Holdings (Monthly)
Guide ↗
PIMCO Global Advantage Strategy Bond Fund
· Pimco Funds| # | Name | Ticker | Since | Shares | Value | % Port | Cat |
|---|---|---|---|---|---|---|---|
| 1 | UMBS, TBA | 01F050676 | Jun 2026 | 45,020,000 | $44.2M | 22.35% | ABS-MBS |
| 2 | PIMCO PRV SHORT TERM FLT III | 72201W154 | Jun 2026 | 1,516,755 | $14.8M | 7.46% | STIV |
| 3 | Government National Mortgage Association | 21H062677 | Jun 2026 | 6,200,000 | $6.4M | 3.24% | ABS-MBS |
| 4 | UMBS, TBA | 01F042673 | Jun 2026 | 5,650,000 | $5.4M | 2.73% | ABS-MBS |
| 5 | Government National Mortgage Association | 3618N53U1 | Jun 2026 | 5,665,522 | $5.1M | 2.57% | ABS-MBS |
| 6 | French Republic Government Bonds OAT | 000000000 | Jun 2026 | 3,810,000 | $4.3M | 2.19% | DBT |
| 7 | U.K. Gilts | 000000000 | Jun 2026 | 3,100,000 | $4.1M | 2.09% | DBT |
| 8 | United States Treasury | 912810PZ5 | Jun 2026 | 3,333,919 | $3.4M | 1.71% | DBT |
| 9 | Government National Mortgage Association | 21H030682 | Jun 2026 | 3,700,000 | $3.3M | 1.66% | ABS-MBS |
| 10 | United States Treasury | 91282CCM1 | Jun 2026 | 3,478,076 | $3.2M | 1.61% | DBT |
| 11 | UMBS, TBA | 01F040685 | Jun 2026 | 3,330,976 | $3.1M | 1.57% | ABS-MBS |
| 12 | JAPAN GOVT CPI LINKED | 000000000 | Jun 2026 | 475,717,200 | $2.9M | 1.48% | DBT |
| 13 | Government National Mortgage Association | 21H022671 | Jun 2026 | 3,400,000 | $2.9M | 1.47% | ABS-MBS |
| 14 | Colombia TES | 000000000 | Jun 2026 | 9,294,700,000 | $2.7M | 1.35% | DBT |
| 15 | UMBS, TBA | 01F052680 | Jun 2026 | 2,400,000 | $2.4M | 1.21% | ABS-MBS |
| 16 | Colombia TES | 000000000 | Jun 2026 | 8,930,600,000 | $2.2M | 1.14% | DBT |
| 17 | REPUBLIC OF SOUTH AFRICA | 000000000 | Jun 2026 | 35,100,000 | $2.2M | 1.12% | DBT |
| 18 | Italy Buoni Poliennali Del Tesoro | 000000000 | Jun 2026 | 1,900,000 | $2.2M | 1.11% | DBT |
| 19 | REPUBLIC OF SOUTH AFRICA | 000000000 | Jun 2026 | 33,400,000 | $2.1M | 1.04% | DBT |
| 20 | Canada Government Bonds | 135087R48 | Jun 2026 | 2,900,000 | $2.0M | 1.02% | DBT |
| 21 | PROJECT CASHMERE CLASS A1 144A | 000000000 | Jun 2026 | 2,700,000 | $1.9M | 0.94% | ABS-MBS |
| 22 | BONOS TESORERIA PESOS | 000000000 | Jun 2026 | 1,555,000,000 | $1.8M | 0.89% | DBT |
| 23 | BEIGNET INVESTOR LLC | 076912AA2 | Jun 2026 | 1,700,000 | $1.7M | 0.88% | DBT |
| 24 | French Republic Government Bonds OAT | 000000000 | Jun 2026 | 1,500,000 | $1.7M | 0.87% | DBT |
| 25 | CHINA DEVELOPMENT BANK | 000000000 | Jun 2026 | 10,910,000 | $1.7M | 0.87% | DBT |
| 26 | UMBS, TBA | 01F052672 | Jun 2026 | 1,680,000 | $1.7M | 0.85% | ABS-MBS |
| 27 | JAPAN GOVT CPI LINKED | 000000000 | Jun 2026 | 261,181,370 | $1.6M | 0.81% | DBT |
| 28 | FED REPUBLIC OF BRAZIL | 000000000 | Jun 2026 | 1,400,000 | $1.6M | 0.81% | DBT |
| 29 | SAUDI INTERNATIONAL BOND | 80413TBG3 | Jun 2026 | 1,600,000 | $1.6M | 0.81% | DBT |
| 30 | NATIONAL BK HUNGARY BILL | 000000000 | Jun 2026 | 498,000,000 | $1.6M | 0.81% | STIV |
| 31 | SOUTH AFRICAN T-BILLS | 000000000 | Jun 2026 | 21,800,000 | $1.3M | 0.67% | STIV |
| 32 | BONOS DE TESORERIA | 000000000 | Jun 2026 | 4,000,000 | $1.3M | 0.66% | DBT |
| 33 | AGL CLO Ltd. | 001207BA6 | Jun 2026 | 1,300,000 | $1.3M | 0.66% | ABS-CBDO |
| 34 | Spain Government Bonds | 000000000 | Jun 2026 | 1,090,000 | $1.3M | 0.64% | DBT |
| 35 | UMBS, TBA | 01F042681 | Jun 2026 | 1,300,000 | $1.2M | 0.63% | ABS-MBS |
| 36 | COMMONWEALTH BANK AUST | 202712BW4 | Jun 2026 | 1,200,000 | $1.2M | 0.62% | DBT |
| 37 | Citibank NA | 000000000 | Jun 2026 | 1 | $1.2M | 0.60% | DFE |
| 38 | KINGDOM OF MOROCCO | 000000000 | Jun 2026 | 1,000,000 | $1.2M | 0.58% | DBT |
| 39 | THAILAND GOVERNMENT BOND | 000000000 | Jun 2026 | 37,146,000 | $1.1M | 0.58% | DBT |
| 40 | BONOS TESORERIA PESOS | 000000000 | Jun 2026 | 1,045,000,000 | $1.1M | 0.57% | DBT |
| 41 | KOREA TREASURY BOND | 000000000 | Jun 2026 | 1,708,930,000 | $1.1M | 0.55% | DBT |
| 42 | CHINA GOVERNMENT BOND | 000000000 | Jun 2026 | 7,400,000 | $1.1M | 0.54% | DBT |
| 43 | EUROPEAN UNION | 000000000 | Jun 2026 | 950,000 | $1.1M | 0.54% | DBT |
| 44 | BONOS DE TESORERIA | 000000000 | Jun 2026 | 3,440,000 | $1.1M | 0.54% | DBT |
| 45 | Japan Government Twenty Year Bonds | 000000000 | Jun 2026 | 250,000,000 | $1.1M | 0.53% | DBT |
| 46 | MORGAN STANLEY | 000000000 | Jun 2026 | 900,000 | $1.0M | 0.53% | DBT |
| 47 | SUMITOMO MITSUI FINL GRP | 86562MDT4 | Jun 2026 | 1,000,000 | $1.0M | 0.52% | DBT |
| 48 | RD MICHIGAN PROP OWNER I | 74941YAA0 | Jun 2026 | 1,000,000 | $997K | 0.50% | DBT |
| 49 | BAYFRONT IABS VII PTE. LTD. | 000000000 | Jun 2026 | 995,047 | $993K | 0.50% | ABS-CBDO |
| 50 | MITSUBISHI UFJ FIN GRP | 606822CB8 | Jun 2026 | 1,100,000 | $974K | 0.49% | DBT |
| 51 | CHINA DEVELOPMENT BANK | 000000000 | Jun 2026 | 6,000,000 | $951K | 0.48% | DBT |
| 52 | CREDICORP CAPITAL SOCIED | 224939AA6 | Jun 2026 | 2,851,860 | $918K | 0.46% | DBT |
| 53 | CANADIAN IMPERIAL BANK | 13607PVU5 | Jun 2026 | 900,000 | $915K | 0.46% | DBT |
| 54 | Ares Euro CLO | 000000000 | Jun 2026 | 800,000 | $914K | 0.46% | ABS-CBDO |
| 55 | Barclays Mortgage Loan Trust | 06745VAA6 | Jun 2026 | 902,095 | $903K | 0.46% | ABS-MBS |
| 56 | ASIAN DEVELOPMENT BANK | 000000000 | Jun 2026 | 86,850,000 | $886K | 0.45% | DBT |
| 57 | UMBS, TBA | 01F050684 | Jun 2026 | 900,000 | $883K | 0.45% | ABS-MBS |
| 58 | MALAYSIA GOVERNMENT | 000000000 | Jun 2026 | 3,431,000 | $846K | 0.43% | DBT |
| 59 | GOLDMAN SACHS GROUP INC | 38141GC44 | Jun 2026 | 800,000 | $813K | 0.41% | DBT |
| 60 | JPMORGAN CHASE & CO | 46647PEC6 | Jun 2026 | 800,000 | $812K | 0.41% | DBT |
| 61 | MITSUBISHI UFJ FIN GRP | 606822DK7 | Jun 2026 | 800,000 | $809K | 0.41% | DBT |
| 62 | EAGLE FUNDING LUXCO SARL | 26951TAA8 | Jun 2026 | 800,000 | $804K | 0.41% | DBT |
| 63 | Capital Four CLO | 000000000 | Jun 2026 | 700,000 | $801K | 0.40% | ABS-CBDO |
| 64 | MORGAN STANLEY | 61748UAK8 | Jun 2026 | 800,000 | $789K | 0.40% | DBT |
| 65 | Societe Generale SA | 000000000 | Jun 2026 | 1 | $782K | 0.40% | DFE |
| 66 | REPUBLIC OF PERU | 715638AV4 | Jun 2026 | 2,600,000 | $779K | 0.39% | DBT |
| 67 | Freddie Mac | 3132DWJ53 | Jun 2026 | 753,346 | $771K | 0.39% | ABS-MBS |
| 68 | United States Treasury | 912810SE9 | Jun 2026 | 980,000 | $767K | 0.39% | DBT |
| 69 | CVS PASS-THROUGH TRUST | 126650BS8 | Jun 2026 | 729,462 | $762K | 0.39% | DBT |
| 70 | United States Treasury | 91282CEZ0 | Jun 2026 | 802,102 | $743K | 0.38% | DBT |
| 71 | TITULOS DE TESORERIA | 000000000 | Jun 2026 | 2,610,200,000 | $741K | 0.37% | DBT |
| 72 | DRILLCO HLDG LUX S A | 000000000 | Jun 2026 | 32,190 | $738K | 0.37% | EC |
| 73 | Japan Government Twenty Year Bonds | 000000000 | Jun 2026 | 142,000,000 | $737K | 0.37% | DBT |
| 74 | State Street Global Advisors | 857492706 | Jun 2026 | 728,744 | $729K | 0.37% | STIV |
| 75 | Government National Mortgage Association | 36179WVV7 | Jun 2026 | 818,272 | $728K | 0.37% | ABS-MBS |
| 76 | CREDIT AGRICOLE SA | 22535WAN7 | Jun 2026 | 700,000 | $721K | 0.36% | DBT |
| 77 | SANTANDER UK GROUP HLDGS | 80281LAT2 | Jun 2026 | 700,000 | $719K | 0.36% | DBT |
| 78 | STATE OF ISRAEL | 46514Y8B6 | Jun 2026 | 700,000 | $716K | 0.36% | DBT |
| 79 | MAGYAR EXPORT-IMPORT BAN | 55977YAA6 | Jun 2026 | 700,000 | $712K | 0.36% | DBT |
| 80 | ROMANIA | 000000000 | Jun 2026 | 600,000 | $712K | 0.36% | DBT |
| 81 | STATE OF QATAR | 74738PCQ9 | Jun 2026 | 700,000 | $704K | 0.36% | DBT |
| 82 | STANDARD CHARTERED PLC | 853254CT5 | Jun 2026 | 700,000 | $700K | 0.35% | DBT |
| 83 | REPUBLIC OF COLOMBIA | 000000000 | Jun 2026 | 600,000 | $698K | 0.35% | DBT |
| 84 | Freddie Mac | 3137HKKK9 | Jun 2026 | 682,204 | $690K | 0.35% | ABS-MBS |
| 85 | QUEENSLAND TREASURY CORP | 000000000 | Jun 2026 | 1,000,000 | $688K | 0.35% | DBT |
| 86 | FRANCE (GOVT OF) | 000000000 | Jun 2026 | 628,445 | $685K | 0.35% | DBT |
| 87 | BANCA MONTE DEI PASCHI S | 000000000 | Jun 2026 | 600,000 | $683K | 0.34% | DBT |
| 88 | TREASURY CORP VICTORIA | 000000000 | Jun 2026 | 1,400,000 | $680K | 0.34% | DBT |
| 89 | CHINA GOVERNMENT BOND | 000000000 | Jun 2026 | 4,900,000 | $672K | 0.34% | DBT |
| 90 | Polaris | 000000000 | Jun 2026 | 499,991 | $662K | 0.33% | ABS-MBS |
| 91 | Freddie Mac | 3137HKEX8 | Jun 2026 | 643,451 | $649K | 0.33% | ABS-MBS |
| 92 | Braccan Mortgage Funding | 000000000 | Jun 2026 | 487,044 | $646K | 0.33% | ABS-MBS |
| 93 | Elstree Funding | 000000000 | Jun 2026 | 486,970 | $645K | 0.33% | ABS-MBS |
| 94 | Government National Mortgage Association | 36179XHW9 | Jun 2026 | 694,343 | $629K | 0.32% | ABS-MBS |
| 95 | Government National Mortgage Association | 3618N5C23 | Jun 2026 | 694,434 | $625K | 0.32% | ABS-MBS |
| 96 | United States Treasury | 912828ZZ6 | Jun 2026 | 649,255 | $607K | 0.31% | DBT |
| 97 | COSTA RICA GOVERNMENT | 000000000 | Jun 2026 | 500,000 | $601K | 0.30% | DBT |
| 98 | 37 Capital CLO Ltd | 883932AN5 | Jun 2026 | 600,000 | $601K | 0.30% | ABS-CBDO |
| 99 | GOLDMAN SACHS BANK USA | 38151LAJ9 | Jun 2026 | 600,000 | $600K | 0.30% | DBT |
| 100 | QATAR ENERGY | 746970AA0 | Jun 2026 | 600,000 | $596K | 0.30% | DBT |
| 101 | United States Treasury | 912810SA7 | Jun 2026 | 800,000 | $589K | 0.30% | DBT |
| 102 | Spain Government Bonds | 000000000 | Jun 2026 | 500,000 | $585K | 0.30% | DBT |
| 103 | TITULOS DE TESORERIA | 000000000 | Jun 2026 | 2,025,300,000 | $582K | 0.29% | DBT |
| 104 | REPUBLIC OF SERBIA | 000000000 | Jun 2026 | 600,000 | $581K | 0.29% | DBT |
| 105 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $575K | 0.29% | DFE |
| 106 | FED REPUBLIC OF BRAZIL | 000000000 | Jun 2026 | 500,000 | $573K | 0.29% | DBT |
| 107 | Bain Capital Euro CLO | 000000000 | Jun 2026 | 500,000 | $572K | 0.29% | ABS-CBDO |
| 108 | REPUBLIC OF PANAMA | 000000000 | Jun 2026 | 500,000 | $572K | 0.29% | LON |
| 109 | ROCKFORD TOWER EUROPE CLO | 000000000 | Jun 2026 | 500,000 | $572K | 0.29% | ABS-CBDO |
| 110 | ICG Euro CLO | 000000000 | Jun 2026 | 500,000 | $572K | 0.29% | ABS-CBDO |
| 111 | Arcano Euro CLO | 000000000 | Jun 2026 | 500,000 | $572K | 0.29% | ABS-CBDO |
| 112 | Fair Oaks Loan Funding | 000000000 | Jun 2026 | 500,000 | $572K | 0.29% | ABS-CBDO |
| 113 | Providus CLO | 000000000 | Jun 2026 | 500,000 | $571K | 0.29% | ABS-CBDO |
| 114 | Capital Four CLO | 000000000 | Jun 2026 | 500,000 | $571K | 0.29% | ABS-CBDO |
| 115 | NATWEST GROUP PLC | 639057AN8 | Jun 2026 | 550,000 | $571K | 0.29% | DBT |
| 116 | Government National Mortgage Association | 36179XS98 | Jun 2026 | 621,666 | $569K | 0.29% | ABS-MBS |
| 117 | MACQUARIE BANK LTD | 000000000 | Jun 2026 | 500,000 | $564K | 0.29% | DBT |
| 118 | KOREA HOUSING FINANCE CO | 000000000 | Jun 2026 | 500,000 | $563K | 0.28% | DBT |
| 119 | Cross Mortgage Trust | 227920AA3 | Jun 2026 | 562,360 | $563K | 0.28% | ABS-MBS |
| 120 | Morgan Stanley Residential Mortgage Loan Trust | 61778XAA7 | Jun 2026 | 551,193 | $551K | 0.28% | ABS-MBS |
| 121 | INDONESIA GOVERNMENT | 000000000 | Jun 2026 | 9,105,000,000 | $545K | 0.28% | DBT |
| 122 | REALKREDIT DANMARK | 000000000 | Jun 2026 | 4,380,714 | $544K | 0.27% | DBT |
| 123 | United States Treasury | 91282CDX6 | Jun 2026 | 600,510 | $544K | 0.27% | DBT |
| 124 | ECOPETROL SA | 279158AV1 | Jun 2026 | 500,000 | $542K | 0.27% | DBT |
| 125 | CANADIAN GOVERNMENT RRB | 135087XQ2 | Jun 2026 | 652,404 | $541K | 0.27% | DBT |
| 126 | PMT Loan Trust 2021-INV1 | 69359YAC1 | Jun 2026 | 642,648 | $532K | 0.27% | ABS-MBS |
| 127 | Harvest Funding | 000000000 | Jun 2026 | 400,000 | $531K | 0.27% | ABS-MBS |
| 128 | TREASURY CORP VICTORIA | 000000000 | Jun 2026 | 1,000,000 | $526K | 0.27% | DBT |
| 129 | REPUBLIC OF GUATEMALA | 401494BA6 | Jun 2026 | 500,000 | $523K | 0.26% | DBT |
| 130 | Fannie Mae | 3136BVBY3 | Jun 2026 | 506,260 | $512K | 0.26% | ABS-MBS |
| 131 | BANK OF AMERICA CORP | 06051GMM8 | Jun 2026 | 500,000 | $511K | 0.26% | DBT |
