |
| 3848 | BCAP LLC Trust | 05532TAT9 | Jun 2026 | 9,016,605 | $3.7M | 0.00% | ABS-MBS |
| 3849 | Countrywide Asset-Backed Certificates | 12669TAA1 | Jun 2026 | 4,713,573 | $3.7M | 0.00% | ABS-O |
| 3850 | Freddie Mac | 3132XTBU1 | Jun 2026 | 3,916,132 | $3.7M | 0.00% | ABS-MBS |
| 3851 | Wells Fargo Home Equity Trust | 9497EYAD1 | Jun 2026 | 5,000,000 | $3.7M | 0.00% | ABS-O |
| 3852 | WINSTON RE LTD | 975660AE1 | Jun 2026 | 3,700,000 | $3.7M | 0.00% | DBT |
| 3853 | WINSTON RE LTD | 975660AD3 | Jun 2026 | 3,700,000 | $3.7M | 0.00% | DBT |
| 3854 | Fannie Mae | 3140L05J2 | Jun 2026 | 4,396,627 | $3.7M | 0.00% | ABS-MBS |
| 3855 | Freddie Mac | 3133BURY5 | Jun 2026 | 3,597,257 | $3.7M | 0.00% | ABS-MBS |
| 3856 | FORD MOTOR CREDIT CO LLC | 345397C27 | Jun 2026 | 3,700,000 | $3.7M | 0.00% | DBT |
| 3857 | Citigroup Mortgage Loan Trust Inc | 17307GP85 | Jun 2026 | 3,900,000 | $3.7M | 0.00% | ABS-MBS |
| 3858 | Credit Suisse Mortgage Trust | 12660QAM0 | Jun 2026 | 213,350,279 | $3.7M | 0.00% | ABS-MBS |
| 3859 | BX Trust | 05609BAV1 | Jun 2026 | 3,694,558 | $3.7M | 0.00% | ABS-MBS |
| 3860 | Credit Suisse Mortgage Trust | 12651DAG3 | Jun 2026 | 3,966,800 | $3.7M | 0.00% | ABS-MBS |
| 3861 | Citigroup Mortgage Loan Trust Inc | 17309PAB2 | Jun 2026 | 4,073,889 | $3.7M | 0.00% | ABS-MBS |
| 3862 | Bear Stearns Adjustable Rate Mortgage Trust | 07401CAV5 | Jun 2026 | 4,107,517 | $3.7M | 0.00% | ABS-MBS |
| 3863 | Citigroup Mortgage Loan Trust Inc | 17329HAP5 | Jun 2026 | 678,325,556 | $3.7M | 0.00% | ABS-MBS |
| 3864 | GSAMP Trust | 362341ZF9 | Jun 2026 | 4,016,000 | $3.7M | 0.00% | ABS-O |
| 3865 | LCH Ltd. | 000000000 | Jun 2026 | 14,000,000 | $3.7M | 0.00% | DIR |
| 3866 | HESTIA RE LTD | 42815KAD4 | Jun 2026 | 3,600,000 | $3.7M | 0.00% | DBT |
| 3867 | HSI Asset Securitization Corporation Trust | 40430HFN3 | Jun 2026 | 3,763,336 | $3.7M | 0.00% | ABS-O |
| 3868 | Government National Mortgage Association | 36179T7L3 | Jun 2026 | 3,760,834 | $3.7M | 0.00% | ABS-MBS |
| 3869 | SFS Auto Receivables Securitization Trust | 78435VAD4 | Jun 2026 | 3,650,000 | $3.7M | 0.00% | ABS-O |
| 3870 | People's Choice Home Loan Securities Trust | 71085PAX1 | Jun 2026 | 4,023,776 | $3.7M | 0.00% | ABS-O |
| 3871 | Arbour CLO | 000000000 | Jun 2026 | 3,200,000 | $3.7M | 0.00% | ABS-CBDO |
| 3872 | Asset Backed Securities Corp Home Equity Ln Trst | 04541GQZ8 | Jun 2026 | 3,982,000 | $3.7M | 0.00% | ABS-MBS |
| 3873 | Freddie Mac | 3142JWP34 | Jun 2026 | 3,730,806 | $3.7M | 0.00% | ABS-MBS |
| 3874 | IndyMac INDX Mortgage Loan Trust | 45660LF20 | Jun 2026 | 5,311,690 | $3.7M | 0.00% | ABS-MBS |
| 3875 | Ameriquest Mortgage Securities Inc. | 03072SWT8 | Jun 2026 | 3,838,141 | $3.7M | 0.00% | ABS-O |
| 3876 | Citigroup Mortgage Loan Trust Inc | 17309BAE7 | Jun 2026 | 10,604,474 | $3.7M | 0.00% | ABS-O |
| 3877 | Freddie Mac | 3133CHXZ3 | Jun 2026 | 3,515,204 | $3.7M | 0.00% | ABS-MBS |
| 3878 | Residential Accredit Loans, Inc. | 75115AAB7 | Jun 2026 | 4,340,851 | $3.7M | 0.00% | ABS-MBS |
| 3879 | Fannie Mae | 3140BJX77 | Jun 2026 | 3,717,781 | $3.7M | 0.00% | ABS-MBS |
| 3880 | Renaissance Home Equity Loan Trust | 75971EAE6 | Jun 2026 | 12,328,819 | $3.7M | 0.00% | ABS-MBS |
| 3881 | Citibank NA | 000000000 | Jun 2026 | 1 | $3.7M | 0.00% | DFE |
| 3882 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 158,880,000 | $3.7M | 0.00% | DIR |
| 3883 | Fannie Mae | 3140NCPF0 | Jun 2026 | 3,550,147 | $3.7M | 0.00% | ABS-MBS |
| 3884 | LCH Ltd. | 000000000 | Jun 2026 | 173,510,000 | $3.6M | 0.00% | DIR |
| 3885 | Freddie Mac | 31329PQT3 | Jun 2026 | 3,758,123 | $3.6M | 0.00% | ABS-MBS |
| 3886 | Structured Adjustable Rate Mortgage Loan Trust | 86361JAB6 | Jun 2026 | 5,499,831 | $3.6M | 0.00% | ABS-MBS |
| 3887 | CarMax Auto Owner Trust | 14318WAD9 | Jun 2026 | 3,613,594 | $3.6M | 0.00% | ABS-O |
| 3888 | Countrywide Alternative Loan Trust | 12668A4P7 | Jun 2026 | 3,936,037 | $3.6M | 0.00% | ABS-MBS |
| 3889 | Saxon Asset Securities Trust | 80557BAE4 | Jun 2026 | 4,148,000 | $3.6M | 0.00% | ABS-O |
| 3890 | Aegis Asset Backed Securities Trust | 00764MGH4 | Jun 2026 | 3,772,720 | $3.6M | 0.00% | ABS-MBS |
| 3891 | Wells Fargo Home Equity Trust | 9497EYAC3 | Jun 2026 | 3,670,210 | $3.6M | 0.00% | ABS-O |
| 3892 | Freddie Mac | 3133KHZ90 | Jun 2026 | 3,714,711 | $3.6M | 0.00% | ABS-MBS |
| 3893 | Fannie Mae | 3140H6LZ0 | Jun 2026 | 3,806,843 | $3.6M | 0.00% | ABS-MBS |
| 3894 | Lehman XS Trust | 525221GC5 | Jun 2026 | 4,028,756 | $3.6M | 0.00% | ABS-O |
| 3895 | Park Place Securities Inc | 70069FKH9 | Jun 2026 | 4,000,000 | $3.6M | 0.00% | ABS-O |
| 3896 | Citibank NA | 000000000 | Jun 2026 | 1 | $3.6M | 0.00% | DFE |
| 3897 | Fannie Mae | 3140HFE62 | Jun 2026 | 3,800,919 | $3.6M | 0.00% | ABS-MBS |
| 3898 | WAMU Mortgage Pass-Through Certificates | 92990GAC7 | Jun 2026 | 4,241,455 | $3.6M | 0.00% | ABS-MBS |
| 3899 | BCAP LLC Trust | 05532VBJ5 | Jun 2026 | 4,005,244 | $3.6M | 0.00% | ABS-MBS |
| 3900 | NISSAN MOTOR ACCEPTANCE | 65480CAK1 | Jun 2026 | 3,600,000 | $3.6M | 0.00% | DBT |
| 3901 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $3.6M | 0.00% | DFE |
| 3902 | VERAISON RE LTD | 92335TAE9 | Jun 2026 | 3,550,000 | $3.6M | 0.00% | DBT |
| 3903 | Golden State Tobacco Securitization Corp | 38122NB76 | Jun 2026 | 3,925,000 | $3.6M | 0.00% | DBT |
| 3904 | MITCHELLS & BUTLERS FINA | 000000000 | Jun 2026 | 2,687,745 | $3.6M | 0.00% | DBT |
| 3905 | Credit Suisse Mortgage Trust | 12646AAC6 | Jun 2026 | 4,417,071 | $3.6M | 0.00% | ABS-MBS |
| 3906 | American Credit Acceptance Receivables Trust | 02528EAA6 | Jun 2026 | 3,578,636 | $3.6M | 0.00% | ABS-O |
| 3907 | Pagaya AI Debt Selection Trust | 69544QAA8 | Jun 2026 | 3,577,536 | $3.6M | 0.00% | ABS-O |
| 3908 | Fannie Mae | 3140NPBM1 | Jun 2026 | 3,479,302 | $3.6M | 0.00% | ABS-MBS |
| 3909 | HSI Asset Loan Obligation | 40431KAC4 | Jun 2026 | 11,713,970 | $3.6M | 0.00% | ABS-MBS |
| 3910 | Structured Asset Securities Corporation | 86359XAE3 | Jun 2026 | 3,620,421 | $3.6M | 0.00% | ABS-O |
| 3911 | Countrywide Alternative Loan Trust | 02147GAD6 | Jun 2026 | 7,004,471 | $3.6M | 0.00% | ABS-MBS |
| 3912 | Countrywide Alternative Loan Trust | 021468AA1 | Jun 2026 | 6,959,902 | $3.6M | 0.00% | ABS-MBS |
| 3913 | Ally Bank Auto Credit-Linked Notes | 02007G4C4 | Jun 2026 | 3,536,601 | $3.5M | 0.00% | ABS-O |
| 3914 | SLM Student Loan Trust | 000000000 | Jun 2026 | 3,317,719 | $3.5M | 0.00% | ABS-O |
| 3915 | BCAP LLC Trust | 05531RAP2 | Jun 2026 | 7,004,224 | $3.5M | 0.00% | ABS-MBS |
| 3916 | Beckett Mortgages | 000000000 | Jun 2026 | 3,182,000 | $3.5M | 0.00% | ABS-MBS |
| 3917 | POLESTAR RE LTD | 73110JAE2 | Jun 2026 | 3,500,000 | $3.5M | 0.00% | DBT |
| 3918 | Bear Stearns Asset Backed Securities Trust | 073879PU6 | Jun 2026 | 3,536,522 | $3.5M | 0.00% | ABS-MBS |
| 3919 | Fannie Mae | 3140NHBR8 | Jun 2026 | 3,434,477 | $3.5M | 0.00% | ABS-MBS |
| 3920 | Freddie Mac | 3142JRQX8 | Jun 2026 | 3,589,687 | $3.5M | 0.00% | ABS-MBS |
| 3921 | GLS Auto Select Receivables Trust | 37989EAC0 | Jun 2026 | 3,509,022 | $3.5M | 0.00% | ABS-O |
| 3922 | GS Mortgage-Backed Securities Trust | 36263MCF2 | Jun 2026 | 4,089,636 | $3.5M | 0.00% | ABS-MBS |
| 3923 | Fannie Mae | 3140J7MP7 | Jun 2026 | 3,856,250 | $3.5M | 0.00% | ABS-MBS |
| 3924 | Merrill Lynch Mortgage Investors Trust | 59021AAC2 | Jun 2026 | 8,800,245 | $3.5M | 0.00% | ABS-O |
| 3925 | Fannie Mae | 3140FS7E7 | Jun 2026 | 3,721,777 | $3.5M | 0.00% | ABS-MBS |
| 3926 | Bear Stearns Alt-A Trust | 07386HKH3 | Jun 2026 | 3,609,166 | $3.5M | 0.00% | ABS-MBS |
| 3927 | Argent Securities Inc. | 040104TH4 | Jun 2026 | 14,927,197 | $3.5M | 0.00% | ABS-O |
| 3928 | POLESTAR RE LTD | 73110JAD4 | Jun 2026 | 3,500,000 | $3.5M | 0.00% | DBT |
| 3929 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $3.5M | 0.00% | DFE |
| 3930 | VERAISON RE LTD | 92335TAG4 | Jun 2026 | 3,500,000 | $3.5M | 0.00% | DBT |
| 3931 | Avon Finance | 000000000 | Jun 2026 | 2,638,194 | $3.5M | 0.00% | ABS-MBS |
| 3932 | Option One Mortgage Loan Trust | 68389FHD9 | Jun 2026 | 3,941,000 | $3.5M | 0.00% | ABS-MBS |
| 3933 | ARMOR RE II LTD | 04227FAG0 | Jun 2026 | 3,500,000 | $3.5M | 0.00% | DBT |
| 3934 | Option One Mortgage Loan Trust | 68403HAE2 | Jun 2026 | 6,528,760 | $3.5M | 0.00% | ABS-MBS |
| 3935 | Asset Backed Securities Corp Home Equity Ln Trst | 04541GTQ5 | Jun 2026 | 3,794,000 | $3.5M | 0.00% | ABS-MBS |
| 3936 | Morgan Stanley Capital Inc | 61753NAD2 | Jun 2026 | 7,981,626 | $3.5M | 0.00% | ABS-O |
| 3937 | HESTIA RE LTD | 42815KAC6 | Jun 2026 | 3,400,000 | $3.5M | 0.00% | DBT |
| 3938 | Angel Oak Mortgage Trust | 034942AA0 | Jun 2026 | 3,473,641 | $3.5M | 0.00% | ABS-MBS |
| 3939 | Bear Stearns Alt-A Trust | 07386HQJ3 | Jun 2026 | 3,601,839 | $3.5M | 0.00% | ABS-MBS |
| 3940 | Government National Mortgage Association | 38376RJ72 | Jun 2026 | 3,460,621 | $3.5M | 0.00% | ABS-MBS |
| 3941 | J.P. Morgan Alternative Loan Trust | 466278AC2 | Jun 2026 | 10,221,072 | $3.5M | 0.00% | ABS-MBS |
| 3942 | Freddiemac Strip | 3132HUAY9 | Jun 2026 | 3,699,646 | $3.5M | 0.00% | ABS-MBS |
| 3943 | VICI PROPERTIES / NOTE | 92564RAK1 | Jun 2026 | 3,495,000 | $3.5M | 0.00% | DBT |
| 3944 | Morgan Stanley & Co. International PLC | 000000000 | Jun 2026 | 1 | $3.5M | 0.00% | DFE |
| 3945 | Freddie Mac | 3142JPL33 | Jun 2026 | 3,526,287 | $3.5M | 0.00% | ABS-MBS |
| 3946 | LCH Ltd. | 000000000 | Jun 2026 | 109,500,000 | $3.5M | 0.00% | DIR |
| 3947 | Conseco Finance Securitizations Corp. | 20846QEQ7 | Jun 2026 | 21,172,625 | $3.5M | 0.00% | ABS-O |
| 3948 | Long Beach Mortgage Loan Trust | 54251RAD5 | Jun 2026 | 8,609,228 | $3.5M | 0.00% | ABS-O |
| 3949 | Fannie Mae | 3140J5UE7 | Jun 2026 | 3,640,159 | $3.5M | 0.00% | ABS-MBS |
| 3950 | Banc of America Funding Corporation | 05956DAD6 | Jun 2026 | 3,699,036 | $3.5M | 0.00% | ABS-MBS |
| 3951 | Freddie Mac | 3132XXQJ1 | Jun 2026 | 3,638,962 | $3.5M | 0.00% | ABS-MBS |
| 3952 | Credit-Based Asset Servicing and Securitization | 12489WQF4 | Jun 2026 | 3,484,228 | $3.5M | 0.00% | ABS-O |
| 3953 | Carrington Mortgage Loan Trust | 14454AAD1 | Jun 2026 | 4,046,724 | $3.4M | 0.00% | ABS-O |
| 3954 | GSAMP Trust | 3622MHAC0 | Jun 2026 | 5,605,074 | $3.4M | 0.00% | ABS-O |
| 3955 | Credit Suisse Mortgage Trust | 12654PAP3 | Jun 2026 | 4,072,462 | $3.4M | 0.00% | ABS-MBS |
| 3956 | Diamond Infrastructure Funding LLC | 25265LAA8 | Jun 2026 | 3,500,000 | $3.4M | 0.00% | ABS-O |
| 3957 | Merrill Lynch Mortgage Investors Trust | 590212AC0 | Jun 2026 | 13,674,992 | $3.4M | 0.00% | ABS-MBS |
| 3958 | GM Financial Consumer Automobile Receivables Trust | 362583AD8 | Jun 2026 | 3,440,424 | $3.4M | 0.00% | ABS-O |
| 3959 | Saxon Asset Securities Trust | 805564SV4 | Jun 2026 | 3,765,803 | $3.4M | 0.00% | ABS-O |
| 3960 | Fannie Mae | 3140MWVS2 | Jun 2026 | 3,402,240 | $3.4M | 0.00% | ABS-MBS |
| 3961 | First Franklin Mtg Loan Asset Backed Certificates | 32028GAF2 | Jun 2026 | 3,895,438 | $3.4M | 0.00% | ABS-O |
| 3962 | MASTR Specialized Loan Trust | 57645KAA4 | Jun 2026 | 8,917,252 | $3.4M | 0.00% | ABS-O |
| 3963 | Countrywide Asset-Backed Certificates | 126673RA2 | Jun 2026 | 3,538,309 | $3.4M | 0.00% | ABS-O |
| 3964 | College Ave Student Loans | 193938AE7 | Jun 2026 | 3,400,930 | $3.4M | 0.00% | ABS-O |
| 3965 | Bear Stearns Asset Backed Securities Trust | 07384YVH6 | Jun 2026 | 3,268,479 | $3.4M | 0.00% | ABS-O |
| 3966 | Fremont Home Loan Trust | 35729PFM7 | Jun 2026 | 3,533,249 | $3.4M | 0.00% | ABS-O |
| 3967 | Bear Stearns Asset Backed Securities Trust | 073877DP4 | Jun 2026 | 3,377,406 | $3.4M | 0.00% | ABS-MBS |
| 3968 | Washington Mutual Mortgage Pass-Through CTFS | 93935NAB0 | Jun 2026 | 4,052,402 | $3.4M | 0.00% | ABS-MBS |
| 3969 | Merrill Lynch Alternative Note Asset | 59024FAB0 | Jun 2026 | 12,870,313 | $3.4M | 0.00% | ABS-MBS |
| 3970 | Asset Backed Securities Corp Home Equity Ln Trst | 04541GRQ7 | Jun 2026 | 3,450,443 | $3.4M | 0.00% | ABS-MBS |
| 3971 | Washington Mutual Mortgage Pass-Through CTFS | 939355AD5 | Jun 2026 | 4,044,949 | $3.4M | 0.00% | ABS-MBS |
| 3972 | Residential Asset Securities Corporation | 74924YAE3 | Jun 2026 | 3,478,717 | $3.4M | 0.00% | ABS-MBS |
| 3973 | Chase Funding Mortgage Loan Asset-Backed CTFS | 161546HV1 | Jun 2026 | 3,595,900 | $3.4M | 0.00% | ABS-O |
| 3974 | Fannie Mae | 3140NCMF3 | Jun 2026 | 3,315,347 | $3.4M | 0.00% | ABS-MBS |
| 3975 | LCH Ltd. | 000000000 | Jun 2026 | 110,100,000 | $3.4M | 0.00% | DIR |
| 3976 | Fannie Mae | 3138WJYV4 | Jun 2026 | 3,574,409 | $3.4M | 0.00% | ABS-MBS |
| 3977 | Pretium Mortgage Credit Partners LLC | 69392FAA5 | Jun 2026 | 3,500,474 | $3.4M | 0.00% | ABS-MBS |
| 3978 | Countrywide Alternative Loan Trust | 12668RAE8 | Jun 2026 | 4,122,985 | $3.4M | 0.00% | ABS-MBS |
| 3979 | Asset Backed Funding Certificates | 00075VAB7 | Jun 2026 | 5,708,875 | $3.4M | 0.00% | ABS-MBS |
| 3980 | Asset Backed Securities Corp Home Equity Ln Trst | 04541GMC3 | Jun 2026 | 3,344,079 | $3.4M | 0.00% | ABS-MBS |
| 3981 | Intercontinental Exchange, Inc. | 000000000 | Jun 2026 | 1,050,548,000 | $3.4M | 0.00% | DCR |
| 3982 | Park Place Securities Inc | 70069FBB2 | Jun 2026 | 3,845,848 | $3.4M | 0.00% | ABS-O |
| 3983 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 1,750,000,000 | $3.4M | 0.00% | DIR |
| 3984 | MPH ACQUISITION HOLDINGS | 553283AG7 | Jun 2026 | 4,060,705 | $3.4M | 0.00% | DBT |
| 3985 | Long Beach Mortgage Loan Trust | 54251YAE8 | Jun 2026 | 11,659,039 | $3.4M | 0.00% | ABS-O |
| 3986 | Greensky Home Improvement Issuer Trust | 39571XAD6 | Jun 2026 | 3,372,688 | $3.4M | 0.00% | ABS-O |
| 3987 | ResLoC UK PLC | 000000000 | Jun 2026 | 3,012,757 | $3.4M | 0.00% | ABS-MBS |
| 3988 | GSAMP Trust | 36245AAB2 | Jun 2026 | 3,890,973 | $3.4M | 0.00% | ABS-O |
| 3989 | Freddie Mac | 3132WKHQ4 | Jun 2026 | 3,772,650 | $3.4M | 0.00% | ABS-MBS |
| 3990 | New Residential Mortgage Loan Trust | 64828CBS7 | Jun 2026 | 3,411,013 | $3.4M | 0.00% | ABS-MBS |
| 3991 | Soundview Home Equity Loan Trust | 83611PBY6 | Jun 2026 | 3,431,237 | $3.4M | 0.00% | ABS-O |
| 3992 | Bank of America Auto Trust | 06428AAC2 | Jun 2026 | 3,364,482 | $3.4M | 0.00% | ABS-O |
| 3993 | IndyMac INDA Mortgage Loan Trust | 456680AA5 | Jun 2026 | 8,693,137 | $3.4M | 0.00% | ABS-MBS |
| 3994 | Residential Asset Securities Corporation | 74924SAD8 | Jun 2026 | 3,439,048 | $3.4M | 0.00% | ABS-MBS |
| 3995 | Structured Asset Mortgage Investments Inc | 86361HAB0 | Jun 2026 | 3,771,691 | $3.4M | 0.00% | ABS-MBS |
| 3996 | LCH Ltd. | 000000000 | Jun 2026 | 113,100,000 | $3.4M | 0.00% | DIR |
| 3997 | Freddie Mac | 3133AEGB4 | Jun 2026 | 3,974,216 | $3.4M | 0.00% | ABS-MBS |
| 3998 | Bear Stearns Alt-A Trust | 073868AA9 | Jun 2026 | 3,617,166 | $3.4M | 0.00% | ABS-MBS |
| 3999 | Countrywide Alternative Loan Trust | 02151UAB2 | Jun 2026 | 7,767,449 | $3.4M | 0.00% | ABS-MBS |
| 4000 | MASTR Asset Backed Securities Trust | 57643GAD9 | Jun 2026 | 5,794,288 | $3.4M | 0.00% | ABS-MBS |
| 4001 | Residential Asset Mortgage Products, INC. | 7609853J8 | Jun 2026 | 3,683,493 | $3.3M | 0.00% | ABS-O |
| 4002 | ALAMO RE LTD | 011395AR1 | Jun 2026 | 3,350,000 | $3.3M | 0.00% | DBT |
| 4003 | Fannie Mae | 3140W4UM7 | Jun 2026 | 3,376,901 | $3.3M | 0.00% | ABS-MBS |
| 4004 | Specialty Underwriting & Residential Finance | 84751PEU9 | Jun 2026 | 3,375,020 | $3.3M | 0.00% | ABS-O |
| 4005 | Wells Fargo Home Equity Trust | 9497EUAM9 | Jun 2026 | 3,440,000 | $3.3M | 0.00% | ABS-O |
| 4006 | Fremont Home Loan Trust | 35729PPX2 | Jun 2026 | 3,418,883 | $3.3M | 0.00% | ABS-O |
| 4007 | Morgan Stanley Capital Inc | 61744CSZ0 | Jun 2026 | 3,750,000 | $3.3M | 0.00% | ABS-O |
| 4008 | Morgan Stanley Mortgage Loan Trust | 61749CAM3 | Jun 2026 | 6,586,629 | $3.3M | 0.00% | ABS-MBS |
| 4009 | IndyMac INDX Mortgage Loan Trust | 45660LXA2 | Jun 2026 | 4,205,786 | $3.3M | 0.00% | ABS-MBS |
| 4010 | Fannie Mae | 3140N6W24 | Jun 2026 | 3,296,661 | $3.3M | 0.00% | ABS-MBS |
| 4011 | Freddie Mac | 3132WLEP7 | Jun 2026 | 3,713,473 | $3.3M | 0.00% | ABS-MBS |
| 4012 | Government National Mortgage Association | 36179TZ65 | Jun 2026 | 3,398,549 | $3.3M | 0.00% | ABS-MBS |
| 4013 | Countrywide Asset-Backed Certificates | 23246BAE1 | Jun 2026 | 3,515,992 | $3.3M | 0.00% | ABS-O |
| 4014 | Bear Stearns Alt-A Trust | 07386HR52 | Jun 2026 | 7,831,877 | $3.3M | 0.00% | ABS-MBS |
| 4015 | Countrywide Home Loans | 12545AAA2 | Jun 2026 | 7,989,322 | $3.3M | 0.00% | ABS-MBS |
| 4016 | Citigroup Mortgage Loan Trust Inc | 17324AAE0 | Jun 2026 | 3,684,243 | $3.3M | 0.00% | ABS-MBS |
| 4017 | Freddie Mac | 31427GWR1 | Jun 2026 | 3,366,228 | $3.3M | 0.00% | ABS-MBS |
| 4018 | College Ave Student Loans | 19425MAE8 | Jun 2026 | 3,172,002 | $3.3M | 0.00% | ABS-O |
| 4019 | LCH Ltd. | 000000000 | Jun 2026 | 109,400,000 | $3.3M | 0.00% | DIR |
| 4020 | Freddie Mac | 31426NT75 | Jun 2026 | 3,350,813 | $3.3M | 0.00% | ABS-MBS |
| 4021 | Fannie Mae | 31418CDN1 | Jun 2026 | 3,456,998 | $3.3M | 0.00% | ABS-MBS |
| 4022 | Arivo Acceptance Auto Loan Receivables Trust | 039962AF2 | Jun 2026 | 3,278,474 | $3.3M | 0.00% | ABS-O |
| 4023 | Freddie Mac | 31426FH83 | Jun 2026 | 3,331,162 | $3.3M | 0.00% | ABS-MBS |
| 4024 | BCAP LLC Trust | 05533JBU6 | Jun 2026 | 3,884,829 | $3.3M | 0.00% | ABS-MBS |
| 4025 | Freddie Mac | 3132XW5Y3 | Jun 2026 | 3,453,779 | $3.3M | 0.00% | ABS-MBS |
| 4026 | Banc of America Mortgage Securities | 05949AZE3 | Jun 2026 | 3,392,507 | $3.3M | 0.00% | ABS-MBS |
| 4027 | UKRAINE GOVERNMENT | 903724CA8 | Jun 2026 | 4,645,719 | $3.3M | 0.00% | DBT |
| 4028 | First Franklin Mtg Loan Asset Backed Certificates | 32027NUP4 | Jun 2026 | 3,288,996 | $3.3M | 0.00% | ABS-O |
| 4029 | Freddie Mac | 3133C8LK9 | Jun 2026 | 3,239,436 | $3.3M | 0.00% | ABS-MBS |
| 4030 | Fannie Mae | 3140FP3L1 | Jun 2026 | 3,439,464 | $3.3M | 0.00% | ABS-MBS |
| 4031 | Countrywide Home Loans | 125431AL0 | Jun 2026 | 3,455,328 | $3.3M | 0.00% | ABS-MBS |
| 4032 | Residential Accredit Loans, Inc. | 761118TN8 | Jun 2026 | 5,152,744 | $3.3M | 0.00% | ABS-MBS |
| 4033 | HSI Asset Securitization Corporation Trust | 40430RAD8 | Jun 2026 | 6,619,894 | $3.3M | 0.00% | ABS-MBS |
| 4034 | Fannie Mae | 3140BXG75 | Jun 2026 | 3,316,485 | $3.3M | 0.00% | ABS-MBS |
| 4035 | NovaStar Mortgage-Backed Notes | 66988UAB6 | Jun 2026 | 3,470,708 | $3.3M | 0.00% | ABS-MBS |
| 4036 | Thornburg Mortgage Securities Trust | 885220GD9 | Jun 2026 | 3,374,864 | $3.3M | 0.00% | ABS-MBS |
| 4037 | Nomura Resecuritization Trust | 65541AAB2 | Jun 2026 | 5,781,150 | $3.3M | 0.00% | ABS-MBS |
| 4038 | Carrington Mortgage Loan Trust | 144528AC0 | Jun 2026 | 3,335,660 | $3.3M | 0.00% | ABS-O |
| 4039 | Residential Asset Mortgage Products, INC. | 76112BJH4 | Jun 2026 | 3,344,934 | $3.3M | 0.00% | ABS-O |
| 4040 | Structured Adjustable Rate Mortgage Loan Trust | 86360BAG3 | Jun 2026 | 4,183,230 | $3.3M | 0.00% | ABS-MBS |
| 4041 | BCAP LLC Trust | 05533MAA4 | Jun 2026 | 3,699,174 | $3.2M | 0.00% | ABS-MBS |
| 4042 | URSA RE II LTD | 91734PAJ5 | Jun 2026 | 3,200,000 | $3.2M | 0.00% | DBT |
| 4043 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $3.2M | 0.00% | DFE |
| 4044 | Securitized Asset Backed Receivables LLC Trust | 813765AC8 | Jun 2026 | 6,044,218 | $3.2M | 0.00% | ABS-O |
| 4045 | Freddie Mac | 31426R6C0 | Jun 2026 | 3,282,648 | $3.2M | 0.00% | ABS-MBS |
| 4046 | Banc of America Funding Corporation | 05946XUE1 | Jun 2026 | 3,246,828 | $3.2M | 0.00% | ABS-MBS |
| 4047 | Fannie Mae | 3140BSMW4 | Jun 2026 | 3,276,539 | $3.2M | 0.00% | ABS-MBS |
| 4048 | Freddie Mac | 3133BWMR1 | Jun 2026 | 3,139,947 | $3.2M | 0.00% | ABS-MBS |
| 4049 | RIO OIL FINANCE TRUST | 76716XAB8 | Jun 2026 | 3,179,886 | $3.2M | 0.00% | DBT |
| 4050 | Freddie Mac | 3142JVGA0 | Jun 2026 | 3,248,485 | $3.2M | 0.00% | ABS-MBS |
| 4051 | Freddie Mac | 3133AFB91 | Jun 2026 | 3,810,587 | $3.2M | 0.00% | ABS-MBS |
| 4052 | Fannie Mae | 3138WK4R3 | Jun 2026 | 3,385,435 | $3.2M | 0.00% | ABS-MBS |
| 4053 | SFS Auto Receivables Securitization Trust | 81885BAC9 | Jun 2026 | 3,204,634 | $3.2M | 0.00% | ABS-O |
| 4054 | LCH Ltd. | 000000000 | Jun 2026 | 100,800,000 | $3.2M | 0.00% | DIR |
| 4055 | Morgan Stanley Mortgage Loan Trust | 61756HBN9 | Jun 2026 | 6,358,553 | $3.2M | 0.00% | ABS-MBS |
| 4056 | BCAP LLC Trust | 05533TAD3 | Jun 2026 | 7,876,729 | $3.2M | 0.00% | ABS-MBS |
| 4057 | Bear Stearns Mortgage Funding Trust | 07401JAA6 | Jun 2026 | 3,222,539 | $3.2M | 0.00% | ABS-MBS |
| 4058 | Landmark Mortgage Securities Plc | 000000000 | Jun 2026 | 2,434,566 | $3.2M | 0.00% | ABS-MBS |
| 4059 | MLCC Mortgage Investors Inc | 59024WAB3 | Jun 2026 | 3,376,322 | $3.2M | 0.00% | ABS-MBS |
| 4060 | Fannie Mae | 3140XFD73 | Jun 2026 | 3,224,832 | $3.2M | 0.00% | ABS-MBS |
| 4061 | WAMU Mortgage Pass-Through Certificates | 92922F4B1 | Jun 2026 | 3,359,008 | $3.2M | 0.00% | ABS-MBS |
| 4062 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 1,164,600,000 | $3.2M | 0.00% | DIR |
| 4063 | GSAA Home Equity Trust | 36242DZR7 | Jun 2026 | 3,299,910 | $3.2M | 0.00% | ABS-MBS |
| 4064 | Deutsche Alt-A Securities INC Mortgage Loan Trust | 25150NAB0 | Jun 2026 | 12,576,072 | $3.2M | 0.00% | ABS-MBS |
| 4065 | Ace Securities Corp. | 004424AE7 | Jun 2026 | 7,824,066 | $3.2M | 0.00% | ABS-MBS |
| 4066 | Structured Asset Securities Corporation | 863576DN1 | Jun 2026 | 3,197,000 | $3.2M | 0.00% | ABS-O |
| 4067 | Argent Securities Inc. | 040104MK4 | Jun 2026 | 3,311,304 | $3.2M | 0.00% | ABS-O |
| 4068 | BARCLAYS PLC | 06738ECE3 | Jun 2026 | 2,848,000 | $3.2M | 0.00% | DBT |
| 4069 | Lehman XS Trust | 525221CW5 | Jun 2026 | 3,821,112 | $3.2M | 0.00% | ABS-O |
| 4070 | MASTR Asset Backed Securities Trust | 55275RAC6 | Jun 2026 | 6,755,183 | $3.2M | 0.00% | ABS-MBS |
| 4071 | Freddie Mac | 3137AMAS6 | Jun 2026 | 3,262,684 | $3.2M | 0.00% | ABS-MBS |
| 4072 | LCH Ltd. | 000000000 | Jun 2026 | 110,200,000 | $3.2M | 0.00% | DIR |
| 4073 | JP Morgan Mortgage Acquisition Corp | 46629VAE5 | Jun 2026 | 3,397,934 | $3.2M | 0.00% | ABS-O |
| 4074 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 1,058,100,000 | $3.2M | 0.00% | DIR |
| 4075 | LOWER FERRY RE LTD | 547915AE8 | Jun 2026 | 3,150,000 | $3.2M | 0.00% | DBT |
| 4076 | Coreweave Compute Acquisition Co., IV, LLC | 000000000 | Jun 2026 | 3,055,539 | $3.2M | 0.00% | LON |
| 4077 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $3.1M | 0.00% | DFE |
| 4078 | Fannie Mae | 3140GT7E4 | Jun 2026 | 3,322,261 | $3.1M | 0.00% | ABS-MBS |
| 4079 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $3.1M | 0.00% | DFE |
| 4080 | The Federal Republic of Nigeria | 000000000 | Jun 2026 | 4,431,300,000 | $3.1M | 0.00% | STIV |
| 4081 | Freddie Mac | 3133BTAH3 | Jun 2026 | 3,109,421 | $3.1M | 0.00% | ABS-MBS |
| 4082 | Freddie Mac | 31426MQP0 | Jun 2026 | 3,190,873 | $3.1M | 0.00% | ABS-MBS |
| 4083 | Freddie Mac | 3133BUMW4 | Jun 2026 | 3,056,187 | $3.1M | 0.00% | ABS-MBS |
| 4084 | Countrywide Asset-Backed Certificates | 1266737G1 | Jun 2026 | 3,250,000 | $3.1M | 0.00% | ABS-O |
| 4085 | Freddie Mac | 31426FZH3 | Jun 2026 | 3,118,852 | $3.1M | 0.00% | ABS-MBS |
| 4086 | Impac CMB Trust | 45254NQW0 | Jun 2026 | 3,316,354 | $3.1M | 0.00% | ABS-MBS |
| 4087 | Freddie Mac | 3142JPV57 | Jun 2026 | 3,182,462 | $3.1M | 0.00% | ABS-MBS |
| 4088 | IndyMac INDX Mortgage Loan Trust | 45660LWE5 | Jun 2026 | 6,508,705 | $3.1M | 0.00% | ABS-MBS |
| 4089 | ACHV ABS TRUST | 00112MAB2 | Jun 2026 | 3,134,978 | $3.1M | 0.00% | ABS-O |
| 4090 | Fannie Mae | 3140YXZR5 | Jun 2026 | 3,008,591 | $3.1M | 0.00% | ABS-MBS |
| 4091 | Freddie Mac | 3128MJ4A5 | Jun 2026 | 3,383,338 | $3.1M | 0.00% | ABS-MBS |
| 4092 | Merrill Lynch Mortgage Investors Trust | 590210AD2 | Jun 2026 | 5,209,767 | $3.1M | 0.00% | ABS-O |
| 4093 | Citizens Auto Receivables Trust | 17331KAD1 | Jun 2026 | 3,105,188 | $3.1M | 0.00% | ABS-O |
| 4094 | Ace Securities Corp. | 004421MH3 | Jun 2026 | 3,371,000 | $3.1M | 0.00% | ABS-MBS |
| 4095 | Freddie Mac | 3133BM7J8 | Jun 2026 | 3,308,922 | $3.1M | 0.00% | ABS-MBS |
| 4096 | GSR Mortgage Loan Trust | 362334HG2 | Jun 2026 | 10,076,387 | $3.1M | 0.00% | ABS-MBS |
| 4097 | Fannie Mae | 3140NKDD0 | Jun 2026 | 2,983,471 | $3.1M | 0.00% | ABS-MBS |
| 4098 | LCH Ltd. | 000000000 | Jun 2026 | 110,200,000 | $3.1M | 0.00% | DIR |
| 4099 | LCH Ltd. | 000000000 | Jun 2026 | 108,700,000 | $3.1M | 0.00% | DIR |
| 4100 | ChaseFlex Trust | 16165YAC6 | Jun 2026 | 3,329,449 | $3.1M | 0.00% | ABS-MBS |
| 4101 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 1,043,200,000 | $3.1M | 0.00% | DIR |
| 4102 | STANDARD CHARTERED PLC | 000000000 | Jun 2026 | 3,035,000 | $3.1M | 0.00% | DBT |
| 4103 | Government National Mortgage Association | 3618N6C70 | Jun 2026 | 3,418,822 | $3.1M | 0.00% | ABS-MBS |
| 4104 | CVS PASS-THROUGH TRUST | 126650BV1 | Jun 2026 | 3,070,253 | $3.1M | 0.00% | DBT |
| 4105 | Structured Asset Investment Loan Trust | 86358EQK5 | Jun 2026 | 3,109,482 | $3.1M | 0.00% | ABS-O |
| 4106 | Countrywide Home Loans | 12669GJF9 | Jun 2026 | 3,674,632 | $3.1M | 0.00% | ABS-MBS |
| 4107 | Freddie Mac | 3142GQAF9 | Jun 2026 | 2,949,077 | $3.1M | 0.00% | ABS-MBS |
| 4108 | Government National Mortgage Association | 36193QL92 | Jun 2026 | 3,378,885 | $3.1M | 0.00% | ABS-MBS |
| 4109 | Intercontinental Exchange, Inc. | 000000000 | Jun 2026 | 139,390,000 | $3.1M | 0.00% | DCR |
| 4110 | Washington Mutual Mortgage Pass-Through CTFS | 93936JAB8 | Jun 2026 | 3,549,650 | $3.1M | 0.00% | ABS-MBS |
| 4111 | WAMU Mortgage Pass-Through Certificates | 93363CAA7 | Jun 2026 | 3,166,465 | $3.1M | 0.00% | ABS-MBS |
| 4112 | JP Morgan Mortgage Acquisition Corp | 46629TAL4 | Jun 2026 | 3,200,000 | $3.1M | 0.00% | ABS-O |
| 4113 | Option One Mortgage Loan Trust | 68403HAC6 | Jun 2026 | 5,708,233 | $3.1M | 0.00% | ABS-MBS |
| 4114 | Bear Stearns Asset Backed Securities Trust | 07387UAF8 | Jun 2026 | 3,071,119 | $3.1M | 0.00% | ABS-MBS |
| 4115 | Carvana Auto Receivables Trust | 14687NAC4 | Jun 2026 | 3,040,972 | $3.1M | 0.00% | ABS-O |
| 4116 | Bear Stearns Adjustable Rate Mortgage Trust | 07401EAC3 | Jun 2026 | 3,616,862 | $3.1M | 0.00% | ABS-MBS |
| 4117 | Park Place Securities Inc | 70069FEM5 | Jun 2026 | 3,246,910 | $3.0M | 0.00% | ABS-O |
| 4118 | OWNIT Mortgage Loan Asset-Backed Certificates | 69121PCH4 | Jun 2026 | 5,566,444 | $3.0M | 0.00% | ABS-O |
| 4119 | LCH Ltd. | 000000000 | Jun 2026 | 222,000,000 | $3.0M | 0.00% | DIR |
| 4120 | Countrywide Alternative Loan Trust | 02146YAD8 | Jun 2026 | 3,442,619 | $3.0M | 0.00% | ABS-MBS |
| 4121 | Freddie Mac | 31426KPN0 | Jun 2026 | 3,082,676 | $3.0M | 0.00% | ABS-MBS |
| 4122 | Fannie Mae | 3140W3DP1 | Jun 2026 | 3,084,148 | $3.0M | 0.00% | ABS-MBS |
| 4123 | Countrywide Asset-Backed Certificates | 126673XT4 | Jun 2026 | 3,071,862 | $3.0M | 0.00% | ABS-O |
| 4124 | Freddie Mac | 3133AFJF9 | Jun 2026 | 3,586,198 | $3.0M | 0.00% | ABS-MBS |
| 4125 | Fannie Mae | 3140BGHS5 | Jun 2026 | 3,075,063 | $3.0M | 0.00% | ABS-MBS |
| 4126 | WINSTON RE LTD | 975660AF8 | Jun 2026 | 3,000,000 | $3.0M | 0.00% | DBT |
| 4127 | Fannie Mae | 3140NEP82 | Jun 2026 | 2,931,330 | $3.0M | 0.00% | ABS-MBS |
| 4128 | Pagaya AI Debt Selection Trust | 69544MAC3 | Jun 2026 | 3,006,903 | $3.0M | 0.00% | ABS-O |
| 4129 | Soundview Home Equity Loan Trust | 83612TAE2 | Jun 2026 | 4,338,163 | $3.0M | 0.00% | ABS-MBS |
| 4130 | Freddie Mac | 31427HTK8 | Jun 2026 | 3,059,718 | $3.0M | 0.00% | ABS-MBS |
| 4131 | RCKT Trust | 74939HAA1 | Jun 2026 | 3,008,558 | $3.0M | 0.00% | ABS-O |
| 4132 | LCH Ltd. | 000000000 | Jun 2026 | 109,300,000 | $3.0M | 0.00% | DIR |
| 4133 | Citibank NA | 000000000 | Jun 2026 | 1 | $3.0M | 0.00% | DFE |
| 4134 | Bayview Financial Asset Trust | 07325QAA3 | Jun 2026 | 2,959,667 | $3.0M | 0.00% | ABS-MBS |
| 4135 | NPC UKRENERGO | 000000000 | Jun 2026 | 3,080,000 | $3.0M | 0.00% | DBT |
| 4136 | INTEGRITY RE III | 45870GAH9 | Jun 2026 | 3,000,000 | $3.0M | 0.00% | DBT |
| 4137 | Fannie Mae | 3140HFFH7 | Jun 2026 | 3,166,206 | $3.0M | 0.00% | ABS-MBS |
| 4138 | MASTR Asset Backed Securities Trust | 57643LRL2 | Jun 2026 | 8,622,169 | $3.0M | 0.00% | ABS-MBS |
| 4139 | Freddie Mac | 3132WPVZ7 | Jun 2026 | 3,175,838 | $3.0M | 0.00% | ABS-MBS |
| 4140 | Fannie Mae | 3136B4VX3 | Jun 2026 | 3,040,646 | $3.0M | 0.00% | ABS-MBS |
| 4141 | GS Mortgage-Backed Securities Trust | 36263MCD7 | Jun 2026 | 3,407,325 | $3.0M | 0.00% | ABS-MBS |
| 4142 | Fannie Mae | 3140B75H2 | Jun 2026 | 3,039,646 | $3.0M | 0.00% | ABS-MBS |
| 4143 | Freddie Mac | 3133BWQF3 | Jun 2026 | 2,967,076 | $3.0M | 0.00% | ABS-MBS |
| 4144 | Structured Asset Securities Corporation | 863576DM3 | Jun 2026 | 3,000,000 | $3.0M | 0.00% | ABS-O |
| 4145 | Standard Chartered Bank | 000000000 | Jun 2026 | 1 | $3.0M | 0.00% | DFE |
| 4146 | BWAY Mortgage Trust | 12430YAA8 | Jun 2026 | 3,000,000 | $3.0M | 0.00% | ABS-MBS |
| 4147 | Fannie Mae | 3140GPJZ2 | Jun 2026 | 3,124,682 | $3.0M | 0.00% | ABS-MBS |
| 4148 | Freddie Mac | 3132VNTN3 | Jun 2026 | 3,236,280 | $3.0M | 0.00% | ABS-MBS |
| 4149 | JP Morgan Mortgage Trust | 46629CAP2 | Jun 2026 | 3,740,638 | $3.0M | 0.00% | ABS-MBS |
| 4150 | Terwin Mortgage Trust | 881561ZG2 | Jun 2026 | 8,677,075 | $3.0M | 0.00% | ABS-MBS |
| 4151 | Fannie Mae | 3140H4UM4 | Jun 2026 | 3,129,898 | $3.0M | 0.00% | ABS-MBS |
| 4152 | LCH Ltd. | 000000000 | Jun 2026 | 74,200,000 | $3.0M | 0.00% | DIR |
| 4153 | Residential Asset Securitization Trust | 76114HAJ4 | Jun 2026 | 6,282,739 | $3.0M | 0.00% | ABS-MBS |
| 4154 | MFRA Trust | 55287AAA3 | Jun 2026 | 3,117,189 | $3.0M | 0.00% | ABS-MBS |
| 4155 | GSC Capital Corp Mortgage Trust | 126670ZC5 | Jun 2026 | 3,084,205 | $3.0M | 0.00% | ABS-MBS |
| 4156 | HarborView Mortgage Loan Trust | 41161PZC0 | Jun 2026 | 8,084,344 | $3.0M | 0.00% | ABS-MBS |
| 4157 | Fannie Mae | 3140AQRE4 | Jun 2026 | 2,946,977 | $3.0M | 0.00% | ABS-MBS |
| 4158 | Countrywide Alternative Loan Trust | 23243VAA8 | Jun 2026 | 2,897,294 | $3.0M | 0.00% | ABS-MBS |
| 4159 | Thornburg Mortgage Securities Trust | 885220KV4 | Jun 2026 | 3,137,591 | $3.0M | 0.00% | ABS-MBS |
| 4160 | BRITISH AIR 18-1 AA PTT | 11042TAA1 | Jun 2026 | 3,034,179 | $3.0M | 0.00% | DBT |
| 4161 | Countrywide Alternative Loan Trust | 02150JAU6 | Jun 2026 | 7,679,852 | $3.0M | 0.00% | ABS-MBS |
| 4162 | Residential Accredit Loans, Inc. | 75116BAA6 | Jun 2026 | 3,483,697 | $2.9M | 0.00% | ABS-MBS |
| 4163 | Fannie Mae | 3140U1VG7 | Jun 2026 | 2,997,015 | $2.9M | 0.00% | ABS-MBS |
| 4164 | Merrill Lynch Mortgage Investors Trust | 590238AA9 | Jun 2026 | 7,883,064 | $2.9M | 0.00% | ABS-O |
| 4165 | Ace Securities Corp. | 004424AB3 | Jun 2026 | 7,237,285 | $2.9M | 0.00% | ABS-MBS |
| 4166 | Countrywide Alternative Loan Trust | 02148YAD6 | Jun 2026 | 5,675,080 | $2.9M | 0.00% | ABS-MBS |
| 4167 | Home Equity Asset Trust | 22541NQN2 | Jun 2026 | 3,043,805 | $2.9M | 0.00% | ABS-MBS |
| 4168 | Countrywide Alternative Loan Trust | 12668BLJ0 | Jun 2026 | 7,000,627 | $2.9M | 0.00% | ABS-MBS |
| 4169 | UNITED AIR 2019-1 AA PTT | 90931CAA6 | Jun 2026 | 3,009,600 | $2.9M | 0.00% | DBT |
| 4170 | Santander Bank Auto Credit-Linked Notes | 80280BAC2 | Jun 2026 | 2,916,771 | $2.9M | 0.00% | ABS-O |
| 4171 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 27,170,000 | $2.9M | 0.00% | DIR |
| 4172 | MASTR Adjustable Rate Mortgages Trust | 576433UE4 | Jun 2026 | 2,955,801 | $2.9M | 0.00% | ABS-MBS |
| 4173 | Freddie Mac | 3132VMQ81 | Jun 2026 | 3,170,411 | $2.9M | 0.00% | ABS-MBS |
| 4174 | FORESEA HOLDING SA | 262051AA3 | Jun 2026 | 2,950,528 | $2.9M | 0.00% | DBT |
| 4175 | Wachovia Mortgage Loan Trust, LLC | 92977YAY7 | Jun 2026 | 3,163,396 | $2.9M | 0.00% | ABS-O |
| 4176 | Bayview Financial Acquisition Trust | 07325NDW9 | Jun 2026 | 2,916,120 | $2.9M | 0.00% | ABS-MBS |
| 4177 | Morgan Stanley ReRemic Trust | 61760JAA8 | Jun 2026 | 6,880,874 | $2.9M | 0.00% | ABS-MBS |
| 4178 | DEVELOPMENT BANK OF KAZA | 48129VAF3 | Jun 2026 | 1,337,000,000 | $2.9M | 0.00% | DBT |
| 4179 | ChaseFlex Trust | 16165YAT9 | Jun 2026 | 3,416,523 | $2.9M | 0.00% | ABS-MBS |
| 4180 | Fannie Mae | 3140BXG67 | Jun 2026 | 2,937,080 | $2.9M | 0.00% | ABS-MBS |
| 4181 | Newgate Funding PLC | 000000000 | Jun 2026 | 2,244,048 | $2.9M | 0.00% | ABS-MBS |
| 4182 | Freddie Mac | 31427NFX2 | Jun 2026 | 2,785,109 | $2.9M | 0.00% | ABS-MBS |
| 4183 | Morgan Stanley Capital Inc | 61753NAF7 | Jun 2026 | 6,632,394 | $2.9M | 0.00% | ABS-O |
| 4184 | RMAC Securities PLC | 000000000 | Jun 2026 | 2,209,186 | $2.9M | 0.00% | ABS-MBS |
| 4185 | Fannie Mae | 3140GYLE7 | Jun 2026 | 3,056,766 | $2.9M | 0.00% | ABS-MBS |
| 4186 | LCH Ltd. | 000000000 | Jun 2026 | 219,000,000 | $2.9M | 0.00% | DIR |
| 4187 | Fannie Mae | 3140L1T47 | Jun 2026 | 3,425,451 | $2.9M | 0.00% | ABS-MBS |
| 4188 | Ameriquest Mortgage Securities Inc. | 03072SV36 | Jun 2026 | 2,909,283 | $2.9M | 0.00% | ABS-O |
| 4189 | Fannie Mae | 3140U1QF5 | Jun 2026 | 2,926,067 | $2.9M | 0.00% | ABS-MBS |
| 4190 | Fannie Mae | 3140Q8V28 | Jun 2026 | 3,120,348 | $2.9M | 0.00% | ABS-MBS |
| 4191 | Soundview Home Equity Loan Trust | 83611MEC8 | Jun 2026 | 2,875,412 | $2.9M | 0.00% | ABS-O |
| 4192 | Countrywide Alternative Loan Trust | 126694A32 | Jun 2026 | 3,014,481 | $2.9M | 0.00% | ABS-MBS |
| 4193 | Toyota Auto Receivables Owner Trust | 89239FAD4 | Jun 2026 | 2,856,311 | $2.9M | 0.00% | ABS-O |
| 4194 | Ludgate Funding Plc | 000000000 | Jun 2026 | 2,180,540 | $2.9M | 0.00% | ABS-MBS |
| 4195 | Fannie Mae | 3140BVN55 | Jun 2026 | 2,920,461 | $2.9M | 0.00% | ABS-MBS |
| 4196 | ATLX Trust | 049915AA9 | Jun 2026 | 2,952,774 | $2.9M | 0.00% | ABS-MBS |
| 4197 | Greenpoint Manufactured Housing | 395386BE4 | Jun 2026 | 2,882,500 | $2.9M | 0.00% | ABS-O |
| 4198 | Fannie Mae | 3140GT4D9 | Jun 2026 | 3,031,931 | $2.9M | 0.00% | ABS-MBS |
| 4199 | Fannie Mae | 3140MSKX2 | Jun 2026 | 2,836,667 | $2.9M | 0.00% | ABS-MBS |
| 4200 | Countrywide Alternative Loan Trust | 12668ATT2 | Jun 2026 | 3,254,042 | $2.9M | 0.00% | ABS-MBS |
| 4201 | Residential Asset Mortgage Products, INC. | 760985X97 | Jun 2026 | 2,820,920 | $2.9M | 0.00% | ABS-O |
| 4202 | Freddie Mac | 3128MJYT1 | Jun 2026 | 3,186,216 | $2.9M | 0.00% | ABS-MBS |
| 4203 | Countrywide Asset-Backed Certificates | 1266713T1 | Jun 2026 | 2,901,058 | $2.9M | 0.00% | ABS-O |
| 4204 | Bear Stearns Asset Backed Securities Trust | 073879R59 | Jun 2026 | 2,855,956 | $2.9M | 0.00% | ABS-MBS |
| 4205 | ORANGE CAPITAL RE DAC | 000000000 | Jun 2026 | 2,400,000 | $2.9M | 0.00% | DBT |
| 4206 | IndyMac INDX Mortgage Loan Trust | 45660LQJ1 | Jun 2026 | 3,887,404 | $2.9M | 0.00% | ABS-MBS |
| 4207 | Countrywide Home Loans | 12544KAA1 | Jun 2026 | 4,195,110 | $2.9M | 0.00% | ABS-MBS |
| 4208 | Freddie Mac | 3142JRVU8 | Jun 2026 | 2,901,203 | $2.9M | 0.00% | ABS-MBS |
| 4209 | Fannie Mae | 3140BYJR6 | Jun 2026 | 2,893,514 | $2.8M | 0.00% | ABS-MBS |
| 4210 | IndyMac INDX Mortgage Loan Trust | 45660LGD5 | Jun 2026 | 3,479,552 | $2.8M | 0.00% | ABS-MBS |
| 4211 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 1,707,100,000 | $2.8M | 0.00% | DIR |
| 4212 | Freddie Mac | 3132DUKD8 | Jun 2026 | 2,890,209 | $2.8M | 0.00% | ABS-MBS |
| 4213 | Fannie Mae | 31418FEC7 | Jun 2026 | 2,884,457 | $2.8M | 0.00% | ABS-MBS |
| 4214 | New Century Home Equity Loan Trust | 64352VKD2 | Jun 2026 | 2,852,769 | $2.8M | 0.00% | ABS-MBS |
| 4215 | Fannie Mae | 3138EH5D0 | Jun 2026 | 2,706,739 | $2.8M | 0.00% | ABS-MBS |
| 4216 | Fannie Mae | 3140BCT93 | Jun 2026 | 2,881,021 | $2.8M | 0.00% | ABS-MBS |
| 4217 | Argent Securities Inc. | 04013BAB8 | Jun 2026 | 8,933,890 | $2.8M | 0.00% | ABS-MBS |
| 4218 | LCH Ltd. | 000000000 | Jun 2026 | 55,100,000 | $2.8M | 0.00% | DIR |
| 4219 | Countrywide Alternative Loan Trust | 12667GYX5 | Jun 2026 | 2,901,137 | $2.8M | 0.00% | ABS-MBS |
| 4220 | LCH Ltd. | 000000000 | Jun 2026 | 55,500,000 | $2.8M | 0.00% | DIR |
| 4221 | Residential Asset Securities Corporation | 75406AAD1 | Jun 2026 | 2,852,814 | $2.8M | 0.00% | ABS-MBS |
| 4222 | Carrington Mortgage Loan Trust | 144531CN8 | Jun 2026 | 2,899,584 | $2.8M | 0.00% | ABS-O |
| 4223 | Freddie Mac | 3133BMQK4 | Jun 2026 | 2,739,572 | $2.8M | 0.00% | ABS-MBS |
| 4224 | GSAMP Trust | 362437AA3 | Jun 2026 | 2,862,184 | $2.8M | 0.00% | ABS-O |
| 4225 | Countrywide Alternative Loan Trust | 12668AQH1 | Jun 2026 | 3,157,969 | $2.8M | 0.00% | ABS-MBS |
| 4226 | Ace Securities Corp. | 004421NG4 | Jun 2026 | 3,405,949 | $2.8M | 0.00% | ABS-MBS |
| 4227 | Freddie Mac | 31427KET8 | Jun 2026 | 2,857,358 | $2.8M | 0.00% | ABS-MBS |
| 4228 | Government National Mortgage Association | 38375UYW4 | Jun 2026 | 2,795,752 | $2.8M | 0.00% | ABS-MBS |
| 4229 | Freddie Mac | 3132XXWM7 | Jun 2026 | 2,971,449 | $2.8M | 0.00% | ABS-MBS |
| 4230 | LCH Ltd. | 000000000 | Jun 2026 | 109,900,000 | $2.8M | 0.00% | DIR |
| 4231 | MASTR Asset Backed Securities Trust | 55275RAD4 | Jun 2026 | 6,007,804 | $2.8M | 0.00% | ABS-MBS |
| 4232 | Structured Asset Securities Corporation | 86359DTG2 | Jun 2026 | 4,103,346 | $2.8M | 0.00% | ABS-MBS |
| 4233 | Residential Asset Securitization Trust | 76114QAJ4 | Jun 2026 | 8,221,270 | $2.8M | 0.00% | ABS-MBS |
| 4234 | Citigroup Mortgage Loan Trust Inc | 17310VAT7 | Jun 2026 | 2,867,177 | $2.8M | 0.00% | ABS-MBS |
| 4235 | Australia & New Zealand Banking Group Ltd. | 000000000 | Jun 2026 | 1 | $2.8M | 0.00% | DFE |
| 4236 | Countrywide Alternative Loan Trust | 12667G6J7 | Jun 2026 | 3,009,144 | $2.8M | 0.00% | ABS-MBS |
| 4237 | TORREY PINES RE LTD | 89141WAQ5 | Jun 2026 | 2,800,000 | $2.8M | 0.00% | DBT |
| 4238 | Countrywide Alternative Loan Trust | 12667FA70 | Jun 2026 | 2,798,439 | $2.8M | 0.00% | ABS-MBS |
| 4239 | Fieldstone Mortgage Investment Corp. | 31659TCS2 | Jun 2026 | 4,300,458 | $2.8M | 0.00% | ABS-O |
| 4240 | Morgan Stanley Home Equity Loan Trust | 61752UAA3 | Jun 2026 | 5,517,569 | $2.8M | 0.00% | ABS-MBS |
| 4241 | Freddie Mac | 3133C9K28 | Jun 2026 | 2,723,120 | $2.8M | 0.00% | ABS-MBS |
| 4242 | Intercontinental Exchange, Inc. | 000000000 | Jun 2026 | 33,398,400 | $2.8M | 0.00% | DCR |
| 4243 | ABSC MANUFACTURED HOUSING CONTRACT | 00081WAH4 | Jun 2026 | 2,785,547 | $2.8M | 0.00% | ABS-O |
| 4244 | Navient Student Loan Trust | 63941CAC7 | Jun 2026 | 2,790,156 | $2.8M | 0.00% | ABS-O |
| 4245 | Morgan Stanley Capital Inc | 61744CZD1 | Jun 2026 | 2,859,856 | $2.8M | 0.00% | ABS-O |
| 4246 | BCAP LLC Trust | 05531CAA8 | Jun 2026 | 3,711,782 | $2.8M | 0.00% | ABS-MBS |
| 4247 | Alesco Preferred Funding Ltd | 01448VAA7 | Jun 2026 | 3,190,199 | $2.8M | 0.00% | ABS-CBDO |
| 4248 | LCH Ltd. | 000000000 | Jun 2026 | 319,800,000 | $2.8M | 0.00% | DIR |
| 4249 | Renaissance Home Equity Loan Trust | 75971EAG1 | Jun 2026 | 9,024,934 | $2.8M | 0.00% | ABS-MBS |
| 4250 | Ace Securities Corp. | 00442LAA7 | Jun 2026 | 19,402,196 | $2.8M | 0.00% | ABS-MBS |
| 4251 | Countrywide Alternative Loan Trust | 02146BAA4 | Jun 2026 | 2,971,670 | $2.8M | 0.00% | ABS-MBS |
| 4252 | Fannie Mae | 3138Y14W2 | Jun 2026 | 2,899,618 | $2.8M | 0.00% | ABS-MBS |
| 4253 | Bear Stearns Alt-A Trust | 07386HPZ8 | Jun 2026 | 3,189,255 | $2.8M | 0.00% | ABS-MBS |
| 4254 | LCH Ltd. | 000000000 | Jun 2026 | 73,900,000 | $2.8M | 0.00% | DIR |
| 4255 | IndyMac INDX Mortgage Loan Trust | 45660LN96 | Jun 2026 | 4,151,255 | $2.8M | 0.00% | ABS-MBS |
| 4256 | GSAA Home Equity Trust | 36245RAB5 | Jun 2026 | 4,756,022 | $2.8M | 0.00% | ABS-MBS |
| 4257 | CSAB Mortgage Backed Trust | 12629EAC9 | Jun 2026 | 13,304,817 | $2.8M | 0.00% | ABS-O |
| 4258 | Park Place Securities Inc | 70069FBW6 | Jun 2026 | 3,062,449 | $2.8M | 0.00% | ABS-O |
| 4259 | Banc of America Funding Corporation | 05951UAD3 | Jun 2026 | 3,159,376 | $2.8M | 0.00% | ABS-MBS |
| 4260 | Ent Auto Receivables Trust | 293601AE0 | Jun 2026 | 2,759,594 | $2.8M | 0.00% | ABS-O |
| 4261 | Deutsche Alt-A Securities INC Mortgage Loan Trust | 25151AAA9 | Jun 2026 | 2,945,797 | $2.8M | 0.00% | ABS-MBS |
| 4262 | HANDSHAKE RE LTD | 410290AA8 | Jun 2026 | 2,800,000 | $2.8M | 0.00% | DBT |
| 4263 | UMBS, TBA | 01F022477 | Jun 2026 | 2,950,000 | $2.8M | 0.00% | ABS-MBS |
| 4264 | Mansard Mortgages Plc | 000000000 | Jun 2026 | 2,078,522 | $2.8M | 0.00% | ABS-MBS |
| 4265 | WAMU Mortgage Pass-Through Certificates | 93363BAG6 | Jun 2026 | 2,983,971 | $2.8M | 0.00% | ABS-MBS |
| 4266 | Home Equity Asset Trust | 437084NG7 | Jun 2026 | 2,810,000 | $2.8M | 0.00% | ABS-MBS |
| 4267 | Freddie Mac | 31427JMB1 | Jun 2026 | 2,797,732 | $2.8M | 0.00% | ABS-MBS |
| 4268 | Fannie Mae | 3140XFEB3 | Jun 2026 | 2,791,900 | $2.8M | 0.00% | ABS-MBS |
| 4269 | Countrywide Alternative Loan Trust | 12668AHA6 | Jun 2026 | 2,919,392 | $2.8M | 0.00% | ABS-MBS |
| 4270 | Credit Suisse Mortgage Trust | 126384AQ9 | Jun 2026 | 6,115,168 | $2.7M | 0.00% | ABS-MBS |
| 4271 | Volkswagen Auto Loan Enhanced Trust | 92867WAD0 | Jun 2026 | 2,739,368 | $2.7M | 0.00% | ABS-O |
| 4272 | Pagaya AI Debt Selection Trust | 69548KAA7 | Jun 2026 | 2,745,149 | $2.7M | 0.00% | ABS-O |
| 4273 | Government National Mortgage Association | 36179XLF1 | Jun 2026 | 2,920,804 | $2.7M | 0.00% | ABS-MBS |
| 4274 | Newgate Funding PLC | 000000000 | Jun 2026 | 2,502,976 | $2.7M | 0.00% | ABS-MBS |
| 4275 | Fannie Mae Benchmark REMIC | 31396VAU2 | Jun 2026 | 2,688,844 | $2.7M | 0.00% | ABS-MBS |
| 4276 | Fannie Mae | 3138WJMK1 | Jun 2026 | 2,956,621 | $2.7M | 0.00% | ABS-MBS |
| 4277 | CHARLES RIVER RE LTD | 159873AA6 | Jun 2026 | 2,700,000 | $2.7M | 0.00% | DBT |
| 4278 | Pagaya AI Debt Selection Trust | 69546YAF8 | Jun 2026 | 8,512,500 | $2.7M | 0.00% | ABS-O |
| 4279 | Fannie Mae | 3140BRZ69 | Jun 2026 | 2,775,179 | $2.7M | 0.00% | ABS-MBS |
| 4280 | Countrywide Alternative Loan Trust | 12668AJ89 | Jun 2026 | 3,802,628 | $2.7M | 0.00% | ABS-MBS |
| 4281 | Pagaya AI Debt Selection Trust | 69545AAA2 | Jun 2026 | 2,727,066 | $2.7M | 0.00% | ABS-O |
| 4282 | Fannie Mae | 3138WJ6U7 | Jun 2026 | 2,786,543 | $2.7M | 0.00% | ABS-MBS |
| 4283 | Merrill Lynch Mortgage Investors Trust | 59023NAC2 | Jun 2026 | 4,865,778 | $2.7M | 0.00% | ABS-MBS |
| 4284 | Merrill Lynch Mortgage Investors Trust | 59023FAB1 | Jun 2026 | 19,724,214 | $2.7M | 0.00% | ABS-O |
| 4285 | Fannie Mae | 3140AWYT0 | Jun 2026 | 2,762,432 | $2.7M | 0.00% | ABS-MBS |
| 4286 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $2.7M | 0.00% | DFE |
| 4287 | AMERN AIRLINE 16-2 A PTT | 023764AA1 | Jun 2026 | 2,810,000 | $2.7M | 0.00% | DBT |
| 4288 | CVS PASS-THROUGH TRUST | 126650BS8 | Jun 2026 | 2,593,641 | $2.7M | 0.00% | DBT |
| 4289 | Freddie Mac | 31426A2P2 | Jun 2026 | 2,541,396 | $2.7M | 0.00% | ABS-MBS |
| 4290 | Durham Mortgages | 000000000 | Jun 2026 | 9,500 | $2.7M | 0.00% | ABS-MBS |
| 4291 | Morgan Stanley Capital Inc | 61744CXM3 | Jun 2026 | 2,745,570 | $2.7M | 0.00% | ABS-O |
| 4292 | LCH Ltd. | 000000000 | Jun 2026 | 70,100,000 | $2.7M | 0.00% | DIR |
| 4293 | Fannie Mae | 3140ATCM6 | Jun 2026 | 2,694,951 | $2.7M | 0.00% | ABS-MBS |
| 4294 | Structured Asset Securities Corporation | 86361CAE5 | Jun 2026 | 2,906,667 | $2.7M | 0.00% | ABS-O |
| 4295 | Government National Mortgage Association | 36179QRZ6 | Jun 2026 | 2,805,747 | $2.7M | 0.00% | ABS-MBS |
| 4296 | Freddie Mac | 31427MLE9 | Jun 2026 | 2,646,191 | $2.7M | 0.00% | ABS-MBS |
| 4297 | Fannie Mae | 31418CPE8 | Jun 2026 | 2,909,601 | $2.7M | 0.00% | ABS-MBS |
| 4298 | LCH Ltd. | 000000000 | Jun 2026 | 422,200,000 | $2.7M | 0.00% | DIR |
| 4299 | Freddie Mac | 3142GSRJ9 | Jun 2026 | 2,728,168 | $2.7M | 0.00% | ABS-MBS |
| 4300 | Argent Securities Inc. | 03076MAD6 | Jun 2026 | 8,890,178 | $2.7M | 0.00% | ABS-MBS |
| 4301 | LCH Ltd. | 000000000 | Jun 2026 | 109,200,000 | $2.7M | 0.00% | DIR |
| 4302 | Structured Asset Mortgage Investments Inc | 86361HAP9 | Jun 2026 | 3,271,707 | $2.7M | 0.00% | ABS-MBS |
| 4303 | Ameriquest Mortgage Securities Inc. | 03072SG58 | Jun 2026 | 2,782,000 | $2.7M | 0.00% | ABS-O |
| 4304 | Countrywide Alternative Loan Trust | 021464AE2 | Jun 2026 | 2,964,633 | $2.7M | 0.00% | ABS-MBS |
| 4305 | Freddie Mac | 3132DWMY6 | Jun 2026 | 2,667,723 | $2.7M | 0.00% | ABS-MBS |
| 4306 | IndyMac INDX Mortgage Loan Trust | 45667SAK3 | Jun 2026 | 2,919,713 | $2.7M | 0.00% | ABS-MBS |
| 4307 | Pagaya AI Debt Selection Trust | 69544LAA9 | Jun 2026 | 2,677,392 | $2.7M | 0.00% | ABS-O |
| 4308 | Long Beach Mortgage Loan Trust | 542514JM7 | Jun 2026 | 2,800,934 | $2.7M | 0.00% | ABS-O |
| 4309 | FORD MOTOR CREDIT CO LLC | 345397A86 | Jun 2026 | 2,700,000 | $2.7M | 0.00% | DBT |
| 4310 | RBSSP Resecuritization Trust | 74928QAB2 | Jun 2026 | 4,106,470 | $2.7M | 0.00% | ABS-MBS |
| 4311 | Freddie Mac | 3142JSE35 | Jun 2026 | 2,718,710 | $2.7M | 0.00% | ABS-MBS |
| 4312 | Soundview Home Equity Loan Trust | 83611YAE2 | Jun 2026 | 2,747,640 | $2.7M | 0.00% | ABS-MBS |
| 4313 | Fannie Mae | 3140N15Y5 | Jun 2026 | 2,638,525 | $2.7M | 0.00% | ABS-MBS |
| 4314 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 103,800,000 | $2.7M | 0.00% | DIR |
| 4315 | Fannie Mae | 3140FQW29 | Jun 2026 | 2,808,166 | $2.7M | 0.00% | ABS-MBS |
| 4316 | Fannie Mae | 3140AAEN3 | Jun 2026 | 2,701,520 | $2.7M | 0.00% | ABS-MBS |
| 4317 | Fannie Mae | 3138WHW65 | Jun 2026 | 2,794,467 | $2.7M | 0.00% | ABS-MBS |
| 4318 | Credit Suisse Mortgage Trust | 12641NBE8 | Jun 2026 | 3,759,988 | $2.7M | 0.00% | ABS-MBS |
| 4319 | Residential Asset Mortgage Products, INC. | 76112BZM5 | Jun 2026 | 3,000,000 | $2.7M | 0.00% | ABS-O |
| 4320 | Aegis Asset Backed Securities Trust | 00764MCU9 | Jun 2026 | 2,388,624 | $2.7M | 0.00% | ABS-MBS |
| 4321 | Impac CMB Trust | 45254NLJ4 | Jun 2026 | 2,689,128 | $2.7M | 0.00% | ABS-MBS |
| 4322 | WAMU Mortgage Pass-Through Certificates | 93363TAA0 | Jun 2026 | 3,126,987 | $2.7M | 0.00% | ABS-MBS |
| 4323 | MASTR Asset Backed Securities Trust | 57645JAB5 | Jun 2026 | 9,569,566 | $2.7M | 0.00% | ABS-MBS |
| 4324 | Freddie Mac | 31335BMB9 | Jun 2026 | 2,787,514 | $2.6M | 0.00% | ABS-MBS |
| 4325 | Fannie Mae | 3140BGHH9 | Jun 2026 | 2,683,193 | $2.6M | 0.00% | ABS-MBS |
| 4326 | Alba Plc | 000000000 | Jun 2026 | 2,044,504 | $2.6M | 0.00% | ABS-MBS |
| 4327 | UNITED AIR 2018-1 AA PTT | 909318AA5 | Jun 2026 | 2,731,970 | $2.6M | 0.00% | DBT |
| 4328 | Option One Mortgage Loan Trust | 68403KAC9 | Jun 2026 | 3,901,432 | $2.6M | 0.00% | ABS-MBS |
| 4329 | Fannie Mae | 3140BGJ79 | Jun 2026 | 2,672,418 | $2.6M | 0.00% | ABS-MBS |
| 4330 | RCKT Trust | 74939RAA9 | Jun 2026 | 2,622,539 | $2.6M | 0.00% | ABS-O |
| 4331 | MASTR Asset Backed Securities Trust | 55291KAD9 | Jun 2026 | 7,703,214 | $2.6M | 0.00% | ABS-MBS |
| 4332 | Residential Accredit Loans, Inc. | 761118BP2 | Jun 2026 | 3,965,475 | $2.6M | 0.00% | ABS-MBS |
| 4333 | Deutsche Alt-A Securities INC Mortgage Loan Trust | 251513AW7 | Jun 2026 | 3,008,546 | $2.6M | 0.00% | ABS-MBS |
| 4334 | Adjustable Rate Mortgage Trust | 007036TD8 | Jun 2026 | 3,406,638 | $2.6M | 0.00% | ABS-MBS |
| 4335 | LCH Ltd. | 000000000 | Jun 2026 | 162,700,000 | $2.6M | 0.00% | DIR |
| 4336 | Ameriquest Mortgage Securities Inc. | 03072SM44 | Jun 2026 | 2,718,000 | $2.6M | 0.00% | ABS-O |
| 4337 | OWNIT Mortgage Loan Asset-Backed Certificates | 691215BC0 | Jun 2026 | 2,985,135 | $2.6M | 0.00% | ABS-O |
| 4338 | Credit-Based Asset Servicing and Securitization | 12489WQX5 | Jun 2026 | 2,860,189 | $2.6M | 0.00% | ABS-O |
| 4339 | New York Mortgage Trust | 62955VAC0 | Jun 2026 | 3,000,000 | $2.6M | 0.00% | ABS-MBS |
| 4340 | Home Equity Asset Trust | 437084KV7 | Jun 2026 | 2,609,741 | $2.6M | 0.00% | ABS-MBS |
| 4341 | GSAMP Trust | 36242DA60 | Jun 2026 | 2,690,564 | $2.6M | 0.00% | ABS-O |
| 4342 | Bridgecrest Lending Auto Securitization Trust | 107920AB6 | Jun 2026 | 2,608,748 | $2.6M | 0.00% | ABS-O |
| 4343 | Home Equity Asset Trust | 437084PA8 | Jun 2026 | 2,709,899 | $2.6M | 0.00% | ABS-MBS |
| 4344 | Freddie Mac | 31427JW61 | Jun 2026 | 2,643,576 | $2.6M | 0.00% | ABS-MBS |
| 4345 | Credit-Based Asset Servicing and Securitization | 1248RHAA5 | Jun 2026 | 3,881,240 | $2.6M | 0.00% | ABS-O |
| 4346 | Uropa Securities plc | 000000000 | Jun 2026 | 1,982,849 | $2.6M | 0.00% | ABS-MBS |
| 4347 | PRP Advisors, LLC | 69380RAA3 | Jun 2026 | 2,627,748 | $2.6M | 0.00% | ABS-MBS |
| 4348 | Wells Fargo Mortgage Backed Securities Trust | 94986MAA0 | Jun 2026 | 2,830,905 | $2.6M | 0.00% | ABS-MBS |
| 4349 | BONOS TESORERIA PESOS | 000000000 | Jun 2026 | 2,290,000,000 | $2.6M | 0.00% | DBT |
| 4350 | Angel Oak Mortgage Trust | 03465HAD6 | Jun 2026 | 3,345,000 | $2.6M | 0.00% | ABS-MBS |
| 4351 | Morgan Stanley Mortgage Loan Trust | 61752JAE0 | Jun 2026 | 12,883,301 | $2.6M | 0.00% | ABS-MBS |
| 4352 | Novastar Home Equity Loan | 66987XHA6 | Jun 2026 | 3,000,000 | $2.6M | 0.00% | ABS-MBS |
| 4353 | Countrywide Home Loans | 126694WE4 | Jun 2026 | 2,696,721 | $2.6M | 0.00% | ABS-MBS |
| 4354 | Bear Stearns Asset Backed Securities Trust | 073879YA0 | Jun 2026 | 2,583,191 | $2.6M | 0.00% | ABS-MBS |
| 4355 | GSAA Home Equity Trust | 3622EEAC6 | Jun 2026 | 4,874,930 | $2.6M | 0.00% | ABS-MBS |
| 4356 | Freddie Mac | 31334WZH7 | Jun 2026 | 2,785,293 | $2.6M | 0.00% | ABS-MBS |
| 4357 | Countrywide Home Loans | 12669GM24 | Jun 2026 | 2,663,750 | $2.6M | 0.00% | ABS-MBS |
| 4358 | Crossroads Asset Trust | 22767VAB4 | Jun 2026 | 2,568,572 | $2.6M | 0.00% | ABS-O |
| 4359 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 1,964,800,000 | $2.6M | 0.00% | DIR |
| 4360 | Wachovia Mortgage Loan Trust, LLC | 92978GAC3 | Jun 2026 | 7,686,836 | $2.6M | 0.00% | ABS-MBS |
| 4361 | LAD Auto Receivables Trust | 505920AC2 | Jun 2026 | 2,571,458 | $2.6M | 0.00% | ABS-O |
| 4362 | Freddie Mac | 31426PYW9 | Jun 2026 | 2,617,826 | $2.6M | 0.00% | ABS-MBS |
| 4363 | GSAMP Trust | 362463AA9 | Jun 2026 | 4,645,160 | $2.6M | 0.00% | ABS-O |
| 4364 | Countrywide Asset-Backed Certificates | 23243LAD4 | Jun 2026 | 2,615,262 | $2.6M | 0.00% | ABS-O |
| 4365 | Park Place Securities Inc | 70069FBV8 | Jun 2026 | 2,610,281 | $2.6M | 0.00% | ABS-O |
| 4366 | Deutsche Bank AG | 000000000 | Jun 2026 | 174,900,000 | $2.6M | 0.00% | DIR |
| 4367 | Freddie Mac | 3128MJ3A6 | Jun 2026 | 2,783,711 | $2.6M | 0.00% | ABS-MBS |
| 4368 | Freddie Mac | 3133BTRU6 | Jun 2026 | 2,492,636 | $2.6M | 0.00% | ABS-MBS |
| 4369 | Countrywide Alternative Loan Trust | 12667F4L6 | Jun 2026 | 3,563,049 | $2.6M | 0.00% | ABS-MBS |
| 4370 | Freddiemac Strip | 31325W4Q2 | Jun 2026 | 17,629,601 | $2.6M | 0.00% | ABS-MBS |
| 4371 | Freddie Mac | 3132XYHF7 | Jun 2026 | 2,693,191 | $2.6M | 0.00% | ABS-MBS |
| 4372 | Wachovia Mortgage Loan Trust, LLC | 92978GAB5 | Jun 2026 | 7,620,839 | $2.6M | 0.00% | ABS-MBS |
| 4373 | Ace Securities Corp. | 00442PAA8 | Jun 2026 | 2,606,262 | $2.6M | 0.00% | ABS-MBS |
| 4374 | AMER AIRLN 15-2 AA PTT | 02377BAB2 | Jun 2026 | 2,588,442 | $2.6M | 0.00% | DBT |
| 4375 | MLCC Mortgage Investors Inc | 59022XAC1 | Jun 2026 | 2,894,671 | $2.5M | 0.00% | ABS-MBS |
| 4376 | Credit-Based Asset Servicing and Securitization | 1248RHAD9 | Jun 2026 | 3,798,430 | $2.5M | 0.00% | ABS-O |
| 4377 | Citimortgage Alternative Loan Trust | 17309VAH6 | Jun 2026 | 2,801,627 | $2.5M | 0.00% | ABS-MBS |
| 4378 | ChaseFlex Trust | 16165MAF5 | Jun 2026 | 2,896,051 | $2.5M | 0.00% | ABS-MBS |
| 4379 | Countrywide Home Loans | 12669GY47 | Jun 2026 | 2,693,446 | $2.5M | 0.00% | ABS-MBS |
| 4380 | Credit Suisse Mortgage Trust | 12638PAD1 | Jun 2026 | 11,218,578 | $2.5M | 0.00% | ABS-MBS |
| 4381 | Freddie Mac | 3142JPVT5 | Jun 2026 | 2,571,840 | $2.5M | 0.00% | ABS-MBS |
| 4382 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $2.5M | 0.00% | DFE |
| 4383 | Fannie Mae | 3140BWJR0 | Jun 2026 | 2,567,828 | $2.5M | 0.00% | ABS-MBS |
| 4384 | GS Mortgage-Backed Securities Trust | 36267WAH4 | Jun 2026 | 2,902,684 | $2.5M | 0.00% | ABS-MBS |
| 4385 | WAMU Mortgage Pass-Through Certificates | 92922F4D7 | Jun 2026 | 2,668,907 | $2.5M | 0.00% | ABS-MBS |
| 4386 | Bear Stearns Asset Backed Securities Trust | 073879T57 | Jun 2026 | 4,374,441 | $2.5M | 0.00% | ABS-MBS |
| 4387 | MASTR Asset Backed Securities Trust | 57643LHA7 | Jun 2026 | 2,494,831 | $2.5M | 0.00% | ABS-MBS |
| 4388 | DBGS Mortgage Trust | 23307EAA9 | Jun 2026 | 2,690,000 | $2.5M | 0.00% | ABS-MBS |
| 4389 | Fannie Mae | 3140GPJL3 | Jun 2026 | 2,654,389 | $2.5M | 0.00% | ABS-MBS |
| 4390 | Countrywide Alternative Loan Trust | 12668AUQ6 | Jun 2026 | 5,269,622 | $2.5M | 0.00% | ABS-MBS |
| 4391 | JP Morgan Mortgage Trust | 46632BAP9 | Jun 2026 | 3,313,395 | $2.5M | 0.00% | ABS-MBS |
| 4392 | Nomura Resecuritization Trust | 65540FAQ9 | Jun 2026 | 2,799,453 | $2.5M | 0.00% | ABS-MBS |
| 4393 | Freddie Mac | 3133BTJZ4 | Jun 2026 | 2,494,490 | $2.5M | 0.00% | ABS-MBS |
| 4394 | Bear Stearns Alt-A Trust | 07386HQ87 | Jun 2026 | 5,529,883 | $2.5M | 0.00% | ABS-MBS |
| 4395 | Fannie Mae | 3140B7XC2 | Jun 2026 | 2,553,507 | $2.5M | 0.00% | ABS-MBS |
| 4396 | Residential Asset Mortgage Products, INC. | 76112BAN0 | Jun 2026 | 2,522,841 | $2.5M | 0.00% | ABS-O |
| 4397 | Fannie Mae | 3140H5AW1 | Jun 2026 | 2,638,892 | $2.5M | 0.00% | ABS-MBS |
| 4398 | Fannie Mae | 3140GUZC4 | Jun 2026 | 2,643,175 | $2.5M | 0.00% | ABS-MBS |
| 4399 | Countrywide Alternative Loan Trust | 12668BXA6 | Jun 2026 | 5,299,584 | $2.5M | 0.00% | ABS-MBS |
| 4400 | HSI Asset Securitization Corporation Trust | 44328AAD2 | Jun 2026 | 7,353,536 | $2.5M | 0.00% | ABS-MBS |
| 4401 | Wells Fargo Home Equity Trust | 9497EUAL1 | Jun 2026 | 2,513,451 | $2.5M | 0.00% | ABS-O |
| 4402 | Countrywide Asset-Backed Certificates | 1266732L5 | Jun 2026 | 2,523,718 | $2.5M | 0.00% | ABS-O |
| 4403 | Fannie Mae | 3140X6P47 | Jun 2026 | 2,643,749 | $2.5M | 0.00% | ABS-MBS |
| 4404 | Fannie Mae | 3140BUAB8 | Jun 2026 | 2,539,938 | $2.5M | 0.00% | ABS-MBS |
| 4405 | Citigroup Mortgage Loan Trust Inc | 17314CAE8 | Jun 2026 | 5,296,359 | $2.5M | 0.00% | ABS-MBS |
| 4406 | Homebanc Mortgage Trust | 43739ECR6 | Jun 2026 | 2,756,268 | $2.5M | 0.00% | ABS-MBS |
| 4407 | Morgan Stanley Mortgage Loan Trust | 61752RAD4 | Jun 2026 | 5,381,579 | $2.5M | 0.00% | ABS-MBS |
| 4408 | Morgan Stanley Capital Inc | 61744CLW4 | Jun 2026 | 2,432,732 | $2.5M | 0.00% | ABS-O |
| 4409 | IndyMac INDX Mortgage Loan Trust | 45661XAD4 | Jun 2026 | 3,857,464 | $2.5M | 0.00% | ABS-MBS |
| 4410 | LCH Ltd. | 000000000 | Jun 2026 | 109,900,000 | $2.5M | 0.00% | DIR |
| 4411 | Bear Stearns Asset Backed Securities Trust | 073879TV0 | Jun 2026 | 2,496,587 | $2.5M | 0.00% | ABS-MBS |
| 4412 | Countrywide Alternative Loan Trust | 12668BXB4 | Jun 2026 | 5,237,049 | $2.5M | 0.00% | ABS-MBS |
| 4413 | Countrywide Alternative Loan Trust | 12668AGB5 | Jun 2026 | 3,826,334 | $2.5M | 0.00% | ABS-MBS |
| 4414 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $2.5M | 0.00% | DFE |
| 4415 | Fannie Mae | 3140BFR80 | Jun 2026 | 2,507,207 | $2.5M | 0.00% | ABS-MBS |
| 4416 | BCAP LLC Trust | 05532TBD3 | Jun 2026 | 2,931,952 | $2.5M | 0.00% | ABS-MBS |
| 4417 | Soundview Home Equity Loan Trust | 83612TAB8 | Jun 2026 | 3,543,208 | $2.5M | 0.00% | ABS-MBS |
| 4418 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $2.5M | 0.00% | DFE |
| 4419 | IndyMac INDX Mortgage Loan Trust | 45660LVM8 | Jun 2026 | 3,028,050 | $2.5M | 0.00% | ABS-MBS |
| 4420 | Banc of America Funding Corporation | 05968KAG9 | Jun 2026 | 2,734,541 | $2.5M | 0.00% | ABS-MBS |
| 4421 | Structured Asset Securities Corporation | 86361GAC0 | Jun 2026 | 2,502,495 | $2.5M | 0.00% | ABS-O |
| 4422 | Washington Mutual Mortgage Pass-Through CTFS | 939355BR3 | Jun 2026 | 2,871,753 | $2.5M | 0.00% | ABS-MBS |
| 4423 | First Franklin Mtg Loan Asset Backed Certificates | 32028GAA3 | Jun 2026 | 2,624,470 | $2.4M | 0.00% | ABS-O |
| 4424 | LCH Ltd. | 000000000 | Jun 2026 | 105,000,000 | $2.4M | 0.00% | DIR |
| 4425 | Nomura Asset Acceptance Corporation | 65536VAD9 | Jun 2026 | 9,587,538 | $2.4M | 0.00% | ABS-MBS |
| 4426 | Bear Stearns Alt-A Trust | 07386HVR9 | Jun 2026 | 3,190,810 | $2.4M | 0.00% | ABS-MBS |
| 4427 | HarborView Mortgage Loan Trust | 41161GAA1 | Jun 2026 | 5,181,187 | $2.4M | 0.00% | ABS-MBS |
| 4428 | EPR PROPERTIES | 26884UAC3 | Jun 2026 | 2,445,000 | $2.4M | 0.00% | DBT |
| 4429 | Fannie Mae | 3140B6F34 | Jun 2026 | 2,296,229 | $2.4M | 0.00% | ABS-MBS |
| 4430 | Countrywide Alternative Loan Trust | 02151AAB6 | Jun 2026 | 5,087,418 | $2.4M | 0.00% | ABS-MBS |
| 4431 | Saxon Asset Securities Trust | 80556AAD9 | Jun 2026 | 2,734,000 | $2.4M | 0.00% | ABS-O |
| 4432 | Government National Mortgage Association | 36179TV77 | Jun 2026 | 2,485,663 | $2.4M | 0.00% | ABS-MBS |
| 4433 | LCH Ltd. | 000000000 | Jun 2026 | 109,700,000 | $2.4M | 0.00% | DIR |
| 4434 | Fannie Mae | 3140N72J8 | Jun 2026 | 2,408,883 | $2.4M | 0.00% | ABS-MBS |
| 4435 | Bear Stearns Asset Backed Securities Trust | 07384YPH3 | Jun 2026 | 2,956,023 | $2.4M | 0.00% | ABS-MBS |
| 4436 | Securitized Asset Backed Receivables LLC Trust | 81375WGF7 | Jun 2026 | 2,919,060 | $2.4M | 0.00% | ABS-O |
| 4437 | Fannie Mae | 3140NAYE7 | Jun 2026 | 2,396,561 | $2.4M | 0.00% | ABS-MBS |
| 4438 | Bear Stearns Adjustable Rate Mortgage Trust | 07386YAE4 | Jun 2026 | 2,744,562 | $2.4M | 0.00% | ABS-MBS |
| 4439 | Carvana Auto Receivables Trust | 14686KAF4 | Jun 2026 | 2,459,958 | $2.4M | 0.00% | ABS-O |
| 4440 | Fannie Mae | 3140FHJ81 | Jun 2026 | 2,541,974 | $2.4M | 0.00% | ABS-MBS |
| 4441 | Fannie Mae | 3140GUMA2 | Jun 2026 | 2,621,486 | $2.4M | 0.00% | ABS-MBS |
| 4442 | Freddie Mac | 31425VFW8 | Jun 2026 | 2,410,379 | $2.4M | 0.00% | ABS-MBS |
| 4443 | Fortress Credit BSL Limited | 34956NAL6 | Jun 2026 | 2,420,115 | $2.4M | 0.00% | ABS-CBDO |
| 4444 | First Investors Auto Owner Trust | 320986AA0 | Jun 2026 | 2,413,340 | $2.4M | 0.00% | ABS-O |
| 4445 | IndyMac INDX Mortgage Loan Trust | 45670CAA5 | Jun 2026 | 7,881,693 | $2.4M | 0.00% | ABS-MBS |
| 4446 | GSAMP Trust | 3622MGAA6 | Jun 2026 | 4,596,518 | $2.4M | 0.00% | ABS-O |
| 4447 | Bayview Financial Acquisition Trust | 07325VAG9 | Jun 2026 | 2,603,912 | $2.4M | 0.00% | ABS-MBS |
| 4448 | Freddie Mac | 3142JVNM6 | Jun 2026 | 2,431,128 | $2.4M | 0.00% | ABS-MBS |
| 4449 | Credit Suisse First Boston Mortgage Securities | 2254585V6 | Jun 2026 | 2,824,033 | $2.4M | 0.00% | ABS-MBS |
| 4450 | Freddie Mac | 3128MJY61 | Jun 2026 | 2,689,121 | $2.4M | 0.00% | ABS-MBS |
| 4451 | IndyMac INDX Mortgage Loan Trust | 45668JAB2 | Jun 2026 | 2,798,996 | $2.4M | 0.00% | ABS-MBS |
| 4452 | Residential Asset Securitization Trust | 76113NAE3 | Jun 2026 | 3,912,003 | $2.4M | 0.00% | ABS-MBS |
| 4453 | Deutsche Alt-A Securities INC Mortgage Loan Trust | 25151AAB7 | Jun 2026 | 2,553,640 | $2.4M | 0.00% | ABS-MBS |
| 4454 | Countrywide Alternative Loan Trust | 12667FTE5 | Jun 2026 | 2,400,255 | $2.4M | 0.00% | ABS-MBS |
| 4455 | Residential Funding Mtg Sec I | 74959AAB9 | Jun 2026 | 4,046,346 | $2.4M | 0.00% | ABS-MBS |
| 4456 | Freddie Mac | 31427BZ73 | Jun 2026 | 2,446,186 | $2.4M | 0.00% | ABS-MBS |
| 4457 | Morgan Stanley IXIS Real Estate Capital Trust | 617463AP9 | Jun 2026 | 7,469,188 | $2.4M | 0.00% | ABS-O |
| 4458 | Countrywide Alternative Loan Trust | 02150HAA4 | Jun 2026 | 6,185,448 | $2.4M | 0.00% | ABS-MBS |
| 4459 | GSAA Home Equity Trust | 3622EUAD8 | Jun 2026 | 9,048,701 | $2.4M | 0.00% | ABS-MBS |
| 4460 | Credit-Based Asset Servicing and Securitization | 1248RHAC1 | Jun 2026 | 3,587,763 | $2.4M | 0.00% | ABS-O |
| 4461 | Bear Stearns Asset Backed Securities Trust | 07388HAP4 | Jun 2026 | 2,449,703 | $2.4M | 0.00% | ABS-MBS |
| 4462 | Freddie Mac | 3133KYR92 | Jun 2026 | 2,528,025 | $2.4M | 0.00% | ABS-MBS |
| 4463 | Citigroup Mortgage Loan Trust Inc | 17311CAF8 | Jun 2026 | 2,500,000 | $2.4M | 0.00% | ABS-O |
| 4464 | Credit-Based Asset Servicing and Securitization | 12489WPM0 | Jun 2026 | 2,526,481 | $2.4M | 0.00% | ABS-O |
| 4465 | Intercontinental Exchange, Inc. | 000000000 | Jun 2026 | 51,513,600 | $2.4M | 0.00% | DCR |
| 4466 | Fannie Mae | 3140Q8V51 | Jun 2026 | 2,597,680 | $2.4M | 0.00% | ABS-MBS |
| 4467 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $2.4M | 0.00% | DFE |
| 4468 | JP Morgan Mortgage Trust | 46632GAC7 | Jun 2026 | 3,099,544 | $2.4M | 0.00% | ABS-MBS |
| 4469 | Fannie Mae | 3140ASG77 | Jun 2026 | 2,378,157 | $2.4M | 0.00% | ABS-MBS |
| 4470 | Citigroup Mortgage Loan Trust Inc | 17309SAG5 | Jun 2026 | 2,500,000 | $2.4M | 0.00% | ABS-O |
| 4471 | Government National Mortgage Association | 38376RXY7 | Jun 2026 | 2,381,319 | $2.4M | 0.00% | ABS-MBS |
| 4472 | Fannie Mae | 3140A3D75 | Jun 2026 | 2,305,561 | $2.4M | 0.00% | ABS-MBS |
| 4473 | Countrywide Asset-Backed Certificates | 23246BAF8 | Jun 2026 | 2,526,826 | $2.4M | 0.00% | ABS-O |
| 4474 | Fannie Mae | 3140B0B56 | Jun 2026 | 2,420,876 | $2.4M | 0.00% | ABS-MBS |
| 4475 | Citigroup Mortgage Loan Trust Inc | 17329AAP0 | Jun 2026 | 547,729,545 | $2.4M | 0.00% | ABS-MBS |
| 4476 | Fannie Mae | 3140BFZF5 | Jun 2026 | 2,402,624 | $2.4M | 0.00% | ABS-MBS |
| 4477 | LCH Ltd. | 000000000 | Jun 2026 | 68,000,000 | $2.4M | 0.00% | DIR |
| 4478 | Freddie Mac | 3133CKEM6 | Jun 2026 | 2,290,051 | $2.4M | 0.00% | ABS-MBS |
| 4479 | WAMU Mortgage Pass-Through Certificates | 92922FR75 | Jun 2026 | 2,455,946 | $2.4M | 0.00% | ABS-MBS |
| 4480 | First Horizon Alternative Mortgage Securities | 32051GHL2 | Jun 2026 | 2,389,019 | $2.4M | 0.00% | ABS-MBS |
| 4481 | Ace Securities Corp. | 004424AD9 | Jun 2026 | 5,825,974 | $2.4M | 0.00% | ABS-MBS |
| 4482 | Conseco Financial Corp | 3935053P5 | Jun 2026 | 11,006,723 | $2.4M | 0.00% | ABS-O |
| 4483 | Deutsche Bank AG | 000000000 | Jun 2026 | 46,291,835 | $2.4M | 0.00% | DCR |
| 4484 | Freddie Mac | 3133CSLU3 | Jun 2026 | 2,260,483 | $2.4M | 0.00% | ABS-MBS |
| 4485 | Encina Private Credit LLC | 000000000 | Jun 2026 | 2,761,570 | $2.4M | 0.00% | LON |
| 4486 | JP Morgan Mortgage Trust | 46630PBB0 | Jun 2026 | 2,842,618 | $2.4M | 0.00% | ABS-MBS |
| 4487 | IndyMac INDX Mortgage Loan Trust | 45669EAC0 | Jun 2026 | 2,766,042 | $2.4M | 0.00% | ABS-MBS |
| 4488 | Citigroup Mortgage Loan Trust Inc | 172983AE8 | Jun 2026 | 2,372,767 | $2.4M | 0.00% | ABS-MBS |
| 4489 | HarborView Mortgage Loan Trust | 41161PMX8 | Jun 2026 | 3,167,373 | $2.4M | 0.00% | ABS-MBS |
| 4490 | Fannie Mae | 31418FDA2 | Jun 2026 | 2,384,514 | $2.4M | 0.00% | ABS-MBS |
| 4491 | Credit Suisse First Boston Mortgage Securities | 22541SRY6 | Jun 2026 | 2,442,002 | $2.3M | 0.00% | ABS-MBS |
| 4492 | Fannie Mae | 3138WHNS7 | Jun 2026 | 2,457,041 | $2.3M | 0.00% | ABS-MBS |
| 4493 | Structured Asset Investment Loan Trust | 86358EBM7 | Jun 2026 | 2,235,360 | $2.3M | 0.00% | ABS-O |
| 4494 | Freddie Mac | 3128MJ2W9 | Jun 2026 | 2,539,070 | $2.3M | 0.00% | ABS-MBS |
| 4495 | JP Morgan Mortgage Acquisition Corp | 46626LBK5 | Jun 2026 | 2,321,598 | $2.3M | 0.00% | ABS-MBS |
| 4496 | Fremont Home Loan Trust | 35729QAE8 | Jun 2026 | 7,634,991 | $2.3M | 0.00% | ABS-O |
| 4497 | Morgan Stanley IXIS Real Estate Capital Trust | 61749QAD2 | Jun 2026 | 6,087,555 | $2.3M | 0.00% | ABS-O |
| 4498 | Citimortgage Alternative Loan Trust | 12566VAL6 | Jun 2026 | 2,557,095 | $2.3M | 0.00% | ABS-MBS |
| 4499 | Westmoreland Coal Company | 96106JAE9 | Jun 2026 | 4,061,144 | $2.3M | 0.00% | LON |
| 4500 | Long Beach Mortgage Loan Trust | 54251MAD6 | Jun 2026 | 8,216,795 | $2.3M | 0.00% | ABS-O |
| 4501 | Lealand Finance Company BV | 000000000 | Jun 2026 | 2,409,652 | $2.3M | 0.00% | LON |
| 4502 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 155,370,000,000 | $2.3M | 0.00% | DIR |
| 4503 | Freddie Mac | 31427HAJ1 | Jun 2026 | 2,367,618 | $2.3M | 0.00% | ABS-MBS |
| 4504 | Morgan Stanley Capital Inc | 61744CNG7 | Jun 2026 | 2,614,192 | $2.3M | 0.00% | ABS-MBS |
| 4505 | LCH Ltd. | 000000000 | Jun 2026 | 88,240,000 | $2.3M | 0.00% | DIR |
| 4506 | Fannie Mae | 3140B9YX1 | Jun 2026 | 2,348,132 | $2.3M | 0.00% | ABS-MBS |
| 4507 | LCH Ltd. | 000000000 | Jun 2026 | 73,200,000 | $2.3M | 0.00% | DIR |
| 4508 | Fannie Mae | 3140FNJD7 | Jun 2026 | 2,453,188 | $2.3M | 0.00% | ABS-MBS |
| 4509 | Soundview Home Equity Loan Trust | 83613AAQ5 | Jun 2026 | 2,727,917 | $2.3M | 0.00% | ABS-MBS |
| 4510 | Countrywide Home Loans | 12544VCN7 | Jun 2026 | 5,180,974 | $2.3M | 0.00% | ABS-MBS |
| 4511 | Fannie Mae | 31418DJK9 | Jun 2026 | 2,427,213 | $2.3M | 0.00% | ABS-MBS |
| 4512 | Ace Securities Corp. | 00443KAF7 | Jun 2026 | 7,486,494 | $2.3M | 0.00% | ABS-MBS |
| 4513 | Freddie Mac | 3142JN6S0 | Jun 2026 | 2,349,474 | $2.3M | 0.00% | ABS-MBS |
| 4514 | Freddie Mac | 31427DET4 | Jun 2026 | 2,355,024 | $2.3M | 0.00% | ABS-MBS |
| 4515 | Morgan Stanley Capital Inc | 61744CPM2 | Jun 2026 | 2,526,287 | $2.3M | 0.00% | ABS-MBS |
| 4516 | Structured Asset Securities Corporation | 86359B6T3 | Jun 2026 | 2,424,667 | $2.3M | 0.00% | ABS-O |
| 4517 | LCH Ltd. | 000000000 | Jun 2026 | 100,400,000 | $2.3M | 0.00% | DIR |
| 4518 | MASTR Asset Backed Securities Trust | 57643LBH8 | Jun 2026 | 2,424,499 | $2.3M | 0.00% | ABS-MBS |
| 4519 | Ally Bank Auto Credit-Linked Notes | 02007G4D2 | Jun 2026 | 2,298,790 | $2.3M | 0.00% | ABS-O |
| 4520 | Bear Stearns Alt-A Trust | 07386HYH8 | Jun 2026 | 4,531,627 | $2.3M | 0.00% | ABS-MBS |
| 4521 | Structured Asset Securities Corporation | 86361NAD3 | Jun 2026 | 2,317,619 | $2.3M | 0.00% | ABS-O |
| 4522 | VITALITY RE XVII LTD | 92853KAC4 | Jun 2026 | 2,300,000 | $2.3M | 0.00% | DBT |
| 4523 | Countrywide Asset-Backed Certificates | 12668HAE0 | Jun 2026 | 2,350,036 | $2.3M | 0.00% | ABS-O |
| 4524 | Banc of America Funding Corporation | 05950MAA8 | Jun 2026 | 2,297,743 | $2.3M | 0.00% | ABS-MBS |
| 4525 | Fremont Home Loan Trust | 35729PMF4 | Jun 2026 | 2,529,321 | $2.3M | 0.00% | ABS-O |
| 4526 | Freddie Mac | 31427AVK0 | Jun 2026 | 2,336,484 | $2.3M | 0.00% | ABS-MBS |
| 4527 | Fannie Mae | 3140EU6P9 | Jun 2026 | 2,410,304 | $2.3M | 0.00% | ABS-MBS |
| 4528 | RAAC Series | 74919MAB2 | Jun 2026 | 2,340,648 | $2.3M | 0.00% | ABS-O |
| 4529 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 851,700,000 | $2.3M | 0.00% | DIR |
| 4530 | Countrywide Home Loans | 126670JP4 | Jun 2026 | 2,403,534 | $2.3M | 0.00% | ABS-MBS |
| 4531 | LCH Ltd. | 000000000 | Jun 2026 | 121,000,000 | $2.3M | 0.00% | DIR |
| 4532 | Freddie Mac | 3132DN3L5 | Jun 2026 | 2,300,067 | $2.3M | 0.00% | ABS-MBS |
| 4533 | Credit-Based Asset Servicing and Securitization | 12465MAD6 | Jun 2026 | 4,940,476 | $2.3M | 0.00% | ABS-O |
| 4534 | CHEVY CHASE MORTGAGE FUNDING CORP. | 16678YAB8 | Jun 2026 | 2,540,482 | $2.3M | 0.00% | ABS-MBS |
| 4535 | Freddie Mac | 31426JPR4 | Jun 2026 | 2,307,344 | $2.3M | 0.00% | ABS-MBS |
| 4536 | Carvana Auto Receivables Trust | 14687VAC6 | Jun 2026 | 2,269,678 | $2.3M | 0.00% | ABS-O |
| 4537 | Long Beach Mortgage Loan Trust | 54251UAC0 | Jun 2026 | 9,510,460 | $2.3M | 0.00% | ABS-O |
| 4538 | Bear Stearns Alt-A Trust | 07386HH46 | Jun 2026 | 2,478,922 | $2.3M | 0.00% | ABS-MBS |
| 4539 | Fannie Mae | 3140HDHD9 | Jun 2026 | 2,465,054 | $2.3M | 0.00% | ABS-MBS |
| 4540 | LCH Ltd. | 000000000 | Jun 2026 | 73,300,000 | $2.3M | 0.00% | DIR |
| 4541 | Morgan Stanley Capital Inc | 61748BAC8 | Jun 2026 | 4,641,231 | $2.3M | 0.00% | ABS-MBS |
| 4542 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $2.3M | 0.00% | DFE |
| 4543 | GSAMP Trust | 3622MAAD3 | Jun 2026 | 4,588,032 | $2.3M | 0.00% | ABS-O |
| 4544 | Santander Drive Auto Receivables Trust | 80285XAD7 | Jun 2026 | 2,259,881 | $2.3M | 0.00% | ABS-O |
| 4545 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 1,486,300,000 | $2.3M | 0.00% | DIR |
| 4546 | Nationstar Home Equity Loan Trust | 63860KAF9 | Jun 2026 | 2,527,000 | $2.3M | 0.00% | ABS-MBS |
| 4547 | Morgan Stanley Mortgage Loan Trust | 617487AA1 | Jun 2026 | 15,247,076 | $2.3M | 0.00% | ABS-MBS |
| 4548 | Countrywide Home Loans | 12669GTQ4 | Jun 2026 | 2,326,614 | $2.3M | 0.00% | ABS-MBS |
| 4549 | Residential Accredit Loans, Inc. | 761118PZ5 | Jun 2026 | 2,584,884 | $2.3M | 0.00% | ABS-MBS |
| 4550 | Option One Mortgage Loan Trust | 68403KAB1 | Jun 2026 | 3,321,692 | $2.2M | 0.00% | ABS-MBS |
| 4551 | Freddie Mac | 3133AFDZ1 | Jun 2026 | 2,658,075 | $2.2M | 0.00% | ABS-MBS |
| 4552 | Structured Asset Securities Corporation | 86358BAA0 | Jun 2026 | 2,274,443 | $2.2M | 0.00% | ABS-O |
| 4553 | Freddie Mac | 3133CYS90 | Jun 2026 | 2,270,635 | $2.2M | 0.00% | ABS-MBS |
| 4554 | Luminent Mortgage Trust | 55028EAB7 | Jun 2026 | 2,263,280 | $2.2M | 0.00% | ABS-MBS |
| 4555 | Structured Adjustable Rate Mortgage Loan Trust | 863579R42 | Jun 2026 | 4,307,075 | $2.2M | 0.00% | ABS-MBS |
| 4556 | WAMU Mortgage Pass-Through Certificates | 933638AA6 | Jun 2026 | 2,377,972 | $2.2M | 0.00% | ABS-MBS |
| 4557 | Bear Stearns Structured Products Inc. | 07402FAA3 | Jun 2026 | 3,199,097 | $2.2M | 0.00% | ABS-MBS |
| 4558 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $2.2M | 0.00% | DFE |
| 4559 | Freddie Mac | 31426XKJ6 | Jun 2026 | 2,265,805 | $2.2M | 0.00% | ABS-MBS |
| 4560 | GREAT AMERICA LEASING RECEIVABLES | 39154GAB2 | Jun 2026 | 2,226,807 | $2.2M | 0.00% | ABS-O |
| 4561 | LCH Ltd. | 000000000 | Jun 2026 | 152,700,000 | $2.2M | 0.00% | DIR |
| 4562 | Citigroup Mortgage Loan Trust Inc | 17330EAN4 | Jun 2026 | 821,491,770 | $2.2M | 0.00% | ABS-MBS |
| 4563 | Deutsche Alt-A Securities INC Mortgage Loan Trust | 25151VAA3 | Jun 2026 | 4,014,673 | $2.2M | 0.00% | ABS-MBS |
| 4564 | Conseco Finance Securitizations Corp. | 20846QFQ6 | Jun 2026 | 2,196,390 | $2.2M | 0.00% | ABS-O |
| 4565 | Ace Securities Corp. | 00441VAD0 | Jun 2026 | 9,240,717 | $2.2M | 0.00% | ABS-MBS |
| 4566 | Countrywide Alternative Loan Trust | 12668AHF5 | Jun 2026 | 2,378,891 | $2.2M | 0.00% | ABS-MBS |
| 4567 | Morgan Stanley Home Equity Loan Trust | 61744CQP4 | Jun 2026 | 2,240,041 | $2.2M | 0.00% | ABS-MBS |
| 4568 | Ameriquest Mortgage Securities Inc. | 03072SWS0 | Jun 2026 | 2,244,790 | $2.2M | 0.00% | ABS-O |
| 4569 | Countrywide Asset-Backed Certificates | 126670EM6 | Jun 2026 | 2,216,631 | $2.2M | 0.00% | ABS-O |
| 4570 | First Franklin Mtg Loan Asset Backed Certificates | 32027NTW1 | Jun 2026 | 2,291,303 | $2.2M | 0.00% | ABS-O |
| 4571 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $2.2M | 0.00% | DFE |
| 4572 | LCH Ltd. | 000000000 | Jun 2026 | 157,500,000 | $2.2M | 0.00% | DIR |
| 4573 | Structured Adjustable Rate Mortgage Loan Trust | 86364JAA5 | Jun 2026 | 2,340,413 | $2.2M | 0.00% | ABS-MBS |
| 4574 | Structured Asset Investment Loan Trust | 86358EPG5 | Jun 2026 | 2,221,940 | $2.2M | 0.00% | ABS-O |
| 4575 | TORREY PINES RE LTD | 89141WAR3 | Jun 2026 | 2,150,000 | $2.2M | 0.00% | DBT |
| 4576 | Freddie Mac | 31427JQF8 | Jun 2026 | 2,231,331 | $2.2M | 0.00% | ABS-MBS |
| 4577 | Government National Mortgage Association | 3617B1WG4 | Jun 2026 | 2,401,291 | $2.2M | 0.00% | ABS-MBS |
| 4578 | Countrywide Alternative Loan Trust | 12667GN58 | Jun 2026 | 2,344,410 | $2.2M | 0.00% | ABS-MBS |
| 4579 | Fannie Mae | 3140BUKD3 | Jun 2026 | 2,221,772 | $2.2M | 0.00% | ABS-MBS |
| 4580 | GSAA Home Equity Trust | 3622E8AB1 | Jun 2026 | 8,754,277 | $2.2M | 0.00% | ABS-MBS |
| 4581 | Residential Accredit Loans, Inc. | 75115AAA9 | Jun 2026 | 2,591,055 | $2.2M | 0.00% | ABS-MBS |
| 4582 | Bear Stearns Adjustable Rate Mortgage Trust | 07401CAD5 | Jun 2026 | 2,517,718 | $2.2M | 0.00% | ABS-MBS |
| 4583 | LCH Ltd. | 000000000 | Jun 2026 | 109,300,000 | $2.2M | 0.00% | DIR |
| 4584 | Countrywide Alternative Loan Trust | 12667FY33 | Jun 2026 | 2,481,034 | $2.2M | 0.00% | ABS-MBS |
| 4585 | Centex Home Equity | 152314LQ1 | Jun 2026 | 2,215,035 | $2.2M | 0.00% | ABS-MBS |
| 4586 | WAMU Mortgage Pass-Through Certificates | 92927XAC8 | Jun 2026 | 2,467,663 | $2.2M | 0.00% | ABS-MBS |
| 4587 | Legacy Mortgage Asset Trust | 52472WAD1 | Jun 2026 | 3,175,140 | $2.2M | 0.00% | ABS-MBS |
| 4588 | Citigroup Mortgage Loan Trust Inc | 17307GJK5 | Jun 2026 | 2,193,743 | $2.2M | 0.00% | ABS-O |
| 4589 | IndyMac INDX Mortgage Loan Trust | 45661KAA8 | Jun 2026 | 2,925,451 | $2.2M | 0.00% | ABS-MBS |
| 4590 | Structured Asset Investment Loan Trust | 86358EMV5 | Jun 2026 | 2,171,074 | $2.2M | 0.00% | ABS-O |
| 4591 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $2.2M | 0.00% | DFE |
| 4592 | MASTR Asset Backed Securities Trust | 55275BAC1 | Jun 2026 | 6,267,767 | $2.2M | 0.00% | ABS-MBS |
| 4593 | COMM Mortgage Trust | 12659DAA8 | Jun 2026 | 2,200,000 | $2.2M | 0.00% | ABS-MBS |
| 4594 | Ace Securities Corp. | 00443KAD2 | Jun 2026 | 6,949,251 | $2.2M | 0.00% | ABS-MBS |
| 4595 | Credit Suisse First Boston Mortgage Securities | 22541SG28 | Jun 2026 | 2,155,778 | $2.2M | 0.00% | ABS-MBS |
| 4596 | Bear Stearns Mortgage Funding Trust | 07401NAA7 | Jun 2026 | 2,387,997 | $2.1M | 0.00% | ABS-MBS |
| 4597 | Washington Mutual Mortgage Pass-Through CTFS | 93934FJC7 | Jun 2026 | 2,402,732 | $2.1M | 0.00% | ABS-MBS |
| 4598 | Fannie Mae | 3140BKUA0 | Jun 2026 | 2,183,531 | $2.1M | 0.00% | ABS-MBS |
| 4599 | GSAA Home Equity Trust | 3622E8AE5 | Jun 2026 | 8,618,224 | $2.1M | 0.00% | ABS-MBS |
| 4600 | Freddie Mac | 31425V3S0 | Jun 2026 | 2,121,404 | $2.1M | 0.00% | ABS-MBS |
| 4601 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $2.1M | 0.00% | DFE |
| 4602 | Fannie Mae | 3140BSTE7 | Jun 2026 | 2,173,165 | $2.1M | 0.00% | ABS-MBS |
| 4603 | Residential Accredit Loans, Inc. | 74923WAK4 | Jun 2026 | 6,071,496 | $2.1M | 0.00% | ABS-MBS |
| 4604 | IndyMac INDX Mortgage Loan Trust | 45669FAC7 | Jun 2026 | 3,862,363 | $2.1M | 0.00% | ABS-MBS |
| 4605 | Adjustable Rate Mortgage Trust | 2254W0MK8 | Jun 2026 | 9,577,488 | $2.1M | 0.00% | ABS-MBS |
| 4606 | BCP Trust | 05553BAA3 | Jun 2026 | 2,300,000 | $2.1M | 0.00% | ABS-MBS |
| 4607 | Freddie Mac | 3132VP5V6 | Jun 2026 | 2,320,491 | $2.1M | 0.00% | ABS-MBS |
| 4608 | Structured Asset Investment Loan Trust | 86358EPD2 | Jun 2026 | 1,948,058 | $2.1M | 0.00% | ABS-O |
| 4609 | LCH Ltd. | 000000000 | Jun 2026 | 219,100,000 | $2.1M | 0.00% | DIR |
| 4610 | Freddie Mac | 3142GUXZ1 | Jun 2026 | 2,160,071 | $2.1M | 0.00% | ABS-MBS |
| 4611 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 1,625,100,000 | $2.1M | 0.00% | DIR |
| 4612 | Argent Securities Inc. | 03076MAC8 | Jun 2026 | 7,034,411 | $2.1M | 0.00% | ABS-MBS |
| 4613 | Freddie Mac | 3132DP5W4 | Jun 2026 | 2,097,575 | $2.1M | 0.00% | ABS-MBS |
| 4614 | BCAP LLC Trust | 05533HCZ8 | Jun 2026 | 2,230,532 | $2.1M | 0.00% | ABS-MBS |
| 4615 | Residential Accredit Loans, Inc. | 751155AL6 | Jun 2026 | 2,635,794 | $2.1M | 0.00% | ABS-MBS |
| 4616 | Standard Chartered Bank | 000000000 | Jun 2026 | 1 | $2.1M | 0.00% | DFE |
| 4617 | Government National Mortgage Association | 38376RXT8 | Jun 2026 | 2,106,706 | $2.1M | 0.00% | ABS-MBS |
| 4618 | Fannie Mae | 3138WGF74 | Jun 2026 | 2,220,628 | $2.1M | 0.00% | ABS-MBS |
| 4619 | Deutsche Alt-A Securities INC Mortgage Loan Trust | 251510MJ9 | Jun 2026 | 2,307,848 | $2.1M | 0.00% | ABS-MBS |
| 4620 | BCAP LLC Trust | 05534AAT8 | Jun 2026 | 2,083,958 | $2.1M | 0.00% | ABS-MBS |
| 4621 | Washington Mutual Mortgage Pass-Through CTFS | 939344AK3 | Jun 2026 | 2,372,201 | $2.1M | 0.00% | ABS-MBS |
| 4622 | Alesco Preferred Funding Ltd | 01448TAB0 | Jun 2026 | 2,121,178 | $2.1M | 0.00% | ABS-CBDO |
| 4623 | Bear Stearns Asset Backed Securities Trust | 07384YPJ9 | Jun 2026 | 2,567,383 | $2.1M | 0.00% | ABS-MBS |
| 4624 | ACHV ABS TRUST | 00092HAA9 | Jun 2026 | 2,105,320 | $2.1M | 0.00% | ABS-O |
| 4625 | Structured Asset Investment Loan Trust | 86358EDV5 | Jun 2026 | 2,163,791 | $2.1M | 0.00% | ABS-O |
| 4626 | Ameriquest Mortgage Securities Inc. | 03072SXG5 | Jun 2026 | 2,183,676 | $2.1M | 0.00% | ABS-O |
| 4627 | Merrill Lynch Mortgage Backed Securities Trust | 59025GAA9 | Jun 2026 | 2,444,082 | $2.1M | 0.00% | ABS-MBS |
| 4628 | Option One Mortgage Loan Trust | 68401TAE8 | Jun 2026 | 4,353,946 | $2.1M | 0.00% | ABS-MBS |
| 4629 | Asset Backed Securities Corp Home Equity Ln Trst | 04541GSL7 | Jun 2026 | 2,120,933 | $2.1M | 0.00% | ABS-MBS |
| 4630 | Countrywide Alternative Loan Trust | 12668BME0 | Jun 2026 | 6,062,815 | $2.1M | 0.00% | ABS-MBS |
| 4631 | Government National Mortgage Association | 36179X2G0 | Jun 2026 | 2,285,880 | $2.1M | 0.00% | ABS-MBS |
| 4632 | JP Morgan Mortgage Acquisition Corp | 46630MBA9 | Jun 2026 | 2,350,000 | $2.1M | 0.00% | ABS-O |
| 4633 | Alesco Preferred Funding Ltd | 01448MAB5 | Jun 2026 | 2,095,495 | $2.1M | 0.00% | ABS-CBDO |
| 4634 | Fannie Mae | 3140BJYG6 | Jun 2026 | 2,129,175 | $2.1M | 0.00% | ABS-MBS |
| 4635 | Bear Stearns Adjustable Rate Mortgage Trust | 073880AA4 | Jun 2026 | 2,321,119 | $2.1M | 0.00% | ABS-MBS |
| 4636 | Nomura Resecuritization Trust | 65541JAA5 | Jun 2026 | 2,150,924 | $2.1M | 0.00% | ABS-MBS |
| 4637 | Long Beach Mortgage Loan Trust | 54251TAC3 | Jun 2026 | 5,249,795 | $2.1M | 0.00% | ABS-O |
| 4638 | Fannie Mae | 3138WFSZ0 | Jun 2026 | 2,191,928 | $2.1M | 0.00% | ABS-MBS |
| 4639 | Deutsche Alt-A Securities INC Mortgage Loan Trust | 251510FU2 | Jun 2026 | 2,293,829 | $2.1M | 0.00% | ABS-MBS |
| 4640 | Merrill Lynch Alternative Note Asset | 59024FAA2 | Jun 2026 | 13,731,937 | $2.1M | 0.00% | ABS-MBS |
| 4641 | Gracechurch Mortgage Finance Plc | 38406JAC2 | Jun 2026 | 174,400,000 | $2.1M | 0.00% | ABS-MBS |
| 4642 | First Franklin Mtg Loan Asset Backed Certificates | 32027NQN4 | Jun 2026 | 2,041,777 | $2.1M | 0.00% | ABS-O |
| 4643 | IndyMac INDX Mortgage Loan Trust | 45660LKW8 | Jun 2026 | 2,612,485 | $2.1M | 0.00% | ABS-MBS |
| 4644 | Fannie Mae | 3140B3ND0 | Jun 2026 | 2,116,291 | $2.1M | 0.00% | ABS-MBS |
| 4645 | Park Place Securities Inc | 70069FCY1 | Jun 2026 | 2,100,195 | $2.1M | 0.00% | ABS-O |
| 4646 | LCH Ltd. | 000000000 | Jun 2026 | 164,600,000 | $2.1M | 0.00% | DIR |
| 4647 | Hildene CLO | 43133JAA6 | Jun 2026 | 2,083,454 | $2.1M | 0.00% | ABS-CBDO |
| 4648 | Freddie Mac | 31425VX24 | Jun 2026 | 2,111,332 | $2.1M | 0.00% | ABS-MBS |
| 4649 | Centex Home Equity | 152314PR5 | Jun 2026 | 2,082,770 | $2.1M | 0.00% | ABS-MBS |
| 4650 | COUNTRY GARDEN HLDGS | 000000000 | Jun 2026 | 29,761,270 | $2.1M | 0.00% | DBT |
| 4651 | Merrill Lynch Mortgage Investors Trust | 59020UG33 | Jun 2026 | 2,499,874 | $2.1M | 0.00% | ABS-MBS |
| 4652 | MASTR Asset Backed Securities Trust | 55275BAE7 | Jun 2026 | 6,047,633 | $2.1M | 0.00% | ABS-MBS |
| 4653 | Freddie Mac | 3133CHME2 | Jun 2026 | 1,999,738 | $2.1M | 0.00% | ABS-MBS |
| 4654 | LCH Ltd. | 000000000 | Jun 2026 | 159,000,000 | $2.1M | 0.00% | DIR |
| 4655 | Deutsche Alt-A Securities INC Mortgage Loan Trust | 25151RAA2 | Jun 2026 | 2,102,419 | $2.1M | 0.00% | ABS-MBS |
| 4656 | LCH Ltd. | 000000000 | Jun 2026 | 47,000,000 | $2.1M | 0.00% | DIR |
| 4657 | LCH Ltd. | 000000000 | Jun 2026 | 73,700,000 | $2.1M | 0.00% | DIR |
| 4658 | Argent Securities Inc. | 040104PT2 | Jun 2026 | 2,541,878 | $2.1M | 0.00% | ABS-O |
| 4659 | LCH Ltd. | 000000000 | Jun 2026 | 126,800,000 | $2.1M | 0.00% | DIR |
| 4660 | Countrywide Alternative Loan Trust | 02147TAP1 | Jun 2026 | 4,530,942 | $2.1M | 0.00% | ABS-MBS |
| 4661 | Fannie Mae | 3140BQN72 | Jun 2026 | 2,104,482 | $2.1M | 0.00% | ABS-MBS |
| 4662 | Argent Securities Inc. | 04012MAP4 | Jun 2026 | 7,745,560 | $2.1M | 0.00% | ABS-O |
| 4663 | Countrywide Alternative Loan Trust | 12668AFG5 | Jun 2026 | 3,896,286 | $2.1M | 0.00% | ABS-MBS |
| 4664 | Countrywide Asset-Backed Certificates | 126673JF0 | Jun 2026 | 2,442,097 | $2.1M | 0.00% | ABS-O |
| 4665 | EQTYWM927 WESTMORELAND MINING | 000000000 | Jun 2026 | 788,064 | $2.1M | 0.00% | EC |
| 4666 | IndyMac Residential Asset Backed Trust | 43709XAE1 | Jun 2026 | 2,928,969 | $2.1M | 0.00% | ABS-O |
| 4667 | Countrywide Home Loans | 12544WAG2 | Jun 2026 | 2,072,645 | $2.1M | 0.00% | ABS-MBS |
| 4668 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $2.1M | 0.00% | DFE |
| 4669 | Freddie Mac | 3142JV5X2 | Jun 2026 | 2,079,211 | $2.1M | 0.00% | ABS-MBS |
| 4670 | Structured Asset Securities Corporation | 86360XAD2 | Jun 2026 | 2,126,796 | $2.1M | 0.00% | ABS-O |
| 4671 | Fannie Mae | 3138E1AH0 | Jun 2026 | 2,132,815 | $2.1M | 0.00% | ABS-MBS |
| 4672 | UKRAINE GOVERNMENT | 903724CE0 | Jun 2026 | 3,627,465 | $2.1M | 0.00% | DBT |
| 4673 | Ameriquest Mortgage Securities Inc. | 03072SXF7 | Jun 2026 | 2,072,164 | $2.1M | 0.00% | ABS-O |
| 4674 | Freddie Mac | 31426SW21 | Jun 2026 | 2,090,246 | $2.1M | 0.00% | ABS-MBS |
| 4675 | Fannie Mae | 3140JR2B6 | Jun 2026 | 2,220,115 | $2.1M | 0.00% | ABS-MBS |
| 4676 | Freddie Mac | 3133BU2E6 | Jun 2026 | 2,034,359 | $2.1M | 0.00% | ABS-MBS |
| 4677 | LCH Ltd. | 000000000 | Jun 2026 | 103,600,000 | $2.1M | 0.00% | DIR |
| 4678 | Bank of America NA | 000000000 | Jun 2026 | 1 | $2.1M | 0.00% | DFE |
| 4679 | Residential Accredit Loans, Inc. | 74922UAJ2 | Jun 2026 | 2,597,162 | $2.1M | 0.00% | ABS-MBS |
| 4680 | IndyMac INDX Mortgage Loan Trust | 45660LMV8 | Jun 2026 | 3,999,631 | $2.1M | 0.00% | ABS-MBS |
| 4681 | Structured Asset Securities Corporation | 86359B6S5 | Jun 2026 | 2,020,247 | $2.1M | 0.00% | ABS-O |
| 4682 | Residential Accredit Loans, Inc. | 74922QAA0 | Jun 2026 | 2,166,354 | $2.1M | 0.00% | ABS-MBS |
| 4683 | Freddie Mac | 3142JVWJ3 | Jun 2026 | 2,070,067 | $2.1M | 0.00% | ABS-MBS |
| 4684 | Alesco Preferred Funding Ltd | 014498AC3 | Jun 2026 | 2,255,000 | $2.1M | 0.00% | ABS-CBDO |
