SA PIMCO VCP Tactical Balanced Portfolio
SUNAMERICA SERIES TRUST
+566
New
566
Positions
| # | Name | Ticker | Since | Shares | Value | % Port | Cat |
|---|---|---|---|---|---|---|---|
| 1 | BofA Securities, Inc. | 000000000 | Apr 2024 | 220,200,000 | $220.2M | 23.98% | RA |
| 2 | JPMorgan Securities LLC | 000000000 | Apr 2024 | 136,200,000 | $136.2M | 14.83% | RA |
| 3 | JPMorgan Securities LLC | 000000000 | Apr 2024 | 86,000,000 | $86.0M | 9.36% | RA |
| 4 | Freddie Mac | 3132DWGX5 | Apr 2024 | 40,396,754 | $37.2M | 4.06% | ABS-MBS |
| 5 | United States Treasury | 91282CJZ5 | Apr 2024 | 31,300,000 | $29.6M | 3.23% | DBT |
| 6 | CCRDRXUS9 FUTURES COC USD | 000000000 | Apr 2024 | 25,463,000 | $25.5M | 2.77% | STIV |
| 7 | UMBS, TBA | 01F030652 | Apr 2024 | 27,100,000 | $22.4M | 2.44% | ABS-MBS |
| 8 | United States Treasury | 91282CKD2 | Apr 2024 | 16,500,000 | $16.2M | 1.76% | DBT |
| 9 | UMBS, TBA | 01F022659 | Apr 2024 | 19,700,000 | $15.6M | 1.70% | ABS-MBS |
| 10 | UMBS, TBA | 01F050668 | Apr 2024 | 13,000,000 | $12.3M | 1.34% | ABS-MBS |
| 11 | TD Securities, Inc. | 000000000 | Apr 2024 | 12,000,000 | $12.0M | 1.31% | RA |
| 12 | UMBS, TBA | 01F052656 | Apr 2024 | 10,900,000 | $10.6M | 1.15% | ABS-MBS |
| 13 | United States Treasury | 912810ST6 | Apr 2024 | 17,090,000 | $10.4M | 1.13% | DBT |
| 14 | UMBS, TBA | 01F042665 | Apr 2024 | 10,100,000 | $9.3M | 1.01% | ABS-MBS |
| 15 | United States Treasury | 912810TW8 | Apr 2024 | 9,260,000 | $9.1M | 0.99% | DBT |
| 16 | Fannie Mae | 31418ENL0 | Apr 2024 | 7,789,823 | $7.7M | 0.84% | ABS-MBS |
| 17 | United States Treasury | 91282CJY8 | Apr 2024 | 7,670,984 | $7.3M | 0.80% | DBT |
| 18 | United States Treasury | 91282CJA0 | Apr 2024 | 7,300,000 | $7.3M | 0.79% | DBT |
| 19 | Freddie Mac | 3132DWHE6 | Apr 2024 | 7,572,527 | $7.2M | 0.78% | ABS-MBS |
| 20 | United States Treasury | 91282CHA2 | Apr 2024 | 7,300,000 | $7.0M | 0.76% | DBT |
| 21 | United States Treasury | 912810SW9 | Apr 2024 | 10,100,000 | $6.6M | 0.72% | DBT |
| 22 | Government National Mortgage Association | 21H030658 | Apr 2024 | 7,700,000 | $6.5M | 0.71% | ABS-MBS |
| 23 | UMBS, TBA | 01F030660 | Apr 2024 | 7,900,000 | $6.5M | 0.71% | ABS-MBS |
| 24 | Fannie Mae | 3140X7CB3 | Apr 2024 | 7,065,550 | $6.4M | 0.69% | ABS-MBS |
| 25 | United States Treasury | 912810TA6 | Apr 2024 | 9,500,000 | $6.0M | 0.66% | DBT |
| 26 | United States Treasury | 912810TC2 | Apr 2024 | 9,100,000 | $6.0M | 0.65% | DBT |
| 27 | Fannie Mae | 3140X8S24 | Apr 2024 | 6,644,950 | $6.0M | 0.65% | ABS-MBS |
| 28 | LETRA TESOURO NACIONAL | 000000000 | Apr 2024 | 30,600,000 | $5.8M | 0.63% | DBT |
| 29 | UMBS, TBA | 01F020661 | Apr 2024 | 7,100,000 | $5.4M | 0.58% | ABS-MBS |
| 30 | United States Treasury | 912810TM0 | Apr 2024 | 6,000,000 | $5.3M | 0.58% | DBT |
| 31 | United States Treasury | 91282CGK1 | Apr 2024 | 5,791,185 | $5.3M | 0.57% | DBT |
| 32 | United States Treasury | 912810QQ4 | Apr 2024 | 5,500,000 | $5.2M | 0.57% | DBT |
| 33 | United States Treasury | 912810TS7 | Apr 2024 | 5,700,000 | $5.0M | 0.54% | DBT |
| 34 | Fannie Mae | 3140X7ST7 | Apr 2024 | 5,482,610 | $4.9M | 0.54% | ABS-MBS |
| 35 | United States Treasury | 91282CEZ0 | Apr 2024 | 5,339,250 | $4.7M | 0.51% | DBT |
| 36 | UMBS, TBA | 01F052664 | Apr 2024 | 4,400,000 | $4.3M | 0.46% | ABS-MBS |
| 37 | United States Treasury | 91282CJF9 | Apr 2024 | 4,200,000 | $4.2M | 0.46% | DBT |
| 38 | Freddie Mac | 3132D6BQ2 | Apr 2024 | 4,774,028 | $4.0M | 0.44% | ABS-MBS |
| 39 | United States Treasury | 9128284V9 | Apr 2024 | 4,300,000 | $4.0M | 0.43% | DBT |
| 40 | United States Treasury | 912810TK4 | Apr 2024 | 4,800,000 | $3.9M | 0.43% | DBT |
| 41 | Government National Mortgage Association | 21H040657 | Apr 2024 | 4,300,000 | $3.9M | 0.42% | ABS-MBS |
| 42 | United States Treasury | 91282CBZ3 | Apr 2024 | 4,200,000 | $3.7M | 0.40% | DBT |
| 43 | United States Treasury | 91282CCY5 | Apr 2024 | 4,200,000 | $3.6M | 0.39% | DBT |
| 44 | United States Treasury | 912810TH1 | Apr 2024 | 4,400,000 | $3.5M | 0.38% | DBT |
| 45 | United States Treasury | 91282CDX6 | Apr 2024 | 4,141,262 | $3.5M | 0.38% | DBT |
| 46 | United States Treasury | 91282CHQ7 | Apr 2024 | 3,100,000 | $3.0M | 0.33% | DBT |
| 47 | Fannie Mae | 3140LXDP7 | Apr 2024 | 3,582,832 | $3.0M | 0.33% | ABS-MBS |
| 48 | United States Treasury | 91282CHK0 | Apr 2024 | 3,000,000 | $2.9M | 0.32% | DBT |
| 49 | BofA Securities, Inc. | 000000000 | Apr 2024 | 2,900,000 | $2.9M | 0.32% | RA |
| 50 | United States Treasury | 912810TU2 | Apr 2024 | 3,100,000 | $2.9M | 0.32% | DBT |
| 51 | Enbridge US Inc | 29251UE12 | Apr 2024 | 2,715,000 | $2.7M | 0.30% | STIV |
| 52 | Phillips 66 | 71855AE18 | Apr 2024 | 2,550,000 | $2.5M | 0.28% | STIV |
| 53 | FHLMC Multifamily Structured Pass Through Certs. | 3137FG6Q3 | Apr 2024 | 2,700,000 | $2.5M | 0.27% | ABS-MBS |
| 54 | Fannie Mae | 3140X7KT5 | Apr 2024 | 2,688,083 | $2.4M | 0.26% | ABS-MBS |
| 55 | Medtronic Global Holdings SCA | 58507AE25 | Apr 2024 | 2,400,000 | $2.4M | 0.26% | STIV |
| 56 | NextEra Energy Capital Holdings Inc | 65339MFS0 | Apr 2024 | 2,400,000 | $2.4M | 0.26% | STIV |
| 57 | United States Treasury | 912810RC4 | Apr 2024 | 2,800,000 | $2.3M | 0.26% | DBT |
| 58 | UMBS, TBA | 01F042657 | Apr 2024 | 2,400,000 | $2.2M | 0.24% | ABS-MBS |
| 59 | Keurig Dr Pepper Inc | 49271JEL7 | Apr 2024 | 2,200,000 | $2.2M | 0.24% | STIV |
| 60 | United States Treasury | 912810QN1 | Apr 2024 | 2,210,000 | $2.2M | 0.24% | DBT |
| 61 | United States Treasury | 912810SY5 | Apr 2024 | 3,100,000 | $2.2M | 0.24% | DBT |
| 62 | AT&T Inc | 0020A2FR8 | Apr 2024 | 2,100,000 | $2.1M | 0.23% | STIV |
| 63 | Eversource Energy | 30040XE28 | Apr 2024 | 2,000,000 | $2.0M | 0.22% | STIV |
| 64 | L3Harris Technologies Inc | 50248BEG3 | Apr 2024 | 2,000,000 | $2.0M | 0.22% | STIV |
| 65 | Countrywide Alternative Loan Trust | 12668BB77 | Apr 2024 | 2,291,112 | $2.0M | 0.22% | ABS-MBS |
| 66 | Freddie Mac | 3132DWKH5 | Apr 2024 | 1,936,948 | $1.9M | 0.21% | ABS-MBS |
| 67 | MORGAN STANLEY MCS FUTURES CASH COLL COC | 000000000 | Apr 2024 | 1,916,000 | $1.9M | 0.21% | STIV |
| 68 | UMBS, TBA | 01F062663 | Apr 2024 | 1,900,000 | $1.9M | 0.21% | ABS-MBS |