| 132 | Japan Government Thirty Year Bonds | 000000000 | Jun 2026 | 168,000,000 | $511K | 0.26% | DBT |
| 133 | CORP ANDINA DE FOMENTO | 000000000 | Jun 2026 | 4,000,000 | $509K | 0.26% | DBT |
| 134 | UNITED MEXICAN STATES | 91087BBE9 | Jun 2026 | 500,000 | $506K | 0.26% | DBT |
| 135 | VMED O2 UK FINANCING I | 000000000 | Jun 2026 | 500,000 | $504K | 0.25% | DBT |
| 136 | HUNGARY | 000000000 | Jun 2026 | 400,000 | $502K | 0.25% | DBT |
| 137 | SEMPRA | 816851BY4 | Jun 2026 | 500,000 | $502K | 0.25% | DBT |
| 138 | Wellfleet CLO Ltd | 94950CAL0 | Jun 2026 | 500,000 | $501K | 0.25% | ABS-CBDO |
| 139 | Atlas Senior Loan Fund LTD | 04943EAQ4 | Jun 2026 | 500,000 | $500K | 0.25% | ABS-CBDO |
| 140 | NTT FINANCE CORP | 62954WBD6 | Jun 2026 | 500,000 | $500K | 0.25% | DBT |
| 141 | FIRST ABU DHABI BANK PJS | 000000000 | Jun 2026 | 500,000 | $500K | 0.25% | DBT |
| 142 | WELLS FARGO & COMPANY | 95000U3N1 | Jun 2026 | 500,000 | $499K | 0.25% | DBT |
| 143 | KUWAIT INTL BOND | 85704AAA5 | Jun 2026 | 500,000 | $499K | 0.25% | DBT |
| 144 | KAZMUNAYGAS NATIONAL CO | 000000000 | Jun 2026 | 550,000 | $499K | 0.25% | DBT |
| 145 | BlackRock European CLO DAC | 000000000 | Jun 2026 | 436,130 | $499K | 0.25% | ABS-CBDO |
| 146 | ABU DHABI GOVT INT'L | 29135LAZ3 | Jun 2026 | 500,000 | $498K | 0.25% | DBT |
| 147 | HCA Inc | 40412DHH5 | Jun 2026 | 500,000 | $497K | 0.25% | STIV |
| 148 | UBS GROUP AG | 225401AF5 | Jun 2026 | 500,000 | $494K | 0.25% | DBT |
| 149 | Government National Mortgage Association | 36179W2V9 | Jun 2026 | 552,744 | $491K | 0.25% | ABS-MBS |
| 150 | NEW S WALES TREASURY CRP | 000000000 | Jun 2026 | 900,000 | $491K | 0.25% | DBT |
| 151 | Chase Mortgage Finance Corporation | 16160VAB9 | Jun 2026 | 547,077 | $488K | 0.25% | ABS-MBS |
| 152 | JPMORGAN CHASE & CO | 46647PFJ0 | Jun 2026 | 500,000 | $487K | 0.25% | DBT |
| 153 | Merrill Lynch International | 000000000 | Jun 2026 | 420,375 | $480K | 0.24% | RA |
| 154 | JP Morgan Mortgage Trust | 46654AAC3 | Jun 2026 | 572,679 | $473K | 0.24% | ABS-MBS |
| 155 | Fannie Mae | 3140FXLQ3 | Jun 2026 | 513,929 | $461K | 0.23% | ABS-MBS |
| 156 | Tikehau | 000000000 | Jun 2026 | 400,000 | $458K | 0.23% | ABS-CBDO |
| 157 | MORGAN STANLEY | 000000000 | Jun 2026 | 400,000 | $458K | 0.23% | DBT |
| 158 | WELLS FARGO & COMPANY | 95000U3D3 | Jun 2026 | 450,000 | $457K | 0.23% | DBT |
| 159 | QUEENSLAND TREASURY CORP | 000000000 | Jun 2026 | 800,000 | $454K | 0.23% | DBT |
| 160 | ONE Gas Inc | 68236BG93 | Jun 2026 | 450,000 | $450K | 0.23% | STIV |
| 161 | Triton Container International Ltd / TAL International Container Corp | 89679YJM1 | Jun 2026 | 450,000 | $445K | 0.23% | STIV |
| 162 | Saudi Arabian Oil Co. | 000000000 | Jun 2026 | 450,000 | $435K | 0.22% | DBT |
| 163 | GPMT Ltd. | 36262TAA1 | Jun 2026 | 419,070 | $420K | 0.21% | ABS-CBDO |
| 164 | HUNGARY | 445545AW6 | Jun 2026 | 400,000 | $416K | 0.21% | DBT |
| 165 | TITULOS DE TESORERIA | 000000000 | Jun 2026 | 1,410,095,600 | $409K | 0.21% | DBT |
| 166 | SAUDI INTERNATIONAL BOND | 80413TBK4 | Jun 2026 | 400,000 | $408K | 0.21% | DBT |
| 167 | ABN AMRO BANK NV | 00084DBF6 | Jun 2026 | 400,000 | $407K | 0.21% | DBT |
| 168 | STATE OF ISRAEL | 46514BRN9 | Jun 2026 | 400,000 | $404K | 0.20% | DBT |
| 169 | Peru Government International Bonds | 715638EB4 | Jun 2026 | 400,000 | $404K | 0.20% | DBT |
| 170 | GOLDMAN SACHS GROUP INC | 38141GC93 | Jun 2026 | 400,000 | $404K | 0.20% | DBT |
| 171 | KUWAIT INTL BOND | 501499AD9 | Jun 2026 | 400,000 | $395K | 0.20% | DBT |
| 172 | EXPORT-IMPORT BANK KOREA | 000000000 | Jun 2026 | 200,000 | $393K | 0.20% | DBT |
| 173 | UBS GROUP AG | 902613BT4 | Jun 2026 | 400,000 | $393K | 0.20% | DBT |
| 174 | GOLDMAN SACHS GROUP INC | 38141GB78 | Jun 2026 | 400,000 | $393K | 0.20% | DBT |
| 175 | ROYAL BANK OF CANADA | 78017DAQ1 | Jun 2026 | 400,000 | $392K | 0.20% | DBT |
| 176 | BPCE SA | 05571AAV7 | Jun 2026 | 375,000 | $383K | 0.19% | DBT |
| 177 | REPUBLIC OF SOUTH AFRICA | 000000000 | Jun 2026 | 6,100,000 | $377K | 0.19% | DBT |
| 178 | WELLS FARGO & COMPANY | 95000U4A8 | Jun 2026 | 380,000 | $375K | 0.19% | DBT |
| 179 | FORESEA HOLDING SA | 000000000 | Jun 2026 | 367,870 | $363K | 0.18% | DBT |
| 180 | ANTOFAGASTA PLC | 03718NAA4 | Jun 2026 | 400,000 | $362K | 0.18% | DBT |
| 181 | Japan Government Five Year Bonds | 000000000 | Jun 2026 | 60,000,000 | $357K | 0.18% | DBT |
| 182 | IVORY COAST | 000000000 | Jun 2026 | 300,000 | $353K | 0.18% | DBT |
| 183 | Peru Government International Bonds | 715638EC2 | Jun 2026 | 350,000 | $349K | 0.18% | DBT |
| 184 | HCA Inc | 40412DHL6 | Jun 2026 | 350,000 | $348K | 0.18% | STIV |
| 185 | REPUBLIC OF SOUTH AFRICA | 000000000 | Jun 2026 | 5,700,000 | $347K | 0.18% | DBT |
| 186 | Intercontinental Exchange, Inc. | 000000000 | Jun 2026 | 15,670,000 | $344K | 0.17% | DCR |
| 187 | EGYPT GOVERNMENT BOND | 000000000 | Jun 2026 | 17,600,000 | $341K | 0.17% | DBT |
| 188 | SOUTH AFRICAN T-BILLS | 000000000 | Jun 2026 | 5,600,000 | $341K | 0.17% | STIV |
| 189 | FAIRFAX FINL HLDGS LTD | 000000000 | Jun 2026 | 300,000 | $341K | 0.17% | DBT |
| 190 | KOREA HOUSING FINANCE CO | 000000000 | Jun 2026 | 300,000 | $340K | 0.17% | DBT |
| 191 | SAUDI INTERNATIONAL BOND | 000000000 | Jun 2026 | 300,000 | $339K | 0.17% | DBT |
| 192 | NEW S WALES TREASURY CRP | 000000000 | Jun 2026 | 500,000 | $334K | 0.17% | DBT |
| 193 | LCH Ltd. | 000000000 | Jun 2026 | 156,400,000 | $334K | 0.17% | DIR |
| 194 | MALAYSIA GOVERNMENT | 000000000 | Jun 2026 | 1,400,000 | $332K | 0.17% | DBT |
| 195 | GSAMP Trust | 362334PK4 | Jun 2026 | 505,732 | $332K | 0.17% | ABS-O |
| 196 | PANAMA INFRASTRUCTURE | 69828QAD9 | Jun 2026 | 400,000 | $326K | 0.16% | DBT |
| 197 | Morgan Stanley Capital Inc | 61749BAF0 | Jun 2026 | 628,531 | $326K | 0.16% | ABS-O |
| 198 | LCH Ltd. | 000000000 | Jun 2026 | 6,000,000 | $323K | 0.16% | DIR |
| 199 | BOEING CO/THE | 097023DR3 | Jun 2026 | 300,000 | $319K | 0.16% | DBT |
| 200 | Fannie Mae | 3136BR4S3 | Jun 2026 | 312,698 | $314K | 0.16% | ABS-MBS |
| 201 | BANK OF NOVA SCOTIA | 000000000 | Jun 2026 | 300,000 | $313K | 0.16% | DBT |
| 202 | CHILE ELECTRICITY LUX | 168829AA7 | Jun 2026 | 301,000 | $311K | 0.16% | DBT |
| 203 | Foresea Holding SA | 262051204 | Jun 2026 | 13,438 | $308K | 0.16% | EC |
| 204 | UNITED MEXICAN STATES | 91087BBF6 | Jun 2026 | 300,000 | $308K | 0.16% | DBT |
| 205 | Serbia International Bonds | 000000000 | Jun 2026 | 300,000 | $308K | 0.16% | DBT |
| 206 | PHILIP MORRIS INTL INC | 718172DH9 | Jun 2026 | 300,000 | $306K | 0.15% | DBT |
| 207 | IRB INFRASTRUCTURE DEVE | 000000000 | Jun 2026 | 300,000 | $304K | 0.15% | DBT |
| 208 | PACIFICORP | 695114DD7 | Jun 2026 | 300,000 | $304K | 0.15% | DBT |
| 209 | SMB Private Education Loan Trust | 83206NAB3 | Jun 2026 | 302,548 | $303K | 0.15% | ABS-O |
| 210 | REPUBLIC OF PHILIPPINES | 718286BM8 | Jun 2026 | 20,000,000 | $303K | 0.15% | DBT |
| 211 | Chile Government International Bonds | 168863EB0 | Jun 2026 | 300,000 | $303K | 0.15% | DBT |
| 212 | SANDS CHINA LTD | 80007RAE5 | Jun 2026 | 300,000 | $302K | 0.15% | DBT |
| 213 | HSBC HOLDINGS PLC | 404280DZ9 | Jun 2026 | 300,000 | $300K | 0.15% | DBT |
| 214 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $300K | 0.15% | DFE |
| 215 | Evergy Missouri West Inc | 30037NG15 | Jun 2026 | 300,000 | $300K | 0.15% | STIV |
| 216 | Triton Container International Ltd / TAL International Container Corp | 89679YG69 | Jun 2026 | 300,000 | $300K | 0.15% | STIV |
| 217 | Jones Lang LaSalle Finance BV | 48002BG97 | Jun 2026 | 300,000 | $300K | 0.15% | STIV |
| 218 | Fidelity National Information Services Inc | 31622GG92 | Jun 2026 | 300,000 | $300K | 0.15% | STIV |
| 219 | Republic of Poland Government International Bonds | 731011AV4 | Jun 2026 | 300,000 | $299K | 0.15% | DBT |
| 220 | Spire Inc | 84858PGV7 | Jun 2026 | 300,000 | $299K | 0.15% | STIV |
| 221 | AERCAP IRELAND CAP/GLOBA | 00774MAV7 | Jun 2026 | 300,000 | $298K | 0.15% | DBT |
| 222 | ABU DHABI DEVELOPMENT HO | 00402AAA9 | Jun 2026 | 300,000 | $298K | 0.15% | DBT |
| 223 | SUMITOMO MITSUI TR BK LT | 86563VCF4 | Jun 2026 | 300,000 | $297K | 0.15% | DBT |
| 224 | WELLS FARGO & COMPANY | 95000U4B6 | Jun 2026 | 300,000 | $293K | 0.15% | DBT |
| 225 | AERCAP IRELAND CAP/GLOBA | 00774MAW5 | Jun 2026 | 300,000 | $289K | 0.15% | DBT |
| 226 | QUEENSLAND TREASURY CORP | 000000000 | Jun 2026 | 500,000 | $285K | 0.14% | DBT |
| 227 | UNITED KINGDOM I/L GILT | 000000000 | Jun 2026 | 272,996 | $284K | 0.14% | DBT |
| 228 | KOMMUNALBANKEN AS | 000000000 | Jun 2026 | 400,000 | $273K | 0.14% | DBT |
| 229 | NORDEA KREDIT REALKREDIT | 000000000 | Jun 2026 | 2,104,526 | $265K | 0.13% | DBT |
| 230 | Chicago Board of Trade | 000000000 | Jun 2026 | 78 | $264K | 0.13% | DIR |
| 231 | NEW S WALES TREASURY CRP | 000000000 | Jun 2026 | 400,000 | $263K | 0.13% | DBT |
| 232 | FORESEA HOLDING SA | 262051AA3 | Jun 2026 | 264,392 | $261K | 0.13% | DBT |
| 233 | LCH Ltd. | 000000000 | Jun 2026 | 6,600,000 | $256K | 0.13% | DIR |
| 234 | Towd Point Mortgage Trust | 89176UAN4 | Jun 2026 | 275,974 | $252K | 0.13% | ABS-MBS |
| 235 | Government National Mortgage Association | 38380QS78 | Jun 2026 | 250,587 | $250K | 0.13% | ABS-MBS |
| 236 | Constellation Energy Generation LLC | 21038QG16 | Jun 2026 | 250,000 | $250K | 0.13% | STIV |
| 237 | Fidelity National Information Services Inc | 31622GGD3 | Jun 2026 | 250,000 | $250K | 0.13% | STIV |
| 238 | CBRE Services Inc | 12610CGT1 | Jun 2026 | 250,000 | $249K | 0.13% | STIV |
| 239 | Constellation Energy Generation LLC | 21038QGU2 | Jun 2026 | 250,000 | $249K | 0.13% | STIV |
| 240 | Rogers Communications Inc | 77511MH61 | Jun 2026 | 250,000 | $249K | 0.13% | STIV |
| 241 | Entergy Corp | 29366GJ85 | Jun 2026 | 250,000 | $248K | 0.13% | STIV |
| 242 | MASTR Asset Backed Securities Trust | 57643GAE7 | Jun 2026 | 421,078 | $245K | 0.12% | ABS-MBS |
| 243 | EXPORT DEVELOPMNT CANADA | 000000000 | Jun 2026 | 22,900,000 | $241K | 0.12% | DBT |
| 244 | LCH Ltd. | 000000000 | Jun 2026 | 12,620,000 | $239K | 0.12% | DIR |
| 245 | BONOS DE TESORERIA | 000000000 | Jun 2026 | 760,000 | $239K | 0.12% | DBT |
| 246 | GENERALITAT DE CATALUNYA | 000000000 | Jun 2026 | 200,000 | $238K | 0.12% | DBT |
| 247 | CZECH REPUBLIC | 000000000 | Jun 2026 | 5,600,000 | $235K | 0.12% | DBT |
| 248 | LCH Ltd. | 000000000 | Jun 2026 | 7,878,000 | $233K | 0.12% | DIR |
| 249 | NEW S WALES TREASURY CRP | 000000000 | Jun 2026 | 400,000 | $231K | 0.12% | DBT |
| 250 | INTESA SANPAOLO SPA | 46115HCD7 | Jun 2026 | 200,000 | $225K | 0.11% | DBT |
| 251 | U.K. Gilts | 000000000 | Jun 2026 | 200,000 | $223K | 0.11% | DBT |
| 252 | BULGARIA | 000000000 | Jun 2026 | 200,000 | $223K | 0.11% | DBT |
| 253 | BULGARIA | 000000000 | Jun 2026 | 200,000 | $220K | 0.11% | DBT |
| 254 | Chicago Board of Trade | 000000000 | Jun 2026 | 154 | $212K | 0.11% | DIR |
| 255 | KOREA TREASURY BOND | 000000000 | Jun 2026 | 355,110,000 | $209K | 0.11% | DBT |
| 256 | Morgan Stanley Capital Inc | 61750SAE2 | Jun 2026 | 481,991 | $209K | 0.11% | ABS-MBS |
| 257 | ROMANIA | 000000000 | Jun 2026 | 200,000 | $208K | 0.10% | DBT |
| 258 | Structured Asset Securities Corporation | 863911AA1 | Jun 2026 | 239,913 | $206K | 0.10% | ABS-MBS |
| 259 | REPUBLIC OF ECUADOR | 000000000 | Jun 2026 | 200,000 | $205K | 0.10% | DBT |
| 260 | Republic of Poland Government International Bonds | 857524AH5 | Jun 2026 | 200,000 | $204K | 0.10% | DBT |
| 261 | SAUDI ARABIAN OIL CO | 80414L3F0 | Jun 2026 | 200,000 | $204K | 0.10% | DBT |
| 262 | New Zealand Government Bonds | 000000000 | Jun 2026 | 400,000 | $204K | 0.10% | DBT |
| 263 | Merrill Lynch Mortgage Investors Trust | 59021AAD0 | Jun 2026 | 501,296 | $203K | 0.10% | ABS-O |