| 4685 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $2.1M | 0.00% | DFE |
| 4686 | Citigroup Mortgage Loan Trust Inc | 17310VAB6 | Jun 2026 | 2,929,378 | $2.0M | 0.00% | ABS-MBS |
| 4687 | Morgan Stanley & Co. LLC | 000000000 | Jun 2026 | 141,400,000 | $2.0M | 0.00% | DIR |
| 4688 | LCH Ltd. | 000000000 | Jun 2026 | 164,400,000 | $2.0M | 0.00% | DIR |
| 4689 | Residential Asset Mortgage Products, INC. | 76112BTX8 | Jun 2026 | 2,081,468 | $2.0M | 0.00% | ABS-O |
| 4690 | Deutsche Bank AG | 000000000 | Jun 2026 | 1 | $2.0M | 0.00% | DFE |
| 4691 | MASTR Asset Backed Securities Trust | 57645MAB8 | Jun 2026 | 5,458,343 | $2.0M | 0.00% | ABS-MBS |
| 4692 | Freddie Mac | 3133WFDG9 | Jun 2026 | 1,955,718 | $2.0M | 0.00% | ABS-MBS |
| 4693 | LCH Ltd. | 000000000 | Jun 2026 | 164,600,000 | $2.0M | 0.00% | DIR |
| 4694 | Renaissance Home Equity Loan Trust | 75970QAJ9 | Jun 2026 | 8,523,250 | $2.0M | 0.00% | ABS-MBS |
| 4695 | Residential Asset Securitization Trust | 76113XAC5 | Jun 2026 | 6,417,817 | $2.0M | 0.00% | ABS-MBS |
| 4696 | Duke Funding Ltd | 2644EPAA0 | Jun 2026 | 285,268,979 | $2.0M | 0.00% | ABS-CBDO |
| 4697 | Freddie Mac | 3132DSRU8 | Jun 2026 | 2,052,607 | $2.0M | 0.00% | ABS-MBS |
| 4698 | Morgan Stanley Capital Inc | 61744CLX2 | Jun 2026 | 2,114,249 | $2.0M | 0.00% | ABS-O |
| 4699 | GSAA Home Equity Trust | 3622EQAB1 | Jun 2026 | 7,586,327 | $2.0M | 0.00% | ABS-MBS |
| 4700 | Fannie Mae | 3140FS4P5 | Jun 2026 | 2,139,496 | $2.0M | 0.00% | ABS-MBS |
| 4701 | JP Morgan Mortgage Trust | 466247YH0 | Jun 2026 | 2,619,002 | $2.0M | 0.00% | ABS-MBS |
| 4702 | Popular ABS Mortgage Pass-Through Trust | 73316PKJ8 | Jun 2026 | 2,104,591 | $2.0M | 0.00% | ABS-O |
| 4703 | Nomura Asset Acceptance Corporation | 65535VSL3 | Jun 2026 | 6,807,436 | $2.0M | 0.00% | ABS-MBS |
| 4704 | Citimortgage Alternative Loan Trust | 18976GAC0 | Jun 2026 | 2,236,303 | $2.0M | 0.00% | ABS-MBS |
| 4705 | LCH Ltd. | 000000000 | Jun 2026 | 3,900,000 | $2.0M | 0.00% | DIR |
| 4706 | Citigroup Mortgage Loan Trust Inc | 17319TAF3 | Jun 2026 | 2,117,309 | $2.0M | 0.00% | ABS-MBS |
| 4707 | Bear Stearns Alt-A Trust | 073868AV3 | Jun 2026 | 3,798,914 | $2.0M | 0.00% | ABS-MBS |
| 4708 | Option One Mortgage Loan Trust | 68403FAD8 | Jun 2026 | 3,508,661 | $2.0M | 0.00% | ABS-MBS |
| 4709 | WAMU Mortgage Pass-Through Certificates | 92922FXJ2 | Jun 2026 | 2,061,459 | $2.0M | 0.00% | ABS-MBS |
| 4710 | Countrywide Alternative Loan Trust | 12667GWV1 | Jun 2026 | 2,361,891 | $2.0M | 0.00% | ABS-MBS |
| 4711 | Fannie Mae | 3140B6FK6 | Jun 2026 | 1,925,258 | $2.0M | 0.00% | ABS-MBS |
| 4712 | Wachovia Mortgage Loan Trust, LLC | 92978GAA7 | Jun 2026 | 6,065,663 | $2.0M | 0.00% | ABS-MBS |
| 4713 | Freddie Mac | 3132Y0RE2 | Jun 2026 | 2,173,777 | $2.0M | 0.00% | ABS-MBS |
| 4714 | Residential Asset Securitization Trust | 45660LTQ2 | Jun 2026 | 3,538,560 | $2.0M | 0.00% | ABS-MBS |
| 4715 | Dryden Senior Loan Fund | 26245CBQ5 | Jun 2026 | 2,000,000 | $2.0M | 0.00% | ABS-CBDO |
| 4716 | BCAP LLC Trust | 05530VAN9 | Jun 2026 | 2,162,449 | $2.0M | 0.00% | ABS-MBS |
| 4717 | Fannie Mae | 3140Q75Y9 | Jun 2026 | 2,182,503 | $2.0M | 0.00% | ABS-MBS |
| 4718 | Residential Accredit Loans, Inc. | 75115EAC7 | Jun 2026 | 2,391,323 | $2.0M | 0.00% | ABS-MBS |
| 4719 | Madison Park Funding Ltd | 55819PBE8 | Jun 2026 | 2,000,000 | $2.0M | 0.00% | ABS-CBDO |
| 4720 | Fannie Mae | 3140QUMQ6 | Jun 2026 | 2,026,441 | $2.0M | 0.00% | ABS-MBS |
| 4721 | Fannie Mae | 3140ASV47 | Jun 2026 | 2,021,327 | $2.0M | 0.00% | ABS-MBS |
| 4722 | MASTR Asset Backed Securities Trust | 57643LJK3 | Jun 2026 | 2,000,000 | $2.0M | 0.00% | ABS-MBS |
| 4723 | Structured Asset Securities Corporation | 863576AB0 | Jun 2026 | 4,596,460 | $2.0M | 0.00% | ABS-MBS |
| 4724 | Fannie Mae | 3140BWJQ2 | Jun 2026 | 2,021,417 | $2.0M | 0.00% | ABS-MBS |
| 4725 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 1,353,700,000 | $2.0M | 0.00% | DIR |
| 4726 | BCAP LLC Trust | 05530PAP7 | Jun 2026 | 2,115,591 | $2.0M | 0.00% | ABS-MBS |
| 4727 | IXIS Real Estate Capital Trust | 45073DAB4 | Jun 2026 | 9,959,068 | $2.0M | 0.00% | ABS-MBS |
| 4728 | Washington Mutual Mortgage Pass-Through CTFS | 9393365A7 | Jun 2026 | 2,315,927 | $2.0M | 0.00% | ABS-MBS |
| 4729 | Countrywide Home Loans | 12669F7J6 | Jun 2026 | 2,040,222 | $2.0M | 0.00% | ABS-MBS |
| 4730 | Residential Asset Securities Corporation | 76110WVW3 | Jun 2026 | 1,937,684 | $2.0M | 0.00% | ABS-MBS |
| 4731 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $2.0M | 0.00% | DFE |
| 4732 | PREFERRED TERM SECS XII | 74041NAB1 | Jun 2026 | 1,987,588 | $2.0M | 0.00% | DBT |
| 4733 | Morgan Stanley Capital Inc | 617538AD5 | Jun 2026 | 3,965,633 | $2.0M | 0.00% | ABS-MBS |
| 4734 | Residential Asset Securitization Trust | 761136AA8 | Jun 2026 | 6,694,210 | $2.0M | 0.00% | ABS-MBS |
| 4735 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $2.0M | 0.00% | DFE |
| 4736 | Freddie Mac | 3132Y1HU5 | Jun 2026 | 2,138,898 | $2.0M | 0.00% | ABS-MBS |
| 4737 | Fannie Mae | 3140BSYD3 | Jun 2026 | 2,001,072 | $2.0M | 0.00% | ABS-MBS |
| 4738 | Freddie Mac | 3132Y1MR6 | Jun 2026 | 2,071,892 | $2.0M | 0.00% | ABS-MBS |
| 4739 | Structured Asset Securities Corporation | 86359DDU8 | Jun 2026 | 1,998,476 | $2.0M | 0.00% | ABS-O |
| 4740 | Freddie Mac | 31426LJV7 | Jun 2026 | 1,998,464 | $2.0M | 0.00% | ABS-MBS |
| 4741 | Westlake Automobile Receivables Trust | 96042YAD5 | Jun 2026 | 1,967,426 | $2.0M | 0.00% | ABS-O |
| 4742 | Argent Securities Inc. | 040104ML2 | Jun 2026 | 2,189,306 | $2.0M | 0.00% | ABS-O |
| 4743 | BCAP LLC Trust | 05541YAL4 | Jun 2026 | 4,461,156 | $2.0M | 0.00% | ABS-MBS |
| 4744 | Chase Mortgage Finance Corporation | 161630CF3 | Jun 2026 | 2,094,438 | $2.0M | 0.00% | ABS-MBS |
| 4745 | Securitized Asset Backed Receivables LLC Trust | 81377GAA7 | Jun 2026 | 6,152,703 | $2.0M | 0.00% | ABS-O |
| 4746 | JP Morgan Mortgage Acquisition Corp | 46628RAG0 | Jun 2026 | 2,052,866 | $2.0M | 0.00% | ABS-O |
| 4747 | GSR Mortgage Loan Trust | 3623414A4 | Jun 2026 | 2,074,747 | $2.0M | 0.00% | ABS-MBS |
| 4748 | Carrington Mortgage Loan Trust | 144531DB3 | Jun 2026 | 1,950,229 | $2.0M | 0.00% | ABS-O |
| 4749 | SMB Private Education Loan Trust | 78449VAC0 | Jun 2026 | 1,965,996 | $2.0M | 0.00% | ABS-O |
| 4750 | Fannie Mae | 3140BYQH0 | Jun 2026 | 1,989,268 | $2.0M | 0.00% | ABS-MBS |
| 4751 | GSAA Home Equity Trust | 3622E8AF2 | Jun 2026 | 7,871,038 | $2.0M | 0.00% | ABS-MBS |
| 4752 | Fannie Mae | 3140U1RN7 | Jun 2026 | 1,986,704 | $2.0M | 0.00% | ABS-MBS |
| 4753 | Residential Asset Securities Corporation | 76110WG67 | Jun 2026 | 1,947,987 | $2.0M | 0.00% | ABS-MBS |
| 4754 | Structured Asset Mortgage Investments Inc | 86364KAA2 | Jun 2026 | 2,357,068 | $2.0M | 0.00% | ABS-MBS |
| 4755 | Morgan Stanley Mortgage Loan Trust | 61756XBT1 | Jun 2026 | 3,170,131 | $2.0M | 0.00% | ABS-MBS |
| 4756 | Credit Suisse First Boston Mortgage Securities | 225458PQ5 | Jun 2026 | 2,907,282 | $2.0M | 0.00% | ABS-MBS |
| 4757 | Government National Mortgage Association | 38375UWT3 | Jun 2026 | 1,941,531 | $2.0M | 0.00% | ABS-MBS |
| 4758 | Wells Fargo Commercial Mortgage Trust | 95001RAY5 | Jun 2026 | 110,872,919 | $2.0M | 0.00% | ABS-MBS |
| 4759 | BCAP LLC Trust | 05530NAZ0 | Jun 2026 | 4,827,496 | $1.9M | 0.00% | ABS-MBS |
| 4760 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $1.9M | 0.00% | DFE |
| 4761 | WAMU Mortgage Pass-Through Certificates | 92926UAA9 | Jun 2026 | 2,095,237 | $1.9M | 0.00% | ABS-MBS |
| 4762 | Thornburg Mortgage Securities Trust | 885220EX7 | Jun 2026 | 1,985,207 | $1.9M | 0.00% | ABS-MBS |
| 4763 | Fannie Mae | 3140AENW5 | Jun 2026 | 1,960,462 | $1.9M | 0.00% | ABS-MBS |
| 4764 | Fannie Mae | 3140BWJT6 | Jun 2026 | 1,971,196 | $1.9M | 0.00% | ABS-MBS |
| 4765 | Valley Funding Plc | 000000000 | Jun 2026 | 49,708 | $1.9M | 0.00% | ABS-MBS |
| 4766 | Fannie Mae | 3140B9EE5 | Jun 2026 | 1,965,576 | $1.9M | 0.00% | ABS-MBS |
| 4767 | Lehman XS Trust | 52522CAG8 | Jun 2026 | 1,585,797 | $1.9M | 0.00% | ABS-MBS |
| 4768 | Countrywide Alternative Loan Trust | 23244FAY0 | Jun 2026 | 4,363,388 | $1.9M | 0.00% | ABS-MBS |
| 4769 | LCH Ltd. | 000000000 | Jun 2026 | 105,300,000 | $1.9M | 0.00% | DIR |
| 4770 | Fannie Mae | 3140Q86B6 | Jun 2026 | 2,088,071 | $1.9M | 0.00% | ABS-MBS |
| 4771 | Freddie Mac | 3128MJZX1 | Jun 2026 | 2,087,766 | $1.9M | 0.00% | ABS-MBS |
| 4772 | Fannie Mae | 31418BLH7 | Jun 2026 | 2,023,632 | $1.9M | 0.00% | ABS-MBS |
| 4773 | Fannie Mae | 3140NHL63 | Jun 2026 | 1,873,616 | $1.9M | 0.00% | ABS-MBS |
| 4774 | Freddie Mac | 31339STN5 | Jun 2026 | 2,171,843 | $1.9M | 0.00% | ABS-MBS |
| 4775 | Freddie Mac | 3142JURD4 | Jun 2026 | 1,943,434 | $1.9M | 0.00% | ABS-MBS |
| 4776 | Fannie Mae | 3140XH7M3 | Jun 2026 | 1,947,075 | $1.9M | 0.00% | ABS-MBS |
| 4777 | Freddie Mac | 3142JVGV4 | Jun 2026 | 1,930,832 | $1.9M | 0.00% | ABS-MBS |
| 4778 | Fannie Mae | 3140AUUU5 | Jun 2026 | 1,916,434 | $1.9M | 0.00% | ABS-MBS |
| 4779 | Nationstar Home Equity Loan Trust | 63860HAE9 | Jun 2026 | 1,932,098 | $1.9M | 0.00% | ABS-MBS |
| 4780 | Fannie Mae | 3140M66J7 | Jun 2026 | 1,909,761 | $1.9M | 0.00% | ABS-MBS |
| 4781 | Fannie Mae | 3140NDJ81 | Jun 2026 | 1,902,179 | $1.9M | 0.00% | ABS-MBS |
| 4782 | Argent Securities Inc. | 040104SR3 | Jun 2026 | 6,356,491 | $1.9M | 0.00% | ABS-O |
| 4783 | PRETSL XXVII LTD | 74042TAC5 | Jun 2026 | 2,117,582 | $1.9M | 0.00% | DBT |
| 4784 | LCH Ltd. | 000000000 | Jun 2026 | 55,300,000 | $1.9M | 0.00% | DIR |
| 4785 | Freddie Mac | 3132VMG66 | Jun 2026 | 2,084,543 | $1.9M | 0.00% | ABS-MBS |
| 4786 | Freddie Mac | 3132DVMU6 | Jun 2026 | 1,822,798 | $1.9M | 0.00% | ABS-MBS |
| 4787 | Residential Asset Securities Corporation | 76110WS80 | Jun 2026 | 1,982,211 | $1.9M | 0.00% | ABS-MBS |
| 4788 | Lehman XS Trust | 52522GAD6 | Jun 2026 | 2,285,805 | $1.9M | 0.00% | ABS-MBS |
| 4789 | Citigroup Mortgage Loan Trust Inc | 17310RAM1 | Jun 2026 | 2,177,049 | $1.9M | 0.00% | ABS-MBS |
| 4790 | Fannie Mae | 3140BBAE4 | Jun 2026 | 1,945,644 | $1.9M | 0.00% | ABS-MBS |
| 4791 | Fannie Mae | 3138AUVU8 | Jun 2026 | 1,980,429 | $1.9M | 0.00% | ABS-MBS |
| 4792 | KREF 2022-Fl3 Ltd | 48275EAA4 | Jun 2026 | 1,910,506 | $1.9M | 0.00% | ABS-CBDO |
| 4793 | Argent Securities Inc. | 040104SS1 | Jun 2026 | 6,320,718 | $1.9M | 0.00% | ABS-O |
| 4794 | RMAC Securities PLC | 000000000 | Jun 2026 | 1,718,036 | $1.9M | 0.00% | ABS-MBS |
| 4795 | First NLC Trust | 32115BAA8 | Jun 2026 | 3,846,748 | $1.9M | 0.00% | ABS-MBS |
| 4796 | Home Equity Asset Trust | 437084LR5 | Jun 2026 | 1,925,962 | $1.9M | 0.00% | ABS-MBS |
| 4797 | Countrywide Home Loans | 126694VM7 | Jun 2026 | 2,065,816 | $1.9M | 0.00% | ABS-MBS |
| 4798 | Anchorage Credit Funding Ltd. | 033295AA4 | Jun 2026 | 2,000,000 | $1.9M | 0.00% | ABS-CBDO |
| 4799 | Fannie Mae | 3140BTHW8 | Jun 2026 | 1,936,551 | $1.9M | 0.00% | ABS-MBS |
| 4800 | Bear Stearns Adjustable Rate Mortgage Trust | 07387ACY9 | Jun 2026 | 2,917,739 | $1.9M | 0.00% | ABS-MBS |
| 4801 | Anchorage Credit Funding Ltd. | 03290AAA8 | Jun 2026 | 2,000,000 | $1.9M | 0.00% | ABS-CBDO |
| 4802 | LCH Ltd. | 000000000 | Jun 2026 | 109,700,000 | $1.9M | 0.00% | DIR |
| 4803 | Fannie Mae | 3140B7A29 | Jun 2026 | 1,927,316 | $1.9M | 0.00% | ABS-MBS |
| 4804 | SFO Commerical Mortgage Trust | 78432WAA1 | Jun 2026 | 1,900,000 | $1.9M | 0.00% | ABS-MBS |
| 4805 | Anchorage Credit Funding Ltd. | 03332AAC4 | Jun 2026 | 2,000,000 | $1.9M | 0.00% | ABS-CBDO |
| 4806 | Banc of America Funding Corporation | 05950PAU7 | Jun 2026 | 2,414,268 | $1.9M | 0.00% | ABS-MBS |
| 4807 | Fannie Mae | 3140NHFF0 | Jun 2026 | 1,922,310 | $1.9M | 0.00% | ABS-MBS |
| 4808 | Freddie Mac | 3133C6F38 | Jun 2026 | 1,876,647 | $1.9M | 0.00% | ABS-MBS |
| 4809 | Morgan Stanley Mortgage Loan Trust | 61752RAM4 | Jun 2026 | 6,788,450 | $1.9M | 0.00% | ABS-MBS |
| 4810 | SG Mortgage Securities Trust | 81879MAF6 | Jun 2026 | 2,000,000 | $1.9M | 0.00% | ABS-O |
| 4811 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 1,383,600,000 | $1.9M | 0.00% | DIR |
| 4812 | SOUTH AFRICAN T-BILLS | 000000000 | Jun 2026 | 31,600,000 | $1.9M | 0.00% | STIV |
| 4813 | Fannie Mae | 3136B62S1 | Jun 2026 | 16,462,708 | $1.9M | 0.00% | ABS-MBS |
| 4814 | Structured Asset Mortgage Investments Inc | 86360UAC0 | Jun 2026 | 2,284,964 | $1.9M | 0.00% | ABS-MBS |
| 4815 | Credit Suisse Mortgage Trust | 12648EJA1 | Jun 2026 | 8,524,226 | $1.9M | 0.00% | ABS-MBS |
| 4816 | Banc of America Alternative Loan Trust | 05948KSG5 | Jun 2026 | 1,889,278 | $1.9M | 0.00% | ABS-MBS |
| 4817 | Long Beach Mortgage Loan Trust | 54251YAC2 | Jun 2026 | 6,459,962 | $1.9M | 0.00% | ABS-O |
| 4818 | JP Morgan Mortgage Acquisition Corp | 46630LBG8 | Jun 2026 | 1,794,000 | $1.9M | 0.00% | ABS-O |
| 4819 | Countrywide Asset-Backed Certificates | 126673C26 | Jun 2026 | 2,000,000 | $1.9M | 0.00% | ABS-O |
| 4820 | GSAMP Trust | 362439AA9 | Jun 2026 | 1,899,033 | $1.9M | 0.00% | ABS-O |
| 4821 | Morgan Stanley Mortgage Loan Trust | 61754HAD4 | Jun 2026 | 7,094,848 | $1.9M | 0.00% | ABS-MBS |
| 4822 | Equifirst Mortgage Loan Trust | 29445FCT3 | Jun 2026 | 1,903,915 | $1.9M | 0.00% | ABS-MBS |
| 4823 | BRITISH AIR 19-1 AA PTT | 11043XAA1 | Jun 2026 | 1,988,181 | $1.9M | 0.00% | DBT |
| 4824 | GSAA Home Equity Trust | 362341CU1 | Jun 2026 | 1,870,588 | $1.9M | 0.00% | ABS-MBS |
| 4825 | Countrywide Alternative Loan Trust | 02148BAC8 | Jun 2026 | 3,770,850 | $1.9M | 0.00% | ABS-MBS |
| 4826 | Freddie Mac | 3133BWFG3 | Jun 2026 | 1,850,443 | $1.9M | 0.00% | ABS-MBS |
| 4827 | GSAA Home Equity Trust | 3622ELAC0 | Jun 2026 | 6,686,170 | $1.9M | 0.00% | ABS-MBS |
| 4828 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $1.9M | 0.00% | DFE |
| 4829 | JP Morgan Mortgage Trust | 466247J46 | Jun 2026 | 2,166,037 | $1.9M | 0.00% | ABS-MBS |
| 4830 | Government National Mortgage Association | 3618N5KY4 | Jun 2026 | 1,794,377 | $1.9M | 0.00% | ABS-MBS |
| 4831 | Fremont Home Loan Trust | 35729TAD4 | Jun 2026 | 4,755,621 | $1.9M | 0.00% | ABS-O |
| 4832 | Bear Stearns Alt-A Trust | 073875AA4 | Jun 2026 | 2,005,698 | $1.9M | 0.00% | ABS-MBS |
| 4833 | Fannie Mae | 3140BGG56 | Jun 2026 | 1,886,028 | $1.9M | 0.00% | ABS-MBS |
| 4834 | Banc of America Funding Corporation | 05946XJ79 | Jun 2026 | 2,093,333 | $1.9M | 0.00% | ABS-MBS |
| 4835 | Freddie Mac | 3133BUV38 | Jun 2026 | 1,872,538 | $1.9M | 0.00% | ABS-MBS |
| 4836 | Foursight Capital Automobile Receivables Trust | 35105AAB3 | Jun 2026 | 1,851,959 | $1.9M | 0.00% | ABS-O |
| 4837 | WINSTON RE LTD | 975660AC5 | Jun 2026 | 1,800,000 | $1.9M | 0.00% | DBT |
| 4838 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 1,358,100,000 | $1.9M | 0.00% | DIR |
| 4839 | UKRAINE GOVERNMENT | 903724CF7 | Jun 2026 | 3,065,463 | $1.9M | 0.00% | DBT |
| 4840 | Citibank NA | 000000000 | Jun 2026 | 1 | $1.8M | 0.00% | DFE |
| 4841 | Freddie Mac | 3133D0EF4 | Jun 2026 | 1,874,418 | $1.8M | 0.00% | ABS-MBS |
| 4842 | American Heritage Auto Receivables Trust | 026944AB4 | Jun 2026 | 1,841,874 | $1.8M | 0.00% | ABS-O |
| 4843 | INTEGRITY RE III | 45870GAK2 | Jun 2026 | 1,850,000 | $1.8M | 0.00% | DBT |
| 4844 | Fannie Mae | 3138WGTA2 | Jun 2026 | 1,926,708 | $1.8M | 0.00% | ABS-MBS |
| 4845 | Countrywide Home Loans | 170257AC3 | Jun 2026 | 7,643,724 | $1.8M | 0.00% | ABS-MBS |
| 4846 | Freddie Mac | 31425XYT0 | Jun 2026 | 1,864,334 | $1.8M | 0.00% | ABS-MBS |
| 4847 | Morgan Stanley Capital Inc | 617538AC7 | Jun 2026 | 3,673,762 | $1.8M | 0.00% | ABS-MBS |
| 4848 | Fannie Mae | 3140Q7EF0 | Jun 2026 | 1,933,669 | $1.8M | 0.00% | ABS-MBS |
| 4849 | JETBLUE 2019-1 CLASS AA | 477143AH4 | Jun 2026 | 2,068,156 | $1.8M | 0.00% | DBT |
| 4850 | Towd Point Mortgage Trust | 89178BAA2 | Jun 2026 | 1,914,737 | $1.8M | 0.00% | ABS-MBS |
| 4851 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $1.8M | 0.00% | DFE |
| 4852 | Freddie Mac | 3132VNLL5 | Jun 2026 | 1,982,977 | $1.8M | 0.00% | ABS-MBS |
| 4853 | Merrill Lynch Mortgage Backed Securities Trust | 59025JAB1 | Jun 2026 | 3,238,832 | $1.8M | 0.00% | ABS-MBS |
| 4854 | Fannie Mae | 3140GQ4E3 | Jun 2026 | 1,980,034 | $1.8M | 0.00% | ABS-MBS |
| 4855 | WAMU Mortgage Pass-Through Certificates | 92922FB49 | Jun 2026 | 1,839,966 | $1.8M | 0.00% | ABS-MBS |
| 4856 | ACHV ABS TRUST | 00112MAA4 | Jun 2026 | 1,827,442 | $1.8M | 0.00% | ABS-O |
| 4857 | Countrywide Home Loans | 1266944E5 | Jun 2026 | 1,920,777 | $1.8M | 0.00% | ABS-MBS |
| 4858 | Lehman Mortgage Trust | 52520MCL5 | Jun 2026 | 3,026,308 | $1.8M | 0.00% | ABS-MBS |
| 4859 | Deutsche Alt-A Securities INC Mortgage Loan Trust | 251513BA4 | Jun 2026 | 2,093,081 | $1.8M | 0.00% | ABS-MBS |
| 4860 | Fannie Mae | 3140ATFE1 | Jun 2026 | 1,817,986 | $1.8M | 0.00% | ABS-MBS |
| 4861 | Asset Backed Funding Certificates | 04545EAC7 | Jun 2026 | 2,120,643 | $1.8M | 0.00% | ABS-O |
| 4862 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 1,402,200,000 | $1.8M | 0.00% | DIR |
| 4863 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 1,339,900,000 | $1.8M | 0.00% | DIR |
| 4864 | First Franklin Mtg Loan Asset Backed Certificates | 32027NDF5 | Jun 2026 | 1,828,097 | $1.8M | 0.00% | ABS-O |
| 4865 | Freddie Mac | 3133CRCX9 | Jun 2026 | 1,802,905 | $1.8M | 0.00% | ABS-MBS |
| 4866 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $1.8M | 0.00% | DFE |
| 4867 | Citigroup Mortgage Loan Trust Inc | 17310SAB3 | Jun 2026 | 2,249,057 | $1.8M | 0.00% | ABS-MBS |
| 4868 | Fannie Mae | 3140E9AG1 | Jun 2026 | 1,909,537 | $1.8M | 0.00% | ABS-MBS |
| 4869 | J.P. Morgan Alternative Loan Trust | 46627MER4 | Jun 2026 | 3,673,848 | $1.8M | 0.00% | ABS-MBS |
| 4870 | Countrywide Alternative Loan Trust | 02147DAU5 | Jun 2026 | 1,899,005 | $1.8M | 0.00% | ABS-MBS |
| 4871 | Freddie Mac | 31427JJZ2 | Jun 2026 | 1,847,229 | $1.8M | 0.00% | ABS-MBS |
| 4872 | Government National Mortgage Association | 38376RC95 | Jun 2026 | 1,807,932 | $1.8M | 0.00% | ABS-MBS |
| 4873 | Countrywide Alternative Loan Trust | 12667GCB7 | Jun 2026 | 1,869,573 | $1.8M | 0.00% | ABS-MBS |
| 4874 | Citigroup Mortgage Loan Trust Inc | 17313NAC9 | Jun 2026 | 3,614,367 | $1.8M | 0.00% | ABS-MBS |
| 4875 | Bear Stearns Asset Backed Securities Trust | 07386UAM4 | Jun 2026 | 1,924,046 | $1.8M | 0.00% | ABS-O |
| 4876 | Fannie Mae | 3140F2WW6 | Jun 2026 | 1,902,673 | $1.8M | 0.00% | ABS-MBS |
| 4877 | GSAMP Trust | 362341ZE2 | Jun 2026 | 1,839,318 | $1.8M | 0.00% | ABS-O |
| 4878 | CSAB Mortgage Backed Trust | 12628LAH3 | Jun 2026 | 15,118,933 | $1.8M | 0.00% | ABS-O |
| 4879 | Bear Stearns Asset Backed Securities Trust | 073879G69 | Jun 2026 | 1,828,419 | $1.8M | 0.00% | ABS-MBS |
| 4880 | Deutsche Bank Commercial Mortgage Trust | 233063AW6 | Jun 2026 | 48,728,509 | $1.8M | 0.00% | ABS-MBS |
| 4881 | Lehman XS Trust | 525241AF2 | Jun 2026 | 1,727,749 | $1.8M | 0.00% | ABS-O |
| 4882 | Washington Mutual Mortgage Pass-Through CTFS | 93935YAD2 | Jun 2026 | 2,133,676 | $1.8M | 0.00% | ABS-MBS |
| 4883 | Merrill Lynch Alternative Note Asset | 59023MAC4 | Jun 2026 | 6,176,219 | $1.8M | 0.00% | ABS-MBS |
| 4884 | Adjustable Rate Mortgage Trust | 007036QR0 | Jun 2026 | 1,867,878 | $1.8M | 0.00% | ABS-MBS |
| 4885 | Countrywide Home Loans | 12544LAK7 | Jun 2026 | 4,416,620 | $1.8M | 0.00% | ABS-MBS |
| 4886 | Option One Mortgage Loan Trust | 68389FJZ8 | Jun 2026 | 1,844,037 | $1.8M | 0.00% | ABS-MBS |
| 4887 | Morgan Stanley Mortgage Loan Trust | 61752JAJ9 | Jun 2026 | 8,985,663 | $1.8M | 0.00% | ABS-MBS |
| 4888 | LCH Ltd. | 000000000 | Jun 2026 | 56,700,000 | $1.8M | 0.00% | DIR |
| 4889 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $1.8M | 0.00% | DFE |
| 4890 | GSMPS Mortgage Loan Trust | 36242DT52 | Jun 2026 | 1,902,723 | $1.8M | 0.00% | ABS-MBS |
| 4891 | Freddie Mac | 31426T2Q9 | Jun 2026 | 1,823,413 | $1.8M | 0.00% | ABS-MBS |
| 4892 | IndyMac INDX Mortgage Loan Trust | 45660LUS6 | Jun 2026 | 2,684,178 | $1.8M | 0.00% | ABS-MBS |
| 4893 | LCH Ltd. | 000000000 | Jun 2026 | 99,090,000 | $1.8M | 0.00% | DIR |
| 4894 | Lehman XS Trust | 525221CZ8 | Jun 2026 | 3,040,357 | $1.8M | 0.00% | ABS-O |
| 4895 | Intercontinental Exchange, Inc. | 000000000 | Jun 2026 | 55,413,500 | $1.8M | 0.00% | DCR |
| 4896 | Freddie Mac | 31427GWF7 | Jun 2026 | 1,822,279 | $1.8M | 0.00% | ABS-MBS |
| 4897 | BCAP LLC Trust | 05541DBD7 | Jun 2026 | 1,839,544 | $1.8M | 0.00% | ABS-MBS |
| 4898 | Valley Funding Plc | 000000000 | Jun 2026 | 1,423,371 | $1.8M | 0.00% | ABS-MBS |
| 4899 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $1.8M | 0.00% | DFE |
| 4900 | Lehman Mortgage Trust | 52521YAD8 | Jun 2026 | 4,650,438 | $1.8M | 0.00% | ABS-MBS |
| 4901 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $1.8M | 0.00% | DFE |
| 4902 | Citicorp Mortgage Securities, Inc. | 17310DAJ9 | Jun 2026 | 1,941,956 | $1.8M | 0.00% | ABS-MBS |
| 4903 | Freddie Mac | 31427DMB4 | Jun 2026 | 1,814,002 | $1.8M | 0.00% | ABS-MBS |
| 4904 | Freddie Mac | 3133D0CD1 | Jun 2026 | 1,812,609 | $1.8M | 0.00% | ABS-MBS |
| 4905 | LCH Ltd. | 000000000 | Jun 2026 | 123,500,000 | $1.8M | 0.00% | DIR |
| 4906 | Countrywide Home Loans | 126670JZ2 | Jun 2026 | 1,915,023 | $1.8M | 0.00% | ABS-MBS |
| 4907 | Countrywide Asset-Backed Certificates | 126670XS2 | Jun 2026 | 1,786,056 | $1.8M | 0.00% | ABS-O |
| 4908 | Morgan Stanley Capital I Trust | 61770YAA3 | Jun 2026 | 2,000,000 | $1.8M | 0.00% | ABS-MBS |
| 4909 | Credit-Based Asset Servicing and Securitization | 1248MGAP9 | Jun 2026 | 6,581,115 | $1.8M | 0.00% | ABS-O |
| 4910 | Countrywide Alternative Loan Trust | 12668AX75 | Jun 2026 | 3,039,303 | $1.8M | 0.00% | ABS-MBS |
| 4911 | Freddie Mac | 31427PQT4 | Jun 2026 | 1,798,166 | $1.8M | 0.00% | ABS-MBS |
| 4912 | Flagship Credit Auto Trust | 33843YAA5 | Jun 2026 | 1,770,566 | $1.8M | 0.00% | ABS-O |
| 4913 | Residential Asset Securitization Trust | 76113WAE3 | Jun 2026 | 9,698,511 | $1.8M | 0.00% | ABS-MBS |
| 4914 | Securitized Asset Backed Receivables LLC Trust | 81377XAD4 | Jun 2026 | 6,900,610 | $1.8M | 0.00% | ABS-O |
| 4915 | Deutsche Alt-A Securities INC Mortgage Loan Trust | 251510HQ9 | Jun 2026 | 782,851 | $1.8M | 0.00% | ABS-MBS |
| 4916 | Nomura Home Equity Loan Inc | 65536HCT3 | Jun 2026 | 1,938,477 | $1.8M | 0.00% | ABS-MBS |
| 4917 | Structured Asset Mortgage Investments Inc | 86359LJA8 | Jun 2026 | 1,816,563 | $1.8M | 0.00% | ABS-MBS |
| 4918 | GS Mortgage-Backed Securities Trust | 36263MCG0 | Jun 2026 | 2,044,395 | $1.8M | 0.00% | ABS-MBS |
| 4919 | Intercontinental Exchange, Inc. | 000000000 | Jun 2026 | 232,600,000 | $1.8M | 0.00% | DCR |
| 4920 | Lehman Mortgage Trust | 52520CAL9 | Jun 2026 | 4,799,111 | $1.8M | 0.00% | ABS-MBS |
| 4921 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 1,328,900,000 | $1.8M | 0.00% | DIR |
| 4922 | American Home Mortgage Investment Trust | 02660YAL6 | Jun 2026 | 11,161,185 | $1.8M | 0.00% | ABS-MBS |
| 4923 | PALM RE LTD | 69664FAA6 | Jun 2026 | 1,700,000 | $1.8M | 0.00% | DBT |
| 4924 | Fannie Mae | 3140BKRR7 | Jun 2026 | 1,783,362 | $1.8M | 0.00% | ABS-MBS |
| 4925 | Countrywide Alternative Loan Trust | 23245FAC7 | Jun 2026 | 1,178,012 | $1.8M | 0.00% | ABS-MBS |
| 4926 | Morgan Stanley Capital I Trust | 61692BBV1 | Jun 2026 | 54,413,000 | $1.8M | 0.00% | ABS-MBS |
| 4927 | GS Mortgage-Backed Securities Trust | 36263MCJ4 | Jun 2026 | 3,749,290 | $1.8M | 0.00% | ABS-MBS |
| 4928 | GE-WMC Mortgage Securities LLC | 36829JAS0 | Jun 2026 | 1,872,301 | $1.8M | 0.00% | ABS-O |
| 4929 | Freddie Mac | 31425WZ38 | Jun 2026 | 1,776,713 | $1.8M | 0.00% | ABS-MBS |
| 4930 | TORREY PINES RE LTD | 89141WAS1 | Jun 2026 | 1,750,000 | $1.7M | 0.00% | DBT |
| 4931 | Barclays Bank PLC | 000000000 | Jun 2026 | 1 | $1.7M | 0.00% | DFE |
| 4932 | Government National Mortgage Association | 38376RYX8 | Jun 2026 | 1,739,163 | $1.7M | 0.00% | ABS-MBS |
| 4933 | Fannie Mae | 3140NAG72 | Jun 2026 | 1,731,841 | $1.7M | 0.00% | ABS-MBS |
| 4934 | Fieldstone Mortgage Investment Corp. | 31659TDF9 | Jun 2026 | 2,013,894 | $1.7M | 0.00% | ABS-O |
| 4935 | Structured Asset Investment Loan Trust | 86358EVN3 | Jun 2026 | 1,759,537 | $1.7M | 0.00% | ABS-O |
| 4936 | Structured Adjustable Rate Mortgage Loan Trust | 86360BAL2 | Jun 2026 | 3,201,665 | $1.7M | 0.00% | ABS-MBS |
| 4937 | Fannie Mae | 31418CU85 | Jun 2026 | 1,850,403 | $1.7M | 0.00% | ABS-MBS |
| 4938 | Residential Asset Mortgage Products, INC. | 760985Y88 | Jun 2026 | 1,748,892 | $1.7M | 0.00% | ABS-O |
| 4939 | Intercontinental Exchange, Inc. | 000000000 | Jun 2026 | 40,400,000 | $1.7M | 0.00% | DCR |
| 4940 | Chase Mortgage Finance Corporation | 161629AA8 | Jun 2026 | 4,747,541 | $1.7M | 0.00% | ABS-MBS |
| 4941 | Banc of America Funding Corporation | 05953LAJ8 | Jun 2026 | 2,152,172 | $1.7M | 0.00% | ABS-MBS |
| 4942 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 1,337,800,000 | $1.7M | 0.00% | DIR |
| 4943 | Structured Asset Securities Corporation | 86363HAE2 | Jun 2026 | 4,936,534 | $1.7M | 0.00% | ABS-O |
| 4944 | Government National Mortgage Association | 3617GQ5T6 | Jun 2026 | 1,852,405 | $1.7M | 0.00% | ABS-MBS |
| 4945 | Freddie Mac | 3132DWG23 | Jun 2026 | 1,685,071 | $1.7M | 0.00% | ABS-MBS |
| 4946 | First Franklin Mtg Loan Asset Backed Certificates | 320275AD2 | Jun 2026 | 4,482,208 | $1.7M | 0.00% | ABS-O |
| 4947 | Freddie Mac | 31427DQ95 | Jun 2026 | 1,761,314 | $1.7M | 0.00% | ABS-MBS |
| 4948 | WAMU Mortgage Pass-Through Certificates | 92922F7Q5 | Jun 2026 | 1,871,582 | $1.7M | 0.00% | ABS-MBS |
| 4949 | Banc of America Funding Corporation | 05946XYP2 | Jun 2026 | 2,177,911 | $1.7M | 0.00% | ABS-MBS |
| 4950 | Newgate Funding PLC | 000000000 | Jun 2026 | 1,520,509 | $1.7M | 0.00% | ABS-MBS |
| 4951 | LCH Ltd. | 000000000 | Jun 2026 | 61,410,000 | $1.7M | 0.00% | DIR |
| 4952 | Countrywide Alternative Loan Trust | 02148DAA8 | Jun 2026 | 2,143,332 | $1.7M | 0.00% | ABS-MBS |
| 4953 | IndyMac INDA Mortgage Loan Trust | 45661SAC7 | Jun 2026 | 2,278,188 | $1.7M | 0.00% | ABS-MBS |
| 4954 | Fannie Mae | 3140BU3C4 | Jun 2026 | 1,750,504 | $1.7M | 0.00% | ABS-MBS |
| 4955 | Freddie Mac | 31425YQ26 | Jun 2026 | 1,748,710 | $1.7M | 0.00% | ABS-MBS |
| 4956 | Countrywide Asset-Backed Certificates | 12667AAD8 | Jun 2026 | 1,809,801 | $1.7M | 0.00% | ABS-O |
| 4957 | Fannie Mae | 3140AJT99 | Jun 2026 | 1,742,253 | $1.7M | 0.00% | ABS-MBS |
| 4958 | Fannie Mae | 3138ERA59 | Jun 2026 | 1,812,611 | $1.7M | 0.00% | ABS-MBS |
| 4959 | Residential Asset Mortgage Products, INC. | 76112BV98 | Jun 2026 | 1,754,834 | $1.7M | 0.00% | ABS-O |
| 4960 | Fannie Mae | 31418EP46 | Jun 2026 | 1,663,110 | $1.7M | 0.00% | ABS-MBS |
| 4961 | Terwin Mortgage Trust | 881561RE6 | Jun 2026 | 1,715,097 | $1.7M | 0.00% | ABS-MBS |
| 4962 | SG Mortgage Securities Trust | 784208AD2 | Jun 2026 | 8,374,524 | $1.7M | 0.00% | ABS-O |
| 4963 | Fannie Mae | 3140NDH42 | Jun 2026 | 1,765,283 | $1.7M | 0.00% | ABS-MBS |
| 4964 | Carvana Auto Receivables Trust | 14686MAD5 | Jun 2026 | 1,702,543 | $1.7M | 0.00% | ABS-O |
| 4965 | JP Morgan Chase Commercial Mortgage Sec Trust | 465981AG3 | Jun 2026 | 217,800,000 | $1.7M | 0.00% | ABS-MBS |
| 4966 | Morgan Stanley Capital Inc | 61755AAA4 | Jun 2026 | 3,059,752 | $1.7M | 0.00% | ABS-O |
| 4967 | Countrywide Alternative Loan Trust | 02147WAT6 | Jun 2026 | 3,784,205 | $1.7M | 0.00% | ABS-MBS |
| 4968 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 1,354,200,000 | $1.7M | 0.00% | DIR |
| 4969 | Freddie Mac | 31339UJN1 | Jun 2026 | 1,851,534 | $1.7M | 0.00% | ABS-MBS |
| 4970 | Government National Mortgage Association | 38376RWM4 | Jun 2026 | 1,689,726 | $1.7M | 0.00% | ABS-MBS |
| 4971 | Morgan Stanley Capital Inc | 61744CCH7 | Jun 2026 | 1,669,831 | $1.7M | 0.00% | ABS-MBS |
| 4972 | Bear Stearns Asset Backed Securities Trust | 073888BE8 | Jun 2026 | 1,708,194 | $1.7M | 0.00% | ABS-O |
| 4973 | Freddie Mac | 3133BMQR9 | Jun 2026 | 1,807,589 | $1.7M | 0.00% | ABS-MBS |
| 4974 | Banc of America Funding Corporation | 05952DAQ1 | Jun 2026 | 1,781,626 | $1.7M | 0.00% | ABS-MBS |
| 4975 | Fannie Mae | 3140BXKM7 | Jun 2026 | 1,714,359 | $1.7M | 0.00% | ABS-MBS |
| 4976 | Washington Mutual Mortgage Pass-Through CTFS | 93935WAG9 | Jun 2026 | 6,140,088 | $1.7M | 0.00% | ABS-MBS |
| 4977 | Countrywide Asset-Backed Certificates | 126673GC0 | Jun 2026 | 1,737,451 | $1.7M | 0.00% | ABS-O |
| 4978 | Fannie Mae | 3140JW5M8 | Jun 2026 | 1,759,893 | $1.7M | 0.00% | ABS-MBS |
| 4979 | Lehman Mortgage Trust | 52521JAB5 | Jun 2026 | 11,884,475 | $1.7M | 0.00% | ABS-MBS |
| 4980 | Fannie Mae | 3140MTRE5 | Jun 2026 | 1,752,686 | $1.7M | 0.00% | ABS-MBS |
| 4981 | Fannie Mae | 3140H6HW2 | Jun 2026 | 1,779,077 | $1.7M | 0.00% | ABS-MBS |
| 4982 | LCH Ltd. | 000000000 | Jun 2026 | 98,300,000 | $1.7M | 0.00% | DIR |
| 4983 | Countrywide Home Loans | 1266944J4 | Jun 2026 | 1,724,369 | $1.7M | 0.00% | ABS-MBS |
| 4984 | Countrywide Alternative Loan Trust | 12667GKL6 | Jun 2026 | 2,499,036 | $1.7M | 0.00% | ABS-MBS |
| 4985 | IndyMac INDX Mortgage Loan Trust | 45660LF95 | Jun 2026 | 1,729,093 | $1.7M | 0.00% | ABS-MBS |
| 4986 | LCH Ltd. | 000000000 | Jun 2026 | 66,600,000 | $1.7M | 0.00% | DIR |
| 4987 | Structured Adjustable Rate Mortgage Loan Trust | 86362RAC5 | Jun 2026 | 2,324,121 | $1.7M | 0.00% | ABS-MBS |
| 4988 | Countrywide Alternative Loan Trust | 12668AN27 | Jun 2026 | 1,825,262 | $1.7M | 0.00% | ABS-MBS |
| 4989 | Freddie Mac | 31426HBA0 | Jun 2026 | 1,618,329 | $1.7M | 0.00% | ABS-MBS |
| 4990 | LCH Ltd. | 000000000 | Jun 2026 | 116,300,000 | $1.7M | 0.00% | DIR |
| 4991 | Countrywide Alternative Loan Trust | 12667GFZ1 | Jun 2026 | 2,730,082 | $1.7M | 0.00% | ABS-MBS |
| 4992 | Countrywide Alternative Loan Trust | 12667FUL7 | Jun 2026 | 1,666,381 | $1.7M | 0.00% | ABS-MBS |
| 4993 | Fannie Mae | 3140NAGY3 | Jun 2026 | 1,651,298 | $1.7M | 0.00% | ABS-MBS |
| 4994 | Freddie Mac | 3132DWE74 | Jun 2026 | 1,682,773 | $1.7M | 0.00% | ABS-MBS |
| 4995 | GS Mortgage-Backed Securities Trust | 36265TAQ3 | Jun 2026 | 255,647,947 | $1.7M | 0.00% | ABS-MBS |
| 4996 | Argent Securities Inc. | 03076MAA2 | Jun 2026 | 2,969,822 | $1.7M | 0.00% | ABS-MBS |
| 4997 | Fannie Mae | 3140ADPH8 | Jun 2026 | 1,599,441 | $1.7M | 0.00% | ABS-MBS |
| 4998 | Australia & New Zealand Banking Group Ltd. | 000000000 | Jun 2026 | 1 | $1.7M | 0.00% | DFE |
| 4999 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 122,300,000 | $1.7M | 0.00% | DIR |
| 5000 | DSLA Mortgage Loan Trust | 23332UAC8 | Jun 2026 | 1,791,858 | $1.7M | 0.00% | ABS-MBS |
| 5001 | Countrywide Alternative Loan Trust | 02146BAF3 | Jun 2026 | 1,722,129 | $1.7M | 0.00% | ABS-MBS |
| 5002 | Asset Backed Funding Certificates | 04542BKT8 | Jun 2026 | 1,672,930 | $1.7M | 0.00% | ABS-MBS |
| 5003 | JP Morgan Mortgage Acquisition Corp | 46628SAH6 | Jun 2026 | 6,652,074 | $1.7M | 0.00% | ABS-MBS |
| 5004 | Adjustable Rate Mortgage Trust | 007036AP1 | Jun 2026 | 1,843,274 | $1.6M | 0.00% | ABS-MBS |
| 5005 | Merrill Lynch Mortgage Investors Trust | 59023XAB2 | Jun 2026 | 5,540,325 | $1.6M | 0.00% | ABS-MBS |
| 5006 | Countrywide Alternative Loan Trust | 12667GC84 | Jun 2026 | 3,234,834 | $1.6M | 0.00% | ABS-MBS |
| 5007 | Structured Adjustable Rate Mortgage Loan Trust | 863579RR1 | Jun 2026 | 2,371,267 | $1.6M | 0.00% | ABS-MBS |
| 5008 | Fannie Mae | 3140H2Y44 | Jun 2026 | 1,734,202 | $1.6M | 0.00% | ABS-MBS |
| 5009 | Bayview Financial Asset Trust | 07325QAC9 | Jun 2026 | 1,608,983 | $1.6M | 0.00% | ABS-MBS |
| 5010 | LCH Ltd. | 000000000 | Jun 2026 | 120,900,000 | $1.6M | 0.00% | DIR |
| 5011 | LCH Ltd. | 000000000 | Jun 2026 | 152,270,000 | $1.6M | 0.00% | DIR |
| 5012 | Banc of America Funding Corporation | 05951FBQ6 | Jun 2026 | 1,915,084 | $1.6M | 0.00% | ABS-MBS |
| 5013 | LCH Ltd. | 000000000 | Jun 2026 | 183,100,000 | $1.6M | 0.00% | DIR |
| 5014 | Government National Mortgage Association | 36179XDC7 | Jun 2026 | 1,805,864 | $1.6M | 0.00% | ABS-MBS |
| 5015 | Newgate Funding PLC | 000000000 | Jun 2026 | 1,496,032 | $1.6M | 0.00% | ABS-MBS |
| 5016 | GSAMP Trust | 362463AE1 | Jun 2026 | 3,030,246 | $1.6M | 0.00% | ABS-O |
| 5017 | HarborView Mortgage Loan Trust | 41161PJF1 | Jun 2026 | 1,870,962 | $1.6M | 0.00% | ABS-MBS |
| 5018 | Freddie Mac | 31427NGC7 | Jun 2026 | 1,657,199 | $1.6M | 0.00% | ABS-MBS |
| 5019 | Countrywide Alternative Loan Trust | 23242GAD6 | Jun 2026 | 1,697,775 | $1.6M | 0.00% | ABS-MBS |
| 5020 | Morgan Stanley Capital Inc | 61744CSK3 | Jun 2026 | 1,662,962 | $1.6M | 0.00% | ABS-MBS |
| 5021 | Countrywide Alternative Loan Trust | 12667G2W2 | Jun 2026 | 2,506,832 | $1.6M | 0.00% | ABS-MBS |
| 5022 | Sequoia Mortgage Trust | 81744MAS1 | Jun 2026 | 2,226,009 | $1.6M | 0.00% | ABS-MBS |
| 5023 | MASTR Asset Securitization Trust | 57646NAB5 | Jun 2026 | 3,485,891 | $1.6M | 0.00% | ABS-MBS |
| 5024 | Freddie Mac | 3133C7QA8 | Jun 2026 | 1,556,304 | $1.6M | 0.00% | ABS-MBS |
| 5025 | Freddiemac Strip | 31325UPA8 | Jun 2026 | 11,077,000 | $1.6M | 0.00% | ABS-MBS |
| 5026 | JP Morgan Mortgage Acquisition Corp | 46626LHB9 | Jun 2026 | 1,642,975 | $1.6M | 0.00% | ABS-O |
| 5027 | Residential Accredit Loans, Inc. | 751150AH6 | Jun 2026 | 1,592,718 | $1.6M | 0.00% | ABS-MBS |
| 5028 | Freddie Mac | 3132D54E9 | Jun 2026 | 1,700,129 | $1.6M | 0.00% | ABS-MBS |
| 5029 | Morgan Stanley Capital Inc | 61750SAD4 | Jun 2026 | 3,749,883 | $1.6M | 0.00% | ABS-MBS |
| 5030 | CS AT1 CLAIMS US225401AX66 | 000000000 | Jun 2026 | 4,600,000 | $1.6M | 0.00% | DBT |
| 5031 | Freddie Mac | 31426HCE1 | Jun 2026 | 1,648,178 | $1.6M | 0.00% | ABS-MBS |
| 5032 | Trainer Wortham First Republic CBO Ltd | 89288FAB8 | Jun 2026 | 4,689,651 | $1.6M | 0.00% | ABS-CBDO |
| 5033 | Freddie Mac | 31426XLJ5 | Jun 2026 | 1,637,523 | $1.6M | 0.00% | ABS-MBS |
| 5034 | Countrywide Alternative Loan Trust | 02149HAB6 | Jun 2026 | 3,299,793 | $1.6M | 0.00% | ABS-MBS |
| 5035 | MH Sub I LLC | 45567YAN5 | Jun 2026 | 1,650,892 | $1.6M | 0.00% | LON |
| 5036 | Washington Mutual Mortgage Pass-Through CTFS | 93934FQP0 | Jun 2026 | 1,776,695 | $1.6M | 0.00% | ABS-MBS |
| 5037 | GS Mortgage Securities Trust | 36258BAA6 | Jun 2026 | 1,607,255 | $1.6M | 0.00% | ABS-MBS |
| 5038 | Freddie Mac | 3133KRYW8 | Jun 2026 | 1,701,432 | $1.6M | 0.00% | ABS-MBS |
| 5039 | SG Mortgage Securities Trust | 784208AE0 | Jun 2026 | 7,837,250 | $1.6M | 0.00% | ABS-O |
| 5040 | Fannie Mae | 3140N7TS9 | Jun 2026 | 1,587,409 | $1.6M | 0.00% | ABS-MBS |
| 5041 | LCH Ltd. | 000000000 | Jun 2026 | 75,380,000 | $1.6M | 0.00% | DIR |
| 5042 | LCH Ltd. | 000000000 | Jun 2026 | 52,000,000 | $1.6M | 0.00% | DIR |
| 5043 | Fannie Mae | 3138Y7Y48 | Jun 2026 | 1,675,090 | $1.6M | 0.00% | ABS-MBS |
| 5044 | Home Equity Asset Trust | 437084AY2 | Jun 2026 | 1,590,489 | $1.6M | 0.00% | ABS-MBS |
| 5045 | Countrywide Alternative Loan Trust | 23242GAE4 | Jun 2026 | 1,676,867 | $1.6M | 0.00% | ABS-MBS |
| 5046 | Adjustable Rate Mortgage Trust | 00703QAE2 | Jun 2026 | 4,668,757 | $1.6M | 0.00% | ABS-MBS |
| 5047 | PREFERRED TERM SECS VIII | 74041PAB6 | Jun 2026 | 1,598,863 | $1.6M | 0.00% | DBT |
| 5048 | Countrywide Home Loans | 125438AQ4 | Jun 2026 | 1,553,835 | $1.6M | 0.00% | ABS-MBS |
| 5049 | Fannie Mae | 3140XLVH8 | Jun 2026 | 1,581,049 | $1.6M | 0.00% | ABS-MBS |
| 5050 | Luminent Mortgage Trust | 55027AAA8 | Jun 2026 | 2,634,934 | $1.6M | 0.00% | ABS-MBS |
| 5051 | Morgan Stanley ReRemic Trust | 61759FAJ0 | Jun 2026 | 2,412,930 | $1.6M | 0.00% | ABS-MBS |
| 5052 | Deutsche Bank AG | 000000000 | Jun 2026 | 1 | $1.6M | 0.00% | DFE |
| 5053 | Specialty Underwriting & Residential Finance | 84751VAE6 | Jun 2026 | 3,238,924 | $1.6M | 0.00% | ABS-O |
| 5054 | Countrywide Alternative Loan Trust | 12667FLM5 | Jun 2026 | 1,599,695 | $1.6M | 0.00% | ABS-MBS |
| 5055 | Credit-Based Asset Servicing and Securitization | 59020UPS8 | Jun 2026 | 1,639,173 | $1.6M | 0.00% | ABS-O |
| 5056 | Renaissance Home Equity Loan Trust | 75970QAD2 | Jun 2026 | 6,639,000 | $1.6M | 0.00% | ABS-MBS |
| 5057 | Structured Asset Securities Corporation | 86359DBW6 | Jun 2026 | 1,736,816 | $1.6M | 0.00% | ABS-MBS |
| 5058 | Freddie Mac | 3132Y1GM4 | Jun 2026 | 1,665,702 | $1.6M | 0.00% | ABS-MBS |
| 5059 | Structured Asset Securities Corporation | 86359DTE7 | Jun 2026 | 2,321,412 | $1.6M | 0.00% | ABS-MBS |
| 5060 | Morgan Stanley Capital Inc | 61744CSY3 | Jun 2026 | 1,604,624 | $1.6M | 0.00% | ABS-O |
| 5061 | Eurohome UK Mortgages Plc | 000000000 | Jun 2026 | 1,195,837 | $1.6M | 0.00% | ABS-MBS |
| 5062 | LCH Ltd. | 000000000 | Jun 2026 | 75,410,000 | $1.6M | 0.00% | DIR |
| 5063 | Fannie Mae | 3140BAZ58 | Jun 2026 | 1,602,710 | $1.6M | 0.00% | ABS-MBS |
| 5064 | Countrywide Alternative Loan Trust | 02146TAQ0 | Jun 2026 | 3,294,533 | $1.6M | 0.00% | ABS-MBS |
| 5065 | Credit Suisse Mortgage Trust | 12642LBW1 | Jun 2026 | 2,380,127 | $1.6M | 0.00% | ABS-MBS |
| 5066 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $1.6M | 0.00% | DFE |
| 5067 | Home Equity Asset Trust | 437084GV2 | Jun 2026 | 1,629,040 | $1.6M | 0.00% | ABS-MBS |
| 5068 | Deutsche Alt-A Securities INC Mortgage Loan Trust | 25151RAG9 | Jun 2026 | 1,710,927 | $1.6M | 0.00% | ABS-MBS |
| 5069 | Adjustable Rate Mortgage Trust | 007036TM8 | Jun 2026 | 1,625,045 | $1.6M | 0.00% | ABS-MBS |
| 5070 | Option One Mortgage Loan Trust | 68403FAE6 | Jun 2026 | 2,751,891 | $1.6M | 0.00% | ABS-MBS |
| 5071 | Nomura Asset Acceptance Corporation | 65537EAA2 | Jun 2026 | 1,693,761 | $1.6M | 0.00% | ABS-MBS |
| 5072 | Banc of America Mortgage Securities | 05949CHQ2 | Jun 2026 | 1,652,991 | $1.6M | 0.00% | ABS-MBS |
| 5073 | Structured Asset Mortgage Investments Inc | 86362XAA6 | Jun 2026 | 1,715,672 | $1.6M | 0.00% | ABS-MBS |
| 5074 | Countrywide Alternative Loan Trust | 12667GLC5 | Jun 2026 | 1,981,038 | $1.6M | 0.00% | ABS-MBS |
| 5075 | Countrywide Alternative Loan Trust | 02147XAP2 | Jun 2026 | 3,830,197 | $1.6M | 0.00% | ABS-MBS |
| 5076 | PHH Alternative Mortgage Trust | 69337BAH7 | Jun 2026 | 1,874,603 | $1.6M | 0.00% | ABS-MBS |
| 5077 | Government National Mortgage Association | 3617HA3N5 | Jun 2026 | 1,677,764 | $1.6M | 0.00% | ABS-MBS |
| 5078 | Enterprise Fleet Financing LLC | 29375QAB4 | Jun 2026 | 1,566,412 | $1.6M | 0.00% | ABS-O |
| 5079 | Bayview Financial Asset Trust | 07325QAB1 | Jun 2026 | 1,537,986 | $1.6M | 0.00% | ABS-MBS |
| 5080 | Freddie Mac | 3132L92Z7 | Jun 2026 | 1,601,176 | $1.6M | 0.00% | ABS-MBS |
| 5081 | Residential Accredit Loans, Inc. | 74923GAC7 | Jun 2026 | 1,745,172 | $1.6M | 0.00% | ABS-MBS |
| 5082 | Residential Accredit Loans, Inc. | 75116CDD5 | Jun 2026 | 2,037,105 | $1.6M | 0.00% | ABS-MBS |
| 5083 | LCH Ltd. | 000000000 | Jun 2026 | 122,000,000 | $1.6M | 0.00% | DIR |
| 5084 | Adjustable Rate Mortgage Trust | 007036KR6 | Jun 2026 | 1,703,215 | $1.6M | 0.00% | ABS-MBS |
| 5085 | Fannie Mae | 3140BLWC2 | Jun 2026 | 1,577,825 | $1.6M | 0.00% | ABS-MBS |
| 5086 | Fannie Mae | 3140H7ZB6 | Jun 2026 | 1,686,835 | $1.6M | 0.00% | ABS-MBS |
| 5087 | Fannie Mae | 3140B2N91 | Jun 2026 | 1,574,559 | $1.6M | 0.00% | ABS-MBS |
| 5088 | Morgan Stanley Capital Inc | 617451EU9 | Jun 2026 | 1,861,610 | $1.6M | 0.00% | ABS-MBS |
| 5089 | Securitized Asset Backed Receivables LLC Trust | 81376YAD3 | Jun 2026 | 4,875,789 | $1.5M | 0.00% | ABS-O |
| 5090 | Fannie Mae | 3138MTKU0 | Jun 2026 | 1,571,988 | $1.5M | 0.00% | ABS-MBS |
| 5091 | Freddie Mac | 31427AUT2 | Jun 2026 | 1,572,922 | $1.5M | 0.00% | ABS-MBS |
| 5092 | MASTR Asset Backed Securities Trust | 55291KAB3 | Jun 2026 | 4,562,952 | $1.5M | 0.00% | ABS-MBS |
| 5093 | Fannie Mae | 3140B06V5 | Jun 2026 | 1,555,305 | $1.5M | 0.00% | ABS-MBS |
| 5094 | Tricolor Auto Securitization Trust | 89616PAA1 | Jun 2026 | 1,669,066 | $1.5M | 0.00% | ABS-O |
| 5095 | Fremont Home Loan Trust | 35729PGC8 | Jun 2026 | 1,712,003 | $1.5M | 0.00% | ABS-O |
| 5096 | Suntrust Adjustable Rate Mortgage Loan Trust | 85554NAJ9 | Jun 2026 | 1,701,044 | $1.5M | 0.00% | ABS-MBS |
| 5097 | UKRAINE GOVERNMENT | 903724CG5 | Jun 2026 | 2,554,552 | $1.5M | 0.00% | DBT |
| 5098 | Fannie Mae | 3140BFM44 | Jun 2026 | 1,561,931 | $1.5M | 0.00% | ABS-MBS |
| 5099 | IndyMac INDX Mortgage Loan Trust | 45661LAG3 | Jun 2026 | 1,673,044 | $1.5M | 0.00% | ABS-MBS |
| 5100 | Lehman Mortgage Trust | 52520MGG2 | Jun 2026 | 2,469,213 | $1.5M | 0.00% | ABS-MBS |
| 5101 | Freddie Mac | 31427JNM6 | Jun 2026 | 1,560,934 | $1.5M | 0.00% | ABS-MBS |
| 5102 | HSI Asset Securitization Corporation Trust | 40430HAK4 | Jun 2026 | 1,617,492 | $1.5M | 0.00% | ABS-MBS |
| 5103 | GSR Mortgage Loan Trust | 36242D4V2 | Jun 2026 | 1,817,792 | $1.5M | 0.00% | ABS-MBS |
| 5104 | Option One Mortgage Loan Trust | 68389FFG4 | Jun 2026 | 1,497,919 | $1.5M | 0.00% | ABS-MBS |
| 5105 | Renaissance Home Equity Loan Trust | 75970JAE6 | Jun 2026 | 6,554,731 | $1.5M | 0.00% | ABS-MBS |
| 5106 | Fannie Mae | 3140FNXL3 | Jun 2026 | 1,613,038 | $1.5M | 0.00% | ABS-MBS |
| 5107 | Freddie Mac | 3131Y8FW0 | Jun 2026 | 1,527,305 | $1.5M | 0.00% | ABS-MBS |
| 5108 | First Franklin Mtg Loan Asset Backed Certificates | 36228FU61 | Jun 2026 | 1,545,644 | $1.5M | 0.00% | ABS-O |
| 5109 | Ameriquest Mortgage Securities Inc. | 03072SUR4 | Jun 2026 | 1,585,536 | $1.5M | 0.00% | ABS-O |
| 5110 | ALTICE FRANCE SA | 02090DAC2 | Jun 2026 | 1,575,780 | $1.5M | 0.00% | DBT |
| 5111 | Residential Asset Mortgage Products, INC. | 760985Y96 | Jun 2026 | 1,518,919 | $1.5M | 0.00% | ABS-O |
| 5112 | Asset Backed Securities Corp Home Equity Ln Trst | 04541GTP7 | Jun 2026 | 1,551,753 | $1.5M | 0.00% | ABS-MBS |
| 5113 | LCH Ltd. | 000000000 | Jun 2026 | 122,800,000 | $1.5M | 0.00% | DIR |
| 5114 | Specialty Underwriting & Residential Finance | 84752EAD5 | Jun 2026 | 2,064,443 | $1.5M | 0.00% | ABS-O |
| 5115 | Fannie Mae | 3140GTQR4 | Jun 2026 | 1,652,996 | $1.5M | 0.00% | ABS-MBS |
| 5116 | Citigroup Mortgage Loan Trust Inc | 17316AAR1 | Jun 2026 | 1,867,822 | $1.5M | 0.00% | ABS-MBS |
| 5117 | Freddie Mac | 3133CF4Z9 | Jun 2026 | 1,454,342 | $1.5M | 0.00% | ABS-MBS |
| 5118 | Structured Asset Securities Corporation | 86358BAE2 | Jun 2026 | 1,568,223 | $1.5M | 0.00% | ABS-O |
| 5119 | Fannie Mae | 3140BGLP6 | Jun 2026 | 1,544,224 | $1.5M | 0.00% | ABS-MBS |
| 5120 | Bear Stearns Alt-A Trust | 07386HVS7 | Jun 2026 | 2,943,139 | $1.5M | 0.00% | ABS-MBS |
| 5121 | Fannie Mae | 3140BXKN5 | Jun 2026 | 1,535,615 | $1.5M | 0.00% | ABS-MBS |
| 5122 | WAMU Mortgage Pass-Through Certificates | 933637AH3 | Jun 2026 | 1,784,863 | $1.5M | 0.00% | ABS-MBS |
| 5123 | Long Beach Mortgage Loan Trust | 542514EA8 | Jun 2026 | 1,513,314 | $1.5M | 0.00% | ABS-O |
| 5124 | Fannie Mae | 3138WJUZ9 | Jun 2026 | 1,588,236 | $1.5M | 0.00% | ABS-MBS |
| 5125 | Freddie Mac | 3132XX2K4 | Jun 2026 | 1,638,837 | $1.5M | 0.00% | ABS-MBS |
| 5126 | BLUE RIDGE RE LTD | 096003AD0 | Jun 2026 | 1,500,000 | $1.5M | 0.00% | DBT |
| 5127 | Fannie Mae | 3140BG3T8 | Jun 2026 | 1,528,603 | $1.5M | 0.00% | ABS-MBS |
| 5128 | LCH Ltd. | 000000000 | Jun 2026 | 123,000,000 | $1.5M | 0.00% | DIR |
| 5129 | LCH Ltd. | 000000000 | Jun 2026 | 125,780,000 | $1.5M | 0.00% | DIR |
| 5130 | ACHV ABS TRUST | 00092KAA2 | Jun 2026 | 1,497,324 | $1.5M | 0.00% | ABS-O |
| 5131 | Bear Stearns Adjustable Rate Mortgage Trust | 073881AA2 | Jun 2026 | 1,663,168 | $1.5M | 0.00% | ABS-MBS |
| 5132 | Credit Suisse First Boston Mortgage Securities | 225470RY1 | Jun 2026 | 2,538,716 | $1.5M | 0.00% | ABS-MBS |
| 5133 | GATEWAY RE LTD | 36779CAV8 | Jun 2026 | 1,500,000 | $1.5M | 0.00% | DBT |
| 5134 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 88,250,000 | $1.5M | 0.00% | DIR |
| 5135 | IndyMac INDX Mortgage Loan Trust | 45660LUD9 | Jun 2026 | 2,011,252 | $1.5M | 0.00% | ABS-MBS |
| 5136 | Fannie Mae | 3140BSSM0 | Jun 2026 | 1,523,283 | $1.5M | 0.00% | ABS-MBS |
| 5137 | Fannie Mae | 3140EXQ63 | Jun 2026 | 1,614,783 | $1.5M | 0.00% | ABS-MBS |
| 5138 | Golden State Tobacco Securitization Corp | 38122ND82 | Jun 2026 | 1,630,000 | $1.5M | 0.00% | DBT |
| 5139 | Fannie Mae | 3140B14T0 | Jun 2026 | 1,515,062 | $1.5M | 0.00% | ABS-MBS |
| 5140 | Fannie Mae | 3140N46W2 | Jun 2026 | 1,476,383 | $1.5M | 0.00% | ABS-MBS |
| 5141 | Countrywide Alternative Loan Trust | 12668A5X9 | Jun 2026 | 1,719,985 | $1.5M | 0.00% | ABS-MBS |
| 5142 | Santander Bank Auto Credit-Linked Notes | 80280BAA6 | Jun 2026 | 1,487,471 | $1.5M | 0.00% | ABS-O |
| 5143 | Freddie Mac | 3132WFCV9 | Jun 2026 | 1,662,078 | $1.5M | 0.00% | ABS-MBS |
| 5144 | Bank of America NA | 000000000 | Jun 2026 | 1 | $1.5M | 0.00% | DFE |
| 5145 | Freddie Mac | 3133CM4C5 | Jun 2026 | 1,438,680 | $1.5M | 0.00% | ABS-MBS |
| 5146 | Government National Mortgage Association | 38376RRG3 | Jun 2026 | 1,475,332 | $1.5M | 0.00% | ABS-MBS |
| 5147 | LCH Ltd. | 000000000 | Jun 2026 | 70,000,000 | $1.5M | 0.00% | DIR |
| 5148 | Santander Mortgage Asset Receivable Trust | 80262BAA8 | Jun 2026 | 1,482,944 | $1.5M | 0.00% | ABS-MBS |
| 5149 | Freddie Mac | 31426LP24 | Jun 2026 | 1,501,627 | $1.5M | 0.00% | ABS-MBS |
| 5150 | Uropa Securities plc | 000000000 | Jun 2026 | 1,314,822 | $1.5M | 0.00% | ABS-MBS |
| 5151 | Ace Securities Corp. | 004421RJ4 | Jun 2026 | 1,738,493 | $1.5M | 0.00% | ABS-MBS |
| 5152 | Homebanc Mortgage Trust | 43739ECB1 | Jun 2026 | 1,503,756 | $1.5M | 0.00% | ABS-MBS |
| 5153 | Fannie Mae | 3140XFD99 | Jun 2026 | 1,489,906 | $1.5M | 0.00% | ABS-MBS |
| 5154 | Banc of America Alternative Loan Trust | 05948XTV3 | Jun 2026 | 1,466,637 | $1.5M | 0.00% | ABS-MBS |
| 5155 | JP Morgan Mortgage Trust | 46631JAL2 | Jun 2026 | 1,988,490 | $1.5M | 0.00% | ABS-MBS |
| 5156 | Freddie Mac | 3132DVFV2 | Jun 2026 | 1,491,368 | $1.5M | 0.00% | ABS-MBS |
| 5157 | Government National Mortgage Association | 36179VN48 | Jun 2026 | 1,607,283 | $1.5M | 0.00% | ABS-MBS |
| 5158 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $1.5M | 0.00% | DFE |
| 5159 | Fannie Mae | 3140BNDS4 | Jun 2026 | 1,487,166 | $1.5M | 0.00% | ABS-MBS |
| 5160 | Washington Mutual Mortgage Pass-Through CTFS | 93934FNM0 | Jun 2026 | 1,658,559 | $1.5M | 0.00% | ABS-MBS |
| 5161 | Freddie Mac | 3133G7GG2 | Jun 2026 | 1,529,208 | $1.5M | 0.00% | ABS-MBS |
| 5162 | IndyMac INDX Mortgage Loan Trust | 45660L2H1 | Jun 2026 | 2,033,450 | $1.5M | 0.00% | ABS-MBS |
| 5163 | LCH Ltd. | 000000000 | Jun 2026 | 98,600,000 | $1.5M | 0.00% | DIR |
| 5164 | Banc of America Funding Corporation | 05951GAP7 | Jun 2026 | 2,029,888 | $1.5M | 0.00% | ABS-MBS |
| 5165 | Bear Stearns Alt-A Trust | 07386HVV0 | Jun 2026 | 3,618,573 | $1.5M | 0.00% | ABS-MBS |
| 5166 | LCH Ltd. | 000000000 | Jun 2026 | 116,900,000 | $1.5M | 0.00% | DIR |
| 5167 | Credit Suisse Mortgage Trust | 12649FCL0 | Jun 2026 | 1,814,990 | $1.4M | 0.00% | ABS-MBS |
| 5168 | Fannie Mae | 3140BTP66 | Jun 2026 | 1,472,018 | $1.4M | 0.00% | ABS-MBS |
| 5169 | INTEGRITY RE III | 45870GAJ5 | Jun 2026 | 1,450,000 | $1.4M | 0.00% | DBT |
| 5170 | Fannie Mae | 3140H7HH3 | Jun 2026 | 1,571,996 | $1.4M | 0.00% | ABS-MBS |
| 5171 | Bear Stearns Alt-A Trust | 07386HZJ3 | Jun 2026 | 1,518,051 | $1.4M | 0.00% | ABS-MBS |
| 5172 | Residential Accredit Loans, Inc. | 761118KG2 | Jun 2026 | 5,253,864 | $1.4M | 0.00% | ABS-MBS |
| 5173 | Citigroup Mortgage Loan Trust Inc | 17307GPG7 | Jun 2026 | 1,443,168 | $1.4M | 0.00% | ABS-O |
| 5174 | Countrywide Alternative Loan Trust | 12668BYB3 | Jun 2026 | 2,975,357 | $1.4M | 0.00% | ABS-MBS |
| 5175 | Accredited Mortgage Loan Trust | 00437NAE2 | Jun 2026 | 1,486,000 | $1.4M | 0.00% | ABS-MBS |
| 5176 | Structured Asset Mortgage Investments Inc | 86361WAA9 | Jun 2026 | 1,593,039 | $1.4M | 0.00% | ABS-MBS |
| 5177 | J.P. Morgan Alternative Loan Trust | 466306AA5 | Jun 2026 | 2,907,440 | $1.4M | 0.00% | ABS-MBS |
| 5178 | Countrywide Home Loans | 1266943V8 | Jun 2026 | 1,575,650 | $1.4M | 0.00% | ABS-MBS |
| 5179 | Bear Stearns Alt-A Trust | 07386HUD1 | Jun 2026 | 1,430,599 | $1.4M | 0.00% | ABS-MBS |
| 5180 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $1.4M | 0.00% | DFE |
| 5181 | HSI Asset Loan Obligation | 40431LAF5 | Jun 2026 | 1,892,711 | $1.4M | 0.00% | ABS-MBS |
| 5182 | Fannie Mae | 3140EU4V8 | Jun 2026 | 1,503,419 | $1.4M | 0.00% | ABS-MBS |
| 5183 | Countrywide Home Loans | 12669GPN5 | Jun 2026 | 1,532,020 | $1.4M | 0.00% | ABS-MBS |
| 5184 | Australia & New Zealand Banking Group Ltd. | 000000000 | Jun 2026 | 1 | $1.4M | 0.00% | DFE |
| 5185 | First Horizon Alternative Mortgage Securities | 32052QAA0 | Jun 2026 | 1,913,367 | $1.4M | 0.00% | ABS-MBS |
| 5186 | Residential Asset Securitization Trust | 76112FAB7 | Jun 2026 | 5,916,146 | $1.4M | 0.00% | ABS-MBS |
| 5187 | JP Morgan Mortgage Acquisition Corp | 46629KAD1 | Jun 2026 | 1,879,184 | $1.4M | 0.00% | ABS-MBS |
| 5188 | Freddie Mac | 3132DWLS0 | Jun 2026 | 1,446,470 | $1.4M | 0.00% | ABS-MBS |
| 5189 | LCH Ltd. | 000000000 | Jun 2026 | 69,400,000 | $1.4M | 0.00% | DIR |
| 5190 | Fannie Mae | 3140XCKU1 | Jun 2026 | 1,490,155 | $1.4M | 0.00% | ABS-MBS |
| 5191 | Freddie Mac | 3133CV2G8 | Jun 2026 | 1,436,791 | $1.4M | 0.00% | ABS-MBS |
| 5192 | Asset Backed Funding Certificates | 04542BKV3 | Jun 2026 | 1,538,840 | $1.4M | 0.00% | ABS-MBS |
| 5193 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $1.4M | 0.00% | DFE |
| 5194 | Sequoia Mortgage Trust | 81744JAE9 | Jun 2026 | 2,159,183 | $1.4M | 0.00% | ABS-MBS |
| 5195 | Bear Stearns Asset Backed Securities Trust | 07384YPK6 | Jun 2026 | 1,825,433 | $1.4M | 0.00% | ABS-MBS |
| 5196 | Goldman Sachs International | 000000000 | Jun 2026 | 73,400,000 | $1.4M | 0.00% | DCR |
| 5197 | Morgan Stanley Home Equity Loan Trust | 61751QAB1 | Jun 2026 | 2,994,808 | $1.4M | 0.00% | ABS-MBS |
| 5198 | Residential Asset Securitization Trust | 45660L3U1 | Jun 2026 | 3,922,111 | $1.4M | 0.00% | ABS-MBS |
| 5199 | Credit Suisse Mortgage Trust | 22942KCD0 | Jun 2026 | 3,271,271 | $1.4M | 0.00% | ABS-MBS |
| 5200 | Fannie Mae | 3140NDXZ5 | Jun 2026 | 1,426,959 | $1.4M | 0.00% | ABS-MBS |
| 5201 | HarborView Mortgage Loan Trust | 41161PWB5 | Jun 2026 | 3,508,391 | $1.4M | 0.00% | ABS-MBS |
| 5202 | Marlette Funding Trust | 57108UAA2 | Jun 2026 | 1,405,090 | $1.4M | 0.00% | ABS-O |
| 5203 | Fannie Mae | 3140BA4Y9 | Jun 2026 | 1,416,608 | $1.4M | 0.00% | ABS-MBS |
| 5204 | Freddie Mac | 31426TUS4 | Jun 2026 | 1,426,783 | $1.4M | 0.00% | ABS-MBS |
| 5205 | PRP Advisors, LLC | 693581AA8 | Jun 2026 | 1,426,591 | $1.4M | 0.00% | ABS-MBS |
| 5206 | LCH Ltd. | 000000000 | Jun 2026 | 1,955,700,000 | $1.4M | 0.00% | DIR |
| 5207 | Fannie Mae | 3140H7SR9 | Jun 2026 | 1,517,783 | $1.4M | 0.00% | ABS-MBS |
| 5208 | Ameriquest Mortgage Securities Inc. | 03072SC60 | Jun 2026 | 1,450,000 | $1.4M | 0.00% | ABS-O |
| 5209 | Credit Suisse First Boston Mortgage Securities | 2254582T4 | Jun 2026 | 2,142,268 | $1.4M | 0.00% | ABS-MBS |
| 5210 | Merrill Lynch Mortgage Investors Trust | 59020UQV0 | Jun 2026 | 1,421,284 | $1.4M | 0.00% | ABS-O |
| 5211 | LOWER FERRY RE LTD | 547915AC2 | Jun 2026 | 1,400,000 | $1.4M | 0.00% | DBT |
| 5212 | Towd Point Mortgage Funding | 000000000 | Jun 2026 | 1,053,335 | $1.4M | 0.00% | ABS-MBS |
| 5213 | BUTTONWOOD RE LTD | 12423PAC2 | Jun 2026 | 1,400,000 | $1.4M | 0.00% | DBT |
| 5214 | LCH Ltd. | 000000000 | Jun 2026 | 121,200,000 | $1.4M | 0.00% | DIR |
| 5215 | JP Morgan Mortgage Acquisition Corp | 46630MAD4 | Jun 2026 | 2,900,412 | $1.4M | 0.00% | ABS-O |
| 5216 | Fannie Mae | 3140NCMD8 | Jun 2026 | 1,383,800 | $1.4M | 0.00% | ABS-MBS |
| 5217 | Countrywide Alternative Loan Trust | 12667GXP3 | Jun 2026 | 2,153,199 | $1.4M | 0.00% | ABS-MBS |
| 5218 | Countrywide Asset-Backed Certificates | 12666CAE3 | Jun 2026 | 1,440,975 | $1.4M | 0.00% | ABS-O |
| 5219 | HarborView Mortgage Loan Trust | 41161PXM0 | Jun 2026 | 1,851,157 | $1.4M | 0.00% | ABS-MBS |
| 5220 | Argent Securities Inc. | 04012XAE5 | Jun 2026 | 5,272,355 | $1.4M | 0.00% | ABS-O |
| 5221 | BIOCEANICO SOVEREIGN | 000000000 | Jun 2026 | 1,694,702 | $1.4M | 0.00% | DBT |
| 5222 | SMB Private Education Loan Trust | 83207DAA6 | Jun 2026 | 1,376,230 | $1.4M | 0.00% | ABS-O |
| 5223 | Residential Accredit Loans, Inc. | 761118MJ4 | Jun 2026 | 1,654,043 | $1.4M | 0.00% | ABS-MBS |
| 5224 | Freddie Mac | 3142J6DG5 | Jun 2026 | 1,411,186 | $1.4M | 0.00% | ABS-MBS |
| 5225 | Fannie Mae | 3140BGD34 | Jun 2026 | 1,388,955 | $1.4M | 0.00% | ABS-MBS |
| 5226 | Bear Stearns Alt-A Trust | 073866BK0 | Jun 2026 | 2,111,563 | $1.4M | 0.00% | ABS-MBS |
| 5227 | Luminent Mortgage Trust | 55028CAA3 | Jun 2026 | 1,509,160 | $1.4M | 0.00% | ABS-MBS |
| 5228 | LCH Ltd. | 000000000 | Jun 2026 | 108,800,000 | $1.4M | 0.00% | DIR |
| 5229 | Fannie Mae | 31418CND2 | Jun 2026 | 1,505,277 | $1.4M | 0.00% | ABS-MBS |
| 5230 | Fannie Mae | 3138YMJN0 | Jun 2026 | 1,446,678 | $1.4M | 0.00% | ABS-MBS |
| 5231 | Fannie Mae | 3140NEEZ4 | Jun 2026 | 1,347,031 | $1.4M | 0.00% | ABS-MBS |
| 5232 | Countrywide Alternative Loan Trust | 12668EAA5 | Jun 2026 | 2,845,073 | $1.4M | 0.00% | ABS-MBS |
| 5233 | Citigroup Mortgage Loan Trust Inc | 17309RAH5 | Jun 2026 | 1,436,439 | $1.4M | 0.00% | ABS-MBS |
| 5234 | Morgan Stanley Capital Inc | 61750MAF2 | Jun 2026 | 3,315,295 | $1.4M | 0.00% | ABS-MBS |
| 5235 | Fremont Home Loan Trust | 35729QAC2 | Jun 2026 | 4,497,725 | $1.4M | 0.00% | ABS-O |
| 5236 | Fannie Mae | 3140N6X64 | Jun 2026 | 1,333,943 | $1.4M | 0.00% | ABS-MBS |
| 5237 | Saxon Asset Securities Trust | 805564RP8 | Jun 2026 | 1,657,986 | $1.4M | 0.00% | ABS-O |
| 5238 | WAMU Mortgage Pass-Through Certificates | 933637AE0 | Jun 2026 | 1,545,203 | $1.4M | 0.00% | ABS-MBS |
| 5239 | COMM Mortgage Trust | 12595VAD9 | Jun 2026 | 1,400,000 | $1.4M | 0.00% | ABS-MBS |
| 5240 | Residential Asset Securities Corporation | 76110W7G5 | Jun 2026 | 1,516,000 | $1.4M | 0.00% | ABS-MBS |
| 5241 | Option One Mortgage Loan Trust | 68402BAD8 | Jun 2026 | 2,807,923 | $1.4M | 0.00% | ABS-MBS |
| 5242 | Morgan Stanley Capital Inc | 617505AD4 | Jun 2026 | 2,882,753 | $1.4M | 0.00% | ABS-O |
| 5243 | Dell Equipment Finance Trust | 24704EAC2 | Jun 2026 | 1,368,768 | $1.4M | 0.00% | ABS-O |
| 5244 | INTEGRITY RE III | 45870GAA4 | Jun 2026 | 1,350,000 | $1.4M | 0.00% | DBT |
| 5245 | Fannie Mae | 3140B8TU5 | Jun 2026 | 1,314,411 | $1.4M | 0.00% | ABS-MBS |
| 5246 | WAMU Mortgage Pass-Through Certificates | 92922F5T1 | Jun 2026 | 1,440,393 | $1.4M | 0.00% | ABS-MBS |
| 5247 | Fremont Home Loan Trust | 35729PJF8 | Jun 2026 | 1,379,677 | $1.4M | 0.00% | ABS-O |
| 5248 | BCAP LLC Trust | 05542GAK4 | Jun 2026 | 4,747,693 | $1.4M | 0.00% | ABS-MBS |
| 5249 | Morgan Stanley Capital Inc | 61744CJT4 | Jun 2026 | 1,419,807 | $1.4M | 0.00% | ABS-MBS |
| 5250 | Fannie Mae | 3140BAYX8 | Jun 2026 | 1,382,792 | $1.4M | 0.00% | ABS-MBS |
| 5251 | Fannie Mae | 3140NBME8 | Jun 2026 | 1,326,224 | $1.4M | 0.00% | ABS-MBS |
| 5252 | Legacy Mortgage Asset Trust | 52474BAA1 | Jun 2026 | 312,549,934 | $1.4M | 0.00% | ABS-MBS |
| 5253 | Park Place Securities Inc | 70069FAZ0 | Jun 2026 | 1,370,736 | $1.4M | 0.00% | ABS-O |
| 5254 | Popular ABS Mortgage Pass-Through Trust | 73316MAE7 | Jun 2026 | 1,428,686 | $1.4M | 0.00% | ABS-O |
| 5255 | Residential Asset Mortgage Products, INC. | 75156XAD3 | Jun 2026 | 1,382,880 | $1.4M | 0.00% | ABS-O |
| 5256 | LCH Ltd. | 000000000 | Jun 2026 | 52,600,000 | $1.4M | 0.00% | DIR |
| 5257 | MASTR Adjustable Rate Mortgages Trust | 576433YQ3 | Jun 2026 | 1,474,688 | $1.4M | 0.00% | ABS-MBS |
| 5258 | Fannie Mae | 3140NHLM8 | Jun 2026 | 1,323,493 | $1.4M | 0.00% | ABS-MBS |
| 5259 | First Franklin Mtg Loan Asset Backed Certificates | 32027NFF3 | Jun 2026 | 1,397,947 | $1.4M | 0.00% | ABS-O |
| 5260 | Bear Stearns Asset Backed Securities Trust | 073879GM4 | Jun 2026 | 1,411,077 | $1.4M | 0.00% | ABS-MBS |
| 5261 | Fannie Mae | 3140BLR87 | Jun 2026 | 1,376,280 | $1.4M | 0.00% | ABS-MBS |
| 5262 | BENCHMARK Mortgage Trust | 08163AAM5 | Jun 2026 | 68,256,000 | $1.4M | 0.00% | ABS-MBS |
| 5263 | Argent Securities Inc. | 04012MAA7 | Jun 2026 | 5,063,382 | $1.4M | 0.00% | ABS-O |
| 5264 | Structured Adjustable Rate Mortgage Loan Trust | 86364DAT7 | Jun 2026 | 1,414,361 | $1.4M | 0.00% | ABS-MBS |
| 5265 | Fannie Mae | 3140E1TL7 | Jun 2026 | 1,413,537 | $1.4M | 0.00% | ABS-MBS |
| 5266 | GSAA Home Equity Trust | 3622ECAC0 | Jun 2026 | 3,141,407 | $1.4M | 0.00% | ABS-MBS |
| 5267 | WAMU Mortgage Pass-Through Certificates | 939336X65 | Jun 2026 | 1,384,611 | $1.3M | 0.00% | ABS-MBS |
| 5268 | Countrywide Home Loans | 12669GPR6 | Jun 2026 | 1,385,679 | $1.3M | 0.00% | ABS-MBS |
| 5269 | Accredited Mortgage Loan Trust | 004375DX6 | Jun 2026 | 1,378,163 | $1.3M | 0.00% | ABS-MBS |
| 5270 | Fannie Mae | 3140AP7K4 | Jun 2026 | 1,366,544 | $1.3M | 0.00% | ABS-MBS |
| 5271 | Credit-Based Asset Servicing and Securitization | 12489WJP0 | Jun 2026 | 1,476,453 | $1.3M | 0.00% | ABS-O |
| 5272 | MASTR Asset Backed Securities Trust | 576455AD1 | Jun 2026 | 2,305,116 | $1.3M | 0.00% | ABS-MBS |
| 5273 | BX Trust | 05609WAA1 | Jun 2026 | 1,343,801 | $1.3M | 0.00% | ABS-MBS |
| 5274 | LCH Ltd. | 000000000 | Jun 2026 | 93,700,000 | $1.3M | 0.00% | DIR |
| 5275 | Fannie Mae | 31418DAN2 | Jun 2026 | 1,385,795 | $1.3M | 0.00% | ABS-MBS |
| 5276 | Structured Adjustable Rate Mortgage Loan Trust | 86362TAA5 | Jun 2026 | 1,308,957 | $1.3M | 0.00% | ABS-MBS |
| 5277 | Lehman Mortgage Trust | 52521NAK6 | Jun 2026 | 2,623,355 | $1.3M | 0.00% | ABS-MBS |
| 5278 | Fannie Mae | 3140NGGK0 | Jun 2026 | 1,323,302 | $1.3M | 0.00% | ABS-MBS |
| 5279 | Freddie Mac | 3132DQGK6 | Jun 2026 | 1,317,264 | $1.3M | 0.00% | ABS-MBS |
| 5280 | Residential Accredit Loans, Inc. | 761118EN4 | Jun 2026 | 1,958,936 | $1.3M | 0.00% | ABS-MBS |
| 5281 | Fannie Mae | 3140A0BT5 | Jun 2026 | 1,264,162 | $1.3M | 0.00% | ABS-MBS |
| 5282 | Fannie Mae | 3140NEYZ2 | Jun 2026 | 1,342,735 | $1.3M | 0.00% | ABS-MBS |
| 5283 | Freddie Mac | 31427JNK0 | Jun 2026 | 1,347,906 | $1.3M | 0.00% | ABS-MBS |
| 5284 | UBS AG | 000000000 | Jun 2026 | 1 | $1.3M | 0.00% | DFE |
| 5285 | Citigroup Mortgage Loan Trust Inc | 17313QBF4 | Jun 2026 | 1,387,534 | $1.3M | 0.00% | ABS-MBS |
| 5286 | GSAMP Trust | 362440AE9 | Jun 2026 | 1,795,074 | $1.3M | 0.00% | ABS-O |
| 5287 | Fannie Mae | 3136ADQM4 | Jun 2026 | 1,383,915 | $1.3M | 0.00% | ABS-MBS |
| 5288 | Fannie Mae | 3140Q9N33 | Jun 2026 | 1,356,050 | $1.3M | 0.00% | ABS-MBS |
| 5289 | DSLA Mortgage Loan Trust | 23332UAR5 | Jun 2026 | 1,389,109 | $1.3M | 0.00% | ABS-MBS |
| 5290 | Standard Chartered Bank | 000000000 | Jun 2026 | 1 | $1.3M | 0.00% | DFE |
| 5291 | Fannie Mae | 3140METP1 | Jun 2026 | 1,314,484 | $1.3M | 0.00% | ABS-MBS |
| 5292 | Asset Backed Funding Certificates | 04542BJY9 | Jun 2026 | 1,353,066 | $1.3M | 0.00% | ABS-MBS |
| 5293 | Freddie Mac | 3133A15E8 | Jun 2026 | 1,352,873 | $1.3M | 0.00% | ABS-MBS |
| 5294 | Banco Santander SA | 000000000 | Jun 2026 | 1 | $1.3M | 0.00% | DFE |
| 5295 | Fannie Mae | 3140HDFC3 | Jun 2026 | 1,389,717 | $1.3M | 0.00% | ABS-MBS |
| 5296 | Countrywide Alternative Loan Trust | 23243DAF7 | Jun 2026 | 1,404,947 | $1.3M | 0.00% | ABS-MBS |
| 5297 | Lehman XS Trust | 52522EAE9 | Jun 2026 | 1,295,178 | $1.3M | 0.00% | ABS-O |
| 5298 | HESTIA RE LTD | 42815KAF9 | Jun 2026 | 1,300,000 | $1.3M | 0.00% | DBT |
| 5299 | Freddie Mac | 31427PZV9 | Jun 2026 | 1,324,866 | $1.3M | 0.00% | ABS-MBS |
| 5300 | JP Morgan Mortgage Trust | 466247UW1 | Jun 2026 | 1,786,628 | $1.3M | 0.00% | ABS-MBS |
| 5301 | Fannie Mae | 31419EZQ5 | Jun 2026 | 1,342,217 | $1.3M | 0.00% | ABS-MBS |
| 5302 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $1.3M | 0.00% | DFE |
| 5303 | LCM Ltd Partnership | 50203CAL7 | Jun 2026 | 1,300,000 | $1.3M | 0.00% | ABS-CBDO |
| 5304 | LCH Ltd. | 000000000 | Jun 2026 | 109,900,000 | $1.3M | 0.00% | DIR |
| 5305 | Ludgate Funding Plc | 000000000 | Jun 2026 | 1,154,475 | $1.3M | 0.00% | ABS-MBS |
| 5306 | Fannie Mae | 3140NJDB7 | Jun 2026 | 1,290,565 | $1.3M | 0.00% | ABS-MBS |
| 5307 | Merrill Lynch Mortgage Investors Trust | 59023EAA6 | Jun 2026 | 2,291,206 | $1.3M | 0.00% | ABS-MBS |
| 5308 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 758,300,000 | $1.3M | 0.00% | DIR |
| 5309 | Countrywide Alternative Loan Trust | 02150FAG5 | Jun 2026 | 3,341,326 | $1.3M | 0.00% | ABS-MBS |
| 5310 | Credit-Based Asset Servicing and Securitization | 17307GLP1 | Jun 2026 | 1,362,615 | $1.3M | 0.00% | ABS-O |
| 5311 | LCH Ltd. | 000000000 | Jun 2026 | 46,000,000 | $1.3M | 0.00% | DIR |
| 5312 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $1.3M | 0.00% | DFE |
| 5313 | Countrywide Alternative Loan Trust | 02150FAL4 | Jun 2026 | 3,341,326 | $1.3M | 0.00% | ABS-MBS |
| 5314 | Securitized Asset Backed Receivables LLC Trust | 81375WKD7 | Jun 2026 | 1,315,184 | $1.3M | 0.00% | ABS-O |
| 5315 | LCH Ltd. | 000000000 | Jun 2026 | 104,200,000 | $1.3M | 0.00% | DIR |
| 5316 | Freddie Mac | 3142JVHL5 | Jun 2026 | 1,297,687 | $1.3M | 0.00% | ABS-MBS |
| 5317 | GreenPoint Mortgage Funding Trust | 39538WBY3 | Jun 2026 | 1,379,688 | $1.3M | 0.00% | ABS-MBS |
| 5318 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $1.3M | 0.00% | DFE |
| 5319 | Nationstar Home Equity Loan Trust | 63860FAG8 | Jun 2026 | 1,338,000 | $1.3M | 0.00% | ABS-MBS |
| 5320 | Banc of America Mortgage Securities | 05950GAA1 | Jun 2026 | 1,451,759 | $1.3M | 0.00% | ABS-MBS |
| 5321 | Fannie Mae | 3138WGX25 | Jun 2026 | 1,347,444 | $1.3M | 0.00% | ABS-MBS |
| 5322 | Freddie Mac | 3142GTJW7 | Jun 2026 | 1,276,129 | $1.3M | 0.00% | ABS-MBS |
| 5323 | Freddie Mac | 31427AKH9 | Jun 2026 | 1,301,001 | $1.3M | 0.00% | ABS-MBS |
| 5324 | Soundview Home Equity Loan Trust | 83613FAA9 | Jun 2026 | 1,608,239 | $1.3M | 0.00% | ABS-MBS |
| 5325 | Securitized Asset Backed Receivables LLC Trust | 81377AAE2 | Jun 2026 | 3,401,979 | $1.3M | 0.00% | ABS-O |
| 5326 | Citigroup Mortgage Loan Trust Inc | 17306SAA1 | Jun 2026 | 1,347,504 | $1.3M | 0.00% | ABS-MBS |
| 5327 | Long Beach Mortgage Loan Trust | 542514DU5 | Jun 2026 | 1,212,338 | $1.3M | 0.00% | ABS-O |
| 5328 | Fannie Mae | 3140Q7XZ5 | Jun 2026 | 1,377,348 | $1.3M | 0.00% | ABS-MBS |
| 5329 | MASTR Asset Backed Securities Trust | 57645FAQ0 | Jun 2026 | 1,347,818 | $1.3M | 0.00% | ABS-MBS |
| 5330 | Bear Stearns Asset Backed Securities Trust | 073879ZZ4 | Jun 2026 | 2,294,891 | $1.3M | 0.00% | ABS-MBS |
| 5331 | Freddie Mac | 3132AECB0 | Jun 2026 | 1,273,733 | $1.3M | 0.00% | ABS-MBS |
| 5332 | HSI Asset Securitization Corporation Trust | 40431RAF2 | Jun 2026 | 1,271,688 | $1.3M | 0.00% | ABS-O |
| 5333 | Morgan Stanley Capital Inc | 61746RHS3 | Jun 2026 | 1,243,698 | $1.3M | 0.00% | ABS-O |
| 5334 | Fannie Mae | 3140N4ND5 | Jun 2026 | 1,353,652 | $1.3M | 0.00% | ABS-MBS |
| 5335 | Argent Securities Inc. | 04013BAD4 | Jun 2026 | 3,997,085 | $1.3M | 0.00% | ABS-MBS |
| 5336 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $1.3M | 0.00% | DFE |
| 5337 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 69,900,000 | $1.3M | 0.00% | DCR |
| 5338 | Fannie Mae | 3140B8FQ9 | Jun 2026 | 1,189,527 | $1.3M | 0.00% | ABS-MBS |
| 5339 | Credit Suisse Mortgage Trust | 12660QAN8 | Jun 2026 | 246,601,744 | $1.3M | 0.00% | ABS-MBS |
| 5340 | WAMU Mortgage Pass-Through Certificates | 93364AAC6 | Jun 2026 | 1,352,432 | $1.3M | 0.00% | ABS-MBS |
| 5341 | Centex Home Equity | 152314ML1 | Jun 2026 | 1,290,785 | $1.3M | 0.00% | ABS-MBS |
| 5342 | Fannie Mae | 3140H9XR9 | Jun 2026 | 1,295,868 | $1.3M | 0.00% | ABS-MBS |
| 5343 | Fannie Mae | 3138AKZW2 | Jun 2026 | 1,317,637 | $1.3M | 0.00% | ABS-MBS |
| 5344 | MASTR Alternative Loans Trust | 576434JB1 | Jun 2026 | 1,288,411 | $1.3M | 0.00% | ABS-MBS |
| 5345 | Santander Bank Auto Credit-Linked Notes | 80280BAB4 | Jun 2026 | 1,254,890 | $1.3M | 0.00% | ABS-O |
| 5346 | Freddie Mac | 3132WFDU0 | Jun 2026 | 1,359,874 | $1.3M | 0.00% | ABS-MBS |
| 5347 | Structured Adjustable Rate Mortgage Loan Trust | 86362HAA1 | Jun 2026 | 1,238,694 | $1.3M | 0.00% | ABS-MBS |
| 5348 | GREENE KING FINANCE PLC | 000000000 | Jun 2026 | 960,883 | $1.3M | 0.00% | DBT |
| 5349 | Residential Asset Securities Corporation | 76110W3V6 | Jun 2026 | 1,260,328 | $1.3M | 0.00% | ABS-MBS |
| 5350 | Fannie Mae | 3140JVPM8 | Jun 2026 | 1,436,553 | $1.3M | 0.00% | ABS-MBS |
| 5351 | Fannie Mae | 3140W0KW4 | Jun 2026 | 1,272,990 | $1.3M | 0.00% | ABS-MBS |
| 5352 | Countrywide Alternative Loan Trust | 12668ASQ9 | Jun 2026 | 2,911,042 | $1.3M | 0.00% | ABS-MBS |
| 5353 | Fannie Mae | 3140ASJ33 | Jun 2026 | 1,273,545 | $1.3M | 0.00% | ABS-MBS |
| 5354 | Structured Adjustable Rate Mortgage Loan Trust | 863579L48 | Jun 2026 | 2,395,001 | $1.3M | 0.00% | ABS-MBS |
| 5355 | Freddie Mac | 3132XUZF5 | Jun 2026 | 1,354,680 | $1.3M | 0.00% | ABS-MBS |
| 5356 | Residential Accredit Loans, Inc. | 74922KAM7 | Jun 2026 | 1,643,456 | $1.3M | 0.00% | ABS-MBS |
| 5357 | LCH Ltd. | 000000000 | Jun 2026 | 217,900,000 | $1.3M | 0.00% | DIR |
| 5358 | Fannie Mae | 3140ARV72 | Jun 2026 | 1,243,207 | $1.2M | 0.00% | ABS-MBS |
| 5359 | GSAA Home Equity Trust | 362341D71 | Jun 2026 | 4,044,310 | $1.2M | 0.00% | ABS-MBS |
| 5360 | Freddie Mac | 3133BNAZ6 | Jun 2026 | 1,236,441 | $1.2M | 0.00% | ABS-MBS |
| 5361 | Countrywide Home Loans | 12669GYM7 | Jun 2026 | 1,513,695 | $1.2M | 0.00% | ABS-MBS |
| 5362 | Fannie Mae | 3140H6DK2 | Jun 2026 | 1,312,208 | $1.2M | 0.00% | ABS-MBS |
| 5363 | Citigroup Mortgage Loan Trust Inc | 17332WAR3 | Jun 2026 | 1,284,012 | $1.2M | 0.00% | ABS-MBS |
| 5364 | Bear Stearns Adjustable Rate Mortgage Trust | 073880AM8 | Jun 2026 | 1,400,239 | $1.2M | 0.00% | ABS-MBS |
| 5365 | LCH Ltd. | 000000000 | Jun 2026 | 78,200,000 | $1.2M | 0.00% | DIR |
| 5366 | LCH Ltd. | 000000000 | Jun 2026 | 97,400,000 | $1.2M | 0.00% | DIR |
| 5367 | Structured Adjustable Rate Mortgage Loan Trust | 86360NAP7 | Jun 2026 | 2,208,347 | $1.2M | 0.00% | ABS-MBS |
| 5368 | Lehman Mortgage Trust | 52521RBN0 | Jun 2026 | 6,319,167 | $1.2M | 0.00% | ABS-MBS |
| 5369 | Barclays Bank PLC | 000000000 | Jun 2026 | 1 | $1.2M | 0.00% | DFE |
| 5370 | WAMU Mortgage Pass-Through Certificates | 93363PAC4 | Jun 2026 | 1,339,102 | $1.2M | 0.00% | ABS-MBS |
| 5371 | IndyMac INDX Mortgage Loan Trust | 45660LF87 | Jun 2026 | 2,097,729 | $1.2M | 0.00% | ABS-MBS |
| 5372 | Manhattan West | 563136AC4 | Jun 2026 | 807,900,000 | $1.2M | 0.00% | ABS-MBS |
| 5373 | Countrywide Alternative Loan Trust | 12667FNY7 | Jun 2026 | 1,266,545 | $1.2M | 0.00% | ABS-MBS |
| 5374 | Residential Funding Mtg Sec I | 74959AAF0 | Jun 2026 | 1,328,102 | $1.2M | 0.00% | ABS-MBS |
| 5375 | Washington Mutual Mortgage Pass-Through CTFS | 93935HAK3 | Jun 2026 | 4,858,411 | $1.2M | 0.00% | ABS-MBS |
| 5376 | LCH Ltd. | 000000000 | Jun 2026 | 74,900,000 | $1.2M | 0.00% | DIR |
| 5377 | Deutsche Alt-A Securities INC Mortgage Loan Trust | 251510MD2 | Jun 2026 | 1,342,694 | $1.2M | 0.00% | ABS-MBS |
| 5378 | Fannie Mae | 3140N4SR9 | Jun 2026 | 1,312,673 | $1.2M | 0.00% | ABS-MBS |
| 5379 | Residential Accredit Loans, Inc. | 761118RM2 | Jun 2026 | 3,874,458 | $1.2M | 0.00% | ABS-MBS |
| 5380 | Bombardier Capital Mortgage Securitization Corp. | 09774XBV3 | Jun 2026 | 1,206,508 | $1.2M | 0.00% | ABS-O |
| 5381 | Freddie Mac | 3132XWN56 | Jun 2026 | 1,325,208 | $1.2M | 0.00% | ABS-MBS |
| 5382 | Standard Chartered Bank | 000000000 | Jun 2026 | 1 | $1.2M | 0.00% | DFE |
| 5383 | Freddie Mac | 31425UV44 | Jun 2026 | 1,240,401 | $1.2M | 0.00% | ABS-MBS |
| 5384 | Government National Mortgage Association | 3617H4CJ8 | Jun 2026 | 1,304,139 | $1.2M | 0.00% | ABS-MBS |
| 5385 | Freddie Mac | 3133BTJK7 | Jun 2026 | 1,189,440 | $1.2M | 0.00% | ABS-MBS |
| 5386 | HarborView Mortgage Loan Trust | 41162GAA0 | Jun 2026 | 1,314,565 | $1.2M | 0.00% | ABS-MBS |
| 5387 | Fannie Mae | 3140NASV6 | Jun 2026 | 1,185,157 | $1.2M | 0.00% | ABS-MBS |
| 5388 | Residential Accredit Loans, Inc. | 75115DAE5 | Jun 2026 | 1,517,774 | $1.2M | 0.00% | ABS-MBS |
| 5389 | Fannie Mae | 3140ASCB2 | Jun 2026 | 1,236,775 | $1.2M | 0.00% | ABS-MBS |
| 5390 | Home Equity Asset Trust | 437084EX0 | Jun 2026 | 1,215,273 | $1.2M | 0.00% | ABS-MBS |
| 5391 | Countrywide Asset-Backed Certificates | 232422AE5 | Jun 2026 | 1,241,468 | $1.2M | 0.00% | ABS-O |
| 5392 | Countrywide Alternative Loan Trust | 02150LAR8 | Jun 2026 | 2,858,789 | $1.2M | 0.00% | ABS-MBS |
| 5393 | GS Mortgage-Backed Securities Trust | 36270PAH4 | Jun 2026 | 1,280,797 | $1.2M | 0.00% | ABS-MBS |
| 5394 | Freddie Mac | 3131YAGE4 | Jun 2026 | 1,270,676 | $1.2M | 0.00% | ABS-MBS |
| 5395 | Countrywide Alternative Loan Trust | 02147BAJ4 | Jun 2026 | 3,072,750 | $1.2M | 0.00% | ABS-MBS |
| 5396 | Argent Securities Inc. | 040104TG6 | Jun 2026 | 5,145,261 | $1.2M | 0.00% | ABS-O |
| 5397 | Fannie Mae | 3140NCUC1 | Jun 2026 | 1,192,660 | $1.2M | 0.00% | ABS-MBS |
| 5398 | Fannie Mae | 3140NCUG2 | Jun 2026 | 1,195,931 | $1.2M | 0.00% | ABS-MBS |
| 5399 | Countrywide Asset-Backed Certificates | 12669HAA7 | Jun 2026 | 1,274,335 | $1.2M | 0.00% | ABS-O |
| 5400 | Fannie Mae | 3140BQJ44 | Jun 2026 | 1,224,835 | $1.2M | 0.00% | ABS-MBS |
| 5401 | LCH Ltd. | 000000000 | Jun 2026 | 105,800,000 | $1.2M | 0.00% | DIR |
| 5402 | Fannie Mae | 3138YFSX3 | Jun 2026 | 1,296,305 | $1.2M | 0.00% | ABS-MBS |
| 5403 | CHEVY CHASE MORTGAGE FUNDING CORP. | 16678RCT2 | Jun 2026 | 1,237,896 | $1.2M | 0.00% | ABS-MBS |
| 5404 | Residential Accredit Loans, Inc. | 761118SG4 | Jun 2026 | 1,675,146 | $1.2M | 0.00% | ABS-MBS |
| 5405 | Countrywide Home Loans | 12543RAN9 | Jun 2026 | 3,623,659 | $1.2M | 0.00% | ABS-MBS |
| 5406 | Countrywide Alternative Loan Trust | 12667GN33 | Jun 2026 | 1,383,526 | $1.2M | 0.00% | ABS-MBS |
| 5407 | Fannie Mae | 31418DPM8 | Jun 2026 | 1,268,476 | $1.2M | 0.00% | ABS-MBS |
| 5408 | Fannie Mae | 3140W2BH3 | Jun 2026 | 1,136,750 | $1.2M | 0.00% | ABS-MBS |
| 5409 | Government National Mortgage Association | 3617BAU84 | Jun 2026 | 1,317,236 | $1.2M | 0.00% | ABS-MBS |
| 5410 | WAMU Mortgage Pass-Through Certificates | 92922F7P7 | Jun 2026 | 1,288,697 | $1.2M | 0.00% | ABS-MBS |
| 5411 | Bear Stearns Asset Backed Securities Trust | 07388GAE1 | Jun 2026 | 1,214,022 | $1.2M | 0.00% | ABS-O |
| 5412 | BUTTONWOOD RE LTD | 12423PAB4 | Jun 2026 | 1,200,000 | $1.2M | 0.00% | DBT |
| 5413 | Asset Backed Funding Certificates | 04542BHD7 | Jun 2026 | 1,171,758 | $1.2M | 0.00% | ABS-MBS |
| 5414 | Freddie Mac | 31425U5Q4 | Jun 2026 | 1,217,387 | $1.2M | 0.00% | ABS-MBS |
| 5415 | American Home Mortgage Investment Trust | 026929AD1 | Jun 2026 | 1,255,020 | $1.2M | 0.00% | ABS-MBS |
| 5416 | Structured Asset Securities Corporation | 86359XAA1 | Jun 2026 | 1,200,809 | $1.2M | 0.00% | ABS-O |
| 5417 | Fannie Mae | 3140GQ4C7 | Jun 2026 | 1,295,752 | $1.2M | 0.00% | ABS-MBS |
| 5418 | Freddie Mac | 31426Q4M2 | Jun 2026 | 1,209,106 | $1.2M | 0.00% | ABS-MBS |
| 5419 | Countrywide Alternative Loan Trust | 02151JAD3 | Jun 2026 | 1,402,786 | $1.2M | 0.00% | ABS-MBS |
| 5420 | Citigroup Mortgage Loan Trust Inc | 17307GRN0 | Jun 2026 | 1,177,950 | $1.2M | 0.00% | ABS-MBS |
| 5421 | Merrill Lynch Mortgage Investors Trust | 59020VAV5 | Jun 2026 | 4,844,456 | $1.2M | 0.00% | ABS-MBS |
| 5422 | First Horizon Alternative Mortgage Securities | 32051GSQ9 | Jun 2026 | 1,341,375 | $1.2M | 0.00% | ABS-MBS |
| 5423 | Banc of America Mortgage Securities | 05949CRS7 | Jun 2026 | 1,309,893 | $1.2M | 0.00% | ABS-MBS |
| 5424 | Freddie Mac | 3142JQ3X5 | Jun 2026 | 1,210,347 | $1.2M | 0.00% | ABS-MBS |
| 5425 | Residential Accredit Loans, Inc. | 761118FM5 | Jun 2026 | 1,399,762 | $1.2M | 0.00% | ABS-MBS |
| 5426 | Countrywide Alternative Loan Trust | 12667GCF8 | Jun 2026 | 1,497,966 | $1.2M | 0.00% | ABS-MBS |
| 5427 | Government National Mortgage Association | 3617H16K8 | Jun 2026 | 1,270,048 | $1.2M | 0.00% | ABS-MBS |
| 5428 | Countrywide Home Loans | 126694UU0 | Jun 2026 | 1,244,832 | $1.2M | 0.00% | ABS-MBS |
| 5429 | HarborView Mortgage Loan Trust | 41161PPN7 | Jun 2026 | 3,105,969 | $1.2M | 0.00% | ABS-MBS |
| 5430 | WAMU Mortgage Pass-Through Certificates | 92925VAJ9 | Jun 2026 | 1,358,894 | $1.2M | 0.00% | ABS-MBS |
| 5431 | Fannie Mae | 3140BLHP0 | Jun 2026 | 1,203,876 | $1.2M | 0.00% | ABS-MBS |
| 5432 | Fannie Mae | 3140UBB28 | Jun 2026 | 1,198,155 | $1.2M | 0.00% | ABS-MBS |
| 5433 | Fannie Mae | 3140AD6W6 | Jun 2026 | 1,179,882 | $1.2M | 0.00% | ABS-MBS |
| 5434 | Fannie Mae | 3140GV6Y6 | Jun 2026 | 1,247,590 | $1.2M | 0.00% | ABS-MBS |
| 5435 | Banco Santander SA | 000000000 | Jun 2026 | 1 | $1.2M | 0.00% | DFE |
| 5436 | Residential Asset Securitization Trust | 76112HAF4 | Jun 2026 | 4,452,241 | $1.2M | 0.00% | ABS-MBS |
| 5437 | Securitized Asset Backed Receivables LLC Trust | 81377CAB4 | Jun 2026 | 3,632,507 | $1.2M | 0.00% | ABS-O |
| 5438 | MEXICAN UDIBONOS | 000000000 | Jun 2026 | 20,618,811 | $1.2M | 0.00% | DBT |
| 5439 | MASTR Asset Backed Securities Trust | 57644UAF2 | Jun 2026 | 3,625,476 | $1.2M | 0.00% | ABS-MBS |
| 5440 | Fannie Mae | 31398GQR3 | Jun 2026 | 1,194,153 | $1.2M | 0.00% | ABS-MBS |
| 5441 | NATWEST GROUP PLC | 780097BP5 | Jun 2026 | 1,188,000 | $1.2M | 0.00% | DBT |
| 5442 | GSAA Home Equity Trust | 36228F3P9 | Jun 2026 | 1,180,125 | $1.2M | 0.00% | ABS-MBS |
| 5443 | Fannie Mae | 3140JR3L3 | Jun 2026 | 1,273,873 | $1.2M | 0.00% | ABS-MBS |
| 5444 | Bear Stearns Adjustable Rate Mortgage Trust | 07401EAE9 | Jun 2026 | 1,301,413 | $1.2M | 0.00% | ABS-MBS |
| 5445 | Bear Stearns Adjustable Rate Mortgage Trust | 07388DAF5 | Jun 2026 | 1,336,291 | $1.2M | 0.00% | ABS-MBS |
| 5446 | IndyMac INDX Mortgage Loan Trust | 45660LMH9 | Jun 2026 | 1,313,454 | $1.2M | 0.00% | ABS-MBS |
| 5447 | Bear Stearns Alt-A Trust | 073873AK7 | Jun 2026 | 2,651,581 | $1.2M | 0.00% | ABS-MBS |
| 5448 | Banc of America Mortgage Securities | 05949A3Q1 | Jun 2026 | 1,272,128 | $1.2M | 0.00% | ABS-MBS |
| 5449 | Morgan Stanley ReRemic Trust | 61690TAS2 | Jun 2026 | 2,514,734 | $1.2M | 0.00% | ABS-MBS |
| 5450 | Aegis Asset Backed Securities Trust | 00764MEQ6 | Jun 2026 | 2,346,649 | $1.2M | 0.00% | ABS-MBS |
| 5451 | Residential Asset Securities Corporation | 753910AF5 | Jun 2026 | 1,172,487 | $1.2M | 0.00% | ABS-MBS |
| 5452 | Fannie Mae | 3140Q83K9 | Jun 2026 | 1,226,059 | $1.2M | 0.00% | ABS-MBS |
| 5453 | J.P. Morgan Alternative Loan Trust | 466308AF0 | Jun 2026 | 15,670,000 | $1.2M | 0.00% | ABS-MBS |
| 5454 | Chase Funding Mortgage Loan Asset-Backed CTFS | 161546FF8 | Jun 2026 | 1,171,109 | $1.2M | 0.00% | ABS-O |
| 5455 | Asset Backed Funding Certificates | 00075XAB3 | Jun 2026 | 1,252,632 | $1.2M | 0.00% | ABS-MBS |
| 5456 | Fannie Mae | 3140BLJR4 | Jun 2026 | 1,180,580 | $1.2M | 0.00% | ABS-MBS |
| 5457 | Structured Asset Securities Corporation | 86363HAC6 | Jun 2026 | 3,297,615 | $1.2M | 0.00% | ABS-O |
| 5458 | JP Morgan Mortgage Acquisition Corp | 46628SAE3 | Jun 2026 | 4,665,454 | $1.2M | 0.00% | ABS-MBS |
| 5459 | Freddie Mac | 3132LAHZ8 | Jun 2026 | 1,263,084 | $1.2M | 0.00% | ABS-MBS |
| 5460 | GSAA Home Equity Trust | 362348AB0 | Jun 2026 | 5,950,011 | $1.2M | 0.00% | ABS-MBS |
| 5461 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $1.2M | 0.00% | DFE |
| 5462 | WAMU Mortgage Pass-Through Certificates | 92922F3J5 | Jun 2026 | 1,261,144 | $1.2M | 0.00% | ABS-MBS |
| 5463 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 376,200,000 | $1.2M | 0.00% | DIR |
| 5464 | Fannie Mae | 3140MKVV1 | Jun 2026 | 1,177,413 | $1.2M | 0.00% | ABS-MBS |
| 5465 | Countrywide Alternative Loan Trust | 02150QAK2 | Jun 2026 | 1,160,845 | $1.2M | 0.00% | ABS-MBS |
| 5466 | Freddie Mac | 3133BMEE1 | Jun 2026 | 1,232,196 | $1.2M | 0.00% | ABS-MBS |
| 5467 | Fannie Mae | 3140BMP87 | Jun 2026 | 1,173,192 | $1.2M | 0.00% | ABS-MBS |
| 5468 | Countrywide Home Loans | 12544RAA6 | Jun 2026 | 2,837,208 | $1.2M | 0.00% | ABS-MBS |
| 5469 | Freddie Mac | 31329QDF5 | Jun 2026 | 1,213,941 | $1.2M | 0.00% | ABS-MBS |
| 5470 | New Residential Mortgage Loan Trust | 64829JAN3 | Jun 2026 | 1,166,009 | $1.2M | 0.00% | ABS-MBS |
| 5471 | Banc of America Mortgage Securities | 05949CFT8 | Jun 2026 | 1,309,093 | $1.1M | 0.00% | ABS-MBS |
| 5472 | Fannie Mae | 3140NNRR8 | Jun 2026 | 1,119,598 | $1.1M | 0.00% | ABS-MBS |
| 5473 | Government National Mortgage Association | 36179Y5G5 | Jun 2026 | 1,254,041 | $1.1M | 0.00% | ABS-MBS |
| 5474 | Fannie Mae | 3138WGMV3 | Jun 2026 | 1,201,550 | $1.1M | 0.00% | ABS-MBS |
| 5475 | Fannie Mae | 3140BMZL7 | Jun 2026 | 1,163,228 | $1.1M | 0.00% | ABS-MBS |
| 5476 | Credit-Based Asset Servicing and Securitization | 12479DAE8 | Jun 2026 | 1,677,183 | $1.1M | 0.00% | ABS-O |
| 5477 | Palmer Square European Loan Funding | 000000000 | Jun 2026 | 1,000,000 | $1.1M | 0.00% | ABS-CBDO |
| 5478 | Freddie Mac | 31427NR76 | Jun 2026 | 1,161,836 | $1.1M | 0.00% | ABS-MBS |
| 5479 | Asset Backed Securities Corp Home Equity Ln Trst | 04544RAR6 | Jun 2026 | 1,174,122 | $1.1M | 0.00% | ABS-MBS |
| 5480 | Fannie Mae | 3140FM7B6 | Jun 2026 | 1,201,598 | $1.1M | 0.00% | ABS-MBS |
| 5481 | Residential Asset Securitization Trust | 76113WAF0 | Jun 2026 | 9,698,511 | $1.1M | 0.00% | ABS-MBS |
| 5482 | Fannie Mae | 3138WEAE9 | Jun 2026 | 1,166,855 | $1.1M | 0.00% | ABS-MBS |
| 5483 | Fannie Mae | 3140ADNZ0 | Jun 2026 | 1,134,834 | $1.1M | 0.00% | ABS-MBS |
| 5484 | AMER AIRLINE 19-1AA PTT | 02377LAA2 | Jun 2026 | 1,213,963 | $1.1M | 0.00% | DBT |
| 5485 | Freddie Mac | 3132XUKF1 | Jun 2026 | 1,237,355 | $1.1M | 0.00% | ABS-MBS |
| 5486 | Fannie Mae | 3140EUKA6 | Jun 2026 | 1,194,027 | $1.1M | 0.00% | ABS-MBS |
| 5487 | IndyMac INDA Mortgage Loan Trust | 45660LY60 | Jun 2026 | 1,447,864 | $1.1M | 0.00% | ABS-MBS |
| 5488 | Structured Adjustable Rate Mortgage Loan Trust | 86361JAH3 | Jun 2026 | 1,934,171 | $1.1M | 0.00% | ABS-MBS |
| 5489 | J.P. Morgan Alternative Loan Trust | 466302AG1 | Jun 2026 | 1,068,560 | $1.1M | 0.00% | ABS-MBS |
| 5490 | Long Beach Mortgage Loan Trust | 542514GM0 | Jun 2026 | 1,126,582 | $1.1M | 0.00% | ABS-O |
| 5491 | Citimortgage Alternative Loan Trust | 17313MAA5 | Jun 2026 | 1,212,815 | $1.1M | 0.00% | ABS-MBS |
| 5492 | Credit Suisse Mortgage Trust | 12649BAG2 | Jun 2026 | 1,258,202 | $1.1M | 0.00% | ABS-MBS |
| 5493 | Bank | 065404BG9 | Jun 2026 | 215,517,000 | $1.1M | 0.00% | ABS-MBS |
| 5494 | Bank of America NA | 000000000 | Jun 2026 | 1 | $1.1M | 0.00% | DFE |
| 5495 | Residential Asset Securitization Trust | 45660LSV2 | Jun 2026 | 2,696,190 | $1.1M | 0.00% | ABS-MBS |
| 5496 | Countrywide Home Loans | 12544KAF0 | Jun 2026 | 3,969,023 | $1.1M | 0.00% | ABS-MBS |
| 5497 | Credit-Based Asset Servicing and Securitization | 12464YAB5 | Jun 2026 | 1,904,573 | $1.1M | 0.00% | ABS-O |
| 5498 | Freddie Mac | 3133KRFG4 | Jun 2026 | 1,117,174 | $1.1M | 0.00% | ABS-MBS |
| 5499 | Countrywide Alternative Loan Trust | 02152AAS8 | Jun 2026 | 1,818,917 | $1.1M | 0.00% | ABS-MBS |
| 5500 | Banc of America Funding Corporation | 05946XK36 | Jun 2026 | 1,333,448 | $1.1M | 0.00% | ABS-MBS |
| 5501 | Banc of America Funding Corporation | 05946XH55 | Jun 2026 | 1,293,946 | $1.1M | 0.00% | ABS-MBS |
| 5502 | LCH Ltd. | 000000000 | Jun 2026 | 127,100,000 | $1.1M | 0.00% | DIR |
| 5503 | Freddie Mac | 31426QEB5 | Jun 2026 | 1,144,907 | $1.1M | 0.00% | ABS-MBS |
| 5504 | Fannie Mae | 3138YKWL3 | Jun 2026 | 1,210,358 | $1.1M | 0.00% | ABS-MBS |
| 5505 | Citigroup Mortgage Loan Trust Inc | 17313RAF3 | Jun 2026 | 1,493,999 | $1.1M | 0.00% | ABS-MBS |
| 5506 | Residential Funding Mtg Sec I | 74958BAM4 | Jun 2026 | 1,634,180 | $1.1M | 0.00% | ABS-MBS |
| 5507 | Fannie Mae | 3140AH7F3 | Jun 2026 | 1,117,336 | $1.1M | 0.00% | ABS-MBS |
| 5508 | Option One Mortgage Loan Trust | 68389FCT9 | Jun 2026 | 907,978 | $1.1M | 0.00% | ABS-MBS |
| 5509 | Suntrust Adjustable Rate Mortgage Loan Trust | 78473NAC7 | Jun 2026 | 1,310,303 | $1.1M | 0.00% | ABS-MBS |
| 5510 | Fannie Mae | 3140NEPM1 | Jun 2026 | 1,109,218 | $1.1M | 0.00% | ABS-MBS |
| 5511 | JP Morgan Mortgage Trust | 46629CAJ6 | Jun 2026 | 1,460,704 | $1.1M | 0.00% | ABS-MBS |
| 5512 | Fannie Mae | 3138WJBL1 | Jun 2026 | 1,177,504 | $1.1M | 0.00% | ABS-MBS |
| 5513 | Fannie Mae | 3138AMW43 | Jun 2026 | 1,167,115 | $1.1M | 0.00% | ABS-MBS |
| 5514 | Countrywide Alternative Loan Trust | 02146XAV0 | Jun 2026 | 2,932,233 | $1.1M | 0.00% | ABS-MBS |
| 5515 | Freddie Mac | 3142JPKB6 | Jun 2026 | 1,138,533 | $1.1M | 0.00% | ABS-MBS |
| 5516 | Carvana Auto Receivables Trust | 14686TAC2 | Jun 2026 | 1,118,543 | $1.1M | 0.00% | ABS-O |
| 5517 | Accredited Mortgage Loan Trust | 004375AX9 | Jun 2026 | 1,118,073 | $1.1M | 0.00% | ABS-MBS |
| 5518 | Fannie Mae | 3140FF7C9 | Jun 2026 | 1,206,680 | $1.1M | 0.00% | ABS-MBS |
| 5519 | Merrill Lynch Mortgage Investors Trust | 59022QAA0 | Jun 2026 | 1,114,224 | $1.1M | 0.00% | ABS-MBS |
| 5520 | Carvana Auto Receivables Trust | 14687DAG7 | Jun 2026 | 1,117,778 | $1.1M | 0.00% | ABS-O |
| 5521 | Chase Mortgage Finance Corporation | 16163BAJ3 | Jun 2026 | 3,125,604 | $1.1M | 0.00% | ABS-MBS |
| 5522 | Fannie Mae | 3140ARD49 | Jun 2026 | 1,107,049 | $1.1M | 0.00% | ABS-MBS |
| 5523 | Terwin Mortgage Trust | 88156PAC5 | Jun 2026 | 1,135,791 | $1.1M | 0.00% | ABS-O |
| 5524 | Deutsche Alt-A Securities INC Mortgage Loan Trust | 251510DK6 | Jun 2026 | 1,199,390 | $1.1M | 0.00% | ABS-MBS |
