Holdings (Monthly)
Guide ↗
NYLIM VP PIMCO Real Return Portfolio
· Nylim Vp Funds Trust| # | Name | Ticker | Since | Shares | Value | % Port | Cat |
|---|---|---|---|---|---|---|---|
| 1 | United States of America | 91282CEZ0 | Jun 2026 | 36,800,000 | $39.1M | 9.85% | DBT |
| 2 | FNMA or FHLMC | 01F042673 | Jun 2026 | 25,200,000 | $24.1M | 6.09% | ABS-MBS |
| 3 | United States of America | 91282CLV1 | Jun 2026 | 21,700,000 | $22.8M | 5.75% | DBT |
| 4 | United States of America | 91282CHP9 | Jun 2026 | 19,100,000 | $20.1M | 5.07% | DBT |
| 5 | United States of America | 91282CLE9 | Jun 2026 | 18,000,000 | $18.8M | 4.75% | DBT |
| 6 | United States of America | 912810PV4 | Jun 2026 | 10,224,000 | $16.1M | 4.07% | DBT |
| 7 | United States of America | 91282CNS6 | Jun 2026 | 15,900,000 | $16.1M | 4.07% | DBT |
| 8 | United States of America | 91282CJH5 | Jun 2026 | 13,700,000 | $15.1M | 3.80% | DBT |
| 9 | United States of America | 912828Y38 | Jun 2026 | 10,810,000 | $14.0M | 3.54% | DBT |
| 10 | United States of America | 91282CEJ6 | Jun 2026 | 11,600,000 | $13.4M | 3.38% | DBT |
| 11 | United States of America | 91282CDX6 | Jun 2026 | 11,800,000 | $12.8M | 3.24% | DBT |
| 12 | United States of America | 91282CML2 | Jun 2026 | 11,900,000 | $12.5M | 3.16% | DBT |
| 13 | United States of America | 91282CGK1 | Jun 2026 | 11,800,000 | $12.5M | 3.15% | DBT |
| 14 | United States of America | 91282CFR7 | Jun 2026 | 10,100,000 | $11.3M | 2.85% | DBT |
| 15 | United States of America | 91282CGW5 | Jun 2026 | 9,800,000 | $10.7M | 2.70% | DBT |
| 16 | United States of America | 91282CCM1 | Jun 2026 | 8,800,000 | $10.0M | 2.53% | DBT |
| 17 | GNMA | 3618N6C70 | Jun 2026 | 11,045,437 | $9.9M | 2.50% | ABS-MBS |
| 18 | United States of America | 912828Z37 | Jun 2026 | 7,600,000 | $9.2M | 2.33% | DBT |
| 19 | United States of America | 9128287D6 | Jun 2026 | 6,940,000 | $8.6M | 2.17% | DBT |
| 20 | United States of America | 91282CPU9 | Jun 2026 | 8,200,000 | $8.2M | 2.06% | DBT |
| 21 | United Kingdom Gilt | N/A | Jun 2026 | 6,200,000 | $8.1M | 2.04% | DBT |
| 22 | United States of America | 912828ZZ6 | Jun 2026 | 6,520,000 | $7.9M | 2.00% | DBT |
| 23 | FNMA or FHLMC | 01F060683 | Jun 2026 | 7,600,000 | $7.7M | 1.95% | ABS-MBS |
| 24 | United States of America | 91282CPH8 | Jun 2026 | 7,500,000 | $7.5M | 1.89% | DBT |
| 25 | United States of America | 91282CBF7 | Jun 2026 | 6,040,000 | $7.1M | 1.80% | DBT |
| 26 | United States of America | 912810RW0 | Jun 2026 | 7,243,000 | $7.0M | 1.77% | DBT |
| 27 | United States of America | 912810RF7 | Jun 2026 | 5,990,000 | $7.0M | 1.76% | DBT |
| 28 | United States of America | 912810QV3 | Jun 2026 | 6,130,000 | $6.9M | 1.74% | DBT |
| 29 | United States of America | 912810PZ5 | Jun 2026 | 4,130,000 | $6.5M | 1.64% | DBT |
| 30 | United States of America | 91282CKL4 | Jun 2026 | 6,000,000 | $6.5M | 1.63% | DBT |
| 31 | United States of America | 912810RL4 | Jun 2026 | 6,440,000 | $6.5M | 1.63% | DBT |
| 32 | United States of America | 91282CNB3 | Jun 2026 | 5,700,000 | $5.9M | 1.49% | DBT |
| 33 | United States of America | 912810RR1 | Jun 2026 | 5,190,000 | $5.4M | 1.35% | DBT |
| 34 | United States of America | 91282CJY8 | Jun 2026 | 4,900,000 | $5.2M | 1.31% | DBT |
| 35 | United States of America | 9128285W6 | Jun 2026 | 3,795,000 | $4.9M | 1.23% | DBT |
| 36 | FNMA or FHLMC | 01F052672 | Jun 2026 | 4,800,000 | $4.8M | 1.21% | ABS-MBS |
| 37 | FNMA or FHLMC | 01F040685 | Jun 2026 | 5,000,000 | $4.7M | 1.18% | ABS-MBS |
| 38 | GNMA | 38383KCV2 | Jun 2026 | 4,563,568 | $4.6M | 1.17% | ABS-MBS |
| 39 | Japan | N/A | Jun 2026 | 627,000,000 | $4.4M | 1.10% | DBT |
| 40 | United States of America | 912810TP3 | Jun 2026 | 5,000,000 | $4.3M | 1.07% | DBT |
| 41 | United States of America | 912810TY4 | Jun 2026 | 4,400,000 | $4.2M | 1.05% | DBT |
| 42 | GNMA | 38384LA58 | Jun 2026 | 4,115,872 | $4.1M | 1.05% | ABS-MBS |
| 43 | United States of America | 912810QF8 | Jun 2026 | 2,660,000 | $4.0M | 1.00% | DBT |
| 44 | Republic of Italy | N/A | Jun 2026 | 3,000,000 | $3.9M | 0.97% | DBT |
| 45 | United States of America | 912810SB5 | Jun 2026 | 3,808,000 | $3.7M | 0.92% | DBT |
| 46 | GNMA | 38381U6P2 | Jun 2026 | 3,536,240 | $3.6M | 0.90% | ABS-MBS |
