Holdings (Monthly)
Guide ↗
Pimco Rae Plus Fund
· Pimco Funds| # | Name | Ticker | Since | Shares | Value | % Port | Cat |
|---|---|---|---|---|---|---|---|
| 1 | UMBS, TBA | 01F060691 | Jun 2026 | 198,000,000 | $201.6M | 15.87% | ABS-MBS |
| 2 | UMBS, TBA | 01F050684 | Jun 2026 | 181,690,000 | $178.3M | 14.04% | ABS-MBS |
| 3 | iShares Core S&P 500 ETF | 464287200 | Jun 2026 | 234,441 | $175.6M | 13.82% | EC |
| 4 | Barclays Bank PLC | 000000000 | Jun 2026 | 171,500,000 | $171.5M | 13.50% | RA |
| 5 | UMBS, TBA | 01F062671 | Jun 2026 | 98,530,000 | $101.9M | 8.03% | ABS-MBS |
| 6 | UMBS, TBA | 01F050676 | Jun 2026 | 65,800,000 | $64.7M | 5.09% | ABS-MBS |
| 7 | UMBS, TBA | 01F060683 | Jun 2026 | 45,640,000 | $46.5M | 3.66% | ABS-MBS |
| 8 | BofA Securities, Inc. | 000000000 | Jun 2026 | 44,300,000 | $44.3M | 3.49% | RA |
| 9 | Freddie Mac | 3132DWMY6 | Jun 2026 | 41,729,916 | $42.0M | 3.30% | ABS-MBS |
| 10 | NVIDIA Corp | 67066G104 | Jun 2026 | 191,726 | $38.4M | 3.02% | EC |
| 11 | BofA Securities, Inc. | 000000000 | Jun 2026 | 36,300,000 | $36.3M | 2.86% | RA |
| 12 | Government National Mortgage Association | 21H040673 | Jun 2026 | 36,570,000 | $34.0M | 2.68% | ABS-MBS |
| 13 | UMBS, TBA | 01F060477 | Jun 2026 | 32,800,000 | $33.7M | 2.65% | ABS-MBS |
| 14 | Government National Mortgage Association | 21H050672 | Jun 2026 | 32,540,000 | $32.1M | 2.53% | ABS-MBS |
| 15 | Fannie Mae | 3136G5FC9 | Jun 2026 | 30,666,350 | $30.7M | 2.42% | ABS-MBS |
| 16 | TITULOS DE TESORERIA | 000000000 | Jun 2026 | 79,155,600,000 | $22.7M | 1.79% | DBT |
| 17 | Government National Mortgage Association | 21H032688 | Jun 2026 | 25,000,000 | $22.4M | 1.77% | ABS-MBS |
| 18 | United States Treasury | 91282CNN7 | Jun 2026 | 18,700,000 | $18.5M | 1.46% | DBT |
| 19 | Freddie Mac | 3137HNCA4 | Jun 2026 | 18,071,342 | $18.1M | 1.43% | ABS-MBS |
| 20 | UMBS, TBA | 01F052672 | Jun 2026 | 16,540,000 | $16.6M | 1.31% | ABS-MBS |
| 21 | Government National Mortgage Association | 21H060697 | Jun 2026 | 15,270,000 | $15.6M | 1.22% | ABS-MBS |
| 22 | Government National Mortgage Association | 21H042679 | Jun 2026 | 16,170,000 | $15.5M | 1.22% | ABS-MBS |
| 23 | Government National Mortgage Association | 21H052686 | Jun 2026 | 15,470,000 | $15.5M | 1.22% | ABS-MBS |
| 24 | BONOS DE TESORERIA | 000000000 | Jun 2026 | 48,800,000 | $15.0M | 1.18% | DBT |
| 25 | LETRA TESOURO NACIONAL | 000000000 | Jun 2026 | 77,644,000 | $14.5M | 1.15% | DBT |
| 26 | UMBS, TBA | 01F042673 | Jun 2026 | 13,800,000 | $13.2M | 1.04% | ABS-MBS |
| 27 | United States Treasury | 912810UB2 | Jun 2026 | 13,000,000 | $12.6M | 0.99% | DBT |
| 28 | UMBS, TBA | 01F040677 | Jun 2026 | 13,140,000 | $12.3M | 0.97% | ABS-MBS |
| 29 | REPUBLIC OF SOUTH AFRICA | 000000000 | Jun 2026 | 196,080,000 | $11.6M | 0.91% | DBT |
| 30 | Amazon.com Inc | 023135106 | Jun 2026 | 45,884 | $10.9M | 0.86% | EC |
| 31 | Freddie Mac | 3137GBAY1 | Jun 2026 | 10,000,000 | $10.0M | 0.79% | ABS-MBS |
