Holdings (Monthly)
Guide ↗
Morningstar Total Return Bond Fund
· Morningstar Funds Trust| # | Name | Ticker | Since | Shares | Value | % Port | Cat |
|---|---|---|---|---|---|---|---|
| 1 | iShares Trust | GOVT | Jan 2026 | 10,701,492 | $246.5M | 25.59% | EC |
| 2 | Blackrock Allocation Target Shs | BATAX | Oct 2022 | 5,928,904 | $56.9M | 5.90% | EC |
| 3 | CHICAGO MERCANTILE EXCHANGE | SFRZ6 | Oct 2022 | 214 | $51.8M | 5.38% | DIR |
| 4 | Federal National Mortgage Association | FNMA | Jan 2026 | 38,621,652 | $39.2M | 4.06% | ABS-MBS |
| 5 | Chicago Board of Trade | FVH6 | Oct 2022 | 356 | $38.8M | 4.03% | DIR |
| 6 | Federal National Mortgage Association | FNMA | Jan 2026 | 30,876,000 | $28.5M | 2.96% | ABS-MBS |
| 7 | Chicago Board of Trade | TUH6 | Oct 2022 | 124 | $25.9M | 2.68% | DIR |
| 8 | Vanguard Charlotte Funds | BNDX | Jan 2026 | 478,796 | $23.3M | 2.41% | EC |
| 9 | Federal National Mortgage Association | FNMA | Jan 2026 | 20,045,846 | $20.0M | 2.08% | ABS-MBS |
| 10 | United States Treasury Bonds | T | Oct 2022 | 18,750,000 | $18.4M | 1.91% | DBT |
| 11 | Federal National Mortgage Association | FNMA | Jan 2026 | 16,897,771 | $17.1M | 1.78% | ABS-MBS |
| 12 | Federal Home Loan Mortgage Corp. | FHLMC | Jan 2026 | 16,621,039 | $14.8M | 1.53% | ABS-MBS |
| 13 | Federal Home Loan Mortgage Corp. | FHLMC | Jan 2026 | 13,339,656 | $11.4M | 1.18% | ABS-MBS |
| 14 | United States Treasury Bonds | T | Oct 2022 | 13,080,000 | $8.8M | 0.91% | DBT |
| 15 | United States Treasury Notes | T | Jan 2026 | 8,650,000 | $8.7M | 0.91% | DBT |
| 16 | United States Treasury Notes | T | Jan 2026 | 8,180,000 | $8.6M | 0.89% | DBT |
| 17 | Federal National Mortgage Association | FNMA | Jan 2026 | 8,562,700 | $7.6M | 0.79% | ABS-MBS |
| 18 | Chicago Board of Trade | WNH6 | Oct 2022 | 59 | $6.9M | 0.72% | DIR |
| 19 | Federal National Mortgage Association | FNMA | Jan 2026 | 6,500,000 | $6.5M | 0.67% | ABS-MBS |
| 20 | Federal National Mortgage Association | FNMA | Jan 2026 | 6,491,176 | $6.5M | 0.67% | ABS-MBS |
| 21 | United States Treasury Notes | T | Jan 2026 | 6,000,000 | $6.0M | 0.62% | DBT |
| 22 | Northern Institutional Funds | NTPXX | Oct 2022 | 5,575,286 | $5.6M | 0.58% | STIV |
| 23 | Federal National Mortgage Association | FNMA | Jan 2026 | 5,071,261 | $5.2M | 0.54% | ABS-MBS |
| 24 | Federal National Mortgage Association | FNMA | Jan 2026 | 5,035,318 | $5.2M | 0.53% | ABS-MBS |
| 25 | Federal National Mortgage Association | FNMA | Jan 2026 | 4,946,824 | $5.1M | 0.53% | ABS-MBS |
| 26 | United States Treasury Notes | T | Jan 2026 | 4,965,000 | $5.0M | 0.52% | DBT |
| 27 | United States Treasury Notes | T | Jan 2026 | 4,778,000 | $4.8M | 0.50% | DBT |
| 28 | Northern Institutional Funds | NTPXX | Oct 2022 | 4,666,662 | $4.7M | 0.48% | STIV |
| 29 | CHICAGO MERCANTILE EXCHANGE | SFRZ7 | Oct 2022 | 19 | $4.6M | 0.48% | DIR |
| 30 | CHICAGO MERCANTILE EXCHANGE | SFRZ28 | Oct 2022 | 19 | $4.6M | 0.48% | DIR |
| 31 | Northern Institutional Funds | 665279105 | Oct 2022 | 4,531,299 | $4.5M | 0.47% | STIV |
| 32 | United States Treasury Notes | T | Oct 2022 | 4,439,000 | $4.4M | 0.46% | DBT |
| 33 | U.S. Treasury Bond Stripped Principal Payment | SP | Jan 2026 | 18,250,000 | $4.3M | 0.44% | DBT |
| 34 | Northern Institutional Funds | 665279105 | Oct 2022 | 4,251,209 | $4.3M | 0.44% | STIV |
| 35 | Federal National Mortgage Association | FNMA | Jan 2026 | 3,975,000 | $4.0M | 0.41% | ABS-MBS |
| 36 | ASX - TRADE24 | YMH6 | Oct 2022 | 54 | $3.9M | 0.41% | DIR |
| 37 | United States Treasury Notes | T | Jan 2026 | 3,803,000 | $3.9M | 0.41% | DBT |
| 38 | United States Treasury Notes | T | Jan 2026 | 3,905,000 | $3.8M | 0.40% | DBT |
| 39 | United States Treasury Notes | T | Jan 2026 | 3,420,000 | $3.6M | 0.37% | DBT |
| 40 | Government National Mortgage Association | GNR | Jan 2026 | 3,475,000 | $3.5M | 0.36% | ABS-MBS |
| 41 | HPS PRIVATE CREDIT CLO 2025-3 LLC | HPSPR | Jan 2026 | 3,250,000 | $3.3M | 0.34% | ABS-CBDO |
| 42 | Tennessee Valley Authority | TVA | Jan 2026 | 3,950,000 | $3.2M | 0.34% | DBT |
| 43 | Wamu Asset-Backed | WMHE | Jan 2026 | 8,686,334 | $3.1M | 0.33% | ABS-O |
| 44 | Federal National Mortgage Association | FNMA | Jan 2026 | 3,674,600 | $3.1M | 0.32% | ABS-MBS |
| 45 | United States Treasury Notes | T | Jan 2026 | 2,870,000 | $3.1M | 0.32% | DBT |
| 46 | U.S. Treasury Bond Stripped Principal Payment | SP | Jan 2026 | 8,000,000 | $3.1M | 0.32% | DBT |
| 47 | Federal National Mortgage Association | FNMA | Jan 2026 | 3,259,154 | $2.9M | 0.30% | ABS-MBS |
| 48 | AGL CLO 42 LTD /LLC | AGL | Jan 2026 | 2,800,000 | $2.8M | 0.29% | ABS-CBDO |
| 49 | Government National Mortgage Association | GNR | Jan 2026 | 2,577,000 | $2.6M | 0.27% | ABS-MBS |
| 50 | Federal National Mortgage Association | FNMA | Jan 2026 | 2,548,000 | $2.6M | 0.27% | ABS-MBS |
| 51 | United States Treasury Notes | T | Jan 2026 | 2,108,000 | $2.1M | 0.22% | DBT |
| 52 | WarnerMedia Holdings Inc. | WBD | Jan 2026 | 2,066,000 | $2.1M | 0.21% | DBT |
| 53 | FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD | FHR | Jan 2026 | 1,974,150 | $2.0M | 0.21% | ABS-O |
| 54 | Federal National Mortgage Association | FNMA | Jan 2026 | 2,244,805 | $1.9M | 0.20% | ABS-MBS |
| 55 | EQT Corporation | EQT | Jan 2026 | 1,781,000 | $1.8M | 0.19% | DBT |
| 56 | United States Treasury Bonds | T | Oct 2022 | 2,508,200 | $1.8M | 0.18% | DBT |
| 57 | United States Treasury Notes | T | Jan 2026 | 1,752,700 | $1.8M | 0.18% | DBT |
| 58 | STATION PLACE SECURIT FRN | 857936AA6 | Jan 2026 | 1,750,000 | $1.8M | 0.18% | DBT |
| 59 | Federal Home Loan Mortgage Corp. | FHLMC | Jan 2026 | 1,692,126 | $1.7M | 0.18% | ABS-MBS |
| 60 | CHICAGO MERCANTILE EXCHANGE | SFRM6 | Oct 2022 | 7 | $1.7M | 0.18% | DIR |
| 61 | ASX - TRADE24 | XMH6 | Oct 2022 | 22 | $1.7M | 0.17% | DIR |
| 62 | CASTLELAKE AIRCRAFT STRUCTURED TRUS | CLAST | Jan 2026 | 1,644,816 | $1.7M | 0.17% | ABS-O |
| 63 | United States Treasury Bonds | T | Oct 2022 | 2,328,600 | $1.7M | 0.17% | DBT |
| 64 | HLEND CLO 2025-4 LLC | HLEND | Jan 2026 | 1,650,000 | $1.7M | 0.17% | ABS-CBDO |
| 65 | Bcc Middle Market Clo 2019 1 Co Issuer Llc | BCMM | Jan 2026 | 1,650,000 | $1.6M | 0.17% | ABS-CBDO |
| 66 | QTS THUNDER 5.42% | 74699AEH7 | Jan 2026 | 1,625,000 | $1.6M | 0.17% | DBT |
| 67 | QTS ISSUER ABS I, LLLC | QTS | Jan 2026 | 1,600,000 | $1.6M | 0.17% | ABS-O |
| 68 | GOLUB CAP PART 2016-16MR2 LP | GOCAP | Jan 2026 | 1,600,000 | $1.6M | 0.17% | ABS-CBDO |
| 69 | Federal Home Loan Mortgage Corp. | FHLMC | Oct 2022 | 1,656,466 | $1.6M | 0.16% | ABS-MBS |
| 70 | United States Treasury Notes | T | Jan 2026 | 1,589,100 | $1.6M | 0.16% | DBT |
| 71 | United States Treasury Notes | T | Jan 2026 | 1,500,000 | $1.5M | 0.16% | DBT |
| 72 | PFP 2025-12 LTD/LLC | PFP | Jan 2026 | 1,500,000 | $1.5M | 0.16% | ABS-CBDO |
| 73 | GOLUB CAP PART 2016-16MR2 LP | GOCAP | Jan 2026 | 1,500,000 | $1.5M | 0.16% | ABS-CBDO |
| 74 | Chicago Board of Trade | USH6 | Oct 2022 | 13 | $1.5M | 0.16% | DIR |
| 75 | GCAT 2025-NQM3 TRUST | GCAT | Jan 2026 | 1,464,223 | $1.5M | 0.15% | ABS-O |
| 76 | Government National Mortgage Association | GNR | Jan 2026 | 1,515,000 | $1.5M | 0.15% | ABS-MBS |
| 77 | Federal Home Loan Mortgage Corp. | FHLMC | Jan 2026 | 1,471,313 | $1.5M | 0.15% | ABS-MBS |
| 78 | WOODWARD CAPITAL MANAGEMENT | RCKT | Jan 2026 | 1,440,910 | $1.5M | 0.15% | ABS-O |
| 79 | Federal Home Loan Mortgage Corp. | FHLMC | Oct 2022 | 1,747,304 | $1.4M | 0.15% | ABS-MBS |
| 80 | United States Treasury Notes | T | Jan 2026 | 1,408,000 | $1.4M | 0.15% | DBT |
| 81 | Federal National Mortgage Association | FNMA | Oct 2022 | 1,659,533 | $1.4M | 0.15% | ABS-MBS |
| 82 | Government National Mortgage Association | GNR | Jan 2026 | 1,676,000 | $1.4M | 0.14% | ABS-MBS |
| 83 | MAPS TRUST | MAPSL | Jan 2026 | 1,445,489 | $1.4M | 0.14% | ABS-O |
| 84 | United States Treasury Notes | T | Jan 2026 | 1,280,000 | $1.4M | 0.14% | DBT |
| 85 | Government National Mortgage Association | GNR | Jan 2026 | 1,300,000 | $1.3M | 0.14% | ABS-MBS |
| 86 | VISTA POINT SECURITIZATION TRUST 2025-CES1 | VSTA | Jan 2026 | 1,304,248 | $1.3M | 0.14% | ABS-O |
| 87 | United States Treasury Bonds | T | Jan 2026 | 1,350,000 | $1.3M | 0.14% | DBT |
| 88 | United States Treasury Notes | T | Jan 2026 | 1,278,500 | $1.3M | 0.14% | DBT |
| 89 | GCAT 2025-NQM2 TRUST | GCAT | Jan 2026 | 1,275,558 | $1.3M | 0.13% | ABS-O |
| 90 | Stack Infrastructure Issuer Llc | SIDC | Jan 2026 | 1,300,000 | $1.3M | 0.13% | ABS-O |
| 91 | United States Treasury Notes | T | Jan 2026 | 1,275,500 | $1.3M | 0.13% | DBT |
| 92 | EQT Corporation | EQT | Jan 2026 | 1,157,000 | $1.3M | 0.13% | DBT |
| 93 | United States Treasury Notes | T | Jan 2026 | 1,250,000 | $1.3M | 0.13% | DBT |
| 94 | United States Treasury Notes | T | Jan 2026 | 1,223,100 | $1.2M | 0.13% | DBT |
| 95 | United States Treasury Notes | T | Jan 2026 | 1,253,600 | $1.2M | 0.13% | DBT |
| 96 | Federal National Mortgage Association | FNMA | Jan 2026 | 1,320,000 | $1.2M | 0.13% | ABS-MBS |
| 97 | MG AZALEA LP TL 6.45% | 55299BHE2 | Jan 2026 | 1,213,495 | $1.2M | 0.13% | DBT |
| 98 | Jackson National Life Global Funding | JXN | Jan 2026 | 1,198,000 | $1.2M | 0.13% | DBT |
| 99 | United States Treasury Notes | T | Oct 2022 | 1,202,400 | $1.2M | 0.12% | DBT |
| 100 | United States Treasury Notes | T | Jan 2026 | 1,174,700 | $1.2M | 0.12% | DBT |
| 101 | Government National Mortgage Association | GNR | Jan 2026 | 1,175,000 | $1.2M | 0.12% | ABS-MBS |
| 102 | United States Treasury Notes | T | Oct 2022 | 1,185,800 | $1.2M | 0.12% | DBT |
| 103 | United States Treasury Bonds | T | Oct 2022 | 1,663,700 | $1.2M | 0.12% | DBT |
| 104 | United States Treasury Notes | T | Jan 2026 | 1,210,800 | $1.1M | 0.12% | DBT |
| 105 | United States Treasury Notes | T | Jan 2026 | 1,195,200 | $1.1M | 0.12% | DBT |
| 106 | United States Treasury Notes | T | Jan 2026 | 1,104,000 | $1.1M | 0.12% | DBT |
| 107 | United States Treasury Notes | T | Jan 2026 | 1,096,600 | $1.1M | 0.11% | DBT |
| 108 | GOLUB CAPITAL PARTNERS 69(M)-R LTD | GOCAP | Jan 2026 | 1,100,000 | $1.1M | 0.11% | ABS-CBDO |
| 109 | United States Treasury Notes | T | Oct 2022 | 1,168,700 | $1.1M | 0.11% | DBT |
| 110 | Government National Mortgage Association | GNR | Jan 2026 | 1,082,899 | $1.1M | 0.11% | ABS-MBS |
| 111 | Nippon Life Insurance Co. | NIPLIF | Jan 2026 | 1,190,000 | $1.1M | 0.11% | DBT |
| 112 | BPCE SA | BPCEGP | Jan 2026 | 1,200,000 | $1.1M | 0.11% | DBT |
| 113 | United States Treasury Notes | T | Jan 2026 | 1,068,200 | $1.1M | 0.11% | DBT |
| 114 | United States Treasury Notes | T | Jan 2026 | 1,061,800 | $1.1M | 0.11% | DBT |
| 115 | Expand Energy Corp. | EXE | Jan 2026 | 1,018,000 | $1.1M | 0.11% | DBT |
| 116 | EQT Corporation | EQT | Jan 2026 | 1,108,000 | $1.0M | 0.11% | DBT |
| 117 | United States Treasury Notes | T | Jan 2026 | 1,046,000 | $1.0M | 0.11% | DBT |
| 118 | Fnma Pass-Thru I | FN | Jan 2026 | 1,258,584 | $1.0M | 0.11% | ABS-MBS |
| 119 | United States Treasury Notes | T | Jan 2026 | 1,032,700 | $1.0M | 0.11% | DBT |
| 120 | United States Treasury Notes | T | Jan 2026 | 1,032,700 | $1.0M | 0.11% | DBT |
| 121 | BEIGNET INV LLC | RPLDCI | Jan 2026 | 992,000 | $1.0M | 0.11% | DBT |
| 122 | Avis Budget Rental Car Funding AESOP LLC | AESOP | Jan 2026 | 1,000,000 | $1.0M | 0.11% | ABS-O |
| 123 | BLUE STREAM ISSUER LLC | BSTRM | Jan 2026 | 1,000,000 | $1.0M | 0.10% | ABS-O |
| 124 | VDCM COMMERCIAL MORTGAGE TRUST 2025-AZ | VDCM | Jan 2026 | 1,000,000 | $1.0M | 0.10% | ABS-O |
| 125 | Compass Datacenters Issuer II LLC | CMPDC | Jan 2026 | 1,000,000 | $1.0M | 0.10% | ABS-O |
| 126 | TRICON RESIDENTIAL 2025-SFR2 TRUST | TCN | Jan 2026 | 999,006 | $1.0M | 0.10% | ABS-O |
| 127 | Sound Point Clo 2025R-1 Ltd. | SNDPT | Jan 2026 | 1,000,000 | $1.0M | 0.10% | ABS-CBDO |
| 128 | PFP 2025-12 LTD/LLC | PFP | Jan 2026 | 1,000,000 | $1.0M | 0.10% | ABS-CBDO |
| 129 | JCP DIRECT LENDING CLO 2023-1 LTD | JCPDL | Jan 2026 | 1,000,000 | $1.0M | 0.10% | ABS-CBDO |
| 130 | United States Treasury Notes | T | Oct 2022 | 1,046,700 | $997K | 0.10% | DBT |
| 131 | Diamondback Energy Inc | FANG | Oct 2022 | 1,017,000 | $988K | 0.10% | DBT |
| 132 | Diamondback Energy Inc | FANG | Oct 2022 | 990,000 | $984K | 0.10% | DBT |
| 133 | United States Treasury Bonds | T | Oct 2022 | 1,012,700 | $973K | 0.10% | DBT |
| 134 | Macquarie Bank Ltd. | MQGAU | Jan 2026 | 950,000 | $964K | 0.10% | DBT |
| 135 | Federal National Mortgage Association | FNMA | Jan 2026 | 952,000 | $963K | 0.10% | ABS-MBS |
| 136 | VERUS SECURITIZATION TRUST 2025-7 | VERUS | Jan 2026 | 955,652 | $962K | 0.10% | ABS-O |
| 137 | HOMES 2025-NQM4 TRUST | HOMES | Jan 2026 | 922,920 | $932K | 0.10% | ABS-O |
| 138 | United States Treasury Bonds | T | Jan 2026 | 1,029,000 | $924K | 0.10% | DBT |
| 139 | EFMT 2025-CES4 | EFMT | Jan 2026 | 912,919 | $922K | 0.10% | ABS-O |
| 140 | United States Treasury Notes | T | Jan 2026 | 970,000 | $921K | 0.10% | DBT |
| 141 | Six Flags Entertainment Corp. | FUN | Jan 2026 | 900,000 | $920K | 0.10% | DBT |
| 142 | United States Treasury Bonds | T | Oct 2022 | 1,233,000 | $915K | 0.09% | DBT |
| 143 | EQT Corporation | EQT | Jan 2026 | 910,000 | $914K | 0.09% | DBT |
| 144 | CIM TRUST 2025-I1 | CIM | Jan 2026 | 900,000 | $913K | 0.09% | ABS-O |
| 145 | Government National Mortgage Association | GNR | Jan 2026 | 1,050,000 | $909K | 0.09% | ABS-MBS |
| 146 | Obsidian Issuer 2025-1 LLC | OBSI | Jan 2026 | 900,000 | $909K | 0.09% | DBT |
| 147 | TOWD POINT MORTGAGE TRUST 2025-1 | TPMT | Jan 2026 | 902,236 | $905K | 0.09% | ABS-O |
| 148 | MN8 Portfolio IV LLC / MN8 Mulberry Bess Holdco LLC | 55339TAA0 | Jan 2026 | 900,000 | $905K | 0.09% | DBT |
| 149 | MEADE PIPELINE TL | LX2700354 | Jan 2026 | 900,000 | $901K | 0.09% | LON |
| 150 | PLACEHOLD BR SECONDARIES | 000000000 | Oct 2022 | 900,000 | $900K | 0.09% | LON |
| 151 | FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD | FHR | Jan 2026 | 885,787 | $896K | 0.09% | ABS-O |
| 152 | Novelis | HNDLIN | Jan 2026 | 895,489 | $895K | 0.09% | LON |
| 153 | The Bank of New York Mellon Corp. | BK | Jan 2026 | 880,000 | $894K | 0.09% | DBT |
| 154 | United States Treasury Notes | T | Jan 2026 | 844,300 | $884K | 0.09% | DBT |
| 155 | Evergy Metro Inc. | EVRG | Jan 2026 | 875,000 | $884K | 0.09% | DBT |
| 156 | United States Treasury Bonds | T | Oct 2022 | 1,009,600 | $882K | 0.09% | DBT |
| 157 | Antero Resources Corporation | AR | Jan 2026 | 862,000 | $874K | 0.09% | DBT |
| 158 | PLACEHOLDER CRANE NXT CO | 000000000 | Oct 2022 | 739,232 | $874K | 0.09% | LON |
| 159 | Textainer Marine Containers Ltd | TMCL | Jan 2026 | 970,000 | $870K | 0.09% | ABS-O |
| 160 | United States Treasury Bonds | T | Oct 2022 | 1,009,600 | $869K | 0.09% | DBT |
| 161 | Walmart Inc | WMT | Jan 2026 | 823,000 | $868K | 0.09% | DBT |
| 162 | IDAHO HSG & FIN ASSN | IDSSFH | Jan 2026 | 850,000 | $867K | 0.09% | DBT |
| 163 | Southwestern Public Service Company | XEL | Jan 2026 | 1,150,000 | $864K | 0.09% | DBT |
| 164 | Servpro Master Issuer Llc | SPRO | Jan 2026 | 833,000 | $861K | 0.09% | ABS-O |
| 165 | Greensky Home Improvement Issuer Trust 2025-2 | GSKY | Jan 2026 | 850,000 | $859K | 0.09% | ABS-O |
| 166 | Host Hotels & Resorts, L.P. | HST | Jan 2026 | 830,000 | $857K | 0.09% | DBT |
| 167 | BP Capital Markets PLC | BPLN | Jan 2026 | 830,000 | $854K | 0.09% | DBT |
| 168 | MILE Trust 2025-STNE | MILE | Jan 2026 | 850,000 | $851K | 0.09% | ABS-O |
| 169 | BDS 2025-FL15 LLC | BDS | Jan 2026 | 850,000 | $851K | 0.09% | ABS-CBDO |
| 170 | GOLUB CAPITAL PARTNERS CLO 49M-R2 LTD | GOCAP | Jan 2026 | 850,000 | $850K | 0.09% | ABS-CBDO |
| 171 | National Australia Bank Ltd. | NAB | Jan 2026 | 810,000 | $850K | 0.09% | DBT |
| 172 | STWD 2021-FL2 LTD | STWD | Jan 2026 | 850,000 | $850K | 0.09% | ABS-CBDO |
| 173 | FS RIALTO LLC 2025-FL10 | FSRIA | Jan 2026 | 850,000 | $850K | 0.09% | ABS-CBDO |
| 174 | Federal National Mortgage Association | FNMA | Jan 2026 | 846,146 | $849K | 0.09% | ABS-O |
| 175 | FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD | FHR | Jan 2026 | 834,115 | $843K | 0.09% | ABS-O |
| 176 | Vantage Data Centers Issuer | VDC | Jan 2026 | 850,000 | $843K | 0.09% | ABS-O |
| 177 | Jefferies Financial Group Inc | JEF | Jan 2026 | 800,000 | $841K | 0.09% | DBT |
| 178 | GS Finance Corp | GS | Jan 2026 | 840,000 | $840K | 0.09% | DBT |
| 179 | Sodexo Inc | SWFP | Jan 2026 | 800,000 | $833K | 0.09% | DBT |
| 180 | EVERCORE INC 5.47% | 02099AJX4 | Jan 2026 | 800,000 | $832K | 0.09% | DBT |
| 181 | Bank of America Corp. | BAC | Jan 2026 | 800,000 | $831K | 0.09% | DBT |
| 182 | Credit Agricole S.A. London Branch | ACAFP | Jan 2026 | 800,000 | $822K | 0.09% | DBT |
| 183 | NatWest Group PLC | NWG | Jan 2026 | 800,000 | $821K | 0.09% | DBT |
| 184 | PMT LOAN TRUST 2025-INV8 | PMTLT | Jan 2026 | 800,235 | $816K | 0.08% | ABS-O |
| 185 | HOTWIRE FUNDING LLC | HWIRE | Jan 2026 | 800,000 | $813K | 0.08% | ABS-O |
| 186 | CLI FUNDING IX LLC | CLIF | Jan 2026 | 800,771 | $811K | 0.08% | ABS-O |
| 187 | Madison Park Funding II Ltd | MDPK | Jan 2026 | 800,000 | $807K | 0.08% | ABS-CBDO |
| 188 | Neuberger Berman Loan Advisers Clo 34 Ltd | NEUB | Jan 2026 | 800,000 | $806K | 0.08% | ABS-CBDO |
| 189 | ANCHOR MORTGAGE TRUST 2025-RTL1 | ANCHR | Jan 2026 | 800,000 | $805K | 0.08% | ABS-O |
| 190 | CERBERUS LOAN FUNDING 2025-50 | CERB | Jan 2026 | 800,000 | $804K | 0.08% | ABS-CBDO |
| 191 | CERBERUS LOAN FUNDING 2025-50 | CERB | Jan 2026 | 800,000 | $801K | 0.08% | ABS-CBDO |
| 192 | GOLUB CAPITAL PARTNERS CLO 54M-R LTD | GOCAP | Jan 2026 | 800,000 | $800K | 0.08% | ABS-CBDO |
| 193 | Morgan Stanley ABS Capital I Inc | MSAC | Jan 2026 | 1,741,299 | $799K | 0.08% | ABS-O |
| 194 | Government National Mortgage Association | GNR | Oct 2022 | 955,253 | $795K | 0.08% | ABS-MBS |
| 195 | Colonial Enterprises | COLPLN | Jan 2026 | 798,000 | $795K | 0.08% | LON |
| 196 | Burlington Stores | 121575AL8 | Jan 2026 | 793,970 | $794K | 0.08% | LON |
| 197 | Federal Home Loan Mortgage Corp. | FHLMC | Oct 2022 | 867,996 | $782K | 0.08% | ABS-MBS |
| 198 | Cheniere Energy Inc | LNG | Jan 2026 | 753,000 | $781K | 0.08% | DBT |
| 199 | NYMT LOAN TRUST 2025-CP1 | NYMT | Jan 2026 | 799,008 | $777K | 0.08% | ABS-O |
| 200 | United States Treasury Bonds | T | Oct 2022 | 1,286,200 | $777K | 0.08% | DBT |
| 201 | Bravo Residential Funding Trust 2025-NQM7 | BRAVO | Jan 2026 | 766,975 | $775K | 0.08% | ABS-O |
| 202 | United States Treasury Bonds | T | Jan 2026 | 1,230,000 | $769K | 0.08% | DBT |
| 203 | PRPM 2025-5 LLC | PRPM | Jan 2026 | 762,458 | $763K | 0.08% | ABS-O |
| 204 | Allianz SE | ALVGR | Jan 2026 | 800,000 | $762K | 0.08% | DBT |
| 205 | TRITON CONTAINER FINANCE IX LLC | TCF | Jan 2026 | 758,000 | $761K | 0.08% | ABS-O |
| 206 | Oracle Corp. | ORCL | Jan 2026 | 863,000 | $761K | 0.08% | DBT |
| 207 | United States Treasury Bonds | T | Oct 2022 | 1,173,000 | $759K | 0.08% | DBT |
| 208 | Bravo Residential Funding Trust 2025-NQM8 | BRAVO | Jan 2026 | 753,385 | $757K | 0.08% | ABS-O |
| 209 | DIAMETER CAPITAL CLO 10 LTD | DCLO | Jan 2026 | 750,000 | $754K | 0.08% | ABS-CBDO |
| 210 | ARES DIRECT LENDING CLO 6 LLC | ARESDL | Jan 2026 | 750,000 | $750K | 0.08% | ABS-CBDO |
| 211 | NRG Energy | NRG | Jan 2026 | 746,203 | $747K | 0.08% | LON |
| 212 | Government National Mortgage Association | GNR | Jan 2026 | 827,000 | $747K | 0.08% | ABS-MBS |
| 213 | United States Treasury Bonds | T | Oct 2022 | 1,173,000 | $741K | 0.08% | DBT |
| 214 | SEQUOIA MORTGAGE TRUST 2025-5 | SEMT | Jan 2026 | 733,822 | $738K | 0.08% | ABS-O |
| 215 | Verizon Communications Inc. | VZ | Oct 2022 | 834,000 | $735K | 0.08% | DBT |
| 216 | United States Treasury Bonds | T | Oct 2022 | 1,173,000 | $734K | 0.08% | DBT |
| 217 | United States Treasury Notes | T | Jan 2026 | 729,000 | $731K | 0.08% | DBT |
| 218 | Federal National Mortgage Association | FNMA | Jan 2026 | 898,000 | $728K | 0.08% | ABS-MBS |
| 219 | Iqvia Inc | IQV | Jan 2026 | 700,000 | $727K | 0.08% | DBT |
| 220 | DB Master Finance LLC | DUNKN | Jan 2026 | 816,000 | $726K | 0.08% | ABS-O |
| 221 | Federal National Mortgage Association | FNMA | Jan 2026 | 725,000 | $726K | 0.08% | ABS-MBS |
| 222 | FIGRE TR 2025-HE1 | FIGRE | Jan 2026 | 707,201 | $719K | 0.07% | ABS-O |
| 223 | Federal Home Loan Mortgage Corp. | FHLMC | Oct 2022 | 849,690 | $718K | 0.07% | ABS-MBS |
| 224 | Rckt Mortgage Trust 2025-CES7 | RCKT | Jan 2026 | 706,890 | $714K | 0.07% | ABS-O |
| 225 | Federal Home Loan Mortgage Corp. | FHLMC | Oct 2022 | 872,007 | $714K | 0.07% | ABS-MBS |
| 226 | 245 Park Avenue Trust 2017 | PRKAV | Oct 2022 | 740,000 | $713K | 0.07% | ABS-O |
| 227 | PRPM 2025-3 LLC | PRPM | Jan 2026 | 709,824 | $711K | 0.07% | ABS-O |
| 228 | HOMES 2025-AFC2 TRUST | HOMES | Jan 2026 | 700,276 | $707K | 0.07% | ABS-O |
| 229 | Discovery Communications, LLC | WBD | Jan 2026 | 714,000 | $702K | 0.07% | DBT |
| 230 | VERUS SECURITIZATION TRUST 2025-5 | VERUS | Jan 2026 | 692,625 | $699K | 0.07% | ABS-O |
| 231 | VERUS SECURITIZATION TRUST 2025-5 | VERUS | Jan 2026 | 692,625 | $698K | 0.07% | ABS-O |
| 232 | SALUDA GRADE ALTERNATIVE MORTGAGE T | GRADE | Jan 2026 | 692,809 | $698K | 0.07% | ABS-O |
| 233 | Federal Home Loan Mortgage Corp. | FHLMC | Oct 2022 | 841,579 | $697K | 0.07% | ABS-MBS |
| 234 | PMT LOAN TRUST 2025-INV7 | PMTLT | Jan 2026 | 683,940 | $696K | 0.07% | ABS-O |
| 235 | PG&E Corporation | PCG | Jan 2026 | 697,000 | $693K | 0.07% | DBT |
| 236 | FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD | FHR | Jan 2026 | 688,932 | $690K | 0.07% | ABS-O |
| 237 | EQT Corporation | EQT | Jan 2026 | 674,000 | $686K | 0.07% | DBT |
| 238 | Government National Mortgage Association | GNR | Jan 2026 | 659,000 | $681K | 0.07% | ABS-MBS |
| 239 | SLAM 2021-1 LLC | SLAM | Jan 2026 | 711,100 | $680K | 0.07% | ABS-O |
| 240 | Japan (Government Of) | JGB | Jan 2026 | 136,250,000 | $677K | 0.07% | DBT |
| 241 | OBX 2025-NQM13 TRUST | OBX | Jan 2026 | 669,774 | $676K | 0.07% | ABS-O |
| 242 | OBX 2025-NQM10 TRUST | OBX | Jan 2026 | 669,425 | $675K | 0.07% | ABS-O |
| 243 | Foundry JV Holdco LLC. | FABSJV | Jan 2026 | 650,000 | $672K | 0.07% | DBT |
| 244 | United States Treasury Notes | T | Oct 2022 | 697,500 | $672K | 0.07% | DBT |
| 245 | Figre Trust 2023-HE1 | FIGRE | Jan 2026 | 660,208 | $669K | 0.07% | ABS-O |
| 246 | New Residential Mortgage Loan Trust | NRZT | Jan 2026 | 654,210 | $664K | 0.07% | ABS-O |
| 247 | New Residential Mortgage Loan Trust | NRZT | Jan 2026 | 654,210 | $664K | 0.07% | ABS-O |
| 248 | United States Treasury Notes | T | Oct 2022 | 688,000 | $661K | 0.07% | DBT |
| 249 | Gartner Inc. | IT | Jan 2026 | 659,000 | $657K | 0.07% | DBT |
| 250 | Federal National Mortgage Association | FNMA | Jan 2026 | 649,718 | $650K | 0.07% | ABS-O |
| 251 | Bristol-Myers Squibb Company | BMY | Jan 2026 | 721,000 | $647K | 0.07% | DBT |
| 252 | GCAT 2025-NQM2 TRUST | GCAT | Jan 2026 | 637,781 | $646K | 0.07% | ABS-O |
| 253 | United States Treasury Bonds | T | Oct 2022 | 1,164,000 | $641K | 0.07% | DBT |
| 254 | Federal Home Loan Mortgage Corp. | FHLMC | Oct 2022 | 737,560 | $639K | 0.07% | ABS-MBS |
| 255 | FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD | FHR | Jan 2026 | 629,792 | $631K | 0.07% | ABS-O |
| 256 | TERMINAL INVT 5.63% | 87299BMD1 | Jan 2026 | 600,000 | $627K | 0.07% | DBT |
| 257 | BHMS COMMERCIAL MORTGAGE TRUST 2025-ATLS | BHMS | Jan 2026 | 622,000 | $626K | 0.06% | ABS-O |
| 258 | Diamondback Energy Inc | FANG | Oct 2022 | 666,000 | $624K | 0.06% | DBT |
| 259 | Federal National Mortgage Association | FNMA | Jan 2026 | 615,431 | $619K | 0.06% | ABS-O |
| 260 | Government National Mortgage Association | GNR | Jan 2026 | 609,868 | $617K | 0.06% | ABS-O |
| 261 | Avis Budget Rental Car Funding AESOP LLC | AESOP | Jan 2026 | 600,000 | $615K | 0.06% | ABS-O |
| 262 | Golden Tree Loan Management Us Clo | GLM | Jan 2026 | 610,000 | $614K | 0.06% | ABS-CBDO |
| 263 | Figre Trust 2023-HE1 | FIGRE | Jan 2026 | 602,646 | $612K | 0.06% | ABS-O |
| 264 | Standard Chartered PLC | STANLN | Jan 2026 | 596,000 | $608K | 0.06% | DBT |
| 265 | EQT Corporation | EQT | Jan 2026 | 608,000 | $606K | 0.06% | DBT |
| 266 | Vici Properties Inc | VICI | Jan 2026 | 615,000 | $605K | 0.06% | DBT |
| 267 | FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD | FHR | Jan 2026 | 592,424 | $600K | 0.06% | ABS-O |
| 268 | Aramark | ARMK | Jan 2026 | 596,834 | $597K | 0.06% | LON |
| 269 | Government National Mortgage Association | GNR | Jan 2026 | 626,049 | $597K | 0.06% | ABS-MBS |
| 270 | STORE MASTER FUNDING I - VII XIV XIX XX XXII XXIV XXXVII XXXVIII | STR | Jan 2026 | 599,000 | $595K | 0.06% | ABS-O |
| 271 | United States Treasury Bonds | T | Jan 2026 | 652,500 | $585K | 0.06% | DBT |
| 272 | TPG Operating Group II LP | TPG | Jan 2026 | 577,000 | $573K | 0.06% | DBT |
| 273 | Meiji Yasuda Life Insurance Co. | MYLIFE | Jan 2026 | 550,000 | $566K | 0.06% | DBT |
| 274 | Sunrise Finco l B.V | SUNN | Jan 2026 | 590,000 | $565K | 0.06% | DBT |
| 275 | Lazard Group LLC | LAZ | Jan 2026 | 550,000 | $564K | 0.06% | DBT |
| 276 | United Wholesale Mortgage LLC | UWMLLC | Jan 2026 | 570,000 | $563K | 0.06% | DBT |
| 277 | Amgen Inc. | AMGN | Oct 2022 | 560,000 | $560K | 0.06% | DBT |
| 278 | Government National Mortgage Association | GNR | Oct 2022 | 619,092 | $559K | 0.06% | ABS-MBS |
| 279 | BRAVO Residential Funding Trust 2022-NQM3 | BRAVO | Jan 2026 | 553,911 | $557K | 0.06% | ABS-O |
| 280 | PartnerRe Finance B LLC | PRE | Jan 2026 | 590,000 | $557K | 0.06% | DBT |
| 281 | OBX 2024-NQM18 TRUST | OBX | Jan 2026 | 551,674 | $556K | 0.06% | ABS-O |
| 282 | Federal Home Loan Mortgage Corp. | FHLMC | Oct 2022 | 605,574 | $556K | 0.06% | ABS-MBS |
| 283 | Federal National Mortgage Association | FNMA | Jan 2026 | 640,755 | $556K | 0.06% | ABS-MBS |
| 284 | Sequoia Mortgage Trust 2025-6 | SEMT | Jan 2026 | 551,089 | $553K | 0.06% | ABS-O |
| 285 | Jefferies Finance LLC/JFIN Co-Issuer Corp | JEFFIN | Jan 2026 | 570,000 | $553K | 0.06% | DBT |
| 286 | Servpro Master Issuer Llc | SPRO | Jan 2026 | 548,625 | $549K | 0.06% | ABS-O |
| 287 | HSBC Holdings PLC | HSBC | Jan 2026 | 537,000 | $547K | 0.06% | DBT |
| 288 | VFH Parent LLC & Valor Co-Issuer Inc. | VIRT | Jan 2026 | 520,000 | $545K | 0.06% | DBT |
| 289 | Venture Global LNG Inc. | VENLNG | Jan 2026 | 510,000 | $543K | 0.06% | DBT |
| 290 | CASTLELAKE AIRCRAFT STRUCTURED TRUST 2025-3 | CLAST | Jan 2026 | 542,792 | $542K | 0.06% | ABS-O |
| 291 | Entegris Inc | ENTG | Jan 2026 | 540,000 | $540K | 0.06% | DBT |
| 292 | Synchrony Financial | SYF | Jan 2026 | 526,000 | $536K | 0.06% | DBT |
| 293 | Intercontinental Exchange Inc | ICE | Jan 2026 | 540,000 | $536K | 0.06% | DBT |
| 294 | JBS NV / JBS USA Food Co Holdings Inc. / JBS USA Foods Group Holdings Inc. | JBS | Jan 2026 | 525,000 | $533K | 0.06% | DBT |
| 295 | Aaset Mount 1 Ltd. / Aaset Mount 1 LLC | AASET | Jan 2026 | 526,885 | $532K | 0.06% | ABS-O |
| 296 | Goldman Sachs Group, Inc. | GS | Oct 2022 | 597,000 | $530K | 0.05% | DBT |
| 297 | MPLX LP | MPLX | Jan 2026 | 525,000 | $529K | 0.05% | DBT |
| 298 | EQT Corporation | EQT | Oct 2022 | 483,000 | $524K | 0.05% | DBT |
| 299 | Federal Home Loan Mortgage Corp. | FHLMC | Jan 2026 | 518,906 | $524K | 0.05% | ABS-MBS |
| 300 | Federal Home Loan Mortgage Corp. | FHLMC | Oct 2022 | 605,857 | $524K | 0.05% | ABS-MBS |
| 301 | Toyota Motor Credit Corp. | TOYOTA | Jan 2026 | 515,000 | $523K | 0.05% | DBT |
| 302 | GLP Capital L.P. and GLP Financing II, Inc. | GLPI | Jan 2026 | 525,000 | $521K | 0.05% | DBT |
| 303 | Bank of America Corp. | BAC | Oct 2022 | 569,000 | $520K | 0.05% | DBT |
