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Holdings (Monthly) Guide ↗

PIMCO ESG Income Fund

· Pimco Funds
Monthly Holdings $646M AUM 766 positions Period Jun 2026 Filed Aug 31, 2026 EDGAR ↗ ← All Funds
# Name Ticker Since Shares Value % Port Cat
1 UMBS, TBA 01F060691 Jun 2026 34,380,000 $35.0M 8.84% ABS-MBS
2 UMBS, TBA 01F062689 Jun 2026 31,000,000 $32.0M 8.09% ABS-MBS
3 BofA Securities, Inc. 000000000 Jun 2026 28,400,000 $28.4M 7.17% RA
4 Freddie Mac 3133KQTD8 Jun 2026 15,602,776 $15.8M 3.98% ABS-MBS
5 Fannie Mae 3140QUWN2 Jun 2026 14,882,375 $14.7M 3.70% ABS-MBS
6 United States Treasury 91282CDX6 Jun 2026 10,088,568 $9.1M 2.31% DBT
7 UMBS, TBA 01F032682 Jun 2026 9,400,000 $8.5M 2.15% ABS-MBS
8 United States Treasury 91282CLE9 Jun 2026 7,320,969 $7.2M 1.82% DBT
9 BEIGNET INVESTOR LLC 076912AA2 Jun 2026 6,980,000 $7.1M 1.80% DBT
10 United States Treasury 912810UR7 Jun 2026 6,595,000 $6.4M 1.62% DBT
11 REPUBLIC OF SOUTH AFRICA 000000000 Jun 2026 100,475,000 $6.4M 1.60% DBT
12 United States Treasury 91282CNR8 Jun 2026 6,300,000 $6.2M 1.57% DBT
13 RD MICHIGAN PROP OWNER I 74941YAA0 Jun 2026 6,065,000 $6.0M 1.53% DBT
14 UMBS, TBA 01F040677 Jun 2026 6,300,000 $5.9M 1.49% ABS-MBS
15 TITULOS DE TESORERIA 000000000 Jun 2026 18,356,200,000 $5.4M 1.36% DBT
16 UMBS, TBA 01F030686 Jun 2026 5,900,000 $5.1M 1.30% ABS-MBS
17 Freddie Mac 3142GSD96 Jun 2026 4,893,322 $4.8M 1.22% ABS-MBS
18 UMBS, TBA 01F050684 Jun 2026 4,700,000 $4.6M 1.16% ABS-MBS
19 United States Treasury 91282CKJ9 Jun 2026 4,500,000 $4.5M 1.14% DBT
20 REPUBLIC OF COLOMBIA 195325EV3 Jun 2026 4,400,000 $4.5M 1.13% DBT
21 Fannie Mae 3138MTKK2 Jun 2026 4,177,913 $4.2M 1.06% ABS-MBS
22 Fannie Mae 3140QUFM3 Jun 2026 3,748,938 $3.7M 0.93% ABS-MBS
23 Fannie Mae 3140QUMP8 Jun 2026 3,817,366 $3.7M 0.92% ABS-MBS
24 MV Credit Euro CLO 000000000 Jun 2026 3,200,000 $3.7M 0.92% ABS-CBDO
25 Fannie Mae 3140QUMN3 Jun 2026 3,802,088 $3.6M 0.90% ABS-MBS
26 UMBS, TBA 01F042673 Jun 2026 3,600,000 $3.4M 0.87% ABS-MBS
27 United States Treasury 91282CHP9 Jun 2026 3,507,872 $3.4M 0.85% DBT
28 Capital Four CLO 000000000 Jun 2026 2,800,000 $3.2M 0.81% ABS-CBDO
29 United States Treasury 912810UE6 Jun 2026 3,200,000 $3.0M 0.75% DBT
30 Arbour CLO 000000000 Jun 2026 2,600,000 $3.0M 0.75% ABS-CBDO
31 United States Treasury 91282CFL0 Jun 2026 3,000,000 $3.0M 0.75% DBT
32 BONOS DE TESORERIA 000000000 Jun 2026 8,900,000 $2.9M 0.74% DBT
33 Government National Mortgage Association 21H050672 Jun 2026 2,800,000 $2.8M 0.70% ABS-MBS
34 Freddie Mac 3133KR3D4 Jun 2026 2,598,391 $2.5M 0.63% ABS-MBS
35 Trinity Square 000000000 Jun 2026 1,800,000 $2.4M 0.60% ABS-MBS
36 Ares Euro CLO 000000000 Jun 2026 2,000,000 $2.3M 0.58% ABS-CBDO
37 BBCCRE Trust 05490TAG7 Jun 2026 2,660,000 $2.3M 0.57% ABS-MBS
38 United States Treasury 91282CBF7 Jun 2026 2,302,074 $2.1M 0.54% DBT
39 Freddie Mac 3142GRGS3 Jun 2026 2,084,360 $2.1M 0.52% ABS-MBS
40 United States Treasury 91282CFF3 Jun 2026 2,200,000 $2.0M 0.51% DBT
41 Fannie Mae 3140QTNF2 Jun 2026 1,996,354 $2.0M 0.51% ABS-MBS
42 Fannie Mae 3138MTKL0 Jun 2026 1,963,894 $2.0M 0.51% ABS-MBS
43 ASIAN DEVELOPMENT BANK 000000000 Jun 2026 187,400,000 $2.0M 0.50% DBT
44 Asset Backed Securities Corp Home Equity Ln Trst 04541GVM1 Jun 2026 2,097,416 $1.9M 0.49% ABS-MBS
45 Altice France SA 000000000 Jun 2026 1,887,348 $1.9M 0.48% LON
46 Freddie Mac 3142GQEL2 Jun 2026 1,871,415 $1.9M 0.48% ABS-MBS
47 Fannie Mae 3140QSSU6 Jun 2026 1,926,674 $1.9M 0.47% ABS-MBS
48 Capital Four CLO 000000000 Jun 2026 1,600,000 $1.8M 0.46% ABS-CBDO
49 Margay CLO 000000000 Jun 2026 1,600,000 $1.8M 0.46% ABS-CBDO
50 Fannie Mae 3140QSKW0 Jun 2026 1,835,408 $1.7M 0.43% ABS-MBS
51 VERIZON COMMUNICATIONS 92343VGT5 Jun 2026 1,700,000 $1.7M 0.43% DBT
52 Wells Fargo Commercial Mortgage Trust 95004QAA6 Jun 2026 1,700,000 $1.7M 0.42% ABS-MBS
53 Government National Mortgage Association 36179YAS3 Jun 2026 1,644,589 $1.7M 0.42% ABS-MBS
54 BANK OF AMERICA CORP 06051GLC1 Jun 2026 1,600,000 $1.6M 0.41% DBT
55 Structured Asset Securities Corporation 86360RAF0 Jun 2026 1,573,357 $1.6M 0.41% ABS-O
56 CVC Cordatus Opportunity Loan Fund DAC 000000000 Jun 2026 1,400,000 $1.6M 0.40% ABS-CBDO
57 New Century Home Equity Loan Trust 64352VNL1 Jun 2026 1,800,000 $1.6M 0.40% ABS-MBS
58 PLS GROUP LTD 69393GAA2 Jun 2026 1,550,000 $1.6M 0.40% DBT
59 RAKUTEN GROUP INC 75102WAK4 Jun 2026 1,450,000 $1.6M 0.40% DBT
60 Structured Asset Investment Loan Trust 86358ESP2 Jun 2026 1,639,000 $1.6M 0.39% ABS-O
61 BONOS DE TESORERIA 000000000 Jun 2026 5,000,000 $1.5M 0.39% DBT
62 1211 Avenue of the Americas Trust 90117PAN5 Jun 2026 1,600,000 $1.5M 0.39% ABS-MBS
63 ADT SEC CORP 00109LAB9 Jun 2026 1,540,000 $1.5M 0.38% DBT
64 NYO Commercial Mortgage Trust 62955HAJ6 Jun 2026 1,500,000 $1.5M 0.38% ABS-MBS
65 Government National Mortgage Association 36179YDK7 Jun 2026 1,446,593 $1.5M 0.37% ABS-MBS
66 EDISON INTERNATIONAL 281020BC0 Jun 2026 1,400,000 $1.4M 0.36% DBT
67 First Franklin Mtg Loan Asset Backed Certificates 362334FV1 Jun 2026 1,472,103 $1.4M 0.36% ABS-O
68 FORD MOTOR CREDIT CO LLC 345397G72 Jun 2026 1,400,000 $1.4M 0.36% DBT
69 Freddie Mac 3142GQEK4 Jun 2026 1,435,736 $1.4M 0.36% ABS-MBS
70 NORINCHUKIN BANK 656029AN5 Jun 2026 1,400,000 $1.4M 0.36% DBT
71 VMED O2 UK FINAN 92858RAB6 Jun 2026 1,700,000 $1.4M 0.35% DBT
72 SANTANDER UK GROUP HLDGS 80281LAG0 Jun 2026 1,400,000 $1.4M 0.35% DBT
73 Fannie Mae 3140QSST9 Jun 2026 1,468,327 $1.4M 0.35% ABS-MBS
74 KREST Commercial Mortgage Securities Trust 50085PAJ6 Jun 2026 2,000,000 $1.4M 0.35% ABS-MBS
75 United States Treasury 912810UQ9 Jun 2026 1,376,300 $1.3M 0.33% DBT
76 STATE OF QATAR 74738PCQ9 Jun 2026 1,300,000 $1.3M 0.33% DBT
77 NXP BV/NXP FDG/NXP USA 62954HBB3 Jun 2026 1,300,000 $1.3M 0.33% DBT
78 GAP INC/THE 364760AQ1 Jun 2026 1,420,000 $1.3M 0.33% DBT
79 HUNGARY 000000000 Jun 2026 1,100,000 $1.3M 0.33% DBT
80 UNITED MEXICAN STATES 000000000 Jun 2026 1,100,000 $1.3M 0.32% DBT
81 UNITED MEXICAN STATES 000000000 Jun 2026 1,100,000 $1.3M 0.32% DBT
82 Arbour CLO 000000000 Jun 2026 1,100,000 $1.3M 0.32% ABS-CBDO
83 JPMORGAN CHASE & CO 46647PCR5 Jun 2026 1,400,000 $1.2M 0.31% DBT
84 BANK OF AMERICA CORP 06051GKA6 Jun 2026 1,400,000 $1.2M 0.31% DBT
85 SNAM SPA 83304JAA5 Jun 2026 1,200,000 $1.2M 0.30% DBT
86 JP Morgan Chase Commercial Mortgage Sec Trust 46653DAE4 Jun 2026 1,600,000 $1.2M 0.30% ABS-MBS
