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Holdings (Monthly) Guide ↗

LVIP PIMCO Low Duration Bond Fund

· Lincoln Variable Insurance Products Trust
Monthly Holdings $1.2B AUM 601 positions Period Mar 2026 Filed May 18, 2026 EDGAR ↗ ← All Funds
# Name Ticker Since Shares Value % Port Cat
1 UMBS, TBA 01F060659 Mar 2026 114,500,000 $116.6M 13.53% ABS-MBS
2 UMBS, TBA 01F050650 Mar 2026 43,400,000 $42.7M 4.96% ABS-MBS
3 JPMorgan Securities LLC 000000000 Jun 2022 14,300,000 $14.3M 1.66% RA
4 Phillips 66 71855BDQ2 Mar 2026 13,100,000 $13.1M 1.52% STIV
5 Fannie Mae 3136BVKH0 Mar 2026 9,418,837 $9.5M 1.10% ABS-MBS
6 JPMORGAN CHASE & CO 46647PCF1 Mar 2026 9,300,000 $9.3M 1.08% DBT
7 Freddie Mac 3137HKEX8 Mar 2026 9,098,624 $9.2M 1.06% ABS-MBS
8 ALGONQUIN PWR & UTILITY 015857AF2 Mar 2026 8,800,000 $8.8M 1.02% DBT
9 SANTANDER HOLDINGS USA 80282KAZ9 Mar 2026 8,800,000 $8.7M 1.02% DBT
10 HCA INC 404121AH8 Mar 2026 8,700,000 $8.7M 1.01% DBT
11 Jones Lang LaSalle Finance BV 48002BD90 Mar 2026 8,700,000 $8.7M 1.01% STIV
12 NextEra Energy Capital Holdings Inc 65339NDL5 Mar 2026 8,700,000 $8.7M 1.01% STIV
13 Alimentation Couche-Tard Inc 01626VDM2 Mar 2026 8,700,000 $8.7M 1.01% STIV
14 Fannie Mae 3140Q1EY2 Mar 2026 8,700,000 $8.6M 1.00% ABS-MBS
15 TORONTO-DOMINION BANK 89115KAK6 Mar 2026 8,200,000 $8.1M 0.95% DBT
16 JTI Financial Services North America LLC 48130PEL6 Mar 2026 8,100,000 $8.1M 0.94% STIV
17 Toyota Lease Owner Trust 89239NAD7 Mar 2026 8,000,000 $8.0M 0.93% ABS-O
18 HPEFS Equipment Trust 442927AB5 Mar 2026 8,000,000 $8.0M 0.93% ABS-O
19 LETRA TESOURO NACIONAL 000000000 Jun 2022 41,600,000 $7.8M 0.90% DBT
20 Avis Budget Rental Car Funding AESOP LLC 05377RHL1 Mar 2026 7,600,000 $7.7M 0.90% ABS-O
21 AMERICAN TOWER CORP 03027XBL3 Mar 2026 7,400,000 $7.4M 0.86% DBT
22 Government National Mortgage Association 38383KFR8 Mar 2026 7,220,810 $7.3M 0.85% ABS-MBS
23 AMERICAN HONDA FINANCE 02665WGM7 Mar 2026 7,200,000 $7.2M 0.84% DBT
24 LETRA TESOURO NACIONAL 000000000 Jun 2022 37,000,000 $6.7M 0.78% DBT
25 NATWEST MARKETS PLC 63906YAV0 Mar 2026 6,500,000 $6.5M 0.76% DBT
26 PSP CAPITAL INC 000000000 Jun 2022 6,500,000 $6.5M 0.76% DBT
27 CROWN CASTLE INC 22822VAC5 Mar 2026 6,500,000 $6.5M 0.75% DBT
28 Fannie Mae 3136G5JT8 Mar 2026 6,500,000 $6.5M 0.75% ABS-MBS
29 GOLDMAN SACHS GROUP INC 38141GYM0 Mar 2026 6,400,000 $6.3M 0.73% DBT
30 WELLS FARGO & COMPANY 95000U3R2 Mar 2026 6,200,000 $6.2M 0.72% DBT
31 FORD MOTOR CREDIT CO LLC 345397F81 Mar 2026 6,200,000 $6.2M 0.72% DBT
32 REALKREDIT DANMARK 000000000 Jun 2022 39,700,000 $6.1M 0.70% DBT
33 Ford Credit Auto Owner Trust/Ford Credit 34535QAA3 Mar 2026 6,000,000 $6.1M 0.70% ABS-O
34 ROYAL BANK OF CANADA 78017DAE8 Mar 2026 6,000,000 $6.0M 0.70% DBT
35 F&G GLOBAL FUNDING 30321L2M3 Mar 2026 6,000,000 $5.9M 0.68% DBT
36 CONSTELLATION PHARMACEUTICAL 4 000000000 Jun 2022 5,602,407 $5.8M 0.68% DBT
37 HYUNDAI CAPITAL SERVICES 000000000 Jun 2022 5,500,000 $5.5M 0.64% DBT
38 NATIONAL BANK OF CANADA 63307A2Z7 Mar 2026 5,300,000 $5.3M 0.62% DBT
39 EAGLE FUNDING LUXCO SARL 26951TAA8 Mar 2026 5,200,000 $5.2M 0.61% DBT
40 CCWFSXUS7 BMO HARRIS MGCC COC 000000000 Jun 2022 5,220,000 $5.2M 0.61% STIV
41 Evergreen Credit Card Trust 30023JCZ9 Mar 2026 5,200,000 $5.2M 0.61% ABS-O
42 KSA SUKUK LTD 000000000 Jun 2022 5,100,000 $5.1M 0.60% DBT
43 Elevance Health Inc 28621BDD4 Mar 2026 5,100,000 $5.1M 0.59% STIV
44 Government National Mortgage Association 38381NNT1 Mar 2026 5,025,710 $5.1M 0.59% ABS-MBS
45 MV Credit Euro CLO 000000000 Jun 2022 4,400,000 $5.1M 0.59% ABS-CBDO
46 PFS Financing Corp. 69335PEY7 Mar 2026 5,000,000 $5.0M 0.58% ABS-O
47 ATHENE GLOBAL FUNDING 04685A4J7 Mar 2026 5,000,000 $5.0M 0.58% DBT
48 Citizens Auto Receivables Trust 17331KAE9 Mar 2026 4,735,000 $4.8M 0.56% ABS-O
49 GOLDMAN SACHS GROUP INC 38141GYR9 Mar 2026 4,700,000 $4.7M 0.55% DBT
50 LAS VEGAS SANDS CORP 517834AE7 Mar 2026 4,700,000 $4.7M 0.54% DBT
51 Freddie Mac 3137HKPJ7 Mar 2026 4,622,132 $4.6M 0.54% ABS-MBS
52 Towd Point Mortgage Trust 89176VAA0 Mar 2026 4,745,265 $4.6M 0.53% ABS-MBS
53 BARCLAYS PLC 06738ECP8 Mar 2026 4,500,000 $4.5M 0.53% DBT
54 Enterprise Fleet Financing LLC 29373NAB3 Mar 2026 4,500,000 $4.5M 0.52% ABS-O
55 NYO Commercial Mortgage Trust 62955HAA5 Jun 2022 4,500,000 $4.5M 0.52% ABS-MBS
56 Harvest CLO 000000000 Jun 2022 3,900,000 $4.5M 0.52% ABS-CBDO
57 Freddie Mac 3137HLEP3 Mar 2026 4,402,166 $4.4M 0.51% ABS-MBS
58 EQUITABLE FINANCIAL LIFE 29449WAR8 Mar 2026 4,375,000 $4.4M 0.51% DBT
59 Trinitas CLO Ltd 89640YBQ6 Mar 2026 4,400,000 $4.4M 0.51% ABS-CBDO
60 KKR Financial CLO Ltd 48251BBE9 Mar 2026 4,400,000 $4.4M 0.51% ABS-CBDO
61 HUNTINGTON INGALLS INDUS 446413BA3 Mar 2026 4,300,000 $4.4M 0.51% DBT
62 Bank of America Credit Card Trust 05522RDH8 Mar 2026 4,300,000 $4.3M 0.50% ABS-O
63 Wellfleet CLO Ltd 95023AAL4 Mar 2026 4,300,000 $4.3M 0.50% ABS-CBDO
64 Marble Point CLO XXIV Ltd 56607WAU2 Mar 2026 4,300,000 $4.3M 0.50% ABS-CBDO
65 Unity-Peace Park CLO, Ltd. 913318AL5 Mar 2026 4,300,000 $4.3M 0.50% ABS-CBDO
66 Barings Euro CLO 000000000 Jun 2022 3,700,000 $4.3M 0.49% ABS-CBDO
