Holdings (Monthly)
Guide ↗
International Fixed Income Fund
· Morgan Stanley Pathway Funds| # | Name | Ticker | Since | Shares | Value | % Port | Cat |
|---|---|---|---|---|---|---|---|
| 1 | FNMA 30YR TBA 5% APR 26 | 01F050643 | Feb 2026 | 30,960,000 | $31.1M | 15.91% | ABS-MBS |
| 2 | F/C EURO-BTP FUTURE MAR26 | IKH6 XEUR | Feb 2026 | 175 | $25.4M | 13.01% | DIR |
| 3 | N/A | N/A | Feb 2026 | 1 | $17.5M | 8.95% | DFE |
| 4 | F/C US 10YR ULTRA FUT JUN26 | UXYM6XCBT | Feb 2026 | 127 | $14.8M | 7.59% | DIR |
| 5 | F/C LONG GILT FUTURE JUN26 | G M6 IFLL | Feb 2026 | 97 | $12.2M | 6.27% | DIR |
| 6 | FNMA 30YR TBA 6.5% APR 26 | 01F062648 | Feb 2026 | 10,100,000 | $10.5M | 5.37% | ABS-MBS |
| 7 | F/C CAN 10YR BOND FUT JUN26 | CNM6 XMOD | Feb 2026 | 82 | $7.4M | 3.78% | DIR |
| 8 | FRANCE (GO 2.75% 02/25/30/EUR/ | F26348DP8 | Feb 2026 | 6,000,000 | $7.2M | 3.68% | DBT |
| 9 | F/C EURO-SCHATZ FUT MAR26 | DUH6 XEUR | Feb 2026 | 53 | $6.7M | 3.43% | DIR |
| 10 | BONOS Y OB 3.45% 10/31/34/EUR/ | E8922APQ7 | Feb 2026 | 5,180,000 | $6.4M | 3.26% | DBT |
| 11 | UNITED KI 4.375% 03/07/30/GBP/ | G4527HN49 | Feb 2026 | 4,200,000 | $5.8M | 2.97% | DBT |
| 12 | GNMA II P#MA9961 3.5% 10/20/54 | 36180AB69 | Feb 2026 | 5,561,687 | $5.2M | 2.68% | ABS-MBS |
| 13 | UMBS P#MA5073 6% 07/01/53 | 31418ET75 | Feb 2026 | 4,949,752 | $5.1M | 2.62% | ABS-MBS |
| 14 | F/C US 5YR NOTE (CBT) JUN26 | FVM6 XCBT | Feb 2026 | 46 | $5.1M | 2.59% | DIR |
| 15 | F/C AUST 3YR BOND FUT MAR26 | YMH6 XSFE | Feb 2026 | 54 | $4.0M | 2.07% | DIR |
| 16 | LETRA TESOUR ZCP 04/01/26/BRL/ | P8T60NQH7 | Feb 2026 | 20,000,000 | $3.9M | 1.97% | DBT |
| 17 | US TREAS BDS 4.5% 11/15/54 | 912810UE6 | Feb 2026 | 3,900,000 | $3.8M | 1.95% | DBT |
| 18 | N/A | N/A | Feb 2026 | 1 | $3.7M | 1.92% | DFE |
| 19 | FNMA 30YR TBA 4.5% MAR 26 | 01F042632 | Feb 2026 | 3,637,000 | $3.6M | 1.84% | ABS-MBS |
| 20 | F/C EURO-OAT FUTURE MAR26 | OATH6XEUR | Feb 2026 | 24 | $3.5M | 1.80% | DIR |
| 21 | CHINA DEVE 2.63% 01/08/34/CNY/ | Y1456TPZ3 | Feb 2026 | 22,220,000 | $3.4M | 1.74% | DBT |
| 22 | MALAYSIA 3.519% 04/20/28/MYR/ | Y2R35QFA4 | Feb 2026 | 12,523,000 | $3.3M | 1.66% | DBT |
| 23 | BONOS Y OB 3.15% 04/30/35/EUR/ | E4R46FAA8 | Feb 2026 | 2,560,000 | $3.1M | 1.57% | DBT |
| 24 | UMBS P#MA5217 6.5% 12/01/53 | 31418EYP9 | Feb 2026 | 2,726,930 | $2.8M | 1.45% | ABS-MBS |
| 25 | BONOS Y OBL 2.4% 05/31/28/EUR/ | E4R46DAA3 | Feb 2026 | 2,200,000 | $2.6M | 1.34% | DBT |
| 26 | REPUBLIC 8.875% 02/28/35/ZAR/ | S69124WF8 | Feb 2026 | 38,400,000 | $2.6M | 1.31% | DBT |
| 27 | UMBS P#SD8369 6.5% 10/01/53 | 3132DWJN4 | Feb 2026 | 2,189,012 | $2.3M | 1.17% | ABS-MBS |
| 28 | GNMA II P#MA8098 3% 06/20/52 | 36179W7K8 | Feb 2026 | 2,476,301 | $2.3M | 1.16% | ABS-MBS |
| 29 | PROJECT 4.5426% 12/30/57 /AUD/ | N/A | Feb 2026 | 2,800,000 | $2.0M | 1.02% | DBT |
| 30 | F/C US 10YR NOTE (CBT)JUN26 | TYM6 XCBT | Feb 2026 | 17 | $1.9M | 0.99% | DIR |
| 31 | BEIGNET INVEST 6.581% 05/30/49 | 076912AA2 | Feb 2026 | 1,800,000 | $1.9M | 0.98% | DBT |
| 32 | US TREAS BDS 4.625% 02/15/55 | 912810UG1 | Feb 2026 | 1,900,000 | $1.9M | 0.97% | DBT |
| 33 | GNMA 30 YR TBA 6.5% APR 26 | 21H062644 | Feb 2026 | 1,800,000 | $1.9M | 0.96% | ABS-MBS |
| 34 | CHINA GOVE 2.19% 09/25/54/CNY/ | Y6S39B8P8 | Feb 2026 | 12,700,000 | $1.8M | 0.92% | DBT |
| 35 | N/A | N/A | Feb 2026 | 1 | $1.8M | 0.92% | DFE |
| 36 | CASH COLLATERAL BCY USD | N/A | Feb 2026 | 1,744,000 | $1.7M | 0.89% | STIV |
| 37 | UMBS P#MA5109 6.5% 08/01/53 | 31418EVB3 | Feb 2026 | 1,653,858 | $1.7M | 0.88% | ABS-MBS |
| 38 | CANADIAN GOVE 3% 06/01/34/CAD/ | 135087R48 | Feb 2026 | 2,100,000 | $1.5M | 0.79% | DBT |
| 39 | US TIPS 1.125% 01/15/33 | 91282CGK1 | Feb 2026 | 1,523,032 | $1.5M | 0.77% | DBT |
| 40 | F/C EURO-BUXL 30Y BND MAR26 | UBH6 XEUR | Feb 2026 | 11 | $1.5M | 0.76% | DIR |
| 41 | UK TSY 3.25% 01/22/44 /GBP/ | G4527HCQ2 | Feb 2026 | 1,350,000 | $1.5M | 0.75% | DBT |
| 42 | CASH COLLATERAL 0.5% 12/31/60 | N/A | Feb 2026 | 1,329,000 | $1.3M | 0.68% | STIV |
| 43 | US TIPS 0.5% 01/15/28 | 9128283R9 | Feb 2026 | 1,313,740 | $1.3M | 0.67% | DBT |
| 44 | EUROPEAN U 3.75% 10/12/45/EUR/ | N/A | Feb 2026 | 1,000,000 | $1.2M | 0.61% | DBT |
| 45 | JAPAN (30 Y 1.4% 09/20/45/JPY/ | J2S39KKP0 | Feb 2026 | 240,000,000 | $1.2M | 0.61% | DBT |
| 46 | CHINA DEVE 2.82% 05/22/33/CNY/ | Y1456TPL4 | Feb 2026 | 7,600,000 | $1.2M | 0.60% | DBT |
| 47 | JAPAN (20 YEA 1% 12/20/35/JPY/ | J2S39KLV6 | Feb 2026 | 200,000,000 | $1.2M | 0.59% | DBT |
| 48 | JAPAN (30 Y 1.7% 09/20/44/JPY/ | J2615QTH8 | Feb 2026 | 210,000,000 | $1.1M | 0.57% | DBT |
| 49 | BONOS DE T 6.85% 08/12/35/PEN/ | P6S32DFK4 | Feb 2026 | 3,400,000 | $1.1M | 0.56% | DBT |
| 50 | JAPAN GOVT 0.1% 03/10/28/JPY/ | J2S39KJ56 | Feb 2026 | 167,409,480 | $1.1M | 0.55% | DBT |
| 51 | HAYEM 14A A V/R 01/22/39 /EUR/ | N/A | Feb 2026 | 900,000 | $1.1M | 0.55% | ABS-CBDO |
| 52 | UMBS P#SD8463 6% 09/01/54 | 3132DWML4 | Feb 2026 | 1,032,880 | $1.1M | 0.54% | ABS-MBS |
| 53 | US TIPS 0.125% 07/15/31 | 91282CCM1 | Feb 2026 | 1,088,154 | $1.0M | 0.53% | DBT |
| 54 | JAPAN (30 Y 2.2% 06/20/54/JPY/ | J2S39L3F9 | Feb 2026 | 202,000,000 | $1.0M | 0.52% | DBT |
| 55 | EAGLE FUNDING LU 5.5% 08/17/30 | 26951TAA8 | Feb 2026 | 1,000,000 | $1.0M | 0.52% | DBT |
| 56 | GNMA II P#MA8043 3% 05/20/52 | 36179W5C8 | Feb 2026 | 1,103,777 | $1.0M | 0.52% | ABS-MBS |
| 57 | JAPAN (20 YEA 2% 12/20/44/JPY/ | J2S39L6N9 | Feb 2026 | 180,000,000 | $1.0M | 0.51% | DBT |
| 58 | STATE OF ISRAE 5.375% 02/19/30 | 46514Y8A8 | Feb 2026 | 900,000 | $933K | 0.48% | DBT |
| 59 | US TREAS BDS 4.125% 08/15/44 | 912810UD8 | Feb 2026 | 975,000 | $924K | 0.47% | DBT |
| 60 | STANDARD CHARTERE V/R 02/08/28 | 853254CW8 | Feb 2026 | 900,000 | $923K | 0.47% | DBT |
| 61 | GNMA II P#MA7937 3% 03/20/52 | 36179WZA9 | Feb 2026 | 985,267 | $905K | 0.46% | ABS-MBS |
| 62 | UMBS P#DB5507 5% 06/01/54 | 3140AFDM5 | Feb 2026 | 849,357 | $854K | 0.44% | ABS-MBS |
| 63 | CREDIT AGRICOLE S V/R 01/09/36 | 22535WAN7 | Feb 2026 | 800,000 | $851K | 0.44% | DBT |
| 64 | CANADIAN IMPER 4.876% 01/14/30 | 13607PVU5 | Feb 2026 | 800,000 | $834K | 0.43% | DBT |
| 65 | UMBS P#MA5389 6% 06/01/54 | 31418E7B0 | Feb 2026 | 808,246 | $830K | 0.43% | ABS-MBS |
| 66 | UMBS P#SD8348 5% 08/01/53 | 3132DWHZ9 | Feb 2026 | 807,635 | $815K | 0.42% | ABS-MBS |
| 67 | BARCLAYS PLC V/R 09/13/27 | 06738ECJ2 | Feb 2026 | 800,000 | $810K | 0.41% | DBT |
| 68 | UMBS P#QI1549 5% 03/01/54 | 3133W7WJ0 | Feb 2026 | 799,441 | $810K | 0.41% | ABS-MBS |
| 69 | CHINA GOVE 1.65% 05/15/35/CNY/ | Y6S39CAV0 | Feb 2026 | 5,600,000 | $807K | 0.41% | DBT |
| 70 | UNITED KIN 1.25% 07/31/51/GBP/ | G4527HUU3 | Feb 2026 | 1,300,000 | $805K | 0.41% | DBT |
| 71 | US TREAS BDS 1.875% 02/15/41 | 912810SW9 | Feb 2026 | 1,100,000 | $795K | 0.41% | DBT |
| 72 | ROMANIA 6.625% 09/27/29/EUR/ | X7360WCL4 | Feb 2026 | 600,000 | $786K | 0.40% | DBT |
| 73 | UNITED KING 3.5% 01/22/45/GBP/ | G4527HDA6 | Feb 2026 | 700,000 | $780K | 0.40% | DBT |
| 74 | REPUBLIC O 6.95% 08/12/31/PEN/ | 715638BE1 | Feb 2026 | 2,321,000 | $776K | 0.40% | DBT |
| 75 | JAPAN (20 Y 1.2% 09/20/35/JPY/ | J2S39KKT2 | Feb 2026 | 131,000,000 | $775K | 0.40% | DBT |
| 76 | OBX 2024-HYB1 A1 V/R 03/25/53 | 67448MAA8 | Feb 2026 | 765,734 | $768K | 0.39% | ABS-CBDO |
| 77 | US TIPS 0.125% 01/15/32 | 91282CDX6 | Feb 2026 | 818,307 | $766K | 0.39% | DBT |
| 78 | JPMMT 2021-INV4 V/R 08/25/44 | 46654DAD5 | Feb 2026 | 845,482 | $757K | 0.39% | ABS-CBDO |
| 79 | SVHE 2006-3 A4 V/R 11/25/36 | 83612HAD0 | Feb 2026 | 773,779 | $748K | 0.38% | ABS-CBDO |
| 80 | UNITED KI 0.625% 10/22/50/GBP/ | G4527HSJ1 | Feb 2026 | 1,400,000 | $724K | 0.37% | DBT |
| 81 | UMBS P#MA4980 6% 04/01/53 | 31418ERA0 | Feb 2026 | 696,419 | $718K | 0.37% | ABS-MBS |
| 82 | GCAT 2023-NQM4 A V/R 05/25/67 | 36171FAA1 | Feb 2026 | 733,887 | $716K | 0.37% | ABS-CBDO |
| 83 | TORONTO-DOMINI 4.814% 07/16/27 | 891160TE3 | Feb 2026 | 700,000 | $712K | 0.36% | DBT |
| 84 | QUEENSLAND 5.25% 07/21/36/AUD/ | Q7943Q8Q5 | Feb 2026 | 1,000,000 | $711K | 0.36% | DBT |
| 85 | JAPAN (20 Y 1.8% 09/20/44/JPY/ | J2S39L5C4 | Feb 2026 | 130,000,000 | $703K | 0.36% | DBT |
| 86 | JTWN 2021-16A AR V/R 07/25/34 | 47048RAL9 | Feb 2026 | 700,000 | $701K | 0.36% | ABS-CBDO |
| 87 | CHINA GOVE 3.19% 04/15/53/CNY/ | Y6S39BZ94 | Feb 2026 | 4,090,000 | $698K | 0.36% | DBT |
| 88 | FHR 5513 MF V/R 11/25/54 | 3137HKEX8 | Feb 2026 | 680,706 | $685K | 0.35% | ABS-CBDO |