| 264 | ING GROEP NV | 456837BS1 | Jun 2026 | 200,000 | $203K | 0.10% | DBT |
| 265 | STATE OF ISRAEL | 46514BRL3 | Jun 2026 | 200,000 | $203K | 0.10% | DBT |
| 266 | Argent Securities Inc. | 04012MAA7 | Jun 2026 | 759,507 | $203K | 0.10% | ABS-O |
| 267 | Republic of Poland Government International Bonds | 857524AF9 | Jun 2026 | 200,000 | $202K | 0.10% | DBT |
| 268 | Residential Accredit Loans, Inc. | 74923XAA4 | Jun 2026 | 209,911 | $201K | 0.10% | ABS-MBS |
| 269 | HUNGARY | 445545AU0 | Jun 2026 | 200,000 | $201K | 0.10% | DBT |
| 270 | QNB FINANCE LTD | 000000000 | Jun 2026 | 200,000 | $201K | 0.10% | DBT |
| 271 | EMIRATES NBD BANK PJSC | 000000000 | Jun 2026 | 200,000 | $199K | 0.10% | DBT |
| 272 | Washington Mutual Mortgage Pass-Through CTFS | 93936AAB7 | Jun 2026 | 249,355 | $199K | 0.10% | ABS-MBS |
| 273 | OLYMPUS CORP | 68163WAA7 | Jun 2026 | 200,000 | $198K | 0.10% | DBT |
| 274 | GA GLOBAL FUNDING TRUST | 36143L2G9 | Jun 2026 | 200,000 | $198K | 0.10% | DBT |
| 275 | Morgan Stanley Capital Inc | 61753EAB6 | Jun 2026 | 430,550 | $197K | 0.10% | ABS-MBS |
| 276 | KUWAIT INTL BOND | 501499AE7 | Jun 2026 | 200,000 | $196K | 0.10% | DBT |
| 277 | SANTA FE DE BOGOTA D.C. | 097230AC0 | Jun 2026 | 667,000,000 | $195K | 0.10% | DBT |
| 278 | Asset Backed Funding Certificates | 00075WAC3 | Jun 2026 | 348,501 | $194K | 0.10% | ABS-MBS |
| 279 | Fannie Mae | 3140FXQR6 | Jun 2026 | 223,471 | $193K | 0.10% | ABS-MBS |
| 280 | Barclays Bank PLC | 000000000 | Jun 2026 | 168,150 | $192K | 0.10% | RA |
| 281 | Merrill Lynch Mortgage Investors Trust | 59022QAC6 | Jun 2026 | 401,195 | $192K | 0.10% | ABS-MBS |
| 282 | Saudi Government International Bonds | 000000000 | Jun 2026 | 200,000 | $188K | 0.10% | DBT |
| 283 | Fannie Mae | 31418EW48 | Jun 2026 | 183,757 | $188K | 0.10% | ABS-MBS |
| 284 | French Republic Government Bonds OAT | 000000000 | Jun 2026 | 200,000 | $186K | 0.09% | DBT |
| 285 | Government National Mortgage Association | 3618N6HR1 | Jun 2026 | 199,608 | $179K | 0.09% | ABS-MBS |
| 286 | PETRONAS CAPITAL LTD | 71675CAB4 | Jun 2026 | 200,000 | $179K | 0.09% | DBT |
| 287 | QATAR ENERGY | 74730DAC7 | Jun 2026 | 200,000 | $178K | 0.09% | DBT |
| 288 | Societe Generale SA | 000000000 | Jun 2026 | 1 | $177K | 0.09% | DFE |
| 289 | Towd Point Mortgage Trust | 89178WAU2 | Jun 2026 | 182,539 | $176K | 0.09% | ABS-MBS |
| 290 | PETRONAS CAPITAL LTD | 716743AR0 | Jun 2026 | 200,000 | $175K | 0.09% | DBT |
| 291 | Palmer Square European Loan Funding | 000000000 | Jun 2026 | 150,818 | $173K | 0.09% | ABS-CBDO |
| 292 | United States Treasury | 912810FH6 | Jun 2026 | 162,014 | $170K | 0.09% | DBT |
| 293 | Republic of South Africa Government International Bonds | 836205AS3 | Jun 2026 | 200,000 | $170K | 0.09% | DBT |
| 294 | UMBS, TBA | 01F040677 | Jun 2026 | 181,512 | $170K | 0.09% | ABS-MBS |
| 295 | Fannie Mae | 3140QDYC2 | Jun 2026 | 176,627 | $167K | 0.08% | ABS-MBS |
| 296 | LCH Ltd. | 000000000 | Jun 2026 | 60,000,000 | $166K | 0.08% | DIR |
| 297 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $165K | 0.08% | DFE |
| 298 | LCH Ltd. | 000000000 | Jun 2026 | 9,320,000 | $165K | 0.08% | DIR |
| 299 | Mexico Government International Bonds | 91086QAZ1 | Jun 2026 | 200,000 | $164K | 0.08% | DBT |
| 300 | Intercontinental Exchange, Inc. | 000000000 | Jun 2026 | 7,503,000 | $163K | 0.08% | DCR |
| 301 | Argent Securities Inc. | 04012MAQ2 | Jun 2026 | 607,606 | $162K | 0.08% | ABS-O |
| 302 | Countrywide Alternative Loan Trust | 02148JAU1 | Jun 2026 | 198,867 | $162K | 0.08% | ABS-MBS |
| 303 | QUEENSLAND TREASURY CORP | 000000000 | Jun 2026 | 300,000 | $162K | 0.08% | DBT |
| 304 | Texas Natural Gas Securitization Finance Corp | 88258MAA3 | Jun 2026 | 158,157 | $161K | 0.08% | DBT |
| 305 | Countrywide Alternative Loan Trust | 02150JAV4 | Jun 2026 | 412,690 | $159K | 0.08% | ABS-MBS |
| 306 | Countrywide Alternative Loan Trust | 02149JAL0 | Jun 2026 | 491,772 | $158K | 0.08% | ABS-MBS |
| 307 | Renaissance Home Equity Loan Trust | 759676AF6 | Jun 2026 | 478,278 | $157K | 0.08% | ABS-MBS |
| 308 | The Federal Republic of Nigeria | 000000000 | Jun 2026 | 221,700,000 | $157K | 0.08% | STIV |
| 309 | TITULOS DE TESORERIA | 000000000 | Jun 2026 | 551,700,000 | $157K | 0.08% | DBT |
| 310 | WAMU Mortgage Pass-Through Certificates | 93363NAM7 | Jun 2026 | 171,668 | $152K | 0.08% | ABS-MBS |
| 311 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 700,000 | $148K | 0.07% | DCR |
| 312 | Freddie Mac | 3137BPPH6 | Jun 2026 | 149,042 | $147K | 0.07% | ABS-MBS |
| 313 | Residential Accredit Loans, Inc. | 74922MAA9 | Jun 2026 | 153,219 | $146K | 0.07% | ABS-MBS |
| 314 | Countrywide Alternative Loan Trust | 02146XAF5 | Jun 2026 | 377,114 | $146K | 0.07% | ABS-MBS |
| 315 | LCH Ltd. | 000000000 | Jun 2026 | 2,600,000 | $144K | 0.07% | DIR |
| 316 | Structured Asset Mortgage Investments Inc | 86360KAF5 | Jun 2026 | 168,056 | $141K | 0.07% | ABS-MBS |
| 317 | CS AT1 CLAIMS USH3698DCP71 | 000000000 | Jun 2026 | 400,000 | $141K | 0.07% | DBT |
| 318 | Newgate Funding PLC | 000000000 | Jun 2026 | 123,541 | $141K | 0.07% | ABS-MBS |
| 319 | LCH Ltd. | 000000000 | Jun 2026 | 6,840,000 | $138K | 0.07% | DIR |
| 320 | Specialty Underwriting & Residential Finance | 84751PLP2 | Jun 2026 | 436,418 | $137K | 0.07% | ABS-O |
| 321 | U.K. Gilts | 000000000 | Jun 2026 | 100,000 | $131K | 0.07% | DBT |
| 322 | LCH Ltd. | 000000000 | Jun 2026 | 60,000,000 | $129K | 0.07% | DIR |
| 323 | Countrywide Alternative Loan Trust | 02151ABW9 | Jun 2026 | 307,283 | $129K | 0.06% | ABS-MBS |
| 324 | State Street Bank & Trust Co. | 000000000 | Jun 2026 | 1 | $127K | 0.06% | DFE |
| 325 | LCH Ltd. | 000000000 | Jun 2026 | 80,000,000 | $127K | 0.06% | DIR |
| 326 | BNP Paribas SA | 000000000 | Jun 2026 | 600,000 | $127K | 0.06% | DCR |
| 327 | Japan Government Thirty Year Bonds | 000000000 | Jun 2026 | 40,000,000 | $124K | 0.06% | DBT |
| 328 | LCH Ltd. | 000000000 | Jun 2026 | 5,520,000 | $123K | 0.06% | DIR |
| 329 | Japan Government Thirty Year Bonds | 000000000 | Jun 2026 | 40,000,000 | $123K | 0.06% | DBT |
| 330 | Deutsche Alt-A Securities INC Mortgage Loan Trust | 251510MM2 | Jun 2026 | 132,176 | $121K | 0.06% | ABS-MBS |
| 331 | Eurex Deutschland | 000000000 | Jun 2026 | 101 | $120K | 0.06% | DIR |
| 332 | BX Trust | 05609CAA5 | Jun 2026 | 118,620 | $119K | 0.06% | ABS-MBS |
| 333 | United States Treasury | 91282CNT4 | Jun 2026 | 120,000 | $118K | 0.06% | DBT |
| 334 | Spain Government Bonds | 000000000 | Jun 2026 | 107,000 | $118K | 0.06% | DBT |
| 335 | LCH Ltd. | 000000000 | Jun 2026 | 90,000,000 | $118K | 0.06% | DIR |
| 336 | WAMU Mortgage Pass-Through Certificates | 92925GAJ2 | Jun 2026 | 127,253 | $117K | 0.06% | ABS-MBS |
| 337 | AIR CANADA 2017-1AA PTT | 00908PAA5 | Jun 2026 | 123,200 | $117K | 0.06% | DBT |
| 338 | BCAP LLC Trust | 05530NAA5 | Jun 2026 | 119,040 | $117K | 0.06% | ABS-MBS |
| 339 | ROMANIA | 000000000 | Jun 2026 | 100,000 | $117K | 0.06% | DBT |
| 340 | GS Mortgage-Backed Securities Trust | 36263KAB7 | Jun 2026 | 141,286 | $117K | 0.06% | ABS-MBS |
| 341 | Bluemountain CLO Ltd | 09630AAN6 | Jun 2026 | 116,422 | $116K | 0.06% | ABS-CBDO |
| 342 | Spain Government Bonds | 000000000 | Jun 2026 | 100,000 | $114K | 0.06% | DBT |
| 343 | TITULOS DE TESORERIA | 000000000 | Jun 2026 | 371,500,000 | $113K | 0.06% | DBT |
| 344 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 7,131,200,000 | $113K | 0.06% | DIR |
| 345 | SOUTHERN CO | 000000000 | Jun 2026 | 100,000 | $112K | 0.06% | DBT |
| 346 | ICE Futures Europe - Financial Products Division | 000000000 | Jun 2026 | 52 | $112K | 0.06% | DIR |
| 347 | HSI Asset Securitization Corporation Trust | 44328BAF5 | Jun 2026 | 462,228 | $111K | 0.06% | ABS-MBS |
| 348 | Banc of America Funding Corporation | 059523AG5 | Jun 2026 | 125,898 | $108K | 0.05% | ABS-MBS |
| 349 | J.P. Morgan Alternative Loan Trust | 466278AR9 | Jun 2026 | 125,412 | $108K | 0.05% | ABS-MBS |
| 350 | Japan Government Thirty Year Bonds | 000000000 | Jun 2026 | 20,000,000 | $108K | 0.05% | DBT |
| 351 | The Federal Republic of Nigeria | 000000000 | Jun 2026 | 148,200,000 | $107K | 0.05% | STIV |
| 352 | Residential Accredit Loans, Inc. | 74922XAA5 | Jun 2026 | 113,359 | $107K | 0.05% | ABS-MBS |
| 353 | Credit Suisse Mortgage Trust | 12661XAC6 | Jun 2026 | 129,245 | $107K | 0.05% | ABS-MBS |
| 354 | GOLDMAN SACHS GROUP INC | 38141GA46 | Jun 2026 | 100,000 | $104K | 0.05% | DBT |
| 355 | JPMORGAN CHASE & CO | 46647PDX1 | Jun 2026 | 100,000 | $103K | 0.05% | DBT |
| 356 | CITIBANK NA | 17325FBK3 | Jun 2026 | 100,000 | $101K | 0.05% | DBT |
| 357 | IndyMac INDX Mortgage Loan Trust | 45661KAD2 | Jun 2026 | 110,413 | $99K | 0.05% | ABS-MBS |
| 358 | LCH Ltd. | 000000000 | Jun 2026 | 620,000 | $99K | 0.05% | DIR |
| 359 | PACIFIC GAS & ELECTRIC | 694308JM0 | Jun 2026 | 100,000 | $99K | 0.05% | DBT |
| 360 | Credit-Based Asset Servicing and Securitization | 1248RHAC1 | Jun 2026 | 146,093 | $98K | 0.05% | ABS-O |
| 361 | PACIFIC GAS & ELECTRIC | 694308JF5 | Jun 2026 | 100,000 | $97K | 0.05% | DBT |
| 362 | LCH Ltd. | 000000000 | Jun 2026 | 3,900,000 | $97K | 0.05% | DIR |
| 363 | United States Treasury | 912810UR7 | Jun 2026 | 100,000 | $97K | 0.05% | DBT |
| 364 | Structured Asset Securities Corporation | 86359DXP7 | Jun 2026 | 114,215 | $97K | 0.05% | ABS-MBS |
| 365 | United States Treasury | 912810UT3 | Jun 2026 | 100,000 | $96K | 0.05% | DBT |
| 366 | AVOLON HOLDINGS FNDG LTD | 05401AAR2 | Jun 2026 | 98,000 | $95K | 0.05% | DBT |
| 367 | DOCTORS CO INTERINSURANC | 256141AB8 | Jun 2026 | 100,000 | $93K | 0.05% | DBT |
| 368 | Dryden Leveraged Loan CDO | 000000000 | Jun 2026 | 77,174 | $88K | 0.04% | ABS-CBDO |
| 369 | Chase Mortgage Finance Corporation | 161630CA4 | Jun 2026 | 89,482 | $88K | 0.04% | ABS-MBS |
| 370 | Societe Generale SA | 000000000 | Jun 2026 | 1 | $88K | 0.04% | DFE |
| 371 | JP Morgan Mortgage Trust | 466247XG3 | Jun 2026 | 117,656 | $85K | 0.04% | ABS-MBS |
| 372 | LCH Ltd. | 000000000 | Jun 2026 | 3,745,000 | $83K | 0.04% | DIR |
| 373 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $82K | 0.04% | DFE |
| 374 | DRILLCO HLDG LUX SA | 000000000 | Jun 2026 | 3,576 | $82K | 0.04% | EC |
| 375 | Residential Accredit Loans, Inc. | 74922LAA1 | Jun 2026 | 111,389 | $81K | 0.04% | ABS-MBS |
| 376 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 7,328,000,000 | $81K | 0.04% | DIR |
| 377 | Morgan Stanley Capital Inc | 617505AD4 | Jun 2026 | 166,585 | $79K | 0.04% | ABS-O |
| 378 | Morgan Stanley Capital Inc | 617505AE2 | Jun 2026 | 166,585 | $79K | 0.04% | ABS-O |
| 379 | United States Treasury | 91282CPZ8 | Jun 2026 | 80,000 | $78K | 0.04% | DBT |
| 380 | Citibank NA | 000000000 | Jun 2026 | 1 | $78K | 0.04% | DFE |
| 381 | NYKREDIT REALKREDIT A/S | 000000000 | Jun 2026 | 612,060 | $76K | 0.04% | DBT |
| 382 | The Federal Republic of Nigeria | 000000000 | Jun 2026 | 105,800,000 | $75K | 0.04% | STIV |
| 383 | GSAMP Trust | 3622MHAC0 | Jun 2026 | 118,026 | $73K | 0.04% | ABS-O |
| 384 | Countrywide Alternative Loan Trust | 02150QAA4 | Jun 2026 | 84,026 | $71K | 0.04% | ABS-MBS |
| 385 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $71K | 0.04% | DFE |
| 386 | LCH Ltd. | 000000000 | Jun 2026 | 600,000 | $71K | 0.04% | DIR |
| 387 | LCH Ltd. | 000000000 | Jun 2026 | 1,040,000,000 | $70K | 0.04% | DIR |
| 388 | Ace Securities Corp. | 004421JH7 | Jun 2026 | 76,113 | $70K | 0.04% | ABS-MBS |
| 389 | Government National Mortgage Association | 36179XNB8 | Jun 2026 | 77,601 | $69K | 0.03% | ABS-MBS |
| 390 | Freddie Mac | 3132DWLU5 | Jun 2026 | 64,145 | $66K | 0.03% | ABS-MBS |
| 391 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $65K | 0.03% | DFE |