67 KKR FINANCIAL HOLDINGS 48248AAG3 Jun 2022 4,500,000 $4.2M 0.49% DBT
68 BAYER US FINANCE II LLC 07274NAL7 Mar 2026 4,200,000 $4.2M 0.48% DBT
69 ATHENE GLOBAL FUNDING 04685A3V1 Mar 2026 4,100,000 $4.1M 0.48% DBT
70 Constellation Energy Generation LLC 21038QD27 Mar 2026 4,100,000 $4.1M 0.48% STIV
71 Cars Alliance 000000000 Jun 2022 3,537,108 $4.1M 0.47% ABS-O
72 LAS VEGAS SANDS CORP 517834AJ6 Mar 2026 4,000,000 $4.1M 0.47% DBT
73 CarMax Auto Owner Trust 14319WAD8 Mar 2026 4,000,000 $4.0M 0.47% ABS-O
74 Trillium Credit Card Trust II 89621ACC1 Mar 2026 4,000,000 $4.0M 0.47% ABS-O
75 CARDS II Trust 14161GCM0 Mar 2026 4,000,000 $4.0M 0.47% ABS-O
76 OFSI Fund LTD 67115PAW5 Mar 2026 4,000,000 $4.0M 0.46% ABS-CBDO
77 Freddie Mac 3137HLSA1 Mar 2026 3,900,325 $3.9M 0.46% ABS-MBS
78 AIR LEASE CORP 00914AAR3 Mar 2026 3,920,000 $3.8M 0.45% DBT
79 Freddie Mac 3137HKP40 Mar 2026 3,832,346 $3.8M 0.45% ABS-MBS
80 Freddie Mac 3137AX2H5 Jun 2022 4,361,031 $3.7M 0.43% ABS-MBS
81 Nelnet Student Loan Trust 64035UAA6 Mar 2026 3,766,532 $3.7M 0.43% ABS-O
82 CarMax Auto Owner Trust 14318XAC9 Mar 2026 3,679,214 $3.7M 0.43% ABS-O
83 TELEFONICA EMISIONES SAU 87938WAT0 Mar 2026 3,700,000 $3.7M 0.43% DBT
84 MIZUHO FINANCIAL GROUP 60687YBP3 Mar 2026 3,700,000 $3.7M 0.43% DBT
85 Elevance Health Inc 28621BD10 Mar 2026 3,600,000 $3.6M 0.42% STIV
86 Fannie Mae 3136ABM83 Jun 2022 4,073,690 $3.6M 0.41% ABS-MBS
87 Hyundai Auto Lease Securitization Trust 44935WAD9 Mar 2026 3,500,000 $3.5M 0.41% ABS-O
88 VISTRA OPERATIONS CO LLC 92840VAT9 Mar 2026 3,500,000 $3.5M 0.41% DBT
89 Nelnet Student Loan Trust 64032BAA1 Mar 2026 3,524,354 $3.5M 0.41% ABS-O
90 AGL CLO 14, LTD. 00851WAL3 Mar 2026 3,500,000 $3.5M 0.41% ABS-CBDO
91 Dryden Senior Loan Fund 262487AJ0 Mar 2026 3,500,000 $3.5M 0.41% ABS-CBDO
92 Bain Capital Credit CLO, Limited 05684PAL0 Mar 2026 3,500,000 $3.5M 0.41% ABS-CBDO
93 Bain Capital Credit CLO Limited 05683TBA6 Mar 2026 3,500,000 $3.5M 0.41% ABS-CBDO
94 Ford Credit Auto Owner Trust/Ford Credit 34535CAA4 Mar 2026 3,400,000 $3.5M 0.40% ABS-O
95 Freddie Mac 3137H0VA3 Jun 2022 3,937,586 $3.4M 0.40% ABS-MBS
96 BENCHMARK Mortgage Trust 08162FAF0 Mar 2026 3,467,000 $3.4M 0.39% ABS-MBS
97 37 Capital CLO Ltd 88430TAQ4 Mar 2026 3,400,000 $3.4M 0.39% ABS-CBDO
98 MIZRAHI TEFAHOT BANK LTD 000000000 Jun 2022 3,400,000 $3.4M 0.39% DBT
99 SGSP AUSTRALIA ASSETS 000000000 Jun 2022 3,400,000 $3.4M 0.39% DBT
100 Hayfin Emerald CLO 000000000 Jun 2022 2,900,000 $3.3M 0.39% ABS-CBDO
101 MORGAN STANLEY 61747YFN0 Mar 2026 3,315,000 $3.3M 0.39% DBT
102 Honda Auto Receivables Owner Trust 43816DAC9 Mar 2026 3,300,000 $3.3M 0.38% ABS-O
103 FIRSTENERGY TRANSMISSION 33767BAG4 Mar 2026 3,300,000 $3.3M 0.38% DBT
104 Government National Mortgage Association 38382YN82 Mar 2026 3,275,227 $3.3M 0.38% ABS-MBS
105 Fannie Mae 3136BUEQ9 Mar 2026 3,276,194 $3.3M 0.38% ABS-MBS
106 LLOYDS BANKING GROUP PLC 53944YBG7 Mar 2026 3,300,000 $3.3M 0.38% DBT
107 Fannie Mae 3136BUQH6 Mar 2026 3,244,057 $3.3M 0.38% ABS-MBS
108 Fact SA 000000000 Jun 2022 2,784,289 $3.2M 0.37% ABS-O
109 SMB Private Education Loan Trust 831943AB1 Mar 2026 3,190,407 $3.2M 0.37% ABS-O
110 GA GLOBAL FUNDING TRUST 36143L2N4 Mar 2026 3,200,000 $3.2M 0.37% DBT
111 ING GROEP NV 456837AV5 Mar 2026 3,124,000 $3.1M 0.36% DBT
112 ROGERS COMMUNICATIONS IN 775109CG4 Mar 2026 3,100,000 $3.1M 0.36% DBT
113 BSREP Commercial Mortgage Trust 2021-DC 05591UAA5 Jun 2022 3,152,845 $3.0M 0.35% ABS-MBS
114 Carvana Auto Receivables Trust 14689MAC4 Mar 2026 3,000,000 $3.0M 0.35% ABS-O
115 GM Financial Securitized Term Auto Receivables Tr 38014AAD3 Mar 2026 3,000,000 $3.0M 0.35% ABS-O
116 CANADIAN IMPERIAL BANK 13607PVR2 Mar 2026 3,000,000 $3.0M 0.35% DBT
117 GoldenTree Loan Management US CLO1, LTD 38136NAY2 Mar 2026 3,000,000 $3.0M 0.35% ABS-CBDO
118 Elevation CLO Ltd 28623VAN9 Mar 2026 3,000,000 $3.0M 0.35% ABS-CBDO
119 United States Treasury 91282CKL4 Mar 2026 2,913,201 $3.0M 0.35% DBT
120 NATIONAL BANK OF CANADA 63307A3K9 Mar 2026 3,000,000 $3.0M 0.35% DBT
121 CROWN CASTLE INC 22822VAZ4 Mar 2026 3,000,000 $3.0M 0.34% DBT
122 SMB Private Education Loan Trust 83207DAA6 Mar 2026 2,858,950 $2.9M 0.34% ABS-O
123 Fannie Mae 3136BUFJ4 Mar 2026 2,901,684 $2.9M 0.34% ABS-MBS
124 SALESFORCE INC 79466LAQ7 Mar 2026 2,900,000 $2.9M 0.34% DBT
125 SMB Private Education Loan Trust 78451MAB7 Mar 2026 2,900,000 $2.9M 0.34% ABS-O
126 VOLKSWAGEN GROUP AMERICA 928668CN0 Mar 2026 2,800,000 $2.8M 0.33% DBT
127 BUNGE LTD FINANCE CORP 120568BL3 Mar 2026 2,800,000 $2.8M 0.32% DBT
128 Pretium Mortgage Credit Partners LLC 740943AA3 Mar 2026 2,863,126 $2.8M 0.32% ABS-MBS
129 Freddie Mac 3137HLNN8 Mar 2026 2,744,382 $2.8M 0.32% ABS-MBS
130 BPCE SA 05571AAQ8 Mar 2026 2,700,000 $2.7M 0.32% DBT
131 ONEOK INC 682680CC5 Mar 2026 2,700,000 $2.7M 0.31% DBT
132 SMB Private Education Loan Trust 78450XAB4 Mar 2026 2,635,049 $2.7M 0.31% ABS-O
133 Greywolf CLO Ltd 39809CAY0 Mar 2026 2,622,605 $2.6M 0.30% ABS-CBDO
134 CASSA DEPOSITI E PRESTIT 147918AC0 Mar 2026 2,500,000 $2.6M 0.30% DBT
135 DLR KREDIT A/S 000000000 Jun 2022 16,800,000 $2.6M 0.30% DBT
136 BANK HAPOALIM 000000000 Jun 2022 2,600,000 $2.6M 0.30% DBT