| 47 | Republic of Italy | N/A | Jun 2026 | 2,500,000 | $3.1M | 0.77% | DBT |
| 48 | Japan | N/A | Jun 2026 | 431,000,000 | $3.0M | 0.77% | DBT |
| 49 | United States of America | 912810UH9 | Jun 2026 | 2,900,000 | $2.8M | 0.71% | DBT |
| 50 | United States of America | 912810QP6 | Jun 2026 | 1,930,000 | $2.8M | 0.71% | DBT |
| 51 | United States of America | 912810SV1 | Jun 2026 | 3,610,000 | $2.4M | 0.62% | DBT |
| 52 | Barings Euro CLO DAC | N/A | Jun 2026 | 1,999,698 | $2.3M | 0.58% | ABS-CBDO |
| 53 | Contego CLO III BV | N/A | Jun 2026 | 2,000,000 | $2.3M | 0.58% | ABS-CBDO |
| 54 | FHLMC | 3137HRXQ7 | Jun 2026 | 2,179,084 | $2.2M | 0.55% | ABS-MBS |
| 55 | United States of America | 912810SM1 | Jun 2026 | 2,980,000 | $2.2M | 0.55% | DBT |
| 56 | Bain Capital Credit CLO Ltd. | 05682GAQ1 | Jun 2026 | 2,000,000 | $2.0M | 0.50% | ABS-CBDO |
| 57 | Chase Home Lending Mortgage Trust | 16160FCD8 | Jun 2026 | 2,000,000 | $2.0M | 0.50% | ABS-MBS |
| 58 | FHLMC | 3137HNTE8 | Jun 2026 | 1,988,459 | $2.0M | 0.50% | ABS-MBS |
| 59 | FHLMC | 3137HRYV5 | Jun 2026 | 1,968,374 | $2.0M | 0.50% | ABS-MBS |
| 60 | French Republic | N/A | Jun 2026 | 1,500,000 | $1.9M | 0.48% | DBT |
| 61 | United States of America | 912810RA8 | Jun 2026 | 1,780,000 | $1.9M | 0.47% | DBT |
| 62 | Japan | N/A | Jun 2026 | 330,000,000 | $1.9M | 0.47% | DBT |
| 63 | Republic of Italy | N/A | Jun 2026 | 1,300,000 | $1.8M | 0.47% | DBT |
| 64 | FNMA | 3136BWNH5 | Jun 2026 | 1,685,789 | $1.7M | 0.43% | ABS-MBS |
| 65 | CarVal CLO III Ltd. | 14686WAW1 | Jun 2026 | 1,613,499 | $1.6M | 0.41% | ABS-CBDO |
| 66 | NYLIM U.S. Government Liquidity Fund | 56064L488 | Jun 2026 | 1,605,755 | $1.6M | 0.41% | STIV |
| 67 | Beignet Investor LLC | 076912AA2 | Jun 2026 | 1,500,000 | $1.5M | 0.39% | DBT |
| 68 | FNMA | 3136BVBY3 | Jun 2026 | 1,446,456 | $1.5M | 0.37% | ABS-MBS |
| 69 | RD Michigan Property Owner I LLC | 74941YAA0 | Jun 2026 | 1,400,000 | $1.4M | 0.35% | DBT |
| 70 | FHLMC | 3137HKEX8 | Jun 2026 | 1,351,246 | $1.4M | 0.34% | ABS-MBS |
| 71 | Japan | N/A | Jun 2026 | 200,000,000 | $1.2M | 0.30% | DBT |
| 72 | United States of America | 912810TE8 | Jun 2026 | 1,800,000 | $1.1M | 0.28% | DBT |
| 73 | CVC Cordatus Loan Fund XXI DAC | N/A | Jun 2026 | 922,687 | $1.1M | 0.27% | ABS-CBDO |
| 74 | LCM 35 Ltd. | 50202QAL7 | Jun 2026 | 1,000,000 | $1.0M | 0.25% | ABS-CBDO |
| 75 | French Republic | N/A | Jun 2026 | 700,000 | $960K | 0.24% | DBT |
| 76 | Anchorage Capital CLO 20 Ltd. | 03330YAJ9 | Jun 2026 | 900,000 | $899K | 0.23% | ABS-CBDO |
| 77 | FHLMC | 3137FKAX4 | Jun 2026 | 928,916 | $899K | 0.23% | ABS-MBS |
| 78 | Popular ABS Mortgage Pass-Through Trust | 73316PJX9 | Jun 2026 | 911,898 | $871K | 0.22% | ABS-O |
| 79 | Option One Mortgage Loan Trust | 68389FKR4 | Jun 2026 | 915,475 | $869K | 0.22% | ABS-O |
| 80 | N/A | N/A | Jun 2026 | 4,100,000 | $854K | 0.22% | DIR |
| 81 | N/A | N/A | Jun 2026 | 1,400,000 | $852K | 0.22% | DIR |
| 82 | CWABS Asset-Backed Certificates Trust | 12669WAA4 | Jun 2026 | 884,764 | $841K | 0.21% | ABS-O |
| 83 | Canadian Government Real Return Bond | 135087VS0 | Jun 2026 | 600,000 | $822K | 0.21% | DBT |
| 84 | GNMA | 3618N56E4 | Jun 2026 | 903,695 | $812K | 0.20% | ABS-MBS |
| 85 | Republic of Italy | N/A | Jun 2026 | 600,000 | $734K | 0.19% | DBT |
| 86 | OCP Euro CLO DAC | N/A | Jun 2026 | 600,000 | $686K | 0.17% | ABS-CBDO |
| 87 | United States of America | 912810FQ6 | Jun 2026 | 327,000 | $660K | 0.17% | DBT |
| 88 | FHLMC | 3137BYWC0 | Jun 2026 | 652,702 | $641K | 0.16% | ABS-MBS |
| 89 | Greywolf CLO III Ltd. | 39809CAY0 | Jun 2026 | 621,483 | $622K | 0.16% | ABS-CBDO |
| 90 | United States of America | 912810SG4 | Jun 2026 | 650,000 | $604K | 0.15% | DBT |
| 91 | BlueMountain Fuji Eur CLO V DAC | N/A | Jun 2026 | 526,296 | $601K | 0.15% | ABS-CBDO |
| 92 | Kuwait International Government Bond | 85704AAA5 | Jun 2026 | 600,000 | $598K | 0.15% | DBT |
| 93 | Emirate of Abu Dhabi United Arab Emirates | N/A | Jun 2026 | 600,000 | $597K | 0.15% | DBT |
| 94 | OCP Euro CLO DAC | N/A | Jun 2026 | 500,000 | $571K | 0.14% | ABS-CBDO |
| 95 | St Pauls CLO II DAC | N/A | Jun 2026 | 500,000 | $570K | 0.14% | ABS-CBDO |
| 96 | Madison Park Euro Funding IX DAC | N/A | Jun 2026 | 499,453 | $570K | 0.14% | ABS-CBDO |
| 97 | GNMA | 3618N5KS7 | Jun 2026 | 592,510 | $532K | 0.13% | ABS-MBS |