87 PACIFIC GAS & ELECTRIC 694308KK2 Jun 2026 1,100,000 $1.1M 0.29% DBT
88 OCP Euro CLO 000000000 Jun 2026 1,000,000 $1.1M 0.29% ABS-CBDO
89 COTY/HFC PRESTIGE/INT US 22207AAC6 Jun 2026 1,130,000 $1.1M 0.28% DBT
90 Starwood Commercial Mortgage Trust 78486EAN8 Jun 2026 1,100,000 $1.1M 0.28% ABS-MBS
91 Barclays Commercial Mortgage Securities LLC 05492TBK5 Jun 2026 1,599,000 $1.1M 0.28% ABS-MBS
92 BPCE SA 056121AA4 Jun 2026 1,080,000 $1.1M 0.28% DBT
93 Sunnova Helios VIII Issuer, LLC 86745AAA4 Jun 2026 1,272,286 $1.1M 0.27% ABS-O
94 BNP PARIBAS 05565AM34 Jun 2026 1,000,000 $1.0M 0.26% DBT
95 Fannie Mae 3140FXNR9 Jun 2026 1,150,741 $1.0M 0.26% ABS-MBS
96 Altice France SA 000000000 Jun 2026 1,000,000 $1.0M 0.26% LON
97 ACCOR SA 000000000 Jun 2026 900,000 $1.0M 0.26% DBT
98 BARCLAYS PLC 06738EBY0 Jun 2026 1,000,000 $1.0M 0.25% DBT
99 STARWOOD PROPERTY TRUST 85571BBH7 Jun 2026 1,000,000 $1.0M 0.25% DBT
100 BLACKROCK LTD 09264DAA1 Jun 2026 1,000,000 $1.0M 0.25% ABS-CBDO
101 280 Park Avenue Mortgage Trust 90205FAG5 Jun 2026 1,000,000 $998K 0.25% ABS-MBS
102 PROLOGIS LP 74340XCP4 Jun 2026 1,400,000 $995K 0.25% DBT
103 Sunnova Sol V Issuer, LLC 86745XAA4 Jun 2026 1,011,396 $990K 0.25% ABS-O
104 COMM Mortgage Trust 20048FAL2 Jun 2026 1,000,000 $985K 0.25% ABS-MBS
105 GOODMAN US FIN FIVE LLC 38239PAA5 Jun 2026 1,000,000 $974K 0.25% DBT
106 One New York Plaza Trust 2020-1NYP 68249DAC3 Jun 2026 1,000,000 $973K 0.25% ABS-MBS
107 NOVA SECURITISATION SARL 66984FAA5 Jun 2026 1,000,000 $965K 0.24% DBT
108 LCH Ltd. 000000000 Jun 2026 30,200,000 $960K 0.24% DIR
109 Fannie Mae 3140FXLN0 Jun 2026 1,103,582 $954K 0.24% ABS-MBS
110 Freddie Mac 3133KR3C6 Jun 2026 1,005,655 $942K 0.24% ABS-MBS
111 Banc of America Merrill Lynch Large Loan Inc 05493LAL0 Jun 2026 1,000,000 $934K 0.24% ABS-MBS
112 TITULOS DE TESORERIA 000000000 Jun 2026 3,207,800,000 $922K 0.23% DBT
113 Tesla Sustainable Energy Trust 88164AAB0 Jun 2026 908,937 $909K 0.23% ABS-O
114 Freddie Mac 3142GQBQ4 Jun 2026 966,614 $905K 0.23% ABS-MBS
115 EQT AB 000000000 Jun 2026 800,000 $902K 0.23% DBT
116 Societe Generale SA 000000000 Jun 2026 1 $874K 0.22% DFE
117 (Sunnova) Aurora I Issuer, LLC 86746AAA3 Jun 2026 924,507 $873K 0.22% ABS-O
118 Merrill Lynch Mortgage Investors Trust 59020U3F0 Jun 2026 896,391 $854K 0.22% ABS-MBS
119 JP Morgan Chase Commercial Mortgage Sec Trust 46654EAJ0 Jun 2026 1,000,000 $854K 0.22% ABS-MBS
120 Barclays Commercial Mortgage Securities LLC 05547HAN1 Jun 2026 900,000 $844K 0.21% ABS-MBS
121 XPLR INFRAST OPERATING 65342QAM4 Jun 2026 800,000 $828K 0.21% DBT
122 BARCLAYS PLC 06738ECD5 Jun 2026 800,000 $827K 0.21% DBT
123 TITULOS DE TESORERIA 000000000 Jun 2026 2,860,200,000 $827K 0.21% DBT
124 EQT AB 000000000 Jun 2026 800,000 $804K 0.20% DBT
125 REPUBLIC OF CHILE 000000000 Jun 2026 700,000 $801K 0.20% DBT
126 LOGICOR FINANCING SARL 000000000 Jun 2026 700,000 $798K 0.20% DBT
127 GREENKO WIND PROJECTS MU 39531JAB0 Jun 2026 788,000 $795K 0.20% DBT
128 ZF FINANCE GMBH 000000000 Jun 2026 700,000 $791K 0.20% DBT
129 Freddie Mac 3133BMDL6 Jun 2026 780,893 $790K 0.20% ABS-MBS
130 DOLP Trust 23345LAJ8 Jun 2026 900,000 $786K 0.20% ABS-MBS
131 VZ SECURED FINANCING BV 91845AAB1 Jun 2026 820,000 $786K 0.20% DBT
132 CLEARWAY ENERGY OP LLC 18539UAG0 Jun 2026 800,000 $785K 0.20% DBT
133 Northwoods Capital Ltd 66860CAL7 Jun 2026 784,301 $785K 0.20% ABS-CBDO
134 Chicago Mercantile Exchange 000000000 Jun 2026 24,600,000 $783K 0.20% DIR
135 United States Treasury 912810RW0 Jun 2026 1,103,352 $776K 0.20% DBT
136 ONEMAIN FINANCE CORP 682691AB6 Jun 2026 781,000 $775K 0.20% DBT
137 Fannie Mae 3140QRAB9 Jun 2026 798,983 $772K 0.19% ABS-MBS
138 ONEMAIN FINANCE CORP 682691AG5 Jun 2026 750,000 $766K 0.19% DBT
139 INTESA SANPAOLO SPA 46115HBZ9 Jun 2026 700,000 $759K 0.19% DBT
140 WORKSPACE GROUP PLC 000000000 Jun 2026 600,000 $757K 0.19% DBT
141 ALLY FINANCIAL INC 02005NBP4 Jun 2026 800,000 $756K 0.19% DBT
142 BANQUE OUEST AFRICAINE D 000000000 Jun 2026 770,000 $753K 0.19% DBT
143 First Help Financial LLC 30336NAC5 Jun 2026 738,576 $742K 0.19% ABS-O
144 KILROY REALTY LP 49427RAR3 Jun 2026 900,000 $732K 0.18% DBT
145 SARTORIUS FINANCE BV 000000000 Jun 2026 600,000 $729K 0.18% DBT
146 MFT Trust 55316TAC3 Jun 2026 1,000,000 $721K 0.18% ABS-MBS
147 COSTAR GROUP INC 22160NAA7 Jun 2026 800,000 $720K 0.18% DBT
148 SOCIEDAD TRANSMISORA MET 83363UAA8 Jun 2026 700,000 $715K 0.18% DBT
149 Brazil Government International Bonds 105756CH1 Jun 2026 700,000 $705K 0.18% DBT
150 INT DISTRIBUTION SERV 000000000 Jun 2026 500,000 $700K 0.18% DBT
151 United States Treasury 91282CMY4 Jun 2026 700,000 $698K 0.18% DBT
152 DHAFRAH PV2 ENERGY COMPA 25241MAA5 Jun 2026 700,000 $694K 0.18% DBT
153 JDE PEET'S NV 47216QAC7 Jun 2026 800,000 $693K 0.18% DBT
154 UNITED UTILITIES WAT FIN 000000000 Jun 2026 600,000 $686K 0.17% DBT
155 ALBERTSONS COS/SAFEWAY 01309QAD0 Jun 2026 710,000 $677K 0.17% DBT
156 1211 Avenue of the Americas Trust 90117PAL9 Jun 2026 700,000 $672K 0.17% ABS-MBS
157 180 MEDICAL INC 682357AA6 Jun 2026 700,000 $672K 0.17% DBT
158 VONOVIA SE 000000000 Jun 2026 600,000 $671K 0.17% DBT
159 CENTERPOINT ENER HOUSTON 15189XBC1 Jun 2026 700,000 $666K 0.17% DBT
160 NOMURA HOLDINGS INC 65535HAY5 Jun 2026 700,000 $665K 0.17% DBT
161 GoodLeap Sustainable Home Improvement Loan Trust 38237TAA9 Jun 2026 732,220 $660K 0.17% ABS-O
162 Barclays Commercial Mortgage Securities LLC 05492TBH2 Jun 2026 854,000 $657K 0.17% ABS-MBS
163 Freddie Mac 3142GQEH1 Jun 2026 701,379 $656K 0.17% ABS-MBS
164 AES CORP/THE 00130HCG8 Jun 2026 720,000 $643K 0.16% DBT
165 HSBC HOLDINGS PLC 404280DV8 Jun 2026 600,000 $636K 0.16% DBT
166 GoodLeap Sustainable Home Improvement Loan Trust 38237KAA8 Jun 2026 723,718 $631K 0.16% ABS-O
167 Chicago Board of Trade 000000000 Jun 2026 1,020 $630K 0.16% DIR
168 HSBC HOLDINGS PLC 404280CY3 Jun 2026 700,000 $629K 0.16% DBT
169 STANDARD CHARTERED PLC 853254CS7 Jun 2026 600,000 $614K 0.15% DBT
170 ROMANIA 000000000 Jun 2026 500,000 $609K 0.15% DBT
171 WEIR GROUP INC 94877DAA2 Jun 2026 600,000 $605K 0.15% DBT
172 COSTA RICA GOVERNMENT 000000000 Jun 2026 500,000 $601K 0.15% DBT
173 BCRED PC Static LLC 07337LAE2 Jun 2026 600,000 $600K 0.15% ABS-CBDO
174 FIRST ABU DHABI BANK PJS 000000000 Jun 2026 600,000 $600K 0.15% DBT
175 ROMANIA 000000000 Jun 2026 500,000 $594K 0.15% DBT