| 32 | Government National Mortgage Association | 3618N5ZG7 | Jun 2026 | 11,020,541 | $9.9M | 0.78% | ABS-MBS |
| 33 | Freddie Mac | 3137HND21 | Jun 2026 | 9,511,233 | $9.5M | 0.75% | ABS-MBS |
| 34 | UMBS, TBA | 01F052680 | Jun 2026 | 9,050,000 | $9.1M | 0.71% | ABS-MBS |
| 35 | REPUBLIC OF SOUTH AFRICA | 000000000 | Jun 2026 | 165,230,000 | $8.6M | 0.68% | DBT |
| 36 | LETRA TESOURO NACIONAL | 000000000 | Jun 2026 | 47,265,000 | $8.3M | 0.66% | DBT |
| 37 | Freddie Mac | 3137HMXP0 | Jun 2026 | 8,141,744 | $8.2M | 0.65% | ABS-MBS |
| 38 | Asset Backed Securities Corp Home Equity Ln Trst | 04541GWF5 | Jun 2026 | 9,077,668 | $8.1M | 0.64% | ABS-MBS |
| 39 | Starwood Commercial Mortgage Trust | 78485KAE5 | Jun 2026 | 8,041,909 | $8.0M | 0.63% | ABS-CBDO |
| 40 | United States Treasury | 912797UT2 | Jun 2026 | 7,780,000 | $7.7M | 0.61% | STIV |
| 41 | Government National Mortgage Association | 38381U6P2 | Jun 2026 | 7,331,230 | $7.4M | 0.58% | ABS-MBS |
| 42 | Toro European CLO | 000000000 | Jun 2026 | 6,305,043 | $7.2M | 0.57% | ABS-CBDO |
| 43 | Fannie Mae | 3136BXEJ9 | Jun 2026 | 7,030,300 | $7.1M | 0.56% | ABS-MBS |
| 44 | BONOS DE TESORERIA | 000000000 | Jun 2026 | 21,600,000 | $7.1M | 0.56% | DBT |
| 45 | REPUBLIC OF SOUTH AFRICA | 000000000 | Jun 2026 | 108,500,000 | $6.9M | 0.54% | DBT |
| 46 | Fannie Mae | 3136BW7K6 | Jun 2026 | 6,767,890 | $6.8M | 0.54% | ABS-MBS |
| 47 | Fannie Mae | 3136BVDU9 | Jun 2026 | 6,759,481 | $6.8M | 0.54% | ABS-MBS |
| 48 | IndyMac INDX Mortgage Loan Trust | 45668GAD4 | Jun 2026 | 6,907,286 | $6.8M | 0.54% | ABS-MBS |
| 49 | REPUBLIC OF PERU | 715638BY7 | Jun 2026 | 21,400,000 | $6.8M | 0.53% | DBT |
| 50 | HSI Asset Securitization Corporation Trust | 40430KAH4 | Jun 2026 | 7,484,981 | $6.7M | 0.53% | ABS-O |
| 51 | Deutsche Bank Securities, Inc. | 000000000 | Jun 2026 | 6,500,000 | $6.5M | 0.51% | RA |
| 52 | Deutsche Bank AG | 000000000 | Jun 2026 | 733,800,000 | $6.4M | 0.51% | DIR |
| 53 | Freddie Mac | 31427MKV2 | Jun 2026 | 6,206,714 | $6.3M | 0.50% | ABS-MBS |
| 54 | Fannie Mae | 3136BXKF0 | Jun 2026 | 6,212,724 | $6.3M | 0.50% | ABS-MBS |
| 55 | Fannie Mae | 3140QT3X5 | Jun 2026 | 5,973,238 | $6.3M | 0.49% | ABS-MBS |
| 56 | Morgan Stanley Residential Mortgage Loan Trust | 617970BC1 | Jun 2026 | 6,000,000 | $6.0M | 0.47% | ABS-MBS |
| 57 | Option One Mortgage Loan Trust | 68389FJK1 | Jun 2026 | 6,767,000 | $6.0M | 0.47% | ABS-MBS |
| 58 | Freddie Mac | 3142GQGD8 | Jun 2026 | 5,659,026 | $5.9M | 0.47% | ABS-MBS |
| 59 | MF1 | 55284JAC3 | Jun 2026 | 5,900,000 | $5.9M | 0.47% | ABS-CBDO |
| 60 | Cordatus CLO PLC | 000000000 | Jun 2026 | 5,100,000 | $5.8M | 0.46% | ABS-CBDO |
| 61 | MF1 | 55287HAC4 | Jun 2026 | 5,800,000 | $5.8M | 0.46% | ABS-CBDO |
| 62 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 11,300,000 | $5.7M | 0.45% | DIR |
| 63 | JP Morgan Mortgage Trust | 46664MAA9 | Jun 2026 | 5,653,029 | $5.6M | 0.44% | ABS-MBS |
| 64 | REPUBLIC OF PERU | 000000000 | Jun 2026 | 19,500,000 | $5.6M | 0.44% | DBT |