| 89 | NEW S WALE 1.75% 03/20/34/AUD/ | Q6715P7E3 | Feb 2026 | 1,200,000 | $671K | 0.34% | DBT |
| 90 | GNMAII 30YR TBA 3.5% MAR 26 | 21H032639 | Feb 2026 | 700,000 | $658K | 0.34% | ABS-MBS |
| 91 | US TREAS BDS 3.375% 11/15/48 | 912810SE9 | Feb 2026 | 800,000 | $656K | 0.34% | DBT |
| 92 | JPMMT 2022-LTV2 V/R 09/25/52 | 46655LAE4 | Feb 2026 | 685,993 | $641K | 0.33% | ABS-CBDO |
| 93 | FNR 2024-90 FA V/R 12/25/54 | 3136BTXB4 | Feb 2026 | 629,144 | $637K | 0.33% | ABS-CBDO |
| 94 | BANK OF AMERICA C V/R 07/23/31 | 06051GJF7 | Feb 2026 | 700,000 | $636K | 0.33% | DBT |
| 95 | BANK OF AMERICA C V/R 01/24/36 | 06051GMM8 | Feb 2026 | 600,000 | $630K | 0.32% | DBT |
| 96 | JPMMT 2021-INV8 V/R 09/25/43 | 46654RAG7 | Feb 2026 | 701,819 | $629K | 0.32% | ABS-CBDO |
| 97 | JAPAN (30 Y 0.7% 12/20/51/JPY/ | J2S39LSJ4 | Feb 2026 | 180,000,000 | $629K | 0.32% | DBT |
| 98 | GOLDMAN SACHS GRO V/R 04/25/30 | 38141GA87 | Feb 2026 | 600,000 | $627K | 0.32% | DBT |
| 99 | LINCOLN FIN GLBL 5.3% 01/13/30 | 53359KAA9 | Feb 2026 | 600,000 | $617K | 0.32% | DBT |
| 100 | JPMORGAN CHASE & V/R 10/22/30 | 46647PEQ5 | Feb 2026 | 600,000 | $611K | 0.31% | DBT |
| 101 | WELLS FARGO V/R 07/22/32/EUR/ | U94974LV9 | Feb 2026 | 500,000 | $611K | 0.31% | DBT |
| 102 | WELLS FARGO & COM V/R 07/25/28 | 95000U3A9 | Feb 2026 | 600,000 | $607K | 0.31% | DBT |
| 103 | GSMBS 2022-PJ4 A V/R 04/25/43 | 36264RAE5 | Feb 2026 | 701,214 | $602K | 0.31% | ABS-CBDO |
| 104 | JAPAN (30 Y 0.5% 09/20/46/JPY/ | J2S39KQK5 | Feb 2026 | 152,000,000 | $601K | 0.31% | DBT |
| 105 | CGMS 2016-3A ARR V/R 07/20/34 | 14311UBA5 | Feb 2026 | 600,000 | $600K | 0.31% | ABS-CBDO |
| 106 | DRSLF 2016-43A A V/R 04/20/34 | 26245CBQ5 | Feb 2026 | 600,000 | $600K | 0.31% | ABS-CBDO |
| 107 | UMBS P#QF0820 4.5% 09/01/52 | 3133BM4D4 | Feb 2026 | 602,896 | $599K | 0.31% | ABS-MBS |
| 108 | SAUDI INT 3.375% 03/05/32/EUR/ | N/A | Feb 2026 | 500,000 | $597K | 0.31% | DBT |
| 109 | GROSV 2024- V/R 01/15/39 /EUR/ | G4R829AF4 | Feb 2026 | 500,000 | $593K | 0.30% | ABS-CBDO |
| 110 | PRVD 2A ARR V/R 10/15/38 /EUR/ | G7164GBM5 | Feb 2026 | 500,000 | $593K | 0.30% | ABS-CBDO |
| 111 | FOAKS 5A AR V/R 10/15/36 /EUR/ | N/A | Feb 2026 | 500,000 | $592K | 0.30% | ABS-CBDO |
| 112 | NEW S WALES T 2% 03/08/33/AUD/ | Q6715PB65 | Feb 2026 | 1,000,000 | $591K | 0.30% | DBT |
| 113 | ICGE 2023-2 V/R 01/26/38 /EUR/ | G47094AR1 | Feb 2026 | 500,000 | $591K | 0.30% | ABS-CBDO |
| 114 | PRVD 7A ARR V/R 07/15/38 /EUR/ | N/A | Feb 2026 | 500,000 | $591K | 0.30% | ABS-CBDO |
| 115 | CFOUR 4A AR V/R 04/15/38 /EUR/ | G2094SAV6 | Feb 2026 | 500,000 | $591K | 0.30% | ABS-CBDO |
| 116 | PSTET 2025- V/R 07/15/35 /EUR/ | G6879FAA2 | Feb 2026 | 500,000 | $590K | 0.30% | ABS-CBDO |
| 117 | TREASURY C 2.25% 09/15/33/AUD/ | Q9194YMT8 | Feb 2026 | 1,000,000 | $590K | 0.30% | DBT |
| 118 | VMED O2 U 5.625% 04/15/32/EUR/ | N/A | Feb 2026 | 500,000 | $575K | 0.29% | DBT |
| 119 | REPUBLIC OF S 8% 01/31/30/ZAR/ | S69124VP7 | Feb 2026 | 8,800,000 | $569K | 0.29% | DBT |
| 120 | JAPAN (40 Y 2.2% 03/20/64/JPY/ | J2S39L2J2 | Feb 2026 | 120,000,000 | $565K | 0.29% | DBT |
| 121 | ITALY GOV'T I 6% 08/04/28/GBP/ | T6R88QAL8 | Feb 2026 | 400,000 | $562K | 0.29% | DBT |
| 122 | KEURIG DR PEPPER DISC 03/11/26 | 49271KCB8 | Feb 2026 | 550,000 | $549K | 0.28% | STIV |
| 123 | TITULOS D 12.75% 11/28/40/COP/ | P6S337JZ9 | Feb 2026 | 2,176,300,000 | $542K | 0.28% | DBT |
| 124 | UMBS P#SD4998 5% 09/01/53 | 3132DSRT1 | Feb 2026 | 531,513 | $536K | 0.27% | ABS-MBS |
| 125 | GOLDMAN SACHS GRO V/R 04/25/35 | 38141GA95 | Feb 2026 | 500,000 | $533K | 0.27% | DBT |
| 126 | TITULOS DE T 11% 08/22/29/COP/ | P6S337KA2 | Feb 2026 | 2,158,400,000 | $526K | 0.27% | DBT |
| 127 | SANTANDER UK GROU V/R 01/10/29 | 80281LAT2 | Feb 2026 | 500,000 | $522K | 0.27% | DBT |
| 128 | CHASE 2025-RPL1 V/R 08/25/47 | 16160VAB9 | Feb 2026 | 567,047 | $522K | 0.27% | ABS-CBDO |
| 129 | SUMITOMO MITSUI F V/R 07/08/36 | 86562MEA4 | Feb 2026 | 500,000 | $518K | 0.27% | DBT |
| 130 | BANK OF AMERICA C V/R 04/25/29 | 06051GLG2 | Feb 2026 | 500,000 | $512K | 0.26% | DBT |
| 131 | UMBS P#SD8364 6.5% 09/01/53 | 3132DWJH7 | Feb 2026 | 491,702 | $511K | 0.26% | ABS-MBS |
| 132 | ABU DHABI DEVE 4.375% 10/02/31 | 00402D2C8 | Feb 2026 | 500,000 | $502K | 0.26% | DBT |
| 133 | BARCLAYS PLC V/R 08/08/30/EUR/ | G0809LJD2 | Feb 2026 | 400,000 | $502K | 0.26% | DBT |
| 134 | ATHENE GLOBAL FUN V/R 07/16/26 | 04685A4J7 | Feb 2026 | 500,000 | $501K | 0.26% | DBT |
| 135 | ICG 2021-3A AR V/R 10/20/34 | 449249AS0 | Feb 2026 | 500,000 | $500K | 0.26% | ABS-CBDO |
| 136 | AWPT 2018-3A A1R V/R 01/25/35 | 28623VAN9 | Feb 2026 | 500,000 | $500K | 0.26% | ABS-CBDO |
| 137 | TITULOS D 11.75% 01/24/35/COP/ | P6S337RP2 | Feb 2026 | 2,053,500,000 | $500K | 0.26% | DBT |
| 138 | AMETEK INC DISC 03/09/2026 | 03111CC92 | Feb 2026 | 500,000 | $500K | 0.26% | STIV |
| 139 | UMBS P#CB7220 5.5% 09/01/53 | 3140QTAW9 | Feb 2026 | 482,357 | $492K | 0.25% | ABS-MBS |
| 140 | TITULOS D 13.25% 02/09/33/COP/ | P6S32JW71 | Feb 2026 | 1,884,100,000 | $486K | 0.25% | DBT |
| 141 | JPMMT 2022-INV1 V/R 12/25/43 | 465973AC9 | Feb 2026 | 539,989 | $483K | 0.25% | ABS-CBDO |
| 142 | JAPAN (20 Y 0.4% 06/20/40/JPY/ | J2S39LDF8 | Feb 2026 | 100,000,000 | $474K | 0.24% | DBT |
| 143 | GNR 2024-H07 JF V/R 04/20/74 | 38383KVX7 | Feb 2026 | 466,814 | $471K | 0.24% | ABS-CBDO |
| 144 | BONOS Y OB 1.45% 10/31/27/EUR/ | E8922AEY2 | Feb 2026 | 400,000 | $468K | 0.24% | DBT |
| 145 | COLFR 1A AR V/R 08/15/33 /EUR/ | N/A | Feb 2026 | 395,844 | $467K | 0.24% | ABS-CBDO |
| 146 | CASH COLL ISDA V/R 12/31/49 | N/A | Feb 2026 | 464,000 | $464K | 0.24% | STIV |
| 147 | GNMA II P#MB0022 3.5% 11/20/54 | 3618N5AY5 | Feb 2026 | 490,839 | $462K | 0.24% | ABS-MBS |
| 148 | UMBS P#QF8822 6.5% 03/01/53 | 3133BWYT4 | Feb 2026 | 432,601 | $450K | 0.23% | ABS-MBS |
| 149 | JTI FINL SVCS NO DISC 03/20/26 | 48130PCL8 | Feb 2026 | 450,000 | $449K | 0.23% | STIV |
| 150 | SPAUL 11A A V/R 01/17/32 /EUR/ | G8524HAY1 | Feb 2026 | 379,600 | $449K | 0.23% | ABS-CBDO |
| 151 | JAPAN (30 Y 0.7% 06/20/51/JPY/ | J2S39LQP2 | Feb 2026 | 125,000,000 | $445K | 0.23% | DBT |
| 152 | BONOS DE TE 7.3% 08/12/33/PEN/ | P6S32DFH1 | Feb 2026 | 1,300,000 | $443K | 0.23% | DBT |
| 153 | JAPAN (20 Y 2.4% 03/20/45/JPY/ | J2S39L8A5 | Feb 2026 | 74,000,000 | $438K | 0.22% | DBT |
| 154 | GOLDMAN SACHS GRO V/R 10/24/29 | 38141GA46 | Feb 2026 | 400,000 | $424K | 0.22% | DBT |
| 155 | UMBS P#BU8670 4.5% 05/01/52 | 3140MAT46 | Feb 2026 | 425,017 | $423K | 0.22% | ABS-MBS |
| 156 | TPMF 2024-G V/R 10/20/29 /GBP/ | N/A | Feb 2026 | 312,176 | $422K | 0.22% | ABS-CBDO |
| 157 | JPMORGAN CHASE & V/R 01/24/36 | 46647PEW2 | Feb 2026 | 400,000 | $421K | 0.22% | DBT |
| 158 | REPUBLIC OF 5.4% 08/12/34/PEN/ | P78024AG4 | Feb 2026 | 1,400,000 | $416K | 0.21% | DBT |
| 159 | WI TREASURY SE 4.375% 05/15/34 | 91282CKQ3 | Feb 2026 | 400,000 | $415K | 0.21% | DBT |
| 160 | GOLDMAN SACHS GRO V/R 07/23/35 | 38141GB37 | Feb 2026 | 400,000 | $413K | 0.21% | DBT |
| 161 | ROYAL BANK OF CAN V/R 08/02/30 | 78016HZZ6 | Feb 2026 | 400,000 | $412K | 0.21% | DBT |
| 162 | ROYAL BANK OF CAN V/R 08/06/31 | 78017DAM0 | Feb 2026 | 400,000 | $409K | 0.21% | DBT |
| 163 | SAUDI INTERNAT 5.125% 01/13/28 | 80413TBJ7 | Feb 2026 | 400,000 | $409K | 0.21% | DBT |
| 164 | BPCE SA V/R 10/19/27 | 05571AAQ8 | Feb 2026 | 400,000 | $406K | 0.21% | DBT |
| 165 | SAUDI INTERNATI 4.75% 01/18/28 | 80413TBC2 | Feb 2026 | 400,000 | $406K | 0.21% | DBT |
| 166 | KOREA NATIONAL 4.25% 09/30/29 | 50065LAL4 | Feb 2026 | 400,000 | $405K | 0.21% | DBT |
| 167 | BONOS Y OBL 1.9% 10/31/52/EUR/ | E8922AMF4 | Feb 2026 | 500,000 | $402K | 0.21% | DBT |
| 168 | KUWAIT INTL BO 4.016% 10/09/28 | 501499AD9 | Feb 2026 | 400,000 | $402K | 0.21% | DBT |
| 169 | NYO 2021-1290 A V/R 11/15/28 | 62955HAA5 | Feb 2026 | 400,000 | $400K | 0.20% | ABS-CBDO |
| 170 | DEUTSCHE BANK NY V/R 01/07/28 | 25160PAH0 | Feb 2026 | 400,000 | $395K | 0.20% | DBT |
| 171 | NHEL 2006-1 A2D V/R 05/25/36 | 669884AE8 | Feb 2026 | 398,280 | $393K | 0.20% | ABS-CBDO |
| 172 | JAPAN (30 Y 0.7% 12/20/48/JPY/ | J2S39KS98 | Feb 2026 | 98,000,000 | $380K | 0.19% | DBT |
| 173 | UNITED KIN 1.75% 01/22/49/GBP/ | G4527HEG2 | Feb 2026 | 500,000 | $377K | 0.19% | DBT |
| 174 | FOXCONN FAR EA 1.875% 08/25/28 | G3R82SAQ0 | Feb 2026 | 400,000 | $375K | 0.19% | DBT |