176 Residential Asset Mortgage Products, INC. 76112BJH4 Jun 2026 606,970 $591K 0.15% ABS-O
177 DOLP Trust 23345LAL3 Jun 2026 700,000 $589K 0.15% ABS-MBS
178 HOST HOTELS & RESORTS LP 44107TAY2 Jun 2026 600,000 $573K 0.14% DBT
179 Chicago Mercantile Exchange 000000000 Jun 2026 2,400,000 $572K 0.14% DIR
180 HOWARD HUGHES CORP 44267DAF4 Jun 2026 600,000 $568K 0.14% DBT
181 MSCI INC 55354GAK6 Jun 2026 600,000 $568K 0.14% DBT
182 Fannie Mae 3140QSDX6 Jun 2026 582,691 $563K 0.14% ABS-MBS
183 FAIR ISAAC CORP 303250AF1 Jun 2026 570,000 $558K 0.14% DBT
184 UNITED MEXICAN STATES 000000000 Jun 2026 610,000 $557K 0.14% DBT
185 VIA OUTLETS BV 000000000 Jun 2026 500,000 $552K 0.14% DBT
186 ACEF HOLDING SCA 000000000 Jun 2026 500,000 $545K 0.14% DBT
187 CNP ASSURANCES SA 000000000 Jun 2026 500,000 $543K 0.14% DBT
188 TRANSURBAN FINANCE CO 89400PAK9 Jun 2026 600,000 $541K 0.14% DBT
189 United States Treasury 912810UC0 Jun 2026 600,000 $536K 0.14% DBT
190 SVB FINANCIAL TRUST 78500B205 Jun 2026 1,159 $533K 0.13% EP
191 BALL CORP 058498AX4 Jun 2026 580,000 $525K 0.13% DBT
192 JONES LANG LASALLE INC 48020QAB3 Jun 2026 500,000 $524K 0.13% DBT
193 Sunrun Demeter Issuer LLC 86772HAA5 Jun 2026 572,658 $524K 0.13% ABS-O
194 CENTENE CORP 15135BAZ4 Jun 2026 600,000 $523K 0.13% DBT
195 FIRST AMERICAN FINANCIAL 31847RAH5 Jun 2026 600,000 $523K 0.13% DBT
196 STANDARD CHARTERED PLC 853254CN8 Jun 2026 500,000 $521K 0.13% DBT
197 AIB GROUP PLC 00135TAD6 Jun 2026 500,000 $519K 0.13% DBT
198 CHOBANI LLC/FINANCE CORP 17027NAC6 Jun 2026 500,000 $516K 0.13% DBT
199 CREDIT AGRICOLE ASSRNCES 000000000 Jun 2026 500,000 $515K 0.13% DBT
200 SANTANDER HOLDINGS USA 80282KBJ4 Jun 2026 500,000 $514K 0.13% DBT
201 AES CORP/THE 00130HCK9 Jun 2026 500,000 $513K 0.13% DBT
202 United States Treasury 912810TP3 Jun 2026 672,006 $511K 0.13% DBT
203 CTP NV 000000000 Jun 2026 500,000 $511K 0.13% DBT
204 ALLY FINANCIAL INC 36186CBY8 Jun 2026 450,000 $501K 0.13% DBT
205 Freddie Mac 3133BUWC7 Jun 2026 505,657 $499K 0.13% ABS-MBS
206 Iskandar Enterprise LLC 464338AA0 Jun 2026 500,000 $498K 0.13% ABS-O
207 LLOYDS BANKING GROUP PLC 53944YAS2 Jun 2026 500,000 $497K 0.13% DBT
208 BPCE SA 05583JAK8 Jun 2026 500,000 $496K 0.13% DBT
209 DISCOVERY HOLDINGS INC 254948AP7 Jun 2026 500,000 $495K 0.13% DBT
210 BOISE CASCADE COMPANY 09739DAD2 Jun 2026 500,000 $493K 0.12% DBT
211 UNITED MEXICAN STATES 91087BBQ2 Jun 2026 500,000 $493K 0.12% DBT
212 PATTERN ENERGY OP LP/PAT 70339PAA7 Jun 2026 500,000 $490K 0.12% DBT
213 LCH Ltd. 000000000 Jun 2026 18,580,000 $489K 0.12% DIR
214 SHINHAN BANK 82460CAR5 Jun 2026 500,000 $486K 0.12% DBT
215 ING GROEP NV 456837BC6 Jun 2026 500,000 $483K 0.12% DBT
216 ABN AMRO BANK NV 00084DAW0 Jun 2026 500,000 $474K 0.12% DBT
217 NORDEA BANK ABP 65559CAD3 Jun 2026 500,000 $472K 0.12% DBT
218 TDC NET AS 000000000 Jun 2026 400,000 $471K 0.12% DBT
219 United States Treasury 912797UQ8 Jun 2026 468,000 $467K 0.12% STIV
220 UZBEKISTAN INTL BOND 000000000 Jun 2026 400,000 $464K 0.12% DBT
221 NISSAN MOTOR CO 000000000 Jun 2026 400,000 $463K 0.12% DBT
222 COOPERATIEVE RABOBANK UA 000000000 Jun 2026 400,000 $461K 0.12% DBT
223 CDW LLC/CDW FINANCE 12513GBJ7 Jun 2026 500,000 $459K 0.12% DBT
224 AMERICAN HOMES 4 RENT 02666TAG2 Jun 2026 450,000 $456K 0.12% DBT
225 CENTENE CORP 15135BAW1 Jun 2026 500,000 $453K 0.11% DBT
226 AMERICAN TOWER CORP 03027XBC3 Jun 2026 500,000 $452K 0.11% DBT
227 SFO Commerical Mortgage Trust 78432WAE3 Jun 2026 450,000 $450K 0.11% ABS-MBS
228 SFO Commerical Mortgage Trust 78432WAG8 Jun 2026 450,000 $449K 0.11% ABS-MBS
229 GOLDMAN SACHS GROUP INC 38141GYB4 Jun 2026 500,000 $449K 0.11% DBT
230 GRAPHIC PACKAGING INTERN 000000000 Jun 2026 400,000 $445K 0.11% DBT
231 MITSUBISHI UFJ FIN GRP 606822CB8 Jun 2026 500,000 $443K 0.11% DBT
232 VILMORIN ET COMP 000000000 Jun 2026 400,000 $440K 0.11% DBT
233 GLOBALWORTH REAL ESTATE 000000000 Jun 2026 376,001 $439K 0.11% DBT
234 Japan Government Thirty Year Bonds 000000000 Jun 2026 81,000,000 $437K 0.11% DBT
235 Intercontinental Exchange, Inc. 000000000 Jun 2026 5,346,000 $432K 0.11% DCR
236 Japan Government Thirty Year Bonds 000000000 Jun 2026 91,000,000 $415K 0.10% DBT
237 ST MARYS CEMENT INC 78478EAC2 Jun 2026 400,000 $411K 0.10% DBT
238 MUNICH RE 62582PAA8 Jun 2026 400,000 $411K 0.10% DBT
239 BLUE OWL CAPITAL CORP 69121KAK0 Jun 2026 400,000 $405K 0.10% DBT
240 METALSA SA DE CV 59132VAB4 Jun 2026 450,000 $402K 0.10% DBT
241 UNICREDIT SPA 904678AS8 Jun 2026 400,000 $402K 0.10% DBT
242 PR RNO PROPERTY OWNER 1 69393LAA1 Jun 2026 400,000 $400K 0.10% DBT
243 Starwood Commercial Mortgage Trust 78486BAG9 Jun 2026 400,000 $399K 0.10% ABS-CBDO
244 BCP MODULAR SERVICES 000000000 Jun 2026 400,000 $398K 0.10% DBT
245 HUDSON PACIFIC PROPERTIE 44409MAD8 Jun 2026 400,000 $397K 0.10% DBT
246 LLOYDS BANKING GROUP PLC 539439AQ2 Jun 2026 400,000 $395K 0.10% DBT
247 Fannie Mae 3140N0YT6 Jun 2026 397,451 $394K 0.10% ABS-MBS
248 Mosaic Solar Loans LLC 61946QAA9 Jun 2026 451,087 $393K 0.10% ABS-O
249 MARKS & SPENCER PLC 000000000 Jun 2026 300,000 $392K 0.10% DBT
250 INTERCONTINENTAL HOTELS 000000000 Jun 2026 300,000 $384K 0.10% DBT
251 Freddie Mac 3133KRBS2 Jun 2026 405,680 $380K 0.10% ABS-MBS
252 CROWN CASTLE INC 22822VAN1 Jun 2026 400,000 $379K 0.10% DBT
253 EQUINIX INC 29444UBU9 Jun 2026 400,000 $378K 0.10% DBT
254 Asset Backed Securities Corp Home Equity Ln Trst 04541GRR5 Jun 2026 402,516 $378K 0.10% ABS-MBS
255 LENOVO GROUP LTD 000000000 Jun 2026 400,000 $378K 0.10% DBT
256 VASA Trust 92230AAE6 Jun 2026 400,000 $378K 0.10% ABS-MBS
257 FS KKR CAPITAL CORP 302635AK3 Jun 2026 400,000 $377K 0.10% DBT
258 NISSAN MOTOR CO 654744AC5 Jun 2026 380,000 $374K 0.09% DBT
259 VASA Trust 92230AAG1 Jun 2026 400,000 $372K 0.09% ABS-MBS
260 BNP PARIBAS 05565ASK0 Jun 2026 400,000 $369K 0.09% DBT
261 Freddie Mac 3133KQQZ2 Jun 2026 378,931 $366K 0.09% ABS-MBS
262 VERISIGN INC 92343EAM4 Jun 2026 400,000 $359K 0.09% DBT
263 NETAPP INC 64110DAN4 Jun 2026 350,000 $358K 0.09% DBT
264 AES ANDES SA 00111VAA5 Jun 2026 350,000 $358K 0.09% DBT
265 NETAPP INC 64110DAM6 Jun 2026 350,000 $358K 0.09% DBT
266 Chicago Mercantile Exchange 000000000 Jun 2026 3,000,000 $356K 0.09% DIR
267 GOLDMAN SACHS GROUP INC 38141GYJ7 Jun 2026 400,000 $354K 0.09% DBT
268 Freddie Mac 3133KQQY5 Jun 2026 375,279 $352K 0.09% ABS-MBS
269 First Help Financial LLC 31568AAB2 Jun 2026 350,303 $351K 0.09% ABS-O