| 5525 | Bear Stearns Asset Backed Securities Trust | 0738794E5 | Jun 2026 | 2,429,184 | $1.1M | 0.00% | ABS-MBS |
| 5526 | Government National Mortgage Association | 36179VKM1 | Jun 2026 | 1,210,593 | $1.1M | 0.00% | ABS-MBS |
| 5527 | Freddie Mac | 3133BS7F3 | Jun 2026 | 1,094,421 | $1.1M | 0.00% | ABS-MBS |
| 5528 | Morgan Stanley Mortgage Loan Trust | 61752JAA8 | Jun 2026 | 3,392,036 | $1.1M | 0.00% | ABS-MBS |
| 5529 | Fannie Mae | 3140FPFH7 | Jun 2026 | 1,194,850 | $1.1M | 0.00% | ABS-MBS |
| 5530 | Deutsche Alt-A Securities INC Mortgage Loan Trust | 25150MAC0 | Jun 2026 | 1,168,929 | $1.1M | 0.00% | ABS-MBS |
| 5531 | Merrill Lynch Mortgage Investors Trust | 59020UUX1 | Jun 2026 | 1,107,741 | $1.1M | 0.00% | ABS-O |
| 5532 | LCH Ltd. | 000000000 | Jun 2026 | 101,680,000 | $1.1M | 0.00% | DIR |
| 5533 | LCH Ltd. | 000000000 | Jun 2026 | 126,440,000 | $1.1M | 0.00% | DIR |
| 5534 | Fannie Mae | 3138WBCU7 | Jun 2026 | 1,144,318 | $1.1M | 0.00% | ABS-MBS |
| 5535 | Freddie Mac | 3142JNHR0 | Jun 2026 | 1,120,270 | $1.1M | 0.00% | ABS-MBS |
| 5536 | Countrywide Alternative Loan Trust | 12667F2L8 | Jun 2026 | 1,149,070 | $1.1M | 0.00% | ABS-MBS |
| 5537 | Countrywide Alternative Loan Trust | 12668AHZ1 | Jun 2026 | 2,377,204 | $1.1M | 0.00% | ABS-MBS |
| 5538 | LOWER FERRY RE LTD | 547915AD0 | Jun 2026 | 1,100,000 | $1.1M | 0.00% | DBT |
| 5539 | New Orleans Hotel Trust | 647622AA7 | Jun 2026 | 1,100,000 | $1.1M | 0.00% | ABS-MBS |
| 5540 | First Horizon Alternative Mortgage Securities | 32051GH65 | Jun 2026 | 2,336,667 | $1.1M | 0.00% | ABS-MBS |
| 5541 | HSI Asset Securitization Corporation Trust | 44328AAA8 | Jun 2026 | 4,180,004 | $1.1M | 0.00% | ABS-MBS |
| 5542 | GS Mortgage-Backed Securities Trust | 36263MCH8 | Jun 2026 | 1,362,930 | $1.1M | 0.00% | ABS-MBS |
| 5543 | Lehman Mortgage Trust | 52520SAD2 | Jun 2026 | 5,858,189 | $1.1M | 0.00% | ABS-MBS |
| 5544 | LCH Ltd. | 000000000 | Jun 2026 | 51,690,000 | $1.1M | 0.00% | DIR |
| 5545 | Freddie Mac | 3132XXHD4 | Jun 2026 | 1,183,861 | $1.1M | 0.00% | ABS-MBS |
| 5546 | Morgan Stanley Mortgage Loan Trust | 61749WAK3 | Jun 2026 | 5,655,287 | $1.1M | 0.00% | ABS-MBS |
| 5547 | Countrywide Alternative Loan Trust | 12668BWF6 | Jun 2026 | 2,518,130 | $1.1M | 0.00% | ABS-MBS |
| 5548 | Ace Securities Corp. | 004421XW8 | Jun 2026 | 1,162,199 | $1.1M | 0.00% | ABS-MBS |
| 5549 | Banc of America Funding Corporation | 05946XXP3 | Jun 2026 | 1,238,298 | $1.1M | 0.00% | ABS-MBS |
| 5550 | Fannie Mae | 3140HNV25 | Jun 2026 | 1,113,218 | $1.1M | 0.00% | ABS-MBS |
| 5551 | Fannie Mae | 3140A6SW7 | Jun 2026 | 1,043,035 | $1.1M | 0.00% | ABS-MBS |
| 5552 | Freddie Mac | 3132WGCT2 | Jun 2026 | 1,212,622 | $1.1M | 0.00% | ABS-MBS |
| 5553 | Soundview Home Equity Loan Trust | 83611MPK8 | Jun 2026 | 1,202,988 | $1.1M | 0.00% | ABS-MBS |
| 5554 | Morgan Stanley Mortgage Loan Trust | 617487AC7 | Jun 2026 | 4,003,148 | $1.1M | 0.00% | ABS-MBS |
| 5555 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $1.1M | 0.00% | DFE |
| 5556 | Wells Fargo Mortgage Backed Securities Trust | 94983PAC2 | Jun 2026 | 1,083,990 | $1.1M | 0.00% | ABS-MBS |
| 5557 | Fannie Mae | 3138WESG5 | Jun 2026 | 1,132,541 | $1.1M | 0.00% | ABS-MBS |
| 5558 | HarborView Mortgage Loan Trust | 41161PNQ2 | Jun 2026 | 1,207,401 | $1.1M | 0.00% | ABS-MBS |
| 5559 | Fannie Mae | 3140BRZW2 | Jun 2026 | 1,094,731 | $1.1M | 0.00% | ABS-MBS |
| 5560 | Citibank NA | 000000000 | Jun 2026 | 1 | $1.1M | 0.00% | DFE |
| 5561 | Fannie Mae | 3140GUQV2 | Jun 2026 | 1,165,227 | $1.1M | 0.00% | ABS-MBS |
| 5562 | Fannie Mae | 3140A7PK4 | Jun 2026 | 1,031,090 | $1.1M | 0.00% | ABS-MBS |
| 5563 | Bear Stearns Structured Products Inc. | 07402LAD4 | Jun 2026 | 1,100,000 | $1.1M | 0.00% | ABS-MBS |
| 5564 | Bear Stearns Alt-A Trust | 07386HA92 | Jun 2026 | 1,117,340 | $1.1M | 0.00% | ABS-MBS |
| 5565 | Adjustable Rate Mortgage Trust | 00703QAA0 | Jun 2026 | 1,274,657 | $1.1M | 0.00% | ABS-MBS |
| 5566 | IndyMac INDX Mortgage Loan Trust | 45660LRE1 | Jun 2026 | 1,204,200 | $1.1M | 0.00% | ABS-MBS |
| 5567 | Countrywide Home Loans | 12544LAB7 | Jun 2026 | 3,697,744 | $1.1M | 0.00% | ABS-MBS |
| 5568 | Fannie Mae | 31418BJY3 | Jun 2026 | 1,120,382 | $1.1M | 0.00% | ABS-MBS |
| 5569 | Residential Asset Securities Corporation | 76113ACA7 | Jun 2026 | 1,072,403 | $1.1M | 0.00% | ABS-MBS |
| 5570 | Fannie Mae | 3140NEDR3 | Jun 2026 | 1,060,488 | $1.1M | 0.00% | ABS-MBS |
| 5571 | Academic Loan Funding Trust | 00389VAA0 | Jun 2026 | 1,085,852 | $1.1M | 0.00% | ABS-O |
| 5572 | Residential Accredit Loans, Inc. | 761118BS6 | Jun 2026 | 2,188,120 | $1.1M | 0.00% | ABS-MBS |
| 5573 | Freddie Mac | 3133C9UQ4 | Jun 2026 | 1,108,808 | $1.1M | 0.00% | ABS-MBS |
| 5574 | Freddie Mac | 3137AXGY3 | Jun 2026 | 1,364,079 | $1.1M | 0.00% | ABS-MBS |
| 5575 | MASTR Alternative Loans Trust | 576434UR3 | Jun 2026 | 1,082,778 | $1.1M | 0.00% | ABS-MBS |
| 5576 | Fannie Mae | 3140GY5E5 | Jun 2026 | 1,158,934 | $1.1M | 0.00% | ABS-MBS |
| 5577 | LCH Ltd. | 000000000 | Jun 2026 | 32,320,000 | $1.1M | 0.00% | DIR |
| 5578 | Bear Stearns Asset Backed Securities Trust | 073879BM9 | Jun 2026 | 1,102,052 | $1.1M | 0.00% | ABS-MBS |
| 5579 | Fannie Mae | 3140FNJR6 | Jun 2026 | 1,120,151 | $1.1M | 0.00% | ABS-MBS |
| 5580 | Ace Securities Corp. | 00443PAB5 | Jun 2026 | 2,015,518 | $1.1M | 0.00% | ABS-MBS |
| 5581 | Freddie Mac | 3132WLDS2 | Jun 2026 | 1,118,478 | $1.1M | 0.00% | ABS-MBS |
| 5582 | GSAMP Trust | 362334PJ7 | Jun 2026 | 1,627,696 | $1.1M | 0.00% | ABS-O |
| 5583 | Ameriquest Mortgage Securities Inc. | 03072SDF9 | Jun 2026 | 982,774 | $1.1M | 0.00% | ABS-MBS |
| 5584 | IndyMac INDX Mortgage Loan Trust | 45660LGQ6 | Jun 2026 | 1,188,608 | $1.1M | 0.00% | ABS-MBS |
| 5585 | Freddie Mac | 3132DWF73 | Jun 2026 | 1,031,685 | $1.1M | 0.00% | ABS-MBS |
| 5586 | Countrywide Alternative Loan Trust | 02149JAN6 | Jun 2026 | 3,284,286 | $1.1M | 0.00% | ABS-MBS |
| 5587 | Freddie Mac | 3133BUVX2 | Jun 2026 | 1,046,632 | $1.1M | 0.00% | ABS-MBS |
| 5588 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $1.1M | 0.00% | DFE |
| 5589 | Soundview Home Equity Loan Trust | 83613DAA4 | Jun 2026 | 1,203,203 | $1.1M | 0.00% | ABS-MBS |
| 5590 | Freddie Mac | 3133BWUL5 | Jun 2026 | 1,016,371 | $1.1M | 0.00% | ABS-MBS |
| 5591 | Freddie Mac | 31426NC24 | Jun 2026 | 1,069,392 | $1.1M | 0.00% | ABS-MBS |
| 5592 | Nomura Global Financial Products, Inc. | 000000000 | Jun 2026 | 1 | $1.1M | 0.00% | DFE |
| 5593 | RBSSP Resecuritization Trust | 74928XAF8 | Jun 2026 | 1,089,975 | $1.1M | 0.00% | ABS-MBS |
| 5594 | Fannie Mae | 3140BS4X2 | Jun 2026 | 1,067,554 | $1.1M | 0.00% | ABS-MBS |
| 5595 | Freddie Mac | 31426A2C1 | Jun 2026 | 1,065,176 | $1.1M | 0.00% | ABS-MBS |
| 5596 | LCH Ltd. | 000000000 | Jun 2026 | 200,700,000 | $1.0M | 0.00% | DIR |
| 5597 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 793,900,000 | $1.0M | 0.00% | DIR |
| 5598 | Fannie Mae | 31418BR24 | Jun 2026 | 1,097,434 | $1.0M | 0.00% | ABS-MBS |
| 5599 | Structured Asset Securities Corporation | 86363WAC3 | Jun 2026 | 1,062,682 | $1.0M | 0.00% | ABS-O |
| 5600 | Freddie Mac | 3142JWPG5 | Jun 2026 | 1,057,221 | $1.0M | 0.00% | ABS-MBS |
| 5601 | Fannie Mae | 3140BHTS0 | Jun 2026 | 1,065,505 | $1.0M | 0.00% | ABS-MBS |
| 5602 | American Home Mortgage Assets | 026936AA2 | Jun 2026 | 1,068,988 | $1.0M | 0.00% | ABS-MBS |
| 5603 | Nomura Global Financial Products, Inc. | 000000000 | Jun 2026 | 1 | $1.0M | 0.00% | DFE |
| 5604 | Countrywide Alternative Loan Trust | 12668AU29 | Jun 2026 | 1,115,344 | $1.0M | 0.00% | ABS-MBS |
| 5605 | Fannie Mae | 3140B2AT1 | Jun 2026 | 1,061,108 | $1.0M | 0.00% | ABS-MBS |
| 5606 | Fannie Mae | 3140NNWP6 | Jun 2026 | 1,017,761 | $1.0M | 0.00% | ABS-MBS |
| 5607 | Banc of America Mortgage Securities | 05949CMS2 | Jun 2026 | 1,130,573 | $1.0M | 0.00% | ABS-MBS |
| 5608 | Nomura Asset Acceptance Corporation | 62951MAB6 | Jun 2026 | 1,104,363 | $1.0M | 0.00% | ABS-MBS |
| 5609 | Countrywide Alternative Loan Trust | 12667GRV7 | Jun 2026 | 1,130,831 | $1.0M | 0.00% | ABS-MBS |
| 5610 | Freddie Mac | 3142JPGQ8 | Jun 2026 | 1,051,474 | $1.0M | 0.00% | ABS-MBS |
| 5611 | Fannie Mae | 3140B8F97 | Jun 2026 | 1,047,581 | $1.0M | 0.00% | ABS-MBS |
| 5612 | Fannie Mae | 3140BNN95 | Jun 2026 | 1,045,167 | $1.0M | 0.00% | ABS-MBS |
| 5613 | WAMU Mortgage Pass-Through Certificates | 92922F2J6 | Jun 2026 | 1,084,873 | $1.0M | 0.00% | ABS-MBS |
| 5614 | MASTR Adjustable Rate Mortgages Trust | 576438AD7 | Jun 2026 | 1,063,898 | $1.0M | 0.00% | ABS-MBS |
| 5615 | Fannie Mae | 3136A9W46 | Jun 2026 | 1,596,786 | $1.0M | 0.00% | ABS-MBS |
| 5616 | Freddie Mac | 31427JCV8 | Jun 2026 | 1,049,249 | $1.0M | 0.00% | ABS-MBS |
| 5617 | Citigroup Mortgage Loan Trust Inc | 17307G4Z8 | Jun 2026 | 1,030,239 | $1.0M | 0.00% | ABS-MBS |
| 5618 | Morgan Stanley Capital Inc | 61753KAB2 | Jun 2026 | 2,563,100 | $1.0M | 0.00% | ABS-MBS |
| 5619 | Fremont Home Loan Trust | 35729PLP3 | Jun 2026 | 1,099,703 | $1.0M | 0.00% | ABS-O |
| 5620 | Structured Asset Investment Loan Trust | 86358ETJ5 | Jun 2026 | 1,055,344 | $1.0M | 0.00% | ABS-O |
| 5621 | Fannie Mae | 3140BA6H4 | Jun 2026 | 1,047,603 | $1.0M | 0.00% | ABS-MBS |
| 5622 | Government National Mortgage Association | 3617H16N2 | Jun 2026 | 1,098,718 | $1.0M | 0.00% | ABS-MBS |
| 5623 | MortgageIT Trust | 61915YAC5 | Jun 2026 | 1,174,305 | $1.0M | 0.00% | ABS-MBS |
| 5624 | Washington Mutual Mortgage Pass-Through CTFS | 93934FHC9 | Jun 2026 | 1,155,090 | $1.0M | 0.00% | ABS-MBS |
| 5625 | LCH Ltd. | 000000000 | Jun 2026 | 31,840,000 | $1.0M | 0.00% | DIR |
| 5626 | Freddie Mac | 3132XYXM4 | Jun 2026 | 1,113,523 | $1.0M | 0.00% | ABS-MBS |
| 5627 | Freddie Mac | 31426GCD5 | Jun 2026 | 1,041,313 | $1.0M | 0.00% | ABS-MBS |
| 5628 | Fannie Mae | 3140KL7G1 | Jun 2026 | 1,038,896 | $1.0M | 0.00% | ABS-MBS |
| 5629 | Fannie Mae | 3140JR2D2 | Jun 2026 | 1,106,960 | $1.0M | 0.00% | ABS-MBS |
| 5630 | Structured Asset Investment Loan Trust | 86358EPB6 | Jun 2026 | 850,059 | $1.0M | 0.00% | ABS-O |
| 5631 | Morgan Stanley Capital Inc | 61750MAD7 | Jun 2026 | 2,454,942 | $1.0M | 0.00% | ABS-MBS |
| 5632 | Residential Accredit Loans, Inc. | 761118PQ5 | Jun 2026 | 1,174,263 | $1.0M | 0.00% | ABS-MBS |
| 5633 | Fannie Mae | 3140BFTB1 | Jun 2026 | 1,037,701 | $1.0M | 0.00% | ABS-MBS |
| 5634 | Freddie Mac | 31426T2W6 | Jun 2026 | 1,038,327 | $1.0M | 0.00% | ABS-MBS |
| 5635 | Fannie Mae | 3140B16V3 | Jun 2026 | 960,177 | $1.0M | 0.00% | ABS-MBS |
| 5636 | Freddie Mac | 3132WEUP5 | Jun 2026 | 1,137,079 | $1.0M | 0.00% | ABS-MBS |
| 5637 | Deutsche Bank AG | 000000000 | Jun 2026 | 1 | $1.0M | 0.00% | DFE |
| 5638 | GS Mortgage-Backed Securities Trust | 36274VAH7 | Jun 2026 | 1,018,787 | $1.0M | 0.00% | ABS-MBS |
| 5639 | Banc of America Funding Corporation | 05950NAD0 | Jun 2026 | 1,197,846 | $1.0M | 0.00% | ABS-MBS |
| 5640 | LCH Ltd. | 000000000 | Jun 2026 | 44,160,000 | $1.0M | 0.00% | DIR |
| 5641 | Fannie Mae | 3140BULZ3 | Jun 2026 | 1,034,790 | $1.0M | 0.00% | ABS-MBS |
| 5642 | Eurosail Plc | 000000000 | Jun 2026 | 768,217 | $1.0M | 0.00% | ABS-MBS |
| 5643 | Fannie Mae | 31418FCF2 | Jun 2026 | 1,030,278 | $1.0M | 0.00% | ABS-MBS |
| 5644 | Fannie Mae | 3140FVWN2 | Jun 2026 | 1,093,123 | $1.0M | 0.00% | ABS-MBS |
| 5645 | IndyMac INDX Mortgage Loan Trust | 45660LJJ9 | Jun 2026 | 1,053,185 | $1.0M | 0.00% | ABS-MBS |
| 5646 | Freddie Mac | 31334YHW0 | Jun 2026 | 1,102,770 | $1.0M | 0.00% | ABS-MBS |
| 5647 | DFC HEL Trust | 233205AK9 | Jun 2026 | 1,068,945 | $1.0M | 0.00% | ABS-MBS |
| 5648 | Fannie Mae | 3140W1DK6 | Jun 2026 | 1,005,194 | $1.0M | 0.00% | ABS-MBS |
| 5649 | LCH Ltd. | 000000000 | Jun 2026 | 41,620,000 | $1.0M | 0.00% | DIR |
| 5650 | IndyMac INDA Mortgage Loan Trust | 456674AE0 | Jun 2026 | 1,062,738 | $1.0M | 0.00% | ABS-MBS |
| 5651 | Freddie Mac | 3133KRB29 | Jun 2026 | 1,020,656 | $1.0M | 0.00% | ABS-MBS |
| 5652 | Citigroup Mortgage Loan Trust Inc | 17313QAM0 | Jun 2026 | 1,151,729 | $1.0M | 0.00% | ABS-MBS |
| 5653 | Freddie Mac | 3131XDHF5 | Jun 2026 | 1,049,446 | $1.0M | 0.00% | ABS-MBS |
| 5654 | Residential Asset Mortgage Products, INC. | 75156TAD2 | Jun 2026 | 1,048,061 | $1.0M | 0.00% | ABS-O |
| 5655 | Morgan Stanley Capital Services LLC | 000000000 | Jun 2026 | 82,600,000 | $1.0M | 0.00% | DCR |
| 5656 | Upstart Pass Through Trust | 91682PAA6 | Jun 2026 | 1,002,803 | $1.0M | 0.00% | ABS-O |
| 5657 | WAMU Mortgage Pass-Through Certificates | 92922FD47 | Jun 2026 | 1,021,804 | $1.0M | 0.00% | ABS-MBS |
| 5658 | Countrywide Asset-Backed Certificates | 126673YP1 | Jun 2026 | 1,019,248 | $1.0M | 0.00% | ABS-O |
| 5659 | Freddie Mac | 31427GSE5 | Jun 2026 | 1,022,619 | $1.0M | 0.00% | ABS-MBS |
| 5660 | WAMU Mortgage Pass-Through Certificates | 93364FAM3 | Jun 2026 | 1,094,952 | $1.0M | 0.00% | ABS-MBS |
| 5661 | RBSSP Resecuritization Trust | 74928XDH1 | Jun 2026 | 1,042,445 | $1.0M | 0.00% | ABS-MBS |
| 5662 | Countrywide Alternative Loan Trust | 02150JAT9 | Jun 2026 | 2,613,868 | $1.0M | 0.00% | ABS-MBS |
| 5663 | Fannie Mae | 3140B9QE2 | Jun 2026 | 1,013,655 | $1.0M | 0.00% | ABS-MBS |
| 5664 | MASTR Asset Backed Securities Trust | 57643LNG7 | Jun 2026 | 997,128 | $1.0M | 0.00% | ABS-MBS |
| 5665 | IXIS Real Estate Capital Trust | 45073DAA6 | Jun 2026 | 5,017,975 | $1.0M | 0.00% | ABS-MBS |
| 5666 | Fannie Mae | 3140B4YX2 | Jun 2026 | 1,014,856 | $1.0M | 0.00% | ABS-MBS |
| 5667 | Countrywide Alternative Loan Trust | 12668ALH6 | Jun 2026 | 1,239,369 | $1.0M | 0.00% | ABS-MBS |
| 5668 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $1.0M | 0.00% | DFE |
| 5669 | Impac CMB Trust | 45254NJB4 | Jun 2026 | 974,780 | $1.0M | 0.00% | ABS-MBS |
| 5670 | LCM Ltd Partnership | 50190LAL2 | Jun 2026 | 1,000,000 | $1.0M | 0.00% | ABS-CBDO |
| 5671 | Atlas Senior Loan Fund LTD | 04942FAL3 | Jun 2026 | 1,000,000 | $1.0M | 0.00% | ABS-CBDO |
| 5672 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $999K | 0.00% | DFE |
| 5673 | Government National Mortgage Association | 38376RZN9 | Jun 2026 | 995,655 | $999K | 0.00% | ABS-MBS |
| 5674 | Banc of America Alternative Loan Trust | 05950BAL8 | Jun 2026 | 1,207,359 | $999K | 0.00% | ABS-MBS |
| 5675 | WAMU Mortgage Pass-Through Certificates | 92925CDQ2 | Jun 2026 | 1,093,762 | $997K | 0.00% | ABS-MBS |
| 5676 | Fannie Mae | 3138WAVQ7 | Jun 2026 | 1,012,545 | $997K | 0.00% | ABS-MBS |
| 5677 | J.P. Morgan Alternative Loan Trust | 46627MBU0 | Jun 2026 | 1,624,580 | $996K | 0.00% | ABS-MBS |
| 5678 | Fannie Mae | 3140H5MA6 | Jun 2026 | 1,078,004 | $995K | 0.00% | ABS-MBS |
| 5679 | AAA Trust | 31738PAV0 | Jun 2026 | 1,041,841 | $995K | 0.00% | ABS-MBS |
| 5680 | Fannie Mae | 3140X6WA5 | Jun 2026 | 1,023,098 | $994K | 0.00% | ABS-MBS |
| 5681 | VALARIS LTD | 91889FAC5 | Jun 2026 | 956,000 | $993K | 0.00% | DBT |
| 5682 | First Franklin Mtg Loan Asset Backed Certificates | 32027NRF0 | Jun 2026 | 990,144 | $991K | 0.00% | ABS-O |
| 5683 | Freddie Mac | 31426DBS0 | Jun 2026 | 1,003,835 | $991K | 0.00% | ABS-MBS |
| 5684 | Fannie Mae | 3140H6C64 | Jun 2026 | 1,043,208 | $990K | 0.00% | ABS-MBS |
| 5685 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 674,700,000 | $989K | 0.00% | DIR |
| 5686 | Fannie Mae | 3140H23N6 | Jun 2026 | 1,040,518 | $988K | 0.00% | ABS-MBS |
| 5687 | Fieldstone Mortgage Investment Corp. | 316599AC3 | Jun 2026 | 1,489,731 | $988K | 0.00% | ABS-O |
| 5688 | LCH Ltd. | 000000000 | Jun 2026 | 28,210,000 | $988K | 0.00% | DIR |
| 5689 | Merrill Lynch Alternative Note Asset | 59024FAE4 | Jun 2026 | 4,286,857 | $987K | 0.00% | ABS-MBS |
| 5690 | Residential Asset Mortgage Products, INC. | 760985B34 | Jun 2026 | 987,944 | $987K | 0.00% | ABS-O |
| 5691 | Ripon Mortgages | 000000000 | Jun 2026 | 745,614 | $986K | 0.00% | ABS-MBS |
| 5692 | Nomura Asset Acceptance Corporation | 65536VAC1 | Jun 2026 | 3,859,350 | $985K | 0.00% | ABS-MBS |
| 5693 | Freddie Mac | 31426PSC0 | Jun 2026 | 999,606 | $985K | 0.00% | ABS-MBS |
| 5694 | Bear Stearns Asset Backed Securities Trust | 073856AA4 | Jun 2026 | 848,631 | $984K | 0.00% | ABS-MBS |
| 5695 | Banc of America Funding Corporation | 059522BD3 | Jun 2026 | 1,113,567 | $984K | 0.00% | ABS-MBS |
| 5696 | Nationstar Home Equity Loan Trust | 63860LAE0 | Jun 2026 | 987,360 | $984K | 0.00% | ABS-MBS |
| 5697 | Freddie Mac | 31426YTH9 | Jun 2026 | 993,869 | $983K | 0.00% | ABS-MBS |
| 5698 | Countrywide Home Loans | 12544EAA5 | Jun 2026 | 1,027,727 | $982K | 0.00% | ABS-MBS |
| 5699 | Countrywide Home Loans | 17025QAJ6 | Jun 2026 | 2,532,446 | $981K | 0.00% | ABS-MBS |
| 5700 | Fannie Mae | 3140NBLQ2 | Jun 2026 | 956,960 | $980K | 0.00% | ABS-MBS |
| 5701 | Fannie Mae | 3140FT5R8 | Jun 2026 | 1,033,859 | $980K | 0.00% | ABS-MBS |
| 5702 | BCAP LLC Trust | 055294AA0 | Jun 2026 | 914,514 | $980K | 0.00% | ABS-MBS |
| 5703 | Fannie Mae | 3140BLXG2 | Jun 2026 | 985,635 | $980K | 0.00% | ABS-MBS |
| 5704 | Fannie Mae | 3140B4N55 | Jun 2026 | 994,704 | $980K | 0.00% | ABS-MBS |
| 5705 | Fannie Mae | 3140NJHZ0 | Jun 2026 | 948,267 | $980K | 0.00% | ABS-MBS |
| 5706 | Credit Suisse Mortgage Trust | 12655JAK7 | Jun 2026 | 1,093,786 | $980K | 0.00% | ABS-MBS |
| 5707 | Fannie Mae | 3140M6QV8 | Jun 2026 | 972,006 | $979K | 0.00% | ABS-MBS |
| 5708 | Fannie Mae | 3140BHTD3 | Jun 2026 | 994,842 | $979K | 0.00% | ABS-MBS |
| 5709 | Freddie Mac | 31427RHD5 | Jun 2026 | 992,573 | $978K | 0.00% | ABS-MBS |
| 5710 | RMAC Securities PLC | 000000000 | Jun 2026 | 875,663 | $978K | 0.00% | ABS-MBS |
| 5711 | Fannie Mae | 3140ASK23 | Jun 2026 | 971,553 | $978K | 0.00% | ABS-MBS |
| 5712 | Fannie Mae | 3140BQJZ5 | Jun 2026 | 993,905 | $977K | 0.00% | ABS-MBS |
| 5713 | Countrywide Alternative Loan Trust | 02150GAX6 | Jun 2026 | 2,337,972 | $977K | 0.00% | ABS-MBS |
| 5714 | Freddie Mac | 3133C3RS7 | Jun 2026 | 986,887 | $977K | 0.00% | ABS-MBS |
| 5715 | Fannie Mae | 3140BLQ62 | Jun 2026 | 989,322 | $974K | 0.00% | ABS-MBS |
| 5716 | Fannie Mae | 3140BRBX6 | Jun 2026 | 982,611 | $974K | 0.00% | ABS-MBS |
| 5717 | LCH Ltd. | 000000000 | Jun 2026 | 241,600,000 | $972K | 0.00% | DIR |
| 5718 | BCAP LLC Trust | 05530WAE7 | Jun 2026 | 1,144,359 | $972K | 0.00% | ABS-MBS |
| 5719 | Lehman XS Trust | 525221CT2 | Jun 2026 | 1,174,133 | $971K | 0.00% | ABS-O |
| 5720 | Ameriquest Mortgage Securities Inc. | 03072SPN9 | Jun 2026 | 981,150 | $970K | 0.00% | ABS-O |
| 5721 | Fannie Mae | 3138Y3XV8 | Jun 2026 | 1,013,642 | $970K | 0.00% | ABS-MBS |
| 5722 | MH Sub I LLC | 45567YAP0 | Jun 2026 | 1,114,652 | $969K | 0.00% | LON |
| 5723 | Intercontinental Exchange, Inc. | 000000000 | Jun 2026 | 56,700,000 | $969K | 0.00% | DCR |
| 5724 | Countrywide Home Loans | 12544JAE6 | Jun 2026 | 3,311,742 | $969K | 0.00% | ABS-MBS |
| 5725 | Morgan Stanley Mortgage Loan Trust | 61754PAA2 | Jun 2026 | 2,037,800 | $968K | 0.00% | ABS-MBS |
| 5726 | Asset Backed Funding Certificates | 00075VAE1 | Jun 2026 | 2,396,032 | $965K | 0.00% | ABS-MBS |
| 5727 | Intercontinental Exchange, Inc. | 000000000 | Jun 2026 | 194,400,000 | $964K | 0.00% | DCR |
| 5728 | LCH Ltd. | 000000000 | Jun 2026 | 120,600,000 | $964K | 0.00% | DIR |
| 5729 | Structured Asset Investment Loan Trust | 86358EDM5 | Jun 2026 | 1,046,414 | $963K | 0.00% | ABS-O |
| 5730 | Freddie Mac | 31334YXD4 | Jun 2026 | 1,084,681 | $963K | 0.00% | ABS-MBS |
| 5731 | Fannie Mae | 3140GT6Z8 | Jun 2026 | 1,014,690 | $961K | 0.00% | ABS-MBS |
| 5732 | Option One Mortgage Loan Trust | 68402BAC0 | Jun 2026 | 1,967,420 | $960K | 0.00% | ABS-MBS |
| 5733 | BCAP LLC Trust | 05532MAA5 | Jun 2026 | 1,364,618 | $960K | 0.00% | ABS-MBS |
| 5734 | GSAMP Trust | 36242DNU3 | Jun 2026 | 985,617 | $958K | 0.00% | ABS-O |
| 5735 | Countrywide Alternative Loan Trust | 12667GCH4 | Jun 2026 | 1,003,324 | $958K | 0.00% | ABS-MBS |
| 5736 | New Residential Mortgage Loan Trust | 64830NAA9 | Jun 2026 | 990,656 | $958K | 0.00% | ABS-MBS |
| 5737 | Fannie Mae | 3140Y65R7 | Jun 2026 | 952,810 | $958K | 0.00% | ABS-MBS |
| 5738 | Government National Mortgage Association | 38375UYN4 | Jun 2026 | 949,954 | $958K | 0.00% | ABS-MBS |
| 5739 | Deutsche Alt-A Securities INC Mortgage Loan Trust | 25150PAA7 | Jun 2026 | 2,853,754 | $956K | 0.00% | ABS-MBS |
| 5740 | LCH Ltd. | 000000000 | Jun 2026 | 49,200,000 | $954K | 0.00% | DIR |
| 5741 | Freddie Mac | 31427KDB8 | Jun 2026 | 967,358 | $954K | 0.00% | ABS-MBS |
| 5742 | Anchorage Credit Funding Ltd. | 03329TAG9 | Jun 2026 | 1,000,000 | $951K | 0.00% | ABS-CBDO |
| 5743 | Government National Mortgage Association | 3617GUKE3 | Jun 2026 | 1,016,112 | $950K | 0.00% | ABS-MBS |
| 5744 | LCH Ltd. | 000000000 | Jun 2026 | 119,900,000 | $950K | 0.00% | DIR |
| 5745 | LCH Ltd. | 000000000 | Jun 2026 | 605,500,000 | $949K | 0.00% | DIR |
| 5746 | Ace Securities Corp. | 004421CQ4 | Jun 2026 | 1,000,010 | $949K | 0.00% | ABS-MBS |
| 5747 | Fannie Mae | 3140W1JJ3 | Jun 2026 | 961,671 | $947K | 0.00% | ABS-MBS |
| 5748 | GSR Mortgage Loan Trust | 3622N6AW9 | Jun 2026 | 1,083,666 | $946K | 0.00% | ABS-MBS |
| 5749 | Towd Point Mortgage Trust | 89172YAG5 | Jun 2026 | 1,000,000 | $945K | 0.00% | ABS-MBS |
| 5750 | Fannie Mae | 3138XYD35 | Jun 2026 | 986,459 | $944K | 0.00% | ABS-MBS |
| 5751 | Fannie Mae | 3140BDGT1 | Jun 2026 | 955,912 | $944K | 0.00% | ABS-MBS |
| 5752 | Residential Asset Securitization Trust | 76114DAF1 | Jun 2026 | 3,336,791 | $943K | 0.00% | ABS-MBS |
| 5753 | Fannie Mae | 3140BUBU5 | Jun 2026 | 953,538 | $942K | 0.00% | ABS-MBS |
| 5754 | Banco Santander SA | 000000000 | Jun 2026 | 1 | $942K | 0.00% | DFE |
| 5755 | Fannie Mae | 3140H7Z91 | Jun 2026 | 1,021,127 | $941K | 0.00% | ABS-MBS |
| 5756 | FOYT Finance DAC | 000000000 | Jun 2026 | 1,011,000 | $941K | 0.00% | ABS-O |
| 5757 | Countrywide Alternative Loan Trust | 02146XAU2 | Jun 2026 | 2,363,444 | $939K | 0.00% | ABS-MBS |
| 5758 | GCAT | 36167CAC0 | Jun 2026 | 1,000,000 | $938K | 0.00% | ABS-MBS |
| 5759 | Saxon Asset Securities Trust | 805564PE5 | Jun 2026 | 974,321 | $937K | 0.00% | ABS-MBS |
| 5760 | RAAC Series | 76112BP95 | Jun 2026 | 910,583 | $937K | 0.00% | ABS-O |
| 5761 | Countrywide Alternative Loan Trust | 12668AYN9 | Jun 2026 | 2,187,581 | $936K | 0.00% | ABS-MBS |
| 5762 | Freddie Mac | 3132A5KD6 | Jun 2026 | 933,578 | $935K | 0.00% | ABS-MBS |
| 5763 | Freddie Mac | 3142JRPX9 | Jun 2026 | 948,914 | $934K | 0.00% | ABS-MBS |
| 5764 | Barclays Bank PLC | 000000000 | Jun 2026 | 1 | $933K | 0.00% | DFE |
| 5765 | Residential Asset Securitization Trust | 45660L3Z0 | Jun 2026 | 2,573,988 | $929K | 0.00% | ABS-MBS |
| 5766 | Freddie Mac | 3133KPPA0 | Jun 2026 | 934,905 | $929K | 0.00% | ABS-MBS |
| 5767 | BCAP LLC Trust | 05540FBP6 | Jun 2026 | 975,744 | $928K | 0.00% | ABS-MBS |
| 5768 | COLONY MORTGAGE CAPITAL LTD | 12564NAA0 | Jun 2026 | 937,371 | $928K | 0.00% | ABS-MBS |
| 5769 | IndyMac INDX Mortgage Loan Trust | 45660LAE9 | Jun 2026 | 1,189,429 | $925K | 0.00% | ABS-MBS |
| 5770 | Popular ABS Mortgage Pass-Through Trust | 73316PJX9 | Jun 2026 | 966,406 | $924K | 0.00% | ABS-O |
| 5771 | Specialty Underwriting & Residential Finance | 84751WAD6 | Jun 2026 | 1,523,259 | $923K | 0.00% | ABS-O |
| 5772 | Fannie Mae | 31418CKG8 | Jun 2026 | 996,180 | $922K | 0.00% | ABS-MBS |
| 5773 | LCH Ltd. | 000000000 | Jun 2026 | 1,277,500,000 | $922K | 0.00% | DIR |
| 5774 | Fannie Mae | 3140NEDW2 | Jun 2026 | 911,914 | $922K | 0.00% | ABS-MBS |
| 5775 | Citigroup Mortgage Loan Trust Inc | 172987AW9 | Jun 2026 | 1,057,124 | $921K | 0.00% | ABS-MBS |
| 5776 | LCH Ltd. | 000000000 | Jun 2026 | 102,100,000 | $921K | 0.00% | DIR |
| 5777 | Freddie Mac | 3142JRLB1 | Jun 2026 | 935,219 | $920K | 0.00% | ABS-MBS |
| 5778 | WAMU Mortgage Pass-Through Certificates | 92927XAA2 | Jun 2026 | 1,032,211 | $919K | 0.00% | ABS-MBS |
| 5779 | Fannie Mae | 3140B45T3 | Jun 2026 | 932,393 | $918K | 0.00% | ABS-MBS |
| 5780 | Freddie Mac | 3132Y2SW7 | Jun 2026 | 995,520 | $916K | 0.00% | ABS-MBS |
| 5781 | IndyMac INDX Mortgage Loan Trust | 45660LQL6 | Jun 2026 | 1,276,231 | $916K | 0.00% | ABS-MBS |
| 5782 | HarborView Mortgage Loan Trust | 41161PG72 | Jun 2026 | 973,396 | $915K | 0.00% | ABS-MBS |
| 5783 | Structured Adjustable Rate Mortgage Loan Trust | 863579DU9 | Jun 2026 | 950,906 | $915K | 0.00% | ABS-MBS |
| 5784 | Equifirst Mortgage Loan Trust | 29445FCF3 | Jun 2026 | 999,764 | $914K | 0.00% | ABS-MBS |
| 5785 | Freddie Mac | 3142JPRN3 | Jun 2026 | 927,023 | $913K | 0.00% | ABS-MBS |
| 5786 | IndyMac INDX Mortgage Loan Trust | 45660LVL0 | Jun 2026 | 1,121,812 | $912K | 0.00% | ABS-MBS |
| 5787 | JP Morgan Mortgage Trust | 466247J79 | Jun 2026 | 1,060,407 | $912K | 0.00% | ABS-MBS |
| 5788 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 551,100,000 | $912K | 0.00% | DIR |
| 5789 | INTEGRITY RE III | 45870GAC0 | Jun 2026 | 900,000 | $910K | 0.00% | DBT |
| 5790 | IndyMac INDX Mortgage Loan Trust | 45660LN88 | Jun 2026 | 1,751,918 | $910K | 0.00% | ABS-MBS |
| 5791 | Citigroup Mortgage Loan Trust Inc | 17307GNR5 | Jun 2026 | 955,924 | $910K | 0.00% | ABS-O |
| 5792 | Fannie Mae | 3140ATFL5 | Jun 2026 | 905,185 | $910K | 0.00% | ABS-MBS |
| 5793 | Lehman Mortgage Trust | 52519BAS9 | Jun 2026 | 959,028 | $909K | 0.00% | ABS-MBS |
| 5794 | Government National Mortgage Association | 3617H16B8 | Jun 2026 | 970,322 | $909K | 0.00% | ABS-MBS |
| 5795 | Bear Stearns Asset Backed Securities Trust | 07384YPX8 | Jun 2026 | 887,534 | $909K | 0.00% | ABS-MBS |
| 5796 | Banco Santander SA | 000000000 | Jun 2026 | 1 | $909K | 0.00% | DFE |
| 5797 | LCH Ltd. | 000000000 | Jun 2026 | 167,900,000 | $909K | 0.00% | DIR |
| 5798 | PERU LNG SRL | 000000000 | Jun 2026 | 933,520 | $909K | 0.00% | DBT |
| 5799 | RBSSP Resecuritization Trust | 74930PAM6 | Jun 2026 | 1,000,000 | $908K | 0.00% | ABS-MBS |
| 5800 | Freddie Mac | 3132XT6L7 | Jun 2026 | 980,106 | $908K | 0.00% | ABS-MBS |
| 5801 | Deutsche Alt-A Securities INC Mortgage Loan Trust | 251510KG7 | Jun 2026 | 1,053,058 | $908K | 0.00% | ABS-MBS |
| 5802 | Wells Fargo Home Equity Trust | 9497EAAF8 | Jun 2026 | 908,180 | $907K | 0.00% | ABS-O |
| 5803 | Fannie Mae | 3140A06E4 | Jun 2026 | 875,220 | $906K | 0.00% | ABS-MBS |
| 5804 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 551,100,000 | $906K | 0.00% | DIR |
| 5805 | IMPERIAL BRANDS FIN PLC | 45262BAB9 | Jun 2026 | 906,000 | $905K | 0.00% | DBT |
| 5806 | Freddie Mac | 3132DWGR8 | Jun 2026 | 893,068 | $903K | 0.00% | ABS-MBS |
| 5807 | Banco Santander SA | 000000000 | Jun 2026 | 1 | $903K | 0.00% | DFE |
| 5808 | LCH Ltd. | 000000000 | Jun 2026 | 61,554,000 | $901K | 0.00% | DIR |
| 5809 | Morgan Stanley Mortgage Loan Trust | 61748HPF2 | Jun 2026 | 913,155 | $900K | 0.00% | ABS-MBS |
| 5810 | BUTTONWOOD RE LTD | 12423PAD0 | Jun 2026 | 900,000 | $900K | 0.00% | DBT |
| 5811 | LCH Ltd. | 000000000 | Jun 2026 | 51,600,000 | $899K | 0.00% | DIR |
| 5812 | Fannie Mae | 3140B7CJ0 | Jun 2026 | 891,253 | $899K | 0.00% | ABS-MBS |
| 5813 | Countrywide Home Loans | 1266944B1 | Jun 2026 | 959,638 | $898K | 0.00% | ABS-MBS |
| 5814 | Citibank NA | 000000000 | Jun 2026 | 1 | $898K | 0.00% | DFE |
| 5815 | Structured Adjustable Rate Mortgage Loan Trust | 863579UU0 | Jun 2026 | 1,014,545 | $897K | 0.00% | ABS-MBS |
| 5816 | GS Mortgage-Backed Securities Trust | 362961AH7 | Jun 2026 | 913,619 | $897K | 0.00% | ABS-MBS |
| 5817 | LCH Ltd. | 000000000 | Jun 2026 | 121,100,000 | $897K | 0.00% | DIR |
| 5818 | Freddie Mac | 3133CYRT7 | Jun 2026 | 910,472 | $897K | 0.00% | ABS-MBS |
| 5819 | LCH Ltd. | 000000000 | Jun 2026 | 107,000,000 | $896K | 0.00% | DIR |
| 5820 | Countrywide Alternative Loan Trust | 12668BRC9 | Jun 2026 | 1,018,261 | $896K | 0.00% | ABS-MBS |
| 5821 | Renaissance Home Equity Loan Trust | 75970QAE0 | Jun 2026 | 3,890,636 | $895K | 0.00% | ABS-MBS |
| 5822 | Bayview Financial Asset Trust | 07325QAD7 | Jun 2026 | 874,291 | $893K | 0.00% | ABS-MBS |
| 5823 | Nomura Asset Acceptance Corporation | 65535VSA7 | Jun 2026 | 1,267,433 | $893K | 0.00% | ABS-MBS |
| 5824 | Standard Chartered Bank | 000000000 | Jun 2026 | 1 | $892K | 0.00% | DFE |
| 5825 | Ameriquest Mortgage Securities Inc. | 03072SA54 | Jun 2026 | 1,000,000 | $892K | 0.00% | ABS-O |
| 5826 | Structured Asset Mortgage Investments Inc | 86360QAB1 | Jun 2026 | 903,360 | $892K | 0.00% | ABS-MBS |
| 5827 | Fannie Mae | 3140BQLS8 | Jun 2026 | 902,690 | $892K | 0.00% | ABS-MBS |
| 5828 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 673,900,000 | $891K | 0.00% | DIR |
| 5829 | JP Morgan Mortgage Trust | 46628KAH3 | Jun 2026 | 1,089,627 | $891K | 0.00% | ABS-MBS |
| 5830 | Freddie Mac | 3133BV6C4 | Jun 2026 | 862,833 | $890K | 0.00% | ABS-MBS |
| 5831 | Freddie Mac | 3133CUSA5 | Jun 2026 | 884,995 | $889K | 0.00% | ABS-MBS |
| 5832 | Banc of America Alternative Loan Trust | 05948K2V0 | Jun 2026 | 955,050 | $889K | 0.00% | ABS-MBS |
| 5833 | Fannie Mae | 31398TFU0 | Jun 2026 | 902,403 | $886K | 0.00% | ABS-MBS |
| 5834 | Countrywide Home Loans | 12544DAT6 | Jun 2026 | 1,881,056 | $885K | 0.00% | ABS-MBS |
| 5835 | IndyMac INDX Mortgage Loan Trust | 456618AH0 | Jun 2026 | 968,301 | $884K | 0.00% | ABS-MBS |
| 5836 | Deutsche Alt-A Securities INC Mortgage Loan Trust | 25150PAB5 | Jun 2026 | 2,853,754 | $883K | 0.00% | ABS-MBS |
| 5837 | LCH Ltd. | 000000000 | Jun 2026 | 109,800,000 | $883K | 0.00% | DIR |
| 5838 | Government National Mortgage Association | 3617HAHV2 | Jun 2026 | 943,820 | $883K | 0.00% | ABS-MBS |
| 5839 | Citicorp Residential Mortgage Securities, Inc. | 17310NAG3 | Jun 2026 | 895,100 | $882K | 0.00% | ABS-O |
| 5840 | Fannie Mae | 3140MTRF2 | Jun 2026 | 937,522 | $879K | 0.00% | ABS-MBS |
| 5841 | Fannie Mae | 3140B0ES3 | Jun 2026 | 892,407 | $879K | 0.00% | ABS-MBS |
| 5842 | Fannie Mae | 3140NPCH1 | Jun 2026 | 834,030 | $878K | 0.00% | ABS-MBS |
| 5843 | Fannie Mae | 3140NCCK3 | Jun 2026 | 868,934 | $878K | 0.00% | ABS-MBS |
| 5844 | Adjustable Rate Mortgage Trust | 007036AT3 | Jun 2026 | 906,897 | $877K | 0.00% | ABS-MBS |
| 5845 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 551,100,000 | $877K | 0.00% | DIR |
| 5846 | LCH Ltd. | 000000000 | Jun 2026 | 49,200,000 | $876K | 0.00% | DIR |
| 5847 | Countrywide Alternative Loan Trust | 02148AAB2 | Jun 2026 | 1,988,526 | $876K | 0.00% | ABS-MBS |
| 5848 | Sequoia Mortgage Trust | 81744FDV6 | Jun 2026 | 948,006 | $876K | 0.00% | ABS-MBS |
| 5849 | Banc of America Funding Corporation | 05953YBM2 | Jun 2026 | 1,117,109 | $876K | 0.00% | ABS-MBS |
| 5850 | Fannie Mae | 3138WHMG4 | Jun 2026 | 918,912 | $875K | 0.00% | ABS-MBS |
| 5851 | Fannie Mae | 3140AQRF1 | Jun 2026 | 871,140 | $875K | 0.00% | ABS-MBS |
| 5852 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 51,300,000 | $875K | 0.00% | DIR |
| 5853 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $874K | 0.00% | DFE |
| 5854 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $874K | 0.00% | DFE |
| 5855 | Freddie Mac | 3131YBFP8 | Jun 2026 | 948,552 | $874K | 0.00% | ABS-MBS |
| 5856 | Residential Asset Securitization Trust | 76113LAF4 | Jun 2026 | 3,168,171 | $873K | 0.00% | ABS-MBS |
| 5857 | Countrywide Home Loans | 126694EE4 | Jun 2026 | 1,684,988 | $872K | 0.00% | ABS-MBS |
| 5858 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 663,400,000 | $872K | 0.00% | DIR |
| 5859 | Fannie Mae | 31418DDC3 | Jun 2026 | 915,441 | $871K | 0.00% | ABS-MBS |
| 5860 | HarborView Mortgage Loan Trust | 41161PLD3 | Jun 2026 | 891,433 | $870K | 0.00% | ABS-MBS |
| 5861 | Fannie Mae | 3138YUUK5 | Jun 2026 | 911,053 | $870K | 0.00% | ABS-MBS |
| 5862 | WAMU Mortgage Pass-Through Certificates | 93362YAA0 | Jun 2026 | 977,912 | $870K | 0.00% | ABS-MBS |
| 5863 | Securitized Asset Backed Receivables LLC Trust | 81375WGW0 | Jun 2026 | 963,000 | $869K | 0.00% | ABS-O |
| 5864 | Fannie Mae | 3140H8GL3 | Jun 2026 | 915,256 | $869K | 0.00% | ABS-MBS |
| 5865 | Residential Accredit Loans, Inc. | 74922KAL9 | Jun 2026 | 1,122,485 | $869K | 0.00% | ABS-MBS |
| 5866 | Ace Securities Corp. | 004421DK6 | Jun 2026 | 874,438 | $868K | 0.00% | ABS-MBS |
| 5867 | JP Morgan Mortgage Trust | 46628YAV2 | Jun 2026 | 2,130,163 | $868K | 0.00% | ABS-MBS |
| 5868 | Fannie Mae | 3140NR7A8 | Jun 2026 | 843,181 | $866K | 0.00% | ABS-MBS |
| 5869 | Freddie Mac | 3133CRX57 | Jun 2026 | 862,091 | $866K | 0.00% | ABS-MBS |
| 5870 | Fannie Mae | 31418CMG6 | Jun 2026 | 920,101 | $866K | 0.00% | ABS-MBS |
| 5871 | Fannie Mae | 3140JYXK7 | Jun 2026 | 894,164 | $865K | 0.00% | ABS-MBS |
| 5872 | Fannie Mae | 31418CR97 | Jun 2026 | 907,922 | $864K | 0.00% | ABS-MBS |
| 5873 | Fannie Mae | 3138YWKA4 | Jun 2026 | 907,176 | $864K | 0.00% | ABS-MBS |
| 5874 | Freddie Mac | 31426FYX9 | Jun 2026 | 877,264 | $864K | 0.00% | ABS-MBS |
| 5875 | Fannie Mae | 3140ARQE3 | Jun 2026 | 859,220 | $864K | 0.00% | ABS-MBS |
| 5876 | Freddie Mac | 3132XTHH4 | Jun 2026 | 932,485 | $863K | 0.00% | ABS-MBS |
| 5877 | Fannie Mae | 31418EMT4 | Jun 2026 | 853,274 | $863K | 0.00% | ABS-MBS |
| 5878 | LCH Ltd. | 000000000 | Jun 2026 | 107,000,000 | $862K | 0.00% | DIR |
| 5879 | IndyMac INDX Mortgage Loan Trust | 45660LMG1 | Jun 2026 | 910,480 | $862K | 0.00% | ABS-MBS |
| 5880 | LCH Ltd. | 000000000 | Jun 2026 | 298,600,000 | $862K | 0.00% | DIR |
| 5881 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 565,500,000 | $861K | 0.00% | DIR |
| 5882 | Fannie Mae | 3140JAGC6 | Jun 2026 | 901,582 | $861K | 0.00% | ABS-MBS |
| 5883 | Citigroup Mortgage Loan Trust Inc | 173114AP4 | Jun 2026 | 196,311,235 | $861K | 0.00% | ABS-MBS |
| 5884 | Freddie Mac | 3142GRC65 | Jun 2026 | 872,932 | $861K | 0.00% | ABS-MBS |
| 5885 | Fannie Mae | 3140FGT25 | Jun 2026 | 924,939 | $860K | 0.00% | ABS-MBS |
| 5886 | Securitized Asset Backed Receivables LLC Trust | 81375WFJ0 | Jun 2026 | 889,120 | $859K | 0.00% | ABS-O |
| 5887 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 565,500,000 | $859K | 0.00% | DIR |
| 5888 | Freddie Mac | 3133BQP42 | Jun 2026 | 816,422 | $857K | 0.00% | ABS-MBS |
| 5889 | Societe Generale SA | 000000000 | Jun 2026 | 1 | $856K | 0.00% | DFE |
| 5890 | Fannie Mae | 3140H6CU1 | Jun 2026 | 901,101 | $856K | 0.00% | ABS-MBS |
| 5891 | Fannie Mae | 3140B06A1 | Jun 2026 | 807,487 | $855K | 0.00% | ABS-MBS |
| 5892 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $855K | 0.00% | DFE |
| 5893 | Adjustable Rate Mortgage Trust | 007036FT8 | Jun 2026 | 867,944 | $854K | 0.00% | ABS-MBS |
| 5894 | Countrywide Home Loans | 12544VAF6 | Jun 2026 | 2,515,036 | $854K | 0.00% | ABS-MBS |
| 5895 | Northwoods Capital Ltd | 66860CAL7 | Jun 2026 | 852,502 | $853K | 0.00% | ABS-CBDO |
| 5896 | Citigroup Mortgage Loan Trust Inc | 17312VAE8 | Jun 2026 | 935,677 | $853K | 0.00% | ABS-MBS |
| 5897 | GreenPoint Mortgage Funding Trust | 39538RBB4 | Jun 2026 | 1,069,988 | $852K | 0.00% | ABS-MBS |
| 5898 | Freddie Mac | 3132DWNH2 | Jun 2026 | 864,304 | $852K | 0.00% | ABS-MBS |
| 5899 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 551,100,000 | $851K | 0.00% | DIR |
| 5900 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $851K | 0.00% | DFE |
| 5901 | Countrywide Alternative Loan Trust | 12667FNW1 | Jun 2026 | 870,490 | $850K | 0.00% | ABS-MBS |
| 5902 | Freddie Mac | 31397WW68 | Jun 2026 | 846,772 | $850K | 0.00% | ABS-MBS |
| 5903 | SMB Private Education Loan Trust | 78449HAF4 | Jun 2026 | 12,903 | $847K | 0.00% | ABS-O |
| 5904 | RAAC Series | 74919LAD0 | Jun 2026 | 905,080 | $847K | 0.00% | ABS-O |
| 5905 | Freddie Mac | 3133BXDK4 | Jun 2026 | 839,036 | $847K | 0.00% | ABS-MBS |
| 5906 | Freddie Mac | 3133CTPM5 | Jun 2026 | 839,316 | $845K | 0.00% | ABS-MBS |
| 5907 | Fannie Mae | 3140HAGE4 | Jun 2026 | 917,719 | $845K | 0.00% | ABS-MBS |
| 5908 | Centex Home Equity | 152314MK3 | Jun 2026 | 850,996 | $844K | 0.00% | ABS-MBS |
| 5909 | Fannie Mae | 3140NMJ40 | Jun 2026 | 851,798 | $843K | 0.00% | ABS-MBS |
| 5910 | LCH Ltd. | 000000000 | Jun 2026 | 106,500,000 | $843K | 0.00% | DIR |
| 5911 | Fannie Mae | 3140B6A39 | Jun 2026 | 813,807 | $843K | 0.00% | ABS-MBS |
| 5912 | Countrywide Asset-Backed Certificates | 126673V33 | Jun 2026 | 842,241 | $841K | 0.00% | ABS-O |
| 5913 | Countrywide Alternative Loan Trust | 02149VAJ8 | Jun 2026 | 2,018,837 | $840K | 0.00% | ABS-MBS |
| 5914 | Fannie Mae | 3140NMNC7 | Jun 2026 | 830,571 | $839K | 0.00% | ABS-MBS |
| 5915 | Merrill Lynch Mortgage Investors Trust | 59022VAE1 | Jun 2026 | 971,000 | $837K | 0.00% | ABS-O |
| 5916 | Fannie Mae | 3140ATVD5 | Jun 2026 | 830,880 | $837K | 0.00% | ABS-MBS |
| 5917 | Countrywide Home Loans | 12669MAB4 | Jun 2026 | 2,398,626 | $837K | 0.00% | ABS-MBS |
| 5918 | Freddie Mac | 31427AED5 | Jun 2026 | 850,340 | $837K | 0.00% | ABS-MBS |
| 5919 | Countrywide Home Loans | 12545CAX8 | Jun 2026 | 1,983,123 | $836K | 0.00% | ABS-MBS |
| 5920 | Freddie Mac | 3133A2DR8 | Jun 2026 | 864,806 | $836K | 0.00% | ABS-MBS |
| 5921 | Bayview Financial Asset Trust | 07325QAE5 | Jun 2026 | 809,676 | $836K | 0.00% | ABS-MBS |
| 5922 | Fannie Mae | 3140MMMG0 | Jun 2026 | 811,577 | $834K | 0.00% | ABS-MBS |
| 5923 | Residential Asset Securities Corporation | 76110WC95 | Jun 2026 | 895,141 | $832K | 0.00% | ABS-MBS |
| 5924 | Aegis Asset Backed Securities Trust | 00764MAH0 | Jun 2026 | 868,383 | $831K | 0.00% | ABS-MBS |
| 5925 | Fannie Mae | 3140ACX73 | Jun 2026 | 824,942 | $831K | 0.00% | ABS-MBS |
| 5926 | Bear Stearns Asset Backed Securities Trust | 073888AC3 | Jun 2026 | 3,103,029 | $830K | 0.00% | ABS-O |
| 5927 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 637,200,000 | $829K | 0.00% | DIR |
| 5928 | GSR Mortgage Loan Trust | 36298BAG5 | Jun 2026 | 1,505,461 | $829K | 0.00% | ABS-MBS |
| 5929 | Bear Stearns Alt-A Trust | 073868AM3 | Jun 2026 | 1,980,803 | $828K | 0.00% | ABS-MBS |
| 5930 | Sequoia Mortgage Trust | 81744HAD5 | Jun 2026 | 1,087,906 | $827K | 0.00% | ABS-MBS |
| 5931 | Citibank NA | 000000000 | Jun 2026 | 1 | $826K | 0.00% | DFE |
| 5932 | Novastar Home Equity Loan | 66988VAD0 | Jun 2026 | 1,106,291 | $824K | 0.00% | ABS-MBS |
| 5933 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $824K | 0.00% | DFE |
| 5934 | Countrywide Alternative Loan Trust | 02147QAG7 | Jun 2026 | 1,546,707 | $822K | 0.00% | ABS-MBS |
| 5935 | Adjustable Rate Mortgage Trust | 007036QH2 | Jun 2026 | 1,201,887 | $821K | 0.00% | ABS-MBS |
| 5936 | Barclays Bank PLC | 000000000 | Jun 2026 | 1 | $821K | 0.00% | DFE |
| 5937 | Freddie Mac | 3132XUJZ9 | Jun 2026 | 887,459 | $821K | 0.00% | ABS-MBS |
| 5938 | Freddie Mac | 3132DWHS5 | Jun 2026 | 827,669 | $818K | 0.00% | ABS-MBS |
| 5939 | First Horizon Alternative Mortgage Securities | 32051GL78 | Jun 2026 | 2,227,630 | $818K | 0.00% | ABS-MBS |
| 5940 | Fannie Mae | 3140FBGY0 | Jun 2026 | 881,093 | $817K | 0.00% | ABS-MBS |
| 5941 | Fannie Mae | 3140HDGR9 | Jun 2026 | 859,936 | $816K | 0.00% | ABS-MBS |
| 5942 | Citibank NA | 000000000 | Jun 2026 | 1 | $816K | 0.00% | DFE |
| 5943 | DRILLCO HLDG LUX S A | 000000000 | Jun 2026 | 35,559 | $815K | 0.00% | EC |
| 5944 | Bear Stearns Asset Backed Securities Trust | 073879PT9 | Jun 2026 | 805,148 | $813K | 0.00% | ABS-MBS |
| 5945 | Fannie Mae | 3140Q8KD6 | Jun 2026 | 882,148 | $813K | 0.00% | ABS-MBS |
| 5946 | Credit Suisse Mortgage Trust | 12648VAG9 | Jun 2026 | 839,207 | $812K | 0.00% | ABS-MBS |
| 5947 | Countrywide Home Loans | 12543PAN3 | Jun 2026 | 1,958,024 | $812K | 0.00% | ABS-MBS |
| 5948 | Banc of America Mortgage Securities | 05949CED4 | Jun 2026 | 840,713 | $811K | 0.00% | ABS-MBS |
| 5949 | Merrill Lynch Mortgage Investors Trust | 59020UWM3 | Jun 2026 | 816,842 | $810K | 0.00% | ABS-O |
| 5950 | Government National Mortgage Association | 36179XS98 | Jun 2026 | 884,726 | $809K | 0.00% | ABS-MBS |
| 5951 | Banc of America Funding Corporation | 05946XJ95 | Jun 2026 | 913,644 | $808K | 0.00% | ABS-MBS |
| 5952 | Residential Accredit Loans, Inc. | 75115VAA3 | Jun 2026 | 1,632,966 | $808K | 0.00% | ABS-MBS |
| 5953 | Fannie Mae | 3138WHVC3 | Jun 2026 | 847,460 | $807K | 0.00% | ABS-MBS |
| 5954 | Newgate Funding PLC | 000000000 | Jun 2026 | 613,331 | $807K | 0.00% | ABS-MBS |
| 5955 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $807K | 0.00% | DFE |
| 5956 | Freddie Mac | 3133CVN42 | Jun 2026 | 800,891 | $807K | 0.00% | ABS-MBS |
| 5957 | Countrywide Home Loans | 12669GQ95 | Jun 2026 | 1,655,447 | $806K | 0.00% | ABS-MBS |
| 5958 | CIFI HOLDINGS GROUP | 000000000 | Jun 2026 | 23,880,931 | $806K | 0.00% | DBT |
| 5959 | Banc of America Mortgage Securities | 05949A4R8 | Jun 2026 | 903,083 | $806K | 0.00% | ABS-MBS |
| 5960 | MLCC Mortgage Investors Inc | 5899296V5 | Jun 2026 | 805,775 | $806K | 0.00% | ABS-MBS |
| 5961 | New Century Home Equity Loan Trust | 64352VKC4 | Jun 2026 | 807,445 | $805K | 0.00% | ABS-MBS |
| 5962 | Nomura Asset Acceptance Corporation | 62951MAY6 | Jun 2026 | 927,491 | $804K | 0.00% | ABS-MBS |
| 5963 | Residential Asset Securities Corporation | 76110WG59 | Jun 2026 | 801,674 | $802K | 0.00% | ABS-MBS |
| 5964 | Citigroup Mortgage Loan Trust Inc | 17312GAA9 | Jun 2026 | 1,105,809 | $802K | 0.00% | ABS-O |
| 5965 | Securitized Asset Backed Receivables LLC Trust | 81375WGV2 | Jun 2026 | 815,678 | $802K | 0.00% | ABS-O |
| 5966 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 629,400,000 | $802K | 0.00% | DIR |
| 5967 | Freddie Mac | 3132DWGJ6 | Jun 2026 | 778,579 | $802K | 0.00% | ABS-MBS |
| 5968 | Freddie Mac | 3133CVHV9 | Jun 2026 | 813,664 | $802K | 0.00% | ABS-MBS |
| 5969 | Washington Mutual Mortgage Pass-Through CTFS | 93934FEL2 | Jun 2026 | 799,672 | $801K | 0.00% | ABS-MBS |
| 5970 | Countrywide Home Loans | 125438AD3 | Jun 2026 | 903,580 | $801K | 0.00% | ABS-MBS |
| 5971 | Goldman Sachs International | 000000000 | Jun 2026 | 18,800,000 | $800K | 0.00% | DCR |
| 5972 | BUTTONWOOD RE LTD | 12423PAA6 | Jun 2026 | 800,000 | $800K | 0.00% | DBT |
| 5973 | JP Morgan Mortgage Trust | 46628LAD0 | Jun 2026 | 1,203,665 | $799K | 0.00% | ABS-MBS |
| 5974 | Government National Mortgage Association | 3617GSQD4 | Jun 2026 | 847,603 | $799K | 0.00% | ABS-MBS |
| 5975 | Fannie Mae | 3140QU4Z6 | Jun 2026 | 791,808 | $798K | 0.00% | ABS-MBS |
| 5976 | Countrywide Asset-Backed Certificates | 23248AAJ0 | Jun 2026 | 825,917 | $798K | 0.00% | ABS-O |
| 5977 | Credit Suisse First Boston Mortgage Securities | 2254585R5 | Jun 2026 | 2,268,232 | $797K | 0.00% | ABS-MBS |
| 5978 | Freddie Mac | 3133CRS46 | Jun 2026 | 791,872 | $797K | 0.00% | ABS-MBS |
| 5979 | Residential Funding Mtg Sec I | 74958CAB6 | Jun 2026 | 934,467 | $796K | 0.00% | ABS-MBS |
| 5980 | Fannie Mae | 3140H2PW2 | Jun 2026 | 802,431 | $794K | 0.00% | ABS-MBS |
| 5981 | Fannie Mae | 3140H4TZ7 | Jun 2026 | 861,587 | $793K | 0.00% | ABS-MBS |
| 5982 | Chase Mortgage Finance Corporation | 16162XAB3 | Jun 2026 | 2,025,466 | $792K | 0.00% | ABS-MBS |
| 5983 | Morgan Stanley Capital Services LLC | 000000000 | Jun 2026 | 41,100,000 | $792K | 0.00% | DCR |
| 5984 | Countrywide Asset-Backed Certificates | 126670YJ1 | Jun 2026 | 804,398 | $792K | 0.00% | ABS-O |
| 5985 | First Franklin Mtg Loan Asset Backed Certificates | 32027NKK6 | Jun 2026 | 784,640 | $791K | 0.00% | ABS-O |
| 5986 | Fremont Home Loan Trust | 35729PCK4 | Jun 2026 | 827,238 | $791K | 0.00% | ABS-MBS |
| 5987 | Bluemountain CLO Ltd | 09628VAW4 | Jun 2026 | 790,532 | $791K | 0.00% | ABS-CBDO |
| 5988 | Banc of America Funding Corporation | 05950RBC2 | Jun 2026 | 935,445 | $790K | 0.00% | ABS-MBS |
| 5989 | Freddie Mac | 3132A8TG4 | Jun 2026 | 799,163 | $790K | 0.00% | ABS-MBS |
| 5990 | Ameriquest Mortgage Securities Inc. | 03072SDK8 | Jun 2026 | 813,116 | $789K | 0.00% | ABS-MBS |
| 5991 | Banc of America Mortgage Securities | 05949CKQ8 | Jun 2026 | 859,006 | $789K | 0.00% | ABS-MBS |
| 5992 | Fannie Mae | 3140QT2C2 | Jun 2026 | 793,225 | $788K | 0.00% | ABS-MBS |
| 5993 | Countrywide Home Loans | 170255AA1 | Jun 2026 | 1,945,948 | $788K | 0.00% | ABS-MBS |
| 5994 | LCH Ltd. | 000000000 | Jun 2026 | 79,200,000 | $788K | 0.00% | DIR |
| 5995 | Freddie Mac | 3133CTZ36 | Jun 2026 | 781,206 | $786K | 0.00% | ABS-MBS |
| 5996 | Government National Mortgage Association | 3617GT4T1 | Jun 2026 | 838,535 | $786K | 0.00% | ABS-MBS |
| 5997 | LCH Ltd. | 000000000 | Jun 2026 | 119,700,000 | $786K | 0.00% | DIR |
| 5998 | Countrywide Alternative Loan Trust | 02150AAA9 | Jun 2026 | 1,569,614 | $784K | 0.00% | ABS-MBS |
| 5999 | Fannie Mae | 3140XMH82 | Jun 2026 | 791,016 | $784K | 0.00% | ABS-MBS |
| 6000 | Countrywide Home Loans | 126694EJ3 | Jun 2026 | 1,686,594 | $783K | 0.00% | ABS-MBS |
| 6001 | GSR Mortgage Loan Trust | 362341SB6 | Jun 2026 | 858,021 | $782K | 0.00% | ABS-MBS |
| 6002 | Government National Mortgage Association | 36179YWZ3 | Jun 2026 | 858,521 | $780K | 0.00% | ABS-MBS |
| 6003 | Conseco Finance Securitizations Corp. | 20846QDU9 | Jun 2026 | 7,163,903 | $780K | 0.00% | ABS-O |
| 6004 | Countrywide Alternative Loan Trust | 12667GNV1 | Jun 2026 | 808,738 | $780K | 0.00% | ABS-MBS |
| 6005 | Structured Asset Securities Corporation | 86359DVD6 | Jun 2026 | 921,176 | $778K | 0.00% | ABS-MBS |
| 6006 | Fannie Mae | 3140FUES3 | Jun 2026 | 815,390 | $778K | 0.00% | ABS-MBS |
| 6007 | Bear Stearns Adjustable Rate Mortgage Trust | 07387AFV2 | Jun 2026 | 854,428 | $777K | 0.00% | ABS-MBS |
| 6008 | Bear Stearns Adjustable Rate Mortgage Trust | 07387AFX8 | Jun 2026 | 848,624 | $777K | 0.00% | ABS-MBS |
| 6009 | Conseco Finance Securitizations Corp. | 20846QBP2 | Jun 2026 | 7,259,589 | $776K | 0.00% | ABS-O |
| 6010 | Freddie Mac | 31427KVC6 | Jun 2026 | 787,621 | $775K | 0.00% | ABS-MBS |
| 6011 | Fannie Mae | 3140HBJZ2 | Jun 2026 | 842,230 | $774K | 0.00% | ABS-MBS |
| 6012 | Bank of America NA | 000000000 | Jun 2026 | 1 | $774K | 0.00% | DFE |
| 6013 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $774K | 0.00% | DFE |
| 6014 | Fannie Mae | 3140B8E80 | Jun 2026 | 747,111 | $774K | 0.00% | ABS-MBS |
| 6015 | Countrywide Home Loans | 12669GBA8 | Jun 2026 | 800,308 | $773K | 0.00% | ABS-MBS |
| 6016 | Bombardier Capital Mortgage Securitization Corp. | 09774XBN1 | Jun 2026 | 16,138,542 | $772K | 0.00% | ABS-O |
| 6017 | Credit Suisse Mortgage Trust | 126378BC1 | Jun 2026 | 1,482,043 | $771K | 0.00% | ABS-MBS |
| 6018 | Freddie Mac | 3132DUJ65 | Jun 2026 | 765,433 | $770K | 0.00% | ABS-MBS |
| 6019 | Fannie Mae | 3140MWVL7 | Jun 2026 | 759,707 | $768K | 0.00% | ABS-MBS |
| 6020 | Freddie Mac | 3133CX2J8 | Jun 2026 | 763,879 | $768K | 0.00% | ABS-MBS |
| 6021 | Fannie Mae | 3140APG32 | Jun 2026 | 763,862 | $768K | 0.00% | ABS-MBS |
| 6022 | Fannie Mae | 3140U4WE5 | Jun 2026 | 780,117 | $767K | 0.00% | ABS-MBS |
| 6023 | Soundview Home Equity Loan Trust | 83611MLS5 | Jun 2026 | 853,677 | $767K | 0.00% | ABS-MBS |
| 6024 | Morgan Stanley Capital Inc | 617526AD0 | Jun 2026 | 1,379,271 | $766K | 0.00% | ABS-O |
| 6025 | GSR Mortgage Loan Trust | 3622MPAM0 | Jun 2026 | 99,823 | $766K | 0.00% | ABS-MBS |
| 6026 | Intercontinental Exchange, Inc. | 000000000 | Jun 2026 | 103,850,000 | $765K | 0.00% | DCR |
| 6027 | JP Morgan Mortgage Trust | 46631NAA7 | Jun 2026 | 2,010,050 | $765K | 0.00% | ABS-MBS |
| 6028 | Government National Mortgage Association | 36179UCC4 | Jun 2026 | 781,922 | $765K | 0.00% | ABS-MBS |
| 6029 | Government National Mortgage Association | 38380HA69 | Jun 2026 | 6,245,319 | $765K | 0.00% | ABS-MBS |
| 6030 | JP Morgan Mortgage Trust | 466247KA0 | Jun 2026 | 1,219,062 | $765K | 0.00% | ABS-MBS |
| 6031 | Fannie Mae | 3140K43X6 | Jun 2026 | 831,676 | $764K | 0.00% | ABS-MBS |
| 6032 | Freddie Mac | 3133C2MQ8 | Jun 2026 | 771,524 | $764K | 0.00% | ABS-MBS |
| 6033 | Fannie Mae | 3140FAVS8 | Jun 2026 | 823,401 | $763K | 0.00% | ABS-MBS |
| 6034 | Residential Asset Securities Corporation | 76110WXF8 | Jun 2026 | 778,216 | $763K | 0.00% | ABS-MBS |
| 6035 | WARWICK FINANCE RESIDENTIAL MORTGAGES PLC | 000000000 | Jun 2026 | 3,579 | $762K | 0.00% | ABS-MBS |
| 6036 | Credit-Based Asset Servicing and Securitization | 04542BHY1 | Jun 2026 | 691,156 | $761K | 0.00% | ABS-O |
| 6037 | Fannie Mae | 31418EM23 | Jun 2026 | 738,551 | $761K | 0.00% | ABS-MBS |
| 6038 | Freddie Mac | 3132XWC90 | Jun 2026 | 822,900 | $761K | 0.00% | ABS-MBS |
| 6039 | Fannie Mae | 3140H0CC4 | Jun 2026 | 800,187 | $760K | 0.00% | ABS-MBS |
| 6040 | Fannie Mae | 3138YJ5U6 | Jun 2026 | 795,373 | $759K | 0.00% | ABS-MBS |
| 6041 | Banc of America Funding Corporation | 05954DAJ5 | Jun 2026 | 853,551 | $758K | 0.00% | ABS-MBS |
| 6042 | WAMU Mortgage Pass-Through Certificates | 933637AJ9 | Jun 2026 | 894,886 | $758K | 0.00% | ABS-MBS |
| 6043 | Fannie Mae | 3140AMHX2 | Jun 2026 | 725,971 | $757K | 0.00% | ABS-MBS |
| 6044 | Morgan Stanley Capital Services LLC | 000000000 | Jun 2026 | 200,500,000 | $757K | 0.00% | DCR |
| 6045 | Freddie Mac | 3132AEKA3 | Jun 2026 | 754,597 | $756K | 0.00% | ABS-MBS |
| 6046 | Fannie Mae | 31397MCS4 | Jun 2026 | 751,996 | $756K | 0.00% | ABS-MBS |
| 6047 | Home Equity Asset Trust | 437084GU4 | Jun 2026 | 770,660 | $755K | 0.00% | ABS-MBS |
| 6048 | Intercontinental Exchange, Inc. | 000000000 | Jun 2026 | 112,200,000 | $755K | 0.00% | DCR |
| 6049 | Countrywide Home Loans | 170255AP8 | Jun 2026 | 1,936,399 | $755K | 0.00% | ABS-MBS |
| 6050 | Centex Home Equity | 152314LP3 | Jun 2026 | 767,584 | $753K | 0.00% | ABS-MBS |
| 6051 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $753K | 0.00% | DFE |
| 6052 | Freddie Mac | 3132L9R80 | Jun 2026 | 812,248 | $752K | 0.00% | ABS-MBS |
| 6053 | LCH Ltd. | 000000000 | Jun 2026 | 33,230,000 | $752K | 0.00% | DIR |
| 6054 | Freddie Mac | 3132DWFS7 | Jun 2026 | 741,628 | $751K | 0.00% | ABS-MBS |
| 6055 | Countrywide Alternative Loan Trust | 12668BLG6 | Jun 2026 | 1,787,679 | $750K | 0.00% | ABS-MBS |
| 6056 | Freddie Mac | 3132XSUP3 | Jun 2026 | 811,835 | $750K | 0.00% | ABS-MBS |
| 6057 | Structured Asset Investment Loan Trust | 86358ESQ0 | Jun 2026 | 1,123,962 | $750K | 0.00% | ABS-O |
| 6058 | Countrywide Alternative Loan Trust | 12667G3L5 | Jun 2026 | 1,132,677 | $749K | 0.00% | ABS-MBS |
| 6059 | Citigroup Mortgage Loan Trust Inc | 17307G4K1 | Jun 2026 | 1,671,601 | $749K | 0.00% | ABS-O |
| 6060 | Fremont Home Loan Trust | 35729PKB5 | Jun 2026 | 5,105,511 | $748K | 0.00% | ABS-O |
| 6061 | Fannie Mae | 3140AF6M3 | Jun 2026 | 742,327 | $748K | 0.00% | ABS-MBS |
| 6062 | Countrywide Home Loans | 12669FL50 | Jun 2026 | 746,046 | $747K | 0.00% | ABS-MBS |
| 6063 | Fannie Mae | 3140H2ZA9 | Jun 2026 | 810,010 | $747K | 0.00% | ABS-MBS |
| 6064 | Credit Suisse First Boston Mortgage Securities | 225470SA2 | Jun 2026 | 4,856,435 | $746K | 0.00% | ABS-MBS |
| 6065 | Impac Secured Assets Corp. | 45254TMF8 | Jun 2026 | 749,472 | $744K | 0.00% | ABS-MBS |
| 6066 | Fannie Mae | 3140BT4Y8 | Jun 2026 | 755,826 | $744K | 0.00% | ABS-MBS |
| 6067 | Fannie Mae | 3140L1SS5 | Jun 2026 | 814,290 | $744K | 0.00% | ABS-MBS |
| 6068 | Washington Mutual Mortgage Pass-Through CTFS | 9393366R9 | Jun 2026 | 848,298 | $743K | 0.00% | ABS-MBS |
| 6069 | Freddie Mac | 3133BWKC6 | Jun 2026 | 719,372 | $741K | 0.00% | ABS-MBS |
| 6070 | Deutsche Alt-A Securities INC Mortgage Loan Trust | 251510HW6 | Jun 2026 | 1,697,804 | $741K | 0.00% | ABS-MBS |
| 6071 | Ripon Mortgages PLC | 000000000 | Jun 2026 | 2,142,857 | $740K | 0.00% | ABS-MBS |
| 6072 | Fannie Mae | 3140NNW50 | Jun 2026 | 717,340 | $739K | 0.00% | ABS-MBS |
| 6073 | Fannie Mae | 3140AQAR3 | Jun 2026 | 735,396 | $739K | 0.00% | ABS-MBS |
| 6074 | Ace Securities Corp. | 004427CC2 | Jun 2026 | 742,444 | $739K | 0.00% | ABS-MBS |
| 6075 | Societe Generale SA | 000000000 | Jun 2026 | 1 | $738K | 0.00% | DFE |
| 6076 | Government National Mortgage Association | 3617GQ6H1 | Jun 2026 | 786,527 | $737K | 0.00% | ABS-MBS |
| 6077 | LCH Ltd. | 000000000 | Jun 2026 | 34,600,000 | $737K | 0.00% | DIR |
| 6078 | Fannie Mae | 3140N8CB2 | Jun 2026 | 728,585 | $737K | 0.00% | ABS-MBS |
| 6079 | Citigroup Mortgage Loan Trust Inc | 17319EAP4 | Jun 2026 | 1,152,860 | $736K | 0.00% | ABS-MBS |
| 6080 | IndyMac Residential Asset Backed Trust | 43710BAC0 | Jun 2026 | 1,085,193 | $736K | 0.00% | ABS-O |
| 6081 | Thornburg Mortgage Securities Trust | 885220EW9 | Jun 2026 | 748,849 | $735K | 0.00% | ABS-MBS |
| 6082 | Ace Securities Corp. | 004421JH7 | Jun 2026 | 799,191 | $734K | 0.00% | ABS-MBS |
| 6083 | Fannie Mae | 3138WFVN3 | Jun 2026 | 768,474 | $734K | 0.00% | ABS-MBS |
| 6084 | MASTR Specialized Loan Trust | 57643AAA8 | Jun 2026 | 742,325 | $733K | 0.00% | ABS-O |
| 6085 | Fannie Mae | 3140GQ4H6 | Jun 2026 | 771,758 | $733K | 0.00% | ABS-MBS |
| 6086 | Government National Mortgage Association | 3617H7LZ5 | Jun 2026 | 781,740 | $733K | 0.00% | ABS-MBS |
| 6087 | Citigroup Mortgage Loan Trust Inc | 17315QAN6 | Jun 2026 | 1,952,930 | $732K | 0.00% | ABS-MBS |
| 6088 | Fannie Mae | 31392FCA3 | Jun 2026 | 721,023 | $732K | 0.00% | ABS-MBS |
| 6089 | Freddie Mac | 3133KYSK6 | Jun 2026 | 787,253 | $732K | 0.00% | ABS-MBS |
| 6090 | Countrywide Asset-Backed Certificates | 126673JG8 | Jun 2026 | 990,524 | $731K | 0.00% | ABS-O |
| 6091 | Fannie Mae | 3140NBWK3 | Jun 2026 | 705,383 | $730K | 0.00% | ABS-MBS |
| 6092 | Countrywide Asset-Backed Certificates | 126673SF0 | Jun 2026 | 600,490 | $728K | 0.00% | ABS-O |
| 6093 | Freddie Mac | 31426AJW9 | Jun 2026 | 723,775 | $727K | 0.00% | ABS-MBS |
| 6094 | Fannie Mae | 31418ERA0 | Jun 2026 | 708,370 | $727K | 0.00% | ABS-MBS |
| 6095 | Freddie Mac | 3133CCL95 | Jun 2026 | 718,779 | $727K | 0.00% | ABS-MBS |
| 6096 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $726K | 0.00% | DFE |
| 6097 | Fannie Mae | 3140H2XD5 | Jun 2026 | 782,374 | $725K | 0.00% | ABS-MBS |
| 6098 | Fannie Mae | 3140XQXU6 | Jun 2026 | 698,485 | $725K | 0.00% | ABS-MBS |
| 6099 | Fannie Mae | 3140B8CY5 | Jun 2026 | 735,816 | $724K | 0.00% | ABS-MBS |
| 6100 | Fannie Mae | 31418CV68 | Jun 2026 | 760,766 | $724K | 0.00% | ABS-MBS |
| 6101 | Countrywide Alternative Loan Trust | 12668ACG8 | Jun 2026 | 741,240 | $724K | 0.00% | ABS-MBS |
| 6102 | Citibank NA | 000000000 | Jun 2026 | 1 | $724K | 0.00% | DFE |
| 6103 | Fannie Mae | 3140YXFD8 | Jun 2026 | 734,047 | $724K | 0.00% | ABS-MBS |
| 6104 | Deutsche Bank AG | 000000000 | Jun 2026 | 1 | $723K | 0.00% | DFE |
| 6105 | Freddie Mac | 31425WFP1 | Jun 2026 | 734,414 | $723K | 0.00% | ABS-MBS |
| 6106 | Sequoia Mortgage Trust | 81743QAA2 | Jun 2026 | 1,316,642 | $722K | 0.00% | ABS-MBS |
| 6107 | Banc of America Funding Corporation | 05953YAB7 | Jun 2026 | 776,849 | $721K | 0.00% | ABS-MBS |
| 6108 | Morgan Stanley Mortgage Loan Trust | 61756XBK0 | Jun 2026 | 798,973 | $721K | 0.00% | ABS-MBS |
| 6109 | Fannie Mae | 3140EA5R0 | Jun 2026 | 753,761 | $720K | 0.00% | ABS-MBS |
| 6110 | Freddie Mac | 3142GTZV1 | Jun 2026 | 730,268 | $720K | 0.00% | ABS-MBS |
| 6111 | Freddie Mac | 3132DWMK6 | Jun 2026 | 715,108 | $719K | 0.00% | ABS-MBS |
| 6112 | Fannie Mae | 3140H63F4 | Jun 2026 | 757,565 | $719K | 0.00% | ABS-MBS |
| 6113 | Chase Mortgage Finance Corporation | 16163HAM3 | Jun 2026 | 1,706,393 | $719K | 0.00% | ABS-MBS |
| 6114 | Countrywide Alternative Loan Trust | 23246KAA9 | Jun 2026 | 2,324,591 | $718K | 0.00% | ABS-MBS |
| 6115 | RAAC Series | 76112B3F5 | Jun 2026 | 726,017 | $718K | 0.00% | ABS-O |
| 6116 | Freddie Mac | 3142JWUQ7 | Jun 2026 | 729,912 | $718K | 0.00% | ABS-MBS |
| 6117 | Freddie Mac | 3128MJYY0 | Jun 2026 | 799,315 | $717K | 0.00% | ABS-MBS |
| 6118 | Intercontinental Exchange, Inc. | 000000000 | Jun 2026 | 16,700,000 | $717K | 0.00% | DCR |
| 6119 | Fannie Mae | 3140AJKU1 | Jun 2026 | 710,408 | $716K | 0.00% | ABS-MBS |
| 6120 | Ameriquest Mortgage Securities Inc. | 03072SHJ7 | Jun 2026 | 723,489 | $716K | 0.00% | ABS-MBS |
| 6121 | Credit Suisse Mortgage Trust | 126380AL8 | Jun 2026 | 1,287,600 | $714K | 0.00% | ABS-MBS |
| 6122 | SFS Auto Receivables Securitization Trust | 78398AAD5 | Jun 2026 | 712,150 | $714K | 0.00% | ABS-O |
| 6123 | Citigroup Mortgage Loan Trust Inc | 17307G3F3 | Jun 2026 | 740,995 | $714K | 0.00% | ABS-MBS |
| 6124 | Fannie Mae | 3140AN6P9 | Jun 2026 | 706,974 | $714K | 0.00% | ABS-MBS |
| 6125 | Citigroup Mortgage Loan Trust Inc | 17311WAF4 | Jun 2026 | 769,183 | $713K | 0.00% | ABS-MBS |
| 6126 | Fannie Mae | 3140H2CJ5 | Jun 2026 | 770,648 | $712K | 0.00% | ABS-MBS |
| 6127 | Freddie Mac | 31335BB39 | Jun 2026 | 790,634 | $712K | 0.00% | ABS-MBS |
| 6128 | Fannie Mae | 3140HDYV0 | Jun 2026 | 748,644 | $711K | 0.00% | ABS-MBS |
| 6129 | DSLA Mortgage Loan Trust | 23332UDC5 | Jun 2026 | 741,821 | $710K | 0.00% | ABS-MBS |
| 6130 | GS Mortgage-Backed Securities Trust | 36273JAJ1 | Jun 2026 | 732,917 | $709K | 0.00% | ABS-MBS |
| 6131 | Countrywide Alternative Loan Trust | 12668BPN7 | Jun 2026 | 1,674,060 | $709K | 0.00% | ABS-MBS |
| 6132 | Adjustable Rate Mortgage Trust | 007036VE3 | Jun 2026 | 1,127,082 | $708K | 0.00% | ABS-MBS |
| 6133 | Freddie Mac | 3133BWUK7 | Jun 2026 | 698,508 | $708K | 0.00% | ABS-MBS |
| 6134 | Fannie Mae | 31397MCX3 | Jun 2026 | 703,990 | $707K | 0.00% | ABS-MBS |
| 6135 | LCH Ltd. | 000000000 | Jun 2026 | 14,600,000 | $706K | 0.00% | DIR |
| 6136 | Structured Asset Securities Corporation | 86359ACR2 | Jun 2026 | 763,801 | $705K | 0.00% | ABS-MBS |
| 6137 | Fannie Mae | 31418FQX8 | Jun 2026 | 666,740 | $705K | 0.00% | ABS-MBS |
| 6138 | Structured Asset Securities Corporation | 86359BU74 | Jun 2026 | 662,993 | $704K | 0.00% | ABS-O |
| 6139 | Merrill Lynch Mortgage Investors Trust | 59023EAC2 | Jun 2026 | 3,535,183 | $704K | 0.00% | ABS-MBS |
| 6140 | Fannie Mae | 31418B3D6 | Jun 2026 | 739,479 | $704K | 0.00% | ABS-MBS |
| 6141 | HSI Asset Securitization Corporation Trust | 44328AAB6 | Jun 2026 | 2,084,777 | $704K | 0.00% | ABS-MBS |
| 6142 | Residential Asset Mortgage Products, INC. | 76112BYY0 | Jun 2026 | 706,815 | $703K | 0.00% | ABS-O |
| 6143 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $702K | 0.00% | DFE |
| 6144 | Fannie Mae | 31418CQA5 | Jun 2026 | 762,039 | $702K | 0.00% | ABS-MBS |
| 6145 | Fannie Mae | 3140B05Z7 | Jun 2026 | 656,860 | $702K | 0.00% | ABS-MBS |
| 6146 | Freddie Mac | 3133KPMB1 | Jun 2026 | 746,769 | $702K | 0.00% | ABS-MBS |
| 6147 | MAYFLOWER RE LTD | 57839MAB4 | Jun 2026 | 700,000 | $701K | 0.00% | DBT |
| 6148 | Fannie Mae | 3140NBXM8 | Jun 2026 | 696,614 | $701K | 0.00% | ABS-MBS |
| 6149 | Ace Securities Corp. | 004421GM9 | Jun 2026 | 819,326 | $700K | 0.00% | ABS-MBS |
| 6150 | IndyMac INDX Mortgage Loan Trust | 45661XAA0 | Jun 2026 | 1,086,981 | $700K | 0.00% | ABS-MBS |
| 6151 | UKRAINE GOVERNMENT | 903724CD2 | Jun 2026 | 970,729 | $699K | 0.00% | DBT |
| 6152 | Morgan Stanley Capital Inc | 61744CMK9 | Jun 2026 | 688,837 | $699K | 0.00% | ABS-MBS |
| 6153 | Government National Mortgage Association | 3617H2J89 | Jun 2026 | 745,545 | $699K | 0.00% | ABS-MBS |
| 6154 | Banc of America Mortgage Securities | 05949CPG5 | Jun 2026 | 769,853 | $699K | 0.00% | ABS-MBS |
| 6155 | GSAMP Trust | 3622M8AD8 | Jun 2026 | 708,449 | $697K | 0.00% | ABS-O |
| 6156 | Impac CMB Trust | 45254NMY0 | Jun 2026 | 696,782 | $697K | 0.00% | ABS-MBS |
| 6157 | Countrywide Home Loans | 126694D21 | Jun 2026 | 735,962 | $697K | 0.00% | ABS-MBS |
| 6158 | MLCC Mortgage Investors Inc | 59020U4S1 | Jun 2026 | 709,646 | $696K | 0.00% | ABS-MBS |
| 6159 | Fannie Mae | 3140GS7H9 | Jun 2026 | 753,197 | $695K | 0.00% | ABS-MBS |
| 6160 | Fannie Mae | 3140NPRE2 | Jun 2026 | 678,838 | $695K | 0.00% | ABS-MBS |
| 6161 | Countrywide Home Loans | 12669GUR0 | Jun 2026 | 723,941 | $694K | 0.00% | ABS-MBS |
| 6162 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $694K | 0.00% | DFE |
| 6163 | Intercontinental Exchange, Inc. | 000000000 | Jun 2026 | 91,700,000 | $693K | 0.00% | DCR |
| 6164 | Option One Mortgage Loan Trust | 68403KAQ8 | Jun 2026 | 770,357 | $693K | 0.00% | ABS-MBS |
| 6165 | Freddie Mac | 3137AF3W0 | Jun 2026 | 684,992 | $692K | 0.00% | ABS-MBS |
| 6166 | Government National Mortgage Association | 3617GT4K0 | Jun 2026 | 738,251 | $692K | 0.00% | ABS-MBS |
| 6167 | Credit Suisse Mortgage Trust | 12644NUH7 | Jun 2026 | 2,389,436 | $691K | 0.00% | ABS-MBS |
| 6168 | LCH Ltd. | 000000000 | Jun 2026 | 119,700,000 | $691K | 0.00% | DIR |
| 6169 | JP Morgan Mortgage Trust | 46657BAA2 | Jun 2026 | 697,391 | $690K | 0.00% | ABS-MBS |
| 6170 | IndyMac IMJA Mortgage Loan Trust | 456669AA8 | Jun 2026 | 1,847,116 | $689K | 0.00% | ABS-MBS |
| 6171 | Freddie Mac | 3133BMLC7 | Jun 2026 | 733,837 | $688K | 0.00% | ABS-MBS |
| 6172 | Carrington Mortgage Loan Trust | 78514RAF2 | Jun 2026 | 682,786 | $688K | 0.00% | ABS-O |
| 6173 | Fannie Mae | 3140K4TV2 | Jun 2026 | 748,548 | $687K | 0.00% | ABS-MBS |
| 6174 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 525,100,000 | $686K | 0.00% | DIR |
| 6175 | Fannie Mae | 3140HF2P3 | Jun 2026 | 746,570 | $686K | 0.00% | ABS-MBS |
| 6176 | Morgan Stanley Residential Mortgage Loan Trust | 617957AR6 | Jun 2026 | 739,350 | $686K | 0.00% | ABS-MBS |
| 6177 | Centex Home Equity | 152314NG1 | Jun 2026 | 790,774 | $686K | 0.00% | ABS-MBS |
| 6178 | Citigroup Mortgage Loan Trust, Inc. | 000000000 | Jun 2026 | 684,741 | $685K | 0.00% | ABS-MBS |
| 6179 | Freddie Mac | 3132XULM5 | Jun 2026 | 740,344 | $685K | 0.00% | ABS-MBS |
| 6180 | Fannie Mae | 31418FXH5 | Jun 2026 | 696,633 | $685K | 0.00% | ABS-MBS |
| 6181 | Structured Asset Securities Corporation | 86359BCK5 | Jun 2026 | 700,052 | $684K | 0.00% | ABS-MBS |
| 6182 | Bear Stearns Adjustable Rate Mortgage Trust | 07387AEG6 | Jun 2026 | 706,416 | $684K | 0.00% | ABS-MBS |
| 6183 | Government National Mortgage Association | 3617GQ5R0 | Jun 2026 | 728,012 | $682K | 0.00% | ABS-MBS |
| 6184 | Wells Fargo Mortgage Backed Securities Trust | 94984MAR5 | Jun 2026 | 723,862 | $682K | 0.00% | ABS-MBS |
| 6185 | Freddie Mac | 3142JRE45 | Jun 2026 | 692,476 | $681K | 0.00% | ABS-MBS |
| 6186 | Residential Accredit Loans, Inc. | 761118NA2 | Jun 2026 | 740,540 | $680K | 0.00% | ABS-MBS |
| 6187 | Renaissance Home Equity Loan Trust | 75970JAG1 | Jun 2026 | 2,781,357 | $680K | 0.00% | ABS-MBS |
| 6188 | LCH Ltd. | 000000000 | Jun 2026 | 51,600,000 | $679K | 0.00% | DIR |
| 6189 | Countrywide Alternative Loan Trust | 02147RAN0 | Jun 2026 | 2,433,615 | $679K | 0.00% | ABS-MBS |
| 6190 | LCH Ltd. | 000000000 | Jun 2026 | 89,800,000 | $678K | 0.00% | DIR |
| 6191 | Long Beach Mortgage Loan Trust | 54251UAD8 | Jun 2026 | 2,821,224 | $675K | 0.00% | ABS-O |
| 6192 | Bear Stearns Alt-A Trust | 07386HJY8 | Jun 2026 | 511,426 | $675K | 0.00% | ABS-MBS |
| 6193 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $674K | 0.00% | DFE |
| 6194 | Intercontinental Exchange, Inc. | 000000000 | Jun 2026 | 37,600,000 | $673K | 0.00% | DCR |
| 6195 | LCH Ltd. | 000000000 | Jun 2026 | 105,100,000 | $672K | 0.00% | DIR |
| 6196 | Freddie Mac | 31426NRJ1 | Jun 2026 | 680,737 | $672K | 0.00% | ABS-MBS |
| 6197 | JP Morgan Mortgage Acquisition Corp | 46625SAE6 | Jun 2026 | 673,154 | $672K | 0.00% | ABS-O |
| 6198 | Freddie Mac | 3142JPJW2 | Jun 2026 | 681,164 | $671K | 0.00% | ABS-MBS |
| 6199 | Freddie Mac | 3133D05Z0 | Jun 2026 | 667,443 | $671K | 0.00% | ABS-MBS |
| 6200 | Fannie Mae | 3140XKPJ3 | Jun 2026 | 662,646 | $670K | 0.00% | ABS-MBS |
| 6201 | Countrywide Home Loans | 12669GUY5 | Jun 2026 | 1,674,113 | $670K | 0.00% | ABS-MBS |
| 6202 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $669K | 0.00% | DFE |
| 6203 | LCH Ltd. | 000000000 | Jun 2026 | 120,600,000 | $669K | 0.00% | DIR |
| 6204 | Fannie Mae | 31410KFF6 | Jun 2026 | 635,296 | $667K | 0.00% | ABS-MBS |
| 6205 | Banco Santander SA | 000000000 | Jun 2026 | 1 | $666K | 0.00% | DFE |
| 6206 | Fannie Mae | 3140XHEW3 | Jun 2026 | 709,063 | $665K | 0.00% | ABS-MBS |
| 6207 | Countrywide Home Loans | 126694K56 | Jun 2026 | 1,419,063 | $665K | 0.00% | ABS-MBS |
| 6208 | HarborView Mortgage Loan Trust | 41161PFU2 | Jun 2026 | 676,278 | $665K | 0.00% | ABS-MBS |
| 6209 | Fannie Mae | 3140NDPA9 | Jun 2026 | 659,013 | $664K | 0.00% | ABS-MBS |
| 6210 | Fannie Mae | 3138YPYR7 | Jun 2026 | 695,178 | $664K | 0.00% | ABS-MBS |
| 6211 | Fannie Mae | 3140GWPL1 | Jun 2026 | 698,848 | $663K | 0.00% | ABS-MBS |
| 6212 | Fannie Mae | 3140GQNB8 | Jun 2026 | 699,530 | $663K | 0.00% | ABS-MBS |
| 6213 | Freddie Mac | 3133CT5N5 | Jun 2026 | 658,018 | $663K | 0.00% | ABS-MBS |
| 6214 | Fannie Mae | 3140NLRD3 | Jun 2026 | 655,653 | $663K | 0.00% | ABS-MBS |
| 6215 | First Horizon Alternative Mortgage Securities | 32051GQ99 | Jun 2026 | 815,782 | $662K | 0.00% | ABS-MBS |
| 6216 | HSI Asset Loan Obligation | 44329EAE1 | Jun 2026 | 761,194 | $662K | 0.00% | ABS-MBS |
| 6217 | Park Place Securities Inc | 70069FMT1 | Jun 2026 | 668,244 | $662K | 0.00% | ABS-O |
| 6218 | MSJP | 553697AC7 | Jun 2026 | 43,614,837 | $660K | 0.00% | ABS-MBS |
| 6219 | Fannie Mae | 3140N44W4 | Jun 2026 | 655,417 | $660K | 0.00% | ABS-MBS |
| 6220 | Fannie Mae | 3138WGXY5 | Jun 2026 | 691,645 | $659K | 0.00% | ABS-MBS |
| 6221 | BCAP LLC Trust | 05533XAA0 | Jun 2026 | 1,246,911 | $659K | 0.00% | ABS-MBS |
| 6222 | Residential Asset Securitization Trust | 45660LTS8 | Jun 2026 | 1,164,105 | $659K | 0.00% | ABS-MBS |
| 6223 | Freddie Mac | 3128MJ2F6 | Jun 2026 | 734,538 | $657K | 0.00% | ABS-MBS |
| 6224 | Fannie Mae | 31418DFJ6 | Jun 2026 | 686,372 | $656K | 0.00% | ABS-MBS |
| 6225 | Fannie Mae | 3140JN3W8 | Jun 2026 | 692,107 | $656K | 0.00% | ABS-MBS |
| 6226 | First Franklin Mtg Loan Asset Backed Certificates | 320277AE6 | Jun 2026 | 656,602 | $654K | 0.00% | ABS-O |
| 6227 | Government National Mortgage Association | 36197KUR1 | Jun 2026 | 716,405 | $653K | 0.00% | ABS-MBS |
| 6228 | Fannie Mae | 3138WJ5K0 | Jun 2026 | 706,287 | $653K | 0.00% | ABS-MBS |
| 6229 | Deutsche Bank AG | 000000000 | Jun 2026 | 1 | $653K | 0.00% | DFE |
| 6230 | Fannie Mae | 3140NHU30 | Jun 2026 | 648,018 | $653K | 0.00% | ABS-MBS |
| 6231 | Fannie Mae | 3140N83F3 | Jun 2026 | 654,561 | $652K | 0.00% | ABS-MBS |
| 6232 | JP Morgan Mortgage Trust | 466247E74 | Jun 2026 | 990,871 | $652K | 0.00% | ABS-MBS |
| 6233 | Ellington Loan Acquisition Trust | 288547AE2 | Jun 2026 | 656,880 | $651K | 0.00% | ABS-O |
| 6234 | Freddie Mac | 3132ACSK7 | Jun 2026 | 666,672 | $651K | 0.00% | ABS-MBS |
| 6235 | WAMU Mortgage Pass-Through Certificates | 92922F8K7 | Jun 2026 | 674,348 | $651K | 0.00% | ABS-MBS |
| 6236 | Landmark Mortgage Securities Plc | 000000000 | Jun 2026 | 576,298 | $651K | 0.00% | ABS-MBS |
| 6237 | Countrywide Alternative Loan Trust | 12668ASR7 | Jun 2026 | 1,509,959 | $650K | 0.00% | ABS-MBS |
| 6238 | Government National Mortgage Association | 3617GJNM7 | Jun 2026 | 688,096 | $649K | 0.00% | ABS-MBS |
| 6239 | Newcastle Mortgage Securities Trust | 65106FAD4 | Jun 2026 | 650,393 | $649K | 0.00% | ABS-O |
| 6240 | RMAC Securities PLC | 000000000 | Jun 2026 | 496,475 | $648K | 0.00% | ABS-MBS |
| 6241 | Ameriquest Mortgage Securities Inc. | 03072SRY3 | Jun 2026 | 653,544 | $648K | 0.00% | ABS-O |
| 6242 | Washington Mutual Mortgage Pass-Through CTFS | 93934FMA7 | Jun 2026 | 696,843 | $648K | 0.00% | ABS-MBS |
| 6243 | Fannie Mae | 3140FCWH7 | Jun 2026 | 698,932 | $648K | 0.00% | ABS-MBS |
| 6244 | First Franklin Mtg Loan Asset Backed Certificates | 32027NLD1 | Jun 2026 | 581,270 | $646K | 0.00% | ABS-O |
| 6245 | WAMU Mortgage Pass-Through Certificates | 92922FZE1 | Jun 2026 | 664,397 | $645K | 0.00% | ABS-MBS |
| 6246 | Bear Stearns Alt-A Trust | 07386XAH9 | Jun 2026 | 1,419,891 | $645K | 0.00% | ABS-MBS |
| 6247 | Fannie Mae | 3140QDD43 | Jun 2026 | 680,541 | $645K | 0.00% | ABS-MBS |
| 6248 | Countrywide Asset-Backed Certificates | 126673B92 | Jun 2026 | 643,107 | $641K | 0.00% | ABS-O |
| 6249 | Countrywide Home Loans | 12669GBY6 | Jun 2026 | 663,781 | $640K | 0.00% | ABS-MBS |
| 6250 | HarborView Mortgage Loan Trust | 41161PKD4 | Jun 2026 | 668,368 | $640K | 0.00% | ABS-MBS |
| 6251 | Bear Stearns Alt-A Trust | 07386HB83 | Jun 2026 | 927,422 | $639K | 0.00% | ABS-MBS |
| 6252 | Merrill Lynch Mortgage Investors Trust | 59020UW27 | Jun 2026 | 1,571,369 | $636K | 0.00% | ABS-MBS |
| 6253 | Bear Stearns Asset Backed Securities Trust | 07389MAB3 | Jun 2026 | 647,776 | $635K | 0.00% | ABS-MBS |
| 6254 | Fannie Mae | 3140KCUY6 | Jun 2026 | 672,252 | $635K | 0.00% | ABS-MBS |
| 6255 | Residential Accredit Loans, Inc. | 761118DA3 | Jun 2026 | 872,509 | $632K | 0.00% | ABS-MBS |
| 6256 | Freddie Mac | 3133BWDA8 | Jun 2026 | 636,488 | $632K | 0.00% | ABS-MBS |
| 6257 | Fannie Mae | 3138WCHX4 | Jun 2026 | 658,831 | $632K | 0.00% | ABS-MBS |
| 6258 | Fannie Mae | 3140A1DV6 | Jun 2026 | 652,066 | $630K | 0.00% | ABS-MBS |
| 6259 | Citigroup Mortgage Loan Trust Inc | 17329YAR4 | Jun 2026 | 645,923 | $630K | 0.00% | ABS-MBS |
| 6260 | Freddie Mac | 3133WDQK1 | Jun 2026 | 625,339 | $630K | 0.00% | ABS-MBS |
| 6261 | Intercontinental Exchange, Inc. | 000000000 | Jun 2026 | 51,600,000 | $630K | 0.00% | DCR |
| 6262 | Ace Securities Corp. | 00443LAD0 | Jun 2026 | 1,037,692 | $628K | 0.00% | ABS-MBS |
| 6263 | MASTR Reperforming Loan Trust | 57643QAE5 | Jun 2026 | 1,357,663 | $628K | 0.00% | ABS-MBS |
| 6264 | Washington Mutual Mortgage Pass-Through CTFS | 92922FX94 | Jun 2026 | 722,983 | $627K | 0.00% | ABS-MBS |
| 6265 | Citigroup Mortgage Loan Trust Inc | 17307GPU6 | Jun 2026 | 642,989 | $626K | 0.00% | ABS-MBS |
| 6266 | Countrywide Home Loans | 12669G3T6 | Jun 2026 | 1,051,992 | $626K | 0.00% | ABS-MBS |
| 6267 | Countrywide Alternative Loan Trust | 12667GLF8 | Jun 2026 | 843,831 | $626K | 0.00% | ABS-MBS |
| 6268 | Fannie Mae | 3140BRBV0 | Jun 2026 | 632,602 | $626K | 0.00% | ABS-MBS |
| 6269 | Wells Fargo Mortgage Backed Securities Trust | 94984MAM6 | Jun 2026 | 673,812 | $625K | 0.00% | ABS-MBS |
| 6270 | Freddie Mac | 3133A93T0 | Jun 2026 | 636,144 | $625K | 0.00% | ABS-MBS |
| 6271 | Structured Adjustable Rate Mortgage Loan Trust | 863579RP5 | Jun 2026 | 756,757 | $625K | 0.00% | ABS-MBS |
| 6272 | Opteum Mortgage Acceptance Corporation | 68383NBB8 | Jun 2026 | 625,279 | $625K | 0.00% | ABS-MBS |
| 6273 | DSLA Mortgage Loan Trust | 23332UFF6 | Jun 2026 | 1,192,603 | $624K | 0.00% | ABS-MBS |
| 6274 | Fannie Mae | 31418E3C2 | Jun 2026 | 632,336 | $624K | 0.00% | ABS-MBS |
| 6275 | Legacy Mortgage Asset Trust | 52474TAD6 | Jun 2026 | 701,729 | $623K | 0.00% | ABS-MBS |
| 6276 | Fannie Mae | 3140KGHZ9 | Jun 2026 | 679,096 | $623K | 0.00% | ABS-MBS |
| 6277 | Fannie Mae | 3138WK4B8 | Jun 2026 | 654,879 | $623K | 0.00% | ABS-MBS |
| 6278 | Freddie Mac | 31426G6S9 | Jun 2026 | 599,017 | $622K | 0.00% | ABS-MBS |
| 6279 | JP Morgan Chase Commercial Mortgage Sec Trust | 46652WAC7 | Jun 2026 | 158,100,000 | $622K | 0.00% | ABS-MBS |
| 6280 | Citibank NA | 000000000 | Jun 2026 | 1 | $621K | 0.00% | DFE |
| 6281 | WAMU Mortgage Pass-Through Certificates | 92922FB72 | Jun 2026 | 629,860 | $620K | 0.00% | ABS-MBS |
| 6282 | Fannie Mae | 3138WFCM6 | Jun 2026 | 648,365 | $619K | 0.00% | ABS-MBS |
| 6283 | Fannie Mae | 3140FTQB0 | Jun 2026 | 636,988 | $619K | 0.00% | ABS-MBS |
| 6284 | Countrywide Alternative Loan Trust | 12667GGR8 | Jun 2026 | 1,163,066 | $619K | 0.00% | ABS-MBS |
| 6285 | Government National Mortgage Association | 3617BAT45 | Jun 2026 | 678,014 | $618K | 0.00% | ABS-MBS |
| 6286 | Morgan Stanley Mortgage Loan Trust | 61748HCE9 | Jun 2026 | 624,511 | $618K | 0.00% | ABS-MBS |
| 6287 | Citigroup Mortgage Loan Trust Inc | 17307GE46 | Jun 2026 | 1,378,660 | $616K | 0.00% | ABS-MBS |
| 6288 | Residential Asset Securities Corporation | 75406XAE9 | Jun 2026 | 617,021 | $614K | 0.00% | ABS-MBS |
| 6289 | Freddie Mac | 3132VQBG0 | Jun 2026 | 668,852 | $614K | 0.00% | ABS-MBS |
| 6290 | GS Mortgage-Backed Securities Trust | 36273PAH1 | Jun 2026 | 728,021 | $613K | 0.00% | ABS-MBS |
| 6291 | First Franklin Mtg Loan Asset Backed Certificates | 32027NNS6 | Jun 2026 | 607,686 | $613K | 0.00% | ABS-O |
| 6292 | Fannie Mae | 3140AQAU6 | Jun 2026 | 608,154 | $613K | 0.00% | ABS-MBS |
| 6293 | Freddie Mac | 31334YZF7 | Jun 2026 | 689,696 | $613K | 0.00% | ABS-MBS |
| 6294 | Residential Asset Mortgage Products, INC. | 76112BH86 | Jun 2026 | 700,000 | $612K | 0.00% | ABS-O |
| 6295 | Merrill Lynch Mortgage Investors Trust | 59023WAS7 | Jun 2026 | 401,547 | $611K | 0.00% | ABS-MBS |
| 6296 | Securitized Asset Backed Receivables LLC Trust | 81375WCT1 | Jun 2026 | 661,685 | $611K | 0.00% | ABS-O |
| 6297 | Fannie Mae | 3140BUC34 | Jun 2026 | 619,106 | $610K | 0.00% | ABS-MBS |
| 6298 | LCH Ltd. | 000000000 | Jun 2026 | 79,700,000 | $609K | 0.00% | DIR |
| 6299 | Fannie Mae | 3140NL3Q0 | Jun 2026 | 601,958 | $609K | 0.00% | ABS-MBS |
| 6300 | SMB Private Education Loan Trust | 83208D107 | Jun 2026 | 46,859 | $608K | 0.00% | ABS-O |
| 6301 | Merrill Lynch Mortgage Investors Trust | 59020U5W1 | Jun 2026 | 1,372,628 | $607K | 0.00% | ABS-MBS |
| 6302 | LCH Ltd. | 000000000 | Jun 2026 | 79,200,000 | $607K | 0.00% | DIR |
| 6303 | Freddie Mac | 3133A4Q66 | Jun 2026 | 659,964 | $607K | 0.00% | ABS-MBS |
| 6304 | Freddie Mac | 31426HCH4 | Jun 2026 | 616,615 | $607K | 0.00% | ABS-MBS |
| 6305 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $606K | 0.00% | DFE |
| 6306 | Fannie Mae | 3140H6PG8 | Jun 2026 | 637,587 | $605K | 0.00% | ABS-MBS |
| 6307 | SoFi Alternative Trust | 83406X202 | Jun 2026 | 50,000 | $604K | 0.00% | ABS-O |
| 6308 | Morgan Stanley Mortgage Loan Trust | 61751GAC1 | Jun 2026 | 3,245,688 | $603K | 0.00% | ABS-MBS |
| 6309 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 366,300,000 | $603K | 0.00% | DIR |
| 6310 | Fannie Mae | 31418CLH5 | Jun 2026 | 640,017 | $603K | 0.00% | ABS-MBS |
| 6311 | Fannie Mae | 3140JLYQ1 | Jun 2026 | 634,287 | $603K | 0.00% | ABS-MBS |
| 6312 | Countrywide Alternative Loan Trust | 02148JAK3 | Jun 2026 | 739,673 | $602K | 0.00% | ABS-MBS |
| 6313 | Fannie Mae | 3140ATUF1 | Jun 2026 | 598,474 | $602K | 0.00% | ABS-MBS |
| 6314 | Banc of America Mortgage Securities | 05948XTJ0 | Jun 2026 | 624,041 | $601K | 0.00% | ABS-MBS |
| 6315 | LCH Ltd. | 000000000 | Jun 2026 | 63,600,000 | $600K | 0.00% | DIR |
| 6316 | Countrywide Alternative Loan Trust | 12668BZM8 | Jun 2026 | 1,303,765 | $600K | 0.00% | ABS-MBS |
| 6317 | Fannie Mae | 3138WKUE3 | Jun 2026 | 643,530 | $599K | 0.00% | ABS-MBS |
| 6318 | Fannie Mae | 3140W4MC8 | Jun 2026 | 607,785 | $598K | 0.00% | ABS-MBS |
| 6319 | WAMU Mortgage Pass-Through Certificates | 939336V91 | Jun 2026 | 611,985 | $598K | 0.00% | ABS-MBS |
| 6320 | Fannie Mae | 3140X3B80 | Jun 2026 | 650,926 | $597K | 0.00% | ABS-MBS |
| 6321 | Fannie Mae | 3140FQJ73 | Jun 2026 | 646,358 | $597K | 0.00% | ABS-MBS |
| 6322 | Structured Asset Mortgage Investments Inc | 86359LPD5 | Jun 2026 | 633,761 | $597K | 0.00% | ABS-MBS |
| 6323 | Structured Asset Securities Corporation | 863576AF1 | Jun 2026 | 635,007 | $595K | 0.00% | ABS-MBS |
| 6324 | Government National Mortgage Association | 3617GP6Z3 | Jun 2026 | 635,754 | $595K | 0.00% | ABS-MBS |
| 6325 | Countrywide Alternative Loan Trust | 12668BJZ7 | Jun 2026 | 905,056 | $594K | 0.00% | ABS-MBS |
| 6326 | Structured Adjustable Rate Mortgage Loan Trust | 86359BWC1 | Jun 2026 | 601,960 | $594K | 0.00% | ABS-MBS |
| 6327 | LCH Ltd. | 000000000 | Jun 2026 | 79,700,000 | $594K | 0.00% | DIR |
| 6328 | Freddie Mac | 3133A3FX1 | Jun 2026 | 624,731 | $592K | 0.00% | ABS-MBS |
| 6329 | GSAA Home Equity Trust | 362382AG8 | Jun 2026 | 2,482,939 | $592K | 0.00% | ABS-MBS |
| 6330 | Freddie Mac | 3133BWT29 | Jun 2026 | 595,025 | $590K | 0.00% | ABS-MBS |
| 6331 | Fannie Mae | 31418FBN6 | Jun 2026 | 586,038 | $590K | 0.00% | ABS-MBS |
| 6332 | Fannie Mae | 3140AVUD1 | Jun 2026 | 586,447 | $590K | 0.00% | ABS-MBS |
| 6333 | Option One Mortgage Loan Trust | 68402YAC0 | Jun 2026 | 604,292 | $589K | 0.00% | ABS-MBS |
| 6334 | Morgan Stanley Residential Mortgage Loan Trust | 61781WAR7 | Jun 2026 | 621,695 | $589K | 0.00% | ABS-MBS |
| 6335 | LCH Ltd. | 000000000 | Jun 2026 | 50,480,000 | $589K | 0.00% | DIR |
| 6336 | IndyMac INDX Mortgage Loan Trust | 45660LCL1 | Jun 2026 | 624,365 | $589K | 0.00% | ABS-MBS |
| 6337 | Ace Securities Corp. | 00443LAC2 | Jun 2026 | 972,836 | $589K | 0.00% | ABS-MBS |
| 6338 | Ace Securities Corp. | 00443LAE8 | Jun 2026 | 972,836 | $589K | 0.00% | ABS-MBS |
| 6339 | CUPRESSUS MORTGAGES HOLDCO | 000000000 | Jun 2026 | 2,000,000 | $587K | 0.00% | ABS-MBS |
| 6340 | Fannie Mae | 3140NAYS6 | Jun 2026 | 570,055 | $586K | 0.00% | ABS-MBS |
| 6341 | Freddie Mac | 3132L9MA0 | Jun 2026 | 635,344 | $586K | 0.00% | ABS-MBS |
| 6342 | Countrywide Alternative Loan Trust | 12668AAM7 | Jun 2026 | 1,189,590 | $586K | 0.00% | ABS-MBS |
| 6343 | Bear Stearns Adjustable Rate Mortgage Trust | 07386YAA2 | Jun 2026 | 660,987 | $585K | 0.00% | ABS-MBS |
| 6344 | Freddie Mac | 3142JPRT0 | Jun 2026 | 594,067 | $584K | 0.00% | ABS-MBS |
| 6345 | Freddie Mac | 3137A5L77 | Jun 2026 | 653,133 | $583K | 0.00% | ABS-MBS |
| 6346 | Fannie Mae | 3140Q8KB0 | Jun 2026 | 630,337 | $581K | 0.00% | ABS-MBS |
| 6347 | BCAP LLC Trust | 05532KAU5 | Jun 2026 | 658,421 | $581K | 0.00% | ABS-MBS |
| 6348 | Citigroup Mortgage Loan Trust Inc | 17307GL22 | Jun 2026 | 573,249 | $580K | 0.00% | ABS-MBS |
| 6349 | Freddie Mac | 3133WFYW1 | Jun 2026 | 586,505 | $579K | 0.00% | ABS-MBS |
| 6350 | Ace Securities Corp. | 004427BM1 | Jun 2026 | 558,229 | $578K | 0.00% | ABS-MBS |
| 6351 | Countrywide Alternative Loan Trust | 12668AUS2 | Jun 2026 | 1,528,964 | $578K | 0.00% | ABS-MBS |
| 6352 | Countrywide Alternative Loan Trust | 02146TAV9 | Jun 2026 | 7,106,744 | $578K | 0.00% | ABS-MBS |
| 6353 | Fannie Mae | 3140AQMH2 | Jun 2026 | 573,686 | $578K | 0.00% | ABS-MBS |
| 6354 | Residential Accredit Loans, Inc. | 74923WAC2 | Jun 2026 | 690,300 | $577K | 0.00% | ABS-MBS |
| 6355 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $576K | 0.00% | DFE |
| 6356 | Fannie Mae | 3140BKY99 | Jun 2026 | 580,537 | $575K | 0.00% | ABS-MBS |
| 6357 | GSR Mortgage Loan Trust | 362341MD8 | Jun 2026 | 1,231,181 | $573K | 0.00% | ABS-MBS |
| 6358 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $573K | 0.00% | DFE |
| 6359 | J.P. Morgan Alternative Loan Trust | 46627MEN3 | Jun 2026 | 1,246,295 | $573K | 0.00% | ABS-MBS |
| 6360 | Morgan Stanley Mortgage Loan Trust | 61750PAB4 | Jun 2026 | 2,083,382 | $573K | 0.00% | ABS-MBS |
| 6361 | GSR Mortgage Loan Trust | 362334JH8 | Jun 2026 | 404,721 | $573K | 0.00% | ABS-MBS |
| 6362 | Fannie Mae | 3138YCCV1 | Jun 2026 | 600,914 | $572K | 0.00% | ABS-MBS |
| 6363 | HarborView Mortgage Loan Trust | 41161PWV1 | Jun 2026 | 1,247,799 | $570K | 0.00% | ABS-MBS |
| 6364 | Fannie Mae | 3138WVZN4 | Jun 2026 | 591,990 | $570K | 0.00% | ABS-MBS |
| 6365 | Banc of America Funding Corporation | 05951VAA7 | Jun 2026 | 576,538 | $570K | 0.00% | ABS-MBS |
| 6366 | Countrywide Alternative Loan Trust | 02147QAP7 | Jun 2026 | 1,070,047 | $569K | 0.00% | ABS-MBS |
| 6367 | Government National Mortgage Association | 3617GW6D7 | Jun 2026 | 607,363 | $569K | 0.00% | ABS-MBS |
| 6368 | Bear Stearns Adjustable Rate Mortgage Trust | 07384M2V3 | Jun 2026 | 621,286 | $568K | 0.00% | ABS-MBS |
| 6369 | WAMU Mortgage Pass-Through Certificates | 92922FZF8 | Jun 2026 | 573,355 | $568K | 0.00% | ABS-MBS |
| 6370 | LCH Ltd. | 000000000 | Jun 2026 | 79,700,000 | $567K | 0.00% | DIR |
| 6371 | Citigroup Mortgage Loan Trust Inc | 17307GY36 | Jun 2026 | 565,002 | $567K | 0.00% | ABS-MBS |
| 6372 | Countrywide Alternative Loan Trust | 02150EAN3 | Jun 2026 | 1,206,796 | $567K | 0.00% | ABS-MBS |
| 6373 | Countrywide Asset-Backed Certificates | 126673PU0 | Jun 2026 | 570,207 | $566K | 0.00% | ABS-O |
| 6374 | Fannie Mae | 3140Q8EZ4 | Jun 2026 | 612,720 | $565K | 0.00% | ABS-MBS |
| 6375 | J.P. Morgan Alternative Loan Trust | 466308AG8 | Jun 2026 | 7,835,000 | $564K | 0.00% | ABS-MBS |
| 6376 | Upstart Structured Pass-Through Trust | 91680YAY7 | Jun 2026 | 563,412 | $563K | 0.00% | ABS-O |
| 6377 | Banc of America Funding Corporation | 05950HAA9 | Jun 2026 | 555,716 | $562K | 0.00% | ABS-MBS |
| 6378 | HSI Asset Securitization Corporation Trust | 44328AAE0 | Jun 2026 | 1,638,123 | $560K | 0.00% | ABS-MBS |
| 6379 | Bear Stearns Asset Backed Securities Trust | 07387YAE3 | Jun 2026 | 616,900 | $560K | 0.00% | ABS-MBS |
| 6380 | Fannie Mae | 3140X7AV1 | Jun 2026 | 573,020 | $559K | 0.00% | ABS-MBS |
| 6381 | Long Beach Mortgage Loan Trust | 542514FX7 | Jun 2026 | 566,374 | $558K | 0.00% | ABS-O |
| 6382 | Fannie Mae | 3140GSAH5 | Jun 2026 | 602,245 | $558K | 0.00% | ABS-MBS |
| 6383 | Countrywide Home Loans | 17025RAA3 | Jun 2026 | 608,218 | $558K | 0.00% | ABS-MBS |
| 6384 | Fannie Mae | 3140FQWT0 | Jun 2026 | 588,109 | $557K | 0.00% | ABS-MBS |
| 6385 | Fannie Mae | 3140JHBE2 | Jun 2026 | 586,080 | $557K | 0.00% | ABS-MBS |
| 6386 | PHH Alternative Mortgage Trust | 69337MAD2 | Jun 2026 | 564,545 | $556K | 0.00% | ABS-MBS |
| 6387 | MSJP | 553697AE3 | Jun 2026 | 31,700,000 | $556K | 0.00% | ABS-MBS |
| 6388 | Government National Mortgage Association | 3617H7LE2 | Jun 2026 | 593,136 | $556K | 0.00% | ABS-MBS |
| 6389 | Freddie Mac | 31426RWE7 | Jun 2026 | 562,830 | $556K | 0.00% | ABS-MBS |
| 6390 | Asset Backed Funding Certificates | 04542BGG1 | Jun 2026 | 566,454 | $555K | 0.00% | ABS-MBS |
| 6391 | Fannie Mae | 3140J9ML2 | Jun 2026 | 560,688 | $554K | 0.00% | ABS-MBS |