| 175 | JAPAN (30 Y 3.2% 09/20/55/JPY/ | J2615UBY1 | Feb 2026 | 60,000,000 | $374K | 0.19% | DBT |
| 176 | GNMA II P#MB0201 3.5% 02/20/55 | 3618N5GK9 | Feb 2026 | 393,074 | $370K | 0.19% | ABS-MBS |
| 177 | GNMA II P#MA7706 3% 11/20/51 | 36179WR34 | Feb 2026 | 402,576 | $370K | 0.19% | ABS-MBS |
| 178 | RFTE 2018-1 V/R 08/29/36 /EUR/ | N/A | Feb 2026 | 300,000 | $355K | 0.18% | ABS-CBDO |
| 179 | PHILIP MOR 3.25% 06/06/32/EUR/ | 718172DW6 | Feb 2026 | 300,000 | $355K | 0.18% | DBT |
| 180 | BULGARIA 3.375% 07/18/35/EUR/ | X0R483BJ0 | Feb 2026 | 300,000 | $355K | 0.18% | DBT |
| 181 | IMP BRANDS FIN DISC 03/04/26 | 45262EC47 | Feb 2026 | 350,000 | $350K | 0.18% | STIV |
| 182 | N/A | N/A | Feb 2026 | 1 | $350K | 0.18% | DFE |
| 183 | QUEENSLAND TR 2% 08/22/33/AUD/ | Q7943QZ36 | Feb 2026 | 600,000 | $348K | 0.18% | DBT |
| 184 | BNPAM 2019- V/R 07/22/32 /EUR/ | N/A | Feb 2026 | 293,960 | $346K | 0.18% | ABS-CBDO |
| 185 | TPMT 2019-4 A1 V/R 07/25/29 | 89178BAA2 | Feb 2026 | 356,101 | $346K | 0.18% | ABS-CBDO |
| 186 | JAPAN GOVT 0.1% 03/10/29/JPY/ | J2S39K4F0 | Feb 2026 | 53,155,590 | $342K | 0.17% | DBT |
| 187 | FNCL 30YR TBA 4.0% MARCH 26 | 01F040636 | Feb 2026 | 344,000 | $334K | 0.17% | ABS-MBS |
| 188 | FNR 2025-6 GF V/R 02/25/55 | 3136BUVB3 | Feb 2026 | 330,044 | $333K | 0.17% | ABS-CBDO |
| 189 | UMBS P#QF1922 4.5% 10/01/52 | 3133BPD39 | Feb 2026 | 332,045 | $330K | 0.17% | ABS-MBS |
| 190 | JAPAN (30 Y 1.8% 03/20/54/JPY/ | J2S39LY81 | Feb 2026 | 69,400,000 | $320K | 0.16% | DBT |
| 191 | UMBS P#BV4128 2% 03/01/52 | 3140MHSS9 | Feb 2026 | 383,796 | $319K | 0.16% | ABS-MBS |
| 192 | LLOYDS BANKING GR V/R 06/05/30 | 53944YBA0 | Feb 2026 | 300,000 | $315K | 0.16% | DBT |
| 193 | STATE OF ISRAEL 5.5% 03/12/34 | 46514BRL3 | Feb 2026 | 300,000 | $312K | 0.16% | DBT |
| 194 | N/A | N/A | Feb 2026 | 1 | $312K | 0.16% | DFE |
| 195 | JAPAN (5 YE 0.4% 06/20/29/JPY/ | J2S39L3Z5 | Feb 2026 | 50,000,000 | $310K | 0.16% | DBT |
| 196 | STATE OF ISRAE 5.375% 03/12/29 | 46514BRN9 | Feb 2026 | 300,000 | $309K | 0.16% | DBT |
| 197 | EXPORT DEV 7.13% 03/11/29/INR/ | C32148PP4 | Feb 2026 | 27,900,000 | $309K | 0.16% | DBT |
| 198 | CHINA GOVE 1.92% 01/15/55/CNY/ | Y603FQAA8 | Feb 2026 | 2,300,000 | $308K | 0.16% | DBT |
| 199 | PRPM 2023-NQM3 A V/R 11/25/68 | 69380TAA9 | Feb 2026 | 304,278 | $307K | 0.16% | ABS-CBDO |
| 200 | ATHENE GLOBAL 5.516% 03/25/27 | 04685A3T6 | Feb 2026 | 300,000 | $305K | 0.16% | DBT |
| 201 | BANK OF AMERICA C V/R 02/06/37 | 060505GR9 | Feb 2026 | 300,000 | $304K | 0.16% | DBT |
| 202 | KUWAIT INTL BO 4.652% 10/09/35 | 501499AF4 | Feb 2026 | 300,000 | $303K | 0.15% | DBT |
| 203 | NGATE 07-1X A3 V/R 12/1/50 | G6484AAR3 | Feb 2026 | 226,831 | $302K | 0.15% | ABS-CBDO |
| 204 | WELLS FARGO & COM V/R 09/15/36 | 95000U4B6 | Feb 2026 | 300,000 | $301K | 0.15% | DBT |
| 205 | ALMNTATION C-T DISC 03/10/26 | 01626VCA9 | Feb 2026 | 300,000 | $300K | 0.15% | STIV |
| 206 | UBS GROUP AG V/R 04/01/31 | 225401AP3 | Feb 2026 | 300,000 | $299K | 0.15% | DBT |
| 207 | UMBS P#SD8384 6% 12/01/53 | 3132DWJ53 | Feb 2026 | 290,481 | $299K | 0.15% | ABS-MBS |
| 208 | NEW S WALES 3.5% 11/20/37/AUD/ | Q6715PGH6 | Feb 2026 | 500,000 | $298K | 0.15% | DBT |
| 209 | NATIONWIDE BLDG S V/R 02/16/28 | 63861VAF4 | Feb 2026 | 300,000 | $297K | 0.15% | DBT |
| 210 | UMBS P#RA6433 2.5% 12/01/51 | 3133KNEE9 | Feb 2026 | 341,050 | $296K | 0.15% | ABS-MBS |
| 211 | BONOS Y OBL 3.5% 05/31/29/EUR/ | E8922ANY2 | Feb 2026 | 240,000 | $295K | 0.15% | DBT |
| 212 | STATE OF ISRAEL 5.75% 03/12/54 | 46514BRM1 | Feb 2026 | 300,000 | $294K | 0.15% | DBT |
| 213 | N/A | N/A | Feb 2026 | 1 | $293K | 0.15% | DCR |
| 214 | BONOS DE TE 7.6% 08/12/39/PEN/ | P6S32DFJ7 | Feb 2026 | 900,000 | $292K | 0.15% | DBT |
| 215 | LGATE 2007- V/R 01/01/61 /GBP/ | G571A3AW5 | Feb 2026 | 219,075 | $290K | 0.15% | ABS-CBDO |
| 216 | OMW 2020-1MW A 2.13% 09/10/27 | 563136AA8 | Feb 2026 | 300,000 | $290K | 0.15% | ABS-CBDO |
| 217 | UMBS P#BT8263 4.5% 06/01/52 | 3140LXFD2 | Feb 2026 | 285,440 | $284K | 0.15% | ABS-MBS |
| 218 | MFRA 2023-NQM4 A V/R 12/25/27 | 55286LAA0 | Feb 2026 | 277,807 | $281K | 0.14% | ABS-CBDO |
| 219 | ONYP 2020-1NYP A V/R 01/15/23 | 68249DAA7 | Feb 2026 | 283,173 | $277K | 0.14% | ABS-CBDO |
| 220 | RMACS 2006- V/R 06/12/44 /GBP/ | G7604CBD2 | Feb 2026 | 206,451 | $275K | 0.14% | ABS-CBDO |
| 221 | TREASURY C 4.25% 12/20/32/AUD/ | Q9194YCC6 | Feb 2026 | 400,000 | $275K | 0.14% | DBT |
| 222 | PRKCM 2023-AFC4 S/UP 11/25/58 | 69380GAA7 | Feb 2026 | 267,313 | $270K | 0.14% | ABS-CBDO |
| 223 | CARVL 2018-1A AR V/R 07/16/31 | 146865AJ9 | Feb 2026 | 268,763 | $269K | 0.14% | ABS-CBDO |
| 224 | N/A | N/A | Feb 2026 | 1 | $268K | 0.14% | DFE |
| 225 | ARSI 2005-W1 A1 V/R 05/25/35 | 040104MX6 | Feb 2026 | 287,248 | $267K | 0.14% | ABS-CBDO |
| 226 | GNMA TBA 30 UR 2.5% MAR 26 | 21H022630 | Feb 2026 | 300,000 | $265K | 0.14% | ABS-MBS |
| 227 | US T BILL ZCP 04/07/26 | 912797TG2 | Feb 2026 | 264,000 | $263K | 0.13% | STIV |
| 228 | UMBS P#BY0545 5% 05/01/53 | 3140NGTB6 | Feb 2026 | 260,280 | $262K | 0.13% | ABS-MBS |
| 229 | US TREAS BDS 2.25% 08/15/49 | 912810SJ8 | Feb 2026 | 400,000 | $261K | 0.13% | DBT |
| 230 | DBALT 2007-3 2A1 V/R 11/25/15 | 25151KAC3 | Feb 2026 | 328,218 | $260K | 0.13% | ABS-CBDO |
| 231 | JPMMT 2021-10 A3 V/R 10/25/44 | 46654AAC3 | Feb 2026 | 294,827 | $253K | 0.13% | ABS-CBDO |
| 232 | THAILAND GO 2.7% 06/17/40/THB/ | Y603CLBT0 | Feb 2026 | 7,300,000 | $252K | 0.13% | DBT |
| 233 | UBS GROUP AG 4.282% 01/09/28 | 225401AC2 | Feb 2026 | 250,000 | $251K | 0.13% | DBT |
| 234 | ALIMENTATION DISC 03/09/2026 | 01626VC92 | Feb 2026 | 250,000 | $250K | 0.13% | STIV |
| 235 | BECTON DICKINS DISC 03/12/26 | 07588MCC8 | Feb 2026 | 250,000 | $250K | 0.13% | STIV |
| 236 | UBS GROUP AG V/R 01/12/29 | 225401AF5 | Feb 2026 | 250,000 | $249K | 0.13% | DBT |
| 237 | FNMA 30YR TBA 5.5% APR 26 | 01F052649 | Feb 2026 | 240,000 | $244K | 0.12% | ABS-MBS |
| 238 | BONOS Y OBLIG 4% 10/31/54/EUR/ | E8922APG9 | Feb 2026 | 200,000 | $241K | 0.12% | DBT |
| 239 | ELAT 2007-2 A1 V/R 05/25/37 | 288547AA0 | Feb 2026 | 240,402 | $240K | 0.12% | ABS-CBDO |
| 240 | ACE 2005-HE5 M4 V/R 08/25/35 | 004421RH8 | Feb 2026 | 236,734 | $239K | 0.12% | ABS-CBDO |
| 241 | N/A | N/A | Feb 2026 | 1 | $234K | 0.12% | DIR |
| 242 | US TREAS BDS 2.375% 11/15/49 | 912810SK5 | Feb 2026 | 350,000 | $234K | 0.12% | DBT |
| 243 | BULGARIA 4.125% 07/18/45/EUR/ | X0R483BH4 | Feb 2026 | 200,000 | $233K | 0.12% | DBT |
| 244 | GALL 2017-1A A1R V/R 07/15/31 | 36361UAL4 | Feb 2026 | 232,251 | $233K | 0.12% | ABS-CBDO |
| 245 | US TREAS BDS 3% 02/15/48 | 912810SA7 | Feb 2026 | 300,000 | $232K | 0.12% | DBT |
| 246 | MALAYSIA 4.193% 10/07/32/MYR/ | Y2R35QDK4 | Feb 2026 | 860,000 | $231K | 0.12% | DBT |
| 247 | WOODS 2018-12BA V/R 06/15/31 | 66858CAN7 | Feb 2026 | 226,119 | $226K | 0.12% | ABS-CBDO |
| 248 | MALAYSIA 2.632% 04/15/31/MYR/ | Y2R35QHH7 | Feb 2026 | 900,000 | $224K | 0.11% | DBT |
| 249 | UNITED KI 1.125% 10/22/73/GBP/ | G4527HXA4 | Feb 2026 | 500,000 | $223K | 0.11% | DBT |
| 250 | UMBS P#CA4346 3% 10/01/49 | 3140QBZL5 | Feb 2026 | 243,107 | $221K | 0.11% | ABS-MBS |
| 251 | NORTHERN TERR 6% 04/21/39/AUD/ | Q69608XD6 | Feb 2026 | 300,000 | $219K | 0.11% | DBT |
| 252 | ROMANIA 1.75% 07/13/30/EUR/ | X7360WBW1 | Feb 2026 | 200,000 | $218K | 0.11% | DBT |
| 253 | JAPAN (30 Y 0.7% 12/20/50/JPY/ | J2S39LKG8 | Feb 2026 | 60,000,000 | $217K | 0.11% | DBT |
| 254 | MARICOPA CNTY 7.375% 10/01/29 | 56681NJD0 | Feb 2026 | 200,000 | $216K | 0.11% | DBT |
| 255 | TREASURY CORP 2% 09/17/35/AUD/ | Q9194YPB4 | Feb 2026 | 400,000 | $216K | 0.11% | DBT |
| 256 | JAPAN (30 Y 0.7% 03/20/51/JPY/ | J2S39LMD3 | Feb 2026 | 60,000,000 | $215K | 0.11% | DBT |
| 257 | PACIFICORP 5.3% 02/15/31 | 695114DC9 | Feb 2026 | 200,000 | $208K | 0.11% | DBT |
| 258 | CWL 2007-13 1A V/R 06/25/36 | 126698AA7 | Feb 2026 | 211,074 | $208K | 0.11% | ABS-CBDO |
| 259 | SUMITOMO MITSUI 5.2% 03/07/29 | 86563VBQ1 | Feb 2026 | 200,000 | $207K | 0.11% | DBT |
| 260 | KBC GROUP NV V/R 01/19/29 | 48241FAB0 | Feb 2026 | 200,000 | $207K | 0.11% | DBT |
| 261 | PHILIP MORRIS 4.875% 02/13/29 | 718172DG1 | Feb 2026 | 200,000 | $206K | 0.11% | DBT |
| 262 | REPUBLIC OF CHI 4.85% 01/22/29 | 168863EB0 | Feb 2026 | 200,000 | $205K | 0.10% | DBT |
| 263 | SANDS CHINA LTD 5.4% 08/08/28 | 80007RAE5 | Feb 2026 | 200,000 | $204K | 0.10% | DBT |