| 69 | Fannie Mae | 3140NQBL1 | Apr 2024 | 1,926,402 | $1.9M | 0.21% | ABS-MBS |
| 70 | Citizens Auto Receivables Trust | 17331KAE9 | Apr 2024 | 1,900,000 | $1.9M | 0.21% | ABS-O |
| 71 | Duke Energy Corp | 26244HE66 | Apr 2024 | 1,900,000 | $1.9M | 0.21% | STIV |
| 72 | Merrill Lynch Mortgage Investors Trust | 59020URP2 | Apr 2024 | 1,945,179 | $1.9M | 0.21% | ABS-MBS |
| 73 | Bruegel | 000000000 | Apr 2024 | 1,836,152 | $1.9M | 0.21% | ABS-MBS |
| 74 | Avis Budget Rental Car Funding AESOP LLC | 05377RGU2 | Apr 2024 | 1,900,000 | $1.9M | 0.21% | ABS-O |
| 75 | United States Treasury | 91282CGW5 | Apr 2024 | 1,965,322 | $1.9M | 0.20% | DBT |
| 76 | TENN VALLEY AUTHORITY | 880591EZ1 | Apr 2024 | 1,900,000 | $1.8M | 0.20% | DBT |
| 77 | 280 Park Avenue Mortgage Trust | 90205FAA8 | Apr 2024 | 1,900,000 | $1.8M | 0.20% | ABS-MBS |
| 78 | Freddie Mac | 3132DWHY2 | Apr 2024 | 1,951,859 | $1.8M | 0.20% | ABS-MBS |
| 79 | Crown Castle Inc | 22823PEE9 | Apr 2024 | 1,800,000 | $1.8M | 0.20% | STIV |
| 80 | UMBS, TBA | 01F040669 | Apr 2024 | 2,000,000 | $1.8M | 0.19% | ABS-MBS |
| 81 | Morgan Stanley BAML Trust | 61765TAE3 | Apr 2024 | 1,800,000 | $1.7M | 0.19% | ABS-MBS |
| 82 | Entergy Mississippi LLC | 29364NAT5 | Apr 2024 | 1,900,000 | $1.7M | 0.19% | DBT |
| 83 | UBS GROUP AG | 225401AY4 | Apr 2024 | 1,700,000 | $1.7M | 0.19% | DBT |
| 84 | Penske Truck Leasing Co LP | 70962AEA0 | Apr 2024 | 1,700,000 | $1.7M | 0.18% | STIV |
| 85 | Fannie Mae | 3140HSM24 | Apr 2024 | 1,800,000 | $1.7M | 0.18% | ABS-MBS |
| 86 | Crown Castle Inc | 22823PEP4 | Apr 2024 | 1,700,000 | $1.7M | 0.18% | STIV |
| 87 | Octane Receivables Trust | 67571CAB7 | Apr 2024 | 1,682,622 | $1.7M | 0.18% | ABS-O |
| 88 | Waste Management Inc | 94107MFR2 | Apr 2024 | 1,685,000 | $1.7M | 0.18% | STIV |
| 89 | United States Treasury | 91282CJM4 | Apr 2024 | 1,700,000 | $1.7M | 0.18% | DBT |
| 90 | Alimentation Couche-Tard Inc | 01626UED3 | Apr 2024 | 1,650,000 | $1.6M | 0.18% | STIV |
| 91 | Tesla Auto Lease Trust | 88167QAB2 | Apr 2024 | 1,612,140 | $1.6M | 0.18% | ABS-O |
| 92 | LCM Ltd Partnership | 50200YAQ1 | Apr 2024 | 1,600,000 | $1.6M | 0.17% | ABS-CBDO |
| 93 | Southern California Edison Co | 8424C0E14 | Apr 2024 | 1,600,000 | $1.6M | 0.17% | STIV |
| 94 | AT&T Inc | 0020A2FS6 | Apr 2024 | 1,600,000 | $1.6M | 0.17% | STIV |
| 95 | Chicago Mercantile Exchange | 000000000 | Apr 2024 | 4,200,000 | $1.6M | 0.17% | DIR |
| 96 | NATWEST GROUP PLC | 639057AG3 | Apr 2024 | 1,500,000 | $1.5M | 0.17% | DBT |
| 97 | Independence Plaza Trust | 45378YAA2 | Apr 2024 | 1,600,000 | $1.5M | 0.17% | ABS-MBS |
| 98 | Government National Mortgage Association | 38376RXT8 | Apr 2024 | 1,525,020 | $1.5M | 0.17% | ABS-MBS |
| 99 | Worldwide Plaza Trust | 98162JAA4 | Apr 2024 | 2,100,000 | $1.5M | 0.17% | ABS-MBS |
| 100 | Chicago Board of Trade | 000000000 | Apr 2024 | -396 | $1.5M | 0.16% | DIR |
| 101 | Verizon Communications Inc | 92344LEU5 | Apr 2024 | 1,500,000 | $1.5M | 0.16% | STIV |
| 102 | AT&T Inc | 0020A2FT4 | Apr 2024 | 1,500,000 | $1.5M | 0.16% | STIV |
| 103 | Natixis Commercial Mortgage Securities | 63874UAA2 | Apr 2024 | 1,600,000 | $1.4M | 0.16% | ABS-MBS |
| 104 | PACIFIC GAS & ELECTRIC | 694308KL0 | Apr 2024 | 1,400,000 | $1.4M | 0.15% | DBT |
| 105 | American Electric Power Co Inc | 0255E2EU0 | Apr 2024 | 1,400,000 | $1.4M | 0.15% | STIV |
| 106 | MORGAN STANLEY | 000000000 | Apr 2024 | 1,300,000 | $1.4M | 0.15% | DBT |
| 107 | GOLDMAN SACHS GROUP INC | 38141GA87 | Apr 2024 | 1,375,000 | $1.4M | 0.15% | DBT |
| 108 | WILLIS NORTH AMERICA INC | 970648AL5 | Apr 2024 | 1,400,000 | $1.4M | 0.15% | DBT |
| 109 | ENEL FINANCE INTL NV | 29278GAW8 | Apr 2024 | 1,400,000 | $1.4M | 0.15% | DBT |
| 110 | Fannie Mae | 31418EVA5 | Apr 2024 | 1,352,811 | $1.3M | 0.15% | ABS-MBS |
| 111 | JPMORGAN CHASE & CO | 46647PDF0 | Apr 2024 | 1,400,000 | $1.3M | 0.15% | DBT |
| 112 | United States Treasury | 91282CHJ3 | Apr 2024 | 1,400,000 | $1.3M | 0.14% | DBT |
| 113 | MORGAN STANLEY | 61747YFN0 | Apr 2024 | 1,300,000 | $1.3M | 0.14% | DBT |
| 114 | DANSKE BANK A/S | 23636ABE0 | Apr 2024 | 1,300,000 | $1.3M | 0.14% | DBT |
| 115 | Dominion Energy Inc | 2574P0ED2 | Apr 2024 | 1,300,000 | $1.3M | 0.14% | STIV |
| 116 | Constellation Energy Generation LLC | 21038PED4 | Apr 2024 | 1,300,000 | $1.3M | 0.14% | STIV |
| 117 | Southern Co/The | 84262LEL0 | Apr 2024 | 1,300,000 | $1.3M | 0.14% | STIV |
| 118 | American Electric Power Co Inc | 0255E2EQ9 | Apr 2024 | 1,300,000 | $1.3M | 0.14% | STIV |
| 119 | Southern Co/The | 84262LEV8 | Apr 2024 | 1,300,000 | $1.3M | 0.14% | STIV |
| 120 | Entergy Corp | 29366EG26 | Apr 2024 | 1,300,000 | $1.3M | 0.14% | STIV |
| 121 | United States Treasury | 912810SR0 | Apr 2024 | 2,120,000 | $1.2M | 0.14% | DBT |
| 122 | GEORGIA POWER CO | 373334KQ3 | Apr 2024 | 1,300,000 | $1.2M | 0.13% | DBT |
| 123 | KKR GROUP FINAN CO XII | 48255GAA3 | Apr 2024 | 1,300,000 | $1.2M | 0.13% | DBT |
| 124 | Chicago Mercantile Exchange | 000000000 | Apr 2024 | 3,200,000 | $1.2M | 0.13% | DIR |
| 125 | Golub Capital Partners Static Ltd | 381929AA6 | Apr 2024 | 1,200,000 | $1.2M | 0.13% | ABS-CBDO |
| 126 | Enterprise Fleet Financing LLC | 29375RAB2 | Apr 2024 | 1,200,000 | $1.2M | 0.13% | ABS-O |
| 127 | GM Financial Revolving Receivables Trust | 38012RAA4 | Apr 2024 | 1,200,000 | $1.2M | 0.13% | ABS-O |
| 128 | LEASEPLAN CORPORATION NV | 52206AAD2 | Apr 2024 | 1,200,000 | $1.2M | 0.13% | DBT |
| 129 | ENERGY TRANSFER LP | 29273RAP4 | Apr 2024 | 1,200,000 | $1.2M | 0.13% | DBT |
| 130 | HSBC HOLDINGS PLC | 404280DR7 | Apr 2024 | 1,100,000 | $1.2M | 0.13% | DBT |
| 131 | SOUTHERN CAL EDISON | 842400GG2 | Apr 2024 | 1,500,000 | $1.1M | 0.12% | DBT |
| 132 | DBUBS Mortgage Trust | 23305JAA0 | Apr 2024 | 1,200,000 | $1.1M | 0.12% | ABS-MBS |
| 133 | MORGAN STANLEY CCP MORGAN STANLEY CCMSCHUS2 | 000000000 | Apr 2024 | 1,110,000 | $1.1M | 0.12% | STIV |
| 134 | Louisiana Loc Govt Envrnmntl Fac & Cmnty Dev Auth | 54627RAN0 | Apr 2024 | 1,200,000 | $1.1M | 0.12% | ABS-O |
| 135 | AERCAP IRELAND CAP/GLOBA | 00774MBD6 | Apr 2024 | 1,100,000 | $1.1M | 0.12% | DBT |
| 136 | GOODMAN US FIN THREE | 38239JAA9 | Apr 2024 | 1,200,000 | $1.1M | 0.12% | DBT |
| 137 | Birch Grove CLO Ltd. | 09075JAU3 | Apr 2024 | 1,100,000 | $1.1M | 0.12% | ABS-CBDO |