| 6392 | BCAP LLC Trust | 05531RAX5 | Jun 2026 | 617,885 | $554K | 0.00% | ABS-MBS |
| 6393 | Residential Accredit Loans, Inc. | 76110H7B9 | Jun 2026 | 587,503 | $553K | 0.00% | ABS-MBS |
| 6394 | Residential Asset Mortgage Products, INC. | 760985X89 | Jun 2026 | 552,724 | $553K | 0.00% | ABS-O |
| 6395 | LCH Ltd. | 000000000 | Jun 2026 | 79,400,000 | $553K | 0.00% | DIR |
| 6396 | Deutsche Bank AG | 000000000 | Jun 2026 | 1 | $552K | 0.00% | DFE |
| 6397 | PRKCM Trust | 69391XAA7 | Jun 2026 | 548,711 | $552K | 0.00% | ABS-MBS |
| 6398 | PRP Advisors, LLC | 74448JAA1 | Jun 2026 | 560,966 | $552K | 0.00% | ABS-MBS |
| 6399 | Countrywide Alternative Loan Trust | 02150JAC6 | Jun 2026 | 1,170,255 | $552K | 0.00% | ABS-MBS |
| 6400 | Fannie Mae | 3140NATW3 | Jun 2026 | 536,256 | $552K | 0.00% | ABS-MBS |
| 6401 | Structured Adjustable Rate Mortgage Loan Trust | 863579ZL5 | Jun 2026 | 620,917 | $551K | 0.00% | ABS-MBS |
| 6402 | Fannie Mae | 3140H7HJ9 | Jun 2026 | 576,706 | $551K | 0.00% | ABS-MBS |
| 6403 | Bear Stearns Adjustable Rate Mortgage Trust | 07387ADG7 | Jun 2026 | 633,207 | $551K | 0.00% | ABS-MBS |
| 6404 | Residential Asset Securitization Trust | 76114QAC9 | Jun 2026 | 1,607,927 | $551K | 0.00% | ABS-MBS |
| 6405 | Freddie Mac | 3132DUCT2 | Jun 2026 | 558,770 | $551K | 0.00% | ABS-MBS |
| 6406 | SG Mortgage Securities Trust | 81879MAW9 | Jun 2026 | 1,127,449 | $551K | 0.00% | ABS-O |
| 6407 | Freddie Mac | 3133KYVB2 | Jun 2026 | 654,620 | $551K | 0.00% | ABS-MBS |
| 6408 | Freddie Mac | 3131XBNF2 | Jun 2026 | 556,317 | $549K | 0.00% | ABS-MBS |
| 6409 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $549K | 0.00% | DFE |
| 6410 | Citigroup Mortgage Loan Trust Inc | 17319TAD8 | Jun 2026 | 845,232 | $547K | 0.00% | ABS-MBS |
| 6411 | HSI Asset Securitization Corporation Trust | 40430HAJ7 | Jun 2026 | 575,705 | $547K | 0.00% | ABS-MBS |
| 6412 | Fannie Mae | 3140B3V41 | Jun 2026 | 515,074 | $547K | 0.00% | ABS-MBS |
| 6413 | Fannie Mae | 31418EPE4 | Jun 2026 | 531,493 | $547K | 0.00% | ABS-MBS |
| 6414 | Freddie Mac | 3142JNHL3 | Jun 2026 | 553,079 | $546K | 0.00% | ABS-MBS |
| 6415 | Morgan Stanley Mortgage Loan Trust | 61748HKL4 | Jun 2026 | 1,060,284 | $546K | 0.00% | ABS-MBS |
| 6416 | Countrywide Asset-Backed Certificates | 126673AX0 | Jun 2026 | 554,415 | $546K | 0.00% | ABS-O |
| 6417 | Thornburg Mortgage Securities Trust | 885220EC3 | Jun 2026 | 600,365 | $546K | 0.00% | ABS-MBS |
| 6418 | WAMU Mortgage Pass-Through Certificates | 92922F4C9 | Jun 2026 | 574,448 | $544K | 0.00% | ABS-MBS |
| 6419 | Fannie Mae | 3140B6FP5 | Jun 2026 | 523,621 | $544K | 0.00% | ABS-MBS |
| 6420 | Government National Mortgage Association | 3617H4P39 | Jun 2026 | 580,909 | $544K | 0.00% | ABS-MBS |
| 6421 | Banc of America Mortgage Securities | 05949CHA7 | Jun 2026 | 621,038 | $544K | 0.00% | ABS-MBS |
| 6422 | Nomura Asset Acceptance Corporation | 65535VDR6 | Jun 2026 | 551,516 | $544K | 0.00% | ABS-MBS |
| 6423 | Intercontinental Exchange, Inc. | 000000000 | Jun 2026 | 115,500,000 | $544K | 0.00% | DCR |
| 6424 | Fannie Mae | 3140GUNQ6 | Jun 2026 | 572,642 | $544K | 0.00% | ABS-MBS |
| 6425 | First Horizon Mortgage Pass-Through Trust | 32053EAA6 | Jun 2026 | 1,408,115 | $544K | 0.00% | ABS-MBS |
| 6426 | Freddie Mac | 31427KVG7 | Jun 2026 | 552,033 | $543K | 0.00% | ABS-MBS |
| 6427 | Centex Home Equity | 152314ND8 | Jun 2026 | 543,527 | $543K | 0.00% | ABS-MBS |
| 6428 | Citibank NA | 000000000 | Jun 2026 | 67,700,000 | $542K | 0.00% | DCR |
| 6429 | Government National Mortgage Association | 3617H7LD4 | Jun 2026 | 578,103 | $542K | 0.00% | ABS-MBS |
| 6430 | Countrywide Home Loans | 126694HS0 | Jun 2026 | 1,584,962 | $542K | 0.00% | ABS-MBS |
| 6431 | Banc of America Mortgage Securities | 05949A4G2 | Jun 2026 | 640,435 | $541K | 0.00% | ABS-MBS |
| 6432 | Fannie Mae | 3140AWHT9 | Jun 2026 | 547,014 | $540K | 0.00% | ABS-MBS |
| 6433 | Freddie Mac | 3133CJZE4 | Jun 2026 | 515,200 | $537K | 0.00% | ABS-MBS |
| 6434 | Countrywide Home Loans | 12669GR45 | Jun 2026 | 1,103,631 | $537K | 0.00% | ABS-MBS |
| 6435 | Freddie Mac | 31425XER6 | Jun 2026 | 533,836 | $537K | 0.00% | ABS-MBS |
| 6436 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 675,200,000 | $537K | 0.00% | DIR |
| 6437 | Carrington Mortgage Loan Trust | 144531DP2 | Jun 2026 | 541,217 | $536K | 0.00% | ABS-O |
| 6438 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 407,700,000 | $536K | 0.00% | DIR |
| 6439 | Fannie Mae | 3140X4HM1 | Jun 2026 | 544,431 | $535K | 0.00% | ABS-MBS |
| 6440 | Freddie Mac | 3133BUH42 | Jun 2026 | 528,545 | $535K | 0.00% | ABS-MBS |
| 6441 | Fannie Mae | 3140ATGM2 | Jun 2026 | 542,236 | $534K | 0.00% | ABS-MBS |
| 6442 | Countrywide Home Loans | 12543PAB9 | Jun 2026 | 1,295,061 | $533K | 0.00% | ABS-MBS |
| 6443 | Countrywide Home Loans | 12669GWQ0 | Jun 2026 | 540,805 | $531K | 0.00% | ABS-MBS |
| 6444 | Fannie Mae | 3140FDAG1 | Jun 2026 | 574,945 | $531K | 0.00% | ABS-MBS |
| 6445 | YELLOWSTONE ENERGY LP | 98580LAA3 | Jun 2026 | 534,401 | $530K | 0.00% | DBT |
| 6446 | Fannie Mae | 3140E6N65 | Jun 2026 | 551,041 | $530K | 0.00% | ABS-MBS |
| 6447 | MESA Trust Asset Backed Certificates | 68400XAC4 | Jun 2026 | 604,195 | $530K | 0.00% | ABS-MBS |
| 6448 | GS Mortgage-Backed Securities Trust | 36267AAH2 | Jun 2026 | 540,722 | $530K | 0.00% | ABS-MBS |
| 6449 | GREENE KING FINANCE PLC | 000000000 | Jun 2026 | 427,000 | $530K | 0.00% | DBT |
| 6450 | Government National Mortgage Association | 3617AYYN6 | Jun 2026 | 580,418 | $529K | 0.00% | ABS-MBS |
| 6451 | Nissan Auto Receivables Owner Trust | 65480MAD5 | Jun 2026 | 526,372 | $529K | 0.00% | ABS-O |
| 6452 | Residential Asset Securities Corporation | 76110WQ74 | Jun 2026 | 530,311 | $528K | 0.00% | ABS-MBS |
| 6453 | Fannie Mae | 3140FQJ65 | Jun 2026 | 569,466 | $528K | 0.00% | ABS-MBS |
| 6454 | MASTR Asset Securitization Trust | 55274QAL9 | Jun 2026 | 974,066 | $528K | 0.00% | ABS-MBS |
| 6455 | Morgan Stanley Home Equity Loan Trust | 61744CYQ3 | Jun 2026 | 559,693 | $528K | 0.00% | ABS-MBS |
| 6456 | PRP Advisors, LLC | 69381JAA0 | Jun 2026 | 536,268 | $527K | 0.00% | ABS-MBS |
| 6457 | Foresea Holding SA | 262051105 | Jun 2026 | 23,011 | $527K | 0.00% | EC |
| 6458 | Citibank NA | 000000000 | Jun 2026 | 1 | $527K | 0.00% | DFE |
| 6459 | Countrywide Home Loans | 12545EAJ5 | Jun 2026 | 1,669,648 | $527K | 0.00% | ABS-MBS |
| 6460 | Washington Mutual Mortgage Pass-Through CTFS | 93934FLU4 | Jun 2026 | 562,217 | $526K | 0.00% | ABS-MBS |
| 6461 | Freddie Mac | 3142GRQU7 | Jun 2026 | 533,039 | $526K | 0.00% | ABS-MBS |
| 6462 | Government National Mortgage Association | 3617GUZZ0 | Jun 2026 | 559,930 | $525K | 0.00% | ABS-MBS |
| 6463 | Freddie Mac | 3133C24T2 | Jun 2026 | 528,418 | $524K | 0.00% | ABS-MBS |
| 6464 | Countrywide Alternative Loan Trust | 021482AE4 | Jun 2026 | 1,097,951 | $524K | 0.00% | ABS-MBS |
| 6465 | Freddie Mac | 3133KYRW1 | Jun 2026 | 550,554 | $524K | 0.00% | ABS-MBS |
| 6466 | MASTR Asset Backed Securities Trust | 576457AC9 | Jun 2026 | 536,674 | $524K | 0.00% | ABS-MBS |
| 6467 | LCH Ltd. | 000000000 | Jun 2026 | 79,700,000 | $523K | 0.00% | DIR |
| 6468 | Banc of America Mortgage Securities | 05949CEA0 | Jun 2026 | 559,682 | $523K | 0.00% | ABS-MBS |
| 6469 | Structured Asset Securities Corporation | 86359BBR1 | Jun 2026 | 524,396 | $523K | 0.00% | ABS-MBS |
| 6470 | Freddie Mac | 3133D06U0 | Jun 2026 | 530,581 | $523K | 0.00% | ABS-MBS |
| 6471 | Countrywide Home Loans | 1266942A5 | Jun 2026 | 1,840,323 | $523K | 0.00% | ABS-MBS |
| 6472 | Citigroup Mortgage Loan Trust Inc | 17330JAR4 | Jun 2026 | 555,134 | $523K | 0.00% | ABS-MBS |
| 6473 | Fannie Mae | 3140H2HJ0 | Jun 2026 | 536,815 | $522K | 0.00% | ABS-MBS |
| 6474 | Upstart Pass Through Trust | 91681EAA2 | Jun 2026 | 522,306 | $521K | 0.00% | ABS-O |
| 6475 | Fannie Mae | 31418CJE5 | Jun 2026 | 548,439 | $521K | 0.00% | ABS-MBS |
| 6476 | Freddie Mac | 3133BQTE6 | Jun 2026 | 505,205 | $521K | 0.00% | ABS-MBS |
| 6477 | Countrywide Alternative Loan Trust | 12668BPP2 | Jun 2026 | 1,568,855 | $521K | 0.00% | ABS-MBS |
| 6478 | Government National Mortgage Association | 38376RNM4 | Jun 2026 | 518,576 | $521K | 0.00% | ABS-MBS |
| 6479 | Popular ABS Mortgage Pass-Through Trust | 73316PCK4 | Jun 2026 | 522,760 | $520K | 0.00% | ABS-O |
| 6480 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $520K | 0.00% | DFE |
| 6481 | Freddie Mac | 3132DNRB1 | Jun 2026 | 552,784 | $520K | 0.00% | ABS-MBS |
| 6482 | Freddie Mac | 31427HHE5 | Jun 2026 | 527,466 | $519K | 0.00% | ABS-MBS |
| 6483 | Freddie Mac | 31427MLG4 | Jun 2026 | 525,254 | $519K | 0.00% | ABS-MBS |
| 6484 | Freddie Mac | 3133KQ3M6 | Jun 2026 | 498,196 | $519K | 0.00% | ABS-MBS |
| 6485 | LCH Ltd. | 000000000 | Jun 2026 | 60,000,000 | $518K | 0.00% | DIR |
| 6486 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $518K | 0.00% | DFE |
| 6487 | MASTR Alternative Loans Trust | 576434TC8 | Jun 2026 | 512,535 | $517K | 0.00% | ABS-MBS |
| 6488 | Freddie Mac | 3132XUHY4 | Jun 2026 | 557,950 | $517K | 0.00% | ABS-MBS |
| 6489 | Fannie Mae | 3140AQAC6 | Jun 2026 | 513,832 | $516K | 0.00% | ABS-MBS |
| 6490 | Freddie Mac | 3133BWUQ4 | Jun 2026 | 508,602 | $515K | 0.00% | ABS-MBS |
| 6491 | WAMU Mortgage Pass-Through Certificates | 92922FBW7 | Jun 2026 | 523,841 | $515K | 0.00% | ABS-MBS |
| 6492 | Freddie Mac | 3133BVT70 | Jun 2026 | 509,486 | $515K | 0.00% | ABS-MBS |
| 6493 | Fannie Mae | 3140KCY22 | Jun 2026 | 547,155 | $515K | 0.00% | ABS-MBS |
| 6494 | Equifirst Mortgage Loan Trust | 29445FCC0 | Jun 2026 | 516,075 | $513K | 0.00% | ABS-MBS |
| 6495 | Fannie Mae | 3140H5NZ0 | Jun 2026 | 558,732 | $513K | 0.00% | ABS-MBS |
| 6496 | Freddie Mac | 3132WJUU3 | Jun 2026 | 574,782 | $513K | 0.00% | ABS-MBS |
| 6497 | First Horizon Alternative Mortgage Securities | 32051GA88 | Jun 2026 | 685,680 | $513K | 0.00% | ABS-MBS |
| 6498 | Fannie Mae | 3138YBUY7 | Jun 2026 | 522,449 | $512K | 0.00% | ABS-MBS |
| 6499 | Fannie Mae | 31418DU42 | Jun 2026 | 603,810 | $511K | 0.00% | ABS-MBS |
| 6500 | Countrywide Alternative Loan Trust | 12668ABM6 | Jun 2026 | 814,790 | $510K | 0.00% | ABS-MBS |
| 6501 | Merrill Lynch Mortgage Investors Trust | 59023NAQ1 | Jun 2026 | 1,502,671 | $510K | 0.00% | ABS-MBS |
| 6502 | Fannie Mae | 3140H7P35 | Jun 2026 | 555,253 | $509K | 0.00% | ABS-MBS |
| 6503 | Government National Mortgage Association | 36179VSJ0 | Jun 2026 | 557,795 | $509K | 0.00% | ABS-MBS |
| 6504 | Fannie Mae | 3140AAQ75 | Jun 2026 | 489,617 | $508K | 0.00% | ABS-MBS |
| 6505 | Morgan Stanley Mortgage Loan Trust | 61751GAB3 | Jun 2026 | 2,727,324 | $507K | 0.00% | ABS-MBS |
| 6506 | Fannie Mae | 3138MTKD8 | Jun 2026 | 514,420 | $507K | 0.00% | ABS-MBS |
| 6507 | Fannie Mae | 3140APQE7 | Jun 2026 | 511,544 | $507K | 0.00% | ABS-MBS |
| 6508 | Fannie Mae | 3140AUS87 | Jun 2026 | 504,217 | $507K | 0.00% | ABS-MBS |
| 6509 | Fannie Mae | 31418BPB6 | Jun 2026 | 529,979 | $507K | 0.00% | ABS-MBS |
| 6510 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 315,700,000 | $506K | 0.00% | DIR |
| 6511 | Freddie Mac | 3142JXG40 | Jun 2026 | 514,742 | $506K | 0.00% | ABS-MBS |
| 6512 | Bear Stearns Adjustable Rate Mortgage Trust | 07387ABP9 | Jun 2026 | 504,855 | $505K | 0.00% | ABS-MBS |
| 6513 | Fannie Mae | 3140FBPK0 | Jun 2026 | 549,585 | $505K | 0.00% | ABS-MBS |
| 6514 | Government National Mortgage Association | 3617H0RF8 | Jun 2026 | 538,661 | $505K | 0.00% | ABS-MBS |
| 6515 | Fannie Mae | 3140K5FU6 | Jun 2026 | 520,866 | $505K | 0.00% | ABS-MBS |
| 6516 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $504K | 0.00% | DFE |
| 6517 | MASTR Adjustable Rate Mortgages Trust | 576433C53 | Jun 2026 | 582,890 | $504K | 0.00% | ABS-MBS |
| 6518 | Government National Mortgage Association | 3617GQYA5 | Jun 2026 | 537,415 | $504K | 0.00% | ABS-MBS |
| 6519 | Eurosail Plc | 000000000 | Jun 2026 | 378,850 | $503K | 0.00% | ABS-MBS |
| 6520 | SOCIETE GENERALE | 83368RBZ4 | Jun 2026 | 500,000 | $502K | 0.00% | DBT |
| 6521 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $502K | 0.00% | DFE |
| 6522 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $502K | 0.00% | DFE |
| 6523 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $502K | 0.00% | DFE |
| 6524 | Countrywide Alternative Loan Trust | 12667GXS7 | Jun 2026 | 818,121 | $502K | 0.00% | ABS-MBS |
| 6525 | Structured Adjustable Rate Mortgage Loan Trust | 863579VM7 | Jun 2026 | 580,896 | $502K | 0.00% | ABS-MBS |
| 6526 | POLESTAR RE LTD | 73110JAF9 | Jun 2026 | 500,000 | $501K | 0.00% | DBT |
| 6527 | Morgan Stanley Capital Inc | 61750SAF9 | Jun 2026 | 1,156,779 | $501K | 0.00% | ABS-MBS |
| 6528 | IndyMac INDA Mortgage Loan Trust | 45669AAB0 | Jun 2026 | 681,530 | $501K | 0.00% | ABS-MBS |
| 6529 | Structured Asset Investment Loan Trust | 86358ENJ1 | Jun 2026 | 507,239 | $501K | 0.00% | ABS-O |
| 6530 | BDS Ltd | 072921AA7 | Jun 2026 | 500,000 | $500K | 0.00% | ABS-CBDO |
| 6531 | Lehman Mortgage Trust | 52520MEK5 | Jun 2026 | 522,197 | $500K | 0.00% | ABS-MBS |
| 6532 | Morgan Stanley Mortgage Loan Trust | 61751GAD9 | Jun 2026 | 2,686,281 | $500K | 0.00% | ABS-MBS |
| 6533 | LCH Ltd. | 000000000 | Jun 2026 | 60,300,000 | $500K | 0.00% | DIR |
| 6534 | Suntrust Adjustable Rate Mortgage Loan Trust | 78473TAC4 | Jun 2026 | 894,415 | $499K | 0.00% | ABS-MBS |
| 6535 | Freddie Mac | 3133BQPZ3 | Jun 2026 | 483,011 | $499K | 0.00% | ABS-MBS |
| 6536 | EPR PROPERTIES | 26884UAD1 | Jun 2026 | 500,000 | $499K | 0.00% | DBT |
| 6537 | Merrill Lynch Mortgage Investors Trust | 590238AD3 | Jun 2026 | 1,334,559 | $499K | 0.00% | ABS-O |
| 6538 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 368,600,000 | $498K | 0.00% | DIR |
| 6539 | Merrill Lynch Mortgage Investors Trust | 59020U2H7 | Jun 2026 | 516,726 | $497K | 0.00% | ABS-MBS |
| 6540 | Fannie Mae | 3138WFJN7 | Jun 2026 | 518,937 | $495K | 0.00% | ABS-MBS |
| 6541 | Bear Stearns Asset Backed Securities Trust | 073879MZ8 | Jun 2026 | 556,177 | $495K | 0.00% | ABS-MBS |
| 6542 | Residential Asset Mortgage Products, INC. | 76112BGG9 | Jun 2026 | 535,476 | $495K | 0.00% | ABS-O |
| 6543 | TITANIUM 2L BONDCO SARL | 000000000 | Jun 2026 | 2,955,300 | $494K | 0.00% | DBT |
| 6544 | Washington Mutual Mortgage Pass-Through CTFS | 93934FKR2 | Jun 2026 | 533,189 | $494K | 0.00% | ABS-MBS |
| 6545 | Fannie Mae | 3140H2CC0 | Jun 2026 | 536,784 | $494K | 0.00% | ABS-MBS |
| 6546 | Fannie Mae | 3140B4PQ7 | Jun 2026 | 501,198 | $494K | 0.00% | ABS-MBS |
| 6547 | IndyMac INDX Mortgage Loan Trust | 45660LQ93 | Jun 2026 | 949,973 | $493K | 0.00% | ABS-MBS |
| 6548 | Structured Adjustable Rate Mortgage Loan Trust | 863579XK9 | Jun 2026 | 549,922 | $493K | 0.00% | ABS-MBS |
| 6549 | Merrill Lynch Mortgage Investors Trust | 59020UUY9 | Jun 2026 | 497,718 | $492K | 0.00% | ABS-O |
| 6550 | Freddie Mac | 3133BVME2 | Jun 2026 | 521,717 | $492K | 0.00% | ABS-MBS |
| 6551 | Freddie Mac | 3133CVLP7 | Jun 2026 | 489,276 | $492K | 0.00% | ABS-MBS |
| 6552 | Fannie Mae | 3136B3P87 | Jun 2026 | 4,487,061 | $491K | 0.00% | ABS-MBS |
| 6553 | Structured Asset Securities Corporation | 86359BV81 | Jun 2026 | 490,827 | $491K | 0.00% | ABS-O |
| 6554 | Fannie Mae | 3140APSB1 | Jun 2026 | 488,067 | $491K | 0.00% | ABS-MBS |
| 6555 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $491K | 0.00% | DFE |
| 6556 | WAMU Mortgage Pass-Through Certificates | 933638AB4 | Jun 2026 | 537,738 | $489K | 0.00% | ABS-MBS |
| 6557 | Fannie Mae | 31418FVX2 | Jun 2026 | 496,994 | $489K | 0.00% | ABS-MBS |
| 6558 | Fannie Mae | 3140F9WA9 | Jun 2026 | 527,708 | $489K | 0.00% | ABS-MBS |
| 6559 | Fannie Mae | 3138AMY33 | Jun 2026 | 506,525 | $488K | 0.00% | ABS-MBS |
| 6560 | Countrywide Home Loans | 126670JV1 | Jun 2026 | 512,796 | $488K | 0.00% | ABS-MBS |
| 6561 | Alba Plc | 000000000 | Jun 2026 | 373,723 | $488K | 0.00% | ABS-MBS |
| 6562 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $488K | 0.00% | DFE |
| 6563 | Countrywide Alternative Loan Trust | 12668ATB1 | Jun 2026 | 956,606 | $488K | 0.00% | ABS-MBS |
| 6564 | Countrywide Home Loans | 1266942J6 | Jun 2026 | 1,325,236 | $487K | 0.00% | ABS-MBS |
| 6565 | Fannie Mae | 31418DBC5 | Jun 2026 | 510,826 | $487K | 0.00% | ABS-MBS |
| 6566 | Credit Suisse Mortgage Trust | 12654UAJ6 | Jun 2026 | 504,630 | $486K | 0.00% | ABS-MBS |
| 6567 | Terwin Mortgage Trust | 88157YAA9 | Jun 2026 | 486,046 | $486K | 0.00% | ABS-O |
| 6568 | Fannie Mae | 3140NDEC7 | Jun 2026 | 491,098 | $486K | 0.00% | ABS-MBS |
| 6569 | Freddie Mac | 3133WB5C6 | Jun 2026 | 492,330 | $485K | 0.00% | ABS-MBS |
| 6570 | GS Mortgage-Backed Securities Trust | 36272VAH9 | Jun 2026 | 497,553 | $485K | 0.00% | ABS-MBS |
| 6571 | Freddie Mac | 3133KGWD6 | Jun 2026 | 528,310 | $485K | 0.00% | ABS-MBS |
| 6572 | Fannie Mae | 3140KCYY2 | Jun 2026 | 514,139 | $484K | 0.00% | ABS-MBS |
| 6573 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $483K | 0.00% | DFE |
| 6574 | Freddie Mac | 3132WH6X8 | Jun 2026 | 538,430 | $482K | 0.00% | ABS-MBS |
| 6575 | Equifirst Mortgage Loan Trust | 29445FCD8 | Jun 2026 | 501,463 | $482K | 0.00% | ABS-MBS |
| 6576 | Fannie Mae | 3140AD5J6 | Jun 2026 | 478,976 | $482K | 0.00% | ABS-MBS |
| 6577 | Government National Mortgage Association | 3617H9U65 | Jun 2026 | 514,720 | $481K | 0.00% | ABS-MBS |
| 6578 | Freddie Mac | 31425UVQ5 | Jun 2026 | 478,978 | $481K | 0.00% | ABS-MBS |
| 6579 | MortgageIT Trust | 61915RAK2 | Jun 2026 | 478,198 | $481K | 0.00% | ABS-MBS |
| 6580 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $481K | 0.00% | DFE |
| 6581 | Bayview Financial Revolving Mortgage Loan Trust | 073250CB6 | Jun 2026 | 479,923 | $480K | 0.00% | ABS-MBS |
| 6582 | JP Morgan Mortgage Trust | 466247ZB2 | Jun 2026 | 622,364 | $479K | 0.00% | ABS-MBS |
| 6583 | LCH Ltd. | 000000000 | Jun 2026 | 51,600,000 | $479K | 0.00% | DIR |
| 6584 | COMMONBOND STUDENT LOAN TRUST | 20267WAA3 | Jun 2026 | 531,585 | $478K | 0.00% | ABS-O |
| 6585 | Fannie Mae | 3140H3AB2 | Jun 2026 | 518,858 | $478K | 0.00% | ABS-MBS |
| 6586 | Bear Stearns Alt-A Trust | 07386HC58 | Jun 2026 | 504,411 | $476K | 0.00% | ABS-MBS |
| 6587 | Fannie Mae | 3140JL2R4 | Jun 2026 | 502,201 | $476K | 0.00% | ABS-MBS |
| 6588 | Morgan Stanley Mortgage Loan Trust | 61748HTG6 | Jun 2026 | 909,024 | $475K | 0.00% | ABS-MBS |
| 6589 | WAMU Mortgage Pass-Through Certificates | 92922FD62 | Jun 2026 | 481,521 | $474K | 0.00% | ABS-MBS |
| 6590 | LCH Ltd. | 000000000 | Jun 2026 | 91,600,000 | $474K | 0.00% | DIR |
| 6591 | Structured Asset Investment Loan Trust | 86358ECT1 | Jun 2026 | 483,694 | $472K | 0.00% | ABS-O |
| 6592 | Banc of America Funding Corporation | 05950NAL2 | Jun 2026 | 554,770 | $472K | 0.00% | ABS-MBS |
| 6593 | Fannie Mae | 3140AUUR2 | Jun 2026 | 477,763 | $471K | 0.00% | ABS-MBS |
| 6594 | WINDMILL III RE DAC | 000000000 | Jun 2026 | 400,000 | $470K | 0.00% | DBT |
| 6595 | JP Morgan Mortgage Trust | 46628KAE0 | Jun 2026 | 559,612 | $470K | 0.00% | ABS-MBS |
| 6596 | Fannie Mae | 3140ASLP1 | Jun 2026 | 474,354 | $470K | 0.00% | ABS-MBS |
| 6597 | Freddie Mac | 3133BUER4 | Jun 2026 | 475,352 | $469K | 0.00% | ABS-MBS |
| 6598 | Ambac Assurance Corp | 023138AA8 | Jun 2026 | 352,007 | $469K | 0.00% | DBT |
| 6599 | Freddie Mac | 3133CXK25 | Jun 2026 | 463,498 | $469K | 0.00% | ABS-MBS |
| 6600 | Countrywide Home Loans | 126694BP2 | Jun 2026 | 471,172 | $469K | 0.00% | ABS-MBS |
| 6601 | Freddie Mac | 3133CRRV7 | Jun 2026 | 462,587 | $468K | 0.00% | ABS-MBS |
| 6602 | Chase Mortgage Finance Corporation | 16163FAE5 | Jun 2026 | 1,301,987 | $467K | 0.00% | ABS-MBS |
| 6603 | Structured Adjustable Rate Mortgage Loan Trust | 863579JD1 | Jun 2026 | 472,854 | $467K | 0.00% | ABS-MBS |
| 6604 | Citigroup Mortgage Loan Trust Inc | 17331EAR4 | Jun 2026 | 496,089 | $467K | 0.00% | ABS-MBS |
| 6605 | Countrywide Alternative Loan Trust | 12667GRE5 | Jun 2026 | 969,710 | $466K | 0.00% | ABS-MBS |
| 6606 | Citigroup Mortgage Loan Trust Inc | 17321PAG5 | Jun 2026 | 715,470 | $466K | 0.00% | ABS-MBS |
| 6607 | HarborView Mortgage Loan Trust | 41161PQU0 | Jun 2026 | 816,963 | $466K | 0.00% | ABS-MBS |
| 6608 | Freddiemac Strip | 31325UPB6 | Jun 2026 | 2,929,810 | $465K | 0.00% | ABS-MBS |
| 6609 | Argent Securities Inc. | 040104MG3 | Jun 2026 | 462,125 | $464K | 0.00% | ABS-O |
| 6610 | Bear Stearns Alt-A Trust | 07386HTE1 | Jun 2026 | 488,687 | $464K | 0.00% | ABS-MBS |
| 6611 | MEXICAN UDIBONOS | 000000000 | Jun 2026 | 8,837,263 | $464K | 0.00% | DBT |
| 6612 | Fannie Mae | 3138AD5U5 | Jun 2026 | 478,405 | $464K | 0.00% | ABS-MBS |
| 6613 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $464K | 0.00% | DFE |
| 6614 | Freddie Mac | 3132Y1JU3 | Jun 2026 | 503,485 | $463K | 0.00% | ABS-MBS |
| 6615 | Fannie Mae | 3140B0G93 | Jun 2026 | 460,362 | $463K | 0.00% | ABS-MBS |
| 6616 | Adjustable Rate Mortgage Trust | 007036JA5 | Jun 2026 | 462,301 | $463K | 0.00% | ABS-MBS |
| 6617 | Fannie Mae | 3140N83H9 | Jun 2026 | 447,150 | $463K | 0.00% | ABS-MBS |
| 6618 | Countrywide Alternative Loan Trust | 02147QAQ5 | Jun 2026 | 870,669 | $462K | 0.00% | ABS-MBS |
| 6619 | Fannie Mae | 3140HDFB5 | Jun 2026 | 498,330 | $462K | 0.00% | ABS-MBS |
| 6620 | Countrywide Home Loans | 126694FW3 | Jun 2026 | 512,647 | $462K | 0.00% | ABS-MBS |
| 6621 | JP Morgan Mortgage Trust | 46631NBL2 | Jun 2026 | 1,097,800 | $461K | 0.00% | ABS-MBS |
| 6622 | GSR Mortgage Loan Trust | 36297XAE3 | Jun 2026 | 113,367 | $460K | 0.00% | ABS-MBS |
| 6623 | Morgan Stanley Mortgage Loan Trust | 61749JAF3 | Jun 2026 | 1,448,965 | $459K | 0.00% | ABS-MBS |
| 6624 | Countrywide Alternative Loan Trust | 02146SAG4 | Jun 2026 | 499,652 | $459K | 0.00% | ABS-MBS |
| 6625 | MASTR Alternative Loans Trust | 576434Y40 | Jun 2026 | 1,571,394 | $458K | 0.00% | ABS-MBS |
| 6626 | Fannie Mae | 3138WGB29 | Jun 2026 | 486,679 | $458K | 0.00% | ABS-MBS |
| 6627 | Washington Mutual Mortgage Pass-Through CTFS | 93934FAA0 | Jun 2026 | 518,065 | $458K | 0.00% | ABS-MBS |
| 6628 | Citibank NA | 000000000 | Jun 2026 | 1 | $458K | 0.00% | DFE |
| 6629 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 34,700,000 | $457K | 0.00% | DIR |
| 6630 | GSR Mortgage Loan Trust | 362341FH7 | Jun 2026 | 918,597 | $457K | 0.00% | ABS-MBS |
| 6631 | Morgan Stanley IXIS Real Estate Capital Trust | 617463AC8 | Jun 2026 | 1,419,171 | $457K | 0.00% | ABS-O |
| 6632 | Fannie Mae | 3140FQX36 | Jun 2026 | 481,345 | $456K | 0.00% | ABS-MBS |
| 6633 | GS Mortgage-Backed Securities Trust | 36266QAH8 | Jun 2026 | 561,457 | $455K | 0.00% | ABS-MBS |
| 6634 | Fannie Mae | 3140Q8JD8 | Jun 2026 | 491,937 | $455K | 0.00% | ABS-MBS |
| 6635 | Countrywide Home Loans | 12669G3N9 | Jun 2026 | 763,344 | $454K | 0.00% | ABS-MBS |
| 6636 | Citibank NA | 000000000 | Jun 2026 | 1 | $454K | 0.00% | DFE |
| 6637 | Government National Mortgage Association | 3617G3BE3 | Jun 2026 | 485,562 | $454K | 0.00% | ABS-MBS |
| 6638 | Impac CMB Trust | 45254NJF5 | Jun 2026 | 391,862 | $453K | 0.00% | ABS-MBS |
| 6639 | Bear Stearns Asset Backed Securities Trust | 073888AQ2 | Jun 2026 | 506,857 | $453K | 0.00% | ABS-O |
| 6640 | Freddie Mac | 31398WCQ5 | Jun 2026 | 443,849 | $452K | 0.00% | ABS-MBS |
| 6641 | Lehman XS Trust | 86359DKT3 | Jun 2026 | 502,236 | $452K | 0.00% | ABS-MBS |
| 6642 | Countrywide Home Loans | 170256AD3 | Jun 2026 | 503,128 | $452K | 0.00% | ABS-MBS |
| 6643 | GSR Mortgage Loan Trust | 3622N6AA7 | Jun 2026 | 883,928 | $451K | 0.00% | ABS-MBS |
| 6644 | Countrywide Alternative Loan Trust | 12667FCL7 | Jun 2026 | 463,678 | $451K | 0.00% | ABS-MBS |
| 6645 | Countrywide Alternative Loan Trust | 12667GWF6 | Jun 2026 | 460,387 | $451K | 0.00% | ABS-MBS |
| 6646 | SMB Private Education Loan Trust | 78450PAF2 | Jun 2026 | 2,899 | $450K | 0.00% | ABS-O |
| 6647 | Fannie Mae | 3136A8RV4 | Jun 2026 | 818,674 | $450K | 0.00% | ABS-MBS |
| 6648 | GSR Mortgage Loan Trust | 36242D6X6 | Jun 2026 | 463,152 | $449K | 0.00% | ABS-MBS |
| 6649 | Fannie Mae | 3140JN3X6 | Jun 2026 | 473,440 | $448K | 0.00% | ABS-MBS |
| 6650 | GS Mortgage-Backed Securities Trust | 36269VAH4 | Jun 2026 | 452,414 | $448K | 0.00% | ABS-MBS |
| 6651 | Fannie Mae | 3140XDEU6 | Jun 2026 | 472,023 | $447K | 0.00% | ABS-MBS |
| 6652 | Banc of America Funding Corporation | 05950PAL7 | Jun 2026 | 488,515 | $447K | 0.00% | ABS-MBS |
| 6653 | Structured Asset Securities Corporation | 86359DDE4 | Jun 2026 | 446,856 | $447K | 0.00% | ABS-O |
| 6654 | Soundview Home Equity Loan Trust | 83611MCR7 | Jun 2026 | 463,831 | $447K | 0.00% | ABS-O |
| 6655 | MLCC Mortgage Investors Inc | 590219AE1 | Jun 2026 | 449,656 | $447K | 0.00% | ABS-MBS |
| 6656 | Fannie Mae | 3140H5LU3 | Jun 2026 | 482,984 | $447K | 0.00% | ABS-MBS |
| 6657 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $446K | 0.00% | DFE |
| 6658 | Fannie Mae | 3140AJAA6 | Jun 2026 | 444,183 | $446K | 0.00% | ABS-MBS |
| 6659 | Countrywide Alternative Loan Trust | 02149MAR0 | Jun 2026 | 1,215,317 | $446K | 0.00% | ABS-MBS |
| 6660 | Residential Asset Securitization Trust | 45660N4M4 | Jun 2026 | 495,830 | $445K | 0.00% | ABS-MBS |
| 6661 | Labrador Aviation Finance Limited | 50543LAA0 | Jun 2026 | 415,487 | $444K | 0.00% | ABS-O |
| 6662 | Freddie Mac | 3131Y0ZB1 | Jun 2026 | 454,537 | $444K | 0.00% | ABS-MBS |
| 6663 | Fannie Mae | 3140NCF53 | Jun 2026 | 448,610 | $444K | 0.00% | ABS-MBS |
| 6664 | Freddie Mac | 31426KLE4 | Jun 2026 | 441,133 | $443K | 0.00% | ABS-MBS |
| 6665 | Citigroup Mortgage Loan Trust Inc | 17307GJM1 | Jun 2026 | 499,111 | $443K | 0.00% | ABS-O |
| 6666 | Fannie Mae | 3138YBSU8 | Jun 2026 | 475,968 | $443K | 0.00% | ABS-MBS |
| 6667 | Bear Stearns Adjustable Rate Mortgage Trust | 07384MW65 | Jun 2026 | 482,245 | $443K | 0.00% | ABS-MBS |
| 6668 | Fannie Mae | 31417GJX5 | Jun 2026 | 459,889 | $443K | 0.00% | ABS-MBS |
| 6669 | Freddie Mac | 3133A6WM9 | Jun 2026 | 482,323 | $442K | 0.00% | ABS-MBS |
| 6670 | Freddie Mac | 3132XUNA9 | Jun 2026 | 478,446 | $441K | 0.00% | ABS-MBS |
| 6671 | Countrywide Home Loans | 12669GKF7 | Jun 2026 | 473,466 | $441K | 0.00% | ABS-MBS |
| 6672 | Merrill Lynch Mortgage Investors Trust | 59020USM8 | Jun 2026 | 459,047 | $441K | 0.00% | ABS-MBS |
| 6673 | Deutsche Bank AG | 000000000 | Jun 2026 | 1 | $440K | 0.00% | DFE |
| 6674 | Fannie Mae | 3140AUX24 | Jun 2026 | 445,122 | $440K | 0.00% | ABS-MBS |
| 6675 | Countrywide Alternative Loan Trust | 02149VAL3 | Jun 2026 | 1,055,228 | $439K | 0.00% | ABS-MBS |
| 6676 | Structured Asset Securities Corporation | 86359DDG9 | Jun 2026 | 444,156 | $439K | 0.00% | ABS-O |
| 6677 | Freddie Mac | 3132WHEG6 | Jun 2026 | 491,252 | $439K | 0.00% | ABS-MBS |
| 6678 | Fannie Mae | 31418CLG7 | Jun 2026 | 474,249 | $439K | 0.00% | ABS-MBS |
| 6679 | Fannie Mae | 3140A6WT9 | Jun 2026 | 435,319 | $438K | 0.00% | ABS-MBS |
| 6680 | Countrywide Home Loans | 12544XAX3 | Jun 2026 | 973,921 | $438K | 0.00% | ABS-MBS |
| 6681 | Countrywide Home Loans | 126694EN4 | Jun 2026 | 1,059,122 | $438K | 0.00% | ABS-MBS |
| 6682 | First Horizon Mortgage Pass-Through Trust | 32056JAE4 | Jun 2026 | 609,457 | $437K | 0.00% | ABS-MBS |
| 6683 | Bank of America NA | 000000000 | Jun 2026 | 1 | $436K | 0.00% | DFE |
| 6684 | Fannie Mae | 31418DQQ8 | Jun 2026 | 460,594 | $436K | 0.00% | ABS-MBS |
| 6685 | Country Garden Holdings Co Ltd | 000000000 | Jun 2026 | 20,279,570 | $434K | 0.00% | EC |
| 6686 | Fannie Mae | 3140BGKH5 | Jun 2026 | 441,467 | $434K | 0.00% | ABS-MBS |
| 6687 | LCH Ltd. | 000000000 | Jun 2026 | 182,500,000 | $434K | 0.00% | DIR |
| 6688 | Government National Mortgage Association | 38375BD58 | Jun 2026 | 434,794 | $434K | 0.00% | ABS-MBS |
| 6689 | Fannie Mae | 3140MX2N3 | Jun 2026 | 459,885 | $433K | 0.00% | ABS-MBS |
| 6690 | Freddiemac Strip | 31325XBF6 | Jun 2026 | 3,421,660 | $433K | 0.00% | ABS-MBS |
| 6691 | MASTR Adjustable Rate Mortgages Trust | 576433D52 | Jun 2026 | 726,396 | $432K | 0.00% | ABS-MBS |
| 6692 | Fannie Mae | 3138YX4P7 | Jun 2026 | 453,641 | $432K | 0.00% | ABS-MBS |
| 6693 | Freddie Mac | 3133BUMV6 | Jun 2026 | 429,159 | $432K | 0.00% | ABS-MBS |
| 6694 | Fannie Mae | 3140MLRP7 | Jun 2026 | 460,656 | $431K | 0.00% | ABS-MBS |
| 6695 | Fannie Mae | 3140XRL37 | Jun 2026 | 437,413 | $431K | 0.00% | ABS-MBS |
| 6696 | Renaissance Home Equity Loan Trust | 759950AW8 | Jun 2026 | 463,537 | $431K | 0.00% | ABS-MBS |
| 6697 | MLCC Mortgage Investors Inc | 59020UUK9 | Jun 2026 | 471,358 | $431K | 0.00% | ABS-MBS |
| 6698 | Freddie Mac | 3131X72D9 | Jun 2026 | 435,285 | $430K | 0.00% | ABS-MBS |
| 6699 | Freddie Mac | 31426XGJ1 | Jun 2026 | 435,025 | $430K | 0.00% | ABS-MBS |
| 6700 | Government National Mortgage Association | 3617H7LY8 | Jun 2026 | 457,731 | $429K | 0.00% | ABS-MBS |
| 6701 | Freddie Mac | 3133CU6Q4 | Jun 2026 | 425,885 | $429K | 0.00% | ABS-MBS |
| 6702 | GSR Mortgage Loan Trust | 362611AA3 | Jun 2026 | 1,120,954 | $428K | 0.00% | ABS-MBS |
| 6703 | GSAMP Trust | 3622MAAC5 | Jun 2026 | 866,785 | $427K | 0.00% | ABS-O |
| 6704 | Fannie Mae | 3140GX5F4 | Jun 2026 | 462,073 | $427K | 0.00% | ABS-MBS |
| 6705 | LCH Ltd. | 000000000 | Jun 2026 | 101,000,000 | $427K | 0.00% | DIR |
| 6706 | Countrywide Home Loans | 12669FG80 | Jun 2026 | 463,808 | $426K | 0.00% | ABS-MBS |
| 6707 | First Horizon Alternative Mortgage Securities | 32051GQA6 | Jun 2026 | 520,104 | $425K | 0.00% | ABS-MBS |
| 6708 | Carvana Auto Receivables Trust | 14688XAB3 | Jun 2026 | 425,294 | $425K | 0.00% | ABS-O |
| 6709 | Fannie Mae | 31418FAW7 | Jun 2026 | 422,120 | $425K | 0.00% | ABS-MBS |
| 6710 | Government National Mortgage Association | 3617BKRC7 | Jun 2026 | 453,602 | $425K | 0.00% | ABS-MBS |
| 6711 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $425K | 0.00% | DFE |
| 6712 | Freddie Mac | 3128MJYG9 | Jun 2026 | 472,408 | $424K | 0.00% | ABS-MBS |
| 6713 | Freddie Mac | 3133BJUL4 | Jun 2026 | 451,625 | $424K | 0.00% | ABS-MBS |
| 6714 | Adjustable Rate Mortgage Trust | 007036TB2 | Jun 2026 | 446,058 | $424K | 0.00% | ABS-MBS |
| 6715 | Freddie Mac | 3131Y0YY2 | Jun 2026 | 445,909 | $423K | 0.00% | ABS-MBS |
| 6716 | GSR Mortgage Loan Trust | 362611BR5 | Jun 2026 | 1,199,964 | $423K | 0.00% | ABS-MBS |
| 6717 | GSR Mortgage Loan Trust | 362341XC8 | Jun 2026 | 1,003,145 | $423K | 0.00% | ABS-MBS |
| 6718 | Bank of America NA | 000000000 | Jun 2026 | 1 | $422K | 0.00% | DFE |
| 6719 | Freddie Mac | 3133CADY3 | Jun 2026 | 405,755 | $422K | 0.00% | ABS-MBS |
| 6720 | Fannie Mae | 3140NQGP7 | Jun 2026 | 405,659 | $422K | 0.00% | ABS-MBS |
| 6721 | Deutsche Alt-A Securities INC Mortgage Loan Trust | 251513BC0 | Jun 2026 | 481,252 | $419K | 0.00% | ABS-MBS |
| 6722 | Residential Funding Mtg Sec I | 76111XVZ3 | Jun 2026 | 1,276,953 | $419K | 0.00% | ABS-MBS |
| 6723 | Residential Accredit Loans, Inc. | 75114HAK3 | Jun 2026 | 552,988 | $418K | 0.00% | ABS-MBS |
| 6724 | Government National Mortgage Association | 3617G7X75 | Jun 2026 | 446,128 | $418K | 0.00% | ABS-MBS |
| 6725 | Fannie Mae | 3140EWA21 | Jun 2026 | 429,121 | $418K | 0.00% | ABS-MBS |
| 6726 | Fannie Mae | 3140GTD64 | Jun 2026 | 440,282 | $418K | 0.00% | ABS-MBS |
| 6727 | WAMU Mortgage Pass-Through Certificates | 92990GAJ2 | Jun 2026 | 460,766 | $417K | 0.00% | ABS-MBS |
| 6728 | Countrywide Home Loans | 126670LE6 | Jun 2026 | 441,099 | $417K | 0.00% | ABS-MBS |
| 6729 | Countrywide Alternative Loan Trust | 02151CAE6 | Jun 2026 | 756,864 | $415K | 0.00% | ABS-MBS |
| 6730 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $415K | 0.00% | DFE |
| 6731 | Banc of America Alternative Loan Trust | 05950BAQ7 | Jun 2026 | 492,622 | $415K | 0.00% | ABS-MBS |
| 6732 | SLM STUDENT LOAN TR 03-7 | 000000000 | Jun 2026 | 383,277 | $415K | 0.00% | DBT |
| 6733 | JP Morgan Mortgage Trust | 466247UG6 | Jun 2026 | 494,626 | $414K | 0.00% | ABS-MBS |
| 6734 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $414K | 0.00% | DFE |
| 6735 | JP Morgan Mortgage Trust | 46628BCC2 | Jun 2026 | 551,967 | $414K | 0.00% | ABS-MBS |
| 6736 | Fannie Mae | 3140GTX70 | Jun 2026 | 445,929 | $413K | 0.00% | ABS-MBS |
| 6737 | Citigroup Mortgage Loan Trust Inc | 17307G6L7 | Jun 2026 | 415,618 | $413K | 0.00% | ABS-MBS |
| 6738 | Fannie Mae | 3140AMJG7 | Jun 2026 | 389,258 | $413K | 0.00% | ABS-MBS |
| 6739 | Government National Mortgage Association | 3617GUZ23 | Jun 2026 | 440,723 | $413K | 0.00% | ABS-MBS |
| 6740 | Countrywide Home Loans | 12669GUX7 | Jun 2026 | 1,033,647 | $413K | 0.00% | ABS-MBS |
| 6741 | Lehman Mortgage Trust | 52520MCF8 | Jun 2026 | 2,881,276 | $412K | 0.00% | ABS-MBS |
| 6742 | Fannie Mae | 3140H7MC8 | Jun 2026 | 450,764 | $412K | 0.00% | ABS-MBS |
| 6743 | Countrywide Home Loans | 126670JY5 | Jun 2026 | 462,949 | $412K | 0.00% | ABS-MBS |
| 6744 | World Omni Auto Receivables Trust | 98163VAD0 | Jun 2026 | 411,653 | $412K | 0.00% | ABS-O |
| 6745 | LCH Ltd. | 000000000 | Jun 2026 | 114,400,000 | $412K | 0.00% | DIR |
| 6746 | Banc of America Alternative Loan Trust | 05950AAN6 | Jun 2026 | 469,575 | $411K | 0.00% | ABS-MBS |
| 6747 | LCH Ltd. | 000000000 | Jun 2026 | 60,150,000 | $411K | 0.00% | DIR |
| 6748 | First Horizon Alternative Mortgage Securities | 32051GV44 | Jun 2026 | 499,911 | $409K | 0.00% | ABS-MBS |
| 6749 | Banc of America Mortgage Securities | 05949A4Q0 | Jun 2026 | 458,670 | $409K | 0.00% | ABS-MBS |
| 6750 | IndyMac INDX Mortgage Loan Trust | 45660LCN7 | Jun 2026 | 458,011 | $408K | 0.00% | ABS-MBS |
| 6751 | Fannie Mae | 3140FPPC7 | Jun 2026 | 442,029 | $408K | 0.00% | ABS-MBS |
| 6752 | Countrywide Alternative Loan Trust | 12667GKH5 | Jun 2026 | 551,707 | $408K | 0.00% | ABS-MBS |
| 6753 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $407K | 0.00% | DFE |
| 6754 | Residential Asset Mortgage Products, INC. | 76112BKG4 | Jun 2026 | 466,101 | $407K | 0.00% | ABS-O |
| 6755 | Fannie Mae | 3140EBM65 | Jun 2026 | 415,942 | $406K | 0.00% | ABS-MBS |
| 6756 | Fannie Mae | 3140FNDD3 | Jun 2026 | 443,436 | $406K | 0.00% | ABS-MBS |
| 6757 | Structured Adjustable Rate Mortgage Loan Trust | 863579KG2 | Jun 2026 | 419,581 | $405K | 0.00% | ABS-MBS |
| 6758 | Government National Mortgage Association | 36179WZB7 | Jun 2026 | 445,933 | $405K | 0.00% | ABS-MBS |
| 6759 | Fannie Mae | 3138WKQH1 | Jun 2026 | 425,301 | $404K | 0.00% | ABS-MBS |
| 6760 | WAMU Mortgage Pass-Through Certificates | 93363NAH8 | Jun 2026 | 432,926 | $404K | 0.00% | ABS-MBS |
| 6761 | FORESEA HOLDING SA | 000000000 | Jun 2026 | 407,953 | $403K | 0.00% | DBT |
| 6762 | Fannie Mae | 3140FTRJ2 | Jun 2026 | 424,422 | $403K | 0.00% | ABS-MBS |
| 6763 | Fannie Mae | 3140GUDD6 | Jun 2026 | 423,777 | $402K | 0.00% | ABS-MBS |
| 6764 | Countrywide Home Loans | 12544BAC7 | Jun 2026 | 438,935 | $401K | 0.00% | ABS-MBS |
| 6765 | Fannie Mae | 31418FNC7 | Jun 2026 | 377,972 | $399K | 0.00% | ABS-MBS |
| 6766 | Fannie Mae | 3138M9RK9 | Jun 2026 | 415,776 | $398K | 0.00% | ABS-MBS |
| 6767 | JP Morgan Mortgage Trust | 466247QJ5 | Jun 2026 | 396,701 | $398K | 0.00% | ABS-MBS |
| 6768 | Fannie Mae | 3140E1YP2 | Jun 2026 | 417,300 | $397K | 0.00% | ABS-MBS |
| 6769 | Freddie Mac | 3133D03M1 | Jun 2026 | 395,449 | $397K | 0.00% | ABS-MBS |
| 6770 | Fannie Mae | 3140GT6Y1 | Jun 2026 | 430,088 | $397K | 0.00% | ABS-MBS |
| 6771 | Goldman Sachs International | 000000000 | Jun 2026 | 70,800,000 | $397K | 0.00% | DCR |
| 6772 | Fannie Mae | 3140AMN31 | Jun 2026 | 402,221 | $396K | 0.00% | ABS-MBS |
| 6773 | Fannie Mae | 3140Q7SW8 | Jun 2026 | 427,743 | $395K | 0.00% | ABS-MBS |
| 6774 | Wells Fargo Mortgage Backed Securities Trust | 949797AA2 | Jun 2026 | 403,333 | $394K | 0.00% | ABS-MBS |
| 6775 | Government National Mortgage Association | 3617GP7A7 | Jun 2026 | 420,652 | $393K | 0.00% | ABS-MBS |
| 6776 | Fannie Mae | 3140Q9DR1 | Jun 2026 | 403,056 | $393K | 0.00% | ABS-MBS |
| 6777 | Countrywide Alternative Loan Trust | 021467AA3 | Jun 2026 | 823,052 | $393K | 0.00% | ABS-MBS |
| 6778 | Freddie Mac | 3133C7S99 | Jun 2026 | 397,504 | $392K | 0.00% | ABS-MBS |
| 6779 | Countrywide Home Loans | 12669YAU6 | Jun 2026 | 1,230,364 | $391K | 0.00% | ABS-MBS |
| 6780 | Wells Fargo Mortgage Backed Securities Trust | 94983RAD6 | Jun 2026 | 396,369 | $391K | 0.00% | ABS-MBS |
| 6781 | JP Morgan Mortgage Trust | 466247K36 | Jun 2026 | 436,679 | $390K | 0.00% | ABS-MBS |
| 6782 | Citigroup Mortgage Loan Trust Inc | 17330EAQ7 | Jun 2026 | 391,906 | $390K | 0.00% | ABS-MBS |
| 6783 | NPC UKRENERGO | 63718LAA2 | Jun 2026 | 400,000 | $390K | 0.00% | DBT |
| 6784 | Structured Asset Securities Corporation | 86359A4W0 | Jun 2026 | 399,779 | $390K | 0.00% | ABS-MBS |
| 6785 | Countrywide Home Loans | 12669GZP9 | Jun 2026 | 399,114 | $389K | 0.00% | ABS-MBS |
| 6786 | Fannie Mae | 3140FFNK3 | Jun 2026 | 407,601 | $389K | 0.00% | ABS-MBS |
| 6787 | Freddie Mac | 3142JQJA8 | Jun 2026 | 394,696 | $389K | 0.00% | ABS-MBS |
| 6788 | Freddie Mac | 3131Y0AV4 | Jun 2026 | 408,965 | $388K | 0.00% | ABS-MBS |
| 6789 | Freddie Mac | 3132A5H99 | Jun 2026 | 408,900 | $388K | 0.00% | ABS-MBS |
| 6790 | WAMU Mortgage Pass-Through Certificates | 92922F4P0 | Jun 2026 | 393,295 | $388K | 0.00% | ABS-MBS |
| 6791 | Chase Funding Loan Acquisition Trust | 161542CN3 | Jun 2026 | 389,625 | $388K | 0.00% | ABS-MBS |
| 6792 | Fannie Mae | 3140ATLF1 | Jun 2026 | 392,324 | $387K | 0.00% | ABS-MBS |
| 6793 | GSAMP Trust | 36245TAB1 | Jun 2026 | 848,298 | $386K | 0.00% | ABS-O |
| 6794 | Banc of America Mortgage Securities | 05949CPD2 | Jun 2026 | 437,104 | $386K | 0.00% | ABS-MBS |
| 6795 | Structured Adjustable Rate Mortgage Loan Trust | 863579CB2 | Jun 2026 | 401,910 | $385K | 0.00% | ABS-MBS |
| 6796 | Fannie Mae | 3140Q7B89 | Jun 2026 | 405,470 | $385K | 0.00% | ABS-MBS |
| 6797 | Government National Mortgage Association | 3617GNML1 | Jun 2026 | 409,992 | $384K | 0.00% | ABS-MBS |
| 6798 | Barclays Bank PLC | 000000000 | Jun 2026 | 140,500,000 | $384K | 0.00% | DCR |
| 6799 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $384K | 0.00% | DFE |
| 6800 | Soundview Home Equity Loan Trust | 83611XAB0 | Jun 2026 | 529,062 | $384K | 0.00% | ABS-O |
| 6801 | Freddie Mac | 3133BSFB3 | Jun 2026 | 373,551 | $384K | 0.00% | ABS-MBS |
| 6802 | Washington Mutual MSC Mortgage Pass-Through CTFS | 939336D42 | Jun 2026 | 375,689 | $384K | 0.00% | ABS-MBS |
| 6803 | Countrywide Home Loans | 126694MY1 | Jun 2026 | 1,864,027 | $383K | 0.00% | ABS-MBS |
| 6804 | Structured Asset Securities Corporation | 86359ARC9 | Jun 2026 | 421,821 | $383K | 0.00% | ABS-MBS |
| 6805 | Freddie Mac | 3142JREN3 | Jun 2026 | 389,714 | $383K | 0.00% | ABS-MBS |
| 6806 | Bank of America NA | 000000000 | Jun 2026 | 1 | $383K | 0.00% | DFE |
| 6807 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $383K | 0.00% | DFE |
| 6808 | Citigroup Mortgage Loan Trust Inc | 17329AAR6 | Jun 2026 | 399,784 | $382K | 0.00% | ABS-MBS |
| 6809 | Freddie Mac | 3132DWNJ8 | Jun 2026 | 380,232 | $382K | 0.00% | ABS-MBS |
| 6810 | Freddie Mac | 3133WA2A5 | Jun 2026 | 379,930 | $382K | 0.00% | ABS-MBS |
| 6811 | Bear Stearns Alt-A Trust | 07386HKK6 | Jun 2026 | 389,067 | $382K | 0.00% | ABS-MBS |
| 6812 | Fannie Mae | 3140GRNE0 | Jun 2026 | 401,901 | $382K | 0.00% | ABS-MBS |
| 6813 | JP Morgan Mortgage Trust | 46630GBB0 | Jun 2026 | 389,123 | $381K | 0.00% | ABS-MBS |
| 6814 | Freddie Mac | 3132XTF45 | Jun 2026 | 413,370 | $381K | 0.00% | ABS-MBS |
| 6815 | Washington Mutual Mortgage Pass-Through CTFS | 93935BAG5 | Jun 2026 | 1,854,493 | $381K | 0.00% | ABS-MBS |
| 6816 | Countrywide Home Loans | 12544CAB7 | Jun 2026 | 969,938 | $381K | 0.00% | ABS-MBS |
| 6817 | Legacy Mortgage Asset Trust | 52474EAB3 | Jun 2026 | 390,782 | $381K | 0.00% | ABS-MBS |
| 6818 | Fannie Mae | 3140HED90 | Jun 2026 | 410,585 | $381K | 0.00% | ABS-MBS |
| 6819 | Fannie Mae | 3140FQXH5 | Jun 2026 | 400,619 | $380K | 0.00% | ABS-MBS |
| 6820 | Fannie Mae | 3140FGVZ9 | Jun 2026 | 400,305 | $380K | 0.00% | ABS-MBS |
| 6821 | Freddie Mac | 31425XWC9 | Jun 2026 | 385,022 | $380K | 0.00% | ABS-MBS |
| 6822 | Residential Asset Mortgage Products, INC. | 76112BDW7 | Jun 2026 | 375,966 | $379K | 0.00% | ABS-O |
| 6823 | Fannie Mae | 3140FRN27 | Jun 2026 | 411,137 | $379K | 0.00% | ABS-MBS |
| 6824 | Citigroup Mortgage Loan Trust Inc | 17311WAH0 | Jun 2026 | 414,374 | $378K | 0.00% | ABS-MBS |
| 6825 | DSLA Mortgage Loan Trust | 23332UCM4 | Jun 2026 | 378,976 | $378K | 0.00% | ABS-MBS |
| 6826 | Fannie Mae | 3140GNQX4 | Jun 2026 | 395,213 | $378K | 0.00% | ABS-MBS |
| 6827 | Government National Mortgage Association | 3617GUHH0 | Jun 2026 | 403,605 | $377K | 0.00% | ABS-MBS |
| 6828 | Citigroup Mortgage Loan Trust Inc | 17307GQY7 | Jun 2026 | 391,442 | $377K | 0.00% | ABS-MBS |
| 6829 | Fannie Mae | 31398MSG2 | Jun 2026 | 381,071 | $375K | 0.00% | ABS-MBS |
| 6830 | Lehman XS Trust | 525221CD7 | Jun 2026 | 303,806 | $374K | 0.00% | ABS-O |
| 6831 | Fannie Mae | 3140HLG83 | Jun 2026 | 384,084 | $374K | 0.00% | ABS-MBS |
| 6832 | Residential Accredit Loans, Inc. | 74923JAA5 | Jun 2026 | 450,779 | $374K | 0.00% | ABS-MBS |
| 6833 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $373K | 0.00% | DFE |
| 6834 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $373K | 0.00% | DFE |
| 6835 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $373K | 0.00% | DFE |
| 6836 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $373K | 0.00% | DFE |
| 6837 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $373K | 0.00% | DFE |
| 6838 | Countrywide Home Loans | 126694UT3 | Jun 2026 | 389,723 | $373K | 0.00% | ABS-MBS |
| 6839 | Fannie Mae | 3140H1FD7 | Jun 2026 | 403,966 | $373K | 0.00% | ABS-MBS |
| 6840 | Fannie Mae | 3140Q7RG4 | Jun 2026 | 402,338 | $371K | 0.00% | ABS-MBS |
| 6841 | Residential Asset Securities Corporation | 76110WD52 | Jun 2026 | 383,543 | $371K | 0.00% | ABS-MBS |
| 6842 | LCH Ltd. | 000000000 | Jun 2026 | 51,800,000 | $371K | 0.00% | DIR |
| 6843 | Fannie Mae | 3138YXPF6 | Jun 2026 | 397,975 | $370K | 0.00% | ABS-MBS |
| 6844 | Bank of America NA | 000000000 | Jun 2026 | 1 | $370K | 0.00% | DFE |
| 6845 | JP Morgan Mortgage Trust | 46628BAG5 | Jun 2026 | 531,404 | $370K | 0.00% | ABS-MBS |
| 6846 | Morgan Stanley Capital Services LLC | 000000000 | Jun 2026 | 70,400,000 | $370K | 0.00% | DCR |
| 6847 | First Horizon Alternative Mortgage Securities | 32051GS48 | Jun 2026 | 1,242,416 | $369K | 0.00% | ABS-MBS |
| 6848 | Fannie Mae | 3140FST94 | Jun 2026 | 401,158 | $369K | 0.00% | ABS-MBS |
| 6849 | Freddie Mac | 3131XX3V1 | Jun 2026 | 388,278 | $369K | 0.00% | ABS-MBS |
| 6850 | Fannie Mae | 3140QVU44 | Jun 2026 | 366,226 | $369K | 0.00% | ABS-MBS |
| 6851 | Citibank NA | 000000000 | Jun 2026 | 1 | $368K | 0.00% | DFE |
| 6852 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $368K | 0.00% | DFE |
| 6853 | Freddie Mac | 3132DSR95 | Jun 2026 | 372,553 | $368K | 0.00% | ABS-MBS |
| 6854 | Fannie Mae | 3140FERH9 | Jun 2026 | 387,669 | $367K | 0.00% | ABS-MBS |
| 6855 | Fannie Mae | 3138Y3YF2 | Jun 2026 | 374,265 | $367K | 0.00% | ABS-MBS |
| 6856 | Government National Mortgage Association | 36179YKN3 | Jun 2026 | 401,576 | $367K | 0.00% | ABS-MBS |
| 6857 | Fannie Mae | 3140L3L74 | Jun 2026 | 388,331 | $366K | 0.00% | ABS-MBS |
| 6858 | Bear Stearns Alt-A Trust | 07386HHU8 | Jun 2026 | 323,946 | $365K | 0.00% | ABS-MBS |
| 6859 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $365K | 0.00% | DFE |
| 6860 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $365K | 0.00% | DFE |
| 6861 | Freddie Mac | 3137BPS83 | Jun 2026 | 8,079,627 | $365K | 0.00% | ABS-MBS |
| 6862 | Fannie Mae | 3140GXBP5 | Jun 2026 | 382,121 | $365K | 0.00% | ABS-MBS |
| 6863 | GSR Mortgage Loan Trust | 36297TAB8 | Jun 2026 | 630,325 | $365K | 0.00% | ABS-MBS |
| 6864 | Fannie Mae | 31418DEQ1 | Jun 2026 | 383,394 | $365K | 0.00% | ABS-MBS |
| 6865 | Countrywide Alternative Loan Trust | 12667GR62 | Jun 2026 | 492,618 | $365K | 0.00% | ABS-MBS |
| 6866 | Citibank NA | 000000000 | Jun 2026 | 125,500,000 | $365K | 0.00% | DCR |
| 6867 | LCH Ltd. | 000000000 | Jun 2026 | 50,200,000 | $364K | 0.00% | DIR |
| 6868 | Chase Mortgage Finance Corporation | 16162WNQ8 | Jun 2026 | 527,376 | $364K | 0.00% | ABS-MBS |
| 6869 | Fannie Mae | 3140N1ZL0 | Jun 2026 | 385,537 | $362K | 0.00% | ABS-MBS |
| 6870 | Structured Adjustable Rate Mortgage Loan Trust | 863579NZ7 | Jun 2026 | 343,216 | $361K | 0.00% | ABS-MBS |
| 6871 | Fannie Mae | 3140GWJW4 | Jun 2026 | 380,614 | $361K | 0.00% | ABS-MBS |
| 6872 | Freddie Mac | 31427DWF4 | Jun 2026 | 366,973 | $361K | 0.00% | ABS-MBS |
| 6873 | Freddie Mac | 31427NSH3 | Jun 2026 | 359,266 | $361K | 0.00% | ABS-MBS |
| 6874 | Freddie Mac | 3133GHCU3 | Jun 2026 | 380,701 | $361K | 0.00% | ABS-MBS |
| 6875 | Fannie Mae | 3140H72D8 | Jun 2026 | 391,360 | $361K | 0.00% | ABS-MBS |
| 6876 | Soundview Home Equity Loan Trust | 83611MEV6 | Jun 2026 | 360,515 | $360K | 0.00% | ABS-O |
| 6877 | Freddie Mac | 3133BRUH5 | Jun 2026 | 349,433 | $360K | 0.00% | ABS-MBS |
| 6878 | Legacy Mortgage Asset Trust | 52475VAT5 | Jun 2026 | 364,370 | $359K | 0.00% | ABS-MBS |
| 6879 | Credit Suisse Mortgage Trust | 12643GDH2 | Jun 2026 | 360,353 | $359K | 0.00% | ABS-MBS |
| 6880 | Fannie Mae | 31413F4A7 | Jun 2026 | 342,331 | $358K | 0.00% | ABS-MBS |
| 6881 | Fannie Mae | 3140UF5W0 | Jun 2026 | 361,977 | $356K | 0.00% | ABS-MBS |
| 6882 | GSAMP Trust | 36244RAA8 | Jun 2026 | 384,883 | $356K | 0.00% | ABS-O |
| 6883 | KKR Financial CLO Ltd | 48252KAA7 | Jun 2026 | 355,540 | $356K | 0.00% | ABS-CBDO |
| 6884 | Residential Asset Mortgage Products, INC. | 76112BJA9 | Jun 2026 | 433,310 | $355K | 0.00% | ABS-O |
| 6885 | Fannie Mae | 3140HEH54 | Jun 2026 | 362,503 | $355K | 0.00% | ABS-MBS |
| 6886 | Fannie Mae | 31416CM29 | Jun 2026 | 337,866 | $355K | 0.00% | ABS-MBS |
| 6887 | Fannie Mae | 31410KJT2 | Jun 2026 | 337,023 | $354K | 0.00% | ABS-MBS |
| 6888 | Credit Suisse Mortgage Trust | 12642YGS7 | Jun 2026 | 1,444,216 | $354K | 0.00% | ABS-MBS |
| 6889 | GSR Mortgage Loan Trust | 362341FN4 | Jun 2026 | 673,069 | $353K | 0.00% | ABS-MBS |
| 6890 | Societe Generale SA | 000000000 | Jun 2026 | 1 | $353K | 0.00% | DFE |
| 6891 | Freddie Mac | 3133D1B99 | Jun 2026 | 350,872 | $353K | 0.00% | ABS-MBS |
| 6892 | Countrywide Alternative Loan Trust | 02146QAC7 | Jun 2026 | 363,971 | $353K | 0.00% | ABS-MBS |
| 6893 | Fannie Mae | 3138YBTV5 | Jun 2026 | 358,735 | $351K | 0.00% | ABS-MBS |
| 6894 | Fannie Mae | 3138Y24U4 | Jun 2026 | 365,672 | $351K | 0.00% | ABS-MBS |
| 6895 | Fannie Mae | 3138WPKK9 | Jun 2026 | 364,134 | $350K | 0.00% | ABS-MBS |
| 6896 | Citibank NA | 000000000 | Jun 2026 | 1 | $350K | 0.00% | DFE |
| 6897 | Bear Stearns Asset Backed Securities Trust | 073879SU3 | Jun 2026 | 367,464 | $350K | 0.00% | ABS-MBS |
| 6898 | WAMU Mortgage Pass-Through Certificates | 93362YAB8 | Jun 2026 | 391,934 | $350K | 0.00% | ABS-MBS |
| 6899 | Fannie Mae | 3140NBMY4 | Jun 2026 | 346,332 | $350K | 0.00% | ABS-MBS |
| 6900 | Structured Asset Securities Corporation | 863576DL5 | Jun 2026 | 349,096 | $349K | 0.00% | ABS-O |
| 6901 | HSI Asset Loan Obligation | 40431LAB4 | Jun 2026 | 605,170 | $349K | 0.00% | ABS-MBS |
| 6902 | JP Morgan Mortgage Trust | 46631NDT3 | Jun 2026 | 756,676 | $348K | 0.00% | ABS-MBS |
| 6903 | Fannie Mae | 3140Q7XX0 | Jun 2026 | 377,431 | $348K | 0.00% | ABS-MBS |
| 6904 | Fannie Mae | 3140H5LK5 | Jun 2026 | 375,849 | $348K | 0.00% | ABS-MBS |
| 6905 | Fannie Mae | 3138WKUD5 | Jun 2026 | 375,137 | $347K | 0.00% | ABS-MBS |
| 6906 | Goldman Sachs International | 000000000 | Jun 2026 | 19,200,000 | $347K | 0.00% | DCR |
| 6907 | MASTR Adjustable Rate Mortgages Trust | 576433LE4 | Jun 2026 | 347,234 | $347K | 0.00% | ABS-MBS |
| 6908 | Washington Mutual Mortgage Pass-Through CTFS | 93934FGF3 | Jun 2026 | 357,213 | $347K | 0.00% | ABS-MBS |
| 6909 | Freddie Mac | 31425WKE0 | Jun 2026 | 349,831 | $346K | 0.00% | ABS-MBS |
| 6910 | Fannie Mae | 31418DKK7 | Jun 2026 | 361,843 | $346K | 0.00% | ABS-MBS |
| 6911 | Structured Asset Securities Corporation | 86359AT78 | Jun 2026 | 374,418 | $345K | 0.00% | ABS-MBS |
| 6912 | Chase Mortgage Finance Corporation | 16162YAK1 | Jun 2026 | 897,341 | $344K | 0.00% | ABS-MBS |
| 6913 | Chase Mortgage Finance Corporation | 16163BAM6 | Jun 2026 | 961,333 | $343K | 0.00% | ABS-MBS |
| 6914 | Morgan Stanley Capital Inc | 61744CGZ3 | Jun 2026 | 323,170 | $343K | 0.00% | ABS-MBS |
| 6915 | Countrywide Alternative Loan Trust | 02149DAN9 | Jun 2026 | 381,437 | $343K | 0.00% | ABS-MBS |
| 6916 | Freddie Mac | 31426UJU9 | Jun 2026 | 347,023 | $342K | 0.00% | ABS-MBS |
| 6917 | Residential Asset Mortgage Products, INC. | 760985R45 | Jun 2026 | 370,057 | $342K | 0.00% | ABS-O |
| 6918 | NRPL Trust Series | 62956EAL7 | Jun 2026 | 359,906 | $342K | 0.00% | ABS-MBS |
| 6919 | Banc of America Mortgage Securities | 05949CBW5 | Jun 2026 | 528,882 | $342K | 0.00% | ABS-MBS |
| 6920 | Countrywide Home Loans | 126694TU2 | Jun 2026 | 598,823 | $342K | 0.00% | ABS-MBS |
| 6921 | Fannie Mae | 31418DCV2 | Jun 2026 | 358,852 | $342K | 0.00% | ABS-MBS |
| 6922 | Novastar Home Equity Loan | 66988RAD9 | Jun 2026 | 1,058,565 | $341K | 0.00% | ABS-MBS |
| 6923 | Fannie Mae | 3140H1V98 | Jun 2026 | 358,768 | $341K | 0.00% | ABS-MBS |
| 6924 | Fannie Mae | 3140H2GM4 | Jun 2026 | 355,929 | $340K | 0.00% | ABS-MBS |
| 6925 | Fannie Mae | 3138YK2Q5 | Jun 2026 | 356,050 | $340K | 0.00% | ABS-MBS |
| 6926 | Residential Asset Securitization Trust | 45660NSY2 | Jun 2026 | 374,008 | $340K | 0.00% | ABS-MBS |
| 6927 | Freddie Mac | 3133C7VU8 | Jun 2026 | 343,313 | $340K | 0.00% | ABS-MBS |
| 6928 | Fannie Mae | 3140AQXP2 | Jun 2026 | 337,745 | $340K | 0.00% | ABS-MBS |
| 6929 | NATIONWIDE BLDG SOCIETY | 63861VAF4 | Jun 2026 | 342,000 | $339K | 0.00% | DBT |
| 6930 | IndyMac INDX Mortgage Loan Trust | 45661EGG3 | Jun 2026 | 405,297 | $338K | 0.00% | ABS-MBS |
| 6931 | Fannie Mae | 3138XLWN8 | Jun 2026 | 344,380 | $337K | 0.00% | ABS-MBS |
| 6932 | Fannie Mae | 3140GQ3F1 | Jun 2026 | 354,608 | $337K | 0.00% | ABS-MBS |
| 6933 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $334K | 0.00% | DFE |
| 6934 | Citigroup Mortgage Loan Trust Inc | 17306SAC7 | Jun 2026 | 344,110 | $334K | 0.00% | ABS-MBS |
| 6935 | Government National Mortgage Association | 3617HAGX9 | Jun 2026 | 357,116 | $334K | 0.00% | ABS-MBS |
| 6936 | Fannie Mae | 3140N45S2 | Jun 2026 | 329,837 | $334K | 0.00% | ABS-MBS |
| 6937 | Freddie Mac | 3133BU5D5 | Jun 2026 | 330,135 | $333K | 0.00% | ABS-MBS |
| 6938 | Freddie Mac | 3132L9XW0 | Jun 2026 | 361,463 | $333K | 0.00% | ABS-MBS |
| 6939 | Freddie Mac | 31329PBX0 | Jun 2026 | 349,287 | $332K | 0.00% | ABS-MBS |
| 6940 | Countrywide Home Loans | 126694MH8 | Jun 2026 | 353,972 | $332K | 0.00% | ABS-MBS |
| 6941 | Chase Mortgage Finance Corporation | 16163EAD0 | Jun 2026 | 669,629 | $332K | 0.00% | ABS-MBS |
| 6942 | Bayview Commercial Asset Trust | 07324SCB6 | Jun 2026 | 337,612 | $332K | 0.00% | ABS-MBS |
| 6943 | Fannie Mae | 3140E25A5 | Jun 2026 | 348,408 | $331K | 0.00% | ABS-MBS |
| 6944 | Fannie Mae | 3140FLEJ3 | Jun 2026 | 357,626 | $331K | 0.00% | ABS-MBS |
| 6945 | Argent Securities Inc. | 040104LN9 | Jun 2026 | 331,106 | $331K | 0.00% | ABS-O |
| 6946 | Fannie Mae | 31418C7C2 | Jun 2026 | 341,073 | $330K | 0.00% | ABS-MBS |
| 6947 | GSR Mortgage Loan Trust | 36242D4W0 | Jun 2026 | 448,467 | $330K | 0.00% | ABS-MBS |
| 6948 | Residential Funding Mtg Sec I | 74958YAN2 | Jun 2026 | 414,773 | $330K | 0.00% | ABS-MBS |
| 6949 | Freddie Mac | 3132DUAU1 | Jun 2026 | 326,837 | $329K | 0.00% | ABS-MBS |
| 6950 | Fannie Mae | 31418DFN7 | Jun 2026 | 345,834 | $329K | 0.00% | ABS-MBS |
| 6951 | Countrywide Alternative Loan Trust | 021482AC8 | Jun 2026 | 803,787 | $328K | 0.00% | ABS-MBS |
| 6952 | Structured Asset Mortgage Investments Inc | 86359LGE3 | Jun 2026 | 338,618 | $327K | 0.00% | ABS-MBS |
| 6953 | Bear Stearns Alt-A Trust | 07386HVU2 | Jun 2026 | 806,021 | $327K | 0.00% | ABS-MBS |
| 6954 | Credit Suisse Mortgage Trust | 126379AW6 | Jun 2026 | 2,110,051 | $325K | 0.00% | ABS-MBS |
| 6955 | Deutsche Alt-A Securities INC Mortgage Loan Trust | 25151XAE1 | Jun 2026 | 371,871 | $325K | 0.00% | ABS-MBS |
| 6956 | Freddie Mac | 3142GTZK5 | Jun 2026 | 323,410 | $325K | 0.00% | ABS-MBS |
| 6957 | Washington Mutual Mortgage Pass-Through CTFS | 93934FFY3 | Jun 2026 | 450,169 | $325K | 0.00% | ABS-MBS |
| 6958 | Bear Stearns Adjustable Rate Mortgage Trust | 07384M6H0 | Jun 2026 | 333,183 | $325K | 0.00% | ABS-MBS |
| 6959 | Government National Mortgage Association | 36179RTA7 | Jun 2026 | 337,789 | $324K | 0.00% | ABS-MBS |
| 6960 | JP Morgan Mortgage Trust | 46628KAN0 | Jun 2026 | 383,904 | $324K | 0.00% | ABS-MBS |
| 6961 | Fannie Mae | 3140FQEY9 | Jun 2026 | 338,556 | $324K | 0.00% | ABS-MBS |
| 6962 | Fannie Mae | 3140GSY22 | Jun 2026 | 350,681 | $323K | 0.00% | ABS-MBS |
| 6963 | Citibank NA | 000000000 | Jun 2026 | 1 | $323K | 0.00% | DFE |
| 6964 | WAMU Mortgage Pass-Through Certificates | 939336Z30 | Jun 2026 | 327,713 | $321K | 0.00% | ABS-MBS |
| 6965 | Credit Suisse First Boston Mortgage Securities | 22541NB32 | Jun 2026 | 346,470 | $321K | 0.00% | ABS-MBS |
| 6966 | MASTR Adjustable Rate Mortgages Trust | 576433RB4 | Jun 2026 | 357,037 | $321K | 0.00% | ABS-MBS |
| 6967 | Freddie Mac | 3133BPCS5 | Jun 2026 | 311,651 | $321K | 0.00% | ABS-MBS |
| 6968 | GSAA Home Equity Trust | 36228F7F7 | Jun 2026 | 319,908 | $320K | 0.00% | ABS-MBS |
| 6969 | Structured Adjustable Rate Mortgage Loan Trust | 863579V47 | Jun 2026 | 398,398 | $320K | 0.00% | ABS-MBS |
| 6970 | Fannie Mae | 3140FXLS9 | Jun 2026 | 338,336 | $319K | 0.00% | ABS-MBS |
| 6971 | Fannie Mae | 3140QUFM3 | Jun 2026 | 321,587 | $318K | 0.00% | ABS-MBS |
| 6972 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 313,700,000 | $318K | 0.00% | DIR |
| 6973 | Merrill Lynch Mortgage Investors Trust | 590216AD9 | Jun 2026 | 2,774,080 | $317K | 0.00% | ABS-O |
| 6974 | FREDDIE MAC | 3137AHVF2 | Jun 2026 | 346,593 | $316K | 0.00% | ABS-MBS |
| 6975 | Fannie Mae | 3140H2YD4 | Jun 2026 | 344,347 | $316K | 0.00% | ABS-MBS |
| 6976 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 16,400,000 | $316K | 0.00% | DCR |
| 6977 | GS Mortgage-Backed Securities Trust | 36268LAH7 | Jun 2026 | 322,657 | $316K | 0.00% | ABS-MBS |
| 6978 | Fannie Mae | 3140J8X57 | Jun 2026 | 318,524 | $316K | 0.00% | ABS-MBS |
| 6979 | Freddie Mac | 3132VLXW2 | Jun 2026 | 343,422 | $316K | 0.00% | ABS-MBS |
| 6980 | BCAP LLC Trust | 05532GAD2 | Jun 2026 | 323,934 | $315K | 0.00% | ABS-MBS |
| 6981 | Bear Stearns Adjustable Rate Mortgage Trust | 07384MJ29 | Jun 2026 | 338,338 | $314K | 0.00% | ABS-MBS |
| 6982 | Fannie Mae | 31416CD52 | Jun 2026 | 298,893 | $314K | 0.00% | ABS-MBS |
| 6983 | Freddie Mac | 3132WPND5 | Jun 2026 | 329,381 | $313K | 0.00% | ABS-MBS |
| 6984 | Countrywide Home Loans | 17025JAE3 | Jun 2026 | 708,289 | $313K | 0.00% | ABS-MBS |
| 6985 | Adjustable Rate Mortgage Trust | 007036TP1 | Jun 2026 | 325,233 | $313K | 0.00% | ABS-MBS |
| 6986 | Morgan Stanley ReRemic Trust | 61764KAY9 | Jun 2026 | 358,849 | $313K | 0.00% | ABS-MBS |
| 6987 | LCH Ltd. | 000000000 | Jun 2026 | 119,400,000 | $312K | 0.00% | DIR |
| 6988 | Freddie Mac | 3133CLVG8 | Jun 2026 | 296,694 | $311K | 0.00% | ABS-MBS |
| 6989 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $310K | 0.00% | DFE |
| 6990 | Fannie Mae | 3140H9CJ0 | Jun 2026 | 334,507 | $309K | 0.00% | ABS-MBS |
| 6991 | Fannie Mae | 3140NM2E6 | Jun 2026 | 299,218 | $309K | 0.00% | ABS-MBS |
| 6992 | Freddie Mac | 31426WSE1 | Jun 2026 | 312,832 | $309K | 0.00% | ABS-MBS |
| 6993 | Fannie Mae | 31396YGT3 | Jun 2026 | 2,853,586 | $308K | 0.00% | ABS-MBS |
| 6994 | Freddie Mac | 3133A4MH6 | Jun 2026 | 335,740 | $308K | 0.00% | ABS-MBS |
| 6995 | Nomura Asset Acceptance Corporation | 65535VSD1 | Jun 2026 | 512,167 | $308K | 0.00% | ABS-MBS |
| 6996 | Fannie Mae | 3140BWKZ0 | Jun 2026 | 311,623 | $307K | 0.00% | ABS-MBS |
| 6997 | NRPL Trust Series | 62955FAM3 | Jun 2026 | 310,998 | $307K | 0.00% | ABS-MBS |
| 6998 | Government National Mortgage Association | 3617BKHT1 | Jun 2026 | 327,532 | $307K | 0.00% | ABS-MBS |
| 6999 | Fannie Mae | 3140FFM24 | Jun 2026 | 331,857 | $307K | 0.00% | ABS-MBS |
| 7000 | Intercontinental Exchange, Inc. | 000000000 | Jun 2026 | 7,100,000 | $306K | 0.00% | DCR |
| 7001 | Fannie Mae | 31417C5E1 | Jun 2026 | 316,543 | $305K | 0.00% | ABS-MBS |
| 7002 | Freddie Mac | 3132DWK85 | Jun 2026 | 309,493 | $305K | 0.00% | ABS-MBS |
| 7003 | Fannie Mae | 3140XLJU3 | Jun 2026 | 301,698 | $305K | 0.00% | ABS-MBS |
| 7004 | Freddie Mac | 3132XVER0 | Jun 2026 | 328,868 | $305K | 0.00% | ABS-MBS |
| 7005 | Government National Mortgage Association | 3617H4MZ1 | Jun 2026 | 324,794 | $304K | 0.00% | ABS-MBS |
| 7006 | Lehman Mortgage Trust | 52520MCH4 | Jun 2026 | 527,319 | $304K | 0.00% | ABS-MBS |
| 7007 | Credit Suisse Mortgage Trust | 12642LCA8 | Jun 2026 | 317,542 | $304K | 0.00% | ABS-MBS |
| 7008 | Countrywide Home Loans | 12669FXH1 | Jun 2026 | 297,768 | $304K | 0.00% | ABS-MBS |
| 7009 | Government National Mortgage Association | 36179YRE6 | Jun 2026 | 323,812 | $304K | 0.00% | ABS-MBS |
| 7010 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $303K | 0.00% | DFE |
| 7011 | Countrywide Alternative Loan Trust | 12667GDE0 | Jun 2026 | 388,628 | $302K | 0.00% | ABS-MBS |
| 7012 | Morgan Stanley Mortgage Loan Trust | 61748HCD1 | Jun 2026 | 308,765 | $302K | 0.00% | ABS-MBS |
| 7013 | Fannie Mae | 3140HHHZ1 | Jun 2026 | 328,935 | $302K | 0.00% | ABS-MBS |
| 7014 | Freddie Mac | 3133C5VS7 | Jun 2026 | 304,514 | $301K | 0.00% | ABS-MBS |
| 7015 | Fannie Mae | 31418DBD3 | Jun 2026 | 311,001 | $301K | 0.00% | ABS-MBS |
| 7016 | ONEOK INC | 682680BH5 | Jun 2026 | 300,000 | $301K | 0.00% | DBT |
| 7017 | COOPERATIEVE RABOBANK UA | 74977RDR2 | Jun 2026 | 300,000 | $300K | 0.00% | DBT |
| 7018 | Wachovia Mortgage Loan Trust, LLC | 92977YBP5 | Jun 2026 | 305,856 | $300K | 0.00% | ABS-MBS |
| 7019 | Freddie Mac | 3132WHEU5 | Jun 2026 | 335,032 | $299K | 0.00% | ABS-MBS |
| 7020 | Credit Suisse First Boston Mortgage Securities | 225458W95 | Jun 2026 | 389,574 | $299K | 0.00% | ABS-MBS |
| 7021 | Government National Mortgage Association | 36179V4X5 | Jun 2026 | 326,459 | $299K | 0.00% | ABS-MBS |
| 7022 | Freddie Mac | 31426RFG1 | Jun 2026 | 303,149 | $298K | 0.00% | ABS-MBS |
| 7023 | Banc of America Funding Corporation | 058928AH5 | Jun 2026 | 362,005 | $298K | 0.00% | ABS-MBS |
| 7024 | Government National Mortgage Association | 36179TNR2 | Jun 2026 | 323,635 | $298K | 0.00% | ABS-MBS |
| 7025 | Residential Accredit Loans, Inc. | 74922KAH8 | Jun 2026 | 429,010 | $297K | 0.00% | ABS-MBS |
| 7026 | Sequoia Mortgage Trust | 81744MAQ5 | Jun 2026 | 377,040 | $296K | 0.00% | ABS-MBS |
| 7027 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $296K | 0.00% | DFE |
| 7028 | Freddie Mac | 31426HAA1 | Jun 2026 | 294,317 | $296K | 0.00% | ABS-MBS |
| 7029 | Freddie Mac | 3142JY4D1 | Jun 2026 | 299,701 | $295K | 0.00% | ABS-MBS |
| 7030 | Freddie Mac | 3133GHCX7 | Jun 2026 | 308,780 | $295K | 0.00% | ABS-MBS |
| 7031 | Fannie Mae | 3140ASLH9 | Jun 2026 | 298,953 | $295K | 0.00% | ABS-MBS |
| 7032 | Fannie Mae | 3138WGDE1 | Jun 2026 | 310,115 | $294K | 0.00% | ABS-MBS |
| 7033 | Freddie Mac | 3133USGK1 | Jun 2026 | 309,448 | $294K | 0.00% | ABS-MBS |
| 7034 | Fannie Mae | 3140GPDW5 | Jun 2026 | 308,833 | $293K | 0.00% | ABS-MBS |
| 7035 | Fannie Mae | 31416BL71 | Jun 2026 | 278,899 | $293K | 0.00% | ABS-MBS |
| 7036 | Freddie Mac | 3132AD6M5 | Jun 2026 | 318,042 | $292K | 0.00% | ABS-MBS |
| 7037 | Freddie Mac | 3132A5GX7 | Jun 2026 | 307,489 | $292K | 0.00% | ABS-MBS |
| 7038 | Government National Mortgage Association | 3617G6VC8 | Jun 2026 | 315,608 | $292K | 0.00% | ABS-MBS |
| 7039 | Aegis Asset Backed Securities Trust | 00764MAV9 | Jun 2026 | 296,059 | $292K | 0.00% | ABS-MBS |
| 7040 | NRPL Trust Series | 62947EAB1 | Jun 2026 | 300,651 | $292K | 0.00% | ABS-MBS |
| 7041 | Credit Suisse Mortgage Trust | 22944JDG3 | Jun 2026 | 293,942 | $291K | 0.00% | ABS-MBS |
| 7042 | Citigroup Mortgage Loan Trust Inc | 17330WAR5 | Jun 2026 | 308,267 | $291K | 0.00% | ABS-MBS |
| 7043 | GSAMP Trust | 3622MAAB7 | Jun 2026 | 589,897 | $291K | 0.00% | ABS-O |
| 7044 | Fannie Mae | 3140Q7TF4 | Jun 2026 | 304,847 | $290K | 0.00% | ABS-MBS |
| 7045 | Fannie Mae | 3140FSRC9 | Jun 2026 | 313,815 | $289K | 0.00% | ABS-MBS |
| 7046 | Nomura Asset Acceptance Corporation | 62951MAA8 | Jun 2026 | 314,639 | $288K | 0.00% | ABS-MBS |
| 7047 | Fannie Mae | 3140E6NU2 | Jun 2026 | 299,911 | $288K | 0.00% | ABS-MBS |
| 7048 | Freddie Mac | 3133W7HH1 | Jun 2026 | 291,935 | $288K | 0.00% | ABS-MBS |
| 7049 | Morgan Stanley Capital Services LLC | 000000000 | Jun 2026 | 61,200,000 | $288K | 0.00% | DCR |
| 7050 | Government National Mortgage Association | 3617GWNL0 | Jun 2026 | 306,987 | $288K | 0.00% | ABS-MBS |
| 7051 | Freddie Mac | 3133W92Y6 | Jun 2026 | 290,887 | $287K | 0.00% | ABS-MBS |
| 7052 | Chase Mortgage Finance Corporation | 161631AJ5 | Jun 2026 | 692,763 | $286K | 0.00% | ABS-MBS |
| 7053 | Bella Vista Mortgage Trust | 07820QBL8 | Jun 2026 | 294,112 | $286K | 0.00% | ABS-MBS |
| 7054 | Fannie Mae | 3140FVAS5 | Jun 2026 | 308,576 | $286K | 0.00% | ABS-MBS |
| 7055 | Fannie Mae | 3140M5Q73 | Jun 2026 | 281,845 | $285K | 0.00% | ABS-MBS |
| 7056 | Fannie Mae | 31417AJM2 | Jun 2026 | 304,311 | $285K | 0.00% | ABS-MBS |
| 7057 | Fannie Mae | 3140HDEJ9 | Jun 2026 | 298,407 | $284K | 0.00% | ABS-MBS |
| 7058 | Freddie Mac | 3132VPJL3 | Jun 2026 | 309,626 | $284K | 0.00% | ABS-MBS |
| 7059 | Freddie Mac | 3133KYTF6 | Jun 2026 | 299,840 | $284K | 0.00% | ABS-MBS |
| 7060 | Fannie Mae | 31417AQB8 | Jun 2026 | 293,739 | $284K | 0.00% | ABS-MBS |
| 7061 | Freddie Mac | 3133BTEC0 | Jun 2026 | 275,011 | $284K | 0.00% | ABS-MBS |
| 7062 | Fannie Mae | 3140FB5C0 | Jun 2026 | 306,909 | $284K | 0.00% | ABS-MBS |
| 7063 | Credit Suisse Mortgage Trust | 12660QAQ1 | Jun 2026 | 288,351 | $283K | 0.00% | ABS-MBS |
| 7064 | Credit Suisse Mortgage Trust | 12597AAJ0 | Jun 2026 | 290,098 | $283K | 0.00% | ABS-MBS |
| 7065 | Intercontinental Exchange, Inc. | 000000000 | Jun 2026 | 28,700,000 | $283K | 0.00% | DCR |
| 7066 | Freddie Mac | 3132A5G33 | Jun 2026 | 296,322 | $282K | 0.00% | ABS-MBS |
| 7067 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $281K | 0.00% | DFE |
| 7068 | First Horizon Alternative Mortgage Securities | 32052FAM8 | Jun 2026 | 1,162,484 | $281K | 0.00% | ABS-MBS |
| 7069 | LCH Ltd. | 000000000 | Jun 2026 | 112,700,000 | $281K | 0.00% | DIR |
| 7070 | Countrywide Home Loans | 126694Z76 | Jun 2026 | 763,891 | $281K | 0.00% | ABS-MBS |
| 7071 | Legacy Mortgage Asset Trust | 52473MAD2 | Jun 2026 | 294,086 | $281K | 0.00% | ABS-MBS |
| 7072 | GSAMP Trust | 3622MLAA5 | Jun 2026 | 281,079 | $280K | 0.00% | ABS-O |
| 7073 | Fannie Mae | 3140QAG46 | Jun 2026 | 313,138 | $279K | 0.00% | ABS-MBS |
| 7074 | Freddie Mac | 3133BSGV8 | Jun 2026 | 267,967 | $279K | 0.00% | ABS-MBS |
| 7075 | Citimortgage Alternative Loan Trust | 12567AAD9 | Jun 2026 | 315,175 | $279K | 0.00% | ABS-MBS |
| 7076 | Fannie Mae | 3138WF3X2 | Jun 2026 | 291,655 | $278K | 0.00% | ABS-MBS |
| 7077 | Goldman Sachs International | 000000000 | Jun 2026 | 59,100,000 | $278K | 0.00% | DCR |
| 7078 | Fannie Mae | 3140NNXX8 | Jun 2026 | 268,236 | $278K | 0.00% | ABS-MBS |
| 7079 | Fannie Mae | 3140UFGJ7 | Jun 2026 | 282,190 | $278K | 0.00% | ABS-MBS |
| 7080 | Asset Backed Funding Certificates | 04542BHG0 | Jun 2026 | 276,240 | $277K | 0.00% | ABS-MBS |
| 7081 | WAMU Mortgage Pass-Through Certificates | 93363PAK6 | Jun 2026 | 306,451 | $277K | 0.00% | ABS-MBS |
| 7082 | Countrywide Home Loans | 126694JG4 | Jun 2026 | 326,760 | $277K | 0.00% | ABS-MBS |
| 7083 | MASTR Adjustable Rate Mortgages Trust | 57645RAA9 | Jun 2026 | 701,124 | $277K | 0.00% | ABS-MBS |
| 7084 | First Horizon Mortgage Pass-Through Trust | 32051GTX3 | Jun 2026 | 303,276 | $277K | 0.00% | ABS-MBS |
| 7085 | Fannie Mae | 3140A5GL6 | Jun 2026 | 266,710 | $276K | 0.00% | ABS-MBS |
| 7086 | Residential Funding Mtg Sec I | 74958YAB8 | Jun 2026 | 349,093 | $276K | 0.00% | ABS-MBS |
| 7087 | Citigroup Mortgage Loan Trust Inc | 17327MAM3 | Jun 2026 | 284,419 | $276K | 0.00% | ABS-MBS |
| 7088 | Countrywide Alternative Loan Trust | 12668BNA7 | Jun 2026 | 650,820 | $276K | 0.00% | ABS-MBS |
| 7089 | Fannie Mae | 3140GYBE8 | Jun 2026 | 290,289 | $276K | 0.00% | ABS-MBS |
| 7090 | Fannie Mae | 3138ERJ76 | Jun 2026 | 296,662 | $276K | 0.00% | ABS-MBS |
| 7091 | Freddie Mac | 3133BJTQ5 | Jun 2026 | 293,979 | $275K | 0.00% | ABS-MBS |
| 7092 | Fannie Mae | 3138WE6S3 | Jun 2026 | 288,199 | $275K | 0.00% | ABS-MBS |
| 7093 | Fannie Mae | 3140METQ9 | Jun 2026 | 279,449 | $275K | 0.00% | ABS-MBS |
| 7094 | Morgan Stanley Capital Services LLC | 000000000 | Jun 2026 | 40,060,000 | $275K | 0.00% | DCR |
| 7095 | Fannie Mae | 31418FAV9 | Jun 2026 | 278,673 | $275K | 0.00% | ABS-MBS |
| 7096 | GMAC Mortgage Corporation Loan Trust | 36185N6M7 | Jun 2026 | 290,503 | $275K | 0.00% | ABS-MBS |
| 7097 | Freddie Mac | 3131YAGD6 | Jun 2026 | 293,738 | $274K | 0.00% | ABS-MBS |
| 7098 | Washington Mutual Mortgage Pass-Through CTFS | 93935BAC4 | Jun 2026 | 1,332,509 | $274K | 0.00% | ABS-MBS |
| 7099 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $274K | 0.00% | DFE |
| 7100 | FannieMae Grantor Trust | 313921FG8 | Jun 2026 | 286,114 | $274K | 0.00% | ABS-MBS |
| 7101 | Fannie Mae | 3138WKXB6 | Jun 2026 | 295,747 | $274K | 0.00% | ABS-MBS |
| 7102 | Fannie Mae | 31418DHE5 | Jun 2026 | 285,956 | $273K | 0.00% | ABS-MBS |
| 7103 | Fannie Mae | 3140F52T9 | Jun 2026 | 295,433 | $273K | 0.00% | ABS-MBS |
| 7104 | Fannie Mae | 3138X6M85 | Jun 2026 | 276,579 | $273K | 0.00% | ABS-MBS |
| 7105 | CVS PASS-THROUGH TRUST | 126650BC3 | Jun 2026 | 272,423 | $272K | 0.00% | DBT |
| 7106 | Fannie Mae | 3140FVJA5 | Jun 2026 | 285,583 | $271K | 0.00% | ABS-MBS |
| 7107 | Fannie Mae | 3140ANXB0 | Jun 2026 | 275,257 | $271K | 0.00% | ABS-MBS |
| 7108 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $271K | 0.00% | DFE |
| 7109 | Fannie Mae | 3140MVFY9 | Jun 2026 | 288,509 | $270K | 0.00% | ABS-MBS |
| 7110 | Fannie Mae | 3140N5NQ3 | Jun 2026 | 266,480 | $270K | 0.00% | ABS-MBS |
| 7111 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $270K | 0.00% | DFE |
| 7112 | Countrywide Asset-Backed Certificates | 126671K62 | Jun 2026 | 268,447 | $269K | 0.00% | ABS-O |
| 7113 | Fannie Mae | 3140QL6U5 | Jun 2026 | 334,738 | $269K | 0.00% | ABS-MBS |
| 7114 | Fannie Mae | 3140K13C8 | Jun 2026 | 291,641 | $267K | 0.00% | ABS-MBS |
| 7115 | Citigroup Mortgage Loan Trust Inc | 17329HAR1 | Jun 2026 | 268,802 | $267K | 0.00% | ABS-MBS |
| 7116 | Adjustable Rate Mortgage Trust | 00703AAD9 | Jun 2026 | 210,700 | $267K | 0.00% | ABS-MBS |
| 7117 | Fannie Mae | 3140H8MK8 | Jun 2026 | 281,046 | $267K | 0.00% | ABS-MBS |
| 7118 | Freddie Mac | 3132AC2W9 | Jun 2026 | 281,540 | $267K | 0.00% | ABS-MBS |
| 7119 | Fannie Mae | 3140JN4Q0 | Jun 2026 | 289,972 | $266K | 0.00% | ABS-MBS |
| 7120 | Fannie Mae | 3140HNGX4 | Jun 2026 | 286,125 | $266K | 0.00% | ABS-MBS |
| 7121 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $266K | 0.00% | DFE |
| 7122 | Freddie Mac | 3128M8RV8 | Jun 2026 | 274,071 | $266K | 0.00% | ABS-MBS |
| 7123 | Fannie Mae | 3140GW5Z2 | Jun 2026 | 287,209 | $266K | 0.00% | ABS-MBS |
| 7124 | Freddie Mac | 31425YM61 | Jun 2026 | 264,084 | $266K | 0.00% | ABS-MBS |
| 7125 | Citigroup Mortgage Loan Trust Inc | 17323LAQ0 | Jun 2026 | 274,829 | $265K | 0.00% | ABS-MBS |
| 7126 | Freddie Mac | 31329QDG3 | Jun 2026 | 273,402 | $265K | 0.00% | ABS-MBS |
| 7127 | First Horizon Alternative Mortgage Securities | 32051GFB6 | Jun 2026 | 275,115 | $265K | 0.00% | ABS-MBS |
| 7128 | Fannie Mae | 3138WMK91 | Jun 2026 | 275,177 | $265K | 0.00% | ABS-MBS |
| 7129 | Fannie Mae | 3140AEYK9 | Jun 2026 | 261,568 | $263K | 0.00% | ABS-MBS |
| 7130 | Fannie Mae | 31418DGY2 | Jun 2026 | 277,184 | $263K | 0.00% | ABS-MBS |
| 7131 | MLCC Mortgage Investors Inc | 59020UJP1 | Jun 2026 | 302,199 | $263K | 0.00% | ABS-MBS |
| 7132 | IndyMac INDX Mortgage Loan Trust | 45660N7J8 | Jun 2026 | 286,367 | $263K | 0.00% | ABS-MBS |
| 7133 | MASTR Adjustable Rate Mortgages Trust | 576433DC7 | Jun 2026 | 265,152 | $263K | 0.00% | ABS-MBS |
| 7134 | Citigroup Mortgage Loan Trust Inc | 17332EAS1 | Jun 2026 | 266,014 | $263K | 0.00% | ABS-MBS |
| 7135 | Residential Asset Securitization Trust | 761128AC1 | Jun 2026 | 613,226 | $263K | 0.00% | ABS-MBS |
| 7136 | First Horizon Alternative Mort | 32051G2V6 | Jun 2026 | 996,412 | $263K | 0.00% | ABS-MBS |
| 7137 | Fannie Mae | 3140H3A63 | Jun 2026 | 276,876 | $263K | 0.00% | ABS-MBS |
| 7138 | Fannie Mae | 3140NMZF7 | Jun 2026 | 260,398 | $262K | 0.00% | ABS-MBS |
| 7139 | Freddie Mac | 3132DWKU6 | Jun 2026 | 265,648 | $262K | 0.00% | ABS-MBS |
| 7140 | Fannie Mae | 3140Q9VT7 | Jun 2026 | 276,237 | $262K | 0.00% | ABS-MBS |
| 7141 | Freddie Mac | 3128MJX88 | Jun 2026 | 280,944 | $261K | 0.00% | ABS-MBS |
| 7142 | Fannie Mae | 3140H2S58 | Jun 2026 | 282,525 | $261K | 0.00% | ABS-MBS |
| 7143 | Fannie Mae | 3140H7W86 | Jun 2026 | 283,252 | $261K | 0.00% | ABS-MBS |
| 7144 | Freddie Mac | 3133KYR43 | Jun 2026 | 274,066 | $261K | 0.00% | ABS-MBS |
| 7145 | J.P. Morgan Alternative Loan Trust | 46628GAL3 | Jun 2026 | 509,857 | $261K | 0.00% | ABS-MBS |
| 7146 | Fannie Mae | 3138Y2B77 | Jun 2026 | 271,342 | $260K | 0.00% | ABS-MBS |
| 7147 | GSR Mortgage Loan Trust | 362334JM7 | Jun 2026 | 194,345 | $260K | 0.00% | ABS-MBS |
| 7148 | Fannie Mae | 3140H5PX3 | Jun 2026 | 280,967 | $259K | 0.00% | ABS-MBS |
| 7149 | Bear Stearns Structured Products Inc. | 07402LAC6 | Jun 2026 | 258,985 | $259K | 0.00% | ABS-MBS |
| 7150 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $258K | 0.00% | DFE |
| 7151 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $258K | 0.00% | DFE |
| 7152 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $258K | 0.00% | DFE |
| 7153 | Banc of America Mortgage Securities | 05948XQ95 | Jun 2026 | 256,685 | $257K | 0.00% | ABS-MBS |
| 7154 | Impac Secured Assets Corp. | 45254TTN4 | Jun 2026 | 268,392 | $256K | 0.00% | ABS-MBS |
| 7155 | Fannie Mae | 3140F0H49 | Jun 2026 | 269,424 | $256K | 0.00% | ABS-MBS |
| 7156 | Fannie Mae | 3140HHUM5 | Jun 2026 | 277,249 | $256K | 0.00% | ABS-MBS |
| 7157 | Fannie Mae | 3140JLYR9 | Jun 2026 | 269,280 | $255K | 0.00% | ABS-MBS |
| 7158 | Banc of America Funding Corporation | 06051GBC2 | Jun 2026 | 278,760 | $255K | 0.00% | ABS-MBS |
| 7159 | Banc of America Funding Corporation | 05946XGB3 | Jun 2026 | 265,287 | $255K | 0.00% | ABS-MBS |
| 7160 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 132,800,000 | $254K | 0.00% | DIR |
| 7161 | JP Morgan Mortgage Trust | 466247B28 | Jun 2026 | 600,647 | $254K | 0.00% | ABS-MBS |
| 7162 | Bear Stearns Adjustable Rate Mortgage Trust | 07387AAD7 | Jun 2026 | 271,128 | $254K | 0.00% | ABS-MBS |
| 7163 | Barclays Bank PLC | 000000000 | Jun 2026 | 14,000,000 | $253K | 0.00% | DCR |
| 7164 | Freddie Mac | 3132Y0KG4 | Jun 2026 | 272,882 | $252K | 0.00% | ABS-MBS |
| 7165 | Ellington Loan Acquisition Trust | 288547AS1 | Jun 2026 | 254,061 | $252K | 0.00% | ABS-O |
| 7166 | Fannie Mae | 3140GWK28 | Jun 2026 | 265,624 | $252K | 0.00% | ABS-MBS |
| 7167 | Fannie Mae | 3140K8JA0 | Jun 2026 | 274,573 | $252K | 0.00% | ABS-MBS |
| 7168 | Countrywide Home Loans | 12669D2Y3 | Jun 2026 | 259,211 | $252K | 0.00% | ABS-MBS |
| 7169 | Fannie Mae | 3140NQPG7 | Jun 2026 | 245,510 | $252K | 0.00% | ABS-MBS |
| 7170 | Fannie Mae | 3138WGRS5 | Jun 2026 | 263,534 | $252K | 0.00% | ABS-MBS |
| 7171 | JP Morgan Mortgage Trust | 466247SG9 | Jun 2026 | 255,349 | $251K | 0.00% | ABS-MBS |
| 7172 | GSAA Home Equity Trust | 3622NDAA2 | Jun 2026 | 523,589 | $251K | 0.00% | ABS-MBS |
| 7173 | Fannie Mae | 3140H8NJ0 | Jun 2026 | 266,163 | $251K | 0.00% | ABS-MBS |
| 7174 | Wells Fargo Mortgage Backed Securities Trust | 94984MAP9 | Jun 2026 | 270,279 | $251K | 0.00% | ABS-MBS |
| 7175 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $251K | 0.00% | DFE |
| 7176 | Morgan Stanley Mortgage Loan Trust | 61748HBT7 | Jun 2026 | 274,536 | $251K | 0.00% | ABS-MBS |
| 7177 | Fannie Mae | 3140GQ3C8 | Jun 2026 | 270,790 | $250K | 0.00% | ABS-MBS |
| 7178 | Fannie Mae | 3140FRU52 | Jun 2026 | 263,679 | $250K | 0.00% | ABS-MBS |
| 7179 | Wells Fargo Alternative Loan Trust | 94985GBB1 | Jun 2026 | 274,928 | $250K | 0.00% | ABS-MBS |
| 7180 | LOWER FERRY RE LTD | 547915AB4 | Jun 2026 | 250,000 | $250K | 0.00% | DBT |
| 7181 | Wells Fargo Mortgage Backed Securities Trust | 94985JCA6 | Jun 2026 | 267,254 | $250K | 0.00% | ABS-MBS |
| 7182 | Morgan Stanley Capital Services LLC | 000000000 | Jun 2026 | 13,800,000 | $250K | 0.00% | DCR |
| 7183 | Fannie Mae | 3138ASW32 | Jun 2026 | 259,303 | $250K | 0.00% | ABS-MBS |
| 7184 | Countrywide Alternative Loan Trust | 12668BFK4 | Jun 2026 | 460,395 | $249K | 0.00% | ABS-MBS |
| 7185 | Residential Asset Securitization Trust | 45660NUG8 | Jun 2026 | 251,260 | $249K | 0.00% | ABS-MBS |
| 7186 | Countrywide Asset-Backed Certificates | 126673UR1 | Jun 2026 | 249,444 | $248K | 0.00% | ABS-O |
| 7187 | Centex Home Equity | 152314KT6 | Jun 2026 | 257,849 | $248K | 0.00% | ABS-MBS |
| 7188 | Intercontinental Exchange, Inc. | 000000000 | Jun 2026 | 50,000,000 | $248K | 0.00% | DCR |
| 7189 | Fannie Mae | 31418CHF4 | Jun 2026 | 269,513 | $248K | 0.00% | ABS-MBS |
| 7190 | Residential Asset Securitization Trust | 761120AF1 | Jun 2026 | 516,458 | $248K | 0.00% | ABS-MBS |
| 7191 | BLUE RIDGE RE LTD | 096003AE8 | Jun 2026 | 250,000 | $247K | 0.00% | DBT |
| 7192 | Fannie Mae | 3140APFD1 | Jun 2026 | 245,376 | $247K | 0.00% | ABS-MBS |
| 7193 | Encore Credit Receivables Trust | 29256PAH7 | Jun 2026 | 246,694 | $247K | 0.00% | ABS-O |
| 7194 | Washington Mutual Mortgage Pass-Through CTFS | 93934FBG6 | Jun 2026 | 276,671 | $246K | 0.00% | ABS-MBS |
| 7195 | Intercontinental Exchange, Inc. | 000000000 | Jun 2026 | 2,940,000 | $246K | 0.00% | DCR |
| 7196 | Fannie Mae | 3140JM4H2 | Jun 2026 | 267,718 | $246K | 0.00% | ABS-MBS |
| 7197 | Freddie Mac | 3133C6VJ5 | Jun 2026 | 249,017 | $246K | 0.00% | ABS-MBS |
| 7198 | Fannie Mae | 3140NEDH5 | Jun 2026 | 237,160 | $246K | 0.00% | ABS-MBS |
| 7199 | JP Morgan Mortgage Trust | 46629CAB3 | Jun 2026 | 304,242 | $245K | 0.00% | ABS-MBS |
| 7200 | Deutsche Bank AG | 000000000 | Jun 2026 | 1 | $245K | 0.00% | DFE |
| 7201 | Intercontinental Exchange, Inc. | 000000000 | Jun 2026 | 21,200,000 | $245K | 0.00% | DCR |
| 7202 | JP Morgan Mortgage Acquisition Corp | 46630XAB4 | Jun 2026 | 244,177 | $244K | 0.00% | ABS-O |
| 7203 | Credit Suisse Mortgage Trust | 12597GBF4 | Jun 2026 | 251,735 | $244K | 0.00% | ABS-MBS |
| 7204 | Fannie Mae | 3140FE6B5 | Jun 2026 | 256,053 | $243K | 0.00% | ABS-MBS |
| 7205 | Freddie Mac | 3133C6WA3 | Jun 2026 | 234,427 | $243K | 0.00% | ABS-MBS |
| 7206 | Freddie Mac | 3132WJUN9 | Jun 2026 | 270,393 | $242K | 0.00% | ABS-MBS |
| 7207 | Freddie Mac | 3133D12A6 | Jun 2026 | 245,680 | $242K | 0.00% | ABS-MBS |
| 7208 | Structured Adjustable Rate Mortgage Loan Trust | 863579Q92 | Jun 2026 | 280,749 | $242K | 0.00% | ABS-MBS |
| 7209 | GSR Mortgage Loan Trust | 36242D4T7 | Jun 2026 | 336,137 | $242K | 0.00% | ABS-MBS |
| 7210 | Freddie Mac | 31426JM30 | Jun 2026 | 244,915 | $242K | 0.00% | ABS-MBS |
| 7211 | Countrywide Asset-Backed Certificates | 126673BR2 | Jun 2026 | 246,852 | $242K | 0.00% | ABS-O |
| 7212 | Freddie Mac | 3133BT3Z1 | Jun 2026 | 234,620 | $241K | 0.00% | ABS-MBS |
| 7213 | Freddie Mac | 3132VN5C3 | Jun 2026 | 262,079 | $241K | 0.00% | ABS-MBS |
| 7214 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $241K | 0.00% | DFE |
| 7215 | Fannie Mae | 3140FUKX5 | Jun 2026 | 253,471 | $241K | 0.00% | ABS-MBS |
| 7216 | JP Morgan Mortgage Trust | 46630PAG0 | Jun 2026 | 338,836 | $240K | 0.00% | ABS-MBS |
| 7217 | Fannie Mae | 3140GYZ69 | Jun 2026 | 252,575 | $240K | 0.00% | ABS-MBS |
| 7218 | Fannie Mae | 31418CVB7 | Jun 2026 | 251,718 | $240K | 0.00% | ABS-MBS |
| 7219 | LCH Ltd. | 000000000 | Jun 2026 | 101,200,000 | $240K | 0.00% | DIR |
| 7220 | Freddie Mac | 31397PCV0 | Jun 2026 | 2,905,998 | $239K | 0.00% | ABS-MBS |
| 7221 | Lehman Mortgage Trust | 52521HAB9 | Jun 2026 | 475,373 | $238K | 0.00% | ABS-MBS |
| 7222 | Fannie Mae | 3140B7J79 | Jun 2026 | 241,964 | $238K | 0.00% | ABS-MBS |
| 7223 | Fannie Mae | 3140X8X51 | Jun 2026 | 259,371 | $238K | 0.00% | ABS-MBS |
| 7224 | Freddie Mac | 3133CULN4 | Jun 2026 | 236,583 | $238K | 0.00% | ABS-MBS |
| 7225 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 937,500,000 | $237K | 0.00% | DIR |
| 7226 | Merrill Lynch Mortgage Investors Trust | 59020UGT6 | Jun 2026 | 240,376 | $237K | 0.00% | ABS-MBS |
| 7227 | Banc of America Funding Corporation | 05946XXW8 | Jun 2026 | 297,079 | $236K | 0.00% | ABS-MBS |
| 7228 | Fannie Mae | 3138LT5N4 | Jun 2026 | 246,288 | $236K | 0.00% | ABS-MBS |
| 7229 | Fannie Mae | 3138YR3P1 | Jun 2026 | 253,715 | $236K | 0.00% | ABS-MBS |
| 7230 | Freddie Mac | 31396NKH8 | Jun 2026 | 2,253,831 | $236K | 0.00% | ABS-MBS |
| 7231 | Citibank NA | 000000000 | Jun 2026 | 82,868,277 | $235K | 0.00% | DCR |
| 7232 | BCAP LLC Trust | 05533XAC6 | Jun 2026 | 653,819 | $235K | 0.00% | ABS-MBS |
| 7233 | OSCAR US Funding Trust | 68785BAD5 | Jun 2026 | 235,204 | $235K | 0.00% | ABS-O |
| 7234 | JP Morgan Mortgage Acquisition Corp | 46630MAE2 | Jun 2026 | 486,983 | $235K | 0.00% | ABS-O |
| 7235 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $234K | 0.00% | DFE |
| 7236 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $234K | 0.00% | DFE |
| 7237 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $234K | 0.00% | DFE |
| 7238 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 221,870,000 | $233K | 0.00% | DIR |
| 7239 | Government National Mortgage Association | 3617GWXZ8 | Jun 2026 | 248,640 | $233K | 0.00% | ABS-MBS |
| 7240 | Fannie Mae | 3140H2DC9 | Jun 2026 | 253,320 | $233K | 0.00% | ABS-MBS |
| 7241 | Fannie Mae | 3140F2BG4 | Jun 2026 | 245,599 | $233K | 0.00% | ABS-MBS |
| 7242 | Fannie Mae | 3138EKB61 | Jun 2026 | 235,159 | $233K | 0.00% | ABS-MBS |
| 7243 | Credit Suisse Mortgage Trust | 12655FAJ8 | Jun 2026 | 236,620 | $233K | 0.00% | ABS-MBS |
| 7244 | Renaissance Home Equity Loan Trust | 759950FZ6 | Jun 2026 | 269,450 | $232K | 0.00% | ABS-MBS |
| 7245 | Chicago Board of Trade | 000000000 | Jun 2026 | -1,291 | $232K | 0.00% | DIR |
| 7246 | Citigroup Mortgage Loan Trust Inc | 17329NAR8 | Jun 2026 | 242,859 | $232K | 0.00% | ABS-MBS |
| 7247 | Banc of America Mortgage Securities | 05949AH52 | Jun 2026 | 267,154 | $232K | 0.00% | ABS-MBS |
| 7248 | Morgan Stanley Capital Inc | 61744CUU8 | Jun 2026 | 241,858 | $231K | 0.00% | ABS-MBS |
| 7249 | MASTR Adjustable Rate Mortgages Trust | 576433EE2 | Jun 2026 | 239,568 | $231K | 0.00% | ABS-MBS |
| 7250 | Freddie Mac | 3133KYTS8 | Jun 2026 | 243,968 | $231K | 0.00% | ABS-MBS |
| 7251 | GSR Mortgage Loan Trust | 362341NF2 | Jun 2026 | 234,660 | $231K | 0.00% | ABS-MBS |
| 7252 | Countrywide Alternative Loan Trust | 12668AVP7 | Jun 2026 | 240,240 | $231K | 0.00% | ABS-MBS |
| 7253 | SVB FINANCIAL TRUST | 78500B205 | Jun 2026 | 500 | $230K | 0.00% | EP |
| 7254 | WAMU Mortgage Pass-Through Certificates | 9292274D5 | Jun 2026 | 232,096 | $229K | 0.00% | ABS-MBS |
| 7255 | Eurosail Plc | 000000000 | Jun 2026 | 172,581 | $229K | 0.00% | ABS-MBS |
| 7256 | Washington Mutual Mortgage Pass-Through CTFS | 93934FFF4 | Jun 2026 | 277,607 | $229K | 0.00% | ABS-MBS |
| 7257 | SMB Private Education Loan Trust | 831935AF8 | Jun 2026 | 46,000 | $228K | 0.00% | ABS-O |
| 7258 | Fannie Mae | 3140GTWR7 | Jun 2026 | 246,415 | $228K | 0.00% | ABS-MBS |
| 7259 | WAMU Mortgage Pass-Through Certificates | 92922F8Q4 | Jun 2026 | 238,288 | $227K | 0.00% | ABS-MBS |
| 7260 | Banc of America Mortgage Securities | 05949A5Z9 | Jun 2026 | 308,054 | $227K | 0.00% | ABS-MBS |
| 7261 | Countrywide Alternative Loan Trust | 02146PAF2 | Jun 2026 | 240,248 | $227K | 0.00% | ABS-MBS |
| 7262 | Hilton USA Trust | 43300LAC4 | Jun 2026 | 118,960,000 | $227K | 0.00% | ABS-MBS |
| 7263 | WAMU Mortgage Pass-Through Certificates | 92922FGY8 | Jun 2026 | 231,430 | $226K | 0.00% | ABS-MBS |
| 7264 | Credit Suisse Mortgage Trust | 22942KAN0 | Jun 2026 | 643,764 | $226K | 0.00% | ABS-MBS |
| 7265 | Fannie Mae | 31396YC83 | Jun 2026 | 217,341 | $226K | 0.00% | ABS-MBS |
| 7266 | Amortizing Residential Collateral Trust | 86358RHG5 | Jun 2026 | 205,059 | $226K | 0.00% | ABS-O |
| 7267 | Merrill Lynch Mortgage Investors Trust | 59020UAA3 | Jun 2026 | 254,071 | $225K | 0.00% | ABS-MBS |
| 7268 | Countrywide Home Loans | 12543TAM7 | Jun 2026 | 520,936 | $225K | 0.00% | ABS-MBS |
| 7269 | Fannie Mae | 3138WHT44 | Jun 2026 | 229,522 | $225K | 0.00% | ABS-MBS |
| 7270 | Credit Suisse First Boston Mortgage Securities | 22541N4S5 | Jun 2026 | 226,493 | $225K | 0.00% | ABS-MBS |