| 98 | Emirates NBD Bank PJSC | N/A | Jun 2026 | 500,000 | $499K | 0.13% | DBT |
| 99 | RALI Trust | 75115GAA6 | Jun 2026 | 527,100 | $483K | 0.12% | ABS-MBS |
| 100 | GNMA | 38382Y5C3 | Jun 2026 | 463,861 | $474K | 0.12% | ABS-MBS |
| 101 | EURO | N/A | Jun 2026 | 390,288 | $446K | 0.11% | STIV |
| 102 | N/A | N/A | Jun 2026 | 1 | $445K | 0.11% | DFE |
| 103 | FNMA | 31418EE63 | Jun 2026 | 452,157 | $436K | 0.11% | ABS-MBS |
| 104 | Japan | N/A | Jun 2026 | 70,000,000 | $436K | 0.11% | DBT |
| 105 | Credit-Based Asset Servicing and Securitization LLC | 1248RHAC1 | Jun 2026 | 642,811 | $429K | 0.11% | ABS-O |
| 106 | COX Asset Mexico SA de CV | 22389AAA0 | Jun 2026 | 400,000 | $405K | 0.10% | DBT |
| 107 | IndyMac INDX Mortgage Loan Trust | 45660LRU5 | Jun 2026 | 564,447 | $402K | 0.10% | ABS-MBS |
| 108 | First Abu Dhabi Bank PJSC | N/A | Jun 2026 | 400,000 | $400K | 0.10% | DBT |
| 109 | GNMA | 36179W7L6 | Jun 2026 | 436,081 | $397K | 0.10% | ABS-MBS |
| 110 | FNMA | 31418EQL7 | Jun 2026 | 399,644 | $386K | 0.10% | ABS-MBS |
| 111 | N/A | N/A | Jun 2026 | 295 | $378K | 0.10% | DIR |
| 112 | FHLMC Pool | 3142J6DW0 | Jun 2026 | 396,819 | $371K | 0.09% | ABS-MBS |
| 113 | RASC Trust | 76110WQ66 | Jun 2026 | 368,737 | $369K | 0.09% | ABS-O |
| 114 | New Zealand Dollar | N/A | Jun 2026 | 648,289 | $368K | 0.09% | STIV |
| 115 | FNMA | 31418EGJ3 | Jun 2026 | 367,828 | $345K | 0.09% | ABS-MBS |
| 116 | Arbor Realty Commercial Real Estate Notes Ltd. | 03880XAA4 | Jun 2026 | 341,773 | $342K | 0.09% | ABS-CBDO |
| 117 | GNMA | 3618N5ZG7 | Jun 2026 | 354,933 | $319K | 0.08% | ABS-MBS |
| 118 | FHLMC Pool | 3133B2P52 | Jun 2026 | 364,622 | $319K | 0.08% | ABS-MBS |
| 119 | N/A | N/A | Jun 2026 | 1,550,000 | $310K | 0.08% | DIR |
| 120 | QNB Finance Ltd. | N/A | Jun 2026 | 300,000 | $300K | 0.08% | DBT |
| 121 | Republic of Peru | N/A | Jun 2026 | 900,000 | $285K | 0.07% | DBT |
| 122 | First Franklin Mortgage Loan Trust | 32028KAB2 | Jun 2026 | 311,379 | $283K | 0.07% | ABS-O |
| 123 | GSAA Home Equity Trust | 362257AC1 | Jun 2026 | 899,147 | $274K | 0.07% | ABS-O |
| 124 | GNMA | 38380LJY0 | Jun 2026 | 271,564 | $273K | 0.07% | ABS-MBS |
| 125 | N/A | N/A | Jun 2026 | 94 | $258K | 0.06% | DIR |
| 126 | N/A | N/A | Jun 2026 | 1,250,000 | $253K | 0.06% | DIR |
| 127 | RASC Trust | 75406DAD5 | Jun 2026 | 254,058 | $250K | 0.06% | ABS-O |
| 128 | Credit Suisse First Boston Mortgage Securities Corp. | 22540A7A0 | Jun 2026 | 253,146 | $250K | 0.06% | ABS-O |
| 129 | N/A | N/A | Jun 2026 | 6,800,000 | $236K | 0.06% | DIR |
| 130 | Jyske Realkredit A/S | N/A | Jun 2026 | 1,969,446 | $233K | 0.06% | DBT |
| 131 | N/A | N/A | Jun 2026 | 2,500,000 | $231K | 0.06% | DIR |
| 132 | Nuevo Sol | N/A | Jun 2026 | 787,740 | $230K | 0.06% | STIV |
| 133 | Federative Republic of Brazil | N/A | Jun 2026 | 200,000 | $229K | 0.06% | DBT |
| 134 | Washington Mutual Mortgage Pass-Through Certificates WMALT Trust | 93936AAB7 | Jun 2026 | 278,894 | $221K | 0.06% | ABS-MBS |
| 135 | Yen | N/A | Jun 2026 | 35,019,847 | $215K | 0.05% | STIV |
| 136 | Sound Point CLO IX Ltd. | 83609GBN4 | Jun 2026 | 207,889 | $208K | 0.05% | ABS-CBDO |
| 137 | Abu Dhabi Government Bond | 29135LAT7 | Jun 2026 | 200,000 | $203K | 0.05% | DBT |
| 138 | Abu Dhabi Government Bond | 29135LAS9 | Jun 2026 | 200,000 | $201K | 0.05% | DBT |
| 139 | Bank of America Corp. | 060505FL3 | Jun 2026 | 190,000 | $192K | 0.05% | DBT |
| 140 | N/A | N/A | Jun 2026 | 386,000,000 | $185K | 0.05% | DIR |
| 141 | SLM Student Loan Trust | 78442GLL8 | Jun 2026 | 182,915 | $183K | 0.05% | ABS-O |
| 142 | Thornburg Mortgage Securities Trust | 885220FE8 | Jun 2026 | 188,321 | $182K | 0.05% | ABS-MBS |
| 143 | GNMA | 3618N5TJ8 | Jun 2026 | 195,870 | $176K | 0.04% | ABS-MBS |
| 144 | Jyske Realkredit A/S | N/A | Jun 2026 | 1,442,816 | $171K | 0.04% | DBT |
| 145 | Venture 36 CLO Ltd. | 92332LAU3 | Jun 2026 | 165,817 | $166K | 0.04% | ABS-CBDO |
| 146 | N/A | N/A | Jun 2026 | 5,900,000 | $163K | 0.04% | DIR |
| 147 | Alternative Loan Trust | 23246KAA9 | Jun 2026 | 519,198 | $159K | 0.04% | ABS-MBS |
| 148 | Dryden 52 Euro CLO DAC | N/A | Jun 2026 | 138,913 | $159K | 0.04% | ABS-CBDO |
| 149 | Securitized Asset-Backed Receivables LLC Trust | 81376YAD3 | Jun 2026 | 492,504 | $155K | 0.04% | ABS-O |