| 138 | Southern California Edison Co | 8424C0E30 | Apr 2024 | 1,100,000 | $1.1M | 0.12% | STIV |
| 139 | American Electric Power Co Inc | 0255E2EH9 | Apr 2024 | 1,100,000 | $1.1M | 0.12% | STIV |
| 140 | Entergy Corp | 29366EEM4 | Apr 2024 | 1,100,000 | $1.1M | 0.12% | STIV |
| 141 | Amcor Flexibles North America Inc | 02343BEV5 | Apr 2024 | 1,100,000 | $1.1M | 0.12% | STIV |
| 142 | Arbor Realty Collateralized Loan Obligation Ltd | 03880XAA4 | Apr 2024 | 1,100,000 | $1.1M | 0.12% | ABS-CBDO |
| 143 | SANTANDER HOLDINGS USA | 80282KBE5 | Apr 2024 | 1,100,000 | $1.1M | 0.12% | DBT |
| 144 | Government National Mortgage Association | 38375UXM7 | Apr 2024 | 1,084,356 | $1.1M | 0.12% | ABS-MBS |
| 145 | STICHTING AK RABOBANK | 000000000 | Apr 2024 | 945,450 | $1.1M | 0.12% | DBT |
| 146 | SOUTHERN CALIF GAS CO | 842434CR1 | Apr 2024 | 1,400,000 | $1.1M | 0.12% | DBT |
| 147 | NATWEST GROUP PLC | 780097BG5 | Apr 2024 | 1,100,000 | $1.1M | 0.12% | DBT |
| 148 | MEXICAN UDIBONOS | 000000000 | Apr 2024 | 21,789,748 | $1.1M | 0.12% | DBT |
| 149 | DOMINICAN REPUBLIC | 25714PEF1 | Apr 2024 | 1,200,000 | $1.0M | 0.11% | DBT |
| 150 | Freddie Mac | 3137FDBN1 | Apr 2024 | 1,247,753 | $1.0M | 0.11% | ABS-MBS |
| 151 | Fannie Mae | 3140X7KS7 | Apr 2024 | 1,134,786 | $1.0M | 0.11% | ABS-MBS |
| 152 | HUMANA INC | 444859BT8 | Apr 2024 | 1,100,000 | $1.0M | 0.11% | DBT |
| 153 | HYUNDAI CAPITAL AMERICA | 44891ACL9 | Apr 2024 | 1,000,000 | $1.0M | 0.11% | DBT |
| 154 | Sales Tax Securitization Corp | 79467BDX0 | Apr 2024 | 1,300,000 | $1.0M | 0.11% | DBT |
| 155 | COMM Mortgage Trust | 20048JAA8 | Apr 2024 | 1,100,000 | $1.0M | 0.11% | ABS-MBS |
| 156 | Dominion Energy Inc | 2574P0EL4 | Apr 2024 | 1,000,000 | $997K | 0.11% | STIV |
| 157 | Amcor Flexibles North America Inc | 02343BEL7 | Apr 2024 | 1,000,000 | $997K | 0.11% | STIV |
| 158 | BDS Ltd | 054980AA5 | Apr 2024 | 1,000,000 | $997K | 0.11% | ABS-CBDO |
| 159 | Amcor Flexibles North America Inc | 02343BEQ6 | Apr 2024 | 1,000,000 | $996K | 0.11% | STIV |
| 160 | VW Credit Inc | 91842JF53 | Apr 2024 | 1,000,000 | $994K | 0.11% | STIV |
| 161 | VW Credit Inc | 91842JF53 | Apr 2024 | 1,000,000 | $994K | 0.11% | STIV |
| 162 | VW Credit Inc | 91842JFA2 | Apr 2024 | 1,000,000 | $994K | 0.11% | STIV |
| 163 | Honda Auto Receivables Owner Trust | 437927AC0 | Apr 2024 | 1,000,000 | $991K | 0.11% | ABS-O |
| 164 | ING GROEP NV | 456837BL6 | Apr 2024 | 1,000,000 | $980K | 0.11% | DBT |
| 165 | Fortress CBO Investments Ltd | 34706CAA7 | Apr 2024 | 991,136 | $975K | 0.11% | ABS-CBDO |
| 166 | Countrywide Asset-Backed Certificates | 126673C26 | Apr 2024 | 1,100,000 | $974K | 0.11% | ABS-O |
| 167 | Freddie Mac | 3132DWJG9 | Apr 2024 | 973,213 | $964K | 0.11% | ABS-MBS |
| 168 | PACIFIC GAS & ELECTRIC | 694308HN0 | Apr 2024 | 1,300,000 | $964K | 0.10% | DBT |
| 169 | VICI PROPERTIES LP | 925650AB9 | Apr 2024 | 1,000,000 | $960K | 0.10% | DBT |
| 170 | Freddie Mac | 3133CGXQ5 | Apr 2024 | 961,473 | $953K | 0.10% | ABS-MBS |
| 171 | BOSTON GAS COMPANY | 100743AM5 | Apr 2024 | 1,100,000 | $941K | 0.10% | DBT |
| 172 | Ford Credit Auto Owner Trust | 344928AC0 | Apr 2024 | 925,677 | $927K | 0.10% | ABS-O |
| 173 | AERCAP IRELAND CAP/GLOBA | 00774MAV7 | Apr 2024 | 1,000,000 | $924K | 0.10% | DBT |
| 174 | LFT CRE LLC | 50203JAA6 | Apr 2024 | 929,164 | $922K | 0.10% | ABS-CBDO |
| 175 | Options Clearing Corp. | 000000000 | Apr 2024 | 180 | $911K | 0.10% | DE |
| 176 | Freddie Mac | 3133C9HS5 | Apr 2024 | 933,748 | $908K | 0.10% | ABS-MBS |
| 177 | AMERICAN TOWER CORP | 03027XCE8 | Apr 2024 | 900,000 | $906K | 0.10% | DBT |
| 178 | Credit Suisse Mortgage Trust | 12654PAE8 | Apr 2024 | 967,161 | $899K | 0.10% | ABS-MBS |
| 179 | L3Harris Technologies Inc | 50248BEF5 | Apr 2024 | 900,000 | $898K | 0.10% | STIV |
| 180 | Medtronic Global Holdings SCA | 58507AEL3 | Apr 2024 | 900,000 | $897K | 0.10% | STIV |
| 181 | HERA Commercial Mortgage Ltd | 42704RAA9 | Apr 2024 | 890,569 | $881K | 0.10% | ABS-CBDO |
| 182 | AT&T INC | 00206RKB7 | Apr 2024 | 1,300,000 | $880K | 0.10% | DBT |
| 183 | NISSAN MOTOR CO | 654744AB7 | Apr 2024 | 900,000 | $867K | 0.09% | DBT |
| 184 | Westlake Automobile Receivables Trust | 96041CAE2 | Apr 2024 | 860,457 | $861K | 0.09% | ABS-O |
| 185 | NYO Commercial Mortgage Trust | 62955HAA5 | Apr 2024 | 900,000 | $860K | 0.09% | ABS-MBS |
| 186 | NXP BV/NXP FDG/NXP USA | 62954HBB3 | Apr 2024 | 900,000 | $854K | 0.09% | DBT |
| 187 | Intercontinental Exchange Inc | 45856WE96 | Apr 2024 | 850,000 | $849K | 0.09% | STIV |
| 188 | Intercontinental Exchange Inc | 45856WEF2 | Apr 2024 | 850,000 | $848K | 0.09% | STIV |
| 189 | Intercontinental Exchange Inc | 45856WEL9 | Apr 2024 | 850,000 | $848K | 0.09% | STIV |
| 190 | Alimentation Couche-Tard Inc | 01626UEM3 | Apr 2024 | 850,000 | $847K | 0.09% | STIV |
| 191 | Microchip Technology Inc | 59501QEM0 | Apr 2024 | 850,000 | $847K | 0.09% | STIV |
| 192 | Fannie Mae | 31396XQT4 | Apr 2024 | 841,145 | $833K | 0.09% | ABS-MBS |
| 193 | WEIR GROUP PLC (THE) | 94876QAA4 | Apr 2024 | 900,000 | $832K | 0.09% | DBT |
| 194 | LCH Limited | 000000000 | Apr 2024 | 4,200,000 | $821K | 0.09% | DIR |
| 195 | United States Treasury | 91282CJG7 | Apr 2024 | 800,000 | $807K | 0.09% | DBT |
| 196 | CITIZENS FINANCIAL GROUP | 174610BG9 | Apr 2024 | 800,000 | $802K | 0.09% | DBT |
| 197 | Avis Budget Rental Car Funding AESOP LLC | 05377RHC1 | Apr 2024 | 800,000 | $800K | 0.09% | ABS-O |
| 198 | United States Treasury | 91282CHZ7 | Apr 2024 | 800,000 | $796K | 0.09% | DBT |
| 199 | Verizon Communications Inc | 92344LF59 | Apr 2024 | 800,000 | $796K | 0.09% | STIV |
| 200 | LIBERTY UTILITIES FIN | 531546AB5 | Apr 2024 | 1,000,000 | $789K | 0.09% | DBT |
| 201 | ROMANIA | 000000000 | Apr 2024 | 860,000 | $787K | 0.09% | DBT |
| 202 | VMC Finance LLC | 91835BAA3 | Apr 2024 | 793,224 | $785K | 0.09% | ABS-CBDO |
| 203 | Chicago Board of Trade | 000000000 | Apr 2024 | -96 | $782K | 0.09% | DIR |
| 204 | United States Treasury | 91282CHW4 | Apr 2024 | 800,000 | $774K | 0.08% | DBT |
| 205 | CLEVELAND ELECTRIC ILLUM | 186108CL8 | Apr 2024 | 836,000 | $770K | 0.08% | DBT |