| 7271 | Fannie Mae | 3140FLFN3 | Jun 2026 | 243,242 | $225K | 0.00% | ABS-MBS |
| 7272 | Bear Stearns Adjustable Rate Mortgage Trust | 07384M5Y4 | Jun 2026 | 231,606 | $224K | 0.00% | ABS-MBS |
| 7273 | BNP Paribas SA | 000000000 | Jun 2026 | 47,700,000 | $224K | 0.00% | DCR |
| 7274 | Citigroup Mortgage Loan Trust Inc | 173114AR0 | Jun 2026 | 226,402 | $224K | 0.00% | ABS-MBS |
| 7275 | LCH Ltd. | 000000000 | Jun 2026 | 112,300,000 | $224K | 0.00% | DIR |
| 7276 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $224K | 0.00% | DFE |
| 7277 | Freddie Mac | 3132ADUG1 | Jun 2026 | 236,732 | $224K | 0.00% | ABS-MBS |
| 7278 | Residential Accredit Loans, Inc. | 761118CW6 | Jun 2026 | 250,548 | $224K | 0.00% | ABS-MBS |
| 7279 | Bear Stearns Asset Backed Securities Trust | 07384YGX8 | Jun 2026 | 223,383 | $223K | 0.00% | ABS-MBS |
| 7280 | Asset Backed Funding Certificates | 04542BHN5 | Jun 2026 | 317,110 | $223K | 0.00% | ABS-MBS |
| 7281 | Soundview Home Equity Loan Trust | 83611MKG2 | Jun 2026 | 223,948 | $223K | 0.00% | ABS-O |
| 7282 | Renaissance Home Equity Loan Trust | 75971EAH9 | Jun 2026 | 683,346 | $222K | 0.00% | ABS-MBS |
| 7283 | Fannie Mae | 31416WTY8 | Jun 2026 | 224,574 | $222K | 0.00% | ABS-MBS |
| 7284 | JP Morgan Mortgage Trust | 46630PAZ8 | Jun 2026 | 267,009 | $222K | 0.00% | ABS-MBS |
| 7285 | LCH Ltd. | 000000000 | Jun 2026 | 75,920,000 | $222K | 0.00% | DIR |
| 7286 | Bank of America NA | 000000000 | Jun 2026 | 1 | $222K | 0.00% | DFE |
| 7287 | Countrywide Asset-Backed Certificates | 126673BB7 | Jun 2026 | 224,453 | $222K | 0.00% | ABS-O |
| 7288 | Merrill Lynch Mortgage Investors Trust | 59020UXK6 | Jun 2026 | 237,523 | $221K | 0.00% | ABS-MBS |
| 7289 | Fannie Mae | 3140KKAR5 | Jun 2026 | 233,452 | $221K | 0.00% | ABS-MBS |
| 7290 | Freddie Mac | 3133KYSJ9 | Jun 2026 | 244,329 | $221K | 0.00% | ABS-MBS |
| 7291 | Merrill Lynch Mortgage Investors Trust | 59020UFL4 | Jun 2026 | 259,917 | $221K | 0.00% | ABS-MBS |
| 7292 | Structured Asset Securities Corporation | 86359B2L4 | Jun 2026 | 234,050 | $220K | 0.00% | ABS-O |
| 7293 | Fannie Mae | 3140NPW55 | Jun 2026 | 222,061 | $220K | 0.00% | ABS-MBS |
| 7294 | Merrill Lynch Mortgage Investors Trust | 59020UCP8 | Jun 2026 | 224,955 | $220K | 0.00% | ABS-O |
| 7295 | XBP Global Holdings Inc | 98400V200 | Jun 2026 | 94,691 | $220K | 0.00% | EC |
| 7296 | JP Morgan Mortgage Trust | 46628KAK6 | Jun 2026 | 267,327 | $219K | 0.00% | ABS-MBS |
| 7297 | Fannie Mae | 31398GGT0 | Jun 2026 | 223,028 | $219K | 0.00% | ABS-MBS |
| 7298 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $219K | 0.00% | DFE |
| 7299 | Bear Stearns Adjustable Rate Mortgage Trust | 07387AGE9 | Jun 2026 | 235,543 | $219K | 0.00% | ABS-MBS |
| 7300 | Fannie Mae | 3140AFDN3 | Jun 2026 | 217,668 | $219K | 0.00% | ABS-MBS |
| 7301 | Government National Mortgage Association | 3617H5BG2 | Jun 2026 | 233,219 | $219K | 0.00% | ABS-MBS |
| 7302 | Fannie Mae | 3140GQKA3 | Jun 2026 | 223,192 | $218K | 0.00% | ABS-MBS |
| 7303 | Fannie Mae | 3140MNDG8 | Jun 2026 | 230,488 | $218K | 0.00% | ABS-MBS |
| 7304 | GS Mortgage-Backed Securities Trust | 36265TAH3 | Jun 2026 | 228,070 | $218K | 0.00% | ABS-MBS |
| 7305 | Fannie Mae | 3140FVMG8 | Jun 2026 | 234,294 | $218K | 0.00% | ABS-MBS |
| 7306 | Fannie Mae | 3140X8HP5 | Jun 2026 | 237,552 | $218K | 0.00% | ABS-MBS |
| 7307 | Citibank NA | 000000000 | Jun 2026 | 276,775,025 | $218K | 0.00% | DCR |
| 7308 | Freddie Mac | 31426TWM5 | Jun 2026 | 219,900 | $217K | 0.00% | ABS-MBS |
| 7309 | Fannie Mae | 3140GYAV1 | Jun 2026 | 229,015 | $217K | 0.00% | ABS-MBS |
| 7310 | Renaissance Home Equity Loan Trust | 759676AF6 | Jun 2026 | 662,311 | $217K | 0.00% | ABS-MBS |
| 7311 | Credit Suisse Mortgage Trust | 12653HAJ6 | Jun 2026 | 224,583 | $217K | 0.00% | ABS-MBS |
| 7312 | Fannie Mae | 3140EY5W7 | Jun 2026 | 227,044 | $217K | 0.00% | ABS-MBS |
| 7313 | Fannie Mae | 3140FNCP7 | Jun 2026 | 234,635 | $216K | 0.00% | ABS-MBS |
| 7314 | Freddie Mac | 3128M96X5 | Jun 2026 | 224,018 | $216K | 0.00% | ABS-MBS |
| 7315 | Freddie Mac | 3132WHPC3 | Jun 2026 | 241,705 | $216K | 0.00% | ABS-MBS |
| 7316 | Banc of America Funding Corporation | 058930AA6 | Jun 2026 | 260,205 | $215K | 0.00% | ABS-MBS |
| 7317 | Banc of America Mortgage Securities | 05949CGY6 | Jun 2026 | 245,533 | $215K | 0.00% | ABS-MBS |
| 7318 | JP Morgan Mortgage Acquisition Corp | 46629NAA1 | Jun 2026 | 215,257 | $215K | 0.00% | ABS-O |
| 7319 | Freddie Mac | 31329PRP0 | Jun 2026 | 226,354 | $215K | 0.00% | ABS-MBS |
| 7320 | Countrywide Home Loans | 12669GUM1 | Jun 2026 | 339,784 | $215K | 0.00% | ABS-MBS |
| 7321 | American Home Mortgage Investment Trust | 02660TBL6 | Jun 2026 | 215,361 | $214K | 0.00% | ABS-MBS |
| 7322 | Deutsche Bank AG | 000000000 | Jun 2026 | 1 | $214K | 0.00% | DFE |
| 7323 | Deutsche Bank AG | 000000000 | Jun 2026 | 1 | $214K | 0.00% | DFE |
| 7324 | Citigroup Mortgage Loan Trust Inc | 17309RAJ1 | Jun 2026 | 222,456 | $214K | 0.00% | ABS-MBS |
| 7325 | Countrywide Alternative Loan Trust | 12667FR56 | Jun 2026 | 217,947 | $214K | 0.00% | ABS-MBS |
| 7326 | Fannie Mae | 31416XMX5 | Jun 2026 | 220,609 | $213K | 0.00% | ABS-MBS |
| 7327 | Long Beach Mortgage Loan Trust | 542514ND2 | Jun 2026 | 215,092 | $213K | 0.00% | ABS-O |
| 7328 | First Horizon Alternative Mortgage Securities | 32052FAQ9 | Jun 2026 | 917,100 | $213K | 0.00% | ABS-MBS |
| 7329 | Intercontinental Exchange, Inc. | 000000000 | Jun 2026 | 58,600,000 | $213K | 0.00% | DCR |
| 7330 | Bear Stearns Alt-A Trust | 07386HSN2 | Jun 2026 | 216,211 | $213K | 0.00% | ABS-MBS |
| 7331 | IXIS Real Estate Capital Trust | 45071KAE4 | Jun 2026 | 206,670 | $213K | 0.00% | ABS-MBS |
| 7332 | Countrywide Home Loans | 12669GWS6 | Jun 2026 | 216,322 | $213K | 0.00% | ABS-MBS |
| 7333 | Banc of America Mortgage Securities | 05949CCB0 | Jun 2026 | 221,851 | $212K | 0.00% | ABS-MBS |
| 7334 | Fannie Mae | 3140H5T27 | Jun 2026 | 229,428 | $212K | 0.00% | ABS-MBS |
| 7335 | Countrywide Alternative Loan Trust | 02150LAA5 | Jun 2026 | 479,324 | $212K | 0.00% | ABS-MBS |
| 7336 | Government National Mortgage Association | 3617G6VB0 | Jun 2026 | 228,746 | $212K | 0.00% | ABS-MBS |
| 7337 | Citigroup Mortgage Loan Trust Inc | 17307GMC9 | Jun 2026 | 218,350 | $211K | 0.00% | ABS-MBS |
| 7338 | Countrywide Home Loans | 12544XAW5 | Jun 2026 | 469,182 | $211K | 0.00% | ABS-MBS |
| 7339 | BNC Mortgage Loan Trust | 055683AD8 | Jun 2026 | 214,411 | $211K | 0.00% | ABS-MBS |
| 7340 | Reach Financial LLC | 75525HAA8 | Jun 2026 | 210,318 | $210K | 0.00% | ABS-O |
| 7341 | EMC Mortgage Loan Trust | 268668BS8 | Jun 2026 | 209,809 | $210K | 0.00% | ABS-MBS |
| 7342 | Chase Mortgage Finance Corporation | 16163HAT8 | Jun 2026 | 500,900 | $210K | 0.00% | ABS-MBS |
| 7343 | HarborView Mortgage Loan Trust | 41161PYZ0 | Jun 2026 | 330,506 | $210K | 0.00% | ABS-MBS |
| 7344 | Government National Mortgage Association | 36179UGA4 | Jun 2026 | 233,100 | $210K | 0.00% | ABS-MBS |
| 7345 | First Franklin Mtg Loan Asset Backed Certificates | 32027NHM6 | Jun 2026 | 211,079 | $210K | 0.00% | ABS-O |
| 7346 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 172,700,000 | $209K | 0.00% | DIR |
| 7347 | Citibank NA | 000000000 | Jun 2026 | 1 | $209K | 0.00% | DFE |
| 7348 | Citibank NA | 000000000 | Jun 2026 | 1 | $209K | 0.00% | DFE |
| 7349 | Fannie Mae | 3140GX6T3 | Jun 2026 | 220,206 | $209K | 0.00% | ABS-MBS |
| 7350 | Fannie Mae | 3140H7R58 | Jun 2026 | 227,189 | $209K | 0.00% | ABS-MBS |
| 7351 | Countrywide Home Loans | 126694N46 | Jun 2026 | 225,269 | $209K | 0.00% | ABS-MBS |
| 7352 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $208K | 0.00% | DFE |
| 7353 | Countrywide Alternative Loan Trust | 23242WAK5 | Jun 2026 | 475,018 | $208K | 0.00% | ABS-MBS |
| 7354 | Banco Santander SA | 000000000 | Jun 2026 | 1 | $207K | 0.00% | DFE |
| 7355 | GSR Mortgage Loan Trust | 36242DFQ1 | Jun 2026 | 204,292 | $207K | 0.00% | ABS-MBS |
| 7356 | Citicorp Mortgage Securities, Inc. | 172973N21 | Jun 2026 | 219,319 | $207K | 0.00% | ABS-MBS |
| 7357 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 490,300,000 | $207K | 0.00% | DIR |
| 7358 | Freddie Mac | 3132XWVK4 | Jun 2026 | 223,452 | $207K | 0.00% | ABS-MBS |
| 7359 | Fannie Mae | 31418MNJ7 | Jun 2026 | 209,107 | $207K | 0.00% | ABS-MBS |
| 7360 | Fannie Mae | 3140AVWF4 | Jun 2026 | 205,676 | $207K | 0.00% | ABS-MBS |
| 7361 | Fannie Mae | 3138ERYP9 | Jun 2026 | 217,180 | $206K | 0.00% | ABS-MBS |
| 7362 | RIO OIL FINANCE TRUST | 000000000 | Jun 2026 | 202,871 | $206K | 0.00% | DBT |
| 7363 | Fannie Mae | 3140U8UH1 | Jun 2026 | 209,026 | $206K | 0.00% | ABS-MBS |
| 7364 | WAMU Mortgage Pass-Through Certificates | 92922FD21 | Jun 2026 | 207,980 | $206K | 0.00% | ABS-MBS |
| 7365 | Citigroup Mortgage Loan Trust Inc | 173112AR4 | Jun 2026 | 206,540 | $205K | 0.00% | ABS-MBS |
| 7366 | Wachovia Mortgage Loan Trust, LLC | 92977TAA0 | Jun 2026 | 218,377 | $204K | 0.00% | ABS-MBS |
| 7367 | Fannie Mae | 3140J8BK8 | Jun 2026 | 214,947 | $204K | 0.00% | ABS-MBS |
| 7368 | Renaissance Home Equity Loan Trust | 75970JAF3 | Jun 2026 | 852,950 | $203K | 0.00% | ABS-MBS |
| 7369 | Fannie Mae | 3140BAXC5 | Jun 2026 | 205,462 | $203K | 0.00% | ABS-MBS |
| 7370 | Freddie Mac | 3133CQPC3 | Jun 2026 | 191,360 | $202K | 0.00% | ABS-MBS |
| 7371 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 200,000,000 | $202K | 0.00% | DIR |
| 7372 | Morgan Stanley Capital Inc | 61744CFR2 | Jun 2026 | 183,594 | $201K | 0.00% | ABS-O |
| 7373 | JP Morgan Mortgage Trust | 466247J53 | Jun 2026 | 226,872 | $201K | 0.00% | ABS-MBS |
| 7374 | Fannie Mae | 3140FKKT6 | Jun 2026 | 216,440 | $201K | 0.00% | ABS-MBS |
| 7375 | Fannie Mae | 3138WH3T7 | Jun 2026 | 209,125 | $201K | 0.00% | ABS-MBS |
| 7376 | Legacy Mortgage Asset Trust | 52474BAB9 | Jun 2026 | 34,876,321 | $201K | 0.00% | ABS-MBS |
| 7377 | Freddie Mac | 3133CU5K8 | Jun 2026 | 199,340 | $200K | 0.00% | ABS-MBS |
| 7378 | Structured Asset Investment Loan Trust | 86358EMA1 | Jun 2026 | 228,656 | $200K | 0.00% | ABS-O |
| 7379 | Freddie Mac | 3132AAJV7 | Jun 2026 | 216,264 | $200K | 0.00% | ABS-MBS |
| 7380 | Freddie Mac | 3131XXWU1 | Jun 2026 | 210,226 | $200K | 0.00% | ABS-MBS |
| 7381 | Adjustable Rate Mortgage Trust | 00703QAB8 | Jun 2026 | 3,209,866 | $199K | 0.00% | ABS-MBS |
| 7382 | Structured Asset Investment Loan Trust | 86358ECL8 | Jun 2026 | 199,097 | $199K | 0.00% | ABS-O |
| 7383 | WAMU Mortgage Pass-Through Certificates | 92922FWE4 | Jun 2026 | 207,610 | $199K | 0.00% | ABS-MBS |
| 7384 | Bear Stearns Alt-A Trust | 07386HQX2 | Jun 2026 | 237,735 | $198K | 0.00% | ABS-MBS |
| 7385 | Citigroup Mortgage Loan Trust Inc | 17332PAR8 | Jun 2026 | 202,747 | $198K | 0.00% | ABS-MBS |
| 7386 | Fannie Mae | 31418B4J2 | Jun 2026 | 207,018 | $198K | 0.00% | ABS-MBS |
| 7387 | Buckingham CDO Ltd | 11838WAE4 | Jun 2026 | 990,065,348 | $198K | 0.00% | ABS-O |
| 7388 | MEXICAN UDIBONOS | 000000000 | Jun 2026 | 3,596,612 | $198K | 0.00% | DBT |
| 7389 | Fannie Mae | 3140B43G3 | Jun 2026 | 200,874 | $198K | 0.00% | ABS-MBS |
| 7390 | Aegis Asset Backed Securities Trust | 00764MCF2 | Jun 2026 | 156,249 | $198K | 0.00% | ABS-MBS |
| 7391 | Residential Asset Mortgage Products, INC. | 76112BFW5 | Jun 2026 | 215,016 | $197K | 0.00% | ABS-O |
| 7392 | Merrill Lynch Mortgage Investors Trust | 5899294G0 | Jun 2026 | 202,286 | $197K | 0.00% | ABS-MBS |
| 7393 | Fannie Mae | 31418DCW0 | Jun 2026 | 201,807 | $197K | 0.00% | ABS-MBS |
| 7394 | Deutsche Bank AG | 000000000 | Jun 2026 | 1 | $197K | 0.00% | DFE |
| 7395 | Fannie Mae | 3140GSRX2 | Jun 2026 | 212,860 | $197K | 0.00% | ABS-MBS |
| 7396 | DSLA Mortgage Loan Trust | 23332UBF0 | Jun 2026 | 199,779 | $196K | 0.00% | ABS-MBS |
| 7397 | GSR Mortgage Loan Trust | 362334CN2 | Jun 2026 | 223,634 | $196K | 0.00% | ABS-MBS |
| 7398 | Fannie Mae | 3138Y8QT0 | Jun 2026 | 205,337 | $196K | 0.00% | ABS-MBS |
| 7399 | Fannie Mae | 3140FMBB1 | Jun 2026 | 211,018 | $196K | 0.00% | ABS-MBS |
| 7400 | Government National Mortgage Association | 36179WR42 | Jun 2026 | 215,133 | $196K | 0.00% | ABS-MBS |
| 7401 | Countrywide Home Loans | 12669GJB8 | Jun 2026 | 205,952 | $196K | 0.00% | ABS-MBS |
| 7402 | LCH Ltd. | 000000000 | Jun 2026 | 3,340,000 | $196K | 0.00% | DIR |
| 7403 | Morgan Stanley Capital Services LLC | 000000000 | Jun 2026 | 17,400,000 | $196K | 0.00% | DCR |
| 7404 | BCAP LLC Trust | 05530MAA7 | Jun 2026 | 218,639 | $196K | 0.00% | ABS-MBS |
| 7405 | Freddie Mac | 3132A5HF5 | Jun 2026 | 211,023 | $195K | 0.00% | ABS-MBS |
| 7406 | Fannie Mae | 3140Q8VY8 | Jun 2026 | 209,706 | $195K | 0.00% | ABS-MBS |
| 7407 | Fannie Mae | 3140FD6K7 | Jun 2026 | 210,757 | $195K | 0.00% | ABS-MBS |
| 7408 | Fannie Mae | 3138LTJZ2 | Jun 2026 | 207,899 | $194K | 0.00% | ABS-MBS |
| 7409 | Freddie Mac | 31329P7A5 | Jun 2026 | 200,455 | $194K | 0.00% | ABS-MBS |
| 7410 | Fannie Mae | 3140H1JV3 | Jun 2026 | 198,560 | $194K | 0.00% | ABS-MBS |
| 7411 | Citigroup Mortgage Loan Trust Inc | 17318DAL6 | Jun 2026 | 192,830 | $194K | 0.00% | ABS-MBS |
| 7412 | Fannie Mae | 3138EPN91 | Jun 2026 | 202,260 | $193K | 0.00% | ABS-MBS |
| 7413 | Fannie Mae | 3138Y17H2 | Jun 2026 | 200,811 | $193K | 0.00% | ABS-MBS |
| 7414 | Fannie Mae | 3138WJHD3 | Jun 2026 | 202,705 | $193K | 0.00% | ABS-MBS |
| 7415 | Banc of America Merrill Lynch Large Loan Inc | 05493LAA4 | Jun 2026 | 200,000 | $193K | 0.00% | ABS-MBS |
| 7416 | Chase Mortgage Finance Corporation | 161639BH1 | Jun 2026 | 220,366 | $193K | 0.00% | ABS-MBS |
| 7417 | Countrywide Home Loans | 126694FN3 | Jun 2026 | 341,830 | $193K | 0.00% | ABS-MBS |
| 7418 | Citigroup Mortgage Loan Trust Inc | 17295GAD4 | Jun 2026 | 194,087 | $193K | 0.00% | ABS-MBS |
| 7419 | Goldman Sachs International | 000000000 | Jun 2026 | 244,308,122 | $192K | 0.00% | DCR |
| 7420 | Countrywide Home Loans | 170255AR4 | Jun 2026 | 474,355 | $192K | 0.00% | ABS-MBS |
| 7421 | SLM Student Loan Trust | 78443CCU6 | Jun 2026 | 195,628 | $192K | 0.00% | ABS-O |
| 7422 | Structured Adjustable Rate Mortgage Loan Trust | 863579CQ9 | Jun 2026 | 207,071 | $192K | 0.00% | ABS-MBS |
| 7423 | New York Mortgage Trust | 649603AD9 | Jun 2026 | 213,685 | $192K | 0.00% | ABS-MBS |
| 7424 | Conseco Finance Securitizations Corp. | 20846QCQ9 | Jun 2026 | 1,831,206 | $192K | 0.00% | ABS-O |
| 7425 | Freddie Mac | 3131Y2KC1 | Jun 2026 | 194,048 | $192K | 0.00% | ABS-MBS |
| 7426 | Bear Stearns Alt-A Trust | 07386HRA1 | Jun 2026 | 209,352 | $192K | 0.00% | ABS-MBS |
| 7427 | Countrywide Home Loans | 12669GW56 | Jun 2026 | 307,952 | $191K | 0.00% | ABS-MBS |
| 7428 | Intercontinental Exchange, Inc. | 000000000 | Jun 2026 | 8,800,000 | $190K | 0.00% | DCR |
| 7429 | Structured Asset Investment Loan Trust | 86358EJF4 | Jun 2026 | 196,630 | $190K | 0.00% | ABS-O |
| 7430 | Fannie Mae | 3138WGMX9 | Jun 2026 | 198,985 | $190K | 0.00% | ABS-MBS |
| 7431 | Adjustable Rate Mortgage Trust | 007036LJ3 | Jun 2026 | 222,324 | $190K | 0.00% | ABS-MBS |
| 7432 | Freddie Mac | 3133BMF26 | Jun 2026 | 186,934 | $189K | 0.00% | ABS-MBS |
| 7433 | Freddie Mac | 3133BUGZ4 | Jun 2026 | 181,853 | $189K | 0.00% | ABS-MBS |
| 7434 | Residential Accredit Loans, Inc. | 761118HU5 | Jun 2026 | 218,697 | $189K | 0.00% | ABS-MBS |
| 7435 | New Century Alternative Mortgage Loan Trust | 643528AF9 | Jun 2026 | 1,006,880 | $189K | 0.00% | ABS-MBS |
| 7436 | Fannie Mae | 3140H6Y94 | Jun 2026 | 204,908 | $188K | 0.00% | ABS-MBS |
| 7437 | Fannie Mae | 3138EJXR4 | Jun 2026 | 193,688 | $188K | 0.00% | ABS-MBS |
| 7438 | Freddie Mac | 31339DVK1 | Jun 2026 | 175,288 | $187K | 0.00% | ABS-MBS |
| 7439 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 466,600,000 | $187K | 0.00% | DIR |
| 7440 | First Franklin Mtg Loan Asset Backed Certificates | 32027NQM6 | Jun 2026 | 155,583 | $187K | 0.00% | ABS-O |
| 7441 | Fannie Mae | 3140HECG5 | Jun 2026 | 201,495 | $186K | 0.00% | ABS-MBS |
| 7442 | Wells Fargo Mortgage Backed Securities Trust | 94982XAD4 | Jun 2026 | 206,996 | $186K | 0.00% | ABS-MBS |
| 7443 | Fannie Mae | 3140N23S8 | Jun 2026 | 180,488 | $186K | 0.00% | ABS-MBS |
| 7444 | Freddie Mac | 3133C1CQ1 | Jun 2026 | 184,616 | $186K | 0.00% | ABS-MBS |
| 7445 | Credit Suisse First Boston Mortgage Securities | 22540VKM3 | Jun 2026 | 351,479 | $185K | 0.00% | ABS-MBS |
| 7446 | Fannie Mae | 3138EJEW4 | Jun 2026 | 191,918 | $185K | 0.00% | ABS-MBS |
| 7447 | Residential Accredit Loans, Inc. | 748940AA1 | Jun 2026 | 232,061 | $185K | 0.00% | ABS-MBS |
| 7448 | Fannie Mae | 3138YWSZ1 | Jun 2026 | 190,378 | $185K | 0.00% | ABS-MBS |
| 7449 | Deutsche Bank AG | 000000000 | Jun 2026 | 1 | $185K | 0.00% | DFE |
| 7450 | Fannie Mae | 3140FUH50 | Jun 2026 | 194,124 | $185K | 0.00% | ABS-MBS |
| 7451 | Freddie Mac | 3128MJWJ5 | Jun 2026 | 205,994 | $184K | 0.00% | ABS-MBS |
| 7452 | Fannie Mae | 31418VWP3 | Jun 2026 | 184,324 | $184K | 0.00% | ABS-MBS |
| 7453 | Nationstar Home Equity Loan Trust | 63860KAE2 | Jun 2026 | 187,635 | $183K | 0.00% | ABS-MBS |
| 7454 | Freddie Mac | 3142GS4W5 | Jun 2026 | 185,939 | $183K | 0.00% | ABS-MBS |
| 7455 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $183K | 0.00% | DFE |
| 7456 | Fannie Mae | 3140GWPE7 | Jun 2026 | 197,423 | $183K | 0.00% | ABS-MBS |
| 7457 | Bear Stearns Alt-A Trust | 07386HPE5 | Jun 2026 | 198,451 | $183K | 0.00% | ABS-MBS |
| 7458 | Fannie Mae | 3140ALB36 | Jun 2026 | 181,401 | $182K | 0.00% | ABS-MBS |
| 7459 | HarborView Mortgage Loan Trust | 41161PWC3 | Jun 2026 | 440,505 | $182K | 0.00% | ABS-MBS |
| 7460 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 215,210,000 | $181K | 0.00% | DIR |
| 7461 | Fannie Mae | 3140HDH56 | Jun 2026 | 196,953 | $181K | 0.00% | ABS-MBS |
| 7462 | Aegis Asset Backed Securities Trust | 00764MDY0 | Jun 2026 | 188,444 | $181K | 0.00% | ABS-MBS |
| 7463 | Bear Stearns Alt-A Trust | 07386HJD4 | Jun 2026 | 186,537 | $181K | 0.00% | ABS-MBS |
| 7464 | IndyMac Residential Asset Backed Trust | 43710EAD2 | Jun 2026 | 326,188 | $180K | 0.00% | ABS-O |
| 7465 | Fannie Mae | 3140J7XW0 | Jun 2026 | 188,407 | $179K | 0.00% | ABS-MBS |
| 7466 | Fannie Mae | 3140FVK47 | Jun 2026 | 188,545 | $179K | 0.00% | ABS-MBS |
| 7467 | Freddie Mac | 3132DQJ23 | Jun 2026 | 172,425 | $179K | 0.00% | ABS-MBS |
| 7468 | Merrill Lynch Mortgage Investors Trust | 5899292D9 | Jun 2026 | 179,749 | $179K | 0.00% | ABS-O |
| 7469 | JP Morgan Mortgage Trust | 46628KAG5 | Jun 2026 | 218,445 | $179K | 0.00% | ABS-MBS |
| 7470 | Structured Adjustable Rate Mortgage Loan Trust | 86359BFY2 | Jun 2026 | 187,635 | $179K | 0.00% | ABS-MBS |
| 7471 | Fannie Mae | 3140J9Z38 | Jun 2026 | 188,273 | $179K | 0.00% | ABS-MBS |
| 7472 | GSR Mortgage Loan Trust | 3622X7AF3 | Jun 2026 | 540,022 | $178K | 0.00% | ABS-MBS |
| 7473 | Banc of America Funding Corporation | 058928AL6 | Jun 2026 | 188,320 | $178K | 0.00% | ABS-MBS |
| 7474 | Fannie Mae | 3140N5LD4 | Jun 2026 | 175,675 | $178K | 0.00% | ABS-MBS |
| 7475 | JP Morgan Mortgage Trust | 46629DAW5 | Jun 2026 | 213,368 | $178K | 0.00% | ABS-MBS |
| 7476 | Fannie Mae | 3140HEUM2 | Jun 2026 | 192,820 | $178K | 0.00% | ABS-MBS |
| 7477 | Fannie Mae | 31418DN81 | Jun 2026 | 186,373 | $178K | 0.00% | ABS-MBS |
| 7478 | Freddie Mac | 31426SHY8 | Jun 2026 | 179,284 | $178K | 0.00% | ABS-MBS |
| 7479 | HarborView Mortgage Loan Trust | 41161UAG7 | Jun 2026 | 206,061 | $177K | 0.00% | ABS-MBS |
| 7480 | Impac Secured Assets Corp. | 45254TUA0 | Jun 2026 | 175,563 | $177K | 0.00% | ABS-MBS |
| 7481 | Fannie Mae | 3138ETZY5 | Jun 2026 | 185,123 | $177K | 0.00% | ABS-MBS |
| 7482 | Fannie Mae | 3138M6VQ7 | Jun 2026 | 183,290 | $176K | 0.00% | ABS-MBS |
| 7483 | Freddie Mac | 3133KYSL4 | Jun 2026 | 185,732 | $176K | 0.00% | ABS-MBS |
| 7484 | MPH Acquisition Holdings LLC | 55328HAQ4 | Jun 2026 | 199,495 | $176K | 0.00% | LON |
| 7485 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 219,910,000 | $176K | 0.00% | DIR |
| 7486 | Credit Suisse Mortgage Trust | 12662NAS2 | Jun 2026 | 177,367 | $176K | 0.00% | ABS-MBS |
| 7487 | Nomura Asset Acceptance Corporation | 65535VRZ3 | Jun 2026 | 240,255 | $175K | 0.00% | ABS-MBS |
| 7488 | Fannie Mae | 3138WJEP9 | Jun 2026 | 182,734 | $175K | 0.00% | ABS-MBS |
| 7489 | Residential Asset Securities Corporation | 74924NAD9 | Jun 2026 | 175,532 | $175K | 0.00% | ABS-MBS |
| 7490 | Fannie Mae | 3140A6VH6 | Jun 2026 | 167,951 | $175K | 0.00% | ABS-MBS |
| 7491 | Fannie Mae | 3140EW6C4 | Jun 2026 | 188,387 | $175K | 0.00% | ABS-MBS |
| 7492 | Intercontinental Exchange, Inc. | 000000000 | Jun 2026 | 37,100,000 | $175K | 0.00% | DCR |
| 7493 | Fannie Mae | 3138WTR65 | Jun 2026 | 181,186 | $174K | 0.00% | ABS-MBS |
| 7494 | WAMU Mortgage Pass-Through Certificates | 9292275B8 | Jun 2026 | 175,662 | $174K | 0.00% | ABS-MBS |
| 7495 | Saxon Asset Securities Trust | 805564QW4 | Jun 2026 | 185,809 | $174K | 0.00% | ABS-O |
| 7496 | First Franklin Mtg Loan Asset Backed Certificates | 32028HAA1 | Jun 2026 | 180,715 | $174K | 0.00% | ABS-O |
| 7497 | Washington Mutual Mortgage Pass-Through CTFS | 93935FAA9 | Jun 2026 | 200,361 | $174K | 0.00% | ABS-MBS |
| 7498 | Fannie Mae | 3140NJ2Z6 | Jun 2026 | 168,655 | $174K | 0.00% | ABS-MBS |
| 7499 | Credit Suisse Mortgage Trust | 12594YAJ1 | Jun 2026 | 177,268 | $174K | 0.00% | ABS-MBS |
| 7500 | Freddie Mac | 3132VMGQ2 | Jun 2026 | 188,543 | $173K | 0.00% | ABS-MBS |
| 7501 | Residential Asset Securities Corporation | 75405WAG7 | Jun 2026 | 176,014 | $173K | 0.00% | ABS-MBS |
| 7502 | Freddie Mac | 31397FM74 | Jun 2026 | 2,067,393 | $173K | 0.00% | ABS-MBS |
| 7503 | Fannie Mae | 31418FKJ5 | Jun 2026 | 163,503 | $173K | 0.00% | ABS-MBS |
| 7504 | Morgan Stanley Capital Services LLC | 000000000 | Jun 2026 | 48,100,000 | $173K | 0.00% | DCR |
| 7505 | Structured Adjustable Rate Mortgage Loan Trust | 86359BKY6 | Jun 2026 | 175,017 | $172K | 0.00% | ABS-MBS |
| 7506 | Credit Suisse Commercial Mortgage Securities Corp | 12657VAA0 | Jun 2026 | 172,647 | $172K | 0.00% | ABS-MBS |
| 7507 | Fannie Mae | 3138YSXR2 | Jun 2026 | 180,768 | $172K | 0.00% | ABS-MBS |
| 7508 | Morgan Stanley Mortgage Loan Trust | 61748HDQ1 | Jun 2026 | 177,247 | $172K | 0.00% | ABS-MBS |
| 7509 | Fannie Mae | 31418DFP2 | Jun 2026 | 177,595 | $172K | 0.00% | ABS-MBS |
| 7510 | Freddie Mac | 3133CTP29 | Jun 2026 | 170,846 | $172K | 0.00% | ABS-MBS |
| 7511 | Fannie Mae | 3140K4EL0 | Jun 2026 | 186,566 | $171K | 0.00% | ABS-MBS |
| 7512 | Wells Fargo Home Equity Trust | 9497EVAB1 | Jun 2026 | 171,934 | $171K | 0.00% | ABS-O |
| 7513 | HarborView Mortgage Loan Trust | 41161PGG2 | Jun 2026 | 175,586 | $171K | 0.00% | ABS-MBS |
| 7514 | Residential Funding Mtg Sec I | 74958XAF1 | Jun 2026 | 195,839 | $171K | 0.00% | ABS-MBS |
| 7515 | Residential Funding Mtg Sec I | 749577AC6 | Jun 2026 | 221,088 | $171K | 0.00% | ABS-MBS |
| 7516 | Citimortgage Alternative Loan Trust | 12566TAD9 | Jun 2026 | 191,300 | $170K | 0.00% | ABS-MBS |
| 7517 | Fannie Mae | 3138YPY71 | Jun 2026 | 178,419 | $170K | 0.00% | ABS-MBS |
| 7518 | Bank of America NA | 000000000 | Jun 2026 | 9,400,000 | $170K | 0.00% | DCR |
| 7519 | Fannie Mae | 3140E53Y8 | Jun 2026 | 178,476 | $170K | 0.00% | ABS-MBS |
| 7520 | Fannie Mae | 3140HJZ20 | Jun 2026 | 173,316 | $169K | 0.00% | ABS-MBS |
| 7521 | Bank of America NA | 000000000 | Jun 2026 | 1 | $169K | 0.00% | DFE |
| 7522 | Fannie Mae | 3140FQAE7 | Jun 2026 | 178,221 | $169K | 0.00% | ABS-MBS |
| 7523 | Fannie Mae | 3140GUDL8 | Jun 2026 | 178,212 | $169K | 0.00% | ABS-MBS |
| 7524 | Fannie Mae | 3140GX5X5 | Jun 2026 | 177,631 | $169K | 0.00% | ABS-MBS |
| 7525 | Freddie Mac | 3131WQRA7 | Jun 2026 | 173,811 | $169K | 0.00% | ABS-MBS |
| 7526 | Fannie Mae | 3140MJPA7 | Jun 2026 | 177,930 | $168K | 0.00% | ABS-MBS |
| 7527 | Fannie Mae | 3140X6R86 | Jun 2026 | 183,218 | $168K | 0.00% | ABS-MBS |
| 7528 | GS Mortgage Securities Corp. | 3622X1AA7 | Jun 2026 | 703,964 | $168K | 0.00% | ABS-MBS |
| 7529 | Freddie Mac | 31329Q2L4 | Jun 2026 | 173,670 | $168K | 0.00% | ABS-MBS |
| 7530 | Bear Stearns Alt-A Trust | 07386HSW2 | Jun 2026 | 171,555 | $168K | 0.00% | ABS-MBS |
| 7531 | Structured Adjustable Rate Mortgage Loan Trust | 863579TN8 | Jun 2026 | 355,133 | $167K | 0.00% | ABS-MBS |
| 7532 | Countrywide Alternative Loan Trust | 02150AAD3 | Jun 2026 | 335,069 | $167K | 0.00% | ABS-MBS |
| 7533 | Fannie Mae | 31402CW32 | Jun 2026 | 165,603 | $167K | 0.00% | ABS-MBS |
| 7534 | Fannie Mae | 3140FMQ33 | Jun 2026 | 175,960 | $167K | 0.00% | ABS-MBS |
| 7535 | Renaissance Home Equity Loan Trust | 75971EAJ5 | Jun 2026 | 548,079 | $167K | 0.00% | ABS-MBS |
| 7536 | Countrywide Alternative Loan Trust | 12667FSH9 | Jun 2026 | 153,827 | $166K | 0.00% | ABS-MBS |
| 7537 | Freddie Mac | 3133D03J8 | Jun 2026 | 168,759 | $166K | 0.00% | ABS-MBS |
| 7538 | First Horizon Alternative Mortgage Securities | 32053LAF9 | Jun 2026 | 2,342,193 | $166K | 0.00% | ABS-MBS |
| 7539 | Fannie Mae | 3136ABN25 | Jun 2026 | 1,643,714 | $166K | 0.00% | ABS-MBS |
| 7540 | Fannie Mae | 31418CJD7 | Jun 2026 | 178,700 | $165K | 0.00% | ABS-MBS |
| 7541 | Residential Accredit Loans, Inc. | 761118NN4 | Jun 2026 | 283,247 | $165K | 0.00% | ABS-MBS |
| 7542 | Fannie Mae | 3140H7NX1 | Jun 2026 | 169,075 | $164K | 0.00% | ABS-MBS |
| 7543 | Fannie Mae | 3140FG5W5 | Jun 2026 | 175,744 | $164K | 0.00% | ABS-MBS |
| 7544 | Fannie Mae | 3138WJYT9 | Jun 2026 | 172,616 | $164K | 0.00% | ABS-MBS |
| 7545 | MLCC Mortgage Investors Inc | 589929S41 | Jun 2026 | 177,447 | $164K | 0.00% | ABS-MBS |
| 7546 | Home Equity Asset Trust | 437084QY5 | Jun 2026 | 164,650 | $164K | 0.00% | ABS-MBS |
| 7547 | Fannie Mae | 3140HAA75 | Jun 2026 | 176,280 | $164K | 0.00% | ABS-MBS |
| 7548 | Freddie Mac | 3132DPUH9 | Jun 2026 | 157,325 | $164K | 0.00% | ABS-MBS |
| 7549 | E-MAC | 000000000 | Jun 2026 | 145,591 | $163K | 0.00% | ABS-MBS |
| 7550 | Fannie Mae | 3140J8ME0 | Jun 2026 | 168,551 | $163K | 0.00% | ABS-MBS |
| 7551 | Freddie Mac | 3133CXMA5 | Jun 2026 | 162,288 | $163K | 0.00% | ABS-MBS |
| 7552 | Bear Stearns Asset Backed Securities Trust | 07384YQJ8 | Jun 2026 | 66,181 | $163K | 0.00% | ABS-MBS |
| 7553 | HarborView Mortgage Loan Trust | 41161PUK7 | Jun 2026 | 169,143 | $163K | 0.00% | ABS-MBS |
| 7554 | Fannie Mae | 3140NSJ21 | Jun 2026 | 157,778 | $163K | 0.00% | ABS-MBS |
| 7555 | Fannie Mae | 31418DAX0 | Jun 2026 | 170,315 | $162K | 0.00% | ABS-MBS |
| 7556 | Fannie Mae | 3140H9CS0 | Jun 2026 | 165,605 | $162K | 0.00% | ABS-MBS |
| 7557 | Government National Mortgage Association | 36179S2P1 | Jun 2026 | 175,579 | $162K | 0.00% | ABS-MBS |
| 7558 | Residential Accredit Loans, Inc. | 751155AG7 | Jun 2026 | 186,751 | $162K | 0.00% | ABS-MBS |
| 7559 | Fannie Mae | 3140NCRY7 | Jun 2026 | 155,347 | $161K | 0.00% | ABS-MBS |
| 7560 | Fannie Mae | 3140H13M0 | Jun 2026 | 169,950 | $161K | 0.00% | ABS-MBS |
| 7561 | United States Treasury | 912797RG4 | Jun 2026 | 161,000 | $160K | 0.00% | STIV |
| 7562 | Wells Fargo Mortgage Backed Securities Trust | 94984CAA4 | Jun 2026 | 168,471 | $160K | 0.00% | ABS-MBS |
| 7563 | Fannie Mae | 3140H96S7 | Jun 2026 | 172,321 | $160K | 0.00% | ABS-MBS |
| 7564 | Fannie Mae | 3140JLYP3 | Jun 2026 | 168,080 | $160K | 0.00% | ABS-MBS |
| 7565 | Chase Mortgage Finance Corporation | 16163BBB9 | Jun 2026 | 447,910 | $160K | 0.00% | ABS-MBS |
| 7566 | Mercury CDO Ltd | 58936RAE7 | Jun 2026 | 6,000,000 | $159K | 0.00% | ABS-CBDO |
| 7567 | Fannie Mae | 3138Y7MH2 | Jun 2026 | 166,234 | $159K | 0.00% | ABS-MBS |
| 7568 | Fannie Mae | 3138XJ5T0 | Jun 2026 | 165,936 | $159K | 0.00% | ABS-MBS |
| 7569 | Freddie Mac | 3132VM2P9 | Jun 2026 | 171,032 | $159K | 0.00% | ABS-MBS |
| 7570 | Fannie Mae | 3140K2FU3 | Jun 2026 | 178,488 | $158K | 0.00% | ABS-MBS |
| 7571 | Government National Mortgage Association | 36197CFA3 | Jun 2026 | 173,735 | $158K | 0.00% | ABS-MBS |
| 7572 | Residential Funding Mtg Sec I | 76111XP64 | Jun 2026 | 198,194 | $158K | 0.00% | ABS-MBS |
| 7573 | Structured Asset Securities Corporation | 86359DEX1 | Jun 2026 | 170,974 | $158K | 0.00% | ABS-MBS |
| 7574 | Intercontinental Exchange, Inc. | 000000000 | Jun 2026 | 20,100,000 | $158K | 0.00% | DCR |
| 7575 | Freddie Mac | 31334WXK2 | Jun 2026 | 171,376 | $158K | 0.00% | ABS-MBS |
| 7576 | Morgan Stanley Dean Witter Capital I Trust | 61746WA75 | Jun 2026 | 142,379 | $157K | 0.00% | ABS-MBS |
| 7577 | Citibank NA | 000000000 | Jun 2026 | 1 | $157K | 0.00% | DFE |
| 7578 | Freddie Mac | 31329KYQ1 | Jun 2026 | 165,202 | $157K | 0.00% | ABS-MBS |
| 7579 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $157K | 0.00% | DFE |
| 7580 | Government National Mortgage Association | 36179SYS0 | Jun 2026 | 170,171 | $157K | 0.00% | ABS-MBS |
| 7581 | Government National Mortgage Association | 3617G6JK4 | Jun 2026 | 167,759 | $157K | 0.00% | ABS-MBS |
| 7582 | Residential Accredit Loans, Inc. | 761118FJ2 | Jun 2026 | 508,502 | $157K | 0.00% | ABS-MBS |
| 7583 | Fannie Mae | 3140EU2Z1 | Jun 2026 | 167,563 | $156K | 0.00% | ABS-MBS |
| 7584 | Freddie Mac | 3142GTAB2 | Jun 2026 | 154,541 | $156K | 0.00% | ABS-MBS |
| 7585 | Homebanc Mortgage Trust | 43739EAQ0 | Jun 2026 | 188,736 | $155K | 0.00% | ABS-MBS |
| 7586 | Freddie Mac | 3133BTPJ3 | Jun 2026 | 151,054 | $155K | 0.00% | ABS-MBS |
| 7587 | Fannie Mae | 3138XCCD2 | Jun 2026 | 158,241 | $155K | 0.00% | ABS-MBS |
| 7588 | Fannie Mae | 3140H7Z75 | Jun 2026 | 168,683 | $155K | 0.00% | ABS-MBS |
| 7589 | Freddie Mac | 3132DWLT8 | Jun 2026 | 153,663 | $155K | 0.00% | ABS-MBS |
| 7590 | Structured Adjustable Rate Mortgage Loan Trust | 863579MS4 | Jun 2026 | 168,917 | $155K | 0.00% | ABS-MBS |
| 7591 | Freddie Mac | 3132DQPA8 | Jun 2026 | 164,488 | $155K | 0.00% | ABS-MBS |
| 7592 | Fannie Mae | 3140F8NA1 | Jun 2026 | 161,652 | $154K | 0.00% | ABS-MBS |
| 7593 | Credit Suisse First Boston Mortgage Securities | 22541SUQ9 | Jun 2026 | 164,884 | $154K | 0.00% | ABS-MBS |
| 7594 | Fannie Mae | 3140FCW20 | Jun 2026 | 162,078 | $154K | 0.00% | ABS-MBS |
| 7595 | Fannie Mae | 31418CC36 | Jun 2026 | 166,584 | $153K | 0.00% | ABS-MBS |
| 7596 | CHEVY CHASE MORTGAGE FUNDING CORP. | 16678RBV8 | Jun 2026 | 155,317 | $153K | 0.00% | ABS-MBS |
| 7597 | IndyMac INDA Mortgage Loan Trust | 45660LZM4 | Jun 2026 | 203,780 | $153K | 0.00% | ABS-MBS |
| 7598 | Fannie Mae | 313920XQ8 | Jun 2026 | 150,271 | $153K | 0.00% | ABS-MBS |
| 7599 | Wachovia Mortgage Loan Trust, LLC | 92977YAA9 | Jun 2026 | 154,164 | $153K | 0.00% | ABS-MBS |
| 7600 | Citibank NA | 000000000 | Jun 2026 | 1 | $153K | 0.00% | DFE |
| 7601 | Countrywide Home Loans | 12669GNL1 | Jun 2026 | 160,514 | $153K | 0.00% | ABS-MBS |
| 7602 | JPMorgan Securities LLC | 000000000 | Jun 2026 | 194,314,568 | $153K | 0.00% | DCR |
| 7603 | GMAC Mortgage Corporation Loan Trust | 76112BKN9 | Jun 2026 | 165,995 | $153K | 0.00% | ABS-MBS |
| 7604 | Fannie Mae | 3140QBBJ6 | Jun 2026 | 160,758 | $152K | 0.00% | ABS-MBS |
| 7605 | Fannie Mae | 3140FMT22 | Jun 2026 | 157,799 | $152K | 0.00% | ABS-MBS |
| 7606 | FBR Securitization Trust | 30246QCQ4 | Jun 2026 | 153,660 | $152K | 0.00% | ABS-O |
| 7607 | Fannie Mae | 3138EMUG4 | Jun 2026 | 154,957 | $152K | 0.00% | ABS-MBS |
| 7608 | Freddie Mac | 31427BHA6 | Jun 2026 | 152,636 | $151K | 0.00% | ABS-MBS |
| 7609 | Fannie Mae | 31418CGR9 | Jun 2026 | 158,392 | $151K | 0.00% | ABS-MBS |
| 7610 | Fannie Mae | 3140N3AS8 | Jun 2026 | 152,270 | $150K | 0.00% | ABS-MBS |
| 7611 | Banc of America Funding Corporation | 05951VAH2 | Jun 2026 | 185,070 | $150K | 0.00% | ABS-MBS |
| 7612 | Fannie Mae | 3140QAG79 | Jun 2026 | 169,003 | $150K | 0.00% | ABS-MBS |
| 7613 | WAMU Mortgage Pass-Through Certificates | 92922F8T8 | Jun 2026 | 151,500 | $150K | 0.00% | ABS-MBS |
| 7614 | Fannie Mae | 3140FBY95 | Jun 2026 | 161,505 | $150K | 0.00% | ABS-MBS |
| 7615 | Fannie Mae | 3140GX7M7 | Jun 2026 | 157,542 | $149K | 0.00% | ABS-MBS |
| 7616 | Fannie Mae | 3140BFMY8 | Jun 2026 | 151,222 | $149K | 0.00% | ABS-MBS |
| 7617 | Fannie Mae | 3140N0PC3 | Jun 2026 | 158,509 | $149K | 0.00% | ABS-MBS |
| 7618 | GSR Mortgage Loan Trust | 36242DBM4 | Jun 2026 | 159,596 | $149K | 0.00% | ABS-MBS |
| 7619 | Freddie Mac | 3133BNSV6 | Jun 2026 | 149,692 | $148K | 0.00% | ABS-MBS |
| 7620 | Fannie Mae | 31410G5E9 | Jun 2026 | 141,518 | $148K | 0.00% | ABS-MBS |
| 7621 | Countrywide Asset-Backed Certificates | 126673FJ6 | Jun 2026 | 150,038 | $148K | 0.00% | ABS-O |
| 7622 | Bear Stearns Asset Backed Securities Trust | 073859AD2 | Jun 2026 | 148,717 | $148K | 0.00% | ABS-MBS |
| 7623 | Freddie Mac | 3132WL6S0 | Jun 2026 | 160,045 | $148K | 0.00% | ABS-MBS |
| 7624 | Freddie Mac | 3142K2KN9 | Jun 2026 | 149,664 | $147K | 0.00% | ABS-MBS |
| 7625 | Countrywide Alternative Loan Trust | 12668AJA4 | Jun 2026 | 2,377,204 | $147K | 0.00% | ABS-MBS |
| 7626 | Credit Suisse Mortgage Trust | 12653JAL7 | Jun 2026 | 151,071 | $147K | 0.00% | ABS-MBS |
| 7627 | Citibank NA | 000000000 | Jun 2026 | 1 | $147K | 0.00% | DFE |
| 7628 | Fannie Mae | 3138WEAG4 | Jun 2026 | 150,199 | $147K | 0.00% | ABS-MBS |
| 7629 | First Horizon Alternative Mortgage Securities | 32052FAP1 | Jun 2026 | 605,464 | $146K | 0.00% | ABS-MBS |
| 7630 | JP Morgan Mortgage Trust | 46628LAW8 | Jun 2026 | 227,256 | $146K | 0.00% | ABS-MBS |
| 7631 | Fannie Mae | 3138XDPD6 | Jun 2026 | 157,325 | $146K | 0.00% | ABS-MBS |
| 7632 | Fannie Mae | 3140F0B37 | Jun 2026 | 152,893 | $145K | 0.00% | ABS-MBS |
| 7633 | Fannie Mae | 3140FFTN1 | Jun 2026 | 152,327 | $145K | 0.00% | ABS-MBS |
| 7634 | Countrywide Asset-Backed Certificates | 126673QH8 | Jun 2026 | 146,323 | $145K | 0.00% | ABS-O |
| 7635 | Adjustable Rate Mortgage Trust | 2254W0MM4 | Jun 2026 | 644,623 | $145K | 0.00% | ABS-MBS |
| 7636 | Countrywide Alternative Loan Trust | 12667GMC4 | Jun 2026 | 160,633 | $145K | 0.00% | ABS-MBS |
| 7637 | Morgan Stanley & Co. LLC | 000000000 | Jun 2026 | 140,900,000 | $145K | 0.00% | DIR |
| 7638 | Citimortgage Alternative Loan Trust | 17309KAE7 | Jun 2026 | 162,293 | $145K | 0.00% | ABS-MBS |
| 7639 | Fannie Mae | 3140KD6F2 | Jun 2026 | 153,357 | $145K | 0.00% | ABS-MBS |
| 7640 | Structured Adjustable Rate Mortgage Loan Trust | 863579AA6 | Jun 2026 | 147,211 | $144K | 0.00% | ABS-MBS |
| 7641 | Freddie Mac | 3132WGJQ1 | Jun 2026 | 160,596 | $144K | 0.00% | ABS-MBS |
| 7642 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 227,430,000 | $144K | 0.00% | DIR |
| 7643 | Fannie Mae | 3140QSAN1 | Jun 2026 | 144,282 | $143K | 0.00% | ABS-MBS |
| 7644 | Freddie Mac | 3133BQT97 | Jun 2026 | 142,269 | $143K | 0.00% | ABS-MBS |
| 7645 | Fannie Mae | 3138WDT50 | Jun 2026 | 149,736 | $143K | 0.00% | ABS-MBS |
| 7646 | Fannie Mae | 3140J77C3 | Jun 2026 | 155,075 | $143K | 0.00% | ABS-MBS |
| 7647 | Australia & New Zealand Banking Group Ltd. | 000000000 | Jun 2026 | 1 | $143K | 0.00% | DFE |
| 7648 | Government National Mortgage Association | 38375JVW2 | Jun 2026 | 143,134 | $143K | 0.00% | ABS-MBS |
| 7649 | Fannie Mae | 3140H1V23 | Jun 2026 | 150,198 | $142K | 0.00% | ABS-MBS |
| 7650 | LCH Ltd. | 000000000 | Jun 2026 | 92,500,000 | $142K | 0.00% | DIR |
| 7651 | Citigroup Mortgage Loan Trust Inc | 17307GB80 | Jun 2026 | 193,825 | $142K | 0.00% | ABS-MBS |
| 7652 | Fannie Mae | 3140J7WR2 | Jun 2026 | 153,606 | $142K | 0.00% | ABS-MBS |
| 7653 | Fannie Mae | 3138YDBP3 | Jun 2026 | 147,499 | $142K | 0.00% | ABS-MBS |
| 7654 | Fannie Mae | 3140H15N6 | Jun 2026 | 145,036 | $142K | 0.00% | ABS-MBS |
| 7655 | Nomura Asset Acceptance Corporation | 65535VPU6 | Jun 2026 | 155,068 | $142K | 0.00% | ABS-MBS |
| 7656 | MLCC Mortgage Investors Inc | 59020UAR6 | Jun 2026 | 152,169 | $141K | 0.00% | ABS-MBS |
| 7657 | Structured Asset Securities Corporation | 86359A5V1 | Jun 2026 | 139,334 | $141K | 0.00% | ABS-MBS |
| 7658 | Freddie Mac | 3132XSWC0 | Jun 2026 | 152,250 | $141K | 0.00% | ABS-MBS |
| 7659 | Fannie Mae | 31418CGE8 | Jun 2026 | 152,112 | $141K | 0.00% | ABS-MBS |
| 7660 | Fannie Mae | 3138ANMM2 | Jun 2026 | 142,288 | $141K | 0.00% | ABS-MBS |
| 7661 | Fannie Mae | 3138YGDX7 | Jun 2026 | 145,528 | $140K | 0.00% | ABS-MBS |
| 7662 | First Horizon Alternative Mortgage Securities | 32051GHJ7 | Jun 2026 | 142,690 | $140K | 0.00% | ABS-MBS |
| 7663 | Countrywide Home Loans | 126694XR4 | Jun 2026 | 378,708 | $140K | 0.00% | ABS-MBS |
| 7664 | ACHV ABS TRUST | 00092BAA2 | Jun 2026 | 139,679 | $140K | 0.00% | ABS-O |
| 7665 | First Franklin Mtg Loan Asset Backed Certificates | 32028TAE7 | Jun 2026 | 255,616 | $140K | 0.00% | ABS-O |
| 7666 | Banc of America Funding Corporation | 059515AH9 | Jun 2026 | 164,049 | $140K | 0.00% | ABS-MBS |
| 7667 | EGYPT TREASURY BILL | 000000000 | Jun 2026 | 7,350,000 | $140K | 0.00% | STIV |
| 7668 | Fannie Mae | 3140F2RD4 | Jun 2026 | 150,208 | $139K | 0.00% | ABS-MBS |
| 7669 | Fannie Mae | 3140F3WR5 | Jun 2026 | 145,805 | $139K | 0.00% | ABS-MBS |
| 7670 | Freddie Mac | 3132Y1F29 | Jun 2026 | 150,463 | $139K | 0.00% | ABS-MBS |
| 7671 | Freddie Mac | 3132DQFK7 | Jun 2026 | 137,697 | $139K | 0.00% | ABS-MBS |
| 7672 | Fannie Mae | 31396WEB8 | Jun 2026 | 1,349,792 | $139K | 0.00% | ABS-MBS |
| 7673 | Freddie Mac | 31329NQE1 | Jun 2026 | 161,886 | $139K | 0.00% | ABS-MBS |
| 7674 | Intercontinental Exchange, Inc. | 000000000 | Jun 2026 | 10,000,000 | $139K | 0.00% | DCR |
| 7675 | Countrywide Alternative Loan Trust | 12668AXF7 | Jun 2026 | 143,957 | $139K | 0.00% | ABS-MBS |
| 7676 | Fannie Mae | 3140GSPD8 | Jun 2026 | 145,562 | $139K | 0.00% | ABS-MBS |
| 7677 | Countrywide Asset-Backed Certificates | 1266737F3 | Jun 2026 | 138,789 | $138K | 0.00% | ABS-O |
| 7678 | Fannie Mae | 3140H6VA4 | Jun 2026 | 149,921 | $138K | 0.00% | ABS-MBS |
| 7679 | Intercontinental Exchange, Inc. | 000000000 | Jun 2026 | 1,200,000 | $138K | 0.00% | DCR |
| 7680 | Fannie Mae | 3140NPQ78 | Jun 2026 | 133,880 | $138K | 0.00% | ABS-MBS |
| 7681 | Fannie Mae | 3140B27E8 | Jun 2026 | 139,687 | $138K | 0.00% | ABS-MBS |
| 7682 | WAMU Mortgage Pass-Through Certificates | 92925DAB6 | Jun 2026 | 152,541 | $138K | 0.00% | ABS-MBS |
| 7683 | Fannie Mae | 3140KXA63 | Jun 2026 | 145,904 | $137K | 0.00% | ABS-MBS |
| 7684 | Centex Home Equity | 152314JD3 | Jun 2026 | 123,510 | $137K | 0.00% | ABS-MBS |
| 7685 | Structured Asset Securities Corporation | 86359BBZ3 | Jun 2026 | 139,099 | $137K | 0.00% | ABS-MBS |
| 7686 | Freddie Mac | 3132AD7K8 | Jun 2026 | 142,288 | $137K | 0.00% | ABS-MBS |
| 7687 | Fannie Mae | 3140E76S4 | Jun 2026 | 143,220 | $136K | 0.00% | ABS-MBS |
| 7688 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 461,300,000 | $136K | 0.00% | DIR |
| 7689 | Freddie Mac | 3133BWQC0 | Jun 2026 | 135,190 | $136K | 0.00% | ABS-MBS |
| 7690 | Fannie Mae | 3140AEM89 | Jun 2026 | 137,477 | $136K | 0.00% | ABS-MBS |
| 7691 | LCH Ltd. | 000000000 | Jun 2026 | 199,600,000 | $136K | 0.00% | DIR |
| 7692 | Countrywide Home Loans | 12669GZQ7 | Jun 2026 | 153,395 | $136K | 0.00% | ABS-MBS |
| 7693 | Nomura Global Financial Products, Inc. | 000000000 | Jun 2026 | 1 | $136K | 0.00% | DFE |
| 7694 | Ameriquest Mortgage Securities Inc. | 03072SXE0 | Jun 2026 | 126,763 | $136K | 0.00% | ABS-O |
| 7695 | Fannie Mae | 3138WCXS7 | Jun 2026 | 141,675 | $136K | 0.00% | ABS-MBS |
| 7696 | Fannie Mae | 3140AUE41 | Jun 2026 | 137,743 | $136K | 0.00% | ABS-MBS |
| 7697 | Freddie Mac | 3142GTEJ1 | Jun 2026 | 137,549 | $136K | 0.00% | ABS-MBS |
| 7698 | JP Morgan Mortgage Trust | 46631JAA6 | Jun 2026 | 175,101 | $135K | 0.00% | ABS-MBS |
| 7699 | Freddie Mac | 3128MJWU0 | Jun 2026 | 150,372 | $135K | 0.00% | ABS-MBS |
| 7700 | Deutsche Bank AG | 000000000 | Jun 2026 | 1 | $135K | 0.00% | DFE |
| 7701 | Fannie Mae | 3140AD6F3 | Jun 2026 | 137,468 | $135K | 0.00% | ABS-MBS |
| 7702 | Citigroup Mortgage Loan Trust Inc | 17291MAR4 | Jun 2026 | 136,258 | $135K | 0.00% | ABS-MBS |
| 7703 | Structured Adjustable Rate Mortgage Loan Trust | 86359BGC9 | Jun 2026 | 136,636 | $135K | 0.00% | ABS-MBS |
| 7704 | Government National Mortgage Association | 36179TLS2 | Jun 2026 | 146,902 | $135K | 0.00% | ABS-MBS |
| 7705 | Freddie Mac | 3131Y93K7 | Jun 2026 | 141,804 | $135K | 0.00% | ABS-MBS |
| 7706 | Fannie Mae | 3140H7G92 | Jun 2026 | 138,615 | $135K | 0.00% | ABS-MBS |
| 7707 | Canada Square Funding | 000000000 | Jun 2026 | 101,280 | $135K | 0.00% | ABS-MBS |
| 7708 | Fannie Mae | 31418ESE1 | Jun 2026 | 128,436 | $134K | 0.00% | ABS-MBS |
| 7709 | Fannie Mae | 31418E7A2 | Jun 2026 | 133,294 | $134K | 0.00% | ABS-MBS |
| 7710 | Fannie Mae | 3140FHUQ8 | Jun 2026 | 141,431 | $134K | 0.00% | ABS-MBS |
| 7711 | Fannie Mae | 3140FBU32 | Jun 2026 | 144,344 | $134K | 0.00% | ABS-MBS |
| 7712 | Freddie Mac | 31335AYT9 | Jun 2026 | 148,704 | $134K | 0.00% | ABS-MBS |
| 7713 | Goldman Sachs International | 000000000 | Jun 2026 | 25,400,000 | $133K | 0.00% | DCR |
| 7714 | Navient Student Loan Trust | 63941HAA0 | Jun 2026 | 139,666 | $133K | 0.00% | ABS-O |
| 7715 | Freddie Mac | 3132A9AS6 | Jun 2026 | 137,589 | $133K | 0.00% | ABS-MBS |
| 7716 | GSR Mortgage Loan Trust | 362341FP9 | Jun 2026 | 133,600 | $133K | 0.00% | ABS-MBS |
| 7717 | Freddie Mac | 3132DTQJ2 | Jun 2026 | 133,840 | $133K | 0.00% | ABS-MBS |
| 7718 | Fannie Mae | 3140QESP8 | Jun 2026 | 139,753 | $132K | 0.00% | ABS-MBS |
| 7719 | Freddie Mac | 3132A9SZ1 | Jun 2026 | 138,070 | $132K | 0.00% | ABS-MBS |
| 7720 | Fannie Mae | 3138EGZZ0 | Jun 2026 | 133,595 | $132K | 0.00% | ABS-MBS |
| 7721 | MLCC Mortgage Investors Inc | 590219AF8 | Jun 2026 | 133,011 | $132K | 0.00% | ABS-MBS |
| 7722 | Nomura Global Financial Products, Inc. | 000000000 | Jun 2026 | 1 | $132K | 0.00% | DFE |
| 7723 | Nomura Global Financial Products, Inc. | 000000000 | Jun 2026 | 1 | $132K | 0.00% | DFE |
| 7724 | Nomura Global Financial Products, Inc. | 000000000 | Jun 2026 | 1 | $132K | 0.00% | DFE |
| 7725 | Nomura Global Financial Products, Inc. | 000000000 | Jun 2026 | 1 | $132K | 0.00% | DFE |
| 7726 | Government National Mortgage Association | 36179RJD2 | Jun 2026 | 145,748 | $132K | 0.00% | ABS-MBS |
| 7727 | Fannie Mae | 31418FUX3 | Jun 2026 | 133,592 | $131K | 0.00% | ABS-MBS |
| 7728 | Freddie Mac | 3131XDDL6 | Jun 2026 | 136,330 | $131K | 0.00% | ABS-MBS |
| 7729 | Bank of America NA | 000000000 | Jun 2026 | 1 | $131K | 0.00% | DFE |
| 7730 | MASTR Adjustable Rate Mortgages Trust | 576433LJ3 | Jun 2026 | 135,402 | $131K | 0.00% | ABS-MBS |
| 7731 | Fannie Mae | 3140HP2L0 | Jun 2026 | 138,079 | $131K | 0.00% | ABS-MBS |
| 7732 | Freddie Mac | 3133C6CR8 | Jun 2026 | 132,349 | $131K | 0.00% | ABS-MBS |
| 7733 | Freddie Mac | 3132DQJX5 | Jun 2026 | 125,155 | $131K | 0.00% | ABS-MBS |
| 7734 | WAMU Mortgage Pass-Through Certificates | 92922FW46 | Jun 2026 | 137,572 | $131K | 0.00% | ABS-MBS |
| 7735 | GSR Mortgage Loan Trust | 362334BP8 | Jun 2026 | 336,519 | $131K | 0.00% | ABS-MBS |
| 7736 | Merrill Lynch Mortgage Investors Trust | 59022VAD3 | Jun 2026 | 134,463 | $130K | 0.00% | ABS-O |
| 7737 | Citigroup Mortgage Loan Trust Inc | 17307GEC8 | Jun 2026 | 139,179 | $130K | 0.00% | ABS-MBS |
| 7738 | Fannie Mae | 3140X6ZK0 | Jun 2026 | 137,017 | $130K | 0.00% | ABS-MBS |
| 7739 | Freddie Mac | 3133BAFQ9 | Jun 2026 | 148,095 | $130K | 0.00% | ABS-MBS |
| 7740 | Bear Stearns Adjustable Rate Mortgage Trust | 07384MH39 | Jun 2026 | 133,082 | $130K | 0.00% | ABS-MBS |
| 7741 | Freddie Mac | 3132ADZD3 | Jun 2026 | 133,347 | $130K | 0.00% | ABS-MBS |
| 7742 | Residential Funding Mtg Sec I | 74958VAA6 | Jun 2026 | 287,423 | $129K | 0.00% | ABS-MBS |
| 7743 | Credit-Based Asset Servicing and Securitization | 1248MGAJ3 | Jun 2026 | 447,426 | $129K | 0.00% | ABS-O |
| 7744 | CHEVY CHASE MORTGAGE FUNDING CORP. | 16678RDL8 | Jun 2026 | 132,338 | $129K | 0.00% | ABS-MBS |
| 7745 | Fannie Mae | 3140FKKR0 | Jun 2026 | 135,480 | $129K | 0.00% | ABS-MBS |
| 7746 | Fannie Mae | 3140Q7RH2 | Jun 2026 | 139,437 | $129K | 0.00% | ABS-MBS |
| 7747 | Banc of America Alternative Loan Trust | 059487AY4 | Jun 2026 | 151,728 | $129K | 0.00% | ABS-MBS |
| 7748 | Freddie Mac | 3133BWD34 | Jun 2026 | 124,006 | $128K | 0.00% | ABS-MBS |
| 7749 | Fannie Mae | 3140H27H5 | Jun 2026 | 131,189 | $128K | 0.00% | ABS-MBS |
| 7750 | Fannie Mae | 3140FS6Z1 | Jun 2026 | 134,848 | $128K | 0.00% | ABS-MBS |
| 7751 | Fannie Mae | 31418CMF8 | Jun 2026 | 138,877 | $128K | 0.00% | ABS-MBS |
| 7752 | Countrywide Home Loans | 12669FKR3 | Jun 2026 | 132,611 | $127K | 0.00% | ABS-MBS |
| 7753 | Freddie Mac | 3132D55P3 | Jun 2026 | 133,409 | $127K | 0.00% | ABS-MBS |
| 7754 | First Horizon Mortgage Pass-Through Trust | 32053AAB2 | Jun 2026 | 288,378 | $127K | 0.00% | ABS-MBS |
| 7755 | Countrywide Home Loans | 12544XAV7 | Jun 2026 | 281,509 | $127K | 0.00% | ABS-MBS |
| 7756 | Fannie Mae | 3140B3NK4 | Jun 2026 | 118,446 | $126K | 0.00% | ABS-MBS |
| 7757 | Freddie Mac | 31329PBS1 | Jun 2026 | 137,128 | $126K | 0.00% | ABS-MBS |
| 7758 | Fannie Mae | 3140JL4K7 | Jun 2026 | 130,098 | $126K | 0.00% | ABS-MBS |
| 7759 | Fannie Mae | 3138WGTC8 | Jun 2026 | 132,001 | $126K | 0.00% | ABS-MBS |
| 7760 | Fannie Mae | 3140H9SV6 | Jun 2026 | 129,312 | $126K | 0.00% | ABS-MBS |
| 7761 | Fannie Mae | 3140HLH33 | Jun 2026 | 129,713 | $126K | 0.00% | ABS-MBS |
| 7762 | First Horizon Mortgage Pass-Through Trust | 32056JAD6 | Jun 2026 | 175,002 | $125K | 0.00% | ABS-MBS |
| 7763 | Fannie Mae | 3138WHKF8 | Jun 2026 | 131,374 | $125K | 0.00% | ABS-MBS |
| 7764 | Countrywide Alternative Loan Trust | 12668AFX8 | Jun 2026 | 2,016,584 | $125K | 0.00% | ABS-MBS |
| 7765 | Fannie Mae | 3140FNEY6 | Jun 2026 | 130,018 | $125K | 0.00% | ABS-MBS |
| 7766 | Countrywide Home Loans | 12669GPL9 | Jun 2026 | 157,135 | $125K | 0.00% | ABS-MBS |
| 7767 | Fannie Mae | 3140Q7L54 | Jun 2026 | 129,144 | $125K | 0.00% | ABS-MBS |
| 7768 | Freddie Mac | 31427PF74 | Jun 2026 | 123,884 | $125K | 0.00% | ABS-MBS |
| 7769 | Fannie Mae | 3140HMGB4 | Jun 2026 | 130,800 | $124K | 0.00% | ABS-MBS |
| 7770 | Freddie Mac | 3133BV5M3 | Jun 2026 | 122,902 | $124K | 0.00% | ABS-MBS |
| 7771 | Fannie Mae | 3140FVLZ7 | Jun 2026 | 134,526 | $124K | 0.00% | ABS-MBS |
| 7772 | Banc of America Funding Corporation | 059529AE7 | Jun 2026 | 152,630 | $124K | 0.00% | ABS-MBS |
| 7773 | Banc of America Mortgage Securities | 05949CCA2 | Jun 2026 | 128,752 | $123K | 0.00% | ABS-MBS |
| 7774 | Centex Home Equity | 152314FS4 | Jun 2026 | 122,208 | $123K | 0.00% | ABS-MBS |
| 7775 | Morgan Stanley Capital Inc | 617451EF2 | Jun 2026 | 122,843 | $123K | 0.00% | ABS-O |
| 7776 | Adjustable Rate Mortgage Trust | 007036HU3 | Jun 2026 | 125,690 | $123K | 0.00% | ABS-MBS |
| 7777 | Fannie Mae | 3138W0SW0 | Jun 2026 | 135,799 | $123K | 0.00% | ABS-MBS |
| 7778 | Bank of America NA | 000000000 | Jun 2026 | 1 | $123K | 0.00% | DFE |
| 7779 | Freddie Mac | 3132XVLQ4 | Jun 2026 | 132,341 | $122K | 0.00% | ABS-MBS |
| 7780 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $122K | 0.00% | DFE |
| 7781 | Fannie Mae | 3138XYNM2 | Jun 2026 | 124,460 | $122K | 0.00% | ABS-MBS |
| 7782 | Fannie Mae | 3140HMQX5 | Jun 2026 | 128,430 | $122K | 0.00% | ABS-MBS |
| 7783 | Fannie Mae | 3138WLCK7 | Jun 2026 | 128,172 | $122K | 0.00% | ABS-MBS |
| 7784 | Credit Suisse Mortgage Trust | 12638PBL2 | Jun 2026 | 149,054 | $122K | 0.00% | ABS-MBS |
| 7785 | Freddie Mac | 3142GSKD9 | Jun 2026 | 120,402 | $121K | 0.00% | ABS-MBS |
| 7786 | GreenPoint Mortgage Funding Trust | 39538WBQ0 | Jun 2026 | 125,093 | $121K | 0.00% | ABS-MBS |
| 7787 | Countrywide Home Loans | 12543TAU9 | Jun 2026 | 280,061 | $121K | 0.00% | ABS-MBS |
| 7788 | Home Equity Asset Trust | 22541NAB5 | Jun 2026 | 128,298 | $121K | 0.00% | ABS-MBS |
| 7789 | Fannie Mae | 31418DGE6 | Jun 2026 | 122,485 | $120K | 0.00% | ABS-MBS |
| 7790 | Fannie Mae | 31397QZU5 | Jun 2026 | 1,448,314 | $120K | 0.00% | ABS-MBS |
| 7791 | Fannie Mae | 3138WKWX9 | Jun 2026 | 129,994 | $120K | 0.00% | ABS-MBS |
| 7792 | GSR Mortgage Loan Trust | 36242DUL5 | Jun 2026 | 125,257 | $120K | 0.00% | ABS-MBS |
| 7793 | Freddie Mac | 3142JNNT9 | Jun 2026 | 122,068 | $120K | 0.00% | ABS-MBS |
| 7794 | Countrywide Home Loans | 126694D70 | Jun 2026 | 134,403 | $120K | 0.00% | ABS-MBS |
| 7795 | Freddie Mac | 3132QSGC6 | Jun 2026 | 133,194 | $120K | 0.00% | ABS-MBS |
| 7796 | Fannie Mae | 3140FLDV7 | Jun 2026 | 128,067 | $120K | 0.00% | ABS-MBS |
| 7797 | Fannie Mae | 3140QKYH5 | Jun 2026 | 155,487 | $120K | 0.00% | ABS-MBS |
| 7798 | Freddie Mac | 3132L83C9 | Jun 2026 | 129,201 | $119K | 0.00% | ABS-MBS |
| 7799 | HarborView Mortgage Loan Trust | 41161PKH5 | Jun 2026 | 126,633 | $119K | 0.00% | ABS-MBS |
| 7800 | Merrill Lynch Mortgage Investors Trust | 59020UXH3 | Jun 2026 | 280,405 | $119K | 0.00% | ABS-MBS |
| 7801 | Fannie Mae | 3140HJ4S7 | Jun 2026 | 125,946 | $119K | 0.00% | ABS-MBS |
| 7802 | Deutsche Alt-A Securities INC Mortgage Loan Trust | 251510GV9 | Jun 2026 | 140,237 | $119K | 0.00% | ABS-MBS |
| 7803 | Banc of America Mortgage Securities | 05949ADF4 | Jun 2026 | 123,438 | $119K | 0.00% | ABS-MBS |
| 7804 | Fannie Mae | 3140BS4W4 | Jun 2026 | 120,466 | $118K | 0.00% | ABS-MBS |
| 7805 | Fannie Mae | 3140HNZB1 | Jun 2026 | 124,583 | $118K | 0.00% | ABS-MBS |
| 7806 | Nationstar Home Equity Loan Trust | 63860KAA0 | Jun 2026 | 119,910 | $118K | 0.00% | ABS-MBS |
| 7807 | Goldman Sachs International | 000000000 | Jun 2026 | 9,700,000 | $118K | 0.00% | DCR |
| 7808 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 223,500,000 | $118K | 0.00% | DIR |
| 7809 | Fannie Mae | 3140FL4T2 | Jun 2026 | 123,319 | $118K | 0.00% | ABS-MBS |
| 7810 | Structured Asset Investment Loan Trust | 86359A2J1 | Jun 2026 | 95,899 | $117K | 0.00% | ABS-O |
| 7811 | Fannie Mae | 3140J6DE4 | Jun 2026 | 119,079 | $117K | 0.00% | ABS-MBS |
| 7812 | JP Morgan Mortgage Trust | 46630RBB6 | Jun 2026 | 338,380 | $116K | 0.00% | ABS-MBS |
| 7813 | Freddie Mac | 3132XWB75 | Jun 2026 | 125,218 | $116K | 0.00% | ABS-MBS |
| 7814 | Banc of America Mortgage Securities | 05949AHR4 | Jun 2026 | 121,163 | $116K | 0.00% | ABS-MBS |
| 7815 | Fannie Mae | 3138WGUD4 | Jun 2026 | 124,207 | $115K | 0.00% | ABS-MBS |
| 7816 | Homebanc Mortgage Trust | 43739EAL1 | Jun 2026 | 119,833 | $115K | 0.00% | ABS-MBS |
| 7817 | Structured Adjustable Rate Mortgage Loan Trust | 863579BM9 | Jun 2026 | 121,698 | $115K | 0.00% | ABS-MBS |
| 7818 | GSR Mortgage Loan Trust | 362341SF7 | Jun 2026 | 126,321 | $115K | 0.00% | ABS-MBS |
| 7819 | Fannie Mae | 3138WEYH6 | Jun 2026 | 120,284 | $115K | 0.00% | ABS-MBS |
| 7820 | Structured Asset Securities Corporation | 86359DDF1 | Jun 2026 | 114,816 | $115K | 0.00% | ABS-O |
| 7821 | Fannie Mae | 3140H3BN5 | Jun 2026 | 125,001 | $115K | 0.00% | ABS-MBS |
| 7822 | Fannie Mae | 3140GQ6E1 | Jun 2026 | 124,810 | $115K | 0.00% | ABS-MBS |
| 7823 | Fannie Mae | 3140J9JW2 | Jun 2026 | 119,002 | $115K | 0.00% | ABS-MBS |
| 7824 | Structured Adjustable Rate Mortgage Loan Trust | 863579B23 | Jun 2026 | 179,837 | $115K | 0.00% | ABS-MBS |
| 7825 | MASTR Adjustable Rate Mortgages Trust | 576433A71 | Jun 2026 | 130,708 | $115K | 0.00% | ABS-MBS |
| 7826 | Ace Securities Corp. | 00441QAD1 | Jun 2026 | 135,814 | $115K | 0.00% | ABS-MBS |
| 7827 | Fannie Mae | 3140Q7NZ6 | Jun 2026 | 124,118 | $115K | 0.00% | ABS-MBS |
| 7828 | Fannie Mae | 3140HAXU9 | Jun 2026 | 120,369 | $114K | 0.00% | ABS-MBS |
| 7829 | LCH Ltd. | 000000000 | Jun 2026 | 17,500,000 | $114K | 0.00% | DIR |
| 7830 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $114K | 0.00% | DFE |
| 7831 | MASTR Alternative Loans Trust | 576434N42 | Jun 2026 | 210,150 | $114K | 0.00% | ABS-MBS |
| 7832 | Bear Stearns Asset Backed Securities Trust | 073879BN7 | Jun 2026 | 117,694 | $114K | 0.00% | ABS-MBS |
| 7833 | Banc of America Mortgage Securities | 05948JAB8 | Jun 2026 | 130,823 | $114K | 0.00% | ABS-MBS |
| 7834 | Freddie Mac | 31339D5N4 | Jun 2026 | 110,691 | $113K | 0.00% | ABS-MBS |
| 7835 | Freddie Mac | 3131XWSZ7 | Jun 2026 | 119,433 | $113K | 0.00% | ABS-MBS |
| 7836 | Countrywide Home Loans | 12543RAM1 | Jun 2026 | 258,603 | $113K | 0.00% | ABS-MBS |
| 7837 | Banc of America Mortgage Securities | 0605067L0 | Jun 2026 | 122,110 | $113K | 0.00% | ABS-MBS |
| 7838 | Bear Stearns Adjustable Rate Mortgage Trust | 07387ABR5 | Jun 2026 | 120,609 | $113K | 0.00% | ABS-MBS |
| 7839 | Fannie Mae | 3140X95Y7 | Jun 2026 | 114,038 | $113K | 0.00% | ABS-MBS |
| 7840 | Fannie Mae | 3140Q7X28 | Jun 2026 | 118,704 | $113K | 0.00% | ABS-MBS |
| 7841 | Saxon Asset Securities Trust | 805564JR3 | Jun 2026 | 142,007 | $113K | 0.00% | ABS-MBS |
| 7842 | Fannie Mae | 3138WFM29 | Jun 2026 | 117,923 | $112K | 0.00% | ABS-MBS |
| 7843 | Fannie Mae | 3140H0CP5 | Jun 2026 | 116,549 | $112K | 0.00% | ABS-MBS |
| 7844 | Countrywide Asset-Backed Certificates | 12666UAG8 | Jun 2026 | 107,257 | $112K | 0.00% | ABS-O |
| 7845 | JP Morgan Mortgage Acquisition Corp | 46626LFN5 | Jun 2026 | 112,818 | $112K | 0.00% | ABS-O |
| 7846 | Fannie Mae | 3138WJFY9 | Jun 2026 | 121,143 | $112K | 0.00% | ABS-MBS |
| 7847 | Countrywide Home Loans | 126694BQ0 | Jun 2026 | 112,426 | $112K | 0.00% | ABS-MBS |
| 7848 | Fannie Mae | 3140E65M0 | Jun 2026 | 120,007 | $112K | 0.00% | ABS-MBS |
| 7849 | Fannie Mae | 3140Q75V5 | Jun 2026 | 121,004 | $111K | 0.00% | ABS-MBS |
| 7850 | Freddie Mac | 3133WCKD5 | Jun 2026 | 109,800 | $111K | 0.00% | ABS-MBS |
| 7851 | Fannie Mae | 3138WHQA3 | Jun 2026 | 116,714 | $111K | 0.00% | ABS-MBS |
| 7852 | Fannie Mae | 31413LNF2 | Jun 2026 | 105,947 | $111K | 0.00% | ABS-MBS |
| 7853 | Fannie Mae | 31419AX77 | Jun 2026 | 111,751 | $111K | 0.00% | ABS-MBS |
| 7854 | Fannie Mae | 3140U0L70 | Jun 2026 | 111,753 | $110K | 0.00% | ABS-MBS |
| 7855 | Freddie Mac | 3132L87D3 | Jun 2026 | 119,239 | $110K | 0.00% | ABS-MBS |
| 7856 | Standard Chartered Bank | 000000000 | Jun 2026 | 1 | $110K | 0.00% | DFE |
| 7857 | Standard Chartered Bank | 000000000 | Jun 2026 | 1 | $110K | 0.00% | DFE |
| 7858 | Fannie Mae | 3140EBWY3 | Jun 2026 | 118,057 | $110K | 0.00% | ABS-MBS |
| 7859 | CCG Receivables Trust | 12512XAB9 | Jun 2026 | 109,554 | $110K | 0.00% | ABS-O |
| 7860 | Structured Asset Investment Loan Trust | 86358EZP4 | Jun 2026 | 110,245 | $110K | 0.00% | ABS-O |
| 7861 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $109K | 0.00% | DFE |
| 7862 | Freddie Mac | 3132XXB32 | Jun 2026 | 117,983 | $109K | 0.00% | ABS-MBS |
| 7863 | Nomura Global Financial Products, Inc. | 000000000 | Jun 2026 | 1 | $109K | 0.00% | DFE |
| 7864 | Freddie Mac | 3132XXAM1 | Jun 2026 | 117,943 | $109K | 0.00% | ABS-MBS |
| 7865 | Freddie Mac | 3132ADRA8 | Jun 2026 | 114,448 | $109K | 0.00% | ABS-MBS |
| 7866 | Fannie Mae | 3140H5PR6 | Jun 2026 | 117,790 | $109K | 0.00% | ABS-MBS |
| 7867 | Fannie Mae | 3140FREM3 | Jun 2026 | 114,185 | $108K | 0.00% | ABS-MBS |
| 7868 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $108K | 0.00% | DFE |
| 7869 | Bear Stearns Adjustable Rate Mortgage Trust | 07384MZ88 | Jun 2026 | 112,964 | $108K | 0.00% | ABS-MBS |
| 7870 | Structured Asset Investment Loan Trust | 86358EPF7 | Jun 2026 | 96,206 | $108K | 0.00% | ABS-O |
| 7871 | Morgan Stanley Capital Services LLC | 000000000 | Jun 2026 | 28,600,000 | $108K | 0.00% | DCR |
| 7872 | Standard Chartered Bank | 000000000 | Jun 2026 | 1 | $108K | 0.00% | DFE |
| 7873 | Standard Chartered Bank | 000000000 | Jun 2026 | 1 | $108K | 0.00% | DFE |
| 7874 | Countrywide Home Loans | 12669FK44 | Jun 2026 | 109,807 | $108K | 0.00% | ABS-MBS |
| 7875 | Government National Mortgage Association | 36179VZT0 | Jun 2026 | 117,644 | $107K | 0.00% | ABS-MBS |
| 7876 | Fannie Mae | 3140F8FP7 | Jun 2026 | 115,374 | $107K | 0.00% | ABS-MBS |
| 7877 | Fannie Mae | 3138WHVF6 | Jun 2026 | 111,930 | $107K | 0.00% | ABS-MBS |
| 7878 | GSR Mortgage Loan Trust | 362341LA5 | Jun 2026 | 111,225 | $107K | 0.00% | ABS-MBS |
| 7879 | Washington Mutual MSC Mortgage Pass-Through CTFS | 939336G23 | Jun 2026 | 113,255 | $107K | 0.00% | ABS-MBS |
| 7880 | Fannie Mae | 3140GTQS2 | Jun 2026 | 115,308 | $107K | 0.00% | ABS-MBS |
| 7881 | Fannie Mae | 3140B0ZU5 | Jun 2026 | 106,001 | $106K | 0.00% | ABS-MBS |
| 7882 | Freddie Mac | 3132QN6D6 | Jun 2026 | 117,788 | $106K | 0.00% | ABS-MBS |
| 7883 | Freddie Mac | 31425WNB3 | Jun 2026 | 105,776 | $106K | 0.00% | ABS-MBS |
| 7884 | Chase Mortgage Finance Corporation | 16162WQL6 | Jun 2026 | 118,493 | $106K | 0.00% | ABS-MBS |
| 7885 | Sequoia Mortgage Trust | 81744HAH6 | Jun 2026 | 162,972 | $106K | 0.00% | ABS-MBS |
| 7886 | SPIRIT AIR 2017-1 PTT AA | 84858WAA4 | Jun 2026 | 115,228 | $106K | 0.00% | DBT |
| 7887 | Fannie Mae | 31418BXN1 | Jun 2026 | 111,124 | $106K | 0.00% | ABS-MBS |
| 7888 | Citigroup Mortgage Loan Trust Inc | 17307GT57 | Jun 2026 | 172,830 | $106K | 0.00% | ABS-MBS |
| 7889 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $106K | 0.00% | DFE |
| 7890 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $106K | 0.00% | DFE |
| 7891 | JP Morgan Mortgage Trust | 466247WL3 | Jun 2026 | 109,667 | $106K | 0.00% | ABS-MBS |
| 7892 | Fannie Mae | 3140H2C63 | Jun 2026 | 113,727 | $106K | 0.00% | ABS-MBS |
| 7893 | Fannie Mae | 3140FHA49 | Jun 2026 | 110,851 | $106K | 0.00% | ABS-MBS |
| 7894 | Bear Stearns Adjustable Rate Mortgage Trust | 07384MA85 | Jun 2026 | 110,534 | $105K | 0.00% | ABS-MBS |
| 7895 | GreenPoint Mortgage Funding Trust | 39538RBW8 | Jun 2026 | 123,768 | $105K | 0.00% | ABS-MBS |
| 7896 | JP Morgan Mortgage Trust | 46630GAW5 | Jun 2026 | 106,504 | $105K | 0.00% | ABS-MBS |
| 7897 | Fannie Mae | 3140X9U37 | Jun 2026 | 114,457 | $105K | 0.00% | ABS-MBS |
| 7898 | Freddie Mac | 3131XHPL4 | Jun 2026 | 108,236 | $105K | 0.00% | ABS-MBS |
| 7899 | Morgan Stanley Mortgage Loan Trust | 61745M4P5 | Jun 2026 | 115,547 | $105K | 0.00% | ABS-MBS |
| 7900 | Intercontinental Exchange, Inc. | 000000000 | Jun 2026 | 18,081,000 | $105K | 0.00% | DCR |
| 7901 | Citigroup Mortgage Loan Trust Inc | 17307GTJ7 | Jun 2026 | 108,930 | $104K | 0.00% | ABS-MBS |
| 7902 | Fannie Mae | 3140NBEP2 | Jun 2026 | 100,726 | $104K | 0.00% | ABS-MBS |
| 7903 | BCAP LLC Trust | 05533FCN9 | Jun 2026 | 126,013 | $104K | 0.00% | ABS-MBS |
| 7904 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $104K | 0.00% | DFE |
| 7905 | Argent Securities Inc. | 040104MM0 | Jun 2026 | 88,119 | $104K | 0.00% | ABS-O |
| 7906 | Banc of America Mortgage Securities | 05949CGA8 | Jun 2026 | 116,277 | $104K | 0.00% | ABS-MBS |
| 7907 | Fannie Mae | 3140B5NV5 | Jun 2026 | 103,555 | $104K | 0.00% | ABS-MBS |
| 7908 | Fannie Mae | 31418CYK4 | Jun 2026 | 107,075 | $104K | 0.00% | ABS-MBS |
| 7909 | J.P. Morgan Alternative Loan Trust | 46627MEH6 | Jun 2026 | 225,355 | $104K | 0.00% | ABS-MBS |
| 7910 | Credit Suisse First Boston Mortgage Securities | 22541NEF2 | Jun 2026 | 113,774 | $103K | 0.00% | ABS-MBS |
| 7911 | Freddie Mac | 31426MU42 | Jun 2026 | 103,899 | $103K | 0.00% | ABS-MBS |
| 7912 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $103K | 0.00% | DFE |
| 7913 | IndyMac INDX Mortgage Loan Trust | 45661KAG5 | Jun 2026 | 171,883 | $102K | 0.00% | ABS-MBS |
| 7914 | Citigroup Mortgage Loan Trust Inc | 17331PAR9 | Jun 2026 | 102,767 | $102K | 0.00% | ABS-MBS |
| 7915 | Fannie Mae | 3138ET2G0 | Jun 2026 | 109,380 | $102K | 0.00% | ABS-MBS |
| 7916 | Freddie Mac | 3132WJZS3 | Jun 2026 | 113,673 | $102K | 0.00% | ABS-MBS |
| 7917 | Countrywide Home Loans | 126694JY5 | Jun 2026 | 209,423 | $102K | 0.00% | ABS-MBS |
| 7918 | BCAP LLC Trust | 05533FDC2 | Jun 2026 | 104,731 | $102K | 0.00% | ABS-MBS |
| 7919 | Structured Adjustable Rate Mortgage Loan Trust | 863579C30 | Jun 2026 | 108,649 | $101K | 0.00% | ABS-MBS |
| 7920 | Barclays Bank PLC | 000000000 | Jun 2026 | 1 | $101K | 0.00% | DFE |
| 7921 | Fannie Mae | 3140NK4F5 | Jun 2026 | 100,232 | $101K | 0.00% | ABS-MBS |
| 7922 | Freddie Mac | 3132A5GD1 | Jun 2026 | 117,026 | $101K | 0.00% | ABS-MBS |
| 7923 | Fannie Mae | 31418DGG1 | Jun 2026 | 105,429 | $101K | 0.00% | ABS-MBS |
| 7924 | Fannie Mae | 31416TL49 | Jun 2026 | 101,601 | $101K | 0.00% | ABS-MBS |
| 7925 | Fannie Mae | 3140QQLZ6 | Jun 2026 | 98,914 | $100K | 0.00% | ABS-MBS |
| 7926 | Freddie Mac | 3132A5HZ1 | Jun 2026 | 105,361 | $100K | 0.00% | ABS-MBS |
| 7927 | Freddie Mac | 3133KYRY7 | Jun 2026 | 104,629 | $100K | 0.00% | ABS-MBS |
| 7928 | Fannie Mae | 3140FFRL7 | Jun 2026 | 114,888 | $99K | 0.00% | ABS-MBS |
| 7929 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $99K | 0.00% | DFE |
| 7930 | Lehman XS Trust | 52522DAM3 | Jun 2026 | 111,127 | $99K | 0.00% | ABS-MBS |
| 7931 | Fannie Mae | 3140F0MX9 | Jun 2026 | 106,956 | $99K | 0.00% | ABS-MBS |
| 7932 | Fannie Mae | 3138W9M72 | Jun 2026 | 100,432 | $99K | 0.00% | ABS-MBS |
| 7933 | Freddie Mac | 31397WCE3 | Jun 2026 | 1,078,147 | $99K | 0.00% | ABS-MBS |
| 7934 | Fannie Mae | 3138YT3W2 | Jun 2026 | 103,461 | $99K | 0.00% | ABS-MBS |
| 7935 | Fannie Mae | 3140W0XH3 | Jun 2026 | 100,032 | $99K | 0.00% | ABS-MBS |
| 7936 | Ace Securities Corp. | 004421UC5 | Jun 2026 | 83,728 | $99K | 0.00% | ABS-MBS |
| 7937 | Wells Fargo Home Equity Trust | 9497ENAG8 | Jun 2026 | 98,264 | $98K | 0.00% | ABS-MBS |
| 7938 | Freddie Mac | 3142J6DQ3 | Jun 2026 | 99,271 | $98K | 0.00% | ABS-MBS |
| 7939 | UBS AG | 000000000 | Jun 2026 | 1 | $97K | 0.00% | DFE |
| 7940 | Fannie Mae | 3140K44F4 | Jun 2026 | 102,577 | $97K | 0.00% | ABS-MBS |
| 7941 | WAMU Mortgage Pass-Through Certificates | 9292276K7 | Jun 2026 | 98,954 | $97K | 0.00% | ABS-MBS |
| 7942 | Banc of America Funding Corporation | 05946XPF4 | Jun 2026 | 99,070 | $97K | 0.00% | ABS-MBS |
| 7943 | Citigroup Mortgage Loan Trust Inc | 17291JAR1 | Jun 2026 | 97,953 | $97K | 0.00% | ABS-MBS |
| 7944 | KGS-Alpha SBA COOF Trust | 48248JAA7 | Jun 2026 | 4,573,985 | $97K | 0.00% | ABS-O |
| 7945 | Wells Fargo Mortgage Backed Securities Trust | 94984CAF3 | Jun 2026 | 101,875 | $97K | 0.00% | ABS-MBS |
| 7946 | Fannie Mae | 3140X4ZB5 | Jun 2026 | 99,101 | $97K | 0.00% | ABS-MBS |
| 7947 | GS Mortgage Securities Corp. | 3622X1AC3 | Jun 2026 | 1,003,557 | $97K | 0.00% | ABS-MBS |
| 7948 | WAMU Mortgage Pass-Through Certificates | 93363NAF2 | Jun 2026 | 103,272 | $96K | 0.00% | ABS-MBS |
| 7949 | Fannie Mae | 3140FMQY5 | Jun 2026 | 104,422 | $96K | 0.00% | ABS-MBS |
| 7950 | Freddie Mac | 3133CWUQ3 | Jun 2026 | 95,923 | $96K | 0.00% | ABS-MBS |
| 7951 | Fannie Mae | 3138WKQG3 | Jun 2026 | 101,283 | $96K | 0.00% | ABS-MBS |
| 7952 | Freddie Mac | 3133BWGF4 | Jun 2026 | 92,845 | $96K | 0.00% | ABS-MBS |
| 7953 | LCH Ltd. | 000000000 | Jun 2026 | 92,000,000 | $96K | 0.00% | DIR |
| 7954 | Fannie Mae | 3140FBEF3 | Jun 2026 | 103,818 | $96K | 0.00% | ABS-MBS |
| 7955 | MASTR Reperforming Loan Trust | 57645LAA2 | Jun 2026 | 116,222 | $96K | 0.00% | ABS-MBS |
| 7956 | Credit Suisse First Boston Mortgage Securities | 22541NNR6 | Jun 2026 | 99,763 | $96K | 0.00% | ABS-MBS |
| 7957 | Credit Agricole CIB | 000000000 | Jun 2026 | 1 | $96K | 0.00% | DFE |
| 7958 | Bear Stearns Alt-A Trust | 07386HDD0 | Jun 2026 | 97,174 | $96K | 0.00% | ABS-MBS |
| 7959 | Citigroup Mortgage Loan Trust Inc | 173118AR1 | Jun 2026 | 96,020 | $95K | 0.00% | ABS-MBS |
| 7960 | Morgan Stanley Mortgage Loan Trust | 61748HHD6 | Jun 2026 | 104,355 | $95K | 0.00% | ABS-MBS |
| 7961 | Citibank NA | 000000000 | Jun 2026 | 1 | $95K | 0.00% | DFE |
| 7962 | Fannie Mae | 3140X5UC5 | Jun 2026 | 97,500 | $95K | 0.00% | ABS-MBS |
| 7963 | Fannie Mae | 3140HAQE3 | Jun 2026 | 99,918 | $95K | 0.00% | ABS-MBS |
| 7964 | Fannie Mae | 3140K3B43 | Jun 2026 | 99,413 | $95K | 0.00% | ABS-MBS |
| 7965 | Residential Accredit Loans, Inc. | 761118EP9 | Jun 2026 | 126,238 | $95K | 0.00% | ABS-MBS |
| 7966 | Westmoreland Mining Holdings LLC | 000000000 | Jun 2026 | 143,733 | $94K | 0.00% | EC |
| 7967 | JP Morgan Mortgage Trust | 466247XG3 | Jun 2026 | 130,262 | $94K | 0.00% | ABS-MBS |
| 7968 | Fannie Mae | 3136ACK67 | Jun 2026 | 623,490 | $94K | 0.00% | ABS-MBS |
| 7969 | Freddie Mac | 3133D04M0 | Jun 2026 | 93,099 | $94K | 0.00% | ABS-MBS |
| 7970 | Fannie Mae | 31396PWK3 | Jun 2026 | 1,163,328 | $94K | 0.00% | ABS-MBS |
| 7971 | Fannie Mae | 31418CF66 | Jun 2026 | 108,430 | $94K | 0.00% | ABS-MBS |
| 7972 | GS Mortgage-Backed Securities Trust | 36276CAJ3 | Jun 2026 | 97,160 | $94K | 0.00% | ABS-MBS |
| 7973 | Bank of America NA | 000000000 | Jun 2026 | 1 | $93K | 0.00% | DFE |
| 7974 | Fannie Mae | 3138YXLC7 | Jun 2026 | 95,268 | $93K | 0.00% | ABS-MBS |
| 7975 | Fannie Mae | 3140KHZX2 | Jun 2026 | 98,035 | $93K | 0.00% | ABS-MBS |
| 7976 | Freddie Mac | 3132WGQ26 | Jun 2026 | 103,750 | $93K | 0.00% | ABS-MBS |
| 7977 | Countrywide Home Loans | 12669GBZ3 | Jun 2026 | 96,248 | $93K | 0.00% | ABS-MBS |
| 7978 | Fannie Mae | 31418DJ29 | Jun 2026 | 95,986 | $93K | 0.00% | ABS-MBS |
| 7979 | Freddie Mac | 3133CXG79 | Jun 2026 | 94,166 | $93K | 0.00% | ABS-MBS |
| 7980 | Fannie Mae | 3138YXHK4 | Jun 2026 | 99,340 | $93K | 0.00% | ABS-MBS |
| 7981 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $92K | 0.00% | DFE |
| 7982 | Residential Asset Mortgage Products, INC. | 760985R37 | Jun 2026 | 89,194 | $92K | 0.00% | ABS-O |
| 7983 | Freddie Mac | 3132XTHQ4 | Jun 2026 | 100,060 | $92K | 0.00% | ABS-MBS |
| 7984 | Intercontinental Exchange, Inc. | 000000000 | Jun 2026 | 1,606,320 | $92K | 0.00% | DCR |
| 7985 | HarborView Mortgage Loan Trust | 41161PKA0 | Jun 2026 | 118,917 | $92K | 0.00% | ABS-MBS |
| 7986 | NRPL Trust Series | 62956GAL2 | Jun 2026 | 93,196 | $92K | 0.00% | ABS-MBS |
| 7987 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 4,500,000 | $92K | 0.00% | DCR |
| 7988 | Sequoia Mortgage Trust | 81743PAB2 | Jun 2026 | 93,410 | $92K | 0.00% | ABS-MBS |
| 7989 | Fannie Mae | 3140EBAL5 | Jun 2026 | 93,594 | $92K | 0.00% | ABS-MBS |
| 7990 | Fannie Mae | 3140GPSM1 | Jun 2026 | 96,042 | $91K | 0.00% | ABS-MBS |
| 7991 | Freddie Mac | 31425VSC8 | Jun 2026 | 90,850 | $91K | 0.00% | ABS-MBS |
| 7992 | Citibank NA | 000000000 | Jun 2026 | 1 | $91K | 0.00% | DFE |
| 7993 | Citigroup Mortgage Loan Trust Inc | 173145AA1 | Jun 2026 | 100,573 | $91K | 0.00% | ABS-MBS |
| 7994 | Fannie Mae | 3140H44J0 | Jun 2026 | 95,728 | $91K | 0.00% | ABS-MBS |
| 7995 | Citibank NA | 000000000 | Jun 2026 | 1 | $91K | 0.00% | DFE |
| 7996 | Freddie Mac | 3132DWBM4 | Jun 2026 | 99,170 | $91K | 0.00% | ABS-MBS |
| 7997 | Bear Stearns Alt-A Trust | 07386HSZ5 | Jun 2026 | 93,805 | $91K | 0.00% | ABS-MBS |
| 7998 | Adjustable Rate Mortgage Trust | 007036AA4 | Jun 2026 | 94,095 | $91K | 0.00% | ABS-MBS |
| 7999 | Fannie Mae | 31418EKU3 | Jun 2026 | 91,349 | $91K | 0.00% | ABS-MBS |
| 8000 | DRILLCO HLDG LUX SA | 000000000 | Jun 2026 | 3,951 | $91K | 0.00% | EC |
| 8001 | Countrywide Home Loans | 12669GQ53 | Jun 2026 | 190,902 | $90K | 0.00% | ABS-MBS |
| 8002 | American Home Mortgage Investment Trust | 02660TGS6 | Jun 2026 | 127,762 | $90K | 0.00% | ABS-MBS |
| 8003 | Fannie Mae | 3138YBJG9 | Jun 2026 | 92,997 | $90K | 0.00% | ABS-MBS |
| 8004 | Freddie Mac | 3132XUPA7 | Jun 2026 | 97,389 | $90K | 0.00% | ABS-MBS |
| 8005 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $90K | 0.00% | DFE |
| 8006 | Fannie Mae | 3140JXL97 | Jun 2026 | 93,549 | $90K | 0.00% | ABS-MBS |
| 8007 | Countrywide Home Loans | 12669DC89 | Jun 2026 | 95,358 | $90K | 0.00% | ABS-MBS |
| 8008 | Fannie Mae | 3140M56R1 | Jun 2026 | 88,763 | $90K | 0.00% | ABS-MBS |
| 8009 | Fannie Mae | 31396VHR2 | Jun 2026 | 804,045 | $90K | 0.00% | ABS-MBS |
| 8010 | Fannie Mae | 3138WKPJ8 | Jun 2026 | 91,622 | $90K | 0.00% | ABS-MBS |
| 8011 | Morgan Stanley Mortgage Loan Trust | 61751MAU8 | Jun 2026 | 96,458 | $90K | 0.00% | ABS-MBS |
| 8012 | Freddie Mac | 3133KYS42 | Jun 2026 | 94,467 | $90K | 0.00% | ABS-MBS |
| 8013 | Freddie Mac | 3128MJXW5 | Jun 2026 | 99,094 | $89K | 0.00% | ABS-MBS |
| 8014 | Fannie Mae | 3140F8X69 | Jun 2026 | 93,827 | $89K | 0.00% | ABS-MBS |
| 8015 | Fannie Mae | 3140F1VB5 | Jun 2026 | 95,784 | $89K | 0.00% | ABS-MBS |
| 8016 | Fannie Mae | 3140HFT90 | Jun 2026 | 93,763 | $89K | 0.00% | ABS-MBS |
| 8017 | Fannie Mae | 3138WGAQ7 | Jun 2026 | 92,792 | $89K | 0.00% | ABS-MBS |
| 8018 | Citigroup Mortgage Loan Trust Inc | 17313QAK4 | Jun 2026 | 808,219 | $89K | 0.00% | ABS-MBS |
| 8019 | JP Morgan Mortgage Trust | 466247TZ6 | Jun 2026 | 91,109 | $89K | 0.00% | ABS-MBS |
| 8020 | Securitized Asset Backed Receivables LLC Trust | 81377JAB9 | Jun 2026 | 434,531 | $88K | 0.00% | ABS-O |
| 8021 | Fannie Mae | 3138EQXP2 | Jun 2026 | 93,248 | $88K | 0.00% | ABS-MBS |
| 8022 | Fannie Mae | 3140H2Z43 | Jun 2026 | 95,491 | $88K | 0.00% | ABS-MBS |
| 8023 | Freddie Mac | 3131Y72G1 | Jun 2026 | 91,951 | $88K | 0.00% | ABS-MBS |
| 8024 | JP Morgan Mortgage Trust | 46628BBC3 | Jun 2026 | 161,136 | $88K | 0.00% | ABS-MBS |
| 8025 | Freddie Mac | 31425WZP9 | Jun 2026 | 87,014 | $88K | 0.00% | ABS-MBS |
| 8026 | Countrywide Home Loans | 12669FZM8 | Jun 2026 | 90,908 | $88K | 0.00% | ABS-MBS |
| 8027 | Government National Mortgage Association | 36179TNT8 | Jun 2026 | 89,614 | $88K | 0.00% | ABS-MBS |
| 8028 | Countrywide Alternative Loan Trust | 12667FYB5 | Jun 2026 | 93,655 | $88K | 0.00% | ABS-MBS |
| 8029 | Fannie Mae | 3140GPZW1 | Jun 2026 | 92,636 | $88K | 0.00% | ABS-MBS |
| 8030 | Citibank NA | 000000000 | Jun 2026 | 4,300,000 | $88K | 0.00% | DCR |
| 8031 | Freddie Mac | 31329LAC6 | Jun 2026 | 88,240 | $88K | 0.00% | ABS-MBS |
| 8032 | HarborView Mortgage Loan Trust | 41161QAM3 | Jun 2026 | 237,523 | $88K | 0.00% | ABS-MBS |
| 8033 | Morgan Stanley Capital Inc | 61744CFB7 | Jun 2026 | 88,810 | $87K | 0.00% | ABS-MBS |
| 8034 | Fannie Mae | 3140FHUD7 | Jun 2026 | 91,306 | $87K | 0.00% | ABS-MBS |
| 8035 | Fannie Mae | 3140H7YG6 | Jun 2026 | 94,868 | $87K | 0.00% | ABS-MBS |
| 8036 | Countrywide Alternative Loan Trust | 12668BVA8 | Jun 2026 | 247,647 | $87K | 0.00% | ABS-MBS |
| 8037 | Societe Generale SA | 000000000 | Jun 2026 | 1 | $87K | 0.00% | DFE |
| 8038 | LCH Ltd. | 000000000 | Jun 2026 | 282,100,000 | $87K | 0.00% | DIR |
| 8039 | Countrywide Home Loans | 12544RAE8 | Jun 2026 | 196,387 | $87K | 0.00% | ABS-MBS |
| 8040 | Freddie Mac | 3132L8ZJ9 | Jun 2026 | 93,873 | $86K | 0.00% | ABS-MBS |
| 8041 | Morgan Stanley Capital Inc | 61750MAB1 | Jun 2026 | 207,112 | $86K | 0.00% | ABS-MBS |
| 8042 | Fannie Mae | 3140A9J84 | Jun 2026 | 85,550 | $86K | 0.00% | ABS-MBS |
| 8043 | Fannie Mae | 3140H2B31 | Jun 2026 | 92,510 | $86K | 0.00% | ABS-MBS |
| 8044 | Fannie Mae | 3140X4XT8 | Jun 2026 | 93,407 | $86K | 0.00% | ABS-MBS |
| 8045 | Citimortgage Alternative Loan Trust | 12566UAH7 | Jun 2026 | 1,111,866 | $85K | 0.00% | ABS-MBS |
| 8046 | Fannie Mae | 3138WGZB3 | Jun 2026 | 87,030 | $85K | 0.00% | ABS-MBS |
| 8047 | Morgan Stanley Mortgage Loan Trust | 61755GAJ2 | Jun 2026 | 272,268 | $85K | 0.00% | ABS-MBS |
| 8048 | WAMU Mortgage Pass-Through Certificates | 93364FAL5 | Jun 2026 | 91,059 | $85K | 0.00% | ABS-MBS |
| 8049 | Fannie Mae | 3140AJMX3 | Jun 2026 | 84,529 | $85K | 0.00% | ABS-MBS |
| 8050 | Countrywide Alternative Loan Trust | 12668BKC6 | Jun 2026 | 129,406 | $85K | 0.00% | ABS-MBS |
| 8051 | GSAA Home Equity Trust | 362341SS9 | Jun 2026 | 134,039 | $85K | 0.00% | ABS-MBS |
| 8052 | Banc of America Mortgage Securities | 05948XZB0 | Jun 2026 | 84,948 | $85K | 0.00% | ABS-MBS |
| 8053 | Fannie Mae | 3140AR4J6 | Jun 2026 | 86,042 | $85K | 0.00% | ABS-MBS |
| 8054 | Countrywide Home Loans | 126694FD5 | Jun 2026 | 147,344 | $85K | 0.00% | ABS-MBS |
| 8055 | Fannie Mae | 3140NHEJ3 | Jun 2026 | 85,434 | $85K | 0.00% | ABS-MBS |
| 8056 | Fannie Mae | 3140FEZ23 | Jun 2026 | 88,519 | $84K | 0.00% | ABS-MBS |
| 8057 | GSR Mortgage Loan Trust | 36242DBK8 | Jun 2026 | 87,453 | $84K | 0.00% | ABS-MBS |
| 8058 | Citibank NA | 000000000 | Jun 2026 | 1 | $84K | 0.00% | DFE |
| 8059 | Citibank NA | 000000000 | Jun 2026 | 1 | $84K | 0.00% | DFE |
| 8060 | Citibank NA | 000000000 | Jun 2026 | 1 | $84K | 0.00% | DFE |
| 8061 | Citibank NA | 000000000 | Jun 2026 | 1 | $84K | 0.00% | DFE |
| 8062 | Credit Suisse First Boston Mortgage Securities | 22541NDH9 | Jun 2026 | 166,050 | $84K | 0.00% | ABS-MBS |
| 8063 | Fannie Mae | 3140GYBN8 | Jun 2026 | 88,049 | $84K | 0.00% | ABS-MBS |
| 8064 | Fannie Mae | 3138WGRY2 | Jun 2026 | 89,915 | $84K | 0.00% | ABS-MBS |
| 8065 | Fannie Mae | 31412GLX7 | Jun 2026 | 80,856 | $84K | 0.00% | ABS-MBS |
| 8066 | Home Equity Asset Trust | 437097AD0 | Jun 2026 | 83,702 | $83K | 0.00% | ABS-MBS |
| 8067 | Citigroup Mortgage Loan Trust Inc | 17307GP77 | Jun 2026 | 83,479 | $83K | 0.00% | ABS-MBS |
| 8068 | Fannie Mae | 3140X64S7 | Jun 2026 | 87,188 | $83K | 0.00% | ABS-MBS |
| 8069 | Freddie Mac | 3132WD4S0 | Jun 2026 | 92,035 | $83K | 0.00% | ABS-MBS |
| 8070 | Fannie Mae | 3140X4UW4 | Jun 2026 | 89,589 | $82K | 0.00% | ABS-MBS |
| 8071 | JP Morgan Mortgage Trust | 46628LAB4 | Jun 2026 | 123,631 | $82K | 0.00% | ABS-MBS |
| 8072 | Fannie Mae | 3140H8C29 | Jun 2026 | 86,426 | $82K | 0.00% | ABS-MBS |
| 8073 | Fannie Mae | 3140FME85 | Jun 2026 | 88,248 | $82K | 0.00% | ABS-MBS |
| 8074 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $82K | 0.00% | DFE |
| 8075 | Soundview Home Equity Loan Trust | 83611MBX5 | Jun 2026 | 94,298 | $82K | 0.00% | ABS-O |
| 8076 | WAMU Mortgage Pass-Through Certificates | 929227ZU3 | Jun 2026 | 82,558 | $82K | 0.00% | ABS-MBS |
| 8077 | Freddie Mac | 3128MABS7 | Jun 2026 | 87,169 | $81K | 0.00% | ABS-MBS |
| 8078 | Fannie Mae | 3140FMAZ9 | Jun 2026 | 85,521 | $81K | 0.00% | ABS-MBS |
| 8079 | Fannie Mae | 3140F0JC9 | Jun 2026 | 87,603 | $81K | 0.00% | ABS-MBS |
| 8080 | Thornburg Mortgage Securities Trust | 885220EB5 | Jun 2026 | 86,873 | $81K | 0.00% | ABS-MBS |
| 8081 | Fannie Mae | 3140J8MA8 | Jun 2026 | 82,229 | $81K | 0.00% | ABS-MBS |
| 8082 | Fannie Mae | 3140E8SP4 | Jun 2026 | 87,477 | $81K | 0.00% | ABS-MBS |
| 8083 | Standard Chartered Bank | 000000000 | Jun 2026 | 1 | $81K | 0.00% | DFE |
| 8084 | Fannie Mae | 3138WBYL3 | Jun 2026 | 82,487 | $81K | 0.00% | ABS-MBS |
| 8085 | Fannie Mae | 3140AAA72 | Jun 2026 | 80,179 | $81K | 0.00% | ABS-MBS |
| 8086 | MASTR Adjustable Rate Mortgages Trust | 576433WL6 | Jun 2026 | 80,477 | $80K | 0.00% | ABS-MBS |
| 8087 | Citigroup Mortgage Loan Trust Inc | 17332KAR9 | Jun 2026 | 80,998 | $80K | 0.00% | ABS-MBS |
| 8088 | Fannie Mae | 3140F0BD5 | Jun 2026 | 84,550 | $80K | 0.00% | ABS-MBS |
| 8089 | Sequoia Mortgage Trust | 81744FCW5 | Jun 2026 | 87,609 | $80K | 0.00% | ABS-MBS |
| 8090 | Freddie Mac | 31397AJC8 | Jun 2026 | 835,758 | $80K | 0.00% | ABS-MBS |
| 8091 | Fannie Mae | 31413TXK3 | Jun 2026 | 77,516 | $80K | 0.00% | ABS-MBS |
| 8092 | Fannie Mae | 3140GYA90 | Jun 2026 | 83,917 | $80K | 0.00% | ABS-MBS |
| 8093 | Credit Suisse First Boston Mortgage Securities | 22540VUL4 | Jun 2026 | 84,991 | $80K | 0.00% | ABS-MBS |
| 8094 | Fannie Mae | 3140FKCX6 | Jun 2026 | 83,938 | $80K | 0.00% | ABS-MBS |
| 8095 | GS Mortgage-Backed Securities Trust | 36273CAH0 | Jun 2026 | 80,986 | $80K | 0.00% | ABS-MBS |
| 8096 | Freddie Mac | 3132WJE56 | Jun 2026 | 88,845 | $80K | 0.00% | ABS-MBS |
| 8097 | MASTR Asset Backed Securities Trust | 576449AA0 | Jun 2026 | 284,941 | $79K | 0.00% | ABS-MBS |
| 8098 | Freddie Mac | 3133G7J79 | Jun 2026 | 82,951 | $79K | 0.00% | ABS-MBS |
| 8099 | Fannie Mae | 3140QMKF0 | Jun 2026 | 89,950 | $79K | 0.00% | ABS-MBS |
| 8100 | Greensky Home Improvement Issuer Trust | 39571MAB4 | Jun 2026 | 79,007 | $79K | 0.00% | ABS-O |
| 8101 | Freddie Mac | 3132AA2B9 | Jun 2026 | 82,918 | $79K | 0.00% | ABS-MBS |
| 8102 | Fannie Mae | 3140GYL72 | Jun 2026 | 82,882 | $79K | 0.00% | ABS-MBS |
| 8103 | Fannie Mae | 3140J8KL6 | Jun 2026 | 83,037 | $79K | 0.00% | ABS-MBS |
| 8104 | Fannie Mae | 31393D6J5 | Jun 2026 | 78,316 | $79K | 0.00% | ABS-MBS |
| 8105 | MASTR Seasoned Securitization Trust | 55265WAF0 | Jun 2026 | 81,960 | $79K | 0.00% | ABS-MBS |
| 8106 | MASTR Adjustable Rate Mortgages Trust | 576433LK0 | Jun 2026 | 81,266 | $79K | 0.00% | ABS-MBS |
| 8107 | Fannie Mae | 3140QB6A1 | Jun 2026 | 82,380 | $79K | 0.00% | ABS-MBS |
| 8108 | Freddie Mac | 3132XVH97 | Jun 2026 | 85,130 | $79K | 0.00% | ABS-MBS |
| 8109 | Fannie Mae | 31410LTT9 | Jun 2026 | 81,794 | $79K | 0.00% | ABS-MBS |
| 8110 | IndyMac Residential Asset Backed Trust | 456606HV7 | Jun 2026 | 78,813 | $78K | 0.00% | ABS-O |
| 8111 | Fannie Mae | 3140BCT28 | Jun 2026 | 79,045 | $78K | 0.00% | ABS-MBS |
| 8112 | Fannie Mae | 3140FULQ9 | Jun 2026 | 82,061 | $78K | 0.00% | ABS-MBS |
| 8113 | Thornburg Mortgage Securities Trust | 885220GZ0 | Jun 2026 | 79,169 | $78K | 0.00% | ABS-MBS |
| 8114 | MASTR Adjustable Rate Mortgages Trust | 576433SV9 | Jun 2026 | 86,591 | $78K | 0.00% | ABS-MBS |
| 8115 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $78K | 0.00% | DFE |
| 8116 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $78K | 0.00% | DFE |
| 8117 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $78K | 0.00% | DFE |
| 8118 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $78K | 0.00% | DFE |
| 8119 | Fannie Mae | 3140EU4H9 | Jun 2026 | 84,009 | $78K | 0.00% | ABS-MBS |
| 8120 | Fannie Mae | 3140GT2D1 | Jun 2026 | 82,418 | $78K | 0.00% | ABS-MBS |
| 8121 | Fannie Mae | 31417GAJ5 | Jun 2026 | 78,909 | $78K | 0.00% | ABS-MBS |
| 8122 | Fannie Mae | 3138YR4S4 | Jun 2026 | 81,433 | $78K | 0.00% | ABS-MBS |
| 8123 | Fannie Mae | 3140N1L76 | Jun 2026 | 83,013 | $78K | 0.00% | ABS-MBS |
| 8124 | Bear Stearns Alt-A Trust | 07386HDZ1 | Jun 2026 | 79,343 | $78K | 0.00% | ABS-MBS |
| 8125 | MASTR Asset Backed Securities Trust | 57643LJJ6 | Jun 2026 | 66,109 | $77K | 0.00% | ABS-MBS |
| 8126 | Fannie Mae | 31418CXY5 | Jun 2026 | 78,251 | $77K | 0.00% | ABS-MBS |
| 8127 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $77K | 0.00% | DFE |
| 8128 | Fannie Mae | 31418BJB3 | Jun 2026 | 80,240 | $77K | 0.00% | ABS-MBS |
| 8129 | Freddie Mac | 31427MHZ7 | Jun 2026 | 77,802 | $77K | 0.00% | ABS-MBS |
| 8130 | Freddie Mac | 3132DVD44 | Jun 2026 | 77,576 | $76K | 0.00% | ABS-MBS |
| 8131 | Fannie Mae | 3140X6LC3 | Jun 2026 | 76,776 | $76K | 0.00% | ABS-MBS |
| 8132 | Freddie Mac | 3128P7UH4 | Jun 2026 | 79,040 | $76K | 0.00% | ABS-MBS |
| 8133 | JP Morgan Mortgage Trust | 466247E90 | Jun 2026 | 115,993 | $76K | 0.00% | ABS-MBS |
| 8134 | Banc of America Mortgage Securities | 05949AJ43 | Jun 2026 | 77,205 | $76K | 0.00% | ABS-MBS |
| 8135 | Fannie Mae | 31416RQU0 | Jun 2026 | 76,965 | $76K | 0.00% | ABS-MBS |
| 8136 | Banc of America Funding Corporation | 05946XHW6 | Jun 2026 | 89,476 | $76K | 0.00% | ABS-MBS |
| 8137 | Fannie Mae | 31418CWW0 | Jun 2026 | 79,701 | $76K | 0.00% | ABS-MBS |
| 8138 | Banc of America Funding Corporation | 05951KAK9 | Jun 2026 | 86,457 | $76K | 0.00% | ABS-MBS |
| 8139 | Fannie Mae | 3140E5DR2 | Jun 2026 | 79,771 | $76K | 0.00% | ABS-MBS |
| 8140 | Countrywide Alternative Loan Trust | 02149FAX2 | Jun 2026 | 285,547 | $76K | 0.00% | ABS-MBS |
| 8141 | Residential Asset Mortgage Products, INC. | 76112BGP9 | Jun 2026 | 294,409 | $76K | 0.00% | ABS-MBS |
| 8142 | Fannie Mae | 31418CUC6 | Jun 2026 | 77,506 | $75K | 0.00% | ABS-MBS |
| 8143 | Freddie Mac | 3132WPNF0 | Jun 2026 | 81,322 | $75K | 0.00% | ABS-MBS |
| 8144 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 445,900,000 | $75K | 0.00% | DIR |
| 8145 | Fannie Mae | 31418BQ90 | Jun 2026 | 78,455 | $75K | 0.00% | ABS-MBS |
| 8146 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $75K | 0.00% | DFE |
| 8147 | Countrywide Home Loans | 22239EAG1 | Jun 2026 | 86,482 | $75K | 0.00% | ABS-MBS |
| 8148 | American Home Mortgage Investment Trust | 02660TJG9 | Jun 2026 | 257,561 | $75K | 0.00% | ABS-MBS |
| 8149 | New Century Home Equity Loan Trust | 64352VFX4 | Jun 2026 | 76,039 | $75K | 0.00% | ABS-MBS |
| 8150 | Fannie Mae | 3138LTJ74 | Jun 2026 | 77,259 | $74K | 0.00% | ABS-MBS |
| 8151 | Fannie Mae | 31396YAW2 | Jun 2026 | 889,278 | $74K | 0.00% | ABS-MBS |
| 8152 | Freddie Mac | 3128MJW48 | Jun 2026 | 81,993 | $74K | 0.00% | ABS-MBS |
| 8153 | Royal Bank of Canada | 000000000 | Jun 2026 | 1 | $74K | 0.00% | DFE |
| 8154 | American Home Mortgage Assets | 02660LAB6 | Jun 2026 | 148,302 | $74K | 0.00% | ABS-MBS |
| 8155 | Fannie Mae | 3138AW6S7 | Jun 2026 | 76,263 | $74K | 0.00% | ABS-MBS |
| 8156 | Countrywide Home Loans | 12669FX73 | Jun 2026 | 74,583 | $74K | 0.00% | ABS-MBS |
| 8157 | Countrywide Home Loans | 12543PAH6 | Jun 2026 | 185,219 | $74K | 0.00% | ABS-MBS |
| 8158 | Freddie Mac | 3133KYYU7 | Jun 2026 | 69,528 | $74K | 0.00% | ABS-MBS |
| 8159 | Sequoia Mortgage Trust | 81743PBW5 | Jun 2026 | 72,991 | $73K | 0.00% | ABS-MBS |
| 8160 | Fannie Mae | 3138YVEJ4 | Jun 2026 | 81,170 | $73K | 0.00% | ABS-MBS |
| 8161 | CDC Mortgage Capital Trust | 12506YCM9 | Jun 2026 | 72,996 | $73K | 0.00% | ABS-MBS |
| 8162 | Fannie Mae | 31418DN57 | Jun 2026 | 74,539 | $73K | 0.00% | ABS-MBS |
| 8163 | Fannie Mae | 3140EXQZ9 | Jun 2026 | 78,560 | $73K | 0.00% | ABS-MBS |
| 8164 | Fannie Mae | 3138YJS23 | Jun 2026 | 76,986 | $73K | 0.00% | ABS-MBS |
| 8165 | Credit Suisse First Boston Mortgage Securities | 225470RS4 | Jun 2026 | 352,985 | $73K | 0.00% | ABS-MBS |
| 8166 | Fannie Mae | 3138ET2P0 | Jun 2026 | 76,229 | $73K | 0.00% | ABS-MBS |
| 8167 | Freddie Mac | 31425UKS3 | Jun 2026 | 73,597 | $72K | 0.00% | ABS-MBS |