| 304 | Federal National Mortgage Association | FNMA | Jan 2026 | 501,684 | $518K | 0.05% | ABS-MBS |
| 305 | NEW RES MTG LN TR 2025-NQM1 | NRZT | Jan 2026 | 501,164 | $518K | 0.05% | ABS-O |
| 306 | Greensaif Pipelines Bidco S.a r.l. | GASBCM | Jan 2026 | 500,000 | $517K | 0.05% | DBT |
| 307 | JP Morgan Chase Commercial Mortgage Securities Trust 2024-Iglg | JPMCC | Jan 2026 | 510,000 | $514K | 0.05% | ABS-O |
| 308 | Government National Mortgage Association | GNR | Jan 2026 | 553,945 | $514K | 0.05% | ABS-MBS |
| 309 | Wingstop Funding LLC | WSTOP | Jan 2026 | 500,000 | $514K | 0.05% | ABS-O |
| 310 | BX TRUST 2025-VLT6 | BX | Jan 2026 | 512,000 | $513K | 0.05% | ABS-O |
| 311 | Federal National Mortgage Association | FNMA | Jan 2026 | 494,241 | $512K | 0.05% | ABS-MBS |
| 312 | Nationwide Mutual Insurance Co. | NATMUT | Jan 2026 | 650,000 | $509K | 0.05% | DBT |
| 313 | Government National Mortgage Association | GNR | Jan 2026 | 538,000 | $509K | 0.05% | ABS-MBS |
| 314 | NCMF TRUST 2025-MFS | NCMF | Jan 2026 | 500,000 | $508K | 0.05% | ABS-O |
| 315 | Maple Grove Funding Trust I | LIFEVT | Jan 2026 | 700,000 | $506K | 0.05% | DBT |
| 316 | Athene Global Funding | ATH | Jan 2026 | 500,000 | $504K | 0.05% | DBT |
| 317 | MetLife Inc. | MET | Jan 2026 | 480,000 | $504K | 0.05% | DBT |
| 318 | Government National Mortgage Association | GNR | Oct 2022 | 605,245 | $504K | 0.05% | ABS-MBS |
| 319 | Mexico (United Mexican States) | MEX | Oct 2022 | 568,000 | $503K | 0.05% | DBT |
| 320 | CERBERUS LOAN FUNDING 51 LLC | CERB | Jan 2026 | 500,000 | $503K | 0.05% | ABS-CBDO |
| 321 | United States Treasury Notes | T | Jan 2026 | 487,100 | $502K | 0.05% | DBT |
| 322 | OWL ROCK CLO VII LTD | OR | Jan 2026 | 500,000 | $502K | 0.05% | ABS-CBDO |
| 323 | STAR 2025-SFR6 TRUST | STAR | Jan 2026 | 500,000 | $502K | 0.05% | ABS-O |
| 324 | STAR 2025-SFR6 TRUST | STAR | Jan 2026 | 500,000 | $501K | 0.05% | ABS-O |
| 325 | CERBERUS LOAN FUNDING 51 LLC | CERB | Jan 2026 | 500,000 | $500K | 0.05% | ABS-CBDO |
| 326 | JP MORGAN MORTGAGE TRUST 2026-CES1 | JPMMT | Jan 2026 | 500,000 | $500K | 0.05% | ABS-O |
| 327 | Federal Home Loan Mortgage Corp. | FHLMC | Oct 2022 | 571,995 | $499K | 0.05% | ABS-MBS |
| 328 | American National Group Inc. | ANGINC | Jan 2026 | 495,000 | $499K | 0.05% | DBT |
| 329 | DK CROWN HLDGS TL | LX2593379 | Jan 2026 | 497,815 | $498K | 0.05% | LON |
| 330 | 200 PK Funding Trust | MET | Jan 2026 | 500,000 | $498K | 0.05% | DBT |
| 331 | Sabine Pass Liquefaction, LLC | SPLLLC | Jan 2026 | 494,000 | $497K | 0.05% | DBT |
| 332 | Philippines (Republic Of) | PHILIP | Jan 2026 | 28,710,000 | $496K | 0.05% | DBT |
| 333 | Equinix, Inc. | EQIX | Oct 2022 | 547,000 | $496K | 0.05% | DBT |
| 334 | Citigroup Mortgage Loan Trust Inc. | CMLTI | Oct 2022 | 500,000 | $495K | 0.05% | ABS-O |
| 335 | Global Atlantic Finance Co. | GBLATL | Jan 2026 | 490,000 | $494K | 0.05% | DBT |
| 336 | American Tower Corporation | AMT | Jan 2026 | 473,000 | $485K | 0.05% | DBT |
| 337 | Pacific Gas and Electric Company | PCG | Jan 2026 | 436,000 | $483K | 0.05% | DBT |
| 338 | Federal National Mortgage Association | FNMA | Oct 2022 | 525,083 | $482K | 0.05% | ABS-MBS |
| 339 | Viper Energy Partners LLC | VNOM | Jan 2026 | 468,000 | $474K | 0.05% | DBT |
| 340 | NRG Energy, Inc. | NRG | Jan 2026 | 428,000 | $471K | 0.05% | DBT |
| 341 | Australia & New Zealand Banking Group Ltd. | ANZ | Jan 2026 | 450,000 | $467K | 0.05% | DBT |
| 342 | Government National Mortgage Association | GNR | Oct 2022 | 538,439 | $467K | 0.05% | ABS-MBS |
| 343 | Oneok Inc. | OKE | Jan 2026 | 463,000 | $465K | 0.05% | DBT |
| 344 | Eagle Funding Luxco S.a.r.l. | MEX | Jan 2026 | 450,000 | $457K | 0.05% | DBT |
| 345 | TOWD POINT MORTGAGE TRUST 2025-CES4 | TPMT | Jan 2026 | 450,000 | $456K | 0.05% | ABS-O |
| 346 | EUREX DEUTSCHLAND | RXH6 | Oct 2022 | 3 | $456K | 0.05% | DIR |
| 347 | GCAT 2025-NQM4 TRUST | GCAT | Jan 2026 | 449,408 | $455K | 0.05% | ABS-O |
| 348 | BAHA TRUST 2024-MAR | BAHA | Jan 2026 | 430,000 | $452K | 0.05% | ABS-O |
| 349 | SALUDA GRADE ALTERNATIVE MORTGAGE TRUST 2025-RRTL1 | GRADE | Jan 2026 | 450,000 | $450K | 0.05% | ABS-O |
| 350 | Diamond II Ltd. | RNW | Jan 2026 | 450,000 | $450K | 0.05% | DBT |
| 351 | Flourishing Trade & Investment Ltd. | 343427AA8 | Jan 2026 | 449,380 | $449K | 0.05% | DBT |
| 352 | Federal Home Loan Mortgage Corp. | FHLMC | Oct 2022 | 514,474 | $449K | 0.05% | ABS-MBS |
| 353 | Rakuten Group Inc. | RAKUTN | Jan 2026 | 400,000 | $448K | 0.05% | DBT |
| 354 | Northern Institutional Funds | NTPXX | Oct 2022 | 447,829 | $448K | 0.05% | STIV |
| 355 | MPLX LP | MPLX | Jan 2026 | 530,000 | $447K | 0.05% | DBT |
| 356 | General Motors Financial Company Inc | GM | Jan 2026 | 438,000 | $447K | 0.05% | DBT |
| 357 | Cheniere Corpus Christi Holdings, LLC | CHCOCH | Oct 2022 | 521,000 | $446K | 0.05% | DBT |
| 358 | Flutter Entertainment | FLTR | Jan 2026 | 447,750 | $446K | 0.05% | LON |
| 359 | First American Financial Corporation | FAF | Jan 2026 | 460,000 | $445K | 0.05% | DBT |
| 360 | Federal Home Loan Mortgage Corp. | FHLMC | Jan 2026 | 431,449 | $440K | 0.05% | ABS-MBS |
| 361 | JP Morgan Chase Commercial Mortgage Securities Trust 2024-Iglg | JPMCC | Jan 2026 | 435,000 | $439K | 0.05% | ABS-O |
| 362 | GS Mortgage-Backed Securities Trust 2020-Pj2 | GSMBS | Jan 2026 | 436,136 | $439K | 0.05% | ABS-O |
| 363 | Federal National Mortgage Association | FNMA | Jan 2026 | 423,734 | $436K | 0.05% | ABS-MBS |
| 364 | Federal Home Loan Mortgage Corp. | FHLMC | Oct 2022 | 473,755 | $434K | 0.05% | ABS-MBS |
| 365 | Plains All American Pipeline L.P. | PAA | Jan 2026 | 420,000 | $433K | 0.04% | DBT |
| 366 | Southern California Edison Company | EIX | Jan 2026 | 460,000 | $433K | 0.04% | DBT |
| 367 | Equitable Holdings Inc | EQH | Jan 2026 | 410,000 | $431K | 0.04% | DBT |
| 368 | Oracle Corp. | ORCL | Jan 2026 | 450,000 | $429K | 0.04% | DBT |
| 369 | Japan (Government Of) | JGB | Jan 2026 | 84,100,000 | $428K | 0.04% | DBT |
| 370 | Government National Mortgage Association | GNR | Oct 2022 | 469,112 | $426K | 0.04% | ABS-MBS |
| 371 | Morgan Stanley | MS | Jan 2026 | 413,000 | $425K | 0.04% | DBT |
| 372 | Government National Mortgage Association | GNR | Oct 2022 | 489,653 | $424K | 0.04% | ABS-MBS |
| 373 | Meta Platforms Inc | META | Jan 2026 | 527,000 | $423K | 0.04% | DBT |
| 374 | Petroleos Mexicanos Sa De CV | PEMEX | Jan 2026 | 422,000 | $422K | 0.04% | DBT |
| 375 | Federal Home Loan Mortgage Corp. | FHLMC | Oct 2022 | 488,236 | $422K | 0.04% | ABS-MBS |
| 376 | Amazon.com, Inc. | AMZN | Jan 2026 | 425,000 | $421K | 0.04% | DBT |
| 377 | AT&T Reign II (Multi-Property) Lease-Backed Pass-Through Trust | ATTRII | Jan 2026 | 418,458 | $420K | 0.04% | ABS-O |
| 378 | Omnis Funding Trust | RGA | Jan 2026 | 400,000 | $420K | 0.04% | DBT |
| 379 | PRPM 2025-RCF3 LLC | PRPM | Jan 2026 | 415,558 | $419K | 0.04% | ABS-O |
| 380 | Munich Reinsurance AG | MUNRE | Jan 2026 | 400,000 | $418K | 0.04% | DBT |
| 381 | IRB Infrastructure Developers Ltd. | IRBIN | Jan 2026 | 400,000 | $418K | 0.04% | DBT |
| 382 | Insured Lending 1 Ltd. | INLEND | Jan 2026 | 350,000 | $416K | 0.04% | DBT |
| 383 | Alphabet Inc. | GOOGL | Jan 2026 | 423,000 | $415K | 0.04% | DBT |
| 384 | Citigroup Inc. | C | Jan 2026 | 400,000 | $414K | 0.04% | DBT |
| 385 | NGPL Pipe Co LLC | NGPLCO | Oct 2022 | 446,000 | $411K | 0.04% | DBT |
| 386 | Rockies Express Pipeline LLC | ROCKIE | Jan 2026 | 400,000 | $409K | 0.04% | DBT |
| 387 | Citigroup Inc. | C | Jan 2026 | 400,000 | $408K | 0.04% | DBT |
| 388 | Equitable America Global Funding | EQH | Jan 2026 | 400,000 | $407K | 0.04% | DBT |
| 389 | Federal Home Loan Mortgage Corp. | FHLMC | Oct 2022 | 467,706 | $406K | 0.04% | ABS-MBS |
| 390 | Societe Generale S.A. | SOCGEN | Jan 2026 | 400,000 | $405K | 0.04% | DBT |
| 391 | Capital One Financial Corp. | COF | Jan 2026 | 406,000 | $404K | 0.04% | DBT |
| 392 | EQT Corporation | EQT | Oct 2022 | 390,000 | $402K | 0.04% | DBT |
| 393 | CERBERUS LOAN FUNDING 52 LLC | CERB | Jan 2026 | 400,000 | $402K | 0.04% | ABS-CBDO |
| 394 | Fnma Pass-Thru I | FN | Jan 2026 | 398,804 | $401K | 0.04% | ABS-MBS |
| 395 | FirstEnergy Corp. | FE | Oct 2022 | 579,000 | $401K | 0.04% | DBT |
| 396 | ELDRIDGE CLO 2025-1 LTD | ELD | Jan 2026 | 400,000 | $401K | 0.04% | ABS-CBDO |
| 397 | Allison Transmission | ALSN | Jan 2026 | 400,000 | $401K | 0.04% | LON |
| 398 | Federal National Mortgage Association | FNMA | Jan 2026 | 458,193 | $401K | 0.04% | ABS-MBS |
| 399 | Government National Mortgage Association | GNR | Jan 2026 | 431,245 | $401K | 0.04% | ABS-MBS |
| 400 | Herc Holdings | HRI | Jan 2026 | 400,000 | $400K | 0.04% | LON |
| 401 | Golub Capital Partners CLO 83 M | GOCAP | Jan 2026 | 400,000 | $400K | 0.04% | ABS-CBDO |
| 402 | AITX FINCO LLC 5.67% | 00199CFQ2 | Jan 2026 | 400,000 | $400K | 0.04% | LON |
| 403 | PRIME PPTY FD 5.81% | 74199AVS9 | Jan 2026 | 400,000 | $400K | 0.04% | DBT |
| 404 | MAPS TRUST 2026-1 | MAPSL | Jan 2026 | 400,000 | $400K | 0.04% | ABS-O |
| 405 | ARES DIRECT LENDING CLO 6 LLC | ARESDL | Jan 2026 | 400,000 | $400K | 0.04% | ABS-CBDO |
| 406 | Renew Power Private Ltd. | RPVIN | Jan 2026 | 400,000 | $399K | 0.04% | DBT |
| 407 | Citigroup Inc. | C | Jan 2026 | 398,000 | $398K | 0.04% | DBT |
| 408 | Wells Fargo & Co. | WFC | Jan 2026 | 384,000 | $397K | 0.04% | DBT |
| 409 | AT&T Inc | T | Oct 2022 | 601,000 | $397K | 0.04% | DBT |
| 410 | PG&E Corporation | PCG | Jan 2026 | 384,000 | $396K | 0.04% | DBT |
| 411 | FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD | FHR | Jan 2026 | 390,469 | $395K | 0.04% | ABS-O |
| 412 | Wells Fargo & Co. | WFC | Jan 2026 | 382,000 | $395K | 0.04% | DBT |
| 413 | Continuum Trinethra Rnw | CGRNEG | Jan 2026 | 376,300 | $394K | 0.04% | DBT |
| 414 | India Clean Energy Holdings | INCLEN | Jan 2026 | 400,000 | $393K | 0.04% | DBT |
| 415 | Federal National Mortgage Association | FNMA | Oct 2022 | 480,356 | $392K | 0.04% | ABS-MBS |
| 416 | Cameron LNG LLC | CAMLNG | Oct 2022 | 447,000 | $390K | 0.04% | DBT |
| 417 | Vistra Operations Co LLC | VST | Jan 2026 | 366,000 | $384K | 0.04% | DBT |
| 418 | Alphabet Inc. | GOOGL | Jan 2026 | 383,000 | $383K | 0.04% | DBT |
| 419 | Pacific Gas and Electric Company | PCG | Jan 2026 | 389,000 | $383K | 0.04% | DBT |
| 420 | Plains All American Pipeline L.P. | PAA | Jan 2026 | 375,000 | $380K | 0.04% | DBT |
| 421 | Federal Home Loan Mortgage Corp. | FHLMC | Jan 2026 | 363,438 | $379K | 0.04% | ABS-MBS |
| 422 | United States Treasury Bonds | T | Jan 2026 | 388,000 | $379K | 0.04% | DBT |
| 423 | Indonesia (Republic of) | INDON | Oct 2022 | 400,000 | $378K | 0.04% | DBT |
| 424 | HV STRUCTURED SLTN. TL | LX2090590 | Jan 2026 | 378,299 | $378K | 0.04% | LON |
| 425 | Expand Energy Corp. | EXE | Jan 2026 | 377,000 | $377K | 0.04% | DBT |
| 426 | CROSS 2025-H6 MORTGAGE TRUST | CROSS | Jan 2026 | 373,906 | $377K | 0.04% | ABS-O |
| 427 | JP Morgan Chase Commercial Mortgage Securities Trust 2024-Iglg | JPMCC | Jan 2026 | 372,000 | $375K | 0.04% | ABS-O |
| 428 | Oracle Corp. | ORCL | Jan 2026 | 416,000 | $374K | 0.04% | DBT |
| 429 | Goldman Sachs Group, Inc. | GS | Oct 2022 | 373,000 | $374K | 0.04% | DBT |
| 430 | DT Midstream Inc | DTMINC | Jan 2026 | 360,000 | $373K | 0.04% | DBT |
| 431 | South Africa (Republic of) | SOAF | Jan 2026 | 6,086,829 | $370K | 0.04% | DBT |
| 432 | Centene Corp. | CNC | Jan 2026 | 428,000 | $370K | 0.04% | DBT |
| 433 | Pepsico Inc | PEP | Jan 2026 | 364,000 | $370K | 0.04% | DBT |
| 434 | SERVICE EXPERTS ISSUER 2025-1 LLC | SE | Jan 2026 | 367,490 | $368K | 0.04% | ABS-O |
| 435 | Federal National Mortgage Association | FNMA | Jan 2026 | 366,329 | $366K | 0.04% | ABS-O |
| 436 | Morgan Stanley | MS | Jan 2026 | 357,000 | $364K | 0.04% | DBT |
| 437 | Accident Fund Insurance Co of America | AFICOA | Jan 2026 | 360,000 | $363K | 0.04% | DBT |
| 438 | Federal Home Loan Mortgage Corp. | FHLMC | Oct 2022 | 438,794 | $363K | 0.04% | ABS-MBS |
| 439 | Gcat 2025-INV3 Trust | GCAT | Jan 2026 | 354,396 | $362K | 0.04% | ABS-O |
| 440 | Regatta Funding Ltd. | RGTTA | Jan 2026 | 360,000 | $362K | 0.04% | ABS-CBDO |
| 441 | Bank of America Corp. | BAC | Jan 2026 | 350,000 | $362K | 0.04% | DBT |
| 442 | BXP Trust 2017-CC | BXP | Oct 2022 | 370,000 | $360K | 0.04% | ABS-O |
| 443 | Targa Resources Corp. | TRGP | Jan 2026 | 350,000 | $359K | 0.04% | DBT |
| 444 | Commonwealth Bank of Australia | CBAAU | Jan 2026 | 350,000 | $359K | 0.04% | DBT |
| 445 | BNP Paribas SA | BNP | Jan 2026 | 300,000 | $358K | 0.04% | DBT |
| 446 | Sabine Pass Liquefaction, LLC | SPLLLC | Jan 2026 | 355,000 | $357K | 0.04% | DBT |
| 447 | OneMain Financial Corporation | OMF | Jan 2026 | 350,000 | $357K | 0.04% | DBT |
| 448 | American National Global Funding | ANGINC | Jan 2026 | 350,000 | $355K | 0.04% | DBT |
| 449 | Westpac Banking Corp. | WSTP | Jan 2026 | 470,000 | $355K | 0.04% | DBT |
| 450 | Air Canada | ACACN | Jan 2026 | 480,000 | $354K | 0.04% | DBT |
| 451 | Federal National Mortgage Association | FNMA | Oct 2022 | 433,987 | $353K | 0.04% | ABS-MBS |
| 452 | AGL CLO 42 LTD /LLC | AGL | Jan 2026 | 350,000 | $353K | 0.04% | ABS-CBDO |
| 453 | WPP Finance 2013 | WPPLN | Jan 2026 | 300,000 | $352K | 0.04% | DBT |
| 454 | Citigroup Inc. | C | Oct 2022 | 370,000 | $352K | 0.04% | DBT |
| 455 | Federal National Mortgage Association | FNMA | Jan 2026 | 352,028 | $352K | 0.04% | ABS-O |
| 456 | Lbj Infrastructure Group Llc | CINCON | Jan 2026 | 500,000 | $352K | 0.04% | DBT |
| 457 | Assured Guaranty US Holdings Inc. | AGO | Jan 2026 | 500,000 | $352K | 0.04% | DBT |
| 458 | ARCHWEST 2025-RTL1 | ARCHW | Jan 2026 | 350,000 | $351K | 0.04% | ABS-O |
| 459 | Fidelis Insurance Holdings Ltd. | FIHL | Jan 2026 | 325,000 | $351K | 0.04% | DBT |
| 460 | SoftBank Corp | SOBKCO | Jan 2026 | 350,000 | $351K | 0.04% | DBT |
| 461 | LOANCORE 2025-CRE9 ISSUER LLC | LNCR | Jan 2026 | 350,000 | $350K | 0.04% | ABS-CBDO |
| 462 | FedEx Corporation | FDX | Jan 2026 | 400,000 | $350K | 0.04% | DBT |
| 463 | JCP DIRECT LENDING CLO 2023-1 LTD | JCPDL | Jan 2026 | 350,000 | $350K | 0.04% | ABS-CBDO |
| 464 | Corebridge Global Funding | CRBG | Jan 2026 | 350,000 | $349K | 0.04% | DBT |
| 465 | KKR Group Finance Co VIII LLC | KKR | Jan 2026 | 500,000 | $349K | 0.04% | DBT |
| 466 | Triton Container International Ltd. | TRTN | Jan 2026 | 380,000 | $348K | 0.04% | DBT |
| 467 | Highmark Inc. | HIMARK | Jan 2026 | 390,000 | $347K | 0.04% | DBT |
| 468 | Becle Sab DE CV | JBYCMX | Jan 2026 | 400,000 | $347K | 0.04% | DBT |
| 469 | Goldman Sachs Group, Inc. | GS | Jan 2026 | 350,000 | $347K | 0.04% | DBT |
| 470 | BLUE OWL GP STAKES 5.38% | 09499ADX1 | Jan 2026 | 350,000 | $347K | 0.04% | LON |
| 471 | Brookfield Finance Inc. | BNCN | Jan 2026 | 490,000 | $346K | 0.04% | DBT |
| 472 | Beacon Funding Trust | LIBMUT | Jan 2026 | 340,000 | $346K | 0.04% | DBT |
| 473 | HF Sinclair Corp. | DINO | Jan 2026 | 330,000 | $345K | 0.04% | DBT |
| 474 | Carlyle Group Inc | CGMS | Jan 2026 | 350,000 | $344K | 0.04% | DBT |
| 475 | Boardwalk Pipelines LP | BWP | Jan 2026 | 330,000 | $344K | 0.04% | DBT |
| 476 | AS Mileage Plan IP Ltd. | ALK | Jan 2026 | 340,000 | $344K | 0.04% | DBT |
| 477 | Altria Group, Inc. | MO | Jan 2026 | 430,000 | $344K | 0.04% | DBT |
| 478 | AmFam Holdings Inc. | AMFAHI | Jan 2026 | 390,000 | $344K | 0.04% | DBT |
| 479 | Australia & New Zealand Banking Group Ltd. | ANZ | Jan 2026 | 380,000 | $343K | 0.04% | DBT |
| 480 | Dai-ichi Life Insurance Co. Ltd. (The) | DAIL | Jan 2026 | 330,000 | $342K | 0.04% | DBT |
| 481 | Cheniere Energy Inc | LNG | Jan 2026 | 330,000 | $342K | 0.04% | DBT |
| 482 | Neuberger Berman Clo XXI LLC | NEUB | Jan 2026 | 340,000 | $341K | 0.04% | ABS-CBDO |
| 483 | CMS Energy Corporation | CMS | Jan 2026 | 330,000 | $341K | 0.04% | DBT |
| 484 | Trustage Financial Group Inc | CUNAMU | Jan 2026 | 350,000 | $341K | 0.04% | DBT |
| 485 | Mutual of Omaha Insurance Co | MUTOMA | Jan 2026 | 330,000 | $341K | 0.04% | DBT |
| 486 | Applovin Corp. | APP | Jan 2026 | 344,000 | $340K | 0.04% | DBT |
| 487 | Morgan Stanley | MS | Jan 2026 | 340,000 | $340K | 0.04% | DBT |
| 488 | Safehold GL Holdings LLC | SAFE | Jan 2026 | 330,000 | $340K | 0.04% | DBT |
| 489 | STORE Capital Corp. | STOR | Jan 2026 | 340,000 | $339K | 0.04% | DBT |
| 490 | Cheniere Energy Partners Lp | CQP | Jan 2026 | 320,000 | $339K | 0.04% | DBT |
| 491 | Federal Home Loan Mortgage Corp. | FHLMC | Jan 2026 | 413,904 | $339K | 0.04% | ABS-MBS |
| 492 | Pacific Gas and Electric Company | PCG | Oct 2022 | 501,000 | $339K | 0.04% | DBT |
| 493 | Penn Mutual Life Insurance Co. | PMUL | Jan 2026 | 510,000 | $339K | 0.04% | DBT |
| 494 | Morgan Stanley | MS | Jan 2026 | 320,000 | $338K | 0.04% | DBT |
| 495 | NRG Energy, Inc. | NRG | Oct 2022 | 350,000 | $338K | 0.04% | DBT |
| 496 | CNO Financial Group, Inc. | CNO | Jan 2026 | 320,000 | $338K | 0.04% | DBT |
| 497 | GXO Logistics Inc. | GXO | Jan 2026 | 320,000 | $338K | 0.04% | DBT |
| 498 | Universal Health Services, Inc. | UHS | Jan 2026 | 370,000 | $337K | 0.04% | DBT |
| 499 | Kinder Morgan Energy Partners LP | KMI | Jan 2026 | 320,000 | $337K | 0.03% | DBT |
| 500 | Globe Life Inc | GL | Jan 2026 | 320,000 | $337K | 0.03% | DBT |
| 501 | RWC COMMERCIAL MORTGAGE 2025-1 | RWC | Jan 2026 | 335,755 | $336K | 0.03% | ABS-O |
| 502 | Farmers Insurance Exchange Inc. | FARMER | Jan 2026 | 330,000 | $336K | 0.03% | DBT |
| 503 | Energy Transfer LP | ET | Jan 2026 | 340,000 | $336K | 0.03% | DBT |
| 504 | Capital One Financial Corp. | COF | Jan 2026 | 320,000 | $336K | 0.03% | DBT |
| 505 | Prudential Financial, Inc. | PRU | Jan 2026 | 360,000 | $336K | 0.03% | DBT |
| 506 | Nuveen LLC | TIAAGL | Jan 2026 | 320,000 | $336K | 0.03% | DBT |
| 507 | Belrose Funding Trust II | LNC | Jan 2026 | 320,000 | $335K | 0.03% | DBT |
| 508 | Sumitomo Life Insurance Co. | SUMILF | Jan 2026 | 360,000 | $335K | 0.03% | DBT |
| 509 | Apollo Management Holdings, L.P. | APO | Jan 2026 | 360,000 | $335K | 0.03% | DBT |
| 510 | Americo Life Inc. | AMERIC | Jan 2026 | 370,000 | $335K | 0.03% | DBT |
| 511 | Morgan Stanley | MS | Jan 2026 | 320,000 | $335K | 0.03% | DBT |
| 512 | GLP Capital L.P. and GLP Financing II, Inc. | GLPI | Oct 2022 | 350,000 | $335K | 0.03% | DBT |
| 513 | Stewart Information Services Corporation | STC | Jan 2026 | 370,000 | $334K | 0.03% | DBT |
| 514 | Argentum Netherlands B.V. | SRENVX | Jan 2026 | 330,000 | $334K | 0.03% | DBT |
| 515 | Oneok Inc. | OKE | Jan 2026 | 300,000 | $334K | 0.03% | DBT |
| 516 | Fairfax Financial Holdings Limited | FFHCN | Jan 2026 | 320,000 | $333K | 0.03% | DBT |
| 517 | Enbridge Inc. | ENBCN | Jan 2026 | 320,000 | $333K | 0.03% | DBT |
| 518 | Enstar Group Ltd | ESGR | Jan 2026 | 320,000 | $333K | 0.03% | DBT |
| 519 | Reinsurance Group of America, Incorporated | RGA | Jan 2026 | 320,000 | $333K | 0.03% | DBT |
| 520 | Gulfstream Natural Gas System LLC | GULFNG | Jan 2026 | 325,000 | $332K | 0.03% | DBT |
| 521 | Citigroup Inc. | C | Jan 2026 | 325,000 | $332K | 0.03% | DBT |
| 522 | Fortitude Group Holdings LLC | FORTRE | Jan 2026 | 320,000 | $332K | 0.03% | DBT |
| 523 | CANYON CLO 2020-3. LTD | CANYC | Jan 2026 | 330,000 | $331K | 0.03% | ABS-CBDO |
| 524 | Viper Energy Partners LLC | VNOM | Jan 2026 | 325,000 | $331K | 0.03% | DBT |
| 525 | Brookfield Capital Finance LLC | BNCN | Jan 2026 | 310,000 | $331K | 0.03% | DBT |
| 526 | CALIFORNIA ST | CAS | Oct 2022 | 325,000 | $330K | 0.03% | DBT |
| 527 | Midwest Connector Capital Company LLC | MWXCAP | Jan 2026 | 330,000 | $330K | 0.03% | DBT |
| 528 | Firstenergy Transmission Llc | FE | Jan 2026 | 330,000 | $330K | 0.03% | DBT |
| 529 | Flutter Treasury Designated Activity Co. | FLTR | Jan 2026 | 320,000 | $330K | 0.03% | DBT |
| 530 | Polaris Inc. | PII | Jan 2026 | 310,000 | $330K | 0.03% | DBT |
| 531 | Bank of America Corp. | BAC | Oct 2022 | 333,000 | $329K | 0.03% | DBT |
| 532 | EQT AB | EQTSS | Jan 2026 | 320,000 | $329K | 0.03% | DBT |
| 533 | Federal National Mortgage Association | FNMA | Oct 2022 | 398,148 | $329K | 0.03% | ABS-MBS |
| 534 | Penske Truck Leasing Co LP / PTL Finance Corp. | PENSKE | Jan 2026 | 320,000 | $329K | 0.03% | DBT |
| 535 | Ascot Group Limited | ASCOTG | Jan 2026 | 320,000 | $329K | 0.03% | DBT |
| 536 | HSBC Holdings PLC | HSBC | Jan 2026 | 320,000 | $328K | 0.03% | DBT |
| 537 | Atlassian Corporation | TEAM | Jan 2026 | 320,000 | $327K | 0.03% | DBT |
| 538 | Citigroup Inc. | C | Jan 2026 | 320,000 | $326K | 0.03% | DBT |
| 539 | Federal Home Loan Mortgage Corp. | FHLMC | Oct 2022 | 359,955 | $326K | 0.03% | ABS-MBS |
| 540 | Federal National Mortgage Association | FNMA | Jan 2026 | 351,767 | $326K | 0.03% | ABS-MBS |
| 541 | MPLX LP | MPLX | Jan 2026 | 325,000 | $325K | 0.03% | DBT |
| 542 | Federal National Mortgage Association | FNMA | Oct 2022 | 373,786 | $324K | 0.03% | ABS-MBS |
| 543 | DYAL CAP IV A 5.94% | 26199AGL1 | Jan 2026 | 338,000 | $324K | 0.03% | DBT |
| 544 | United Air Lines, Inc. | UAL | Jan 2026 | 309,614 | $324K | 0.03% | ABS-O |
| 545 | Benefit Street Partners Clo X | BSP | Jan 2026 | 322,000 | $324K | 0.03% | ABS-CBDO |
| 546 | ENTAIN HLDNGS LTD TL | LX2670995 | Jan 2026 | 324,188 | $323K | 0.03% | DBT |
| 547 | WARWICK CAPITAL CLO LTD 2024-5 | WWICK | Jan 2026 | 321,000 | $322K | 0.03% | ABS-CBDO |
| 548 | Next Properties Trust 2401 | NEXTPR | Jan 2026 | 293,000 | $322K | 0.03% | DBT |
| 549 | Corporacion Nacional del Cobre de Chile | CDEL | Jan 2026 | 300,000 | $322K | 0.03% | DBT |
| 550 | Corebridge Life Holdings Inc. | CRBG | Jan 2026 | 270,000 | $321K | 0.03% | DBT |
| 551 | CIFC Funding 2022-II Ltd. / CIFC Funding 2022-II LLC | CIFC | Jan 2026 | 320,000 | $320K | 0.03% | ABS-CBDO |
| 552 | Expand Energy Corp. | EXE | Jan 2026 | 317,000 | $319K | 0.03% | DBT |
| 553 | ANGEL OAK MORTGAGE TRUST 2024-11 | AOMT | Jan 2026 | 314,625 | $318K | 0.03% | ABS-O |
| 554 | Federal National Mortgage Association | FNMA | Jan 2026 | 324,000 | $317K | 0.03% | ABS-MBS |
| 555 | TD Synnex Corp | SNX | Jan 2026 | 320,000 | $317K | 0.03% | DBT |
| 556 | NextEra Energy Capital Holdings Inc | NEE | Jan 2026 | 307,000 | $317K | 0.03% | DBT |
| 557 | Mexico (United Mexican States) | MEX | Oct 2022 | 420,000 | $316K | 0.03% | DBT |
| 558 | MVM Energetika Zartkoruen Mukodo Reszvenytarsasag | MVMHU | Jan 2026 | 298,000 | $316K | 0.03% | DBT |
| 559 | Anheuser-Busch InBev Worldwide Inc. | ABIBB | Jan 2026 | 306,000 | $315K | 0.03% | DBT |
| 560 | JPMorgan Chase & Co. | JPM | Jan 2026 | 309,000 | $315K | 0.03% | DBT |
| 561 | JPMorgan Chase & Co. | JPM | Jan 2026 | 307,000 | $315K | 0.03% | DBT |
| 562 | SURA Asset Management SA | SUAMSA | Jan 2026 | 297,000 | $315K | 0.03% | DBT |
| 563 | Federal National Mortgage Association | FNMA | Jan 2026 | 308,455 | $313K | 0.03% | ABS-O |
| 564 | Government National Mortgage Association | GNR | Jan 2026 | 359,890 | $312K | 0.03% | ABS-MBS |
| 565 | CRANE HLDNGS CO TL | LX2756943 | Jan 2026 | 260,768 | $311K | 0.03% | LON |
| 566 | American Express Company | AXP | Jan 2026 | 317,000 | $311K | 0.03% | DBT |
| 567 | Federal National Mortgage Association | FNMA | Jan 2026 | 297,819 | $309K | 0.03% | ABS-MBS |
| 568 | Federal Home Loan Mortgage Corp. | FHLMC | Oct 2022 | 353,239 | $307K | 0.03% | ABS-MBS |
| 569 | AFFIRM MASTER TRUST | AFRMT | Jan 2026 | 304,000 | $307K | 0.03% | ABS-O |
| 570 | JPMorgan Chase & Co. | JPM | Jan 2026 | 304,000 | $307K | 0.03% | DBT |
| 571 | Federal National Mortgage Association | FNMA | Oct 2022 | 354,016 | $307K | 0.03% | ABS-MBS |
| 572 | Energy Transfer LP | ET | Jan 2026 | 294,000 | $305K | 0.03% | DBT |
| 573 | JPMorgan Chase & Co. | JPM | Jan 2026 | 297,000 | $305K | 0.03% | DBT |
| 574 | Five Guys Funding LLC | GUYS | Jan 2026 | 296,250 | $304K | 0.03% | ABS-O |
| 575 | PHANTOM 2026-1 AVIATION LLC | PHNTOM | Jan 2026 | 300,000 | $304K | 0.03% | ABS-O |
| 576 | Goldman Sachs Group, Inc. | GS | Jan 2026 | 304,000 | $304K | 0.03% | DBT |
| 577 | B.A.T. Capital Corporation | BATSLN | Jan 2026 | 270,000 | $303K | 0.03% | DBT |
| 578 | Pinnacle West Capital Corp. | PNW | Jan 2026 | 294,000 | $303K | 0.03% | DBT |
| 579 | South Africa (Republic of) | SOAF | Jan 2026 | 4,763,515 | $303K | 0.03% | DBT |
| 580 | BNP Paribas SA | BNP | Jan 2026 | 330,000 | $302K | 0.03% | DBT |
| 581 | BX Trust 2018-Bilt | BX | Jan 2026 | 300,000 | $301K | 0.03% | ABS-O |
| 582 | Tcw Clo | TAMCO | Jan 2026 | 300,000 | $301K | 0.03% | ABS-CBDO |
| 583 | DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2026-INV1 | DRMT | Jan 2026 | 300,624 | $301K | 0.03% | ABS-O |
| 584 | CSTL COMMERCIAL MORTGAGE TRUST 2026-GATE3 | CSTL | Jan 2026 | 300,000 | $301K | 0.03% | ABS-O |
| 585 | DYCOM INDS INC TL | LX2823206 | Jan 2026 | 300,000 | $301K | 0.03% | DBT |
| 586 | A10 2025-FL6 Issuer LLC | A10 | Jan 2026 | 300,000 | $300K | 0.03% | ABS-O |
| 587 | AITX FINCO LLC 5.38% | 00199CFP4 | Jan 2026 | 300,000 | $300K | 0.03% | LON |
| 588 | ALLETE INC 5.79% | 01599AET5 | Jan 2026 | 300,000 | $300K | 0.03% | DBT |
| 589 | OWL ROCK CLO XXII LLC | OR | Jan 2026 | 300,000 | $300K | 0.03% | ABS-CBDO |
| 590 | Boeing Co. | BA | Oct 2022 | 303,000 | $299K | 0.03% | DBT |
| 591 | IMC Global | IMCGLB | Jan 2026 | 298,500 | $299K | 0.03% | LON |
| 592 | THOR FINANCECO LLC 5.22% | 62799ABZ4 | Jan 2026 | 300,000 | $299K | 0.03% | DBT |
| 593 | Kkr Clo 16 Ltd. / Kkr Clo 16 LLC | KKR | Jan 2026 | 300,000 | $299K | 0.03% | ABS-CBDO |
| 594 | DYAL CAP IV B 5.94% | 26199AGM9 | Jan 2026 | 312,000 | $299K | 0.03% | DBT |
| 595 | United States Treasury Bonds | T | Jan 2026 | 325,700 | $298K | 0.03% | DBT |
| 596 | MCR Trust 2024-Hf1 | MCR | Jan 2026 | 295,988 | $297K | 0.03% | ABS-O |
| 597 | T-Mobile USA, Inc. | TMUS | Jan 2026 | 301,000 | $295K | 0.03% | DBT |
| 598 | United States Treasury Notes | T | Jan 2026 | 293,000 | $292K | 0.03% | DBT |
| 599 | Microsoft Corp. | MSFT | Oct 2022 | 447,000 | $291K | 0.03% | DBT |
| 600 | EFMT 2024-NQM1 | EFMT | Jan 2026 | 285,633 | $289K | 0.03% | ABS-O |
| 601 | Federal National Mortgage Association | FNMA | Jan 2026 | 294,575 | $286K | 0.03% | ABS-MBS |
| 602 | Federal Home Loan Mortgage Corp. | FHLMC | Oct 2022 | 347,369 | $284K | 0.03% | ABS-MBS |
| 603 | Federal National Mortgage Association | FNMA | Oct 2022 | 297,432 | $282K | 0.03% | ABS-MBS |
| 604 | Amazon.com, Inc. | AMZN | Oct 2022 | 284,000 | $281K | 0.03% | DBT |
| 605 | Secretaria Do Tesouro Nacional | BLTN | Jan 2026 | 1,507,000 | $280K | 0.03% | DBT |
| 606 | FIGRE TRUST 2025-PF2 | FIGRE | Jan 2026 | 278,719 | $280K | 0.03% | ABS-O |
| 607 | McDonald's Corp. | MCD | Jan 2026 | 269,000 | $279K | 0.03% | DBT |
| 608 | American National Group Inc. | ANGINC | Jan 2026 | 275,000 | $278K | 0.03% | DBT |
| 609 | Wyeth LLC | PFE | Jan 2026 | 257,000 | $278K | 0.03% | DBT |
| 610 | Oneok Inc. | OKE | Jan 2026 | 275,000 | $277K | 0.03% | DBT |
| 611 | Oneok Inc. | OKE | Jan 2026 | 275,000 | $276K | 0.03% | DBT |
| 612 | Thailand (Kingdom Of) | THAIGB | Jan 2026 | 8,327,000 | $276K | 0.03% | DBT |
| 613 | Global Payments Inc | GPN | Jan 2026 | 275,000 | $275K | 0.03% | DBT |
| 614 | Firstenergy Transmission Llc | FE | Jan 2026 | 276,000 | $275K | 0.03% | DBT |
| 615 | Duke Energy Carolinas LLC | DUK | Oct 2022 | 349,000 | $275K | 0.03% | DBT |
| 616 | Broadcom Inc | AVGO | Jan 2026 | 302,000 | $275K | 0.03% | DBT |
| 617 | NYMT LOAN TRUST 2026-INV1 | NYMT | Jan 2026 | 274,000 | $275K | 0.03% | ABS-O |
| 618 | Broadcom Inc | AVGO | Jan 2026 | 300,000 | $275K | 0.03% | DBT |
| 619 | United States Treasury Notes | T | Jan 2026 | 260,000 | $273K | 0.03% | DBT |
| 620 | Long Beach Mortgage Loan Trust 2006-6 | LBMLT | Oct 2022 | 690,866 | $271K | 0.03% | ABS-O |