| 264 | SAUDI INTERNAT 4.875% 07/18/33 | 80413TBD0 | Feb 2026 | 200,000 | $204K | 0.10% | DBT |
| 265 | N/A | N/A | Feb 2026 | 1 | $203K | 0.10% | DIR |
| 266 | ABU DHABI DEVELO 4.5% 05/06/30 | 00402AAA9 | Feb 2026 | 200,000 | $203K | 0.10% | DBT |
| 267 | US TREAS NTS 4% 02/29/28 | 91282CGP0 | Feb 2026 | 200,000 | $202K | 0.10% | DBT |
| 268 | ALBA 2007-1 V/R 03/17/39 /GBP/ | G021A3AA9 | Feb 2026 | 152,208 | $202K | 0.10% | ABS-CBDO |
| 269 | KUWAIT INTL BO 4.136% 10/09/30 | 501499AE7 | Feb 2026 | 200,000 | $201K | 0.10% | DBT |
| 270 | HSBC HOLDINGS PLC V/R 03/13/28 | 404280BK4 | Feb 2026 | 200,000 | $200K | 0.10% | DBT |
| 271 | US TREAS BDS 4.625% 11/15/55 | 912810UP1 | Feb 2026 | 200,000 | $200K | 0.10% | DBT |
| 272 | CWHL 2007-4 1A47 6% 05/25/37 | 12544RBY3 | Feb 2026 | 490,325 | $198K | 0.10% | ABS-CBDO |
| 273 | NOMURA HOLDING 2.329% 01/22/27 | 65535HAZ2 | Feb 2026 | 200,000 | $197K | 0.10% | DBT |
| 274 | N/A | N/A | Feb 2026 | 1 | $190K | 0.10% | DIR |
| 275 | SMB 2022-B A1B V/R 02/16/55 | 83206NAB3 | Feb 2026 | 186,532 | $188K | 0.10% | ABS-CBDO |
| 276 | QATAR ENERGY 2.25% 07/12/31 | 74730DAC7 | Feb 2026 | 200,000 | $182K | 0.09% | DBT |
| 277 | CWL 2007-9 2A4 V/R 02/25/36 | 12670FAE0 | Feb 2026 | 183,307 | $180K | 0.09% | ABS-CBDO |
| 278 | UMBS P#FM4086 3.5% 06/01/50 | 3140X7RG6 | Feb 2026 | 185,891 | $179K | 0.09% | ABS-MBS |
| 279 | GNMA II P#MA8487 3.5% 12/20/52 | 36179XNC6 | Feb 2026 | 183,695 | $174K | 0.09% | ABS-MBS |
| 280 | UMBS P#DB6905 6% 07/01/54 | 3140AGU77 | Feb 2026 | 159,443 | $164K | 0.08% | ABS-MBS |
| 281 | REPUBLIC OF S 9% 01/31/40/ZAR/ | S69124WH4 | Feb 2026 | 2,300,000 | $151K | 0.08% | DBT |
| 282 | N/A | N/A | Feb 2026 | 1 | $149K | 0.08% | DIR |
| 283 | GA GLOBAL FUNDI 2.25% 01/06/27 | 36143L2G9 | Feb 2026 | 150,000 | $148K | 0.08% | DBT |
| 284 | UMBS P#BU4106 6.5% 07/01/53 | 3140M5R49 | Feb 2026 | 135,178 | $143K | 0.07% | ABS-MBS |
| 285 | RLOC 2007-1 V/R 12/15/43 /GBP/ | G7521KAD5 | Feb 2026 | 107,524 | $143K | 0.07% | ABS-CBDO |
| 286 | RMACS 06-NS1X A2A V/R 6/12/44 | G7604CAA9 | Feb 2026 | 107,135 | $143K | 0.07% | ABS-CBDO |
| 287 | JAPAN (30 Y 0.5% 03/20/49/JPY/ | J2S39K3W4 | Feb 2026 | 38,700,000 | $141K | 0.07% | DBT |
| 288 | UMBS P#QF0819 4.5% 10/01/52 | 3133BM4C6 | Feb 2026 | 140,360 | $140K | 0.07% | ABS-MBS |
| 289 | CASH COLLATERAL V/R 12/31/49 | N/A | Feb 2026 | 139,000 | $139K | 0.07% | STIV |
| 290 | US TREAS BDS 3% 08/15/48 | 912810SD1 | Feb 2026 | 175,000 | $135K | 0.07% | DBT |
| 291 | US TREAS BDS 1.375% 11/15/40 | 912810ST6 | Feb 2026 | 200,000 | $134K | 0.07% | DBT |
| 292 | CRNCL 2016- V/R 01/31/30 /EUR/ | N/A | Feb 2026 | 112,317 | $133K | 0.07% | ABS-CBDO |
| 293 | ARCLO 2022-FL1 A V/R 12/15/26 | 03880XAA4 | Feb 2026 | 128,913 | $129K | 0.07% | ABS-CBDO |
| 294 | DRYD 2017-2 V/R 04/15/33 /EUR/ | N/A | Feb 2026 | 106,594 | $126K | 0.06% | ABS-CBDO |
| 295 | GENERALITA 4.22% 04/26/35/EUR/ | E5645NBY9 | Feb 2026 | 100,000 | $125K | 0.06% | DBT |
| 296 | UNITED KI 4.375% 07/31/54/GBP/ | G4527HF22 | Feb 2026 | 100,000 | $121K | 0.06% | DBT |
| 297 | UMBS P#FM7441 3% 05/01/51 | 3140XBHT0 | Feb 2026 | 132,086 | $120K | 0.06% | ABS-MBS |
| 298 | N/A | N/A | Feb 2026 | 1 | $119K | 0.06% | DCR |
| 299 | N/A | N/A | Feb 2026 | 1 | $119K | 0.06% | DIR |
| 300 | FAIRFAX FI 2.75% 03/29/28/EUR/ | C33461AA9 | Feb 2026 | 100,000 | $118K | 0.06% | DBT |
| 301 | BANCA MON 0.875% 10/08/26/EUR/ | T1188BJA5 | Feb 2026 | 100,000 | $117K | 0.06% | DBT |
| 302 | BFAT 2007-SR1A V/R 03/25/37 | 07325QAA3 | Feb 2026 | 115,243 | $116K | 0.06% | ABS-CBDO |
| 303 | SOUTHERN CO V/R 09/15/81/EUR/ | U84258AF6 | Feb 2026 | 100,000 | $116K | 0.06% | DBT |
| 304 | REPUBLIC OF S 1% 09/23/28/EUR/ | N/A | Feb 2026 | 100,000 | $112K | 0.06% | DBT |
| 305 | QUEENSLAND 1.75% 07/20/34/AUD/ | Q7943QD89 | Feb 2026 | 200,000 | $110K | 0.06% | DBT |
| 306 | NRZT 2020-RPL1 A V/R 11/25/59 | 64828XAA1 | Feb 2026 | 112,995 | $110K | 0.06% | ABS-CBDO |
| 307 | N/A | N/A | Feb 2026 | 1 | $109K | 0.06% | DIR |
| 308 | JAPAN (20 Y 0.4% 03/20/36/JPY/ | J2S39KMW3 | Feb 2026 | 20,000,000 | $108K | 0.06% | DBT |
| 309 | UMBS P#QF6516 6.5% 01/01/53 | 3133BUGZ4 | Feb 2026 | 103,089 | $108K | 0.06% | ABS-MBS |
| 310 | US TIPS 0.625% 07/15/32 | 91282CEZ0 | Feb 2026 | 111,532 | $107K | 0.05% | DBT |
| 311 | REPUBLIC OF PO 5.375% 02/12/35 | 857524AH5 | Feb 2026 | 100,000 | $105K | 0.05% | DBT |
| 312 | THAILAND G 1.84% 05/17/36/THB/ | Y603CLDG6 | Feb 2026 | 3,217,000 | $105K | 0.05% | DBT |
| 313 | REPUBLIC OF PO 5.125% 09/18/34 | 731011AY8 | Feb 2026 | 100,000 | $104K | 0.05% | DBT |
| 314 | REPUBLIC OF PO 4.875% 02/12/30 | 857524AF9 | Feb 2026 | 100,000 | $104K | 0.05% | DBT |
| 315 | ESAIL 2007- V/R 06/13/45 /GBP/ | G3299TAL7 | Feb 2026 | 75,925 | $102K | 0.05% | ABS-CBDO |
| 316 | REPUBLIC O 1.65% 03/03/33/EUR/ | X77765CC1 | Feb 2026 | 100,000 | $102K | 0.05% | DBT |
| 317 | NRZT 2019-RPL3 A V/R 07/25/59 | 64830NAA9 | Feb 2026 | 103,330 | $101K | 0.05% | ABS-CBDO |
| 318 | GOLDMAN SACHS BAN V/R 03/18/27 | 38151LAF7 | Feb 2026 | 100,000 | $100K | 0.05% | DBT |
| 319 | REPUBLIC O 6.25% 03/31/36/ZAR/ | S69124MZ5 | Feb 2026 | 1,600,000 | $88K | 0.05% | DBT |
| 320 | UMBS P#MA5071 5% 07/01/53 | 31418ET59 | Feb 2026 | 86,878 | $88K | 0.04% | ABS-MBS |
| 321 | BDS 2021-FL10 A V/R 12/16/36 | 07335YAA4 | Feb 2026 | 83,447 | $83K | 0.04% | ABS-CBDO |
| 322 | UMBS P#MA5446 6.5% 08/01/54 | 31418FBQ9 | Feb 2026 | 79,420 | $83K | 0.04% | ABS-MBS |
| 323 | TPMT 2020-1 A1 V/R 01/25/60 | 89178WAU2 | Feb 2026 | 81,897 | $80K | 0.04% | ABS-CBDO |
| 324 | GNMA II P#MA7882 3% 02/20/52 | 36179WXK9 | Feb 2026 | 85,407 | $78K | 0.04% | ABS-MBS |
| 325 | UMBS P#FS5955 6.5% 10/01/53 | 3140XMTM8 | Feb 2026 | 70,123 | $74K | 0.04% | ABS-MBS |
| 326 | SAMI 2007-AR4 A3 V/R 09/25/47 | 86364MAC4 | Feb 2026 | 80,006 | $73K | 0.04% | ABS-CBDO |
| 327 | UMBS P#SD8307 5% 03/01/53 | 3132DWGQ0 | Feb 2026 | 72,237 | $73K | 0.04% | ABS-MBS |
| 328 | WAMU 2004-AR1 A V/R 03/25/34 | 92922FLD8 | Feb 2026 | 71,336 | $73K | 0.04% | ABS-CBDO |
| 329 | UMBS P#RJ1757 5% 06/01/54 | 3142GR5T3 | Feb 2026 | 69,639 | $71K | 0.04% | ABS-MBS |
| 330 | UMBS P#QH5912 6.5% 11/01/53 | 3133CJR94 | Feb 2026 | 66,292 | $69K | 0.04% | ABS-MBS |
| 331 | UMBS P#CA6106 4% 06/01/50 | 3140QDYC2 | Feb 2026 | 69,909 | $69K | 0.04% | ABS-MBS |
| 332 | UWM 2021-INV5 A1 V/R 01/25/52 | 90355DAV5 | Feb 2026 | 76,519 | $69K | 0.04% | ABS-CBDO |
| 333 | AUSTRALIAN 2.5% 05/21/30/AUD/ | Q2R04NBD5 | Feb 2026 | 100,000 | $66K | 0.03% | DBT |
| 334 | BLUEM 2016-3A A1 V/R 11/15/30 | 09628VAW4 | Feb 2026 | 65,732 | $66K | 0.03% | ABS-CBDO |
| 335 | N/A | N/A | Feb 2026 | 1 | $66K | 0.03% | DFE |
| 336 | N/A | N/A | Feb 2026 | 1 | $66K | 0.03% | DFE |
| 337 | UMBS P#QD8207 2% 03/01/52 | 3133B6DL1 | Feb 2026 | 78,443 | $65K | 0.03% | ABS-MBS |
| 338 | GSMBS 2021-INV1 V/R 12/25/43 | 36263KAB7 | Feb 2026 | 72,366 | $62K | 0.03% | ABS-CBDO |
| 339 | N/A | N/A | Feb 2026 | 1 | $62K | 0.03% | DIR |
| 340 | N/A | N/A | Feb 2026 | 1 | $62K | 0.03% | DIR |
| 341 | DRSLF 2018-55A A V/R 04/15/31 | 26245MAC5 | Feb 2026 | 61,413 | $61K | 0.03% | ABS-CBDO |
| 342 | GSMBS 2021-GR3 A V/R 04/25/52 | 36263TAB8 | Feb 2026 | 71,231 | $61K | 0.03% | ABS-CBDO |
| 343 | UMBS P#QI1359 5% 03/01/54 | 3133W7QL2 | Feb 2026 | 58,075 | $59K | 0.03% | ABS-MBS |
| 344 | N/A | N/A | Feb 2026 | 1 | $57K | 0.03% | DIR |
| 345 | JYSKE REALK 1.5% 10/01/53/DKK/ | K5S69JBQ5 | Feb 2026 | 443,531 | $57K | 0.03% | DBT |
| 346 | CSMC 2021-INV1 A V/R 07/25/56 | 12661XAC6 | Feb 2026 | 66,423 | $57K | 0.03% | ABS-CBDO |
| 347 | UMBS P#DB3354 5% 06/01/54 | 3140ACWQ2 | Feb 2026 | 53,437 | $54K | 0.03% | ABS-MBS |
| 348 | N/A | N/A | Feb 2026 | 1 | $51K | 0.03% | DFE |
| 349 | RALI 2006-QS6 1A1 6% 06/25/36 | 74922EAA7 | Feb 2026 | 60,469 | $51K | 0.03% | ABS-CBDO |
| 350 | N/A | N/A | Feb 2026 | 1 | $50K | 0.03% | DIR |
| 351 | N/A | N/A | Feb 2026 | 1 | $50K | 0.03% | DIR |
| 352 | N/A | N/A | Feb 2026 | 1 | $48K | 0.02% | DIR |
| 353 | HVMLT 2007-1 2A1 V/R 03/19/37 | 41164MAC1 | Feb 2026 | 50,368 | $48K | 0.02% | ABS-CBDO |
| 354 | N/A | N/A | Feb 2026 | 1 | $47K | 0.02% | DIR |
| 355 | N/A | N/A | Feb 2026 | 1 | $45K | 0.02% | DIR |
| 356 | CWHL 2007-19 2A 6.5% 11/25/47 | 12544PAF9 | Feb 2026 | 91,937 | $45K | 0.02% | ABS-CBDO |
| 357 | UMBS P#FM3243 3.5% 02/01/50 | 3140X6S93 | Feb 2026 | 46,615 | $44K | 0.02% | ABS-MBS |