| 150 | Soundview Home Loan Trust | 83612TAA0 | Jun 2026 | 212,490 | $151K | 0.04% | ABS-O |
| 151 | N/A | N/A | Jun 2026 | 91 | $133K | 0.03% | DIR |
| 152 | N/A | N/A | Jun 2026 | 20,000,000 | $133K | 0.03% | DIR |
| 153 | Blue Owl Capital Corp. | 69121KAK0 | Jun 2026 | 130,000 | $132K | 0.03% | DBT |
| 154 | N/A | N/A | Jun 2026 | 1,400,000 | $129K | 0.03% | DIR |
| 155 | N/A | N/A | Jun 2026 | 1,400,000 | $128K | 0.03% | DIR |
| 156 | FHLMC Pool | 3132DWDC4 | Jun 2026 | 155,203 | $125K | 0.03% | ABS-MBS |
| 157 | Palmer Square European Loan Funding DAC | N/A | Jun 2026 | 107,727 | $123K | 0.03% | ABS-CBDO |
| 158 | Republic of Costa Rica | N/A | Jun 2026 | 100,000 | $121K | 0.03% | DBT |
| 159 | N/A | N/A | Jun 2026 | 6,700,000 | $119K | 0.03% | DIR |
| 160 | United States of America | 91282CPZ8 | Jun 2026 | 120,000 | $117K | 0.03% | DBT |
| 161 | Securitized Asset-Backed Receivables LLC Trust | 81377AAD4 | Jun 2026 | 296,340 | $111K | 0.03% | ABS-O |
| 162 | Citigroup Mortgage Loan Trust | 17311WAA5 | Jun 2026 | 125,212 | $108K | 0.03% | ABS-MBS |
| 163 | Gallatin CLO VIII Ltd. | 36361UAL4 | Jun 2026 | 107,139 | $107K | 0.03% | ABS-CBDO |
| 164 | N/A | N/A | Jun 2026 | 1 | $107K | 0.03% | DFE |
| 165 | Soundview Home Loan Trust | 83613DAD8 | Jun 2026 | 116,015 | $105K | 0.03% | ABS-O |
| 166 | FHLMC | 3132HTBH8 | Jun 2026 | 103,644 | $102K | 0.03% | ABS-MBS |
| 167 | Ares European CLO X DAC | N/A | Jun 2026 | 89,682 | $102K | 0.03% | ABS-CBDO |
| 168 | N/A | N/A | Jun 2026 | 4,900,000 | $100K | 0.03% | DIR |
| 169 | Opteum Mortgage Acceptance Corp Asset Backed Pass-Through Certificates | 68383NBC6 | Jun 2026 | 100,000 | $99K | 0.03% | ABS-MBS |
| 170 | N/A | N/A | Jun 2026 | 1 | $98K | 0.02% | DFE |
| 171 | Home Equity Asset Trust | 437084QA7 | Jun 2026 | 96,881 | $95K | 0.02% | ABS-O |
| 172 | N/A | N/A | Jun 2026 | 1 | $92K | 0.02% | DFE |
| 173 | New Residential Mortgage Loan Trust | 64830NAA9 | Jun 2026 | 94,573 | $91K | 0.02% | ABS-MBS |
| 174 | Realkredit Danmark A/S | N/A | Jun 2026 | 738,497 | $91K | 0.02% | DBT |
| 175 | N/A | N/A | Jun 2026 | 1 | $90K | 0.02% | DFE |
| 176 | Citigroup Mortgage Loan Trust, Inc. | 17307GGX0 | Jun 2026 | 86,999 | $86K | 0.02% | ABS-MBS |
| 177 | N/A | N/A | Jun 2026 | 71 | $86K | 0.02% | DIR |
| 178 | N/A | N/A | Jun 2026 | 1 | $82K | 0.02% | DFE |
| 179 | Pound Sterling | N/A | Jun 2026 | 60,348 | $80K | 0.02% | STIV |
| 180 | Long Beach Mortgage Loan Trust | 54251TAC3 | Jun 2026 | 198,293 | $78K | 0.02% | ABS-O |
| 181 | LCM 30 Ltd. | 50200YAQ1 | Jun 2026 | 75,893 | $76K | 0.02% | ABS-CBDO |
| 182 | N/A | N/A | Jun 2026 | 69 | $74K | 0.02% | DIR |
| 183 | FHLMC | 3137F4BX9 | Jun 2026 | 70,278 | $69K | 0.02% | ABS-MBS |
| 184 | FNMA | 31407UMR5 | Jun 2026 | 65,848 | $69K | 0.02% | ABS-MBS |
| 185 | N/A | N/A | Jun 2026 | 180 | $67K | 0.02% | DIR |
| 186 | N/A | N/A | Jun 2026 | 1 | $66K | 0.02% | DFE |
| 187 | N/A | N/A | Jun 2026 | 13,400,000 | $65K | 0.02% | DIR |
| 188 | New Residential Mortgage Loan Trust | 64830KAA5 | Jun 2026 | 66,655 | $64K | 0.02% | ABS-MBS |
| 189 | Nordea Kredit Realkreditaktieselskab | N/A | Jun 2026 | 529,065 | $64K | 0.02% | DBT |
| 190 | United States of America | 91282CNT4 | Jun 2026 | 64,000 | $63K | 0.02% | DBT |
| 191 | IndyMac INDX Mortgage Loan Trust | 45660LMG1 | Jun 2026 | 66,400 | $63K | 0.02% | ABS-MBS |
| 192 | Argent Securities Trust | 040104TG6 | Jun 2026 | 265,220 | $62K | 0.02% | ABS-O |
| 193 | N/A | N/A | Jun 2026 | 400,000 | $62K | 0.02% | DIR |
| 194 | GNMA | 38375UZZ6 | Jun 2026 | 60,765 | $61K | 0.02% | ABS-MBS |
| 195 | Residential Asset Securitization Trust | 76113LAE7 | Jun 2026 | 212,544 | $58K | 0.01% | ABS-MBS |
| 196 | N/A | N/A | Jun 2026 | 1 | $56K | 0.01% | DFE |
| 197 | Merrill Lynch Mortgage Investors Trust | 59020UXH3 | Jun 2026 | 128,925 | $54K | 0.01% | ABS-MBS |
| 198 | N/A | N/A | Jun 2026 | 8,000,000 | $53K | 0.01% | DIR |
| 199 | Morgan Stanley ABS Capital I, Inc. Trust | 61744CLW4 | Jun 2026 | 51,461 | $53K | 0.01% | ABS-O |
| 200 | FNMA | 31402LPB2 | Jun 2026 | 51,940 | $52K | 0.01% | ABS-MBS |
| 201 | N/A | N/A | Jun 2026 | 2,900,000 | $52K | 0.01% | DIR |
| 202 | Nordea Kredit Realkreditaktieselskab | N/A | Jun 2026 | 500,000 | $52K | 0.01% | DBT |