270 Fannie Mae 3140QQKU8 Jun 2026 399,414 $349K 0.09% ABS-MBS
271 Grosvenor Place CLO 000000000 Jun 2026 300,000 $345K 0.09% ABS-CBDO
272 NE PROPERTY BV 000000000 Jun 2026 300,000 $342K 0.09% DBT
273 ALEXANDRIA REAL ESTATE E 015271AW9 Jun 2026 400,000 $337K 0.09% DBT
274 REPUBLIC OF SERBIA 000000000 Jun 2026 300,000 $323K 0.08% DBT
275 BROOKFIELD FINANCE INC 11271LAH5 Jun 2026 350,000 $318K 0.08% DBT
276 UBS GROUP AG 902613AV0 Jun 2026 300,000 $313K 0.08% DBT
277 Fannie Mae 3140QSDW8 Jun 2026 329,917 $310K 0.08% ABS-MBS
278 SANTANDER UK GROUP HLDGS 80281LAT2 Jun 2026 300,000 $308K 0.08% DBT
279 HOST HOTELS & RESORTS LP 44107TBB1 Jun 2026 300,000 $307K 0.08% DBT
280 BPCE SA 05583JAM4 Jun 2026 300,000 $307K 0.08% DBT
281 ABU DHABI GOVT INT'L 29135LAT7 Jun 2026 300,000 $305K 0.08% DBT
282 ING GROEP NV 456837BS1 Jun 2026 300,000 $305K 0.08% DBT
283 AES CORP/THE 00130HCH6 Jun 2026 300,000 $303K 0.08% DBT
284 ABU DHABI GOVT INT'L 29135LAS9 Jun 2026 300,000 $302K 0.08% DBT
285 Natixis Commercial Mortgage Securities 63874RAC5 Jun 2026 23,885,000 $300K 0.08% ABS-MBS
286 HANWHA LIFE INSURANCE 41135UAB1 Jun 2026 300,000 $297K 0.08% DBT
287 Chile Government International Bonds 168863DX3 Jun 2026 300,000 $297K 0.08% DBT
288 DIGITAL DUTCH FINCO BV 000000000 Jun 2026 300,000 $297K 0.08% DBT
289 Spa Holdings 3 Oy 78475BAB3 Jun 2026 297,756 $297K 0.07% LON
290 Argent Securities Inc. 040104MK4 Jun 2026 300,170 $288K 0.07% ABS-O
291 SUN COMMUNITIES OPER LP 866677AH0 Jun 2026 300,000 $287K 0.07% DBT
292 DUKE ENERGY CAROLINAS 26442CBH6 Jun 2026 402,000 $287K 0.07% DBT
293 YARDSTICK RE DAC 000000000 Jun 2026 250,000 $286K 0.07% DBT
294 HAT HOLDINGS I LLC/HAT 418751AD5 Jun 2026 300,000 $280K 0.07% DBT
295 BSST Mortgage Trust 055742AL4 Jun 2026 1,200,000 $274K 0.07% ABS-MBS
296 Chile Government International Bonds 168863DV7 Jun 2026 300,000 $273K 0.07% DBT
297 IBERDROLA INTL BV 29266MAE9 Jun 2026 250,000 $273K 0.07% DBT
298 ILLUMINA INC 452327AM1 Jun 2026 300,000 $271K 0.07% DBT
299 NXP BV/NXP FDG/NXP USA 62954HBA5 Jun 2026 300,000 $269K 0.07% DBT
300 LCH Ltd. 000000000 Jun 2026 1,600,000,000 $266K 0.07% DIR
301 NATWEST GROUP PLC 000000000 Jun 2026 200,000 $265K 0.07% DBT
302 CPI PROPERTY GROUP SA 000000000 Jun 2026 200,000 $258K 0.07% DBT
303 Fannie Mae 3140N8W53 Jun 2026 254,760 $257K 0.06% ABS-MBS
304 LEGAL & GENERAL GROUP 000000000 Jun 2026 200,000 $256K 0.06% DBT
305 TORREY PINES RE LTD 89141WAP7 Jun 2026 250,000 $252K 0.06% DBT
306 SUTTER RE LTD 86944RAG3 Jun 2026 250,000 $250K 0.06% DBT
307 RECOLETOS RE DAC 755933AB4 Jun 2026 250,000 $250K 0.06% DBT
308 EVERGLADES RE II LTD 30014LAX2 Jun 2026 250,000 $250K 0.06% DBT
309 ZF NA CAPITAL 98877DAF2 Jun 2026 250,000 $248K 0.06% DBT
310 Chicago Mercantile Exchange 000000000 Jun 2026 1,900,000 $246K 0.06% DIR
311 LCH Ltd. 000000000 Jun 2026 1,100,000,000 $244K 0.06% DIR
312 STAR ENERGY GEOTHERMAL 000000000 Jun 2026 241,000 $244K 0.06% DBT
313 Fannie Mae 3140QTAW9 Jun 2026 234,269 $236K 0.06% ABS-MBS
314 GAP INC/THE 364760AP3 Jun 2026 250,000 $236K 0.06% DBT
315 CAIXABANK SA 000000000 Jun 2026 200,000 $234K 0.06% DBT
316 HILTON DOMESTIC OPERATIN 432833AN1 Jun 2026 250,000 $229K 0.06% DBT
317 Chicago Board of Trade 000000000 Jun 2026 67 $227K 0.06% DIR
318 DEUTSCHE BANK AG 000000000 Jun 2026 200,000 $227K 0.06% DBT
319 Bear Stearns Alt-A Trust 07387QAA8 Jun 2026 242,558 $225K 0.06% ABS-MBS
320 HUDSON PACIFIC PROPERTIE 44409MAA4 Jun 2026 230,000 $224K 0.06% DBT
321 HOST HOTELS & RESORTS LP 44107TBA3 Jun 2026 250,000 $224K 0.06% DBT
322 SAN DIEGO G & E 797440CA0 Jun 2026 350,000 $223K 0.06% DBT
323 Sirius Real Estate Ltd. 000000000 Jun 2026 200,000 $221K 0.06% DBT
324 Long Beach Mortgage Loan Trust 54251WAD4 Jun 2026 712,629 $221K 0.06% ABS-O
325 Countrywide Asset-Backed Certificates 22237JAG2 Jun 2026 230,128 $219K 0.06% ABS-O
326 VMED O2 UK FINAN 000000000 Jun 2026 200,000 $219K 0.06% DBT
327 IndyMac INDX Mortgage Loan Trust 45660LMF3 Jun 2026 329,202 $218K 0.06% ABS-MBS
328 CTP NV 000000000 Jun 2026 200,000 $216K 0.05% DBT
329 DIGITAL DUTCH FINCO BV 000000000 Jun 2026 200,000 $206K 0.05% DBT
330 LCH Ltd. 000000000 Jun 2026 340,000,000 $206K 0.05% DIR
331 Research-Driven Pagaya Motor Asset Trust I 76088LAA6 Jun 2026 206,735 $206K 0.05% ABS-O
332 Adjustable Rate Mortgage Trust 00703QAE2 Jun 2026 599,021 $205K 0.05% ABS-MBS
333 Centex Home Equity 152314NE6 Jun 2026 204,297 $203K 0.05% ABS-MBS
334 COX ASSET MEXICO SA CV 22389AAA0 Jun 2026 200,000 $203K 0.05% DBT
335 MASTR Asset Backed Securities Trust 57643LKP0 Jun 2026 225,000 $203K 0.05% ABS-MBS
336 United States Treasury 912810UN6 Jun 2026 203,000 $202K 0.05% DBT
337 Chicago Mercantile Exchange 000000000 Jun 2026 3,490,000 $201K 0.05% DIR
338 RENEW POWER PVT LTD 000000000 Jun 2026 200,000 $200K 0.05% DBT
339 TERRAFORM POWER OPERATIN 88104LAE3 Jun 2026 200,000 $199K 0.05% DBT
340 INDIA GREEN POWER HOLD 45410LAA0 Jun 2026 200,000 $198K 0.05% DBT
341 ING GROEP NV 456837AY9 Jun 2026 200,000 $197K 0.05% DBT
342 AMERICAN TOWER CORP 03027XBD1 Jun 2026 300,000 $196K 0.05% DBT
343 SHINHAN BANK 82460EAN0 Jun 2026 200,000 $195K 0.05% DBT
344 GS Mortgage Securities Trust 36251PBD5 Jun 2026 200,000 $194K 0.05% ABS-MBS
345 ASX Clear (Futures) 000000000 Jun 2026 181 $194K 0.05% DIR
346 ING GROEP NV 000000000 Jun 2026 200,000 $194K 0.05% DBT
347 Equifirst Mortgage Loan Trust 29445FCU0 Jun 2026 210,446 $194K 0.05% ABS-MBS
348 Societe Generale SA 000000000 Jun 2026 1 $193K 0.05% DFE
349 United States Treasury 912810UT3 Jun 2026 200,000 $192K 0.05% DBT
350 Merrill Lynch Alternative Note Asset 59024FAB0 Jun 2026 721,795 $192K 0.05% ABS-MBS
351 BANCO MERCANTIL DE NORTE 05973KAB3 Jun 2026 200,000 $191K 0.05% DBT
352 PENNYMAC FIN SVCS INC 70932MAC1 Jun 2026 200,000 $190K 0.05% DBT
353 HOST HOTELS & RESORTS LP 44107TAZ9 Jun 2026 200,000 $189K 0.05% DBT
354 HILTON DOMESTIC OPERATIN 432833AL5 Jun 2026 200,000 $189K 0.05% DBT
355 ROMANIA 000000000 Jun 2026 200,000 $188K 0.05% DBT
356 Bear Stearns Asset Backed Securities Trust 073879PA0 Jun 2026 186,883 $188K 0.05% ABS-MBS
357 One New York Plaza Trust 2020-1NYP 68249DAA7 Jun 2026 188,782 $184K 0.05% ABS-MBS
358 UBS GROUP AG 902613AD0 Jun 2026 200,000 $184K 0.05% DBT
359 Ace Securities Corp. 004424AD9 Jun 2026 452,057 $184K 0.05% ABS-MBS
360 STANDARD CHARTERED PLC 853254CH1 Jun 2026 200,000 $183K 0.05% DBT
361 ING GROEP NV 456837AW3 Jun 2026 200,000 $182K 0.05% DBT