| 8168 | Chase Mortgage Finance Corporation | 16163FAN5 | Jun 2026 | 201,761 | $72K | 0.00% | ABS-MBS |
| 8169 | JP Morgan Mortgage Trust | 466247YT4 | Jun 2026 | 89,677 | $72K | 0.00% | ABS-MBS |
| 8170 | Fannie Mae | 3140AQYH9 | Jun 2026 | 73,153 | $72K | 0.00% | ABS-MBS |
| 8171 | Fannie Mae | 31396VDT2 | Jun 2026 | 620,408 | $72K | 0.00% | ABS-MBS |
| 8172 | Freddie Mac | 3133TRE68 | Jun 2026 | 70,987 | $72K | 0.00% | ABS-MBS |
| 8173 | Fannie Mae | 3140XJXX6 | Jun 2026 | 76,737 | $72K | 0.00% | ABS-MBS |
| 8174 | Fannie Mae | 3138A2BL2 | Jun 2026 | 74,084 | $72K | 0.00% | ABS-MBS |
| 8175 | Citigroup Mortgage Loan Trust Inc | 17307G3C0 | Jun 2026 | 72,100 | $72K | 0.00% | ABS-MBS |
| 8176 | Citibank NA | 000000000 | Jun 2026 | 1 | $72K | 0.00% | DFE |
| 8177 | Freddie Mac | 31335AF45 | Jun 2026 | 79,423 | $72K | 0.00% | ABS-MBS |
| 8178 | Fannie Mae | 3138EKY82 | Jun 2026 | 74,177 | $72K | 0.00% | ABS-MBS |
| 8179 | Freddie Mac | 3132DQQ33 | Jun 2026 | 70,778 | $71K | 0.00% | ABS-MBS |
| 8180 | Citibank NA | 000000000 | Jun 2026 | 1 | $71K | 0.00% | DFE |
| 8181 | GSR Mortgage Loan Trust | 362341WX3 | Jun 2026 | 150,394 | $71K | 0.00% | ABS-MBS |
| 8182 | Fannie Mae | 3140Q73S4 | Jun 2026 | 74,760 | $71K | 0.00% | ABS-MBS |
| 8183 | Fannie Mae | 3140H7GJ0 | Jun 2026 | 74,796 | $71K | 0.00% | ABS-MBS |
| 8184 | Government National Mortgage Association | 38375BQ70 | Jun 2026 | 71,112 | $71K | 0.00% | ABS-MBS |
| 8185 | Banco Santander SA | 000000000 | Jun 2026 | 1 | $71K | 0.00% | DFE |
| 8186 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $71K | 0.00% | DFE |
| 8187 | Fannie Mae | 3136AA4K8 | Jun 2026 | 1,049,644 | $71K | 0.00% | ABS-MBS |
| 8188 | Fannie Mae | 3140H4PY4 | Jun 2026 | 76,140 | $71K | 0.00% | ABS-MBS |
| 8189 | Freddie Mac | 3132XWA84 | Jun 2026 | 76,255 | $70K | 0.00% | ABS-MBS |
| 8190 | Fannie Mae | 3140GV6Z3 | Jun 2026 | 74,231 | $70K | 0.00% | ABS-MBS |
| 8191 | Fannie Mae | 3138YLAL5 | Jun 2026 | 73,840 | $70K | 0.00% | ABS-MBS |
| 8192 | Fannie Mae | 3140FEND2 | Jun 2026 | 76,030 | $70K | 0.00% | ABS-MBS |
| 8193 | Fannie Mae | 3138WKS97 | Jun 2026 | 73,486 | $70K | 0.00% | ABS-MBS |
| 8194 | Government National Mortgage Association | 36179QYS4 | Jun 2026 | 75,796 | $70K | 0.00% | ABS-MBS |
| 8195 | Lehman Mortgage Trust | 52520MEF6 | Jun 2026 | 78,035 | $70K | 0.00% | ABS-MBS |
| 8196 | Countrywide Home Loans | 12669FJD6 | Jun 2026 | 72,688 | $70K | 0.00% | ABS-MBS |
| 8197 | Bayview Commercial Asset Trust | 07324SDK5 | Jun 2026 | 74,119 | $70K | 0.00% | ABS-MBS |
| 8198 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $70K | 0.00% | DFE |
| 8199 | Freddie Mac | 3133KQ2M7 | Jun 2026 | 68,936 | $70K | 0.00% | ABS-MBS |
| 8200 | Fannie Mae | 3140NNX26 | Jun 2026 | 67,975 | $70K | 0.00% | ABS-MBS |
| 8201 | JP Morgan Mortgage Trust | 466247VJ9 | Jun 2026 | 117,294 | $70K | 0.00% | ABS-MBS |
| 8202 | WAMU Mortgage Pass-Through Certificates | 929227WQ5 | Jun 2026 | 71,178 | $70K | 0.00% | ABS-MBS |
| 8203 | Structured Adjustable Rate Mortgage Loan Trust | 863579G77 | Jun 2026 | 124,167 | $69K | 0.00% | ABS-MBS |
| 8204 | Residential Accredit Loans, Inc. | 748940AD5 | Jun 2026 | 94,988 | $69K | 0.00% | ABS-MBS |
| 8205 | Freddie Mac | 3132A5HU2 | Jun 2026 | 75,418 | $69K | 0.00% | ABS-MBS |
| 8206 | Fannie Mae | 3140F9M69 | Jun 2026 | 75,037 | $69K | 0.00% | ABS-MBS |
| 8207 | Countrywide Alternative Loan Trust | 12667GL84 | Jun 2026 | 71,422 | $69K | 0.00% | ABS-MBS |
| 8208 | Fannie Mae | 3140FUJV1 | Jun 2026 | 73,078 | $69K | 0.00% | ABS-MBS |
| 8209 | Freddie Mac | 3133BTCA6 | Jun 2026 | 69,789 | $69K | 0.00% | ABS-MBS |
| 8210 | Fannie Mae | 3140GQJ98 | Jun 2026 | 72,307 | $69K | 0.00% | ABS-MBS |
| 8211 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $69K | 0.00% | DFE |
| 8212 | LCH Ltd. | 000000000 | Jun 2026 | 101,420,000 | $69K | 0.00% | DIR |
| 8213 | Fannie Mae | 3140LW5N3 | Jun 2026 | 66,442 | $68K | 0.00% | ABS-MBS |
| 8214 | Fannie Mae | 3140QUWP7 | Jun 2026 | 68,070 | $68K | 0.00% | ABS-MBS |
| 8215 | Fannie Mae | 3140K3B50 | Jun 2026 | 71,495 | $68K | 0.00% | ABS-MBS |
| 8216 | Freddie Mac | 3132QUT60 | Jun 2026 | 75,627 | $68K | 0.00% | ABS-MBS |
| 8217 | Fannie Mae | 3138YUC90 | Jun 2026 | 69,891 | $68K | 0.00% | ABS-MBS |
| 8218 | Freddie Mac | 3132WFG52 | Jun 2026 | 75,746 | $68K | 0.00% | ABS-MBS |
| 8219 | Lehman XS Trust | 52522CAB9 | Jun 2026 | 65,466 | $68K | 0.00% | ABS-MBS |
| 8220 | Fannie Mae | 31396X4J0 | Jun 2026 | 804,744 | $68K | 0.00% | ABS-MBS |
| 8221 | Bear Stearns Alt-A Trust | 07386HRV5 | Jun 2026 | 70,066 | $68K | 0.00% | ABS-MBS |
| 8222 | Banc of America Funding Corporation | 05946XYV9 | Jun 2026 | 78,442 | $67K | 0.00% | ABS-MBS |
| 8223 | Fannie Mae | 31418DC91 | Jun 2026 | 70,436 | $67K | 0.00% | ABS-MBS |
| 8224 | Government National Mortgage Association | 38374BNS8 | Jun 2026 | 67,517 | $67K | 0.00% | ABS-MBS |
| 8225 | Freddie Mac | 3131Y3SR8 | Jun 2026 | 73,069 | $67K | 0.00% | ABS-MBS |
| 8226 | Banc of America Funding Corporation | 05951KAN3 | Jun 2026 | 76,663 | $67K | 0.00% | ABS-MBS |
| 8227 | Morgan Stanley Mortgage Loan Trust | 61752RAB8 | Jun 2026 | 71,587 | $67K | 0.00% | ABS-MBS |
| 8228 | Fannie Mae | 3140J5GY9 | Jun 2026 | 70,640 | $67K | 0.00% | ABS-MBS |
| 8229 | Countrywide Alternative Loan Trust | 12668BAE3 | Jun 2026 | 125,302 | $67K | 0.00% | ABS-MBS |
| 8230 | Countrywide Alternative Loan Trust | 02148KAU8 | Jun 2026 | 326,115 | $67K | 0.00% | ABS-MBS |
| 8231 | Banc of America Mortgage Securities | 05949AY87 | Jun 2026 | 67,627 | $67K | 0.00% | ABS-MBS |
| 8232 | Fannie Mae | 3138WBSL0 | Jun 2026 | 68,255 | $67K | 0.00% | ABS-MBS |
| 8233 | Government National Mortgage Association | 36179V7G9 | Jun 2026 | 73,084 | $67K | 0.00% | ABS-MBS |
| 8234 | Freddie Mac | 3133CCEL6 | Jun 2026 | 64,705 | $67K | 0.00% | ABS-MBS |
| 8235 | MASTR Adjustable Rate Mortgages Trust | 576433QD1 | Jun 2026 | 67,977 | $67K | 0.00% | ABS-MBS |
| 8236 | Fannie Mae | 31418B3C8 | Jun 2026 | 67,893 | $67K | 0.00% | ABS-MBS |
| 8237 | Fannie Mae | 3140XCHZ4 | Jun 2026 | 68,842 | $66K | 0.00% | ABS-MBS |
| 8238 | Fannie Mae | 3140GYQU6 | Jun 2026 | 69,866 | $66K | 0.00% | ABS-MBS |
| 8239 | Countrywide Alternative Loan Trust | 12667GKJ1 | Jun 2026 | 89,719 | $66K | 0.00% | ABS-MBS |
| 8240 | CHEVY CHASE MORTGAGE FUNDING CORP. | 16678RDK0 | Jun 2026 | 68,003 | $66K | 0.00% | ABS-MBS |
| 8241 | Fannie Mae | 3140KH6W6 | Jun 2026 | 70,225 | $66K | 0.00% | ABS-MBS |
| 8242 | Deutsche Alt-A Securities INC Mortgage Loan Trust | 251513BD8 | Jun 2026 | 75,987 | $66K | 0.00% | ABS-MBS |
| 8243 | Deutsche Bank AG | 000000000 | Jun 2026 | 17,500,000 | $66K | 0.00% | DCR |
| 8244 | Government National Mortgage Association | 36179UKY7 | Jun 2026 | 67,398 | $66K | 0.00% | ABS-MBS |
| 8245 | Fannie Mae | 3138YRU63 | Jun 2026 | 68,862 | $66K | 0.00% | ABS-MBS |
| 8246 | Fannie Mae | 3140GVDK8 | Jun 2026 | 69,159 | $66K | 0.00% | ABS-MBS |
| 8247 | Chase Mortgage Finance Corporation | 16162WQM4 | Jun 2026 | 73,063 | $66K | 0.00% | ABS-MBS |
| 8248 | Fannie Mae | 3140NC2S7 | Jun 2026 | 66,110 | $65K | 0.00% | ABS-MBS |
| 8249 | Morgan Stanley Mortgage Loan Trust | 61749LAR2 | Jun 2026 | 66,304 | $65K | 0.00% | ABS-MBS |
| 8250 | MASTR Asset Securitization Trust | 55274QAD7 | Jun 2026 | 122,874 | $65K | 0.00% | ABS-MBS |
| 8251 | Fannie Mae | 3140NJXM1 | Jun 2026 | 66,004 | $65K | 0.00% | ABS-MBS |
| 8252 | Freddie Mac | 31426AA65 | Jun 2026 | 65,857 | $65K | 0.00% | ABS-MBS |
| 8253 | Fannie Mae | 3140EWZG3 | Jun 2026 | 68,365 | $65K | 0.00% | ABS-MBS |
| 8254 | Government National Mortgage Association | 38378JRS3 | Jun 2026 | 631,518 | $65K | 0.00% | ABS-MBS |
| 8255 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $65K | 0.00% | DFE |
| 8256 | Bear Stearns Structured Products Inc. | 07402FAC9 | Jun 2026 | 83,469 | $65K | 0.00% | ABS-MBS |
| 8257 | Fannie Mae | 3138EQAG7 | Jun 2026 | 67,892 | $65K | 0.00% | ABS-MBS |
| 8258 | GSR Mortgage Loan Trust | 362341WB1 | Jun 2026 | 235,595 | $65K | 0.00% | ABS-MBS |
| 8259 | Saxon Asset Securities Trust | 805564RD5 | Jun 2026 | 532,275 | $65K | 0.00% | ABS-O |
| 8260 | Centex Home Equity | 152314KS8 | Jun 2026 | 65,739 | $65K | 0.00% | ABS-MBS |
| 8261 | Fannie Mae | 3140FBCU2 | Jun 2026 | 66,087 | $64K | 0.00% | ABS-MBS |
| 8262 | Fannie Mae | 3138WGGZ1 | Jun 2026 | 67,027 | $64K | 0.00% | ABS-MBS |
| 8263 | DSLA Mortgage Loan Trust | 23333YAD7 | Jun 2026 | 60,733 | $64K | 0.00% | ABS-MBS |
| 8264 | Structured Asset Mortgage Investments Inc | 86360JAA9 | Jun 2026 | 99,901 | $64K | 0.00% | ABS-MBS |
| 8265 | Fannie Mae | 3138WFGE0 | Jun 2026 | 68,603 | $64K | 0.00% | ABS-MBS |
| 8266 | Fannie Mae | 3140Q7JK4 | Jun 2026 | 66,881 | $64K | 0.00% | ABS-MBS |
| 8267 | Freddie Mac | 3137AVMW4 | Jun 2026 | 911,999 | $63K | 0.00% | ABS-MBS |
| 8268 | Freddie Mac | 3128MJ5G1 | Jun 2026 | 68,710 | $63K | 0.00% | ABS-MBS |
| 8269 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $63K | 0.00% | DFE |
| 8270 | Banc of America Mortgage Securities | 05949AGR5 | Jun 2026 | 64,050 | $63K | 0.00% | ABS-MBS |
| 8271 | Fannie Mae | 3140FUB23 | Jun 2026 | 66,630 | $63K | 0.00% | ABS-MBS |
| 8272 | Freddie Mac | 3128MJX39 | Jun 2026 | 70,005 | $63K | 0.00% | ABS-MBS |
| 8273 | Bear Stearns Alt-A Trust | 07386HKY6 | Jun 2026 | 64,311 | $63K | 0.00% | ABS-MBS |
| 8274 | Fannie Mae | 3140B23G7 | Jun 2026 | 63,896 | $63K | 0.00% | ABS-MBS |
| 8275 | Standard Chartered Bank | 000000000 | Jun 2026 | 1 | $63K | 0.00% | DFE |
| 8276 | Standard Chartered Bank | 000000000 | Jun 2026 | 1 | $63K | 0.00% | DFE |
| 8277 | Fannie Mae | 3140J94Q1 | Jun 2026 | 68,274 | $63K | 0.00% | ABS-MBS |
| 8278 | Citigroup Mortgage Loan Trust Inc | 17292NAT7 | Jun 2026 | 62,718 | $63K | 0.00% | ABS-MBS |
| 8279 | Fannie Mae | 3140EBYD7 | Jun 2026 | 64,069 | $63K | 0.00% | ABS-MBS |
| 8280 | RBSSP Resecuritization Trust | 74929CDB9 | Jun 2026 | 67,930 | $63K | 0.00% | ABS-MBS |
| 8281 | Fannie Mae | 3138WQEZ1 | Jun 2026 | 67,296 | $63K | 0.00% | ABS-MBS |
| 8282 | Freddie Mac | 3132DPWM6 | Jun 2026 | 60,126 | $63K | 0.00% | ABS-MBS |
| 8283 | Freddie Mac | 3131XXZR5 | Jun 2026 | 67,701 | $63K | 0.00% | ABS-MBS |
| 8284 | CHEC LOAN TRUST | 162765AT8 | Jun 2026 | 60,822 | $62K | 0.00% | ABS-MBS |
| 8285 | Bear Stearns Adjustable Rate Mortgage Trust | 07384MYZ9 | Jun 2026 | 68,182 | $62K | 0.00% | ABS-MBS |
| 8286 | Freddie Mac | 3128MJ3H1 | Jun 2026 | 70,051 | $62K | 0.00% | ABS-MBS |
| 8287 | Fannie Mae | 3138XY5Z3 | Jun 2026 | 65,050 | $62K | 0.00% | ABS-MBS |
| 8288 | Fannie Mae | 3138WJ6J2 | Jun 2026 | 65,516 | $62K | 0.00% | ABS-MBS |
| 8289 | Freddie Mac | 3137FH5A7 | Jun 2026 | 401,183 | $62K | 0.00% | ABS-MBS |
| 8290 | Residential Funding Mtg Sec I | 74958TAJ2 | Jun 2026 | 79,161 | $61K | 0.00% | ABS-MBS |
| 8291 | Banc of America Funding Corporation | 05946XRV7 | Jun 2026 | 63,699 | $61K | 0.00% | ABS-MBS |
| 8292 | Citicorp Mortgage Securities, Inc. | 17310BAJ3 | Jun 2026 | 69,172 | $61K | 0.00% | ABS-MBS |
| 8293 | PREFERRED TERM SECS XXVI | 74042QAA5 | Jun 2026 | 64,427 | $61K | 0.00% | DBT |
| 8294 | JP Morgan Mortgage Trust | 466247VD2 | Jun 2026 | 84,406 | $61K | 0.00% | ABS-MBS |
| 8295 | Fannie Mae | 3138M0U24 | Jun 2026 | 63,223 | $61K | 0.00% | ABS-MBS |
| 8296 | Fannie Mae | 3140FCHP6 | Jun 2026 | 64,287 | $61K | 0.00% | ABS-MBS |
| 8297 | Fannie Mae | 3140FTRU7 | Jun 2026 | 66,084 | $61K | 0.00% | ABS-MBS |
| 8298 | Fannie Mae | 3140FHED5 | Jun 2026 | 65,688 | $61K | 0.00% | ABS-MBS |
| 8299 | Fannie Mae | 3140Q7RP4 | Jun 2026 | 63,847 | $61K | 0.00% | ABS-MBS |
| 8300 | Fannie Mae | 3138WFGK6 | Jun 2026 | 61,846 | $61K | 0.00% | ABS-MBS |
| 8301 | Fannie Mae | 3140F2Q78 | Jun 2026 | 65,470 | $61K | 0.00% | ABS-MBS |
| 8302 | Freddie Mac | 3128MJ3N8 | Jun 2026 | 65,649 | $61K | 0.00% | ABS-MBS |
| 8303 | Bear Stearns Adjustable Rate Mortgage Trust | 07384MQ88 | Jun 2026 | 63,383 | $60K | 0.00% | ABS-MBS |
| 8304 | JP Morgan Mortgage Acquisition Corp | 46630KAA4 | Jun 2026 | 88,782 | $60K | 0.00% | ABS-O |
| 8305 | Freddie Mac | 3132L83E5 | Jun 2026 | 65,185 | $60K | 0.00% | ABS-MBS |
| 8306 | Freddie Mac | 31426KQN9 | Jun 2026 | 61,002 | $60K | 0.00% | ABS-MBS |
| 8307 | GSR Mortgage Loan Trust | 362290AK4 | Jun 2026 | 62,703 | $60K | 0.00% | ABS-MBS |
| 8308 | Freddie Mac | 3142JUAN0 | Jun 2026 | 60,716 | $60K | 0.00% | ABS-MBS |
| 8309 | LCH Ltd. | 000000000 | Jun 2026 | 8,700,000 | $60K | 0.00% | DIR |
| 8310 | Fannie Mae | 31405HWD6 | Jun 2026 | 58,120 | $60K | 0.00% | ABS-MBS |
| 8311 | Structured Asset Investment Loan Trust | 86358ERX6 | Jun 2026 | 59,472 | $59K | 0.00% | ABS-O |
| 8312 | Bank of America NA | 000000000 | Jun 2026 | 1 | $59K | 0.00% | DFE |
| 8313 | Fannie Mae | 3140N8EQ7 | Jun 2026 | 58,962 | $59K | 0.00% | ABS-MBS |
| 8314 | First Franklin Mtg Loan Asset Backed Certificates | 36228FU79 | Jun 2026 | 59,709 | $59K | 0.00% | ABS-O |
| 8315 | Citibank NA | 000000000 | Jun 2026 | 1 | $59K | 0.00% | DFE |
| 8316 | Citibank NA | 000000000 | Jun 2026 | 1 | $59K | 0.00% | DFE |
| 8317 | Citibank NA | 000000000 | Jun 2026 | 1 | $59K | 0.00% | DFE |
| 8318 | Citibank NA | 000000000 | Jun 2026 | 1 | $59K | 0.00% | DFE |
| 8319 | Citibank NA | 000000000 | Jun 2026 | 1 | $59K | 0.00% | DFE |
| 8320 | Residential Asset Securitization Trust | 45660NYL3 | Jun 2026 | 61,326 | $59K | 0.00% | ABS-MBS |
| 8321 | Fannie Mae | 3140X4QX7 | Jun 2026 | 68,085 | $59K | 0.00% | ABS-MBS |
| 8322 | Fannie Mae | 3140N1ZZ9 | Jun 2026 | 62,456 | $59K | 0.00% | ABS-MBS |
| 8323 | Freddie Mac | 3133CQDS1 | Jun 2026 | 55,054 | $59K | 0.00% | ABS-MBS |
| 8324 | Countrywide Alternative Loan Trust | 02150QAA4 | Jun 2026 | 69,198 | $58K | 0.00% | ABS-MBS |
| 8325 | JP Morgan Mortgage Trust | 46628LAK4 | Jun 2026 | 93,317 | $58K | 0.00% | ABS-MBS |
| 8326 | Freddie Mac | 3132QUC84 | Jun 2026 | 64,624 | $58K | 0.00% | ABS-MBS |
| 8327 | Fannie Mae | 3138YFQW7 | Jun 2026 | 59,578 | $58K | 0.00% | ABS-MBS |
| 8328 | Fannie Mae | 3138ETEP7 | Jun 2026 | 58,661 | $58K | 0.00% | ABS-MBS |
| 8329 | Banc of America Mortgage Securities | 05949AH94 | Jun 2026 | 58,860 | $58K | 0.00% | ABS-MBS |
| 8330 | Fannie Mae | 3140GWT60 | Jun 2026 | 62,060 | $57K | 0.00% | ABS-MBS |
| 8331 | Government National Mortgage Association | 36179RQ36 | Jun 2026 | 59,568 | $57K | 0.00% | ABS-MBS |
| 8332 | Fannie Mae | 3140FTCV1 | Jun 2026 | 60,009 | $57K | 0.00% | ABS-MBS |
| 8333 | Fannie Mae | 3140GTQM5 | Jun 2026 | 61,404 | $57K | 0.00% | ABS-MBS |
| 8334 | Fannie Mae | 3138XFAS4 | Jun 2026 | 57,555 | $57K | 0.00% | ABS-MBS |
| 8335 | Freddie Mac | 3133CQDP7 | Jun 2026 | 53,615 | $57K | 0.00% | ABS-MBS |
| 8336 | Banc of America Funding Corporation | 05946XTF0 | Jun 2026 | 58,025 | $57K | 0.00% | ABS-MBS |
| 8337 | Fannie Mae | 31418CMK7 | Jun 2026 | 56,937 | $57K | 0.00% | ABS-MBS |
| 8338 | Freddie Mac | 3132Y0KU3 | Jun 2026 | 61,295 | $56K | 0.00% | ABS-MBS |
| 8339 | Fannie Mae | 3138WFCL8 | Jun 2026 | 58,995 | $56K | 0.00% | ABS-MBS |
| 8340 | Fannie Mae | 3140FUJK5 | Jun 2026 | 57,707 | $56K | 0.00% | ABS-MBS |
| 8341 | Fannie Mae | 3138YY6U2 | Jun 2026 | 57,655 | $56K | 0.00% | ABS-MBS |
| 8342 | GMAC Mortgage Corporation Loan Trust | 76112BKP4 | Jun 2026 | 55,616 | $56K | 0.00% | ABS-MBS |
| 8343 | Fannie Mae | 3138YAXH3 | Jun 2026 | 57,468 | $56K | 0.00% | ABS-MBS |
| 8344 | AFC Home Equity Loan Trust | 00105HDX1 | Jun 2026 | 57,019 | $56K | 0.00% | ABS-MBS |
| 8345 | Fannie Mae | 3140J7W76 | Jun 2026 | 59,082 | $56K | 0.00% | ABS-MBS |
| 8346 | Fannie Mae | 3138WGG65 | Jun 2026 | 60,225 | $56K | 0.00% | ABS-MBS |
| 8347 | Ace Securities Corp. | 00442BAB7 | Jun 2026 | 147,708 | $56K | 0.00% | ABS-MBS |
| 8348 | Fannie Mae | 31371QL63 | Jun 2026 | 54,375 | $56K | 0.00% | ABS-MBS |
| 8349 | Fannie Mae | 3138WEKK4 | Jun 2026 | 59,834 | $56K | 0.00% | ABS-MBS |
| 8350 | Banc of America Mortgage Securities | 05949ADG2 | Jun 2026 | 57,847 | $56K | 0.00% | ABS-MBS |
| 8351 | Fannie Mae | 31398GXC8 | Jun 2026 | 863,725 | $56K | 0.00% | ABS-MBS |
| 8352 | Fannie Mae | 3140EYKX8 | Jun 2026 | 58,334 | $55K | 0.00% | ABS-MBS |
| 8353 | Deutsche Bank AG | 000000000 | Jun 2026 | 1 | $55K | 0.00% | DFE |
| 8354 | Structured Asset Mortgage Investments Inc | 86360JAE1 | Jun 2026 | 77,508 | $55K | 0.00% | ABS-MBS |
| 8355 | Freddie Mac | 3131YBQM3 | Jun 2026 | 56,653 | $55K | 0.00% | ABS-MBS |
| 8356 | Fannie Mae | 3138WJRD2 | Jun 2026 | 59,869 | $55K | 0.00% | ABS-MBS |
| 8357 | Fannie Mae | 31417BVS3 | Jun 2026 | 57,183 | $55K | 0.00% | ABS-MBS |
| 8358 | Fannie Mae | 31411YUW1 | Jun 2026 | 52,439 | $55K | 0.00% | ABS-MBS |
| 8359 | Credit Suisse First Boston Mortgage Securities | 2254586G8 | Jun 2026 | 118,769 | $55K | 0.00% | ABS-MBS |
| 8360 | Standard Chartered Bank | 000000000 | Jun 2026 | 1 | $55K | 0.00% | DFE |
| 8361 | Freddie Mac | 3133G7Q63 | Jun 2026 | 57,261 | $55K | 0.00% | ABS-MBS |
| 8362 | Freddie Mac | 31329NZP6 | Jun 2026 | 57,715 | $55K | 0.00% | ABS-MBS |
| 8363 | Fannie Mae | 3138WEKS7 | Jun 2026 | 58,804 | $55K | 0.00% | ABS-MBS |
| 8364 | Fannie Mae | 3136AB4U4 | Jun 2026 | 609,765 | $55K | 0.00% | ABS-MBS |
| 8365 | JP Morgan Mortgage Trust | 46630GAG0 | Jun 2026 | 57,924 | $55K | 0.00% | ABS-MBS |
| 8366 | Centex Home Equity | 152314GS3 | Jun 2026 | 54,496 | $54K | 0.00% | ABS-MBS |
| 8367 | Fannie Mae | 3140K3B84 | Jun 2026 | 56,894 | $54K | 0.00% | ABS-MBS |
| 8368 | Banc of America Mortgage Securities | 05948XZC8 | Jun 2026 | 54,285 | $54K | 0.00% | ABS-MBS |
| 8369 | Banc of America Mortgage Securities | 06050HD39 | Jun 2026 | 56,377 | $54K | 0.00% | ABS-MBS |
| 8370 | Fannie Mae | 31407KCV9 | Jun 2026 | 52,545 | $54K | 0.00% | ABS-MBS |
| 8371 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $54K | 0.00% | DFE |
| 8372 | Fannie Mae | 3140FK5T3 | Jun 2026 | 55,270 | $54K | 0.00% | ABS-MBS |
| 8373 | Fannie Mae | 3140H1Z29 | Jun 2026 | 57,025 | $54K | 0.00% | ABS-MBS |
| 8374 | Freddie Mac | 31329MKX7 | Jun 2026 | 56,033 | $54K | 0.00% | ABS-MBS |
| 8375 | WAMU Mortgage Pass-Through Certificates | 22540VLE0 | Jun 2026 | 54,556 | $54K | 0.00% | ABS-MBS |
| 8376 | JP Morgan Mortgage Trust | 46628LAA6 | Jun 2026 | 81,217 | $54K | 0.00% | ABS-MBS |
| 8377 | Fannie Mae | 3138WFHF6 | Jun 2026 | 57,697 | $54K | 0.00% | ABS-MBS |
| 8378 | Novastar Home Equity Loan | 66987XEC5 | Jun 2026 | 55,403 | $54K | 0.00% | ABS-MBS |
| 8379 | Freddie Mac | 3142JNGZ3 | Jun 2026 | 54,319 | $53K | 0.00% | ABS-MBS |
| 8380 | Freddie Mac | 3132D53Z3 | Jun 2026 | 55,871 | $53K | 0.00% | ABS-MBS |
| 8381 | Fannie Mae | 3140FCDV7 | Jun 2026 | 57,214 | $53K | 0.00% | ABS-MBS |
| 8382 | Freddie Mac | 31329LAP7 | Jun 2026 | 53,354 | $53K | 0.00% | ABS-MBS |
| 8383 | WAMU Mortgage Pass-Through Certificates | 929227XB7 | Jun 2026 | 54,542 | $53K | 0.00% | ABS-MBS |
| 8384 | Freddie Mac | 3133BWMK6 | Jun 2026 | 52,446 | $53K | 0.00% | ABS-MBS |
| 8385 | MLCC Mortgage Investors Inc | 59020UTC9 | Jun 2026 | 61,154 | $53K | 0.00% | ABS-MBS |
| 8386 | Fannie Mae | 3138XMG79 | Jun 2026 | 54,981 | $53K | 0.00% | ABS-MBS |
| 8387 | Fannie Mae | 3140B9MY2 | Jun 2026 | 53,098 | $53K | 0.00% | ABS-MBS |
| 8388 | Fannie Mae | 3140EWQY4 | Jun 2026 | 53,702 | $53K | 0.00% | ABS-MBS |
| 8389 | Fannie Mae | 3138WJZ43 | Jun 2026 | 56,721 | $53K | 0.00% | ABS-MBS |
| 8390 | Freddie Mac | 3133BSZR6 | Jun 2026 | 51,084 | $52K | 0.00% | ABS-MBS |
| 8391 | Fannie Mae | 3140H7KM8 | Jun 2026 | 53,876 | $52K | 0.00% | ABS-MBS |
| 8392 | Societe Generale SA | 000000000 | Jun 2026 | 1 | $52K | 0.00% | DFE |
| 8393 | Freddie Mac | 31397AZ71 | Jun 2026 | 717,872 | $52K | 0.00% | ABS-MBS |
| 8394 | Freddie Mac | 3132XTPN2 | Jun 2026 | 56,539 | $52K | 0.00% | ABS-MBS |
| 8395 | Banc of America Mortgage Securities | 05949CKM7 | Jun 2026 | 55,039 | $52K | 0.00% | ABS-MBS |
| 8396 | Fannie Mae | 3140J8DA8 | Jun 2026 | 53,337 | $52K | 0.00% | ABS-MBS |
| 8397 | Fannie Mae | 31392DTH5 | Jun 2026 | 51,109 | $52K | 0.00% | ABS-MBS |
| 8398 | Morgan Stanley Mortgage Loan Trust | 61748HAM3 | Jun 2026 | 50,832 | $52K | 0.00% | ABS-MBS |
| 8399 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $52K | 0.00% | DFE |
| 8400 | Finance America Mortgage Loan Trust | 317350AC0 | Jun 2026 | 52,006 | $52K | 0.00% | ABS-O |
| 8401 | Fannie Mae | 3138MLK86 | Jun 2026 | 53,533 | $52K | 0.00% | ABS-MBS |
| 8402 | Freddie Mac | 3133TSDK6 | Jun 2026 | 50,737 | $52K | 0.00% | ABS-MBS |
| 8403 | Fannie Mae | 3140GXJ36 | Jun 2026 | 54,576 | $52K | 0.00% | ABS-MBS |
| 8404 | Fannie Mae | 3140A3U35 | Jun 2026 | 50,625 | $52K | 0.00% | ABS-MBS |
| 8405 | Fannie Mae | 3138ANWW9 | Jun 2026 | 53,512 | $52K | 0.00% | ABS-MBS |
| 8406 | Banc of America Alternative Loan Trust | 05948KQ85 | Jun 2026 | 58,706 | $52K | 0.00% | ABS-MBS |
| 8407 | Banc of America Mortgage Securities | 05954CAA6 | Jun 2026 | 62,593 | $52K | 0.00% | ABS-MBS |
| 8408 | WAMU Mortgage Pass-Through Certificates | 939336Z48 | Jun 2026 | 52,358 | $51K | 0.00% | ABS-MBS |
| 8409 | Fannie Mae | 3138XP2K8 | Jun 2026 | 52,421 | $51K | 0.00% | ABS-MBS |
| 8410 | MASTR Adjustable Rate Mortgages Trust | 576433MC7 | Jun 2026 | 51,963 | $51K | 0.00% | ABS-MBS |
| 8411 | Fannie Mae | 3140GWJM6 | Jun 2026 | 55,439 | $51K | 0.00% | ABS-MBS |
| 8412 | Freddie Mac | 3128MJVM9 | Jun 2026 | 56,462 | $51K | 0.00% | ABS-MBS |
| 8413 | Freddie Mac | 3133CVKY9 | Jun 2026 | 50,697 | $51K | 0.00% | ABS-MBS |
| 8414 | Fannie Mae | 3140E2S93 | Jun 2026 | 52,171 | $51K | 0.00% | ABS-MBS |
| 8415 | Sequoia Mortgage Trust | 81744FEW3 | Jun 2026 | 54,467 | $51K | 0.00% | ABS-MBS |
| 8416 | State of Illinois | 452152FA4 | Jun 2026 | 48,462 | $51K | 0.00% | DBT |
| 8417 | Fannie Mae | 31418DB68 | Jun 2026 | 53,319 | $51K | 0.00% | ABS-MBS |
| 8418 | Freddie Mac | 3132Y1Z92 | Jun 2026 | 55,077 | $51K | 0.00% | ABS-MBS |
| 8419 | Banc of America Mortgage Securities | 05949CFW1 | Jun 2026 | 56,528 | $51K | 0.00% | ABS-MBS |
| 8420 | Bella Vista Mortgage Trust | 07820QCD5 | Jun 2026 | 82,769 | $51K | 0.00% | ABS-MBS |
| 8421 | Fannie Mae | 31359VU27 | Jun 2026 | 49,944 | $50K | 0.00% | ABS-MBS |
| 8422 | Fannie Mae | 3138A6CE8 | Jun 2026 | 51,984 | $50K | 0.00% | ABS-MBS |
| 8423 | Residential Accredit Loans, Inc. | 74922KAD7 | Jun 2026 | 60,705 | $50K | 0.00% | ABS-MBS |
| 8424 | Fannie Mae | 3140QVQ23 | Jun 2026 | 50,885 | $50K | 0.00% | ABS-MBS |
| 8425 | Fannie Mae | 3138WHU42 | Jun 2026 | 54,129 | $50K | 0.00% | ABS-MBS |
| 8426 | Countrywide Home Loans | 12545EAA4 | Jun 2026 | 53,423 | $50K | 0.00% | ABS-MBS |
| 8427 | Fannie Mae | 31418CBR4 | Jun 2026 | 53,974 | $50K | 0.00% | ABS-MBS |
| 8428 | Freddie Mac | 3133BUWH6 | Jun 2026 | 49,638 | $50K | 0.00% | ABS-MBS |
| 8429 | Credit Suisse First Boston Mortgage Securities | 225470FM0 | Jun 2026 | 226,507 | $50K | 0.00% | ABS-MBS |
| 8430 | Homebanc Mortgage Trust | 43739EAX5 | Jun 2026 | 75,494 | $50K | 0.00% | ABS-MBS |
| 8431 | MLCC Mortgage Investors Inc | 59020UWV3 | Jun 2026 | 50,204 | $50K | 0.00% | ABS-MBS |
| 8432 | Structured Asset Securities Corporation | 86359AS20 | Jun 2026 | 60,531 | $50K | 0.00% | ABS-MBS |
| 8433 | Fannie Mae | 3140AN5S4 | Jun 2026 | 49,487 | $50K | 0.00% | ABS-MBS |
| 8434 | Freddie Mac | 31397FL34 | Jun 2026 | 579,854 | $50K | 0.00% | ABS-MBS |
| 8435 | Triaxx Prime CDO | 896006AA1 | Jun 2026 | 5,842,938 | $50K | 0.00% | ABS-CBDO |
| 8436 | Fannie Mae | 3138XRWF2 | Jun 2026 | 50,702 | $49K | 0.00% | ABS-MBS |
| 8437 | Bear Stearns Adjustable Rate Mortgage Trust | 07384M4E9 | Jun 2026 | 50,936 | $49K | 0.00% | ABS-MBS |
| 8438 | Freddie Mac | 3131WQYT8 | Jun 2026 | 50,718 | $49K | 0.00% | ABS-MBS |
| 8439 | Banc of America Alternative Loan Trust | 05950BAC8 | Jun 2026 | 56,082 | $49K | 0.00% | ABS-MBS |
| 8440 | Morgan Stanley Capital Inc | 61744CNT9 | Jun 2026 | 49,110 | $49K | 0.00% | ABS-O |
| 8441 | Fannie Mae | 3140GSRE4 | Jun 2026 | 53,019 | $49K | 0.00% | ABS-MBS |
| 8442 | Freddie Mac | 3133B9U51 | Jun 2026 | 52,185 | $49K | 0.00% | ABS-MBS |
| 8443 | Freddie Mac | 3132L8ZH3 | Jun 2026 | 52,921 | $49K | 0.00% | ABS-MBS |
| 8444 | Fannie Mae | 3138WE6Y0 | Jun 2026 | 51,146 | $49K | 0.00% | ABS-MBS |
| 8445 | JP Morgan Mortgage Trust | 46628KAV2 | Jun 2026 | 49,377 | $49K | 0.00% | ABS-MBS |
| 8446 | GS Mortgage-Backed Securities Trust | 362951AH8 | Jun 2026 | 48,924 | $49K | 0.00% | ABS-MBS |
| 8447 | Wells Fargo Mortgage Backed Securities Trust | 94983UAD9 | Jun 2026 | 54,035 | $48K | 0.00% | ABS-MBS |
| 8448 | Fannie Mae | 3138Y7PP1 | Jun 2026 | 49,105 | $48K | 0.00% | ABS-MBS |
| 8449 | Fannie Mae | 31417E2X8 | Jun 2026 | 49,942 | $48K | 0.00% | ABS-MBS |
| 8450 | Fannie Mae | 3138YYH30 | Jun 2026 | 50,440 | $48K | 0.00% | ABS-MBS |
| 8451 | GS Mortgage-Backed Securities Trust | 36272QAH0 | Jun 2026 | 48,715 | $48K | 0.00% | ABS-MBS |
| 8452 | Freddie Mac | 3133D0PG0 | Jun 2026 | 47,553 | $48K | 0.00% | ABS-MBS |
| 8453 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $48K | 0.00% | DFE |
| 8454 | Bear Stearns Alt-A Trust | 07386HDF5 | Jun 2026 | 48,539 | $48K | 0.00% | ABS-MBS |
| 8455 | Freddie Mac | 3132A4LV8 | Jun 2026 | 48,271 | $48K | 0.00% | ABS-MBS |
| 8456 | Fannie Mae | 31410KHE7 | Jun 2026 | 45,389 | $48K | 0.00% | ABS-MBS |
| 8457 | Freddie Mac | 3128MJ2M1 | Jun 2026 | 51,759 | $47K | 0.00% | ABS-MBS |
| 8458 | Morgan Stanley Mortgage Loan Trust | 61748HAQ4 | Jun 2026 | 50,691 | $47K | 0.00% | ABS-MBS |
| 8459 | Countrywide Home Loans | 12544KAB9 | Jun 2026 | 70,055 | $47K | 0.00% | ABS-MBS |
| 8460 | Fannie Mae | 3138WJDN5 | Jun 2026 | 49,323 | $47K | 0.00% | ABS-MBS |
| 8461 | Soundview Home Equity Loan Trust | 83612NAC9 | Jun 2026 | 176,606 | $47K | 0.00% | ABS-O |
| 8462 | Merrill Lynch Alternative Note Asset | 59024FAF1 | Jun 2026 | 205,534 | $47K | 0.00% | ABS-MBS |
| 8463 | Fannie Mae | 3138WGVQ4 | Jun 2026 | 50,662 | $47K | 0.00% | ABS-MBS |
| 8464 | Citibank NA | 000000000 | Jun 2026 | 1 | $47K | 0.00% | DFE |
| 8465 | Fannie Mae | 3140Q9JC8 | Jun 2026 | 48,179 | $47K | 0.00% | ABS-MBS |
| 8466 | Countrywide Alternative Loan Trust | 12668AXB6 | Jun 2026 | 47,842 | $47K | 0.00% | ABS-MBS |
| 8467 | Fannie Mae | 3140NDXE2 | Jun 2026 | 46,162 | $47K | 0.00% | ABS-MBS |
| 8468 | Fannie Mae | 31418C6M1 | Jun 2026 | 49,225 | $47K | 0.00% | ABS-MBS |
| 8469 | Merrill Lynch Mortgage Investors Trust | 5899293M8 | Jun 2026 | 47,757 | $47K | 0.00% | ABS-MBS |
| 8470 | Merrill Lynch Mortgage Investors Trust | 59020USH9 | Jun 2026 | 51,436 | $47K | 0.00% | ABS-MBS |
| 8471 | Fannie Mae | 3140FRDJ1 | Jun 2026 | 49,450 | $47K | 0.00% | ABS-MBS |
| 8472 | Fannie Mae | 3140FFU58 | Jun 2026 | 49,122 | $47K | 0.00% | ABS-MBS |
| 8473 | Fannie Mae | 3140F45F9 | Jun 2026 | 50,366 | $47K | 0.00% | ABS-MBS |
| 8474 | Prime Mortgage Trust | 74160MLQ3 | Jun 2026 | 48,569 | $47K | 0.00% | ABS-MBS |
| 8475 | Residential Accredit Loans, Inc. | 76110HH28 | Jun 2026 | 116,092 | $47K | 0.00% | ABS-MBS |
| 8476 | Freddie Mac | 31329LLN0 | Jun 2026 | 47,981 | $47K | 0.00% | ABS-MBS |
| 8477 | IndyMac INDA Mortgage Loan Trust | 45660LY86 | Jun 2026 | 49,281 | $46K | 0.00% | ABS-MBS |
| 8478 | Fannie Mae | 3140Q9MT7 | Jun 2026 | 47,663 | $46K | 0.00% | ABS-MBS |
| 8479 | Fannie Mae | 3138WKRG2 | Jun 2026 | 48,763 | $46K | 0.00% | ABS-MBS |
| 8480 | Fannie Mae | 3138M7AH8 | Jun 2026 | 46,727 | $46K | 0.00% | ABS-MBS |
| 8481 | Fannie Mae | 31396K4L3 | Jun 2026 | 572,506 | $46K | 0.00% | ABS-MBS |
| 8482 | Fannie Mae | 3140FNBW3 | Jun 2026 | 47,640 | $46K | 0.00% | ABS-MBS |
| 8483 | CSAB Mortgage Backed Trust | 22943HAG1 | Jun 2026 | 190,059 | $46K | 0.00% | ABS-O |
| 8484 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $46K | 0.00% | DFE |
| 8485 | Wells Fargo Mortgage Backed Securities Trust | 94982DAA4 | Jun 2026 | 46,802 | $46K | 0.00% | ABS-MBS |
| 8486 | Fannie Mae | 3138ETYN0 | Jun 2026 | 46,982 | $46K | 0.00% | ABS-MBS |
| 8487 | OWNIT Mortgage Loan Asset-Backed Certificates | 691215AE7 | Jun 2026 | 45,767 | $46K | 0.00% | ABS-O |
| 8488 | Fannie Mae | 3140FS2U6 | Jun 2026 | 46,946 | $46K | 0.00% | ABS-MBS |
| 8489 | Freddie Mac | 3128MJ3X6 | Jun 2026 | 49,745 | $46K | 0.00% | ABS-MBS |
| 8490 | GSR Mortgage Loan Trust | 36242DKV4 | Jun 2026 | 387,519 | $46K | 0.00% | ABS-MBS |
| 8491 | Freddie Mac | 3132FCDW2 | Jun 2026 | 50,492 | $46K | 0.00% | ABS-MBS |
| 8492 | Government National Mortgage Association | 36179TSJ5 | Jun 2026 | 46,443 | $46K | 0.00% | ABS-MBS |
| 8493 | Fannie Mae | 31410KAM6 | Jun 2026 | 43,518 | $46K | 0.00% | ABS-MBS |
| 8494 | Freddie Mac | 31335AZ68 | Jun 2026 | 50,703 | $46K | 0.00% | ABS-MBS |
| 8495 | Fannie Mae | 3140QTHC6 | Jun 2026 | 43,713 | $45K | 0.00% | ABS-MBS |
| 8496 | Freddie Mac | 3128MJYB0 | Jun 2026 | 50,519 | $45K | 0.00% | ABS-MBS |
| 8497 | IndyMac IMSC Mortgage Loan Trust | 45671BAC2 | Jun 2026 | 89,891 | $45K | 0.00% | ABS-MBS |
| 8498 | Fannie Mae | 3140F5CE1 | Jun 2026 | 48,948 | $45K | 0.00% | ABS-MBS |
| 8499 | Fannie Mae | 3138W9K66 | Jun 2026 | 47,110 | $45K | 0.00% | ABS-MBS |
| 8500 | Fannie Mae | 3138YR6F0 | Jun 2026 | 47,227 | $45K | 0.00% | ABS-MBS |
| 8501 | Bayview Commercial Asset Trust | 07324YAG4 | Jun 2026 | 46,653 | $45K | 0.00% | ABS-MBS |
| 8502 | Countrywide Home Loans | 12669GR37 | Jun 2026 | 92,626 | $45K | 0.00% | ABS-MBS |
| 8503 | Fannie Mae | 31418CAS3 | Jun 2026 | 48,921 | $45K | 0.00% | ABS-MBS |
| 8504 | CHEVY CHASE MORTGAGE FUNDING CORP. | 16678RAS6 | Jun 2026 | 45,350 | $45K | 0.00% | ABS-MBS |
| 8505 | First Horizon Alternative Mortgage Securities | 32051D4S8 | Jun 2026 | 44,785 | $45K | 0.00% | ABS-MBS |
| 8506 | Intercontinental Exchange, Inc. | 000000000 | Jun 2026 | 6,600,000 | $45K | 0.00% | DCR |
| 8507 | Freddie Mac | 31427MUK5 | Jun 2026 | 44,625 | $45K | 0.00% | ABS-MBS |
| 8508 | Countrywide Home Loans | 12669GQP9 | Jun 2026 | 47,023 | $45K | 0.00% | ABS-MBS |
| 8509 | Wachovia Mortgage Loan Trust, LLC | 92977YBN0 | Jun 2026 | 46,193 | $45K | 0.00% | ABS-MBS |
| 8510 | Freddie Mac | 3132DNZD8 | Jun 2026 | 47,308 | $45K | 0.00% | ABS-MBS |
| 8511 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $44K | 0.00% | DFE |
| 8512 | Mid-State Trust | 59549WAA1 | Jun 2026 | 44,448 | $44K | 0.00% | ABS-O |
| 8513 | Government National Mortgage Association | 3617B6LD2 | Jun 2026 | 47,951 | $44K | 0.00% | ABS-MBS |
| 8514 | Fannie Mae | 3140JAND6 | Jun 2026 | 46,439 | $44K | 0.00% | ABS-MBS |
| 8515 | WAMU Mortgage Pass-Through Certificates | 92925CBA9 | Jun 2026 | 43,717 | $44K | 0.00% | ABS-MBS |
| 8516 | Banc of America Mortgage Securities | 05949CKS4 | Jun 2026 | 48,180 | $44K | 0.00% | ABS-MBS |
| 8517 | Australia & New Zealand Banking Group Ltd. | 000000000 | Jun 2026 | 1 | $44K | 0.00% | DFE |
| 8518 | GSR Mortgage Loan Trust | 36242DH97 | Jun 2026 | 45,725 | $44K | 0.00% | ABS-MBS |
| 8519 | Fannie Mae | 3138YUMC2 | Jun 2026 | 46,231 | $44K | 0.00% | ABS-MBS |
| 8520 | Fannie Mae | 3138ETCL8 | Jun 2026 | 47,384 | $44K | 0.00% | ABS-MBS |
| 8521 | Fannie Mae | 3140M6P80 | Jun 2026 | 43,754 | $44K | 0.00% | ABS-MBS |
| 8522 | Freddie Mac | 3133C24R6 | Jun 2026 | 44,424 | $44K | 0.00% | ABS-MBS |
| 8523 | Fannie Mae | 3140Q7VM6 | Jun 2026 | 46,170 | $44K | 0.00% | ABS-MBS |
| 8524 | Structured Asset Investment Loan Trust | 86358EAK2 | Jun 2026 | 37,717 | $44K | 0.00% | ABS-O |
| 8525 | Fannie Mae | 3140EW4L6 | Jun 2026 | 47,483 | $44K | 0.00% | ABS-MBS |
| 8526 | Citibank NA | 000000000 | Jun 2026 | 1 | $44K | 0.00% | DFE |
| 8527 | Citibank NA | 000000000 | Jun 2026 | 1 | $44K | 0.00% | DFE |
| 8528 | Citibank NA | 000000000 | Jun 2026 | 1 | $44K | 0.00% | DFE |
| 8529 | Fannie Mae | 3138WJHC5 | Jun 2026 | 46,058 | $44K | 0.00% | ABS-MBS |
| 8530 | Fannie Mae | 3140QANJ5 | Jun 2026 | 44,920 | $44K | 0.00% | ABS-MBS |
| 8531 | Fannie Mae | 3138WBKQ7 | Jun 2026 | 44,557 | $44K | 0.00% | ABS-MBS |
| 8532 | Countrywide Home Loans | 12669FY72 | Jun 2026 | 45,616 | $44K | 0.00% | ABS-MBS |
| 8533 | Fannie Mae | 3138YUBX8 | Jun 2026 | 44,898 | $44K | 0.00% | ABS-MBS |
| 8534 | Deutsche Bank AG | 000000000 | Jun 2026 | 1 | $43K | 0.00% | DFE |
| 8535 | Deutsche Bank AG | 000000000 | Jun 2026 | 1 | $43K | 0.00% | DFE |
| 8536 | Deutsche Bank AG | 000000000 | Jun 2026 | 1 | $43K | 0.00% | DFE |
| 8537 | Fannie Mae | 3140H2AC2 | Jun 2026 | 44,862 | $43K | 0.00% | ABS-MBS |
| 8538 | Fannie Mae | 31392DGS5 | Jun 2026 | 42,883 | $43K | 0.00% | ABS-MBS |
| 8539 | Banc of America Mortgage Securities | 05949CGT7 | Jun 2026 | 49,149 | $43K | 0.00% | ABS-MBS |
| 8540 | Fannie Mae | 3140Q7QQ3 | Jun 2026 | 46,418 | $43K | 0.00% | ABS-MBS |
| 8541 | Fannie Mae | 3138WHNT5 | Jun 2026 | 44,920 | $43K | 0.00% | ABS-MBS |
| 8542 | MLCC Mortgage Investors Inc | 59020UNM3 | Jun 2026 | 43,353 | $43K | 0.00% | ABS-MBS |
| 8543 | Fannie Mae | 3138WG7A6 | Jun 2026 | 44,782 | $43K | 0.00% | ABS-MBS |
| 8544 | Fannie Mae | 3138WKU29 | Jun 2026 | 44,897 | $43K | 0.00% | ABS-MBS |
| 8545 | Fannie Mae | 3140GVJU0 | Jun 2026 | 44,838 | $43K | 0.00% | ABS-MBS |
| 8546 | Fannie Mae | 3138XDVR8 | Jun 2026 | 43,399 | $43K | 0.00% | ABS-MBS |
| 8547 | Freddie Mac | 3132L9V69 | Jun 2026 | 46,220 | $43K | 0.00% | ABS-MBS |
| 8548 | Fannie Mae | 3140J8AN3 | Jun 2026 | 44,603 | $43K | 0.00% | ABS-MBS |
| 8549 | Freddie Mac | 3132HM6S5 | Jun 2026 | 46,245 | $42K | 0.00% | ABS-MBS |
| 8550 | Fannie Mae | 31396P6G1 | Jun 2026 | 621,378 | $42K | 0.00% | ABS-MBS |
| 8551 | Fannie Mae | 31418EK82 | Jun 2026 | 41,191 | $42K | 0.00% | ABS-MBS |
| 8552 | HarborView Mortgage Loan Trust | 41161QAB7 | Jun 2026 | 95,436 | $42K | 0.00% | ABS-MBS |
| 8553 | Fannie Mae | 3138WKRF4 | Jun 2026 | 45,781 | $42K | 0.00% | ABS-MBS |
| 8554 | Banc of America Mortgage Securities | 05949A6C9 | Jun 2026 | 47,134 | $42K | 0.00% | ABS-MBS |
| 8555 | Fannie Mae | 3140AUKB8 | Jun 2026 | 42,007 | $42K | 0.00% | ABS-MBS |
| 8556 | Fannie Mae | 3140FCGT9 | Jun 2026 | 45,439 | $42K | 0.00% | ABS-MBS |
| 8557 | Structured Adjustable Rate Mortgage Loan Trust | 863579J90 | Jun 2026 | 63,940 | $42K | 0.00% | ABS-MBS |
| 8558 | Bear Stearns Adjustable Rate Mortgage Trust | 07384MVP4 | Jun 2026 | 45,058 | $42K | 0.00% | ABS-MBS |
| 8559 | Fannie Mae | 3138YTKK9 | Jun 2026 | 44,105 | $42K | 0.00% | ABS-MBS |
| 8560 | Fannie Mae | 3140NSLV4 | Jun 2026 | 41,588 | $42K | 0.00% | ABS-MBS |
| 8561 | IndyMac INDX Mortgage Loan Trust | 45660NS48 | Jun 2026 | 45,087 | $42K | 0.00% | ABS-MBS |
| 8562 | GSR Mortgage Loan Trust | 36242DKU6 | Jun 2026 | 353,289 | $42K | 0.00% | ABS-MBS |
| 8563 | Structured Asset Securities Corporation | 86359AG98 | Jun 2026 | 42,336 | $42K | 0.00% | ABS-MBS |
| 8564 | Homebanc Mortgage Trust | 43739EAW7 | Jun 2026 | 56,621 | $42K | 0.00% | ABS-MBS |
| 8565 | Freddie Mac | 31426NVJ6 | Jun 2026 | 42,323 | $42K | 0.00% | ABS-MBS |
| 8566 | Fannie Mae | 3140GRZ80 | Jun 2026 | 43,719 | $42K | 0.00% | ABS-MBS |
| 8567 | Government National Mortgage Association | 36208ANP2 | Jun 2026 | 41,699 | $42K | 0.00% | ABS-MBS |
| 8568 | Freddie Mac | 31397BJY8 | Jun 2026 | 484,958 | $42K | 0.00% | ABS-MBS |
| 8569 | Government National Mortgage Association | 36179QPH8 | Jun 2026 | 43,275 | $42K | 0.00% | ABS-MBS |
| 8570 | TIMES SQUARE HOTEL TRUST | 887367AA8 | Jun 2026 | 41,502 | $42K | 0.00% | DBT |
| 8571 | Freddie Mac | 3132XSSC5 | Jun 2026 | 44,492 | $41K | 0.00% | ABS-MBS |
| 8572 | Fannie Mae | 31418BS80 | Jun 2026 | 43,377 | $41K | 0.00% | ABS-MBS |
| 8573 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 8,800,000 | $41K | 0.00% | DCR |
| 8574 | Fannie Mae | 3140J6E78 | Jun 2026 | 44,730 | $41K | 0.00% | ABS-MBS |
| 8575 | Merrill Lynch Mortgage Investors Trust | 59020UQW8 | Jun 2026 | 42,938 | $41K | 0.00% | ABS-O |
| 8576 | Chase Mortgage Finance Corporation | 16162YAC9 | Jun 2026 | 106,363 | $41K | 0.00% | ABS-MBS |
| 8577 | Freddie Mac | 3133G7Q30 | Jun 2026 | 42,779 | $41K | 0.00% | ABS-MBS |
| 8578 | Nomura Asset Acceptance Corporation | 65538NAD5 | Jun 2026 | 38,001 | $41K | 0.00% | ABS-MBS |
| 8579 | GSAMP Trust | 362341G52 | Jun 2026 | 41,590 | $41K | 0.00% | ABS-O |
| 8580 | Fannie Mae | 3140FTWF4 | Jun 2026 | 41,644 | $41K | 0.00% | ABS-MBS |
| 8581 | Freddie Mac | 31396RPS0 | Jun 2026 | 503,829 | $41K | 0.00% | ABS-MBS |
| 8582 | HOUT BAY | 442451AB6 | Jun 2026 | 34,164,656 | $41K | 0.00% | ABS-CBDO |
| 8583 | HarborView Mortgage Loan Trust | 41161PHC0 | Jun 2026 | 41,328 | $41K | 0.00% | ABS-MBS |
| 8584 | Intercontinental Exchange, Inc. | 000000000 | Jun 2026 | 8,900,000 | $41K | 0.00% | DCR |
| 8585 | CNL Commercial Mortgage Loan Trust | 12614MAS3 | Jun 2026 | 41,052 | $41K | 0.00% | ABS-MBS |
| 8586 | Fannie Mae | 3140FRCM5 | Jun 2026 | 44,101 | $40K | 0.00% | ABS-MBS |
| 8587 | Freddie Mac | 3131XVRV9 | Jun 2026 | 42,613 | $40K | 0.00% | ABS-MBS |
| 8588 | Fannie Mae | 31418CPR9 | Jun 2026 | 40,753 | $40K | 0.00% | ABS-MBS |
| 8589 | Ameriquest Mortgage Securities Inc. | 03072SET8 | Jun 2026 | 45,117 | $40K | 0.00% | ABS-MBS |
| 8590 | Freddie Mac | 3128MJV56 | Jun 2026 | 44,630 | $40K | 0.00% | ABS-MBS |
| 8591 | IndyMac INDX Mortgage Loan Trust | 45660NT88 | Jun 2026 | 45,789 | $40K | 0.00% | ABS-MBS |
| 8592 | Bank of America NA | 000000000 | Jun 2026 | 10,600,000 | $40K | 0.00% | DCR |
| 8593 | UBS AG | 000000000 | Jun 2026 | 1 | $40K | 0.00% | DFE |
| 8594 | Fannie Mae | 3138ETQP4 | Jun 2026 | 40,406 | $40K | 0.00% | ABS-MBS |
| 8595 | Fannie Mae | 3140H4R89 | Jun 2026 | 41,876 | $40K | 0.00% | ABS-MBS |
| 8596 | Freddie Mac | 3132WGUB1 | Jun 2026 | 44,321 | $40K | 0.00% | ABS-MBS |
| 8597 | Fannie Mae | 3140H2FK9 | Jun 2026 | 41,803 | $40K | 0.00% | ABS-MBS |
| 8598 | Fannie Mae | 3140F1LT7 | Jun 2026 | 40,512 | $40K | 0.00% | ABS-MBS |
| 8599 | Countrywide Home Loans | 12669FA86 | Jun 2026 | 41,422 | $40K | 0.00% | ABS-MBS |
| 8600 | Fannie Mae | 3140BXRD0 | Jun 2026 | 40,245 | $40K | 0.00% | ABS-MBS |
| 8601 | Bear Stearns Alt-A Trust | 07386HPD7 | Jun 2026 | 40,811 | $39K | 0.00% | ABS-MBS |
| 8602 | Washington Mutual Asset-Backed CTFS | 93934XAB9 | Jun 2026 | 112,795 | $39K | 0.00% | ABS-O |
| 8603 | Fannie Mae | 3138WK4P7 | Jun 2026 | 42,457 | $39K | 0.00% | ABS-MBS |
| 8604 | Banco Santander SA | 000000000 | Jun 2026 | 1 | $39K | 0.00% | DFE |
| 8605 | Credit Suisse First Boston Mortgage Securities | 22541Q2A9 | Jun 2026 | 40,304 | $39K | 0.00% | ABS-MBS |
| 8606 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $39K | 0.00% | DFE |
| 8607 | Freddie Mac | 3133CFHS1 | Jun 2026 | 37,962 | $39K | 0.00% | ABS-MBS |
| 8608 | IndyMac INDX Mortgage Loan Trust | 45661LAF5 | Jun 2026 | 42,657 | $39K | 0.00% | ABS-MBS |
| 8609 | Fannie Mae | 3140EVK97 | Jun 2026 | 42,107 | $39K | 0.00% | ABS-MBS |
| 8610 | Fannie Mae | 31418CSK1 | Jun 2026 | 39,323 | $39K | 0.00% | ABS-MBS |
| 8611 | Fannie Mae | 3140JWCF5 | Jun 2026 | 41,578 | $39K | 0.00% | ABS-MBS |
| 8612 | Morgan Stanley & Co. International PLC | 000000000 | Jun 2026 | 49,476,274 | $39K | 0.00% | DCR |
| 8613 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $39K | 0.00% | DFE |
| 8614 | Countrywide Home Loans | 12543UAR3 | Jun 2026 | 93,344 | $39K | 0.00% | ABS-MBS |
| 8615 | Fannie Mae | 31418AW95 | Jun 2026 | 40,105 | $39K | 0.00% | ABS-MBS |
| 8616 | Bank of America NA | 000000000 | Jun 2026 | 1 | $39K | 0.00% | DFE |
| 8617 | Fannie Mae | 31368HLH4 | Jun 2026 | 37,537 | $38K | 0.00% | ABS-MBS |
| 8618 | MLCC Mortgage Investors Inc | 5899296N3 | Jun 2026 | 44,934 | $38K | 0.00% | ABS-MBS |
| 8619 | Merrill Lynch Mortgage Investors Trust | 59020UHG3 | Jun 2026 | 42,619 | $38K | 0.00% | ABS-MBS |
| 8620 | Fannie Mae | 3138E3CP6 | Jun 2026 | 39,738 | $38K | 0.00% | ABS-MBS |
| 8621 | First Horizon Alternative Mortgage Securities | 32052DAH4 | Jun 2026 | 155,223 | $38K | 0.00% | ABS-MBS |
| 8622 | Fannie Mae | 3140N9UX2 | Jun 2026 | 37,732 | $38K | 0.00% | ABS-MBS |
| 8623 | Freddie Mac | 3132DWFG3 | Jun 2026 | 38,269 | $38K | 0.00% | ABS-MBS |
| 8624 | Fannie Mae | 3140GVET8 | Jun 2026 | 40,968 | $38K | 0.00% | ABS-MBS |
| 8625 | Fannie Mae | 3140X4LB0 | Jun 2026 | 41,247 | $38K | 0.00% | ABS-MBS |
| 8626 | Structured Asset Mortgage Investments Inc | 86359LJE0 | Jun 2026 | 44,326 | $38K | 0.00% | ABS-MBS |
| 8627 | Adjustable Rate Mortgage Trust | 00703QAD4 | Jun 2026 | 99,866 | $38K | 0.00% | ABS-MBS |
| 8628 | Fannie Mae | 3140H4KW3 | Jun 2026 | 40,926 | $38K | 0.00% | ABS-MBS |
| 8629 | Fannie Mae | 31396LJ76 | Jun 2026 | 555,500 | $38K | 0.00% | ABS-MBS |
| 8630 | First Horizon Mortgage Pass-Through Trust | 320520AE9 | Jun 2026 | 131,099 | $38K | 0.00% | ABS-MBS |
| 8631 | Freddie Mac | 3132D55U2 | Jun 2026 | 39,538 | $38K | 0.00% | ABS-MBS |
| 8632 | Banc of America Funding Corporation | 05951EAM9 | Jun 2026 | 42,887 | $38K | 0.00% | ABS-MBS |
| 8633 | Banc of America Mortgage Securities | 05949CPJ9 | Jun 2026 | 41,286 | $37K | 0.00% | ABS-MBS |
| 8634 | Freddie Mac | 3132DWE90 | Jun 2026 | 37,033 | $37K | 0.00% | ABS-MBS |
| 8635 | Freddie Mac | 3132L83D7 | Jun 2026 | 40,565 | $37K | 0.00% | ABS-MBS |
| 8636 | GSR Mortgage Loan Trust | 36228FV94 | Jun 2026 | 40,641 | $37K | 0.00% | ABS-MBS |
| 8637 | Freddie Mac | 3132L9J71 | Jun 2026 | 40,457 | $37K | 0.00% | ABS-MBS |
| 8638 | Freddie Mac | 3133W8GX5 | Jun 2026 | 37,750 | $37K | 0.00% | ABS-MBS |
| 8639 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $37K | 0.00% | DFE |
| 8640 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $37K | 0.00% | DFE |
| 8641 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $37K | 0.00% | DFE |
| 8642 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $37K | 0.00% | DFE |
| 8643 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $37K | 0.00% | DFE |
| 8644 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $37K | 0.00% | DFE |
| 8645 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 223,100,000 | $37K | 0.00% | DIR |
| 8646 | Fannie Mae | 31396VDZ8 | Jun 2026 | 386,946 | $37K | 0.00% | ABS-MBS |
| 8647 | Fannie Mae | 3138YSJB3 | Jun 2026 | 38,718 | $37K | 0.00% | ABS-MBS |
| 8648 | Fannie Mae | 3140A12P1 | Jun 2026 | 35,394 | $37K | 0.00% | ABS-MBS |
| 8649 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $37K | 0.00% | DFE |
| 8650 | Fannie Mae | 3138WKRH0 | Jun 2026 | 38,727 | $37K | 0.00% | ABS-MBS |
| 8651 | MNSN Holdings Inc | 55339C109 | Jun 2026 | 438 | $37K | 0.00% | EC |
| 8652 | Fannie Mae | 31418C5U4 | Jun 2026 | 38,236 | $37K | 0.00% | ABS-MBS |
| 8653 | Fannie Mae | 3138WJC71 | Jun 2026 | 38,126 | $37K | 0.00% | ABS-MBS |
| 8654 | Countrywide Asset-Backed Certificates | 126671F84 | Jun 2026 | 36,480 | $36K | 0.00% | ABS-O |
| 8655 | Freddie Mac | 3133G7QX4 | Jun 2026 | 38,226 | $36K | 0.00% | ABS-MBS |
| 8656 | Fannie Mae | 3138XJAX5 | Jun 2026 | 36,979 | $36K | 0.00% | ABS-MBS |
| 8657 | Fannie Mae | 3138WHGK2 | Jun 2026 | 38,088 | $36K | 0.00% | ABS-MBS |
| 8658 | Fannie Mae | 3140J6GJ0 | Jun 2026 | 38,947 | $36K | 0.00% | ABS-MBS |
| 8659 | Fannie Mae | 3138WB4G7 | Jun 2026 | 37,038 | $36K | 0.00% | ABS-MBS |
| 8660 | Freddie Mac | 3132L8ZS9 | Jun 2026 | 38,697 | $36K | 0.00% | ABS-MBS |
| 8661 | Fannie Mae | 3140FG3E7 | Jun 2026 | 39,815 | $36K | 0.00% | ABS-MBS |
| 8662 | Fannie Mae | 3140X4RR9 | Jun 2026 | 37,089 | $36K | 0.00% | ABS-MBS |
| 8663 | Eurohome UK Mortgages Plc | 000000000 | Jun 2026 | 26,624 | $35K | 0.00% | ABS-MBS |
| 8664 | Structured Asset Securities Corporation | 86359DDH7 | Jun 2026 | 35,412 | $35K | 0.00% | ABS-O |
| 8665 | Structured Asset Securities Corporation | 86359AS95 | Jun 2026 | 36,265 | $35K | 0.00% | ABS-MBS |
| 8666 | Fannie Mae | 3140NA2T9 | Jun 2026 | 34,751 | $35K | 0.00% | ABS-MBS |
| 8667 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $35K | 0.00% | DFE |
| 8668 | Banc of America Alternative Loan Trust | 05948KU72 | Jun 2026 | 38,292 | $35K | 0.00% | ABS-MBS |
| 8669 | Freddie Mac | 3133KJ6X5 | Jun 2026 | 36,829 | $35K | 0.00% | ABS-MBS |
| 8670 | Structured Asset Securities Corporation | 86359ABP7 | Jun 2026 | 34,383 | $35K | 0.00% | ABS-MBS |
| 8671 | Countrywide Home Loans | 126694CE6 | Jun 2026 | 67,071 | $35K | 0.00% | ABS-MBS |
| 8672 | IndyMac INDX Mortgage Loan Trust | 45669JAC9 | Jun 2026 | 48,724 | $35K | 0.00% | ABS-MBS |
| 8673 | Fannie Mae | 3138Y3UQ2 | Jun 2026 | 36,021 | $35K | 0.00% | ABS-MBS |
| 8674 | Government National Mortgage Association | 36179S5L7 | Jun 2026 | 37,441 | $35K | 0.00% | ABS-MBS |
| 8675 | Fannie Mae | 3138AFCY4 | Jun 2026 | 34,827 | $34K | 0.00% | ABS-MBS |
| 8676 | Fannie Mae | 3138ETDZ6 | Jun 2026 | 36,132 | $34K | 0.00% | ABS-MBS |
| 8677 | Credit Agricole CIB | 000000000 | Jun 2026 | 1 | $34K | 0.00% | DFE |
| 8678 | Freddie Mac | 3131X7HZ4 | Jun 2026 | 34,562 | $34K | 0.00% | ABS-MBS |
| 8679 | Fannie Mae | 3140J5MF3 | Jun 2026 | 37,214 | $34K | 0.00% | ABS-MBS |
| 8680 | Freddie Mac | 3132WGYX9 | Jun 2026 | 38,287 | $34K | 0.00% | ABS-MBS |
| 8681 | Freddie Mac | 3133KPDK1 | Jun 2026 | 36,545 | $34K | 0.00% | ABS-MBS |
| 8682 | GMAC Mortgage Corporation Loan Trust | 36185MBL5 | Jun 2026 | 38,444 | $34K | 0.00% | ABS-MBS |
| 8683 | First Horizon Alternative Mortgage Securities | 32051GQ57 | Jun 2026 | 48,494 | $34K | 0.00% | ABS-MBS |
| 8684 | Fannie Mae | 3140FVN28 | Jun 2026 | 35,761 | $34K | 0.00% | ABS-MBS |
| 8685 | Fannie Mae | 3140Q8ZY4 | Jun 2026 | 35,811 | $34K | 0.00% | ABS-MBS |
| 8686 | Countrywide Home Loans | 12669FY23 | Jun 2026 | 34,546 | $34K | 0.00% | ABS-MBS |
| 8687 | Securitized Asset Backed Receivables LLC Trust | 81377XAB8 | Jun 2026 | 132,034 | $34K | 0.00% | ABS-O |
| 8688 | Asset Backed Securities Corp Home Equity Ln Trst | 04541GQD7 | Jun 2026 | 32,366 | $34K | 0.00% | ABS-MBS |
| 8689 | Goldman Sachs International | 000000000 | Jun 2026 | 8,900,000 | $34K | 0.00% | DCR |
| 8690 | Freddie Mac | 3132WLTS5 | Jun 2026 | 37,406 | $34K | 0.00% | ABS-MBS |
| 8691 | Fannie Mae | 3138MLBZ6 | Jun 2026 | 34,800 | $34K | 0.00% | ABS-MBS |
| 8692 | Freddie Mac | 31329Q2K6 | Jun 2026 | 35,160 | $33K | 0.00% | ABS-MBS |
| 8693 | Fannie Mae | 31416SVH1 | Jun 2026 | 34,447 | $33K | 0.00% | ABS-MBS |
| 8694 | Cendant Mortgage Corporation | 15132EEB0 | Jun 2026 | 34,194 | $33K | 0.00% | ABS-MBS |
| 8695 | Fannie Mae | 3140H2XM5 | Jun 2026 | 35,938 | $33K | 0.00% | ABS-MBS |
| 8696 | Fannie Mae | 3140FK3N8 | Jun 2026 | 36,159 | $33K | 0.00% | ABS-MBS |
| 8697 | HarborView Mortgage Loan Trust | 41161PYW7 | Jun 2026 | 31,763 | $33K | 0.00% | ABS-MBS |
| 8698 | Fannie Mae | 3138ECKK8 | Jun 2026 | 35,615 | $33K | 0.00% | ABS-MBS |
| 8699 | Fannie Mae | 3140AYCY9 | Jun 2026 | 33,091 | $33K | 0.00% | ABS-MBS |
| 8700 | Freddie Mac | 3133KYSG5 | Jun 2026 | 34,277 | $33K | 0.00% | ABS-MBS |
| 8701 | Fannie Mae | 3138EJ5Q7 | Jun 2026 | 33,295 | $33K | 0.00% | ABS-MBS |
| 8702 | GMAC Mortgage Corporation Loan Trust | 36185MBG6 | Jun 2026 | 66,085 | $33K | 0.00% | ABS-MBS |
| 8703 | Fannie Mae | 31418DKC5 | Jun 2026 | 35,372 | $33K | 0.00% | ABS-MBS |
| 8704 | Freddie Mac | 31295MTT7 | Jun 2026 | 32,311 | $33K | 0.00% | ABS-MBS |
| 8705 | Freddie Mac | 3132D53K6 | Jun 2026 | 34,312 | $33K | 0.00% | ABS-MBS |
| 8706 | Freddie Mac | 3137AE3P8 | Jun 2026 | 344,577 | $33K | 0.00% | ABS-MBS |
| 8707 | Countrywide Home Loans | 12669FVD2 | Jun 2026 | 32,687 | $33K | 0.00% | ABS-MBS |
| 8708 | IndyMac INDX Mortgage Loan Trust | 45661HAE7 | Jun 2026 | 52,609 | $33K | 0.00% | ABS-MBS |
| 8709 | Freddie Mac | 3128MJW89 | Jun 2026 | 36,129 | $33K | 0.00% | ABS-MBS |
| 8710 | Freddie Mac | 3133C7EX1 | Jun 2026 | 32,242 | $33K | 0.00% | ABS-MBS |
| 8711 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $32K | 0.00% | DFE |
| 8712 | Freddie Mac | 31397KCA7 | Jun 2026 | 411,512 | $32K | 0.00% | ABS-MBS |
| 8713 | Fannie Mae | 31418CNV2 | Jun 2026 | 32,494 | $32K | 0.00% | ABS-MBS |
| 8714 | Countrywide Alternative Loan Trust | 12668AXL4 | Jun 2026 | 28,773 | $32K | 0.00% | ABS-MBS |
| 8715 | Fannie Mae | 3140N0TA3 | Jun 2026 | 31,169 | $32K | 0.00% | ABS-MBS |
| 8716 | IndyMac INDX Mortgage Loan Trust | 45660LLS6 | Jun 2026 | 40,369 | $32K | 0.00% | ABS-MBS |
| 8717 | Fannie Mae | 3140AX2H9 | Jun 2026 | 32,333 | $32K | 0.00% | ABS-MBS |
| 8718 | Park Place Securities Inc | 70069FLX3 | Jun 2026 | 31,700 | $32K | 0.00% | ABS-O |
| 8719 | Fannie Mae | 31418BRB4 | Jun 2026 | 32,428 | $32K | 0.00% | ABS-MBS |
| 8720 | GSR Mortgage Loan Trust | 36228FMM5 | Jun 2026 | 31,997 | $32K | 0.00% | ABS-MBS |
| 8721 | Fannie Mae | 3138XUVB5 | Jun 2026 | 33,131 | $32K | 0.00% | ABS-MBS |
| 8722 | Government National Mortgage Association | 3618N5ER6 | Jun 2026 | 35,255 | $32K | 0.00% | ABS-MBS |
| 8723 | Residential Funding Mtg Sec I | 74958YAE2 | Jun 2026 | 40,018 | $32K | 0.00% | ABS-MBS |
| 8724 | Fannie Mae | 3140F5DA8 | Jun 2026 | 34,438 | $32K | 0.00% | ABS-MBS |
| 8725 | Societe Generale SA | 000000000 | Jun 2026 | 1 | $32K | 0.00% | DFE |
| 8726 | Fannie Mae | 31418AFQ6 | Jun 2026 | 32,043 | $32K | 0.00% | ABS-MBS |
| 8727 | Freddie Mac | 3133CXL99 | Jun 2026 | 31,382 | $32K | 0.00% | ABS-MBS |
| 8728 | Credit Suisse Mortgage Trust | 12638PBQ1 | Jun 2026 | 39,729 | $32K | 0.00% | ABS-MBS |
| 8729 | JP Morgan Mortgage Trust | 46631NDZ9 | Jun 2026 | 75,472 | $32K | 0.00% | ABS-MBS |
| 8730 | Fannie Mae | 3140FUH76 | Jun 2026 | 32,988 | $31K | 0.00% | ABS-MBS |
| 8731 | Freddie Mac | 3128M9Z21 | Jun 2026 | 34,694 | $31K | 0.00% | ABS-MBS |
| 8732 | New Century Home Equity Loan Trust | 64352VEM9 | Jun 2026 | 34,329 | $31K | 0.00% | ABS-MBS |
| 8733 | Fannie Mae | 3140GQL53 | Jun 2026 | 32,815 | $31K | 0.00% | ABS-MBS |
| 8734 | Fannie Mae | 3138YBEX7 | Jun 2026 | 33,637 | $31K | 0.00% | ABS-MBS |
| 8735 | Freddie Mac | 3142K3DX3 | Jun 2026 | 31,795 | $31K | 0.00% | ABS-MBS |
| 8736 | Countrywide Alternative Loan Trust | 02148HAW1 | Jun 2026 | 74,978 | $31K | 0.00% | ABS-MBS |
| 8737 | Fannie Mae | 3140NEPR0 | Jun 2026 | 30,874 | $31K | 0.00% | ABS-MBS |
| 8738 | Intercontinental Exchange, Inc. | 000000000 | Jun 2026 | 2,700,000 | $31K | 0.00% | DCR |
| 8739 | Fannie Mae | 3138WCQG1 | Jun 2026 | 32,515 | $31K | 0.00% | ABS-MBS |
| 8740 | Fannie Mae | 3140FAH62 | Jun 2026 | 31,255 | $31K | 0.00% | ABS-MBS |
| 8741 | Fannie Mae | 3140Q74T1 | Jun 2026 | 33,569 | $31K | 0.00% | ABS-MBS |
| 8742 | Fannie Mae | 3140EB4Z1 | Jun 2026 | 34,471 | $31K | 0.00% | ABS-MBS |
| 8743 | Fannie Mae | 31418EJ84 | Jun 2026 | 30,400 | $31K | 0.00% | ABS-MBS |
| 8744 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $31K | 0.00% | DFE |
| 8745 | Banc of America Funding Corporation | 059522AV4 | Jun 2026 | 34,877 | $31K | 0.00% | ABS-MBS |
| 8746 | Freddie Mac | 3132WPBD8 | Jun 2026 | 33,103 | $31K | 0.00% | ABS-MBS |
| 8747 | Countrywide Home Loans | 12669GHG9 | Jun 2026 | 30,507 | $30K | 0.00% | ABS-MBS |
| 8748 | Fannie Mae | 3140GWRC9 | Jun 2026 | 32,698 | $30K | 0.00% | ABS-MBS |
| 8749 | Fannie Mae | 31418CCJ1 | Jun 2026 | 32,846 | $30K | 0.00% | ABS-MBS |
| 8750 | Government National Mortgage Association | 36179TE35 | Jun 2026 | 30,946 | $30K | 0.00% | ABS-MBS |
| 8751 | Fannie Mae | 3140Q72L0 | Jun 2026 | 31,665 | $30K | 0.00% | ABS-MBS |
| 8752 | Fannie Mae | 3138WFYT7 | Jun 2026 | 31,750 | $30K | 0.00% | ABS-MBS |
| 8753 | CFCRE Commercial Mortgage Trust | 12532ABD0 | Jun 2026 | 82,902,262 | $30K | 0.00% | ABS-MBS |
| 8754 | Citibank NA | 000000000 | Jun 2026 | 1 | $30K | 0.00% | DFE |
| 8755 | WAMU Mortgage Pass-Through Certificates | 93362FAD5 | Jun 2026 | 31,888 | $30K | 0.00% | ABS-MBS |
| 8756 | WAMU Mortgage Pass-Through Certificates | 9393357P4 | Jun 2026 | 30,626 | $30K | 0.00% | ABS-MBS |
| 8757 | Fannie Mae | 31396PT92 | Jun 2026 | 422,272 | $30K | 0.00% | ABS-MBS |
| 8758 | GSR Mortgage Loan Trust | 362669AS2 | Jun 2026 | 134,275 | $30K | 0.00% | ABS-MBS |
| 8759 | Fannie Mae | 3138LTX29 | Jun 2026 | 30,022 | $30K | 0.00% | ABS-MBS |
| 8760 | Deutsche Bank AG | 000000000 | Jun 2026 | 37,730,984 | $30K | 0.00% | DCR |
| 8761 | Deutsche Alt-A Securities INC Mortgage Loan Trust | 251510HN6 | Jun 2026 | 13,168 | $30K | 0.00% | ABS-MBS |
| 8762 | Fannie Mae | 3140FP6V6 | Jun 2026 | 32,015 | $30K | 0.00% | ABS-MBS |
| 8763 | Fannie Mae | 3138WDUJ8 | Jun 2026 | 30,950 | $30K | 0.00% | ABS-MBS |
| 8764 | Mellon Residential Funding Corporation | 585525FC7 | Jun 2026 | 30,247 | $30K | 0.00% | ABS-MBS |
| 8765 | Government National Mortgage Association | 38378JJZ6 | Jun 2026 | 217,290 | $30K | 0.00% | ABS-MBS |
| 8766 | Fannie Mae | 3140F8CP0 | Jun 2026 | 31,010 | $29K | 0.00% | ABS-MBS |
| 8767 | Fannie Mae | 3138XQM65 | Jun 2026 | 30,000 | $29K | 0.00% | ABS-MBS |
| 8768 | Freddie Mac | 3132A5GU3 | Jun 2026 | 34,068 | $29K | 0.00% | ABS-MBS |
| 8769 | Deutsche Bank AG | 000000000 | Jun 2026 | 1 | $29K | 0.00% | DFE |
| 8770 | Fannie Mae | 3140FGU72 | Jun 2026 | 31,552 | $29K | 0.00% | ABS-MBS |
| 8771 | Freddie Mac | 3132XSLZ1 | Jun 2026 | 30,638 | $29K | 0.00% | ABS-MBS |
| 8772 | Fannie Mae | 31398RNF8 | Jun 2026 | 339,229 | $29K | 0.00% | ABS-MBS |
| 8773 | Fannie Mae | 3140FNU85 | Jun 2026 | 30,412 | $29K | 0.00% | ABS-MBS |
| 8774 | Fannie Mae | 3140E83A4 | Jun 2026 | 29,740 | $29K | 0.00% | ABS-MBS |
| 8775 | Fannie Mae | 3140JM4J8 | Jun 2026 | 30,272 | $29K | 0.00% | ABS-MBS |
| 8776 | Morgan Stanley Mortgage Loan Trust | 61748HPM7 | Jun 2026 | 33,637 | $29K | 0.00% | ABS-MBS |
| 8777 | Citibank NA | 000000000 | Jun 2026 | 6,100,000 | $29K | 0.00% | DCR |
| 8778 | Freddie Mac | 3142GQGM8 | Jun 2026 | 27,560 | $29K | 0.00% | ABS-MBS |
| 8779 | Bear Stearns Alt-A Trust | 07386HFE6 | Jun 2026 | 29,841 | $29K | 0.00% | ABS-MBS |
| 8780 | Freddie Mac | 3133BTAR1 | Jun 2026 | 27,879 | $29K | 0.00% | ABS-MBS |
| 8781 | Fannie Mae | 3140XTAH4 | Jun 2026 | 28,658 | $29K | 0.00% | ABS-MBS |
| 8782 | Freddie Mac | 3132QPFU3 | Jun 2026 | 31,559 | $28K | 0.00% | ABS-MBS |
| 8783 | Fannie Mae | 3138EEBP3 | Jun 2026 | 28,604 | $28K | 0.00% | ABS-MBS |
| 8784 | Freddie Mac | 3132A77B1 | Jun 2026 | 28,988 | $28K | 0.00% | ABS-MBS |
| 8785 | Fannie Mae | 3138WHKY7 | Jun 2026 | 29,772 | $28K | 0.00% | ABS-MBS |
| 8786 | MLCC Mortgage Investors Inc | 59020UTB1 | Jun 2026 | 28,582 | $28K | 0.00% | ABS-MBS |
| 8787 | Fannie Mae | 31418EL57 | Jun 2026 | 27,437 | $28K | 0.00% | ABS-MBS |
| 8788 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $28K | 0.00% | DFE |
| 8789 | Fannie Mae | 3140AHVW9 | Jun 2026 | 28,578 | $28K | 0.00% | ABS-MBS |
| 8790 | Fannie Mae | 31418DEL2 | Jun 2026 | 29,422 | $28K | 0.00% | ABS-MBS |
| 8791 | Freddie Mac | 3132WK6R4 | Jun 2026 | 30,300 | $28K | 0.00% | ABS-MBS |
| 8792 | Fannie Mae | 3140F8UP0 | Jun 2026 | 29,588 | $28K | 0.00% | ABS-MBS |
| 8793 | Fannie Mae | 3140GU2H9 | Jun 2026 | 30,397 | $28K | 0.00% | ABS-MBS |
| 8794 | Fannie Mae | 3138XQCX7 | Jun 2026 | 29,086 | $28K | 0.00% | ABS-MBS |
| 8795 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $28K | 0.00% | DFE |
| 8796 | Bear Stearns Adjustable Rate Mortgage Trust | 07387AGC3 | Jun 2026 | 28,968 | $28K | 0.00% | ABS-MBS |
| 8797 | Fannie Mae | 3140GRAU8 | Jun 2026 | 29,378 | $28K | 0.00% | ABS-MBS |
| 8798 | EMC Mortgage Loan Trust | 268668CJ7 | Jun 2026 | 27,937 | $28K | 0.00% | ABS-MBS |
| 8799 | Centex Home Equity | 152314DR8 | Jun 2026 | 29,727 | $28K | 0.00% | ABS-MBS |
| 8800 | Residential Asset Mortgage Products, INC. | 760985W80 | Jun 2026 | 32,177 | $28K | 0.00% | ABS-MBS |
| 8801 | Freddie Mac | 3128MJYM6 | Jun 2026 | 30,914 | $28K | 0.00% | ABS-MBS |
| 8802 | Freddie Mac | 3132A7QS3 | Jun 2026 | 28,075 | $28K | 0.00% | ABS-MBS |
| 8803 | Fannie Mae | 3138EJT81 | Jun 2026 | 28,618 | $28K | 0.00% | ABS-MBS |
| 8804 | Fannie Mae | 3140Q8E50 | Jun 2026 | 30,015 | $28K | 0.00% | ABS-MBS |
| 8805 | MASTR Seasoned Securitization Trust | 55265WCK7 | Jun 2026 | 28,356 | $28K | 0.00% | ABS-MBS |
| 8806 | Goldman Sachs International | 000000000 | Jun 2026 | 6,800,000 | $28K | 0.00% | DCR |
| 8807 | Fannie Mae | 3138ERJ43 | Jun 2026 | 28,889 | $28K | 0.00% | ABS-MBS |
| 8808 | MASTR Adjustable Rate Mortgages Trust | 576433BM7 | Jun 2026 | 27,724 | $28K | 0.00% | ABS-MBS |
| 8809 | Fannie Mae | 3138EMYK1 | Jun 2026 | 28,075 | $28K | 0.00% | ABS-MBS |
| 8810 | Fannie Mae | 3140B6ZS7 | Jun 2026 | 27,868 | $27K | 0.00% | ABS-MBS |
| 8811 | Countrywide Asset-Backed Certificates | 126673KY7 | Jun 2026 | 18,386 | $27K | 0.00% | ABS-O |
| 8812 | Freddie Mac | 31337BA46 | Jun 2026 | 26,546 | $27K | 0.00% | ABS-MBS |
| 8813 | Freddie Mac | 3133KYSZ3 | Jun 2026 | 30,291 | $27K | 0.00% | ABS-MBS |
| 8814 | Fannie Mae | 31394EWH7 | Jun 2026 | 437,580 | $27K | 0.00% | ABS-MBS |
| 8815 | MASTR Adjustable Rate Mortgages Trust | 576433UQ7 | Jun 2026 | 28,271 | $27K | 0.00% | ABS-MBS |
| 8816 | Freddie Mac | 31426LSK1 | Jun 2026 | 27,016 | $27K | 0.00% | ABS-MBS |
| 8817 | Fannie Mae | 3140FFQ87 | Jun 2026 | 31,673 | $27K | 0.00% | ABS-MBS |
| 8818 | Fannie Mae | 31417YDA2 | Jun 2026 | 27,190 | $27K | 0.00% | ABS-MBS |
| 8819 | Freddie Mac | 31426FZ75 | Jun 2026 | 27,499 | $27K | 0.00% | ABS-MBS |
| 8820 | Structured Asset Mortgage Investments Inc | 86360KAZ1 | Jun 2026 | 149,091 | $27K | 0.00% | ABS-MBS |
| 8821 | Fannie Mae | 3138Y9DH8 | Jun 2026 | 28,274 | $27K | 0.00% | ABS-MBS |
| 8822 | Fannie Mae | 3138WJEN4 | Jun 2026 | 28,116 | $27K | 0.00% | ABS-MBS |
| 8823 | Fannie Mae | 3140FQXM4 | Jun 2026 | 28,064 | $27K | 0.00% | ABS-MBS |
| 8824 | Fannie Mae | 3140F9QQ1 | Jun 2026 | 28,058 | $27K | 0.00% | ABS-MBS |
| 8825 | Fannie Mae | 3138ENXA2 | Jun 2026 | 27,245 | $27K | 0.00% | ABS-MBS |
| 8826 | Deutsche Bank AG | 000000000 | Jun 2026 | 1 | $27K | 0.00% | DFE |
| 8827 | Fannie Mae | 3138WHY48 | Jun 2026 | 28,793 | $27K | 0.00% | ABS-MBS |
| 8828 | Fannie Mae | 3138WGDL5 | Jun 2026 | 27,896 | $27K | 0.00% | ABS-MBS |
| 8829 | Centex Home Equity | 152314KR0 | Jun 2026 | 26,992 | $27K | 0.00% | ABS-MBS |
| 8830 | Fannie Mae | 3140F1DU3 | Jun 2026 | 27,772 | $26K | 0.00% | ABS-MBS |
| 8831 | Fannie Mae | 3140NDQJ9 | Jun 2026 | 26,186 | $26K | 0.00% | ABS-MBS |
| 8832 | MLCC Mortgage Investors Inc | 59020UBW4 | Jun 2026 | 28,928 | $26K | 0.00% | ABS-MBS |
| 8833 | Banco Santander SA | 000000000 | Jun 2026 | 1 | $26K | 0.00% | DFE |
| 8834 | Barclays Mortgage Loan Trust | 06746DAH0 | Jun 2026 | 27,153 | $26K | 0.00% | ABS-MBS |
| 8835 | Freddie Mac | 31397ERL1 | Jun 2026 | 324,475 | $26K | 0.00% | ABS-MBS |
| 8836 | Residential Accredit Loans, Inc. | 74923HAE1 | Jun 2026 | 152,740 | $26K | 0.00% | ABS-MBS |
| 8837 | Fannie Mae | 3140A0QS1 | Jun 2026 | 25,207 | $26K | 0.00% | ABS-MBS |
| 8838 | Freddie Mac | 3131XT3M0 | Jun 2026 | 27,335 | $26K | 0.00% | ABS-MBS |
| 8839 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $26K | 0.00% | DFE |
| 8840 | Countrywide Home Loans | 12544RAB4 | Jun 2026 | 66,286 | $26K | 0.00% | ABS-MBS |
| 8841 | Fannie Mae | 31418DLP5 | Jun 2026 | 28,644 | $26K | 0.00% | ABS-MBS |
| 8842 | Fannie Mae | 3140XBMU1 | Jun 2026 | 26,275 | $26K | 0.00% | ABS-MBS |
| 8843 | Structured Asset Securities Corporation | 86359ARE5 | Jun 2026 | 26,303 | $26K | 0.00% | ABS-MBS |
| 8844 | Fannie Mae | 3138WDY39 | Jun 2026 | 26,353 | $26K | 0.00% | ABS-MBS |
| 8845 | Freddie Mac | 3132D54V1 | Jun 2026 | 27,032 | $26K | 0.00% | ABS-MBS |
| 8846 | Morgan Stanley Mortgage Loan Trust | 61748HYD7 | Jun 2026 | 37,110 | $26K | 0.00% | ABS-MBS |
| 8847 | Fannie Mae | 31359X3X5 | Jun 2026 | 24,431 | $26K | 0.00% | ABS-MBS |
| 8848 | Credit-Based Asset Servicing and Securitization | 12465MAA2 | Jun 2026 | 55,617 | $26K | 0.00% | ABS-O |
| 8849 | Fannie Mae | 3140J5NB1 | Jun 2026 | 26,055 | $26K | 0.00% | ABS-MBS |
| 8850 | Freddie Mac | 3133TPN54 | Jun 2026 | 24,539 | $26K | 0.00% | ABS-MBS |
| 8851 | Fannie Mae | 3140QPKX4 | Jun 2026 | 27,171 | $26K | 0.00% | ABS-MBS |
| 8852 | Banc of America Funding Corporation | 058931BL9 | Jun 2026 | 27,725 | $25K | 0.00% | ABS-MBS |
| 8853 | Fannie Mae | 3140FUNM6 | Jun 2026 | 25,999 | $25K | 0.00% | ABS-MBS |
| 8854 | Countrywide Alternative Loan Trust | 12667GJ20 | Jun 2026 | 37,958 | $25K | 0.00% | ABS-MBS |
| 8855 | Countrywide Alternative Loan Trust | 02147LAA1 | Jun 2026 | 48,672 | $25K | 0.00% | ABS-MBS |
| 8856 | Fannie Mae | 3138YN7G6 | Jun 2026 | 27,219 | $25K | 0.00% | ABS-MBS |
| 8857 | Fannie Mae | 31418EYY0 | Jun 2026 | 23,822 | $25K | 0.00% | ABS-MBS |
| 8858 | Fannie Mae | 3138WBF26 | Jun 2026 | 25,684 | $25K | 0.00% | ABS-MBS |
| 8859 | Fannie Mae | 3140EBHR5 | Jun 2026 | 25,704 | $25K | 0.00% | ABS-MBS |
| 8860 | Small Business Administration Participation Certs | 83162CRS4 | Jun 2026 | 25,070 | $25K | 0.00% | ABS-O |
| 8861 | Fannie Mae | 3138YGJH6 | Jun 2026 | 26,314 | $25K | 0.00% | ABS-MBS |
| 8862 | GSR Mortgage Loan Trust | 36242DVK6 | Jun 2026 | 26,597 | $25K | 0.00% | ABS-MBS |
| 8863 | DSLA Mortgage Loan Trust | 23332UAS3 | Jun 2026 | 26,753 | $25K | 0.00% | ABS-MBS |
| 8864 | Fannie Mae | 3140FSBZ5 | Jun 2026 | 27,031 | $25K | 0.00% | ABS-MBS |
| 8865 | Barclays Bank PLC | 000000000 | Jun 2026 | 1 | $25K | 0.00% | DFE |
| 8866 | Fannie Mae | 3140QETF9 | Jun 2026 | 26,184 | $25K | 0.00% | ABS-MBS |
| 8867 | Fannie Mae | 31398G7B9 | Jun 2026 | 359,591 | $25K | 0.00% | ABS-MBS |
| 8868 | Countrywide Home Loans | 12669FBR3 | Jun 2026 | 24,262 | $25K | 0.00% | ABS-MBS |
| 8869 | Citibank NA | 000000000 | Jun 2026 | 1 | $25K | 0.00% | DFE |
| 8870 | Fannie Mae | 3140H6QZ5 | Jun 2026 | 26,801 | $25K | 0.00% | ABS-MBS |
| 8871 | Government National Mortgage Association | 36179WG51 | Jun 2026 | 26,994 | $25K | 0.00% | ABS-MBS |
| 8872 | Fannie Mae | 3140FTNK3 | Jun 2026 | 25,942 | $25K | 0.00% | ABS-MBS |
| 8873 | Fannie Mae | 3140N7HZ6 | Jun 2026 | 23,865 | $25K | 0.00% | ABS-MBS |
| 8874 | Countrywide Home Loans | 12544VAB5 | Jun 2026 | 54,593 | $24K | 0.00% | ABS-MBS |
| 8875 | Fannie Mae | 3140W4UY1 | Jun 2026 | 24,862 | $24K | 0.00% | ABS-MBS |
| 8876 | Bear Stearns Alt-A Trust | 07387QAX8 | Jun 2026 | 25,577 | $24K | 0.00% | ABS-MBS |
| 8877 | Fannie Mae | 3138WJQZ4 | Jun 2026 | 26,292 | $24K | 0.00% | ABS-MBS |
| 8878 | Citibank NA | 000000000 | Jun 2026 | 1 | $24K | 0.00% | DFE |
| 8879 | First Horizon Alternative Mortgage Securities | 32052WAH2 | Jun 2026 | 79,248 | $24K | 0.00% | ABS-MBS |
| 8880 | Bear Stearns Alt-A Trust | 07386HGG0 | Jun 2026 | 24,269 | $24K | 0.00% | ABS-MBS |
| 8881 | Fannie Mae | 3140E2E23 | Jun 2026 | 25,945 | $24K | 0.00% | ABS-MBS |
| 8882 | Fannie Mae | 3140E5EA8 | Jun 2026 | 25,295 | $24K | 0.00% | ABS-MBS |
| 8883 | Wells Fargo Mortgage Backed Securities Trust | 94982XAE2 | Jun 2026 | 29,359 | $24K | 0.00% | ABS-MBS |
| 8884 | Fannie Mae | 3138A8C61 | Jun 2026 | 24,782 | $24K | 0.00% | ABS-MBS |
| 8885 | Structured Asset Securities Corporation | 86359BEK3 | Jun 2026 | 24,558 | $24K | 0.00% | ABS-MBS |
| 8886 | Fannie Mae | 3140JASC3 | Jun 2026 | 26,196 | $24K | 0.00% | ABS-MBS |
| 8887 | Fannie Mae | 31418EJ76 | Jun 2026 | 24,128 | $24K | 0.00% | ABS-MBS |
| 8888 | Freddie Mac | 3128HDX87 | Jun 2026 | 23,632 | $24K | 0.00% | ABS-MBS |
| 8889 | Fannie Mae | 31418DNX6 | Jun 2026 | 24,658 | $24K | 0.00% | ABS-MBS |
| 8890 | Freddie Mac | 3132DPAT5 | Jun 2026 | 25,274 | $24K | 0.00% | ABS-MBS |
| 8891 | Fannie Mae | 31396PMQ1 | Jun 2026 | 221,761 | $24K | 0.00% | ABS-MBS |
| 8892 | Fannie Mae | 31418B3T1 | Jun 2026 | 25,602 | $24K | 0.00% | ABS-MBS |
| 8893 | Fannie Mae | 3140J8NG4 | Jun 2026 | 24,980 | $24K | 0.00% | ABS-MBS |
| 8894 | Fannie Mae | 31394V6K1 | Jun 2026 | 371,160 | $24K | 0.00% | ABS-MBS |
| 8895 | Fannie Mae | 3140NEEJ0 | Jun 2026 | 23,385 | $24K | 0.00% | ABS-MBS |
| 8896 | LCH Ltd. | 000000000 | Jun 2026 | 6,300,000 | $24K | 0.00% | DIR |
| 8897 | Fannie Mae | 3140QCW28 | Jun 2026 | 25,746 | $23K | 0.00% | ABS-MBS |
| 8898 | Barclays Bank PLC | 000000000 | Jun 2026 | 1 | $23K | 0.00% | DFE |
| 8899 | Fannie Mae | 3138YV4G1 | Jun 2026 | 24,348 | $23K | 0.00% | ABS-MBS |
| 8900 | WAMU Mortgage Pass-Through Certificates | 92925GAD5 | Jun 2026 | 25,666 | $23K | 0.00% | ABS-MBS |
| 8901 | Fannie Mae | 3140X6WD9 | Jun 2026 | 23,568 | $23K | 0.00% | ABS-MBS |
| 8902 | Fannie Mae | 3138Y14K8 | Jun 2026 | 24,178 | $23K | 0.00% | ABS-MBS |
| 8903 | Fannie Mae | 3140X4PG5 | Jun 2026 | 23,668 | $23K | 0.00% | ABS-MBS |
| 8904 | WAMU Mortgage Pass-Through Certificates | 93364AAD4 | Jun 2026 | 27,155 | $23K | 0.00% | ABS-MBS |
| 8905 | Fannie Mae | 3140NAJP9 | Jun 2026 | 22,903 | $23K | 0.00% | ABS-MBS |
| 8906 | Fannie Mae | 3140GS7L0 | Jun 2026 | 24,852 | $23K | 0.00% | ABS-MBS |
| 8907 | Countrywide Alternative Loan Trust | 021468AB9 | Jun 2026 | 58,862 | $23K | 0.00% | ABS-MBS |
| 8908 | Fannie Mae | 3140F9R80 | Jun 2026 | 23,893 | $23K | 0.00% | ABS-MBS |
| 8909 | Government National Mortgage Association | 36179RS91 | Jun 2026 | 24,748 | $23K | 0.00% | ABS-MBS |
| 8910 | Fannie Mae | 3140FN3X0 | Jun 2026 | 24,712 | $23K | 0.00% | ABS-MBS |
| 8911 | Fannie Mae | 3138XBX90 | Jun 2026 | 23,605 | $23K | 0.00% | ABS-MBS |
| 8912 | Freddie Mac | 3132QSLZ9 | Jun 2026 | 25,202 | $23K | 0.00% | ABS-MBS |
| 8913 | Fannie Mae | 31418B6H4 | Jun 2026 | 24,377 | $23K | 0.00% | ABS-MBS |
| 8914 | Freddie Mac | 31427PDH4 | Jun 2026 | 22,690 | $22K | 0.00% | ABS-MBS |
| 8915 | WAMU Mortgage Pass-Through Certificates | 929227ZT6 | Jun 2026 | 22,644 | $22K | 0.00% | ABS-MBS |
| 8916 | Fannie Mae | 3140FHHU4 | Jun 2026 | 24,226 | $22K | 0.00% | ABS-MBS |
| 8917 | Fannie Mae | 3138WVCP4 | Jun 2026 | 23,190 | $22K | 0.00% | ABS-MBS |
| 8918 | Countrywide Alternative Loan Trust | 12668BFE8 | Jun 2026 | 41,089 | $22K | 0.00% | ABS-MBS |
| 8919 | Fannie Mae | 3140FMTU0 | Jun 2026 | 24,041 | $22K | 0.00% | ABS-MBS |
| 8920 | Fannie Mae | 3140J9QR5 | Jun 2026 | 24,949 | $22K | 0.00% | ABS-MBS |
| 8921 | Fannie Mae | 31418DLM2 | Jun 2026 | 23,280 | $22K | 0.00% | ABS-MBS |
| 8922 | Washington Mutual Mortgage Pass-Through CTFS | 9393366F5 | Jun 2026 | 24,037 | $22K | 0.00% | ABS-MBS |
| 8923 | Bear Stearns Asset Backed Securities Trust | 07384YMA1 | Jun 2026 | 17,425 | $22K | 0.00% | ABS-MBS |
| 8924 | Freddie Mac | 3133BYBL2 | Jun 2026 | 21,573 | $22K | 0.00% | ABS-MBS |
| 8925 | Freddie Mac | 31329PX73 | Jun 2026 | 23,304 | $22K | 0.00% | ABS-MBS |
| 8926 | Fannie Mae | 31398FR45 | Jun 2026 | 291,281 | $22K | 0.00% | ABS-MBS |
| 8927 | JP Morgan Mortgage Trust | 466247QP1 | Jun 2026 | 25,839 | $22K | 0.00% | ABS-MBS |
| 8928 | Structured Adjustable Rate Mortgage Loan Trust | 863579PF9 | Jun 2026 | 24,212 | $22K | 0.00% | ABS-MBS |
| 8929 | Countrywide Home Loans | 12669FNP4 | Jun 2026 | 22,792 | $22K | 0.00% | ABS-MBS |
| 8930 | Banc of America Funding Corporation | 058928AN2 | Jun 2026 | 24,685 | $22K | 0.00% | ABS-MBS |
| 8931 | Fannie Mae | 3140FVHZ2 | Jun 2026 | 22,192 | $22K | 0.00% | ABS-MBS |
| 8932 | Fannie Mae | 31417DCK7 | Jun 2026 | 21,882 | $22K | 0.00% | ABS-MBS |
| 8933 | Fannie Mae | 3140GNGS6 | Jun 2026 | 22,814 | $22K | 0.00% | ABS-MBS |
| 8934 | Fannie Mae | 3140QGTB3 | Jun 2026 | 22,985 | $22K | 0.00% | ABS-MBS |
| 8935 | Freddie Mac | 3131WNTY0 | Jun 2026 | 21,870 | $22K | 0.00% | ABS-MBS |
| 8936 | EMC Mortgage Loan Trust | 268668AA8 | Jun 2026 | 21,822 | $22K | 0.00% | ABS-MBS |
| 8937 | Fannie Mae | 3138WER92 | Jun 2026 | 23,300 | $22K | 0.00% | ABS-MBS |
| 8938 | Fannie Mae | 31397NKC8 | Jun 2026 | 234,575 | $22K | 0.00% | ABS-MBS |
| 8939 | Fannie Mae | 3138WJPS1 | Jun 2026 | 22,673 | $22K | 0.00% | ABS-MBS |
| 8940 | Fannie Mae | 3138ELFD0 | Jun 2026 | 21,711 | $22K | 0.00% | ABS-MBS |
| 8941 | Fannie Mae | 3138WDT27 | Jun 2026 | 22,468 | $21K | 0.00% | ABS-MBS |
| 8942 | Bear Stearns Adjustable Rate Mortgage Trust | 07387AGZ2 | Jun 2026 | 22,096 | $21K | 0.00% | ABS-MBS |
| 8943 | Fannie Mae | 3140Q9MQ3 | Jun 2026 | 21,884 | $21K | 0.00% | ABS-MBS |
| 8944 | Freddie Mac | 3132DPFF0 | Jun 2026 | 22,707 | $21K | 0.00% | ABS-MBS |
| 8945 | GreenPoint Mortgage Funding Trust | 39538WEA2 | Jun 2026 | 21,876 | $21K | 0.00% | ABS-MBS |
| 8946 | Freddie Mac | 31329LEU2 | Jun 2026 | 21,390 | $21K | 0.00% | ABS-MBS |
| 8947 | Bayview Commercial Asset Trust | 07325KAA6 | Jun 2026 | 22,086 | $21K | 0.00% | ABS-MBS |
| 8948 | GSR Mortgage Loan Trust | 3622MPAA6 | Jun 2026 | 36,012 | $21K | 0.00% | ABS-MBS |
| 8949 | Fannie Mae | 3140F1ZN5 | Jun 2026 | 22,223 | $21K | 0.00% | ABS-MBS |
| 8950 | Morgan Stanley Mortgage Loan Trust | 61748HMR9 | Jun 2026 | 61,731 | $21K | 0.00% | ABS-MBS |
| 8951 | Fannie Mae | 3138WDKE0 | Jun 2026 | 22,083 | $21K | 0.00% | ABS-MBS |
| 8952 | Freddie Mac | 3133CSNA5 | Jun 2026 | 21,003 | $21K | 0.00% | ABS-MBS |
| 8953 | Fannie Mae | 3138Y2C68 | Jun 2026 | 22,084 | $21K | 0.00% | ABS-MBS |
| 8954 | Fannie Mae | 3138YSBP0 | Jun 2026 | 22,033 | $21K | 0.00% | ABS-MBS |
| 8955 | Fannie Mae | 3138MAK80 | Jun 2026 | 22,466 | $21K | 0.00% | ABS-MBS |
| 8956 | Fannie Mae | 3138XEG44 | Jun 2026 | 21,280 | $21K | 0.00% | ABS-MBS |
| 8957 | Fannie Mae | 3138WDT43 | Jun 2026 | 21,897 | $21K | 0.00% | ABS-MBS |
| 8958 | JP Morgan Mortgage Trust | 466247WK5 | Jun 2026 | 21,614 | $21K | 0.00% | ABS-MBS |
| 8959 | Government National Mortgage Association | 36179YU28 | Jun 2026 | 23,005 | $21K | 0.00% | ABS-MBS |
| 8960 | Countrywide Alternative Loan Trust | 12667FXN0 | Jun 2026 | 20,528 | $21K | 0.00% | ABS-MBS |
| 8961 | Fannie Mae | 31418BC20 | Jun 2026 | 21,590 | $21K | 0.00% | ABS-MBS |
| 8962 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $21K | 0.00% | DFE |
| 8963 | Fannie Mae | 3138EKU60 | Jun 2026 | 20,847 | $21K | 0.00% | ABS-MBS |
| 8964 | Impac CMB Trust | 45254NPJ0 | Jun 2026 | 21,596 | $21K | 0.00% | ABS-MBS |
| 8965 | Freddie Mac | 3132WF4C0 | Jun 2026 | 22,793 | $20K | 0.00% | ABS-MBS |
| 8966 | Freddie Mac | 3133KQBC9 | Jun 2026 | 20,154 | $20K | 0.00% | ABS-MBS |
| 8967 | Structured Adjustable Rate Mortgage Loan Trust | 863579B49 | Jun 2026 | 21,942 | $20K | 0.00% | ABS-MBS |
| 8968 | Freddie Mac | 3132A73K5 | Jun 2026 | 20,548 | $20K | 0.00% | ABS-MBS |
| 8969 | Fannie Mae | 31417DCU5 | Jun 2026 | 20,577 | $20K | 0.00% | ABS-MBS |
| 8970 | Fannie Mae | 3138YHZD5 | Jun 2026 | 20,800 | $20K | 0.00% | ABS-MBS |
| 8971 | Fannie Mae | 31417BPM3 | Jun 2026 | 20,477 | $20K | 0.00% | ABS-MBS |
| 8972 | Fannie Mae | 3138WHKE1 | Jun 2026 | 21,202 | $20K | 0.00% | ABS-MBS |
| 8973 | Freddie Mac | 31426GNX9 | Jun 2026 | 19,927 | $20K | 0.00% | ABS-MBS |
| 8974 | Wachovia Mortgage Loan Trust, LLC | 92977YBR1 | Jun 2026 | 20,816 | $20K | 0.00% | ABS-MBS |
| 8975 | Fannie Mae | 3140H22V9 | Jun 2026 | 21,146 | $20K | 0.00% | ABS-MBS |
| 8976 | Fannie Mae | 3140FSF73 | Jun 2026 | 20,560 | $20K | 0.00% | ABS-MBS |
| 8977 | Residential Mortgage Securities | 000000000 | Jun 2026 | 950,000 | $20K | 0.00% | ABS-MBS |
| 8978 | Camber | 13189MAB3 | Jun 2026 | 198,149,038 | $20K | 0.00% | ABS-CBDO |
| 8979 | Merrill Lynch Mortgage Investors Trust | 59020UAB1 | Jun 2026 | 20,727 | $20K | 0.00% | ABS-MBS |
| 8980 | Merrill Lynch Mortgage Investors Trust | 59020UH32 | Jun 2026 | 25,353 | $20K | 0.00% | ABS-MBS |
| 8981 | First Horizon Mortgage Pass-Through Trust | 32051GQL2 | Jun 2026 | 30,497 | $20K | 0.00% | ABS-MBS |
| 8982 | Fannie Mae | 3140FTWA5 | Jun 2026 | 20,760 | $20K | 0.00% | ABS-MBS |
| 8983 | Structured Asset Securities Corporation | 863576AH7 | Jun 2026 | 21,000 | $20K | 0.00% | ABS-MBS |
| 8984 | JP Morgan Mortgage Trust | 466247NK5 | Jun 2026 | 19,859 | $20K | 0.00% | ABS-MBS |
| 8985 | Morgan Stanley Mortgage Loan Trust | 61748HEE7 | Jun 2026 | 19,615 | $20K | 0.00% | ABS-MBS |
| 8986 | Freddie Mac | 31349TC33 | Jun 2026 | 19,172 | $20K | 0.00% | ABS-MBS |
| 8987 | Fannie Mae | 3140K44Y3 | Jun 2026 | 20,642 | $20K | 0.00% | ABS-MBS |
| 8988 | Fannie Mae | 3140F3P44 | Jun 2026 | 20,609 | $20K | 0.00% | ABS-MBS |
| 8989 | Merrill Lynch Mortgage Investors Trust | 589929W53 | Jun 2026 | 19,941 | $20K | 0.00% | ABS-MBS |
| 8990 | Fannie Mae | 3140F7PF0 | Jun 2026 | 20,404 | $19K | 0.00% | ABS-MBS |
| 8991 | Fannie Mae | 3138ENTX7 | Jun 2026 | 19,603 | $19K | 0.00% | ABS-MBS |
| 8992 | Fannie Mae | 3140GWGD9 | Jun 2026 | 20,895 | $19K | 0.00% | ABS-MBS |
| 8993 | Bank of America NA | 000000000 | Jun 2026 | 1 | $19K | 0.00% | DFE |
| 8994 | Citibank NA | 000000000 | Jun 2026 | 1 | $19K | 0.00% | DFE |
| 8995 | Fannie Mae | 31418CFE9 | Jun 2026 | 20,888 | $19K | 0.00% | ABS-MBS |
| 8996 | Fannie Mae | 3138WESE0 | Jun 2026 | 20,107 | $19K | 0.00% | ABS-MBS |
| 8997 | Freddie Mac | 3131XYM71 | Jun 2026 | 20,053 | $19K | 0.00% | ABS-MBS |
| 8998 | Fannie Mae | 3138EKY74 | Jun 2026 | 19,627 | $19K | 0.00% | ABS-MBS |
| 8999 | Freddie Mac | 31329KYT5 | Jun 2026 | 19,985 | $19K | 0.00% | ABS-MBS |
| 9000 | Freddie Mac | 3131XWF24 | Jun 2026 | 19,742 | $19K | 0.00% | ABS-MBS |
| 9001 | Fannie Mae | 3140H74A2 | Jun 2026 | 20,045 | $19K | 0.00% | ABS-MBS |
| 9002 | MASTR Adjustable Rate Mortgages Trust | 576433QQ2 | Jun 2026 | 20,286 | $19K | 0.00% | ABS-MBS |
| 9003 | Citibank NA | 000000000 | Jun 2026 | 1 | $19K | 0.00% | DFE |
| 9004 | Fannie Mae | 3138AEYD9 | Jun 2026 | 19,362 | $19K | 0.00% | ABS-MBS |
| 9005 | Fannie Mae | 3140EVWN3 | Jun 2026 | 19,827 | $19K | 0.00% | ABS-MBS |
| 9006 | Morgan Stanley Mortgage Loan Trust | 61748HLF6 | Jun 2026 | 29,731 | $19K | 0.00% | ABS-MBS |
| 9007 | Thornburg Mortgage Securities Trust | 885220ET6 | Jun 2026 | 19,168 | $19K | 0.00% | ABS-MBS |
| 9008 | Bear Stearns Alt-A Trust | 07386HLE9 | Jun 2026 | 18,868 | $19K | 0.00% | ABS-MBS |
| 9009 | GSR Mortgage Loan Trust | 36242DBJ1 | Jun 2026 | 19,827 | $19K | 0.00% | ABS-MBS |
| 9010 | Adjustable Rate Mortgage Trust | 007036QK5 | Jun 2026 | 23,035 | $19K | 0.00% | ABS-MBS |
| 9011 | GSR Mortgage Loan Trust | 36242DH71 | Jun 2026 | 19,571 | $19K | 0.00% | ABS-MBS |
| 9012 | Fannie Mae | 3140GS2M3 | Jun 2026 | 19,629 | $19K | 0.00% | ABS-MBS |
| 9013 | Fannie Mae | 3140GTVM9 | Jun 2026 | 20,164 | $19K | 0.00% | ABS-MBS |
| 9014 | HarborView Mortgage Loan Trust | 41161PHF3 | Jun 2026 | 21,502 | $19K | 0.00% | ABS-MBS |
| 9015 | Mellon Residential Funding Corporation | 585525FN3 | Jun 2026 | 29,958 | $19K | 0.00% | ABS-MBS |
| 9016 | Fannie Mae | 3138EKJH9 | Jun 2026 | 18,658 | $19K | 0.00% | ABS-MBS |
| 9017 | Freddie Mac | 3128MJVZ0 | Jun 2026 | 20,481 | $19K | 0.00% | ABS-MBS |
| 9018 | Fannie Mae | 3140EXUY7 | Jun 2026 | 19,473 | $18K | 0.00% | ABS-MBS |
| 9019 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $18K | 0.00% | DFE |
| 9020 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $18K | 0.00% | DFE |
| 9021 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $18K | 0.00% | DFE |
| 9022 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $18K | 0.00% | DFE |
| 9023 | Fannie Mae | 3138WHV82 | Jun 2026 | 20,495 | $18K | 0.00% | ABS-MBS |
| 9024 | Fannie Mae | 31385JMX3 | Jun 2026 | 17,620 | $18K | 0.00% | ABS-MBS |
| 9025 | Fannie Mae | 3140NGAZ3 | Jun 2026 | 17,468 | $18K | 0.00% | ABS-MBS |
| 9026 | Fannie Mae | 3138ERVE7 | Jun 2026 | 19,449 | $18K | 0.00% | ABS-MBS |
| 9027 | Fannie Mae | 3138WJ6C7 | Jun 2026 | 19,127 | $18K | 0.00% | ABS-MBS |
| 9028 | MITCHELLS & BUTLERS FINA | 000000000 | Jun 2026 | 18,763 | $18K | 0.00% | SN |
| 9029 | Fannie Mae | 3138YVYJ2 | Jun 2026 | 19,381 | $18K | 0.00% | ABS-MBS |
| 9030 | Government National Mortgage Association | 36179R4E6 | Jun 2026 | 19,608 | $18K | 0.00% | ABS-MBS |
| 9031 | Washington Mutual Mortgage Pass-Through CTFS | 93935EAH7 | Jun 2026 | 51,375 | $18K | 0.00% | ABS-MBS |
| 9032 | HarborView Mortgage Loan Trust | 41161PJG9 | Jun 2026 | 20,517 | $18K | 0.00% | ABS-MBS |
| 9033 | Fannie Mae | 31392HA45 | Jun 2026 | 17,285 | $18K | 0.00% | ABS-MBS |
| 9034 | Fannie Mae | 3140HGWY9 | Jun 2026 | 18,541 | $18K | 0.00% | ABS-MBS |
| 9035 | Fannie Mae | 3140QP3N5 | Jun 2026 | 18,018 | $18K | 0.00% | ABS-MBS |
| 9036 | MASTR Adjustable Rate Mortgages Trust | 576431AJ9 | Jun 2026 | 35,961 | $18K | 0.00% | ABS-MBS |
| 9037 | Freddie Mac | 3133KLPC5 | Jun 2026 | 20,029 | $18K | 0.00% | ABS-MBS |
| 9038 | Fannie Mae | 3140FHNE3 | Jun 2026 | 18,596 | $18K | 0.00% | ABS-MBS |
| 9039 | Fannie Mae | 3140JG6U4 | Jun 2026 | 18,591 | $18K | 0.00% | ABS-MBS |
| 9040 | Credit Suisse Mortgage Trust | 12597GAM0 | Jun 2026 | 292,937,774 | $18K | 0.00% | ABS-MBS |
| 9041 | UBS AG | 000000000 | Jun 2026 | 1 | $18K | 0.00% | DFE |
| 9042 | Amortizing Residential Collateral Trust | 86359AHD8 | Jun 2026 | 17,388 | $18K | 0.00% | ABS-O |
| 9043 | Freddie Mac | 3132DWFH1 | Jun 2026 | 17,201 | $17K | 0.00% | ABS-MBS |
| 9044 | Credit Suisse Mortgage Trust | 12596RAK1 | Jun 2026 | 17,565 | $17K | 0.00% | ABS-MBS |
| 9045 | Intercontinental Exchange, Inc. | 000000000 | Jun 2026 | 1,000,000 | $17K | 0.00% | DCR |
| 9046 | Chase Funding Mortgage Loan Asset-Backed CTFS | 161551FX9 | Jun 2026 | 17,453 | $17K | 0.00% | ABS-O |
| 9047 | Freddie Mac | 31336CLQ4 | Jun 2026 | 17,002 | $17K | 0.00% | ABS-MBS |
| 9048 | Fannie Mae | 3140FFHN4 | Jun 2026 | 18,715 | $17K | 0.00% | ABS-MBS |
| 9049 | Bank of America NA | 000000000 | Jun 2026 | 1 | $17K | 0.00% | DFE |
| 9050 | Morgan Stanley Capital Services LLC | 000000000 | Jun 2026 | 122,600,000 | $17K | 0.00% | DIR |
| 9051 | Fannie Mae | 3140HFFA2 | Jun 2026 | 18,711 | $17K | 0.00% | ABS-MBS |
| 9052 | Fannie Mae | 3138WLCJ0 | Jun 2026 | 18,181 | $17K | 0.00% | ABS-MBS |
| 9053 | Fannie Mae | 3140JG5G6 | Jun 2026 | 18,186 | $17K | 0.00% | ABS-MBS |
| 9054 | Fannie Mae | 3138WWAT6 | Jun 2026 | 17,981 | $17K | 0.00% | ABS-MBS |
| 9055 | Fannie Mae | 3140GVJK2 | Jun 2026 | 18,016 | $17K | 0.00% | ABS-MBS |
| 9056 | Bear Stearns Alt-A Trust | 07386HFU0 | Jun 2026 | 17,570 | $17K | 0.00% | ABS-MBS |
| 9057 | Fannie Mae | 3140FBJA9 | Jun 2026 | 18,356 | $17K | 0.00% | ABS-MBS |
| 9058 | WAMU Mortgage Pass-Through Certificates | 92922FE95 | Jun 2026 | 17,332 | $17K | 0.00% | ABS-MBS |
| 9059 | Adjustable Rate Mortgage Trust | 007036TE6 | Jun 2026 | 18,129 | $17K | 0.00% | ABS-MBS |
| 9060 | Fannie Mae | 3138WHNU2 | Jun 2026 | 17,867 | $17K | 0.00% | ABS-MBS |
| 9061 | Fannie Mae | 3138EHUF7 | Jun 2026 | 16,996 | $17K | 0.00% | ABS-MBS |
| 9062 | Fannie Mae | 3138EBRC1 | Jun 2026 | 16,987 | $17K | 0.00% | ABS-MBS |
| 9063 | Structured Asset Mortgage Investments Inc | 86359LQS1 | Jun 2026 | 17,710 | $17K | 0.00% | ABS-MBS |
| 9064 | Fannie Mae | 3140E6GK2 | Jun 2026 | 17,195 | $17K | 0.00% | ABS-MBS |
| 9065 | Freddie Mac | 3132D53U4 | Jun 2026 | 17,451 | $17K | 0.00% | ABS-MBS |
| 9066 | Freddie Mac | 3133TKE22 | Jun 2026 | 16,438 | $17K | 0.00% | ABS-MBS |
| 9067 | Fannie Mae | 3140GWYW7 | Jun 2026 | 17,361 | $17K | 0.00% | ABS-MBS |
| 9068 | Freddie Mac | 3132A5HV0 | Jun 2026 | 17,239 | $16K | 0.00% | ABS-MBS |
| 9069 | Fannie Mae | 3138A4NR2 | Jun 2026 | 16,937 | $16K | 0.00% | ABS-MBS |
| 9070 | Fannie Mae | 31418BZP4 | Jun 2026 | 17,638 | $16K | 0.00% | ABS-MBS |
| 9071 | Morgan Stanley Mortgage Loan Trust | 61748HEF4 | Jun 2026 | 16,774 | $16K | 0.00% | ABS-MBS |
| 9072 | Fannie Mae | 3138EQHV7 | Jun 2026 | 17,082 | $16K | 0.00% | ABS-MBS |
| 9073 | BNP Paribas SA | 000000000 | Jun 2026 | 3,100,000 | $16K | 0.00% | DCR |
| 9074 | Freddie Mac | 3132A9NT0 | Jun 2026 | 16,475 | $16K | 0.00% | ABS-MBS |
| 9075 | Government National Mortgage Association | 36179WXL7 | Jun 2026 | 17,882 | $16K | 0.00% | ABS-MBS |
| 9076 | Fannie Mae | 3138AP3A4 | Jun 2026 | 16,271 | $16K | 0.00% | ABS-MBS |
| 9077 | Fannie Mae | 31417YCJ4 | Jun 2026 | 16,353 | $16K | 0.00% | ABS-MBS |
| 9078 | Freddie Mac | 3132A73H2 | Jun 2026 | 16,474 | $16K | 0.00% | ABS-MBS |
| 9079 | JP Morgan Mortgage Trust | 46630GBG9 | Jun 2026 | 17,780 | $16K | 0.00% | ABS-MBS |
| 9080 | Fannie Mae | 3138E2MC6 | Jun 2026 | 16,184 | $16K | 0.00% | ABS-MBS |
| 9081 | Fannie Mae | 31385XAE7 | Jun 2026 | 15,739 | $16K | 0.00% | ABS-MBS |
| 9082 | IndyMac INDX Mortgage Loan Trust | 45660LW70 | Jun 2026 | 17,644 | $16K | 0.00% | ABS-MBS |
| 9083 | Fannie Mae | 3140H72B2 | Jun 2026 | 16,887 | $16K | 0.00% | ABS-MBS |
| 9084 | Fannie Mae | 3138EKGS8 | Jun 2026 | 16,035 | $16K | 0.00% | ABS-MBS |
| 9085 | Freddie Mac | 3128MJXD7 | Jun 2026 | 17,672 | $16K | 0.00% | ABS-MBS |
| 9086 | Fannie Mae | 3140JVDG4 | Jun 2026 | 16,464 | $16K | 0.00% | ABS-MBS |
| 9087 | Banc of America Mortgage Securities | 05948XZG9 | Jun 2026 | 16,391 | $16K | 0.00% | ABS-MBS |
| 9088 | Fannie Mae | 3140XCU97 | Jun 2026 | 15,979 | $16K | 0.00% | ABS-MBS |
| 9089 | Freddie Mac | 3132Y2RH1 | Jun 2026 | 17,083 | $16K | 0.00% | ABS-MBS |
| 9090 | Standard Chartered Bank | 000000000 | Jun 2026 | 1 | $16K | 0.00% | DFE |
| 9091 | Fannie Mae | 3140QBJW9 | Jun 2026 | 17,084 | $16K | 0.00% | ABS-MBS |
| 9092 | Bear Stearns Adjustable Rate Mortgage Trust | 07384MS94 | Jun 2026 | 15,753 | $16K | 0.00% | ABS-MBS |
| 9093 | Countrywide Home Loans | 126694PF9 | Jun 2026 | 30,621 | $16K | 0.00% | ABS-MBS |
| 9094 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $16K | 0.00% | DFE |
| 9095 | Freddie Mac | 3132DWHH9 | Jun 2026 | 15,134 | $16K | 0.00% | ABS-MBS |
| 9096 | Freddie Mac | 3133CFHU6 | Jun 2026 | 14,876 | $15K | 0.00% | ABS-MBS |
| 9097 | LCH Ltd. | 000000000 | Jun 2026 | 102,600,000 | $15K | 0.00% | DIR |
| 9098 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $15K | 0.00% | DFE |
| 9099 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $15K | 0.00% | DFE |
| 9100 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $15K | 0.00% | DFE |