137 Tulane University 899062BQ5 Mar 2026 2,630,000 $2.5M 0.29% DBT
138 JP Morgan Mortgage Trust 46590SAC1 Mar 2026 2,515,174 $2.5M 0.29% ABS-MBS
139 Freddie Mac 3137HJAP2 Mar 2026 2,506,700 $2.5M 0.29% ABS-MBS
140 Hyundai Auto Receivables Trust 448976AD2 Mar 2026 2,500,000 $2.5M 0.29% ABS-O
141 Government National Mortgage Association 38385GWL9 Mar 2026 2,598,621 $2.5M 0.29% ABS-MBS
142 Freddie Mac 3137HJB30 Mar 2026 2,478,221 $2.5M 0.29% ABS-MBS
143 NISSAN MOTOR ACCEPTANCE 000000000 Jun 2022 2,500,000 $2.5M 0.29% DBT
144 Constellation Energy Generation LLC 21038QD19 Mar 2026 2,400,000 $2.4M 0.28% STIV
145 CUMULUS STATIC CLO 000000000 Jun 2022 2,050,129 $2.4M 0.28% ABS-CBDO
146 AREIT CRE Trust 00217VAA8 Jun 2022 2,366,578 $2.4M 0.27% ABS-CBDO
147 FORD MOTOR CREDIT CO LLC 345397A45 Mar 2026 2,366,000 $2.4M 0.27% DBT
148 Fannie Mae 3136BTXD0 Mar 2026 2,308,459 $2.3M 0.27% ABS-MBS
149 LLOYDS BANKING GROUP PLC 53944YAZ6 Mar 2026 2,300,000 $2.3M 0.27% DBT
150 ATHENE GLOBAL FUNDING 04685A3U3 Mar 2026 2,300,000 $2.3M 0.27% DBT
151 PETRONAS ENERGY CANADA 71675BAA8 Jun 2022 2,400,000 $2.3M 0.27% DBT
152 Rockford Tower CLO Ltd 77341LAQ2 Mar 2026 2,300,000 $2.3M 0.27% ABS-CBDO
153 Navient Student Loan Trust 63942MAA8 Jun 2022 2,520,700 $2.3M 0.27% ABS-O
154 FED CAISSES DESJARDINS 31429KAK9 Mar 2026 2,231,000 $2.3M 0.27% DBT
155 SMB Private Education Loan Trust 83207EAA4 Mar 2026 2,228,105 $2.2M 0.26% ABS-O
156 Government National Mortgage Association 38383KKA9 Mar 2026 2,237,820 $2.2M 0.26% ABS-MBS
157 NOMURA HOLDINGS INC 65535HBR9 Mar 2026 2,200,000 $2.2M 0.26% DBT
158 ARROW ELECTRONICS INC 04273WAF8 Mar 2026 2,200,000 $2.2M 0.26% DBT
159 Toro European CLO 000000000 Jun 2022 1,908,953 $2.2M 0.26% ABS-CBDO
160 Fannie Mae 3136BVBY3 Mar 2026 2,144,654 $2.2M 0.25% ABS-MBS
161 County of Williamson TX 9698878H4 Mar 2026 2,200,000 $2.1M 0.25% DBT
162 Freddie Mac 3137HHUD1 Mar 2026 2,124,788 $2.1M 0.25% ABS-MBS
163 CCPC CCMSCHUS2 COC 000000000 Jun 2022 2,060,000 $2.1M 0.24% STIV
164 Fannie Mae 3136BUFY1 Mar 2026 2,052,797 $2.1M 0.24% ABS-MBS
165 SKANDINAVISKA ENSKILDA 830505BA0 Mar 2026 2,043,000 $2.1M 0.24% DBT
166 Navient Refinance Loan Trust 63943FAA2 Mar 2026 2,036,341 $2.0M 0.24% ABS-O
167 Freddie Mac 3137HHWV9 Mar 2026 2,029,483 $2.0M 0.24% ABS-MBS
168 SAUDI INTERNATIONAL BOND 000000000 Jun 2022 2,000,000 $2.0M 0.23% DBT
169 ORIX CORP 686330AS0 Mar 2026 2,000,000 $2.0M 0.23% DBT
170 SOUTH BOW USA INFRA HLDS 83007CAB8 Mar 2026 2,000,000 $2.0M 0.23% DBT
171 BMW US CAPITAL LLC 05565ECX1 Mar 2026 2,000,000 $2.0M 0.23% DBT
172 ENEL FINANCE INTL NV 000000000 Jun 2022 2,000,000 $2.0M 0.23% DBT
173 SMB Private Education Loan Trust 83207QAA7 Mar 2026 1,955,538 $2.0M 0.23% ABS-O
174 Kubota Credit Owner Trust 500945AC4 Mar 2026 1,925,448 $1.9M 0.22% ABS-O
175 Fannie Mae 3136BU5D8 Mar 2026 1,909,681 $1.9M 0.22% ABS-MBS
176 AlbaCore Euro CLO 000000000 Jun 2022 1,649,728 $1.9M 0.22% ABS-CBDO
177 Toyota Auto Receivables Owner Trust 89231FAD2 Mar 2026 1,898,514 $1.9M 0.22% ABS-O
178 Nelnet Student Loan Trust 64032UAA9 Mar 2026 1,918,131 $1.9M 0.22% ABS-O
179 ENERGY TRANSFER LP 292480AK6 Mar 2026 1,814,000 $1.8M 0.21% DBT
180 Freddie Mac 3137HJG84 Mar 2026 1,771,293 $1.8M 0.21% ABS-MBS
181 Navient Refinance Loan Trust 638973AA5 Mar 2026 1,774,474 $1.8M 0.20% ABS-O
182 AMERICAN TOWER CORP 03027XCL2 Mar 2026 1,700,000 $1.7M 0.20% DBT
183 HYATT HOTELS CORP 448579AU6 Mar 2026 1,700,000 $1.7M 0.20% DBT
184 Freddie Mac 3137FNWL0 Jun 2022 1,734,841 $1.7M 0.20% ABS-MBS
185 BPCE SA 05578AE46 Mar 2026 1,700,000 $1.7M 0.20% DBT
186 SMB Private Education Loan Trust 83206EAA5 Mar 2026 1,657,690 $1.7M 0.20% ABS-O
187 Freddie Mac 3137HMGJ3 Mar 2026 1,654,545 $1.7M 0.19% ABS-MBS
188 WEYERHAEUSER CO 962166CC6 Mar 2026 1,667,000 $1.7M 0.19% DBT
189 SMB Private Education Loan Trust 78449VAC0 Jun 2022 1,620,303 $1.6M 0.19% ABS-O
190 SALESFORCE INC 79466LAR5 Mar 2026 1,600,000 $1.6M 0.19% DBT
191 Freddie Mac 3137HKKP8 Mar 2026 1,596,111 $1.6M 0.19% ABS-MBS
192 BARCLAYS PLC 06738ECF0 Mar 2026 1,600,000 $1.6M 0.19% DBT
193 ROYAL BANK OF CANADA 78017DAG3 Mar 2026 1,600,000 $1.6M 0.19% DBT
194 SPECTRA ENERGY PARTNERS 84756NAH2 Mar 2026 1,600,000 $1.6M 0.18% DBT
195 BPCE SA 05583JAC6 Mar 2026 1,600,000 $1.6M 0.18% DBT
196 Verus Securitization Trust 92538MAA7 Jun 2022 1,788,619 $1.6M 0.18% ABS-MBS
197 ELFI Graduate Loan Program 2021-A LLC 28628BAA6 Jun 2022 1,723,801 $1.6M 0.18% ABS-O
198 NOMURA HOLDINGS INC 65535HAZ2 Jun 2022 1,584,000 $1.6M 0.18% DBT
199 Fannie Mae 3136B9TM9 Jun 2022 1,521,918 $1.5M 0.18% ABS-MBS
200 Freddie Mac 3137HMD23 Mar 2026 1,496,341 $1.5M 0.18% ABS-MBS
201 REPUBLIC OF PANAMA 698299AD6 Mar 2026 1,400,000 $1.5M 0.17% DBT
202 SOUTHERN CAL EDISON 842400GJ6 Mar 2026 1,500,000 $1.5M 0.17% DBT
203 Freddie Mac 3137HHKS9 Mar 2026 1,430,374 $1.4M 0.17% ABS-MBS
204 Huntington Auto Trust 446144AE7 Mar 2026 1,426,387 $1.4M 0.17% ABS-O
205 Fanniemae-Aces 3136AVKR9 Mar 2026 1,435,554 $1.4M 0.17% ABS-MBS
206 ENEL FINANCE INTL NV 29278GBD9 Mar 2026 1,400,000 $1.4M 0.16% DBT
207 SMB Private Education Loan Trust 78449CAA6 Mar 2026 1,415,194 $1.4M 0.16% ABS-O