| 65 | Government National Mortgage Association | 38383BBP6 | Jun 2026 | 5,512,397 | $5.5M | 0.44% | ABS-MBS |
| 66 | JP Morgan Mortgage Trust | 46664MAF8 | Jun 2026 | 5,470,673 | $5.5M | 0.43% | ABS-MBS |
| 67 | Aqueduct European CLO | 000000000 | Jun 2026 | 4,800,000 | $5.5M | 0.43% | ABS-CBDO |
| 68 | Freddie Mac | 3137HMXM7 | Jun 2026 | 5,283,083 | $5.3M | 0.42% | ABS-MBS |
| 69 | EAGLE FUNDING LUXCO SARL | 26951TAA8 | Jun 2026 | 5,300,000 | $5.3M | 0.42% | DBT |
| 70 | Arbour CLO | 000000000 | Jun 2026 | 4,600,000 | $5.3M | 0.41% | ABS-CBDO |
| 71 | BDS Ltd | 072921AC3 | Jun 2026 | 5,250,000 | $5.3M | 0.41% | ABS-CBDO |
| 72 | Countrywide Asset-Backed Certificates | 045427AD3 | Jun 2026 | 5,501,233 | $5.2M | 0.41% | ABS-O |
| 73 | BEIGNET INVESTOR LLC | 076912AA2 | Jun 2026 | 5,060,000 | $5.2M | 0.41% | DBT |
| 74 | Capital Four US CLO | 14016FAA7 | Jun 2026 | 5,100,000 | $5.1M | 0.40% | ABS-CBDO |
| 75 | Hertz Vehicle Financing LLC | 42806MCK3 | Jun 2026 | 5,000,000 | $5.0M | 0.40% | ABS-O |
| 76 | Freddie Mac | 31427PW67 | Jun 2026 | 4,894,701 | $5.0M | 0.39% | ABS-MBS |
| 77 | RD MICHIGAN PROP OWNER I | 74941YAA0 | Jun 2026 | 5,000,000 | $5.0M | 0.39% | DBT |
| 78 | Government National Mortgage Association | 38384LB73 | Jun 2026 | 4,921,706 | $5.0M | 0.39% | ABS-MBS |
| 79 | Arbour CLO | 000000000 | Jun 2026 | 4,200,000 | $4.8M | 0.38% | ABS-CBDO |
| 80 | Kennedy Lewis CLO Ltd | 48936UAA9 | Jun 2026 | 4,800,000 | $4.8M | 0.38% | ABS-CBDO |
| 81 | ATHENE GLOBAL FUNDING | 04685A4R9 | Jun 2026 | 4,700,000 | $4.7M | 0.37% | DBT |
| 82 | MF1 | 55284AAE8 | Jun 2026 | 4,600,000 | $4.6M | 0.36% | ABS-CBDO |
| 83 | MF1 | 55284AAC2 | Jun 2026 | 4,600,000 | $4.6M | 0.36% | ABS-CBDO |
| 84 | ICG Euro CLO | 000000000 | Jun 2026 | 4,000,000 | $4.6M | 0.36% | ABS-CBDO |
| 85 | Elevation CLO Ltd | 28623VAW9 | Jun 2026 | 4,500,000 | $4.5M | 0.35% | ABS-CBDO |
| 86 | Citigroup Mortgage Loan Trust Inc | 17307GWU8 | Jun 2026 | 4,601,003 | $4.5M | 0.35% | ABS-MBS |
| 87 | JP Morgan Mortgage Trust | 46661GCC9 | Jun 2026 | 4,400,000 | $4.4M | 0.35% | ABS-MBS |
| 88 | Chase Mortgage Finance Corporation | 16160NAB7 | Jun 2026 | 4,726,482 | $4.2M | 0.33% | ABS-MBS |
| 89 | SG Mortgage Securities Trust | 81879MAV1 | Jun 2026 | 8,117,015 | $4.0M | 0.31% | ABS-O |
| 90 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 67,600,000 | $3.9M | 0.31% | DIR |
| 91 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 32,450,000 | $3.9M | 0.30% | DIR |
| 92 | Freddie Mac | 3137HKCY8 | Jun 2026 | 3,768,018 | $3.8M | 0.30% | ABS-MBS |
| 93 | Fannie Mae | 3136BWL46 | Jun 2026 | 3,716,003 | $3.8M | 0.30% | ABS-MBS |
| 94 | Securitized Asset Backed Receivables LLC Trust | 813765AC8 | Jun 2026 | 7,016,942 | $3.8M | 0.30% | ABS-O |
| 95 | GSAMP Trust | 3622M8AE6 | Jun 2026 | 4,200,000 | $3.7M | 0.29% | ABS-O |
| 96 | Pretium Mortgage Credit Partners LLC | 69392EAA8 | Jun 2026 | 3,541,051 | $3.5M | 0.28% | ABS-O |
| 97 | Barings Euro CLO DAC | 000000000 | Jun 2026 | 3,100,000 | $3.5M | 0.28% | ABS-CBDO |