| 392 | LCH Ltd. | 000000000 | Jun 2026 | 100,000 | $63K | 0.03% | DIR |
| 393 | Countrywide Home Loans | 12669YAE2 | Jun 2026 | 191,160 | $61K | 0.03% | ABS-MBS |
| 394 | Bear Stearns Alt-A Trust | 07386HVX6 | Jun 2026 | 186,566 | $60K | 0.03% | ABS-MBS |
| 395 | Citigroup Mortgage Loan Trust Inc | 17311LAJ0 | Jun 2026 | 66,774 | $59K | 0.03% | ABS-MBS |
| 396 | Morgan Stanley Mortgage Loan Trust | 61749CAM3 | Jun 2026 | 114,205 | $58K | 0.03% | ABS-MBS |
| 397 | LCH Ltd. | 000000000 | Jun 2026 | 4,900,000 | $56K | 0.03% | DIR |
| 398 | LCH Ltd. | 000000000 | Jun 2026 | 2,605,000 | $55K | 0.03% | DIR |
| 399 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $53K | 0.03% | DFE |
| 400 | Lehman Mortgage Trust | 52521YAA4 | Jun 2026 | 51,951 | $51K | 0.03% | ABS-MBS |
| 401 | Structured Adjustable Rate Mortgage Loan Trust | 863579Y69 | Jun 2026 | 92,094 | $50K | 0.03% | ABS-MBS |
| 402 | Alba Plc | 000000000 | Jun 2026 | 36,342 | $48K | 0.02% | ABS-MBS |
| 403 | The Federal Republic of Nigeria | 000000000 | Jun 2026 | 68,100,000 | $48K | 0.02% | STIV |
| 404 | REPUBLIC OF SOUTH AFRICA | 000000000 | Jun 2026 | 900,000 | $47K | 0.02% | DBT |
| 405 | Bear Stearns Asset Backed Securities Trust | 07386UAM4 | Jun 2026 | 48,429 | $46K | 0.02% | ABS-O |
| 406 | Washington Mutual Mortgage Pass-Through CTFS | 93934FEN8 | Jun 2026 | 48,569 | $45K | 0.02% | ABS-MBS |
| 407 | Barclays Bank PLC | 000000000 | Jun 2026 | 1 | $45K | 0.02% | DFE |
| 408 | LCM Ltd Partnership | 50200YAQ1 | Jun 2026 | 44,974 | $45K | 0.02% | ABS-CBDO |
| 409 | UMBS, TBA | 01F032476 | Jun 2026 | 47,000 | $45K | 0.02% | ABS-MBS |
| 410 | LCH Ltd. | 000000000 | Jun 2026 | 2,300,000 | $44K | 0.02% | DIR |
| 411 | LCH Ltd. | 000000000 | Jun 2026 | 600,000 | $43K | 0.02% | DIR |
| 412 | Countrywide Home Loans | 12543PAN3 | Jun 2026 | 102,754 | $43K | 0.02% | ABS-MBS |
| 413 | CZECH REPUBLIC | 000000000 | Jun 2026 | 900,000 | $41K | 0.02% | DBT |
| 414 | LCH Ltd. | 000000000 | Jun 2026 | 1,100,000 | $40K | 0.02% | DIR |
| 415 | LCH Ltd. | 000000000 | Jun 2026 | 600,000 | $40K | 0.02% | DIR |
| 416 | Countrywide Alternative Loan Trust | 02146YAC0 | Jun 2026 | 45,655 | $40K | 0.02% | ABS-MBS |
| 417 | Structured Adjustable Rate Mortgage Loan Trust | 863579YR3 | Jun 2026 | 40,187 | $39K | 0.02% | ABS-MBS |
| 418 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $38K | 0.02% | DFE |
| 419 | United States Treasury | 912810UN6 | Jun 2026 | 38,000 | $38K | 0.02% | DBT |
| 420 | Chicago Board of Trade | 000000000 | Jun 2026 | 58 | $37K | 0.02% | DIR |
| 421 | WAMU Mortgage Pass-Through Certificates | 92922F5U8 | Jun 2026 | 39,165 | $37K | 0.02% | ABS-MBS |
| 422 | LCH Ltd. | 000000000 | Jun 2026 | 9,592,000 | $37K | 0.02% | DIR |
| 423 | LCH Ltd. | 000000000 | Jun 2026 | 5,400,000 | $36K | 0.02% | DIR |
| 424 | LCH Ltd. | 000000000 | Jun 2026 | 4,009,000 | $36K | 0.02% | DIR |
| 425 | Banc of America Funding Corporation | 05952EAA4 | Jun 2026 | 40,484 | $35K | 0.02% | ABS-MBS |
| 426 | Banco Santander SA | 000000000 | Jun 2026 | 1 | $35K | 0.02% | DFE |
| 427 | Countrywide Home Loans | 12669GN64 | Jun 2026 | 35,193 | $35K | 0.02% | ABS-MBS |
| 428 | Foresea Holding SA | 262051105 | Jun 2026 | 1,493 | $34K | 0.02% | EC |
| 429 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $34K | 0.02% | DFE |
| 430 | Suntrust Adjustable Rate Mortgage Loan Trust | 78473NAF0 | Jun 2026 | 36,272 | $34K | 0.02% | ABS-MBS |
| 431 | Countrywide Asset-Backed Certificates | 12669LAD2 | Jun 2026 | 30,963 | $34K | 0.02% | ABS-O |
| 432 | LCH Ltd. | 000000000 | Jun 2026 | 500,000 | $33K | 0.02% | DIR |
| 433 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $32K | 0.02% | DFE |
| 434 | Bear Stearns Adjustable Rate Mortgage Trust | 07384MH47 | Jun 2026 | 33,204 | $32K | 0.02% | ABS-MBS |
| 435 | Banc of America Funding Corporation | 059515AD8 | Jun 2026 | 37,987 | $32K | 0.02% | ABS-MBS |
| 436 | WAMU Mortgage Pass-Through Certificates | 92922FZF8 | Jun 2026 | 32,067 | $32K | 0.02% | ABS-MBS |
| 437 | Washington Mutual Mortgage Pass-Through CTFS | 92922FX86 | Jun 2026 | 34,546 | $32K | 0.02% | ABS-MBS |
| 438 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 81,300,000 | $31K | 0.02% | DIR |
| 439 | The Federal Republic of Nigeria | 000000000 | Jun 2026 | 43,245,000 | $31K | 0.02% | STIV |
| 440 | Freddie Mac | 3133W6LE5 | Jun 2026 | 29,575 | $31K | 0.02% | ABS-MBS |
| 441 | Australia & New Zealand Banking Group Ltd. | 000000000 | Jun 2026 | 1 | $30K | 0.02% | DFE |
| 442 | Australia & New Zealand Banking Group Ltd. | 000000000 | Jun 2026 | 1 | $30K | 0.02% | DFE |
| 443 | Fannie Mae | 31415VUH6 | Jun 2026 | 28,597 | $30K | 0.01% | ABS-MBS |
| 444 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $29K | 0.01% | DFE |
| 445 | The Federal Republic of Nigeria | 000000000 | Jun 2026 | 40,094,000 | $29K | 0.01% | STIV |
| 446 | Citibank NA | 000000000 | Jun 2026 | 1 | $29K | 0.01% | DFE |
| 447 | EGYPT TREASURY BILL | 000000000 | Jun 2026 | 1,500,000 | $29K | 0.01% | STIV |
| 448 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $27K | 0.01% | DFE |
| 449 | Banc of America Mortgage Securities | 05950LAK8 | Jun 2026 | 31,608 | $27K | 0.01% | ABS-MBS |
| 450 | Bear Stearns Alt-A Trust | 07386HSY8 | Jun 2026 | 28,141 | $27K | 0.01% | ABS-MBS |
| 451 | Argentina Bonar Bonds | 000000000 | Jun 2026 | 43,000 | $27K | 0.01% | DBT |
| 452 | UBS AG | 000000000 | Jun 2026 | 1 | $26K | 0.01% | DFE |
| 453 | Citibank NA | 000000000 | Jun 2026 | 1 | $26K | 0.01% | DFE |
| 454 | Banc of America Funding Corporation | 06051GDM8 | Jun 2026 | 26,035 | $25K | 0.01% | ABS-MBS |
| 455 | Merrill Lynch Mortgage Investors Trust | 59020U5W1 | Jun 2026 | 53,177 | $24K | 0.01% | ABS-MBS |
| 456 | Residential Accredit Loans, Inc. | 751151AQ4 | Jun 2026 | 30,510 | $23K | 0.01% | ABS-MBS |
| 457 | LCH Ltd. | 000000000 | Jun 2026 | 9,500,000 | $23K | 0.01% | DIR |
| 458 | Impac Secured Assets Corp. | 45254TRR7 | Jun 2026 | 23,411 | $23K | 0.01% | ABS-MBS |
| 459 | Argentina Bonar Bonds | 000000000 | Jun 2026 | 29,000 | $22K | 0.01% | DBT |
| 460 | Citibank NA | 000000000 | Jun 2026 | 100,000 | $21K | 0.01% | DCR |
| 461 | Goldman Sachs International | 000000000 | Jun 2026 | 100,000 | $21K | 0.01% | DCR |
| 462 | The Federal Republic of Nigeria | 000000000 | Jun 2026 | 29,900,000 | $21K | 0.01% | STIV |
| 463 | Morgan Stanley Mortgage Loan Trust | 61748HLA7 | Jun 2026 | 93,575 | $21K | 0.01% | ABS-MBS |
| 464 | State Street Bank & Trust Co. | 000000000 | Jun 2026 | 1 | $21K | 0.01% | DFE |
| 465 | LCH Ltd. | 000000000 | Jun 2026 | 600,000 | $21K | 0.01% | DIR |
| 466 | LCH Ltd. | 000000000 | Jun 2026 | 7,800,000 | $20K | 0.01% | DIR |
| 467 | The Montreal Exchange/Bourse De Montreal | 000000000 | Jun 2026 | 24 | $20K | 0.01% | DIR |
| 468 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 8,400,000 | $19K | 0.01% | DIR |
| 469 | LCH Ltd. | 000000000 | Jun 2026 | 310,000 | $19K | 0.01% | DIR |
| 470 | LCH Ltd. | 000000000 | Jun 2026 | 570,000 | $19K | 0.01% | DIR |
| 471 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $18K | 0.01% | DFE |
| 472 | LCH Ltd. | 000000000 | Jun 2026 | 420,000 | $17K | 0.01% | DIR |
| 473 | Japan Government Thirty Year Bonds | 000000000 | Jun 2026 | 3,800,000 | $17K | 0.01% | DBT |
| 474 | Japan Government Thirty Year Bonds | 000000000 | Jun 2026 | 5,000,000 | $17K | 0.01% | DBT |
| 475 | Standard Chartered Bank | 000000000 | Jun 2026 | 1 | $15K | 0.01% | DFE |
| 476 | Countrywide Alternative Loan Trust | 12668BFE8 | Jun 2026 | 28,438 | $15K | 0.01% | ABS-MBS |
| 477 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $15K | 0.01% | DFE |
| 478 | Fannie Mae | 3138MCPH1 | Jun 2026 | 15,389 | $14K | 0.01% | ABS-MBS |
| 479 | Chase Mortgage Finance Corporation | 16163LAQ5 | Jun 2026 | 17,279 | $14K | 0.01% | ABS-MBS |
| 480 | Citibank NA | 000000000 | Jun 2026 | 1 | $14K | 0.01% | DFE |
| 481 | Countrywide Alternative Loan Trust | 02147PCJ1 | Jun 2026 | 19,750 | $14K | 0.01% | ABS-MBS |
| 482 | Fannie Mae | 31417E6Y2 | Jun 2026 | 13,383 | $14K | 0.01% | ABS-MBS |
| 483 | LCH Ltd. | 000000000 | Jun 2026 | 500,000 | $14K | 0.01% | DIR |
| 484 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $13K | 0.01% | DFE |
| 485 | Fannie Mae | 31417WKT7 | Jun 2026 | 13,274 | $13K | 0.01% | ABS-MBS |
| 486 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $13K | 0.01% | DFE |
| 487 | EMF-NL Bv | 000000000 | Jun 2026 | 11,253 | $13K | 0.01% | ABS-MBS |
| 488 | LCH Ltd. | 000000000 | Jun 2026 | 2,200,000 | $13K | 0.01% | DIR |
| 489 | Nigeria OMO Bill | 000000000 | Jun 2026 | 19,300,000 | $13K | 0.01% | STIV |
| 490 | Fannie Mae | 3138ABRY7 | Jun 2026 | 12,478 | $13K | 0.01% | ABS-MBS |
| 491 | Citibank NA | 000000000 | Jun 2026 | 1 | $12K | 0.01% | DFE |
| 492 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $12K | 0.01% | DFE |
| 493 | Nigeria OMO Bill | 000000000 | Jun 2026 | 18,700,000 | $12K | 0.01% | STIV |
| 494 | LCH Ltd. | 000000000 | Jun 2026 | 3,900,000 | $12K | 0.01% | DIR |
| 495 | Nigeria OMO Bill | 000000000 | Jun 2026 | 18,500,000 | $12K | 0.01% | STIV |
| 496 | Fannie Mae | 31395NLE5 | Jun 2026 | 11,996 | $12K | 0.01% | ABS-MBS |
| 497 | Barclays Bank PLC | 000000000 | Jun 2026 | 1 | $12K | 0.01% | DFE |
| 498 | Japan Government Thirty Year Bonds | 000000000 | Jun 2026 | 2,700,000 | $12K | 0.01% | DBT |
| 499 | Fannie Mae | 3138EHBB7 | Jun 2026 | 11,550 | $12K | 0.01% | ABS-MBS |
| 500 | The Federal Republic of Nigeria | 000000000 | Jun 2026 | 16,038,000 | $11K | 0.01% | STIV |
| 501 | Citigroup Mortgage Loan Trust Inc | 17307GRE0 | Jun 2026 | 11,216 | $11K | 0.01% | ABS-MBS |
| 502 | Morgan Stanley & Co. International PLC | 000000000 | Jun 2026 | 1 | $11K | 0.01% | DFE |
| 503 | Barclays Bank PLC | 000000000 | Jun 2026 | 1 | $10K | 0.01% | DFE |
| 504 | Fannie Mae | 31414ADY5 | Jun 2026 | 9,687 | $10K | 0.01% | ABS-MBS |
| 505 | Structured Asset Mortgage Investments Inc | 86360JAA9 | Jun 2026 | 15,369 | $10K | 0.00% | ABS-MBS |
| 506 | Thornburg Mortgage Securities Trust | 885220FS7 | Jun 2026 | 10,225 | $10K | 0.00% | ABS-MBS |
| 507 | Deutsche Bank AG | 000000000 | Jun 2026 | 1 | $10K | 0.00% | DFE |
| 508 | Morgan Stanley Mortgage Loan Trust | 61748HVH1 | Jun 2026 | 9,899 | $10K | 0.00% | ABS-MBS |
| 509 | LCH Ltd. | 000000000 | Jun 2026 | 8,200,000 | $9K | 0.00% | DIR |
| 510 | Bear Stearns Adjustable Rate Mortgage Trust | 07387AHB4 | Jun 2026 | 9,915 | $9K | 0.00% | ABS-MBS |
| 511 | LCH Ltd. | 000000000 | Jun 2026 | 390,000 | $9K | 0.00% | DIR |
| 512 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $9K | 0.00% | DFE |
| 513 | Barclays Bank PLC | 000000000 | Jun 2026 | 1 | $9K | 0.00% | DFE |
| 514 | LCH Ltd. | 000000000 | Jun 2026 | 480,000 | $9K | 0.00% | DIR |
| 515 | LCH Ltd. | 000000000 | Jun 2026 | 1,600,000 | $9K | 0.00% | DIR |
| 516 | ASX Clear (Futures) | 000000000 | Jun 2026 | 23 | $9K | 0.00% | DIR |
| 517 | LCH Ltd. | 000000000 | Jun 2026 | 190,000 | $9K | 0.00% | DIR |
| 518 | Fannie Mae | 31418U4W1 | Jun 2026 | 8,466 | $9K | 0.00% | ABS-MBS |
| 519 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $8K | 0.00% | DFE |
| 520 | LCH Ltd. | 000000000 | Jun 2026 | 248,000 | $8K | 0.00% | DIR |
| 521 | Residential Funding Mtg Sec I | 762009BA5 | Jun 2026 | 10,043 | $8K | 0.00% | ABS-MBS |
| 522 | Deutsche Bank AG | 000000000 | Jun 2026 | 1 | $8K | 0.00% | DFE |
| 523 | LCH Ltd. | 000000000 | Jun 2026 | 550,000,000 | $8K | 0.00% | DIR |
| 524 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $8K | 0.00% | DFE |
| 525 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $8K | 0.00% | DFE |
| 526 | Merrill Lynch Mortgage Investors Trust | 59020UZ65 | Jun 2026 | 7,750 | $8K | 0.00% | ABS-MBS |
| 527 | Nomura Global Financial Products, Inc. | 000000000 | Jun 2026 | 1 | $8K | 0.00% | DFE |