| 206 | Countrywide Asset-Backed Certificates | 12667AAA4 | Apr 2024 | 863,544 | $768K | 0.08% | ABS-O |
| 207 | Spirit AeroSystems Inc | 85205TAG5 | Apr 2024 | 800,000 | $764K | 0.08% | DBT |
| 208 | UBS GROUP AG | 225401AV0 | Apr 2024 | 750,000 | $761K | 0.08% | DBT |
| 209 | United States Treasury | 912810TZ1 | Apr 2024 | 800,000 | $760K | 0.08% | DBT |
| 210 | Credit Suisse Commercial Mortgage Securities Corp | 12657VAA0 | Apr 2024 | 799,160 | $751K | 0.08% | ABS-MBS |
| 211 | Constellation Brands Inc | 21037CE36 | Apr 2024 | 750,000 | $750K | 0.08% | STIV |
| 212 | Intercontinental Exchange Inc | 45856WE62 | Apr 2024 | 750,000 | $749K | 0.08% | STIV |
| 213 | Carrier Global Corp | 14448AE61 | Apr 2024 | 750,000 | $749K | 0.08% | STIV |
| 214 | Constellation Brands Inc | 21037CE77 | Apr 2024 | 750,000 | $749K | 0.08% | STIV |
| 215 | Equifax Inc | 29442KE97 | Apr 2024 | 750,000 | $749K | 0.08% | STIV |
| 216 | Constellation Brands Inc | 21037CEA0 | Apr 2024 | 750,000 | $749K | 0.08% | STIV |
| 217 | Verizon Communications Inc | 92344LEL5 | Apr 2024 | 750,000 | $748K | 0.08% | STIV |
| 218 | ROCHESTER GAS & ELECTRIC | 771367CE7 | Apr 2024 | 960,000 | $748K | 0.08% | DBT |
| 219 | Dominion Energy Inc | 2574P0F33 | Apr 2024 | 750,000 | $746K | 0.08% | STIV |
| 220 | Citigroup Inc | 172967JT9 | Apr 2024 | 750,000 | $739K | 0.08% | DBT |
| 221 | GM Financial Automobile Leasing Trust | 362548AB5 | Apr 2024 | 729,327 | $729K | 0.08% | ABS-O |
| 222 | UBS GROUP AG | 000000000 | Apr 2024 | 600,000 | $721K | 0.08% | DBT |
| 223 | Pretium Mortgage Credit Partners LLC | 693989AA3 | Apr 2024 | 781,595 | $720K | 0.08% | ABS-MBS |
| 224 | FORD MOTOR CREDIT CO LLC | 345397C92 | Apr 2024 | 700,000 | $714K | 0.08% | DBT |
| 225 | Natixis Commercial Mortgage Securities | 63874TAA5 | Apr 2024 | 800,000 | $714K | 0.08% | ABS-MBS |
| 226 | Ludgate Funding Plc | 000000000 | Apr 2024 | 558,604 | $685K | 0.07% | ABS-MBS |
| 227 | STATE OF ISRAEL | 46514BRN9 | Apr 2024 | 700,000 | $685K | 0.07% | DBT |
| 228 | Oracle Corp | 68389XBC8 | Apr 2024 | 700,000 | $681K | 0.07% | DBT |
| 229 | SANTANDER HOLDINGS USA | 80282KBB1 | Apr 2024 | 700,000 | $680K | 0.07% | DBT |
| 230 | American Tower Corp | 03027XAG5 | Apr 2024 | 690,000 | $678K | 0.07% | DBT |
| 231 | WAMU Mortgage Pass-Through Certificates | 93363DAB3 | Apr 2024 | 831,305 | $672K | 0.07% | ABS-MBS |
| 232 | UNITED AIR 2019-1 A PTT | 90931EAA2 | Apr 2024 | 704,900 | $669K | 0.07% | DBT |
| 233 | Romark CLO Ltd | 77587UAL6 | Apr 2024 | 666,456 | $667K | 0.07% | ABS-CBDO |
| 234 | HCA INC | 404119CR8 | Apr 2024 | 700,000 | $659K | 0.07% | DBT |
| 235 | La Hipotecaria SA | 50346VAA7 | Apr 2024 | 722,813 | $656K | 0.07% | ABS-MBS |
| 236 | BOEING CO | 097023DG7 | Apr 2024 | 700,000 | $653K | 0.07% | DBT |
| 237 | Chicago Board of Trade | 000000000 | Apr 2024 | -118 | $651K | 0.07% | DIR |
| 238 | ATHENE GLOBAL FUNDING | 000000000 | Apr 2024 | 600,000 | $640K | 0.07% | DBT |
| 239 | GA GLOBAL FUNDING TRUST | 36143L2H7 | Apr 2024 | 800,000 | $639K | 0.07% | DBT |
| 240 | MICRON TECHNOLOGY INC | 595112BV4 | Apr 2024 | 600,000 | $631K | 0.07% | DBT |
| 241 | New Residential Mortgage Loan Trust | 64830NAA9 | Apr 2024 | 671,863 | $626K | 0.07% | ABS-MBS |
| 242 | United States Treasury | 91282CJH5 | Apr 2024 | 607,776 | $611K | 0.07% | DBT |
| 243 | T-MOBILE USA INC | 87264ACS2 | Apr 2024 | 700,000 | $609K | 0.07% | DBT |
| 244 | IMPERIAL BRANDS FIN PLC | 45262BAF0 | Apr 2024 | 600,000 | $605K | 0.07% | DBT |
| 245 | AMERICAN EXPRESS CO | 025816DL0 | Apr 2024 | 600,000 | $605K | 0.07% | DBT |
| 246 | BARCLAYS PLC | 06738ECG8 | Apr 2024 | 600,000 | $602K | 0.07% | DBT |
| 247 | UNITED AIR 2016-2 AA PTT | 90932EAA1 | Apr 2024 | 666,441 | $601K | 0.07% | DBT |
| 248 | DUKE ENERGY PROGRESS LLC | 26442UAP9 | Apr 2024 | 800,000 | $599K | 0.07% | DBT |
| 249 | NextEra Energy Capital Holdings Inc | 65339MF50 | Apr 2024 | 600,000 | $597K | 0.06% | STIV |
| 250 | Entergy Corp | 29366EGQ3 | Apr 2024 | 600,000 | $592K | 0.06% | STIV |
| 251 | MORGAN STANLEY | 61747YFA8 | Apr 2024 | 600,000 | $590K | 0.06% | DBT |
| 252 | UNITED AIR 2016-2 A PTT | 90932DAA3 | Apr 2024 | 666,441 | $590K | 0.06% | DBT |
| 253 | ROMANIA | 000000000 | Apr 2024 | 600,000 | $586K | 0.06% | DBT |
| 254 | ATHENE HOLDING LTD | 04686JAG6 | Apr 2024 | 600,000 | $585K | 0.06% | DBT |
| 255 | Government National Mortgage Association | 38376RVV5 | Apr 2024 | 585,827 | $584K | 0.06% | ABS-MBS |
| 256 | United States Treasury | 91282CGQ8 | Apr 2024 | 600,000 | $578K | 0.06% | DBT |
| 257 | BX Trust | 12433UAA3 | Apr 2024 | 580,000 | $578K | 0.06% | ABS-MBS |
| 258 | Fannie Mae | 3140EUHZ5 | Apr 2024 | 630,832 | $578K | 0.06% | ABS-MBS |
| 259 | Lloyds Banking Group PLC | 539439AR0 | Apr 2024 | 600,000 | $572K | 0.06% | DBT |
| 260 | United States Treasury | 91282CHF1 | Apr 2024 | 600,000 | $569K | 0.06% | DBT |
| 261 | LCH Limited | 000000000 | Apr 2024 | 10,600,000 | $569K | 0.06% | DIR |
| 262 | Fannie Mae | 3138ERA59 | Apr 2024 | 627,678 | $568K | 0.06% | ABS-MBS |
| 263 | United States Treasury | 91282CGS4 | Apr 2024 | 600,000 | $566K | 0.06% | DBT |
| 264 | Freddie Mac | 3132Y1RS9 | Apr 2024 | 598,525 | $564K | 0.06% | ABS-MBS |
| 265 | Fannie Mae | 3140LQN71 | Apr 2024 | 669,427 | $563K | 0.06% | ABS-MBS |
| 266 | Northwell Healthcare Inc | 667274AA2 | Apr 2024 | 700,000 | $537K | 0.06% | DBT |
| 267 | HSBC HOLDINGS PLC | 404280DW6 | Apr 2024 | 500,000 | $511K | 0.06% | DBT |
| 268 | Exeter Automobile Receivables Trust | 301989AB5 | Apr 2024 | 507,830 | $508K | 0.06% | ABS-O |
| 269 | WELLS FARGO & COMPANY | 95000U3E1 | Apr 2024 | 500,000 | $498K | 0.05% | DBT |
| 270 | TD SYNNEX CORP | 87162WAD2 | Apr 2024 | 500,000 | $493K | 0.05% | DBT |
| 271 | United States Treasury | 91282CKG5 | Apr 2024 | 500,000 | $487K | 0.05% | DBT |
| 272 | ANTARES HOLDINGS | 03666HAG6 | Apr 2024 | 500,000 | $487K | 0.05% | DBT |
| 273 | FORD MOTOR CREDIT CO LLC | 345397E66 | Apr 2024 | 500,000 | $486K | 0.05% | DBT |
| 274 | MORGAN STANLEY + CO INC CASH COLL (CCP) | 000000000 | Apr 2024 | 485,000 | $485K | 0.05% | STIV |
| 275 | CENTENE CORP | 15135BAZ4 | Apr 2024 | 600,000 | $480K | 0.05% | DBT |
| 276 | Ludgate Funding Plc | 000000000 | Apr 2024 | 393,097 | $480K | 0.05% | ABS-MBS |