| 98 | MERRION SQUARE RESIDENTIAL | 000000000 | Jun 2026 | 3,063,238 | $3.5M | 0.28% | ABS-MBS |
| 99 | Acres PLC | 00501XAA9 | Jun 2026 | 3,400,000 | $3.4M | 0.27% | ABS-CBDO |
| 100 | Fannie Mae | 3140XN5W0 | Jun 2026 | 3,150,808 | $3.3M | 0.26% | ABS-MBS |
| 101 | CBAMR Ltd | 14987VAN9 | Jun 2026 | 3,300,000 | $3.3M | 0.26% | ABS-CBDO |
| 102 | Whetstone Park CLO Ltd | 96329YAN7 | Jun 2026 | 3,300,000 | $3.3M | 0.26% | ABS-CBDO |
| 103 | Nelnet Student Loan Trust | 64035UAA6 | Jun 2026 | 3,351,483 | $3.3M | 0.26% | ABS-O |
| 104 | STELLANTIS FIN US INC | 85855CAB6 | Jun 2026 | 3,800,000 | $3.2M | 0.25% | DBT |
| 105 | PRP Advisors, LLC | 69384NAA8 | Jun 2026 | 3,200,000 | $3.2M | 0.25% | ABS-MBS |
| 106 | Lehman XS Trust | 52524YAC7 | Jun 2026 | 3,129,389 | $3.2M | 0.25% | ABS-MBS |
| 107 | Park Place Securities Inc | 70069FEM5 | Jun 2026 | 3,358,849 | $3.2M | 0.25% | ABS-O |
| 108 | Freddie Mac | 31427PW75 | Jun 2026 | 3,071,291 | $3.1M | 0.25% | ABS-MBS |
| 109 | Pretium Mortgage Credit Partners LLC | 69385BAA3 | Jun 2026 | 3,100,000 | $3.1M | 0.24% | ABS-O |
| 110 | Freddie Mac | 3137HHFU0 | Jun 2026 | 3,127,165 | $3.1M | 0.24% | ABS-MBS |
| 111 | Japan Government Thirty Year Bonds | 000000000 | Jun 2026 | 660,000,000 | $3.0M | 0.24% | DBT |
| 112 | Dwight 2025-FL1 Issuer LLC | 233641AA7 | Jun 2026 | 3,000,000 | $3.0M | 0.24% | ABS-CBDO |
| 113 | Freddie Mac | 3137HKEX8 | Jun 2026 | 2,959,872 | $3.0M | 0.23% | ABS-MBS |
| 114 | Avon Finance | 000000000 | Jun 2026 | 2,247,902 | $3.0M | 0.23% | ABS-MBS |
| 115 | Countrywide Asset-Backed Certificates | 12667AAD8 | Jun 2026 | 3,114,541 | $3.0M | 0.23% | ABS-O |
| 116 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 21,700,000 | $2.9M | 0.23% | DIR |
| 117 | Penta CLO S.A. | 000000000 | Jun 2026 | 2,500,000 | $2.9M | 0.23% | ABS-CBDO |
| 118 | Park Place Securities Inc | 70069FLK1 | Jun 2026 | 3,200,000 | $2.8M | 0.22% | ABS-O |
| 119 | Cross Mortgage Trust | 227919AA5 | Jun 2026 | 2,778,646 | $2.8M | 0.22% | ABS-MBS |
| 120 | Freddie Mac | 3142GSKD9 | Jun 2026 | 2,742,249 | $2.8M | 0.22% | ABS-MBS |
| 121 | Government National Mortgage Association | 38385FGR6 | Jun 2026 | 2,714,219 | $2.7M | 0.22% | ABS-MBS |
| 122 | FHLMC Multifamily Structured Pass Through Certs. | 3137HLY30 | Jun 2026 | 2,821,762 | $2.7M | 0.22% | ABS-MBS |
| 123 | Gallatin Loan Management, LLC | 36361UAQ3 | Jun 2026 | 2,700,000 | $2.7M | 0.21% | ABS-CBDO |
| 124 | Post CLO LTD | 73742FAJ5 | Jun 2026 | 2,700,000 | $2.7M | 0.21% | ABS-CBDO |
| 125 | Freddie Mac | 3142GVLG4 | Jun 2026 | 2,621,251 | $2.7M | 0.21% | ABS-MBS |
| 126 | Fannie Mae | 3140QVQ98 | Jun 2026 | 2,570,241 | $2.6M | 0.21% | ABS-MBS |
| 127 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 12,310,000 | $2.6M | 0.20% | DCR |
| 128 | Madison Park Funding Ltd | 55817BAJ1 | Jun 2026 | 2,600,000 | $2.6M | 0.20% | ABS-CBDO |
| 129 | Novastar Home Equity Loan | 669971AA1 | Jun 2026 | 3,939,859 | $2.6M | 0.20% | ABS-MBS |
| 130 | ROMANIA | 000000000 | Jun 2026 | 2,100,000 | $2.5M | 0.20% | DBT |