208 ROYAL BANK OF CANADA 78017FZR7 Mar 2026 1,400,000 $1.4M 0.16% DBT
209 Freddie Mac 3137HLZ21 Mar 2026 1,390,586 $1.4M 0.16% ABS-MBS
210 Bank of America Auto Trust 06428AAC2 Mar 2026 1,344,481 $1.4M 0.16% ABS-O
211 Towd Point Mortgage Trust 89178BAA2 Jun 2022 1,400,763 $1.4M 0.16% ABS-MBS
212 Freddie Mac 3137FBCF1 Jun 2022 1,347,826 $1.3M 0.15% ABS-MBS
213 Asset Backed Securities Corp Home Equity Ln Trst 04541GHW5 Jun 2022 1,209,283 $1.3M 0.15% ABS-MBS
214 COOPERAT RABOBANK UA/NY 21688AAZ5 Mar 2026 1,300,000 $1.3M 0.15% DBT
215 Carvana Auto Receivables Trust 14076LAC7 Mar 2026 1,298,659 $1.3M 0.15% ABS-O
216 Onslow Bay Financial LLC 67117VAA8 Mar 2026 1,301,964 $1.3M 0.15% ABS-MBS
217 SOUTHERN CAL EDISON 842400HQ9 Mar 2026 1,300,000 $1.3M 0.15% DBT
218 Dryden Senior Loan Fund 26245XAY3 Mar 2026 1,300,000 $1.3M 0.15% ABS-CBDO
219 PACIFIC GAS & ELECTRIC 694308JF5 Jun 2022 1,300,000 $1.3M 0.15% DBT
220 Fannie Mae 3136BTS53 Mar 2026 1,254,430 $1.3M 0.15% ABS-MBS
221 JPMorgan Chase Bank NA 000000000 Jun 2022 6,300,000 $1.2M 0.14% DCR
222 Navient Student Loan Trust 63942KAA2 Jun 2022 1,379,999 $1.2M 0.14% ABS-O
223 Government National Mortgage Association 38382YA52 Mar 2026 1,233,373 $1.2M 0.14% ABS-MBS
224 GS Mortgage-Backed Securities Trust 362949BR9 Mar 2026 1,215,418 $1.2M 0.14% ABS-MBS
225 Freddiemac Strip 31351DC90 Jun 2022 1,239,061 $1.2M 0.14% ABS-MBS
226 Freddie Mac 3137HLZD7 Mar 2026 1,195,820 $1.2M 0.14% ABS-MBS
227 Fannie Mae 3136BXS39 Mar 2026 1,199,919 $1.2M 0.14% ABS-MBS
228 FORD MOTOR CREDIT CO LLC 345397C27 Mar 2026 1,200,000 $1.2M 0.14% DBT
229 CANADIAN PACIFIC RAILWAY 13648TAB3 Mar 2026 1,200,000 $1.2M 0.14% DBT
230 Freddie Mac 3137BCL48 Jun 2022 1,207,558 $1.2M 0.14% ABS-MBS
231 Fannie Mae 3136AYN82 Jun 2022 1,199,896 $1.2M 0.14% ABS-MBS
232 MFRA Trust 55283QAA2 Jun 2022 1,296,005 $1.2M 0.14% ABS-MBS
233 Chicago Board of Trade 000000000 Jun 2022 -698 $1.2M 0.14% DIR
234 SOUTHWEST AIRLINES CO 844741BK3 Mar 2026 1,173,000 $1.2M 0.14% DBT
235 Carlyle Euro CLO 000000000 Jun 2022 1,015,020 $1.2M 0.14% ABS-CBDO
236 AIRCASTLE LTD 00928QAU5 Mar 2026 1,200,000 $1.2M 0.13% DBT
237 Fannie Mae 3136B5K95 Jun 2022 1,185,260 $1.2M 0.13% ABS-MBS
238 BEIGNET INVESTOR LLC 076912AA2 Mar 2026 1,110,000 $1.1M 0.13% DBT
239 State Street Institutional US Government Money Market Fund 857492706 Jun 2022 1,129,323 $1.1M 0.13% STIV
240 Fannie Mae 3136BVF78 Mar 2026 1,109,091 $1.1M 0.13% ABS-MBS
241 HYUNDAI CAPITAL AMERICA 44891ADQ7 Mar 2026 1,100,000 $1.1M 0.13% DBT
242 HYUNDAI CAPITAL AMERICA 44891ACX3 Mar 2026 1,100,000 $1.1M 0.13% DBT
243 VICI PROPERTIES / NOTE 92564RAH8 Mar 2026 1,100,000 $1.1M 0.13% DBT
244 Chase Auto Owner Trust 16144KAC2 Mar 2026 1,078,684 $1.1M 0.13% ABS-O
245 CITADEL FINANCE LLC 17287HAE0 Mar 2026 1,100,000 $1.1M 0.13% DBT
246 Fannie Mae 3136BXN67 Mar 2026 1,005,622 $1.0M 0.12% ABS-MBS
247 GCAT 36168XAA7 Jun 2022 1,081,070 $1.0M 0.12% ABS-MBS
248 UNITED AIR 2014-2 A PTT 90932QAA4 Mar 2026 1,004,623 $1.0M 0.12% DBT
249 ATHENE GLOBAL FUNDING 04685A4B4 Mar 2026 1,000,000 $1.0M 0.12% DBT
250 KKR Financial CLO Ltd 48255AAJ7 Mar 2026 1,000,000 $999K 0.12% ABS-CBDO
251 BRIGHTHSE FIN GLBL FUND 10921U2C1 Mar 2026 1,000,000 $996K 0.12% DBT
252 AMERICAN EXPRESS CO 025816EN5 Mar 2026 1,000,000 $994K 0.12% DBT
253 Morgan Stanley Capital Services LLC 000000000 Jun 2022 362,700,000 $991K 0.12% DIR
254 Post Road Equipment Finance 73747LAB4 Mar 2026 981,368 $988K 0.11% ABS-O
255 Freddie Mac 3137HMDP2 Mar 2026 965,882 $977K 0.11% ABS-MBS
256 SOFI CONSUMER LOAN PROGRAM TRUST 83406YAA9 Mar 2026 963,023 $965K 0.11% ABS-O
257 SMB Private Education Loan Trust 83207VAA6 Mar 2026 954,787 $961K 0.11% ABS-O
258 Countrywide Asset-Backed Certificates 126673AW2 Jun 2022 979,362 $960K 0.11% ABS-O
259 Government National Mortgage Association 38385GMK2 Mar 2026 937,437 $947K 0.11% ABS-MBS
260 Navient Student Loan Trust 63942AAA4 Jun 2022 1,011,064 $927K 0.11% ABS-O
261 Fannie Mae 3136BVJ66 Mar 2026 911,009 $916K 0.11% ABS-MBS
262 Arbor Realty Collateralized Loan Obligation Ltd 03880RAA7 Mar 2026 915,528 $916K 0.11% ABS-CBDO
263 HYUNDAI CAPITAL AMERICA 44891ADE4 Mar 2026 900,000 $902K 0.10% DBT
264 VONTIER CORP 928881AB7 Mar 2026 900,000 $900K 0.10% DBT
265 Fannie Mae 3136BXZK3 Mar 2026 876,015 $882K 0.10% ABS-MBS
266 Navient Student Loan Trust 63941FAB2 Jun 2022 889,876 $863K 0.10% ABS-O
267 LCH Ltd. 000000000 Jun 2022 82,610,000 $847K 0.10% DIR
268 Verus Securitization Trust 92540EAA1 Mar 2026 831,725 $833K 0.10% ABS-MBS
269 CANADIAN NATL RESOURCES 136385BD2 Mar 2026 800,000 $812K 0.09% DBT
270 Ford Auto Securitization Trust 345214BT6 Mar 2026 1,123,715 $811K 0.09% ABS-O
271 Oceanview Mortgage Trust 67648CAU4 Mar 2026 800,295 $800K 0.09% ABS-MBS
272 Chase Auto Owner Trust 16144QAC9 Mar 2026 800,000 $800K 0.09% ABS-O
273 FIRSTENERGY CORP 337932AH0 Mar 2026 800,000 $793K 0.09% DBT
274 Harvest CLO 000000000 Jun 2022 692,297 $791K 0.09% ABS-CBDO
275 Citizens Auto Receivables Trust 17295FAD6 Mar 2026 785,715 $790K 0.09% ABS-O
276 Freddie Mac 3137HNQX9 Mar 2026 768,875 $775K 0.09% ABS-MBS
277 Fannie Mae 3136BWNW2 Mar 2026 765,148 $770K 0.09% ABS-MBS