| 621 | Verizon Communications Inc. | VZ | Jan 2026 | 274,000 | $270K | 0.03% | DBT |
| 622 | Rogers Communications Inc. | RCICN | Jan 2026 | 335,000 | $270K | 0.03% | DBT |
| 623 | Mexico (United Mexican States) | MEX | Jan 2026 | 4,987,600 | $270K | 0.03% | DBT |
| 624 | Federal National Mortgage Association | FNMA | Oct 2022 | 311,082 | $269K | 0.03% | ABS-MBS |
| 625 | Government National Mortgage Association | GNR | Oct 2022 | 309,599 | $268K | 0.03% | ABS-MBS |
| 626 | ILLINOIS ST | ILS | Oct 2022 | 261,765 | $268K | 0.03% | DBT |
| 627 | EQT Corporation | EQT | Jan 2026 | 268,000 | $267K | 0.03% | DBT |
| 628 | Oracle Corp. | ORCL | Jan 2026 | 300,000 | $265K | 0.03% | DBT |
| 629 | Targa Resources Partners LP/Targa Resources Finance Corp. | TRGP | Jan 2026 | 261,000 | $263K | 0.03% | DBT |
| 630 | Federal National Mortgage Association | FNMA | Jan 2026 | 261,708 | $263K | 0.03% | ABS-MBS |
| 631 | ATLX 2024-RPL2 TRUST | ATLX | Jan 2026 | 268,920 | $263K | 0.03% | ABS-O |
| 632 | Frontier Communications Holdings Llc | FYBR | Jan 2026 | 263,000 | $263K | 0.03% | DBT |
| 633 | Citadel Securities Global Holdings LLC | CITSEC | Jan 2026 | 250,000 | $263K | 0.03% | DBT |
| 634 | Macquarie Group Ltd. | MQGAU | Jan 2026 | 290,000 | $263K | 0.03% | DBT |
| 635 | Citigroup Inc. | C | Oct 2022 | 274,000 | $261K | 0.03% | DBT |
| 636 | FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD | FHR | Jan 2026 | 260,759 | $261K | 0.03% | ABS-O |
| 637 | Government National Mortgage Association | GNR | Oct 2022 | 288,163 | $260K | 0.03% | ABS-MBS |
| 638 | Morgan Stanley | MS | Jan 2026 | 253,000 | $259K | 0.03% | DBT |
| 639 | BX COMMERCIAL MORTGAGE TRUST 2025-JDI | BX | Jan 2026 | 258,330 | $259K | 0.03% | ABS-O |
| 640 | Federal National Mortgage Association | FNMA | Jan 2026 | 266,972 | $259K | 0.03% | ABS-MBS |
| 641 | Resurgent Trade and Investment Ltd. | V7688NAA7 | Jan 2026 | 258,000 | $258K | 0.03% | DBT |
| 642 | Cisco Systems, Inc. | CSCO | Jan 2026 | 253,000 | $257K | 0.03% | DBT |
| 643 | JPMorgan Chase & Co. | JPM | Jan 2026 | 249,000 | $257K | 0.03% | DBT |
| 644 | TPG Operating Group II LP | TPG | Jan 2026 | 247,000 | $257K | 0.03% | DBT |
| 645 | Aaset 2025-1 Ltd / Aaset 2025-1 LLC | AASET | Jan 2026 | 251,553 | $256K | 0.03% | ABS-O |
| 646 | Dell International LLC / EMC Corp. | DELL | Jan 2026 | 257,000 | $256K | 0.03% | DBT |
| 647 | Federal Home Loan Mortgage Corp. | FHLMC | Jan 2026 | 253,446 | $256K | 0.03% | ABS-MBS |
| 648 | STORE MASTER FDG I-VII 2021-1 | STR | Jan 2026 | 293,125 | $256K | 0.03% | ABS-O |
| 649 | Federal National Mortgage Association | FNMA | Oct 2022 | 309,666 | $255K | 0.03% | ABS-MBS |
| 650 | Government National Mortgage Association | GNR | Oct 2022 | 271,620 | $255K | 0.03% | ABS-MBS |
| 651 | Federal National Mortgage Association | FNMA | Oct 2022 | 293,667 | $255K | 0.03% | ABS-MBS |
| 652 | Pacific Gas and Electric Company | PCG | Jan 2026 | 256,000 | $254K | 0.03% | DBT |
| 653 | ZF Europe Finance B.V. | ZFFNGR | Jan 2026 | 200,000 | $253K | 0.03% | DBT |
| 654 | VERUS SECURITIZATION TRUST 2025-6 | VERUS | Jan 2026 | 250,474 | $253K | 0.03% | ABS-O |
| 655 | Madison Park Funding Xxxiv Ltd. | MDPK | Jan 2026 | 250,000 | $253K | 0.03% | ABS-CBDO |
| 656 | Federal National Mortgage Association | FNMA | Oct 2022 | 265,632 | $252K | 0.03% | ABS-MBS |
| 657 | Federal National Mortgage Association | FNMA | Oct 2022 | 260,409 | $252K | 0.03% | ABS-MBS |
| 658 | SG RESIDENTIAL MORTGAGE TRUST 2025-1 | SGR | Jan 2026 | 250,000 | $252K | 0.03% | ABS-O |
| 659 | Raizen Fuels Finance SA | RAIZBZ | Jan 2026 | 307,000 | $252K | 0.03% | DBT |
| 660 | LHOME MORTGAGE TRUST | LHOME | Jan 2026 | 250,000 | $252K | 0.03% | ABS-O |
| 661 | REGATTA III FUNDING LTD | REG32 | Jan 2026 | 250,000 | $251K | 0.03% | ABS-CBDO |
| 662 | WELLINGTON MANAGEMENT CLO 5 LTD | WELLI | Jan 2026 | 250,000 | $251K | 0.03% | ABS-CBDO |
| 663 | AGL CLO 42 LTD /LLC | AGL | Jan 2026 | 250,000 | $251K | 0.03% | ABS-CBDO |
| 664 | Benefit Street Partners CLO XX Ltd. | BSP | Jan 2026 | 250,000 | $251K | 0.03% | ABS-CBDO |
| 665 | TRIMARAN CAVU 2024-1 LTD/LLC | CAVU | Jan 2026 | 250,000 | $251K | 0.03% | ABS-CBDO |
| 666 | SYCAMORE TRE CLO LT 2021-1 | STCP | Jan 2026 | 250,000 | $251K | 0.03% | ABS-CBDO |
| 667 | DIAMETER CAPITAL CLO 2 LTD SERIES 2 | DCLO | Jan 2026 | 250,000 | $251K | 0.03% | ABS-CBDO |
| 668 | PARK BLUE CLO 2022-II LTD/LLC | PKBLU | Jan 2026 | 250,000 | $251K | 0.03% | ABS-CBDO |
| 669 | CARVAL CLO VIII-C LTD | CARVL | Jan 2026 | 250,000 | $251K | 0.03% | ABS-CBDO |
| 670 | Silver Point CLO 7 Ltd. | SPCLO | Jan 2026 | 250,000 | $251K | 0.03% | ABS-CBDO |
| 671 | 1345 AVE OF AMERICAS TRUST | 1345T | Jan 2026 | 250,000 | $251K | 0.03% | ABS-O |
| 672 | BIRCH GROVE CLO 13 LTD | BGCLO | Jan 2026 | 250,000 | $251K | 0.03% | ABS-CBDO |
| 673 | SAGARD-HALSEYPOINT CLO 8 LTD/LLC | HLSY | Jan 2026 | 250,000 | $251K | 0.03% | ABS-CBDO |
| 674 | AGL CORE CLO 38 LTD | AGL | Jan 2026 | 250,000 | $251K | 0.03% | ABS-CBDO |
| 675 | Acrec 2026-FL4 LLC | ACREC | Jan 2026 | 250,000 | $251K | 0.03% | ABS-O |
| 676 | Bluemountain CLO 2018-3 LTD/LLC | BLUEM | Jan 2026 | 250,000 | $251K | 0.03% | ABS-CBDO |
| 677 | Targa Resources Corp. | TRGP | Jan 2026 | 250,000 | $250K | 0.03% | DBT |
| 678 | Canyon Clo 2020-2 Ltd/Canyon Clo 2020-2 Llc | CANYC | Jan 2026 | 250,000 | $250K | 0.03% | ABS-CBDO |
| 679 | Octagon Investment Partners 41 Ltd. / Octagon Investment Partners 41 LLC | OCT41 | Jan 2026 | 250,000 | $250K | 0.03% | ABS-CBDO |
| 680 | OCP AEGIS CLO 2023-29 LTD/LLC | OCPA | Jan 2026 | 250,000 | $250K | 0.03% | ABS-CBDO |
| 681 | Cerberus Loan Funding 53 LLC | CERB | Jan 2026 | 250,000 | $250K | 0.03% | ABS-CBDO |
| 682 | ARES DIRECT LENDING CLO 7 LLC | ARESDL | Jan 2026 | 250,000 | $250K | 0.03% | ABS-CBDO |
| 683 | 1998 CLO 3 LTD | MUZ88 | Jan 2026 | 250,000 | $250K | 0.03% | ABS-CBDO |
| 684 | KINETIC ABS ISSUER LLC | UNITK | Jan 2026 | 250,000 | $250K | 0.03% | ABS-O |
| 685 | BENEFIT STREET PARTNERS CLO XXV LTD | BSP | Jan 2026 | 250,000 | $250K | 0.03% | ABS-CBDO |
| 686 | JEFFERIES CREDIT PARTNERS DIRECT LENDING CLO 2025-1 LTD | JCPDL | Jan 2026 | 250,000 | $250K | 0.03% | ABS-CBDO |
| 687 | Voya CLO 2015-3 Ltd. | VOYA | Jan 2026 | 250,000 | $250K | 0.03% | ABS-CBDO |
| 688 | UNITY-PEACE PARK CLO LTD | UNPPK | Jan 2026 | 250,000 | $250K | 0.03% | ABS-CBDO |
| 689 | Galaxy XXII CLO Ltd/Galaxy XXII CLO LLC | GALXY | Jan 2026 | 250,000 | $250K | 0.03% | ABS-CBDO |
| 690 | PLACEHOLD CEAMER FINANCE | 000000000 | Oct 2022 | 250,000 | $250K | 0.03% | LON |
| 691 | SILVER PT SCF CLO LTD 2025-5 | SPCSL | Jan 2026 | 250,000 | $250K | 0.03% | ABS-CBDO |
| 692 | TRTX 2025-FL7 ISSUER LTD | TRTX | Jan 2026 | 250,000 | $250K | 0.03% | ABS-CBDO |
| 693 | Credit Agricole S.A. London Branch | ACAFP | Jan 2026 | 250,000 | $250K | 0.03% | DBT |
| 694 | Taco Bell Funding Llc | BELL | Jan 2026 | 250,000 | $249K | 0.03% | ABS-O |
| 695 | Uruguay (Republic Of) | URUGUA | Oct 2022 | 267,641 | $249K | 0.03% | DBT |
| 696 | Bank of America Corp. | BAC | Jan 2026 | 240,000 | $249K | 0.03% | DBT |
| 697 | Societe Generale S.A. | SOCGEN | Jan 2026 | 250,000 | $249K | 0.03% | DBT |
| 698 | BNP Paribas SA | BNP | Jan 2026 | 250,000 | $249K | 0.03% | DBT |
| 699 | Taco Bell Funding Llc | BELL | Jan 2026 | 250,000 | $249K | 0.03% | ABS-O |
| 700 | Sabine Pass Liquefaction, LLC | SPLLLC | Jan 2026 | 236,291 | $248K | 0.03% | DBT |
| 701 | Federal National Mortgage Association | FNMA | Jan 2026 | 240,213 | $248K | 0.03% | ABS-MBS |
| 702 | Federal National Mortgage Association | FNMA | Jan 2026 | 240,789 | $247K | 0.03% | ABS-MBS |
| 703 | VEGAS 2024-GCS | VEGAS | Jan 2026 | 244,000 | $247K | 0.03% | ABS-O |
| 704 | Extra Space Storage LP | EXR | Jan 2026 | 237,000 | $247K | 0.03% | DBT |
| 705 | Federal Home Loan Mortgage Corp. | FHLMC | Oct 2022 | 272,113 | $246K | 0.03% | ABS-MBS |
| 706 | Federal National Mortgage Association | FNMA | Oct 2022 | 251,914 | $246K | 0.03% | ABS-MBS |
| 707 | United States Treasury Bonds | T | Oct 2022 | 391,300 | $246K | 0.03% | DBT |
| 708 | SSI ABS 2025-1 ISSUER LLC | SSI | Jan 2026 | 242,642 | $245K | 0.03% | ABS-O |
| 709 | NAVIGATOR 2025-1 AVIATION LIMITED | NAVTR | Jan 2026 | 246,246 | $244K | 0.03% | ABS-O |
| 710 | MIDCAP FUNDING TL | 59568AAB3 | Jan 2026 | 250,000 | $244K | 0.03% | DBT |
| 711 | Government National Mortgage Association | GNR | Jan 2026 | 238,000 | $243K | 0.03% | ABS-MBS |
| 712 | Reynolds American Inc. | BATSLN | Jan 2026 | 205,000 | $243K | 0.03% | DBT |
| 713 | Sofi Consumer Ln Program 2016-5 Llc | SCLP | Jan 2026 | 241,210 | $242K | 0.03% | ABS-O |
| 714 | Duke Energy Progress LLC | DUK | Oct 2022 | 415,000 | $242K | 0.03% | DBT |
| 715 | PECO Energy Co. | EXC | Jan 2026 | 241,000 | $242K | 0.03% | DBT |
| 716 | Government National Mortgage Association | GNR | Jan 2026 | 241,650 | $242K | 0.03% | ABS-O |
| 717 | Verizon Communications Inc. | VZ | Jan 2026 | 244,000 | $241K | 0.03% | DBT |
| 718 | Federal National Mortgage Association | FNMA | Oct 2022 | 292,771 | $241K | 0.02% | ABS-MBS |
| 719 | Enbridge Inc. | ENBCN | Jan 2026 | 241,000 | $240K | 0.02% | DBT |
| 720 | Pacific Gas and Electric Company | PCG | Jan 2026 | 281,000 | $239K | 0.02% | DBT |
| 721 | Merck & Co., Inc | MRK | Jan 2026 | 240,000 | $238K | 0.02% | DBT |
| 722 | Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR | Oct 2022 | 363,000 | $237K | 0.02% | DBT |
| 723 | DAE Funding LLC | DUBAEE | Jan 2026 | 240,000 | $237K | 0.02% | DBT |
| 724 | Equinix, Inc. | EQIX | Oct 2022 | 246,000 | $237K | 0.02% | DBT |
| 725 | PROVIDENT FUNDING MORTGAGE TRUST 2025-4 | PFMT | Jan 2026 | 234,331 | $236K | 0.02% | ABS-O |
| 726 | South Africa (Republic of) | SOAF | Jan 2026 | 3,791,671 | $236K | 0.02% | DBT |
| 727 | Gilead Sciences Inc. | GILD | Oct 2022 | 259,000 | $235K | 0.02% | DBT |
| 728 | Federal National Mortgage Association | FNMA | Oct 2022 | 269,269 | $234K | 0.02% | ABS-MBS |
| 729 | GS MORTGAGE-BACKED SECURITIES TRUST 2026-CES1 | GSMBS | Jan 2026 | 233,433 | $234K | 0.02% | ABS-O |
| 730 | Federal National Mortgage Association | FNMA | Jan 2026 | 229,148 | $232K | 0.02% | ABS-O |
| 731 | Last Mile Securities Pe 2021 Designated Activity Company | LMILE | Jan 2026 | 194,960 | $231K | 0.02% | ABS-O |
| 732 | AT&T Inc | T | Jan 2026 | 231,000 | $231K | 0.02% | DBT |
| 733 | Cars Db4 LP | CAUTO | Jan 2026 | 244,219 | $231K | 0.02% | ABS-O |
| 734 | Dowson 2024-1 PLC | DWSON | Jan 2026 | 170,000 | $230K | 0.02% | ABS-O |
| 735 | Federal Home Loan Mortgage Corp. | FHLMC | Oct 2022 | 277,913 | $230K | 0.02% | ABS-MBS |
| 736 | Amazon.com, Inc. | AMZN | Oct 2022 | 295,000 | $230K | 0.02% | DBT |
| 737 | Federal National Mortgage Association | FNMA | Oct 2022 | 265,529 | $230K | 0.02% | ABS-MBS |
| 738 | Lockheed Martin Corporation | LMT | Jan 2026 | 227,000 | $230K | 0.02% | DBT |
| 739 | EQT Corporation | EQT | Jan 2026 | 225,000 | $230K | 0.02% | DBT |
| 740 | Federal Home Loan Mortgage Corp. | FHLMC | Jan 2026 | 252,684 | $230K | 0.02% | ABS-MBS |
| 741 | JPMorgan Chase & Co. | JPM | Jan 2026 | 240,000 | $230K | 0.02% | DBT |
| 742 | Duke Energy Ohio Inc. | DUK | Jan 2026 | 249,000 | $228K | 0.02% | DBT |
| 743 | Federal Home Loan Mortgage Corp. | FHLMC | Jan 2026 | 251,945 | $228K | 0.02% | ABS-MBS |
| 744 | Eli Lilly & Co. | LLY | Jan 2026 | 227,000 | $227K | 0.02% | DBT |
| 745 | Last Mile Logistics Pan Euro Finance Designated Activity Company | LMLOG | Jan 2026 | 191,462 | $227K | 0.02% | ABS-O |
| 746 | MFA 2025-NQM3 TRUST | MFRA | Jan 2026 | 224,823 | $227K | 0.02% | ABS-O |
| 747 | Meta Platforms Inc | META | Jan 2026 | 284,000 | $227K | 0.02% | DBT |
| 748 | Continuum Energy Petroleum Ltd. | 211926AA8 | Jan 2026 | 227,020 | $226K | 0.02% | DBT |
| 749 | Dominion Energy Inc | D | Jan 2026 | 225,000 | $226K | 0.02% | DBT |
| 750 | Federal National Mortgage Association | FNMA | Jan 2026 | 216,496 | $226K | 0.02% | ABS-MBS |
| 751 | PRKCM 2023-AFC1 TRUST | PRKCM | Jan 2026 | 226,000 | $225K | 0.02% | ABS-O |
| 752 | FIGRE TRUST 2026-HE1 | FIGRE | Jan 2026 | 224,000 | $224K | 0.02% | ABS-O |
| 753 | Verizon Communications Inc. | VZ | Jan 2026 | 225,000 | $224K | 0.02% | DBT |
| 754 | Expand Energy Corp. | EXE | Jan 2026 | 219,000 | $223K | 0.02% | DBT |
| 755 | Broadcom Inc | AVGO | Jan 2026 | 241,000 | $223K | 0.02% | DBT |
| 756 | United States Treasury Bonds | T | Oct 2022 | 389,000 | $222K | 0.02% | DBT |
| 757 | MARINER FINANCE ISSUANCE TRUST 2025-A | MFIT | Jan 2026 | 219,000 | $222K | 0.02% | ABS-O |
| 758 | GLP Capital L.P. and GLP Financing II, Inc. | GLPI | Jan 2026 | 216,000 | $221K | 0.02% | DBT |
| 759 | Federal National Mortgage Association | FNMA | Oct 2022 | 270,691 | $221K | 0.02% | ABS-MBS |
| 760 | Carnival Corporation | CCL | Jan 2026 | 215,000 | $221K | 0.02% | DBT |
| 761 | Federal Home Loan Mortgage Corp. | FHLMC | Oct 2022 | 226,594 | $221K | 0.02% | ABS-MBS |
| 762 | Amazon.com, Inc. | AMZN | Jan 2026 | 227,000 | $220K | 0.02% | DBT |
| 763 | Federal National Mortgage Association | FNMA | Oct 2022 | 253,558 | $220K | 0.02% | ABS-MBS |
| 764 | Government National Mortgage Association | GNR | Oct 2022 | 253,354 | $220K | 0.02% | ABS-MBS |
| 765 | Kinder Morgan, Inc. | KMI | Jan 2026 | 215,000 | $220K | 0.02% | DBT |
| 766 | Federal Home Loan Mortgage Corp. | FHLMC | Jan 2026 | 213,453 | $219K | 0.02% | ABS-MBS |
| 767 | Targa Resources Corp. | TRGP | Jan 2026 | 228,000 | $218K | 0.02% | DBT |
| 768 | United States Treasury Bonds | T | Jan 2026 | 223,000 | $218K | 0.02% | DBT |
| 769 | FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD | FHR | Jan 2026 | 214,649 | $217K | 0.02% | ABS-O |
| 770 | Federal National Mortgage Association | FNMA | Jan 2026 | 209,801 | $217K | 0.02% | ABS-MBS |
| 771 | NELNET STUDENT LOAN TRUST 2025-B | NSLT | Jan 2026 | 215,230 | $216K | 0.02% | ABS-O |
| 772 | Federal National Mortgage Association | FNMA | Oct 2022 | 248,260 | $216K | 0.02% | ABS-MBS |
| 773 | Republic Finance Issuance Trust 2024-B | REPS | Jan 2026 | 212,000 | $216K | 0.02% | ABS-O |
| 774 | Standard Chartered PLC | STANLN | Jan 2026 | 214,000 | $216K | 0.02% | DBT |
| 775 | GOODLEAP HOME IMPROVEMENT SOLUTIONS TRUST 2025-1 | GDLP | Jan 2026 | 212,380 | $215K | 0.02% | ABS-O |
| 776 | Vedanta Resources Finance II PLC | VEDLN | Jan 2026 | 200,000 | $214K | 0.02% | DBT |
| 777 | Foundry JV Holdco LLC. | FABSJV | Jan 2026 | 200,000 | $214K | 0.02% | DBT |
| 778 | Huntington National Bank of Ohio | HBAN | Jan 2026 | 213,334 | $214K | 0.02% | ABS-O |
| 779 | Federal National Mortgage Association | FNMA | Jan 2026 | 204,142 | $214K | 0.02% | ABS-MBS |
| 780 | Wells Fargo & Co. | WFC | Jan 2026 | 215,000 | $213K | 0.02% | DBT |
| 781 | India Green Power Holdings | INGPHL | Jan 2026 | 216,650 | $213K | 0.02% | DBT |
| 782 | South Africa (Republic of) | SOAF | Jan 2026 | 200,000 | $212K | 0.02% | DBT |
| 783 | Synchrony Financial | SYF | Jan 2026 | 209,000 | $212K | 0.02% | DBT |
| 784 | Federal National Mortgage Association | FNMA | Oct 2022 | 244,247 | $212K | 0.02% | ABS-MBS |
| 785 | Federal National Mortgage Association | FNMA | Oct 2022 | 243,994 | $211K | 0.02% | ABS-MBS |
| 786 | GLP Capital L.P. and GLP Financing II, Inc. | GLPI | Jan 2026 | 210,000 | $210K | 0.02% | DBT |
| 787 | Ministerio de Hacienda y Credito Publico | COLTC | Jan 2026 | 939,400,000 | $210K | 0.02% | DBT |
| 788 | Foundry JV Holdco LLC. | FABSJV | Jan 2026 | 200,000 | $210K | 0.02% | DBT |
| 789 | FirstEnergy Corp. | FE | Oct 2022 | 237,000 | $210K | 0.02% | DBT |
| 790 | Venture Global Plaquemines Lng LLC | VEGLPL | Jan 2026 | 200,000 | $210K | 0.02% | DBT |
| 791 | HONO MORTGAGE TRUST 2021-LULU | HONO | Jan 2026 | 210,300 | $208K | 0.02% | ABS-O |
| 792 | Ministerio de Hacienda y Credito Publico | COLTC | Jan 2026 | 847,700,000 | $208K | 0.02% | DBT |
| 793 | Dow Chemical Co. (The) | DOW | Jan 2026 | 200,000 | $208K | 0.02% | DBT |
| 794 | Puma International Financing S.A. | PUMAFN | Jan 2026 | 200,000 | $207K | 0.02% | DBT |
| 795 | Florida Gas Transmission Co. | CITCOR | Jan 2026 | 200,000 | $207K | 0.02% | DBT |
| 796 | Secretaria Do Tesouro Nacional | BLTN | Jan 2026 | 1,119,000 | $207K | 0.02% | DBT |
| 797 | Federal National Mortgage Association | FNMA | Jan 2026 | 201,130 | $207K | 0.02% | ABS-MBS |
| 798 | NTT Finance Corp | NTT | Jan 2026 | 200,000 | $207K | 0.02% | DBT |
| 799 | Federal National Mortgage Association | FNMA | Oct 2022 | 237,953 | $206K | 0.02% | ABS-MBS |
| 800 | Nationwide Building Society | NWIDE | Jan 2026 | 200,000 | $206K | 0.02% | DBT |
| 801 | Ford Motor Credit Company LLC | F | Jan 2026 | 200,000 | $205K | 0.02% | DBT |
| 802 | HOPE GAS HLDGS LLC 6.18% | 43999ADB3 | Jan 2026 | 200,000 | $205K | 0.02% | LON |
| 803 | Vantage Data Centers Germany Borrower Lux S.a r.l. | VDCDE | Jan 2026 | 171,000 | $205K | 0.02% | ABS-O |
| 804 | GLP Pte Ltd. | GLPSP | Jan 2026 | 200,000 | $205K | 0.02% | DBT |
| 805 | Planet Fitness Inc. | PLNT | Jan 2026 | 197,500 | $205K | 0.02% | ABS-O |
| 806 | HF Sinclair Corp. | DINO | Jan 2026 | 200,000 | $205K | 0.02% | DBT |
| 807 | Federal Home Loan Mortgage Corp. | FHLMC | Jan 2026 | 199,120 | $204K | 0.02% | ABS-MBS |
| 808 | A&D MORTGAGE TRUST 2023-NQM2 | ADMT | Jan 2026 | 201,500 | $204K | 0.02% | ABS-O |
| 809 | Federal Home Loan Mortgage Corp. | FHLMC | Jan 2026 | 262,760 | $204K | 0.02% | ABS-MBS |
| 810 | San Miguel Global Power Holdings Corp. | SMCGL | Oct 2022 | 200,000 | $203K | 0.02% | DBT |
| 811 | Biocon Biologics Global PLC | BIOLIN | Jan 2026 | 200,000 | $203K | 0.02% | DBT |
| 812 | Federal Home Loan Mortgage Corp. | FHLMC | Oct 2022 | 225,379 | $203K | 0.02% | ABS-MBS |
| 813 | The Hanover Insurance Group, Inc. | THG | Jan 2026 | 200,000 | $202K | 0.02% | DBT |
| 814 | UnitedHealth Group Inc. | UNH | Jan 2026 | 245,000 | $202K | 0.02% | DBT |
| 815 | Federal National Mortgage Association | FNMA | Oct 2022 | 233,324 | $202K | 0.02% | ABS-MBS |
| 816 | Sumitomo Life Insurance Co. | SUMILF | Jan 2026 | 200,000 | $201K | 0.02% | DBT |
| 817 | Medco Laurel Tree Pte Ltd. | MEDCIJ | Jan 2026 | 200,000 | $201K | 0.02% | DBT |
| 818 | Ford Motor Credit Company LLC | F | Jan 2026 | 200,000 | $201K | 0.02% | DBT |
| 819 | CAFL 2025-RRTL2 Issuer LP | CAFL | Jan 2026 | 200,000 | $201K | 0.02% | ABS-O |
| 820 | Acres 2025-FL3 LLC | ACRES | Jan 2026 | 200,000 | $200K | 0.02% | ABS-CBDO |
| 821 | Wendys Funding Llc | WEN | Jan 2026 | 200,000 | $200K | 0.02% | ABS-O |
| 822 | ACRES COMMERCIAL REALTY 2026-FL4 | ACRES | Jan 2026 | 200,000 | $200K | 0.02% | ABS-CBDO |
| 823 | PFP 2025-12 LTD/LLC | PFP | Jan 2026 | 200,000 | $200K | 0.02% | ABS-CBDO |
| 824 | Melco Resorts Finance Limited | MPEL | Jan 2026 | 200,000 | $200K | 0.02% | DBT |
| 825 | Muthoot Finance Ltd. | MUTHIN | Jan 2026 | 200,000 | $200K | 0.02% | DBT |
| 826 | Sumitomo Mitsui Financial Group Inc. | SUMIBK | Jan 2026 | 200,000 | $200K | 0.02% | DBT |
| 827 | Wynn Macau Ltd. | WYNMAC | Jan 2026 | 200,000 | $200K | 0.02% | DBT |
| 828 | Wom Chile Holdco S.p.A. | WOMCHH | Jan 2026 | 219,015 | $200K | 0.02% | DBT |
| 829 | Spire Inc | SR | Jan 2026 | 200,000 | $199K | 0.02% | DBT |
| 830 | Federal Home Loan Mortgage Corp. | FHLMC | Oct 2022 | 200,227 | $199K | 0.02% | ABS-MBS |
| 831 | The Link Finance (Cayman) 2009 Ltd. | LINREI | Jan 2026 | 200,000 | $199K | 0.02% | DBT |
| 832 | Federal National Mortgage Association | FNMA | Oct 2022 | 198,489 | $199K | 0.02% | ABS-MBS |
| 833 | Secretaria Do Tesouro Nacional | BLTN | Jan 2026 | 242,000 | $199K | 0.02% | DBT |
| 834 | Brightstar Lottery PLC / Brightstar Global Solutions Corp. | BRSL | Jan 2026 | 200,000 | $199K | 0.02% | DBT |
| 835 | SJM International Ltd. | SJMHOL | Jan 2026 | 200,000 | $199K | 0.02% | DBT |
| 836 | Oracle Corp. | ORCL | Jan 2026 | 228,000 | $199K | 0.02% | DBT |
| 837 | Avilease Capital Ltd. | AVILES | Jan 2026 | 200,000 | $199K | 0.02% | DBT |
| 838 | Santander UK Group Holdings PLC | SANUK | Jan 2026 | 200,000 | $198K | 0.02% | DBT |
| 839 | FS RIALTO 2026-FL11 ISSUER LLC | FSRIA | Jan 2026 | 198,000 | $198K | 0.02% | ABS-CBDO |
| 840 | Oracle Corp. | ORCL | Jan 2026 | 226,000 | $198K | 0.02% | DBT |
| 841 | Minejesa Capital BV | MINCAP | Jan 2026 | 200,000 | $198K | 0.02% | DBT |
| 842 | Taurus 2025-2 UK DAC | TAURS | Jan 2026 | 143,977 | $198K | 0.02% | ABS-O |
| 843 | Pacific Gas and Electric Company | PCG | Jan 2026 | 205,000 | $197K | 0.02% | DBT |
| 844 | United Overseas Bank Ltd. | UOBSP | Jan 2026 | 250,000 | $197K | 0.02% | DBT |
| 845 | Federal National Mortgage Association | FNMA | Jan 2026 | 188,861 | $197K | 0.02% | ABS-MBS |
| 846 | Panama (Republic of) | PANAMA | Oct 2022 | 200,000 | $196K | 0.02% | DBT |
| 847 | Philippines (Republic Of) | PHILIP | Jan 2026 | 200,000 | $196K | 0.02% | DBT |
| 848 | Federal Home Loan Mortgage Corp. | FHLMC | Jan 2026 | 219,098 | $195K | 0.02% | ABS-MBS |
| 849 | Dominion Energy Inc | D | Jan 2026 | 180,000 | $195K | 0.02% | DBT |
| 850 | Philippines (Republic Of) | PHILIP | Jan 2026 | 11,080,000 | $195K | 0.02% | DBT |
| 851 | Federal National Mortgage Association | FNMA | Jan 2026 | 195,172 | $194K | 0.02% | ABS-MBS |
| 852 | Washington Mutual Mortgage Pass-Through Certificates | WAMU | Oct 2022 | 216,732 | $192K | 0.02% | ABS-O |
| 853 | Government National Mortgage Association | GNR | Oct 2022 | 207,309 | $192K | 0.02% | ABS-MBS |
| 854 | Cheniere Energy Partners Lp | CQP | Jan 2026 | 184,000 | $192K | 0.02% | DBT |
| 855 | Federal Home Loan Mortgage Corp. | FHLMC | Jan 2026 | 207,356 | $192K | 0.02% | ABS-MBS |
| 856 | Federal National Mortgage Association | FNMA | Oct 2022 | 201,709 | $192K | 0.02% | ABS-MBS |
| 857 | Mexico (United Mexican States) | MEX | Jan 2026 | 3,344,700 | $191K | 0.02% | DBT |
| 858 | Federal National Mortgage Association | FNMA | Jan 2026 | 188,747 | $191K | 0.02% | ABS-MBS |
| 859 | United States Treasury Bonds | T | Jan 2026 | 389,000 | $191K | 0.02% | DBT |
| 860 | Federal National Mortgage Association | FNMA | Oct 2022 | 204,260 | $191K | 0.02% | ABS-MBS |
| 861 | Synchrony Financial | SYF | Jan 2026 | 213,000 | $190K | 0.02% | DBT |
| 862 | Gartner Inc. | IT | Jan 2026 | 196,000 | $189K | 0.02% | DBT |
| 863 | Philippines (Republic Of) | PHILIP | Oct 2022 | 267,000 | $189K | 0.02% | DBT |
| 864 | Federal Home Loan Mortgage Corp. | FHLMC | Oct 2022 | 243,552 | $189K | 0.02% | ABS-MBS |
| 865 | Federal National Mortgage Association | FNMA | Jan 2026 | 183,986 | $188K | 0.02% | ABS-MBS |
| 866 | Federal Home Loan Mortgage Corp. | FHLMC | Jan 2026 | 182,612 | $187K | 0.02% | ABS-MBS |
| 867 | Federal National Mortgage Association | FNMA | Oct 2022 | 226,126 | $187K | 0.02% | ABS-MBS |
| 868 | Colt 2025-11 Mortgage Loan Trust | COLT | Jan 2026 | 185,425 | $186K | 0.02% | ABS-O |
| 869 | Applovin Corp. | APP | Jan 2026 | 180,000 | $186K | 0.02% | DBT |
| 870 | Morgan Stanley Residential Mortgage Loan Trust 2025-Nqm1 | MSRM | Jan 2026 | 182,800 | $186K | 0.02% | ABS-O |
| 871 | AbbVie Inc. | ABBV | Oct 2022 | 204,000 | $185K | 0.02% | DBT |
| 872 | Federal National Mortgage Association | FNMA | Oct 2022 | 226,647 | $185K | 0.02% | ABS-MBS |
| 873 | NRG Energy, Inc. | NRG | Jan 2026 | 185,000 | $184K | 0.02% | DBT |
| 874 | Government National Mortgage Association | GNR | Oct 2022 | 211,701 | $183K | 0.02% | ABS-MBS |
| 875 | BAY AREA TOLL AUTH CALIF | BAYTRN | Oct 2022 | 160,000 | $182K | 0.02% | DBT |
| 876 | Panama (Republic of) | PANAMA | Oct 2022 | 247,000 | $181K | 0.02% | DBT |
| 877 | United Parcel Service, Inc. | UPS | Jan 2026 | 175,000 | $181K | 0.02% | DBT |
| 878 | Federal National Mortgage Association | FNMA | Oct 2022 | 200,930 | $181K | 0.02% | ABS-MBS |
| 879 | Federal National Mortgage Association | FNMA | Jan 2026 | 179,223 | $181K | 0.02% | ABS-O |
| 880 | Consolidated Edison Company of New York, Inc. | ED | Jan 2026 | 208,000 | $181K | 0.02% | DBT |
| 881 | Federal Home Loan Mortgage Corp. | FHLMC | Jan 2026 | 197,692 | $181K | 0.02% | ABS-MBS |
| 882 | Boeing Co. | BA | Jan 2026 | 158,000 | $180K | 0.02% | DBT |
| 883 | NYMT LOAN TRUST 2026-INV1 | NYMT | Jan 2026 | 180,000 | $180K | 0.02% | ABS-O |
| 884 | Marsh & McLennan Companies, Inc. | MRSH | Jan 2026 | 178,000 | $180K | 0.02% | DBT |
| 885 | Arbor Realty Commercial Real Estate Notes 2016-FL1 Ltd. | ARCLO | Jan 2026 | 180,000 | $180K | 0.02% | ABS-CBDO |
| 886 | Federal National Mortgage Association | FNMA | Jan 2026 | 178,334 | $179K | 0.02% | ABS-O |
| 887 | Federal National Mortgage Association | FNMA | Oct 2022 | 215,164 | $178K | 0.02% | ABS-MBS |
| 888 | Mortimer 2025-1 PLC | MORTI | Jan 2026 | 130,000 | $178K | 0.02% | ABS-O |
| 889 | HCA Inc. | HCA | Jan 2026 | 171,000 | $178K | 0.02% | DBT |
| 890 | United States Treasury Notes | T | Jan 2026 | 175,000 | $177K | 0.02% | DBT |
| 891 | Federal National Mortgage Association | FNMA | Oct 2022 | 202,862 | $177K | 0.02% | ABS-MBS |
| 892 | Federal National Mortgage Association | FNMA | Oct 2022 | 202,167 | $176K | 0.02% | ABS-MBS |
| 893 | Philip Morris International Inc. | PM | Jan 2026 | 178,000 | $176K | 0.02% | DBT |
| 894 | Federal National Mortgage Association | FNMA | Jan 2026 | 171,508 | $176K | 0.02% | ABS-MBS |
| 895 | Frontier Communications Holdings Llc | FYBR | Jan 2026 | 174,260 | $176K | 0.02% | DBT |
| 896 | MSCI Inc. | MSCI | Jan 2026 | 175,000 | $176K | 0.02% | DBT |
| 897 | Brookfield Finance Inc. | BNCN | Jan 2026 | 175,000 | $175K | 0.02% | DBT |
| 898 | FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD | FHR | Jan 2026 | 172,433 | $175K | 0.02% | ABS-O |
| 899 | Federal Home Loan Mortgage Corp. | FHLMC | Jan 2026 | 193,884 | $174K | 0.02% | ABS-MBS |
| 900 | Federal National Mortgage Association | FNMA | Jan 2026 | 173,001 | $174K | 0.02% | ABS-O |
| 901 | Federal Home Loan Mortgage Corp. | FHLMC | Oct 2022 | 198,623 | $174K | 0.02% | ABS-MBS |
| 902 | Federal National Mortgage Association | FNMA | Oct 2022 | 199,849 | $174K | 0.02% | ABS-MBS |
| 903 | Tennessee Valley Authority | TVA | Jan 2026 | 175,000 | $173K | 0.02% | DBT |
| 904 | Tabcorp Finance Pty Ltd. | TAHAU | Jan 2026 | 250,000 | $173K | 0.02% | DBT |
| 905 | CENT TRUST 2025-CITY | CENT | Jan 2026 | 170,000 | $172K | 0.02% | ABS-O |
| 906 | Federal National Mortgage Association | FNMA | Oct 2022 | 177,662 | $172K | 0.02% | ABS-MBS |
| 907 | Truist Financial Corp. | TFC | Jan 2026 | 171,000 | $171K | 0.02% | DBT |
| 908 | Federal National Mortgage Association | FNMA | Jan 2026 | 188,625 | $171K | 0.02% | ABS-MBS |
| 909 | First Franklin Mortgage Loan Trust 2005-FF4 | FFML | Oct 2022 | 170,654 | $171K | 0.02% | ABS-O |
| 910 | Firstenergy Transmission Llc | FE | Oct 2022 | 200,000 | $171K | 0.02% | DBT |
| 911 | Federal National Mortgage Association | FNMA | Oct 2022 | 171,073 | $170K | 0.02% | ABS-MBS |
| 912 | Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR | Oct 2022 | 279,000 | $170K | 0.02% | DBT |
| 913 | Federal Home Loan Mortgage Corp. | FHLMC | Oct 2022 | 194,361 | $169K | 0.02% | ABS-MBS |
| 914 | PacifiCorp. | BRKHEC | Jan 2026 | 165,000 | $169K | 0.02% | DBT |
| 915 | Oracle Corp. | ORCL | Jan 2026 | 175,000 | $169K | 0.02% | DBT |
| 916 | Federal National Mortgage Association | FNMA | Oct 2022 | 204,214 | $168K | 0.02% | ABS-MBS |
| 917 | Pacific Gas and Electric Company | PCG | Jan 2026 | 158,000 | $168K | 0.02% | DBT |
| 918 | CDS_IX_CCP ITRAXX EUROPE CROSSOV 5% 20301220 | 000000000 | Oct 2022 | 1,317,000 | $168K | 0.02% | DCR |
| 919 | Federal National Mortgage Association | FNMA | Oct 2022 | 194,961 | $168K | 0.02% | ABS-MBS |
| 920 | Federal National Mortgage Association | FNMA | Jan 2026 | 190,792 | $168K | 0.02% | ABS-MBS |
| 921 | Pacific Gas and Electric Company | PCG | Jan 2026 | 215,000 | $168K | 0.02% | DBT |