| 131 | Fannie Mae | 3140QTUZ0 | Jun 2026 | 2,414,347 | $2.5M | 0.20% | ABS-MBS |
| 132 | Nelnet Student Loan Trust | 64035UAB4 | Jun 2026 | 2,513,612 | $2.5M | 0.20% | ABS-O |
| 133 | OZLM Ltd | 67113DBA1 | Jun 2026 | 2,500,000 | $2.5M | 0.20% | ABS-CBDO |
| 134 | Ace Securities Corp. | 004421UU5 | Jun 2026 | 2,618,749 | $2.5M | 0.20% | ABS-MBS |
| 135 | SMB Private Education Loan Trust | 831943AB1 | Jun 2026 | 2,454,970 | $2.5M | 0.19% | ABS-O |
| 136 | Fannie Mae | 3140XPZ51 | Jun 2026 | 2,260,517 | $2.4M | 0.19% | ABS-MBS |
| 137 | Fannie Mae | 3140QVAZ7 | Jun 2026 | 2,170,859 | $2.3M | 0.18% | ABS-MBS |
| 138 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 9,540,000 | $2.3M | 0.18% | DIR |
| 139 | Cordatus CLO PLC | 000000000 | Jun 2026 | 1,980,000 | $2.3M | 0.18% | ABS-CBDO |
| 140 | Fannie Mae | 3140XH5X1 | Jun 2026 | 2,351,813 | $2.3M | 0.18% | ABS-MBS |
| 141 | Chase Mortgage Finance Corporation | 161930AB8 | Jun 2026 | 2,460,549 | $2.2M | 0.17% | ABS-MBS |
| 142 | Lendbuzz Securitization Trust | 525931AB7 | Jun 2026 | 2,105,905 | $2.1M | 0.17% | ABS-O |
| 143 | Freddie Mac | 3132DVCN3 | Jun 2026 | 1,999,841 | $2.1M | 0.17% | ABS-MBS |
| 144 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 37,100,000 | $2.1M | 0.16% | DIR |
| 145 | WAMU Mortgage Pass-Through Certificates | 93362YAA0 | Jun 2026 | 2,335,441 | $2.1M | 0.16% | ABS-MBS |
| 146 | Madison Park Euro Funding | 000000000 | Jun 2026 | 1,775,110 | $2.0M | 0.16% | ABS-CBDO |
| 147 | Ocean Trails CLO | 67516CAY5 | Jun 2026 | 2,000,000 | $2.0M | 0.16% | ABS-CBDO |
| 148 | SUMISHO AIR LEASE CORP | 873923AC0 | Jun 2026 | 2,000,000 | $2.0M | 0.16% | DBT |
| 149 | DISCOVERY GLOBAL HOLDINGS INC | 25472YAB7 | Jun 2026 | 1,961,538 | $2.0M | 0.15% | LON |
| 150 | Fannie Mae | 3140XR5D3 | Jun 2026 | 1,856,932 | $2.0M | 0.15% | ABS-MBS |
| 151 | Fannie Mae | 3140QVK86 | Jun 2026 | 1,917,805 | $2.0M | 0.15% | ABS-MBS |
| 152 | Contego CLO DAC | 000000000 | Jun 2026 | 1,700,000 | $1.9M | 0.15% | ABS-CBDO |
| 153 | Fannie Mae | 3136BTRF2 | Jun 2026 | 1,920,552 | $1.9M | 0.15% | ABS-MBS |
| 154 | Countrywide Asset-Backed Certificates | 12669QAA7 | Jun 2026 | 1,867,968 | $1.9M | 0.15% | ABS-O |
| 155 | Freddie Mac | 3142GVLJ8 | Jun 2026 | 1,804,198 | $1.8M | 0.14% | ABS-MBS |
| 156 | FED REPUBLIC OF BRAZIL | 000000000 | Jun 2026 | 1,600,000 | $1.8M | 0.14% | DBT |
| 157 | Capital Four US CLO | 14016TAL3 | Jun 2026 | 1,800,000 | $1.8M | 0.14% | ABS-CBDO |
| 158 | VICI PROPERTIES LP | 925650AB9 | Jun 2026 | 1,800,000 | $1.8M | 0.14% | DBT |
| 159 | Fannie Mae | 3140JANZ7 | Jun 2026 | 1,951,035 | $1.8M | 0.14% | ABS-MBS |
| 160 | Freddie Mac | 3132DTRW2 | Jun 2026 | 1,695,474 | $1.8M | 0.14% | ABS-MBS |
| 161 | IVORY COAST | 000000000 | Jun 2026 | 1,600,000 | $1.8M | 0.14% | DBT |
| 162 | Citigroup Mortgage Loan Trust Inc | 17309TAC2 | Jun 2026 | 2,270,518 | $1.7M | 0.14% | ABS-MBS |
| 163 | Cordatus CLO PLC | 000000000 | Jun 2026 | 1,500,000 | $1.7M | 0.14% | ABS-CBDO |