278 Onslow Bay Financial LLC 67448NAA6 Mar 2026 749,494 $753K 0.09% ABS-MBS
279 Fannie Mae 3136BUU65 Mar 2026 746,148 $750K 0.09% ABS-MBS
280 BNP Paribas SA 000000000 Jun 2022 1 $749K 0.09% DFE
281 SMB Private Education Loan Trust 831943AA3 Mar 2026 741,955 $748K 0.09% ABS-O
282 Navient Student Loan Trust 63942TAA3 Mar 2026 725,423 $743K 0.09% ABS-O
283 Fanniemae-Aces 3136AVY52 Mar 2026 750,592 $742K 0.09% ABS-MBS
284 Dryden Leveraged Loan CDO 000000000 Jun 2022 639,565 $739K 0.09% ABS-CBDO
285 Freddie Mac 3137BFMR9 Jun 2022 724,845 $717K 0.08% ABS-MBS
286 FHLMC Multifamily Structured Pass Through Certs. 3137HHH38 Mar 2026 716,614 $717K 0.08% ABS-MBS
287 GOLDMAN SACHS GROUP INC 38141GVX9 Mar 2026 700,000 $705K 0.08% DBT
288 ERAC USA Finance LLC 26882SDD5 Mar 2026 700,000 $699K 0.08% STIV
289 SMB Private Education Loan Trust 78449UAB4 Jun 2022 718,984 $698K 0.08% ABS-O
290 JTI Financial Services North America LLC 48130PE44 Mar 2026 700,000 $698K 0.08% STIV
291 DIAMONDBACK ENERGY INC 25278XAM1 Mar 2026 700,000 $695K 0.08% DBT
292 Freddie Mac 3137HMGK0 Mar 2026 683,492 $691K 0.08% ABS-MBS
293 Towd Point Mortgage Trust 89178WAU2 Jun 2022 700,802 $678K 0.08% ABS-MBS
294 Freddie Mac 3137HNV47 Mar 2026 661,843 $668K 0.08% ABS-MBS
295 LENDLEASE FINANCE LTD 000000000 Jun 2022 1,000,000 $665K 0.08% DBT
296 AMER AIRLN 14-1 A PTT 02377AAA6 Mar 2026 658,697 $656K 0.08% DBT
297 Carvana Auto Receivables Trust 146919AC9 Mar 2026 654,812 $655K 0.08% ABS-O
298 Navient Education Loan Trust 63943EAA5 Mar 2026 651,149 $652K 0.08% ABS-O
299 Fannie Mae 3136BVGN2 Mar 2026 633,212 $637K 0.07% ABS-MBS
300 Fannie Mae 3136BUTN0 Mar 2026 628,236 $632K 0.07% ABS-MBS
301 SMB Private Education Loan Trust 78450XAA6 Mar 2026 620,012 $624K 0.07% ABS-O
302 Freddie Mac 3137HKGJ7 Mar 2026 596,189 $599K 0.07% ABS-MBS
303 Constellation Energy Generation LLC 21038QDQ4 Mar 2026 600,000 $598K 0.07% STIV
304 Fannie Mae 3136BXY40 Mar 2026 591,161 $594K 0.07% ABS-MBS
305 Nelnet Student Loan Trust 64032UAB7 Mar 2026 575,439 $578K 0.07% ABS-O
306 Freddiemac Strip 31351DDT5 Jun 2022 572,138 $568K 0.07% ABS-MBS
307 BNP Paribas SA 000000000 Jun 2022 2,800,000 $555K 0.06% DCR
308 JP Morgan Chase Commercial Mortgage Sec Trust 46651QAA5 Jun 2022 551,299 $545K 0.06% ABS-MBS
309 SWAP CCPC MORGAN STANLEY COC 000000000 Jun 2022 538,000 $538K 0.06% STIV
310 MFRA Trust 55286LAA0 Mar 2026 535,595 $537K 0.06% ABS-MBS
311 United States Treasury 912797UQ8 Mar 2026 543,000 $537K 0.06% STIV
312 Government National Mortgage Association 38385GQ77 Mar 2026 524,467 $530K 0.06% ABS-MBS
313 Gallatin Loan Management, LLC 36361UAL4 Jun 2022 510,952 $511K 0.06% ABS-CBDO
314 BOEING CO/THE 097023DP7 Mar 2026 500,000 $509K 0.06% DBT
315 SABINE PASS LIQUEFACTION 785592AS5 Mar 2026 500,000 $501K 0.06% DBT
316 CarMax Auto Owner Trust 14290DAB7 Mar 2026 499,992 $500K 0.06% ABS-O
317 EPR PROPERTIES 26884UAC3 Mar 2026 500,000 $500K 0.06% DBT
318 FORD MOTOR COMPANY 345370CR9 Mar 2026 500,000 $499K 0.06% DBT
319 Fannie Mae 3136A0J65 Jun 2022 487,732 $488K 0.06% ABS-MBS
320 Government National Mortgage Association 38381ND21 Mar 2026 476,148 $482K 0.06% ABS-MBS
321 ADVENTIST HEALTH SYS/W 007944AN1 Mar 2026 480,000 $475K 0.06% DBT
322 Freddie Mac 3137BBVB3 Jun 2022 470,587 $466K 0.05% ABS-MBS
323 Freddie Mac 3137HNCM8 Mar 2026 452,567 $455K 0.05% ABS-MBS
324 Navient Student Loan Trust 63935BAA1 Jun 2022 468,184 $445K 0.05% ABS-O
325 Fannie Mae 3136BU5M8 Mar 2026 429,789 $433K 0.05% ABS-MBS
326 Invesco Euro CLO 000000000 Jun 2022 375,189 $432K 0.05% ABS-CBDO
327 Chicago Board of Trade 000000000 Jun 2022 -106 $414K 0.05% DIR
328 ATHENE GLOBAL FUNDING 04686E4J8 Mar 2026 400,000 $401K 0.05% DBT
329 GENERAL MILLS INC 370334BZ6 Mar 2026 400,000 $397K 0.05% DBT
330 Government National Mortgage Association 38376RXT8 Jun 2022 387,258 $389K 0.05% ABS-MBS
331 Towd Point Mortgage Trust 89177HAA0 Jun 2022 351,208 $358K 0.04% ABS-MBS
332 Chicago Board of Trade 000000000 Jun 2022 -143 $312K 0.04% DIR
333 Freddie Mac 3137HJGE1 Mar 2026 308,713 $308K 0.04% ABS-MBS
334 BONOS TESORERIA PESOS 000000000 Jun 2022 270,000,000 $305K 0.04% DBT
335 COOPERAT RABOBANK UA/NY 21688ABG6 Mar 2026 300,000 $300K 0.03% DBT
336 Greywolf CLO Ltd 39809TAW7 Mar 2026 300,000 $300K 0.03% ABS-CBDO
337 SFS Auto Receivables Securitization Trust 81885FAB2 Mar 2026 300,000 $299K 0.03% ABS-O
338 American Money Management Corporation 00173UAS3 Mar 2026 300,000 $299K 0.03% ABS-CBDO
339 FORD MOTOR CREDIT CO LLC 345397A86 Mar 2026 300,000 $296K 0.03% DBT
340 Freddie Mac 3137HJ7M3 Mar 2026 292,579 $292K 0.03% ABS-MBS
341 Fannie Mae 3136BVFH6 Mar 2026 275,435 $277K 0.03% ABS-MBS
342 Government National Mortgage Association 38384GP87 Mar 2026 274,957 $276K 0.03% ABS-MBS
343 BNP Paribas SA 000000000 Jun 2022 225,300,000 $272K 0.03% DIR
344 Finance America Mortgage Loan Trust 317350BD7 Jun 2022 249,288 $243K 0.03% ABS-O
345 BNP Paribas SA 000000000 Jun 2022 1 $238K 0.03% DFE
346 Preston Ridge Partners Mortgage Trust 69380TAA9 Mar 2026 233,401 $234K 0.03% ABS-MBS
347 Freddie Mac 3137FQZF3 Jun 2022 252,239 $232K 0.03% ABS-MBS
348 New Residential Mortgage Loan Trust 64830KAA5 Jun 2022 233,092 $228K 0.03% ABS-MBS