| 203 | N/A | N/A | Jun 2026 | 2,870,000 | $52K | 0.01% | DIR |
| 204 | Nordea Kredit Realkreditaktieselskab | N/A | Jun 2026 | 399,080 | $51K | 0.01% | DBT |
| 205 | N/A | N/A | Jun 2026 | 1 | $51K | 0.01% | DFE |
| 206 | N/A | N/A | Jun 2026 | 400,000 | $50K | 0.01% | DIR |
| 207 | N/A | N/A | Jun 2026 | 12,690,000 | $50K | 0.01% | DIR |
| 208 | N/A | N/A | Jun 2026 | 300,000 | $45K | 0.01% | DIR |
| 209 | Saxon Asset Securities Trust | 80557BAA2 | Jun 2026 | 46,120 | $45K | 0.01% | ABS-O |
| 210 | N/A | N/A | Jun 2026 | -152 | $44K | 0.01% | DIR |
| 211 | Realkredit Danmark A/S | N/A | Jun 2026 | 358,857 | $42K | 0.01% | DBT |
| 212 | GreenPoint Mortgage Funding Trust | 39539FAK0 | Jun 2026 | 44,516 | $42K | 0.01% | ABS-MBS |
| 213 | Australian Dollar | N/A | Jun 2026 | 59,649 | $41K | 0.01% | STIV |
| 214 | N/A | N/A | Jun 2026 | 2,500,000 | $41K | 0.01% | DIR |
| 215 | N/A | N/A | Jun 2026 | 1 | $40K | 0.01% | DFE |
| 216 | N/A | N/A | Jun 2026 | 500,000 | $40K | 0.01% | DIR |
| 217 | N/A | N/A | Jun 2026 | 2,300,000 | $40K | 0.01% | DIR |
| 218 | N/A | N/A | Jun 2026 | 300,000 | $40K | 0.01% | DIR |
| 219 | United States of America | 912810UN6 | Jun 2026 | 40,000 | $40K | 0.01% | DBT |
| 220 | N/A | N/A | Jun 2026 | 1 | $38K | 0.01% | DFE |
| 221 | Nykredit Realkredit A/S | N/A | Jun 2026 | 317,636 | $38K | 0.01% | DBT |
| 222 | N/A | N/A | Jun 2026 | 4,400,000 | $38K | 0.01% | DIR |
| 223 | N/A | N/A | Jun 2026 | 300,000 | $38K | 0.01% | DIR |
| 224 | N/A | N/A | Jun 2026 | 106,980,000 | $38K | 0.01% | DIR |
| 225 | New Century Home Equity Loan Trust | 64352VJJ1 | Jun 2026 | 37,599 | $37K | 0.01% | ABS-O |
| 226 | N/A | N/A | Jun 2026 | 11,200,000 | $34K | 0.01% | DIR |
| 227 | Mastr Asset-Backed Securities Trust | 57645MAE2 | Jun 2026 | 103,857 | $33K | 0.01% | ABS-O |
| 228 | GNMA | 36179WZB7 | Jun 2026 | 35,592 | $32K | 0.01% | ABS-MBS |
| 229 | N/A | N/A | Jun 2026 | 10,500,000 | $31K | 0.01% | DIR |
| 230 | GNMA | 36180AB69 | Jun 2026 | 33,554 | $30K | 0.01% | ABS-MBS |
| 231 | N/A | N/A | Jun 2026 | 200,000 | $29K | 0.01% | DIR |
| 232 | Avolon Holdings Funding Ltd. | 05401AAR2 | Jun 2026 | 29,000 | $28K | 0.01% | DBT |
| 233 | Argentine Peso | N/A | Jun 2026 | 41,415,191 | $28K | 0.01% | STIV |
| 234 | N/A | N/A | Jun 2026 | 210,000,000 | $28K | 0.01% | DIR |
| 235 | N/A | N/A | Jun 2026 | 210,000,000 | $28K | 0.01% | DIR |
| 236 | N/A | N/A | Jun 2026 | 1,760,000 | $27K | 0.01% | DIR |
| 237 | N/A | N/A | Jun 2026 | 300,000 | $27K | 0.01% | DIR |
| 238 | N/A | N/A | Jun 2026 | 1,200,000 | $24K | 0.01% | DIR |
| 239 | N/A | N/A | Jun 2026 | 1 | $24K | 0.01% | DFE |
| 240 | N/A | N/A | Jun 2026 | 1 | $23K | 0.01% | DFE |
| 241 | N/A | N/A | Jun 2026 | 1,360,000 | $23K | 0.01% | DIR |
| 242 | N/A | N/A | Jun 2026 | 1,350,000 | $23K | 0.01% | DIR |
| 243 | Canadian Dollar | N/A | Jun 2026 | 31,069 | $22K | 0.01% | STIV |
| 244 | Eurosail-UK plc | N/A | Jun 2026 | 16,190 | $21K | 0.01% | ABS-MBS |
| 245 | N/A | N/A | Jun 2026 | 1,100,000 | $21K | 0.01% | DIR |
| 246 | N/A | N/A | Jun 2026 | 100,000 | $21K | 0.01% | DIR |
| 247 | N/A | N/A | Jun 2026 | 1,000,000 | $19K | 0.00% | DIR |
| 248 | Washington Mutual Mortgage Pass-Through Certificates WMALT Trust | 93934NAQ8 | Jun 2026 | 26,774 | $19K | 0.00% | ABS-MBS |
| 249 | N/A | N/A | Jun 2026 | 400,000 | $19K | 0.00% | DIR |
| 250 | GNMA | 36179W5D6 | Jun 2026 | 19,981 | $18K | 0.00% | ABS-MBS |
| 251 | FNMA | 31385HJE3 | Jun 2026 | 17,989 | $18K | 0.00% | ABS-MBS |
| 252 | Lehman XS Trust | 52525AAA2 | Jun 2026 | 17,109 | $18K | 0.00% | ABS-O |
| 253 | N/A | N/A | Jun 2026 | 900,000 | $17K | 0.00% | DIR |
| 254 | OZLM XXIV Ltd. | 67113DAW4 | Jun 2026 | 16,792 | $17K | 0.00% | ABS-CBDO |
| 255 | N/A | N/A | Jun 2026 | 100,000 | $14K | 0.00% | DIR |
| 256 | N/A | N/A | Jun 2026 | 2,900,000 | $14K | 0.00% | DIR |
| 257 | N/A | N/A | Jun 2026 | 800,000 | $14K | 0.00% | DIR |
| 258 | N/A | N/A | Jun 2026 | 600,000 | $13K | 0.00% | DIR |
| 259 | N/A | N/A | Jun 2026 | 1 | $13K | 0.00% | DFE |
| 260 | N/A | N/A | Jun 2026 | 700,000 | $13K | 0.00% | DIR |
| 261 | OBX Trust | 67112FAD2 | Jun 2026 | 11,802 | $12K | 0.00% | ABS-MBS |
| 262 | Alternative Loan Trust | 12667GUG6 | Jun 2026 | 20,816 | $11K | 0.00% | ABS-MBS |
| 263 | N/A | N/A | Jun 2026 | 1 | $11K | 0.00% | DFE |