| 277 | Mexico Government International Bonds | 91087BAX8 | Apr 2024 | 500,000 | $465K | 0.05% | DBT |
| 278 | Countrywide Asset-Backed Certificates | 23246BAK7 | Apr 2024 | 486,604 | $463K | 0.05% | ABS-O |
| 279 | T-MOBILE USA INC | 87264ACT0 | Apr 2024 | 700,000 | $462K | 0.05% | DBT |
| 280 | VASA Trust | 92230AAA4 | Apr 2024 | 500,000 | $461K | 0.05% | ABS-MBS |
| 281 | PACIFIC GAS & ELECTRIC | 694308HW0 | Apr 2024 | 500,000 | $459K | 0.05% | DBT |
| 282 | Options Clearing Corp. | 000000000 | Apr 2024 | 180 | $459K | 0.05% | DE |
| 283 | NOMURA HOLDINGS INC | 65535HAZ2 | Apr 2024 | 500,000 | $457K | 0.05% | DBT |
| 284 | LCH Limited | 000000000 | Apr 2024 | 8,100,000 | $437K | 0.05% | DIR |
| 285 | BRIGHTHOUSE HLDGS LLC | 10924BAA5 | Apr 2024 | 500,000 | $436K | 0.05% | DBT |
| 286 | Ford Auto Securitization Trust | 345214BL3 | Apr 2024 | 600,000 | $434K | 0.05% | ABS-O |
| 287 | Fremont Home Loan Trust | 35729PJF8 | Apr 2024 | 444,218 | $423K | 0.05% | ABS-O |
| 288 | EDISON INTERNATIONAL | 281020AW7 | Apr 2024 | 400,000 | $420K | 0.05% | DBT |
| 289 | Freddie Mac | 31329P5X7 | Apr 2024 | 463,112 | $419K | 0.05% | ABS-MBS |
| 290 | Ford Auto Securitization Trust | 345214AW0 | Apr 2024 | 567,605 | $413K | 0.04% | ABS-O |
| 291 | AMER AIRLINE 16-3 AA PTT | 023771R91 | Apr 2024 | 453,305 | $410K | 0.04% | DBT |
| 292 | BANNER HEALTH | 06654DAD9 | Apr 2024 | 500,000 | $406K | 0.04% | DBT |
| 293 | Kansas Development Finance Authority | 485428ZY5 | Apr 2024 | 400,000 | $404K | 0.04% | DBT |
| 294 | SOUTHERN CAL EDISON | 842400FZ1 | Apr 2024 | 480,000 | $403K | 0.04% | DBT |
| 295 | DLLMT LLC | 232989AB9 | Apr 2024 | 403,511 | $403K | 0.04% | ABS-O |
| 296 | MORGAN STANLEY | 61747YFQ3 | Apr 2024 | 400,000 | $400K | 0.04% | DBT |
| 297 | KREF 2022-Fl3 Ltd | 48275EAA4 | Apr 2024 | 400,000 | $398K | 0.04% | ABS-CBDO |
| 298 | AVIATION CAPITAL GROUP | 05369AAH4 | Apr 2024 | 400,000 | $398K | 0.04% | DBT |
| 299 | EVERSOURCE ENERGY | 30040WAT5 | Apr 2024 | 400,000 | $397K | 0.04% | DBT |
| 300 | AMGEN INC | 031162DP2 | Apr 2024 | 400,000 | $396K | 0.04% | DBT |
| 301 | BANCO BILBAO VIZCAYA ARG | 05946KAQ4 | Apr 2024 | 400,000 | $396K | 0.04% | DBT |
| 302 | BERRY GLOBAL INC | 08576PAL5 | Apr 2024 | 400,000 | $395K | 0.04% | DBT |
| 303 | REPUBLIC OF TURKIYE | 900123DK3 | Apr 2024 | 400,000 | $395K | 0.04% | DBT |
| 304 | CASSA DEPOSITI E PRESTIT | 147918AB2 | Apr 2024 | 400,000 | $395K | 0.04% | DBT |
| 305 | Mill City Mortgage Trust | 59981TAC9 | Apr 2024 | 419,539 | $394K | 0.04% | ABS-MBS |
| 306 | AES CORP/THE | 00130HCH6 | Apr 2024 | 400,000 | $394K | 0.04% | DBT |
| 307 | WEYERHAEUSER CO | 962166CC6 | Apr 2024 | 400,000 | $394K | 0.04% | DBT |
| 308 | BRISTOL-MYERS SQUIBB CO | 110122EH7 | Apr 2024 | 400,000 | $392K | 0.04% | DBT |
| 309 | GM Financial Securitized Term Auto Receivables Tr | 362583AB2 | Apr 2024 | 390,758 | $390K | 0.04% | ABS-O |
| 310 | AVOLON HOLDINGS FNDG LTD | 05401AAH4 | Apr 2024 | 400,000 | $389K | 0.04% | DBT |
| 311 | SANDS CHINA LTD | 80007RAK1 | Apr 2024 | 400,000 | $385K | 0.04% | DBT |
| 312 | AEP TRANSMISSION CO LLC | 00115AAR0 | Apr 2024 | 400,000 | $385K | 0.04% | DBT |
| 313 | New Residential Mortgage Loan Trust | 64830KAA5 | Apr 2024 | 406,528 | $384K | 0.04% | ABS-MBS |
| 314 | Republic of Poland Government International Bonds | 731011AV4 | Apr 2024 | 400,000 | $381K | 0.04% | DBT |
| 315 | Bayer US Finance II LLC | 07274NAL7 | Apr 2024 | 400,000 | $372K | 0.04% | DBT |
| 316 | MASTR Asset Backed Securities Trust | 57643LFN1 | Apr 2024 | 389,184 | $369K | 0.04% | ABS-MBS |
| 317 | Freddie Mac | 3137F5BX6 | Apr 2024 | 377,379 | $367K | 0.04% | ABS-MBS |
| 318 | MEXICAN UDIBONOS | 000000000 | Apr 2024 | 6,748,317 | $365K | 0.04% | DBT |
| 319 | Veros Auto Receivables Trust | 924933AA2 | Apr 2024 | 362,665 | $364K | 0.04% | ABS-O |
| 320 | SANTANDER HOLDINGS USA | 80282KBC9 | Apr 2024 | 400,000 | $362K | 0.04% | DBT |
| 321 | Freddie Mac | 3132DWG80 | Apr 2024 | 380,568 | $361K | 0.04% | ABS-MBS |
| 322 | Fannie Mae | 3138WE6W4 | Apr 2024 | 390,995 | $358K | 0.04% | ABS-MBS |
| 323 | ChaseFlex Trust | 16165WAA4 | Apr 2024 | 386,377 | $358K | 0.04% | ABS-MBS |
| 324 | STIFEL FINANCIAL CORP | 860630AG7 | Apr 2024 | 400,000 | $358K | 0.04% | DBT |
| 325 | Freddie Mac | 3137BPPH6 | Apr 2024 | 354,445 | $353K | 0.04% | ABS-MBS |
| 326 | BRITISH AIR 18-1 AA PTT | 11042TAA1 | Apr 2024 | 372,323 | $346K | 0.04% | DBT |
| 327 | FAIRFAX FINL HLDGS LTD | 303901BJ0 | Apr 2024 | 400,000 | $342K | 0.04% | DBT |
| 328 | LoanCore 2021-CRE5 Issuer, Ltd | 53947XAA0 | Apr 2024 | 328,525 | $328K | 0.04% | ABS-CBDO |
| 329 | AMERICAN TOWER CORP | 03027XBC3 | Apr 2024 | 400,000 | $326K | 0.04% | DBT |
| 330 | BRITISH AIR 19-1 A PTT | 11043XAB9 | Apr 2024 | 352,661 | $324K | 0.04% | DBT |
| 331 | ILLUMINA INC | 452327AM1 | Apr 2024 | 400,000 | $322K | 0.04% | DBT |
| 332 | Hospitality Mortgage Trust | 40443RAA9 | Apr 2024 | 314,405 | $313K | 0.03% | ABS-MBS |
| 333 | New Residential Mortgage Loan Trust | 64828XAA1 | Apr 2024 | 336,001 | $310K | 0.03% | ABS-MBS |
| 334 | CANTOR FITZGERALD LP | 138616AM9 | Apr 2024 | 300,000 | $304K | 0.03% | DBT |
| 335 | UBS GROUP AG | 225401BC1 | Apr 2024 | 300,000 | $304K | 0.03% | DBT |
| 336 | ALLY FINANCIAL INC | 02005NBU3 | Apr 2024 | 300,000 | $303K | 0.03% | DBT |
| 337 | KBC GROUP NV | 48241FAC8 | Apr 2024 | 300,000 | $303K | 0.03% | DBT |
| 338 | ING GROEP NV | 456837BH5 | Apr 2024 | 300,000 | $302K | 0.03% | DBT |
| 339 | BANK OF AMERICA CORP | 06051GLV9 | Apr 2024 | 300,000 | $301K | 0.03% | DBT |
| 340 | BOEING CO | 097023DJ1 | Apr 2024 | 300,000 | $301K | 0.03% | DBT |
| 341 | MORGAN STANLEY | 61747YFP5 | Apr 2024 | 300,000 | $300K | 0.03% | DBT |
| 342 | Octagon Loan Funding Ltd | 67590RAY1 | Apr 2024 | 300,000 | $300K | 0.03% | ABS-CBDO |
| 343 | DOC DR LLC | 71951QAB8 | Apr 2024 | 315,000 | $298K | 0.03% | DBT |
| 344 | BARCLAYS PLC | 06738ECR4 | Apr 2024 | 300,000 | $296K | 0.03% | DBT |
| 345 | GLENCORE FUNDING LLC | 378272BL1 | Apr 2024 | 300,000 | $295K | 0.03% | DBT |
| 346 | CHENIERE ENERGY INC | 16411RAL3 | Apr 2024 | 300,000 | $294K | 0.03% | DBT |
| 347 | TPG OPERATING GROUP II | 872652AA0 | Apr 2024 | 300,000 | $293K | 0.03% | DBT |