362 ING GROEP NV 456837AZ6 Jun 2026 200,000 $182K 0.05% DBT
363 STANDARD CHARTERED PLC 853254CC2 Jun 2026 200,000 $179K 0.05% DBT
364 MICRON TECHNOLOGY INC 595112BS1 Jun 2026 200,000 $179K 0.05% DBT
365 Citimortgage Alternative Loan Trust 18976GAK2 Jun 2026 197,814 $178K 0.04% ABS-MBS
366 Worldwide Plaza Trust 98162JAJ5 Jun 2026 1,310,000 $172K 0.04% ABS-MBS
367 Research-Driven Pagaya Motor Asset Trust I 76089EAA1 Jun 2026 168,129 $168K 0.04% ABS-O
368 KILROY REALTY LP 49427RAQ5 Jun 2026 200,000 $166K 0.04% DBT
369 Countrywide Asset-Backed Certificates 12666VAD3 Jun 2026 172,588 $166K 0.04% ABS-O
370 LCH Ltd. 000000000 Jun 2026 11,400,000 $165K 0.04% DIR
371 JP Morgan Chase Commercial Mortgage Sec Trust 46653DAG9 Jun 2026 300,000 $164K 0.04% ABS-MBS
372 LCH Ltd. 000000000 Jun 2026 11,110,000 $160K 0.04% DIR
373 CELLNEX FINANCE 15118JAA3 Jun 2026 200,000 $157K 0.04% DBT
374 Morgan Stanley Capital I Trust 61692AAG7 Jun 2026 1,480,000 $155K 0.04% ABS-MBS
375 Chicago Mercantile Exchange 000000000 Jun 2026 2,470,000 $154K 0.04% DIR
376 Fannie Mae 31418ER77 Jun 2026 154,966 $153K 0.04% ABS-MBS
377 Fannie Mae 3140A32V4 Jun 2026 148,810 $153K 0.04% ABS-MBS
378 LCH Ltd. 000000000 Jun 2026 79,000,000 $153K 0.04% DIR
379 ICE Futures Europe - Financial Products Division 000000000 Jun 2026 70 $150K 0.04% DIR
380 LCH Ltd. 000000000 Jun 2026 26,800,000 $149K 0.04% DIR
381 Residential Accredit Loans, Inc. 761118UK2 Jun 2026 177,779 $148K 0.04% ABS-MBS
382 DISCOVERY HOLDINGS INC 254948AR3 Jun 2026 200,000 $147K 0.04% DBT
383 CLEAN RENEWABLE POWER 18452NAB0 Jun 2026 147,000 $145K 0.04% DBT
384 MFT Trust 55316TAA7 Jun 2026 180,000 $142K 0.04% ABS-MBS
385 REPUBLIC OF SOUTH AFRICA 000000000 Jun 2026 2,400,000 $142K 0.04% DBT
386 LCH Ltd. 000000000 Jun 2026 12,400,000 $135K 0.03% DIR
387 Fannie Mae 3140FXC59 Jun 2026 147,515 $133K 0.03% ABS-MBS
388 Residential Accredit Loans, Inc. 74922UAK9 Jun 2026 162,779 $133K 0.03% ABS-MBS
389 LCH Ltd. 000000000 Jun 2026 233,400,000 $132K 0.03% DIR
390 BOSTON PROPERTIES LP 10112RBE3 Jun 2026 150,000 $131K 0.03% DBT
391 SOLAR STAR FUNDING LLC 83416WAA1 Jun 2026 127,010 $127K 0.03% DBT
392 Residential Asset Mortgage Products, INC. 760985B34 Jun 2026 126,377 $126K 0.03% ABS-O
393 Service Experts Issuer 81758VAA3 Jun 2026 126,976 $126K 0.03% ABS-O
394 GRAINGER PLC 000000000 Jun 2026 100,000 $122K 0.03% DBT
395 Freddie Mac 3132DV3V5 Jun 2026 127,289 $121K 0.03% ABS-MBS
396 Argent Securities Inc. 04012MAM1 Jun 2026 127,723 $116K 0.03% ABS-O
397 BCP MODULAR SERVICES 000000000 Jun 2026 100,000 $108K 0.03% DBT
398 Chicago Mercantile Exchange 000000000 Jun 2026 700,000 $108K 0.03% DIR
399 Chicago Mercantile Exchange 000000000 Jun 2026 250,000 $106K 0.03% DIR
400 American Home Mortgage Assets 026935AA4 Jun 2026 107,163 $105K 0.03% ABS-MBS
401 LCH Ltd. 000000000 Jun 2026 580,000,000 $104K 0.03% DIR
402 BSST Mortgage Trust 07403PAL6 Jun 2026 500,000 $103K 0.03% ABS-MBS
403 GOLDMAN SACHS GROUP INC 38144GAG6 Jun 2026 100,000 $100K 0.03% DBT
404 Countrywide Alternative Loan Trust 12668ACZ6 Jun 2026 109,218 $99K 0.02% ABS-MBS
405 WEYERHAEUSER CO 962166BX1 Jun 2026 100,000 $98K 0.02% DBT
406 BANQUE OUEST AFRICAINE D 000000000 Jun 2026 100,000 $98K 0.02% DBT
407 United States Treasury 91282CPZ8 Jun 2026 100,000 $98K 0.02% DBT
408 REGENCY CENTERS LP 75884RBA0 Jun 2026 100,000 $97K 0.02% DBT
409 Chicago Mercantile Exchange 000000000 Jun 2026 800,000 $96K 0.02% DIR
410 BOSTON PROPERTIES LP 10112RBB9 Jun 2026 100,000 $96K 0.02% DBT
411 Specialty Underwriting & Residential Finance 84751PEU9 Jun 2026 95,596 $95K 0.02% ABS-O
412 CPI PROPERTY GROUP SA 000000000 Jun 2026 100,000 $94K 0.02% DBT
413 Residential Asset Securitization Trust 76113WAE3 Jun 2026 510,334 $93K 0.02% ABS-MBS
414 LCH Ltd. 000000000 Jun 2026 5,050,000 $91K 0.02% DIR
415 Uruguay Government International Bonds 760942BD3 Jun 2026 100,000 $91K 0.02% DBT
416 Loanpal Solar Loan Ltd. 53948QAA4 Jun 2026 109,492 $89K 0.02% ABS-O
417 Residential Accredit Loans, Inc. 74922EAR0 Jun 2026 106,250 $88K 0.02% ABS-MBS
418 Morgan Stanley & Co. LLC 000000000 Jun 2026 300,000 $88K 0.02% DIR
419 Goldman Sachs Bank USA 000000000 Jun 2026 300,000 $87K 0.02% DIR
420 Lehman XS Trust 52523MAD2 Jun 2026 92,932 $87K 0.02% ABS-O
421 UDR INC 90265EAS9 Jun 2026 100,000 $86K 0.02% DBT
422 VODAFONE GROUP PLC 92857WBX7 Jun 2026 110,000 $86K 0.02% DBT
423 MNSN Holdings Inc 55339C109 Jun 2026 1,017 $85K 0.02% EC
424 Bank of America NA 000000000 Jun 2026 400,000 $84K 0.02% DCR
425 MFT Trust 55317BAA5 Jun 2026 100,000 $83K 0.02% ABS-MBS
426 Worldwide Plaza Trust 98162JAA4 Jun 2026 100,000 $82K 0.02% ABS-MBS
427 FHLMC Multifamily Structured Pass Through Certs. 3137F84T7 Jun 2026 2,734,032 $81K 0.02% ABS-MBS
428 Fannie Mae 3140QQDV4 Jun 2026 82,803 $80K 0.02% ABS-MBS
429 BNP Paribas SA 000000000 Jun 2026 1 $74K 0.02% DFE
430 Residential Asset Securities Corporation 76110WB54 Jun 2026 67,743 $69K 0.02% ABS-MBS
431 Adjustable Rate Mortgage Trust 00703QAH5 Jun 2026 240,213 $68K 0.02% ABS-MBS
432 MEXICAN UDIBONOS 000000000 Jun 2026 1,234,132 $68K 0.02% DBT
433 SOUTHWESTERN PUBLIC SERV 845743BU6 Jun 2026 100,000 $66K 0.02% DBT
434 Chicago Mercantile Exchange 000000000 Jun 2026 8,400,000 $62K 0.02% DIR
435 Residential Asset Securitization Trust 76113WAF0 Jun 2026 510,334 $60K 0.02% ABS-MBS
436 Structured Asset Securities Corporation 86358BAA0 Jun 2026 58,698 $58K 0.01% ABS-O
437 Chicago Board of Trade 000000000 Jun 2026 296 $57K 0.01% DIR
438 Wells Fargo Mortgage Backed Securities Trust 949797AA2 Jun 2026 56,660 $55K 0.01% ABS-MBS
439 Countrywide Home Loans 12669FFS7 Jun 2026 60,672 $55K 0.01% ABS-MBS
440 Deutsche Alt-A Securities INC Mortgage Loan Trust 25150UAA6 Jun 2026 59,384 $55K 0.01% ABS-MBS
441 Standard Chartered Bank 000000000 Jun 2026 1 $52K 0.01% DFE
442 Countrywide Alternative Loan Trust 23242GAE4 Jun 2026 52,424 $50K 0.01% ABS-MBS
443 IndyMac INDX Mortgage Loan Trust 45667SAA5 Jun 2026 53,091 $50K 0.01% ABS-MBS
444 LCH Ltd. 000000000 Jun 2026 1,440,000 $48K 0.01% DIR
445 Centex Home Equity 152314LQ1 Jun 2026 48,039 $47K 0.01% ABS-MBS
446 Morgan Stanley Mortgage Loan Trust 61749LAA9 Jun 2026 242,966 $46K 0.01% ABS-MBS
447 GSAA Home Equity Trust 362375AE7 Jun 2026 209,857 $45K 0.01% ABS-MBS
448 HarborView Mortgage Loan Trust 41161QAM3 Jun 2026 113,466 $42K 0.01% ABS-MBS