| 164 | Invesco Euro CLO | 000000000 | Jun 2026 | 1,500,000 | $1.7M | 0.14% | ABS-CBDO |
| 165 | Crown City CLO | 22824DAQ2 | Jun 2026 | 1,700,000 | $1.7M | 0.13% | ABS-CBDO |
| 166 | UMBS, TBA | 01F030686 | Jun 2026 | 1,950,000 | $1.7M | 0.13% | ABS-MBS |
| 167 | Societe Generale SA | 000000000 | Jun 2026 | 1 | $1.7M | 0.13% | DFE |
| 168 | Residential Asset Mortgage Products, INC. | 76112BRR3 | Jun 2026 | 1,753,719 | $1.7M | 0.13% | ABS-O |
| 169 | BARCLAYS PLC | 06738ECE3 | Jun 2026 | 1,500,000 | $1.7M | 0.13% | DBT |
| 170 | Countrywide Alternative Loan Trust | 12667GAW3 | Jun 2026 | 2,269,840 | $1.7M | 0.13% | ABS-MBS |
| 171 | Chase Mortgage Finance Corporation | 161927AC2 | Jun 2026 | 1,869,999 | $1.7M | 0.13% | ABS-MBS |
| 172 | Fannie Mae | 3140XNQT4 | Jun 2026 | 1,548,033 | $1.6M | 0.13% | ABS-MBS |
| 173 | BNP Paribas SA | 000000000 | Jun 2026 | 7,680,000 | $1.6M | 0.13% | DCR |
| 174 | MASTR Adjustable Rate Mortgages Trust | 55275NAE1 | Jun 2026 | 1,871,376 | $1.6M | 0.13% | ABS-MBS |
| 175 | Countrywide Alternative Loan Trust | 02150MAA3 | Jun 2026 | 3,258,451 | $1.6M | 0.13% | ABS-MBS |
| 176 | Carval CLO LTD | 146865AJ9 | Jun 2026 | 1,594,272 | $1.6M | 0.13% | ABS-CBDO |
| 177 | Onslow Bay Financial LLC | 67121UAA4 | Jun 2026 | 1,592,812 | $1.6M | 0.13% | ABS-MBS |
| 178 | GSG BIDCO LTD | 000000000 | Jun 2026 | 1,400,000 | $1.6M | 0.13% | DBT |
| 179 | Freddie Mac | 3137HHDE8 | Jun 2026 | 1,561,543 | $1.6M | 0.12% | ABS-MBS |
| 180 | Freddie Mac | 3137HKGL2 | Jun 2026 | 1,525,714 | $1.5M | 0.12% | ABS-MBS |
| 181 | Structured Asset Mortgage Investments Inc | 86364KAE4 | Jun 2026 | 1,896,775 | $1.5M | 0.12% | ABS-MBS |
| 182 | SOUTHERN CAL EDISON | 842400JC8 | Jun 2026 | 1,500,000 | $1.5M | 0.12% | DBT |
| 183 | OZLM Ltd | 67113DBC7 | Jun 2026 | 1,500,000 | $1.5M | 0.12% | ABS-CBDO |
| 184 | EGYPT GOVERNMENT BOND | 000000000 | Jun 2026 | 76,600,000 | $1.5M | 0.12% | DBT |
| 185 | Government National Mortgage Association | 38381PHD8 | Jun 2026 | 1,458,464 | $1.5M | 0.12% | ABS-MBS |
| 186 | Nomura Resecuritization Trust | 65541JAC1 | Jun 2026 | 1,492,176 | $1.5M | 0.11% | ABS-MBS |
| 187 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 5,500,000 | $1.4M | 0.11% | DIR |
| 188 | Fannie Mae | 3140AGGL2 | Jun 2026 | 1,368,859 | $1.4M | 0.11% | ABS-MBS |
| 189 | TITULOS DE TESORERIA | 000000000 | Jun 2026 | 5,050,000,000 | $1.4M | 0.11% | DBT |
| 190 | Fannie Mae | 31418CYL2 | Jun 2026 | 1,535,165 | $1.4M | 0.11% | ABS-MBS |
| 191 | Angel Oak Mortgage Trust | 03466HAA1 | Jun 2026 | 1,422,444 | $1.4M | 0.11% | ABS-MBS |
| 192 | Fannie Mae | 31418CU77 | Jun 2026 | 1,531,424 | $1.4M | 0.11% | ABS-MBS |
| 193 | Freddie Mac | 3142GQBT8 | Jun 2026 | 1,420,377 | $1.4M | 0.11% | ABS-MBS |
| 194 | FIRST ABU DHABI BANK PJS | 000000000 | Jun 2026 | 1,400,000 | $1.4M | 0.11% | DBT |
| 195 | BONOS DE TESORERIA | 000000000 | Jun 2026 | 4,400,000 | $1.4M | 0.11% | DBT |
| 196 | PANAMA INFRASTRUCTURE | 69828QAD9 | Jun 2026 | 1,700,000 | $1.4M | 0.11% | DBT |