| 348 | APPALACHIAN POWER CO | 037735DB0 | Apr 2024 | 300,000 | $291K | 0.03% | DBT |
| 349 | Texas Natural Gas Securitization Finance Corp | 88258MAA3 | Apr 2024 | 291,012 | $288K | 0.03% | DBT |
| 350 | SPIRIT AIR 2017-1 PTT A | 84858XAA2 | Apr 2024 | 336,401 | $288K | 0.03% | DBT |
| 351 | Woodside Finance Ltd | 980236AQ6 | Apr 2024 | 300,000 | $285K | 0.03% | DBT |
| 352 | Panama Government International Bonds | 698299BW3 | Apr 2024 | 300,000 | $282K | 0.03% | DBT |
| 353 | LCH Limited | 000000000 | Apr 2024 | 6,400,000 | $282K | 0.03% | DIR |
| 354 | BMW Canada Auto Trust | 05570XCG9 | Apr 2024 | 387,340 | $281K | 0.03% | ABS-O |
| 355 | AVOLON HOLDINGS FNDG LTD | 05401AAR2 | Apr 2024 | 318,000 | $280K | 0.03% | DBT |
| 356 | HCA INC | 404119BX6 | Apr 2024 | 300,000 | $279K | 0.03% | DBT |
| 357 | Alba Plc | 000000000 | Apr 2024 | 226,635 | $279K | 0.03% | ABS-MBS |
| 358 | ROMANIA | 000000000 | Apr 2024 | 400,000 | $279K | 0.03% | DBT |
| 359 | Santander Drive Auto Receivables Trust | 80287JAB0 | Apr 2024 | 269,659 | $270K | 0.03% | ABS-O |
| 360 | CHENIERE ENERGY PARTNERS | 16411QAK7 | Apr 2024 | 300,000 | $268K | 0.03% | DBT |
| 361 | Eurosail Plc | 000000000 | Apr 2024 | 209,307 | $261K | 0.03% | ABS-MBS |
| 362 | TBW Mortgage Backed Pass Through Certificates | 87804AAA0 | Apr 2024 | 642,211 | $260K | 0.03% | ABS-MBS |
| 363 | LCH Limited | 000000000 | Apr 2024 | 8,600,000 | $260K | 0.03% | DIR |
| 364 | Options Clearing Corp. | 000000000 | Apr 2024 | 180 | $257K | 0.03% | DE |
| 365 | Marble Point CLO X LTD | 566061AL1 | Apr 2024 | 256,753 | $257K | 0.03% | ABS-CBDO |
| 366 | MEXICAN UDIBONOS | 000000000 | Apr 2024 | 4,878,302 | $253K | 0.03% | DBT |
| 367 | HGI CRE CLO Ltd | 403950AA6 | Apr 2024 | 250,000 | $250K | 0.03% | ABS-CBDO |
| 368 | UBS GROUP AG | 902613AX6 | Apr 2024 | 250,000 | $245K | 0.03% | DBT |
| 369 | LCH Limited | 000000000 | Apr 2024 | 2,800,000 | $244K | 0.03% | DIR |
| 370 | Start Ltd. | 85573LAA9 | Apr 2024 | 253,937 | $237K | 0.03% | ABS-O |
| 371 | Goldman Sachs Bank USA | 000000000 | Apr 2024 | 1 | $236K | 0.03% | DFE |
| 372 | Fannie Mae | 3138WFCL8 | Apr 2024 | 257,625 | $236K | 0.03% | ABS-MBS |
| 373 | ARIZONA PUBLIC SERVICE | 040555DC5 | Apr 2024 | 400,000 | $226K | 0.02% | DBT |
| 374 | Countrywide Alternative Loan Trust | 02149MAS8 | Apr 2024 | 626,648 | $224K | 0.02% | ABS-MBS |
| 375 | Eurosail Plc | 29880YAJ8 | Apr 2024 | 177,106 | $221K | 0.02% | ABS-MBS |
| 376 | Alabama Power Co | 010392FR4 | Apr 2024 | 300,000 | $220K | 0.02% | DBT |
| 377 | JT INTL FIN SERVICES BV | 480914AA8 | Apr 2024 | 200,000 | $216K | 0.02% | DBT |
| 378 | UBS GROUP AG | 000000000 | Apr 2024 | 200,000 | $214K | 0.02% | DBT |
| 379 | Credit Suisse Mortgage Trust | 12597XAC5 | Apr 2024 | 214,412 | $212K | 0.02% | ABS-MBS |
| 380 | Fannie Mae | 3140X7SQ3 | Apr 2024 | 232,978 | $211K | 0.02% | ABS-MBS |
| 381 | United States Treasury | 912810RU4 | Apr 2024 | 290,000 | $210K | 0.02% | DBT |
| 382 | FORD MOTOR CREDIT CO LLC | 345397C35 | Apr 2024 | 200,000 | $207K | 0.02% | DBT |
| 383 | UBS AG LONDON | 902674ZW3 | Apr 2024 | 200,000 | $201K | 0.02% | DBT |
| 384 | BOEING CO | 097023DM4 | Apr 2024 | 200,000 | $201K | 0.02% | DBT |
| 385 | JP Morgan Mortgage Acquisition Corp | 46628TAA9 | Apr 2024 | 236,101 | $199K | 0.02% | ABS-MBS |
| 386 | SMITH & NEPHEW PLC | 83192PAC2 | Apr 2024 | 200,000 | $198K | 0.02% | DBT |
| 387 | DAE FUNDING LLC | 23371DAJ3 | Apr 2024 | 200,000 | $197K | 0.02% | DBT |
| 388 | NORTHERN STAR RESOU | 66573RAA6 | Apr 2024 | 200,000 | $197K | 0.02% | DBT |
| 389 | Uropa Securities plc | 000000000 | Apr 2024 | 162,381 | $197K | 0.02% | ABS-MBS |
| 390 | BANK OF AMERICA CORP | 06051GLG2 | Apr 2024 | 200,000 | $197K | 0.02% | DBT |
| 391 | SUN COMMUNITIES OPER LP | 866677AK3 | Apr 2024 | 200,000 | $197K | 0.02% | DBT |
| 392 | Eurosail Plc | 000000000 | Apr 2024 | 157,014 | $195K | 0.02% | ABS-MBS |
| 393 | BECTON DICKINSON & CO | 075887CR8 | Apr 2024 | 200,000 | $195K | 0.02% | DBT |
| 394 | LLOYDS BANKING GROUP PLC | 53944YAX1 | Apr 2024 | 200,000 | $195K | 0.02% | DBT |
| 395 | Pennsylvania Higher Education Assistance Agency | 69343VAA0 | Apr 2024 | 193,805 | $193K | 0.02% | ABS-O |
| 396 | REPUBLIC OF POLAND | 731011AY8 | Apr 2024 | 200,000 | $192K | 0.02% | DBT |
| 397 | Lazard Group LLC | 52107QAK1 | Apr 2024 | 200,000 | $188K | 0.02% | DBT |
| 398 | BOOZ ALLEN HAMILTON INC | 09951LAA1 | Apr 2024 | 200,000 | $185K | 0.02% | DBT |
| 399 | WYNN MACAU LTD | 98313RAH9 | Apr 2024 | 200,000 | $184K | 0.02% | DBT |
| 400 | APPALACHIAN POWER CO | 037735DA2 | Apr 2024 | 200,000 | $182K | 0.02% | DBT |
| 401 | LCH Limited | 000000000 | Apr 2024 | 4,200,000 | $180K | 0.02% | DIR |
| 402 | AKER BP ASA | 00973RAJ2 | Apr 2024 | 200,000 | $178K | 0.02% | DBT |
| 403 | AEP TEXAS INC | 00108WAQ3 | Apr 2024 | 200,000 | $176K | 0.02% | DBT |
| 404 | REPUBLIC OF PERU | 715638BY7 | Apr 2024 | 700,000 | $175K | 0.02% | DBT |
| 405 | FORD MOTOR CREDIT CO LLC | 345397B93 | Apr 2024 | 200,000 | $173K | 0.02% | DBT |
| 406 | Bank of America NA | 000000000 | Apr 2024 | 1 | $165K | 0.02% | DFE |
| 407 | EPR PROPERTIES | 26884UAG4 | Apr 2024 | 200,000 | $162K | 0.02% | DBT |
| 408 | SOUTHERN CAL EDISON | 842400FV0 | Apr 2024 | 200,000 | $155K | 0.02% | DBT |
| 409 | SOUTHERN CAL EDISON | 842400FW8 | Apr 2024 | 200,000 | $152K | 0.02% | DBT |
| 410 | Fannie Mae | 3140HNTT9 | Apr 2024 | 166,283 | $151K | 0.02% | ABS-MBS |
| 411 | Fannie Mae | 3136A8V72 | Apr 2024 | 148,613 | $148K | 0.02% | ABS-MBS |
| 412 | LCH Limited | 000000000 | Apr 2024 | 2,800,000 | $148K | 0.02% | DIR |
| 413 | WAMU Mortgage Pass-Through Certificates | 92925CBA9 | Apr 2024 | 148,668 | $144K | 0.02% | ABS-MBS |
| 414 | Peru Government International Bonds | 715638DS8 | Apr 2024 | 200,000 | $141K | 0.02% | DBT |
| 415 | ALASKA AIRLINES 2020 TR | 01166VAA7 | Apr 2024 | 145,128 | $141K | 0.02% | DBT |
| 416 | Freddie Mac | 3132DWF73 | Apr 2024 | 137,717 | $137K | 0.01% | ABS-MBS |
| 417 | IndyMac INDX Mortgage Loan Trust | 45660LMF3 | Apr 2024 | 207,416 | $135K | 0.01% | ABS-MBS |
| 418 | Countrywide Asset-Backed Certificates | 12668HAA8 | Apr 2024 | 137,465 | $126K | 0.01% | ABS-O |
| 419 | Angel Oak Mortgage Trust | 03464LAA4 | Apr 2024 | 134,101 | $124K | 0.01% | ABS-MBS |