449 BNP Paribas SA 000000000 Jun 2026 190,000 $40K 0.01% DCR
450 Chase Mortgage Finance Corporation 161630BK3 Jun 2026 41,542 $39K 0.01% ABS-MBS
451 Chicago Mercantile Exchange 000000000 Jun 2026 100,000 $39K 0.01% DIR
452 Chase Mortgage Finance Corporation 161630BD9 Jun 2026 38,533 $36K 0.01% ABS-MBS
453 HSBC Bank PLC 000000000 Jun 2026 1 $35K 0.01% DFE
454 LCH Ltd. 000000000 Jun 2026 1,600,000 $33K 0.01% DIR
455 Chicago Mercantile Exchange 000000000 Jun 2026 250,000 $31K 0.01% DIR
456 Countrywide Home Loans 125438AB7 Jun 2026 30,546 $29K 0.01% ABS-MBS
457 Chicago Board of Trade 000000000 Jun 2026 20 $28K 0.01% DIR
458 State Street Bank & Trust Co. 000000000 Jun 2026 1 $27K 0.01% DFE
459 Chicago Mercantile Exchange 000000000 Jun 2026 8,700,000 $27K 0.01% DIR
460 Chicago Mercantile Exchange 000000000 Jun 2026 500,000 $23K 0.01% DIR
461 Morgan Stanley Capital I Trust 61692AAL6 Jun 2026 1,097,000 $23K 0.01% ABS-MBS
462 State Street Bank & Trust Co. 000000000 Jun 2026 1 $23K 0.01% DFE
463 American Home Mortgage Assets 008684AA0 Jun 2026 25,022 $22K 0.01% ABS-MBS
464 JPMorgan Chase Bank NA 000000000 Jun 2026 100,000 $21K 0.01% DCR
465 LCH Ltd. 000000000 Jun 2026 590,000,000 $17K 0.00% DIR
466 Bank of America NA 000000000 Jun 2026 1 $17K 0.00% DFE
467 Intercontinental Exchange, Inc. 000000000 Jun 2026 700,000 $15K 0.00% DCR
468 Bear Stearns Asset Backed Securities Trust 07389MAD9 Jun 2026 15,119 $15K 0.00% ABS-MBS
469 GSAA Home Equity Trust 362334GR9 Jun 2026 47,757 $15K 0.00% ABS-MBS
470 LCH Ltd. 000000000 Jun 2026 400,000 $15K 0.00% DIR
471 LCH Ltd. 000000000 Jun 2026 700,000 $14K 0.00% DIR
472 LCH Ltd. 000000000 Jun 2026 670,000 $13K 0.00% DIR
473 LCH Ltd. 000000000 Jun 2026 700,000 $13K 0.00% DIR
474 JPMorgan Chase Bank NA 000000000 Jun 2026 1 $12K 0.00% DFE
475 Morgan Stanley & Co. International PLC 000000000 Jun 2026 2,100,000 $11K 0.00% DCR
476 LCH Ltd. 000000000 Jun 2026 400,000 $10K 0.00% DIR
477 LCH Ltd. 000000000 Jun 2026 200,000 $10K 0.00% DIR
478 LCH Ltd. 000000000 Jun 2026 200,000 $10K 0.00% DIR
479 LCH Ltd. 000000000 Jun 2026 400,000 $10K 0.00% DIR
480 JPMorgan Chase Bank NA 000000000 Jun 2026 1 $10K 0.00% DFE
481 Chicago Mercantile Exchange 000000000 Jun 2026 550,000 $10K 0.00% DIR
482 LCH Ltd. 000000000 Jun 2026 200,000 $10K 0.00% DIR
483 BNP Paribas SA 000000000 Jun 2026 1 $9K 0.00% DFE
484 Eurex Deutschland 000000000 Jun 2026 6 $9K 0.00% DIR
485 Chicago Mercantile Exchange 000000000 Jun 2026 500,000 $9K 0.00% DIR
486 LCH Ltd. 000000000 Jun 2026 200,000 $8K 0.00% DIR
487 LCH Ltd. 000000000 Jun 2026 6,900,000 $8K 0.00% DIR
488 Chicago Mercantile Exchange 000000000 Jun 2026 510,000 $7K 0.00% DIR
489 Chicago Mercantile Exchange 000000000 Jun 2026 110,000 $7K 0.00% DIR
490 Chicago Mercantile Exchange 000000000 Jun 2026 400,000 $7K 0.00% DIR
491 LCH Ltd. 000000000 Jun 2026 220,000 $7K 0.00% DIR
492 LCH Ltd. 000000000 Jun 2026 200,000 $7K 0.00% DIR
493 LCH Ltd. 000000000 Jun 2026 200,000 $6K 0.00% DIR
494 LCH Ltd. 000000000 Jun 2026 200,000 $6K 0.00% DIR
495 LCH Ltd. 000000000 Jun 2026 200,000 $6K 0.00% DIR
496 LCH Ltd. 000000000 Jun 2026 290,000 $6K 0.00% DIR
497 HSBC Bank PLC 000000000 Jun 2026 1 $6K 0.00% DFE
498 LCH Ltd. 000000000 Jun 2026 200,000 $6K 0.00% DIR
499 Standard Chartered Bank 000000000 Jun 2026 1 $6K 0.00% DFE
500 LCH Ltd. 000000000 Jun 2026 200,000 $6K 0.00% DIR
501 LCH Ltd. 000000000 Jun 2026 200,000 $6K 0.00% DIR
502 LCH Ltd. 000000000 Jun 2026 200,000 $6K 0.00% DIR
503 LCH Ltd. 000000000 Jun 2026 380,000 $5K 0.00% DIR
504 LCH Ltd. 000000000 Jun 2026 100,000 $5K 0.00% DIR
505 LCH Ltd. 000000000 Jun 2026 200,000 $5K 0.00% DIR
506 LCH Ltd. 000000000 Jun 2026 100,000 $5K 0.00% DIR
507 LCH Ltd. 000000000 Jun 2026 200,000 $5K 0.00% DIR
508 LCH Ltd. 000000000 Jun 2026 200,000 $5K 0.00% DIR
509 LCH Ltd. 000000000 Jun 2026 200,000 $5K 0.00% DIR
510 LCH Ltd. 000000000 Jun 2026 200,000 $5K 0.00% DIR
511 LCH Ltd. 000000000 Jun 2026 200,000 $4K 0.00% DIR
512 LCH Ltd. 000000000 Jun 2026 100,000 $4K 0.00% DIR
513 LCH Ltd. 000000000 Jun 2026 500,000 $4K 0.00% DIR
514 Citibank NA 000000000 Jun 2026 1 $4K 0.00% DFE
515 LCH Ltd. 000000000 Jun 2026 100,000 $4K 0.00% DIR
516 LCH Ltd. 000000000 Jun 2026 200,000 $4K 0.00% DIR
517 LCH Ltd. 000000000 Jun 2026 200,000 $4K 0.00% DIR
518 LCH Ltd. 000000000 Jun 2026 100,000 $4K 0.00% DIR
519 Morgan Stanley Capital Services LLC 000000000 Jun 2026 1,000,000 $4K 0.00% DCR
520 LCH Ltd. 000000000 Jun 2026 200,000 $4K 0.00% DIR
521 LCH Ltd. 000000000 Jun 2026 100,000 $4K 0.00% DIR
522 Intercontinental Exchange, Inc. 000000000 Jun 2026 200,000 $4K 0.00% DCR
523 LCH Ltd. 000000000 Jun 2026 200,000 $4K 0.00% DIR
524 LCH Ltd. 000000000 Jun 2026 200,000 $4K 0.00% DIR
525 LCH Ltd. 000000000 Jun 2026 100,000 $3K 0.00% DIR
526 LCH Ltd. 000000000 Jun 2026 100,000 $3K 0.00% DIR
527 LCH Ltd. 000000000 Jun 2026 200,000 $3K 0.00% DIR
528 LCH Ltd. 000000000 Jun 2026 100,000 $3K 0.00% DIR
529 Goldman Sachs Bank USA 000000000 Jun 2026 1 $3K 0.00% DFE
530 LCH Ltd. 000000000 Jun 2026 200,000 $3K 0.00% DIR
531 Barclays Bank PLC 000000000 Jun 2026 1 $3K 0.00% DFE
532 LCH Ltd. 000000000 Jun 2026 100,000 $3K 0.00% DIR
533 Goldman Sachs Bank USA 000000000 Jun 2026 1 $3K 0.00% DFE
534 LCH Ltd. 000000000 Jun 2026 100,000 $3K 0.00% DIR
535 LCH Ltd. 000000000 Jun 2026 200,000 $3K 0.00% DIR
536 LCH Ltd. 000000000 Jun 2026 200,000 $3K 0.00% DIR
537 LCH Ltd. 000000000 Jun 2026 100,000 $3K 0.00% DIR
538 Goldman Sachs Bank USA 000000000 Jun 2026 200,000 $3K 0.00% DIR
539 LCH Ltd. 000000000 Jun 2026 200,000 $3K 0.00% DIR
540 State Street Bank & Trust Co. 000000000 Jun 2026 1 $3K 0.00% DFE
541 LCH Ltd. 000000000 Jun 2026 200,000 $3K 0.00% DIR
542 LCH Ltd. 000000000 Jun 2026 200,000 $3K 0.00% DIR
543 LCH Ltd. 000000000 Jun 2026 100,000 $3K 0.00% DIR
544 LCH Ltd. 000000000 Jun 2026 200,000 $2K 0.00% DIR
545 LCH Ltd. 000000000 Jun 2026 600,000 $2K 0.00% DIR
546 LCH Ltd. 000000000 Jun 2026 200,000 $2K 0.00% DIR
547 LCH Ltd. 000000000 Jun 2026 110,000 $2K 0.00% DIR
548 LCH Ltd. 000000000 Jun 2026 110,000 $2K 0.00% DIR
549 LCH Ltd. 000000000 Jun 2026 400,000 $2K 0.00% DIR
550 LCH Ltd. 000000000 Jun 2026 200,000 $2K 0.00% DIR
551 LCH Ltd. 000000000 Jun 2026 90,000 $2K 0.00% DIR
552 Barclays Bank PLC 000000000 Jun 2026 1 $2K 0.00% DFE
553 LCH Ltd. 000000000 Jun 2026 100,000 $2K 0.00% DIR
554 LCH Ltd. 000000000 Jun 2026 100,000 $2K 0.00% DIR