| 9101 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $15K | 0.00% | DFE |
| 9102 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $15K | 0.00% | DFE |
| 9103 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $15K | 0.00% | DFE |
| 9104 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $15K | 0.00% | DFE |
| 9105 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $15K | 0.00% | DFE |
| 9106 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $15K | 0.00% | DFE |
| 9107 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $15K | 0.00% | DFE |
| 9108 | Fannie Mae | 3140FU2D9 | Jun 2026 | 15,556 | $15K | 0.00% | ABS-MBS |
| 9109 | Fannie Mae | 3140F8KD8 | Jun 2026 | 16,548 | $15K | 0.00% | ABS-MBS |
| 9110 | Fannie Mae | 3138WJBP2 | Jun 2026 | 16,062 | $15K | 0.00% | ABS-MBS |
| 9111 | Freddie Mac | 3133KMYL3 | Jun 2026 | 18,014 | $15K | 0.00% | ABS-MBS |
| 9112 | Fannie Mae | 3140J6CS4 | Jun 2026 | 15,866 | $15K | 0.00% | ABS-MBS |
| 9113 | Fannie Mae | 31389CRF8 | Jun 2026 | 14,641 | $15K | 0.00% | ABS-MBS |
| 9114 | Fannie Mae | 3140FQT23 | Jun 2026 | 15,887 | $15K | 0.00% | ABS-MBS |
| 9115 | Accredited Mortgage Loan Trust | 004375BR1 | Jun 2026 | 8,727 | $15K | 0.00% | ABS-MBS |
| 9116 | Freddie Mac | 3132A9M79 | Jun 2026 | 15,437 | $15K | 0.00% | ABS-MBS |
| 9117 | Structured Asset Securities Corporation | 86359ABR3 | Jun 2026 | 14,988 | $15K | 0.00% | ABS-MBS |
| 9118 | Fannie Mae | 31371NJ63 | Jun 2026 | 14,703 | $15K | 0.00% | ABS-MBS |
| 9119 | Fannie Mae | 3140MX4J0 | Jun 2026 | 14,539 | $15K | 0.00% | ABS-MBS |
| 9120 | Freddie Mac | 31295N4U9 | Jun 2026 | 14,744 | $15K | 0.00% | ABS-MBS |
| 9121 | Government National Mortgage Association | 36209DGK4 | Jun 2026 | 14,906 | $15K | 0.00% | ABS-MBS |
| 9122 | Banc of America Alternative Loan Trust | 05950BAK0 | Jun 2026 | 18,110 | $15K | 0.00% | ABS-MBS |
| 9123 | Fannie Mae | 3138XSL62 | Jun 2026 | 15,261 | $15K | 0.00% | ABS-MBS |
| 9124 | Countrywide Home Loans | 12669D5Y0 | Jun 2026 | 15,885 | $15K | 0.00% | ABS-MBS |
| 9125 | Fannie Mae | 3140FFTW1 | Jun 2026 | 16,058 | $15K | 0.00% | ABS-MBS |
| 9126 | Intercontinental Exchange, Inc. | 000000000 | Jun 2026 | 4,100,000 | $15K | 0.00% | DCR |
| 9127 | Fannie Mae | 31416CEX0 | Jun 2026 | 14,907 | $15K | 0.00% | ABS-MBS |
| 9128 | Fannie Mae | 3140J5Z28 | Jun 2026 | 15,573 | $15K | 0.00% | ABS-MBS |
| 9129 | Freddie Mac | 3128MJWP1 | Jun 2026 | 16,331 | $15K | 0.00% | ABS-MBS |
| 9130 | Fannie Mae | 3140Q7B71 | Jun 2026 | 15,909 | $15K | 0.00% | ABS-MBS |
| 9131 | Fannie Mae | 3138LY2J5 | Jun 2026 | 14,745 | $15K | 0.00% | ABS-MBS |
| 9132 | State Street Bank & Trust Co. | 000000000 | Jun 2026 | 1 | $15K | 0.00% | DFE |
| 9133 | Fannie Mae | 31418CTG9 | Jun 2026 | 14,771 | $15K | 0.00% | ABS-MBS |
| 9134 | Freddie Mac | 3132Y0FE5 | Jun 2026 | 15,386 | $15K | 0.00% | ABS-MBS |
| 9135 | Fannie Mae | 3138WJYG7 | Jun 2026 | 15,783 | $15K | 0.00% | ABS-MBS |
| 9136 | Goldman Sachs International | 000000000 | Jun 2026 | 5,000,000 | $15K | 0.00% | DCR |
| 9137 | Fannie Mae | 3140FRYE9 | Jun 2026 | 15,279 | $14K | 0.00% | ABS-MBS |
| 9138 | Fannie Mae | 3138WG7B4 | Jun 2026 | 15,325 | $14K | 0.00% | ABS-MBS |
| 9139 | Fannie Mae | 3140FRQF5 | Jun 2026 | 15,625 | $14K | 0.00% | ABS-MBS |
| 9140 | Asset Backed Funding Certificates | 04542BCD2 | Jun 2026 | 14,411 | $14K | 0.00% | ABS-MBS |
| 9141 | Fannie Mae | 3140GN3R2 | Jun 2026 | 15,174 | $14K | 0.00% | ABS-MBS |
| 9142 | Fannie Mae | 3140GSLF7 | Jun 2026 | 15,478 | $14K | 0.00% | ABS-MBS |
| 9143 | Freddie Mac | 3131X7TT5 | Jun 2026 | 14,427 | $14K | 0.00% | ABS-MBS |
| 9144 | Fannie Mae | 3140H4PE8 | Jun 2026 | 15,550 | $14K | 0.00% | ABS-MBS |
| 9145 | Structured Adjustable Rate Mortgage Loan Trust | 863579CD8 | Jun 2026 | 14,722 | $14K | 0.00% | ABS-MBS |
| 9146 | Fannie Mae | 3138ERUC2 | Jun 2026 | 14,852 | $14K | 0.00% | ABS-MBS |
| 9147 | Freddie Mac | 31336CMM2 | Jun 2026 | 13,890 | $14K | 0.00% | ABS-MBS |
| 9148 | Fannie Mae | 3138AW5B5 | Jun 2026 | 14,284 | $14K | 0.00% | ABS-MBS |
| 9149 | Fannie Mae | 3140E9M52 | Jun 2026 | 15,320 | $14K | 0.00% | ABS-MBS |
| 9150 | Goldman Sachs International | 000000000 | Jun 2026 | 1,560,000 | $14K | 0.00% | DCR |
| 9151 | Freddie Mac | 3132XYHB6 | Jun 2026 | 14,892 | $14K | 0.00% | ABS-MBS |
| 9152 | Residential Funding Mtg Sec I | 76111JZ72 | Jun 2026 | 14,038 | $14K | 0.00% | ABS-MBS |
| 9153 | Fannie Mae | 31418DSG8 | Jun 2026 | 14,526 | $14K | 0.00% | ABS-MBS |
| 9154 | WAMU Asset-Backed Certificates | 92926SAB2 | Jun 2026 | 39,439 | $14K | 0.00% | ABS-O |
| 9155 | GS Mortgage-Backed Securities Trust | 36274JAJ0 | Jun 2026 | 14,333 | $14K | 0.00% | ABS-MBS |
| 9156 | Fannie Mae | 3140FVJF4 | Jun 2026 | 14,173 | $14K | 0.00% | ABS-MBS |
| 9157 | Fannie Mae | 3140J5M30 | Jun 2026 | 14,580 | $14K | 0.00% | ABS-MBS |
| 9158 | Bear Stearns Asset Backed Securities Trust | 0738795S3 | Jun 2026 | 13,844 | $14K | 0.00% | ABS-MBS |
| 9159 | Credit Suisse Mortgage Trust | 12654PAN8 | Jun 2026 | 14,306 | $14K | 0.00% | ABS-MBS |
| 9160 | Fannie Mae | 3138XLZG0 | Jun 2026 | 14,353 | $14K | 0.00% | ABS-MBS |
| 9161 | Fannie Mae | 31396PRU7 | Jun 2026 | 243,053 | $14K | 0.00% | ABS-MBS |
| 9162 | Fannie Mae | 3140HNV66 | Jun 2026 | 14,053 | $14K | 0.00% | ABS-MBS |
| 9163 | Fannie Mae | 3138WJMJ4 | Jun 2026 | 14,772 | $14K | 0.00% | ABS-MBS |
| 9164 | Fannie Mae | 3140FMA97 | Jun 2026 | 14,740 | $14K | 0.00% | ABS-MBS |
| 9165 | Fannie Mae | 3140Q75P8 | Jun 2026 | 14,695 | $14K | 0.00% | ABS-MBS |
| 9166 | Fannie Mae | 31396L4T4 | Jun 2026 | 13,882 | $14K | 0.00% | ABS-MBS |
| 9167 | Fannie Mae | 3140FFNR8 | Jun 2026 | 14,361 | $14K | 0.00% | ABS-MBS |
| 9168 | Countrywide Alternative Loan Trust | 12668BCM3 | Jun 2026 | 26,907 | $14K | 0.00% | ABS-MBS |
| 9169 | Fannie Mae | 3138WEF87 | Jun 2026 | 14,017 | $14K | 0.00% | ABS-MBS |
| 9170 | Standard Chartered Bank | 000000000 | Jun 2026 | 1 | $14K | 0.00% | DFE |
| 9171 | MASTR Seasoned Securitization Trust | 55265WCB7 | Jun 2026 | 13,564 | $13K | 0.00% | ABS-MBS |
| 9172 | Countrywide Alternative Loan Trust | 12668BTF0 | Jun 2026 | 29,939 | $13K | 0.00% | ABS-MBS |
| 9173 | Fannie Mae | 31418BYU4 | Jun 2026 | 14,496 | $13K | 0.00% | ABS-MBS |
| 9174 | Credit Suisse First Boston Mortgage Securities | 22541QWZ1 | Jun 2026 | 13,586 | $13K | 0.00% | ABS-MBS |
| 9175 | Banc of America Mortgage Securities | 05948XXX4 | Jun 2026 | 13,615 | $13K | 0.00% | ABS-MBS |
| 9176 | Fannie Mae | 3138WFCK0 | Jun 2026 | 14,015 | $13K | 0.00% | ABS-MBS |
| 9177 | Aegis Asset Backed Securities Trust | 00764MDJ3 | Jun 2026 | 104,489 | $13K | 0.00% | ABS-MBS |
| 9178 | HarborView Mortgage Loan Trust | 41161PGF4 | Jun 2026 | 13,884 | $13K | 0.00% | ABS-MBS |
| 9179 | Fannie Mae | 3140E0E76 | Jun 2026 | 13,552 | $13K | 0.00% | ABS-MBS |
| 9180 | Government National Mortgage Association | 36179UQ47 | Jun 2026 | 14,474 | $13K | 0.00% | ABS-MBS |
| 9181 | Fannie Mae | 31411BGU1 | Jun 2026 | 12,610 | $13K | 0.00% | ABS-MBS |
| 9182 | Fannie Mae | 3140FFRD5 | Jun 2026 | 13,901 | $13K | 0.00% | ABS-MBS |
| 9183 | Fannie Mae | 3140J55V7 | Jun 2026 | 13,666 | $13K | 0.00% | ABS-MBS |
| 9184 | Fannie Mae | 3138X3XX5 | Jun 2026 | 13,597 | $13K | 0.00% | ABS-MBS |
| 9185 | Structured Adjustable Rate Mortgage Loan Trust | 86364CAF9 | Jun 2026 | 21,966 | $13K | 0.00% | ABS-MBS |
| 9186 | Deutsche Bank AG | 000000000 | Jun 2026 | 1 | $13K | 0.00% | DFE |
| 9187 | Freddie Mac | 3133KKAG4 | Jun 2026 | 14,644 | $13K | 0.00% | ABS-MBS |
| 9188 | Freddie Mac | 3133A36A1 | Jun 2026 | 14,758 | $13K | 0.00% | ABS-MBS |
| 9189 | Fannie Mae | 3138E9P20 | Jun 2026 | 13,801 | $13K | 0.00% | ABS-MBS |
| 9190 | Banc of America Funding Corporation | 059522AW2 | Jun 2026 | 14,636 | $13K | 0.00% | ABS-MBS |
| 9191 | Fannie Mae | 31418DA93 | Jun 2026 | 13,375 | $13K | 0.00% | ABS-MBS |
| 9192 | Bear Stearns Asset Backed Securities Trust | 07389QAL2 | Jun 2026 | 26,180 | $13K | 0.00% | ABS-O |
| 9193 | Structured Adjustable Rate Mortgage Loan Trust | 863579FR4 | Jun 2026 | 14,097 | $13K | 0.00% | ABS-MBS |
| 9194 | Fannie Mae | 3140X5DA8 | Jun 2026 | 13,343 | $13K | 0.00% | ABS-MBS |
| 9195 | Freddie Mac | 3128JRME3 | Jun 2026 | 12,422 | $13K | 0.00% | ABS-MBS |
| 9196 | Fannie Mae | 3140QK6B9 | Jun 2026 | 13,907 | $13K | 0.00% | ABS-MBS |
| 9197 | Fannie Mae | 31418XEV6 | Jun 2026 | 12,846 | $13K | 0.00% | ABS-MBS |
| 9198 | Fannie Mae | 3138EKBJ3 | Jun 2026 | 12,763 | $13K | 0.00% | ABS-MBS |
| 9199 | Fannie Mae | 3140J8FV0 | Jun 2026 | 13,638 | $13K | 0.00% | ABS-MBS |
| 9200 | Fannie Mae | 3140X42G0 | Jun 2026 | 13,103 | $13K | 0.00% | ABS-MBS |
| 9201 | Fannie Mae | 3140FKVW7 | Jun 2026 | 12,846 | $13K | 0.00% | ABS-MBS |
| 9202 | Chase Mortgage Finance Corporation | 16163LAG7 | Jun 2026 | 12,824 | $13K | 0.00% | ABS-MBS |
| 9203 | CDC Mortgage Capital Trust | 12506YDF3 | Jun 2026 | 9,041 | $13K | 0.00% | ABS-MBS |
| 9204 | Fannie Mae | 31418DNC2 | Jun 2026 | 12,931 | $13K | 0.00% | ABS-MBS |
| 9205 | Centex Home Equity | 152314EQ9 | Jun 2026 | 12,573 | $13K | 0.00% | ABS-MBS |
| 9206 | Fannie Mae | 3140JG7D1 | Jun 2026 | 12,675 | $12K | 0.00% | ABS-MBS |
| 9207 | Fannie Mae | 3140NAG23 | Jun 2026 | 11,984 | $12K | 0.00% | ABS-MBS |
| 9208 | Fannie Mae | 3140FBMD9 | Jun 2026 | 13,285 | $12K | 0.00% | ABS-MBS |
| 9209 | Government National Mortgage Association | 36225CTZ9 | Jun 2026 | 12,375 | $12K | 0.00% | ABS-MBS |
| 9210 | FannieMae Whole Loan | 31393ELQ0 | Jun 2026 | 12,432 | $12K | 0.00% | ABS-MBS |
| 9211 | WAMU Mortgage Pass-Through Certificates | 92922FB80 | Jun 2026 | 12,562 | $12K | 0.00% | ABS-MBS |
| 9212 | Fannie Mae | 3138WE6X2 | Jun 2026 | 12,713 | $12K | 0.00% | ABS-MBS |
| 9213 | Sequoia Mortgage Trust | 81743PAA4 | Jun 2026 | 13,006 | $12K | 0.00% | ABS-MBS |
| 9214 | Freddie Mac | 3128JRAM8 | Jun 2026 | 11,866 | $12K | 0.00% | ABS-MBS |
| 9215 | Countrywide Home Loans | 12669F2H5 | Jun 2026 | 12,668 | $12K | 0.00% | ABS-MBS |
| 9216 | Freddie Mac | 3132WNVN9 | Jun 2026 | 13,513 | $12K | 0.00% | ABS-MBS |
| 9217 | Fannie Mae | 3140H23A4 | Jun 2026 | 13,123 | $12K | 0.00% | ABS-MBS |
| 9218 | Fannie Mae | 3140FRTR6 | Jun 2026 | 12,711 | $12K | 0.00% | ABS-MBS |
| 9219 | GSAMP Trust | 3623413A5 | Jun 2026 | 177,705 | $12K | 0.00% | ABS-O |
| 9220 | Fannie Mae | 31418CEP5 | Jun 2026 | 13,098 | $12K | 0.00% | ABS-MBS |
| 9221 | DREAMWELL LTD COMMON | 000000000 | Jun 2026 | 1,460 | $12K | 0.00% | EC |
| 9222 | MASTR Seasoned Securitization Trust | 55265WDN0 | Jun 2026 | 12,182 | $12K | 0.00% | ABS-MBS |
| 9223 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $12K | 0.00% | DFE |
| 9224 | Bear Stearns Adjustable Rate Mortgage Trust | 07384M4L3 | Jun 2026 | 12,267 | $12K | 0.00% | ABS-MBS |
| 9225 | Intercontinental Exchange, Inc. | 000000000 | Jun 2026 | 2,800,000 | $12K | 0.00% | DCR |
| 9226 | Equifirst Mortgage Loan Trust | 29445FCS5 | Jun 2026 | 11,855 | $12K | 0.00% | ABS-MBS |
| 9227 | Fannie Mae | 3138YUFD8 | Jun 2026 | 12,506 | $12K | 0.00% | ABS-MBS |
| 9228 | Lehman Mortgage Trust | 52520MCA9 | Jun 2026 | 24,205 | $12K | 0.00% | ABS-MBS |
| 9229 | Freddie Mac | 3131XXZS3 | Jun 2026 | 12,568 | $12K | 0.00% | ABS-MBS |
| 9230 | Countrywide Alternative Loan Trust | 12667F6M2 | Jun 2026 | 104,167 | $12K | 0.00% | ABS-MBS |
| 9231 | Countrywide Home Loans | 12669EH74 | Jun 2026 | 11,949 | $12K | 0.00% | ABS-MBS |
| 9232 | Fannie Mae | 31417AVT3 | Jun 2026 | 12,617 | $12K | 0.00% | ABS-MBS |
| 9233 | Fannie Mae | 3140J9H53 | Jun 2026 | 12,636 | $12K | 0.00% | ABS-MBS |
| 9234 | Fannie Mae | 31419BBT1 | Jun 2026 | 12,226 | $12K | 0.00% | ABS-MBS |
| 9235 | HarborView Mortgage Loan Trust | 41161PEM1 | Jun 2026 | 11,837 | $12K | 0.00% | ABS-MBS |
| 9236 | Fannie Mae | 31371NWG6 | Jun 2026 | 11,515 | $12K | 0.00% | ABS-MBS |
| 9237 | Freddie Mac | 3132A1A53 | Jun 2026 | 11,280 | $12K | 0.00% | ABS-MBS |
| 9238 | Fannie Mae | 3138WGST2 | Jun 2026 | 12,376 | $11K | 0.00% | ABS-MBS |
| 9239 | Banc of America Funding Corporation | 05946XBV4 | Jun 2026 | 11,642 | $11K | 0.00% | ABS-MBS |
| 9240 | MASTR Adjustable Rate Mortgages Trust | 576433GN0 | Jun 2026 | 11,701 | $11K | 0.00% | ABS-MBS |
| 9241 | Residential Accredit Loans, Inc. | 761118DU9 | Jun 2026 | 13,025 | $11K | 0.00% | ABS-MBS |
| 9242 | Fannie Mae | 3140EY4Z1 | Jun 2026 | 12,035 | $11K | 0.00% | ABS-MBS |
| 9243 | Government National Mortgage Association | 36225CLR5 | Jun 2026 | 11,364 | $11K | 0.00% | ABS-MBS |
| 9244 | Government National Mortgage Association | 36208LPX9 | Jun 2026 | 11,170 | $11K | 0.00% | ABS-MBS |
| 9245 | Fannie Mae | 31418CRE6 | Jun 2026 | 11,623 | $11K | 0.00% | ABS-MBS |
| 9246 | Fannie Mae | 31418CRL0 | Jun 2026 | 11,412 | $11K | 0.00% | ABS-MBS |
| 9247 | Fannie Mae | 31403GEG3 | Jun 2026 | 10,872 | $11K | 0.00% | ABS-MBS |
| 9248 | Fannie Mae | 31417YFM4 | Jun 2026 | 11,328 | $11K | 0.00% | ABS-MBS |
| 9249 | Fannie Mae | 3140E7FH8 | Jun 2026 | 12,172 | $11K | 0.00% | ABS-MBS |
| 9250 | Banc of America Alternative Loan Trust | 05950BAA2 | Jun 2026 | 12,791 | $11K | 0.00% | ABS-MBS |
| 9251 | Fannie Mae | 3138WWML0 | Jun 2026 | 11,430 | $11K | 0.00% | ABS-MBS |
| 9252 | Fannie Mae | 31412X4X9 | Jun 2026 | 10,691 | $11K | 0.00% | ABS-MBS |
| 9253 | Fannie Mae | 31408DXE9 | Jun 2026 | 11,013 | $11K | 0.00% | ABS-MBS |
| 9254 | Fannie Mae | 31417YS40 | Jun 2026 | 11,181 | $11K | 0.00% | ABS-MBS |
| 9255 | Citigroup Mortgage Loan Trust Inc | 17307GVN5 | Jun 2026 | 11,957 | $11K | 0.00% | ABS-O |
| 9256 | Freddie Mac | 3131XXYA3 | Jun 2026 | 12,015 | $11K | 0.00% | ABS-MBS |
| 9257 | Fannie Mae | 3138WDNA5 | Jun 2026 | 11,303 | $11K | 0.00% | ABS-MBS |
| 9258 | Fannie Mae | 3140J9HU8 | Jun 2026 | 11,213 | $11K | 0.00% | ABS-MBS |
| 9259 | Fannie Mae | 3138WGZC1 | Jun 2026 | 11,268 | $11K | 0.00% | ABS-MBS |
| 9260 | Fannie Mae | 3138XBVE1 | Jun 2026 | 11,186 | $11K | 0.00% | ABS-MBS |
| 9261 | Fannie Mae | 3138WDKV2 | Jun 2026 | 11,480 | $11K | 0.00% | ABS-MBS |
| 9262 | Intercontinental Exchange, Inc. | 000000000 | Jun 2026 | 11,500,000 | $11K | 0.00% | DCR |
| 9263 | Freddie Mac | 3132XVEV1 | Jun 2026 | 11,943 | $11K | 0.00% | ABS-MBS |
| 9264 | Freddie Mac | 3128MJXK1 | Jun 2026 | 11,658 | $11K | 0.00% | ABS-MBS |
| 9265 | Fannie Mae | 3140FQFP7 | Jun 2026 | 11,422 | $11K | 0.00% | ABS-MBS |
| 9266 | Freddie Mac | 3133KHSA5 | Jun 2026 | 11,806 | $11K | 0.00% | ABS-MBS |
| 9267 | Fannie Mae | 31418CQM9 | Jun 2026 | 10,895 | $11K | 0.00% | ABS-MBS |
| 9268 | Government National Mortgage Association | 36209SSY8 | Jun 2026 | 10,595 | $11K | 0.00% | ABS-MBS |
| 9269 | Fannie Mae | 3140X7CA5 | Jun 2026 | 11,430 | $11K | 0.00% | ABS-MBS |
| 9270 | Government National Mortgage Association | 36209TYR4 | Jun 2026 | 10,713 | $11K | 0.00% | ABS-MBS |
| 9271 | Fannie Mae | 3140F24D9 | Jun 2026 | 11,377 | $11K | 0.00% | ABS-MBS |
| 9272 | Fannie Mae | 3136B13D4 | Jun 2026 | 218,290 | $11K | 0.00% | ABS-MBS |
| 9273 | Fannie Mae | 3140F2NB2 | Jun 2026 | 11,256 | $11K | 0.00% | ABS-MBS |
| 9274 | Fannie Mae | 3140E9G75 | Jun 2026 | 11,212 | $11K | 0.00% | ABS-MBS |
| 9275 | Freddie Mac | 3131X7XK9 | Jun 2026 | 10,715 | $11K | 0.00% | ABS-MBS |
| 9276 | Regal Trust IV | 758842AC2 | Jun 2026 | 11,042 | $11K | 0.00% | ABS-MBS |
| 9277 | Fannie Mae | 3140GREX8 | Jun 2026 | 11,424 | $11K | 0.00% | ABS-MBS |
| 9278 | Fannie Mae | 3140J92F7 | Jun 2026 | 11,101 | $11K | 0.00% | ABS-MBS |
| 9279 | Government National Mortgage Association | 36209LZ25 | Jun 2026 | 10,509 | $11K | 0.00% | ABS-MBS |
| 9280 | Fannie Mae | 31418BY91 | Jun 2026 | 10,765 | $11K | 0.00% | ABS-MBS |
| 9281 | Fannie Mae | 3140F3YT9 | Jun 2026 | 10,836 | $11K | 0.00% | ABS-MBS |
| 9282 | Fannie Mae | 3138Y4QV4 | Jun 2026 | 10,587 | $10K | 0.00% | ABS-MBS |
| 9283 | Fannie Mae | 3140K5AH0 | Jun 2026 | 10,950 | $10K | 0.00% | ABS-MBS |
| 9284 | Fannie Mae | 3138WBQB4 | Jun 2026 | 10,685 | $10K | 0.00% | ABS-MBS |
| 9285 | Fannie Mae | 3136ABUE1 | Jun 2026 | 677,180 | $10K | 0.00% | ABS-MBS |
| 9286 | Fannie Mae | 3140QGKD8 | Jun 2026 | 10,851 | $10K | 0.00% | ABS-MBS |
| 9287 | Fannie Mae | 31418ACN6 | Jun 2026 | 10,579 | $10K | 0.00% | ABS-MBS |
| 9288 | Banc of America Funding Corporation | 05950FAC9 | Jun 2026 | 13,653 | $10K | 0.00% | ABS-MBS |
| 9289 | Structured Asset Securities Corporation | 86359A4Z3 | Jun 2026 | 10,360 | $10K | 0.00% | ABS-MBS |
| 9290 | Fannie Mae | 31388K2K7 | Jun 2026 | 10,101 | $10K | 0.00% | ABS-MBS |
| 9291 | Fannie Mae | 3138WHEW8 | Jun 2026 | 11,016 | $10K | 0.00% | ABS-MBS |
| 9292 | Duke Funding Ltd | 2644EPAC6 | Jun 2026 | 102,000,000 | $10K | 0.00% | ABS-CBDO |
| 9293 | FannieMae Whole Loan | 31392DQ21 | Jun 2026 | 9,997 | $10K | 0.00% | ABS-MBS |
| 9294 | Freddie Mac | 3132XXET2 | Jun 2026 | 11,027 | $10K | 0.00% | ABS-MBS |
| 9295 | IndyMac INDX Mortgage Loan Trust | 45660LDE6 | Jun 2026 | 10,723 | $10K | 0.00% | ABS-MBS |
| 9296 | Fannie Mae | 31416YKN7 | Jun 2026 | 10,194 | $10K | 0.00% | ABS-MBS |
| 9297 | Fannie Mae | 3138WKK79 | Jun 2026 | 10,581 | $10K | 0.00% | ABS-MBS |
| 9298 | Fannie Mae | 3140HAR44 | Jun 2026 | 11,014 | $10K | 0.00% | ABS-MBS |
| 9299 | Asset Backed Securities Corp Home Equity Ln Trst | 04541GCG5 | Jun 2026 | 8,427 | $10K | 0.00% | ABS-MBS |
| 9300 | Wells Fargo Mortgage Backed Securities Trust | 94985YAA5 | Jun 2026 | 10,926 | $10K | 0.00% | ABS-MBS |
| 9301 | Freddie Mac | 3129414T1 | Jun 2026 | 10,382 | $10K | 0.00% | ABS-MBS |
| 9302 | Fannie Mae | 3140KDFH8 | Jun 2026 | 10,943 | $10K | 0.00% | ABS-MBS |
| 9303 | Fannie Mae | 3138MBK70 | Jun 2026 | 10,146 | $10K | 0.00% | ABS-MBS |
| 9304 | Freddie Mac | 3132ABCP5 | Jun 2026 | 10,242 | $10K | 0.00% | ABS-MBS |
| 9305 | MASTR Adjustable Rate Mortgages Trust | 576433WN2 | Jun 2026 | 10,102 | $10K | 0.00% | ABS-MBS |
| 9306 | Freddie Mac | 3128MJVQ0 | Jun 2026 | 11,087 | $10K | 0.00% | ABS-MBS |
| 9307 | Credit Suisse Mortgage Trust | 12653MAL0 | Jun 2026 | 10,382 | $10K | 0.00% | ABS-MBS |
| 9308 | Fannie Mae | 31418B6M3 | Jun 2026 | 10,365 | $10K | 0.00% | ABS-MBS |
| 9309 | Fannie Mae | 31418CGZ1 | Jun 2026 | 9,973 | $10K | 0.00% | ABS-MBS |
| 9310 | Fannie Mae | 3138WG3Q5 | Jun 2026 | 10,680 | $10K | 0.00% | ABS-MBS |
| 9311 | Banc of America Funding Corporation | 05946XXT5 | Jun 2026 | 10,643 | $10K | 0.00% | ABS-MBS |
| 9312 | Banc of America Mortgage Securities | 05948XXW6 | Jun 2026 | 9,951 | $10K | 0.00% | ABS-MBS |
| 9313 | Freddie Mac | 3132VMWY7 | Jun 2026 | 11,076 | $10K | 0.00% | ABS-MBS |
| 9314 | Fannie Mae | 3140GRA20 | Jun 2026 | 9,954 | $10K | 0.00% | ABS-MBS |
| 9315 | Chase Mortgage Finance Corporation | 161630AN8 | Jun 2026 | 9,556 | $10K | 0.00% | ABS-MBS |
| 9316 | Fannie Mae | 31390CTA4 | Jun 2026 | 9,296 | $10K | 0.00% | ABS-MBS |
| 9317 | LCH Ltd. | 000000000 | Jun 2026 | 2,000,000 | $10K | 0.00% | DIR |
| 9318 | GS Mortgage-Backed Securities Trust | 36274KDF2 | Jun 2026 | 9,884 | $10K | 0.00% | ABS-MBS |
| 9319 | MLCC Mortgage Investors Inc | 59020UGH2 | Jun 2026 | 9,702 | $10K | 0.00% | ABS-MBS |
| 9320 | Fannie Mae | 3138YMT41 | Jun 2026 | 9,903 | $9K | 0.00% | ABS-MBS |
| 9321 | Fannie Mae | 3140GWFM0 | Jun 2026 | 10,165 | $9K | 0.00% | ABS-MBS |
| 9322 | Fannie Mae | 3140FUJ58 | Jun 2026 | 9,882 | $9K | 0.00% | ABS-MBS |
| 9323 | JP Morgan Mortgage Trust | 46630GAM7 | Jun 2026 | 9,338 | $9K | 0.00% | ABS-MBS |
| 9324 | Freddie Mac | 3132XTP77 | Jun 2026 | 10,124 | $9K | 0.00% | ABS-MBS |
| 9325 | Government National Mortgage Association | 36225CQP4 | Jun 2026 | 9,300 | $9K | 0.00% | ABS-MBS |
| 9326 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $9K | 0.00% | DFE |
| 9327 | Fannie Mae | 3138YGKJ0 | Jun 2026 | 9,738 | $9K | 0.00% | ABS-MBS |
| 9328 | Freddie Mac | 3132XXJX8 | Jun 2026 | 10,054 | $9K | 0.00% | ABS-MBS |
| 9329 | Wells Fargo Mortgage Backed Securities Trust | 949803AA8 | Jun 2026 | 9,291 | $9K | 0.00% | ABS-MBS |
| 9330 | Fannie Mae | 3140FPC98 | Jun 2026 | 9,945 | $9K | 0.00% | ABS-MBS |
| 9331 | Citigroup Mortgage Loan Trust Inc | 17307GTA6 | Jun 2026 | 9,197 | $9K | 0.00% | ABS-MBS |
| 9332 | Fannie Mae | 3140FKQW3 | Jun 2026 | 10,234 | $9K | 0.00% | ABS-MBS |
| 9333 | Government National Mortgage Association | 36179QWF4 | Jun 2026 | 9,569 | $9K | 0.00% | ABS-MBS |
| 9334 | Government National Mortgage Association | 36209DGS7 | Jun 2026 | 8,998 | $9K | 0.00% | ABS-MBS |
| 9335 | Fannie Mae | 3138YGH47 | Jun 2026 | 9,625 | $9K | 0.00% | ABS-MBS |
| 9336 | Freddie Mac | 3131XW4L4 | Jun 2026 | 9,358 | $9K | 0.00% | ABS-MBS |
| 9337 | Banc of America Funding Corporation | 059515AV8 | Jun 2026 | 9,367 | $9K | 0.00% | ABS-MBS |
| 9338 | Freddie Mac | 3132VNRP0 | Jun 2026 | 10,322 | $9K | 0.00% | ABS-MBS |
| 9339 | Fannie Mae | 31418CVC5 | Jun 2026 | 9,402 | $9K | 0.00% | ABS-MBS |
| 9340 | Freddie Mac | 31339GNQ0 | Jun 2026 | 8,949 | $9K | 0.00% | ABS-MBS |
| 9341 | Citigroup Mortgage Loan Trust Inc | 17307GE20 | Jun 2026 | 11,478 | $9K | 0.00% | ABS-MBS |
| 9342 | Credit Suisse First Boston Mortgage Securities | 22541QUJ9 | Jun 2026 | 9,131 | $9K | 0.00% | ABS-MBS |
| 9343 | Fannie Mae | 3138LUTH8 | Jun 2026 | 9,697 | $9K | 0.00% | ABS-MBS |
| 9344 | Freddie Mac | 3131X7FP8 | Jun 2026 | 9,093 | $9K | 0.00% | ABS-MBS |
| 9345 | Credit-Based Asset Servicing and Securitization | 12464YAC3 | Jun 2026 | 15,231 | $9K | 0.00% | ABS-O |
| 9346 | Fannie Mae | 3138Y3LG4 | Jun 2026 | 9,337 | $9K | 0.00% | ABS-MBS |
| 9347 | Fannie Mae | 31418DB76 | Jun 2026 | 9,286 | $9K | 0.00% | ABS-MBS |
| 9348 | Countrywide Home Loans | 12669GTE1 | Jun 2026 | 10,455 | $9K | 0.00% | ABS-MBS |
| 9349 | Bear Stearns Asset Backed Securities Trust | 07384YMC7 | Jun 2026 | 7,744 | $9K | 0.00% | ABS-MBS |
| 9350 | Residential Accredit Loans, Inc. | 761118PU6 | Jun 2026 | 10,034 | $9K | 0.00% | ABS-MBS |
| 9351 | Fannie Mae | 3140FFXM8 | Jun 2026 | 9,447 | $9K | 0.00% | ABS-MBS |
| 9352 | Government National Mortgage Association | 36209TYF0 | Jun 2026 | 8,693 | $9K | 0.00% | ABS-MBS |
| 9353 | Fannie Mae | 3140GXCF6 | Jun 2026 | 9,471 | $9K | 0.00% | ABS-MBS |
| 9354 | Fannie Mae | 31417ARZ4 | Jun 2026 | 9,284 | $9K | 0.00% | ABS-MBS |
| 9355 | Chase Mortgage Finance Corporation | 16162WPB9 | Jun 2026 | 8,830 | $9K | 0.00% | ABS-MBS |
| 9356 | Freddie Mac | 3133TV5T9 | Jun 2026 | 8,182 | $9K | 0.00% | ABS-MBS |
| 9357 | Fannie Mae | 3138E2MB8 | Jun 2026 | 8,658 | $9K | 0.00% | ABS-MBS |
| 9358 | Fannie Mae | 3138WHUV2 | Jun 2026 | 9,051 | $9K | 0.00% | ABS-MBS |
| 9359 | Fannie Mae | 31417YDV6 | Jun 2026 | 8,625 | $9K | 0.00% | ABS-MBS |
| 9360 | Government National Mortgage Association | 36209SSX0 | Jun 2026 | 8,524 | $9K | 0.00% | ABS-MBS |
| 9361 | Bear Stearns Adjustable Rate Mortgage Trust | 07384MN32 | Jun 2026 | 8,707 | $9K | 0.00% | ABS-MBS |
| 9362 | Fannie Mae | 3138EQA93 | Jun 2026 | 9,164 | $9K | 0.00% | ABS-MBS |
| 9363 | Structured Adjustable Rate Mortgage Loan Trust | 863579JK5 | Jun 2026 | 8,807 | $9K | 0.00% | ABS-MBS |
| 9364 | Government National Mortgage Association | 36209SSM4 | Jun 2026 | 8,224 | $8K | 0.00% | ABS-MBS |
| 9365 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $8K | 0.00% | DFE |
| 9366 | Fannie Mae | 3138ERPS3 | Jun 2026 | 9,394 | $8K | 0.00% | ABS-MBS |
| 9367 | Government National Mortgage Association | 36209SSN2 | Jun 2026 | 8,325 | $8K | 0.00% | ABS-MBS |
| 9368 | Fannie Mae | 3140E7L57 | Jun 2026 | 8,778 | $8K | 0.00% | ABS-MBS |
| 9369 | Fannie Mae | 3138E9LH1 | Jun 2026 | 8,931 | $8K | 0.00% | ABS-MBS |
| 9370 | Freddie Mac | 3132DV5Z4 | Jun 2026 | 8,829 | $8K | 0.00% | ABS-MBS |
| 9371 | Fannie Mae | 3138WHF64 | Jun 2026 | 8,924 | $8K | 0.00% | ABS-MBS |
| 9372 | Fannie Mae | 3140F0VP6 | Jun 2026 | 8,947 | $8K | 0.00% | ABS-MBS |
| 9373 | Freddie Mac | 3132A84D8 | Jun 2026 | 8,356 | $8K | 0.00% | ABS-MBS |
| 9374 | Fannie Mae | 31417YMB0 | Jun 2026 | 8,298 | $8K | 0.00% | ABS-MBS |
| 9375 | Freddie Mac | 3128NCQ64 | Jun 2026 | 8,180 | $8K | 0.00% | ABS-MBS |
| 9376 | Fannie Mae | 3138EKRM9 | Jun 2026 | 8,299 | $8K | 0.00% | ABS-MBS |
| 9377 | Fannie Mae | 31412LG53 | Jun 2026 | 7,789 | $8K | 0.00% | ABS-MBS |
| 9378 | Fannie Mae | 3138WGDN1 | Jun 2026 | 8,807 | $8K | 0.00% | ABS-MBS |
| 9379 | Fannie Mae | 31412TMK6 | Jun 2026 | 7,810 | $8K | 0.00% | ABS-MBS |
| 9380 | Fannie Mae | 3138YP2N1 | Jun 2026 | 8,799 | $8K | 0.00% | ABS-MBS |
| 9381 | Fannie Mae | 3140J74Z5 | Jun 2026 | 8,231 | $8K | 0.00% | ABS-MBS |
| 9382 | Fannie Mae | 3138WGQE7 | Jun 2026 | 8,733 | $8K | 0.00% | ABS-MBS |
| 9383 | Fannie Mae | 31417YGJ0 | Jun 2026 | 8,123 | $8K | 0.00% | ABS-MBS |
| 9384 | Freddie Mac | 3128JRR32 | Jun 2026 | 7,946 | $8K | 0.00% | ABS-MBS |
| 9385 | JP Morgan Mortgage Trust | 466247AA1 | Jun 2026 | 8,389 | $8K | 0.00% | ABS-MBS |
| 9386 | Freddie Mac | 3132A5EZ4 | Jun 2026 | 8,513 | $8K | 0.00% | ABS-MBS |
| 9387 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $8K | 0.00% | DFE |
| 9388 | Fannie Mae | 3140F1VH2 | Jun 2026 | 8,383 | $8K | 0.00% | ABS-MBS |
| 9389 | Fannie Mae | 3138ABUK3 | Jun 2026 | 8,006 | $8K | 0.00% | ABS-MBS |
| 9390 | BCAP LLC Trust | 05533FKK6 | Jun 2026 | 8,608 | $8K | 0.00% | ABS-MBS |
| 9391 | Fannie Mae | 3138EKHD0 | Jun 2026 | 7,965 | $8K | 0.00% | ABS-MBS |
| 9392 | Fannie Mae | 31418CE42 | Jun 2026 | 9,214 | $8K | 0.00% | ABS-MBS |
| 9393 | Fannie Mae | 31396LZ52 | Jun 2026 | 243,987 | $8K | 0.00% | ABS-MBS |
| 9394 | Fannie Mae | 31410UPC0 | Jun 2026 | 7,610 | $8K | 0.00% | ABS-MBS |
| 9395 | Bear Stearns Asset Backed Securities Trust | 073879U97 | Jun 2026 | 7,894 | $8K | 0.00% | ABS-MBS |
| 9396 | Freddie Mac | 3133G7GP2 | Jun 2026 | 8,249 | $8K | 0.00% | ABS-MBS |
| 9397 | Fannie Mae | 3138WE4S5 | Jun 2026 | 8,151 | $8K | 0.00% | ABS-MBS |
| 9398 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $8K | 0.00% | DFE |
| 9399 | First Horizon Mortgage Pass-Through Trust | 32056JAA2 | Jun 2026 | 21,864 | $8K | 0.00% | ABS-MBS |
| 9400 | Freddie Mac | 31329KHH0 | Jun 2026 | 7,518 | $8K | 0.00% | ABS-MBS |
| 9401 | Freddie Mac | 3131Y23Y2 | Jun 2026 | 8,074 | $8K | 0.00% | ABS-MBS |
| 9402 | Fannie Mae | 3138EG6X7 | Jun 2026 | 7,327 | $8K | 0.00% | ABS-MBS |
| 9403 | Freddie Mac | 3132JP2V3 | Jun 2026 | 8,429 | $8K | 0.00% | ABS-MBS |
| 9404 | Fannie Mae | 3140FDAQ9 | Jun 2026 | 8,001 | $8K | 0.00% | ABS-MBS |
| 9405 | Banc of America Mortgage Securities | 05950TAC9 | Jun 2026 | 8,583 | $8K | 0.00% | ABS-MBS |
| 9406 | Fannie Mae | 3138WFYH3 | Jun 2026 | 7,921 | $8K | 0.00% | ABS-MBS |
| 9407 | Fannie Mae | 31418WPP9 | Jun 2026 | 7,611 | $8K | 0.00% | ABS-MBS |
| 9408 | State Street Bank & Trust Co. | 000000000 | Jun 2026 | 1 | $8K | 0.00% | DFE |
| 9409 | Conseco Financial Corp | 393505SK9 | Jun 2026 | 7,465 | $7K | 0.00% | ABS-O |
| 9410 | Fannie Mae | 3138WE6B0 | Jun 2026 | 7,975 | $7K | 0.00% | ABS-MBS |
| 9411 | Deutsche Bank AG | 000000000 | Jun 2026 | 1 | $7K | 0.00% | DFE |
| 9412 | Societe Generale SA | 000000000 | Jun 2026 | 1 | $7K | 0.00% | DFE |
| 9413 | Fannie Mae | 3138YTCG7 | Jun 2026 | 7,707 | $7K | 0.00% | ABS-MBS |
| 9414 | Lehman Mortgage Trust | 52520MDY6 | Jun 2026 | 69,510 | $7K | 0.00% | ABS-MBS |
| 9415 | Fannie Mae | 3140GN3G6 | Jun 2026 | 7,900 | $7K | 0.00% | ABS-MBS |
| 9416 | Fannie Mae | 31407H6Q4 | Jun 2026 | 6,843 | $7K | 0.00% | ABS-MBS |
| 9417 | Deutsche Bank AG | 000000000 | Jun 2026 | 1 | $7K | 0.00% | DFE |
| 9418 | Fannie Mae | 31418CNT7 | Jun 2026 | 7,386 | $7K | 0.00% | ABS-MBS |
| 9419 | Deutsche Bank AG | 000000000 | Jun 2026 | 13,559,280 | $7K | 0.00% | DCR |
| 9420 | Freddie Mac | 3132WF3E7 | Jun 2026 | 7,694 | $7K | 0.00% | ABS-MBS |
| 9421 | Fannie Mae | 3138EQLN0 | Jun 2026 | 7,203 | $7K | 0.00% | ABS-MBS |
| 9422 | Fannie Mae | 3138ERPD6 | Jun 2026 | 7,246 | $7K | 0.00% | ABS-MBS |
| 9423 | Fannie Mae | 31410NVJ4 | Jun 2026 | 6,813 | $7K | 0.00% | ABS-MBS |
| 9424 | Banc of America Alternative Loan Trust | 05950BAB0 | Jun 2026 | 8,082 | $7K | 0.00% | ABS-MBS |
| 9425 | Freddie Mac | 3128MJVU1 | Jun 2026 | 7,839 | $7K | 0.00% | ABS-MBS |
| 9426 | Fannie Mae | 3140FEZW7 | Jun 2026 | 7,653 | $7K | 0.00% | ABS-MBS |
| 9427 | Fannie Mae | 3138WHF56 | Jun 2026 | 7,618 | $7K | 0.00% | ABS-MBS |
| 9428 | Fannie Mae | 3138AYBQ1 | Jun 2026 | 7,536 | $7K | 0.00% | ABS-MBS |
| 9429 | Fannie Mae | 31417C3G8 | Jun 2026 | 7,118 | $7K | 0.00% | ABS-MBS |
| 9430 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $7K | 0.00% | DFE |
| 9431 | MASTR Adjustable Rate Mortgages Trust | 576433EQ5 | Jun 2026 | 7,042 | $7K | 0.00% | ABS-MBS |
| 9432 | FannieMae Whole Loan | 31392DH70 | Jun 2026 | 7,018 | $7K | 0.00% | ABS-MBS |
| 9433 | Freddie Mac | 3133TL5G9 | Jun 2026 | 6,862 | $7K | 0.00% | ABS-MBS |
| 9434 | GSR Mortgage Loan Trust | 36242DUQ4 | Jun 2026 | 8,387 | $7K | 0.00% | ABS-MBS |
| 9435 | Fannie Mae | 3138ERPC8 | Jun 2026 | 7,042 | $7K | 0.00% | ABS-MBS |
| 9436 | Fannie Mae | 3138WK6W0 | Jun 2026 | 7,279 | $7K | 0.00% | ABS-MBS |
| 9437 | MASTR Seasoned Securitization Trust | 55265WBD4 | Jun 2026 | 6,989 | $7K | 0.00% | ABS-MBS |
| 9438 | Countrywide Home Loans | 126670JX7 | Jun 2026 | 7,801 | $7K | 0.00% | ABS-MBS |
| 9439 | Fannie Mae | 3138M8MT7 | Jun 2026 | 6,908 | $7K | 0.00% | ABS-MBS |
| 9440 | Fannie Mae | 3140FLBC1 | Jun 2026 | 7,351 | $7K | 0.00% | ABS-MBS |
| 9441 | JP Morgan Mortgage Trust | 466247ZC0 | Jun 2026 | 8,854 | $7K | 0.00% | ABS-MBS |
| 9442 | Freddie Mac | 31329KF58 | Jun 2026 | 6,753 | $7K | 0.00% | ABS-MBS |
| 9443 | Freddie Mac | 3131XBND7 | Jun 2026 | 6,849 | $7K | 0.00% | ABS-MBS |
| 9444 | Fannie Mae | 3140HER53 | Jun 2026 | 7,080 | $7K | 0.00% | ABS-MBS |
| 9445 | Fannie Mae | 3136A8PW4 | Jun 2026 | 604,569 | $7K | 0.00% | ABS-MBS |
| 9446 | Fannie Mae | 3138WVW31 | Jun 2026 | 6,764 | $7K | 0.00% | ABS-MBS |
| 9447 | Fannie Mae | 3140J6E37 | Jun 2026 | 7,149 | $7K | 0.00% | ABS-MBS |
| 9448 | Freddie Mac | 3132DVKY0 | Jun 2026 | 7,241 | $7K | 0.00% | ABS-MBS |
| 9449 | Fannie Mae | 3140Q9BV4 | Jun 2026 | 6,999 | $7K | 0.00% | ABS-MBS |
| 9450 | Fannie Mae | 3138XTBJ3 | Jun 2026 | 6,745 | $7K | 0.00% | ABS-MBS |
| 9451 | Fannie Mae | 3138Y32E0 | Jun 2026 | 6,880 | $7K | 0.00% | ABS-MBS |
| 9452 | Fannie Mae | 3138WAAK3 | Jun 2026 | 6,716 | $7K | 0.00% | ABS-MBS |
| 9453 | Sequoia Mortgage Trust | 81744FEA1 | Jun 2026 | 8,366 | $7K | 0.00% | ABS-MBS |
| 9454 | Fannie Mae | 31410R5Z8 | Jun 2026 | 6,358 | $7K | 0.00% | ABS-MBS |
| 9455 | Fannie Mae | 3138WJTT5 | Jun 2026 | 6,850 | $7K | 0.00% | ABS-MBS |
| 9456 | Fannie Mae | 3138E7TW4 | Jun 2026 | 6,525 | $6K | 0.00% | ABS-MBS |
| 9457 | Fannie Mae | 3140GT2Q2 | Jun 2026 | 6,674 | $6K | 0.00% | ABS-MBS |
| 9458 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $6K | 0.00% | DFE |
| 9459 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $6K | 0.00% | DFE |
| 9460 | Barclays Mortgage Loan Trust | 06745DAJ7 | Jun 2026 | 6,502 | $6K | 0.00% | ABS-MBS |
| 9461 | MLCC Mortgage Investors Inc | 59020UJQ9 | Jun 2026 | 6,756 | $6K | 0.00% | ABS-MBS |
| 9462 | Fannie Mae | 31384V7L0 | Jun 2026 | 6,407 | $6K | 0.00% | ABS-MBS |
| 9463 | Fannie Mae | 3138WGRR7 | Jun 2026 | 6,709 | $6K | 0.00% | ABS-MBS |
| 9464 | GSR Mortgage Loan Trust | 362341XG9 | Jun 2026 | 7,292 | $6K | 0.00% | ABS-MBS |
| 9465 | Freddie Mac | 3132XUR31 | Jun 2026 | 7,132 | $6K | 0.00% | ABS-MBS |
| 9466 | Countrywide Home Loans | 12544RAD0 | Jun 2026 | 16,224 | $6K | 0.00% | ABS-MBS |
| 9467 | Fannie Mae | 3140F8BQ9 | Jun 2026 | 6,637 | $6K | 0.00% | ABS-MBS |
| 9468 | Countrywide Home Loans | 12544RAG3 | Jun 2026 | 15,451 | $6K | 0.00% | ABS-MBS |
| 9469 | Banc of America Mortgage Securities | 06050HKQ0 | Jun 2026 | 6,352 | $6K | 0.00% | ABS-MBS |
| 9470 | Fannie Mae | 3138WGYY4 | Jun 2026 | 6,481 | $6K | 0.00% | ABS-MBS |
| 9471 | Fannie Mae | 3138WECG2 | Jun 2026 | 6,636 | $6K | 0.00% | ABS-MBS |
| 9472 | Fannie Mae | 3138A2BM0 | Jun 2026 | 6,337 | $6K | 0.00% | ABS-MBS |
| 9473 | Freddie Mac | 3128MJYC8 | Jun 2026 | 6,602 | $6K | 0.00% | ABS-MBS |
| 9474 | Fannie Mae | 31410DXX3 | Jun 2026 | 5,856 | $6K | 0.00% | ABS-MBS |
| 9475 | Freddie Mac | 3132CWBR4 | Jun 2026 | 6,371 | $6K | 0.00% | ABS-MBS |
| 9476 | Fannie Mae | 31418CEG5 | Jun 2026 | 6,570 | $6K | 0.00% | ABS-MBS |
| 9477 | Freddie Mac | 31335BC20 | Jun 2026 | 6,766 | $6K | 0.00% | ABS-MBS |
| 9478 | Fannie Mae | 31417B5W3 | Jun 2026 | 6,087 | $6K | 0.00% | ABS-MBS |
| 9479 | Fannie Mae | 3140GYMU0 | Jun 2026 | 6,491 | $6K | 0.00% | ABS-MBS |
| 9480 | Fannie Mae | 3140FKFA3 | Jun 2026 | 6,504 | $6K | 0.00% | ABS-MBS |
| 9481 | Countrywide Home Loans | 126694PS1 | Jun 2026 | 10,990 | $6K | 0.00% | ABS-MBS |
| 9482 | Fannie Mae | 31417YK89 | Jun 2026 | 5,932 | $6K | 0.00% | ABS-MBS |
| 9483 | Fannie Mae | 31410KE26 | Jun 2026 | 5,929 | $6K | 0.00% | ABS-MBS |
| 9484 | Fannie Mae | 31419AP50 | Jun 2026 | 5,545 | $6K | 0.00% | ABS-MBS |
| 9485 | Fannie Mae | 3138EH7L0 | Jun 2026 | 5,507 | $6K | 0.00% | ABS-MBS |
| 9486 | Fannie Mae | 3140EVNE3 | Jun 2026 | 6,257 | $6K | 0.00% | ABS-MBS |
| 9487 | Fannie Mae | 3138EKHS7 | Jun 2026 | 5,829 | $6K | 0.00% | ABS-MBS |
| 9488 | MASTR Asset Securitization Trust | 57643MDA9 | Jun 2026 | 5,820 | $6K | 0.00% | ABS-MBS |
| 9489 | Fannie Mae | 3138LSYN4 | Jun 2026 | 5,791 | $6K | 0.00% | ABS-MBS |
| 9490 | GSAA Home Equity Trust | 362334GR9 | Jun 2026 | 18,389 | $6K | 0.00% | ABS-MBS |
| 9491 | Fannie Mae | 3140FKV31 | Jun 2026 | 6,203 | $6K | 0.00% | ABS-MBS |
| 9492 | Fannie Mae | 31392CR30 | Jun 2026 | 5,514 | $6K | 0.00% | ABS-MBS |
| 9493 | Government National Mortgage Association | 36179QPJ4 | Jun 2026 | 5,791 | $6K | 0.00% | ABS-MBS |
| 9494 | Fannie Mae | 31417YKF3 | Jun 2026 | 5,702 | $6K | 0.00% | ABS-MBS |
| 9495 | Fannie Mae | 3138WHXQ0 | Jun 2026 | 6,349 | $6K | 0.00% | ABS-MBS |
| 9496 | Freddie Mac | 31292SA67 | Jun 2026 | 6,242 | $6K | 0.00% | ABS-MBS |
| 9497 | Structured Adjustable Rate Mortgage Loan Trust | 86359BNX5 | Jun 2026 | 5,670 | $6K | 0.00% | ABS-MBS |
| 9498 | Fannie Mae | 31409JBG4 | Jun 2026 | 5,440 | $6K | 0.00% | ABS-MBS |
| 9499 | Fannie Mae | 31418CF25 | Jun 2026 | 5,605 | $6K | 0.00% | ABS-MBS |
| 9500 | Fannie Mae | 3138LVC92 | Jun 2026 | 5,770 | $6K | 0.00% | ABS-MBS |
| 9501 | Fannie Mae | 3138WG7C2 | Jun 2026 | 5,848 | $6K | 0.00% | ABS-MBS |
| 9502 | Fannie Mae | 3138LTX60 | Jun 2026 | 5,592 | $6K | 0.00% | ABS-MBS |
| 9503 | Bear Stearns Adjustable Rate Mortgage Trust | 07384M2B7 | Jun 2026 | 5,627 | $6K | 0.00% | ABS-MBS |
| 9504 | Freddie Mac | 3132J65D2 | Jun 2026 | 6,064 | $6K | 0.00% | ABS-MBS |
| 9505 | GSAMP Trust | 36245CAB8 | Jun 2026 | 1,492,816 | $5K | 0.00% | ABS-O |
| 9506 | Fannie Mae | 31418CEH3 | Jun 2026 | 5,719 | $5K | 0.00% | ABS-MBS |
| 9507 | UBS AG | 000000000 | Jun 2026 | 1 | $5K | 0.00% | DFE |
| 9508 | Fannie Mae | 3138E1R25 | Jun 2026 | 5,417 | $5K | 0.00% | ABS-MBS |
| 9509 | Nomura Asset Acceptance Corporation | 65535VAX6 | Jun 2026 | 5,326 | $5K | 0.00% | ABS-MBS |
| 9510 | MASTR Alternative Loans Trust | 576434RL0 | Jun 2026 | 5,206 | $5K | 0.00% | ABS-MBS |
| 9511 | Bear Stearns Alt-A Trust | 07386HQ38 | Jun 2026 | 8,863 | $5K | 0.00% | ABS-MBS |
| 9512 | Fannie Mae | 3138XPDA8 | Jun 2026 | 5,337 | $5K | 0.00% | ABS-MBS |
| 9513 | Fannie Mae | 31418CS62 | Jun 2026 | 5,363 | $5K | 0.00% | ABS-MBS |
| 9514 | Amortizing Residential Collateral Trust | 86358RMY0 | Jun 2026 | 5,226 | $5K | 0.00% | ABS-O |
| 9515 | Fannie Mae | 3138Y2QA4 | Jun 2026 | 5,466 | $5K | 0.00% | ABS-MBS |
| 9516 | Fannie Mae | 3140FFNQ0 | Jun 2026 | 5,609 | $5K | 0.00% | ABS-MBS |
| 9517 | Chase Mortgage Finance Corporation | 16163CAN2 | Jun 2026 | 6,073 | $5K | 0.00% | ABS-MBS |
| 9518 | Freddie Mac | 3128MJ2B5 | Jun 2026 | 5,815 | $5K | 0.00% | ABS-MBS |
| 9519 | Banc of America Funding Corporation | 06051GDQ9 | Jun 2026 | 5,497 | $5K | 0.00% | ABS-MBS |
| 9520 | Fannie Mae | 3140HFFR5 | Jun 2026 | 5,602 | $5K | 0.00% | ABS-MBS |
| 9521 | Fannie Mae | 3138WF2Z8 | Jun 2026 | 5,551 | $5K | 0.00% | ABS-MBS |
| 9522 | Freddie Mac | 31295N6A1 | Jun 2026 | 5,063 | $5K | 0.00% | ABS-MBS |
| 9523 | Freddie Mac | 3128MJ2D1 | Jun 2026 | 5,416 | $5K | 0.00% | ABS-MBS |
| 9524 | Freddie Mac | 3132XUZ40 | Jun 2026 | 5,572 | $5K | 0.00% | ABS-MBS |
| 9525 | Fannie Mae | 3140Q7DQ7 | Jun 2026 | 5,538 | $5K | 0.00% | ABS-MBS |
| 9526 | Freddie Mac | 3133KYS26 | Jun 2026 | 5,674 | $5K | 0.00% | ABS-MBS |
| 9527 | FREDDIE MAC | 31339WBV7 | Jun 2026 | 4,947 | $5K | 0.00% | ABS-MBS |
| 9528 | Fannie Mae | 3138AVRM9 | Jun 2026 | 5,110 | $5K | 0.00% | ABS-MBS |
| 9529 | Fannie Mae | 3138WVCT6 | Jun 2026 | 5,208 | $5K | 0.00% | ABS-MBS |
| 9530 | Fannie Mae | 31371KP62 | Jun 2026 | 4,938 | $5K | 0.00% | ABS-MBS |
| 9531 | Fannie Mae | 3138M7QL2 | Jun 2026 | 5,101 | $5K | 0.00% | ABS-MBS |
| 9532 | JP Morgan Mortgage Acquisition Corp | 46630MAC6 | Jun 2026 | 10,475 | $5K | 0.00% | ABS-O |
| 9533 | Fannie Mae | 3138M8HY2 | Jun 2026 | 5,079 | $5K | 0.00% | ABS-MBS |
| 9534 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $5K | 0.00% | DFE |
| 9535 | Freddie Mac | 3132WDYQ1 | Jun 2026 | 5,372 | $5K | 0.00% | ABS-MBS |
| 9536 | GSR Mortgage Loan Trust | 36228FD45 | Jun 2026 | 5,089 | $5K | 0.00% | ABS-MBS |
| 9537 | Fannie Mae | 31402DL81 | Jun 2026 | 4,955 | $5K | 0.00% | ABS-MBS |
| 9538 | Fannie Mae | 3138XL2J0 | Jun 2026 | 5,110 | $5K | 0.00% | ABS-MBS |
| 9539 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $5K | 0.00% | DFE |
| 9540 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $5K | 0.00% | DFE |
| 9541 | Fannie Mae | 31410QPE5 | Jun 2026 | 4,630 | $5K | 0.00% | ABS-MBS |
| 9542 | Banc of America Merrill Lynch Large Loan Inc | 05526WAE3 | Jun 2026 | 751,550 | $5K | 0.00% | ABS-MBS |
| 9543 | Fannie Mae | 31403DV22 | Jun 2026 | 4,598 | $5K | 0.00% | ABS-MBS |
| 9544 | Freddie Mac | 31335A3R7 | Jun 2026 | 5,314 | $5K | 0.00% | ABS-MBS |
| 9545 | Banc of America Funding Corporation | 05946XZD8 | Jun 2026 | 5,285 | $5K | 0.00% | ABS-MBS |
| 9546 | Fannie Mae | 31411JB96 | Jun 2026 | 4,823 | $5K | 0.00% | ABS-MBS |
| 9547 | Chase Funding Mortgage Loan Asset-Backed CTFS | 161546GR1 | Jun 2026 | 4,753 | $5K | 0.00% | ABS-O |
| 9548 | Structured Asset Securities Corporation | 86358RXZ5 | Jun 2026 | 40,364 | $5K | 0.00% | ABS-MBS |
| 9549 | Fannie Mae | 31403K3J0 | Jun 2026 | 4,637 | $5K | 0.00% | ABS-MBS |
| 9550 | Fannie Mae | 31378FMK8 | Jun 2026 | 4,772 | $5K | 0.00% | ABS-MBS |
| 9551 | JP Morgan Mortgage Trust | 46630GAN5 | Jun 2026 | 4,689 | $5K | 0.00% | ABS-MBS |
| 9552 | Fannie Mae | 3140FUJH2 | Jun 2026 | 4,906 | $5K | 0.00% | ABS-MBS |
| 9553 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $5K | 0.00% | DFE |
| 9554 | JP Morgan Mortgage Trust | 466247LZ4 | Jun 2026 | 4,801 | $5K | 0.00% | ABS-MBS |
| 9555 | IndyMac INDX Mortgage Loan Trust | 45660LFJ3 | Jun 2026 | 4,732 | $5K | 0.00% | ABS-MBS |
| 9556 | Fannie Mae | 3138EPP73 | Jun 2026 | 4,813 | $5K | 0.00% | ABS-MBS |
| 9557 | Fannie Mae | 3140J8TM5 | Jun 2026 | 4,706 | $5K | 0.00% | ABS-MBS |
| 9558 | Fannie Mae | 31416WRK0 | Jun 2026 | 4,663 | $5K | 0.00% | ABS-MBS |
| 9559 | Fannie Mae | 3140FREL5 | Jun 2026 | 4,842 | $5K | 0.00% | ABS-MBS |
| 9560 | Fannie Mae | 3138YDGK9 | Jun 2026 | 4,803 | $5K | 0.00% | ABS-MBS |
| 9561 | Fannie Mae | 31407SNV0 | Jun 2026 | 4,462 | $5K | 0.00% | ABS-MBS |
| 9562 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $5K | 0.00% | DFE |
| 9563 | Freddie Mac | 31339WCD6 | Jun 2026 | 4,376 | $5K | 0.00% | ABS-MBS |
| 9564 | GSR Mortgage Loan Trust | 362341WZ8 | Jun 2026 | 4,655 | $5K | 0.00% | ABS-MBS |
| 9565 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $4K | 0.00% | DFE |
| 9566 | GS Mortgage Securities Trust | 36251XAT4 | Jun 2026 | 77,398,251 | $4K | 0.00% | ABS-MBS |
| 9567 | Fannie Mae | 31409YGN1 | Jun 2026 | 4,320 | $4K | 0.00% | ABS-MBS |
| 9568 | Sequoia Mortgage Trust | 81743PAP1 | Jun 2026 | 4,419 | $4K | 0.00% | ABS-MBS |
| 9569 | Fannie Mae | 3138AKQJ1 | Jun 2026 | 4,461 | $4K | 0.00% | ABS-MBS |
| 9570 | Freddie Mac | 31339DW95 | Jun 2026 | 4,103 | $4K | 0.00% | ABS-MBS |
| 9571 | Countrywide Home Loans | 170255AX1 | Jun 2026 | 10,670 | $4K | 0.00% | ABS-MBS |
| 9572 | Freddie Mac | 3128MJZP8 | Jun 2026 | 4,524 | $4K | 0.00% | ABS-MBS |
| 9573 | Citigroup Commercial Mortgage Trust | 17325DAJ2 | Jun 2026 | 116,538,806 | $4K | 0.00% | ABS-MBS |
| 9574 | Fannie Mae | 3140EBP96 | Jun 2026 | 4,525 | $4K | 0.00% | ABS-MBS |
| 9575 | Fannie Mae | 31417A6X2 | Jun 2026 | 4,321 | $4K | 0.00% | ABS-MBS |
| 9576 | Government National Mortgage Association | 36209DGP3 | Jun 2026 | 4,251 | $4K | 0.00% | ABS-MBS |
| 9577 | Fannie Mae | 31417YRB5 | Jun 2026 | 4,299 | $4K | 0.00% | ABS-MBS |
| 9578 | Freddie Mac | 31339M2H0 | Jun 2026 | 4,052 | $4K | 0.00% | ABS-MBS |
| 9579 | JP Morgan Mortgage Trust | 46628KAC4 | Jun 2026 | 5,067 | $4K | 0.00% | ABS-MBS |
| 9580 | Fannie Mae | 3140Q8DR3 | Jun 2026 | 4,412 | $4K | 0.00% | ABS-MBS |
| 9581 | Fannie Mae | 3140GQHW9 | Jun 2026 | 4,439 | $4K | 0.00% | ABS-MBS |
| 9582 | Fannie Mae | 3140FT4W8 | Jun 2026 | 4,439 | $4K | 0.00% | ABS-MBS |
| 9583 | Fannie Mae | 3138AKXX2 | Jun 2026 | 4,196 | $4K | 0.00% | ABS-MBS |
| 9584 | Fannie Mae | 3138W6QM1 | Jun 2026 | 4,187 | $4K | 0.00% | ABS-MBS |
| 9585 | Fannie Mae | 3140HAQJ2 | Jun 2026 | 4,290 | $4K | 0.00% | ABS-MBS |
| 9586 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $4K | 0.00% | DFE |
| 9587 | Deutsche Bank AG | 000000000 | Jun 2026 | 7,473,480 | $4K | 0.00% | DCR |
| 9588 | Countrywide Asset-Backed Certificates | 12666RAF7 | Jun 2026 | 3,397 | $4K | 0.00% | ABS-O |
| 9589 | Fannie Mae | 31414C6X1 | Jun 2026 | 4,129 | $4K | 0.00% | ABS-MBS |
| 9590 | Fannie Mae | 3140GUJT5 | Jun 2026 | 4,272 | $4K | 0.00% | ABS-MBS |
| 9591 | Merrill Lynch Mortgage Investors Trust | 589929M70 | Jun 2026 | 4,326 | $4K | 0.00% | ABS-MBS |
| 9592 | Fannie Mae | 3138E8ZM7 | Jun 2026 | 4,084 | $4K | 0.00% | ABS-MBS |
| 9593 | Government National Mortgage Association | 36202FTK2 | Jun 2026 | 4,200 | $4K | 0.00% | ABS-MBS |
| 9594 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $4K | 0.00% | DFE |
| 9595 | Fannie Mae | 3138YWJV0 | Jun 2026 | 4,344 | $4K | 0.00% | ABS-MBS |
| 9596 | DSLA Mortgage Loan Trust | 23332UBE3 | Jun 2026 | 4,124 | $4K | 0.00% | ABS-MBS |
| 9597 | Fannie Mae | 31418SYU7 | Jun 2026 | 4,032 | $4K | 0.00% | ABS-MBS |
| 9598 | AFC Home Equity Loan Trust | 00105HDC7 | Jun 2026 | 3,988 | $4K | 0.00% | ABS-MBS |
| 9599 | Banc of America Mortgage Securities | 06050HKP2 | Jun 2026 | 4,059 | $4K | 0.00% | ABS-MBS |
| 9600 | Freddie Mac | 3137AX6D0 | Jun 2026 | 136,806 | $4K | 0.00% | ABS-MBS |
| 9601 | Fannie Mae | 3140GTYF1 | Jun 2026 | 4,142 | $4K | 0.00% | ABS-MBS |
| 9602 | Fannie Mae | 3138MFTC1 | Jun 2026 | 4,200 | $4K | 0.00% | ABS-MBS |
| 9603 | Government National Mortgage Association | 36202FE69 | Jun 2026 | 3,950 | $4K | 0.00% | ABS-MBS |
| 9604 | Fannie Mae | 3140EY4S7 | Jun 2026 | 3,973 | $4K | 0.00% | ABS-MBS |
| 9605 | Fannie Mae | 31417YW60 | Jun 2026 | 3,907 | $4K | 0.00% | ABS-MBS |
| 9606 | Fannie Mae | 3138WHU34 | Jun 2026 | 4,163 | $4K | 0.00% | ABS-MBS |
| 9607 | Fannie Mae | 31418NQF0 | Jun 2026 | 3,893 | $4K | 0.00% | ABS-MBS |
| 9608 | COMM Mortgage Trust | 12594MBD9 | Jun 2026 | 110,627,103 | $4K | 0.00% | ABS-MBS |
| 9609 | Fannie Mae | 3138WGAM6 | Jun 2026 | 4,115 | $4K | 0.00% | ABS-MBS |
| 9610 | Fannie Mae | 3138EKMM4 | Jun 2026 | 3,851 | $4K | 0.00% | ABS-MBS |
| 9611 | Fannie Mae | 3140J7TS4 | Jun 2026 | 4,139 | $4K | 0.00% | ABS-MBS |
| 9612 | Fannie Mae | 31371NL37 | Jun 2026 | 3,694 | $4K | 0.00% | ABS-MBS |
| 9613 | GSR Mortgage Loan Trust | 3623414F3 | Jun 2026 | 3,087 | $4K | 0.00% | ABS-MBS |
| 9614 | Freddie Mac | 3132WPRL3 | Jun 2026 | 4,107 | $4K | 0.00% | ABS-MBS |
| 9615 | Lehman XS Trust | 525221EN3 | Jun 2026 | 4,458 | $4K | 0.00% | ABS-MBS |
| 9616 | Fannie Mae | 3138WFLC8 | Jun 2026 | 4,047 | $4K | 0.00% | ABS-MBS |
| 9617 | GSR Mortgage Loan Trust | 36242DFT5 | Jun 2026 | 3,828 | $4K | 0.00% | ABS-MBS |
| 9618 | Structured Asset Securities Corporation | 86359BEF4 | Jun 2026 | 3,863 | $4K | 0.00% | ABS-MBS |
| 9619 | Fannie Mae | 31418CEE0 | Jun 2026 | 3,951 | $4K | 0.00% | ABS-MBS |
| 9620 | MLCC Mortgage Investors Inc | 5899292N7 | Jun 2026 | 3,738 | $4K | 0.00% | ABS-MBS |
| 9621 | Fannie Mae | 31417GWM4 | Jun 2026 | 3,761 | $4K | 0.00% | ABS-MBS |
| 9622 | Fannie Mae | 31418MLK6 | Jun 2026 | 3,575 | $4K | 0.00% | ABS-MBS |
| 9623 | Fannie Mae | 31418BLS3 | Jun 2026 | 3,977 | $4K | 0.00% | ABS-MBS |
| 9624 | Fannie Mae | 3140HEK84 | Jun 2026 | 3,916 | $4K | 0.00% | ABS-MBS |
| 9625 | Amortizing Residential Collateral Trust | 86358RZ75 | Jun 2026 | 2,940 | $4K | 0.00% | ABS-O |
| 9626 | Freddie Mac | 3133TRUS2 | Jun 2026 | 3,590 | $4K | 0.00% | ABS-MBS |
| 9627 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $4K | 0.00% | DFE |
| 9628 | Fannie Mae | 3138X6PZ2 | Jun 2026 | 3,875 | $4K | 0.00% | ABS-MBS |
| 9629 | Fannie Mae | 3138WJU22 | Jun 2026 | 3,682 | $4K | 0.00% | ABS-MBS |
| 9630 | Fannie Mae | 31418CUL6 | Jun 2026 | 3,626 | $4K | 0.00% | ABS-MBS |
| 9631 | Fannie Mae | 3138Y3X71 | Jun 2026 | 3,742 | $4K | 0.00% | ABS-MBS |
| 9632 | Fannie Mae | 3140X4NY8 | Jun 2026 | 3,630 | $4K | 0.00% | ABS-MBS |
| 9633 | Fannie Mae | 31418C7K4 | Jun 2026 | 3,853 | $4K | 0.00% | ABS-MBS |
| 9634 | Fannie Mae | 3136AAX26 | Jun 2026 | 292,897 | $4K | 0.00% | ABS-MBS |
| 9635 | Fannie Mae | 3140X4Y83 | Jun 2026 | 3,819 | $4K | 0.00% | ABS-MBS |
| 9636 | Fannie Mae | 3138AFC24 | Jun 2026 | 3,534 | $3K | 0.00% | ABS-MBS |
| 9637 | Fannie Mae | 3138WHG22 | Jun 2026 | 3,551 | $3K | 0.00% | ABS-MBS |
| 9638 | LCH Ltd. | 000000000 | Jun 2026 | 200,000 | $3K | 0.00% | DIR |
| 9639 | Freddie Mac | 3132A3R51 | Jun 2026 | 3,578 | $3K | 0.00% | ABS-MBS |
| 9640 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $3K | 0.00% | DFE |
| 9641 | Fannie Mae | 3138E2MD4 | Jun 2026 | 3,475 | $3K | 0.00% | ABS-MBS |
| 9642 | Fannie Mae | 3140EUKZ1 | Jun 2026 | 3,503 | $3K | 0.00% | ABS-MBS |
| 9643 | Fannie Mae | 31410LRR5 | Jun 2026 | 3,525 | $3K | 0.00% | ABS-MBS |
| 9644 | Fannie Mae | 31403UYK1 | Jun 2026 | 3,368 | $3K | 0.00% | ABS-MBS |
| 9645 | Fannie Mae | 3140FCDU9 | Jun 2026 | 3,705 | $3K | 0.00% | ABS-MBS |
| 9646 | IndyMac INDX Mortgage Loan Trust | 45660N2J3 | Jun 2026 | 3,615 | $3K | 0.00% | ABS-MBS |
| 9647 | Bear Stearns Adjustable Rate Mortgage Trust | 07387AFZ3 | Jun 2026 | 3,789 | $3K | 0.00% | ABS-MBS |
| 9648 | Citigroup Mortgage Loan Trust Inc | 17307GW53 | Jun 2026 | 3,343 | $3K | 0.00% | ABS-MBS |
| 9649 | Freddie Mac | 31329KKY9 | Jun 2026 | 3,408 | $3K | 0.00% | ABS-MBS |
| 9650 | Fannie Mae | 3138EPJM7 | Jun 2026 | 3,441 | $3K | 0.00% | ABS-MBS |
| 9651 | Freddie Mac | 31335AWP9 | Jun 2026 | 3,625 | $3K | 0.00% | ABS-MBS |
| 9652 | Fannie Mae | 3138AVRH0 | Jun 2026 | 3,373 | $3K | 0.00% | ABS-MBS |
| 9653 | Fannie Mae | 3140J7YZ2 | Jun 2026 | 3,464 | $3K | 0.00% | ABS-MBS |
| 9654 | Government National Mortgage Association | 36210DR78 | Jun 2026 | 3,325 | $3K | 0.00% | ABS-MBS |
| 9655 | Citibank NA | 000000000 | Jun 2026 | 1 | $3K | 0.00% | DFE |
| 9656 | Impac Secured Assets Corp. | 45254TTL8 | Jun 2026 | 3,779 | $3K | 0.00% | ABS-MBS |
| 9657 | Residential Funding Mtg Sec I | 749575AG1 | Jun 2026 | 3,925 | $3K | 0.00% | ABS-MBS |
| 9658 | Barrow Funding PLC | 000000000 | Jun 2026 | 703,000 | $3K | 0.00% | ABS-MBS |
| 9659 | Fannie Mae | 3138YNZR1 | Jun 2026 | 3,442 | $3K | 0.00% | ABS-MBS |
| 9660 | Barclays Mortgage Loan Trust | 06745JAH8 | Jun 2026 | 3,335 | $3K | 0.00% | ABS-MBS |
| 9661 | JP Morgan Mortgage Trust | 466247RP0 | Jun 2026 | 3,305 | $3K | 0.00% | ABS-MBS |
| 9662 | Freddie Mac | 3132L9XZ3 | Jun 2026 | 3,567 | $3K | 0.00% | ABS-MBS |
| 9663 | Fannie Mae | 31410RMV8 | Jun 2026 | 3,102 | $3K | 0.00% | ABS-MBS |
| 9664 | Fannie Mae | 3138EHTW2 | Jun 2026 | 3,278 | $3K | 0.00% | ABS-MBS |
| 9665 | Countrywide Home Loans | 12669EG59 | Jun 2026 | 3,307 | $3K | 0.00% | ABS-MBS |
| 9666 | Fannie Mae | 31390N4G4 | Jun 2026 | 3,186 | $3K | 0.00% | ABS-MBS |
| 9667 | Fannie Mae | 31418BAY2 | Jun 2026 | 3,374 | $3K | 0.00% | ABS-MBS |
| 9668 | Fannie Mae | 3140H1JA9 | Jun 2026 | 3,362 | $3K | 0.00% | ABS-MBS |
| 9669 | Fannie Mae | 3140GSNW8 | Jun 2026 | 3,347 | $3K | 0.00% | ABS-MBS |
| 9670 | Fannie Mae | 3140FEKE3 | Jun 2026 | 3,354 | $3K | 0.00% | ABS-MBS |
| 9671 | Fannie Mae | 3138EKX26 | Jun 2026 | 3,217 | $3K | 0.00% | ABS-MBS |
| 9672 | Fannie Mae | 31418CHQ0 | Jun 2026 | 3,247 | $3K | 0.00% | ABS-MBS |
| 9673 | Fannie Mae | 3138XYCC6 | Jun 2026 | 3,177 | $3K | 0.00% | ABS-MBS |
| 9674 | Freddie Mac | 3132D53P5 | Jun 2026 | 3,290 | $3K | 0.00% | ABS-MBS |
| 9675 | Fannie Mae | 31417Y2J5 | Jun 2026 | 3,150 | $3K | 0.00% | ABS-MBS |
| 9676 | Government National Mortgage Association | 36202E6C8 | Jun 2026 | 3,198 | $3K | 0.00% | ABS-MBS |
| 9677 | Fannie Mae | 31390REK5 | Jun 2026 | 2,922 | $3K | 0.00% | ABS-MBS |
| 9678 | Fannie Mae | 31418C3C6 | Jun 2026 | 3,275 | $3K | 0.00% | ABS-MBS |
| 9679 | Fannie Mae | 31371M6G7 | Jun 2026 | 2,856 | $3K | 0.00% | ABS-MBS |
| 9680 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 54,325,000 | $3K | 0.00% | DIR |
| 9681 | Freddie Mac | 3131XHSK3 | Jun 2026 | 2,956 | $3K | 0.00% | ABS-MBS |
| 9682 | Fannie Mae | 31417AKP3 | Jun 2026 | 2,950 | $3K | 0.00% | ABS-MBS |
| 9683 | Structured Asset Mortgage Investments Inc | 86360UAG1 | Jun 2026 | 5,799 | $3K | 0.00% | ABS-MBS |
| 9684 | New Century Home Equity Loan Trust | 64352VEF4 | Jun 2026 | 2,951 | $3K | 0.00% | ABS-MBS |
| 9685 | AFC Home Equity Loan Trust | 00105HDR4 | Jun 2026 | 2,898 | $3K | 0.00% | ABS-MBS |
| 9686 | Fannie Mae | 3140FBEE6 | Jun 2026 | 3,118 | $3K | 0.00% | ABS-MBS |
| 9687 | Merrill Lynch Mortgage Investors Trust | 59020UQD0 | Jun 2026 | 2,836 | $3K | 0.00% | ABS-MBS |
| 9688 | Fannie Mae | 31418TEP8 | Jun 2026 | 2,850 | $3K | 0.00% | ABS-MBS |
| 9689 | Fannie Mae | 31402VZX1 | Jun 2026 | 2,784 | $3K | 0.00% | ABS-MBS |
| 9690 | Fannie Mae | 31418BT55 | Jun 2026 | 2,959 | $3K | 0.00% | ABS-MBS |
| 9691 | Freddie Mac | 31342ARA9 | Jun 2026 | 2,782 | $3K | 0.00% | ABS-MBS |
| 9692 | Fannie Mae | 3138WCZ97 | Jun 2026 | 2,922 | $3K | 0.00% | ABS-MBS |
| 9693 | Government National Mortgage Association | 36202D5P2 | Jun 2026 | 2,836 | $3K | 0.00% | ABS-MBS |
| 9694 | Freddie Mac | 3132D53H3 | Jun 2026 | 2,882 | $3K | 0.00% | ABS-MBS |
| 9695 | Deutsche Mortgage Securities, Inc. | 251563FA5 | Jun 2026 | 2,917 | $3K | 0.00% | ABS-MBS |
| 9696 | Fannie Mae | 3138WFZF6 | Jun 2026 | 2,847 | $3K | 0.00% | ABS-MBS |
| 9697 | Countrywide Asset-Backed Certificates | 126670CL0 | Jun 2026 | 2,796 | $3K | 0.00% | ABS-O |
| 9698 | Residential Asset Securities Corporation | 76110WG42 | Jun 2026 | 2,746 | $3K | 0.00% | ABS-MBS |
| 9699 | Freddie Mac | 3128MJVR8 | Jun 2026 | 2,935 | $3K | 0.00% | ABS-MBS |
| 9700 | Fannie Mae | 3138LY2G1 | Jun 2026 | 2,754 | $3K | 0.00% | ABS-MBS |
| 9701 | Freddie Mac | 3132A5GT6 | Jun 2026 | 2,774 | $3K | 0.00% | ABS-MBS |
| 9702 | Credit Suisse First Boston Mortgage Securities | 22540A7A0 | Jun 2026 | 2,738 | $3K | 0.00% | ABS-MBS |
| 9703 | FHLMC Structured Pass Through Securities | 31395A3J2 | Jun 2026 | 2,757 | $3K | 0.00% | ABS-MBS |
| 9704 | Fannie Mae | 31410K7M0 | Jun 2026 | 2,549 | $3K | 0.00% | ABS-MBS |
| 9705 | Freddie Mac | 31295MZJ2 | Jun 2026 | 2,624 | $3K | 0.00% | ABS-MBS |
| 9706 | Fannie Mae | 31402RKC2 | Jun 2026 | 2,616 | $3K | 0.00% | ABS-MBS |
| 9707 | Deutsche Bank AG | 000000000 | Jun 2026 | 1 | $3K | 0.00% | DFE |
| 9708 | JP Morgan Mortgage Trust | 466247XN8 | Jun 2026 | 4,090 | $3K | 0.00% | ABS-MBS |
| 9709 | Bank of America NA | 000000000 | Jun 2026 | 1 | $3K | 0.00% | DFE |
| 9710 | Fannie Mae | 31370Q6L8 | Jun 2026 | 2,638 | $3K | 0.00% | ABS-MBS |
| 9711 | Washington Mutual MSC Mortgage Pass-Through CTFS | 939336N66 | Jun 2026 | 2,599 | $3K | 0.00% | ABS-MBS |
| 9712 | Freddie Mac | 3128MJ2G4 | Jun 2026 | 2,799 | $3K | 0.00% | ABS-MBS |
| 9713 | Fannie Mae | 31417AKN8 | Jun 2026 | 2,590 | $3K | 0.00% | ABS-MBS |
| 9714 | Fannie Mae | 31418BM37 | Jun 2026 | 2,614 | $3K | 0.00% | ABS-MBS |
| 9715 | Fannie Mae | 3138XHZD6 | Jun 2026 | 2,594 | $3K | 0.00% | ABS-MBS |
| 9716 | Fannie Mae | 3140GQHN9 | Jun 2026 | 2,645 | $3K | 0.00% | ABS-MBS |
| 9717 | Freddie Mac | 31336CKZ5 | Jun 2026 | 2,505 | $3K | 0.00% | ABS-MBS |
| 9718 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $3K | 0.00% | DFE |
| 9719 | Durham Mortgages | 000000000 | Jun 2026 | 9,500 | $3K | 0.00% | ABS-MBS |
| 9720 | Citibank NA | 000000000 | Jun 2026 | 1 | $3K | 0.00% | DFE |
| 9721 | Freddie Mac | 3132A5HH1 | Jun 2026 | 2,526 | $2K | 0.00% | ABS-MBS |
| 9722 | Fannie Mae | 31408EJB9 | Jun 2026 | 2,349 | $2K | 0.00% | ABS-MBS |
| 9723 | Ameriquest Mortgage Securities Inc. | 03072SDG7 | Jun 2026 | 3,277 | $2K | 0.00% | ABS-MBS |
| 9724 | Government National Mortgage Association | 36202D2B6 | Jun 2026 | 2,475 | $2K | 0.00% | ABS-MBS |
| 9725 | Fannie Mae | 31389GF21 | Jun 2026 | 2,352 | $2K | 0.00% | ABS-MBS |
| 9726 | Fannie Mae | 31416WT51 | Jun 2026 | 2,384 | $2K | 0.00% | ABS-MBS |
| 9727 | Freddie Mac | 3128HDUA5 | Jun 2026 | 2,352 | $2K | 0.00% | ABS-MBS |
| 9728 | Fannie Mae | 3138XWNV6 | Jun 2026 | 2,446 | $2K | 0.00% | ABS-MBS |
| 9729 | BNP Paribas SA | 000000000 | Jun 2026 | 42,380,000 | $2K | 0.00% | DIR |
| 9730 | Fannie Mae | 31417YNX1 | Jun 2026 | 2,223 | $2K | 0.00% | ABS-MBS |
| 9731 | Citibank NA | 000000000 | Jun 2026 | 1 | $2K | 0.00% | DFE |
| 9732 | JPMDB Commercial Mortgage Securities Trust | 46646RAL7 | Jun 2026 | 88,175,905 | $2K | 0.00% | ABS-MBS |
| 9733 | Fannie Mae | 3138XBWZ3 | Jun 2026 | 2,321 | $2K | 0.00% | ABS-MBS |
| 9734 | Freddie Mac | 3132QTLU8 | Jun 2026 | 2,438 | $2K | 0.00% | ABS-MBS |
| 9735 | Fannie Mae | 3140FRUF0 | Jun 2026 | 2,318 | $2K | 0.00% | ABS-MBS |
| 9736 | Fannie Mae | 3140X46N1 | Jun 2026 | 2,335 | $2K | 0.00% | ABS-MBS |
| 9737 | FHLMC Structured Pass Through Securities | 3133TSQG1 | Jun 2026 | 2,214 | $2K | 0.00% | ABS-MBS |
| 9738 | Fannie Mae | 31418DHC9 | Jun 2026 | 2,268 | $2K | 0.00% | ABS-MBS |
| 9739 | Government National Mortgage Association | 36202F2R6 | Jun 2026 | 2,426 | $2K | 0.00% | ABS-MBS |
| 9740 | Wells Fargo Commercial Mortgage Trust | 95000HBJ0 | Jun 2026 | 54,180,143 | $2K | 0.00% | ABS-MBS |
| 9741 | Fannie Mae | 3138YE2C0 | Jun 2026 | 2,372 | $2K | 0.00% | ABS-MBS |
| 9742 | Fannie Mae | 31419AG43 | Jun 2026 | 2,225 | $2K | 0.00% | ABS-MBS |
| 9743 | Government National Mortgage Association | 36225CY26 | Jun 2026 | 2,161 | $2K | 0.00% | ABS-MBS |
| 9744 | Adjustable Rate Mortgage Trust | 007036HV1 | Jun 2026 | 2,196 | $2K | 0.00% | ABS-MBS |
| 9745 | Fannie Mae | 3138Y4KW8 | Jun 2026 | 2,287 | $2K | 0.00% | ABS-MBS |
| 9746 | Fannie Mae | 3138EBRJ6 | Jun 2026 | 2,187 | $2K | 0.00% | ABS-MBS |
| 9747 | Fannie Mae | 3140E7F70 | Jun 2026 | 2,270 | $2K | 0.00% | ABS-MBS |
| 9748 | Citibank NA | 000000000 | Jun 2026 | 1 | $2K | 0.00% | DFE |
| 9749 | Freddie Mac | 3133TPS67 | Jun 2026 | 2,081 | $2K | 0.00% | ABS-MBS |
| 9750 | Fannie Mae | 3140H5SF9 | Jun 2026 | 2,191 | $2K | 0.00% | ABS-MBS |
| 9751 | Fannie Mae | 31418DAQ5 | Jun 2026 | 2,327 | $2K | 0.00% | ABS-MBS |
| 9752 | Fannie Mae | 3136AB7B3 | Jun 2026 | 310,846 | $2K | 0.00% | ABS-MBS |
| 9753 | Fannie Mae | 3140FMZK5 | Jun 2026 | 2,228 | $2K | 0.00% | ABS-MBS |
| 9754 | Freddie Mac | 3132A2P97 | Jun 2026 | 2,036 | $2K | 0.00% | ABS-MBS |
| 9755 | JP Morgan Chase Commercial Mortgage Sec Trust | 46590RAG4 | Jun 2026 | 52,968,210 | $2K | 0.00% | ABS-MBS |
| 9756 | Fannie Mae | 3138EK3V5 | Jun 2026 | 2,125 | $2K | 0.00% | ABS-MBS |
| 9757 | MLCC Mortgage Investors Inc | 590219AD3 | Jun 2026 | 1,985 | $2K | 0.00% | ABS-MBS |
| 9758 | Fannie Mae | 31402NJN9 | Jun 2026 | 2,033 | $2K | 0.00% | ABS-MBS |
| 9759 | Government National Mortgage Association | 36225CWB8 | Jun 2026 | 2,057 | $2K | 0.00% | ABS-MBS |
| 9760 | Fannie Mae | 3140GXCA7 | Jun 2026 | 2,261 | $2K | 0.00% | ABS-MBS |
| 9761 | Fannie Mae | 31417AX61 | Jun 2026 | 2,217 | $2K | 0.00% | ABS-MBS |
| 9762 | Fannie Mae | 3138E0SF7 | Jun 2026 | 2,071 | $2K | 0.00% | ABS-MBS |
| 9763 | Fannie Mae | 3136A6ZP2 | Jun 2026 | 254,430 | $2K | 0.00% | ABS-MBS |
| 9764 | Fannie Mae | 3138LUTA3 | Jun 2026 | 2,119 | $2K | 0.00% | ABS-MBS |
| 9765 | MASTR Seasoned Securitization Trust | 55265WDM2 | Jun 2026 | 2,137 | $2K | 0.00% | ABS-MBS |
| 9766 | Fannie Mae | 3138W4M99 | Jun 2026 | 2,064 | $2K | 0.00% | ABS-MBS |
| 9767 | Fannie Mae | 31416MHX5 | Jun 2026 | 2,053 | $2K | 0.00% | ABS-MBS |
| 9768 | Government National Mortgage Association | 36225CT22 | Jun 2026 | 2,000 | $2K | 0.00% | ABS-MBS |
| 9769 | Fannie Mae | 3138XVLC2 | Jun 2026 | 2,105 | $2K | 0.00% | ABS-MBS |
| 9770 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $2K | 0.00% | DFE |
| 9771 | Government National Mortgage Association | 36202EEF2 | Jun 2026 | 2,030 | $2K | 0.00% | ABS-MBS |
| 9772 | Freddie Mac | 3132A1DW1 | Jun 2026 | 1,891 | $2K | 0.00% | ABS-MBS |
| 9773 | Fannie Mae | 31412QZN2 | Jun 2026 | 1,973 | $2K | 0.00% | ABS-MBS |
| 9774 | Fannie Mae | 31371NUC7 | Jun 2026 | 1,980 | $2K | 0.00% | ABS-MBS |
| 9775 | State Street Bank & Trust Co. | 000000000 | Jun 2026 | 1 | $2K | 0.00% | DFE |
| 9776 | Fannie Mae | 31404DK31 | Jun 2026 | 1,862 | $2K | 0.00% | ABS-MBS |
| 9777 | Fannie Mae | 3138XYV35 | Jun 2026 | 1,950 | $2K | 0.00% | ABS-MBS |
| 9778 | First Horizon Alternative Mortgage Securities | 32051GPY5 | Jun 2026 | 2,908 | $2K | 0.00% | ABS-MBS |
| 9779 | Structured Asset Investment Loan Trust | 86358EEB8 | Jun 2026 | 2,068 | $2K | 0.00% | ABS-O |
| 9780 | Fannie Mae | 31413L7C7 | Jun 2026 | 1,828 | $2K | 0.00% | ABS-MBS |
| 9781 | UBS AG | 000000000 | Jun 2026 | 1 | $2K | 0.00% | DFE |
| 9782 | Fannie Mae | 3138EHW65 | Jun 2026 | 1,864 | $2K | 0.00% | ABS-MBS |
| 9783 | Chase Mortgage Finance Corporation | 16162WRD3 | Jun 2026 | 8,131 | $2K | 0.00% | ABS-MBS |
| 9784 | Fannie Mae | 31414CAJ7 | Jun 2026 | 1,737 | $2K | 0.00% | ABS-MBS |
| 9785 | Sequoia Mortgage Trust | 81743VAA1 | Jun 2026 | 1,967 | $2K | 0.00% | ABS-MBS |
| 9786 | Fannie Mae | 31410Q4J7 | Jun 2026 | 1,741 | $2K | 0.00% | ABS-MBS |
| 9787 | Government National Mortgage Association | 36202EZE2 | Jun 2026 | 1,822 | $2K | 0.00% | ABS-MBS |
| 9788 | Fannie Mae | 3138E9L24 | Jun 2026 | 1,813 | $2K | 0.00% | ABS-MBS |
| 9789 | Freddie Mac | 3131X7MR6 | Jun 2026 | 1,805 | $2K | 0.00% | ABS-MBS |
| 9790 | Fannie Mae | 31418ABA5 | Jun 2026 | 1,903 | $2K | 0.00% | ABS-MBS |
| 9791 | Fannie Mae | 3140GTNW6 | Jun 2026 | 1,910 | $2K | 0.00% | ABS-MBS |
| 9792 | Fannie Mae | 3138E2MJ1 | Jun 2026 | 1,775 | $2K | 0.00% | ABS-MBS |
| 9793 | Banc of America Mortgage Securities | 06050HKR8 | Jun 2026 | 1,788 | $2K | 0.00% | ABS-MBS |
| 9794 | Freddie Mac | 3132A0WQ5 | Jun 2026 | 1,691 | $2K | 0.00% | ABS-MBS |
| 9795 | Government National Mortgage Association | 36210DS77 | Jun 2026 | 1,738 | $2K | 0.00% | ABS-MBS |
| 9796 | Fannie Mae | 3140EYZ53 | Jun 2026 | 1,872 | $2K | 0.00% | ABS-MBS |
| 9797 | Government National Mortgage Association | 36225CUH7 | Jun 2026 | 1,724 | $2K | 0.00% | ABS-MBS |
| 9798 | Fannie Mae | 31401C5R0 | Jun 2026 | 1,659 | $2K | 0.00% | ABS-MBS |
| 9799 | Freddie Mac | 3131WTMX6 | Jun 2026 | 1,644 | $2K | 0.00% | ABS-MBS |
| 9800 | Government National Mortgage Association | 36225CUU8 | Jun 2026 | 1,680 | $2K | 0.00% | ABS-MBS |
| 9801 | Fannie Mae | 3138E0SD2 | Jun 2026 | 1,707 | $2K | 0.00% | ABS-MBS |
| 9802 | Freddie Mac | 3132WPTK3 | Jun 2026 | 1,772 | $2K | 0.00% | ABS-MBS |
| 9803 | Fannie Mae | 31407FLM0 | Jun 2026 | 1,632 | $2K | 0.00% | ABS-MBS |
| 9804 | Freddie Mac | 3132A1ST2 | Jun 2026 | 1,577 | $2K | 0.00% | ABS-MBS |
| 9805 | Fannie Mae | 3138W2NB7 | Jun 2026 | 1,685 | $2K | 0.00% | ABS-MBS |
| 9806 | Fannie Mae | 3140J7XN0 | Jun 2026 | 1,646 | $2K | 0.00% | ABS-MBS |
| 9807 | Fannie Mae | 31412LN63 | Jun 2026 | 1,561 | $2K | 0.00% | ABS-MBS |
| 9808 | Fannie Mae | 3138E1BX4 | Jun 2026 | 1,637 | $2K | 0.00% | ABS-MBS |
| 9809 | Fannie Mae | 31386XAZ9 | Jun 2026 | 1,573 | $2K | 0.00% | ABS-MBS |
| 9810 | Government National Mortgage Association | 36225C2K1 | Jun 2026 | 1,618 | $2K | 0.00% | ABS-MBS |
| 9811 | Freddie Mac | 3128JRMC7 | Jun 2026 | 1,565 | $2K | 0.00% | ABS-MBS |
| 9812 | Government National Mortgage Association | 36202FFT8 | Jun 2026 | 1,609 | $2K | 0.00% | ABS-MBS |
| 9813 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $2K | 0.00% | DFE |
| 9814 | GMAC Mortgage Corporation Loan Trust | 76112BKQ2 | Jun 2026 | 1,708 | $2K | 0.00% | ABS-MBS |
| 9815 | Countrywide Home Loans | 12544RAF5 | Jun 2026 | 3,863 | $2K | 0.00% | ABS-MBS |
| 9816 | Fannie Mae | 31386M2G4 | Jun 2026 | 1,540 | $2K | 0.00% | ABS-MBS |
| 9817 | Fannie Mae | 31396KBZ4 | Jun 2026 | 1,552 | $2K | 0.00% | ABS-MBS |
| 9818 | Fannie Mae | 31418AEH7 | Jun 2026 | 1,551 | $2K | 0.00% | ABS-MBS |
| 9819 | SIERRA HAMILTON HOLDER LLC | 000000000 | Jun 2026 | 15,369,768 | $2K | 0.00% | EC |
| 9820 | Fannie Mae | 31410WWU8 | Jun 2026 | 1,457 | $2K | 0.00% | ABS-MBS |
| 9821 | JP Morgan Mortgage Trust | 466247BL6 | Jun 2026 | 1,680 | $2K | 0.00% | ABS-MBS |
| 9822 | Fannie Mae | 3138AVQD0 | Jun 2026 | 1,578 | $2K | 0.00% | ABS-MBS |
| 9823 | Fannie Mae | 3138E0K73 | Jun 2026 | 1,505 | $1K | 0.00% | ABS-MBS |
| 9824 | Fannie Mae | 31389WYU3 | Jun 2026 | 1,444 | $1K | 0.00% | ABS-MBS |
| 9825 | Fannie Mae | 3138XV4Q0 | Jun 2026 | 1,561 | $1K | 0.00% | ABS-MBS |
| 9826 | Government National Mortgage Association | 36202DX63 | Jun 2026 | 1,493 | $1K | 0.00% | ABS-MBS |
| 9827 | Fannie Mae | 31410TWV3 | Jun 2026 | 1,436 | $1K | 0.00% | ABS-MBS |
| 9828 | Freddie Mac | 3128HD5V7 | Jun 2026 | 1,440 | $1K | 0.00% | ABS-MBS |
| 9829 | Fannie Mae | 31391BBP1 | Jun 2026 | 1,429 | $1K | 0.00% | ABS-MBS |
| 9830 | Fannie Mae | 3138EG6F6 | Jun 2026 | 1,458 | $1K | 0.00% | ABS-MBS |
| 9831 | Fannie Mae | 3140GR3A0 | Jun 2026 | 1,517 | $1K | 0.00% | ABS-MBS |
| 9832 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $1K | 0.00% | DFE |
| 9833 | Fannie Mae | 31406A5A6 | Jun 2026 | 1,414 | $1K | 0.00% | ABS-MBS |
| 9834 | Fannie Mae | 31419CBV4 | Jun 2026 | 1,452 | $1K | 0.00% | ABS-MBS |
| 9835 | Structured Adjustable Rate Mortgage Loan Trust | 86359BPD7 | Jun 2026 | 1,526 | $1K | 0.00% | ABS-MBS |
| 9836 | Fannie Mae | 3138EG3S1 | Jun 2026 | 1,355 | $1K | 0.00% | ABS-MBS |
| 9837 | Fannie Mae | 3140H4JT2 | Jun 2026 | 1,442 | $1K | 0.00% | ABS-MBS |
| 9838 | Fannie Mae | 3138EJBH0 | Jun 2026 | 1,377 | $1K | 0.00% | ABS-MBS |
| 9839 | Countrywide Home Loans | 12669FJC8 | Jun 2026 | 1,351 | $1K | 0.00% | ABS-MBS |
| 9840 | Fannie Mae | 3138AWFQ1 | Jun 2026 | 1,354 | $1K | 0.00% | ABS-MBS |
| 9841 | Fannie Mae | 31387N3G0 | Jun 2026 | 1,298 | $1K | 0.00% | ABS-MBS |
| 9842 | Fannie Mae | 313921MN5 | Jun 2026 | 1,302 | $1K | 0.00% | ABS-MBS |
| 9843 | Fannie Mae | 3138EH3N0 | Jun 2026 | 1,260 | $1K | 0.00% | ABS-MBS |
| 9844 | JP Morgan Mortgage Trust | 466247SE4 | Jun 2026 | 1,355 | $1K | 0.00% | ABS-MBS |
| 9845 | Fannie Mae | 31416TNK1 | Jun 2026 | 1,325 | $1K | 0.00% | ABS-MBS |
| 9846 | Government National Mortgage Association | 36225CJD9 | Jun 2026 | 1,307 | $1K | 0.00% | ABS-MBS |
| 9847 | Fannie Mae | 31410XJQ0 | Jun 2026 | 1,252 | $1K | 0.00% | ABS-MBS |
| 9848 | Fannie Mae | 31410TYJ8 | Jun 2026 | 1,250 | $1K | 0.00% | ABS-MBS |
| 9849 | Freddie Mac | 3128QSSJ6 | Jun 2026 | 1,237 | $1K | 0.00% | ABS-MBS |
| 9850 | Fannie Mae | 31385JJF6 | Jun 2026 | 1,185 | $1K | 0.00% | ABS-MBS |
| 9851 | Fannie Mae | 31385HQR6 | Jun 2026 | 1,175 | $1K | 0.00% | ABS-MBS |
| 9852 | Freddie Mac | 3131X7DH8 | Jun 2026 | 1,209 | $1K | 0.00% | ABS-MBS |
| 9853 | Fannie Mae | 3138Y4HN2 | Jun 2026 | 1,247 | $1K | 0.00% | ABS-MBS |
| 9854 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $1K | 0.00% | DFE |
| 9855 | Fannie Mae | 31402VQ60 | Jun 2026 | 1,152 | $1K | 0.00% | ABS-MBS |
| 9856 | Fannie Mae | 31388KX56 | Jun 2026 | 1,132 | $1K | 0.00% | ABS-MBS |
| 9857 | Fannie Mae | 31388TMD2 | Jun 2026 | 1,129 | $1K | 0.00% | ABS-MBS |
| 9858 | Morgan Stanley Mortgage Loan Trust | 61748HBQ3 | Jun 2026 | 1,202 | $1K | 0.00% | ABS-MBS |
| 9859 | Fannie Mae | 31371M5R4 | Jun 2026 | 1,129 | $1K | 0.00% | ABS-MBS |
| 9860 | Fannie Mae | 31388W5H5 | Jun 2026 | 1,099 | $1K | 0.00% | ABS-MBS |
| 9861 | Fannie Mae | 31389S6W9 | Jun 2026 | 1,085 | $1K | 0.00% | ABS-MBS |
| 9862 | FannieMae Whole Loan | 31393XGV3 | Jun 2026 | 1,120 | $1K | 0.00% | ABS-MBS |
| 9863 | Fannie Mae | 3138XWZG6 | Jun 2026 | 1,115 | $1K | 0.00% | ABS-MBS |
| 9864 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $1K | 0.00% | DFE |
| 9865 | Barclays Bank PLC | 000000000 | Jun 2026 | 1 | $1K | 0.00% | DFE |
| 9866 | Fannie Mae | 31371NDM4 | Jun 2026 | 1,046 | $1K | 0.00% | ABS-MBS |
| 9867 | MLCC Mortgage Investors Inc | 589929K56 | Jun 2026 | 1,258 | $1K | 0.00% | ABS-MBS |
| 9868 | Fannie Mae | 31388KK92 | Jun 2026 | 1,022 | $1K | 0.00% | ABS-MBS |
| 9869 | Freddie Mac | 3128QSMV5 | Jun 2026 | 1,030 | $1K | 0.00% | ABS-MBS |
| 9870 | Nomura Asset Acceptance Corporation | 65535VAU2 | Jun 2026 | 1,039 | $1K | 0.00% | ABS-MBS |
| 9871 | Fannie Mae | 31410LGN6 | Jun 2026 | 1,042 | $1K | 0.00% | ABS-MBS |
| 9872 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $1K | 0.00% | DFE |
| 9873 | Fannie Mae | 31379YQW6 | Jun 2026 | 977 | $1K | 0.00% | ABS-MBS |
| 9874 | Fannie Mae | 31410YQJ6 | Jun 2026 | 966 | $1000 | 0.00% | ABS-MBS |
| 9875 | Fannie Mae | 31411EVY0 | Jun 2026 | 924 | $965 | 0.00% | ABS-MBS |
| 9876 | Government National Mortgage Association | 36202D6S5 | Jun 2026 | 962 | $947 | 0.00% | ABS-MBS |
| 9877 | Fannie Mae | 31403DXB0 | Jun 2026 | 918 | $945 | 0.00% | ABS-MBS |
| 9878 | GE-WMC Mortgage Securities LLC | 36829JAA9 | Jun 2026 | 2,289 | $944 | 0.00% | ABS-O |
| 9879 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $943 | 0.00% | DFE |
| 9880 | Fannie Mae | 31406DAF3 | Jun 2026 | 931 | $942 | 0.00% | ABS-MBS |
| 9881 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $938 | 0.00% | DFE |
| 9882 | Chase Mortgage Finance Corporation | 16163LAF9 | Jun 2026 | 932 | $936 | 0.00% | ABS-MBS |
| 9883 | Fannie Mae | 3138MBLT1 | Jun 2026 | 937 | $929 | 0.00% | ABS-MBS |
| 9884 | Fannie Mae | 3138LVT52 | Jun 2026 | 935 | $927 | 0.00% | ABS-MBS |
| 9885 | Fannie Mae | 31371LJQ3 | Jun 2026 | 880 | $912 | 0.00% | ABS-MBS |
| 9886 | Freddie Mac | 31335A5S3 | Jun 2026 | 952 | $907 | 0.00% | ABS-MBS |
| 9887 | Fannie Mae | 3138EJCG1 | Jun 2026 | 897 | $892 | 0.00% | ABS-MBS |
| 9888 | Fannie Mae | 3138WGVH4 | Jun 2026 | 882 | $880 | 0.00% | ABS-MBS |
| 9889 | Freddie Mac | 3128JRFR2 | Jun 2026 | 863 | $879 | 0.00% | ABS-MBS |
| 9890 | Fannie Mae | 31418RGS4 | Jun 2026 | 865 | $856 | 0.00% | ABS-MBS |
| 9891 | Structured Asset Investment Loan Trust | 86358ECW4 | Jun 2026 | 861 | $842 | 0.00% | ABS-O |
| 9892 | Government National Mortgage Association | 36225CJ56 | Jun 2026 | 843 | $841 | 0.00% | ABS-MBS |
| 9893 | Fannie Mae | 31384VUZ3 | Jun 2026 | 801 | $829 | 0.00% | ABS-MBS |
| 9894 | Deutsche Bank AG | 000000000 | Jun 2026 | 1 | $829 | 0.00% | DFE |
| 9895 | Fannie Mae | 31393T7H3 | Jun 2026 | 819 | $818 | 0.00% | ABS-MBS |
| 9896 | Freddie Mac | 3137ANKV6 | Jun 2026 | 120,225 | $781 | 0.00% | ABS-MBS |
| 9897 | Fannie Mae | 3138ANZ48 | Jun 2026 | 779 | $776 | 0.00% | ABS-MBS |
| 9898 | Freddie Mac | 3132DPJY5 | Jun 2026 | 802 | $751 | 0.00% | ABS-MBS |
| 9899 | Fannie Mae | 31410GGR8 | Jun 2026 | 715 | $750 | 0.00% | ABS-MBS |
| 9900 | Structured Asset Securities Corporation | 86359ARF2 | Jun 2026 | 763 | $748 | 0.00% | ABS-MBS |
| 9901 | Fannie Mae | 31411ARB3 | Jun 2026 | 711 | $746 | 0.00% | ABS-MBS |
| 9902 | Fannie Mae | 3138ABTT6 | Jun 2026 | 703 | $701 | 0.00% | ABS-MBS |
| 9903 | Freddie Mac | 3128JRDJ2 | Jun 2026 | 668 | $679 | 0.00% | ABS-MBS |
| 9904 | MLCC Mortgage Investors Inc | 59020UPA7 | Jun 2026 | 687 | $672 | 0.00% | ABS-MBS |
| 9905 | Standard Chartered Bank | 000000000 | Jun 2026 | 1 | $662 | 0.00% | DFE |
| 9906 | FannieMae Whole Loan | 31359UPD1 | Jun 2026 | 654 | $657 | 0.00% | ABS-MBS |
| 9907 | Fannie Mae | 3138XDJ43 | Jun 2026 | 663 | $655 | 0.00% | ABS-MBS |
| 9908 | Fannie Mae | 31408JAP6 | Jun 2026 | 634 | $650 | 0.00% | ABS-MBS |
| 9909 | MLCC Mortgage Investors Inc | 5899295X2 | Jun 2026 | 653 | $649 | 0.00% | ABS-MBS |
| 9910 | Freddie Mac | 31349TCC3 | Jun 2026 | 634 | $645 | 0.00% | ABS-MBS |
| 9911 | Citibank NA | 000000000 | Jun 2026 | 1 | $645 | 0.00% | DFE |
| 9912 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $640 | 0.00% | DFE |
| 9913 | Fannie Mae | 31400XZG6 | Jun 2026 | 628 | $637 | 0.00% | ABS-MBS |
| 9914 | Fannie Mae | 31417YQP5 | Jun 2026 | 640 | $637 | 0.00% | ABS-MBS |
| 9915 | Freddie Mac | 3131WGTA7 | Jun 2026 | 601 | $627 | 0.00% | ABS-MBS |
| 9916 | Fannie Mae | 31391L5L5 | Jun 2026 | 599 | $620 | 0.00% | ABS-MBS |
| 9917 | Fannie Mae | 31384WGU8 | Jun 2026 | 598 | $619 | 0.00% | ABS-MBS |
| 9918 | Fannie Mae | 31411BQD8 | Jun 2026 | 568 | $600 | 0.00% | ABS-MBS |
| 9919 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $599 | 0.00% | DFE |
| 9920 | Fannie Mae | 3138EJPJ1 | Jun 2026 | 602 | $599 | 0.00% | ABS-MBS |
| 9921 | Citibank NA | 000000000 | Jun 2026 | 1 | $571 | 0.00% | DFE |
| 9922 | Structured Asset Mortgage Investments Inc | 86359LFK0 | Jun 2026 | 571 | $562 | 0.00% | ABS-MBS |
| 9923 | Fannie Mae | 3138EQLM2 | Jun 2026 | 563 | $559 | 0.00% | ABS-MBS |
| 9924 | Freddie Mac | 3131WKBN9 | Jun 2026 | 523 | $552 | 0.00% | ABS-MBS |
| 9925 | Fannie Mae | 3138ADXL4 | Jun 2026 | 556 | $550 | 0.00% | ABS-MBS |
| 9926 | Fannie Mae | 31384WKA7 | Jun 2026 | 528 | $547 | 0.00% | ABS-MBS |
| 9927 | Fannie Mae | 31412E3H7 | Jun 2026 | 526 | $546 | 0.00% | ABS-MBS |
| 9928 | Fannie Mae | 3138ALJ65 | Jun 2026 | 541 | $540 | 0.00% | ABS-MBS |
| 9929 | Freddie Mac | 3128HD6C8 | Jun 2026 | 529 | $536 | 0.00% | ABS-MBS |
| 9930 | Fannie Mae | 31402Q7C9 | Jun 2026 | 512 | $531 | 0.00% | ABS-MBS |
| 9931 | Fannie Mae | 31410C6C1 | Jun 2026 | 508 | $531 | 0.00% | ABS-MBS |
| 9932 | Fannie Mae | 31371MZ26 | Jun 2026 | 530 | $529 | 0.00% | ABS-MBS |
| 9933 | Freddie Mac | 3128HDRD3 | Jun 2026 | 528 | $527 | 0.00% | ABS-MBS |
| 9934 | Freddie Mac | 3128S4K22 | Jun 2026 | 511 | $522 | 0.00% | ABS-MBS |
| 9935 | Deutsche Bank AG | 000000000 | Jun 2026 | 1 | $520 | 0.00% | DFE |
| 9936 | Fannie Mae | 31371KYS4 | Jun 2026 | 493 | $510 | 0.00% | ABS-MBS |
| 9937 | Fannie Mae | 31371NEK7 | Jun 2026 | 493 | $510 | 0.00% | ABS-MBS |
| 9938 | Citigroup Mortgage Loan Trust Inc | 17326JAY5 | Jun 2026 | 482 | $481 | 0.00% | ABS-MBS |
| 9939 | Fannie Mae | 31402CV58 | Jun 2026 | 470 | $463 | 0.00% | ABS-MBS |
| 9940 | Fannie Mae | 31403DDU0 | Jun 2026 | 437 | $453 | 0.00% | ABS-MBS |
| 9941 | Fannie Mae | 3138Y63N2 | Jun 2026 | 444 | $443 | 0.00% | ABS-MBS |
| 9942 | Fannie Mae | 3138E1HB6 | Jun 2026 | 441 | $439 | 0.00% | ABS-MBS |
| 9943 | Fannie Mae | 31388FNW9 | Jun 2026 | 421 | $436 | 0.00% | ABS-MBS |
| 9944 | Fannie Mae | 3138X3HC9 | Jun 2026 | 438 | $436 | 0.00% | ABS-MBS |
| 9945 | Government National Mortgage Association | 36225DLE2 | Jun 2026 | 430 | $435 | 0.00% | ABS-MBS |
| 9946 | Bank of America NA | 000000000 | Jun 2026 | 1 | $435 | 0.00% | DFE |
| 9947 | Fannie Mae | 31391PNB8 | Jun 2026 | 419 | $434 | 0.00% | ABS-MBS |
| 9948 | Fannie Mae | 31394ANT9 | Jun 2026 | 437 | $430 | 0.00% | ABS-MBS |
| 9949 | Freddie Mac | 3132A4VL9 | Jun 2026 | 411 | $429 | 0.00% | ABS-MBS |
| 9950 | Nomura Asset Acceptance Corporation | 65535VAT5 | Jun 2026 | 427 | $425 | 0.00% | ABS-MBS |
| 9951 | Deutsche Bank AG | 000000000 | Jun 2026 | 1 | $421 | 0.00% | DFE |
| 9952 | Fannie Mae | 31410G7L1 | Jun 2026 | 394 | $414 | 0.00% | ABS-MBS |
| 9953 | Fannie Mae | 31404BQG0 | Jun 2026 | 399 | $413 | 0.00% | ABS-MBS |
| 9954 | HOUT BAY | 442451AC4 | Jun 2026 | 4,046,106 | $405 | 0.00% | ABS-CBDO |
| 9955 | GENERAL ELECTRIC CO | 36962GXZ2 | Jun 2026 | 355 | $391 | 0.00% | DBT |
| 9956 | IndyMac ARM Trust | 45660UAT6 | Jun 2026 | 402 | $391 | 0.00% | ABS-MBS |
| 9957 | Fannie Mae | 31417YHJ9 | Jun 2026 | 387 | $386 | 0.00% | ABS-MBS |
| 9958 | Fannie Mae | 31388PL25 | Jun 2026 | 368 | $382 | 0.00% | ABS-MBS |
| 9959 | Fannie Mae | 31358SUP4 | Jun 2026 | 368 | $379 | 0.00% | ABS-MBS |
| 9960 | Fannie Mae | 31374TWX3 | Jun 2026 | 366 | $379 | 0.00% | ABS-MBS |
| 9961 | Fannie Mae | 31404LEU0 | Jun 2026 | 378 | $374 | 0.00% | ABS-MBS |
| 9962 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $372 | 0.00% | DFE |
| 9963 | Fannie Mae | 31387FWK6 | Jun 2026 | 356 | $369 | 0.00% | ABS-MBS |
| 9964 | Fannie Mae | 31389L2Y4 | Jun 2026 | 354 | $367 | 0.00% | ABS-MBS |
| 9965 | Fannie Mae | 31374TW21 | Jun 2026 | 353 | $366 | 0.00% | ABS-MBS |
| 9966 | Freddie Mac | 31336CK51 | Jun 2026 | 357 | $361 | 0.00% | ABS-MBS |
| 9967 | Freddie Mac | 3128HD4S5 | Jun 2026 | 353 | $359 | 0.00% | ABS-MBS |
| 9968 | Fannie Mae | 31384DRK0 | Jun 2026 | 351 | $352 | 0.00% | ABS-MBS |
| 9969 | Fannie Mae | 31385WX79 | Jun 2026 | 339 | $351 | 0.00% | ABS-MBS |
| 9970 | Fannie Mae | 31416K5Y0 | Jun 2026 | 355 | $349 | 0.00% | ABS-MBS |
| 9971 | Fannie Mae | 31389SFD1 | Jun 2026 | 337 | $348 | 0.00% | ABS-MBS |
| 9972 | Freddie Mac | 3128NGGD1 | Jun 2026 | 339 | $346 | 0.00% | ABS-MBS |
| 9973 | Fannie Mae | 3138XYBZ6 | Jun 2026 | 348 | $346 | 0.00% | ABS-MBS |
| 9974 | Fannie Mae | 31359RAQ5 | Jun 2026 | 327 | $327 | 0.00% | ABS-MBS |
| 9975 | Fannie Mae | 31417YJJ7 | Jun 2026 | 312 | $311 | 0.00% | ABS-MBS |
| 9976 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $308 | 0.00% | DFE |
| 9977 | Deutsche Bank AG | 000000000 | Jun 2026 | 1 | $307 | 0.00% | DFE |
| 9978 | Fannie Mae | 3138E2NC5 | Jun 2026 | 299 | $298 | 0.00% | ABS-MBS |
| 9979 | Fannie Mae | 31400RDL2 | Jun 2026 | 285 | $295 | 0.00% | ABS-MBS |
| 9980 | Fannie Mae | 31388W6F8 | Jun 2026 | 281 | $291 | 0.00% | ABS-MBS |
| 9981 | Fannie Mae | 31403AU60 | Jun 2026 | 284 | $291 | 0.00% | ABS-MBS |
| 9982 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $287 | 0.00% | DFE |
| 9983 | Countrywide Home Loans | 126694YR3 | Jun 2026 | 582 | $272 | 0.00% | ABS-MBS |
| 9984 | Fannie Mae | 31419DCH2 | Jun 2026 | 270 | $270 | 0.00% | ABS-MBS |
| 9985 | Deutsche Bank AG | 000000000 | Jun 2026 | 1 | $266 | 0.00% | DFE |
| 9986 | Freddie Mac | 3132A0RY4 | Jun 2026 | 257 | $266 | 0.00% | ABS-MBS |
| 9987 | Fannie Mae | 3138EHRM6 | Jun 2026 | 266 | $264 | 0.00% | ABS-MBS |
| 9988 | Fannie Mae | 31371HB72 | Jun 2026 | 254 | $262 | 0.00% | ABS-MBS |
| 9989 | Fannie Mae | 3138EQDD1 | Jun 2026 | 257 | $256 | 0.00% | ABS-MBS |
| 9990 | Fannie Mae | 31390TQ93 | Jun 2026 | 242 | $250 | 0.00% | ABS-MBS |
| 9991 | Bear Stearns Adjustable Rate Mortgage Trust | 07384MS78 | Jun 2026 | 264 | $250 | 0.00% | ABS-MBS |
| 9992 | Freddie Mac | 3132A9YA9 | Jun 2026 | 250 | $249 | 0.00% | ABS-MBS |
| 9993 | Government National Mortgage Association | 36225CCW4 | Jun 2026 | 244 | $244 | 0.00% | ABS-MBS |
| 9994 | Freddie Mac | 3128QUA43 | Jun 2026 | 233 | $238 | 0.00% | ABS-MBS |
| 9995 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $224 | 0.00% | DFE |
| 9996 | Fannie Mae | 31371MVB0 | Jun 2026 | 218 | $218 | 0.00% | ABS-MBS |
| 9997 | Fannie Mae | 31384VYU0 | Jun 2026 | 201 | $208 | 0.00% | ABS-MBS |
| 9998 | Fannie Mae | 3138ENTN9 | Jun 2026 | 201 | $201 | 0.00% | ABS-MBS |
| 9999 | Fannie Mae | 31417ARL5 | Jun 2026 | 195 | $195 | 0.00% | ABS-MBS |
| 10000 | Bank of America NA | 000000000 | Jun 2026 | 1 | $181 | 0.00% | DFE |
| 10001 | Fannie Mae | 31380EHK3 | Jun 2026 | 174 | $181 | 0.00% | ABS-MBS |
| 10002 | Fannie Mae | 3138EQLL4 | Jun 2026 | 180 | $180 | 0.00% | ABS-MBS |
| 10003 | Fannie Mae | 31374TFV6 | Jun 2026 | 173 | $179 | 0.00% | ABS-MBS |
| 10004 | Fannie Mae | 31358SH20 | Jun 2026 | 169 | $175 | 0.00% | ABS-MBS |
| 10005 | Fannie Mae | 31368HKN2 | Jun 2026 | 164 | $170 | 0.00% | ABS-MBS |
| 10006 | Government National Mortgage Association | 36202DUS8 | Jun 2026 | 172 | $170 | 0.00% | ABS-MBS |
| 10007 | Fannie Mae | 3140J5RC5 | Jun 2026 | 169 | $169 | 0.00% | ABS-MBS |
| 10008 | Freddie Mac | 3128NGEQ4 | Jun 2026 | 155 | $160 | 0.00% | ABS-MBS |
| 10009 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $157 | 0.00% | DFE |
| 10010 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $155 | 0.00% | DFE |
| 10011 | Fannie Mae | 31403MM97 | Jun 2026 | 149 | $154 | 0.00% | ABS-MBS |
| 10012 | Freddie Mac | 3128QGMN9 | Jun 2026 | 150 | $152 | 0.00% | ABS-MBS |
| 10013 | Fannie Mae | 31359V6Z1 | Jun 2026 | 141 | $141 | 0.00% | ABS-MBS |
| 10014 | Barclays Bank PLC | 000000000 | Jun 2026 | 1 | $137 | 0.00% | DFE |
| 10015 | Bear Stearns Adjustable Rate Mortgage Trust | 07384MSH6 | Jun 2026 | 125 | $130 | 0.00% | ABS-MBS |
| 10016 | Fannie Mae | 31409GHK5 | Jun 2026 | 123 | $129 | 0.00% | ABS-MBS |
| 10017 | Fannie Mae | 31418CCR3 | Jun 2026 | 129 | $128 | 0.00% | ABS-MBS |
| 10018 | Fannie Mae | 31413HYP7 | Jun 2026 | 122 | $127 | 0.00% | ABS-MBS |
| 10019 | Fannie Mae | 3138ELFL2 | Jun 2026 | 128 | $127 | 0.00% | ABS-MBS |
| 10020 | Nomura Asset Acceptance Corporation | 65535VKX5 | Jun 2026 | 124 | $125 | 0.00% | ABS-MBS |
| 10021 | Sequoia Mortgage Trust | 81743VAB9 | Jun 2026 | 111 | $110 | 0.00% | ABS-MBS |
| 10022 | Freddie Mac | 3131WHUU9 | Jun 2026 | 104 | $109 | 0.00% | ABS-MBS |
| 10023 | Fannie Mae | 31362L4Q0 | Jun 2026 | 101 | $100 | 0.00% | ABS-MBS |
| 10024 | Fannie Mae | 31374GL62 | Jun 2026 | 94 | $98 | 0.00% | ABS-MBS |
| 10025 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $96 | 0.00% | DFE |
| 10026 | Government National Mortgage Association | 36225CDP8 | Jun 2026 | 93 | $93 | 0.00% | ABS-MBS |
| 10027 | Fannie Mae | 31407H5F9 | Jun 2026 | 79 | $79 | 0.00% | ABS-MBS |
| 10028 | Countrywide Home Loans | 126694YN2 | Jun 2026 | 84 | $77 | 0.00% | ABS-MBS |
| 10029 | Banc of America Mortgage Securities | 05948XBY6 | Jun 2026 | 72 | $71 | 0.00% | ABS-MBS |
| 10030 | Credit Suisse Mortgage Trust | 12655JAL5 | Jun 2026 | 703,858,204 | $70 | 0.00% | ABS-MBS |
| 10031 | Credit Suisse Mortgage Trust | 12597AAL5 | Jun 2026 | 605,031,120 | $60 | 0.00% | ABS-MBS |
| 10032 | GS Mortgage-Backed Securities Trust | 36272FAK7 | Jun 2026 | 68 | $60 | 0.00% | ABS-MBS |
| 10033 | Government National Mortgage Association | 36225CA97 | Jun 2026 | 55 | $55 | 0.00% | ABS-MBS |
| 10034 | Fannie Mae | 3140XARF1 | Jun 2026 | 53 | $52 | 0.00% | ABS-MBS |
| 10035 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $51 | 0.00% | DFE |
| 10036 | Deutsche Bank AG | 000000000 | Jun 2026 | 1 | $48 | 0.00% | DFE |
| 10037 | Government National Mortgage Association | 36225CAY2 | Jun 2026 | 43 | $43 | 0.00% | ABS-MBS |
| 10038 | Citibank NA | 000000000 | Jun 2026 | 1 | $41 | 0.00% | DFE |
| 10039 | Government National Mortgage Association | 36225CAZ9 | Jun 2026 | 40 | $40 | 0.00% | ABS-MBS |
| 10040 | Deutsche Bank AG | 000000000 | Jun 2026 | 1 | $39 | 0.00% | DFE |
| 10041 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $39 | 0.00% | DFE |
| 10042 | Fannie Mae | 31371M4U8 | Jun 2026 | 33 | $33 | 0.00% | ABS-MBS |
| 10043 | Freddie Mac | 3128LUUN4 | Jun 2026 | 26 | $27 | 0.00% | ABS-MBS |
| 10044 | Fannie Mae | 3138ETVC7 | Jun 2026 | 25 | $24 | 0.00% | ABS-MBS |
| 10045 | Fannie Mae | 3138ETDU7 | Jun 2026 | 24 | $24 | 0.00% | ABS-MBS |
| 10046 | Fannie Mae | 313920ZH6 | Jun 2026 | 20 | $20 | 0.00% | ABS-MBS |
| 10047 | Government National Mortgage Association | 38373M6P0 | Jun 2026 | 566,313 | $19 | 0.00% | ABS-MBS |
| 10048 | Avon Finance | 000000000 | Jun 2026 | 9,500,000 | $19 | 0.00% | ABS-MBS |
| 10049 | Fannie Mae | 3138EGU77 | Jun 2026 | 15 | $15 | 0.00% | ABS-MBS |
| 10050 | First NLC Trust | 32113JAG0 | Jun 2026 | 986,929 | $10 | 0.00% | ABS-MBS |
| 10051 | Deutsche Bank AG | 000000000 | Jun 2026 | 1 | $9 | 0.00% | DFE |
| 10052 | Fannie Mae | 3138ENTP4 | Jun 2026 | 8 | $8 | 0.00% | ABS-MBS |
| 10053 | Fannie Mae | 31361HL57 | Jun 2026 | 6 | $6 | 0.00% | ABS-MBS |
| 10054 | Fannie Mae | 31384WAP5 | Jun 2026 | 5 | $5 | 0.00% | ABS-MBS |
| 10055 | Government National Mortgage Association | 38378BDY2 | Jun 2026 | 821,889 | $5 | 0.00% | ABS-MBS |
| 10056 | Government National Mortgage Association | 38378KDF3 | Jun 2026 | 500,108 | $5 | 0.00% | ABS-MBS |
| 10057 | Fannie Mae | 3138EQ3C4 | Jun 2026 | 5 | $5 | 0.00% | ABS-MBS |
| 10058 | RUSSIAN FEDERATION | 000000000 | Jun 2026 | 455,800,000 | $5 | 0.00% | DBT |
| 10059 | Banc of America Mortgage Securities | 05948XBX8 | Jun 2026 | 4 | $4 | 0.00% | ABS-MBS |
| 10060 | Fannie Mae | 3138EJKA5 | Jun 2026 | 2 | $2 | 0.00% | ABS-MBS |
| 10061 | Fannie Mae | 31359RY63 | Jun 2026 | 2 | $2 | 0.00% | ABS-MBS |
| 10062 | Proteus RMBS DAC | 000000000 | Jun 2026 | 1,219,000 | $2 | 0.00% | ABS-MBS |
| 10063 | Government National Mortgage Association | 3618N5H93 | Jun 2026 | 1 | $1 | 0.00% | ABS-MBS |
| 10064 | RUSSIAN FEDERATION | 000000000 | Jun 2026 | 104,400,000 | $1 | 0.00% | DBT |
| 10065 | First NLC Trust | 32113JAJ4 | Jun 2026 | 91,474 | $1 | 0.00% | ABS-MBS |
| 10066 | Lura Funding DAC | 000000000 | Jun 2026 | 486,072 | $1 | 0.00% | ABS-MBS |
| 10067 | ADLER Group SA | 000000000 | Jun 2026 | 520,871 | $1 | 0.00% | EC |