| 420 | SMB Private Education Loan Trust | 78449GAC3 | Apr 2024 | 119,715 | $120K | 0.01% | ABS-O |
| 421 | AMER AIRLINE 16-3 A PTT | 023771S25 | Apr 2024 | 129,547 | $115K | 0.01% | DBT |
| 422 | LCH Limited | 000000000 | Apr 2024 | 2,100,000 | $112K | 0.01% | DIR |
| 423 | AMER AIRLN 15-1 A PTT | 023770AA8 | Apr 2024 | 115,052 | $108K | 0.01% | DBT |
| 424 | REPUBLIC OF TURKIYE | 000000000 | Apr 2024 | 100,000 | $107K | 0.01% | DBT |
| 425 | BOEING CO | 097023DL6 | Apr 2024 | 100,000 | $101K | 0.01% | DBT |
| 426 | BOEING CO | 097023DK8 | Apr 2024 | 100,000 | $100K | 0.01% | DBT |
| 427 | BOEING CO | 097023DH5 | Apr 2024 | 100,000 | $100K | 0.01% | DBT |
| 428 | BOEING CO | 097023DN2 | Apr 2024 | 100,000 | $100K | 0.01% | DBT |
| 429 | PIONEER NATURAL RESOURCE | 723787AV9 | Apr 2024 | 100,000 | $99K | 0.01% | DBT |
| 430 | LOUISVILLE GAS & ELEC | 546676AZ0 | Apr 2024 | 100,000 | $99K | 0.01% | DBT |
| 431 | DTE ELECTRIC CO | 23338VAS5 | Apr 2024 | 100,000 | $98K | 0.01% | DBT |
| 432 | Countrywide Alternative Loan Trust | 12668AZ65 | Apr 2024 | 138,600 | $98K | 0.01% | ABS-MBS |
| 433 | DTE ENERGY CO | 233331BK2 | Apr 2024 | 100,000 | $98K | 0.01% | DBT |
| 434 | REPUBLIC OF POLAND | 731011AX0 | Apr 2024 | 100,000 | $97K | 0.01% | DBT |
| 435 | ESSENTIAL UTILITIES INC | 29670GAH5 | Apr 2024 | 100,000 | $96K | 0.01% | DBT |
| 436 | ALEXANDRIA REAL ESTATE E | 015271AG4 | Apr 2024 | 100,000 | $95K | 0.01% | DBT |
| 437 | Osaka Exchange | 000000000 | Apr 2024 | -13 | $93K | 0.01% | DIR |
| 438 | Fannie Mae | 3136A35Q0 | Apr 2024 | 90,903 | $91K | 0.01% | ABS-MBS |
| 439 | GOODMAN US FIN FIVE LLC | 38239PAA5 | Apr 2024 | 100,000 | $90K | 0.01% | DBT |
| 440 | BROADCOM INC | 11135FBL4 | Apr 2024 | 100,000 | $83K | 0.01% | DBT |
| 441 | Government National Mortgage Association | 38375UCK4 | Apr 2024 | 80,618 | $81K | 0.01% | ABS-MBS |
| 442 | COPT DEFENSE PROP LP | 22003BAM8 | Apr 2024 | 100,000 | $80K | 0.01% | DBT |
| 443 | LCH Limited | 000000000 | Apr 2024 | 5,100,000 | $79K | 0.01% | DIR |
| 444 | HIGHWOODS REALTY LP | 431282AT9 | Apr 2024 | 100,000 | $78K | 0.01% | DBT |
| 445 | LCH Limited | 000000000 | Apr 2024 | 1,300,000 | $73K | 0.01% | DIR |
| 446 | HarborView Mortgage Loan Trust | 41161PMX8 | Apr 2024 | 95,381 | $70K | 0.01% | ABS-MBS |
| 447 | United States Treasury | 912810RZ3 | Apr 2024 | 100,000 | $70K | 0.01% | DBT |
| 448 | MEXICAN UDIBONOS | 000000000 | Apr 2024 | 1,300,880 | $69K | 0.01% | DBT |
| 449 | AMER AIRLINE 17-1 A PTT | 02378AAA5 | Apr 2024 | 66,250 | $60K | 0.01% | DBT |
| 450 | Countrywide Alternative Loan Trust | 12668ARS6 | Apr 2024 | 107,127 | $59K | 0.01% | ABS-MBS |
| 451 | Freddie Mac | 3131Y0WZ1 | Apr 2024 | 64,376 | $58K | 0.01% | ABS-MBS |
| 452 | Fannie Mae | 3140Q94R1 | Apr 2024 | 50,505 | $46K | 0.00% | ABS-MBS |
| 453 | Bank of America NA | 000000000 | Apr 2024 | 1 | $45K | 0.00% | DFE |
| 454 | Freddiemac Strip | 31325UUE4 | Apr 2024 | 636,276 | $45K | 0.00% | ABS-MBS |
| 455 | Citibank NA | 000000000 | Apr 2024 | 1 | $44K | 0.00% | DFE |
| 456 | Freddie Mac | 3132DV4Y8 | Apr 2024 | 45,993 | $41K | 0.00% | ABS-MBS |
| 457 | Goldman Sachs Bank USA | 000000000 | Apr 2024 | 1 | $41K | 0.00% | DFE |
| 458 | Fannie Mae | 3140Q9HQ9 | Apr 2024 | 44,015 | $40K | 0.00% | ABS-MBS |
| 459 | ENERGY TRANSFER LP | 29273RBG3 | Apr 2024 | 40,000 | $39K | 0.00% | DBT |
| 460 | Goldman Sachs Bank USA | 000000000 | Apr 2024 | 1 | $35K | 0.00% | DFE |
| 461 | MORGAN STANLEY CCP MORGAN STANLEY CCP CCMSCZUS2 | 000000000 | Apr 2024 | 35,000 | $35K | 0.00% | STIV |
| 462 | Freddie Mac | 3131Y95C3 | Apr 2024 | 38,195 | $35K | 0.00% | ABS-MBS |
| 463 | PACIFIC GAS & ELECTRIC | 694308HM2 | Apr 2024 | 30,000 | $29K | 0.00% | DBT |
| 464 | Barclays Bank PLC | 000000000 | Apr 2024 | 1 | $29K | 0.00% | DFE |
| 465 | Barclays Bank PLC | 000000000 | Apr 2024 | 1 | $29K | 0.00% | DFE |
| 466 | Goldman Sachs Bank USA | 000000000 | Apr 2024 | 1 | $26K | 0.00% | DFE |
| 467 | Goldman Sachs Bank USA | 000000000 | Apr 2024 | 1 | $25K | 0.00% | DFE |
| 468 | Morgan Stanley Capital Inc | 61744CPK6 | Apr 2024 | 25,354 | $25K | 0.00% | ABS-MBS |
| 469 | Countrywide Asset-Backed Certificates | 23245CAD2 | Apr 2024 | 25,517 | $25K | 0.00% | ABS-O |
| 470 | Fannie Mae | 3140MS7E9 | Apr 2024 | 23,324 | $20K | 0.00% | ABS-MBS |
| 471 | Freddie Mac | 3137BPS83 | Apr 2024 | 354,445 | $19K | 0.00% | ABS-MBS |
| 472 | Intercontinental Exchange, Inc. | 000000000 | Apr 2024 | 800,000 | $17K | 0.00% | DCR |
| 473 | Barclays Bank PLC | 000000000 | Apr 2024 | 1 | $16K | 0.00% | DFE |
| 474 | Goldman Sachs Bank USA | 000000000 | Apr 2024 | 1 | $15K | 0.00% | DFE |
| 475 | Barclays Bank PLC | 000000000 | Apr 2024 | 1 | $14K | 0.00% | DFE |
| 476 | Barclays Bank PLC | 000000000 | Apr 2024 | 1 | $12K | 0.00% | DFE |
| 477 | Goldman Sachs Bank USA | 000000000 | Apr 2024 | 1 | $10K | 0.00% | DFE |
| 478 | Citibank NA | 000000000 | Apr 2024 | 1 | $10K | 0.00% | DFE |
| 479 | Woodside Finance Ltd | 980236AM5 | Apr 2024 | 10,000 | $10K | 0.00% | DBT |
| 480 | HarborView Mortgage Loan Trust | 41162DAF6 | Apr 2024 | 11,307 | $10K | 0.00% | ABS-MBS |
| 481 | Elevation CLO Ltd | 28622QAB7 | Apr 2024 | 8,788 | $9K | 0.00% | ABS-CBDO |
| 482 | MortgageIT Trust | 61915RAA4 | Apr 2024 | 9,032 | $9K | 0.00% | ABS-MBS |
| 483 | American Home Mortgage Assets | 02660UAK6 | Apr 2024 | 9,889 | $8K | 0.00% | ABS-MBS |
| 484 | Fannie Mae | 3136ACHM6 | Apr 2024 | 217,349 | $8K | 0.00% | ABS-MBS |
| 485 | Barclays Bank PLC | 000000000 | Apr 2024 | 1 | $8K | 0.00% | DFE |
| 486 | Citibank NA | 000000000 | Apr 2024 | 1 | $6K | 0.00% | DFE |
| 487 | Freddie Mac | 3131Y2UM8 | Apr 2024 | 5,606 | $5K | 0.00% | ABS-MBS |
| 488 | MidOcean Credit CLO | 59863KAS6 | Apr 2024 | 4,961 | $5K | 0.00% | ABS-CBDO |
| 489 | LCH Limited | 000000000 | Apr 2024 | 3,300,000 | $5K | 0.00% | DIR |
| 490 | LCH Limited | 000000000 | Apr 2024 | 1,100,000 | $5K | 0.00% | DIR |
| 491 | Citibank NA | 000000000 | Apr 2024 | 1 | $3K | 0.00% | DFE |
| 492 | Citibank NA | 000000000 | Apr 2024 | 1 | $3K | 0.00% | DFE |
| 493 | Fannie Mae | 3140Q9NL3 | Apr 2024 | 2,868 | $3K | 0.00% | ABS-MBS |
| 494 | Bank of America NA | 000000000 | Apr 2024 | 1 | $1K | 0.00% | DFE |