555 LCH Ltd. 000000000 Jun 2026 200,000 $2K 0.00% DIR
556 LCH Ltd. 000000000 Jun 2026 90,000 $2K 0.00% DIR
557 LCH Ltd. 000000000 Jun 2026 100,000 $2K 0.00% DIR
558 LCH Ltd. 000000000 Jun 2026 90,000 $2K 0.00% DIR
559 LCH Ltd. 000000000 Jun 2026 90,000 $2K 0.00% DIR
560 LCH Ltd. 000000000 Jun 2026 100,000 $2K 0.00% DIR
561 LCH Ltd. 000000000 Jun 2026 200,000 $2K 0.00% DIR
562 LCH Ltd. 000000000 Jun 2026 200,000 $2K 0.00% DIR
563 LCH Ltd. 000000000 Jun 2026 400,000 $2K 0.00% DIR
564 LCH Ltd. 000000000 Jun 2026 200,000 $2K 0.00% DIR
565 LCH Ltd. 000000000 Jun 2026 200,000 $2K 0.00% DIR
566 LCH Ltd. 000000000 Jun 2026 200,000 $2K 0.00% DIR
567 LCH Ltd. 000000000 Jun 2026 200,000 $2K 0.00% DIR
568 Chicago Mercantile Exchange 000000000 Jun 2026 100,000 $2K 0.00% DIR
569 BNP Paribas SA 000000000 Jun 2026 1 $2K 0.00% DFE
570 LCH Ltd. 000000000 Jun 2026 200,000 $1K 0.00% DIR
571 LCH Ltd. 000000000 Jun 2026 100,000 $1K 0.00% DIR
572 LCH Ltd. 000000000 Jun 2026 200,000 $1K 0.00% DIR
573 LCH Ltd. 000000000 Jun 2026 100,000 $1K 0.00% DIR
574 LCH Ltd. 000000000 Jun 2026 200,000 $1K 0.00% DIR
575 LCH Ltd. 000000000 Jun 2026 100,000 $1K 0.00% DIR
576 LCH Ltd. 000000000 Jun 2026 200,000 $1K 0.00% DIR
577 BNP Paribas SA 000000000 Jun 2026 1 $1K 0.00% DFE
578 LCH Ltd. 000000000 Jun 2026 200,000 $1K 0.00% DIR
579 LCH Ltd. 000000000 Jun 2026 100,000 $1K 0.00% DIR
580 BNP Paribas SA 000000000 Jun 2026 1 $980 0.00% DFE
581 HSBC Bank PLC 000000000 Jun 2026 1 $974 0.00% DFE
582 Standard Chartered Bank 000000000 Jun 2026 1 $936 0.00% DFE
583 LCH Ltd. 000000000 Jun 2026 100,000 $927 0.00% DIR
584 LCH Ltd. 000000000 Jun 2026 100,000 $864 0.00% DIR
585 LCH Ltd. 000000000 Jun 2026 100,000 $828 0.00% DIR
586 Citibank NA 000000000 Jun 2026 1 $827 0.00% DFE
587 Societe Generale SA 000000000 Jun 2026 1 $790 0.00% DFE
588 LCH Ltd. 000000000 Jun 2026 100,000 $755 0.00% DIR
589 HSBC Bank PLC 000000000 Jun 2026 1 $744 0.00% DFE
590 LCH Ltd. 000000000 Jun 2026 200,000 $720 0.00% DIR
591 LCH Ltd. 000000000 Jun 2026 100,000 $716 0.00% DIR
592 LCH Ltd. 000000000 Jun 2026 100,000 $683 0.00% DIR
593 BNP Paribas SA 000000000 Jun 2026 1 $669 0.00% DFE
594 BNP Paribas SA 000000000 Jun 2026 1 $669 0.00% DFE
595 BNP Paribas SA 000000000 Jun 2026 1 $669 0.00% DFE
596 Eurex Deutschland 000000000 Jun 2026 1 $650 0.00% DIR
597 HSBC Bank PLC 000000000 Jun 2026 1 $589 0.00% DFE
598 HSBC Bank PLC 000000000 Jun 2026 1 $582 0.00% DFE
599 Goldman Sachs Bank USA 000000000 Jun 2026 1 $578 0.00% DFE
600 LCH Ltd. 000000000 Jun 2026 200,000 $522 0.00% DIR
601 LCH Ltd. 000000000 Jun 2026 100,000 $517 0.00% DIR
602 LCH Ltd. 000000000 Jun 2026 200,000 $499 0.00% DIR
603 HSBC Bank PLC 000000000 Jun 2026 1 $482 0.00% DFE
604 LCH Ltd. 000000000 Jun 2026 200,000 $399 0.00% DIR
605 Standard Chartered Bank 000000000 Jun 2026 1 $396 0.00% DFE
606 Morgan Stanley & Co. LLC 000000000 Jun 2026 300,000 $308 0.00% DIR
607 LCH Ltd. 000000000 Jun 2026 200,000 $307 0.00% DIR
608 Banc of America Merrill Lynch Large Loan Inc 05493LAC0 Jun 2026 261,000,000 $274 0.00% ABS-MBS
609 Goldman Sachs Bank USA 000000000 Jun 2026 1 $178 0.00% DFE
610 JPMorgan Chase Bank NA 000000000 Jun 2026 1 $119 0.00% DFE
611 LCH Ltd. 000000000 Jun 2026 110,000 $115 0.00% DIR
612 HSBC Bank PLC 000000000 Jun 2026 1 $77 0.00% DFE
613 LCH Ltd. 000000000 Jun 2026 200,000 $30 0.00% DIR
614 Citibank NA 000000000 Jun 2026 1 $28 0.00% DFE
615 JPMorgan Chase Bank NA 000000000 Jun 2026 1 $24 0.00% DFE
616 Goldman Sachs Bank USA 000000000 Jun 2026 1 $22 0.00% DFE
617 State Street Bank & Trust Co. 000000000 Jun 2026 1 $4 0.00% DFE
618 BNP Paribas SA 000000000 Jun 2026 1 $2 0.00% DFE
619 LCH Ltd. 000000000 Jun 2026 200,000 $-0 0.00% DIR
620 State Street Bank & Trust Co. 000000000 Jun 2026 1 $-4 -0.00% DFE
621 HSBC Bank PLC 000000000 Jun 2026 1 $-26 -0.00% DFE
622 BNP Paribas SA 000000000 Jun 2026 1 $-49 -0.00% DFE
623 HSBC Bank PLC 000000000 Jun 2026 1 $-68 -0.00% DFE
624 LCH Ltd. 000000000 Jun 2026 100,000 $-73 -0.00% DIR
625 Goldman Sachs Bank USA 000000000 Jun 2026 1 $-78 -0.00% DFE
626 BNP Paribas SA 000000000 Jun 2026 1 $-110 -0.00% DFE
627 BNP Paribas SA 000000000 Jun 2026 1 $-110 -0.00% DFE
628 BNP Paribas SA 000000000 Jun 2026 1 $-119 -0.00% DFE
629 LCH Ltd. 000000000 Jun 2026 100,000 $-125 -0.00% DIR
630 LCH Ltd. 000000000 Jun 2026 200,000 $-126 -0.00% DIR
631 BNP Paribas SA 000000000 Jun 2026 1 $-169 -0.00% DFE
632 LCH Ltd. 000000000 Jun 2026 250,000 $-313 -0.00% DIR
633 LCH Ltd. 000000000 Jun 2026 500,000 $-385 -0.00% DIR
634 LCH Ltd. 000000000 Jun 2026 100,000 $-397 -0.00% DIR
635 LCH Ltd. 000000000 Jun 2026 100,000 $-439 -0.00% DIR
636 LCH Ltd. 000000000 Jun 2026 100,000 $-460 -0.00% DIR
637 HSBC Bank PLC 000000000 Jun 2026 1 $-501 -0.00% DFE
638 LCH Ltd. 000000000 Jun 2026 100,000 $-512 -0.00% DIR
639 LCH Ltd. 000000000 Jun 2026 100,000 $-622 -0.00% DIR
640 LCH Ltd. 000000000 Jun 2026 300,000 $-634 -0.00% DIR
641 LCH Ltd. 000000000 Jun 2026 200,000 $-658 -0.00% DIR
642 LCH Ltd. 000000000 Jun 2026 200,000 $-669 -0.00% DIR
643 LCH Ltd. 000000000 Jun 2026 100,000 $-688 -0.00% DIR
644 LCH Ltd. 000000000 Jun 2026 200,000 $-787 -0.00% DIR
645 Societe Generale SA 000000000 Jun 2026 1 $-802 -0.00% DFE
646 Citibank NA 000000000 Jun 2026 1 $-808 -0.00% DFE
647 LCH Ltd. 000000000 Jun 2026 200,000 $-845 -0.00% DIR
648 LCH Ltd. 000000000 Jun 2026 100,000 $-932 -0.00% DIR
649 LCH Ltd. 000000000 Jun 2026 300,000 $-960 -0.00% DIR
650 HSBC Bank PLC 000000000 Jun 2026 1 $-984 -0.00% DFE
651 LCH Ltd. 000000000 Jun 2026 200,000 $-1002 -0.00% DIR
652 Standard Chartered Bank 000000000 Jun 2026 1 $-1020 -0.00% DFE
653 LCH Ltd. 000000000 Jun 2026 200,000 $-1038 -0.00% DIR
654 LCH Ltd. 000000000 Jun 2026 200,000 $-1055 -0.00% DIR
655 HSBC Bank PLC 000000000 Jun 2026 1 $-1114 -0.00% DFE
656 LCH Ltd. 000000000 Jun 2026 100,000 $-1128 -0.00% DIR
657 Barclays Bank PLC 000000000 Jun 2026 1 $-1132 -0.00% DFE
658 LCH Ltd. 000000000 Jun 2026 200,000 $-1144 -0.00% DIR
659 LCH Ltd. 000000000 Jun 2026 200,000 $-1202 -0.00% DIR
660 LCH Ltd. 000000000 Jun 2026 100,000 $-1253 -0.00% DIR
661 LCH Ltd. 000000000 Jun 2026 100,000 $-1308 -0.00% DIR
662 LCH Ltd. 000000000 Jun 2026 200,000 $-1325 -0.00% DIR
663 LCH Ltd. 000000000 Jun 2026 100,000 $-1388 -0.00% DIR
664 LCH Ltd. 000000000 Jun 2026 100,000 $-1410 -0.00% DIR
665 LCH Ltd. 000000000 Jun 2026 100,000 $-1429 -0.00% DIR