| 358 | GNR 2016-H15 FA V/R 07/20/66 | 38376RWY8 | Feb 2026 | 43,088 | $43K | 0.02% | ABS-CBDO |
| 359 | MFRA 2020-NQM2 A V/R 04/25/65 | 552751AA7 | Feb 2026 | 42,909 | $42K | 0.02% | ABS-CBDO |
| 360 | OOMLT 2007-CP1 1 V/R 03/25/37 | 68402YAA4 | Feb 2026 | 44,954 | $42K | 0.02% | ABS-CBDO |
| 361 | FHR 4579 FD V/R 01/15/38 | 3137BPPH6 | Feb 2026 | 42,122 | $42K | 0.02% | ABS-CBDO |
| 362 | BONOS Y OB 1.45% 04/30/29/EUR/ | E8922AHG8 | Feb 2026 | 36,000 | $42K | 0.02% | DBT |
| 363 | MALAYSIA 3.582% 07/15/32/MYR/ | Y2R35QDR9 | Feb 2026 | 160,000 | $41K | 0.02% | DBT |
| 364 | N/A | N/A | Feb 2026 | 1 | $41K | 0.02% | DIR |
| 365 | SAMI 2007-AR6 V/R 11/25/37 | 86364RAA7 | Feb 2026 | 44,845 | $39K | 0.02% | ABS-CBDO |
| 366 | FNR 2009-104 FA V/R 12/25/39 | 31398GBB4 | Feb 2026 | 35,890 | $36K | 0.02% | ABS-CBDO |
| 367 | N/A | N/A | Feb 2026 | 1 | $35K | 0.02% | DIR |
| 368 | THAILAND G 2.98% 06/17/45/THB/ | Y603CLBS2 | Feb 2026 | 1,000,000 | $34K | 0.02% | DBT |
| 369 | HVMLT 2006-SB1 A V/R 12/19/36 | 41162BAA1 | Feb 2026 | 36,060 | $34K | 0.02% | ABS-CBDO |
| 370 | WAMMS 2002-AR3 1 V/R 12/25/32 | 939336KZ5 | Feb 2026 | 33,424 | $33K | 0.02% | ABS-CBDO |
| 371 | SASC 2006-RF1 1A V/R 01/25/36 | 86359DXP7 | Feb 2026 | 38,883 | $33K | 0.02% | ABS-CBDO |
| 372 | CWHL 2005-2 1A1 V/R 03/25/35 | 12669GPN5 | Feb 2026 | 33,956 | $32K | 0.02% | ABS-CBDO |
| 373 | N/A | N/A | Feb 2026 | 1 | $32K | 0.02% | DFE |
| 374 | N/A | N/A | Feb 2026 | 1 | $31K | 0.02% | DFE |
| 375 | CWL 2007-12 1A1 V/R 06/25/37 | 126697AA9 | Feb 2026 | 29,736 | $30K | 0.02% | ABS-CBDO |
| 376 | CWHL 2005-9 1A3 V/R 05/25/35 | 12669GZQ7 | Feb 2026 | 31,911 | $29K | 0.01% | ABS-CBDO |
| 377 | WAMU 2003-AR9 2A V/R 09/25/33 | 92922FBX5 | Feb 2026 | 27,313 | $27K | 0.01% | ABS-CBDO |
| 378 | UMBS P#AC1317 4.5% 09/01/34 | 31417KPB7 | Feb 2026 | 26,859 | $27K | 0.01% | ABS-MBS |
| 379 | WAMU 2006-AR13 2 V/R 10/25/46 | 93363RAB2 | Feb 2026 | 27,632 | $27K | 0.01% | ABS-CBDO |
| 380 | N/A | N/A | Feb 2026 | 1 | $27K | 0.01% | DIR |
| 381 | UMBS P#BJ8703 3.5% 05/01/49 | 3140HAU57 | Feb 2026 | 26,725 | $26K | 0.01% | ABS-MBS |
| 382 | N/A | N/A | Feb 2026 | 1 | $25K | 0.01% | DFE |
| 383 | N/A | N/A | Feb 2026 | 1 | $25K | 0.01% | DIR |
| 384 | GSR 2005-AR7 2A1 V/R 11/25/35 | 362341WZ8 | Feb 2026 | 25,630 | $25K | 0.01% | ABS-CBDO |
| 385 | N/A | N/A | Feb 2026 | 1 | $24K | 0.01% | DCR |
| 386 | NORDEA KRED 1.5% 10/01/53/DKK/ | K7S724JZ1 | Feb 2026 | 176,799 | $23K | 0.01% | DBT |
| 387 | N/A | N/A | Feb 2026 | 1 | $23K | 0.01% | DFE |
| 388 | N/A | N/A | Feb 2026 | 1 | $22K | 0.01% | DFE |
| 389 | UMBS P#RB5012 3.5% 10/01/39 | 3133KYR92 | Feb 2026 | 22,629 | $22K | 0.01% | ABS-MBS |
| 390 | UMBS P#QI5805 5% 05/01/54 | 3133WCNW0 | Feb 2026 | 21,592 | $22K | 0.01% | ABS-MBS |
| 391 | N/A | N/A | Feb 2026 | 1 | $20K | 0.01% | DFE |
| 392 | AUSTRALIAN 1.75% 06/21/51/AUD/ | Q08184NC5 | Feb 2026 | 50,000 | $19K | 0.01% | DBT |
| 393 | FNW 2004-W12 1A1 6% 7/25/44 | 31394A6Y7 | Feb 2026 | 17,303 | $18K | 0.01% | ABS-CBDO |
| 394 | EHMU 2007-1 V/R 06/15/44 /GBP/ | G3224PAB7 | Feb 2026 | 13,228 | $18K | 0.01% | ABS-CBDO |
| 395 | BSSP 2007-R6 V/R 1/26/36 | 07402FAA3 | Feb 2026 | 24,654 | $18K | 0.01% | ABS-CBDO |
| 396 | N/A | N/A | Feb 2026 | 1 | $18K | 0.01% | DIR |
| 397 | N/A | N/A | Feb 2026 | 1 | $17K | 0.01% | DFE |
| 398 | CSAB 2006-4 A6A S/UP 12/25/36 | 12628LAJ9 | Feb 2026 | 120,493 | $17K | 0.01% | ABS-CBDO |
| 399 | N/A | N/A | Feb 2026 | 1 | $16K | 0.01% | DIR |
| 400 | SARM 2004-19 2A1 V/R 01/25/35 | 863579JG4 | Feb 2026 | 17,266 | $16K | 0.01% | ABS-CBDO |
| 401 | N/A | N/A | Feb 2026 | 1 | $16K | 0.01% | DIR |
| 402 | N/A | N/A | Feb 2026 | 1 | $16K | 0.01% | DFE |
| 403 | WAMU 2006-AR10 2 V/R 09/25/36 | 93363EAF2 | Feb 2026 | 18,012 | $16K | 0.01% | ABS-CBDO |
| 404 | SAMI 2005-AR2 2A V/R 05/25/45 | 86359LJA8 | Feb 2026 | 16,066 | $16K | 0.01% | ABS-CBDO |
| 405 | SAMI 2005-AR8 A1 V/R 02/25/36 | 86359LRW1 | Feb 2026 | 17,825 | $15K | 0.01% | ABS-CBDO |
| 406 | FHR 2614 SJ V/R 05/15/33 | 31393QNV0 | Feb 2026 | 12,058 | $14K | 0.01% | ABS-MBS |
| 407 | MEFA 2008-1 A1 V/R 04/25/38 | 57563NAA6 | Feb 2026 | 13,535 | $14K | 0.01% | ABS-CBDO |
| 408 | UMBS P#FM1796 3.5% 10/01/34 | 3140X47J9 | Feb 2026 | 13,007 | $13K | 0.01% | ABS-MBS |
| 409 | N/A | N/A | Feb 2026 | 1 | $12K | 0.01% | DIR |
| 410 | N/A | N/A | Feb 2026 | 1 | $12K | 0.01% | DFE |
| 411 | N/A | N/A | Feb 2026 | 1 | $12K | 0.01% | DIR |
| 412 | N/A | N/A | Feb 2026 | 1 | $12K | 0.01% | DFE |
| 413 | RALI 2007-QO2 A1 V/R 02/25/47 | 75116AAA8 | Feb 2026 | 40,184 | $12K | 0.01% | ABS-CBDO |
| 414 | FSPC T-62 1A1 V/R 10/25/44 | 31395HHV5 | Feb 2026 | 12,470 | $12K | 0.01% | ABS-CBDO |
| 415 | N/A | N/A | Feb 2026 | 1 | $11K | 0.01% | DIR |
| 416 | N/A | N/A | Feb 2026 | 1 | $11K | 0.01% | DFE |
| 417 | N/A | N/A | Feb 2026 | 1 | $11K | 0.01% | DFE |
| 418 | N/A | N/A | Feb 2026 | 1 | $11K | 0.01% | DIR |
| 419 | SAMI 2006-AR5 1A V/R 05/25/36 | 86360JAA9 | Feb 2026 | 15,369 | $11K | 0.01% | ABS-CBDO |
| 420 | CWALT 2007-11T V/R 05/25/37 | 02150GAN8 | Feb 2026 | 32,787 | $10K | 0.01% | ABS-CBDO |
| 421 | CWALT 2007-7T2 A9 6% 04/25/37 | 02147BAJ4 | Feb 2026 | 24,901 | $10K | 0.01% | ABS-CBDO |
| 422 | N/A | N/A | Feb 2026 | 1 | $10K | 0.01% | DFE |
| 423 | N/A | N/A | Feb 2026 | 1 | $10K | 0.01% | DFE |
| 424 | RAST 2006-R1 A2 V/R 01/25/46 | 76113MAB1 | Feb 2026 | 36,614 | $10K | 0.01% | ABS-CBDO |
| 425 | N/A | N/A | Feb 2026 | 1 | $10K | 0.00% | DFE |
| 426 | N/A | N/A | Feb 2026 | 1 | $9K | 0.00% | DFE |
| 427 | HVMLT 2005-3 2A1 V/R 06/19/35 | 41161PMG5 | Feb 2026 | 9,186 | $9K | 0.00% | ABS-CBDO |
| 428 | N/A | N/A | Feb 2026 | 1 | $9K | 0.00% | DFE |
| 429 | WAMU 2005-AR13 A V/R 10/25/45 | 92922F4M7 | Feb 2026 | 9,088 | $9K | 0.00% | ABS-CBDO |
| 430 | WMALT 2006-AR5 3 V/R 07/25/46 | 93935AAC6 | Feb 2026 | 13,702 | $9K | 0.00% | ABS-CBDO |
| 431 | OTC EPUT USD VS KRW 1400.0 MBC | N/A | Feb 2026 | 717,000 | $8K | 0.00% | DFE |
| 432 | OTC EPUT USD VS KRW 1400.0 MBC | N/A | Feb 2026 | 717,000 | $8K | 0.00% | DFE |
| 433 | UMBS P#841068 V/R 11/01/34 | 31407UMR5 | Feb 2026 | 7,490 | $8K | 0.00% | ABS-MBS |
| 434 | N/A | N/A | Feb 2026 | 1 | $8K | 0.00% | DFE |
| 435 | HVMLT 2005-2 2A1 V/R 05/19/35 | 41161PLR2 | Feb 2026 | 7,904 | $8K | 0.00% | ABS-CBDO |
| 436 | N/A | N/A | Feb 2026 | 1 | $8K | 0.00% | DFE |
| 437 | N/A | N/A | Feb 2026 | 1 | $7K | 0.00% | DFE |
| 438 | N/A | N/A | Feb 2026 | 1 | $7K | 0.00% | DFE |
| 439 | CWALT 2007-16C 6.25% 08/25/37 | 02152AAY5 | Feb 2026 | 16,428 | $7K | 0.00% | ABS-CBDO |
| 440 | CWHL 2005-11 3A1 V/R 04/25/35 | 12669GUM1 | Feb 2026 | 10,729 | $7K | 0.00% | ABS-CBDO |
| 441 | CSMC 2007-5R A5 6.5% 07/26/36 | 12640QAE3 | Feb 2026 | 34,401 | $7K | 0.00% | ABS-CBDO |
| 442 | N/A | N/A | Feb 2026 | 1 | $7K | 0.00% | DFE |
| 443 | N/A | N/A | Feb 2026 | 1 | $7K | 0.00% | DFE |
| 444 | N/A | N/A | Feb 2026 | 1 | $6K | 0.00% | DFE |
| 445 | N/A | N/A | Feb 2026 | 1 | $6K | 0.00% | DFE |
| 446 | N/A | N/A | Feb 2026 | 1 | $6K | 0.00% | DFE |
| 447 | N/A | N/A | Feb 2026 | 1 | $6K | 0.00% | DIR |
| 448 | N/A | N/A | Feb 2026 | 1 | $6K | 0.00% | DFE |
| 449 | N/A | N/A | Feb 2026 | 1 | $6K | 0.00% | DFE |
| 450 | N/A | N/A | Feb 2026 | 1 | $6K | 0.00% | DFE |
| 451 | N/A | N/A | Feb 2026 | 1 | $6K | 0.00% | DIR |
| 452 | GMACM 2005-AR6 3 V/R 11/19/35 | 36185MBL5 | Feb 2026 | 6,126 | $5K | 0.00% | ABS-CBDO |
| 453 | N/A | N/A | Feb 2026 | 1 | $5K | 0.00% | DFE |
| 454 | N/A | N/A | Feb 2026 | 1 | $5K | 0.00% | DFE |
| 455 | N/A | N/A | Feb 2026 | 1 | $5K | 0.00% | DFE |
| 456 | N/A | N/A | Feb 2026 | 1 | $5K | 0.00% | DFE |
| 457 | RAST 2005-A15 5.75% 02/25/36 | 45660L4G1 | Feb 2026 | 13,319 | $5K | 0.00% | ABS-CBDO |
| 458 | N/A | N/A | Feb 2026 | 1 | $5K | 0.00% | DFE |
| 459 | N/A | N/A | Feb 2026 | 1 | $5K | 0.00% | DFE |
| 460 | CIFC 2017-4A A1R V/R 10/24/30 | 12551JAL0 | Feb 2026 | 4,511 | $5K | 0.00% | ABS-CBDO |
| 461 | FSPC T-35 A V/R 9/25/31 | 313398VT3 | Feb 2026 | 4,488 | $4K | 0.00% | ABS-CBDO |
| 462 | OTC EPUT USD VS KRW 1400.0 BOA | N/A | Feb 2026 | 375,417 | $4K | 0.00% | DFE |
| 463 | BSARM 2004-2 22A V/R 05/25/34 | 07384MN32 | Feb 2026 | 4,233 | $4K | 0.00% | ABS-CBDO |
| 464 | N/A | N/A | Feb 2026 | 1 | $4K | 0.00% | DFE |
| 465 | N/A | N/A | Feb 2026 | 1 | $4K | 0.00% | DFE |
| 466 | BAFC 2006 A 1A1 V/R 2/20/36 | 058927AA2 | Feb 2026 | 4,097 | $4K | 0.00% | ABS-CBDO |