| 264 | Nykredit Realkredit A/S | N/A | Jun 2026 | 99,537 | $10K | 0.00% | DBT |
| 265 | N/A | N/A | Jun 2026 | 50,000,000 | $10K | 0.00% | DIR |
| 266 | N/A | N/A | Jun 2026 | 1 | $10K | 0.00% | DFE |
| 267 | CHL Mortgage Pass-Through Trust | 170255AA1 | Jun 2026 | 24,400 | $10K | 0.00% | ABS-MBS |
| 268 | N/A | N/A | Jun 2026 | 1,600,000 | $10K | 0.00% | DIR |
| 269 | N/A | N/A | Jun 2026 | 1 | $9K | 0.00% | DFE |
| 270 | N/A | N/A | Jun 2026 | 1 | $9K | 0.00% | DFE |
| 271 | N/A | N/A | Jun 2026 | 1 | $9K | 0.00% | DFE |
| 272 | N/A | N/A | Jun 2026 | 1 | $9K | 0.00% | DFE |
| 273 | N/A | N/A | Jun 2026 | 1,300,000 | $8K | 0.00% | DIR |
| 274 | N/A | N/A | Jun 2026 | 1 | $7K | 0.00% | DFE |
| 275 | N/A | N/A | Jun 2026 | 3,200,000 | $7K | 0.00% | DIR |
| 276 | N/A | N/A | Jun 2026 | 1 | $6K | 0.00% | DFE |
| 277 | N/A | N/A | Jun 2026 | 1 | $6K | 0.00% | DFE |
| 278 | N/A | N/A | Jun 2026 | 1 | $6K | 0.00% | DFE |
| 279 | Eurosail-UK plc | 29880YAJ8 | Jun 2026 | 4,315 | $6K | 0.00% | ABS-MBS |
| 280 | Eurosail-UK plc | N/A | Jun 2026 | 4,315 | $6K | 0.00% | ABS-MBS |
| 281 | N/A | N/A | Jun 2026 | 1 | $6K | 0.00% | DFE |
| 282 | N/A | N/A | Jun 2026 | 1 | $5K | 0.00% | DFE |
| 283 | N/A | N/A | Jun 2026 | 1 | $5K | 0.00% | DFE |
| 284 | N/A | N/A | Jun 2026 | 1 | $5K | 0.00% | DFE |
| 285 | N/A | N/A | Jun 2026 | 300,000 | $5K | 0.00% | DIR |
| 286 | Danish Krone | N/A | Jun 2026 | 28,679 | $4K | 0.00% | STIV |
| 287 | N/A | N/A | Jun 2026 | 1 | $4K | 0.00% | DFE |
| 288 | N/A | N/A | Jun 2026 | 1 | $4K | 0.00% | DFE |
| 289 | N/A | N/A | Jun 2026 | 100,000 | $4K | 0.00% | DIR |
| 290 | N/A | N/A | Jun 2026 | 1 | $3K | 0.00% | DFE |
| 291 | N/A | N/A | Jun 2026 | 100,000 | $3K | 0.00% | DIR |
| 292 | N/A | N/A | Jun 2026 | 700,000 | $3K | 0.00% | DIR |
| 293 | N/A | N/A | Jun 2026 | 1 | $3K | 0.00% | DFE |
| 294 | N/A | N/A | Jun 2026 | 1,530,000 | $3K | 0.00% | DIR |
| 295 | N/A | N/A | Jun 2026 | 1 | $3K | 0.00% | DFE |
| 296 | N/A | N/A | Jun 2026 | 1 | $3K | 0.00% | DFE |
| 297 | N/A | N/A | Jun 2026 | 1 | $3K | 0.00% | DFE |
| 298 | N/A | N/A | Jun 2026 | 1 | $2K | 0.00% | DFE |
| 299 | N/A | N/A | Jun 2026 | 1 | $2K | 0.00% | DFE |
| 300 | N/A | N/A | Jun 2026 | 1 | $2K | 0.00% | DFE |
| 301 | N/A | N/A | Jun 2026 | 1 | $2K | 0.00% | DFE |
| 302 | N/A | N/A | Jun 2026 | 100,000 | $2K | 0.00% | DIR |
| 303 | N/A | N/A | Jun 2026 | 2,840,000 | $2K | 0.00% | DIR |
| 304 | Jyske Realkredit A/S | N/A | Jun 2026 | 16,977 | $2K | 0.00% | DBT |
| 305 | N/A | N/A | Jun 2026 | 100,000 | $2K | 0.00% | DIR |
| 306 | N/A | N/A | Jun 2026 | 14,000,000 | $2K | 0.00% | DIR |
| 307 | N/A | N/A | Jun 2026 | 100,000 | $2K | 0.00% | DIR |
| 308 | N/A | N/A | Jun 2026 | 1,260,000 | $2K | 0.00% | DIR |
| 309 | Singapore Dollar | N/A | Jun 2026 | 2,279 | $2K | 0.00% | STIV |
| 310 | Nordea Kredit Realkreditaktieselskab | N/A | Jun 2026 | 12,940 | $2K | 0.00% | DBT |
| 311 | N/A | N/A | Jun 2026 | 1 | $1K | 0.00% | DFE |
| 312 | N/A | N/A | Jun 2026 | 1 | $1K | 0.00% | DFE |
| 313 | N/A | N/A | Jun 2026 | 1 | $1K | 0.00% | DFE |
| 314 | N/A | N/A | Jun 2026 | 1 | $1K | 0.00% | DFE |
| 315 | Realkredit Danmark A/S | N/A | Jun 2026 | 7,661 | $1K | 0.00% | DBT |
| 316 | N/A | N/A | Jun 2026 | 1 | $982 | 0.00% | DFE |
| 317 | N/A | N/A | Jun 2026 | 1 | $903 | 0.00% | DFE |
| 318 | Swiss Franc | N/A | Jun 2026 | 720 | $891 | 0.00% | STIV |
| 319 | N/A | N/A | Jun 2026 | 1 | $763 | 0.00% | DFE |
| 320 | N/A | N/A | Jun 2026 | 1 | $729 | 0.00% | DFE |
| 321 | N/A | N/A | Jun 2026 | 1 | $720 | 0.00% | DFE |
| 322 | N/A | N/A | Jun 2026 | 40,000 | $685 | 0.00% | DIR |
| 323 | N/A | N/A | Jun 2026 | 600,000 | $640 | 0.00% | DIR |
| 324 | Jyske Realkredit A/S | N/A | Jun 2026 | 3,796 | $546 | 0.00% | DBT |
| 325 | N/A | N/A | Jun 2026 | 1 | $520 | 0.00% | DFE |
| 326 | N/A | N/A | Jun 2026 | 1 | $497 | 0.00% | DFE |
| 327 | Swedish Krona | N/A | Jun 2026 | 3,082 | $318 | 0.00% | STIV |
| 328 | N/A | N/A | Jun 2026 | 1 | $318 | 0.00% | DFE |
| 329 | Rand | N/A | Jun 2026 | 4,877 | $298 | 0.00% | STIV |
| 330 | N/A | N/A | Jun 2026 | 1 | $289 | 0.00% | DFE |
| 331 | N/A | N/A | Jun 2026 | 1 | $251 | 0.00% | DFE |
| 332 | Nordea Kredit Realkreditaktieselskab | N/A | Jun 2026 | 1,669 | $242 | 0.00% | DBT |