| 528 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 24,200,000 | $8K | 0.00% | DIR |
| 529 | Nomura Global Financial Products, Inc. | 000000000 | Jun 2026 | 1 | $8K | 0.00% | DFE |
| 530 | Deutsche Bank AG | 000000000 | Jun 2026 | 1 | $7K | 0.00% | DFE |
| 531 | Citibank NA | 000000000 | Jun 2026 | 1 | $7K | 0.00% | DFE |
| 532 | Credit Agricole CIB | 000000000 | Jun 2026 | 1 | $7K | 0.00% | DFE |
| 533 | Countrywide Alternative Loan Trust | 12668ABJ3 | Jun 2026 | 11,474 | $7K | 0.00% | ABS-MBS |
| 534 | Massachusetts Educational Financing Authority | 57563NAA6 | Jun 2026 | 7,161 | $7K | 0.00% | ABS-O |
| 535 | Societe Generale SA | 000000000 | Jun 2026 | 1 | $7K | 0.00% | DFE |
| 536 | Fannie Mae | 31415REY6 | Jun 2026 | 6,892 | $7K | 0.00% | ABS-MBS |
| 537 | Fannie Mae | 31415R3A0 | Jun 2026 | 6,806 | $7K | 0.00% | ABS-MBS |
| 538 | LCH Ltd. | 000000000 | Jun 2026 | 8,900,000 | $7K | 0.00% | DIR |
| 539 | Societe Generale SA | 000000000 | Jun 2026 | 1 | $7K | 0.00% | DFE |
| 540 | Freddie Mac | 3137BPS83 | Jun 2026 | 149,042 | $7K | 0.00% | ABS-MBS |
| 541 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $7K | 0.00% | DFE |
| 542 | Banco Santander SA | 000000000 | Jun 2026 | 1 | $6K | 0.00% | DFE |
| 543 | LCH Ltd. | 000000000 | Jun 2026 | 1,700,000 | $6K | 0.00% | DIR |
| 544 | LCH Ltd. | 000000000 | Jun 2026 | 190,000 | $6K | 0.00% | DIR |
| 545 | Fannie Mae | 31416RZ48 | Jun 2026 | 6,309 | $6K | 0.00% | ABS-MBS |
| 546 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $6K | 0.00% | DFE |
| 547 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $6K | 0.00% | DFE |
| 548 | HarborView Mortgage Loan Trust | 41161PJ38 | Jun 2026 | 22,755 | $6K | 0.00% | ABS-MBS |
| 549 | Countrywide Asset-Backed Certificates | 126670TH1 | Jun 2026 | 6,005 | $6K | 0.00% | ABS-O |
| 550 | LCH Ltd. | 000000000 | Jun 2026 | 100,000 | $6K | 0.00% | DIR |
| 551 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $6K | 0.00% | DFE |
| 552 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $6K | 0.00% | DFE |
| 553 | Citibank NA | 000000000 | Jun 2026 | 1 | $5K | 0.00% | DFE |
| 554 | Fannie Mae | 31412QLC1 | Jun 2026 | 5,300 | $5K | 0.00% | ABS-MBS |
| 555 | JYSKE REALKREDIT A/S | 000000000 | Jun 2026 | 46,870 | $5K | 0.00% | DBT |
| 556 | LCH Ltd. | 000000000 | Jun 2026 | 34,400,000 | $5K | 0.00% | DIR |
| 557 | EGYPT TREASURY BILL | 000000000 | Jun 2026 | 275,000 | $5K | 0.00% | STIV |
| 558 | Citibank NA | 000000000 | Jun 2026 | 1 | $5K | 0.00% | DFE |
| 559 | LCH Ltd. | 000000000 | Jun 2026 | 4,740,000 | $5K | 0.00% | DIR |
| 560 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $5K | 0.00% | DFE |
| 561 | Fannie Mae | 31407EBF9 | Jun 2026 | 5,069 | $5K | 0.00% | ABS-MBS |
| 562 | Citibank NA | 000000000 | Jun 2026 | 1 | $5K | 0.00% | DFE |
| 563 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $5K | 0.00% | DFE |
| 564 | Credit Suisse First Boston Mortgage Securities | 22540A7A0 | Jun 2026 | 5,084 | $5K | 0.00% | ABS-MBS |
| 565 | GSR Mortgage Loan Trust | 3622N6AC3 | Jun 2026 | 10,217 | $5K | 0.00% | ABS-MBS |
| 566 | LCH Ltd. | 000000000 | Jun 2026 | 2,500,000 | $5K | 0.00% | DIR |
| 567 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $5K | 0.00% | DFE |
| 568 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $5K | 0.00% | DFE |
| 569 | Adjustable Rate Mortgage Trust | 007036AC0 | Jun 2026 | 5,311 | $5K | 0.00% | ABS-MBS |
| 570 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $5K | 0.00% | DFE |
| 571 | Citibank NA | 000000000 | Jun 2026 | 1 | $5K | 0.00% | DFE |
| 572 | J.P. Morgan Alternative Loan Trust | 466286AV3 | Jun 2026 | 4,148 | $4K | 0.00% | ABS-MBS |
| 573 | Standard Chartered Bank | 000000000 | Jun 2026 | 1 | $4K | 0.00% | DFE |
| 574 | Fannie Mae | 31410KM92 | Jun 2026 | 4,194 | $4K | 0.00% | ABS-MBS |
| 575 | Barclays Bank PLC | 000000000 | Jun 2026 | 1 | $4K | 0.00% | DFE |
| 576 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $4K | 0.00% | DFE |
| 577 | Citibank NA | 000000000 | Jun 2026 | 1 | $4K | 0.00% | DFE |
| 578 | LCH Ltd. | 000000000 | Jun 2026 | 1,600,000 | $4K | 0.00% | DIR |
| 579 | Australia & New Zealand Banking Group Ltd. | 000000000 | Jun 2026 | 1 | $4K | 0.00% | DFE |
| 580 | Fannie Mae | 31414PUU1 | Jun 2026 | 3,662 | $4K | 0.00% | ABS-MBS |
| 581 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $4K | 0.00% | DFE |
| 582 | IndyMac INDX Mortgage Loan Trust | 45660LMG1 | Jun 2026 | 3,851 | $4K | 0.00% | ABS-MBS |
| 583 | Citibank NA | 000000000 | Jun 2026 | 1 | $4K | 0.00% | DFE |
| 584 | Deutsche Bank AG | 000000000 | Jun 2026 | 1 | $4K | 0.00% | DFE |
| 585 | Fannie Mae | 31414K6M7 | Jun 2026 | 3,540 | $4K | 0.00% | ABS-MBS |
| 586 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $4K | 0.00% | DFE |
| 587 | Goldman Sachs & Co. LLC | 000000000 | Jun 2026 | 980,100 | $4K | 0.00% | DFE |
| 588 | Fannie Mae | 31416H6F7 | Jun 2026 | 3,399 | $4K | 0.00% | ABS-MBS |
| 589 | Fannie Mae | 31414D7J9 | Jun 2026 | 3,330 | $3K | 0.00% | ABS-MBS |
| 590 | Citibank NA | 000000000 | Jun 2026 | 1 | $3K | 0.00% | DFE |
| 591 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $3K | 0.00% | DFE |
| 592 | LCH Ltd. | 000000000 | Jun 2026 | 300,000 | $3K | 0.00% | DIR |
| 593 | Fannie Mae | 31410LC91 | Jun 2026 | 3,248 | $3K | 0.00% | ABS-MBS |
| 594 | Barclays Bank PLC | 000000000 | Jun 2026 | 1 | $3K | 0.00% | DFE |
| 595 | Citibank NA | 000000000 | Jun 2026 | 1 | $3K | 0.00% | DFE |
| 596 | Fannie Mae | 31415V6U4 | Jun 2026 | 3,127 | $3K | 0.00% | ABS-MBS |
| 597 | Standard Chartered Bank | 000000000 | Jun 2026 | 1 | $3K | 0.00% | DFE |
| 598 | LCH Ltd. | 000000000 | Jun 2026 | 3,000,000 | $3K | 0.00% | DIR |
| 599 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $3K | 0.00% | DFE |
| 600 | LCH Ltd. | 000000000 | Jun 2026 | 900,000 | $3K | 0.00% | DIR |
| 601 | LCH Ltd. | 000000000 | Jun 2026 | 300,000 | $3K | 0.00% | DIR |
| 602 | LCH Ltd. | 000000000 | Jun 2026 | 306,700,000 | $3K | 0.00% | DIR |
| 603 | Deutsche Bank AG | 000000000 | Jun 2026 | 1 | $3K | 0.00% | DFE |
| 604 | Citibank NA | 000000000 | Jun 2026 | 1 | $3K | 0.00% | DFE |
| 605 | Citibank NA | 000000000 | Jun 2026 | 1 | $3K | 0.00% | DFE |
| 606 | Fannie Mae | 31410KVV3 | Jun 2026 | 2,790 | $3K | 0.00% | ABS-MBS |
| 607 | Fannie Mae | 31412LL65 | Jun 2026 | 2,789 | $3K | 0.00% | ABS-MBS |
| 608 | Fannie Mae | 31419MBY6 | Jun 2026 | 2,942 | $3K | 0.00% | ABS-MBS |
| 609 | LCH Ltd. | 000000000 | Jun 2026 | 1,100,000 | $3K | 0.00% | DIR |
| 610 | BNP Paribas SA | 000000000 | Jun 2026 | 23,200,000 | $3K | 0.00% | DIR |
| 611 | Barclays Bank PLC | 000000000 | Jun 2026 | 1 | $3K | 0.00% | DFE |
| 612 | Bear Stearns Adjustable Rate Mortgage Trust | 07384MB68 | Jun 2026 | 2,915 | $3K | 0.00% | ABS-MBS |
| 613 | LCH Ltd. | 000000000 | Jun 2026 | 200,000 | $3K | 0.00% | DIR |
| 614 | LCH Ltd. | 000000000 | Jun 2026 | 200,000 | $3K | 0.00% | DIR |
| 615 | LCH Ltd. | 000000000 | Jun 2026 | 3,841,000,000 | $3K | 0.00% | DIR |
| 616 | LCH Ltd. | 000000000 | Jun 2026 | 100,000 | $3K | 0.00% | DIR |
| 617 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $3K | 0.00% | DFE |
| 618 | LCH Ltd. | 000000000 | Jun 2026 | 200,000 | $3K | 0.00% | DIR |
| 619 | Societe Generale SA | 000000000 | Jun 2026 | 1 | $3K | 0.00% | DFE |
| 620 | Deutsche Bank AG | 000000000 | Jun 2026 | 1 | $2K | 0.00% | DFE |
| 621 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $2K | 0.00% | DFE |
| 622 | Citibank NA | 000000000 | Jun 2026 | 1 | $2K | 0.00% | DFE |
| 623 | Citibank NA | 000000000 | Jun 2026 | 1 | $2K | 0.00% | DFE |
| 624 | Citibank NA | 000000000 | Jun 2026 | 1 | $2K | 0.00% | DFE |
| 625 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $2K | 0.00% | DFE |
| 626 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $2K | 0.00% | DFE |
| 627 | LCH Ltd. | 000000000 | Jun 2026 | 100,000 | $2K | 0.00% | DIR |
| 628 | LCH Ltd. | 000000000 | Jun 2026 | 600,000 | $2K | 0.00% | DIR |
| 629 | Fannie Mae | 31404FCH4 | Jun 2026 | 2,242 | $2K | 0.00% | ABS-MBS |
| 630 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $2K | 0.00% | DFE |
| 631 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $2K | 0.00% | DFE |
| 632 | Government National Mortgage Association | 38380HCH3 | Jun 2026 | 2,316 | $2K | 0.00% | ABS-MBS |
| 633 | LCH Ltd. | 000000000 | Jun 2026 | 100,000 | $2K | 0.00% | DIR |
| 634 | LCH Ltd. | 000000000 | Jun 2026 | 100,000 | $2K | 0.00% | DIR |
| 635 | State Street Bank & Trust Co. | 000000000 | Jun 2026 | 1 | $2K | 0.00% | DFE |
| 636 | LCH Ltd. | 000000000 | Jun 2026 | 140,000,000 | $2K | 0.00% | DIR |
| 637 | LCH Ltd. | 000000000 | Jun 2026 | 100,000 | $2K | 0.00% | DIR |
| 638 | Societe Generale SA | 000000000 | Jun 2026 | 1 | $2K | 0.00% | DFE |
| 639 | Greenpoint Mortgage Pass-Through Certificates | 395387AA1 | Jun 2026 | 2,014 | $2K | 0.00% | ABS-MBS |
| 640 | IndyMac INDX Mortgage Loan Trust | 45660N6S9 | Jun 2026 | 2,050 | $2K | 0.00% | ABS-MBS |
| 641 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $2K | 0.00% | DFE |
| 642 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $2K | 0.00% | DFE |
| 643 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $2K | 0.00% | DFE |
| 644 | Bank of America NA | 000000000 | Jun 2026 | 1 | $2K | 0.00% | DFE |
| 645 | LCH Ltd. | 000000000 | Jun 2026 | 7,060,000 | $2K | 0.00% | DIR |
| 646 | Fannie Mae | 31415QYT7 | Jun 2026 | 1,820 | $2K | 0.00% | ABS-MBS |
| 647 | Fannie Mae | 31410VSV3 | Jun 2026 | 1,732 | $2K | 0.00% | ABS-MBS |
| 648 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $2K | 0.00% | DFE |
| 649 | Deutsche Bank AG | 000000000 | Jun 2026 | 1 | $2K | 0.00% | DFE |
| 650 | Government National Mortgage Association | 38380TV37 | Jun 2026 | 1,714 | $2K | 0.00% | ABS-MBS |
| 651 | Citibank NA | 000000000 | Jun 2026 | 1 | $2K | 0.00% | DFE |
| 652 | Fannie Mae | 31371NH57 | Jun 2026 | 1,635 | $2K | 0.00% | ABS-MBS |
| 653 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $2K | 0.00% | DFE |
| 654 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $2K | 0.00% | DFE |
| 655 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $2K | 0.00% | DFE |
| 656 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $2K | 0.00% | DFE |
| 657 | Fannie Mae | 31413DD61 | Jun 2026 | 1,544 | $2K | 0.00% | ABS-MBS |
| 658 | Goldman Sachs & Co. LLC | 000000000 | Jun 2026 | 980,100 | $2K | 0.00% | DFE |
| 659 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $1K | 0.00% | DFE |
| 660 | LCH Ltd. | 000000000 | Jun 2026 | 100,000 | $1K | 0.00% | DIR |
| 661 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $1K | 0.00% | DFE |
| 662 | LCH Ltd. | 000000000 | Jun 2026 | 100,000 | $1K | 0.00% | DIR |
| 663 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $1K | 0.00% | DFE |
| 664 | WAMU Mortgage Pass-Through Certificates | 9393357P4 | Jun 2026 | 1,442 | $1K | 0.00% | ABS-MBS |
| 665 | Bank of America NA | 000000000 | Jun 2026 | 1 | $1K | 0.00% | DFE |
| 666 | Fannie Mae | 31414SX81 | Jun 2026 | 1,359 | $1K | 0.00% | ABS-MBS |
| 667 | Citibank NA | 000000000 | Jun 2026 | 1 | $1K | 0.00% | DFE |
| 668 | JP Morgan Mortgage Acquisition Corp | 46629NAC7 | Jun 2026 | 3,096 | $1K | 0.00% | ABS-O |
| 669 | Deutsche Bank AG | 000000000 | Jun 2026 | 1 | $1K | 0.00% | DFE |
| 670 | Citibank NA | 000000000 | Jun 2026 | 1 | $1K | 0.00% | DFE |
| 671 | Barclays Bank PLC | 000000000 | Jun 2026 | 1 | $1K | 0.00% | DFE |
| 672 | LCH Ltd. | 000000000 | Jun 2026 | 100,000 | $1K | 0.00% | DIR |
| 673 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $1K | 0.00% | DFE |
| 674 | LCH Ltd. | 000000000 | Jun 2026 | 100,000 | $1K | 0.00% | DIR |
| 675 | Deutsche Bank AG | 000000000 | Jun 2026 | 1 | $1K | 0.00% | DFE |
| 676 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $1K | 0.00% | DFE |