| 922 | AOA TRUST 2025-1301 | AOA | Jan 2026 | 163,000 | $167K | 0.02% | ABS-O |
| 923 | Federal National Mortgage Association | FNMA | Jan 2026 | 160,379 | $167K | 0.02% | ABS-MBS |
| 924 | United States Treasury Bonds | T | Jan 2026 | 174,000 | $167K | 0.02% | DBT |
| 925 | Federal Home Loan Mortgage Corp. | FHLMC | Oct 2022 | 198,557 | $165K | 0.02% | ABS-MBS |
| 926 | MF1 2026-FL21 LLC | MF1 | Jan 2026 | 164,000 | $164K | 0.02% | ABS-CBDO |
| 927 | FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD | FHR | Jan 2026 | 161,713 | $163K | 0.02% | ABS-O |
| 928 | ANGEL OAK MORTGAGE TRUST 2025-1 | AOMT | Jan 2026 | 160,792 | $163K | 0.02% | ABS-O |
| 929 | AbbVie Inc. | ABBV | Jan 2026 | 164,000 | $162K | 0.02% | DBT |
| 930 | Federal National Mortgage Association | FNMA | Oct 2022 | 196,476 | $162K | 0.02% | ABS-MBS |
| 931 | Federal Home Loan Mortgage Corp. | FHLMC | Jan 2026 | 173,275 | $160K | 0.02% | ABS-MBS |
| 932 | Federal National Mortgage Association | FNMA | Oct 2022 | 193,071 | $160K | 0.02% | ABS-MBS |
| 933 | NELNET STUDENT LOAN TRUST 2025-B | NSLT | Jan 2026 | 160,000 | $160K | 0.02% | ABS-O |
| 934 | Federal Home Loan Mortgage Corp. | FHLMC | Oct 2022 | 206,488 | $160K | 0.02% | ABS-MBS |
| 935 | UnitedHealth Group Inc. | UNH | Oct 2022 | 224,000 | $160K | 0.02% | DBT |
| 936 | Federal National Mortgage Association | FNMA | Jan 2026 | 157,985 | $160K | 0.02% | ABS-O |
| 937 | Dowson 2024-1 PLC | DWSON | Jan 2026 | 116,000 | $159K | 0.02% | ABS-O |
| 938 | Federal National Mortgage Association | FNMA | Oct 2022 | 194,444 | $159K | 0.02% | ABS-MBS |
| 939 | Altria Group, Inc. | MO | Oct 2022 | 158,000 | $158K | 0.02% | DBT |
| 940 | United States Treasury Notes | T | Jan 2026 | 156,000 | $157K | 0.02% | DBT |
| 941 | Telus Corp. | TCN | Jan 2026 | 150,000 | $157K | 0.02% | DBT |
| 942 | Amazon.com, Inc. | AMZN | Jan 2026 | 164,000 | $157K | 0.02% | DBT |
| 943 | UK Logistics 2025-1 Designated Activity Co. | UKLOG | Jan 2026 | 113,425 | $156K | 0.02% | ABS-O |
| 944 | Rocket Companies Inc | RKT | Jan 2026 | 150,000 | $156K | 0.02% | DBT |
| 945 | Symetra Life Insurance Co. | SYA | Jan 2026 | 150,000 | $155K | 0.02% | DBT |
| 946 | A&D MORTGAGE TRUST 2026-NQM1 | ADMT | Jan 2026 | 154,992 | $155K | 0.02% | ABS-O |
| 947 | GCAT 2025-NQM4 TRUST | GCAT | Jan 2026 | 152,799 | $155K | 0.02% | ABS-O |
| 948 | Federal Home Loan Mortgage Corp. | FHLMC | Oct 2022 | 199,140 | $154K | 0.02% | ABS-MBS |
| 949 | Federal Home Loan Mortgage Corp. | FHLMC | Oct 2022 | 159,150 | $154K | 0.02% | ABS-MBS |
| 950 | Altria Group, Inc. | MO | Oct 2022 | 200,000 | $154K | 0.02% | DBT |
| 951 | United States Treasury Notes | T | Jan 2026 | 149,000 | $154K | 0.02% | DBT |
| 952 | Series Trust-1 Trust | GMACN | Jan 2026 | 142,899 | $154K | 0.02% | DBT |
| 953 | Federal National Mortgage Association | FNMA | Oct 2022 | 176,880 | $154K | 0.02% | ABS-MBS |
| 954 | Federal National Mortgage Association | FNMA | Jan 2026 | 148,666 | $154K | 0.02% | ABS-MBS |
| 955 | Telus Corp. | TCN | Jan 2026 | 150,000 | $153K | 0.02% | DBT |
| 956 | ATRIUM HOTEL PORTFOLIO TRUST 2024-A | AHPT | Jan 2026 | 150,000 | $153K | 0.02% | ABS-O |
| 957 | J P MORGAN MTG TR 2025-VIS1 | JPMMT | Jan 2026 | 150,000 | $152K | 0.02% | ABS-O |
| 958 | FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD | FHR | Jan 2026 | 150,386 | $152K | 0.02% | ABS-O |
| 959 | Bayview Commercial Asset Trust 2006-SP2 | BAYC | Oct 2022 | 160,789 | $152K | 0.02% | ABS-O |
| 960 | CNX Resources Corporation | CNX | Jan 2026 | 145,000 | $152K | 0.02% | DBT |
| 961 | Lagarino (European Loan Conduit No. 40) Designated Activity Co. | EURO | Jan 2026 | 127,447 | $152K | 0.02% | ABS-O |
| 962 | Dominion Energy Inc | D | Jan 2026 | 150,000 | $152K | 0.02% | DBT |
| 963 | Southern Co. | SO | Jan 2026 | 143,000 | $152K | 0.02% | DBT |
| 964 | Pennymac Financial Services Inc | PFSI | Jan 2026 | 150,000 | $151K | 0.02% | DBT |
| 965 | NiSource Inc. | NI | Jan 2026 | 150,000 | $151K | 0.02% | DBT |
| 966 | WEC Energy Group Inc. | WEC | Jan 2026 | 150,000 | $151K | 0.02% | DBT |
| 967 | BSPRT 2025-FL12 ISSUER LLC | BSPRT | Jan 2026 | 150,000 | $151K | 0.02% | ABS-CBDO |
| 968 | BDS 2025-FL16 LLC | BDS | Jan 2026 | 150,000 | $150K | 0.02% | ABS-CBDO |
| 969 | LRECS 2025-CRE1 LLC | LRECS | Jan 2026 | 150,000 | $150K | 0.02% | ABS-O |
| 970 | BSPRT 2025-FL12 ISSUER LLC | BSPRT | Jan 2026 | 150,000 | $150K | 0.02% | ABS-CBDO |
| 971 | LOANCORE 2025-CRE9 ISSUER LLC | LNCR | Jan 2026 | 150,000 | $150K | 0.02% | ABS-CBDO |
| 972 | EFMT 2025-INV1 | EFMT | Jan 2026 | 148,247 | $150K | 0.02% | ABS-O |
| 973 | Global Payments Inc | GPN | Jan 2026 | 150,000 | $150K | 0.02% | DBT |
| 974 | Federal Home Loan Mortgage Corp. | FHLMC | Oct 2022 | 182,934 | $150K | 0.02% | ABS-MBS |
| 975 | DB Master Finance LLC | DUNKN | Jan 2026 | 150,000 | $150K | 0.02% | ABS-O |
| 976 | Federal National Mortgage Association | FNMA | Jan 2026 | 144,424 | $149K | 0.02% | ABS-MBS |
| 977 | Bayview Commercial Asset Trust 2006-SP2 | BAYC | Oct 2022 | 156,107 | $148K | 0.02% | ABS-O |
| 978 | Federal National Mortgage Association | FNMA | Jan 2026 | 160,312 | $148K | 0.02% | ABS-MBS |
| 979 | GA Global Funding Trust | GBLATL | Jan 2026 | 150,000 | $148K | 0.02% | DBT |
| 980 | Capital One Financial Corp. | COF | Jan 2026 | 150,000 | $148K | 0.02% | DBT |
| 981 | UPX HIL 2025-1 ISSUER TRUST | UPXHI | Jan 2026 | 145,805 | $147K | 0.02% | ABS-O |
| 982 | LENDMARK FUNDING TRUST 2025-1 | LFT | Jan 2026 | 145,000 | $146K | 0.02% | ABS-O |
| 983 | Edge Finco PLC | EDFINC | Jan 2026 | 100,000 | $146K | 0.02% | DBT |
| 984 | Federal National Mortgage Association | FNMA | Oct 2022 | 176,142 | $146K | 0.02% | ABS-MBS |
| 985 | UnitedHealth Group Inc. | UNH | Jan 2026 | 137,000 | $145K | 0.02% | DBT |
| 986 | Master Asset Securitization Trust | MASTR | Oct 2022 | 289,476 | $145K | 0.02% | ABS-O |
| 987 | Mong Duong Finance Holdings B V | MONDFI | Jan 2026 | 144,845 | $145K | 0.01% | DBT |
| 988 | Duke Energy Corp | DUK | Jan 2026 | 146,000 | $144K | 0.01% | DBT |
| 989 | CD&R Firefly Bidco PLC | MOTFUE | Jan 2026 | 100,000 | $144K | 0.01% | DBT |
| 990 | VEGAS 2024-GCS | VEGAS | Jan 2026 | 140,000 | $143K | 0.01% | ABS-O |
| 991 | Indonesia (Republic of) | INDON | Oct 2022 | 222,000 | $143K | 0.01% | DBT |
| 992 | AEP Transmission Company, LLC | AEP | Oct 2022 | 211,000 | $142K | 0.01% | DBT |
| 993 | Federal National Mortgage Association | FNMA | Jan 2026 | 144,000 | $142K | 0.01% | ABS-MBS |
| 994 | JP Morgan Chase Commercial Mortgage Securities Trust 2024-Iglg | JPMCC | Jan 2026 | 140,000 | $141K | 0.01% | ABS-O |
| 995 | Federal National Mortgage Association | FNMA | Oct 2022 | 170,887 | $141K | 0.01% | ABS-MBS |
| 996 | Federal Home Loan Mortgage Corp. | FHLMC | Jan 2026 | 152,158 | $141K | 0.01% | ABS-MBS |
| 997 | Morgan Stanley | MS | Jan 2026 | 137,000 | $141K | 0.01% | DBT |
| 998 | Wendys Funding Llc | WEN | Jan 2026 | 144,717 | $140K | 0.01% | ABS-O |
| 999 | Federal Home Loan Mortgage Corp. | FHLMC | Oct 2022 | 168,684 | $140K | 0.01% | ABS-MBS |
| 1000 | Federal National Mortgage Association | FNMA | Jan 2026 | 136,366 | $140K | 0.01% | ABS-MBS |
| 1001 | Enterprise Products Operating LLC | EPD | Oct 2022 | 211,000 | $140K | 0.01% | DBT |
| 1002 | Heathrow Finance PLC | HTHROW | Jan 2026 | 100,000 | $140K | 0.01% | DBT |
| 1003 | Federal Home Loan Mortgage Corp. | FHLMC | Oct 2022 | 180,183 | $140K | 0.01% | ABS-MBS |
| 1004 | Triton Container International Limited / TAL International Container Corporation | TRTN | Jan 2026 | 140,000 | $139K | 0.01% | DBT |
| 1005 | Deuce Finco PLC | DAVLLO | Jan 2026 | 100,000 | $139K | 0.01% | DBT |
| 1006 | VISTA POINT SEC TR 2020-2 | VSTA | Jan 2026 | 142,800 | $139K | 0.01% | ABS-O |
| 1007 | Federal National Mortgage Association | FNMA | Jan 2026 | 137,257 | $139K | 0.01% | ABS-O |
| 1008 | Jupiter Mortgage No.1 Plc | JUPIT | Jan 2026 | 100,000 | $138K | 0.01% | ABS-O |
| 1009 | Federal Home Loan Mortgage Corp. | FHLMC | Jan 2026 | 134,252 | $138K | 0.01% | ABS-MBS |
| 1010 | Poland (Republic of) | POLAND | Jan 2026 | 492,000 | $138K | 0.01% | DBT |
| 1011 | Verizon Communications Inc. | VZ | Jan 2026 | 144,000 | $138K | 0.01% | DBT |
| 1012 | Federal National Mortgage Association | FNMA | Jan 2026 | 154,740 | $138K | 0.01% | ABS-MBS |
| 1013 | Vici Properties Inc | VICI | Jan 2026 | 138,000 | $137K | 0.01% | DBT |
| 1014 | Cheniere Energy Partners Lp | CQP | Jan 2026 | 148,000 | $137K | 0.01% | DBT |
| 1015 | Federal Home Loan Mortgage Corp. | FHLMC | Jan 2026 | 132,700 | $136K | 0.01% | ABS-MBS |
| 1016 | Vistra Operations Co LLC | VST | Jan 2026 | 135,000 | $136K | 0.01% | DBT |
| 1017 | Federal National Mortgage Association | FNMA | Jan 2026 | 132,461 | $136K | 0.01% | ABS-MBS |
| 1018 | ACRA TRUST 2024-NQM1 | ACRA | Jan 2026 | 134,850 | $136K | 0.01% | ABS-O |
| 1019 | AmFam Holdings Inc. | AMFAHI | Jan 2026 | 200,000 | $136K | 0.01% | DBT |
| 1020 | Mariner Finance Issuance Trust 2024-B | MFIT | Jan 2026 | 134,000 | $136K | 0.01% | ABS-O |
| 1021 | Federal Home Loan Mortgage Corp. | FHLMC | Oct 2022 | 138,635 | $135K | 0.01% | ABS-MBS |
| 1022 | Federal National Mortgage Association | FNMA | Oct 2022 | 149,037 | $135K | 0.01% | ABS-MBS |
| 1023 | Nassau Companies Of New York | PNX | Jan 2026 | 141,000 | $134K | 0.01% | DBT |
| 1024 | Federal Home Loan Mortgage Corp. | FHLMC | Jan 2026 | 130,661 | $134K | 0.01% | ABS-MBS |
| 1025 | Broadcom Inc | AVGO | Jan 2026 | 134,000 | $134K | 0.01% | DBT |
| 1026 | AFFIRM MASTER TRUST | AFRMT | Jan 2026 | 133,000 | $133K | 0.01% | ABS-O |
| 1027 | Huntington National Bank of Ohio | HBAN | Jan 2026 | 132,450 | $133K | 0.01% | ABS-O |
| 1028 | Pacific Gas and Electric Company | PCG | Jan 2026 | 152,000 | $133K | 0.01% | DBT |
| 1029 | United States Treasury Bonds | T | Oct 2022 | 251,800 | $132K | 0.01% | DBT |
| 1030 | Poland (Republic of) | POLAND | Jan 2026 | 442,000 | $131K | 0.01% | DBT |
| 1031 | Cheniere Energy Partners Lp | CQP | Jan 2026 | 134,000 | $130K | 0.01% | DBT |
| 1032 | Federal Home Loan Mortgage Corp. | FHLMC | Jan 2026 | 126,743 | $130K | 0.01% | ABS-MBS |
| 1033 | American Electric Power Co, Inc. | AEP | Jan 2026 | 130,000 | $130K | 0.01% | DBT |
| 1034 | Mexico (United Mexican States) | MEX | Jan 2026 | 2,230,800 | $130K | 0.01% | DBT |
| 1035 | Morgan Stanley | MS | Jan 2026 | 127,000 | $130K | 0.01% | DBT |
| 1036 | International Business Machines Corp. | IBM | Jan 2026 | 203,000 | $129K | 0.01% | DBT |
| 1037 | Federal National Mortgage Association | FNMA | Jan 2026 | 128,293 | $129K | 0.01% | ABS-O |
| 1038 | American Electric Power Co, Inc. | AEP | Jan 2026 | 130,000 | $129K | 0.01% | DBT |
| 1039 | Samarco Mineracao SA | SAMMIN | Jan 2026 | 128,583 | $129K | 0.01% | DBT |
| 1040 | Vistra Operations Co LLC | VST | Jan 2026 | 125,000 | $128K | 0.01% | DBT |
| 1041 | Federal National Mortgage Association | FNMA | Jan 2026 | 122,457 | $128K | 0.01% | ABS-MBS |
| 1042 | Verizon Communications Inc. | VZ | Jan 2026 | 130,000 | $128K | 0.01% | DBT |
| 1043 | NEW RES MTG LN TR 2025-NQM1 | NRZT | Jan 2026 | 124,803 | $127K | 0.01% | ABS-O |
| 1044 | Retained Vantage Data Centers Issuer LLC / Vantage Data Centers Cda Qc4 Ltd. | VDCR | Jan 2026 | 128,000 | $127K | 0.01% | ABS-O |
| 1045 | Atos SE | ATOFP | Jan 2026 | 93,547 | $126K | 0.01% | DBT |
| 1046 | Federal Home Loan Mortgage Corp. | FHLMC | Oct 2022 | 125,950 | $126K | 0.01% | ABS-MBS |
| 1047 | NEW JERSEY ST TPK AUTH | NJSTRN | Oct 2022 | 106,000 | $126K | 0.01% | DBT |
| 1048 | Heimstaden Bostad AB | HEIBOS | Jan 2026 | 100,000 | $126K | 0.01% | DBT |
| 1049 | Volkswagen International Finance N.V. | VW | Jan 2026 | 100,000 | $126K | 0.01% | DBT |
| 1050 | FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD | FHR | Jan 2026 | 123,715 | $126K | 0.01% | ABS-O |
| 1051 | Pacific Gas and Electric Company | PCG | Jan 2026 | 148,000 | $126K | 0.01% | DBT |
| 1052 | Pachelbel Bidco S.p.A. | MLTIVR | Jan 2026 | 100,000 | $125K | 0.01% | DBT |
| 1053 | Peru (Republic Of) | PERU | Oct 2022 | 180,000 | $125K | 0.01% | DBT |
| 1054 | Grifols S.A. | GRFSM | Jan 2026 | 100,000 | $124K | 0.01% | DBT |
| 1055 | Federal National Mortgage Association | FNMA | Jan 2026 | 121,069 | $124K | 0.01% | ABS-MBS |
| 1056 | MPT Operating Partnership LP / MPT Finance Corporation | MPW | Jan 2026 | 100,000 | $124K | 0.01% | DBT |
| 1057 | Oeg Finance PLC | OEGFIN | Jan 2026 | 100,000 | $124K | 0.01% | DBT |
| 1058 | PCI Gaming | 70455DAG9 | Jan 2026 | 124,432 | $124K | 0.01% | LON |
| 1059 | Global Payments Inc | GPN | Jan 2026 | 125,000 | $124K | 0.01% | DBT |
| 1060 | Nissan Motor Co Ltd. | NSANY | Jan 2026 | 100,000 | $123K | 0.01% | DBT |
| 1061 | Albion Financing 1 S.a.r.l. | AGKLN | Jan 2026 | 100,000 | $123K | 0.01% | DBT |
| 1062 | Essendi SA | ACCINV | Jan 2026 | 100,000 | $122K | 0.01% | DBT |
| 1063 | ConocoPhillips Co. | COP | Jan 2026 | 165,000 | $122K | 0.01% | DBT |
| 1064 | ContourGlobal Power Holdings S.A. | CONGLO | Jan 2026 | 100,000 | $122K | 0.01% | DBT |
| 1065 | TransDigm, Inc. | TDG | Jan 2026 | 120,000 | $122K | 0.01% | DBT |
| 1066 | alstria office REIT-AG | AOXGR | Jan 2026 | 100,000 | $122K | 0.01% | DBT |
| 1067 | FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD | FHR | Jan 2026 | 120,294 | $122K | 0.01% | ABS-O |
| 1068 | RCI Banque S.A. | RENAUL | Jan 2026 | 100,000 | $122K | 0.01% | DBT |
| 1069 | Progroup AG | PROGRP | Jan 2026 | 100,000 | $122K | 0.01% | DBT |
| 1070 | NextEra Energy Capital Holdings Inc | NEE | Jan 2026 | 120,000 | $121K | 0.01% | DBT |
| 1071 | Softbank Group Corp. | SOFTBK | Jan 2026 | 100,000 | $121K | 0.01% | DBT |
| 1072 | Shift4 Payments Llc / Shift4 Payments Finance Subordinated Incorporated | FOUR | Jan 2026 | 100,000 | $121K | 0.01% | DBT |
| 1073 | Government National Mortgage Association | GNR | Jan 2026 | 712,073 | $121K | 0.01% | ABS-O |
| 1074 | Dolcetto Holdco S.p.A | DOLCTH | Jan 2026 | 100,000 | $121K | 0.01% | DBT |
| 1075 | Federal National Mortgage Association | FNMA | Jan 2026 | 118,386 | $121K | 0.01% | ABS-MBS |
| 1076 | Clarios Global LP / Clarios US Finance Company Inc | POWSOL | Jan 2026 | 100,000 | $121K | 0.01% | DBT |
| 1077 | New Immo Holding SA. | CEETRU | Jan 2026 | 100,000 | $121K | 0.01% | DBT |
| 1078 | Apcoa GmbH | APPARK | Jan 2026 | 100,000 | $121K | 0.01% | DBT |
| 1079 | Mehilainen Yhtiot Oy | AMBEAA | Jan 2026 | 100,000 | $121K | 0.01% | DBT |
| 1080 | Kapla Holding SAS (Kiloutou) | KILOTO | Jan 2026 | 100,000 | $120K | 0.01% | DBT |
| 1081 | HCA Inc. | HCA | Jan 2026 | 115,000 | $120K | 0.01% | DBT |
| 1082 | Grunenthal GmbH | GRUPHA | Jan 2026 | 100,000 | $120K | 0.01% | DBT |
| 1083 | Sunrise Finco l B.V | SUNN | Jan 2026 | 100,000 | $120K | 0.01% | DBT |
| 1084 | NELNET STUDENT LOAN TRUST 2025-B | NSLT | Jan 2026 | 120,000 | $120K | 0.01% | ABS-O |
| 1085 | Federal Home Loan Mortgage Corp. | FHLMC | Jan 2026 | 129,627 | $120K | 0.01% | ABS-MBS |
| 1086 | Renault S.A. | RENAUL | Jan 2026 | 100,000 | $120K | 0.01% | DBT |
| 1087 | Ithaca Energy (North Sea) plc | IAECN | Jan 2026 | 100,000 | $120K | 0.01% | DBT |
| 1088 | Froneri Lux Finco S.a r.l. | ICECR | Jan 2026 | 100,000 | $120K | 0.01% | DBT |
| 1089 | Federal National Mortgage Association | FNMA | Oct 2022 | 122,751 | $120K | 0.01% | ABS-MBS |
| 1090 | Berkshire Hathaway Energy Company | BRKHEC | Jan 2026 | 125,000 | $120K | 0.01% | DBT |
| 1091 | Paprec Holding S.A | PAPREC | Jan 2026 | 100,000 | $120K | 0.01% | DBT |
| 1092 | Loxam SAS | LOXAM | Jan 2026 | 100,000 | $119K | 0.01% | DBT |
| 1093 | Federal National Mortgage Association | FNMA | Oct 2022 | 119,800 | $119K | 0.01% | ABS-MBS |
| 1094 | Nidda Healthcare Holding GmbH | SAZGR | Jan 2026 | 100,000 | $119K | 0.01% | DBT |
| 1095 | PLACEHOLD PROJECT KABUKI | 000000000 | Oct 2022 | 100,000 | $119K | 0.01% | LON |
| 1096 | Vivion Investments S.a.r.l | VIVION | Jan 2026 | 100,000 | $119K | 0.01% | DBT |
| 1097 | Duomo BidCo S.p.A | DUOMBI | Jan 2026 | 100,000 | $119K | 0.01% | DBT |
| 1098 | Federal National Mortgage Association | FNMA | Jan 2026 | 132,907 | $119K | 0.01% | ABS-MBS |
| 1099 | Electricite de France SA | EDF | Jan 2026 | 100,000 | $119K | 0.01% | DBT |
| 1100 | Telefonica Emisiones S.A.U. | TELEFO | Jan 2026 | 100,000 | $119K | 0.01% | DBT |
| 1101 | IPD 3 B.V. | IPDEBV | Jan 2026 | 100,000 | $118K | 0.01% | DBT |
| 1102 | Secucor Finance 2025-1 Designated Activity Co. | SECUC | Jan 2026 | 100,000 | $118K | 0.01% | ABS-O |
| 1103 | United States Treasury Notes | T | Jan 2026 | 118,000 | $118K | 0.01% | DBT |
| 1104 | Mexico (United Mexican States) | MEX | Jan 2026 | 100,000 | $118K | 0.01% | DBT |
| 1105 | AEP Texas Inc | AEP | Oct 2022 | 174,000 | $118K | 0.01% | DBT |
| 1106 | Grand City Properties SA | GYCGR | Jan 2026 | 100,000 | $118K | 0.01% | DBT |
| 1107 | Aroundtown Finance S.a.r.l. | ARNDTN | Jan 2026 | 100,000 | $117K | 0.01% | DBT |
| 1108 | Allwyn Entertainment Financing (UK) PLC | SAZKAG | Jan 2026 | 100,000 | $117K | 0.01% | DBT |
| 1109 | DEEPHAVEN RESIDENTIAL MTG TR 2024-1 | DRMT | Jan 2026 | 115,979 | $117K | 0.01% | ABS-O |
| 1110 | Cellnex Finance Company S.A.U. | CLNXSM | Jan 2026 | 100,000 | $117K | 0.01% | DBT |
| 1111 | VMED O2 UK Financing I PLC | VMED | Jan 2026 | 100,000 | $117K | 0.01% | DBT |
| 1112 | Vivion Investments S.a.r.l | VIVION | Jan 2026 | 100,000 | $117K | 0.01% | DBT |
| 1113 | Citigroup Inc. | C | Jan 2026 | 116,000 | $117K | 0.01% | DBT |
| 1114 | Goldstory SAS | THOEUR | Jan 2026 | 100,000 | $117K | 0.01% | DBT |
| 1115 | CWABS Asset-Backed Certificates Trust 2006-14 | CWL | Jan 2026 | 110,266 | $117K | 0.01% | ABS-O |
| 1116 | Tenet Healthcare Corporation | THC | Jan 2026 | 117,000 | $117K | 0.01% | DBT |
| 1117 | BXMT 2025-FL5 LTD | BXMT | Jan 2026 | 116,000 | $116K | 0.01% | ABS-CBDO |
| 1118 | Iron Mountain Inc. | IRM | Jan 2026 | 100,000 | $116K | 0.01% | DBT |
| 1119 | VZ Secured Financing BV | ZIGGO | Jan 2026 | 100,000 | $115K | 0.01% | DBT |
| 1120 | Prime Investment Partners Ltd. | 74167YAA7 | Jan 2026 | 115,170 | $115K | 0.01% | DBT |
| 1121 | Federal National Mortgage Association | FNMA | Oct 2022 | 123,694 | $114K | 0.01% | ABS-MBS |
| 1122 | Oracle Corp. | ORCL | Jan 2026 | 144,000 | $114K | 0.01% | DBT |
| 1123 | Federal National Mortgage Association | FNMA | Oct 2022 | 114,057 | $114K | 0.01% | ABS-MBS |
| 1124 | Medline Borrower LLP / Medline Co-Issuer Inc. | MEDIND | Jan 2026 | 110,000 | $114K | 0.01% | DBT |
| 1125 | Citycon Treasury B.V. | CITCON | Jan 2026 | 100,000 | $113K | 0.01% | DBT |
| 1126 | Alphabet Inc. | GOOGL | Jan 2026 | 100,000 | $113K | 0.01% | DBT |
| 1127 | Ohio Power Company | AEP | Oct 2022 | 147,000 | $113K | 0.01% | DBT |
| 1128 | Viper Energy Partners LLC | VNOM | Jan 2026 | 111,000 | $113K | 0.01% | DBT |
| 1129 | Federal National Mortgage Association | FNMA | Jan 2026 | 125,000 | $113K | 0.01% | ABS-MBS |
| 1130 | MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2025-DSC2 | MSRM | Jan 2026 | 111,362 | $113K | 0.01% | ABS-O |
| 1131 | Bellis Acquisition Co PLC | ASSDLN | Jan 2026 | 100,000 | $112K | 0.01% | DBT |
| 1132 | Oracle Corp. | ORCL | Jan 2026 | 125,000 | $112K | 0.01% | DBT |
| 1133 | EFMT 2025-INV3 | EFMT | Jan 2026 | 110,985 | $112K | 0.01% | ABS-O |
| 1134 | BPR COMMERCIAL MORTGAGE TRUST 2024- | BPR | Jan 2026 | 110,000 | $112K | 0.01% | ABS-O |
| 1135 | Vivion Investments S.a.r.l | VIVION | Jan 2026 | 100,000 | $112K | 0.01% | DBT |
| 1136 | CSMCM 2020-SPT1 Trust | CSMC | Jan 2026 | 110,419 | $112K | 0.01% | ABS-O |
| 1137 | Summer (BC) Holdco B S.a r.l. | KANGRP | Jan 2026 | 100,000 | $112K | 0.01% | DBT |
| 1138 | Federal Home Loan Mortgage Corp. | FHLMC | Oct 2022 | 134,935 | $112K | 0.01% | ABS-MBS |
| 1139 | COMM 2024-CBM MORTGAGE TRUST | COMM | Jan 2026 | 110,000 | $112K | 0.01% | ABS-O |
| 1140 | Antero Resources Corporation | AR | Jan 2026 | 110,000 | $112K | 0.01% | DBT |
| 1141 | Government National Mortgage Association | GNR | Jan 2026 | 128,611 | $112K | 0.01% | ABS-MBS |
| 1142 | FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD | FHR | Jan 2026 | 110,339 | $112K | 0.01% | ABS-O |
| 1143 | United States Treasury Notes | T | Jan 2026 | 111,000 | $111K | 0.01% | DBT |
| 1144 | CVS Health Corp | CVS | Jan 2026 | 111,000 | $111K | 0.01% | DBT |
| 1145 | Comcast Corporation | CMCSA | Jan 2026 | 117,000 | $111K | 0.01% | DBT |
| 1146 | DP World Ltd. | DPWDU | Jan 2026 | 100,000 | $111K | 0.01% | DBT |
| 1147 | SCIH Salt Holdings Inc. | MORTON | Jan 2026 | 111,000 | $111K | 0.01% | DBT |
| 1148 | CSMC 2022-NQM3 TRUST | CSMC | Jan 2026 | 111,000 | $111K | 0.01% | ABS-O |
| 1149 | Federal National Mortgage Association | FNMA | Oct 2022 | 113,907 | $110K | 0.01% | ABS-MBS |
| 1150 | Federal Home Loan Mortgage Corp. | FHLMC | Oct 2022 | 118,305 | $110K | 0.01% | ABS-MBS |
| 1151 | ION Platform Finance S.a r.l. / ION Platform Finance US Inc. | IONPLA | Jan 2026 | 100,000 | $109K | 0.01% | DBT |
| 1152 | Worldline SA | WLNFP | Jan 2026 | 100,000 | $109K | 0.01% | DBT |
| 1153 | Federal National Mortgage Association | FNMA | Oct 2022 | 106,979 | $109K | 0.01% | ABS-MBS |
| 1154 | Federal Home Loan Mortgage Corp. | FHLMC | Jan 2026 | 105,699 | $109K | 0.01% | ABS-MBS |
| 1155 | I/O DBGS 2019-1735 MO VAR | 23307EAC5 | Oct 2022 | 13,945,000 | $109K | 0.01% | ABS-MBS |
| 1156 | Federal Home Loan Mortgage Corp. | FHLMC | Oct 2022 | 131,520 | $108K | 0.01% | ABS-MBS |
| 1157 | Federal Home Loan Mortgage Corp. | FHLMC | Jan 2026 | 105,552 | $107K | 0.01% | ABS-MBS |
| 1158 | COLT 2025-7 MORTGAGE LOAN TRUST | COLT | Jan 2026 | 105,666 | $107K | 0.01% | ABS-O |
| 1159 | Venture Global LNG Inc. | VENLNG | Jan 2026 | 101,000 | $107K | 0.01% | DBT |
| 1160 | VERUS SECURITIZATION TRUST 2025-5 | VERUS | Jan 2026 | 105,625 | $107K | 0.01% | ABS-O |
| 1161 | Indonesia (Republic of) | INDON | Jan 2026 | 1,749,000,000 | $107K | 0.01% | DBT |
| 1162 | Government National Mortgage Association | GNR | Oct 2022 | 118,008 | $107K | 0.01% | ABS-MBS |
| 1163 | Apple Inc. | AAPL | Jan 2026 | 132,000 | $107K | 0.01% | DBT |
| 1164 | Smyrna Ready Mix Concrete LLC | SMYREA | Jan 2026 | 100,000 | $107K | 0.01% | DBT |
| 1165 | Braccan Mortgage Funding 2024-1 PLC | BRACN | Jan 2026 | 77,445 | $107K | 0.01% | ABS-O |
| 1166 | Lowes Companies, Inc. | LOW | Jan 2026 | 107,000 | $106K | 0.01% | DBT |
| 1167 | ROCK TR 2024-CNTR | ROCC | Jan 2026 | 100,000 | $106K | 0.01% | ABS-O |
| 1168 | Anheuser-Busch InBev Worldwide Inc. | ABIBB | Jan 2026 | 103,000 | $106K | 0.01% | DBT |
| 1169 | ANGEL OAK MORTGAGE TRUST 2025-8 | AOMT | Jan 2026 | 105,106 | $106K | 0.01% | ABS-O |
| 1170 | PRPM 2025-NQM3 TRUST | PRPM | Jan 2026 | 104,889 | $106K | 0.01% | ABS-O |
| 1171 | Costar Group Inc | CSGP | Jan 2026 | 115,000 | $106K | 0.01% | DBT |
| 1172 | Energy Transfer LP | ET | Jan 2026 | 111,000 | $106K | 0.01% | DBT |
| 1173 | Vistra Operations Co LLC | VST | Jan 2026 | 100,000 | $106K | 0.01% | DBT |
| 1174 | The Cigna Group | CI | Jan 2026 | 135,000 | $106K | 0.01% | DBT |
| 1175 | Federal National Mortgage Association | FNMA | Jan 2026 | 103,478 | $105K | 0.01% | ABS-MBS |
| 1176 | Federal National Mortgage Association | FNMA | Oct 2022 | 110,512 | $105K | 0.01% | ABS-MBS |
| 1177 | Allied Universal Holdco LLC / Allied Universal Finance Corporation | UNSEAM | Jan 2026 | 100,000 | $105K | 0.01% | DBT |
| 1178 | McGraw-Hill Education Inc. | MHED | Jan 2026 | 100,000 | $105K | 0.01% | DBT |
| 1179 | AT&T Inc | T | Oct 2022 | 105,000 | $105K | 0.01% | DBT |
| 1180 | Mineral Resources Ltd. | MINAU | Jan 2026 | 100,000 | $105K | 0.01% | DBT |
| 1181 | Federal National Mortgage Association | FNMA | Jan 2026 | 103,872 | $105K | 0.01% | ABS-O |
| 1182 | RTX Corp. | RTX | Jan 2026 | 113,000 | $105K | 0.01% | DBT |
| 1183 | Cleveland-Cliffs Inc | CLF | Jan 2026 | 100,000 | $105K | 0.01% | DBT |
| 1184 | FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD | FHR | Jan 2026 | 103,231 | $104K | 0.01% | ABS-O |
| 1185 | Genesis Energy LP & Genesis Energy Finance Corp. | GEL | Jan 2026 | 100,000 | $104K | 0.01% | DBT |
| 1186 | HUB International Ltd. | HBGCN | Jan 2026 | 100,000 | $104K | 0.01% | DBT |
| 1187 | Federal Home Loan Mortgage Corp. | FHLMC | Oct 2022 | 106,891 | $104K | 0.01% | ABS-MBS |
| 1188 | CHS/Community Health Systems Inc | CYH | Jan 2026 | 100,000 | $104K | 0.01% | DBT |
| 1189 | Sealed Air Corp. / Sealed Air Corp. US | SEE | Jan 2026 | 100,000 | $104K | 0.01% | DBT |
| 1190 | Oracle Corp. | ORCL | Jan 2026 | 119,000 | $104K | 0.01% | DBT |
| 1191 | Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer Inc | ALIANT | Jan 2026 | 100,000 | $104K | 0.01% | DBT |
| 1192 | EMRLD Borrower LP / Emerald Co-Issuer Inc. | EMECLI | Jan 2026 | 100,000 | $104K | 0.01% | DBT |
| 1193 | Comcast Corporation | CMCSA | Jan 2026 | 105,000 | $103K | 0.01% | DBT |
| 1194 | Nexstar Media Inc. | NXST | Jan 2026 | 104,000 | $103K | 0.01% | DBT |
| 1195 | Adler Financing S.a r.l. | ADLFIN | Jan 2026 | 78,532 | $103K | 0.01% | DBT |
| 1196 | Sunoco LP | SUN | Jan 2026 | 100,000 | $103K | 0.01% | DBT |
| 1197 | Federal National Mortgage Association | FNMA | Oct 2022 | 108,393 | $103K | 0.01% | ABS-MBS |
| 1198 | Directv Financing LLC/Directv Financing Co-Obligor Inc. | DTV | Jan 2026 | 100,000 | $103K | 0.01% | DBT |
| 1199 | CVS Health Corp | CVS | Jan 2026 | 100,000 | $103K | 0.01% | DBT |
| 1200 | New Residential Mortgage Loan Trust 2024-Nqm3 | NRZT | Jan 2026 | 100,000 | $102K | 0.01% | ABS-O |
| 1201 | Rocket Companies Inc | RKT | Jan 2026 | 100,000 | $102K | 0.01% | DBT |
| 1202 | Republic Finance Issuance Trust 2024-B | REPS | Jan 2026 | 100,000 | $102K | 0.01% | ABS-O |
| 1203 | Home Depot Inc. | HD | Jan 2026 | 99,000 | $102K | 0.01% | DBT |
| 1204 | Polaris Inc. | PII | Jan 2026 | 100,000 | $102K | 0.01% | DBT |
| 1205 | GOODLEAP HOME IMPT 2024-1 | GDLP | Jan 2026 | 100,222 | $101K | 0.01% | ABS-O |
| 1206 | FONTAINEBLEAU MIAMI BEACH 2024 | FMBT | Jan 2026 | 100,000 | $101K | 0.01% | ABS-O |
| 1207 | CAFL 2024-RTL1 ISSUER LLC | CAFL | Jan 2026 | 100,000 | $101K | 0.01% | ABS-O |
| 1208 | Flowserve Corporation | FLS | Jan 2026 | 106,000 | $101K | 0.01% | DBT |
| 1209 | Comcast Corporation | CMCSA | Jan 2026 | 116,000 | $101K | 0.01% | DBT |
| 1210 | Honeywell International Inc. | HON | Jan 2026 | 100,000 | $101K | 0.01% | DBT |
| 1211 | PRPM 2024-NQM1 TRUST | PRPM | Jan 2026 | 100,000 | $101K | 0.01% | ABS-O |
| 1212 | AAdvantage Loyalty IP Ltd/ American Airlines Inc | AAL | Jan 2026 | 100,000 | $101K | 0.01% | DBT |
| 1213 | BRAVO Residential Funding Trust 2022-NQM3 | BRAVO | Jan 2026 | 100,000 | $101K | 0.01% | ABS-O |
| 1214 | Frontier Communications Holdings Llc | FYBR | Jan 2026 | 100,000 | $101K | 0.01% | DBT |
| 1215 | Merck & Co., Inc | MRK | Jan 2026 | 100,000 | $101K | 0.01% | DBT |
| 1216 | Amgen Inc. | AMGN | Jan 2026 | 100,000 | $101K | 0.01% | DBT |
| 1217 | Government National Mortgage Association | GNR | Jan 2026 | 590,390 | $101K | 0.01% | ABS-O |
| 1218 | Goldman Sachs Group, Inc. | GS | Jan 2026 | 101,000 | $101K | 0.01% | DBT |
| 1219 | CDI Escrow Issuer Inc. | CHDN | Jan 2026 | 100,000 | $101K | 0.01% | DBT |
| 1220 | BX Trust 2018-Bilt | BX | Jan 2026 | 100,000 | $100K | 0.01% | ABS-O |
| 1221 | FS Rialto 2024-Fl9 Issuer LLC | FSRIA | Jan 2026 | 100,000 | $100K | 0.01% | ABS-CBDO |
| 1222 | BFLD COMMERCIAL MORTGAGE TRUST 2025-660F | BFLD | Jan 2026 | 100,000 | $100K | 0.01% | ABS-O |
| 1223 | CVS Health Corp | CVS | Oct 2022 | 100,000 | $100K | 0.01% | DBT |
| 1224 | Duke Energy Corp | DUK | Jan 2026 | 114,000 | $100K | 0.01% | DBT |
| 1225 | NYMT LOAN TRUST 2026-INV1 | NYMT | Jan 2026 | 100,000 | $100K | 0.01% | ABS-O |
| 1226 | PFP 2026-13 LTD | PFP | Jan 2026 | 100,000 | $100K | 0.01% | ABS-CBDO |