| 197 | MASTR Adjustable Rate Mortgages Trust | 55275NAA9 | Jun 2026 | 1,828,161 | $1.4M | 0.11% | ABS-MBS |
| 198 | GSG BIDCO LTD | 000000000 | Jun 2026 | 1,200,000 | $1.4M | 0.11% | DBT |
| 199 | WAMU Mortgage Pass-Through Certificates | 92925CBA9 | Jun 2026 | 1,310,471 | $1.3M | 0.10% | ABS-MBS |
| 200 | Freddie Mac | 31427MBC4 | Jun 2026 | 1,245,337 | $1.3M | 0.10% | ABS-MBS |
| 201 | REPUBLIC OF SOUTH AFRICA | 000000000 | Jun 2026 | 21,300,000 | $1.3M | 0.10% | DBT |
| 202 | WELLS FARGO & COMPANY | 000000000 | Jun 2026 | 1,100,000 | $1.3M | 0.10% | DBT |
| 203 | Banc of America Funding Corporation | 05951KBD4 | Jun 2026 | 1,356,035 | $1.3M | 0.10% | ABS-MBS |
| 204 | Fannie Mae | 3140W0YK5 | Jun 2026 | 1,176,684 | $1.2M | 0.10% | ABS-MBS |
| 205 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 28,400,000 | $1.2M | 0.10% | DIR |
| 206 | QNB FINANCE LTD | 000000000 | Jun 2026 | 1,200,000 | $1.2M | 0.09% | DBT |
| 207 | Freddie Mac | 3132DWL35 | Jun 2026 | 1,195,763 | $1.2M | 0.09% | ABS-MBS |
| 208 | GSAMP Trust | 3622MHAC0 | Jun 2026 | 1,921,457 | $1.2M | 0.09% | ABS-O |
| 209 | Fannie Mae | 3140GUMA2 | Jun 2026 | 1,279,142 | $1.2M | 0.09% | ABS-MBS |
| 210 | Asset Backed Funding Certificates | 00075WAD1 | Jun 2026 | 2,120,702 | $1.2M | 0.09% | ABS-MBS |
| 211 | Woodward Capital Management | 749414AA6 | Jun 2026 | 1,179,378 | $1.2M | 0.09% | ABS-MBS |
| 212 | Freddie Mac | 3137HHLU3 | Jun 2026 | 1,160,526 | $1.2M | 0.09% | ABS-MBS |
| 213 | Asset Backed Funding Certificates | 04542BHM7 | Jun 2026 | 1,194,081 | $1.2M | 0.09% | ABS-MBS |
| 214 | REPUBLIC OF PANAMA | 000000000 | Jun 2026 | 1,000,000 | $1.2M | 0.09% | LON |
| 215 | Wells Fargo Alternative Loan Trust | 94984UAE6 | Jun 2026 | 1,203,328 | $1.1M | 0.09% | ABS-MBS |
| 216 | Morgan Stanley Capital Inc | 61753EAP5 | Jun 2026 | 2,933,265 | $1.1M | 0.09% | ABS-MBS |
| 217 | Citibank NA | 000000000 | Jun 2026 | 5,181,500 | $1.1M | 0.09% | DCR |
| 218 | REPUBLIC OF ECUADOR | 000000000 | Jun 2026 | 1,260,000 | $1.1M | 0.09% | DBT |
| 219 | TURKIYE GOVERNMENT BOND | 000000000 | Jun 2026 | 49,900,000 | $1.1M | 0.09% | DBT |
| 220 | Atlas Senior Loan Fund LTD | 04942MAN4 | Jun 2026 | 1,077,303 | $1.1M | 0.08% | ABS-CBDO |
| 221 | PETROLEOS DEL PERU SA | 000000000 | Jun 2026 | 1,500,000 | $1.1M | 0.08% | DBT |
| 222 | Freddie Mac | 3142GTWC6 | Jun 2026 | 995,230 | $1.1M | 0.08% | ABS-MBS |
| 223 | Freddie Mac | 3142GT6K7 | Jun 2026 | 1,008,435 | $1.1M | 0.08% | ABS-MBS |
| 224 | New Residential Mortgage Loan Trust | 64830NAA9 | Jun 2026 | 1,088,540 | $1.1M | 0.08% | ABS-MBS |
| 225 | Fannie Mae | 3140YWL43 | Jun 2026 | 990,185 | $1.0M | 0.08% | ABS-MBS |
| 226 | Fannie Mae | 3140GVZY4 | Jun 2026 | 1,125,364 | $1.0M | 0.08% | ABS-MBS |
| 227 | Structured Asset Securities Corporation | 86359YAD3 | Jun 2026 | 1,058,877 | $1.0M | 0.08% | ABS-O |
| 228 | REPUBLIC OF SOUTH AFRICA | 000000000 | Jun 2026 | 16,600,000 | $1.0M | 0.08% | DBT |
| 229 | Intercontinental Exchange, Inc. | 000000000 | Jun 2026 | 46,260,000 | $1.0M | 0.08% | DCR |