| 333 | N/A | N/A | Jun 2026 | 1 | $209 | 0.00% | DFE |
| 334 | Nykredit Realkredit A/S | N/A | Jun 2026 | 1,449 | $208 | 0.00% | DBT |
| 335 | N/A | N/A | Jun 2026 | 1 | $202 | 0.00% | DFE |
| 336 | New Israeli Sheqel | N/A | Jun 2026 | 588 | $198 | 0.00% | STIV |
| 337 | N/A | N/A | Jun 2026 | 1 | $172 | 0.00% | DFE |
| 338 | N/A | N/A | Jun 2026 | 1 | $157 | 0.00% | DFE |
| 339 | N/A | N/A | Jun 2026 | 1 | $150 | 0.00% | DFE |
| 340 | N/A | N/A | Jun 2026 | 1 | $132 | 0.00% | DFE |
| 341 | N/A | N/A | Jun 2026 | 100,000 | $123 | 0.00% | DIR |
| 342 | N/A | N/A | Jun 2026 | 1 | $114 | 0.00% | DFE |
| 343 | N/A | N/A | Jun 2026 | 1 | $81 | 0.00% | DFE |
| 344 | N/A | N/A | Jun 2026 | 1 | $73 | 0.00% | DFE |
| 345 | N/A | N/A | Jun 2026 | 1 | $62 | 0.00% | DFE |
| 346 | N/A | N/A | Jun 2026 | 1 | $62 | 0.00% | DFE |
| 347 | Zloty | N/A | Jun 2026 | 218 | $58 | 0.00% | STIV |
| 348 | Norwegian Krone | N/A | Jun 2026 | 571 | $58 | 0.00% | STIV |
| 349 | Mexican Peso | N/A | Jun 2026 | 944 | $54 | 0.00% | STIV |
| 350 | Baht | N/A | Jun 2026 | 1,566 | $47 | 0.00% | STIV |
| 351 | N/A | N/A | Jun 2026 | 1 | $43 | 0.00% | DFE |
| 352 | Yuan Renminbi | N/A | Jun 2026 | 64 | $9 | 0.00% | STIV |
| 353 | Forint | N/A | Jun 2026 | 746 | $2 | 0.00% | STIV |
| 354 | New Turkish Lira | N/A | Jun 2026 | 82 | $2 | 0.00% | STIV |
| 355 | Nykredit Realkredit A/S | N/A | Jun 2026 | 2 | $0 | 0.00% | DBT |
| 356 | Jyske Realkredit A/S | N/A | Jun 2026 | 2 | $0 | 0.00% | DBT |
| 357 | Nykredit Realkredit A/S | N/A | Jun 2026 | 2 | $0 | 0.00% | DBT |
| 358 | Nordea Kredit Realkreditaktieselskab | N/A | Jun 2026 | 2 | $0 | 0.00% | DBT |
| 359 | Jyske Realkredit A/S | N/A | Jun 2026 | 2 | $0 | 0.00% | DBT |
| 360 | Nykredit Realkredit A/S | N/A | Jun 2026 | 2 | $0 | 0.00% | DBT |
| 361 | Realkredit Danmark A/S | N/A | Jun 2026 | 2 | $0 | 0.00% | DBT |
| 362 | Nykredit Realkredit A/S | N/A | Jun 2026 | 1 | $0 | 0.00% | DBT |
| 363 | Nordea Kredit Realkreditaktieselskab | N/A | Jun 2026 | 1 | $0 | 0.00% | DBT |
| 364 | Nykredit Realkredit A/S | N/A | Jun 2026 | 1 | $0 | 0.00% | DBT |
| 365 | N/A | N/A | Jun 2026 | 1 | $-0 | 0.00% | DFE |
| 366 | N/A | N/A | Jun 2026 | 1 | $-3 | -0.00% | DFE |
| 367 | N/A | N/A | Jun 2026 | 1 | $-10 | -0.00% | DFE |
| 368 | N/A | N/A | Jun 2026 | 1 | $-12 | -0.00% | DFE |
| 369 | N/A | N/A | Jun 2026 | 1 | $-14 | -0.00% | DFE |
| 370 | N/A | N/A | Jun 2026 | 1 | $-37 | -0.00% | DFE |
| 371 | N/A | N/A | Jun 2026 | 1 | $-38 | -0.00% | DFE |
| 372 | N/A | N/A | Jun 2026 | 1 | $-51 | -0.00% | DFE |
| 373 | N/A | N/A | Jun 2026 | 1 | $-54 | -0.00% | DFE |
| 374 | N/A | N/A | Jun 2026 | 1 | $-60 | -0.00% | DFE |
| 375 | N/A | N/A | Jun 2026 | 1 | $-78 | -0.00% | DFE |
| 376 | N/A | N/A | Jun 2026 | 1 | $-100 | -0.00% | DFE |
| 377 | N/A | N/A | Jun 2026 | 1 | $-121 | -0.00% | DFE |
| 378 | N/A | N/A | Jun 2026 | 1 | $-134 | -0.00% | DFE |
| 379 | N/A | N/A | Jun 2026 | 1 | $-134 | -0.00% | DFE |
| 380 | N/A | N/A | Jun 2026 | 1 | $-148 | -0.00% | DFE |
| 381 | N/A | N/A | Jun 2026 | -1 | $-160 | -0.00% | DIR |
| 382 | N/A | N/A | Jun 2026 | 1 | $-188 | -0.00% | DFE |
| 383 | N/A | N/A | Jun 2026 | 1 | $-192 | -0.00% | DFE |
| 384 | N/A | N/A | Jun 2026 | 1 | $-207 | -0.00% | DFE |
| 385 | N/A | N/A | Jun 2026 | 1 | $-218 | -0.00% | DFE |
| 386 | N/A | N/A | Jun 2026 | 1 | $-224 | -0.00% | DFE |
| 387 | N/A | N/A | Jun 2026 | 1 | $-268 | -0.00% | DFE |
| 388 | N/A | N/A | Jun 2026 | 1 | $-286 | -0.00% | DFE |
| 389 | N/A | N/A | Jun 2026 | 1 | $-335 | -0.00% | DFE |
| 390 | N/A | N/A | Jun 2026 | 1 | $-375 | -0.00% | DFE |
| 391 | N/A | N/A | Jun 2026 | 1 | $-438 | -0.00% | DFE |
| 392 | N/A | N/A | Jun 2026 | 1 | $-465 | -0.00% | DFE |
| 393 | N/A | N/A | Jun 2026 | 1 | $-590 | -0.00% | DFE |
| 394 | N/A | N/A | Jun 2026 | 1 | $-654 | -0.00% | DFE |
| 395 | N/A | N/A | Jun 2026 | 1 | $-692 | -0.00% | DFE |
| 396 | N/A | N/A | Jun 2026 | 1 | $-704 | -0.00% | DFE |
| 397 | N/A | N/A | Jun 2026 | 1 | $-709 | -0.00% | DFE |
| 398 | N/A | N/A | Jun 2026 | 1 | $-722 | -0.00% | DFE |
| 399 | N/A | N/A | Jun 2026 | 1 | $-723 | -0.00% | DFE |
| 400 | N/A | N/A | Jun 2026 | 1 | $-790 | -0.00% | DFE |
| 401 | N/A | N/A | Jun 2026 | 1 | $-797 | -0.00% | DFE |
| 402 | N/A | N/A | Jun 2026 | 1 | $-864 | -0.00% | DFE |