| 677 | JP Morgan Mortgage Trust | 466247LZ4 | Jun 2026 | 1,200 | $1K | 0.00% | ABS-MBS |
| 678 | Citibank NA | 000000000 | Jun 2026 | 1 | $1K | 0.00% | DFE |
| 679 | Bank of America NA | 000000000 | Jun 2026 | 446,000 | $1K | 0.00% | DFE |
| 680 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 9,070,000 | $1K | 0.00% | DIR |
| 681 | Fannie Mae | 31413VSF5 | Jun 2026 | 1,054 | $1K | 0.00% | ABS-MBS |
| 682 | Citibank NA | 000000000 | Jun 2026 | 1 | $1K | 0.00% | DFE |
| 683 | Citibank NA | 000000000 | Jun 2026 | 1 | $1K | 0.00% | DFE |
| 684 | Citibank NA | 000000000 | Jun 2026 | 1 | $1K | 0.00% | DFE |
| 685 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $1K | 0.00% | DFE |
| 686 | LCH Ltd. | 000000000 | Jun 2026 | 100,000 | $1K | 0.00% | DIR |
| 687 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $996 | 0.00% | DFE |
| 688 | Citibank NA | 000000000 | Jun 2026 | 1 | $984 | 0.00% | DFE |
| 689 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $982 | 0.00% | DFE |
| 690 | Standard Chartered Bank | 000000000 | Jun 2026 | 1 | $981 | 0.00% | DFE |
| 691 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $971 | 0.00% | DFE |
| 692 | Standard Chartered Bank | 000000000 | Jun 2026 | 7,730,000 | $929 | 0.00% | DIR |
| 693 | Nomura Global Financial Products, Inc. | 000000000 | Jun 2026 | 1 | $919 | 0.00% | DFE |
| 694 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $910 | 0.00% | DFE |
| 695 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $829 | 0.00% | DFE |
| 696 | Nomura Global Financial Products, Inc. | 000000000 | Jun 2026 | 1 | $816 | 0.00% | DFE |
| 697 | Bank of America NA | 000000000 | Jun 2026 | 6,700,000 | $805 | 0.00% | DIR |
| 698 | Standard Chartered Bank | 000000000 | Jun 2026 | 1 | $782 | 0.00% | DFE |
| 699 | Barclays Bank PLC | 000000000 | Jun 2026 | 1 | $770 | 0.00% | DFE |
| 700 | Citibank NA | 000000000 | Jun 2026 | 1 | $768 | 0.00% | DFE |
| 701 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $750 | 0.00% | DFE |
| 702 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $730 | 0.00% | DFE |
| 703 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $727 | 0.00% | DFE |
| 704 | Fannie Mae | 3138E7TW4 | Jun 2026 | 709 | $706 | 0.00% | ABS-MBS |
| 705 | Barclays Bank PLC | 000000000 | Jun 2026 | 1 | $696 | 0.00% | DFE |
| 706 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $690 | 0.00% | DFE |
| 707 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $661 | 0.00% | DFE |
| 708 | Citibank NA | 000000000 | Jun 2026 | 5,500,000 | $661 | 0.00% | DIR |
| 709 | Fannie Mae | 31416XHQ6 | Jun 2026 | 660 | $654 | 0.00% | ABS-MBS |
| 710 | Citibank NA | 000000000 | Jun 2026 | 1 | $635 | 0.00% | DFE |
| 711 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $632 | 0.00% | DFE |
| 712 | Citibank NA | 000000000 | Jun 2026 | 1 | $594 | 0.00% | DFE |
| 713 | Fannie Mae | 31417MP56 | Jun 2026 | 562 | $580 | 0.00% | ABS-MBS |
| 714 | Morgan Stanley & Co. International PLC | 000000000 | Jun 2026 | 1 | $567 | 0.00% | DFE |
| 715 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $560 | 0.00% | DFE |
| 716 | LCH Ltd. | 000000000 | Jun 2026 | 100,000 | $526 | 0.00% | DIR |
| 717 | Standard Chartered Bank | 000000000 | Jun 2026 | 1 | $501 | 0.00% | DFE |
| 718 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $490 | 0.00% | DFE |
| 719 | Barclays Bank PLC | 000000000 | Jun 2026 | 1 | $460 | 0.00% | DFE |
| 720 | Barclays Bank PLC | 000000000 | Jun 2026 | 1 | $451 | 0.00% | DFE |
| 721 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $432 | 0.00% | DFE |
| 722 | Deutsche Bank AG | 000000000 | Jun 2026 | 1 | $404 | 0.00% | DFE |
| 723 | Fannie Mae | 31371NAA3 | Jun 2026 | 390 | $399 | 0.00% | ABS-MBS |
| 724 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $392 | 0.00% | DFE |
| 725 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $389 | 0.00% | DFE |
| 726 | Bank of America NA | 000000000 | Jun 2026 | 1 | $382 | 0.00% | DFE |
| 727 | Citibank NA | 000000000 | Jun 2026 | 1 | $381 | 0.00% | DFE |
| 728 | Standard Chartered Bank | 000000000 | Jun 2026 | 1 | $377 | 0.00% | DFE |
| 729 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $368 | 0.00% | DFE |
| 730 | UBS AG | 000000000 | Jun 2026 | 1 | $345 | 0.00% | DFE |
| 731 | Citibank NA | 000000000 | Jun 2026 | 1 | $345 | 0.00% | DFE |
| 732 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $338 | 0.00% | DFE |
| 733 | LCH Ltd. | 000000000 | Jun 2026 | 2,200,000 | $322 | 0.00% | DIR |
| 734 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $317 | 0.00% | DFE |
| 735 | Citibank NA | 000000000 | Jun 2026 | 20,000 | $305 | 0.00% | DIR |
| 736 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $303 | 0.00% | DFE |
| 737 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $288 | 0.00% | DFE |
| 738 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $277 | 0.00% | DFE |
| 739 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $267 | 0.00% | DFE |
| 740 | Fannie Mae | 31409VYE7 | Jun 2026 | 256 | $264 | 0.00% | ABS-MBS |
| 741 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 7,400,000 | $234 | 0.00% | DIR |
| 742 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $227 | 0.00% | DFE |
| 743 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $222 | 0.00% | DFE |
| 744 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $201 | 0.00% | DFE |
| 745 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $194 | 0.00% | DFE |
| 746 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $192 | 0.00% | DFE |
| 747 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $178 | 0.00% | DFE |
| 748 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $175 | 0.00% | DFE |
| 749 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $168 | 0.00% | DFE |
| 750 | Fannie Mae | 31371NV69 | Jun 2026 | 168 | $167 | 0.00% | ABS-MBS |
| 751 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $165 | 0.00% | DFE |
| 752 | Australia & New Zealand Banking Group Ltd. | 000000000 | Jun 2026 | 1 | $159 | 0.00% | DFE |
| 753 | Standard Chartered Bank | 000000000 | Jun 2026 | 1 | $148 | 0.00% | DFE |
| 754 | Fannie Mae | 31371NTK1 | Jun 2026 | 143 | $142 | 0.00% | ABS-MBS |
| 755 | LCH Ltd. | 000000000 | Jun 2026 | 900,000 | $141 | 0.00% | DIR |
| 756 | Barclays Bank PLC | 000000000 | Jun 2026 | 1 | $137 | 0.00% | DFE |
| 757 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $130 | 0.00% | DFE |
| 758 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $125 | 0.00% | DFE |
| 759 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $120 | 0.00% | DFE |
| 760 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $115 | 0.00% | DFE |
| 761 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $108 | 0.00% | DFE |
| 762 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $106 | 0.00% | DFE |
| 763 | UBS AG | 000000000 | Jun 2026 | 1 | $106 | 0.00% | DFE |
| 764 | Australia & New Zealand Banking Group Ltd. | 000000000 | Jun 2026 | 1 | $105 | 0.00% | DFE |
| 765 | Citibank NA | 000000000 | Jun 2026 | 1 | $97 | 0.00% | DFE |
| 766 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $94 | 0.00% | DFE |
| 767 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $92 | 0.00% | DFE |
| 768 | Bank of America NA | 000000000 | Jun 2026 | 1 | $63 | 0.00% | DFE |
| 769 | BNP Paribas SA | 000000000 | Jun 2026 | 269,000 | $57 | 0.00% | DFE |
| 770 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $57 | 0.00% | DFE |
| 771 | Bank of America NA | 000000000 | Jun 2026 | 1 | $48 | 0.00% | DFE |
| 772 | Deutsche Bank AG | 000000000 | Jun 2026 | 1 | $43 | 0.00% | DFE |
| 773 | Deutsche Bank AG | 000000000 | Jun 2026 | 64,680 | $34 | 0.00% | DCR |
| 774 | Deutsche Bank AG | 000000000 | Jun 2026 | 1 | $27 | 0.00% | DFE |
| 775 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $27 | 0.00% | DFE |
| 776 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $23 | 0.00% | DFE |
| 777 | Bank of America NA | 000000000 | Jun 2026 | 1 | $19 | 0.00% | DFE |
| 778 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $18 | 0.00% | DFE |
| 779 | State Street Bank & Trust Co. | 000000000 | Jun 2026 | 1 | $18 | 0.00% | DFE |
| 780 | NYKREDIT REALKREDIT A/S | 000000000 | Jun 2026 | 77 | $9 | 0.00% | DBT |
| 781 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $8 | 0.00% | DFE |
| 782 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $4 | 0.00% | DFE |
| 783 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $4 | 0.00% | DFE |
| 784 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $4 | 0.00% | DFE |
| 785 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $2 | 0.00% | DFE |
| 786 | NORDEA KREDIT REALKREDIT | 000000000 | Jun 2026 | 15 | $2 | 0.00% | DBT |
| 787 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $1 | 0.00% | DFE |
| 788 | NORDEA KREDIT REALKREDIT | 000000000 | Jun 2026 | 10 | $1 | 0.00% | DBT |
| 789 | JYSKE REALKREDIT A/S | 000000000 | Jun 2026 | 9 | $1 | 0.00% | DBT |
| 790 | Citibank NA | 000000000 | Jun 2026 | 1 | $1 | 0.00% | DFE |
| 791 | HSBC Bank PLC | 000000000 | Jun 2026 | 691,500 | $1 | 0.00% | DFE |
| 792 | HSBC Bank PLC | 000000000 | Jun 2026 | 691,500 | $1 | 0.00% | DFE |
| 793 | NYKREDIT REALKREDIT A/S | 000000000 | Jun 2026 | 5 | $1 | 0.00% | DBT |
| 794 | NYKREDIT REALKREDIT A/S | 000000000 | Jun 2026 | 5 | $1 | 0.00% | DBT |
| 795 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $0 | 0.00% | DFE |
| 796 | NORDEA KREDIT REALKREDIT | 000000000 | Jun 2026 | 3 | $0 | 0.00% | DBT |
| 797 | Bank of America NA | 000000000 | Jun 2026 | 363,966 | $0 | 0.00% | DFE |
| 798 | REALKREDIT DANMARK | 000000000 | Jun 2026 | 1 | $0 | 0.00% | DBT |
| 799 | NORDEA KREDIT REALKREDIT | 000000000 | Jun 2026 | 1 | $0 | 0.00% | DBT |
| 800 | JYSKE REALKREDIT A/S | 000000000 | Jun 2026 | 1 | $0 | 0.00% | DBT |
| 801 | NYKREDIT REALKREDIT A/S | 000000000 | Jun 2026 | 1 | $0 | 0.00% | DBT |
| 802 | Bank of America NA | 000000000 | Jun 2026 | 81,034 | $0 | 0.00% | DFE |
| 803 | JYSKE REALKREDIT A/S | 000000000 | Jun 2026 | 0 | $0 | 0.00% | DBT |
| 804 | Bank of America NA | 000000000 | Jun 2026 | -81,034 | $-0 | 0.00% | DFE |
| 805 | Bank of America NA | 000000000 | Jun 2026 | -363,966 | $-0 | 0.00% | DFE |
| 806 | HSBC Bank PLC | 000000000 | Jun 2026 | -691,500 | $-1 | 0.00% | DFE |
| 807 | HSBC Bank PLC | 000000000 | Jun 2026 | -691,500 | $-1 | 0.00% | DFE |
| 808 | Citibank NA | 000000000 | Jun 2026 | 1 | $-1 | -0.00% | DFE |
| 809 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-1 | -0.00% | DFE |
| 810 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-1 | -0.00% | DFE |
| 811 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-1 | -0.00% | DFE |
| 812 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-2 | -0.00% | DFE |
| 813 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-4 | -0.00% | DFE |
| 814 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-5 | -0.00% | DFE |
| 815 | Barclays Bank PLC | 000000000 | Jun 2026 | 1 | $-7 | -0.00% | DFE |
| 816 | Barclays Bank PLC | 000000000 | Jun 2026 | 1 | $-7 | -0.00% | DFE |
| 817 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-11 | -0.00% | DFE |
| 818 | LCH Ltd. | 000000000 | Jun 2026 | 100,000 | $-13 | -0.00% | DIR |
| 819 | Bank of America NA | 000000000 | Jun 2026 | 1 | $-14 | -0.00% | DFE |
| 820 | State Street Bank & Trust Co. | 000000000 | Jun 2026 | 1 | $-19 | -0.00% | DFE |
| 821 | Bank of America NA | 000000000 | Jun 2026 | 1 | $-21 | -0.00% | DFE |
| 822 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-30 | -0.00% | DFE |
| 823 | Deutsche Bank AG | 000000000 | Jun 2026 | 1 | $-33 | -0.00% | DFE |
| 824 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-42 | -0.00% | DFE |
| 825 | LCH Ltd. | 000000000 | Jun 2026 | 100,000 | $-45 | -0.00% | DIR |