| 467 | N/A | N/A | Feb 2026 | 1 | $4K | 0.00% | DFE |
| 468 | N/A | N/A | Feb 2026 | 1 | $4K | 0.00% | DFE |
| 469 | JYSKE REALKRE 1% 10/01/50/DKK/ | K5S69JAN3 | Feb 2026 | 31,614 | $4K | 0.00% | DBT |
| 470 | N/A | N/A | Feb 2026 | 1 | $4K | 0.00% | DFE |
| 471 | N/A | N/A | Feb 2026 | 1 | $4K | 0.00% | DFE |
| 472 | N/A | N/A | Feb 2026 | 1 | $4K | 0.00% | DFE |
| 473 | CWHL 2005-HYB9 3 V/R 02/20/36 | 126670JY5 | Feb 2026 | 3,918 | $4K | 0.00% | ABS-CBDO |
| 474 | N/A | N/A | Feb 2026 | 1 | $4K | 0.00% | DFE |
| 475 | N/A | N/A | Feb 2026 | 1 | $3K | 0.00% | DIR |
| 476 | N/A | N/A | Feb 2026 | 1 | $3K | 0.00% | DFE |
| 477 | N/A | N/A | Feb 2026 | 1 | $3K | 0.00% | DFE |
| 478 | N/A | N/A | Feb 2026 | 1 | $3K | 0.00% | DIR |
| 479 | N/A | N/A | Feb 2026 | 1 | $3K | 0.00% | DFE |
| 480 | N/A | N/A | Feb 2026 | 1 | $3K | 0.00% | DFE |
| 481 | N/A | N/A | Feb 2026 | 1 | $3K | 0.00% | DFE |
| 482 | FNR 2006-48 TF V/R 06/25/36 | 31395NLE5 | Feb 2026 | 3,091 | $3K | 0.00% | ABS-CBDO |
| 483 | FNGT 2004-T3 1A1 6% 2/25/44 | 31393YU52 | Feb 2026 | 2,964 | $3K | 0.00% | ABS-CBDO |
| 484 | FNR 2003-34 A1 6% 04/25/43 | 31393CEY5 | Feb 2026 | 2,927 | $3K | 0.00% | ABS-CBDO |
| 485 | N/A | N/A | Feb 2026 | 1 | $3K | 0.00% | DFE |
| 486 | N/A | N/A | Feb 2026 | 1 | $3K | 0.00% | DFE |
| 487 | N/A | N/A | Feb 2026 | 1 | $3K | 0.00% | DFE |
| 488 | N/A | N/A | Feb 2026 | 1 | $3K | 0.00% | DFE |
| 489 | N/A | N/A | Feb 2026 | 1 | $3K | 0.00% | DFE |
| 490 | N/A | N/A | Feb 2026 | 1 | $3K | 0.00% | DIR |
| 491 | N/A | N/A | Feb 2026 | 1 | $3K | 0.00% | DFE |
| 492 | N/A | N/A | Feb 2026 | 1 | $3K | 0.00% | DFE |
| 493 | N/A | N/A | Feb 2026 | 1 | $2K | 0.00% | DFE |
| 494 | N/A | N/A | Feb 2026 | 1 | $2K | 0.00% | DFE |
| 495 | N/A | N/A | Feb 2026 | 1 | $2K | 0.00% | DIR |
| 496 | N/A | N/A | Feb 2026 | 1 | $2K | 0.00% | DFE |
| 497 | N/A | N/A | Feb 2026 | 1 | $2K | 0.00% | DFE |
| 498 | WAMU 02-AR9 1A V/R 8/25/42 | 9393357P4 | Feb 2026 | 2,154 | $2K | 0.00% | ABS-CBDO |
| 499 | N/A | N/A | Feb 2026 | 1 | $2K | 0.00% | DFE |
| 500 | N/A | N/A | Feb 2026 | 1 | $2K | 0.00% | DFE |
| 501 | FHR 4579 SD V/R 01/15/38 | 3137BPS83 | Feb 2026 | 42,122 | $2K | 0.00% | ABS-CBDO |
| 502 | N/A | N/A | Feb 2026 | 1 | $2K | 0.00% | DIR |
| 503 | GNR 2017-121 PE 3% 07/20/46 | 38380TV37 | Feb 2026 | 2,035 | $2K | 0.00% | ABS-CBDO |
| 504 | N/A | N/A | Feb 2026 | 1 | $2K | 0.00% | DFE |
| 505 | CWALT 2005-21C 5.25% 06/25/35 | 12667GKC6 | Feb 2026 | 2,672 | $2K | 0.00% | ABS-CBDO |
| 506 | N/A | N/A | Feb 2026 | 1 | $2K | 0.00% | DFE |
| 507 | N/A | N/A | Feb 2026 | 1 | $2K | 0.00% | DFE |
| 508 | N/A | N/A | Feb 2026 | 1 | $2K | 0.00% | DFE |
| 509 | FHR 2391 FJ V/R 04/15/28 | 31339LU24 | Feb 2026 | 1,702 | $2K | 0.00% | ABS-CBDO |
| 510 | N/A | N/A | Feb 2026 | 1 | $2K | 0.00% | DFE |
| 511 | N/A | N/A | Feb 2026 | 1 | $2K | 0.00% | DFE |
| 512 | N/A | N/A | Feb 2026 | 1 | $1K | 0.00% | DFE |
| 513 | N/A | N/A | Feb 2026 | 1 | $1K | 0.00% | DFE |
| 514 | N/A | N/A | Feb 2026 | 1 | $1K | 0.00% | DFE |
| 515 | N/A | N/A | Feb 2026 | 1 | $1K | 0.00% | DFE |
| 516 | N/A | N/A | Feb 2026 | 1 | $1K | 0.00% | DFE |
| 517 | N/A | N/A | Feb 2026 | 1 | $1K | 0.00% | DFE |
| 518 | N/A | N/A | Feb 2026 | 1 | $1K | 0.00% | DFE |
| 519 | N/A | N/A | Feb 2026 | 1 | $1K | 0.00% | DFE |
| 520 | N/A | N/A | Feb 2026 | 1 | $1K | 0.00% | DCR |
| 521 | N/A | N/A | Feb 2026 | 1 | $1K | 0.00% | DIR |
| 522 | N/A | N/A | Feb 2026 | 1 | $1K | 0.00% | DFE |
| 523 | BSARM 2004-2 23A V/R 05/25/34 | 07384MN57 | Feb 2026 | 1,422 | $1K | 0.00% | ABS-CBDO |
| 524 | N/A | N/A | Feb 2026 | 1 | $1K | 0.00% | DFE |
| 525 | N/A | N/A | Feb 2026 | 1 | $1K | 0.00% | DFE |
| 526 | GSR 2003-1 A2 V/R 03/25/33 | 36229RJJ9 | Feb 2026 | 1,231 | $1K | 0.00% | ABS-CBDO |
| 527 | BSARM 2003-5 1A2 V/R 08/25/33 | 07384MWG3 | Feb 2026 | 1,254 | $1K | 0.00% | ABS-CBDO |
| 528 | N/A | N/A | Feb 2026 | 1 | $1K | 0.00% | DFE |
| 529 | N/A | N/A | Feb 2026 | 1 | $1K | 0.00% | DFE |
| 530 | N/A | N/A | Feb 2026 | 1 | $1K | 0.00% | DFE |
| 531 | N/A | N/A | Feb 2026 | 1 | $1K | 0.00% | DFE |
| 532 | SARM 2004-1 4A1 V/R 02/25/34 | 86359BGF2 | Feb 2026 | 1,205 | $1K | 0.00% | ABS-CBDO |
| 533 | N/A | N/A | Feb 2026 | 1 | $1K | 0.00% | DFE |
| 534 | MLMI 2003-A2 1A1 V/R 02/25/33 | 589929M70 | Feb 2026 | 1,222 | $1K | 0.00% | ABS-CBDO |
| 535 | BSARM 2003-7 6A V/R 10/25/33 | 07384MYW6 | Feb 2026 | 1,183 | $1K | 0.00% | ABS-CBDO |
| 536 | N/A | N/A | Feb 2026 | 1 | $1K | 0.00% | DFE |
| 537 | N/A | N/A | Feb 2026 | 1 | $1K | 0.00% | DFE |
| 538 | N/A | N/A | Feb 2026 | 1 | $1K | 0.00% | DIR |
| 539 | N/A | N/A | Feb 2026 | 1 | $1K | 0.00% | DIR |
| 540 | N/A | N/A | Feb 2026 | 1 | $1K | 0.00% | DFE |
| 541 | OTC EPUT USD VS KRW 1400.0 BOA | N/A | Feb 2026 | 83,583 | $978 | 0.00% | DFE |
| 542 | N/A | N/A | Feb 2026 | 1 | $947 | 0.00% | DFE |
| 543 | OTC EPUT EUR VS CZK @ 24.04 BPS | N/A | Feb 2026 | 372,000 | $906 | 0.00% | DFE |
| 544 | N/A | N/A | Feb 2026 | 1 | $896 | 0.00% | DFE |
| 545 | N/A | N/A | Feb 2026 | 1 | $895 | 0.00% | DFE |
| 546 | N/A | N/A | Feb 2026 | 1 | $838 | 0.00% | DFE |
| 547 | N/A | N/A | Feb 2026 | 1 | $826 | 0.00% | DFE |
| 548 | WAMU 2003-AR5 A7 V/R 06/25/33 | 929227R65 | Feb 2026 | 815 | $819 | 0.00% | ABS-CBDO |
| 549 | N/A | N/A | Feb 2026 | 1 | $811 | 0.00% | DFE |
| 550 | ESC LEHMAN BR 0.0% 12/30/16 | 525ESC0B6 | Feb 2026 | 1,300,000 | $780 | 0.00% | DBT |
| 551 | N/A | N/A | Feb 2026 | 1 | $760 | 0.00% | DFE |
| 552 | OTC ECAL USD VS SGD @ 1.315 BOA | N/A | Feb 2026 | 462,000 | $754 | 0.00% | DFE |
| 553 | N/A | N/A | Feb 2026 | 1 | $741 | 0.00% | DFE |
| 554 | N/A | N/A | Feb 2026 | 1 | $732 | 0.00% | DFE |
| 555 | N/A | N/A | Feb 2026 | 1 | $625 | 0.00% | DFE |
| 556 | N/A | N/A | Feb 2026 | 1 | $620 | 0.00% | DFE |
| 557 | N/A | N/A | Feb 2026 | 1 | $553 | 0.00% | DFE |
| 558 | GNMA II P#4239 6% 09/20/38 | 36202EV89 | Feb 2026 | 538 | $548 | 0.00% | ABS-MBS |
| 559 | OTC ECAL USD VS HKD 7.8 BOA | N/A | Feb 2026 | 661,000 | $539 | 0.00% | DFE |
| 560 | JPMMT 2003-A2 3A V/R 11/25/33 | 466247AZ6 | Feb 2026 | 539 | $526 | 0.00% | ABS-CBDO |
| 561 | N/A | N/A | Feb 2026 | 1 | $456 | 0.00% | DFE |
| 562 | N/A | N/A | Feb 2026 | 1 | $442 | 0.00% | DFE |
| 563 | N/A | N/A | Feb 2026 | 1 | $441 | 0.00% | DFE |
| 564 | N/A | N/A | Feb 2026 | 1 | $440 | 0.00% | DFE |
| 565 | N/A | N/A | Feb 2026 | 1 | $427 | 0.00% | DFE |
| 566 | N/A | N/A | Feb 2026 | 1 | $421 | 0.00% | DFE |
| 567 | N/A | N/A | Feb 2026 | 1 | $420 | 0.00% | DFE |
| 568 | SARM 2004-4 3A2 V/R 04/25/34 | 86359BNU1 | Feb 2026 | 416 | $414 | 0.00% | ABS-CBDO |
| 569 | CWHL 2005-3 2A1 V/R 4/25/35 | 12669GTV3 | Feb 2026 | 395 | $389 | 0.00% | ABS-CBDO |
| 570 | N/A | N/A | Feb 2026 | 1 | $381 | 0.00% | DFE |
| 571 | N/A | N/A | Feb 2026 | 1 | $365 | 0.00% | DFE |
| 572 | N/A | N/A | Feb 2026 | 1 | $362 | 0.00% | DFE |
| 573 | OTC ECAL USD VS HKD @ 7.8 BOA | N/A | Feb 2026 | 422,000 | $349 | 0.00% | DFE |
| 574 | N/A | N/A | Feb 2026 | 1 | $339 | 0.00% | DFE |
| 575 | N/A | N/A | Feb 2026 | 1 | $327 | 0.00% | DFE |
| 576 | N/A | N/A | Feb 2026 | 1 | $314 | 0.00% | DFE |
| 577 | OTC ECAL USD VS HKD 7.8 MBC | N/A | Feb 2026 | 379,000 | $313 | 0.00% | DFE |
| 578 | JPMMT 2005-A1 6T V/R 02/25/35 | 466247LZ4 | Feb 2026 | 310 | $303 | 0.00% | ABS-CBDO |
| 579 | N/A | N/A | Feb 2026 | 1 | $298 | 0.00% | DFE |
| 580 | N/A | N/A | Feb 2026 | 1 | $292 | 0.00% | DFE |
| 581 | N/A | N/A | Feb 2026 | 1 | $225 | 0.00% | DFE |
| 582 | N/A | N/A | Feb 2026 | 1 | $223 | 0.00% | DFE |
| 583 | N/A | N/A | Feb 2026 | 1 | $219 | 0.00% | DCR |
| 584 | N/A | N/A | Feb 2026 | 1 | $213 | 0.00% | DFE |
| 585 | N/A | N/A | Feb 2026 | 1 | $210 | 0.00% | DFE |
| 586 | N/A | N/A | Feb 2026 | 1 | $168 | 0.00% | DFE |
| 587 | OTC ECAL USD VS HKD @ 7.8 MBC | N/A | Feb 2026 | 198,000 | $161 | 0.00% | DFE |
| 588 | N/A | N/A | Feb 2026 | 1 | $159 | 0.00% | DIR |
| 589 | N/A | N/A | Feb 2026 | 1 | $149 | 0.00% | DFE |
| 590 | N/A | N/A | Feb 2026 | 1 | $138 | 0.00% | DFE |
| 591 | N/A | N/A | Feb 2026 | 1 | $119 | 0.00% | DFE |
| 592 | N/A | N/A | Feb 2026 | 1 | $105 | 0.00% | DFE |
| 593 | OTC ECAL USD VS HKD @ 7.8 GLM | N/A | Feb 2026 | 103,000 | $85 | 0.00% | DFE |
| 594 | N/A | N/A | Feb 2026 | 1 | $82 | 0.00% | DFE |
| 595 | N/A | N/A | Feb 2026 | 1 | $71 | 0.00% | DFE |
| 596 | N/A | N/A | Feb 2026 | 1 | $64 | 0.00% | DFE |