349 Bain Capital Euro CLO 000000000 Jun 2022 196,089 $227K 0.03% ABS-CBDO
350 Government National Mortgage Association 38376RZN9 Jun 2022 221,622 $223K 0.03% ABS-MBS
351 Fannie Mae 3136AKWD1 Jun 2022 210,481 $209K 0.02% ABS-MBS
352 SOUTHERN CAL EDISON 842400HS5 Mar 2026 200,000 $204K 0.02% DBT
353 VOLKSWAGEN GROUP AMERICA 928668CT7 Mar 2026 200,000 $200K 0.02% DBT
354 VICI PROPERTIES / NOTE 92564RAA3 Mar 2026 200,000 $199K 0.02% DBT
355 MFRA Trust 552751AA7 Jun 2022 161,439 $158K 0.02% ABS-MBS
356 Enterprise Fleet Financing LLC 29374GAB7 Mar 2026 150,700 $151K 0.02% ABS-O
357 Carlyle Global Market Strategies Euro 000000000 Jun 2022 97,620 $113K 0.01% ABS-CBDO
358 JPMorgan Chase Bank NA 000000000 Jun 2022 1 $108K 0.01% DFE
359 Chicago Mercantile Exchange 000000000 Jun 2022 10,378,200 $106K 0.01% DIR
360 Morgan Stanley & Co. International PLC 000000000 Jun 2022 1 $102K 0.01% DFE
361 Goldman Sachs Bank USA 000000000 Jun 2022 179,200,000 $97K 0.01% DIR
362 BNP Paribas SA 000000000 Jun 2022 1 $95K 0.01% DFE
363 GSR MORTGAGE LOAN TRUST 2005-5F 36242D7K3 Jun 2022 87,718 $85K 0.01% ABS-CBDO
364 Morgan Stanley Capital Services LLC 000000000 Jun 2022 134,100,000 $78K 0.01% DIR
365 BNP Paribas SA 000000000 Jun 2022 1 $68K 0.01% DFE
366 Goldman Sachs Bank USA 000000000 Jun 2022 1 $58K 0.01% DFE
367 Morgan Stanley & Co. International PLC 000000000 Jun 2022 1 $51K 0.01% DFE
368 Bear Stearns Asset Backed Securities Trust 073879UQ9 Jun 2022 48,794 $49K 0.01% ABS-MBS
369 Morgan Stanley Capital Services LLC 000000000 Jun 2022 70,500,000 $44K 0.01% DIR
370 LCH Ltd. 000000000 Jun 2022 5,100,000 $42K 0.00% DIR
371 Goldman Sachs Bank USA 000000000 Jun 2022 64,200,000 $40K 0.00% DIR
372 Starwood Commercial Mortgage Trust 78485KAA3 Jun 2022 39,134 $39K 0.00% ABS-CBDO
373 New York Mortgage Trust 649603AG2 Jun 2022 38,107 $38K 0.00% ABS-CBDO
374 LCH Ltd. 000000000 Jun 2022 3,700,000 $36K 0.00% DIR
375 JPMorgan Chase Bank NA 000000000 Jun 2022 1 $36K 0.00% DFE
376 JPMorgan Chase Bank NA 000000000 Jun 2022 1 $34K 0.00% DFE
377 JPMorgan Chase Bank NA 000000000 Jun 2022 1 $31K 0.00% DFE
378 JPMorgan Chase Bank NA 000000000 Jun 2022 1 $29K 0.00% DFE
379 LCH Ltd. 000000000 Jun 2022 1,100,000 $26K 0.00% DIR
380 Goldman Sachs Bank USA 000000000 Jun 2022 1 $25K 0.00% DFE
381 Bear Stearns Asset Backed Securities Trust 07384YJQ0 Jun 2022 24,620 $25K 0.00% ABS-MBS
382 JPMorgan Chase Bank NA 000000000 Jun 2022 1 $25K 0.00% DFE
383 Goldman Sachs Bank USA 000000000 Jun 2022 1 $24K 0.00% DFE
384 Goldman Sachs Bank USA 000000000 Jun 2022 1 $24K 0.00% DFE
385 Goldman Sachs Bank USA 000000000 Jun 2022 1 $22K 0.00% DFE
386 JPMorgan Chase Bank NA 000000000 Jun 2022 1 $22K 0.00% DFE
387 Amortizing Residential Collateral Trust 031733AE8 Jun 2022 20,637 $20K 0.00% ABS-O
388 BNP Paribas SA 000000000 Jun 2022 1 $17K 0.00% DFE
389 BNP Paribas SA 000000000 Jun 2022 1 $13K 0.00% DFE
390 BNP Paribas SA 000000000 Jun 2022 1 $13K 0.00% DFE
391 Goldman Sachs Bank USA 000000000 Jun 2022 1 $11K 0.00% DFE
392 BNP Paribas SA 000000000 Jun 2022 1 $11K 0.00% DFE
393 BNP Paribas SA 000000000 Jun 2022 1 $11K 0.00% DFE
394 BNP Paribas SA 000000000 Jun 2022 1 $10K 0.00% DFE
395 JPMorgan Chase Bank NA 000000000 Jun 2022 1 $10K 0.00% DFE
396 BNP Paribas SA 000000000 Jun 2022 1 $10K 0.00% DFE
397 JPMorgan Chase Bank NA 000000000 Jun 2022 1 $10K 0.00% DFE
398 BNP Paribas SA 000000000 Jun 2022 1 $9K 0.00% DFE
399 Bear Stearns Adjustable Rate Mortgage Trust 07384MTM4 Jun 2022 8,267 $8K 0.00% ABS-MBS
400 JPMorgan Chase Bank NA 000000000 Jun 2022 1 $8K 0.00% DFE
401 Morgan Stanley & Co. International PLC 000000000 Jun 2022 1 $7K 0.00% DFE
402 Goldman Sachs Bank USA 000000000 Jun 2022 1 $7K 0.00% DFE
403 522 Funding CLO LTD 33835NAA9 Jun 2022 6,948 $7K 0.00% ABS-CBDO
404 BNP Paribas SA 000000000 Jun 2022 1 $7K 0.00% DFE
405 Goldman Sachs Bank USA 000000000 Jun 2022 1 $6K 0.00% DFE
406 BNP Paribas SA 000000000 Jun 2022 1 $6K 0.00% DFE
407 JPMorgan Chase Bank NA 000000000 Jun 2022 1 $6K 0.00% DFE
408 BNP Paribas SA 000000000 Jun 2022 1 $6K 0.00% DFE
409 Goldman Sachs Bank USA 000000000 Jun 2022 1 $6K 0.00% DFE
410 JPMorgan Chase Bank NA 000000000 Jun 2022 1 $6K 0.00% DFE
411 BNP Paribas SA 000000000 Jun 2022 1 $6K 0.00% DFE
412 Goldman Sachs Bank USA 000000000 Jun 2022 1 $6K 0.00% DFE
413 LCH Ltd. 000000000 Jun 2022 800,000 $5K 0.00% DIR
414 Goldman Sachs Bank USA 000000000 Jun 2022 1 $5K 0.00% DFE
415 Goldman Sachs Bank USA 000000000 Jun 2022 1 $5K 0.00% DFE
416 Chicago Mercantile Exchange 000000000 Jun 2022 245,300,000 $4K 0.00% DIR
417 LCH Ltd. 000000000 Jun 2022 500,000 $4K 0.00% DIR
418 BNP Paribas SA 000000000 Jun 2022 1 $3K 0.00% DFE
419 BNP Paribas SA 000000000 Jun 2022 1 $3K 0.00% DFE
420 Goldman Sachs Bank USA 000000000 Jun 2022 1 $3K 0.00% DFE
421 JPMorgan Chase Bank NA 000000000 Jun 2022 1 $3K 0.00% DFE
422 JPMorgan Chase Bank NA 000000000 Jun 2022 1 $3K 0.00% DFE
423 BNP Paribas SA 000000000 Jun 2022 1 $2K 0.00% DFE
424 Merrill Lynch Mortgage Investors Trust 589929R26 Jun 2022 2,441 $2K 0.00% ABS-MBS
425 JPMorgan Chase Bank NA 000000000 Jun 2022 1 $2K 0.00% DFE