| 826 | Citibank NA | 000000000 | Jun 2026 | 1 | $-48 | -0.00% | DFE |
| 827 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-49 | -0.00% | DFE |
| 828 | Citibank NA | 000000000 | Jun 2026 | 1 | $-52 | -0.00% | DFE |
| 829 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-53 | -0.00% | DFE |
| 830 | LCH Ltd. | 000000000 | Jun 2026 | 100,000 | $-57 | -0.00% | DIR |
| 831 | UBS AG | 000000000 | Jun 2026 | -20,000 | $-62 | -0.00% | DFE |
| 832 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-63 | -0.00% | DFE |
| 833 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-67 | -0.00% | DFE |
| 834 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-75 | -0.00% | DFE |
| 835 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-79 | -0.00% | DFE |
| 836 | Citibank NA | 000000000 | Jun 2026 | 1 | $-82 | -0.00% | DFE |
| 837 | LCH Ltd. | 000000000 | Jun 2026 | 100,000 | $-84 | -0.00% | DIR |
| 838 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-86 | -0.00% | DFE |
| 839 | LCH Ltd. | 000000000 | Jun 2026 | 500,000 | $-94 | -0.00% | DIR |
| 840 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-96 | -0.00% | DFE |
| 841 | LCH Ltd. | 000000000 | Jun 2026 | 100,000 | $-97 | -0.00% | DIR |
| 842 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-98 | -0.00% | DFE |
| 843 | Australia & New Zealand Banking Group Ltd. | 000000000 | Jun 2026 | 1 | $-106 | -0.00% | DFE |
| 844 | Standard Chartered Bank | 000000000 | Jun 2026 | 1 | $-111 | -0.00% | DFE |
| 845 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-120 | -0.00% | DFE |
| 846 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-146 | -0.00% | DFE |
| 847 | UBS AG | 000000000 | Jun 2026 | 1 | $-153 | -0.00% | DFE |
| 848 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-157 | -0.00% | DFE |
| 849 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-161 | -0.00% | DFE |
| 850 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-165 | -0.00% | DFE |
| 851 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-170 | -0.00% | DFE |
| 852 | Bank of America NA | 000000000 | Jun 2026 | 1 | $-177 | -0.00% | DFE |
| 853 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-181 | -0.00% | DFE |
| 854 | LCH Ltd. | 000000000 | Jun 2026 | 100,000 | $-188 | -0.00% | DIR |
| 855 | Citibank NA | 000000000 | Jun 2026 | 1 | $-190 | -0.00% | DFE |
| 856 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-194 | -0.00% | DFE |
| 857 | Deutsche Bank AG | 000000000 | Jun 2026 | 1 | $-197 | -0.00% | DFE |
| 858 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-200 | -0.00% | DFE |
| 859 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-207 | -0.00% | DFE |
| 860 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-208 | -0.00% | DFE |
| 861 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-209 | -0.00% | DFE |
| 862 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-210 | -0.00% | DFE |
| 863 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-213 | -0.00% | DFE |
| 864 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-214 | -0.00% | DFE |
| 865 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-215 | -0.00% | DFE |
| 866 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-218 | -0.00% | DFE |
| 867 | Deutsche Bank AG | 000000000 | Jun 2026 | 1 | $-226 | -0.00% | DFE |
| 868 | Standard Chartered Bank | 000000000 | Jun 2026 | 1 | $-236 | -0.00% | DFE |
| 869 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-245 | -0.00% | DFE |
| 870 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-250 | -0.00% | DFE |
| 871 | LCH Ltd. | 000000000 | Jun 2026 | 100,000 | $-268 | -0.00% | DIR |
| 872 | Citibank NA | 000000000 | Jun 2026 | 1 | $-270 | -0.00% | DFE |
| 873 | Standard Chartered Bank | 000000000 | Jun 2026 | 1 | $-271 | -0.00% | DFE |
| 874 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-275 | -0.00% | DFE |
| 875 | Standard Chartered Bank | 000000000 | Jun 2026 | 1 | $-281 | -0.00% | DFE |
| 876 | UBS AG | 000000000 | Jun 2026 | 1 | $-319 | -0.00% | DFE |
| 877 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 64,500,000 | $-341 | -0.00% | DIR |
| 878 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-344 | -0.00% | DFE |
| 879 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-344 | -0.00% | DFE |
| 880 | LCH Ltd. | 000000000 | Jun 2026 | 100,000 | $-351 | -0.00% | DIR |
| 881 | Deutsche Bank AG | 000000000 | Jun 2026 | 1 | $-364 | -0.00% | DFE |
| 882 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-391 | -0.00% | DFE |
| 883 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-399 | -0.00% | DFE |
| 884 | LCH Ltd. | 000000000 | Jun 2026 | 3,200,000 | $-405 | -0.00% | DIR |
| 885 | LCH Ltd. | 000000000 | Jun 2026 | 100,000 | $-422 | -0.00% | DIR |
| 886 | UBS AG | 000000000 | Jun 2026 | 1 | $-425 | -0.00% | DFE |
| 887 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-427 | -0.00% | DFE |
| 888 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-436 | -0.00% | DFE |
| 889 | Citibank NA | 000000000 | Jun 2026 | 1 | $-444 | -0.00% | DFE |
| 890 | Standard Chartered Bank | 000000000 | Jun 2026 | 1 | $-455 | -0.00% | DFE |
| 891 | Nomura Global Financial Products, Inc. | 000000000 | Jun 2026 | 1 | $-473 | -0.00% | DFE |
| 892 | Citibank NA | 000000000 | Jun 2026 | 1 | $-477 | -0.00% | DFE |
| 893 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $-484 | -0.00% | DFE |
| 894 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-508 | -0.00% | DFE |
| 895 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-553 | -0.00% | DFE |
| 896 | Bank of America NA | 000000000 | Jun 2026 | 1 | $-559 | -0.00% | DFE |
| 897 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-560 | -0.00% | DFE |
| 898 | Citibank NA | 000000000 | Jun 2026 | 1 | $-593 | -0.00% | DFE |
| 899 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 128,700,000 | $-597 | -0.00% | DIR |
| 900 | Citibank NA | 000000000 | Jun 2026 | 1 | $-598 | -0.00% | DFE |
| 901 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-601 | -0.00% | DFE |
| 902 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $-610 | -0.00% | DFE |
| 903 | Bank of America NA | 000000000 | Jun 2026 | -446,000 | $-614 | -0.00% | DFE |
| 904 | Barclays Bank PLC | 000000000 | Jun 2026 | 1 | $-619 | -0.00% | DFE |
| 905 | Deutsche Bank AG | 000000000 | Jun 2026 | 1 | $-636 | -0.00% | DFE |
| 906 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-657 | -0.00% | DFE |
| 907 | Citibank NA | 000000000 | Jun 2026 | 1 | $-659 | -0.00% | DFE |
| 908 | Citibank NA | 000000000 | Jun 2026 | 1 | $-670 | -0.00% | DFE |
| 909 | Bank of America NA | 000000000 | Jun 2026 | -203,000 | $-702 | -0.00% | DFE |
| 910 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-704 | -0.00% | DFE |
| 911 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-706 | -0.00% | DFE |
| 912 | Bank of America NA | 000000000 | Jun 2026 | 1 | $-713 | -0.00% | DFE |
| 913 | Bank of America NA | 000000000 | Jun 2026 | 1 | $-718 | -0.00% | DFE |
| 914 | LCH Ltd. | 000000000 | Jun 2026 | 200,000 | $-749 | -0.00% | DIR |
| 915 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-771 | -0.00% | DFE |
| 916 | Citibank NA | 000000000 | Jun 2026 | 1 | $-786 | -0.00% | DFE |
| 917 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 153,200,000 | $-792 | -0.00% | DIR |
| 918 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 132,000,000 | $-798 | -0.00% | DIR |
| 919 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $-814 | -0.00% | DFE |
| 920 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-831 | -0.00% | DFE |
| 921 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-842 | -0.00% | DFE |
| 922 | Citibank NA | 000000000 | Jun 2026 | 1 | $-944 | -0.00% | DFE |
| 923 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $-968 | -0.00% | DFE |
| 924 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-977 | -0.00% | DFE |
| 925 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-984 | -0.00% | DFE |
| 926 | Standard Chartered Bank | 000000000 | Jun 2026 | 1 | $-1009 | -0.00% | DFE |
| 927 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-1028 | -0.00% | DFE |
| 928 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-1033 | -0.00% | DFE |
| 929 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-1043 | -0.00% | DFE |
| 930 | Citibank NA | 000000000 | Jun 2026 | 1 | $-1078 | -0.00% | DFE |
| 931 | State Street Bank & Trust Co. | 000000000 | Jun 2026 | 1 | $-1093 | -0.00% | DFE |
| 932 | Bank of America NA | 000000000 | Jun 2026 | 1 | $-1143 | -0.00% | DFE |
| 933 | Deutsche Bank AG | 000000000 | Jun 2026 | 1 | $-1187 | -0.00% | DFE |
| 934 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-1218 | -0.00% | DFE |
| 935 | Deutsche Bank AG | 000000000 | Jun 2026 | 1 | $-1269 | -0.00% | DFE |
| 936 | Barclays Bank PLC | 000000000 | Jun 2026 | 1 | $-1294 | -0.00% | DFE |
| 937 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-1328 | -0.00% | DFE |
| 938 | LCH Ltd. | 000000000 | Jun 2026 | 100,000 | $-1347 | -0.00% | DIR |
| 939 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 460,000 | $-1416 | -0.00% | DIR |
| 940 | Deutsche Bank AG | 000000000 | Jun 2026 | 1 | $-1530 | -0.00% | DFE |
| 941 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-1553 | -0.00% | DFE |
| 942 | Bank of America NA | 000000000 | Jun 2026 | -580,000 | $-1564 | -0.00% | DFE |
| 943 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-1568 | -0.00% | DFE |
| 944 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-1576 | -0.00% | DFE |
| 945 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-1603 | -0.00% | DFE |
| 946 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-1636 | -0.00% | DFE |
| 947 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $-1645 | -0.00% | DFE |
| 948 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-1660 | -0.00% | DFE |
| 949 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-1764 | -0.00% | DFE |
| 950 | Nomura Global Financial Products, Inc. | 000000000 | Jun 2026 | 1 | $-1770 | -0.00% | DFE |
| 951 | Standard Chartered Bank | 000000000 | Jun 2026 | 1 | $-2074 | -0.00% | DFE |
| 952 | LCH Ltd. | 000000000 | Jun 2026 | 200,000 | $-2087 | -0.00% | DIR |
| 953 | LCH Ltd. | 000000000 | Jun 2026 | 240,000 | $-2098 | -0.00% | DIR |
| 954 | Citibank NA | 000000000 | Jun 2026 | 1 | $-2104 | -0.00% | DFE |
| 955 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-2105 | -0.00% | DFE |
| 956 | Societe Generale SA | 000000000 | Jun 2026 | 1 | $-2107 | -0.00% | DFE |
| 957 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-2302 | -0.00% | DFE |
| 958 | Citibank NA | 000000000 | Jun 2026 | 1 | $-2377 | -0.00% | DFE |
| 959 | LCH Ltd. | 000000000 | Jun 2026 | 200,000 | $-2377 | -0.00% | DIR |
| 960 | LCH Ltd. | 000000000 | Jun 2026 | 200,000 | $-2463 | -0.00% | DIR |
| 961 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-2485 | -0.00% | DFE |
| 962 | Societe Generale SA | 000000000 | Jun 2026 | 1 | $-2559 | -0.00% | DFE |
| 963 | Chicago Board of Trade | 000000000 | Jun 2026 | 51 | $-2636 | -0.00% | DIR |
| 964 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-2735 | -0.00% | DFE |
| 965 | LCH Ltd. | 000000000 | Jun 2026 | 200,000 | $-2762 | -0.00% | DIR |
| 966 | LCH Ltd. | 000000000 | Jun 2026 | 6,300,000 | $-2773 | -0.00% | DIR |
| 967 | Deutsche Bank AG | 000000000 | Jun 2026 | 1 | $-2887 | -0.00% | DFE |
| 968 | LCH Ltd. | 000000000 | Jun 2026 | 2,500,000 | $-2973 | -0.00% | DIR |
| 969 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-3117 | -0.00% | DFE |
| 970 | Citibank NA | 000000000 | Jun 2026 | 1 | $-3207 | -0.00% | DFE |
| 971 | UBS AG | 000000000 | Jun 2026 | 1 | $-3260 | -0.00% | DFE |
| 972 | Morgan Stanley Capital Services LLC | 000000000 | Jun 2026 | 100,000 | $-3296 | -0.00% | DCR |