| 495 | Citibank NA | 000000000 | Apr 2024 | 1 | $938 | 0.00% | DFE |
| 496 | Bank of America NA | 000000000 | Apr 2024 | 1 | $460 | 0.00% | DFE |
| 497 | Bank of America NA | 000000000 | Apr 2024 | 1 | $382 | 0.00% | DFE |
| 498 | Barclays Bank PLC | 000000000 | Apr 2024 | 1 | $100 | 0.00% | DFE |
| 499 | Citibank NA | 000000000 | Apr 2024 | 1 | $70 | 0.00% | DFE |
| 500 | Citibank NA | 000000000 | Apr 2024 | -100,000 | $-0 | 0.00% | DIR |
| 501 | Citibank NA | 000000000 | Apr 2024 | -1,000,000 | $-0 | 0.00% | DIR |
| 502 | Morgan Stanley & Co. LLC | 000000000 | Apr 2024 | -400,000 | $-4 | 0.00% | DIR |
| 503 | Barclays Bank PLC | 000000000 | Apr 2024 | 1 | $-5 | -0.00% | DFE |
| 504 | Chicago Board of Trade | 000000000 | Apr 2024 | -4 | $-94 | -0.00% | DIR |
| 505 | Goldman Sachs Bank USA | 000000000 | Apr 2024 | -1,100,000 | $-308 | -0.00% | DIR |
| 506 | Bank of America NA | 000000000 | Apr 2024 | -2,100,000 | $-504 | -0.00% | DIR |
| 507 | Goldman Sachs Bank USA | 000000000 | Apr 2024 | -1,100,000 | $-1020 | -0.00% | DIR |
| 508 | Citibank NA | 000000000 | Apr 2024 | -100,000 | $-1429 | -0.00% | DIR |
| 509 | Citibank NA | 000000000 | Apr 2024 | 1 | $-1697 | -0.00% | DFE |
| 510 | Barclays Bank PLC | 000000000 | Apr 2024 | 1 | $-3371 | -0.00% | DFE |
| 511 | Morgan Stanley & Co. LLC | 000000000 | Apr 2024 | -400,000 | $-3689 | -0.00% | DIR |
| 512 | Bank of America NA | 000000000 | Apr 2024 | 1 | $-3988 | -0.00% | DFE |
| 513 | Goldman Sachs Bank USA | 000000000 | Apr 2024 | -1,100,000 | $-4195 | -0.00% | DIR |
| 514 | Chicago Board of Trade | 000000000 | Apr 2024 | -4 | $-4344 | -0.00% | DIR |
| 515 | Chicago Mercantile Exchange | 000000000 | Apr 2024 | 1,100,000 | $-6060 | -0.00% | DIR |
| 516 | LCH Limited | 000000000 | Apr 2024 | 200,000 | $-6392 | -0.00% | DIR |
| 517 | Citibank NA | 000000000 | Apr 2024 | -1,000,000 | $-6799 | -0.00% | DIR |
| 518 | Goldman Sachs Bank USA | 000000000 | Apr 2024 | 1 | $-7370 | -0.00% | DFE |
| 519 | LCH Limited | 000000000 | Apr 2024 | 800,000 | $-7471 | -0.00% | DIR |
| 520 | Barclays Bank PLC | 000000000 | Apr 2024 | 1 | $-7668 | -0.00% | DFE |
| 521 | Goldman Sachs Bank USA | 000000000 | Apr 2024 | -1,100,000 | $-7763 | -0.00% | DIR |
| 522 | LCH Limited | 000000000 | Apr 2024 | 200,000 | $-8584 | -0.00% | DIR |
| 523 | LCH Limited | 000000000 | Apr 2024 | 900,000 | $-10697 | -0.00% | DIR |
| 524 | Bank of America NA | 000000000 | Apr 2024 | -2,100,000 | $-11240 | -0.00% | DIR |
| 525 | LCH Limited | 000000000 | Apr 2024 | 1,000,000 | $-13043 | -0.00% | DIR |
| 526 | Goldman Sachs Bank USA | 000000000 | Apr 2024 | 1 | $-15789 | -0.00% | DFE |
| 527 | LCH Limited | 000000000 | Apr 2024 | 200,000 | $-16239 | -0.00% | DIR |
| 528 | LCH Limited | 000000000 | Apr 2024 | 800,000 | $-16644 | -0.00% | DIR |
| 529 | LCH Limited | 000000000 | Apr 2024 | 1,000,000 | $-18576 | -0.00% | DIR |
| 530 | LCH Limited | 000000000 | Apr 2024 | 400,000 | $-22065 | -0.00% | DIR |
| 531 | LCH Limited | 000000000 | Apr 2024 | 200,000 | $-22712 | -0.00% | DIR |
| 532 | Citibank NA | 000000000 | Apr 2024 | 1 | $-23927 | -0.00% | DFE |
| 533 | Barclays Bank PLC | 000000000 | Apr 2024 | 1 | $-27851 | -0.00% | DFE |
| 534 | LCH Limited | 000000000 | Apr 2024 | 1,700,000 | $-29932 | -0.00% | DIR |
| 535 | LCH Limited | 000000000 | Apr 2024 | 1,100,000 | $-31064 | -0.00% | DIR |
| 536 | Chicago Board of Trade | 000000000 | Apr 2024 | 41 | $-32079 | -0.00% | DIR |
| 537 | Bank of America NA | 000000000 | Apr 2024 | 1 | $-35616 | -0.00% | DFE |
| 538 | Bank of America NA | 000000000 | Apr 2024 | 1 | $-44798 | -0.00% | DFE |
| 539 | LCH Limited | 000000000 | Apr 2024 | 6,800,000 | $-45094 | -0.00% | DIR |
| 540 | LCH Limited | 000000000 | Apr 2024 | 8,100,000 | $-51178 | -0.01% | DIR |
| 541 | LCH Limited | 000000000 | Apr 2024 | 1,200,000 | $-57360 | -0.01% | DIR |
| 542 | LCH Limited | 000000000 | Apr 2024 | 15,200,000 | $-70336 | -0.01% | DIR |
| 543 | LCH Limited | 000000000 | Apr 2024 | 3,400,000 | $-70648 | -0.01% | DIR |
| 544 | The Montreal Exchange / Bourse De Montreal | 000000000 | Apr 2024 | 49 | $-96368 | -0.01% | DIR |
| 545 | Bank of America NA | 000000000 | Apr 2024 | 1 | $-156269 | -0.02% | DFE |
| 546 | Chicago Board of Trade | 000000000 | Apr 2024 | 86 | $-168082 | -0.02% | DIR |
| 547 | Chicago Board of Trade | 000000000 | Apr 2024 | 91 | $-171456 | -0.02% | DIR |
| 548 | Chicago Mercantile Exchange | 000000000 | Apr 2024 | 42,400,000 | $-235113 | -0.03% | DIR |
| 549 | GOLDMAN GLM CASH COLL | 000000000 | Apr 2024 | -260,000 | $-260000 | -0.03% | STIV |
| 550 | Chicago Mercantile Exchange | 000000000 | Apr 2024 | 46,500,000 | $-261872 | -0.03% | DIR |
| 551 | Natwest Markets Securities Inc. | 000000000 | Apr 2024 | -624,000 | $-624000 | -0.07% | RA |
| 552 | JPMorgan Securities LLC | 000000000 | Apr 2024 | -766,000 | $-766000 | -0.08% | RA |
| 553 | BofA Securities, Inc. | 000000000 | Apr 2024 | -1,299,000 | $-1299000 | -0.14% | RA |
| 554 | BofA Securities, Inc. | 000000000 | Apr 2024 | -1,729,000 | $-1729000 | -0.19% | RA |
| 555 | JPMorgan Securities LLC | 000000000 | Apr 2024 | -1,826,375 | $-1826375 | -0.20% | RA |
| 556 | Natwest Markets Securities Inc. | 000000000 | Apr 2024 | -2,528,500 | $-2528500 | -0.28% | RA |
| 557 | BofA Securities, Inc. | 000000000 | Apr 2024 | -2,603,250 | $-2603250 | -0.28% | RA |
| 558 | Chicago Mercantile Exchange | 000000000 | Apr 2024 | 453 | $-2688713 | -0.29% | DE |
| 559 | BofA Securities, Inc. | 000000000 | Apr 2024 | -2,759,000 | $-2759000 | -0.30% | RA |
| 560 | BofA Securities, Inc. | 000000000 | Apr 2024 | -3,528,000 | $-3528000 | -0.38% | RA |
| 561 | ICE Futures U.S., Inc. | 000000000 | Apr 2024 | 1,231 | $-3911807 | -0.43% | DE |
| 562 | BofA Securities, Inc. | 000000000 | Apr 2024 | -9,033,375 | $-9033375 | -0.98% | RA |
| 563 | Chicago Mercantile Exchange | 000000000 | Apr 2024 | 1,497 | $-10266428 | -1.12% | DE |
| 564 | BofA Securities, Inc. | 000000000 | Apr 2024 | -10,765,925 | $-10765925 | -1.17% | RA |
| 565 | JPMorgan Securities LLC | 000000000 | Apr 2024 | -16,314,375 | $-16314375 | -1.78% | RA |
| 566 | JPMorgan Securities LLC | 000000000 | Apr 2024 | -28,113,750 | $-28113750 | -3.06% | RA |