426 Accredited Mortgage Loan Trust 004375BL4 Jun 2022 2,197 $2K 0.00% ABS-MBS
427 BNP Paribas SA 000000000 Jun 2022 1 $2K 0.00% DFE
428 JPMorgan Chase Bank NA 000000000 Jun 2022 1 $2K 0.00% DFE
429 Sequoia Mortgage Trust 81744FCG0 Jun 2022 2,310 $2K 0.00% ABS-MBS
430 JPMorgan Chase Bank NA 000000000 Jun 2022 1 $2K 0.00% DFE
431 BNP Paribas SA 000000000 Jun 2022 1 $2K 0.00% DFE
432 Goldman Sachs Bank USA 000000000 Jun 2022 1 $2K 0.00% DFE
433 Morgan Stanley & Co. International PLC 000000000 Jun 2022 1 $2K 0.00% DFE
434 BNP Paribas SA 000000000 Jun 2022 1 $2K 0.00% DFE
435 JPMorgan Chase Bank NA 000000000 Jun 2022 1 $1K 0.00% DFE
436 Goldman Sachs Bank USA 000000000 Jun 2022 1 $1K 0.00% DFE
437 BNP Paribas SA 000000000 Jun 2022 1 $1K 0.00% DFE
438 BNP Paribas SA 000000000 Jun 2022 1 $1K 0.00% DFE
439 BNP Paribas SA 000000000 Jun 2022 1 $1K 0.00% DFE
440 JPMorgan Chase Bank NA 000000000 Jun 2022 1 $1K 0.00% DFE
441 Goldman Sachs Bank USA 000000000 Jun 2022 1 $1K 0.00% DFE
442 JPMorgan Chase Bank NA 000000000 Jun 2022 1 $963 0.00% DFE
443 BNP Paribas SA 000000000 Jun 2022 1 $841 0.00% DFE
444 BNP Paribas SA 000000000 Jun 2022 1 $701 0.00% DFE
445 BNP Paribas SA 000000000 Jun 2022 1 $675 0.00% DFE
446 BNP Paribas SA 000000000 Jun 2022 1 $658 0.00% DFE
447 JPMorgan Chase Bank NA 000000000 Jun 2022 1 $587 0.00% DFE
448 BNP Paribas SA 000000000 Jun 2022 1 $450 0.00% DFE
449 BNP Paribas SA 000000000 Jun 2022 1 $443 0.00% DFE
450 BNP Paribas SA 000000000 Jun 2022 1 $432 0.00% DFE
451 JPMorgan Chase Bank NA 000000000 Jun 2022 1 $427 0.00% DFE
452 BNP Paribas SA 000000000 Jun 2022 1 $352 0.00% DFE
453 Goldman Sachs Bank USA 000000000 Jun 2022 1 $344 0.00% DFE
454 JPMorgan Chase Bank NA 000000000 Jun 2022 1 $272 0.00% DFE
455 JPMorgan Chase Bank NA 000000000 Jun 2022 1 $243 0.00% DFE
456 BNP Paribas SA 000000000 Jun 2022 1 $233 0.00% DFE
457 BNP Paribas SA 000000000 Jun 2022 1 $221 0.00% DFE
458 JPMorgan Chase Bank NA 000000000 Jun 2022 1 $208 0.00% DFE
459 Goldman Sachs Bank USA 000000000 Jun 2022 1 $185 0.00% DFE
460 BNP Paribas SA 000000000 Jun 2022 1 $140 0.00% DFE
461 Morgan Stanley & Co. International PLC 000000000 Jun 2022 1 $135 0.00% DFE
462 JPMorgan Chase Bank NA 000000000 Jun 2022 1 $132 0.00% DFE
463 BNP Paribas SA 000000000 Jun 2022 1 $125 0.00% DFE
464 BNP Paribas SA 000000000 Jun 2022 1 $110 0.00% DFE
465 JPMorgan Chase Bank NA 000000000 Jun 2022 1 $86 0.00% DFE
466 BNP Paribas SA 000000000 Jun 2022 1 $65 0.00% DFE
467 BNP Paribas SA 000000000 Jun 2022 1 $61 0.00% DFE
468 BNP Paribas SA 000000000 Jun 2022 1 $33 0.00% DFE
469 BNP Paribas SA 000000000 Jun 2022 1 $29 0.00% DFE
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472 BNP Paribas SA 000000000 Jun 2022 1 $12 0.00% DFE
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478 JPMorgan Chase Bank NA 000000000 Jun 2022 1 $-75 -0.00% DFE
479 Goldman Sachs Bank USA 000000000 Jun 2022 1 $-86 -0.00% DFE
480 BNP Paribas SA 000000000 Jun 2022 1 $-106 -0.00% DFE
481 BNP Paribas SA 000000000 Jun 2022 1 $-106 -0.00% DFE
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484 BNP Paribas SA 000000000 Jun 2022 1 $-138 -0.00% DFE
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486 Goldman Sachs Bank USA 000000000 Jun 2022 1 $-158 -0.00% DFE
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489 BNP Paribas SA 000000000 Jun 2022 1 $-272 -0.00% DFE
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492 BNP Paribas SA 000000000 Jun 2022 1 $-339 -0.00% DFE
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496 JPMorgan Chase Bank NA 000000000 Jun 2022 1 $-407 -0.00% DFE
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498 JPMorgan Chase Bank NA 000000000 Jun 2022 1 $-440 -0.00% DFE
499 BNP Paribas SA 000000000 Jun 2022 1 $-443 -0.00% DFE
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501 Morgan Stanley & Co. International PLC 000000000 Jun 2022 1 $-576 -0.00% DFE
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507 BNP Paribas SA 000000000 Jun 2022 1 $-801 -0.00% DFE
508 BNP Paribas SA 000000000 Jun 2022 1 $-847 -0.00% DFE
509 BNP Paribas SA 000000000 Jun 2022 1 $-849 -0.00% DFE
510 BNP Paribas SA 000000000 Jun 2022 1 $-852 -0.00% DFE
511 Goldman Sachs Bank USA 000000000 Jun 2022 1 $-947 -0.00% DFE
512 Goldman Sachs Bank USA 000000000 Jun 2022 1 $-1016 -0.00% DFE
513 JPMorgan Chase Bank NA 000000000 Jun 2022 1 $-1082 -0.00% DFE
514 BNP Paribas SA 000000000 Jun 2022 1 $-1095 -0.00% DFE
515 BNP Paribas SA 000000000 Jun 2022 1 $-1107 -0.00% DFE
516 BNP Paribas SA 000000000 Jun 2022 1 $-1162 -0.00% DFE
517 BNP Paribas SA 000000000 Jun 2022 1 $-1181 -0.00% DFE
518 Goldman Sachs Bank USA 000000000 Jun 2022 1 $-1196 -0.00% DFE
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520 Goldman Sachs Bank USA 000000000 Jun 2022 1 $-1219 -0.00% DFE
521 JPMorgan Chase Bank NA 000000000 Jun 2022 1 $-1329 -0.00% DFE
522 JPMorgan Chase Bank NA 000000000 Jun 2022 1 $-1388 -0.00% DFE
523 Morgan Stanley & Co. International PLC 000000000 Jun 2022 1 $-1582 -0.00% DFE
524 Goldman Sachs Bank USA 000000000 Jun 2022 1 $-1836 -0.00% DFE
525 Goldman Sachs Bank USA 000000000 Jun 2022 1 $-1858 -0.00% DFE