| 973 | LCH Ltd. | 000000000 | Jun 2026 | 500,000 | $-3302 | -0.00% | DIR |
| 974 | The Montreal Exchange/Bourse De Montreal | 000000000 | Jun 2026 | -9 | $-3545 | -0.00% | DIR |
| 975 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-3661 | -0.00% | DFE |
| 976 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-3675 | -0.00% | DFE |
| 977 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-3727 | -0.00% | DFE |
| 978 | LCH Ltd. | 000000000 | Jun 2026 | 300,000 | $-3746 | -0.00% | DIR |
| 979 | LCH Ltd. | 000000000 | Jun 2026 | 300,000 | $-3759 | -0.00% | DIR |
| 980 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-3817 | -0.00% | DFE |
| 981 | Australia & New Zealand Banking Group Ltd. | 000000000 | Jun 2026 | 1 | $-3824 | -0.00% | DFE |
| 982 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 1,542,900,000 | $-3830 | -0.00% | DIR |
| 983 | LCH Ltd. | 000000000 | Jun 2026 | 300,000 | $-3842 | -0.00% | DIR |
| 984 | Citibank NA | 000000000 | Jun 2026 | 1 | $-3860 | -0.00% | DFE |
| 985 | LCH Ltd. | 000000000 | Jun 2026 | 400,000 | $-3990 | -0.00% | DIR |
| 986 | LCH Ltd. | 000000000 | Jun 2026 | 1,370,000 | $-4386 | -0.00% | DIR |
| 987 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-4607 | -0.00% | DFE |
| 988 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-4893 | -0.00% | DFE |
| 989 | LCH Ltd. | 000000000 | Jun 2026 | 29,300,000 | $-4948 | -0.00% | DIR |
| 990 | LCH Ltd. | 000000000 | Jun 2026 | 9,180,000 | $-4954 | -0.00% | DIR |
| 991 | LCH Ltd. | 000000000 | Jun 2026 | 1,950,000 | $-4978 | -0.00% | DIR |
| 992 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $-5003 | -0.00% | DFE |
| 993 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $-5016 | -0.00% | DFE |
| 994 | Citibank NA | 000000000 | Jun 2026 | 1 | $-5032 | -0.00% | DFE |
| 995 | LCH Ltd. | 000000000 | Jun 2026 | 200,000 | $-5109 | -0.00% | DIR |
| 996 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-5130 | -0.00% | DFE |
| 997 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $-5221 | -0.00% | DFE |
| 998 | Eurex Deutschland | 000000000 | Jun 2026 | -2 | $-5327 | -0.00% | DIR |
| 999 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-5440 | -0.00% | DFE |
| 1000 | LCH Ltd. | 000000000 | Jun 2026 | 600,000 | $-6113 | -0.00% | DIR |
| 1001 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 4,300,000 | $-6319 | -0.00% | DIR |
| 1002 | Banco Santander SA | 000000000 | Jun 2026 | 1 | $-6409 | -0.00% | DFE |
| 1003 | UBS AG | 000000000 | Jun 2026 | -760,000 | $-6454 | -0.00% | DFE |
| 1004 | LCH Ltd. | 000000000 | Jun 2026 | 39,100,000 | $-6603 | -0.00% | DIR |
| 1005 | Societe Generale SA | 000000000 | Jun 2026 | 1 | $-7206 | -0.00% | DFE |
| 1006 | LCH Ltd. | 000000000 | Jun 2026 | 1,500,000 | $-7610 | -0.00% | DIR |
| 1007 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-7635 | -0.00% | DFE |
| 1008 | UBS AG | 000000000 | Jun 2026 | 1 | $-7741 | -0.00% | DFE |
| 1009 | LCH Ltd. | 000000000 | Jun 2026 | 600,000 | $-7861 | -0.00% | DIR |
| 1010 | LCH Ltd. | 000000000 | Jun 2026 | 240,000,000 | $-8390 | -0.00% | DIR |
| 1011 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-8416 | -0.00% | DFE |
| 1012 | LCH Ltd. | 000000000 | Jun 2026 | 1,100,000 | $-8438 | -0.00% | DIR |
| 1013 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-8844 | -0.00% | DFE |
| 1014 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-9428 | -0.00% | DFE |
| 1015 | LCH Ltd. | 000000000 | Jun 2026 | 300,000 | $-9497 | -0.00% | DIR |
| 1016 | LCH Ltd. | 000000000 | Jun 2026 | 6,500,000 | $-9612 | -0.00% | DIR |
| 1017 | LCH Ltd. | 000000000 | Jun 2026 | 18,400,000 | $-9625 | -0.00% | DIR |
| 1018 | Eurex Deutschland | 000000000 | Jun 2026 | -94 | $-9730 | -0.00% | DIR |
| 1019 | LCH Ltd. | 000000000 | Jun 2026 | 700,000 | $-9941 | -0.01% | DIR |
| 1020 | Deutsche Bank AG | 000000000 | Jun 2026 | 1 | $-10026 | -0.01% | DFE |
| 1021 | Citibank NA | 000000000 | Jun 2026 | 1 | $-10063 | -0.01% | DFE |
| 1022 | Goldman Sachs & Co. LLC | 000000000 | Jun 2026 | -980,100 | $-10125 | -0.01% | DFE |
| 1023 | Banco Santander SA | 000000000 | Jun 2026 | 1 | $-10163 | -0.01% | DFE |
| 1024 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-10198 | -0.01% | DFE |
| 1025 | Citibank NA | 000000000 | Jun 2026 | 1 | $-10299 | -0.01% | DFE |
| 1026 | Bank of America NA | 000000000 | Jun 2026 | 1 | $-10750 | -0.01% | DFE |
| 1027 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-10835 | -0.01% | DFE |
| 1028 | LCH Ltd. | 000000000 | Jun 2026 | 400,000 | $-11072 | -0.01% | DIR |
| 1029 | Banco Santander SA | 000000000 | Jun 2026 | 1 | $-12717 | -0.01% | DFE |
| 1030 | LCH Ltd. | 000000000 | Jun 2026 | 800,000 | $-12876 | -0.01% | DIR |
| 1031 | Barclays Bank PLC | 000000000 | Jun 2026 | 1 | $-13568 | -0.01% | DFE |
| 1032 | LCH Ltd. | 000000000 | Jun 2026 | 600,000 | $-13626 | -0.01% | DIR |
| 1033 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-14064 | -0.01% | DFE |
| 1034 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $-14270 | -0.01% | DFE |
| 1035 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-14802 | -0.01% | DFE |
| 1036 | LCH Ltd. | 000000000 | Jun 2026 | 30,000,000 | $-15589 | -0.01% | DIR |
| 1037 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 3,431,600,000 | $-16225 | -0.01% | DIR |
| 1038 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-16268 | -0.01% | DFE |
| 1039 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-17055 | -0.01% | DFE |
| 1040 | Intercontinental Exchange, Inc. | 000000000 | Jun 2026 | 2,090,000 | $-17551 | -0.01% | DCR |
| 1041 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $-18056 | -0.01% | DFE |
| 1042 | LCH Ltd. | 000000000 | Jun 2026 | 7,600,000 | $-19657 | -0.01% | DIR |
| 1043 | LCH Ltd. | 000000000 | Jun 2026 | 2,000,000 | $-20467 | -0.01% | DIR |
| 1044 | State Street Bank & Trust Co. | 000000000 | Jun 2026 | 1 | $-20625 | -0.01% | DFE |
| 1045 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-22776 | -0.01% | DFE |
| 1046 | LCH Ltd. | 000000000 | Jun 2026 | 800,000 | $-24020 | -0.01% | DIR |
| 1047 | LCH Ltd. | 000000000 | Jun 2026 | 1,700,000 | $-24438 | -0.01% | DIR |
| 1048 | LCH Ltd. | 000000000 | Jun 2026 | 3,700,000 | $-24740 | -0.01% | DIR |
| 1049 | ICE Futures Europe - Financial Products Division | 000000000 | Jun 2026 | 84 | $-25036 | -0.01% | DIR |
| 1050 | Eurex Deutschland | 000000000 | Jun 2026 | -43 | $-25082 | -0.01% | DIR |
| 1051 | LCH Ltd. | 000000000 | Jun 2026 | 1,900,000 | $-25579 | -0.01% | DIR |
| 1052 | LCH Ltd. | 000000000 | Jun 2026 | 5,000,000 | $-26911 | -0.01% | DIR |
| 1053 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-27602 | -0.01% | DFE |
| 1054 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 15,000,000 | $-27653 | -0.01% | DIR |
| 1055 | Morgan Stanley Capital Services LLC | 000000000 | Jun 2026 | 900,000 | $-29666 | -0.01% | DCR |
| 1056 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-30095 | -0.02% | DFE |
| 1057 | Societe Generale SA | 000000000 | Jun 2026 | 1 | $-30676 | -0.02% | DFE |
| 1058 | ASX Clear (Futures) | 000000000 | Jun 2026 | -30 | $-31327 | -0.02% | DIR |
| 1059 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $-33872 | -0.02% | DFE |
| 1060 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $-34036 | -0.02% | DFE |
| 1061 | LCH Ltd. | 000000000 | Jun 2026 | 2,400,000 | $-35197 | -0.02% | DIR |
| 1062 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 3,500,000 | $-36716 | -0.02% | DIR |
| 1063 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 10,200,000 | $-38541 | -0.02% | DIR |
| 1064 | LCH Ltd. | 000000000 | Jun 2026 | 256,350,000 | $-41617 | -0.02% | DIR |
| 1065 | LCH Ltd. | 000000000 | Jun 2026 | 12,300,000 | $-41900 | -0.02% | DIR |
| 1066 | LCH Ltd. | 000000000 | Jun 2026 | 2,450,000 | $-44379 | -0.02% | DIR |
| 1067 | LCH Ltd. | 000000000 | Jun 2026 | 90,000,000 | $-44522 | -0.02% | DIR |
| 1068 | LCH Ltd. | 000000000 | Jun 2026 | 1,300,000 | $-44545 | -0.02% | DIR |
| 1069 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-45752 | -0.02% | DFE |
| 1070 | LCH Ltd. | 000000000 | Jun 2026 | 4,900,000 | $-47115 | -0.02% | DIR |
| 1071 | Morgan Stanley & Co. International PLC | 000000000 | Jun 2026 | 1 | $-47213 | -0.02% | DFE |
| 1072 | Eurex Deutschland | 000000000 | Jun 2026 | -96 | $-49915 | -0.03% | DIR |
| 1073 | Osaka Exchange | 000000000 | Jun 2026 | -26 | $-50208 | -0.03% | DIR |
| 1074 | Morgan Stanley & Co. International PLC | 000000000 | Jun 2026 | 1 | $-51939 | -0.03% | DFE |
| 1075 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-52945 | -0.03% | DFE |
| 1076 | Citibank NA | 000000000 | Jun 2026 | 1 | $-54399 | -0.03% | DFE |
| 1077 | LCH Ltd. | 000000000 | Jun 2026 | 1,026,080,000 | $-64072 | -0.03% | DIR |
| 1078 | Intercontinental Exchange, Inc. | 000000000 | Jun 2026 | 10,400,000 | $-74089 | -0.04% | DCR |
| 1079 | LCH Ltd. | 000000000 | Jun 2026 | 1,000,000 | $-75528 | -0.04% | DIR |
| 1080 | LCH Ltd. | 000000000 | Jun 2026 | 23,400,000 | $-75936 | -0.04% | DIR |
| 1081 | Intercontinental Exchange, Inc. | 000000000 | Jun 2026 | 3,940,000 | $-82318 | -0.04% | DCR |
| 1082 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-87628 | -0.04% | DFE |
| 1083 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 27,000,000 | $-88500 | -0.04% | DIR |
| 1084 | LCH Ltd. | 000000000 | Jun 2026 | 6,950,000 | $-91836 | -0.05% | DIR |
| 1085 | Eurex Deutschland | 000000000 | Jun 2026 | -67 | $-102930 | -0.05% | DIR |
| 1086 | LCH Ltd. | 000000000 | Jun 2026 | 8,700,000 | $-105511 | -0.05% | DIR |
| 1087 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-106378 | -0.05% | DFE |
| 1088 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 22,900,000 | $-108449 | -0.05% | DIR |
| 1089 | Intercontinental Exchange, Inc. | 000000000 | Jun 2026 | 5,300,000 | $-135816 | -0.07% | DCR |
| 1090 | Morgan Stanley & Co. International PLC | 000000000 | Jun 2026 | 1 | $-141047 | -0.07% | DFE |
| 1091 | Morgan Stanley & Co. International PLC | 000000000 | Jun 2026 | 1 | $-145290 | -0.07% | DFE |
| 1092 | Banco Santander SA | 000000000 | Jun 2026 | 1 | $-146798 | -0.07% | DFE |
| 1093 | LCH Ltd. | 000000000 | Jun 2026 | 4,400,000 | $-152948 | -0.08% | DIR |
| 1094 | Societe Generale SA | 000000000 | Jun 2026 | 1 | $-176892 | -0.09% | DFE |
| 1095 | State Street Bank & Trust Co. | 000000000 | Jun 2026 | 1 | $-208272 | -0.11% | DFE |
| 1096 | LCH Ltd. | 000000000 | Jun 2026 | 11,830,000 | $-213294 | -0.11% | DIR |
| 1097 | LCH Ltd. | 000000000 | Jun 2026 | 500,000 | $-260299 | -0.13% | DIR |
| 1098 | LCH Ltd. | 000000000 | Jun 2026 | 29,800,000 | $-315788 | -0.16% | DIR |
| 1099 | LCH Ltd. | 000000000 | Jun 2026 | 25,180,000 | $-340747 | -0.17% | DIR |
| 1100 | LCH Ltd. | 000000000 | Jun 2026 | 580,000,000 | $-385768 | -0.19% | DIR |
| 1101 | UMBS, TBA | 01F022675 | Jun 2026 | -475,000 | $-396959 | -0.20% | ABS-MBS |
| 1102 | LCH Ltd. | 000000000 | Jun 2026 | 1,202,200,000 | $-401245 | -0.20% | DIR |
| 1103 | UMBS, TBA | 01F030686 | Jun 2026 | -500,000 | $-435781 | -0.22% | ABS-MBS |
| 1104 | LCH Ltd. | 000000000 | Jun 2026 | 829,900,000 | $-496413 | -0.25% | DIR |
| 1105 | LCH Ltd. | 000000000 | Jun 2026 | 18,000,000 | $-580485 | -0.29% | DIR |
| 1106 | UMBS, TBA | 01F032682 | Jun 2026 | -679,000 | $-615636 | -0.31% | ABS-MBS |
| 1107 | French Republic Government Bonds OAT | 000000000 | Jun 2026 | -900,000 | $-837819 | -0.42% | DBT |
| 1108 | LCH Ltd. | 000000000 | Jun 2026 | 493,600,000 | $-891408 | -0.45% | DIR |
| 1109 | UMBS, TBA | 01F060691 | Jun 2026 | -900,000 | $-916368 | -0.46% | ABS-MBS |
| 1110 | UMBS, TBA | 01F020471 | Jun 2026 | -3,900,000 | $-3553226 | -1.79% | ABS-MBS |
| 1111 | UMBS, TBA | 01F020679 | Jun 2026 | -9,890,000 | $-7899590 | -3.99% | ABS-MBS |