| 1227 | The Chemours Company LLC | CC | Jan 2026 | 100,000 | $100K | 0.01% | DBT |
| 1228 | ORL TRUST 2024-GLKS MORTGAGE TRUST | ORL | Jan 2026 | 100,000 | $100K | 0.01% | ABS-O |
| 1229 | JM COMMERCIAL MORTGAGE TRUST 2024-M | JW | Jan 2026 | 100,000 | $100K | 0.01% | ABS-O |
| 1230 | U.S. Bancorp. | USB | Jan 2026 | 100,000 | $100K | 0.01% | DBT |
| 1231 | GS MORTGAGE-BACKED SECURITIES TRUST 2026-CES1 | GSMBS | Jan 2026 | 100,000 | $100K | 0.01% | ABS-O |
| 1232 | BX TRUST 2024-VLT4 | BX | Jan 2026 | 100,000 | $100K | 0.01% | ABS-O |
| 1233 | Bank of Nova Scotia | BNS | Jan 2026 | 100,000 | $100K | 0.01% | DBT |
| 1234 | Clydesdale Acquisition Holdings Inc. | NOVHOL | Jan 2026 | 100,000 | $100K | 0.01% | DBT |
| 1235 | Government National Mortgage Association | GNR | Jan 2026 | 100,294 | $100K | 0.01% | ABS-O |
| 1236 | VELOCITY COML CAP LN TR 2024-6 | VCC | Jan 2026 | 99,181 | $100K | 0.01% | ABS-O |
| 1237 | HOPE GAS HLDGS LLC 6.18% | 43999AC24 | Jan 2026 | 100,000 | $100K | 0.01% | LON |
| 1238 | Live Nation Entertainment, Inc. | LYV | Jan 2026 | 100,000 | $100K | 0.01% | DBT |
| 1239 | VERUS SECURITIZATION TRUST 2023-2 | VERUS | Jan 2026 | 100,000 | $100K | 0.01% | ABS-O |
| 1240 | Air Canada | ACACN | Jan 2026 | 100,000 | $100K | 0.01% | LON |
| 1241 | Sirius Xm Radio Inc | SIRI | Jan 2026 | 100,000 | $100K | 0.01% | DBT |
| 1242 | United States Treasury Notes | T | Jan 2026 | 100,000 | $100K | 0.01% | DBT |
| 1243 | Nissan Motor Acceptance Co LLC | NSANY | Jan 2026 | 100,000 | $100K | 0.01% | DBT |
| 1244 | International Business Machines Corp. | IBM | Jan 2026 | 100,000 | $100K | 0.01% | DBT |
| 1245 | International Business Machines Corp. | IBM | Jan 2026 | 100,000 | $100K | 0.01% | DBT |
| 1246 | Federal National Mortgage Association | FNMA | Oct 2022 | 102,318 | $100K | 0.01% | ABS-MBS |
| 1247 | Triton Container International Limited / TAL International Container Corporation | TRTN | Jan 2026 | 100,000 | $100K | 0.01% | DBT |
| 1248 | Sierra Pacific Power Company | BRKHEC | Jan 2026 | 100,000 | $100K | 0.01% | DBT |
| 1249 | American Express Company | AXP | Jan 2026 | 100,000 | $99K | 0.01% | DBT |
| 1250 | NELNET STUDENT LOAN TRUST 2025-B | NSLT | Jan 2026 | 100,000 | $99K | 0.01% | ABS-O |
| 1251 | Freedom Mortgage Holdings LLC | FREMOR | Jan 2026 | 100,000 | $99K | 0.01% | DBT |
| 1252 | Iron Mountain Inc. | IRM | Jan 2026 | 100,000 | $99K | 0.01% | DBT |
| 1253 | Six Flags Entertainment Corp. | FUN | Jan 2026 | 100,000 | $99K | 0.01% | DBT |
| 1254 | Federal National Mortgage Association | FNMA | Oct 2022 | 113,365 | $99K | 0.01% | ABS-MBS |
| 1255 | Alphabet Inc. | GOOGL | Jan 2026 | 100,000 | $99K | 0.01% | DBT |
| 1256 | John Deere Capital Corp. | DE | Jan 2026 | 100,000 | $99K | 0.01% | DBT |
| 1257 | Federal Home Loan Mortgage Corp. | FHLMC | Oct 2022 | 100,946 | $99K | 0.01% | ABS-MBS |
| 1258 | 1011778 B.C. Unlimited Liability Company / New Red Finance, Inc. | BCULC | Jan 2026 | 100,000 | $99K | 0.01% | DBT |
| 1259 | Federal Home Loan Mortgage Corp. | FHLMC | Jan 2026 | 98,288 | $98K | 0.01% | ABS-MBS |
| 1260 | NEW YORK N Y CITY MUN WTR FIN AUTH | NYCUTL | Oct 2022 | 95,000 | $98K | 0.01% | DBT |
| 1261 | HCA Inc. | HCA | Jan 2026 | 96,000 | $98K | 0.01% | DBT |
| 1262 | Amazon.com, Inc. | AMZN | Jan 2026 | 100,000 | $97K | 0.01% | DBT |
| 1263 | Caesars Entertainment Inc. | CZR | Jan 2026 | 100,000 | $97K | 0.01% | DBT |
| 1264 | Apple Inc. | AAPL | Jan 2026 | 177,000 | $97K | 0.01% | DBT |
| 1265 | KSL COMMERCIAL MTG TR 2024-HT2 | KSL | Jan 2026 | 97,091 | $97K | 0.01% | ABS-O |
| 1266 | SANTANDER MORTGAGE ASSET RECEIVABLE TRUST 2025-NQM6 | SAN | Jan 2026 | 96,458 | $97K | 0.01% | ABS-O |
| 1267 | Burlington Northern Santa Fe LLC | BNSF | Jan 2026 | 100,000 | $97K | 0.01% | DBT |
| 1268 | Federal Home Loan Mortgage Corp. | FHLMC | Oct 2022 | 99,143 | $97K | 0.01% | ABS-MBS |
| 1269 | The Cigna Group | CI | Jan 2026 | 104,000 | $97K | 0.01% | DBT |
| 1270 | B.A.T. Capital Corporation | BATSLN | Jan 2026 | 102,000 | $97K | 0.01% | DBT |
| 1271 | CVS Health Corp | CVS | Jan 2026 | 100,000 | $97K | 0.01% | DBT |
| 1272 | Cfk Trust 2019-Fax | CFK | Oct 2022 | 100,000 | $96K | 0.01% | ABS-O |
| 1273 | ANGEL OAK MORTGAGE TRUST 2023-7 | AOMT | Jan 2026 | 96,596 | $96K | 0.01% | ABS-O |
| 1274 | Davita Inc | DVA | Jan 2026 | 100,000 | $96K | 0.01% | DBT |
| 1275 | Edgewell Personal Care Co | EPC | Jan 2026 | 100,000 | $96K | 0.01% | DBT |
| 1276 | Cloud Software Group Inc. | TIBX | Jan 2026 | 100,000 | $96K | 0.01% | DBT |
| 1277 | Federal National Mortgage Association | FNMA | Oct 2022 | 115,217 | $95K | 0.01% | ABS-MBS |
| 1278 | COLT 2025-8 MORTGAGE LOAN TRUST | COLT | Jan 2026 | 94,173 | $95K | 0.01% | ABS-O |
| 1279 | Elevance Health Inc. | ELV | Jan 2026 | 115,000 | $95K | 0.01% | DBT |
| 1280 | CVS Health Corp | CVS | Jan 2026 | 93,000 | $95K | 0.01% | DBT |
| 1281 | CSMC 2022-NQM6 TRUST VAR | 12663YAM0 | Jan 2026 | 93,131 | $94K | 0.01% | DBT |
| 1282 | AMERICAN MUN PWR OHIO INC | AMEPWR | Oct 2022 | 75,000 | $94K | 0.01% | DBT |
| 1283 | Federal Home Loan Mortgage Corp. | FHLMC | Oct 2022 | 113,104 | $94K | 0.01% | ABS-MBS |
| 1284 | Lyra Music Assets Del LP | LYRA | Jan 2026 | 92,616 | $94K | 0.01% | ABS-O |
| 1285 | Japan (Government Of) | JGB | Jan 2026 | 15,400,000 | $93K | 0.01% | DBT |
| 1286 | Apple Inc. | AAPL | Jan 2026 | 150,000 | $93K | 0.01% | DBT |
| 1287 | Slam 2024-1 Ltd. / Slam 2024-1 LLC | SLAM | Jan 2026 | 91,406 | $92K | 0.01% | ABS-O |
| 1288 | Government National Mortgage Association | GNR | Jan 2026 | 554,919 | $92K | 0.01% | ABS-O |
| 1289 | Federal Agricultural Mortgage Corporation | FAMCA | Oct 2022 | 95,013 | $92K | 0.01% | ABS-MBS |
| 1290 | Master Asset Securitization Trust | MASTR | Oct 2022 | 562,796 | $92K | 0.01% | ABS-O |
| 1291 | Federal National Mortgage Association | FNMA | Jan 2026 | 90,476 | $92K | 0.01% | ABS-MBS |
| 1292 | Apple Inc. | AAPL | Jan 2026 | 100,000 | $91K | 0.01% | DBT |
| 1293 | CCO Holdings, LLC/ CCO Holdings Capital Corp. | CHTR | Jan 2026 | 100,000 | $91K | 0.01% | DBT |
| 1294 | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM4 | NRZT | Jan 2026 | 90,336 | $91K | 0.01% | ABS-O |
| 1295 | AusNet Services Holdings Pty Ltd. | ANVAU | Jan 2026 | 130,000 | $91K | 0.01% | DBT |
| 1296 | OBX TR 2025-NQM3 | OBX | Jan 2026 | 89,893 | $91K | 0.01% | ABS-O |
| 1297 | TEXAS ST | TXS | Oct 2022 | 89,044 | $91K | 0.01% | DBT |
| 1298 | BX Trust 2018-Bilt | BX | Jan 2026 | 90,664 | $91K | 0.01% | ABS-O |
| 1299 | FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD | FHR | Jan 2026 | 89,269 | $90K | 0.01% | ABS-O |
| 1300 | Federal National Mortgage Association | FNMA | Oct 2022 | 90,396 | $90K | 0.01% | ABS-MBS |
| 1301 | Nelnet Student Loan Trust 2025-A | NSLT | Jan 2026 | 90,204 | $90K | 0.01% | ABS-O |
| 1302 | Oracle Corp. | ORCL | Oct 2022 | 100,000 | $90K | 0.01% | DBT |
| 1303 | Cox Communications, Inc. | COXENT | Oct 2022 | 160,000 | $90K | 0.01% | DBT |
| 1304 | Union Pacific Corporation | UNP | Jan 2026 | 110,000 | $90K | 0.01% | DBT |
| 1305 | STORE Capital Corp. | STOR | Jan 2026 | 98,000 | $89K | 0.01% | DBT |
| 1306 | Flutter Entertainment | FLTR | Jan 2026 | 89,316 | $89K | 0.01% | LON |
| 1307 | Federal Home Loan Mortgage Corp. | FHLMC | Oct 2022 | 108,218 | $89K | 0.01% | ABS-MBS |
| 1308 | Apple Inc. | AAPL | Jan 2026 | 100,000 | $89K | 0.01% | DBT |
| 1309 | FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD | FHR | Jan 2026 | 87,696 | $89K | 0.01% | ABS-O |
| 1310 | Federal National Mortgage Association | FNMA | Jan 2026 | 97,501 | $88K | 0.01% | ABS-MBS |
| 1311 | Service Properties Trust | SVC | Jan 2026 | 100,000 | $88K | 0.01% | DBT |
| 1312 | MFA 2024-NPL1 LLC | MFRA | Jan 2026 | 87,699 | $88K | 0.01% | ABS-O |
| 1313 | Southern California Edison Company | EIX | Jan 2026 | 100,000 | $87K | 0.01% | DBT |
| 1314 | T-Mobile USA, Inc. | TMUS | Jan 2026 | 97,000 | $87K | 0.01% | DBT |
| 1315 | Federal National Mortgage Association | FNMA | Oct 2022 | 88,334 | $87K | 0.01% | ABS-MBS |
| 1316 | HOMES TR 2025-NQM2 | HOMES | Jan 2026 | 86,130 | $87K | 0.01% | ABS-O |
| 1317 | Frontier Communications Holdings Llc | FYBR | Jan 2026 | 83,000 | $87K | 0.01% | DBT |
| 1318 | Phillips 66 Co. | PSX | Jan 2026 | 87,000 | $87K | 0.01% | DBT |
| 1319 | Federal National Mortgage Association | FNMA | Oct 2022 | 104,304 | $87K | 0.01% | ABS-MBS |
| 1320 | Government National Mortgage Association | GNR | Oct 2022 | 86,616 | $86K | 0.01% | ABS-MBS |
| 1321 | Merck & Co., Inc | MRK | Jan 2026 | 100,000 | $86K | 0.01% | DBT |
| 1322 | Federal National Mortgage Association | FNMA | Oct 2022 | 91,579 | $86K | 0.01% | ABS-MBS |
| 1323 | Plains All American Pipeline L.P. | PAA | Jan 2026 | 100,000 | $86K | 0.01% | DBT |
| 1324 | Expand Energy Corp. | EXE | Jan 2026 | 86,000 | $85K | 0.01% | DBT |
| 1325 | JP MORGAN MORTGAGE TRUST 2026-NQM1 | JPMMT | Jan 2026 | 85,000 | $85K | 0.01% | ABS-O |
| 1326 | Federal National Mortgage Association | FNMA | Oct 2022 | 90,809 | $85K | 0.01% | ABS-MBS |
| 1327 | Lowes Companies, Inc. | LOW | Jan 2026 | 111,000 | $85K | 0.01% | DBT |
| 1328 | Czech (Republic of) | CZECH | Jan 2026 | 1,690,000 | $84K | 0.01% | DBT |
| 1329 | Federal Home Loan Mortgage Corp. | FHLMC | Jan 2026 | 80,937 | $84K | 0.01% | ABS-MBS |
| 1330 | Thailand (Kingdom Of) | THAIGB | Jan 2026 | 2,542,000 | $84K | 0.01% | DBT |
| 1331 | Dryden 40 Senior Loan Fund Limited Liability Company | DRSLF | Jan 2026 | 84,070 | $84K | 0.01% | ABS-CBDO |
| 1332 | Federal National Mortgage Association | FNMA | Oct 2022 | 85,657 | $84K | 0.01% | ABS-MBS |
| 1333 | Walt Disney Company | DIS | Jan 2026 | 100,000 | $83K | 0.01% | DBT |
| 1334 | Expand Energy Corp. | EXE | Jan 2026 | 83,000 | $83K | 0.01% | DBT |
| 1335 | Paramount Global | PARA | Jan 2026 | 84,000 | $83K | 0.01% | DBT |
| 1336 | Federal Home Loan Mortgage Corp. | FHLMC | Oct 2022 | 82,864 | $83K | 0.01% | ABS-MBS |
| 1337 | FMC Corp. | FMC | Jan 2026 | 103,000 | $83K | 0.01% | DBT |
| 1338 | Discovery Communications, LLC | WBD | Jan 2026 | 100,000 | $83K | 0.01% | DBT |
| 1339 | Federal Home Loan Mortgage Corp. | FHLMC | Oct 2022 | 99,456 | $83K | 0.01% | ABS-MBS |
| 1340 | Federal Home Loan Mortgage Corp. | FHLMC | Jan 2026 | 79,727 | $82K | 0.01% | ABS-MBS |
| 1341 | HOMES 2024-NQM2 TRUST | HOMES | Jan 2026 | 81,150 | $82K | 0.01% | ABS-O |
| 1342 | Intel Corporation | INTC | Jan 2026 | 100,000 | $82K | 0.01% | DBT |
| 1343 | Government National Mortgage Association | GNR | Jan 2026 | 81,524 | $82K | 0.01% | ABS-O |
| 1344 | Microsoft Corp. | MSFT | Jan 2026 | 100,000 | $82K | 0.01% | DBT |
| 1345 | Vontier Corporation | VNT | Jan 2026 | 89,000 | $82K | 0.01% | DBT |
| 1346 | Goldman Sachs Group, Inc. | GS | Jan 2026 | 81,000 | $82K | 0.01% | DBT |
| 1347 | Amgen Inc. | AMGN | Jan 2026 | 95,000 | $81K | 0.01% | DBT |
| 1348 | FNA 8 LLC | FNH | Jan 2026 | 80,895 | $81K | 0.01% | ABS-O |
| 1349 | Federal National Mortgage Association | FNMA | Jan 2026 | 80,259 | $81K | 0.01% | ABS-O |
| 1350 | Intel Corporation | INTC | Jan 2026 | 82,000 | $81K | 0.01% | DBT |
| 1351 | Government National Mortgage Association | GNR | Oct 2022 | 89,321 | $81K | 0.01% | ABS-MBS |
| 1352 | Federal Home Loan Mortgage Corp. | FHLMC | Oct 2022 | 85,447 | $81K | 0.01% | ABS-MBS |
| 1353 | BFLD COML MTG TR 2024-UNIV | BFLD | Jan 2026 | 80,000 | $80K | 0.01% | ABS-O |
| 1354 | Poland (Republic of) | POLAND | Jan 2026 | 283,000 | $80K | 0.01% | DBT |
| 1355 | Czech (Republic of) | CZECH | Jan 2026 | 1,680,000 | $80K | 0.01% | DBT |
| 1356 | Government National Mortgage Association | GNR | Oct 2022 | 82,301 | $79K | 0.01% | ABS-MBS |
| 1357 | Government National Mortgage Association | GNR | Jan 2026 | 80,652 | $79K | 0.01% | ABS-O |
| 1358 | Federal Home Loan Mortgage Corp. | FHLMC | Jan 2026 | 95,944 | $79K | 0.01% | ABS-MBS |
| 1359 | PORT AUTH N Y & N J | PORTRN | Oct 2022 | 85,000 | $79K | 0.01% | DBT |
| 1360 | Motorola Solutions Inc | MSI | Oct 2022 | 75,000 | $79K | 0.01% | DBT |
| 1361 | Federal National Mortgage Association | FNMA | Oct 2022 | 90,806 | $79K | 0.01% | ABS-MBS |
| 1362 | Federal National Mortgage Association | FNMA | Oct 2022 | 94,663 | $79K | 0.01% | ABS-MBS |
| 1363 | FirstEnergy Corp. | FE | Jan 2026 | 84,000 | $79K | 0.01% | DBT |
| 1364 | HCA Inc. | HCA | Jan 2026 | 79,000 | $78K | 0.01% | DBT |
| 1365 | PRPM 2025-NQM1 TRUST | PRPM | Jan 2026 | 77,095 | $78K | 0.01% | ABS-O |
| 1366 | Federal National Mortgage Association | FNMA | Oct 2022 | 77,744 | $78K | 0.01% | ABS-MBS |
| 1367 | Federal National Mortgage Association | FNMA | Oct 2022 | 89,171 | $78K | 0.01% | ABS-MBS |
| 1368 | Impac Secured Assets Corp Mortgage Pass Through Certificates Series 2006-3 | IMSA | Jan 2026 | 84,048 | $78K | 0.01% | ABS-O |
| 1369 | COLT 2024-6 MORTGAGE LOAN TRUST | COLT | Jan 2026 | 77,006 | $78K | 0.01% | ABS-O |
| 1370 | Federal National Mortgage Association | FNMA | Jan 2026 | 76,164 | $78K | 0.01% | ABS-MBS |
| 1371 | Philippines (Republic Of) | PHILIP | Jan 2026 | 4,420,000 | $77K | 0.01% | DBT |
| 1372 | Federal Home Loan Mortgage Corp. | FHLMC | Jan 2026 | 75,110 | $77K | 0.01% | ABS-MBS |
| 1373 | Federal National Mortgage Association | FNMA | Oct 2022 | 85,266 | $77K | 0.01% | ABS-MBS |
| 1374 | SAN ANTONIO TEX | SANUTL | Oct 2022 | 75,000 | $77K | 0.01% | DBT |
| 1375 | STREAM INNOVATIONS 2025-1 ISSUER TRUST | STRE | Jan 2026 | 75,914 | $77K | 0.01% | ABS-O |
| 1376 | Government National Mortgage Association | GNR | Oct 2022 | 79,425 | $77K | 0.01% | ABS-MBS |
| 1377 | Federal National Mortgage Association | FNMA | Jan 2026 | 82,482 | $76K | 0.01% | ABS-MBS |
| 1378 | BP Capital Markets America, Inc. | BPLN | Jan 2026 | 74,000 | $76K | 0.01% | DBT |
| 1379 | Firstenergy Transmission Llc | FE | Jan 2026 | 79,000 | $76K | 0.01% | DBT |
| 1380 | METROPOLITAN TRANSN AUTH N Y | MTATRN | Jan 2026 | 70,000 | $76K | 0.01% | DBT |
| 1381 | American National Group Inc. | ANGINC | Jan 2026 | 75,000 | $76K | 0.01% | DBT |
| 1382 | CALIFORNIA ST | CAS | Oct 2022 | 65,000 | $75K | 0.01% | DBT |
| 1383 | Thailand (Kingdom Of) | THAIGB | Jan 2026 | 2,300,000 | $75K | 0.01% | DBT |
| 1384 | Federal National Mortgage Association | FNMA | Jan 2026 | 73,345 | $75K | 0.01% | ABS-MBS |
| 1385 | AT&T Inc | T | Oct 2022 | 111,000 | $74K | 0.01% | DBT |
| 1386 | Federal National Mortgage Association | FNMA | Oct 2022 | 76,710 | $74K | 0.01% | ABS-MBS |
| 1387 | Goldman Sachs Group, Inc. | GS | Jan 2026 | 73,000 | $74K | 0.01% | DBT |
| 1388 | B.A.T. Capital Corporation | BATSLN | Jan 2026 | 87,000 | $74K | 0.01% | DBT |
| 1389 | GSR Mtg Loan Trust | GSR | Oct 2022 | 30,524 | $73K | 0.01% | ABS-O |
| 1390 | HCA Inc. | HCA | Jan 2026 | 108,000 | $73K | 0.01% | DBT |
| 1391 | Government National Mortgage Association | GNR | Oct 2022 | 87,794 | $73K | 0.01% | ABS-MBS |
| 1392 | Federal National Mortgage Association | FNMA | Oct 2022 | 74,465 | $73K | 0.01% | ABS-MBS |
| 1393 | Federal National Mortgage Association | FNMA | Oct 2022 | 71,908 | $72K | 0.01% | ABS-MBS |
| 1394 | Federal Home Loan Mortgage Corp. | FHLMC | Jan 2026 | 69,870 | $72K | 0.01% | ABS-MBS |
| 1395 | Verizon Communications Inc. | VZ | Jan 2026 | 100,000 | $72K | 0.01% | DBT |
| 1396 | Federal National Mortgage Association | FNMA | Oct 2022 | 74,459 | $72K | 0.01% | ABS-MBS |
| 1397 | Federal National Mortgage Association | FNMA | Oct 2022 | 86,575 | $72K | 0.01% | ABS-MBS |
| 1398 | BPR TRUST 2024-PMDW | BPR | Jan 2026 | 70,000 | $72K | 0.01% | ABS-O |
| 1399 | Citigroup Inc. | C | Jan 2026 | 70,000 | $71K | 0.01% | DBT |
| 1400 | Poland (Republic of) | POLAND | Jan 2026 | 247,000 | $71K | 0.01% | DBT |
| 1401 | Federal Home Loan Mortgage Corp. | FHLMC | Jan 2026 | 72,113 | $71K | 0.01% | ABS-MBS |
| 1402 | AusNet Services Holdings Pty Ltd. | ANVAU | Jan 2026 | 100,000 | $70K | 0.01% | DBT |
| 1403 | Self Commercial Mortgage Trust 2024-STRG | SELF | Jan 2026 | 70,000 | $70K | 0.01% | ABS-O |
| 1404 | Self Commercial Mortgage Trust 2024-STRG | SELF | Jan 2026 | 70,000 | $70K | 0.01% | ABS-O |
| 1405 | Becton, Dickinson and Company | BDX | Jan 2026 | 68,000 | $70K | 0.01% | DBT |
| 1406 | LOUISIANA LOC GOVT ENVIRONMENTAL FACS & CMNTY DEV AUTH | LASGOV | Jan 2026 | 70,000 | $70K | 0.01% | DBT |
| 1407 | AbbVie Inc. | ABBV | Oct 2022 | 71,000 | $70K | 0.01% | DBT |
| 1408 | Vistra Operations Co LLC | VST | Jan 2026 | 70,000 | $70K | 0.01% | DBT |
| 1409 | Extra Space Storage LP | EXR | Jan 2026 | 77,000 | $70K | 0.01% | DBT |
| 1410 | Federal National Mortgage Association | FNMA | Oct 2022 | 71,937 | $70K | 0.01% | ABS-MBS |
| 1411 | Truist Financial Corp. | TFC | Jan 2026 | 69,000 | $69K | 0.01% | DBT |
| 1412 | PORT AUTH N Y & N J | PORTRN | Oct 2022 | 65,000 | $69K | 0.01% | DBT |
| 1413 | Federal Home Loan Mortgage Corp. | FHLMC | Jan 2026 | 65,610 | $69K | 0.01% | ABS-MBS |
| 1414 | Pacific Gas and Electric Company | PCG | Jan 2026 | 91,000 | $68K | 0.01% | DBT |
| 1415 | Gartner Inc. | IT | Jan 2026 | 72,000 | $68K | 0.01% | DBT |
| 1416 | FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD | FHR | Jan 2026 | 67,175 | $68K | 0.01% | ABS-O |
| 1417 | Federal Home Loan Mortgage Corp. | FHLMC | Jan 2026 | 66,053 | $68K | 0.01% | ABS-MBS |
| 1418 | Federal Home Loan Mortgage Corp. | FHLMC | Oct 2022 | 81,991 | $68K | 0.01% | ABS-MBS |
| 1419 | Duke Energy Corp | DUK | Jan 2026 | 88,000 | $68K | 0.01% | DBT |
| 1420 | Federal National Mortgage Association | FNMA | Jan 2026 | 66,432 | $67K | 0.01% | ABS-O |
| 1421 | Government National Mortgage Association | GNR | Jan 2026 | 66,612 | $67K | 0.01% | ABS-O |
| 1422 | T-Mobile USA, Inc. | TMUS | Jan 2026 | 100,000 | $67K | 0.01% | DBT |
| 1423 | Poland (Republic of) | POLAND | Jan 2026 | 230,000 | $67K | 0.01% | DBT |
| 1424 | Federal Home Loan Mortgage Corp. | FHLMC | Jan 2026 | 64,871 | $67K | 0.01% | ABS-MBS |
| 1425 | AT&T Inc | T | Oct 2022 | 97,000 | $67K | 0.01% | DBT |
| 1426 | HCA Inc. | HCA | Jan 2026 | 65,000 | $67K | 0.01% | DBT |
| 1427 | Bank of America Corp. | BAC | Oct 2022 | 67,000 | $67K | 0.01% | DBT |
| 1428 | Duke Energy Corp | DUK | Jan 2026 | 95,000 | $66K | 0.01% | DBT |
| 1429 | Oracle Corp. | ORCL | Jan 2026 | 75,000 | $65K | 0.01% | DBT |
| 1430 | Federal Home Loan Mortgage Corp. | FHLMC | Oct 2022 | 66,001 | $65K | 0.01% | ABS-MBS |
| 1431 | Citigroup Inc. | C | Jan 2026 | 63,000 | $65K | 0.01% | DBT |
| 1432 | Glencore Funding LLC | GLENLN | Jan 2026 | 60,000 | $65K | 0.01% | DBT |
| 1433 | Petroleos Mexicanos Sa De CV | PEMEX | Jan 2026 | 66,000 | $64K | 0.01% | DBT |
| 1434 | Federal Home Loan Mortgage Corp. | FHLMC | Oct 2022 | 73,764 | $64K | 0.01% | ABS-MBS |
| 1435 | Cox Communications, Inc. | COXENT | Jan 2026 | 75,000 | $64K | 0.01% | DBT |
| 1436 | Federal National Mortgage Association | FNMA | Oct 2022 | 77,180 | $64K | 0.01% | ABS-MBS |
| 1437 | Amerigas Partners, L.P./Amerigas Finance Corp. | APU | Jan 2026 | 59,000 | $63K | 0.01% | DBT |
| 1438 | United States Treasury Bonds | T | Oct 2022 | 64,000 | $63K | 0.01% | DBT |
| 1439 | Secretaria Do Tesouro Nacional | BLTN | Jan 2026 | 349,000 | $63K | 0.01% | DBT |
| 1440 | Federal National Mortgage Association | FNMA | Jan 2026 | 61,236 | $62K | 0.01% | ABS-MBS |
| 1441 | United States Treasury Bonds | T | Oct 2022 | 64,000 | $62K | 0.01% | DBT |
| 1442 | Federal National Mortgage Association | FNMA | Jan 2026 | 75,625 | $62K | 0.01% | ABS-MBS |
| 1443 | Federal National Mortgage Association | FNMA | Oct 2022 | 74,740 | $62K | 0.01% | ABS-MBS |
| 1444 | Federal National Mortgage Association | FNMA | Jan 2026 | 58,927 | $62K | 0.01% | ABS-MBS |
| 1445 | SWO USD RCV 3.35 PAY SOFR | 000000000 | Oct 2022 | 10,000,000 | $61K | 0.01% | DIR |
| 1446 | Federal National Mortgage Association | FNMA | Jan 2026 | 60,409 | $61K | 0.01% | ABS-MBS |
| 1447 | Federal Home Loan Mortgage Corp. | FHLMC | Oct 2022 | 67,980 | $61K | 0.01% | ABS-MBS |
| 1448 | BBCMS MORTGAGE TRUST 2025-C35 | BBCMS | Jan 2026 | 58,000 | $61K | 0.01% | ABS-O |
| 1449 | Morgan Stanley | MS | Oct 2022 | 67,000 | $61K | 0.01% | DBT |
| 1450 | Government National Mortgage Association | GNR | Jan 2026 | 65,161 | $61K | 0.01% | ABS-MBS |
| 1451 | Home Depot Inc. | HD | Jan 2026 | 70,000 | $61K | 0.01% | DBT |
| 1452 | United States Treasury Notes | T | Jan 2026 | 61,000 | $61K | 0.01% | DBT |
| 1453 | Federal Home Loan Mortgage Corp. | FHLMC | Oct 2022 | 78,295 | $61K | 0.01% | ABS-MBS |
| 1454 | Federal National Mortgage Association | FNMA | Jan 2026 | 59,205 | $60K | 0.01% | ABS-MBS |
| 1455 | GS MORTGAGE-BACKED SECURITIES 2022- | GSMBS | Jan 2026 | 64,066 | $60K | 0.01% | ABS-O |
| 1456 | Federal Home Loan Mortgage Corp. | FHLMC | Oct 2022 | 60,374 | $60K | 0.01% | ABS-MBS |
| 1457 | Federal Home Loan Mortgage Corp. | FHLMC | Oct 2022 | 324,009 | $60K | 0.01% | ABS-O |
| 1458 | Boeing Co. | BA | Jan 2026 | 800 | $60K | 0.01% | EP |
| 1459 | Federal National Mortgage Association | FNMA | Oct 2022 | 59,606 | $60K | 0.01% | ABS-MBS |
| 1460 | Pfizer Inc. | PFE | Oct 2022 | 95,000 | $59K | 0.01% | DBT |
| 1461 | Federal Home Loan Mortgage Corp. | FHLMC | Jan 2026 | 64,239 | $59K | 0.01% | ABS-MBS |
| 1462 | Government National Mortgage Association | GNR | Jan 2026 | 63,285 | $59K | 0.01% | ABS-MBS |
| 1463 | China (People's Republic Of) | CGB | Jan 2026 | 400,000 | $59K | 0.01% | DBT |
| 1464 | Federal National Mortgage Association | FNMA | Jan 2026 | 56,592 | $59K | 0.01% | ABS-MBS |
| 1465 | Morgan Stanley | MS | Oct 2022 | 2,310,179 | $58K | 0.01% | ABS-O |
| 1466 | Federal Home Loan Mortgage Corp. | FHLMC | Oct 2022 | 66,672 | $58K | 0.01% | ABS-MBS |
| 1467 | Equinix, Inc. | EQIX | Jan 2026 | 85,000 | $58K | 0.01% | DBT |
| 1468 | Federal National Mortgage Association | FNMA | Oct 2022 | 59,309 | $58K | 0.01% | ABS-MBS |
| 1469 | Federal Home Loan Mortgage Corp. | FHLMC | Jan 2026 | 66,992 | $57K | 0.01% | ABS-MBS |
| 1470 | JPMorgan Chase & Co. | JPM | Jan 2026 | 57,000 | $57K | 0.01% | DBT |
| 1471 | Federal National Mortgage Association | FNMA | Oct 2022 | 58,598 | $57K | 0.01% | ABS-MBS |
| 1472 | Federal Home Loan Mortgage Corp. | FHLMC | Jan 2026 | 54,791 | $57K | 0.01% | ABS-MBS |
| 1473 | Federal Home Loan Mortgage Corp. | FHLMC | Jan 2026 | 55,518 | $57K | 0.01% | ABS-MBS |
| 1474 | Government National Mortgage Association | GNR | Oct 2022 | 67,665 | $56K | 0.01% | ABS-MBS |
| 1475 | Federal National Mortgage Association | FNMA | Oct 2022 | 58,472 | $56K | 0.01% | ABS-MBS |
| 1476 | VELOCITY COMMERCIAL CAPITAL LOAN TR | VCC | Jan 2026 | 54,704 | $56K | 0.01% | ABS-O |
| 1477 | PORT AUTH N Y & N J | PORTRN | Oct 2022 | 60,000 | $56K | 0.01% | DBT |
| 1478 | Flowserve Corporation | FLS | Jan 2026 | 62,000 | $56K | 0.01% | DBT |
| 1479 | Petroleos Mexicanos Sa De CV | PEMEX | Jan 2026 | 54,000 | $55K | 0.01% | DBT |
| 1480 | Paramount Global | PARA | Jan 2026 | 57,000 | $55K | 0.01% | DBT |
| 1481 | Philippines (Republic Of) | PHILIP | Jan 2026 | 3,155,000 | $55K | 0.01% | DBT |
| 1482 | Federal Home Loan Mortgage Corp. | FHLMC | Oct 2022 | 60,634 | $55K | 0.01% | ABS-MBS |
| 1483 | Federal National Mortgage Association | FNMA | Jan 2026 | 53,120 | $55K | 0.01% | ABS-MBS |
| 1484 | Federal National Mortgage Association | FNMA | Jan 2026 | 52,304 | $55K | 0.01% | ABS-MBS |
| 1485 | Federal National Mortgage Association | FNMA | Jan 2026 | 58,848 | $55K | 0.01% | ABS-MBS |
| 1486 | United States Treasury Notes | T | Jan 2026 | 54,000 | $54K | 0.01% | DBT |
| 1487 | Federal National Mortgage Association | FNMA | Oct 2022 | 55,870 | $54K | 0.01% | ABS-MBS |
| 1488 | Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR | Oct 2022 | 71,000 | $54K | 0.01% | DBT |
| 1489 | Government National Mortgage Association | GNR | Jan 2026 | 53,846 | $54K | 0.01% | ABS-O |
| 1490 | MSWF COMMERCIAL MORTGAGE TRUST 2023 | MSWF | Jan 2026 | 973,947 | $54K | 0.01% | ABS-O |
| 1491 | United States Treasury Notes | T | Jan 2026 | 53,000 | $53K | 0.01% | DBT |
| 1492 | Federal National Mortgage Association | FNMA | Oct 2022 | 53,114 | $53K | 0.01% | ABS-MBS |
| 1493 | Federal National Mortgage Association | FNMA | Oct 2022 | 63,873 | $53K | 0.01% | ABS-MBS |
| 1494 | ATRIUM HOTEL PORTFOLIO TRUST 2025-A | AHPT | Jan 2026 | 53,000 | $53K | 0.01% | ABS-O |
| 1495 | Federal Home Loan Mortgage Corp. | FHLMC | Oct 2022 | 56,606 | $53K | 0.01% | ABS-MBS |
| 1496 | Japan (Government Of) | JGB | Jan 2026 | 13,000,000 | $52K | 0.01% | DBT |
| 1497 | Federal National Mortgage Association | FNMA | Oct 2022 | 55,769 | $52K | 0.01% | ABS-MBS |
| 1498 | QTS ISSUER ABS II, LLC | QTSII | Jan 2026 | 52,000 | $52K | 0.01% | ABS-O |
| 1499 | PNC Financial Services Group Inc. | PNC | Jan 2026 | 52,000 | $52K | 0.01% | DBT |
| 1500 | Federal Home Loan Banks | FHLB | Oct 2022 | 55,185 | $52K | 0.01% | ABS-MBS |
| 1501 | Elevance Health Inc. | ELV | Oct 2022 | 63,000 | $52K | 0.01% | DBT |
| 1502 | Federal National Mortgage Association | FNMA | Oct 2022 | 53,624 | $52K | 0.01% | ABS-MBS |
| 1503 | Federal National Mortgage Association | FNMA | Oct 2022 | 52,962 | $52K | 0.01% | ABS-MBS |
| 1504 | Cheniere Energy Partners Lp | CQP | Jan 2026 | 50,000 | $51K | 0.01% | DBT |
| 1505 | VERUS SEC TR 2021-8 | VERUS | Jan 2026 | 54,406 | $51K | 0.01% | ABS-O |
| 1506 | CVS Health Corp | CVS | Jan 2026 | 50,000 | $50K | 0.01% | DBT |
| 1507 | Federal Home Loan Mortgage Corp. | FHLMC | Jan 2026 | 55,538 | $50K | 0.01% | ABS-MBS |
| 1508 | BFLD COML MTG TR 2024-UNIV | BFLD | Jan 2026 | 50,000 | $50K | 0.01% | ABS-O |
| 1509 | Phillips 66 Co. | PSX | Jan 2026 | 50,000 | $50K | 0.01% | DBT |
| 1510 | COLT 2021-5 MORTGAGE LOAN TRUST | COLT | Jan 2026 | 53,784 | $50K | 0.01% | ABS-O |
| 1511 | Federal National Mortgage Association | FNMA | Jan 2026 | 54,451 | $50K | 0.01% | ABS-MBS |
| 1512 | ATRIUM HOTEL PORTFOLIO TRUST 2025-A | AHPT | Jan 2026 | 49,000 | $49K | 0.01% | ABS-O |
| 1513 | Federal National Mortgage Association | FNMA | Jan 2026 | 53,825 | $49K | 0.01% | ABS-MBS |
| 1514 | Hungary (Republic Of) | REPHUN | Jan 2026 | 15,260,000 | $49K | 0.01% | DBT |
| 1515 | Broadcom Inc | AVGO | Jan 2026 | 50,000 | $49K | 0.01% | DBT |
| 1516 | Federal National Mortgage Association | FNMA | Oct 2022 | 54,495 | $49K | 0.01% | ABS-MBS |
| 1517 | LOS ANGELES CALIF CMNTY COLLEGE DIST | LOSHGR | Oct 2022 | 45,000 | $49K | 0.01% | DBT |
| 1518 | Federal National Mortgage Association | FNMA | Oct 2022 | 55,704 | $48K | 0.01% | ABS-MBS |
| 1519 | CROSS 2023-H2 MORTGAGE TRUST | CROSS | Jan 2026 | 47,760 | $48K | 0.01% | ABS-O |
| 1520 | Federal National Mortgage Association | FNMA | Oct 2022 | 49,483 | $48K | 0.01% | ABS-MBS |
| 1521 | Federal National Mortgage Association | FNMA | Oct 2022 | 51,419 | $48K | 0.01% | ABS-MBS |
| 1522 | SCG COMMERICAL MORTGAGE TRUST 2025-FLWR | SCG | Jan 2026 | 48,000 | $48K | 0.00% | ABS-O |
| 1523 | CALIFORNIA ST | CAS | Oct 2022 | 40,000 | $48K | 0.00% | DBT |
| 1524 | Peru (Republic Of) | PERU | Jan 2026 | 147,000 | $48K | 0.00% | DBT |
| 1525 | Ministerio de Hacienda y Credito Publico | COLTC | Jan 2026 | 178,300,000 | $48K | 0.00% | DBT |
| 1526 | Federal National Mortgage Association | FNMA | Oct 2022 | 49,440 | $48K | 0.00% | ABS-MBS |
| 1527 | Government National Mortgage Association | GNR | Jan 2026 | 52,000 | $48K | 0.00% | ABS-MBS |
| 1528 | Federal National Mortgage Association | FNMA | Jan 2026 | 51,329 | $47K | 0.00% | ABS-MBS |
| 1529 | Federal National Mortgage Association | FNMA | Oct 2022 | 48,209 | $46K | 0.00% | ABS-MBS |
| 1530 | Federal Home Loan Mortgage Corp. | FHLMC | Oct 2022 | 51,004 | $46K | 0.00% | ABS-MBS |
| 1531 | Federal National Mortgage Association | FNMA | Jan 2026 | 50,582 | $46K | 0.00% | ABS-MBS |