526 BNP Paribas SA 000000000 Jun 2022 1 $-2205 -0.00% DFE
527 BNP Paribas SA 000000000 Jun 2022 1 $-2468 -0.00% DFE
528 BNP Paribas SA 000000000 Jun 2022 1 $-2778 -0.00% DFE
529 JPMorgan Chase Bank NA 000000000 Jun 2022 1 $-2953 -0.00% DFE
530 Goldman Sachs Bank USA 000000000 Jun 2022 1 $-3311 -0.00% DFE
531 JPMorgan Chase Bank NA 000000000 Jun 2022 1 $-3463 -0.00% DFE
532 JPMorgan Chase Bank NA 000000000 Jun 2022 1 $-3488 -0.00% DFE
533 JPMorgan Chase Bank NA 000000000 Jun 2022 1 $-3534 -0.00% DFE
534 JPMorgan Chase Bank NA 000000000 Jun 2022 1 $-4734 -0.00% DFE
535 Goldman Sachs Bank USA 000000000 Jun 2022 1 $-4831 -0.00% DFE
536 JPMorgan Chase Bank NA 000000000 Jun 2022 1 $-4896 -0.00% DFE
537 Goldman Sachs Bank USA 000000000 Jun 2022 1 $-4942 -0.00% DFE
538 Goldman Sachs Bank USA 000000000 Jun 2022 1 $-5277 -0.00% DFE
539 JPMorgan Chase Bank NA 000000000 Jun 2022 1 $-5892 -0.00% DFE
540 JPMorgan Chase Bank NA 000000000 Jun 2022 1 $-5982 -0.00% DFE
541 BNP Paribas SA 000000000 Jun 2022 1 $-6412 -0.00% DFE
542 BNP Paribas SA 000000000 Jun 2022 1 $-6755 -0.00% DFE
543 Goldman Sachs Bank USA 000000000 Jun 2022 1 $-7020 -0.00% DFE
544 BNP Paribas SA 000000000 Jun 2022 1 $-7859 -0.00% DFE
545 ASX Clear (Futures) 000000000 Jun 2022 19 $-8099 -0.00% DIR
546 JPMorgan Chase Bank NA 000000000 Jun 2022 1 $-8359 -0.00% DFE
547 BNP Paribas SA 000000000 Jun 2022 1 $-8799 -0.00% DFE
548 BNP Paribas SA 000000000 Jun 2022 1 $-8971 -0.00% DFE
549 JPMorgan Chase Bank NA 000000000 Jun 2022 1 $-9102 -0.00% DFE
550 BNP Paribas SA 000000000 Jun 2022 1 $-12217 -0.00% DFE
551 BNP Paribas SA 000000000 Jun 2022 1 $-12514 -0.00% DFE
552 BNP Paribas SA 000000000 Jun 2022 1 $-12786 -0.00% DFE
553 BNP Paribas SA 000000000 Jun 2022 1 $-13102 -0.00% DFE
554 Chicago Mercantile Exchange 000000000 Jun 2022 8,100,000 $-17036 -0.00% DIR
555 BNP Paribas SA 000000000 Jun 2022 1 $-17416 -0.00% DFE
556 JPMorgan Chase Bank NA 000000000 Jun 2022 1 $-19440 -0.00% DFE
557 JPMorgan Chase Bank NA 000000000 Jun 2022 1 $-22087 -0.00% DFE
558 Goldman Sachs Bank USA 000000000 Jun 2022 1 $-22605 -0.00% DFE
559 Goldman Sachs Bank USA 000000000 Jun 2022 1 $-24067 -0.00% DFE
560 BNP Paribas SA 000000000 Jun 2022 1 $-25656 -0.00% DFE
561 BNP Paribas SA 000000000 Jun 2022 1 $-26482 -0.00% DFE
562 JPMorgan Chase Bank NA 000000000 Jun 2022 1 $-27112 -0.00% DFE
563 Chicago Board of Trade 000000000 Jun 2022 -148 $-28428 -0.00% DIR
564 Goldman Sachs Bank USA 000000000 Jun 2022 1 $-29938 -0.00% DFE
565 JPMorgan Chase Bank NA 000000000 Jun 2022 1 $-34470 -0.00% DFE
566 BNP Paribas SA 000000000 Jun 2022 1 $-34884 -0.00% DFE
567 BNP Paribas SA 000000000 Jun 2022 1 $-38279 -0.00% DFE
568 Morgan Stanley & Co. International PLC 000000000 Jun 2022 1 $-38458 -0.00% DFE
569 Morgan Stanley & Co. International PLC 000000000 Jun 2022 1 $-39172 -0.00% DFE
570 BNP Paribas SA 000000000 Jun 2022 1 $-39998 -0.00% DFE
571 BNP Paribas SA 000000000 Jun 2022 1 $-43115 -0.01% DFE
572 Morgan Stanley & Co. International PLC 000000000 Jun 2022 1 $-47764 -0.01% DFE
573 Goldman Sachs Bank USA 000000000 Jun 2022 1 $-50074 -0.01% DFE
574 JPMorgan Chase Bank NA 000000000 Jun 2022 1 $-53933 -0.01% DFE
575 BNP Paribas SA 000000000 Jun 2022 1 $-54975 -0.01% DFE
576 LCH Ltd. 000000000 Jun 2022 10,300,000 $-56911 -0.01% DIR
577 Goldman Sachs Bank USA 000000000 Jun 2022 1 $-57852 -0.01% DFE
578 Morgan Stanley & Co. International PLC 000000000 Jun 2022 1 $-66611 -0.01% DFE
579 BNP Paribas SA 000000000 Jun 2022 1 $-68742 -0.01% DFE
580 BNP Paribas SA 000000000 Jun 2022 1 $-84579 -0.01% DFE
581 LCH Ltd. 000000000 Jun 2022 2,600,000 $-93124 -0.01% DIR
582 Goldman Sachs Bank USA 000000000 Jun 2022 1 $-103049 -0.01% DFE
583 Goldman Sachs Bank USA 000000000 Jun 2022 1 $-130136 -0.02% DFE
584 Goldman Sachs Bank USA 000000000 Jun 2022 1 $-150669 -0.02% DFE
585 Goldman Sachs Bank USA 000000000 Jun 2022 1 $-153024 -0.02% DFE
586 ICE Futures Europe - Financial Products Division 000000000 Jun 2022 304 $-175247 -0.02% DIR
587 Morgan Stanley Capital Services LLC 000000000 Jun 2022 6,000,000 $-176142 -0.02% DCR
588 ASX Clear (Futures) 000000000 Jun 2022 648 $-181886 -0.02% DIR
589 Goldman Sachs Bank USA 000000000 Jun 2022 1 $-213588 -0.02% DFE
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591 ICE Futures Europe - Financial Products Division 000000000 Jun 2022 263 $-422321 -0.05% DIR
592 LCH Ltd. 000000000 Jun 2022 15,700,000 $-686175 -0.08% DIR
593 MORGAN STANLEY CAP SVCS BOC 000000000 Jun 2022 -1,160,000 $-1160000 -0.13% STIV
594 LCH Ltd. 000000000 Jun 2022 28,300,000 $-1167887 -0.14% DIR
595 SWAP JP MORGAN BOC 000000000 Jun 2022 -1,350,000 $-1350000 -0.16% STIV
596 SWAP BNP PARIBAS BOC 000000000 Jun 2022 -1,840,000 $-1840000 -0.21% STIV
597 Chicago Board of Trade 000000000 Jun 2022 3,745 $-2222736 -0.26% DIR
598 JPMorgan Securities LLC 000000000 Jun 2022 -2,418,000 $-2418000 -0.28% RA
599 Citigroup Global Markets, Inc. 000000000 Jun 2022 -4,918,214 $-4918214 -0.57% RA
600 Royal Bank of Canada 000000000 Jun 2022 -9,183,217 $-9183217 -1.07% RA
601 Regions Bank 000000000 Jun 2022 -15,834,520 $-15834520 -1.84% RA