| 597 | N/A | N/A | Feb 2026 | 1 | $64 | 0.00% | DFE |
| 598 | N/A | N/A | Feb 2026 | 1 | $64 | 0.00% | DFE |
| 599 | N/A | N/A | Feb 2026 | 1 | $58 | 0.00% | DFE |
| 600 | N/A | N/A | Feb 2026 | 1 | $35 | 0.00% | DFE |
| 601 | N/A | N/A | Feb 2026 | 1 | $34 | 0.00% | DFE |
| 602 | N/A | N/A | Feb 2026 | 1 | $28 | 0.00% | DFE |
| 603 | N/A | N/A | Feb 2026 | 1 | $19 | 0.00% | DFE |
| 604 | N/A | N/A | Feb 2026 | 1 | $18 | 0.00% | DFE |
| 605 | N/A | N/A | Feb 2026 | 1 | $16 | 0.00% | DFE |
| 606 | N/A | N/A | Feb 2026 | 1 | $10 | 0.00% | DIR |
| 607 | N/A | N/A | Feb 2026 | 1 | $7 | 0.00% | DFE |
| 608 | NORDEA KREDIT 1% 10/01/50/DKK/ | K7S724GR2 | Feb 2026 | 15 | $2 | 0.00% | DBT |
| 609 | N/A | N/A | Feb 2026 | 1 | $2 | 0.00% | DFE |
| 610 | NORDEA KRED 1.5% 10/01/53/DKK/ | K7S724JW8 | Feb 2026 | 10 | $1 | 0.00% | DBT |
| 611 | JYSKE REALKRE 1% 10/01/50/DKK/ | K5S69JAF0 | Feb 2026 | 8 | $1 | 0.00% | DBT |
| 612 | N/A | N/A | Feb 2026 | 1 | $1 | 0.00% | DFE |
| 613 | NYKREDIT REAL 1% 10/01/50/DKK/ | K74181W69 | Feb 2026 | 4 | $1 | 0.00% | DBT |
| 614 | NORDEA KREDIT 1% 10/01/50/DKK/ | K7S724GQ4 | Feb 2026 | 3 | $0 | 0.00% | DBT |
| 615 | NYKREDIT REAL 1% 10/01/50/DKK/ | K74181Y26 | Feb 2026 | 3 | $0 | 0.00% | DBT |
| 616 | NYKREDIT REAL 1% 10/01/53/DKK/ | K741812Z8 | Feb 2026 | 3 | $0 | 0.00% | DBT |
| 617 | REALKREDIT 1.5% 10/01/53/DKK/ | K8094KZJ5 | Feb 2026 | 2 | $0 | 0.00% | DBT |
| 618 | NORDEA KRED 1.5% 10/01/50/DKK/ | K7S724GM3 | Feb 2026 | 1 | $0 | 0.00% | DBT |
| 619 | NYKREDIT RE 1.5% 10/01/50/DKK/ | K74181V86 | Feb 2026 | 1 | $0 | 0.00% | DBT |
| 620 | NYKREDIT REAL 1% 10/01/53/DKK/ | K741813A2 | Feb 2026 | 1 | $0 | 0.00% | DBT |
| 621 | REALKREDIT DA 1% 10/01/50/DKK/ | K8094KWV1 | Feb 2026 | 1 | $0 | 0.00% | DBT |
| 622 | NYKREDIT RE 1.5% 10/01/52/DKK/ | K741813K0 | Feb 2026 | 1 | $0 | 0.00% | DBT |
| 623 | ORO USD 10Y P 4.01500 L 02/27/26 JPM | N/A | Feb 2026 | -500,000 | $-0 | 0.00% | DIR |
| 624 | N/A | N/A | Feb 2026 | 1 | $-8 | -0.00% | DFE |
| 625 | N/A | N/A | Feb 2026 | 1 | $-9 | -0.00% | DFE |
| 626 | N/A | N/A | Feb 2026 | 1 | $-9 | -0.00% | DFE |
| 627 | N/A | N/A | Feb 2026 | 1 | $-30 | -0.00% | DFE |
| 628 | N/A | N/A | Feb 2026 | 1 | $-35 | -0.00% | DFE |
| 629 | OTC ECAL USD VS HKD @ 7.85 GLM | N/A | Feb 2026 | -103,000 | $-36 | -0.00% | DFE |
| 630 | N/A | N/A | Feb 2026 | 1 | $-38 | -0.00% | DFE |
| 631 | N/A | N/A | Feb 2026 | 1 | $-43 | -0.00% | DFE |
| 632 | N/A | N/A | Feb 2026 | 1 | $-49 | -0.00% | DFE |
| 633 | N/A | N/A | Feb 2026 | 1 | $-55 | -0.00% | DFE |
| 634 | N/A | N/A | Feb 2026 | 1 | $-61 | -0.00% | DFE |
| 635 | N/A | N/A | Feb 2026 | 1 | $-67 | -0.00% | DFE |
| 636 | OTC ECAL USD VS HKD @ 7.85 MBC | N/A | Feb 2026 | -198,000 | $-72 | -0.00% | DFE |
| 637 | N/A | N/A | Feb 2026 | 1 | $-75 | -0.00% | DFE |
| 638 | N/A | N/A | Feb 2026 | 1 | $-83 | -0.00% | DFE |
| 639 | N/A | N/A | Feb 2026 | 1 | $-86 | -0.00% | DFE |
| 640 | N/A | N/A | Feb 2026 | 1 | $-105 | -0.00% | DFE |
| 641 | OTC ECAL USD VS HKD 7.85 MBC | N/A | Feb 2026 | -379,000 | $-134 | -0.00% | DFE |
| 642 | N/A | N/A | Feb 2026 | 1 | $-144 | -0.00% | DFE |
| 643 | OTC ECAL USD VS HKD @ 7.85 BOA | N/A | Feb 2026 | -422,000 | $-149 | -0.00% | DFE |
| 644 | N/A | N/A | Feb 2026 | 1 | $-150 | -0.00% | DFE |
| 645 | N/A | N/A | Feb 2026 | 1 | $-181 | -0.00% | DFE |
| 646 | N/A | N/A | Feb 2026 | 1 | $-202 | -0.00% | DFE |
| 647 | N/A | N/A | Feb 2026 | 1 | $-211 | -0.00% | DFE |
| 648 | N/A | N/A | Feb 2026 | 1 | $-228 | -0.00% | DFE |
| 649 | OTC ECAL USD VS HKD 7.85 BOA | N/A | Feb 2026 | -661,000 | $-242 | -0.00% | DFE |
| 650 | N/A | N/A | Feb 2026 | 1 | $-246 | -0.00% | DFE |
| 651 | N/A | N/A | Feb 2026 | 1 | $-254 | -0.00% | DFE |
| 652 | N/A | N/A | Feb 2026 | 1 | $-285 | -0.00% | DFE |
| 653 | N/A | N/A | Feb 2026 | 1 | $-300 | -0.00% | DFE |
| 654 | N/A | N/A | Feb 2026 | 1 | $-312 | -0.00% | DFE |
| 655 | N/A | N/A | Feb 2026 | 1 | $-315 | -0.00% | DFE |
| 656 | N/A | N/A | Feb 2026 | 1 | $-321 | -0.00% | DFE |
| 657 | N/A | N/A | Feb 2026 | 1 | $-327 | -0.00% | DFE |
| 658 | OTC EPUT USD VS KRW 1350.0 BOA | N/A | Feb 2026 | -83,583 | $-336 | -0.00% | DFE |
| 659 | N/A | N/A | Feb 2026 | 1 | $-340 | -0.00% | DFE |
| 660 | N/A | N/A | Feb 2026 | 1 | $-389 | -0.00% | DFE |
| 661 | N/A | N/A | Feb 2026 | 1 | $-432 | -0.00% | DFE |
| 662 | N/A | N/A | Feb 2026 | 1 | $-436 | -0.00% | DFE |
| 663 | N/A | N/A | Feb 2026 | 1 | $-475 | -0.00% | DFE |
| 664 | N/A | N/A | Feb 2026 | 1 | $-480 | -0.00% | DFE |
| 665 | N/A | N/A | Feb 2026 | 1 | $-501 | -0.00% | DFE |
| 666 | N/A | N/A | Feb 2026 | 1 | $-536 | -0.00% | DFE |
| 667 | N/A | N/A | Feb 2026 | 1 | $-558 | -0.00% | DFE |
| 668 | N/A | N/A | Feb 2026 | 1 | $-562 | -0.00% | DFE |
| 669 | N/A | N/A | Feb 2026 | 1 | $-595 | -0.00% | DFE |
| 670 | N/A | N/A | Feb 2026 | 1 | $-630 | -0.00% | DFE |
| 671 | N/A | N/A | Feb 2026 | 1 | $-638 | -0.00% | DFE |
| 672 | N/A | N/A | Feb 2026 | 1 | $-660 | -0.00% | DFE |
| 673 | N/A | N/A | Feb 2026 | 1 | $-700 | -0.00% | DFE |
| 674 | N/A | N/A | Feb 2026 | 1 | $-722 | -0.00% | DFE |
| 675 | N/A | N/A | Feb 2026 | 1 | $-733 | -0.00% | DIR |
| 676 | N/A | N/A | Feb 2026 | 1 | $-834 | -0.00% | DFE |
| 677 | N/A | N/A | Feb 2026 | 1 | $-1057 | -0.00% | DIR |
| 678 | N/A | N/A | Feb 2026 | 1 | $-1066 | -0.00% | DFE |
| 679 | N/A | N/A | Feb 2026 | 1 | $-1080 | -0.00% | DFE |
| 680 | N/A | N/A | Feb 2026 | 1 | $-1104 | -0.00% | DIR |
| 681 | N/A | N/A | Feb 2026 | 1 | $-1168 | -0.00% | DFE |
| 682 | N/A | N/A | Feb 2026 | 1 | $-1188 | -0.00% | DFE |
| 683 | N/A | N/A | Feb 2026 | 1 | $-1213 | -0.00% | DIR |
| 684 | N/A | N/A | Feb 2026 | 1 | $-1271 | -0.00% | DIR |
| 685 | N/A | N/A | Feb 2026 | 1 | $-1279 | -0.00% | DFE |
| 686 | OTC EPUT USD VS KRW 1350.0 BOA | N/A | Feb 2026 | -375,417 | $-1444 | -0.00% | DFE |
| 687 | N/A | N/A | Feb 2026 | 1 | $-1466 | -0.00% | DFE |
| 688 | N/A | N/A | Feb 2026 | 1 | $-1475 | -0.00% | DFE |
| 689 | N/A | N/A | Feb 2026 | 1 | $-1568 | -0.00% | DFE |
| 690 | N/A | N/A | Feb 2026 | 1 | $-1732 | -0.00% | DIR |
| 691 | N/A | N/A | Feb 2026 | 1 | $-1841 | -0.00% | DFE |
| 692 | N/A | N/A | Feb 2026 | 1 | $-1973 | -0.00% | DFE |
| 693 | N/A | N/A | Feb 2026 | 1 | $-1992 | -0.00% | DFE |
| 694 | N/A | N/A | Feb 2026 | 1 | $-2084 | -0.00% | DFE |
| 695 | N/A | N/A | Feb 2026 | 1 | $-2211 | -0.00% | DIR |
| 696 | N/A | N/A | Feb 2026 | 1 | $-2278 | -0.00% | DIR |
| 697 | N/A | N/A | Feb 2026 | 1 | $-2326 | -0.00% | DIR |
| 698 | N/A | N/A | Feb 2026 | 1 | $-2430 | -0.00% | DIR |
| 699 | N/A | N/A | Feb 2026 | 1 | $-2564 | -0.00% | DFE |
| 700 | N/A | N/A | Feb 2026 | 1 | $-2576 | -0.00% | DFE |
| 701 | N/A | N/A | Feb 2026 | 1 | $-2695 | -0.00% | DIR |
| 702 | N/A | N/A | Feb 2026 | 1 | $-2695 | -0.00% | DIR |
| 703 | N/A | N/A | Feb 2026 | 1 | $-2711 | -0.00% | DFE |
| 704 | N/A | N/A | Feb 2026 | 1 | $-2746 | -0.00% | DFE |
| 705 | OTC EPUT USD VS KRW 1350.0 MBC | N/A | Feb 2026 | -717,000 | $-2758 | -0.00% | DFE |
| 706 | OTC EPUT USD VS KRW 1350.0 MBC | N/A | Feb 2026 | -717,000 | $-2789 | -0.00% | DFE |
| 707 | N/A | N/A | Feb 2026 | 1 | $-2885 | -0.00% | DIR |
| 708 | N/A | N/A | Feb 2026 | 1 | $-2925 | -0.00% | DFE |
| 709 | N/A | N/A | Feb 2026 | 1 | $-2970 | -0.00% | DIR |
| 710 | N/A | N/A | Feb 2026 | 1 | $-2976 | -0.00% | DFE |
| 711 | N/A | N/A | Feb 2026 | 1 | $-3072 | -0.00% | DFE |
| 712 | N/A | N/A | Feb 2026 | 1 | $-3110 | -0.00% | DIR |
| 713 | N/A | N/A | Feb 2026 | 1 | $-3161 | -0.00% | DIR |
| 714 | N/A | N/A | Feb 2026 | 1 | $-3168 | -0.00% | DFE |
| 715 | N/A | N/A | Feb 2026 | 1 | $-3171 | -0.00% | DIR |
| 716 | N/A | N/A | Feb 2026 | 1 | $-3285 | -0.00% | DFE |
| 717 | N/A | N/A | Feb 2026 | 1 | $-3366 | -0.00% | DIR |
| 718 | N/A | N/A | Feb 2026 | 1 | $-3530 | -0.00% | DIR |
| 719 | N/A | N/A | Feb 2026 | 1 | $-3623 | -0.00% | DFE |
| 720 | N/A | N/A | Feb 2026 | 1 | $-3714 | -0.00% | DFE |
| 721 | N/A | N/A | Feb 2026 | 1 | $-3792 | -0.00% | DIR |
| 722 | N/A | N/A | Feb 2026 | 1 | $-3918 | -0.00% | DIR |
| 723 | N/A | N/A | Feb 2026 | 1 | $-4043 | -0.00% | DIR |
| 724 | N/A | N/A | Feb 2026 | 1 | $-4051 | -0.00% | DFE |
| 725 | N/A | N/A | Feb 2026 | 1 | $-4185 | -0.00% | DIR |
| 726 | N/A | N/A | Feb 2026 | 1 | $-4343 | -0.00% | DFE |
| 727 | N/A | N/A | Feb 2026 | 1 | $-4482 | -0.00% | DFE |
| 728 | N/A | N/A | Feb 2026 | 1 | $-4486 | -0.00% | DFE |