| 403 | N/A | N/A | Jun 2026 | 1 | $-890 | -0.00% | DFE |
| 404 | N/A | N/A | Jun 2026 | 1 | $-897 | -0.00% | DFE |
| 405 | N/A | N/A | Jun 2026 | 1 | $-1265 | -0.00% | DFE |
| 406 | N/A | N/A | Jun 2026 | 1 | $-1330 | -0.00% | DFE |
| 407 | N/A | N/A | Jun 2026 | 1 | $-1369 | -0.00% | DFE |
| 408 | N/A | N/A | Jun 2026 | 1 | $-1462 | -0.00% | DFE |
| 409 | N/A | N/A | Jun 2026 | 15,000,000 | $-1530 | -0.00% | DIR |
| 410 | N/A | N/A | Jun 2026 | 1 | $-1619 | -0.00% | DFE |
| 411 | N/A | N/A | Jun 2026 | 1 | $-1624 | -0.00% | DFE |
| 412 | N/A | N/A | Jun 2026 | 1 | $-1777 | -0.00% | DFE |
| 413 | N/A | N/A | Jun 2026 | 1 | $-1937 | -0.00% | DFE |
| 414 | N/A | N/A | Jun 2026 | 1 | $-1974 | -0.00% | DFE |
| 415 | N/A | N/A | Jun 2026 | 1 | $-2028 | -0.00% | DFE |
| 416 | N/A | N/A | Jun 2026 | 400,000 | $-2029 | -0.00% | DIR |
| 417 | N/A | N/A | Jun 2026 | 2,100,000 | $-2081 | -0.00% | DIR |
| 418 | N/A | N/A | Jun 2026 | 1,200,000 | $-2386 | -0.00% | DIR |
| 419 | N/A | N/A | Jun 2026 | 1 | $-2694 | -0.00% | DFE |
| 420 | N/A | N/A | Jun 2026 | 1 | $-2757 | -0.00% | DFE |
| 421 | N/A | N/A | Jun 2026 | 1 | $-2804 | -0.00% | DFE |
| 422 | N/A | N/A | Jun 2026 | 1 | $-2879 | -0.00% | DFE |
| 423 | N/A | N/A | Jun 2026 | 1 | $-3336 | -0.00% | DFE |
| 424 | N/A | N/A | Jun 2026 | 280,000 | $-3452 | -0.00% | DIR |
| 425 | N/A | N/A | Jun 2026 | 1,430,000 | $-4700 | -0.00% | DIR |
| 426 | N/A | N/A | Jun 2026 | 1 | $-5334 | -0.00% | DFE |
| 427 | N/A | N/A | Jun 2026 | 1 | $-5509 | -0.00% | DFE |
| 428 | N/A | N/A | Jun 2026 | 1 | $-6467 | -0.00% | DFE |
| 429 | N/A | N/A | Jun 2026 | 1 | $-6578 | -0.00% | DFE |
| 430 | N/A | N/A | Jun 2026 | 1 | $-7138 | -0.00% | DFE |
| 431 | N/A | N/A | Jun 2026 | 159 | $-8054 | -0.00% | DIR |
| 432 | N/A | N/A | Jun 2026 | 1 | $-8914 | -0.00% | DFE |
| 433 | N/A | N/A | Jun 2026 | 720,000 | $-11590 | -0.00% | DIR |
| 434 | N/A | N/A | Jun 2026 | 10,000,000 | $-13547 | -0.00% | DIR |
| 435 | N/A | N/A | Jun 2026 | 3,570,000 | $-13693 | -0.00% | DIR |
| 436 | N/A | N/A | Jun 2026 | 1 | $-14533 | -0.00% | DFE |
| 437 | N/A | N/A | Jun 2026 | 4,100,000 | $-16599 | -0.00% | DIR |
| 438 | N/A | N/A | Jun 2026 | 1 | $-17487 | -0.00% | DFE |
| 439 | N/A | N/A | Jun 2026 | 2,100,000 | $-17781 | -0.00% | DIR |
| 440 | N/A | N/A | Jun 2026 | 430,000 | $-17833 | -0.00% | DIR |
| 441 | N/A | N/A | Jun 2026 | 420,000 | $-18238 | -0.00% | DIR |
| 442 | N/A | N/A | Jun 2026 | -10 | $-20753 | -0.01% | DIR |
| 443 | N/A | N/A | Jun 2026 | 1 | $-22809 | -0.01% | DFE |
| 444 | N/A | N/A | Jun 2026 | -19,800,000 | $-32642 | -0.01% | DIR |
| 445 | N/A | N/A | Jun 2026 | 1 | $-33413 | -0.01% | DFE |
| 446 | N/A | N/A | Jun 2026 | -13 | $-34650 | -0.01% | DIR |
| 447 | N/A | N/A | Jun 2026 | 1,100,000 | $-34896 | -0.01% | DIR |
| 448 | N/A | N/A | Jun 2026 | 1 | $-38943 | -0.01% | DFE |
| 449 | N/A | N/A | Jun 2026 | 960,000 | $-43038 | -0.01% | DIR |
| 450 | N/A | N/A | Jun 2026 | 510,000 | $-59128 | -0.01% | DIR |
| 451 | N/A | N/A | Jun 2026 | -118 | $-59717 | -0.02% | DIR |
| 452 | N/A | N/A | Jun 2026 | -109 | $-63890 | -0.02% | DIR |
| 453 | N/A | N/A | Jun 2026 | 1 | $-77141 | -0.02% | DFE |
| 454 | N/A | N/A | Jun 2026 | 770,000 | $-88793 | -0.02% | DIR |
| 455 | N/A | N/A | Jun 2026 | 1 | $-89604 | -0.02% | DFE |
| 456 | N/A | N/A | Jun 2026 | -39 | $-92206 | -0.02% | DIR |
| 457 | N/A | N/A | Jun 2026 | 3,840,000 | $-107428 | -0.03% | DIR |
| 458 | N/A | N/A | Jun 2026 | 2,340,000 | $-120406 | -0.03% | DIR |
| 459 | N/A | N/A | Jun 2026 | 2,760,000 | $-143611 | -0.04% | DIR |
| 460 | N/A | N/A | Jun 2026 | -19,800,000 | $-152826 | -0.04% | DIR |
| 461 | N/A | N/A | Jun 2026 | 2,200,000 | $-382347 | -0.10% | DIR |
| 462 | N/A | N/A | Jun 2026 | 2,600,000 | $-395297 | -0.10% | DIR |
| 463 | N/A | N/A | Jun 2026 | -696 | $-623668 | -0.16% | DIR |
| 464 | N/A | N/A | Jun 2026 | 3,300,000 | $-703695 | -0.18% | DIR |
| 465 | Reverse Repurchase Agreement | N/A | Jun 2026 | -1,584,375 | $-1584375 | -0.40% | RA |
| 466 | Reverse Repurchase Agreement | N/A | Jun 2026 | -16,277,625 | $-16277625 | -4.11% | RA |
| 467 | Reverse Repurchase Agreement | N/A | Jun 2026 | -17,428,125 | $-17428125 | -4.40% | RA |
| 468 | Reverse Repurchase Agreement | N/A | Jun 2026 | -39,284,000 | $-39284000 | -9.91% | RA |