666 LCH Ltd. 000000000 Jun 2026 100,000 $-1507 -0.00% DIR
667 LCH Ltd. 000000000 Jun 2026 200,000 $-1604 -0.00% DIR
668 LCH Ltd. 000000000 Jun 2026 100,000 $-1696 -0.00% DIR
669 LCH Ltd. 000000000 Jun 2026 100,000 $-1867 -0.00% DIR
670 LCH Ltd. 000000000 Jun 2026 100,000 $-1951 -0.00% DIR
671 LCH Ltd. 000000000 Jun 2026 200,000 $-2008 -0.00% DIR
672 LCH Ltd. 000000000 Jun 2026 100,000 $-2187 -0.00% DIR
673 BNP Paribas SA 000000000 Jun 2026 1 $-2231 -0.00% DFE
674 LCH Ltd. 000000000 Jun 2026 100,000 $-2242 -0.00% DIR
675 LCH Ltd. 000000000 Jun 2026 200,000 $-2275 -0.00% DIR
676 Bank of America NA 000000000 Jun 2026 1 $-2339 -0.00% DFE
677 LCH Ltd. 000000000 Jun 2026 100,000 $-2387 -0.00% DIR
678 LCH Ltd. 000000000 Jun 2026 100,000 $-2510 -0.00% DIR
679 LCH Ltd. 000000000 Jun 2026 400,000 $-2530 -0.00% DIR
680 State Street Bank & Trust Co. 000000000 Jun 2026 1 $-2595 -0.00% DFE
681 LCH Ltd. 000000000 Jun 2026 200,000 $-2842 -0.00% DIR
682 LCH Ltd. 000000000 Jun 2026 100,000 $-3066 -0.00% DIR
683 Goldman Sachs Bank USA 000000000 Jun 2026 1 $-3121 -0.00% DFE
684 LCH Ltd. 000000000 Jun 2026 200,000 $-3259 -0.00% DIR
685 LCH Ltd. 000000000 Jun 2026 100,000 $-3295 -0.00% DIR
686 LCH Ltd. 000000000 Jun 2026 200,000 $-3511 -0.00% DIR
687 LCH Ltd. 000000000 Jun 2026 100,000 $-3512 -0.00% DIR
688 LCH Ltd. 000000000 Jun 2026 100,000 $-3618 -0.00% DIR
689 LCH Ltd. 000000000 Jun 2026 100,000 $-3747 -0.00% DIR
690 LCH Ltd. 000000000 Jun 2026 200,000 $-3771 -0.00% DIR
691 LCH Ltd. 000000000 Jun 2026 200,000 $-3825 -0.00% DIR
692 LCH Ltd. 000000000 Jun 2026 100,000 $-3833 -0.00% DIR
693 LCH Ltd. 000000000 Jun 2026 11,200,000 $-4000 -0.00% DIR
694 LCH Ltd. 000000000 Jun 2026 100,000 $-4033 -0.00% DIR
695 LCH Ltd. 000000000 Jun 2026 200,000 $-4051 -0.00% DIR
696 Citibank NA 000000000 Jun 2026 1 $-4118 -0.00% DFE
697 LCH Ltd. 000000000 Jun 2026 100,000 $-4135 -0.00% DIR
698 Goldman Sachs Bank USA 000000000 Jun 2026 1 $-4238 -0.00% DFE
699 LCH Ltd. 000000000 Jun 2026 600,000 $-4648 -0.00% DIR
700 LCH Ltd. 000000000 Jun 2026 600,000 $-4718 -0.00% DIR
701 LCH Ltd. 000000000 Jun 2026 100,000 $-5453 -0.00% DIR
702 LCH Ltd. 000000000 Jun 2026 100,000 $-5524 -0.00% DIR
703 LCH Ltd. 000000000 Jun 2026 100,000 $-5616 -0.00% DIR
704 JPMorgan Chase Bank NA 000000000 Jun 2026 1 $-6149 -0.00% DFE
705 LCH Ltd. 000000000 Jun 2026 100,000 $-6264 -0.00% DIR
706 Citibank NA 000000000 Jun 2026 1 $-6729 -0.00% DFE
707 LCH Ltd. 000000000 Jun 2026 200,000 $-6768 -0.00% DIR
708 LCH Ltd. 000000000 Jun 2026 200,000 $-6966 -0.00% DIR
709 Goldman Sachs Bank USA 000000000 Jun 2026 1 $-6992 -0.00% DFE
710 LCH Ltd. 000000000 Jun 2026 400,000 $-7053 -0.00% DIR
711 LCH Ltd. 000000000 Jun 2026 200,000 $-7198 -0.00% DIR
712 HSBC Bank PLC 000000000 Jun 2026 1 $-7258 -0.00% DFE
713 LCH Ltd. 000000000 Jun 2026 200,000 $-7342 -0.00% DIR
714 LCH Ltd. 000000000 Jun 2026 200,000 $-7438 -0.00% DIR
715 LCH Ltd. 000000000 Jun 2026 450,000 $-7466 -0.00% DIR
716 LCH Ltd. 000000000 Jun 2026 500,000 $-7964 -0.00% DIR
717 BNP Paribas SA 000000000 Jun 2026 1 $-8055 -0.00% DFE
718 LCH Ltd. 000000000 Jun 2026 200,000 $-8278 -0.00% DIR
719 LCH Ltd. 000000000 Jun 2026 200,000 $-8415 -0.00% DIR
720 HSBC Bank PLC 000000000 Jun 2026 1 $-9824 -0.00% DFE
721 LCH Ltd. 000000000 Jun 2026 100,000 $-10754 -0.00% DIR
722 LCH Ltd. 000000000 Jun 2026 700,000 $-11266 -0.00% DIR
723 LCH Ltd. 000000000 Jun 2026 300,000 $-12205 -0.00% DIR
724 LCH Ltd. 000000000 Jun 2026 100,000 $-13673 -0.00% DIR
725 HSBC Bank PLC 000000000 Jun 2026 1 $-13884 -0.00% DFE
726 LCH Ltd. 000000000 Jun 2026 400,000 $-14383 -0.00% DIR
727 LCH Ltd. 000000000 Jun 2026 400,000 $-15036 -0.00% DIR
728 Chicago Mercantile Exchange 000000000 Jun 2026 50,000 $-20683 -0.01% DIR
729 Chicago Mercantile Exchange 000000000 Jun 2026 50,000 $-21086 -0.01% DIR
730 State Street Bank & Trust Co. 000000000 Jun 2026 1 $-22861 -0.01% DFE
731 LCH Ltd. 000000000 Jun 2026 2,000,000 $-26428 -0.01% DIR
732 LCH Ltd. 000000000 Jun 2026 100,000 $-27126 -0.01% DIR
733 Citibank NA 000000000 Jun 2026 1 $-30532 -0.01% DFE
734 LCH Ltd. 000000000 Jun 2026 260,000,000 $-31181 -0.01% DIR
735 HSBC Bank PLC 000000000 Jun 2026 1 $-33747 -0.01% DFE
736 LCH Ltd. 000000000 Jun 2026 1,100,000 $-35784 -0.01% DIR
737 LCH Ltd. 000000000 Jun 2026 200,000 $-36535 -0.01% DIR
738 JPMorgan Chase Bank NA 000000000 Jun 2026 1 $-37590 -0.01% DFE
739 LCH Ltd. 000000000 Jun 2026 4,000,000 $-39581 -0.01% DIR
740 Chicago Mercantile Exchange 000000000 Jun 2026 100,000 $-39582 -0.01% DIR
741 Banco Santander SA 000000000 Jun 2026 1 $-42748 -0.01% DFE
742 Citibank NA 000000000 Jun 2026 1 $-45843 -0.01% DFE
743 Chicago Board of Trade 000000000 Jun 2026 368 $-50273 -0.01% DIR
744 Standard Chartered Bank 000000000 Jun 2026 1 $-51761 -0.01% DFE
745 LCH Ltd. 000000000 Jun 2026 2,200,000 $-72693 -0.02% DIR
746 LCH Ltd. 000000000 Jun 2026 8,300,000 $-87955 -0.02% DIR
747 LCH Ltd. 000000000 Jun 2026 6,300,000 $-89465 -0.02% DIR
748 Chicago Mercantile Exchange 000000000 Jun 2026 6,100,000 $-99694 -0.03% DIR
749 LCH Ltd. 000000000 Jun 2026 2,296,500,000 $-102356 -0.03% DIR
750 Societe Generale SA 000000000 Jun 2026 1 $-107517 -0.03% DFE
751 Banco Santander SA 000000000 Jun 2026 1 $-117599 -0.03% DFE
752 Chicago Board of Trade 000000000 Jun 2026 -96 $-125376 -0.03% DIR
753 LCH Ltd. 000000000 Jun 2026 4,650,000 $-158350 -0.04% DIR
754 Morgan Stanley & Co. International PLC 000000000 Jun 2026 -166,000 $-166000 -0.04% RA
755 Societe Generale SA 000000000 Jun 2026 1 $-192199 -0.05% DFE
756 Chicago Mercantile Exchange 000000000 Jun 2026 13,200,000 $-216895 -0.05% DIR
757 Chicago Mercantile Exchange 000000000 Jun 2026 18,400,000 $-260470 -0.07% DIR
758 Chicago Mercantile Exchange 000000000 Jun 2026 5,800,000 $-316825 -0.08% DIR
759 Chicago Mercantile Exchange 000000000 Jun 2026 83,675,000 $-346529 -0.09% DIR
760 BNY Mellon NA 000000000 Jun 2026 -387,219 $-387219 -0.10% RA
761 Chicago Mercantile Exchange 000000000 Jun 2026 13,800,000 $-474309 -0.12% DIR
762 UMBS, TBA 01F020679 Jun 2026 -750,000 $-599059 -0.15% ABS-MBS
763 UMBS, TBA 01F022675 Jun 2026 -750,000 $-626777 -0.16% ABS-MBS
764 F. H. Deacon Hodgson 000000000 Jun 2026 -627,750 $-627750 -0.16% RA
765 LCH Ltd. 000000000 Jun 2026 25,700,000 $-813559 -0.21% DIR
766 UMBS, TBA 01F052698 Jun 2026 -6,400,000 $-6406950 -1.62% ABS-MBS