| 10068 | First Horizon Mortgage Pass-Through Trust | 32051GXT7 | Jun 2026 | 37,354 | $0 | 0.00% | ABS-MBS |
| 10069 | Jupiter High Grade CDO Ltd | 48206AAL2 | Jun 2026 | 34,500,000 | $0 | 0.00% | ABS-CBDO |
| 10070 | Morgan Stanley Capital I Trust | 61751XAX8 | Jun 2026 | 18,117 | $0 | 0.00% | ABS-MBS |
| 10071 | ENCINA PRIVATE CREDIT PFD PFD0 | 000000000 | Jun 2026 | 24,670 | $0 | 0.00% | EP |
| 10072 | Mercury Aggregator LP | 000000000 | Jun 2026 | 17,666,738 | $0 | 0.00% | LON |
| 10073 | Performer Funding | 000000000 | Jun 2026 | 81,000 | $0 | 0.00% | ABS-O |
| 10074 | Freddie Mac | 3132DWNP4 | Jun 2026 | 0 | $0 | 0.00% | ABS-MBS |
| 10075 | Mercury Aggregator LP | 000000000 | Jun 2026 | 9,516,655 | $0 | 0.00% | LON |
| 10076 | RUSSIAN FEDERATION | 000000000 | Jun 2026 | 5,600,000 | $0 | 0.00% | DBT |
| 10077 | Fannie Mae | 3140M7FM8 | Jun 2026 | 0 | $0 | 0.00% | ABS-MBS |
| 10078 | GSR Mortgage Loan Trust | 36298BAC4 | Jun 2026 | 5,055 | $0 | 0.00% | ABS-MBS |
| 10079 | iHeartCommunications Inc | 45174UAJ7 | Jun 2026 | 0 | $0 | 0.00% | LON |
| 10080 | Fannie Mae | 3140AVWH0 | Jun 2026 | 0 | $0 | 0.00% | ABS-MBS |
| 10081 | Freddie Mac | 31426AMQ8 | Jun 2026 | 0 | $0 | 0.00% | ABS-MBS |
| 10082 | Freddie Mac | 3142GTZM1 | Jun 2026 | 0 | $0 | 0.00% | ABS-MBS |
| 10083 | Freddie Mac | 3132DWNS8 | Jun 2026 | 0 | $0 | 0.00% | ABS-MBS |
| 10084 | Legacy Mortgage Asset Trust | 52472WAC3 | Jun 2026 | 52 | $0 | 0.00% | ABS-MBS |
| 10085 | Morgan Stanley Capital Inc | 61744CRV0 | Jun 2026 | 0 | $0 | 0.00% | ABS-O |
| 10086 | SSB MANUFACTURING COMPANY | 000000000 | Jun 2026 | 1,460 | $0 | 0.00% | EC |
| 10087 | CONSTELLATION OIL D SHS WARRNT | 000000000 | Jun 2026 | 3 | $0 | 0.00% | EC |
| 10088 | BONDHOLDCO | 000000000 | Jun 2026 | 8,220 | $0 | 0.00% | EC |
| 10089 | BONDHOLDCO | 000000000 | Jun 2026 | 8,220 | $0 | 0.00% | EC |
| 10090 | BONDHOLDCO | 000000000 | Jun 2026 | 8,220 | $0 | 0.00% | EC |
| 10091 | BONDHOLDCO | 000000000 | Jun 2026 | 8,220 | $0 | 0.00% | EC |
| 10092 | BONDHOLDCO | 000000000 | Jun 2026 | 8,220 | $0 | 0.00% | EC |
| 10093 | BONDHOLDCO | 000000000 | Jun 2026 | 8,220 | $0 | 0.00% | EC |
| 10094 | BONDHOLDCO | 000000000 | Jun 2026 | 8,220 | $0 | 0.00% | EC |
| 10095 | BONDHOLDCO | 000000000 | Jun 2026 | 8,220 | $0 | 0.00% | EC |
| 10096 | BONDHOLDCO | 000000000 | Jun 2026 | 8,220 | $0 | 0.00% | EC |
| 10097 | BONDHOLDCO | 000000000 | Jun 2026 | 8,220 | $0 | 0.00% | EC |
| 10098 | Roundstone Securities | 000000000 | Jun 2026 | 2,288 | $0 | 0.00% | ABS-MBS |
| 10099 | Fannie Mae | 31394VED8 | Jun 2026 | 1,212 | $0 | 0.00% | ABS-MBS |
| 10100 | Fannie Mae | 3140AJNQ7 | Jun 2026 | 0 | $0 | 0.00% | ABS-MBS |
| 10101 | Fannie Mae | 3140AVGZ8 | Jun 2026 | 0 | $0 | 0.00% | ABS-MBS |
| 10102 | Fannie Mae | 3140AVLR0 | Jun 2026 | 0 | $0 | 0.00% | ABS-MBS |
| 10103 | Fannie Mae | 3140AVV99 | Jun 2026 | 0 | $0 | 0.00% | ABS-MBS |
| 10104 | Fannie Mae | 3140AVWE7 | Jun 2026 | 0 | $0 | 0.00% | ABS-MBS |
| 10105 | Fannie Mae | 3140B0YH5 | Jun 2026 | 0 | $0 | 0.00% | ABS-MBS |
| 10106 | Fannie Mae | 3140B0ZT8 | Jun 2026 | 0 | $0 | 0.00% | ABS-MBS |
| 10107 | Fannie Mae | 3140B16U5 | Jun 2026 | 0 | $0 | 0.00% | ABS-MBS |
| 10108 | Fannie Mae | 3140B1QU3 | Jun 2026 | 0 | $0 | 0.00% | ABS-MBS |
| 10109 | Fannie Mae | 3140B3F64 | Jun 2026 | 0 | $0 | 0.00% | ABS-MBS |
| 10110 | Fannie Mae | 3140B7EH2 | Jun 2026 | 0 | $0 | 0.00% | ABS-MBS |
| 10111 | Fannie Mae | 3140B8FU0 | Jun 2026 | 0 | $0 | 0.00% | ABS-MBS |
| 10112 | Fannie Mae | 3140FUGX0 | Jun 2026 | 0 | $0 | 0.00% | ABS-MBS |
| 10113 | Fannie Mae | 3140M7EA5 | Jun 2026 | 0 | $0 | 0.00% | ABS-MBS |
| 10114 | Fannie Mae | 3140QUWJ1 | Jun 2026 | 0 | $0 | 0.00% | ABS-MBS |
| 10115 | Fannie Mae | 3140QVS96 | Jun 2026 | 0 | $0 | 0.00% | ABS-MBS |
| 10116 | Fannie Mae | 3140W0QX6 | Jun 2026 | 0 | $0 | 0.00% | ABS-MBS |
| 10117 | Fannie Mae | 3140W1DE0 | Jun 2026 | 0 | $0 | 0.00% | ABS-MBS |
| 10118 | Fannie Mae | 31418E5C0 | Jun 2026 | 0 | $0 | 0.00% | ABS-MBS |
| 10119 | Fannie Mae | 31418E6G0 | Jun 2026 | 0 | $0 | 0.00% | ABS-MBS |
| 10120 | Fannie Mae | 31418FCK1 | Jun 2026 | 0 | $0 | 0.00% | ABS-MBS |
| 10121 | Fannie Mae | 31418FGM3 | Jun 2026 | 0 | $0 | 0.00% | ABS-MBS |
| 10122 | Freddie Mac | 31425WY47 | Jun 2026 | 0 | $0 | 0.00% | ABS-MBS |
| 10123 | Freddie Mac | 31425XRW1 | Jun 2026 | 0 | $0 | 0.00% | ABS-MBS |
| 10124 | Freddie Mac | 31425YB71 | Jun 2026 | 0 | $0 | 0.00% | ABS-MBS |
| 10125 | Freddie Mac | 31425YFW2 | Jun 2026 | 0 | $0 | 0.00% | ABS-MBS |
| 10126 | Freddie Mac | 31425YNT0 | Jun 2026 | 0 | $0 | 0.00% | ABS-MBS |
| 10127 | Freddie Mac | 31425YX28 | Jun 2026 | 0 | $0 | 0.00% | ABS-MBS |
| 10128 | Freddie Mac | 31426A4K1 | Jun 2026 | 0 | $0 | 0.00% | ABS-MBS |
| 10129 | Freddie Mac | 31426AXX1 | Jun 2026 | 0 | $0 | 0.00% | ABS-MBS |
| 10130 | Freddie Mac | 31426CMD3 | Jun 2026 | 0 | $0 | 0.00% | ABS-MBS |
| 10131 | Freddie Mac | 31426J7M5 | Jun 2026 | 0 | $0 | 0.00% | ABS-MBS |
| 10132 | Freddie Mac | 31426TVS3 | Jun 2026 | 0 | $0 | 0.00% | ABS-MBS |
| 10133 | Freddie Mac | 31427NUV9 | Jun 2026 | 0 | $0 | 0.00% | ABS-MBS |
| 10134 | Freddie Mac | 3142GSGD4 | Jun 2026 | 0 | $0 | 0.00% | ABS-MBS |
| 10135 | BANC AMER ALTERNATIVE LN | 000000000 | Jun 2026 | 100 | $0 | 0.00% | ABS-MBS |
| 10136 | OCS Group Holdings Ltd | 000000000 | Jun 2026 | 0 | $0 | 0.00% | LON |
| 10137 | Bank of America NA | 000000000 | Jun 2026 | 111,816 | $0 | 0.00% | DCR |
| 10138 | Citibank NA | 000000000 | Jun 2026 | 597,972 | $0 | 0.00% | DCR |
| 10139 | JPMorgan Securities LLC | 000000000 | Jun 2026 | 7,041,715 | $0 | 0.00% | DCR |
| 10140 | Goldman Sachs International | 000000000 | Jun 2026 | 9,927,527 | $0 | 0.00% | DCR |
| 10141 | Citibank NA | 000000000 | Jun 2026 | 492,729 | $0 | 0.00% | DCR |
| 10142 | Merrill Lynch International | 000000000 | Jun 2026 | 52,622 | $0 | 0.00% | DCR |
| 10143 | Merrill Lynch International | 000000000 | Jun 2026 | 1,687,476 | $0 | 0.00% | DCR |
| 10144 | UBS AG | 000000000 | Jun 2026 | 621,891 | $0 | 0.00% | DCR |
| 10145 | Merrill Lynch International | 000000000 | Jun 2026 | 3,548,864 | $0 | 0.00% | DCR |
| 10146 | Goldman Sachs International | 000000000 | Jun 2026 | 4,406,954 | $0 | 0.00% | DCR |
| 10147 | Deutsche Bank AG | 000000000 | Jun 2026 | 224,044 | $0 | 0.00% | DCR |
| 10148 | Merrill Lynch International | 000000000 | Jun 2026 | 10,753 | $0 | 0.00% | DCR |
| 10149 | JPMorgan Securities LLC | 000000000 | Jun 2026 | 6,721,333 | $0 | 0.00% | DCR |
| 10150 | Citibank NA | 000000000 | Jun 2026 | 172,514 | $0 | 0.00% | DCR |
| 10151 | Citibank NA | 000000000 | Jun 2026 | 446,222 | $0 | 0.00% | DCR |
| 10152 | Citibank NA | 000000000 | Jun 2026 | 800,000 | $0 | 0.00% | DCR |
| 10153 | Citibank NA | 000000000 | Jun 2026 | 1,395,797 | $0 | 0.00% | DCR |
| 10154 | Bank of America NA | 000000000 | Jun 2026 | 137,133 | $0 | 0.00% | DCR |
| 10155 | Bank of America NA | 000000000 | Jun 2026 | 320,000 | $0 | 0.00% | DCR |
| 10156 | Goldman Sachs International | 000000000 | Jun 2026 | 72,647 | $0 | 0.00% | DCR |
| 10157 | Deutsche Bank AG | 000000000 | Jun 2026 | 400,000 | $0 | 0.00% | DCR |
| 10158 | Deutsche Bank AG | 000000000 | Jun 2026 | 209,655 | $0 | 0.00% | DCR |
| 10159 | Barclays Bank PLC | 000000000 | Jun 2026 | 16,482 | $0 | 0.00% | DCR |
| 10160 | Citibank NA | 000000000 | Jun 2026 | 65,929 | $0 | 0.00% | DCR |
| 10161 | Barclays Bank PLC | 000000000 | Jun 2026 | 736,000 | $0 | 0.00% | DCR |
| 10162 | Morgan Stanley & Co. International PLC | 000000000 | Jun 2026 | 201,640 | $0 | 0.00% | DCR |
| 10163 | Morgan Stanley & Co. International PLC | 000000000 | Jun 2026 | 776,167 | $0 | 0.00% | DCR |
| 10164 | Morgan Stanley & Co. International PLC | 000000000 | Jun 2026 | 51,820 | $0 | 0.00% | DCR |
| 10165 | Morgan Stanley & Co. International PLC | 000000000 | Jun 2026 | 748,000 | $0 | 0.00% | DCR |
| 10166 | Freddie Mac | 3132DUX44 | Jun 2026 | 0 | $0 | 0.00% | ABS-MBS |
| 10167 | Freddie Mac | 3132DUX93 | Jun 2026 | 0 | $0 | 0.00% | ABS-MBS |
| 10168 | Freddie Mac | 3132DWMD2 | Jun 2026 | 0 | $0 | 0.00% | ABS-MBS |
| 10169 | Freddie Mac | 3132DWMN0 | Jun 2026 | 0 | $0 | 0.00% | ABS-MBS |
| 10170 | Freddie Mac | 3132DWN25 | Jun 2026 | 0 | $0 | 0.00% | ABS-MBS |
| 10171 | Freddie Mac | 3133CS2W0 | Jun 2026 | 0 | $0 | 0.00% | ABS-MBS |
| 10172 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-0 | 0.00% | DFE |
| 10173 | Chicago Board of Trade | 000000000 | Jun 2026 | -3,646 | $-4 | 0.00% | DIR |
| 10174 | Chicago Board of Trade | 000000000 | Jun 2026 | -4,857 | $-5 | 0.00% | DIR |
| 10175 | Chicago Board of Trade | 000000000 | Jun 2026 | -4,857 | $-5 | 0.00% | DIR |
| 10176 | Chicago Board of Trade | 000000000 | Jun 2026 | -4,857 | $-5 | 0.00% | DIR |
| 10177 | Chicago Board of Trade | 000000000 | Jun 2026 | -4,864 | $-5 | 0.00% | DIR |
| 10178 | Chicago Board of Trade | 000000000 | Jun 2026 | -8,503 | $-8 | 0.00% | DIR |
| 10179 | Deutsche Bank AG | 000000000 | Jun 2026 | 1 | $-17 | 0.00% | DFE |
| 10180 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-20 | 0.00% | DFE |
| 10181 | Citibank NA | 000000000 | Jun 2026 | 1 | $-30 | 0.00% | DFE |
| 10182 | Barclays Bank PLC | 000000000 | Jun 2026 | 1 | $-30 | 0.00% | DFE |
| 10183 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-36 | 0.00% | DFE |
| 10184 | Deutsche Bank AG | 000000000 | Jun 2026 | 1 | $-41 | 0.00% | DFE |
| 10185 | First Union National Bank | 000000000 | Jun 2026 | -605,500,000 | $-61 | 0.00% | DIR |
| 10186 | Citibank NA | 000000000 | Jun 2026 | 1 | $-89 | 0.00% | DFE |
| 10187 | Bank of America NA | 000000000 | Jun 2026 | 1 | $-100 | 0.00% | DFE |
| 10188 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-107 | 0.00% | DFE |
| 10189 | Bank of America NA | 000000000 | Jun 2026 | 1 | $-108 | 0.00% | DFE |
| 10190 | Morgan Stanley & Co. LLC | 000000000 | Jun 2026 | -1,277,500,000 | $-128 | 0.00% | DIR |
| 10191 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $-141 | 0.00% | DFE |
| 10192 | LCH Ltd. | 000000000 | Jun 2026 | 105,000,000 | $-147 | 0.00% | DIR |
| 10193 | Bank of America NA | 000000000 | Jun 2026 | 1 | $-164 | 0.00% | DFE |
| 10194 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-165 | 0.00% | DFE |
| 10195 | Bank of America NA | 000000000 | Jun 2026 | 1 | $-186 | 0.00% | DFE |
| 10196 | Nomura Global Financial Products, Inc. | 000000000 | Jun 2026 | -1,955,700,000 | $-196 | 0.00% | DIR |
| 10197 | Societe Generale SA | 000000000 | Jun 2026 | 1 | $-213 | 0.00% | DFE |
| 10198 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-311 | 0.00% | DFE |
| 10199 | Barclays Bank PLC | 000000000 | Jun 2026 | 1 | $-366 | 0.00% | DFE |
| 10200 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-509 | 0.00% | DFE |
| 10201 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-538 | 0.00% | DFE |
| 10202 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-590 | 0.00% | DFE |
| 10203 | Standard Chartered Bank | 000000000 | Jun 2026 | 1 | $-640 | 0.00% | DFE |
| 10204 | Standard Chartered Bank | 000000000 | Jun 2026 | 1 | $-643 | 0.00% | DFE |
| 10205 | Standard Chartered Bank | 000000000 | Jun 2026 | 1 | $-664 | 0.00% | DFE |
| 10206 | Standard Chartered Bank | 000000000 | Jun 2026 | 1 | $-776 | 0.00% | DFE |
| 10207 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-843 | 0.00% | DFE |
| 10208 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-933 | 0.00% | DFE |
| 10209 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-977 | 0.00% | DFE |
| 10210 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-1012 | 0.00% | DFE |
| 10211 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $-1084 | 0.00% | DFE |
| 10212 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-1160 | -0.00% | DFE |
| 10213 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-1180 | -0.00% | DFE |
| 10214 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-1462 | -0.00% | DFE |
| 10215 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $-1598 | -0.00% | DFE |
| 10216 | Citibank NA | 000000000 | Jun 2026 | 1 | $-1698 | -0.00% | DFE |
| 10217 | Deutsche Bank AG | 000000000 | Jun 2026 | 1 | $-1854 | -0.00% | DFE |
| 10218 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-1988 | -0.00% | DFE |
| 10219 | Barclays Bank PLC | 000000000 | Jun 2026 | 906,804 | $-2047 | -0.00% | DCR |
| 10220 | Citibank NA | 000000000 | Jun 2026 | 1 | $-2068 | -0.00% | DFE |
| 10221 | Citibank NA | 000000000 | Jun 2026 | 1 | $-2090 | -0.00% | DFE |
| 10222 | Citibank NA | 000000000 | Jun 2026 | 1 | $-2139 | -0.00% | DFE |
| 10223 | Bank of America NA | 000000000 | Jun 2026 | 1 | $-2248 | -0.00% | DFE |
| 10224 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-2474 | -0.00% | DFE |
| 10225 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-2898 | -0.00% | DFE |
| 10226 | Citibank NA | 000000000 | Jun 2026 | 1 | $-3330 | -0.00% | DFE |
| 10227 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-3424 | -0.00% | DFE |
| 10228 | Citibank NA | 000000000 | Jun 2026 | 1 | $-4470 | -0.00% | DFE |
| 10229 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-4576 | -0.00% | DFE |
| 10230 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $-4758 | -0.00% | DFE |
| 10231 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-4865 | -0.00% | DFE |
| 10232 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-5010 | -0.00% | DFE |
| 10233 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-5766 | -0.00% | DFE |
| 10234 | Barclays Bank PLC | 000000000 | Jun 2026 | 1 | $-6368 | -0.00% | DFE |
| 10235 | Chicago Board of Trade | 000000000 | Jun 2026 | -4,037 | $-6798 | -0.00% | DIR |
| 10236 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-7533 | -0.00% | DFE |
| 10237 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-7575 | -0.00% | DFE |
| 10238 | Deutsche Bank AG | 000000000 | Jun 2026 | 1 | $-7618 | -0.00% | DFE |
| 10239 | Societe Generale SA | 000000000 | Jun 2026 | 1 | $-7658 | -0.00% | DFE |
| 10240 | State Street Bank & Trust Co. | 000000000 | Jun 2026 | 1 | $-7794 | -0.00% | DFE |
| 10241 | Eurex Deutschland | 000000000 | Jun 2026 | -77 | $-7940 | -0.00% | DIR |
| 10242 | Standard Chartered Bank | 000000000 | Jun 2026 | 1 | $-8241 | -0.00% | DFE |
| 10243 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-8391 | -0.00% | DFE |
| 10244 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-8492 | -0.00% | DFE |
| 10245 | Barclays Bank PLC | 000000000 | Jun 2026 | 1 | $-9169 | -0.00% | DFE |
| 10246 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-9826 | -0.00% | DFE |
| 10247 | Deutsche Bank AG | 000000000 | Jun 2026 | 1 | $-10519 | -0.00% | DFE |
| 10248 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-10595 | -0.00% | DFE |
| 10249 | Morgan Stanley Capital Services LLC | 000000000 | Jun 2026 | 56,560,000 | $-10723 | -0.00% | DIR |
| 10250 | Barclays Bank PLC | 000000000 | Jun 2026 | 1 | $-10895 | -0.00% | DFE |
| 10251 | Barclays Bank PLC | 000000000 | Jun 2026 | 1 | $-11340 | -0.00% | DFE |
| 10252 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-11619 | -0.00% | DFE |
| 10253 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-11682 | -0.00% | DFE |
| 10254 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-11682 | -0.00% | DFE |
| 10255 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-11682 | -0.00% | DFE |
| 10256 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-11682 | -0.00% | DFE |
| 10257 | LCH Ltd. | 000000000 | Jun 2026 | 69,000,000 | $-12267 | -0.00% | DIR |
| 10258 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-13063 | -0.00% | DFE |
| 10259 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-13537 | -0.00% | DFE |
| 10260 | Bank of America NA | 000000000 | Jun 2026 | 1 | $-14647 | -0.00% | DFE |
| 10261 | State Street Bank & Trust Co. | 000000000 | Jun 2026 | 1 | $-15158 | -0.00% | DFE |
| 10262 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-15342 | -0.00% | DFE |
| 10263 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-15585 | -0.00% | DFE |
| 10264 | Goldman Sachs & Co. LLC | 000000000 | Jun 2026 | -229,300,000 | $-15638 | -0.00% | DIR |
| 10265 | Chicago Board of Trade | 000000000 | Jun 2026 | -8,548 | $-16369 | -0.00% | DIR |
| 10266 | Barclays Bank PLC | 000000000 | Jun 2026 | 1 | $-16951 | -0.00% | DFE |
| 10267 | UBS AG | 000000000 | Jun 2026 | 1 | $-17624 | -0.00% | DFE |
| 10268 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-18510 | -0.00% | DFE |
| 10269 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-18510 | -0.00% | DFE |
| 10270 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-18510 | -0.00% | DFE |
| 10271 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-18510 | -0.00% | DFE |
| 10272 | Citibank NA | 000000000 | Jun 2026 | 1 | $-19040 | -0.00% | DFE |
| 10273 | Citibank NA | 000000000 | Jun 2026 | 1 | $-19177 | -0.00% | DFE |
| 10274 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-19820 | -0.00% | DFE |
| 10275 | Bank of America NA | 000000000 | Jun 2026 | 1 | $-20964 | -0.00% | DFE |
| 10276 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-20973 | -0.00% | DFE |
| 10277 | Barclays Bank PLC | 000000000 | Jun 2026 | 1 | $-21074 | -0.00% | DFE |
| 10278 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $-22456 | -0.00% | DFE |
| 10279 | Bank of America NA | 000000000 | Jun 2026 | 1 | $-22556 | -0.00% | DFE |
| 10280 | Citibank NA | 000000000 | Jun 2026 | 1 | $-23393 | -0.00% | DFE |
| 10281 | Standard Chartered Bank | 000000000 | Jun 2026 | 1 | $-23467 | -0.00% | DFE |
| 10282 | Standard Chartered Bank | 000000000 | Jun 2026 | 1 | $-24940 | -0.00% | DFE |
| 10283 | Citibank NA | 000000000 | Jun 2026 | 1 | $-26445 | -0.00% | DFE |
| 10284 | Citibank NA | 000000000 | Jun 2026 | 1 | $-27423 | -0.00% | DFE |
| 10285 | Bank of America NA | 000000000 | Jun 2026 | 1 | $-28679 | -0.00% | DFE |
| 10286 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-29138 | -0.00% | DFE |
| 10287 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-29305 | -0.00% | DFE |
| 10288 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-30829 | -0.00% | DFE |
| 10289 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-30834 | -0.00% | DFE |
| 10290 | Barclays Bank PLC | 000000000 | Jun 2026 | 1 | $-30953 | -0.00% | DFE |
| 10291 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-31504 | -0.00% | DFE |
| 10292 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-31913 | -0.00% | DFE |
| 10293 | Citibank NA | 000000000 | Jun 2026 | 1 | $-32297 | -0.00% | DFE |
| 10294 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $-32426 | -0.00% | DFE |
| 10295 | Citibank NA | 000000000 | Jun 2026 | 1 | $-33152 | -0.00% | DFE |
| 10296 | Citibank NA | 000000000 | Jun 2026 | 1 | $-33152 | -0.00% | DFE |
| 10297 | Citibank NA | 000000000 | Jun 2026 | 1 | $-33152 | -0.00% | DFE |
| 10298 | State Street Bank & Trust Co. | 000000000 | Jun 2026 | 1 | $-33491 | -0.00% | DFE |
| 10299 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-34032 | -0.00% | DFE |
| 10300 | Standard Chartered Bank | 000000000 | Jun 2026 | 1 | $-34074 | -0.00% | DFE |
| 10301 | Citibank NA | 000000000 | Jun 2026 | 1 | $-34631 | -0.00% | DFE |
| 10302 | Citibank NA | 000000000 | Jun 2026 | 1 | $-35256 | -0.00% | DFE |
| 10303 | Citibank NA | 000000000 | Jun 2026 | 1 | $-35256 | -0.00% | DFE |
| 10304 | Citibank NA | 000000000 | Jun 2026 | 1 | $-35256 | -0.00% | DFE |
| 10305 | Citibank NA | 000000000 | Jun 2026 | 1 | $-35256 | -0.00% | DFE |
| 10306 | Citibank NA | 000000000 | Jun 2026 | 1 | $-35256 | -0.00% | DFE |
| 10307 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-35500 | -0.00% | DFE |
| 10308 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-35785 | -0.00% | DFE |
| 10309 | Standard Chartered Bank | 000000000 | Jun 2026 | 1 | $-36177 | -0.00% | DFE |
| 10310 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-36936 | -0.00% | DFE |
| 10311 | Banco Santander SA | 000000000 | Jun 2026 | 1 | $-37480 | -0.00% | DFE |
| 10312 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 150,000 | $-37525 | -0.00% | DCR |
| 10313 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-37778 | -0.00% | DFE |
| 10314 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-38417 | -0.00% | DFE |
| 10315 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-39094 | -0.00% | DFE |
| 10316 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 464,700,000 | $-39380 | -0.00% | DIR |
| 10317 | Citibank NA | 000000000 | Jun 2026 | 1 | $-39855 | -0.00% | DFE |
| 10318 | Deutsche Bank AG | 000000000 | Jun 2026 | 1 | $-39936 | -0.00% | DFE |
| 10319 | Bank of America NA | 000000000 | Jun 2026 | 1 | $-42206 | -0.00% | DFE |
| 10320 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-42636 | -0.00% | DFE |
| 10321 | LCH Ltd. | 000000000 | Jun 2026 | 59,700,000 | $-43300 | -0.00% | DIR |
| 10322 | Australia & New Zealand Banking Group Ltd. | 000000000 | Jun 2026 | 1 | $-44340 | -0.00% | DFE |
| 10323 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-46950 | -0.00% | DFE |
| 10324 | Bank of America NA | 000000000 | Jun 2026 | 1 | $-47365 | -0.00% | DFE |
| 10325 | Banco Santander SA | 000000000 | Jun 2026 | 1 | $-48620 | -0.00% | DFE |
| 10326 | Citibank NA | 000000000 | Jun 2026 | 1 | $-49751 | -0.00% | DFE |
| 10327 | Deutsche Bank AG | 000000000 | Jun 2026 | 1 | $-49925 | -0.00% | DFE |
| 10328 | Societe Generale SA | 000000000 | Jun 2026 | 1 | $-52529 | -0.00% | DFE |
| 10329 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-55423 | -0.00% | DFE |
| 10330 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-55603 | -0.00% | DFE |
| 10331 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-56055 | -0.00% | DFE |
| 10332 | Bank of America NA | 000000000 | Jun 2026 | 1 | $-56262 | -0.00% | DFE |
| 10333 | Citibank NA | 000000000 | Jun 2026 | 1 | $-56655 | -0.00% | DFE |
| 10334 | Goldman Sachs International | 000000000 | Jun 2026 | 3,145,821 | $-57018 | -0.00% | DCR |
| 10335 | Standard Chartered Bank | 000000000 | Jun 2026 | 1 | $-59743 | -0.00% | DFE |
| 10336 | Standard Chartered Bank | 000000000 | Jun 2026 | 1 | $-59743 | -0.00% | DFE |
| 10337 | Standard Chartered Bank | 000000000 | Jun 2026 | 1 | $-59743 | -0.00% | DFE |
| 10338 | Standard Chartered Bank | 000000000 | Jun 2026 | 1 | $-59743 | -0.00% | DFE |
| 10339 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-60658 | -0.00% | DFE |
| 10340 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-60670 | -0.00% | DFE |
| 10341 | Nomura Global Financial Products, Inc. | 000000000 | Jun 2026 | 1 | $-61037 | -0.00% | DFE |
| 10342 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-61328 | -0.00% | DFE |
| 10343 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-64893 | -0.00% | DFE |
| 10344 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-67114 | -0.00% | DFE |
| 10345 | BNP Paribas SA | 000000000 | Jun 2026 | 35,300,000 | $-67132 | -0.00% | DIR |
| 10346 | LCH Ltd. | 000000000 | Jun 2026 | 106,800,000 | $-67199 | -0.00% | DIR |
| 10347 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-67913 | -0.00% | DFE |
| 10348 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-68235 | -0.00% | DFE |
| 10349 | Citibank NA | 000000000 | Jun 2026 | 1 | $-69243 | -0.00% | DFE |
| 10350 | Citibank NA | 000000000 | Jun 2026 | 1 | $-69708 | -0.00% | DFE |
| 10351 | Citibank NA | 000000000 | Jun 2026 | 1 | $-69708 | -0.00% | DFE |
| 10352 | Citibank NA | 000000000 | Jun 2026 | 1 | $-70678 | -0.00% | DFE |
| 10353 | Citibank NA | 000000000 | Jun 2026 | 1 | $-70678 | -0.00% | DFE |
| 10354 | Citibank NA | 000000000 | Jun 2026 | 1 | $-70678 | -0.00% | DFE |
| 10355 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-72422 | -0.00% | DFE |
| 10356 | UBS AG | 000000000 | Jun 2026 | 1 | $-76799 | -0.00% | DFE |
| 10357 | Nomura Global Financial Products, Inc. | 000000000 | Jun 2026 | 1 | $-76846 | -0.00% | DFE |
| 10358 | Nomura Global Financial Products, Inc. | 000000000 | Jun 2026 | 1 | $-76846 | -0.00% | DFE |
| 10359 | Nomura Global Financial Products, Inc. | 000000000 | Jun 2026 | 1 | $-76846 | -0.00% | DFE |
| 10360 | Nomura Global Financial Products, Inc. | 000000000 | Jun 2026 | 1 | $-76846 | -0.00% | DFE |
| 10361 | Nomura Global Financial Products, Inc. | 000000000 | Jun 2026 | 1 | $-76846 | -0.00% | DFE |
| 10362 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $-77991 | -0.00% | DFE |
| 10363 | Deutsche Bank AG | 000000000 | Jun 2026 | 1 | $-78032 | -0.00% | DFE |
| 10364 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-78060 | -0.00% | DFE |
| 10365 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 55,900,000 | $-78861 | -0.00% | DIR |
| 10366 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-80030 | -0.00% | DFE |
| 10367 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-80560 | -0.00% | DFE |
| 10368 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-81810 | -0.00% | DFE |
| 10369 | Citibank NA | 000000000 | Jun 2026 | 1 | $-83218 | -0.00% | DFE |
| 10370 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-83783 | -0.00% | DFE |
| 10371 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-84308 | -0.00% | DFE |
| 10372 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-84308 | -0.00% | DFE |
| 10373 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $-87037 | -0.00% | DFE |
| 10374 | Morgan Stanley Capital Services LLC | 000000000 | Jun 2026 | 79,500,000 | $-87496 | -0.00% | DIR |
| 10375 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-89074 | -0.00% | DFE |
| 10376 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-90396 | -0.00% | DFE |
| 10377 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-90396 | -0.00% | DFE |
| 10378 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-90396 | -0.00% | DFE |
| 10379 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-90396 | -0.00% | DFE |
| 10380 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-90555 | -0.00% | DFE |
| 10381 | Deutsche Bank AG | 000000000 | Jun 2026 | 1 | $-90662 | -0.00% | DFE |
| 10382 | Banco Santander SA | 000000000 | Jun 2026 | 1 | $-90978 | -0.00% | DFE |
| 10383 | Bank of America NA | 000000000 | Jun 2026 | 1 | $-92008 | -0.00% | DFE |
| 10384 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-92866 | -0.00% | DFE |
| 10385 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-92866 | -0.00% | DFE |
| 10386 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-93543 | -0.00% | DFE |
| 10387 | LCH Ltd. | 000000000 | Jun 2026 | 262,500,000 | $-93739 | -0.00% | DIR |
| 10388 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-93805 | -0.00% | DFE |
| 10389 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-93943 | -0.00% | DFE |
| 10390 | Merrill Lynch Pierce Fenner & Smith, Inc. | 000000000 | Jun 2026 | 674,297 | $-100827 | -0.00% | DCR |
| 10391 | Bank of America NA | 000000000 | Jun 2026 | 1 | $-102879 | -0.00% | DFE |
| 10392 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-104221 | -0.00% | DFE |
| 10393 | Citibank NA | 000000000 | Jun 2026 | 1 | $-104643 | -0.00% | DFE |
| 10394 | Chicago Board of Trade | 000000000 | Jun 2026 | -3,798 | $-104905 | -0.00% | DIR |
| 10395 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-105971 | -0.00% | DFE |
| 10396 | Citibank NA | 000000000 | Jun 2026 | 1 | $-111298 | -0.00% | DFE |
| 10397 | Morgan Stanley Capital Services LLC | 000000000 | Jun 2026 | 21,900,000 | $-111937 | -0.00% | DIR |
| 10398 | Citibank NA | 000000000 | Jun 2026 | 1 | $-112619 | -0.00% | DFE |
| 10399 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-116350 | -0.00% | DFE |
| 10400 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-116350 | -0.00% | DFE |
| 10401 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-116350 | -0.00% | DFE |
| 10402 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-116350 | -0.00% | DFE |
| 10403 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-116350 | -0.00% | DFE |
| 10404 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-117726 | -0.00% | DFE |
| 10405 | Bank of America NA | 000000000 | Jun 2026 | 1 | $-126811 | -0.00% | DFE |
| 10406 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-127891 | -0.00% | DFE |
| 10407 | Intercontinental Exchange, Inc. | 000000000 | Jun 2026 | 46,600,000 | $-129055 | -0.00% | DCR |
| 10408 | Standard Chartered Bank | 000000000 | Jun 2026 | 1 | $-129825 | -0.00% | DFE |
| 10409 | Bank of America NA | 000000000 | Jun 2026 | 1 | $-130974 | -0.00% | DFE |
| 10410 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-132209 | -0.00% | DFE |
| 10411 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-134598 | -0.00% | DFE |
| 10412 | Bank of America NA | 000000000 | Jun 2026 | 1 | $-137223 | -0.00% | DFE |
| 10413 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $-142944 | -0.00% | DFE |
| 10414 | Morgan Stanley Capital Services LLC | 000000000 | Jun 2026 | 82,100,000 | $-151004 | -0.00% | DIR |
| 10415 | Banco Santander SA | 000000000 | Jun 2026 | 1 | $-153391 | -0.00% | DFE |
| 10416 | Bank of America NA | 000000000 | Jun 2026 | 1 | $-154026 | -0.00% | DFE |
| 10417 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-156630 | -0.00% | DFE |
| 10418 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-158032 | -0.00% | DFE |
| 10419 | Citibank NA | 000000000 | Jun 2026 | 1 | $-158221 | -0.00% | DFE |
| 10420 | Citibank NA | 000000000 | Jun 2026 | 1 | $-160194 | -0.00% | DFE |
| 10421 | Bank of America NA | 000000000 | Jun 2026 | 1 | $-162512 | -0.00% | DFE |
| 10422 | Deutsche Bank AG | 000000000 | Jun 2026 | 1 | $-162876 | -0.00% | DFE |
| 10423 | Citibank NA | 000000000 | Jun 2026 | 1 | $-164029 | -0.00% | DFE |
| 10424 | Citibank NA | 000000000 | Jun 2026 | 1 | $-166910 | -0.00% | DFE |
| 10425 | Morgan Stanley Capital Services LLC | 000000000 | Jun 2026 | 140,960,000 | $-167380 | -0.00% | DIR |
| 10426 | Chicago Board of Trade | 000000000 | Jun 2026 | -8,548 | $-168430 | -0.00% | DIR |
| 10427 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-169538 | -0.00% | DFE |
| 10428 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $-170171 | -0.00% | DFE |
| 10429 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-170269 | -0.00% | DFE |
| 10430 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-174423 | -0.00% | DFE |
| 10431 | Banco Santander SA | 000000000 | Jun 2026 | 1 | $-175517 | -0.00% | DFE |
| 10432 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-180571 | -0.00% | DFE |
| 10433 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-181221 | -0.00% | DFE |
| 10434 | UMBS, TBA | 01F020471 | Jun 2026 | -200,000 | $-182217 | -0.00% | ABS-MBS |
| 10435 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-185503 | -0.00% | DFE |
| 10436 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 526,600,000 | $-185855 | -0.00% | DCR |
| 10437 | Goldman Sachs International | 000000000 | Jun 2026 | 526,600,000 | $-185855 | -0.00% | DCR |
| 10438 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-188890 | -0.00% | DFE |
| 10439 | Standard Chartered Bank | 000000000 | Jun 2026 | 1 | $-191154 | -0.00% | DFE |
| 10440 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-193778 | -0.00% | DFE |
| 10441 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-195745 | -0.00% | DFE |
| 10442 | Chicago Board of Trade | 000000000 | Jun 2026 | -4,037 | $-198794 | -0.00% | DIR |
| 10443 | Deutsche Bank AG | 000000000 | Jun 2026 | 1 | $-202751 | -0.00% | DFE |
| 10444 | Banco Santander SA | 000000000 | Jun 2026 | 1 | $-205875 | -0.00% | DFE |
| 10445 | LCH Ltd. | 000000000 | Jun 2026 | 47,200,000 | $-206420 | -0.00% | DIR |
| 10446 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $-207337 | -0.00% | DFE |
| 10447 | Citibank NA | 000000000 | Jun 2026 | 1 | $-207746 | -0.00% | DFE |
| 10448 | LCH Ltd. | 000000000 | Jun 2026 | 52,700,000 | $-209293 | -0.00% | DIR |
| 10449 | Barclays Bank PLC | 000000000 | Jun 2026 | 2,646,977 | $-209903 | -0.00% | DCR |
| 10450 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-211491 | -0.00% | DFE |
| 10451 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-211776 | -0.00% | DFE |
| 10452 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-212336 | -0.00% | DFE |
| 10453 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-212546 | -0.00% | DFE |
| 10454 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-213049 | -0.00% | DFE |
| 10455 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-213992 | -0.00% | DFE |
| 10456 | Citibank NA | 000000000 | Jun 2026 | 1 | $-214240 | -0.00% | DFE |
| 10457 | Citibank NA | 000000000 | Jun 2026 | 1 | $-215062 | -0.00% | DFE |
| 10458 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 125,800,000 | $-215544 | -0.00% | DIR |
| 10459 | LCH Ltd. | 000000000 | Jun 2026 | 400,000 | $-215938 | -0.00% | DIR |
| 10460 | Banco Santander SA | 000000000 | Jun 2026 | 1 | $-217014 | -0.00% | DFE |
| 10461 | Bank of America NA | 000000000 | Jun 2026 | 2,791,593 | $-218339 | -0.00% | DCR |
| 10462 | Citibank NA | 000000000 | Jun 2026 | 1 | $-222918 | -0.00% | DFE |
| 10463 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-223258 | -0.00% | DFE |
| 10464 | Bank of America NA | 000000000 | Jun 2026 | 1 | $-223414 | -0.00% | DFE |
| 10465 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-223520 | -0.00% | DFE |
| 10466 | Morgan Stanley & Co. International PLC | 000000000 | Jun 2026 | 1 | $-225043 | -0.00% | DFE |
| 10467 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-232866 | -0.00% | DFE |
| 10468 | Citibank NA | 000000000 | Jun 2026 | 1 | $-232907 | -0.00% | DFE |
| 10469 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $-235870 | -0.00% | DFE |
| 10470 | Nomura Global Financial Products, Inc. | 000000000 | Jun 2026 | 1 | $-238110 | -0.00% | DFE |
| 10471 | Banco Santander SA | 000000000 | Jun 2026 | 1 | $-238706 | -0.00% | DFE |
| 10472 | LCH Ltd. | 000000000 | Jun 2026 | 310,100,000 | $-238715 | -0.00% | DIR |
| 10473 | Banco Santander SA | 000000000 | Jun 2026 | 1 | $-244383 | -0.00% | DFE |
| 10474 | Citibank NA | 000000000 | Jun 2026 | 1 | $-247553 | -0.00% | DFE |
| 10475 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $-250639 | -0.00% | DFE |
| 10476 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-253704 | -0.00% | DFE |
| 10477 | Banco Santander SA | 000000000 | Jun 2026 | 1 | $-261768 | -0.00% | DFE |
| 10478 | Chicago Board of Trade | 000000000 | Jun 2026 | -4,746 | $-262976 | -0.00% | DIR |
| 10479 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-277012 | -0.00% | DFE |
| 10480 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-277429 | -0.00% | DFE |
| 10481 | Nomura Global Financial Products, Inc. | 000000000 | Jun 2026 | 787,100,000 | $-277794 | -0.00% | DCR |
| 10482 | Citibank NA | 000000000 | Jun 2026 | 1 | $-283432 | -0.00% | DFE |
| 10483 | Citibank NA | 000000000 | Jun 2026 | 1 | $-283432 | -0.00% | DFE |
| 10484 | Citibank NA | 000000000 | Jun 2026 | 1 | $-283432 | -0.00% | DFE |
| 10485 | Citibank NA | 000000000 | Jun 2026 | 1 | $-283432 | -0.00% | DFE |
| 10486 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 101,390,000 | $-285152 | -0.00% | DIR |
| 10487 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 101,010,000 | $-286578 | -0.00% | DIR |
| 10488 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $-292397 | -0.00% | DFE |
| 10489 | Standard Chartered Bank | 000000000 | Jun 2026 | 1 | $-292467 | -0.00% | DFE |
| 10490 | Merrill Lynch Pierce Fenner & Smith, Inc. | 000000000 | Jun 2026 | 3,747,932 | $-297207 | -0.00% | DCR |
| 10491 | LCH Ltd. | 000000000 | Jun 2026 | 68,000,000 | $-298433 | -0.00% | DIR |
| 10492 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $-300739 | -0.00% | DFE |
| 10493 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-301185 | -0.00% | DFE |
| 10494 | Chicago Board of Trade | 000000000 | Jun 2026 | -4,056 | $-302245 | -0.00% | DIR |
| 10495 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-305458 | -0.00% | DFE |
| 10496 | Citibank NA | 000000000 | Jun 2026 | 1 | $-306702 | -0.00% | DFE |
| 10497 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-307564 | -0.00% | DFE |
| 10498 | Deutsche Bank AG | 000000000 | Jun 2026 | 1 | $-307968 | -0.00% | DFE |
| 10499 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-309138 | -0.00% | DFE |
| 10500 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-309138 | -0.00% | DFE |
| 10501 | Chicago Board of Trade | 000000000 | Jun 2026 | -3,798 | $-309788 | -0.00% | DIR |
| 10502 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-311594 | -0.00% | DFE |
| 10503 | LCH Ltd. | 000000000 | Jun 2026 | 67,700,000 | $-311605 | -0.00% | DIR |
| 10504 | Standard Chartered Bank | 000000000 | Jun 2026 | 1 | $-316507 | -0.00% | DFE |
| 10505 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-320951 | -0.00% | DFE |
| 10506 | Standard Chartered Bank | 000000000 | Jun 2026 | 1 | $-321426 | -0.00% | DFE |
| 10507 | Standard Chartered Bank | 000000000 | Jun 2026 | 1 | $-321426 | -0.00% | DFE |
| 10508 | Standard Chartered Bank | 000000000 | Jun 2026 | 1 | $-321426 | -0.00% | DFE |
| 10509 | Morgan Stanley & Co. International PLC | 000000000 | Jun 2026 | 1 | $-324388 | -0.00% | DFE |
| 10510 | Bank of America NA | 000000000 | Jun 2026 | 1 | $-335557 | -0.00% | DFE |
| 10511 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-338108 | -0.00% | DFE |
| 10512 | LCH Ltd. | 000000000 | Jun 2026 | 161,600,000 | $-341477 | -0.00% | DIR |
| 10513 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $-346626 | -0.00% | DFE |
| 10514 | Nomura Global Financial Products, Inc. | 000000000 | Jun 2026 | 1 | $-347772 | -0.00% | DFE |
| 10515 | Nomura Global Financial Products, Inc. | 000000000 | Jun 2026 | 1 | $-347772 | -0.00% | DFE |
| 10516 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | -231,900,000 | $-348801 | -0.00% | DIR |
| 10517 | Citibank NA | 000000000 | Jun 2026 | 1 | $-350868 | -0.00% | DFE |
| 10518 | LCH Ltd. | 000000000 | Jun 2026 | 69,500,000 | $-356014 | -0.00% | DIR |
| 10519 | Societe Generale SA | 000000000 | Jun 2026 | 1 | $-357948 | -0.00% | DFE |
| 10520 | Citibank NA | 000000000 | Jun 2026 | 1 | $-358684 | -0.00% | DFE |
| 10521 | Banco Santander SA | 000000000 | Jun 2026 | 1 | $-361399 | -0.00% | DFE |
| 10522 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 112,600,000 | $-367986 | -0.00% | DIR |
| 10523 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-371133 | -0.00% | DFE |
| 10524 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-371133 | -0.00% | DFE |
| 10525 | Citibank NA | 000000000 | Jun 2026 | 4,435,154 | $-373050 | -0.00% | DCR |
| 10526 | Goldman Sachs International | 000000000 | Jun 2026 | 4,750,504 | $-376710 | -0.00% | DCR |
| 10527 | Barclays Bank PLC | 000000000 | Jun 2026 | 1 | $-381586 | -0.00% | DFE |
| 10528 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-390191 | -0.00% | DFE |
| 10529 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $-391055 | -0.00% | DFE |
| 10530 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-393745 | -0.00% | DFE |
| 10531 | LCH Ltd. | 000000000 | Jun 2026 | 119,100,000 | $-398473 | -0.00% | DIR |
| 10532 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $-415263 | -0.00% | DFE |
| 10533 | Bank of America NA | 000000000 | Jun 2026 | 1 | $-422115 | -0.00% | DFE |
| 10534 | LCH Ltd. | 000000000 | Jun 2026 | 107,500,000 | $-422916 | -0.00% | DIR |
| 10535 | Citibank NA | 000000000 | Jun 2026 | 1 | $-423558 | -0.00% | DFE |
| 10536 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $-431915 | -0.00% | DFE |
| 10537 | Barclays Bank PLC | 000000000 | Jun 2026 | 1 | $-433704 | -0.00% | DFE |
| 10538 | LCH Ltd. | 000000000 | Jun 2026 | 26,840,000 | $-437911 | -0.00% | DIR |
| 10539 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-439828 | -0.00% | DFE |
| 10540 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-440857 | -0.00% | DFE |
| 10541 | LCH Ltd. | 000000000 | Jun 2026 | 31,300,000 | $-441317 | -0.00% | DIR |
| 10542 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 844,600,000 | $-450510 | -0.00% | DIR |
| 10543 | Citibank NA | 000000000 | Jun 2026 | 1 | $-453862 | -0.00% | DFE |
| 10544 | Bank of America NA | 000000000 | Jun 2026 | 1 | $-454033 | -0.00% | DFE |
| 10545 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 487,300,000 | $-458429 | -0.00% | DIR |
| 10546 | Citibank NA | 000000000 | Jun 2026 | 1 | $-459977 | -0.00% | DFE |
| 10547 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-461113 | -0.00% | DFE |
| 10548 | LCH Ltd. | 000000000 | Jun 2026 | 41,000,000 | $-462406 | -0.00% | DIR |
| 10549 | Citibank NA | 000000000 | Jun 2026 | 1 | $-467341 | -0.00% | DFE |
| 10550 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-469603 | -0.00% | DFE |
| 10551 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-472233 | -0.00% | DFE |
| 10552 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-491912 | -0.00% | DFE |
| 10553 | Barclays Bank PLC | 000000000 | Jun 2026 | 1 | $-504651 | -0.00% | DFE |
| 10554 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-507041 | -0.00% | DFE |
| 10555 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-507353 | -0.00% | DFE |
| 10556 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-513552 | -0.00% | DFE |
| 10557 | LCH Ltd. | 000000000 | Jun 2026 | 103,200,000 | $-517238 | -0.00% | DIR |
| 10558 | Deutsche Bank AG | 000000000 | Jun 2026 | 1 | $-521956 | -0.00% | DFE |
| 10559 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-523394 | -0.00% | DFE |
| 10560 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 138,600,000 | $-528636 | -0.00% | DIR |
| 10561 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 237,100,000 | $-530665 | -0.00% | DIR |
| 10562 | Chicago Board of Trade | 000000000 | Jun 2026 | -4,749 | $-542236 | -0.00% | DIR |
| 10563 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-544095 | -0.00% | DFE |
| 10564 | Morgan Stanley & Co. International PLC | 000000000 | Jun 2026 | 6,978,983 | $-545847 | -0.00% | DCR |
| 10565 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 244,500,000 | $-551225 | -0.00% | DIR |
| 10566 | Goldman Sachs & Co. LLC | 000000000 | Jun 2026 | -229,300,000 | $-551466 | -0.00% | DIR |
| 10567 | Citibank NA | 000000000 | Jun 2026 | 1 | $-553374 | -0.00% | DFE |
| 10568 | LCH Ltd. | 000000000 | Jun 2026 | 59,800,000 | $-557384 | -0.00% | DIR |
| 10569 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-564791 | -0.00% | DFE |
| 10570 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-576342 | -0.00% | DFE |
| 10571 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 160,300,000 | $-579813 | -0.00% | DIR |
| 10572 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | -231,900,000 | $-581466 | -0.00% | DIR |
| 10573 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-581647 | -0.00% | DFE |
| 10574 | Deutsche Bank AG | 000000000 | Jun 2026 | 1 | $-615314 | -0.00% | DFE |
| 10575 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 3,132 | $-617293 | -0.00% | DIR |
| 10576 | Bank of America NA | 000000000 | Jun 2026 | 1 | $-622718 | -0.00% | DFE |
| 10577 | LCH Ltd. | 000000000 | Jun 2026 | 99,700,000 | $-642088 | -0.00% | DIR |
| 10578 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-649386 | -0.00% | DFE |
| 10579 | LCH Ltd. | 000000000 | Jun 2026 | 239,500,000 | $-654362 | -0.00% | DIR |
| 10580 | Barclays Bank PLC | 000000000 | Jun 2026 | 1 | $-657039 | -0.00% | DFE |
| 10581 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-673947 | -0.00% | DFE |
| 10582 | LCH Ltd. | 000000000 | Jun 2026 | 118,500,000 | $-677832 | -0.00% | DIR |
| 10583 | UBS AG | 000000000 | Jun 2026 | 1 | $-678618 | -0.00% | DFE |
| 10584 | Intercontinental Exchange, Inc. | 000000000 | Jun 2026 | 38,900,000 | $-687084 | -0.00% | DCR |
| 10585 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-688550 | -0.00% | DFE |
| 10586 | Banco Santander SA | 000000000 | Jun 2026 | 1 | $-690733 | -0.00% | DFE |
| 10587 | Barclays Bank PLC | 000000000 | Jun 2026 | 1 | $-694152 | -0.00% | DFE |
| 10588 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 1,249,800,000 | $-699286 | -0.00% | DIR |
| 10589 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-704741 | -0.00% | DFE |
| 10590 | LCH Ltd. | 000000000 | Jun 2026 | 107,000,000 | $-708736 | -0.00% | DIR |
| 10591 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-709628 | -0.00% | DFE |
| 10592 | LCH Ltd. | 000000000 | Jun 2026 | 119,200,000 | $-716166 | -0.00% | DIR |
| 10593 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 468,750,000 | $-716977 | -0.00% | DIR |
| 10594 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $-719907 | -0.00% | DFE |
| 10595 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-724241 | -0.00% | DFE |
| 10596 | Deutsche Bank AG | 000000000 | Jun 2026 | 9,316,943 | $-728706 | -0.00% | DCR |
| 10597 | LCH Ltd. | 000000000 | Jun 2026 | 197,000,000 | $-740759 | -0.00% | DIR |
| 10598 | LCH Ltd. | 000000000 | Jun 2026 | 52,100,000 | $-744759 | -0.00% | DIR |
| 10599 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 209,700,000 | $-763650 | -0.00% | DIR |
| 10600 | LCH Ltd. | 000000000 | Jun 2026 | 51,000,000 | $-768621 | -0.00% | DIR |
| 10601 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 225,400,000 | $-771000 | -0.00% | DIR |
| 10602 | LCH Ltd. | 000000000 | Jun 2026 | 59,500,000 | $-775582 | -0.00% | DIR |
| 10603 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 1,516,100,000 | $-777510 | -0.00% | DIR |
| 10604 | Banco Santander SA | 000000000 | Jun 2026 | 1 | $-788814 | -0.00% | DFE |
| 10605 | Citibank NA | 000000000 | Jun 2026 | 1 | $-802145 | -0.00% | DFE |
| 10606 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-806938 | -0.00% | DFE |
| 10607 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-806938 | -0.00% | DFE |
| 10608 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-806938 | -0.00% | DFE |
| 10609 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-806938 | -0.00% | DFE |
| 10610 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-806938 | -0.00% | DFE |
| 10611 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-806938 | -0.00% | DFE |
| 10612 | Banco Santander SA | 000000000 | Jun 2026 | 1 | $-811782 | -0.00% | DFE |
| 10613 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 72,600,000 | $-815990 | -0.00% | DIR |
| 10614 | LCH Ltd. | 000000000 | Jun 2026 | 64,000,000 | $-817658 | -0.00% | DIR |
| 10615 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-827245 | -0.00% | DFE |
| 10616 | LCH Ltd. | 000000000 | Jun 2026 | 98,100,000 | $-841227 | -0.00% | DIR |
| 10617 | LCH Ltd. | 000000000 | Jun 2026 | 95,000,000 | $-849794 | -0.00% | DIR |
| 10618 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-866443 | -0.00% | DFE |
| 10619 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-866443 | -0.00% | DFE |
| 10620 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-866443 | -0.00% | DFE |
| 10621 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-866443 | -0.00% | DFE |
| 10622 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-866443 | -0.00% | DFE |
| 10623 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-866443 | -0.00% | DFE |
| 10624 | LCH Ltd. | 000000000 | Jun 2026 | 108,900,000 | $-873193 | -0.00% | DIR |
| 10625 | LCH Ltd. | 000000000 | Jun 2026 | 253,100,000 | $-877675 | -0.00% | DIR |
| 10626 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-881365 | -0.00% | DFE |
| 10627 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-885651 | -0.00% | DFE |
| 10628 | Bank of America NA | 000000000 | Jun 2026 | 1 | $-899362 | -0.00% | DFE |
| 10629 | LCH Ltd. | 000000000 | Jun 2026 | 53,400,000 | $-905482 | -0.00% | DIR |
| 10630 | Citibank NA | 000000000 | Jun 2026 | 1 | $-907342 | -0.00% | DFE |
| 10631 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-910138 | -0.00% | DFE |
| 10632 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-914918 | -0.00% | DFE |
| 10633 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-929615 | -0.00% | DFE |
| 10634 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-935047 | -0.00% | DFE |
| 10635 | Morgan Stanley & Co. International PLC | 000000000 | Jun 2026 | -822,820 | $-940154 | -0.00% | RA |
| 10636 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-945701 | -0.00% | DFE |
| 10637 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-962694 | -0.00% | DFE |
| 10638 | Citibank NA | 000000000 | Jun 2026 | 1 | $-973490 | -0.00% | DFE |
| 10639 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-978224 | -0.00% | DFE |
| 10640 | Chicago Board of Trade | 000000000 | Jun 2026 | -4,749 | $-978588 | -0.00% | DIR |
| 10641 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 298,200,000 | $-982871 | -0.00% | DIR |
| 10642 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-991631 | -0.00% | DFE |
| 10643 | LCH Ltd. | 000000000 | Jun 2026 | 52,000,000 | $-1014400 | -0.00% | DIR |
| 10644 | Morgan Stanley Capital Services LLC | 000000000 | Jun 2026 | 54,200,000 | $-1032253 | -0.00% | DIR |
| 10645 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-1036668 | -0.00% | DFE |
| 10646 | LCH Ltd. | 000000000 | Jun 2026 | 69,300,000 | $-1042944 | -0.00% | DIR |
| 10647 | Chicago Board of Trade | 000000000 | Jun 2026 | -4,746 | $-1060185 | -0.00% | DIR |
| 10648 | Chicago Board of Trade | 000000000 | Jun 2026 | -8,367 | $-1092488 | -0.00% | DIR |
| 10649 | Barclays Bank PLC | 000000000 | Jun 2026 | 1 | $-1097527 | -0.00% | DFE |
| 10650 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-1107716 | -0.00% | DFE |
| 10651 | LCH Ltd. | 000000000 | Jun 2026 | 51,100,000 | $-1117429 | -0.00% | DIR |
| 10652 | Bank of America NA | 000000000 | Jun 2026 | 1 | $-1121263 | -0.00% | DFE |
| 10653 | Bank of America NA | 000000000 | Jun 2026 | 1 | $-1127094 | -0.00% | DFE |
| 10654 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-1140968 | -0.00% | DFE |
| 10655 | Bank of America NA | 000000000 | Jun 2026 | 1 | $-1154195 | -0.00% | DFE |
| 10656 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-1163062 | -0.00% | DFE |
| 10657 | Barclays Bank PLC | 000000000 | Jun 2026 | 8,147,195 | $-1175738 | -0.00% | DCR |
| 10658 | LCH Ltd. | 000000000 | Jun 2026 | 291,300,000 | $-1185824 | -0.00% | DIR |
| 10659 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-1187972 | -0.00% | DFE |
| 10660 | LCH Ltd. | 000000000 | Jun 2026 | 118,900,000 | $-1193863 | -0.00% | DIR |
| 10661 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-1235656 | -0.00% | DFE |
| 10662 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-1285583 | -0.00% | DFE |
| 10663 | LCH Ltd. | 000000000 | Jun 2026 | 112,600,000 | $-1305991 | -0.00% | DIR |
| 10664 | LCH Ltd. | 000000000 | Jun 2026 | 207,200,000 | $-1310436 | -0.00% | DIR |
| 10665 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-1361299 | -0.00% | DFE |
| 10666 | Citibank NA | 000000000 | Jun 2026 | 1 | $-1368410 | -0.00% | DFE |
| 10667 | Barclays Bank PLC | 000000000 | Jun 2026 | 1 | $-1406947 | -0.00% | DFE |
| 10668 | Bank of America NA | 000000000 | Jun 2026 | 1 | $-1427939 | -0.00% | DFE |
| 10669 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-1438391 | -0.00% | DFE |
| 10670 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 372,100,000 | $-1455834 | -0.00% | DIR |
| 10671 | Morgan Stanley & Co. International PLC | 000000000 | Jun 2026 | 1 | $-1456013 | -0.00% | DFE |
| 10672 | Goldman Sachs International | 000000000 | Jun 2026 | 18,762,613 | $-1467480 | -0.00% | DCR |
| 10673 | LCH Ltd. | 000000000 | Jun 2026 | 209,600,000 | $-1513647 | -0.00% | DIR |
| 10674 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-1521009 | -0.00% | DFE |
| 10675 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-1542360 | -0.00% | DFE |
| 10676 | Citibank NA | 000000000 | Jun 2026 | 1 | $-1546072 | -0.00% | DFE |
| 10677 | Citibank NA | 000000000 | Jun 2026 | 1 | $-1546072 | -0.00% | DFE |
| 10678 | Citibank NA | 000000000 | Jun 2026 | 1 | $-1546072 | -0.00% | DFE |
| 10679 | Citibank NA | 000000000 | Jun 2026 | 1 | $-1546072 | -0.00% | DFE |
| 10680 | Barclays Bank PLC | 000000000 | Jun 2026 | 1 | $-1569849 | -0.00% | DFE |
| 10681 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 1,259,800,000 | $-1574236 | -0.00% | DIR |
| 10682 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-1589280 | -0.00% | DFE |
| 10683 | LCH Ltd. | 000000000 | Jun 2026 | 195,000,000 | $-1593482 | -0.00% | DIR |
| 10684 | Citibank NA | 000000000 | Jun 2026 | 1 | $-1606575 | -0.00% | DFE |
| 10685 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-1622075 | -0.00% | DFE |
| 10686 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 1,054,500,000 | $-1632868 | -0.00% | DIR |
| 10687 | LCH Ltd. | 000000000 | Jun 2026 | 73,000,000 | $-1636500 | -0.00% | DIR |
| 10688 | Deutsche Bank AG | 000000000 | Jun 2026 | 11,406,073 | $-1646033 | -0.00% | DCR |
| 10689 | LCH Ltd. | 000000000 | Jun 2026 | 96,600,000 | $-1682239 | -0.00% | DIR |
| 10690 | Chicago Board of Trade | 000000000 | Jun 2026 | -17,174 | $-1699127 | -0.00% | DIR |
| 10691 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-1705854 | -0.00% | DFE |
| 10692 | LCH Ltd. | 000000000 | Jun 2026 | 105,800,000 | $-1724254 | -0.00% | DIR |
| 10693 | LCH Ltd. | 000000000 | Jun 2026 | 30,800,000 | $-1729586 | -0.00% | DIR |
| 10694 | LCH Ltd. | 000000000 | Jun 2026 | 31,800,000 | $-1734153 | -0.00% | DIR |
| 10695 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-1740646 | -0.00% | DFE |
| 10696 | Chicago Board of Trade | 000000000 | Jun 2026 | -4,751 | $-1793916 | -0.00% | DIR |
| 10697 | LCH Ltd. | 000000000 | Jun 2026 | 565,700,000 | $-1810919 | -0.00% | DIR |
| 10698 | Deutsche Bank AG | 000000000 | Jun 2026 | 1 | $-1819556 | -0.00% | DFE |
| 10699 | LCH Ltd. | 000000000 | Jun 2026 | 104,100,000 | $-1827413 | -0.00% | DIR |
| 10700 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 559,000,000 | $-1870982 | -0.00% | DIR |
| 10701 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-1875297 | -0.00% | DFE |
| 10702 | Morgan Stanley & Co. LLC | 000000000 | Jun 2026 | 13,035,512 | $-1881181 | -0.00% | DCR |
| 10703 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-1884016 | -0.00% | DFE |
| 10704 | LCH Ltd. | 000000000 | Jun 2026 | 103,700,000 | $-1955429 | -0.00% | DIR |
| 10705 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 533,500,000 | $-1955936 | -0.00% | DIR |
| 10706 | LCH Ltd. | 000000000 | Jun 2026 | 31,400,000 | $-1966758 | -0.00% | DIR |
| 10707 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-1967740 | -0.00% | DFE |
| 10708 | LCH Ltd. | 000000000 | Jun 2026 | 103,100,000 | $-1971571 | -0.00% | DIR |
| 10709 | Citibank NA | 000000000 | Jun 2026 | 1 | $-1978734 | -0.00% | DFE |
| 10710 | Citibank NA | 000000000 | Jun 2026 | 1 | $-1981318 | -0.00% | DFE |
| 10711 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 536,600,000 | $-2006905 | -0.00% | DIR |
| 10712 | Deutsche Bank AG | 000000000 | Jun 2026 | 1 | $-2045367 | -0.00% | DFE |
| 10713 | LCH Ltd. | 000000000 | Jun 2026 | 117,200,000 | $-2074710 | -0.00% | DIR |
| 10714 | Citibank NA | 000000000 | Jun 2026 | 1 | $-2087771 | -0.00% | DFE |
| 10715 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 141,500,000 | $-2109688 | -0.00% | DIR |
| 10716 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 152,500,000 | $-2111073 | -0.00% | DIR |
| 10717 | Banco Santander SA | 000000000 | Jun 2026 | 1 | $-2120179 | -0.00% | DFE |
| 10718 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 141,400,000 | $-2126095 | -0.00% | DIR |
| 10719 | LCH Ltd. | 000000000 | Jun 2026 | 188,900,000 | $-2147226 | -0.00% | DIR |
| 10720 | LCH Ltd. | 000000000 | Jun 2026 | 106,500,000 | $-2156998 | -0.00% | DIR |
| 10721 | Bank of America NA | 000000000 | Jun 2026 | 1 | $-2189236 | -0.00% | DFE |
| 10722 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-2192447 | -0.00% | DFE |
| 10723 | LCH Ltd. | 000000000 | Jun 2026 | 45,730,000,000 | $-2197723 | -0.00% | DIR |
| 10724 | Barclays Bank PLC | 000000000 | Jun 2026 | 1 | $-2202921 | -0.00% | DFE |
| 10725 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-2206958 | -0.00% | DFE |
| 10726 | UBS AG | 000000000 | Jun 2026 | 1 | $-2228981 | -0.00% | DFE |
| 10727 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 146,200,000 | $-2231904 | -0.00% | DIR |
| 10728 | LCH Ltd. | 000000000 | Jun 2026 | 73,000,000 | $-2238077 | -0.00% | DIR |
| 10729 | First Union National Bank | 000000000 | Jun 2026 | -605,500,000 | $-2239502 | -0.00% | DIR |
| 10730 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 944,200,000 | $-2315204 | -0.00% | DIR |
| 10731 | LCH Ltd. | 000000000 | Jun 2026 | 57,600,000 | $-2323117 | -0.00% | DIR |
| 10732 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-2384111 | -0.00% | DFE |
| 10733 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-2448599 | -0.00% | DFE |
| 10734 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-2484951 | -0.00% | DFE |
| 10735 | LCH Ltd. | 000000000 | Jun 2026 | 61,000,000 | $-2522441 | -0.00% | DIR |
| 10736 | LCH Ltd. | 000000000 | Jun 2026 | 195,100,000 | $-2539519 | -0.00% | DIR |
| 10737 | LCH Ltd. | 000000000 | Jun 2026 | 66,700,000 | $-2577788 | -0.00% | DIR |
| 10738 | LCH Ltd. | 000000000 | Jun 2026 | 72,900,000 | $-2637178 | -0.00% | DIR |
| 10739 | Deutsche Bank AG | 000000000 | Jun 2026 | 1 | $-2644312 | -0.00% | DFE |
| 10740 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 24,516,300,000 | $-2691711 | -0.00% | DIR |
| 10741 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-2731933 | -0.00% | DFE |
| 10742 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-2744502 | -0.00% | DFE |
| 10743 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-2773535 | -0.00% | DFE |
| 10744 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-2790144 | -0.00% | DFE |
| 10745 | LCH Ltd. | 000000000 | Jun 2026 | 72,900,000 | $-2794174 | -0.00% | DIR |
| 10746 | Australia & New Zealand Banking Group Ltd. | 000000000 | Jun 2026 | 1 | $-2810010 | -0.00% | DFE |
| 10747 | Morgan Stanley & Co. International PLC | 000000000 | Jun 2026 | 36,815,938 | $-2919467 | -0.00% | DCR |
| 10748 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-2974419 | -0.00% | DFE |
| 10749 | UBS AG | 000000000 | Jun 2026 | 20,094,040 | $-3004642 | -0.00% | DCR |
| 10750 | UBS AG | 000000000 | Jun 2026 | 38,465,051 | $-3008467 | -0.00% | DCR |
| 10751 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-3025281 | -0.00% | DFE |
| 10752 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 3,132 | $-3058757 | -0.00% | DIR |
| 10753 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-3081931 | -0.00% | DFE |
| 10754 | Bank of America NA | 000000000 | Jun 2026 | 1 | $-3099694 | -0.00% | DFE |
| 10755 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 429,370,000 | $-3120361 | -0.00% | DIR |
| 10756 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 105,800,000 | $-3146058 | -0.00% | DIR |
| 10757 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-3159461 | -0.00% | DFE |
| 10758 | Citibank NA | 000000000 | Jun 2026 | 1 | $-3161553 | -0.00% | DFE |
| 10759 | Citibank NA | 000000000 | Jun 2026 | 1 | $-3161553 | -0.00% | DFE |
| 10760 | Citibank NA | 000000000 | Jun 2026 | 1 | $-3180364 | -0.00% | DFE |
| 10761 | Bank of America NA | 000000000 | Jun 2026 | 1 | $-3182340 | -0.00% | DFE |
| 10762 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 1,986,200,000 | $-3227407 | -0.00% | DIR |
| 10763 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 2,400,700,000 | $-3265497 | -0.00% | DIR |
| 10764 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-3287003 | -0.00% | DFE |
| 10765 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-3349898 | -0.00% | DFE |
| 10766 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $-3370965 | -0.00% | DFE |
| 10767 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-3392419 | -0.00% | DFE |
| 10768 | Deutsche Bank AG | 000000000 | Jun 2026 | 1 | $-3408864 | -0.00% | DFE |
| 10769 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-3450006 | -0.00% | DFE |
| 10770 | Citibank NA | 000000000 | Jun 2026 | 1 | $-3481164 | -0.00% | DFE |
| 10771 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 314,300,000 | $-3493690 | -0.00% | DIR |
| 10772 | Morgan Stanley & Co. LLC | 000000000 | Jun 2026 | -1,277,500,000 | $-3500989 | -0.00% | DIR |
| 10773 | Bank of America NA | 000000000 | Jun 2026 | 1 | $-3596748 | -0.00% | DFE |
| 10774 | UBS AG | 000000000 | Jun 2026 | 1 | $-3639098 | -0.00% | DFE |
| 10775 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $-3656209 | -0.00% | DFE |
| 10776 | Bank of America NA | 000000000 | Jun 2026 | 25,908,080 | $-3738847 | -0.00% | DCR |
| 10777 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-3813250 | -0.00% | DFE |
| 10778 | Citibank NA | 000000000 | Jun 2026 | 1 | $-3814687 | -0.00% | DFE |
| 10779 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-3842977 | -0.00% | DFE |
| 10780 | LCH Ltd. | 000000000 | Jun 2026 | 226,800,000 | $-3850482 | -0.00% | DIR |
| 10781 | UBS AG | 000000000 | Jun 2026 | 1 | $-3878661 | -0.00% | DFE |
| 10782 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-3898012 | -0.00% | DFE |
| 10783 | LCH Ltd. | 000000000 | Jun 2026 | 235,750,000 | $-3911195 | -0.00% | DIR |
| 10784 | LCH Ltd. | 000000000 | Jun 2026 | 115,800,000 | $-3918475 | -0.00% | DIR |
| 10785 | Bank of America NA | 000000000 | Jun 2026 | 1 | $-3945507 | -0.00% | DFE |
| 10786 | LCH Ltd. | 000000000 | Jun 2026 | 114,500,000 | $-3987932 | -0.00% | DIR |
| 10787 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 227,200,000 | $-3990975 | -0.00% | DIR |
| 10788 | LCH Ltd. | 000000000 | Jun 2026 | 115,200,000 | $-4024327 | -0.00% | DIR |
| 10789 | LCH Ltd. | 000000000 | Jun 2026 | 252,900,000 | $-4028209 | -0.00% | DIR |
| 10790 | LCH Ltd. | 000000000 | Jun 2026 | 73,400,000 | $-4054727 | -0.00% | DIR |
| 10791 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 1,084,000,000 | $-4080219 | -0.00% | DIR |
| 10792 | LCH Ltd. | 000000000 | Jun 2026 | 114,400,000 | $-4117405 | -0.00% | DIR |
| 10793 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-4122721 | -0.00% | DFE |
| 10794 | LCH Ltd. | 000000000 | Jun 2026 | 230,500,000 | $-4177282 | -0.00% | DIR |
| 10795 | LCH Ltd. | 000000000 | Jun 2026 | 114,400,000 | $-4199796 | -0.00% | DIR |
| 10796 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-4257479 | -0.00% | DFE |
| 10797 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 280,100,000 | $-4270745 | -0.00% | DIR |
| 10798 | LCH Ltd. | 000000000 | Jun 2026 | 115,200,000 | $-4284300 | -0.00% | DIR |
| 10799 | LCH Ltd. | 000000000 | Jun 2026 | 243,100,000 | $-4286728 | -0.00% | DIR |
| 10800 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 287,000,000 | $-4347218 | -0.00% | DIR |
| 10801 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-4402845 | -0.00% | DFE |
| 10802 | LCH Ltd. | 000000000 | Jun 2026 | 323,400,000 | $-4406551 | -0.00% | DIR |
| 10803 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-4426897 | -0.00% | DFE |
| 10804 | Bank of America NA | 000000000 | Jun 2026 | 1 | $-4430014 | -0.00% | DFE |
| 10805 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-4552592 | -0.00% | DFE |
| 10806 | LCH Ltd. | 000000000 | Jun 2026 | 42,500,000 | $-4570650 | -0.00% | DIR |
| 10807 | Barclays Bank PLC | 000000000 | Jun 2026 | 1 | $-4613230 | -0.00% | DFE |
| 10808 | Societe Generale SA | 000000000 | Jun 2026 | 1 | $-4676146 | -0.00% | DFE |
| 10809 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-4691097 | -0.00% | DFE |
| 10810 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 3,135 | $-4768066 | -0.00% | DIR |
| 10811 | LCH Ltd. | 000000000 | Jun 2026 | 115,300,000 | $-4772025 | -0.00% | DIR |
| 10812 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-4781700 | -0.00% | DFE |
| 10813 | LCH Ltd. | 000000000 | Jun 2026 | 114,500,000 | $-4817381 | -0.00% | DIR |
| 10814 | Citibank NA | 000000000 | Jun 2026 | 1 | $-4854035 | -0.00% | DFE |
| 10815 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 301,850,000 | $-4958339 | -0.00% | DIR |
| 10816 | Nomura Global Financial Products, Inc. | 000000000 | Jun 2026 | -1,955,700,000 | $-5027518 | -0.00% | DIR |
| 10817 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-5052236 | -0.00% | DFE |
| 10818 | LCH Ltd. | 000000000 | Jun 2026 | 326,200,000 | $-5085099 | -0.00% | DIR |
| 10819 | LCH Ltd. | 000000000 | Jun 2026 | 335,900,000 | $-5117974 | -0.00% | DIR |
| 10820 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-5236426 | -0.00% | DFE |
| 10821 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-5242993 | -0.00% | DFE |
| 10822 | Banco Santander SA | 000000000 | Jun 2026 | 1 | $-5275857 | -0.00% | DFE |
| 10823 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 3,372,000,000 | $-5346223 | -0.00% | DIR |
| 10824 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-5351129 | -0.00% | DFE |
| 10825 | Bank of America NA | 000000000 | Jun 2026 | 1 | $-5505347 | -0.00% | DFE |
| 10826 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 391,960,000 | $-5637100 | -0.00% | DIR |
| 10827 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-5719420 | -0.00% | DFE |
| 10828 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 86,750,000 | $-5734496 | -0.00% | DIR |
| 10829 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $-5748896 | -0.00% | DFE |
| 10830 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-5817203 | -0.00% | DFE |
| 10831 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $-5827591 | -0.00% | DFE |
| 10832 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-5829727 | -0.00% | DFE |
| 10833 | Banco Santander SA | 000000000 | Jun 2026 | 1 | $-5883471 | -0.00% | DFE |
| 10834 | Eurex Deutschland | 000000000 | Jun 2026 | -11,623 | $-5916669 | -0.00% | DIR |
| 10835 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-5943019 | -0.00% | DFE |
| 10836 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $-5951681 | -0.00% | DFE |
| 10837 | LCH Ltd. | 000000000 | Jun 2026 | 223,900,000 | $-5958203 | -0.00% | DIR |
| 10838 | UMBS, TBA | 01F022675 | Jun 2026 | -7,150,000 | $-5975277 | -0.00% | ABS-MBS |
| 10839 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-5978365 | -0.00% | DFE |
| 10840 | Morgan Stanley & Co. International PLC | 000000000 | Jun 2026 | -6,104,010 | $-6104010 | -0.00% | RA |
| 10841 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-6175866 | -0.00% | DFE |
| 10842 | Citibank NA | 000000000 | Jun 2026 | 1 | $-6202123 | -0.00% | DFE |
| 10843 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-6205133 | -0.00% | DFE |
| 10844 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 413,160,000 | $-6250078 | -0.00% | DIR |
| 10845 | Societe Generale SA | 000000000 | Jun 2026 | 1 | $-6588839 | -0.00% | DFE |
| 10846 | LCH Ltd. | 000000000 | Jun 2026 | 578,500,000 | $-6600444 | -0.00% | DIR |
| 10847 | LCH Ltd. | 000000000 | Jun 2026 | 192,200,000 | $-6639511 | -0.00% | DIR |
| 10848 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-6678009 | -0.00% | DFE |
| 10849 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-6714305 | -0.00% | DFE |
| 10850 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 473,880,000 | $-6771982 | -0.00% | DIR |
| 10851 | LCH Ltd. | 000000000 | Jun 2026 | 192,200,000 | $-6849239 | -0.00% | DIR |
| 10852 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $-6901858 | -0.00% | DFE |
| 10853 | LCH Ltd. | 000000000 | Jun 2026 | 172,400,000 | $-7013904 | -0.00% | DIR |
| 10854 | LCH Ltd. | 000000000 | Jun 2026 | 192,200,000 | $-7053067 | -0.00% | DIR |
| 10855 | Standard Chartered Bank | 000000000 | Jun 2026 | -7,217,754 | $-7217754 | -0.00% | RA |
| 10856 | LCH Ltd. | 000000000 | Jun 2026 | 192,700,000 | $-7359945 | -0.00% | DIR |
| 10857 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 750,900,000 | $-7388662 | -0.00% | DIR |
| 10858 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-7410556 | -0.00% | DFE |
| 10859 | LCH Ltd. | 000000000 | Jun 2026 | 62,400,000 | $-7537706 | -0.00% | DIR |
| 10860 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-7571856 | -0.00% | DFE |
| 10861 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-7697383 | -0.00% | DFE |
| 10862 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-7849165 | -0.00% | DFE |
| 10863 | LCH Ltd. | 000000000 | Jun 2026 | 475,000,000 | $-7853840 | -0.00% | DIR |
| 10864 | LCH Ltd. | 000000000 | Jun 2026 | 491,000,000 | $-7902479 | -0.00% | DIR |
| 10865 | Goldman Sachs International | 000000000 | Jun 2026 | 54,761,705 | $-7902771 | -0.00% | DCR |
| 10866 | Citibank NA | 000000000 | Jun 2026 | 1 | $-7930414 | -0.00% | DFE |
| 10867 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-7999233 | -0.00% | DFE |
| 10868 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-8078093 | -0.00% | DFE |
| 10869 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-8129439 | -0.00% | DFE |
| 10870 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-8138512 | -0.00% | DFE |
| 10871 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $-8191826 | -0.00% | DFE |
| 10872 | Citibank NA | 000000000 | Jun 2026 | 1 | $-8198392 | -0.00% | DFE |
| 10873 | Citibank NA | 000000000 | Jun 2026 | 1 | $-8201266 | -0.00% | DFE |
| 10874 | LCH Ltd. | 000000000 | Jun 2026 | 230,500,000 | $-8288273 | -0.00% | DIR |
| 10875 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 488,500,000 | $-8346988 | -0.00% | DIR |
| 10876 | LCH Ltd. | 000000000 | Jun 2026 | 428,500,000 | $-8353526 | -0.00% | DIR |
| 10877 | Citibank NA | 000000000 | Jun 2026 | 1 | $-8370492 | -0.00% | DFE |
| 10878 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-8495052 | -0.00% | DFE |
| 10879 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-8718724 | -0.00% | DFE |
| 10880 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-8730161 | -0.00% | DFE |
| 10881 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 11,755,368,800 | $-8858456 | -0.00% | DIR |
| 10882 | Goldman Sachs International | 000000000 | Jun 2026 | 61,417,294 | $-8863253 | -0.00% | DCR |
| 10883 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $-8966707 | -0.00% | DFE |
| 10884 | Citibank NA | 000000000 | Jun 2026 | 62,570,457 | $-9029668 | -0.00% | DCR |
| 10885 | LCH Ltd. | 000000000 | Jun 2026 | 119,600,000 | $-9066387 | -0.00% | DIR |
| 10886 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-9155664 | -0.00% | DFE |
| 10887 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $-9163900 | -0.00% | DFE |
| 10888 | LCH Ltd. | 000000000 | Jun 2026 | 510,110,000 | $-9197224 | -0.00% | DIR |
| 10889 | Banco Santander SA | 000000000 | Jun 2026 | 1 | $-9604638 | -0.00% | DFE |
| 10890 | JPMorgan Securities LLC | 000000000 | Jun 2026 | -9,752,614 | $-9752614 | -0.00% | RA |
| 10891 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 2,208,400,000 | $-9831643 | -0.00% | DIR |
| 10892 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 2,446,000,000 | $-9869003 | -0.00% | DIR |
| 10893 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 2,978,000,000 | $-9926809 | -0.00% | DIR |
| 10894 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-10121339 | -0.00% | DFE |
| 10895 | Banco Santander SA | 000000000 | Jun 2026 | 1 | $-10150792 | -0.00% | DFE |
| 10896 | LCH Ltd. | 000000000 | Jun 2026 | 56,400,000 | $-10302932 | -0.00% | DIR |
| 10897 | LCH Ltd. | 000000000 | Jun 2026 | 77,700,000 | $-10623836 | -0.00% | DIR |
| 10898 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-10891754 | -0.00% | DFE |
| 10899 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-10920698 | -0.00% | DFE |
| 10900 | LCH Ltd. | 000000000 | Jun 2026 | 755,750,000 | $-10922855 | -0.00% | DIR |
| 10901 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-11254673 | -0.00% | DFE |
| 10902 | LCH Ltd. | 000000000 | Jun 2026 | 42,100,000 | $-11330028 | -0.00% | DIR |
| 10903 | LCH Ltd. | 000000000 | Jun 2026 | 41,900,000 | $-11365693 | -0.00% | DIR |
| 10904 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 759,770,000 | $-11453301 | -0.00% | DIR |
| 10905 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-11564808 | -0.01% | DFE |
| 10906 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-11662161 | -0.01% | DFE |
| 10907 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 4,602,700,000 | $-11778770 | -0.01% | DIR |
| 10908 | Barclays Bank PLC | 000000000 | Jun 2026 | -11,917,078 | $-11917078 | -0.01% | RA |
| 10909 | LCH Ltd. | 000000000 | Jun 2026 | 385,500,000 | $-11995025 | -0.01% | DIR |
| 10910 | UBS AG | 000000000 | Jun 2026 | 1 | $-12149070 | -0.01% | DFE |
| 10911 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-12178747 | -0.01% | DFE |
| 10912 | Barclays Bank PLC | 000000000 | Jun 2026 | -12,357,967 | $-12357967 | -0.01% | RA |
| 10913 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-12461926 | -0.01% | DFE |
| 10914 | LCH Ltd. | 000000000 | Jun 2026 | 1,291,700,000 | $-12781548 | -0.01% | DIR |
| 10915 | LCH Ltd. | 000000000 | Jun 2026 | 97,100,000 | $-12888948 | -0.01% | DIR |
| 10916 | Citibank NA | 000000000 | Jun 2026 | 1 | $-13238276 | -0.01% | DFE |
| 10917 | Barclays Bank PLC | 000000000 | Jun 2026 | -13,390,994 | $-13390994 | -0.01% | RA |
| 10918 | LCH Ltd. | 000000000 | Jun 2026 | 1,525,200,000 | $-13487829 | -0.01% | DIR |
| 10919 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 956,100,000 | $-13907239 | -0.01% | DIR |
| 10920 | LCH Ltd. | 000000000 | Jun 2026 | 1,665,500,000 | $-14008661 | -0.01% | DIR |
| 10921 | Banco Santander SA | 000000000 | Jun 2026 | 1 | $-14624126 | -0.01% | DFE |
| 10922 | LCH Ltd. | 000000000 | Jun 2026 | 105,100,000 | $-14838842 | -0.01% | DIR |
| 10923 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-15349482 | -0.01% | DFE |
| 10924 | LCH Ltd. | 000000000 | Jun 2026 | 1,162,010,000 | $-15354597 | -0.01% | DIR |
| 10925 | UMBS, TBA | 01F042475 | Jun 2026 | -15,750,000 | $-15564637 | -0.01% | ABS-MBS |
| 10926 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-15616297 | -0.01% | DFE |
| 10927 | Banco Santander SA | 000000000 | Jun 2026 | 1 | $-15785734 | -0.01% | DFE |
| 10928 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-16023025 | -0.01% | DFE |
| 10929 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-16172867 | -0.01% | DFE |
| 10930 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 920,300,000 | $-16408609 | -0.01% | DIR |
| 10931 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 1,160,790,000 | $-16843069 | -0.01% | DIR |
| 10932 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-16930506 | -0.01% | DFE |
| 10933 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 1,164,990,000 | $-17018743 | -0.01% | DIR |
| 10934 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-17074256 | -0.01% | DFE |
| 10935 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-17399343 | -0.01% | DFE |
| 10936 | LCH Ltd. | 000000000 | Jun 2026 | 64,400,000 | $-17771386 | -0.01% | DIR |
| 10937 | LCH Ltd. | 000000000 | Jun 2026 | 1,290,000,000 | $-17976150 | -0.01% | DIR |
| 10938 | JPMorgan Securities LLC | 000000000 | Jun 2026 | -18,059,611 | $-18059611 | -0.01% | RA |
| 10939 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 4,406,400,000 | $-18248538 | -0.01% | DIR |
| 10940 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 1,041,400,000 | $-18340909 | -0.01% | DIR |
| 10941 | LCH Ltd. | 000000000 | Jun 2026 | 136,900,000 | $-18468529 | -0.01% | DIR |
| 10942 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 2,917,000,000 | $-18858422 | -0.01% | DIR |
| 10943 | UMBS, TBA | 01F020687 | Jun 2026 | -23,700,000 | $-18922855 | -0.01% | ABS-MBS |
| 10944 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-19115620 | -0.01% | DFE |
| 10945 | Chicago Board of Trade | 000000000 | Jun 2026 | -21,966 | $-19334392 | -0.01% | DIR |
| 10946 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-19592458 | -0.01% | DFE |
| 10947 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-20212981 | -0.01% | DFE |
| 10948 | LCH Ltd. | 000000000 | Jun 2026 | 1,336,400,000 | $-20929306 | -0.01% | DIR |
| 10949 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-21224653 | -0.01% | DFE |
| 10950 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-21558695 | -0.01% | DFE |
| 10951 | JPMorgan Securities LLC | 000000000 | Jun 2026 | -21,986,059 | $-21986059 | -0.01% | RA |
| 10952 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-22196361 | -0.01% | DFE |
| 10953 | LCH Ltd. | 000000000 | Jun 2026 | 785,160,000 | $-22872574 | -0.01% | DIR |
| 10954 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-22906604 | -0.01% | DFE |
| 10955 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 4,886,285,000 | $-23474690 | -0.01% | DIR |
| 10956 | LCH Ltd. | 000000000 | Jun 2026 | 267,100,000 | $-24092476 | -0.01% | DIR |
| 10957 | UMBS, TBA | 01F012676 | Jun 2026 | -32,175,000 | $-24613721 | -0.01% | ABS-MBS |
| 10958 | LCH Ltd. | 000000000 | Jun 2026 | 188,200,000 | $-24662535 | -0.01% | DIR |
| 10959 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-24662840 | -0.01% | DFE |
| 10960 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-26720909 | -0.01% | DFE |
| 10961 | Eurex Deutschland | 000000000 | Jun 2026 | -21,058 | $-28280803 | -0.01% | DIR |
| 10962 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 1,944,090,000 | $-28353330 | -0.01% | DIR |
| 10963 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-28703304 | -0.01% | DFE |
| 10964 | JPMorgan Securities LLC | 000000000 | Jun 2026 | -30,208,459 | $-30208459 | -0.01% | RA |
| 10965 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-30374175 | -0.01% | DFE |
| 10966 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 2,200,950,000 | $-30381492 | -0.01% | DIR |
| 10967 | LCH Ltd. | 000000000 | Jun 2026 | 263,700,000 | $-30708249 | -0.01% | DIR |
| 10968 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 2,331,230,000 | $-33833430 | -0.01% | DIR |
| 10969 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 1,963,600,000 | $-34083064 | -0.01% | DIR |
| 10970 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 2,297,450,000 | $-34329260 | -0.01% | DIR |
| 10971 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 9,005,400,000 | $-35834769 | -0.02% | DIR |
| 10972 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-38055497 | -0.02% | DFE |
| 10973 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 2,718,360,000 | $-38481042 | -0.02% | DIR |
| 10974 | JPMorgan Securities LLC | 000000000 | Jun 2026 | -39,037,946 | $-39037946 | -0.02% | RA |
| 10975 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 2,720,760,000 | $-39227790 | -0.02% | DIR |
| 10976 | Societe Generale SA | 000000000 | Jun 2026 | 1 | $-39703008 | -0.02% | DFE |
| 10977 | LCH Ltd. | 000000000 | Jun 2026 | 3,312,400,000 | $-41290218 | -0.02% | DIR |
| 10978 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-41332866 | -0.02% | DFE |
| 10979 | Banco Santander SA | 000000000 | Jun 2026 | 1 | $-44539558 | -0.02% | DFE |
| 10980 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-44788770 | -0.02% | DFE |
| 10981 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 6,260,230,000 | $-46117862 | -0.02% | DIR |
| 10982 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-50845550 | -0.02% | DFE |
| 10983 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 3,309,700,000 | $-53235532 | -0.02% | DIR |
| 10984 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 8,595,300,000 | $-57348065 | -0.02% | DIR |
| 10985 | Barclays Bank PLC | 000000000 | Jun 2026 | -59,404,304 | $-59404304 | -0.03% | RA |
| 10986 | JPMorgan Securities LLC | 000000000 | Jun 2026 | -60,356,610 | $-60356610 | -0.03% | RA |
| 10987 | Chicago Board of Trade | 000000000 | Jun 2026 | -25,199 | $-61579621 | -0.03% | DIR |
| 10988 | LCH Ltd. | 000000000 | Jun 2026 | 5,442,000,000 | $-62749330 | -0.03% | DIR |
| 10989 | LCH Ltd. | 000000000 | Jun 2026 | 5,894,200,000 | $-83702312 | -0.04% | DIR |
| 10990 | UMBS, TBA | 01F042483 | Jun 2026 | -92,550,000 | $-91392081 | -0.04% | ABS-MBS |
| 10991 | UMBS, TBA | 01F022683 | Jun 2026 | -203,000,000 | $-169584294 | -0.07% | ABS-MBS |
| 10992 | JPMorgan Securities LLC | 000000000 | Jun 2026 | -170,786,399 | $-170786399 | -0.07% | RA |
| 10993 | LCH Ltd. | 000000000 | Jun 2026 | 7,178,512,000 | $-227242927 | -0.10% | DIR |
| 10994 | BofA Securities, Inc. | 000000000 | Jun 2026 | -394,000,000 | $-394000000 | -0.17% | RA |
| 10995 | JPMorgan Securities LLC | 000000000 | Jun 2026 | -400,000,000 | $-400000000 | -0.17% | RA |
| 10996 | UMBS, TBA | 01F060675 | Jun 2026 | -755,500,000 | $-772427030 | -0.33% | ABS-MBS |
| 10997 | Government National Mortgage Association | 21H032688 | Jun 2026 | -1,465,000,000 | $-1315356886 | -0.57% | ABS-MBS |
| 10998 | F. H. Deacon Hodgson | 000000000 | Jun 2026 | -1,425,500,000 | $-1425500000 | -0.62% | RA |