| 1532 | Federal National Mortgage Association | FNMA | Oct 2022 | 46,132 | $46K | 0.00% | ABS-MBS |
| 1533 | Government National Mortgage Association | GNR | Jan 2026 | 48,670 | $45K | 0.00% | ABS-MBS |
| 1534 | Federal Home Loan Mortgage Corp. | FHLMC | Oct 2022 | 54,602 | $45K | 0.00% | ABS-MBS |
| 1535 | Federal Home Loan Mortgage Corp. | FHLMC | Jan 2026 | 44,005 | $45K | 0.00% | ABS-MBS |
| 1536 | Egypt (Arab Republic of) | EGYPT | Jan 2026 | 2,060,000 | $45K | 0.00% | DBT |
| 1537 | Federal Home Loan Mortgage Corp. | FHLMC | Jan 2026 | 50,366 | $45K | 0.00% | ABS-MBS |
| 1538 | Federal National Mortgage Association | FNMA | Jan 2026 | 43,753 | $45K | 0.00% | ABS-MBS |
| 1539 | Federal National Mortgage Association | FNMA | Jan 2026 | 43,073 | $45K | 0.00% | ABS-MBS |
| 1540 | Federal Home Loan Mortgage Corp. | FHLMC | Jan 2026 | 43,856 | $45K | 0.00% | ABS-MBS |
| 1541 | Federal National Mortgage Association | FNMA | Jan 2026 | 46,163 | $45K | 0.00% | ABS-MBS |
| 1542 | Federal National Mortgage Association | FNMA | Oct 2022 | 44,397 | $44K | 0.00% | ABS-MBS |
| 1543 | Tennessee Valley Authority | TVA | Jan 2026 | 50,000 | $44K | 0.00% | DBT |
| 1544 | Government National Mortgage Association | GNR | Jan 2026 | 47,526 | $44K | 0.00% | ABS-MBS |
| 1545 | Federal National Mortgage Association | FNMA | Jan 2026 | 42,980 | $44K | 0.00% | ABS-MBS |
| 1546 | DK TRUST 2025-LXP | DK | Jan 2026 | 44,000 | $44K | 0.00% | ABS-O |
| 1547 | Federal National Mortgage Association | FNMA | Oct 2022 | 44,317 | $44K | 0.00% | ABS-MBS |
| 1548 | Federal National Mortgage Association | FNMA | Oct 2022 | 52,265 | $43K | 0.00% | ABS-MBS |
| 1549 | Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR | Oct 2022 | 50,000 | $43K | 0.00% | DBT |
| 1550 | United States Treasury Notes | T | Jan 2026 | 43,000 | $43K | 0.00% | DBT |
| 1551 | Federal Home Loan Banks | FHLB | Oct 2022 | 42,671 | $43K | 0.00% | ABS-MBS |
| 1552 | GOODLEAP HOME IMPROVEMENT SOLUTIONS TRUST 2025-1 | GDLP | Jan 2026 | 41,496 | $42K | 0.00% | ABS-O |
| 1553 | Delta Air Lines, Inc. Pass Thru Trust | DAL | Oct 2022 | 42,285 | $42K | 0.00% | ABS-O |
| 1554 | Bank of America Corp. | BAC | Jan 2026 | 40,000 | $42K | 0.00% | DBT |
| 1555 | Federal National Mortgage Association | FNMA | Jan 2026 | 40,085 | $42K | 0.00% | ABS-MBS |
| 1556 | Federal National Mortgage Association | FNMA | Jan 2026 | 40,565 | $42K | 0.00% | ABS-MBS |
| 1557 | Comcast Corporation | CMCSA | Oct 2022 | 50,000 | $41K | 0.00% | DBT |
| 1558 | Oracle Corp. | ORCL | Jan 2026 | 64,000 | $41K | 0.00% | DBT |
| 1559 | MUNICIPAL ELEC AUTH GA | MELPWR | Oct 2022 | 38,000 | $41K | 0.00% | DBT |
| 1560 | Federal National Mortgage Association | FNMA | Jan 2026 | 40,459 | $41K | 0.00% | ABS-MBS |
| 1561 | United States Treasury Notes | T | Oct 2022 | 43,600 | $41K | 0.00% | DBT |
| 1562 | Federal National Mortgage Association | FNMA | Oct 2022 | 40,896 | $41K | 0.00% | ABS-MBS |
| 1563 | Household Capital 2025-1 RMBS | HHCAU | Jan 2026 | 58,248 | $41K | 0.00% | ABS-O |
| 1564 | Mexico (United Mexican States) | MEX | Jan 2026 | 750,000 | $41K | 0.00% | DBT |
| 1565 | Johnson & Johnson | JNJ | Jan 2026 | 50,000 | $40K | 0.00% | DBT |
| 1566 | ANGEL OAK MORTGAGE TRUST 2024-10 | AOMT | Jan 2026 | 39,849 | $40K | 0.00% | ABS-O |
| 1567 | Federal National Mortgage Association | FNMA | Oct 2022 | 41,300 | $40K | 0.00% | ABS-MBS |
| 1568 | Mexico (United Mexican States) | MEX | Jan 2026 | 698,600 | $40K | 0.00% | DBT |
| 1569 | Fifth Third Bancorp | FITB | Jan 2026 | 40,000 | $40K | 0.00% | DBT |
| 1570 | Government National Mortgage Association | GNR | Jan 2026 | 39,755 | $40K | 0.00% | ABS-O |
| 1571 | Government National Mortgage Association | GNR | Jan 2026 | 39,737 | $40K | 0.00% | ABS-O |
| 1572 | Broadcom Inc | AVGO | Jan 2026 | 38,000 | $39K | 0.00% | DBT |
| 1573 | Federal Home Loan Mortgage Corp. | FHLMC | Oct 2022 | 39,108 | $39K | 0.00% | ABS-MBS |
| 1574 | Federal Home Loan Mortgage Corp. | FHLMC | Jan 2026 | 37,556 | $39K | 0.00% | ABS-MBS |
| 1575 | Government National Mortgage Association | GNR | Jan 2026 | 38,940 | $39K | 0.00% | ABS-O |
| 1576 | Federal National Mortgage Association | FNMA | Oct 2022 | 41,377 | $39K | 0.00% | ABS-MBS |
| 1577 | Federal Home Loan Mortgage Corp. | FHLMC | Jan 2026 | 37,677 | $39K | 0.00% | ABS-MBS |
| 1578 | Federal National Mortgage Association | FNMA | Jan 2026 | 37,613 | $39K | 0.00% | ABS-MBS |
| 1579 | Federal Home Loan Mortgage Corp. | FHLMC | Oct 2022 | 47,343 | $39K | 0.00% | ABS-MBS |
| 1580 | Johnson & Johnson | JNJ | Jan 2026 | 42,000 | $38K | 0.00% | DBT |
| 1581 | Bank of America Corp. | BAC | Jan 2026 | 38,000 | $38K | 0.00% | DBT |
| 1582 | Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR | Jan 2026 | 48,000 | $38K | 0.00% | DBT |
| 1583 | Federal National Mortgage Association | FNMA | Oct 2022 | 38,331 | $38K | 0.00% | ABS-MBS |
| 1584 | Federal Home Loan Mortgage Corp. | FHLMC | Oct 2022 | 46,453 | $38K | 0.00% | ABS-MBS |
| 1585 | Benchmark 2020-B16 Mortgage Trust | BMARK | Oct 2022 | 1,568,949 | $38K | 0.00% | ABS-O |
| 1586 | Oracle Corp. | ORCL | Jan 2026 | 41,000 | $38K | 0.00% | DBT |
| 1587 | Federal National Mortgage Association | FNMA | Jan 2026 | 36,835 | $38K | 0.00% | ABS-MBS |
| 1588 | Federal National Mortgage Association | FNMA | Jan 2026 | 40,138 | $37K | 0.00% | ABS-MBS |
| 1589 | Federal Home Loan Mortgage Corp. | FHLMC | Jan 2026 | 36,060 | $37K | 0.00% | ABS-MBS |
| 1590 | Government National Mortgage Association | GNR | Oct 2022 | 40,762 | $37K | 0.00% | ABS-MBS |
| 1591 | Federal National Mortgage Association | FNMA | Oct 2022 | 37,835 | $37K | 0.00% | ABS-MBS |
| 1592 | Federal Home Loan Mortgage Corp. | FHLMC | Jan 2026 | 44,605 | $37K | 0.00% | ABS-MBS |
| 1593 | Textron Inc. | TXT | Jan 2026 | 37,000 | $37K | 0.00% | DBT |
| 1594 | Morgan Stanley | MS | Oct 2022 | 41,000 | $36K | 0.00% | DBT |
| 1595 | Federal National Mortgage Association | FNMA | Jan 2026 | 39,259 | $36K | 0.00% | ABS-MBS |
| 1596 | Federal National Mortgage Association | FNMA | Jan 2026 | 35,590 | $36K | 0.00% | ABS-MBS |
| 1597 | Federal National Mortgage Association | FNMA | Oct 2022 | 37,278 | $36K | 0.00% | ABS-MBS |
| 1598 | Government National Mortgage Association | GNR | Jan 2026 | 38,631 | $36K | 0.00% | ABS-MBS |
| 1599 | Federal Home Loan Mortgage Corp. | FHLMC | Oct 2022 | 43,646 | $36K | 0.00% | ABS-MBS |
| 1600 | COMM 2025-167G MORTGAGE TRUST | COMM | Jan 2026 | 36,000 | $36K | 0.00% | ABS-O |
| 1601 | Federal National Mortgage Association | FNMA | Oct 2022 | 43,857 | $36K | 0.00% | ABS-MBS |
| 1602 | Federal Home Loan Mortgage Corp. | FHLMC | Jan 2026 | 39,000 | $35K | 0.00% | ABS-MBS |
| 1603 | Federal Home Loan Mortgage Corp. | FHLMC | Jan 2026 | 34,338 | $35K | 0.00% | ABS-MBS |
| 1604 | Federal National Mortgage Association | FNMA | Oct 2022 | 37,379 | $35K | 0.00% | ABS-MBS |
| 1605 | Federal Home Loan Mortgage Corp. | FHLMC | Jan 2026 | 34,108 | $35K | 0.00% | ABS-MBS |
| 1606 | OPT. 3 MON C 97.5 12/3/27 | SFRH7C | Oct 2022 | 156 | $35K | 0.00% | DIR |
| 1607 | Government National Mortgage Association | GNR | Jan 2026 | 40,213 | $35K | 0.00% | ABS-MBS |
| 1608 | Midamerican Energy Company | BRKHEC | Oct 2022 | 51,000 | $34K | 0.00% | DBT |
| 1609 | Voyager Grnpt | VGPMF | Oct 2022 | 158,800 | $34K | 0.00% | ABS-O |
| 1610 | Petroleos Mexicanos Sa De CV | PEMEX | Jan 2026 | 42,000 | $34K | 0.00% | DBT |
| 1611 | Federal Home Loan Mortgage Corp. | FHLMC | Oct 2022 | 37,639 | $34K | 0.00% | ABS-MBS |
| 1612 | Federal National Mortgage Association | FNMA | Jan 2026 | 33,432 | $34K | 0.00% | ABS-MBS |
| 1613 | Federal National Mortgage Association | FNMA | Oct 2022 | 34,798 | $34K | 0.00% | ABS-MBS |
| 1614 | Broadcom Inc | AVGO | Jan 2026 | 34,000 | $34K | 0.00% | DBT |
| 1615 | Federal Home Loan Mortgage Corp. | FHLMC | Jan 2026 | 33,330 | $34K | 0.00% | ABS-MBS |
| 1616 | Federal National Mortgage Association | FNMA | Oct 2022 | 33,864 | $34K | 0.00% | ABS-MBS |
| 1617 | Federal Home Loan Mortgage Corp. | FHLMC | Jan 2026 | 34,369 | $33K | 0.00% | ABS-MBS |
| 1618 | Federal Home Loan Mortgage Corp. | FHLMC | Jan 2026 | 34,295 | $33K | 0.00% | ABS-MBS |
| 1619 | Government National Mortgage Association | GNR | Jan 2026 | 199,570 | $33K | 0.00% | ABS-O |
| 1620 | Poland (Republic of) | POLAND | Jan 2026 | 118,000 | $33K | 0.00% | DBT |
| 1621 | United States Treasury Bonds | T | Jan 2026 | 41,000 | $33K | 0.00% | DBT |
| 1622 | Citigroup Inc. | C | Oct 2022 | 36,000 | $33K | 0.00% | DBT |
| 1623 | Federal National Mortgage Association | FNMA | Oct 2022 | 37,937 | $33K | 0.00% | ABS-MBS |
| 1624 | Citigroup Inc. | C | Jan 2026 | 35,000 | $33K | 0.00% | DBT |
| 1625 | Federal National Mortgage Association | FNMA | Oct 2022 | 33,408 | $33K | 0.00% | ABS-MBS |
| 1626 | 2023-MIC TRUST/THE | THE | Jan 2026 | 30,000 | $32K | 0.00% | ABS-O |
| 1627 | QTS ISSUER ABS II, LLC | QTSII | Jan 2026 | 32,000 | $32K | 0.00% | ABS-O |
| 1628 | Government National Mortgage Association | GNR | Oct 2022 | 33,477 | $32K | 0.00% | ABS-MBS |
| 1629 | Federal National Mortgage Association | FNMA | Oct 2022 | 32,824 | $32K | 0.00% | ABS-MBS |
| 1630 | GS MTG SEC CORP TR 2023-SHIP | GSMS | Jan 2026 | 32,000 | $32K | 0.00% | ABS-O |
| 1631 | GLP Capital L.P. and GLP Financing II, Inc. | GLPI | Oct 2022 | 33,000 | $32K | 0.00% | DBT |
| 1632 | Federal National Mortgage Association | FNMA | Oct 2022 | 32,907 | $32K | 0.00% | ABS-MBS |
| 1633 | EQT Corporation | EQT | Jan 2026 | 31,000 | $32K | 0.00% | DBT |
| 1634 | Federal National Mortgage Association | FNMA | Oct 2022 | 36,087 | $32K | 0.00% | ABS-MBS |
| 1635 | Egypt (Arab Republic of) | EGYPT | Jan 2026 | 1,438,000 | $31K | 0.00% | DBT |
| 1636 | Duke Energy Carolinas LLC | DUK | Jan 2026 | 41,000 | $31K | 0.00% | DBT |
| 1637 | United States Treasury Notes | T | Jan 2026 | 31,000 | $31K | 0.00% | DBT |
| 1638 | Federal National Mortgage Association | FNMA | Oct 2022 | 32,175 | $31K | 0.00% | ABS-MBS |
| 1639 | ATRIUM HOTEL PORTFOLIO TRUST 2024-A | AHPT | Jan 2026 | 30,000 | $31K | 0.00% | ABS-O |
| 1640 | CURRENCY CONTRACT - BRL | 000000000 | Oct 2022 | -691,714 | $31K | 0.00% | DFE |
| 1641 | Federal National Mortgage Association | FNMA | Oct 2022 | 34,072 | $31K | 0.00% | ABS-MBS |
| 1642 | Federal Home Loan Mortgage Corp. | FHLMC | Oct 2022 | 35,479 | $31K | 0.00% | ABS-MBS |
| 1643 | Federal Home Loan Mortgage Corp. | FHLMC | Jan 2026 | 29,997 | $31K | 0.00% | ABS-MBS |
| 1644 | United States Treasury Notes | T | Jan 2026 | 31,000 | $31K | 0.00% | DBT |
| 1645 | NEW YORK N Y CITY MUN WTR FIN AUTH | NYCUTL | Oct 2022 | 30,000 | $30K | 0.00% | DBT |
| 1646 | Federal Home Loan Mortgage Corp. | FHLMC | Oct 2022 | 30,829 | $30K | 0.00% | ABS-MBS |
| 1647 | NEW YORK ST DORM AUTH | NYSHGR | Oct 2022 | 30,000 | $30K | 0.00% | DBT |
| 1648 | Federal National Mortgage Association | FNMA | Jan 2026 | 29,103 | $30K | 0.00% | ABS-MBS |
| 1649 | Alabama Power Co. | SO | Jan 2026 | 28,000 | $30K | 0.00% | DBT |
| 1650 | CURRENCY CONTRACT - ZAR | 000000000 | Oct 2022 | -518,786 | $30K | 0.00% | DFE |
| 1651 | COMM 2025-167G MORTGAGE TRUST | COMM | Jan 2026 | 30,000 | $30K | 0.00% | ABS-O |
| 1652 | Federal Home Loan Banks | FHLB | Jan 2026 | 29,539 | $30K | 0.00% | ABS-MBS |
| 1653 | Federal Home Loan Mortgage Corp. | FHLMC | Jan 2026 | 29,030 | $30K | 0.00% | ABS-MBS |
| 1654 | Synchrony Financial | SYF | Jan 2026 | 30,000 | $30K | 0.00% | DBT |
| 1655 | Federal Home Loan Mortgage Corp. | FHLMC | Jan 2026 | 28,937 | $30K | 0.00% | ABS-MBS |
| 1656 | Federal National Mortgage Association | FNMA | Oct 2022 | 30,273 | $30K | 0.00% | ABS-MBS |
| 1657 | Federal National Mortgage Association | FNMA | Oct 2022 | 30,371 | $30K | 0.00% | ABS-MBS |
| 1658 | Federal National Mortgage Association | FNMA | Jan 2026 | 32,445 | $30K | 0.00% | ABS-MBS |
| 1659 | United States Treasury Notes | T | Jan 2026 | 29,000 | $29K | 0.00% | DBT |
| 1660 | B.A.T. Capital Corporation | BATSLN | Oct 2022 | 35,000 | $29K | 0.00% | DBT |
| 1661 | KeyCorp | KEY | Jan 2026 | 29,000 | $29K | 0.00% | DBT |
| 1662 | Government National Mortgage Association | GNR | Oct 2022 | 29,171 | $29K | 0.00% | ABS-MBS |
| 1663 | United States Treasury Bonds | T | Jan 2026 | 35,500 | $29K | 0.00% | DBT |
| 1664 | Federal National Mortgage Association | FNMA | Oct 2022 | 28,426 | $28K | 0.00% | ABS-MBS |
| 1665 | Duke Energy Ohio Inc. | DUK | Jan 2026 | 29,000 | $28K | 0.00% | DBT |
| 1666 | Federal Home Loan Mortgage Corp. | FHLMC | Oct 2022 | 33,904 | $28K | 0.00% | ABS-MBS |
| 1667 | Equinix Europe 2 Financing Corp LLC | EQIX | Jan 2026 | 27,000 | $28K | 0.00% | DBT |
| 1668 | Amgen Inc. | AMGN | Jan 2026 | 43,000 | $28K | 0.00% | DBT |
| 1669 | Federal National Mortgage Association | FNMA | Oct 2022 | 28,353 | $28K | 0.00% | ABS-MBS |
| 1670 | Federal National Mortgage Association | FNMA | Oct 2022 | 27,372 | $27K | 0.00% | ABS-MBS |
| 1671 | GSAA Home Equity Trust 2004-8 | FFML | Oct 2022 | 39,470 | $27K | 0.00% | ABS-O |
| 1672 | BANK 2021-BNK35 | BANK | Jan 2026 | 32,000 | $27K | 0.00% | ABS-O |
| 1673 | Government National Mortgage Association | GNR | Jan 2026 | 28,846 | $27K | 0.00% | ABS-MBS |
| 1674 | Federal National Mortgage Association | FNMA | Oct 2022 | 28,848 | $27K | 0.00% | ABS-MBS |
| 1675 | Intel Corporation | INTC | Jan 2026 | 38,000 | $27K | 0.00% | DBT |
| 1676 | Federal Home Loan Mortgage Corp. | FHLMC | Jan 2026 | 26,000 | $27K | 0.00% | ABS-MBS |
| 1677 | Federal National Mortgage Association | FNMA | Oct 2022 | 32,617 | $27K | 0.00% | ABS-MBS |
| 1678 | Federal National Mortgage Association | FNMA | Jan 2026 | 28,589 | $26K | 0.00% | ABS-MBS |
| 1679 | AT&T Inc | T | Jan 2026 | 28,000 | $26K | 0.00% | DBT |
| 1680 | FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD | FHMR | Jan 2026 | 26,460 | $26K | 0.00% | ABS-O |
| 1681 | Government National Mortgage Association | GNR | Oct 2022 | 27,945 | $26K | 0.00% | ABS-MBS |
| 1682 | Southern Co. | SO | Jan 2026 | 28,000 | $26K | 0.00% | DBT |
| 1683 | Northrop Grumman Corporation | NOC | Oct 2022 | 32,000 | $26K | 0.00% | DBT |
| 1684 | CURRENCY CONTRACT - MXN | 000000000 | Oct 2022 | -518,786 | $26K | 0.00% | DFE |
| 1685 | Government National Mortgage Association | GNR | Oct 2022 | 27,439 | $26K | 0.00% | ABS-MBS |
| 1686 | Federal Home Loan Mortgage Corp. | FHLMC | Oct 2022 | 31,461 | $26K | 0.00% | ABS-MBS |
| 1687 | Federal National Mortgage Association | FNMA | Jan 2026 | 27,553 | $26K | 0.00% | ABS-MBS |
| 1688 | Argentina (Republic Of) | ARGENT | Jan 2026 | 33,000 | $26K | 0.00% | DBT |
| 1689 | J.P. MORGAN MORTGAGE TRUST 2024-VIS | JPMMT | Jan 2026 | 25,000 | $25K | 0.00% | ABS-O |
| 1690 | Bank of America Corp. | BAC | Jan 2026 | 25,000 | $25K | 0.00% | DBT |
| 1691 | Bank of America Corp. | BAC | Jan 2026 | 40,000 | $25K | 0.00% | DBT |
| 1692 | Czech (Republic of) | CZECH | Jan 2026 | 530,000 | $25K | 0.00% | DBT |
| 1693 | Vistra Operations Co LLC | VST | Jan 2026 | 25,000 | $25K | 0.00% | DBT |
| 1694 | Federal National Mortgage Association | FNMA | Jan 2026 | 26,863 | $25K | 0.00% | ABS-MBS |
| 1695 | Federal National Mortgage Association | FNMA | Oct 2022 | 29,543 | $25K | 0.00% | ABS-MBS |
| 1696 | GLP Capital L.P. and GLP Financing II, Inc. | GLPI | Jan 2026 | 24,000 | $24K | 0.00% | DBT |
| 1697 | Federal National Mortgage Association | FNMA | Jan 2026 | 26,279 | $24K | 0.00% | ABS-MBS |
| 1698 | United States Treasury Notes | T | Jan 2026 | 24,000 | $24K | 0.00% | DBT |
| 1699 | Federal National Mortgage Association | FNMA | Oct 2022 | 28,946 | $24K | 0.00% | ABS-MBS |
| 1700 | Federal Home Loan Mortgage Corp. | FHLMC | Jan 2026 | 25,760 | $24K | 0.00% | ABS-MBS |
| 1701 | Federal Home Loan Mortgage Corp. | FHLMC | Oct 2022 | 23,681 | $24K | 0.00% | ABS-MBS |
| 1702 | Federal National Mortgage Association | FNMA | Oct 2022 | 23,554 | $24K | 0.00% | ABS-MBS |
| 1703 | Federal National Mortgage Association | FNMA | Oct 2022 | 24,098 | $23K | 0.00% | ABS-MBS |
| 1704 | Federal National Mortgage Association | FNMA | Oct 2022 | 23,836 | $23K | 0.00% | ABS-MBS |
| 1705 | Federal National Mortgage Association | FNMA | Oct 2022 | 23,893 | $23K | 0.00% | ABS-MBS |
| 1706 | Baltimore Gas & Electric Company | EXC | Oct 2022 | 30,000 | $23K | 0.00% | DBT |
| 1707 | Federal National Mortgage Association | FNMA | Oct 2022 | 23,060 | $23K | 0.00% | ABS-MBS |
| 1708 | Federal National Mortgage Association | FNMA | Jan 2026 | 21,971 | $23K | 0.00% | ABS-MBS |
| 1709 | Ohio Power Company | AEP | Oct 2022 | 26,000 | $23K | 0.00% | DBT |
| 1710 | Option One Mortgage Loan Trust | OOMLT | Jan 2026 | 23,023 | $23K | 0.00% | ABS-O |
| 1711 | Federal Home Loan Mortgage Corp. | FHLMC | Oct 2022 | 22,075 | $23K | 0.00% | ABS-MBS |
| 1712 | Ministerio de Hacienda y Credito Publico | COLTC | Jan 2026 | 135,200,000 | $22K | 0.00% | DBT |
| 1713 | Federal National Mortgage Association | FNMA | Oct 2022 | 21,803 | $22K | 0.00% | ABS-MBS |
| 1714 | Indonesia (Republic of) | INDON | Jan 2026 | 359,000,000 | $22K | 0.00% | DBT |
| 1715 | ConnectWise | CONNEC | Oct 2022 | 22,617 | $22K | 0.00% | LON |
| 1716 | Georgia Power Company | SO | Jan 2026 | 29,000 | $22K | 0.00% | DBT |
| 1717 | P11 COMMERCIAL MORTGAGE TRUST 2025-P11 | P11 | Jan 2026 | 21,000 | $22K | 0.00% | ABS-O |
| 1718 | Federal National Mortgage Association | FNMA | Oct 2022 | 21,360 | $21K | 0.00% | ABS-MBS |
| 1719 | Federal Home Loan Mortgage Corp. | FHLMC | Oct 2022 | 25,501 | $21K | 0.00% | ABS-MBS |
| 1720 | BBCMS MORTGAGE TRUST 2025-C35 | BBCMS | Jan 2026 | 25,000 | $21K | 0.00% | ABS-O |
| 1721 | OIS_CCP USD RCV SOFR1D PAY 3.7937% 16-MAY-2026 | 000000000 | Oct 2022 | 7,578,000 | $21K | 0.00% | DIR |
| 1722 | UNIVERSITY CALIF | UNVHGR | Oct 2022 | 25,000 | $21K | 0.00% | DBT |
| 1723 | Ardagh Group S A | ARGID | Jan 2026 | 19,000 | $21K | 0.00% | DBT |
| 1724 | Federal National Mortgage Association | FNMA | Jan 2026 | 22,067 | $20K | 0.00% | ABS-MBS |
| 1725 | FedEx Corporation | FDX | Jan 2026 | 25,000 | $20K | 0.00% | DBT |
| 1726 | Vici Properties Inc | VICI | Jan 2026 | 20,000 | $20K | 0.00% | DBT |
| 1727 | Glencore Funding LLC | GLENLN | Jan 2026 | 22,000 | $20K | 0.00% | DBT |
| 1728 | Federal Home Loan Mortgage Corp. | FHLMC | Jan 2026 | 19,110 | $20K | 0.00% | ABS-MBS |
| 1729 | Uruguay (Republic Of) | URUGUA | Jan 2026 | 720,000 | $19K | 0.00% | DBT |
| 1730 | Federal Home Loan Mortgage Corp. | FHLMC | Jan 2026 | 18,663 | $19K | 0.00% | ABS-MBS |
| 1731 | Federal National Mortgage Association | FNMA | Oct 2022 | 19,452 | $19K | 0.00% | ABS-MBS |
| 1732 | Self Commercial Mortgage Trust 2024-STRG | SELF | Jan 2026 | 18,833 | $19K | 0.00% | ABS-O |
| 1733 | Corebridge Financial Inc. | CRBG | Jan 2026 | 18,000 | $19K | 0.00% | DBT |
| 1734 | HCA Inc. | HCA | Jan 2026 | 18,000 | $19K | 0.00% | DBT |
| 1735 | Peru (Republic Of) | PERU | Jan 2026 | 57,000 | $19K | 0.00% | DBT |
| 1736 | Federal Home Loan Mortgage Corp. | FHLMC | Jan 2026 | 17,836 | $19K | 0.00% | ABS-MBS |
| 1737 | Romania (Republic Of) | ROMANI | Jan 2026 | 15,000 | $19K | 0.00% | DBT |
| 1738 | United States Treasury Bonds | T | Oct 2022 | 26,000 | $19K | 0.00% | DBT |
| 1739 | Pure Industrial Issuer Trust Canada | BX | Jan 2026 | 24,940 | $19K | 0.00% | ABS-O |
| 1740 | Federal National Mortgage Association | FNMA | Oct 2022 | 18,783 | $18K | 0.00% | ABS-MBS |
| 1741 | CURRENCY CONTRACT - BRL | 000000000 | Oct 2022 | -269,235 | $18K | 0.00% | DFE |
| 1742 | Paramount Global | PARA | Jan 2026 | 25,000 | $18K | 0.00% | DBT |
| 1743 | Government National Mortgage Association | GNR | Jan 2026 | 107,251 | $18K | 0.00% | ABS-O |
| 1744 | United States Treasury Bonds | T | Jan 2026 | 19,000 | $18K | 0.00% | DBT |
| 1745 | Government National Mortgage Association | GNR | Oct 2022 | 18,699 | $18K | 0.00% | ABS-MBS |
| 1746 | COMM 2025-167G MORTGAGE TRUST | COMM | Jan 2026 | 18,000 | $18K | 0.00% | ABS-O |
| 1747 | OPT. 3 MON C 97.5 11/9/26 | SFRU6C | Oct 2022 | 218 | $18K | 0.00% | DIR |
| 1748 | Dewolf Park CLO Ltd. | DWOLF | Jan 2026 | 17,534 | $18K | 0.00% | ABS-CBDO |
| 1749 | Pacific Gas and Electric Company | PCG | Jan 2026 | 22,000 | $17K | 0.00% | DBT |
| 1750 | Ecuador (Republic Of) | ECUA | Jan 2026 | 21,000 | $17K | 0.00% | DBT |
| 1751 | Energean Israel Finance Ltd. | ENOIGA | Jan 2026 | 16,094 | $17K | 0.00% | DBT |
| 1752 | HCA Inc. | HCA | Jan 2026 | 15,000 | $17K | 0.00% | DBT |
| 1753 | Telecom Argentina SA | TECOAR | Jan 2026 | 17,000 | $17K | 0.00% | DBT |
| 1754 | Indonesia (Republic of) | INDON | Jan 2026 | 278,000,000 | $17K | 0.00% | DBT |
| 1755 | YPF Sociedad Anonima | YPFDAR | Jan 2026 | 16,000 | $17K | 0.00% | DBT |
| 1756 | Embraer Netherlands Finance B.V. | EMBRBZ | Jan 2026 | 16,000 | $17K | 0.00% | DBT |
| 1757 | Extra Space Storage LP | EXR | Jan 2026 | 17,000 | $17K | 0.00% | DBT |
| 1758 | Ohio Power Company | AEP | Jan 2026 | 18,000 | $17K | 0.00% | DBT |
| 1759 | Extra Space Storage LP | EXR | Jan 2026 | 17,000 | $17K | 0.00% | DBT |
| 1760 | Goldman Sachs Group, Inc. | GS | Jan 2026 | 17,000 | $17K | 0.00% | DBT |
| 1761 | Turkey (Republic of) | TURKEY | Jan 2026 | 732,830 | $17K | 0.00% | DBT |
| 1762 | BBCMS MORTGAGE TRUST 2025-C35 | BBCMS | Jan 2026 | 16,000 | $17K | 0.00% | ABS-O |
| 1763 | Turkey (Republic of) | TURKEY | Jan 2026 | 760,000 | $16K | 0.00% | DBT |
| 1764 | Barbados (Government Of) | BARBAD | Jan 2026 | 15,000 | $16K | 0.00% | DBT |
| 1765 | Government National Mortgage Association | GNR | Oct 2022 | 16,666 | $16K | 0.00% | ABS-MBS |
| 1766 | Vista Energy Argentina SAU | VISTAA | Jan 2026 | 16,000 | $16K | 0.00% | DBT |
| 1767 | Ffmlt Trust 2006/Ff13 | FFML | Oct 2022 | 24,443 | $16K | 0.00% | ABS-O |
| 1768 | United States Treasury Notes | T | Jan 2026 | 16,000 | $16K | 0.00% | DBT |
| 1769 | Federal National Mortgage Association | FNMA | Oct 2022 | 16,682 | $16K | 0.00% | ABS-MBS |
| 1770 | Florida Power & Light Co. | NEE | Jan 2026 | 24,000 | $15K | 0.00% | DBT |
| 1771 | Argentina (Republic Of) | ARGENT | Jan 2026 | 21,000 | $15K | 0.00% | DBT |
| 1772 | Federal National Mortgage Association | FNMA | Jan 2026 | 14,603 | $15K | 0.00% | ABS-MBS |
| 1773 | Federal National Mortgage Association | FNMA | Oct 2022 | 15,349 | $15K | 0.00% | ABS-MBS |
| 1774 | Paramount Global | PARA | Jan 2026 | 21,000 | $15K | 0.00% | DBT |
| 1775 | OIS_CCP USD RCV SOFR1D PAY 3.814% 16-MAY-2026 | 000000000 | Oct 2022 | 5,815,000 | $15K | 0.00% | DIR |
| 1776 | Federal Home Loan Mortgage Corp. | FHLMC | Jan 2026 | 14,969 | $15K | 0.00% | ABS-MBS |
| 1777 | Turkey (Republic of) | TURKEY | Jan 2026 | 638,109 | $15K | 0.00% | DBT |
| 1778 | RFMSI Series 2006-S8 Trust | RFMSI | Jan 2026 | 17,372 | $15K | 0.00% | ABS-O |
| 1779 | Hungary (Republic Of) | REPHUN | Jan 2026 | 12,000 | $15K | 0.00% | DBT |
| 1780 | Federal Home Loan Mortgage Corp. | FHLMC | Oct 2022 | 14,623 | $15K | 0.00% | ABS-MBS |
| 1781 | Ghana (Republic of) | GHANA | Jan 2026 | 16,000 | $15K | 0.00% | DBT |
| 1782 | Indonesia (Republic of) | INDON | Jan 2026 | 241,000,000 | $15K | 0.00% | DBT |
| 1783 | Federal Home Loan Mortgage Corp. | FHLMC | Oct 2022 | 14,459 | $14K | 0.00% | ABS-MBS |
| 1784 | Venezuela (Republic Of) | VENZ | Jan 2026 | 33,000 | $14K | 0.00% | DBT |
| 1785 | Benchmark 2020-B21 Mortgage Trust | BMARK | Jan 2026 | 16,000 | $14K | 0.00% | ABS-O |
| 1786 | United States Treasury Notes | T | Jan 2026 | 14,000 | $14K | 0.00% | DBT |
| 1787 | COMM 2025-SBX Mortgage Trust | COMM | Jan 2026 | 14,000 | $14K | 0.00% | ABS-O |
| 1788 | AOA TRUST 2025-1301 | AOA | Jan 2026 | 13,000 | $14K | 0.00% | ABS-O |
| 1789 | OIS_CCP JPY RCV TONAR1D PAY 0.685% 21-APR-2027 | 000000000 | Oct 2022 | 488,377,358 | $13K | 0.00% | DIR |
| 1790 | OIS_CCP JPY RCV TONAR1D PAY 0.683% 21-APR-2027 | 000000000 | Oct 2022 | 482,733,887 | $13K | 0.00% | DIR |
| 1791 | Avianca Midco 2 PLC | AVIAGP | Jan 2026 | 13,018 | $13K | 0.00% | DBT |
| 1792 | Federal National Mortgage Association | FNMA | Jan 2026 | 16,119 | $13K | 0.00% | ABS-MBS |
| 1793 | United States Treasury Notes | T | Jan 2026 | 13,000 | $13K | 0.00% | DBT |
| 1794 | Federal National Mortgage Association | FNMA | Oct 2022 | 12,836 | $13K | 0.00% | ABS-MBS |
| 1795 | United States Treasury Notes | T | Jan 2026 | 13,000 | $13K | 0.00% | DBT |
| 1796 | Federal Home Loan Mortgage Corp. | FHLMC | Oct 2022 | 15,403 | $13K | 0.00% | ABS-MBS |
| 1797 | NextEra Energy Capital Holdings Inc | NEE | Jan 2026 | 500 | $13K | 0.00% | EP |
| 1798 | Federal Home Loan Mortgage Corp. | FHLMC | Oct 2022 | 13,068 | $13K | 0.00% | ABS-MBS |
| 1799 | GLP Capital L.P. and GLP Financing II, Inc. | GLPI | Oct 2022 | 14,000 | $13K | 0.00% | DBT |
| 1800 | Morgan Stanley ABS Capital I Inc | MSAC | Jan 2026 | 28,950 | $13K | 0.00% | ABS-O |
| 1801 | Pepsico Inc | PEP | Oct 2022 | 19,000 | $13K | 0.00% | DBT |
| 1802 | CURRENCY CONTRACT - MYR | 000000000 | Oct 2022 | -416,291 | $12K | 0.00% | DFE |
| 1803 | Federal National Mortgage Association | FNMA | Oct 2022 | 12,407 | $12K | 0.00% | ABS-MBS |
| 1804 | CURRENCY CONTRACT - MXN | 000000000 | Oct 2022 | -211,768 | $12K | 0.00% | DFE |
| 1805 | Ukraine (Republic of) | UKRAIN | Jan 2026 | 15,000 | $12K | 0.00% | DBT |
| 1806 | United States Treasury Notes | T | Jan 2026 | 12,000 | $11K | 0.00% | DBT |
| 1807 | Egypt (Arab Republic of) | EGYPT | Jan 2026 | 500,000 | $11K | 0.00% | DBT |
| 1808 | Washg Mutual 7-He1 | WMABS | Jan 2026 | 35,556 | $11K | 0.00% | ABS-O |
| 1809 | ATRIUM HOTEL PORTFOLIO TRUST 2025-A | AHPT | Jan 2026 | 11,000 | $11K | 0.00% | ABS-O |
| 1810 | CURRENCY CONTRACT - MXN | 000000000 | Oct 2022 | -394,624 | $11K | 0.00% | DFE |
| 1811 | CHL Mortgage Pass-Through Trust | CWHL | Jan 2026 | 24,730 | $11K | 0.00% | ABS-O |
| 1812 | OIS_CCP JPY RCV TONAR1D PAY 0.698% 11-MAY-2027 | 000000000 | Oct 2022 | 385,492,528 | $11K | 0.00% | DIR |
| 1813 | Federal National Mortgage Association | FNMA | Oct 2022 | 10,466 | $11K | 0.00% | ABS-MBS |
| 1814 | Government National Mortgage Association | GNR | Jan 2026 | 61,338 | $10K | 0.00% | ABS-O |
| 1815 | Garfunkelux Holdco 3 SA | GFKLDE | Jan 2026 | 8,753 | $10K | 0.00% | DBT |
| 1816 | Hungary (Republic Of) | REPHUN | Jan 2026 | 3,180,000 | $10K | 0.00% | DBT |
| 1817 | Federal Home Loan Banks | FHLB | Jan 2026 | 10,070 | $10K | 0.00% | ABS-MBS |
| 1818 | AOA TRUST 2025-1301 | AOA | Jan 2026 | 10,000 | $10K | 0.00% | ABS-O |
| 1819 | Government National Mortgage Association | GNR | Jan 2026 | 59,725 | $10K | 0.00% | ABS-O |
| 1820 | Ukraine (Republic of) | UKRAIN | Jan 2026 | 18,000 | $10K | 0.00% | DBT |
| 1821 | Ukraine (Republic of) | UKRAIN | Jan 2026 | 13,000 | $10K | 0.00% | DBT |
| 1822 | OIS_CCP USD RCV 3.6675% PAY SOFR1D 21-JUL-2027 | 000000000 | Oct 2022 | 7,500,000 | $10K | 0.00% | DIR |
| 1823 | DK TRUST 2025-LXP | DK | Jan 2026 | 10,000 | $10K | 0.00% | ABS-O |
| 1824 | Ecuador (Republic Of) | ECUA | Jan 2026 | 11,000 | $10K | 0.00% | DBT |
| 1825 | Petroleos Mexicanos Sa De CV | PEMEX | Oct 2022 | 10,000 | $10K | 0.00% | DBT |
| 1826 | Sri Lanka (Democratic Socialist Republic of) | SRILAN | Jan 2026 | 12,000 | $10K | 0.00% | DBT |
| 1827 | Government National Mortgage Association | GNR | Jan 2026 | 10,223 | $10K | 0.00% | ABS-MBS |
| 1828 | MORGAN STANLEY CAP 2021-230P | MSC | Jan 2026 | 10,000 | $10K | 0.00% | ABS-O |
| 1829 | Federal National Mortgage Association | FNMA | Oct 2022 | 9,815 | $10K | 0.00% | ABS-MBS |
| 1830 | Lebanese Republic | LEBAN | Jan 2026 | 32,000 | $9K | 0.00% | DBT |
| 1831 | Ffmlt Trust 2006/Ff13 | FFML | Oct 2022 | 14,261 | $9K | 0.00% | ABS-O |
| 1832 | Federal National Mortgage Association | FNMA | Oct 2022 | 9,435 | $9K | 0.00% | ABS-MBS |
| 1833 | Ghana (Republic of) | GHANA | Jan 2026 | 10,000 | $9K | 0.00% | DBT |