| 729 | N/A | N/A | Feb 2026 | 1 | $-4517 | -0.00% | DFE |
| 730 | N/A | N/A | Feb 2026 | 1 | $-4761 | -0.00% | DFE |
| 731 | N/A | N/A | Feb 2026 | 1 | $-4810 | -0.00% | DIR |
| 732 | N/A | N/A | Feb 2026 | 1 | $-4859 | -0.00% | DIR |
| 733 | N/A | N/A | Feb 2026 | 1 | $-4865 | -0.00% | DFE |
| 734 | N/A | N/A | Feb 2026 | 1 | $-5126 | -0.00% | DFE |
| 735 | N/A | N/A | Feb 2026 | 1 | $-5167 | -0.00% | DIR |
| 736 | N/A | N/A | Feb 2026 | 1 | $-5212 | -0.00% | DIR |
| 737 | N/A | N/A | Feb 2026 | 1 | $-5220 | -0.00% | DIR |
| 738 | N/A | N/A | Feb 2026 | 1 | $-5282 | -0.00% | DIR |
| 739 | N/A | N/A | Feb 2026 | 1 | $-5297 | -0.00% | DIR |
| 740 | N/A | N/A | Feb 2026 | 1 | $-5309 | -0.00% | DFE |
| 741 | N/A | N/A | Feb 2026 | 1 | $-5316 | -0.00% | DIR |
| 742 | OTC EPUT USD VS SGD @ 1.2365 BOA | N/A | Feb 2026 | -462,000 | $-5461 | -0.00% | DFE |
| 743 | N/A | N/A | Feb 2026 | 1 | $-5564 | -0.00% | DIR |
| 744 | N/A | N/A | Feb 2026 | 1 | $-5707 | -0.00% | DFE |
| 745 | N/A | N/A | Feb 2026 | 1 | $-5772 | -0.00% | DFE |
| 746 | N/A | N/A | Feb 2026 | 1 | $-5940 | -0.00% | DIR |
| 747 | N/A | N/A | Feb 2026 | 1 | $-5986 | -0.00% | DIR |
| 748 | N/A | N/A | Feb 2026 | 1 | $-6010 | -0.00% | DIR |
| 749 | N/A | N/A | Feb 2026 | 1 | $-6027 | -0.00% | DFE |
| 750 | N/A | N/A | Feb 2026 | 1 | $-6313 | -0.00% | DIR |
| 751 | N/A | N/A | Feb 2026 | 1 | $-6540 | -0.00% | DIR |
| 752 | N/A | N/A | Feb 2026 | 1 | $-6652 | -0.00% | DIR |
| 753 | N/A | N/A | Feb 2026 | 1 | $-6808 | -0.00% | DFE |
| 754 | N/A | N/A | Feb 2026 | 1 | $-6864 | -0.00% | DIR |
| 755 | N/A | N/A | Feb 2026 | 1 | $-6978 | -0.00% | DIR |
| 756 | N/A | N/A | Feb 2026 | 1 | $-7605 | -0.00% | DIR |
| 757 | N/A | N/A | Feb 2026 | 1 | $-7638 | -0.00% | DFE |
| 758 | N/A | N/A | Feb 2026 | 1 | $-7808 | -0.00% | DIR |
| 759 | N/A | N/A | Feb 2026 | 1 | $-8165 | -0.00% | DIR |
| 760 | N/A | N/A | Feb 2026 | 1 | $-8410 | -0.00% | DIR |
| 761 | N/A | N/A | Feb 2026 | 1 | $-8553 | -0.00% | DIR |
| 762 | N/A | N/A | Feb 2026 | 1 | $-8603 | -0.00% | DFE |
| 763 | N/A | N/A | Feb 2026 | 1 | $-9667 | -0.00% | DIR |
| 764 | ORO USD 10Y C 3.77500 L 02/27/26 JPM | N/A | Feb 2026 | -500,000 | $-10050 | -0.01% | DIR |
| 765 | N/A | N/A | Feb 2026 | 1 | $-10074 | -0.01% | DFE |
| 766 | N/A | N/A | Feb 2026 | 1 | $-10253 | -0.01% | DIR |
| 767 | N/A | N/A | Feb 2026 | 1 | $-10358 | -0.01% | DIR |
| 768 | N/A | N/A | Feb 2026 | 1 | $-11044 | -0.01% | DFE |
| 769 | N/A | N/A | Feb 2026 | 1 | $-11082 | -0.01% | DIR |
| 770 | N/A | N/A | Feb 2026 | 1 | $-11119 | -0.01% | DFE |
| 771 | N/A | N/A | Feb 2026 | 1 | $-11415 | -0.01% | DFE |
| 772 | N/A | N/A | Feb 2026 | 1 | $-12021 | -0.01% | DIR |
| 773 | N/A | N/A | Feb 2026 | 1 | $-12318 | -0.01% | DFE |
| 774 | N/A | N/A | Feb 2026 | 1 | $-13179 | -0.01% | DIR |
| 775 | N/A | N/A | Feb 2026 | 1 | $-13558 | -0.01% | DIR |
| 776 | N/A | N/A | Feb 2026 | 1 | $-14106 | -0.01% | DIR |
| 777 | N/A | N/A | Feb 2026 | 1 | $-14584 | -0.01% | DFE |
| 778 | N/A | N/A | Feb 2026 | 1 | $-14729 | -0.01% | DIR |
| 779 | N/A | N/A | Feb 2026 | 1 | $-15359 | -0.01% | DCR |
| 780 | N/A | N/A | Feb 2026 | 1 | $-15639 | -0.01% | DIR |
| 781 | N/A | N/A | Feb 2026 | 1 | $-16174 | -0.01% | DIR |
| 782 | N/A | N/A | Feb 2026 | 1 | $-16533 | -0.01% | DIR |
| 783 | N/A | N/A | Feb 2026 | 1 | $-17173 | -0.01% | DIR |
| 784 | N/A | N/A | Feb 2026 | 1 | $-17460 | -0.01% | DIR |
| 785 | N/A | N/A | Feb 2026 | 1 | $-17725 | -0.01% | DFE |
| 786 | N/A | N/A | Feb 2026 | 1 | $-17933 | -0.01% | DIR |
| 787 | N/A | N/A | Feb 2026 | 1 | $-18328 | -0.01% | DFE |
| 788 | N/A | N/A | Feb 2026 | 1 | $-20165 | -0.01% | DIR |
| 789 | N/A | N/A | Feb 2026 | 1 | $-21338 | -0.01% | DCR |
| 790 | N/A | N/A | Feb 2026 | 1 | $-22076 | -0.01% | DIR |
| 791 | N/A | N/A | Feb 2026 | 1 | $-22194 | -0.01% | DIR |
| 792 | N/A | N/A | Feb 2026 | 1 | $-22202 | -0.01% | DIR |
| 793 | N/A | N/A | Feb 2026 | 1 | $-23280 | -0.01% | DIR |
| 794 | N/A | N/A | Feb 2026 | 1 | $-24334 | -0.01% | DFE |
| 795 | N/A | N/A | Feb 2026 | 1 | $-24755 | -0.01% | DIR |
| 796 | N/A | N/A | Feb 2026 | 1 | $-24815 | -0.01% | DIR |
| 797 | N/A | N/A | Feb 2026 | 1 | $-25642 | -0.01% | DIR |
| 798 | N/A | N/A | Feb 2026 | 1 | $-26845 | -0.01% | DIR |
| 799 | N/A | N/A | Feb 2026 | 1 | $-26956 | -0.01% | DIR |
| 800 | N/A | N/A | Feb 2026 | 1 | $-27056 | -0.01% | DIR |
| 801 | N/A | N/A | Feb 2026 | 1 | $-27803 | -0.01% | DIR |
| 802 | N/A | N/A | Feb 2026 | 1 | $-28132 | -0.01% | DFE |
| 803 | N/A | N/A | Feb 2026 | 1 | $-31293 | -0.02% | DCR |
| 804 | N/A | N/A | Feb 2026 | 1 | $-35512 | -0.02% | DIR |
| 805 | N/A | N/A | Feb 2026 | 1 | $-36096 | -0.02% | DIR |
| 806 | N/A | N/A | Feb 2026 | 1 | $-36113 | -0.02% | DIR |
| 807 | N/A | N/A | Feb 2026 | 1 | $-36219 | -0.02% | DFE |
| 808 | N/A | N/A | Feb 2026 | 1 | $-37267 | -0.02% | DIR |
| 809 | N/A | N/A | Feb 2026 | 1 | $-39748 | -0.02% | DFE |
| 810 | N/A | N/A | Feb 2026 | 1 | $-41490 | -0.02% | DIR |
| 811 | N/A | N/A | Feb 2026 | 1 | $-47178 | -0.02% | DFE |
| 812 | N/A | N/A | Feb 2026 | 1 | $-50769 | -0.03% | DIR |
| 813 | N/A | N/A | Feb 2026 | 1 | $-53189 | -0.03% | DFE |
| 814 | N/A | N/A | Feb 2026 | 1 | $-53824 | -0.03% | DIR |
| 815 | N/A | N/A | Feb 2026 | 1 | $-56612 | -0.03% | DIR |
| 816 | N/A | N/A | Feb 2026 | 1 | $-57063 | -0.03% | DIR |
| 817 | N/A | N/A | Feb 2026 | 1 | $-57095 | -0.03% | DFE |
| 818 | N/A | N/A | Feb 2026 | 1 | $-59507 | -0.03% | DFE |
| 819 | N/A | N/A | Feb 2026 | 1 | $-68987 | -0.04% | DIR |
| 820 | N/A | N/A | Feb 2026 | 1 | $-74016 | -0.04% | DIR |
| 821 | N/A | N/A | Feb 2026 | 1 | $-79667 | -0.04% | DIR |
| 822 | N/A | N/A | Feb 2026 | 1 | $-80826 | -0.04% | DIR |
| 823 | N/A | N/A | Feb 2026 | 1 | $-111011 | -0.06% | DE |
| 824 | N/A | N/A | Feb 2026 | 1 | $-111353 | -0.06% | DFE |
| 825 | CASH COLLATERAL ISDA JPM USD | N/A | Feb 2026 | -150,000 | $-150000 | -0.08% | STIV |
| 826 | N/A | N/A | Feb 2026 | 1 | $-152540 | -0.08% | DIR |
| 827 | N/A | N/A | Feb 2026 | 1 | $-171445 | -0.09% | DIR |
| 828 | N/A | N/A | Feb 2026 | 1 | $-173049 | -0.09% | DFE |
| 829 | N/A | N/A | Feb 2026 | 1 | $-245394 | -0.13% | DIR |
| 830 | N/A | N/A | Feb 2026 | 1 | $-247767 | -0.13% | DIR |
| 831 | N/A | N/A | Feb 2026 | 1 | $-271434 | -0.14% | DFE |
| 832 | N/A | N/A | Feb 2026 | 1 | $-272553 | -0.14% | DIR |
| 833 | N/A | N/A | Feb 2026 | 1 | $-319110 | -0.16% | DIR |
| 834 | CASH COLLATERAL ISDA BRC | N/A | Feb 2026 | -330,000 | $-330000 | -0.17% | STIV |
| 835 | N/A | N/A | Feb 2026 | 1 | $-341634 | -0.17% | DIR |
| 836 | N/A | N/A | Feb 2026 | 1 | $-349750 | -0.18% | DIR |
| 837 | F/C US LONG BOND(CBT) JUN26 | USM6 XCBT | Feb 2026 | -4 | $-473875 | -0.24% | DIR |
| 838 | FNMA 30YR TBA 2.5% MAR26 | 01F022634 | Feb 2026 | -700,000 | $-606669 | -0.31% | ABS-MBS |
| 839 | N/A | N/A | Feb 2026 | 1 | $-779092 | -0.40% | DIR |
| 840 | RC R/P DEUTSC 3.780% 03/02/26 | N/A | Feb 2026 | -786,000 | $-786000 | -0.40% | RA |
| 841 | FNCL 30YR TBA 3.5% APR 26 | 01F032641 | Feb 2026 | -1,500,000 | $-1413532 | -0.72% | ABS-MBS |
| 842 | F/C US ULTRA BOND CBT JUN26 | WNM6 XCBT | Feb 2026 | -13 | $-1580719 | -0.81% | DIR |
| 843 | FNMA 30YR TBA 3.0% APR 26 | 01F030645 | Feb 2026 | -1,900,000 | $-1718004 | -0.88% | ABS-MBS |
| 844 | N/A | N/A | Feb 2026 | 1 | $-1808580 | -0.93% | DFE |
| 845 | FNMA TBA 15YR 2% MAR26 | 01F020430 | Feb 2026 | -2,100,000 | $-1956117 | -1.00% | ABS-MBS |
| 846 | RC R/P DEUTSC 3.760% 03/05/26 | N/A | Feb 2026 | -2,662,625 | $-2662625 | -1.36% | RA |
| 847 | N/A | N/A | Feb 2026 | 1 | $-3513782 | -1.80% | DFE |
| 848 | FNMA 30YR TBA 6.5% MAR 26 | 01F062630 | Feb 2026 | -3,600,000 | $-3739645 | -1.91% | ABS-MBS |
| 849 | F/C EURO-BUND FUTURE MAR26 | RXH6 XEUR | Feb 2026 | -27 | $-4154754 | -2.13% | DIR |
| 850 | F/C EURO-BOBL FUTURE MAR26 | OEH6 XEUR | Feb 2026 | -30 | $-4163722 | -2.13% | DIR |
| 851 | F/C AUST 10Y BOND FUT MAR26 | XMH6 XSFE | Feb 2026 | -83 | $-6530710 | -3.34% | DIR |
| 852 | F/C US 2YR NOTE (CBT) JUN26 | TUM6 XCBT | Feb 2026 | -35 | $-7324570 | -3.75% | DIR |
| 853 | FNMA 30YR TBA 6% MAR 26 | 01F060634 | Feb 2026 | -9,765,000 | $-10017684 | -5.13% | ABS-MBS |
| 854 | F/C JPN 10Y BOND(OSE) MAR26 | JBH6 XOSE | Feb 2026 | -13 | $-11055682 | -5.66% | DIR |
| 855 | UMBS TBA 30YR 2% MAR 26 | 01F020638 | Feb 2026 | -18,050,000 | $-14962343 | -7.66% | ABS-MBS |
| 856 | N/A | N/A | Feb 2026 | 1 | $-15982666 | -8.18% | DFE |