| 1834 | Lebanese Republic | LEBAN | Jan 2026 | 31,000 | $9K | 0.00% | DBT |
| 1835 | Federal National Mortgage Association | FNMA | Oct 2022 | 9,155 | $9K | 0.00% | ABS-MBS |
| 1836 | Federal National Mortgage Association | FNMA | Oct 2022 | 9,309 | $9K | 0.00% | ABS-MBS |
| 1837 | CDS_IX ITRAXX EUROPE CROSSOV 5% 20301220 | 000000000 | Oct 2022 | 53,000 | $9K | 0.00% | DCR |
| 1838 | Ukraine (Republic of) | UKRAIN | Jan 2026 | 14,000 | $9K | 0.00% | DBT |
| 1839 | Federal Home Loan Mortgage Corp. | FHLMC | Oct 2022 | 9,390 | $8K | 0.00% | ABS-MBS |
| 1840 | Indymac Indx Mortgage Loan Trust 2006 Ar19 | INDX | Jan 2026 | 8,504 | $8K | 0.00% | ABS-O |
| 1841 | Vale Overseas Limited | VALEBZ | Jan 2026 | 8,000 | $8K | 0.00% | DBT |
| 1842 | Ecopetrol S.A. | ECOPET | Jan 2026 | 8,000 | $8K | 0.00% | DBT |
| 1843 | Samarco Mineracao SA | SAMMIN | Jan 2026 | 8,000 | $8K | 0.00% | DBT |
| 1844 | Federal National Mortgage Association | FNMA | Oct 2022 | 7,985 | $8K | 0.00% | ABS-MBS |
| 1845 | Federal National Mortgage Association | FNMA | Oct 2022 | 7,835 | $8K | 0.00% | ABS-MBS |
| 1846 | Petroleos de Venezuela SA | PDVSA | Jan 2026 | 20,000 | $7K | 0.00% | DBT |
| 1847 | SWO USD RCV 3 PAY SOFR 1D | 000000000 | Oct 2022 | 14,715,375 | $7K | 0.00% | DIR |
| 1848 | PECO Energy Co. | EXC | Oct 2022 | 11,000 | $7K | 0.00% | DBT |
| 1849 | Federal Home Loan Mortgage Corp. | FHLMC | Jan 2026 | 6,846 | $7K | 0.00% | ABS-MBS |
| 1850 | Comcast Corporation | CMCSA | Jan 2026 | 12,000 | $6K | 0.00% | DBT |
| 1851 | Federal National Mortgage Association | FNMA | Oct 2022 | 6,669 | $6K | 0.00% | ABS-MBS |
| 1852 | Federal National Mortgage Association | FNMA | Oct 2022 | 6,567 | $6K | 0.00% | ABS-MBS |
| 1853 | CHL Mortgage Pass-Through Trust | CWHL | Jan 2026 | 13,512 | $6K | 0.00% | ABS-O |
| 1854 | United States Treasury Notes | T | Oct 2022 | 6,000 | $6K | 0.00% | DBT |
| 1855 | United States Treasury Notes | T | Jan 2026 | 6,000 | $6K | 0.00% | DBT |
| 1856 | Government National Mortgage Association | GNR | Oct 2022 | 5,931 | $6K | 0.00% | ABS-MBS |
| 1857 | Federal National Mortgage Association | FNMA | Oct 2022 | 5,973 | $6K | 0.00% | ABS-MBS |
| 1858 | Federal National Mortgage Association | FNMA | Oct 2022 | 5,769 | $6K | 0.00% | ABS-MBS |
| 1859 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -2,232,601 | $6K | 0.00% | DFE |
| 1860 | CURRENCY CONTRACT - PLN | 000000000 | Oct 2022 | -347,935 | $5K | 0.00% | DFE |
| 1861 | Petroleos de Venezuela SA | PDVSA | Jan 2026 | 18,000 | $5K | 0.00% | DBT |
| 1862 | Government National Mortgage Association | GNR | Oct 2022 | 5,620 | $5K | 0.00% | ABS-MBS |
| 1863 | CURRENCY CONTRACT - BRL | 000000000 | Oct 2022 | -138,286 | $5K | 0.00% | DFE |
| 1864 | Government National Mortgage Association | GNR | Oct 2022 | 5,638 | $5K | 0.00% | ABS-MBS |
| 1865 | Lebanese Republic | LEBAN | Jan 2026 | 18,000 | $5K | 0.00% | DBT |
| 1866 | Government National Mortgage Association | GNR | Oct 2022 | 5,489 | $5K | 0.00% | ABS-MBS |
| 1867 | Government National Mortgage Association | GNR | Oct 2022 | 5,278 | $5K | 0.00% | ABS-MBS |
| 1868 | Romania (Republic Of) | ROMANI | Jan 2026 | 4,000 | $5K | 0.00% | DBT |
| 1869 | Romania (Republic Of) | ROMANI | Jan 2026 | 4,000 | $5K | 0.00% | DBT |
| 1870 | CURRENCY CONTRACT - ZAR | 000000000 | Oct 2022 | -101,214 | $5K | 0.00% | DFE |
| 1871 | IRS_CCP CZK RCV 3.89% PAY PRBOR6M 17-DEC-2030 | 000000000 | Oct 2022 | 7,216,103 | $4K | 0.00% | DIR |
| 1872 | Federal National Mortgage Association | FNMA | Oct 2022 | 4,509 | $4K | 0.00% | ABS-MBS |
| 1873 | CURRENCY CONTRACT - ZAR | 000000000 | Oct 2022 | -258,057 | $4K | 0.00% | DFE |
| 1874 | CDS_IX ITRAXX EUROPE CROSSOV 5% 20291220 | 000000000 | Oct 2022 | 51,586 | $4K | 0.00% | DCR |
| 1875 | Venezuela (Republic Of) | VENZ | Jan 2026 | 10,000 | $4K | 0.00% | DBT |
| 1876 | Federal Home Loan Mortgage Corp. | FHLMC | Oct 2022 | 4,468 | $4K | 0.00% | ABS-MBS |
| 1877 | CURRENCY CONTRACT - HUF | 000000000 | Oct 2022 | -129,534 | $4K | 0.00% | DFE |
| 1878 | CURRENCY CONTRACT - CLP | 000000000 | Oct 2022 | -147,866 | $4K | 0.00% | DFE |
| 1879 | Federal National Mortgage Association | FNMA | Oct 2022 | 4,112 | $4K | 0.00% | ABS-MBS |
| 1880 | United States Treasury Notes | T | Oct 2022 | 4,000 | $4K | 0.00% | DBT |
| 1881 | CURRENCY CONTRACT - MXN | 000000000 | Oct 2022 | -139,000 | $4K | 0.00% | DFE |
| 1882 | Federal National Mortgage Association | FNMA | Oct 2022 | 3,813 | $4K | 0.00% | ABS-MBS |
| 1883 | United States Treasury Notes | T | Oct 2022 | 4,000 | $4K | 0.00% | DBT |
| 1884 | CURRENCY CONTRACT - MXN | 000000000 | Oct 2022 | -101,214 | $4K | 0.00% | DFE |
| 1885 | Romania (Republic Of) | ROMANI | Jan 2026 | 3,000 | $4K | 0.00% | DBT |
| 1886 | CDS_IX_CCP ITRAXX ASIA EX JAPAN 1% 20301220 | 000000000 | Oct 2022 | 248,000 | $4K | 0.00% | DCR |
| 1887 | CURRENCY CONTRACT - CZK | 000000000 | Oct 2022 | -255,412 | $3K | 0.00% | DFE |
| 1888 | CURRENCY CONTRACT - BRL | 000000000 | Oct 2022 | -51,302 | $3K | 0.00% | DFE |
| 1889 | OIS_CCP JPY RCV TONAR1D PAY 0.8585% 21-APR-2027 | 000000000 | Oct 2022 | 200,000,000 | $3K | 0.00% | DIR |
| 1890 | Ecopetrol S.A. | ECOPET | Jan 2026 | 3,000 | $3K | 0.00% | DBT |
| 1891 | IRS_CCP CZK RCV 3.91% PAY PRBOR6M 17-DEC-2030 | 000000000 | Oct 2022 | 4,796,000 | $3K | 0.00% | DIR |
| 1892 | RPI_CCP USD RCV CPI1D PAY 2.428% 15-APR-2030 | 000000000 | Oct 2022 | 1,015,254 | $3K | 0.00% | DIR |
| 1893 | Indonesia (Republic of) | INDON | Jan 2026 | 47,000,000 | $3K | 0.00% | DBT |
| 1894 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -6,700,000 | $3K | 0.00% | DFE |
| 1895 | Wom Mobile S.p.A. | WOMMOB | Jan 2026 | 3,097 | $3K | 0.00% | DBT |
| 1896 | Mexico (United Mexican States) | MEX | Jan 2026 | 52,700 | $3K | 0.00% | DBT |
| 1897 | SWO USD RCV 3.55 PAY SOFR | 000000000 | Oct 2022 | 2,972,000 | $3K | 0.00% | DIR |
| 1898 | Sri Lanka (Democratic Socialist Republic of) | SRILAN | Jan 2026 | 2,920 | $3K | 0.00% | DBT |
| 1899 | Federal Home Loan Mortgage Corp. | FHLMC | Jan 2026 | 3,648 | $3K | 0.00% | ABS-MBS |
| 1900 | CIFC Funding 2012-III Ltd. | CIFC | Jan 2026 | 2,819 | $3K | 0.00% | ABS-CBDO |
| 1901 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -194,436,472 | $3K | 0.00% | DFE |
| 1902 | CURRENCY CONTRACT - COP | 000000000 | Oct 2022 | -128,107 | $2K | 0.00% | DFE |
| 1903 | Thailand (Kingdom Of) | THAIGB | Jan 2026 | 59,000 | $2K | 0.00% | DBT |
| 1904 | CURRENCY CONTRACT - EUR | 000000000 | Oct 2022 | -157,352 | $2K | 0.00% | DFE |
| 1905 | CURRENCY CONTRACT - JPY | 000000000 | Oct 2022 | -812,147 | $2K | 0.00% | DFE |
| 1906 | CHL Mortgage Pass-Through Trust | CWHL | Jan 2026 | 5,091 | $2K | 0.00% | ABS-O |
| 1907 | CURRENCY CONTRACT - MYR | 000000000 | Oct 2022 | -73,000 | $2K | 0.00% | DFE |
| 1908 | CDS_SN_CCP FED REPUBLIC OF BRAZI 1% 20301220 | 000000000 | Oct 2022 | 164,000 | $2K | 0.00% | DCR |
| 1909 | Telecom Argentina SA | TECOAR | Jan 2026 | 2,000 | $2K | 0.00% | DBT |
| 1910 | OIS_CCP JPY RCV TONAR1D PAY 1.0265% 12-MAR-2027 | 000000000 | Oct 2022 | 1,317,226,437 | $2K | 0.00% | DIR |
| 1911 | United States Treasury Notes | T | Jan 2026 | 2,000 | $2K | 0.00% | DBT |
| 1912 | Argentina (Republic Of) | ARGENT | Jan 2026 | 2,100 | $2K | 0.00% | DBT |
| 1913 | OIS_CCP JPY RCV TONAR1D PAY 0.9975% 12-MAR-2027 | 000000000 | Oct 2022 | 538,261,739 | $2K | 0.00% | DIR |
| 1914 | Federal National Mortgage Association | FNMA | Oct 2022 | 1,857 | $2K | 0.00% | ABS-MBS |
| 1915 | IRS COP RCV COOVI1D PAY 9.54% 17-DEC-2029 | 000000000 | Oct 2022 | 152,684,306 | $2K | 0.00% | DIR |
| 1916 | Federal National Mortgage Association | FNMA | Oct 2022 | 1,945 | $2K | 0.00% | ABS-MBS |
| 1917 | CURRENCY CONTRACT - MYR | 000000000 | Oct 2022 | -61,696 | $2K | 0.00% | DFE |
| 1918 | FXO USDBRL CALL 5.45 2704 | 000000000 | Oct 2022 | 94,000 | $2K | 0.00% | DFE |
| 1919 | CURRENCY CONTRACT - MYR | 000000000 | Oct 2022 | -61,857 | $2K | 0.00% | DFE |
| 1920 | CURRENCY CONTRACT - AUD | 000000000 | Oct 2022 | -44,709 | $2K | 0.00% | DFE |
| 1921 | IRS COP RCV COOVI1D PAY 9.54% 17-DEC-2029 | 000000000 | Oct 2022 | 140,713,919 | $2K | 0.00% | DIR |
| 1922 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -7,081,399 | $2K | 0.00% | DFE |
| 1923 | CURRENCY CONTRACT - MXN | 000000000 | Oct 2022 | -52,000 | $2K | 0.00% | DFE |
| 1924 | CURRENCY CONTRACT - CLP | 000000000 | Oct 2022 | -60,000 | $2K | 0.00% | DFE |
| 1925 | FXO AUDUSD CALL 0.685 060 | 000000000 | Oct 2022 | 64,622 | $2K | 0.00% | DFE |
| 1926 | FXO AUDUSD CALL 0.685 060 | 000000000 | Oct 2022 | 64,000 | $2K | 0.00% | DFE |
| 1927 | RPI_CCP USD RCV CPI1D PAY 2.429% 15-APR-2030 | 000000000 | Oct 2022 | 500,125 | $2K | 0.00% | DIR |
| 1928 | CURRENCY CONTRACT - PLN | 000000000 | Oct 2022 | -84,879 | $1K | 0.00% | DFE |
| 1929 | FXO USDCOP CALL 3920 2705 | 000000000 | Oct 2022 | 61,000 | $1K | 0.00% | DFE |
| 1930 | Federal National Mortgage Association | FNMA | Oct 2022 | 1,345 | $1K | 0.00% | ABS-MBS |
| 1931 | Washg Mutual 7-He1 | WMABS | Jan 2026 | 4,031 | $1K | 0.00% | ABS-O |
| 1932 | Ukraine (Republic of) | UKRAIN | Jan 2026 | 2,000 | $1K | 0.00% | DBT |
| 1933 | CURRENCY CONTRACT - IDR | 000000000 | Oct 2022 | -399,671 | $1K | 0.00% | DFE |
| 1934 | OIS_CCP JPY RCV TONAR1D PAY 1.01846% 12-MAR-2027 | 000000000 | Oct 2022 | 570,293,188 | $1K | 0.00% | DIR |
| 1935 | CURRENCY CONTRACT - BRL | 000000000 | Oct 2022 | -39,400 | $1K | 0.00% | DFE |
| 1936 | IRS COP RCV COOVI1D PAY 9.99% 20-JAN-2030 | 000000000 | Oct 2022 | 344,496,000 | $1K | 0.00% | DIR |
| 1937 | Ukraine (Republic of) | UKRAIN | Jan 2026 | 2,000 | $1K | 0.00% | DBT |
| 1938 | FXO USDCOP CALL 3920 2705 | 000000000 | Oct 2022 | 52,152 | $1K | 0.00% | DFE |
| 1939 | CURRENCY CONTRACT - MXN | 000000000 | Oct 2022 | -33,851 | $1K | 0.00% | DFE |
| 1940 | CURRENCY CONTRACT - CZK | 000000000 | Oct 2022 | -80,000 | $1K | 0.00% | DFE |
| 1941 | IRS COP RCV COOVI1D PAY 9.36% 17-DEC-2029 | 000000000 | Oct 2022 | 78,086,111 | $1K | 0.00% | DIR |
| 1942 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -4,353,091 | $1K | 0.00% | DFE |
| 1943 | FXO EURUSD CALL 1.175 100 | 000000000 | Oct 2022 | 79,333 | $1K | 0.00% | DFE |
| 1944 | IRS COP RCV COOVI1D PAY 9.42% 17-DEC-2029 | 000000000 | Oct 2022 | 77,857,140 | $1K | 0.00% | DIR |
| 1945 | IRS COP RCV COOVI1D PAY 9.36% 17-DEC-2029 | 000000000 | Oct 2022 | 71,964,247 | $971 | 0.00% | DIR |
| 1946 | CURRENCY CONTRACT - AUD | 000000000 | Oct 2022 | -25,491 | $970 | 0.00% | DFE |
| 1947 | FXO USDINR PUT 92.4 08012 | 000000000 | Oct 2022 | 93,000 | $952 | 0.00% | DFE |
| 1948 | FXO EURUSD CALL 1.175 100 | 000000000 | Oct 2022 | 74,000 | $952 | 0.00% | DFE |
| 1949 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -260,000 | $952 | 0.00% | DFE |
| 1950 | FXO USDBRL CALL 5.45 2704 | 000000000 | Oct 2022 | 52,000 | $946 | 0.00% | DFE |
| 1951 | CURRENCY CONTRACT - RON | 000000000 | Oct 2022 | -61,146 | $932 | 0.00% | DFE |
| 1952 | IRS COP RCV COOVI1D PAY 9.42% 17-DEC-2029 | 000000000 | Oct 2022 | 71,753,190 | $931 | 0.00% | DIR |
| 1953 | CURRENCY CONTRACT - ZAR | 000000000 | Oct 2022 | -54,000 | $910 | 0.00% | DFE |
| 1954 | CURRENCY CONTRACT - BRL | 000000000 | Oct 2022 | -37,000 | $898 | 0.00% | DFE |
| 1955 | IRS_CCP HUF RCV 6.25% PAY BUBOR6M 17-DEC-2027 | 000000000 | Oct 2022 | 55,111,806 | $894 | 0.00% | DIR |
| 1956 | FXO USDINR PUT 92.4 08012 | 000000000 | Oct 2022 | 87,000 | $891 | 0.00% | DFE |
| 1957 | FXODIG EURHUF PUT 375 21 | 000000000 | Oct 2022 | 8,000 | $881 | 0.00% | DFE |
| 1958 | CDS_SN_CCP REPUBLIC OF COLOMBIA 1% 20301220 | 000000000 | Oct 2022 | 19,000 | $857 | 0.00% | DCR |
| 1959 | CURRENCY CONTRACT - BRL | 000000000 | Oct 2022 | -35,000 | $849 | 0.00% | DFE |
| 1960 | OIS_CCP MXN RCV 8.27% PAY MXIBTIEF1D 05-DEC-2035 | 000000000 | Oct 2022 | 807,478 | $829 | 0.00% | DIR |
| 1961 | SWO_CDX ITRAXX EUROPE CRO | 000000000 | Oct 2022 | 152,000 | $826 | 0.00% | DCR |
| 1962 | CURRENCY CONTRACT - IDR | 000000000 | Oct 2022 | -60,903 | $798 | 0.00% | DFE |
| 1963 | FXO AUDUSD PUT 0.69 26022 | 000000000 | Oct 2022 | 133,000 | $699 | 0.00% | DFE |
| 1964 | CDS_SN_CCP SAUDI INTERNATIONAL B 1% 20301220 | 000000000 | Oct 2022 | 58,000 | $694 | 0.00% | DCR |
| 1965 | FXO GBPUSD CALL 1.345 130 | 000000000 | Oct 2022 | 27,000 | $671 | 0.00% | DFE |
| 1966 | Ukraine (Republic of) | UKRAIN | Jan 2026 | 1,000 | $634 | 0.00% | DBT |
| 1967 | CURRENCY CONTRACT - SGD | 000000000 | Oct 2022 | -54,573 | $634 | 0.00% | DFE |
| 1968 | CURRENCY CONTRACT - BRL | 000000000 | Oct 2022 | -30,057 | $611 | 0.00% | DFE |
| 1969 | OIS_CCP BRL RCV 13.238% PAY BZDIO1D 02-JAN-2031 | 000000000 | Oct 2022 | 263,000 | $598 | 0.00% | DIR |
| 1970 | FXO USDTHB CALL 31.3 1903 | 000000000 | Oct 2022 | 37,000 | $591 | 0.00% | DFE |
| 1971 | CURRENCY CONTRACT - BRL | 000000000 | Oct 2022 | -9,000 | $578 | 0.00% | DFE |
| 1972 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -813,100 | $576 | 0.00% | DFE |
| 1973 | FXO USDTHB CALL 31.3 1903 | 000000000 | Oct 2022 | 35,000 | $559 | 0.00% | DFE |
| 1974 | CURRENCY CONTRACT - BRL | 000000000 | Oct 2022 | -20,045 | $537 | 0.00% | DFE |
| 1975 | FXODIG USDKRW PUT 1400 0 | 000000000 | Oct 2022 | 3,000 | $517 | 0.00% | DFE |
| 1976 | Northern Institutional Funds | NTPXX | Oct 2022 | 500 | $500 | 0.00% | STIV |
| 1977 | OIS_CCP BRL RCV 13.02% PAY BZDIO1D 02-JAN-2029 | 000000000 | Oct 2022 | 415,000 | $493 | 0.00% | DIR |
| 1978 | CDS_SN ALTICE FRANCE SA 4.75 5% 20270620 | 000000000 | Oct 2022 | 13,000 | $469 | 0.00% | DCR |
| 1979 | FXO EURUSD CALL 1.218 260 | 000000000 | Oct 2022 | 252,000 | $453 | 0.00% | DFE |
| 1980 | FXODIG EURHUF PUT 375 21 | 000000000 | Oct 2022 | 4,000 | $441 | 0.00% | DFE |
| 1981 | CDS_SN ALTICE FRANCE SA 4.75 5% 20270620 | 000000000 | Oct 2022 | 12,000 | $432 | 0.00% | DCR |
| 1982 | CURRENCY CONTRACT - MYR | 000000000 | Oct 2022 | -19,000 | $429 | 0.00% | DFE |
| 1983 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -2,555,229,557 | $421 | 0.00% | DFE |
| 1984 | CURRENCY CONTRACT - MXN | 000000000 | Oct 2022 | -11,824 | $404 | 0.00% | DFE |
| 1985 | FXO AUDUSD PUT 0.69 26022 | 000000000 | Oct 2022 | 74,000 | $389 | 0.00% | DFE |
| 1986 | FXO EURUSD CALL 1.185 100 | 000000000 | Oct 2022 | 60,000 | $386 | 0.00% | DFE |
| 1987 | CURRENCY CONTRACT - MYR | 000000000 | Oct 2022 | -17,000 | $384 | 0.00% | DFE |
| 1988 | FXO USDTRY PUT 45.25 2503 | 000000000 | Oct 2022 | 23,500 | $377 | 0.00% | DFE |
| 1989 | FXO USDTRY PUT 45.25 2503 | 000000000 | Oct 2022 | 23,500 | $377 | 0.00% | DFE |
| 1990 | FXO GBPUSD PUT 1.355 2502 | 000000000 | Oct 2022 | 69,000 | $361 | 0.00% | DFE |
| 1991 | CURRENCY CONTRACT - BRL | 000000000 | Oct 2022 | -10,800 | $361 | 0.00% | DFE |
| 1992 | FXO EURUSD CALL 1.185 100 | 000000000 | Oct 2022 | 56,000 | $360 | 0.00% | DFE |
| 1993 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -101,057,049 | $359 | 0.00% | DFE |
| 1994 | CURRENCY CONTRACT - SGD | 000000000 | Oct 2022 | -31,191 | $357 | 0.00% | DFE |
| 1995 | FXO USDTRY PUT 45.25 2503 | 000000000 | Oct 2022 | 21,500 | $345 | 0.00% | DFE |
| 1996 | FXO USDTRY PUT 45.25 2503 | 000000000 | Oct 2022 | 21,500 | $345 | 0.00% | DFE |
| 1997 | CALL MAR 26 U.S. CALL MA | USH6C | Oct 2022 | 1 | $344 | 0.00% | DIR |
| 1998 | FXO GBPUSD PUT 1.355 2502 | 000000000 | Oct 2022 | 64,000 | $335 | 0.00% | DFE |
| 1999 | IRS_CCP MYR RCV KLIBO3M PAY 3.3886% 18-JUN-2029 | 000000000 | Oct 2022 | 840,000 | $331 | 0.00% | DIR |
| 2000 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -449,800 | $318 | 0.00% | DFE |
| 2001 | SWO_CDX ITRAXX EUROPE CRO | 000000000 | Oct 2022 | 153,000 | $316 | 0.00% | DCR |
| 2002 | CURRENCY CONTRACT - JPY | 000000000 | Oct 2022 | -28,000 | $313 | 0.00% | DFE |
| 2003 | IRS_CCP HUF RCV 6.285% PAY BUBOR6M 17-DEC-2030 | 000000000 | Oct 2022 | 8,118,150 | $311 | 0.00% | DIR |
| 2004 | CURRENCY CONTRACT - NGN | 000000000 | Oct 2022 | -20,060 | $296 | 0.00% | DFE |
| 2005 | IRS_CCP CZK RCV 3.741% PAY PRBOR6M 18-MAR-2031 | 000000000 | Oct 2022 | 1,073,236 | $290 | 0.00% | DIR |
| 2006 | CURRENCY CONTRACT - JPY | 000000000 | Oct 2022 | -26,000 | $290 | 0.00% | DFE |
| 2007 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -102,000 | $277 | 0.00% | DFE |
| 2008 | FXO USDTHB CALL 32 120326 | 000000000 | Oct 2022 | 47,000 | $273 | 0.00% | DFE |
| 2009 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -992,788,376 | $270 | 0.00% | DFE |
| 2010 | IRS_CCP CNY RCV CNRR07D PAY 1.624% 18-MAR-2031 | 000000000 | Oct 2022 | 2,420,000 | $265 | 0.00% | DIR |
| 2011 | CURRENCY CONTRACT - MXN | 000000000 | Oct 2022 | -8,697 | $254 | 0.00% | DFE |
| 2012 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -198,919 | $246 | 0.00% | DFE |
| 2013 | FXO AUDUSD CALL 0.685 060 | 000000000 | Oct 2022 | 9,700 | $230 | 0.00% | DFE |
| 2014 | CURRENCY CONTRACT - IDR | 000000000 | Oct 2022 | -23,388 | $230 | 0.00% | DFE |
| 2015 | FXO USDCLP CALL 910 13042 | 000000000 | Oct 2022 | 28,000 | $226 | 0.00% | DFE |
| 2016 | FXOBAR USDJPY PUT 159 UI | 000000000 | Oct 2022 | 253,000 | $220 | 0.00% | DFE |
| 2017 | CURRENCY CONTRACT - HUF | 000000000 | Oct 2022 | -7,121 | $219 | 0.00% | DFE |
| 2018 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -96,297,516 | $218 | 0.00% | DFE |
| 2019 | FXO USDCLP CALL 910 13042 | 000000000 | Oct 2022 | 26,000 | $210 | 0.00% | DFE |
| 2020 | FXO EURUSD CALL 1.2 25022 | 000000000 | Oct 2022 | 47,000 | $210 | 0.00% | DFE |
| 2021 | CURRENCY CONTRACT - KRW | 000000000 | Oct 2022 | -19,000 | $199 | 0.00% | DFE |
| 2022 | FXO EURUSD CALL 1.2 25022 | 000000000 | Oct 2022 | 44,000 | $196 | 0.00% | DFE |
| 2023 | CURRENCY CONTRACT - IDR | 000000000 | Oct 2022 | -64,000 | $193 | 0.00% | DFE |
| 2024 | FXO GBPUSD PUT 1.365 2602 | 000000000 | Oct 2022 | 21,000 | $191 | 0.00% | DFE |
| 2025 | FXO USDTHB CALL 32.7 1203 | 000000000 | Oct 2022 | 94,000 | $179 | 0.00% | DFE |
| 2026 | CURRENCY CONTRACT - KRW | 000000000 | Oct 2022 | -17,000 | $178 | 0.00% | DFE |
| 2027 | IRS COP RCV COOVI1D PAY 10.595% 18-MAR-2030 | 000000000 | Oct 2022 | 47,802,285 | $173 | 0.00% | DIR |
| 2028 | FXO GBPUSD PUT 1.365 2602 | 000000000 | Oct 2022 | 19,000 | $173 | 0.00% | DFE |
| 2029 | FXO USDCOP CALL 3920 2705 | 000000000 | Oct 2022 | 8,100 | $172 | 0.00% | DFE |
| 2030 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -24,000 | $168 | 0.00% | DFE |
| 2031 | CURRENCY CONTRACT - EGP | 000000000 | Oct 2022 | -30,643 | $163 | 0.00% | DFE |
| 2032 | CURRENCY CONTRACT - IDR | 000000000 | Oct 2022 | -159,000 | $162 | 0.00% | DFE |
| 2033 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -22,000 | $154 | 0.00% | DFE |
| 2034 | CURRENCY CONTRACT - IDR | 000000000 | Oct 2022 | -41,081 | $153 | 0.00% | DFE |
| 2035 | FXO USDTHB CALL 32 120326 | 000000000 | Oct 2022 | 26,000 | $151 | 0.00% | DFE |
| 2036 | CURRENCY CONTRACT - NGN | 000000000 | Oct 2022 | -10,000 | $147 | 0.00% | DFE |
| 2037 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -59,504 | $145 | 0.00% | DFE |
| 2038 | CURRENCY CONTRACT - IDR | 000000000 | Oct 2022 | -118,776 | $128 | 0.00% | DFE |
| 2039 | Northern Institutional Funds | NTPXX | Oct 2022 | 110 | $110 | 0.00% | STIV |
| 2040 | FXO USDTHB CALL 32.7 1203 | 000000000 | Oct 2022 | 52,000 | $99 | 0.00% | DFE |
| 2041 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -32,917 | $80 | 0.00% | DFE |
| 2042 | CURRENCY CONTRACT - EGP | 000000000 | Oct 2022 | -15,000 | $80 | 0.00% | DFE |
| 2043 | CURRENCY CONTRACT - PHP | 000000000 | Oct 2022 | -13,786 | $76 | 0.00% | DFE |
| 2044 | CURRENCY CONTRACT - KRW | 000000000 | Oct 2022 | -41,981 | $74 | 0.00% | DFE |
| 2045 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -140,130 | $59 | 0.00% | DFE |
| 2046 | IRS_CCP CNY RCV CNRR07D PAY 1.6238% 18-MAR-2031 | 000000000 | Oct 2022 | 485,612 | $54 | 0.00% | DIR |
| 2047 | IRS_CCP CNY RCV CNRR07D PAY 1.608% 18-MAR-2031 | 000000000 | Oct 2022 | 228,660 | $50 | 0.00% | DIR |
| 2048 | CURRENCY CONTRACT - COP | 000000000 | Oct 2022 | -50,642 | $46 | 0.00% | DFE |
| 2049 | CURRENCY CONTRACT - IDR | 000000000 | Oct 2022 | -33,176 | $46 | 0.00% | DFE |
| 2050 | FXO USDCOP CALL 3920 2705 | 000000000 | Oct 2022 | 2,100 | $45 | 0.00% | DFE |
| 2051 | FXODIG USDCZK PUT 20 050 | 000000000 | Oct 2022 | 2,610 | $44 | 0.00% | DFE |
| 2052 | FXODIG USDCZK PUT 20 050 | 000000000 | Oct 2022 | 2,598 | $43 | 0.00% | DFE |
| 2053 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -53,320 | $43 | 0.00% | DFE |
| 2054 | CURRENCY CONTRACT - COP | 000000000 | Oct 2022 | -43,000 | $39 | 0.00% | DFE |
| 2055 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -10,762,688 | $38 | 0.00% | DFE |
| 2056 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -31,802 | $35 | 0.00% | DFE |
| 2057 | CURRENCY CONTRACT - CNH | 000000000 | Oct 2022 | -340,857 | $34 | 0.00% | DFE |
| 2058 | OIS_CCP MXN RCV 6.975% PAY MXIBTIEF1D 05-NOV-2026 | 000000000 | Oct 2022 | 1,301,595 | $34 | 0.00% | DIR |
| 2059 | IRS_CCP PLN RCV WIBOR6M PAY 3.49% 18-MAR-2028 | 000000000 | Oct 2022 | 92,055 | $34 | 0.00% | DIR |
| 2060 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -8,400,000 | $33 | 0.00% | DFE |
| 2061 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -74,061 | $31 | 0.00% | DFE |
| 2062 | CURRENCY CONTRACT - KRW | 000000000 | Oct 2022 | -17,000 | $30 | 0.00% | DFE |
| 2063 | CURRENCY CONTRACT - PHP | 000000000 | Oct 2022 | -5,333 | $29 | 0.00% | DFE |
| 2064 | FXODIG USDINR PUT 88.15 | 000000000 | Oct 2022 | 6,000 | $28 | 0.00% | DFE |
| 2065 | FXODIG USDINR PUT 88.15 | 000000000 | Oct 2022 | 4,338 | $20 | 0.00% | DFE |
| 2066 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -1,100,000 | $17 | 0.00% | DFE |
| 2067 | FXO USDBRL CALL 5.55 0602 | 000000000 | Oct 2022 | 52,000 | $17 | 0.00% | DFE |
| 2068 | FXO USDBRL CALL 5.55 0602 | 000000000 | Oct 2022 | 51,879 | $17 | 0.00% | DFE |
| 2069 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -188,433 | $15 | 0.00% | DFE |
| 2070 | CURRENCY CONTRACT - CNH | 000000000 | Oct 2022 | -104,000 | $11 | 0.00% | DFE |
| 2071 | IRS_CCP EUR RCV 2.43205% PAY EURIB6M 03-FEB-2030 | 000000000 | Oct 2022 | 19,285 | $7 | 0.00% | DIR |
| 2072 | FXODIG USDCZK PUT 20 050 | 000000000 | Oct 2022 | 400 | $7 | 0.00% | DFE |
| 2073 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -52,490 | $3 | 0.00% | DFE |
| 2074 | FXODIG USDINR PUT 88.15 | 000000000 | Oct 2022 | 700 | $3 | 0.00% | DFE |
| 2075 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -4,000 | $3 | 0.00% | DFE |
| 2076 | FXO USDBRL CALL 5.55 0602 | 000000000 | Oct 2022 | 8,100 | $3 | 0.00% | DFE |
| 2077 | FXODIG USDCZK PUT 20 050 | 000000000 | Oct 2022 | 100 | $2 | 0.00% | DFE |
| 2078 | FXODIG EURCZK PUT 23.85 | 000000000 | Oct 2022 | 2,980 | $2 | 0.00% | DFE |
| 2079 | FXODIG EURCZK PUT 23.85 | 000000000 | Oct 2022 | 2,968 | $2 | 0.00% | DFE |
| 2080 | FXODIG USDINR PUT 88.15 | 000000000 | Oct 2022 | 200 | $1 | 0.00% | DFE |
| 2081 | FXO USDBRL CALL 5.55 0602 | 000000000 | Oct 2022 | 2,100 | $1 | 0.00% | DFE |
| 2082 | FXODIG EURCZK PUT 23.85 | 000000000 | Oct 2022 | 500 | $0 | 0.00% | DFE |
| 2083 | SWO USD RCV 3.57 PAY SOFR | 000000000 | Oct 2022 | 593,780 | $0 | 0.00% | DIR |
| 2084 | IRS_CCP HUF RCV 5.98% PAY BUBOR6M 18-MAR-2031 | 000000000 | Oct 2022 | 1,364,358 | $0 | 0.00% | DIR |
| 2085 | FXODIG EURCZK PUT 23.85 | 000000000 | Oct 2022 | 100 | $0 | 0.00% | DFE |
| 2086 | Federal Home Loan Mortgage Corp. | FHLMC | Jan 2026 | 0 | $0 | 0.00% | ABS-MBS |
| 2087 | Federal Home Loan Mortgage Corp. | FHLMC | Jan 2026 | 0 | $0 | 0.00% | ABS-MBS |
| 2088 | Federal Home Loan Mortgage Corp. | FHLMC | Jan 2026 | 0 | $0 | 0.00% | ABS-MBS |
| 2089 | SWO USD RCV 3.77 PAY SOFR | 000000000 | Oct 2022 | 395,400 | $0 | 0.00% | DIR |
| 2090 | SWO USD RCV SOFR 1D PAY 2 | 000000000 | Oct 2022 | -1,640,625 | $-0 | 0.00% | DIR |
| 2091 | SWO USD RCV SOFR 1D PAY 2 | 000000000 | Oct 2022 | -1,640,625 | $-0 | 0.00% | DIR |
| 2092 | SWO USD RCV SOFR 1D PAY 2 | 000000000 | Oct 2022 | -1,640,625 | $-0 | 0.00% | DIR |
| 2093 | FXO USDBRL CALL 5.75 0602 | 000000000 | Oct 2022 | -3,100 | $-0 | 0.00% | DFE |
| 2094 | FXO USDBRL CALL 5.75 0602 | 000000000 | Oct 2022 | -12,100 | $-1 | 0.00% | DFE |
| 2095 | FXO USDCNH CALL 6.975 050 | 000000000 | Oct 2022 | -2,400 | $-1 | 0.00% | DFE |
| 2096 | IRS_CCP CNY RCV 1.556% PAY CNRR07D 18-MAR-2029 | 000000000 | Oct 2022 | 160,242 | $-1 | 0.00% | DIR |
| 2097 | IRS_CCP CNY RCV 1.638% PAY CNRR07D 18-MAR-2031 | 000000000 | Oct 2022 | 129,554 | $-2 | 0.00% | DIR |
| 2098 | SWO USD RCV SOFR 1D PAY 2 | 000000000 | Oct 2022 | -1,640,625 | $-3 | 0.00% | DIR |
| 2099 | SWO USD RCV SOFR 1D PAY 2 | 000000000 | Oct 2022 | -1,640,625 | $-3 | 0.00% | DIR |
| 2100 | SWO USD RCV SOFR 1D PAY 2 | 000000000 | Oct 2022 | -1,640,625 | $-3 | 0.00% | DIR |
| 2101 | SWO USD RCV SOFR 1D PAY 2 | 000000000 | Oct 2022 | -1,640,625 | $-4 | 0.00% | DIR |
| 2102 | SWO USD RCV SOFR 1D PAY 2 | 000000000 | Oct 2022 | -1,640,625 | $-4 | 0.00% | DIR |
| 2103 | FXO USDCNH CALL 6.975 050 | 000000000 | Oct 2022 | -9,400 | $-4 | 0.00% | DFE |
| 2104 | FXO USDBRL CALL 5.75 0602 | 000000000 | Oct 2022 | -77,818 | $-5 | 0.00% | DFE |
| 2105 | FXO USDBRL CALL 5.75 0602 | 000000000 | Oct 2022 | -78,000 | $-5 | 0.00% | DFE |
| 2106 | OIS_CCP MXN RCV 8% PAY MXIBTIEF1D 28-DEC-2035 | 000000000 | Oct 2022 | 89,154 | $-5 | 0.00% | DIR |
| 2107 | OIS_CCP MXN RCV 7.53% PAY MXIBTIEF1D 03-JAN-2031 | 000000000 | Oct 2022 | 449,583 | $-5 | -0.00% | DIR |
| 2108 | FXO GBPUSD PUT 1.315 1302 | 000000000 | Oct 2022 | -27,000 | $-5 | -0.00% | DFE |
| 2109 | SWO USD RCV 3.94 PAY SOFR | 000000000 | Oct 2022 | -1,640,625 | $-6 | -0.00% | DIR |
| 2110 | SWO USD RCV 3.94 PAY SOFR | 000000000 | Oct 2022 | -1,640,625 | $-6 | -0.00% | DIR |
| 2111 | FXO USDCNH PUT 6.975 0502 | 000000000 | Oct 2022 | -2,400 | $-7 | -0.00% | DFE |
| 2112 | SWO USD RCV 3.86 PAY SOFR | 000000000 | Oct 2022 | -1,640,625 | $-7 | -0.00% | DIR |
| 2113 | SWO USD RCV 3.853 PAY SOF | 000000000 | Oct 2022 | -1,640,625 | $-8 | -0.00% | DIR |
| 2114 | SWO USD RCV 3.852 PAY SOF | 000000000 | Oct 2022 | -1,640,625 | $-9 | -0.00% | DIR |
| 2115 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -314,967 | $-9 | -0.00% | DFE |
| 2116 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -418,616 | $-9 | -0.00% | DFE |
| 2117 | SWO USD RCV 3.929 PAY SOF | 000000000 | Oct 2022 | -1,640,625 | $-10 | -0.00% | DIR |
| 2118 | SWO USD RCV 3.925 PAY SOF | 000000000 | Oct 2022 | -1,640,625 | $-11 | -0.00% | DIR |
| 2119 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -108,280 | $-14 | -0.00% | DFE |
| 2120 | FXO USDCNH CALL 6.975 050 | 000000000 | Oct 2022 | -43,000 | $-19 | -0.00% | DFE |
| 2121 | OIS_CCP BRL RCV BZDIO1D PAY 13.864% 04-JAN-2027 | 000000000 | Oct 2022 | 103,000 | $-23 | -0.00% | DIR |
| 2122 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -814,201 | $-23 | -0.00% | DFE |
| 2123 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -102,505 | $-23 | -0.00% | DFE |
| 2124 | FXO USDCOP CALL 4200 2705 | 000000000 | Oct 2022 | -3,100 | $-24 | -0.00% | DFE |
| 2125 | SWO USD RCV 3.89 PAY SOFR | 000000000 | Oct 2022 | -1,640,625 | $-26 | -0.00% | DIR |
| 2126 | FXO USDCNH CALL 6.975 050 | 000000000 | Oct 2022 | -60,560 | $-26 | -0.00% | DFE |
| 2127 | FXO USDCNH PUT 6.975 0502 | 000000000 | Oct 2022 | -9,400 | $-27 | -0.00% | DFE |
| 2128 | IRS_CCP PLN RCV WIBOR6M PAY 4.004023% 17-DEC-2030 | 000000000 | Oct 2022 | 11,670 | $-29 | -0.00% | DIR |
| 2129 | OIS_CCP BRL RCV BZDIO1D PAY 13.695% 04-JAN-2027 | 000000000 | Oct 2022 | 146,659 | $-31 | -0.00% | DIR |
| 2130 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -145,872 | $-33 | -0.00% | DFE |
| 2131 | IRS_CCP HUF RCV 5.76% PAY BUBOR6M 18-MAR-2028 | 000000000 | Oct 2022 | 6,615,883 | $-34 | -0.00% | DIR |
| 2132 | FXO EURBRL CALL 6.45 0503 | 000000000 | Oct 2022 | -4,400 | $-35 | -0.00% | DFE |
| 2133 | CURRENCY CONTRACT - ZAR | 000000000 | Oct 2022 | -2,000 | $-39 | -0.00% | DFE |
| 2134 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -887,453,273 | $-41 | -0.00% | DFE |
| 2135 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -1,800,000 | $-44 | -0.00% | DFE |
| 2136 | CDS_SN REPUBLIC OF ARGENTINA 5% 20271220 | 000000000 | Oct 2022 | 3,000 | $-51 | -0.00% | DCR |
| 2137 | SWO USD RCV 3.96 PAY SOFR | 000000000 | Oct 2022 | -1,055,000 | $-56 | -0.00% | DIR |
| 2138 | IRS_CCP CNY RCV 1.535% PAY CNRR07D 17-DEC-2028 | 000000000 | Oct 2022 | 716,000 | $-57 | -0.00% | DIR |
| 2139 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -622,965 | $-60 | -0.00% | DFE |
| 2140 | IRS_CCP CNY RCV 1.54% PAY CNRR07D 17-DEC-2028 | 000000000 | Oct 2022 | 1,067,963 | $-63 | -0.00% | DIR |
| 2141 | CURRENCY CONTRACT - PEN | 000000000 | Oct 2022 | -12,141 | $-64 | -0.00% | DFE |
| 2142 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -20,318,727 | $-66 | -0.00% | DFE |
| 2143 | IRS_CCP CNY RCV 1.51% PAY CNRR07D 17-JUN-2028 | 000000000 | Oct 2022 | 1,265,310 | $-67 | -0.00% | DIR |
| 2144 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -53,875,413 | $-70 | -0.00% | DFE |
| 2145 | CURRENCY CONTRACT - TRY | 000000000 | Oct 2022 | -19,224 | $-71 | -0.00% | DFE |
| 2146 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -47,790 | $-73 | -0.00% | DFE |
| 2147 | IRS_CCP CNY RCV 1.5075% PAY CNRR07D 17-JUN-2028 | 000000000 | Oct 2022 | 1,295,867 | $-77 | -0.00% | DIR |
| 2148 | CURRENCY CONTRACT - COP | 000000000 | Oct 2022 | -35,000 | $-78 | -0.00% | DFE |
| 2149 | CURRENCY CONTRACT - COP | 000000000 | Oct 2022 | -37,000 | $-82 | -0.00% | DFE |
| 2150 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -48,000 | $-93 | -0.00% | DFE |
| 2151 | FXO USDCOP CALL 4200 2705 | 000000000 | Oct 2022 | -12,200 | $-94 | -0.00% | DFE |
| 2152 | FXO USDTHB CALL 32.7 1203 | 000000000 | Oct 2022 | -52,000 | $-99 | -0.00% | DFE |
| 2153 | SWO USD RCV 4.3 PAY SOFR | 000000000 | Oct 2022 | -467,000 | $-100 | -0.00% | DIR |
| 2154 | CURRENCY CONTRACT - PEN | 000000000 | Oct 2022 | -11,000 | $-100 | -0.00% | DFE |
| 2155 | CURRENCY CONTRACT - PEN | 000000000 | Oct 2022 | -21,362 | $-105 | -0.00% | DFE |
| 2156 | CURRENCY CONTRACT - PEN | 000000000 | Oct 2022 | -11,000 | $-105 | -0.00% | DFE |
| 2157 | IRS_CCP TWD RCV 2.008% PAY TAIBO3M 17-MAR-2028 | 000000000 | Oct 2022 | 5,561,431 | $-111 | -0.00% | DIR |
| 2158 | SWO_CDX ITRAXX EUROPE CRO | 000000000 | Oct 2022 | -115,000 | $-111 | -0.00% | DCR |
| 2159 | CURRENCY CONTRACT - PEN | 000000000 | Oct 2022 | -21,358 | $-119 | -0.00% | DFE |
| 2160 | IRS_CCP ZAR RCV JIBAR3M PAY 6.686% 18-MAR-2031 | 000000000 | Oct 2022 | 612,674 | $-120 | -0.00% | DIR |
| 2161 | CURRENCY CONTRACT - PEN | 000000000 | Oct 2022 | -13,000 | $-121 | -0.00% | DFE |
| 2162 | FXO USDCNH PUT 6.975 0502 | 000000000 | Oct 2022 | -43,000 | $-122 | -0.00% | DFE |
| 2163 | IRS_CCP TWD RCV 2.001% PAY TAIBO3M 17-MAR-2028 | 000000000 | Oct 2022 | 5,566,353 | $-123 | -0.00% | DIR |
| 2164 | SWO USD RCV SOFR 1D PAY 3 | 000000000 | Oct 2022 | -772,000 | $-126 | -0.00% | DIR |
| 2165 | CURRENCY CONTRACT - PEN | 000000000 | Oct 2022 | -13,000 | $-127 | -0.00% | DFE |
| 2166 | IRS_CCP TWD RCV 2.02% PAY TAIBO3M 17-MAR-2028 | 000000000 | Oct 2022 | 7,782,216 | $-127 | -0.00% | DIR |
| 2167 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -7,402,000 | $-128 | -0.00% | DFE |
| 2168 | FXO EURUSD CALL 1.22 2502 | 000000000 | Oct 2022 | -87,000 | $-131 | -0.00% | DFE |
| 2169 | FXO EURUSD CALL 1.22 2502 | 000000000 | Oct 2022 | -94,000 | $-141 | -0.00% | DFE |
| 2170 | FXO AUDUSD CALL 0.725 060 | 000000000 | Oct 2022 | -19,400 | $-141 | -0.00% | DFE |
| 2171 | CURRENCY CONTRACT - KRW | 000000000 | Oct 2022 | -17,000 | $-145 | -0.00% | DFE |
| 2172 | FXO USDMXN CALL 18 180326 | 000000000 | Oct 2022 | -26,000 | $-154 | -0.00% | DFE |
| 2173 | CURRENCY CONTRACT - KRW | 000000000 | Oct 2022 | -19,000 | $-162 | -0.00% | DFE |
| 2174 | FXO USDCNH PUT 6.975 0502 | 000000000 | Oct 2022 | -60,560 | $-171 | -0.00% | DFE |
| 2175 | IRS COP RCV 10.78% PAY COOVI1D 18-MAR-2028 | 000000000 | Oct 2022 | 86,423,273 | $-173 | -0.00% | DIR |
| 2176 | IRS_CCP CNY RCV 1.496% PAY CNRR07D 17-JUN-2028 | 000000000 | Oct 2022 | 1,901,038 | $-175 | -0.00% | DIR |
| 2177 | FXO EURBRL CALL 6.45 0503 | 000000000 | Oct 2022 | -22,000 | $-176 | -0.00% | DFE |
| 2178 | FXO USDTHB CALL 32.7 1203 | 000000000 | Oct 2022 | -94,000 | $-179 | -0.00% | DFE |
| 2179 | FXODIG USDKRW PUT 1365 0 | 000000000 | Oct 2022 | -3,000 | $-182 | -0.00% | DFE |
| 2180 | CURRENCY CONTRACT - PEN | 000000000 | Oct 2022 | -20,813 | $-189 | -0.00% | DFE |
| 2181 | CURRENCY CONTRACT - PEN | 000000000 | Oct 2022 | -37,579 | $-196 | -0.00% | DFE |
| 2182 | IRS_CCP CNY RCV 1.492% PAY CNRR07D 17-JUN-2028 | 000000000 | Oct 2022 | 1,903,892 | $-197 | -0.00% | DIR |
| 2183 | CURRENCY CONTRACT - PEN | 000000000 | Oct 2022 | -20,813 | $-199 | -0.00% | DFE |
| 2184 | IRS_CCP CNY RCV 1.583% PAY CNRR07D 17-DEC-2030 | 000000000 | Oct 2022 | 623,000 | $-201 | -0.00% | DIR |
| 2185 | IRS CLP RCV CAMAR1D PAY 4.435% 17-DEC-2027 | 000000000 | Oct 2022 | 128,590,000 | $-208 | -0.00% | DIR |
| 2186 | IRS CLP RCV CAMAR1D PAY 4.435% 17-DEC-2027 | 000000000 | Oct 2022 | 129,274,306 | $-209 | -0.00% | DIR |
| 2187 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -12,517 | $-210 | -0.00% | DFE |
| 2188 | CURRENCY CONTRACT - PEN | 000000000 | Oct 2022 | -23,500 | $-219 | -0.00% | DFE |
| 2189 | FXO USDTRY CALL 47.5 2503 | 000000000 | Oct 2022 | -21,500 | $-222 | -0.00% | DFE |
| 2190 | FXO USDTRY CALL 47.5 2503 | 000000000 | Oct 2022 | -21,500 | $-222 | -0.00% | DFE |
| 2191 | FXO USDMXN CALL 18 180326 | 000000000 | Oct 2022 | -38,000 | $-225 | -0.00% | DFE |
| 2192 | FXO USDCLP PUT 850 130426 | 000000000 | Oct 2022 | -26,000 | $-225 | -0.00% | DFE |
| 2193 | OIS_CCP BRL RCV BZDIO1D PAY 13.883% 04-JAN-2027 | 000000000 | Oct 2022 | 872,644 | $-226 | -0.00% | DIR |
| 2194 | CURRENCY CONTRACT - PEN | 000000000 | Oct 2022 | -23,500 | $-230 | -0.00% | DFE |
| 2195 | FXO EURBRL CALL 6.45 0503 | 000000000 | Oct 2022 | -29,631 | $-237 | -0.00% | DFE |
| 2196 | OIS_CCP MXN RCV 7.32% PAY MXIBTIEF1D 05-NOV-2030 | 000000000 | Oct 2022 | 528,000 | $-239 | -0.00% | DIR |
| 2197 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -33,324 | $-241 | -0.00% | DFE |
| 2198 | FXO USDTRY CALL 47.5 2503 | 000000000 | Oct 2022 | -23,500 | $-242 | -0.00% | DFE |
| 2199 | FXO USDTRY CALL 47.5 2503 | 000000000 | Oct 2022 | -23,500 | $-242 | -0.00% | DFE |
| 2200 | FXO USDCLP PUT 850 130426 | 000000000 | Oct 2022 | -28,000 | $-242 | -0.00% | DFE |
| 2201 | IRS_CCP MYR RCV KLIBO3M PAY 3.484% 18-JUN-2029 | 000000000 | Oct 2022 | 840,000 | $-246 | -0.00% | DIR |
| 2202 | FXO USDCLP PUT 880 180226 | 000000000 | Oct 2022 | -17,000 | $-252 | -0.00% | DFE |
| 2203 | IRS_CCP PLN RCV WIBOR6M PAY 4% 17-DEC-2026 | 000000000 | Oct 2022 | 394,000 | $-269 | -0.00% | DIR |
| 2204 | CDS_SN OMAN GOV INTERNTL BON 1% 20301220 | 000000000 | Oct 2022 | 29,000 | $-272 | -0.00% | DCR |
| 2205 | IRS_CCP CNY RCV 1.584% PAY CNRR07D 17-DEC-2030 | 000000000 | Oct 2022 | 863,431 | $-273 | -0.00% | DIR |
| 2206 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -33,324 | $-284 | -0.00% | DFE |
| 2207 | CURRENCY CONTRACT - BRL | 000000000 | Oct 2022 | -17,000 | $-285 | -0.00% | DFE |
| 2208 | CURRENCY CONTRACT - HUF | 000000000 | Oct 2022 | -26,000 | $-288 | -0.00% | DFE |
| 2209 | CDS_SN_CCP KINGDOM OF MOROCCO 3% 1% 20301220 | 000000000 | Oct 2022 | 29,000 | $-300 | -0.00% | DCR |
| 2210 | FXO USDCLP PUT 880 180226 | 000000000 | Oct 2022 | -20,781 | $-308 | -0.00% | DFE |
| 2211 | FXO USDMXN PUT 17.5 18032 | 000000000 | Oct 2022 | -26,000 | $-310 | -0.00% | DFE |
| 2212 | IRS_CCP ZAR RCV JIBAR3M PAY 6.5538% 17-DEC-2027 | 000000000 | Oct 2022 | 1,353,757 | $-312 | -0.00% | DIR |
| 2213 | FXO EURUSD CALL 1.24 2602 | 000000000 | Oct 2022 | -504,000 | $-316 | -0.00% | DFE |
| 2214 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -38,000 | $-324 | -0.00% | DFE |
| 2215 | IRS_CCP TWD RCV 2.016% PAY TAIBO3M 17-MAR-2028 | 000000000 | Oct 2022 | 18,910,000 | $-332 | -0.00% | DIR |
| 2216 | CDS_SN PACIFICORP 3.3% 03/15 0.130164% 20270929 | 000000000 | Oct 2022 | 142,500 | $-340 | -0.00% | DCR |
| 2217 | IRS_CCP MYR RCV 3.2576% PAY KLIBO3M 18-JUN-2027 | 000000000 | Oct 2022 | 2,450,000 | $-344 | -0.00% | DIR |
| 2218 | CURRENCY CONTRACT - COP | 000000000 | Oct 2022 | -25,000 | $-366 | -0.00% | DFE |
| 2219 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -22,502 | $-378 | -0.00% | DFE |
| 2220 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -53,380 | $-386 | -0.00% | DFE |
| 2221 | FXO USDTHB CALL 31.9 1903 | 000000000 | Oct 2022 | -53,000 | $-403 | -0.00% | DFE |
| 2222 | CURRENCY CONTRACT - HUF | 000000000 | Oct 2022 | -37,000 | $-409 | -0.00% | DFE |
| 2223 | CDS_SN_CCP UNITED MEXICAN STATES 1% 20301220 | 000000000 | Oct 2022 | 81,000 | $-413 | -0.00% | DCR |
| 2224 | FXO USDTHB CALL 31.9 1903 | 000000000 | Oct 2022 | -56,000 | $-425 | -0.00% | DFE |
| 2225 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -90,741,600 | $-431 | -0.00% | DFE |
| 2226 | IRS_CCP ZAR RCV JIBAR3M PAY 6.658% 17-DEC-2026 | 000000000 | Oct 2022 | 5,268,018 | $-444 | -0.00% | DIR |
| 2227 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -26,825 | $-450 | -0.00% | DFE |
| 2228 | FXO USDMXN PUT 17.5 18032 | 000000000 | Oct 2022 | -38,000 | $-453 | -0.00% | DFE |
| 2229 | IRS_CCP ZAR RCV JIBAR3M PAY 6.72% 17-DEC-2026 | 000000000 | Oct 2022 | 3,917,000 | $-458 | -0.00% | DIR |
| 2230 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -4,091,719 | $-494 | -0.00% | DFE |
| 2231 | SWO CZK RCV PRBOR 6M PAY | 000000000 | Oct 2022 | -988,000 | $-498 | -0.00% | DIR |
| 2232 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -429,086 | $-515 | -0.00% | DFE |
| 2233 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -156,118,670 | $-519 | -0.00% | DFE |
| 2234 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -1,714,000 | $-524 | -0.00% | DFE |
| 2235 | CURRENCY CONTRACT - EUR | 000000000 | Oct 2022 | -10,532,632 | $-526 | -0.00% | DFE |
| 2236 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -3,105,720 | $-539 | -0.00% | DFE |
| 2237 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -462,092 | $-555 | -0.00% | DFE |
| 2238 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -92,497 | $-561 | -0.00% | DFE |
| 2239 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -13,300,000 | $-572 | -0.00% | DFE |
| 2240 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -94,352 | $-572 | -0.00% | DFE |
| 2241 | CURRENCY CONTRACT - THB | 000000000 | Oct 2022 | -82,000 | $-579 | -0.00% | DFE |
| 2242 | IRS_CCP EUR RCV 2.308344% PAY EURIB6M 03-FEB-2030 | 000000000 | Oct 2022 | 114,755 | $-602 | -0.00% | DIR |
| 2243 | FXO USDCOP CALL 4200 2705 | 000000000 | Oct 2022 | -78,228 | $-604 | -0.00% | DFE |
| 2244 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -101,735 | $-611 | -0.00% | DFE |
| 2245 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -113,044 | $-611 | -0.00% | DFE |
| 2246 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -18,723,055 | $-632 | -0.00% | DFE |
| 2247 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -6,333,726 | $-637 | -0.00% | DFE |
| 2248 | FXO USDBRL CALL 5.7 27042 | 000000000 | Oct 2022 | -78,000 | $-639 | -0.00% | DFE |
| 2249 | SWO USD RCV 4 PAY SOFR 1D | 000000000 | Oct 2022 | -772,000 | $-659 | -0.00% | DIR |
| 2250 | FXO USDCOP CALL 4200 2705 | 000000000 | Oct 2022 | -87,000 | $-672 | -0.00% | DFE |
| 2251 | FXO EURUSD CALL 1.185 100 | 000000000 | Oct 2022 | -111,000 | $-714 | -0.00% | DFE |
| 2252 | SWO_CDX ITRAXX EUROPE CRO | 000000000 | Oct 2022 | -228,000 | $-719 | -0.00% | DCR |
| 2253 | SWO USD RCV SOFR 1D PAY 3 | 000000000 | Oct 2022 | -2,972,000 | $-723 | -0.00% | DIR |
| 2254 | CURRENCY CONTRACT - ARS | 000000000 | Oct 2022 | -12,082 | $-761 | -0.00% | DFE |
| 2255 | FXO EURUSD CALL 1.185 100 | 000000000 | Oct 2022 | -119,000 | $-765 | -0.00% | DFE |
| 2256 | OIS_CCP USD RCV 3.228% PAY SOFR1D 11-DEC-2027 | 000000000 | Oct 2022 | 7,299,000 | $-767 | -0.00% | DIR |
| 2257 | IRS_CCP PLN RCV WIBOR6M PAY 3.95% 17-DEC-2027 | 000000000 | Oct 2022 | 443,000 | $-782 | -0.00% | DIR |
| 2258 | IRS COP RCV 10.23% PAY COOVI1D 20-JAN-2033 | 000000000 | Oct 2022 | 99,269,000 | $-789 | -0.00% | DIR |
| 2259 | CURRENCY CONTRACT - BRL | 000000000 | Oct 2022 | -47,000 | $-790 | -0.00% | DFE |
| 2260 | IRS_CCP KRW RCV 2.937% PAY KWCDC3M 17-DEC-2030 | 000000000 | Oct 2022 | 57,939,233 | $-792 | -0.00% | DIR |
| 2261 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -25,000 | $-806 | -0.00% | DFE |
| 2262 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -1,020,731 | $-814 | -0.00% | DFE |
| 2263 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -17,500,833 | $-828 | -0.00% | DFE |
| 2264 | CDS_SN REPUBLIC OF INDONESIA 1% 20301220 | 000000000 | Oct 2022 | 82,667 | $-863 | -0.00% | DCR |
| 2265 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -100,000 | $-870 | -0.00% | DFE |
| 2266 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -102,000 | $-874 | -0.00% | DFE |
| 2267 | CURRENCY CONTRACT - BRL | 000000000 | Oct 2022 | -69,302 | $-898 | -0.00% | DFE |
| 2268 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -2,500,000 | $-902 | -0.00% | DFE |
| 2269 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -163,914 | $-911 | -0.00% | DFE |
| 2270 | FXO AUDUSD CALL 0.725 060 | 000000000 | Oct 2022 | -129,000 | $-939 | -0.00% | DFE |
| 2271 | FXO AUDUSD CALL 0.725 060 | 000000000 | Oct 2022 | -129,244 | $-941 | -0.00% | DFE |
| 2272 | Federal National Mortgage Association | FNMA | Jan 2026 | -1,000 | $-944 | -0.00% | ABS-MBS |
| 2273 | IRS COP RCV 9.37% PAY COOVI1D 17-DEC-2027 | 000000000 | Oct 2022 | 128,791,651 | $-974 | -0.00% | DIR |
| 2274 | IRS COP RCV 9.31% PAY COOVI1D 17-DEC-2027 | 000000000 | Oct 2022 | 129,741,823 | $-1019 | -0.00% | DIR |
| 2275 | OIS_CCP USD RCV 3.616% PAY FFUND1D 18-MAR-2026 | 000000000 | Oct 2022 | 30,907,000 | $-1044 | -0.00% | DIR |
| 2276 | IRS COP RCV 9.37% PAY COOVI1D 17-DEC-2027 | 000000000 | Oct 2022 | 139,613,400 | $-1056 | -0.00% | DIR |
| 2277 | IRS_CCP PLN RCV WIBOR6M PAY 4.05% 17-DEC-2030 | 000000000 | Oct 2022 | 350,000 | $-1058 | -0.00% | DIR |
| 2278 | IRS_CCP PLN RCV WIBOR6M PAY 3.880216% 17-DEC-2027 | 000000000 | Oct 2022 | 770,895 | $-1091 | -0.00% | DIR |
| 2279 | IRS COP RCV 9.31% PAY COOVI1D 17-DEC-2027 | 000000000 | Oct 2022 | 140,643,256 | $-1105 | -0.00% | DIR |
| 2280 | FXO USDBRL CALL 5.7 27042 | 000000000 | Oct 2022 | -140,000 | $-1147 | -0.00% | DFE |
| 2281 | FXO EURUSD CALL 1.218 270 | 000000000 | Oct 2022 | -634,649 | $-1214 | -0.00% | DFE |
| 2282 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -2,141,277 | $-1299 | -0.00% | DFE |
| 2283 | FXO USDCAD PUT 1.338 2702 | 000000000 | Oct 2022 | -760,058 | $-1411 | -0.00% | DFE |
| 2284 | IRS_CCP ZAR RCV JIBAR3M PAY 6.8675% 17-DEC-2030 | 000000000 | Oct 2022 | 1,893,000 | $-1416 | -0.00% | DIR |
| 2285 | SWO USD RCV SOFR 1D PAY 2 | 000000000 | Oct 2022 | -1,640,625 | $-1431 | -0.00% | DIR |
| 2286 | SWO USD RCV SOFR 1D PAY 2 | 000000000 | Oct 2022 | -1,640,625 | $-1431 | -0.00% | DIR |
| 2287 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -10,697,692 | $-1432 | -0.00% | DFE |
| 2288 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -8,627,773 | $-1515 | -0.00% | DFE |
| 2289 | OIS_CCP MXN RCV 7.28% PAY MXIBTIEF1D 31-OCT-2030 | 000000000 | Oct 2022 | 2,808,842 | $-1518 | -0.00% | DIR |
| 2290 | SWO GBP RCV SONIA 1D PAY | 000000000 | Oct 2022 | -235,400 | $-1528 | -0.00% | DIR |
| 2291 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -74,000 | $-1542 | -0.00% | DFE |
| 2292 | SWO USD RCV 3.71 PAY SOFR | 000000000 | Oct 2022 | -1,640,625 | $-1590 | -0.00% | DIR |
| 2293 | SWO USD RCV 3.71 PAY SOFR | 000000000 | Oct 2022 | -1,640,625 | $-1590 | -0.00% | DIR |
| 2294 | OIS_CCP INR RCV 5.714% PAY MIBOR1D 17-DEC-2030 | 000000000 | Oct 2022 | 8,337,000 | $-1594 | -0.00% | DIR |
| 2295 | SWO USD RCV SOFR 1D PAY 2 | 000000000 | Oct 2022 | -2,296,875 | $-1610 | -0.00% | DIR |
| 2296 | SWO USD RCV SOFR 1D PAY 2 | 000000000 | Oct 2022 | -2,296,875 | $-1610 | -0.00% | DIR |
| 2297 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -99,354 | $-1707 | -0.00% | DFE |
| 2298 | CURRENCY CONTRACT - COP | 000000000 | Oct 2022 | -159,000 | $-1709 | -0.00% | DFE |
| 2299 | IRS COP RCV 9.54% PAY COOVI1D 17-DEC-2027 | 000000000 | Oct 2022 | 255,699,001 | $-1722 | -0.00% | DIR |
| 2300 | CDS_SN REPUBLIC OF INDONESIA 1% 20301220 | 000000000 | Oct 2022 | 165,333 | $-1726 | -0.00% | DCR |
| 2301 | SWO USD RCV SOFR 1D PAY 2 | 000000000 | Oct 2022 | -14,715,375 | $-1758 | -0.00% | DIR |
| 2302 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -250,000 | $-1825 | -0.00% | DFE |
| 2303 | OIS_CCP USD RCV 3.591% PAY FFUND1D 18-MAR-2026 | 000000000 | Oct 2022 | 27,118,000 | $-1836 | -0.00% | DIR |
| 2304 | IRS_CCP KRW RCV 2.947% PAY KWCDC3M 17-DEC-2030 | 000000000 | Oct 2022 | 137,933,767 | $-1843 | -0.00% | DIR |
| 2305 | FXO USDMXN CALL 18.5 1803 | 000000000 | Oct 2022 | -747,000 | $-1855 | -0.00% | DFE |
| 2306 | IRS COP RCV 9.54% PAY COOVI1D 17-DEC-2027 | 000000000 | Oct 2022 | 277,184,246 | $-1866 | -0.00% | DIR |
| 2307 | FXO USDCLP CALL 920 18032 | 000000000 | Oct 2022 | -523,000 | $-1879 | -0.00% | DFE |
| 2308 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -4,020,319,909 | $-1885 | -0.00% | DFE |
| 2309 | CURRENCY CONTRACT - TWD | 000000000 | Oct 2022 | -141,021 | $-2023 | -0.00% | DFE |
| 2310 | CURRENCY CONTRACT - INR | 000000000 | Oct 2022 | -113,000 | $-2035 | -0.00% | DFE |
| 2311 | SWO USD RCV SOFR 1D PAY 2 | 000000000 | Oct 2022 | -2,625,000 | $-2074 | -0.00% | DIR |
| 2312 | SWO USD RCV SOFR 1D PAY 2 | 000000000 | Oct 2022 | -2,625,000 | $-2074 | -0.00% | DIR |
| 2313 | FXO USDBRL CALL 5.7 18032 | 000000000 | Oct 2022 | -747,000 | $-2315 | -0.00% | DFE |
| 2314 | SWO USD RCV SOFR 1D PAY 3 | 000000000 | Oct 2022 | -581,000 | $-2321 | -0.00% | DIR |
| 2315 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -250,000 | $-2444 | -0.00% | DFE |
| 2316 | CURRENCY CONTRACT - THB | 000000000 | Oct 2022 | -369,216 | $-2605 | -0.00% | DFE |
| 2317 | SWO USD RCV 3.685 PAY SOF | 000000000 | Oct 2022 | -2,625,000 | $-2684 | -0.00% | DIR |
| 2318 | SWO USD RCV 3.685 PAY SOF | 000000000 | Oct 2022 | -2,625,000 | $-2684 | -0.00% | DIR |
| 2319 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -477,637 | $-2742 | -0.00% | DFE |
| 2320 | SWO USD RCV 3.64 PAY SOFR | 000000000 | Oct 2022 | -2,296,875 | $-2766 | -0.00% | DIR |
| 2321 | SWO USD RCV 3.64 PAY SOFR | 000000000 | Oct 2022 | -2,296,875 | $-2766 | -0.00% | DIR |
| 2322 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -1,466,529 | $-2769 | -0.00% | DFE |
| 2323 | FXO USDCAD CALL 1.37 2702 | 000000000 | Oct 2022 | -760,058 | $-2808 | -0.00% | DFE |
| 2324 | CURRENCY CONTRACT - BRL | 000000000 | Oct 2022 | -171,000 | $-2821 | -0.00% | DFE |
| 2325 | FXO USDBRL CALL 5.45 1203 | 000000000 | Oct 2022 | -345,857 | $-2833 | -0.00% | DFE |
| 2326 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -520,972 | $-2869 | -0.00% | DFE |
| 2327 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -1,369,331 | $-2927 | -0.00% | DFE |
| 2328 | IRS_CCP ZAR RCV JIBAR3M PAY 6.8625% 17-DEC-2030 | 000000000 | Oct 2022 | 3,987,285 | $-2931 | -0.00% | DIR |
| 2329 | FXO USDZAR CALL 17 180326 | 000000000 | Oct 2022 | -739,000 | $-3483 | -0.00% | DFE |
| 2330 | OIS_CCP USD RCV 3.5925% PAY FFUND1D 18-MAR-2026 | 000000000 | Oct 2022 | 53,492,000 | $-3514 | -0.00% | DIR |
| 2331 | SWO USD RCV 4.6 PAY SOFR | 000000000 | Oct 2022 | -581,000 | $-3516 | -0.00% | DIR |
| 2332 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -499,000 | $-3575 | -0.00% | DFE |
| 2333 | CURRENCY CONTRACT - MXN | 000000000 | Oct 2022 | -178,000 | $-3627 | -0.00% | DFE |
| 2334 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -127,767,000 | $-3713 | -0.00% | DFE |
| 2335 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -156,000 | $-3738 | -0.00% | DFE |
| 2336 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -4,769,309 | $-3896 | -0.00% | DFE |
| 2337 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -352,304 | $-4034 | -0.00% | DFE |
| 2338 | OIS_CCP INR RCV 5.605% PAY MIBOR1D 16-DEC-2027 | 000000000 | Oct 2022 | 123,864,324 | $-4209 | -0.00% | DIR |
| 2339 | FXO EURUSD PUT 1.181 2702 | 000000000 | Oct 2022 | -634,649 | $-4262 | -0.00% | DFE |
| 2340 | CURRENCY CONTRACT - BRL | 000000000 | Oct 2022 | -339,094 | $-4394 | -0.00% | DFE |
| 2341 | CURRENCY CONTRACT - ZAR | 000000000 | Oct 2022 | -159,000 | $-4553 | -0.00% | DFE |
| 2342 | IRS_CCP KRW RCV 2.69% PAY KWCDC3M 17-DEC-2028 | 000000000 | Oct 2022 | 462,672,526 | $-4710 | -0.00% | DIR |
| 2343 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -500,000 | $-4916 | -0.00% | DFE |
| 2344 | OIS_CCP JPY RCV 1.007% PAY TONAR1D 11-SEP-2027 | 000000000 | Oct 2022 | 256,845,000 | $-4969 | -0.00% | DIR |
| 2345 | EQIX RCV SOFR 1D PAY IBOXX USD 20-03-26 | 000000000 | Oct 2022 | 915,000 | $-5236 | -0.00% | DE |
| 2346 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -708,154 | $-5566 | -0.00% | DFE |
| 2347 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -191,000 | $-5911 | -0.00% | DFE |
| 2348 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -366,000 | $-6428 | -0.00% | DFE |
| 2349 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -492,000 | $-6496 | -0.00% | DFE |
| 2350 | OIS_CCP USD RCV 3.6045% PAY FFUND1D 18-MAR-2026 | 000000000 | Oct 2022 | 133,234,000 | $-6580 | -0.00% | DIR |
| 2351 | FXO USDMXN PUT 17.4 18032 | 000000000 | Oct 2022 | -747,000 | $-6777 | -0.00% | DFE |
| 2352 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -578,273,972 | $-6822 | -0.00% | DFE |
| 2353 | SWO USD RCV 3.5 PAY SOFR | 000000000 | Oct 2022 | -14,715,375 | $-7028 | -0.00% | DIR |
| 2354 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -300,000 | $-7149 | -0.00% | DFE |
| 2355 | OIS_CCP GBP RCV 4.45% PAY SONIA1D 04-DEC-2055 | 000000000 | Oct 2022 | 235,400 | $-7388 | -0.00% | DIR |
| 2356 | FXO USDZAR PUT 16 180326 | 000000000 | Oct 2022 | -739,000 | $-7797 | -0.00% | DFE |
| 2357 | FXO USDBRL PUT 5.25 12032 | 000000000 | Oct 2022 | -830,000 | $-8503 | -0.00% | DFE |
| 2358 | CDS_SN DOMINION ENERGY INC 4 1% 20291220 | 000000000 | Oct 2022 | 346,000 | $-8575 | -0.00% | DCR |
| 2359 | CURRENCY CONTRACT - INR | 000000000 | Oct 2022 | -481,260 | $-8668 | -0.00% | DFE |
| 2360 | OIS_CCP USD RCV 3.9% PAY SOFR1D 16-MAY-2026 | 000000000 | Oct 2022 | 5,815,000 | $-9802 | -0.00% | DIR |
| 2361 | CDS_SN AMERICAN EXPRESS CO 4 1% 20291220 | 000000000 | Oct 2022 | 360,000 | $-9849 | -0.00% | DCR |
| 2362 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -1,892,702 | $-9906 | -0.00% | DFE |
| 2363 | RPI_CCP USD RCV CPI1D PAY 2.6315% 09-SEP-2030 | 000000000 | Oct 2022 | 2,056,000 | $-10085 | -0.00% | DIR |
| 2364 | FXO USDMXN PUT 17.65 1203 | 000000000 | Oct 2022 | -620,000 | $-10241 | -0.00% | DFE |
| 2365 | OIS_CCP USD RCV 3.407% PAY SOFR1D 14-AUG-2028 | 000000000 | Oct 2022 | 4,250,000 | $-10341 | -0.00% | DIR |
| 2366 | OPT. 3 MONTH C 98 11/9/26 | SFRU6C | Oct 2022 | -218 | $-10900 | -0.00% | DIR |
| 2367 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -1,804,000 | $-11354 | -0.00% | DFE |
| 2368 | FXO USDBRL PUT 5.3 180326 | 000000000 | Oct 2022 | -747,000 | $-11584 | -0.00% | DFE |
| 2369 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -3,595,792 | $-11706 | -0.00% | DFE |
| 2370 | FXO USDZAR PUT 16.35 1203 | 000000000 | Oct 2022 | -620,000 | $-13310 | -0.00% | DFE |
| 2371 | SWO USD RCV 3.85 PAY SOFR | 000000000 | Oct 2022 | -13,614,000 | $-13788 | -0.00% | DIR |
| 2372 | SWO USD RCV SOFR 1D PAY 3 | 000000000 | Oct 2022 | -654,480 | $-14764 | -0.00% | DIR |
| 2373 | FXO USDBRL PUT 5.29 04032 | 000000000 | Oct 2022 | -1,205,000 | $-15690 | -0.00% | DFE |
| 2374 | OIS_CCP USD RCV 3.3855% PAY SOFR1D 07-AUG-2028 | 000000000 | Oct 2022 | 5,000,000 | $-16231 | -0.00% | DIR |
| 2375 | SWO USD RCV 4 PAY SOFR 1D | 000000000 | Oct 2022 | -2,766,000 | $-16805 | -0.00% | DIR |
| 2376 | OPT. 3 MONTH C 98 12/3/27 | SFRH7C | Oct 2022 | -156 | $-17550 | -0.00% | DIR |
| 2377 | SWO USD RCV SOFR 1D PAY 2 | 000000000 | Oct 2022 | -10,000,000 | $-17635 | -0.00% | DIR |
| 2378 | CDS_SN AMERICAN ELECTRIC POW 1% 20291220 | 000000000 | Oct 2022 | 703,000 | $-18341 | -0.00% | DCR |
| 2379 | EQIX RCV SOFR 1D PAY IBOXX USD 20-03-26 | 000000000 | Oct 2022 | 3,490,000 | $-19745 | -0.00% | DE |
| 2380 | SWO USD RCV 4.5 PAY SOFR | 000000000 | Oct 2022 | -9,372,000 | $-20010 | -0.00% | DIR |
| 2381 | OIS_CCP USD RCV 3.8% PAY SOFR1D 16-MAY-2026 | 000000000 | Oct 2022 | 7,578,000 | $-20414 | -0.00% | DIR |
| 2382 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -1,771,431 | $-21321 | -0.00% | DFE |
| 2383 | SWO USD RCV 4 PAY SOFR 1D | 000000000 | Oct 2022 | -6,195,947 | $-25174 | -0.00% | DIR |
| 2384 | SWO USD RCV 3.855 PAY SOF | 000000000 | Oct 2022 | -654,480 | $-26914 | -0.00% | DIR |
| 2385 | Federal National Mortgage Association | FNMA | Jan 2026 | -32,000 | $-31018 | -0.00% | ABS-MBS |
| 2386 | SWO USD RCV 4.3 PAY SOFR | 000000000 | Oct 2022 | -15,792,000 | $-33629 | -0.00% | DIR |
| 2387 | OIS_CCP USD RCV 3.4885% PAY SOFR1D 27-JUN-2028 | 000000000 | Oct 2022 | 24,750,000 | $-34496 | -0.00% | DIR |
| 2388 | EQIX RCV SOFR 1D PAY IBOXX USD 20-03-26 | 000000000 | Oct 2022 | 5,242,000 | $-35069 | -0.00% | DE |
| 2389 | SWO USD RCV SOFR 1D PAY 3 | 000000000 | Oct 2022 | -1,530,000 | $-35176 | -0.00% | DIR |
| 2390 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -1,267,000 | $-37810 | -0.00% | DFE |
| 2391 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -6,004,000 | $-40563 | -0.00% | DFE |
| 2392 | SWO USD RCV SOFR 1D PAY 4 | 000000000 | Oct 2022 | -1,510,000 | $-43673 | -0.00% | DIR |
| 2393 | SWO USD RCV SOFR 1D PAY 3 | 000000000 | Oct 2022 | -2,241,810 | $-50571 | -0.01% | DIR |
| 2394 | SWO USD RCV 4.03 PAY SOFR | 000000000 | Oct 2022 | -1,510,000 | $-52142 | -0.01% | DIR |
| 2395 | SWO USD RCV 3.872 PAY SOF | 000000000 | Oct 2022 | -1,530,000 | $-60668 | -0.01% | DIR |
| 2396 | SWO USD RCV 4.05 PAY SOFR | 000000000 | Oct 2022 | -21,172,000 | $-68455 | -0.01% | DIR |
| 2397 | SWO USD RCV 3.855 PAY SOF | 000000000 | Oct 2022 | -2,241,810 | $-92188 | -0.01% | DIR |
| 2398 | Chicago Board of Trade | UXYH6 | Oct 2022 | -1 | $-114156 | -0.01% | DIR |
| 2399 | EUREX DEUTSCHLAND | UBH6 | Oct 2022 | -1 | $-130246 | -0.01% | DIR |
| 2400 | Federal National Mortgage Association | FNMA | Jan 2026 | -159,000 | $-152682 | -0.02% | ABS-MBS |
| 2401 | CDS_IX_CCP CDX.NA.IG.45 1% 20301220 | 000000000 | Oct 2022 | 7,100,000 | $-159899 | -0.02% | DCR |
| 2402 | EUREX DEUTSCHLAND | OEH6 | Oct 2022 | -3 | $-414671 | -0.04% | DIR |
| 2403 | Federal National Mortgage Association | FNMA | Jan 2026 | -537,000 | $-495964 | -0.05% | ABS-MBS |
| 2404 | Chicago Board of Trade | TYH6 | Oct 2022 | -16 | $-1789250 | -0.19% | DIR |
| 2405 | Federal National Mortgage Association | FNMA | Jan 2026 | -2,304,000 | $-2200160 | -0.23% | ABS-MBS |
| 2406 | Federal National Mortgage Association | FNMA | Jan 2026 | -3,595,000 | $-3722791 | -0.39% | ABS-MBS |
| 2407 | Federal National Mortgage Association | FNMA | Jan 2026 | -3,600,000 | $-3728672 | -0.39% | ABS-MBS |
| 2408 | Federal National Mortgage Association | FNMA | Jan 2026 | -9,683,000 | $-9666716 | -1.00% | ABS-MBS |
| 2409 | Federal National Mortgage Association | FNMA | Jan 2026 | -23,416,000 | $-23409549 | -2.43% | ABS-MBS |