| 230 | Deutsche Bank AG | 000000000 | Jun 2026 | 733,800,000 | $1.0M | 0.08% | DIR |
| 231 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 50,580,000 | $1.0M | 0.08% | DIR |
| 232 | LCH Ltd. | 000000000 | Jun 2026 | 51,780,000 | $988K | 0.08% | DIR |
| 233 | Countrywide Asset-Backed Certificates | 23246BAK7 | Jun 2026 | 1,017,761 | $979K | 0.08% | ABS-O |
| 234 | Chase Mortgage Finance Corporation | 161931AP5 | Jun 2026 | 976,286 | $976K | 0.08% | ABS-MBS |
| 235 | Morgan Stanley Capital Inc | 61753KAD8 | Jun 2026 | 2,419,665 | $974K | 0.08% | ABS-MBS |
| 236 | Fannie Mae | 3140XQMD6 | Jun 2026 | 952,039 | $969K | 0.08% | ABS-MBS |
| 237 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 8,400,000 | $966K | 0.08% | DIR |
| 238 | TURKIYE GOVERNMENT BOND | 000000000 | Jun 2026 | 43,800,000 | $944K | 0.07% | DBT |
| 239 | Fannie Mae | 31418CSG0 | Jun 2026 | 983,311 | $944K | 0.07% | ABS-MBS |
| 240 | Freddie Mac | 3142GUDG5 | Jun 2026 | 881,887 | $934K | 0.07% | ABS-MBS |
| 241 | Countrywide Alternative Loan Trust | 12667GN58 | Jun 2026 | 992,097 | $926K | 0.07% | ABS-MBS |
| 242 | Fannie Mae | 31418CS47 | Jun 2026 | 999,322 | $919K | 0.07% | ABS-MBS |
| 243 | Fair Oaks Loan Funding | 000000000 | Jun 2026 | 800,000 | $915K | 0.07% | ABS-CBDO |
| 244 | Social Professional Loan Program LLC | 83406TAB8 | Jun 2026 | 946,319 | $914K | 0.07% | ABS-O |
| 245 | QATAR ENERGY | 746970AA0 | Jun 2026 | 900,000 | $895K | 0.07% | DBT |
| 246 | Legacy Mortgage Asset Trust | 52475XAA2 | Jun 2026 | 887,630 | $889K | 0.07% | ABS-MBS |
| 247 | Structured Adjustable Rate Mortgage Loan Trust | 863579YR3 | Jun 2026 | 906,181 | $880K | 0.07% | ABS-MBS |
| 248 | United States Treasury | 912797US4 | Jun 2026 | 865,000 | $862K | 0.07% | STIV |
| 249 | LCH Ltd. | 000000000 | Jun 2026 | 10,900,000 | $860K | 0.07% | DIR |
| 250 | Freddie Mac | 31427CWQ2 | Jun 2026 | 819,936 | $843K | 0.07% | ABS-MBS |
| 251 | Structured Asset Securities Corporation | 86358BAT9 | Jun 2026 | 855,292 | $842K | 0.07% | ABS-O |
| 252 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 37,528,447 | $834K | 0.07% | DE |
| 253 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 6,900,000 | $818K | 0.06% | DIR |
| 254 | ABU DHABI GOVT INT'L | 29135LAT7 | Jun 2026 | 800,000 | $814K | 0.06% | DBT |
| 255 | VIPER ENERGY PARTNERS LL | 92764MAB0 | Jun 2026 | 800,000 | $813K | 0.06% | DBT |
| 256 | Countrywide Asset-Backed Certificates | 23242FAA4 | Jun 2026 | 860,581 | $805K | 0.06% | ABS-O |
| 257 | PERUSAHAAN LISTRIK NEGAR | 71568QAC1 | Jun 2026 | 800,000 | $796K | 0.06% | DBT |
| 258 | Deutsche Bank AG | 000000000 | Jun 2026 | 14,200,000 | $786K | 0.06% | DIR |
| 259 | HPS CORPORATE LENDING FU | 40440VAK1 | Jun 2026 | 800,000 | $784K | 0.06% | DBT |
| 260 | PACIFIC GAS & ELECTRIC | 694308JW8 | Jun 2026 | 800,000 | $774K | 0.06% | DBT |
| 261 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 14,100,000 | $771K | 0.06% | DIR |
| 262 | LCH Ltd. | 000000000 | Jun 2026 | 42,430,000 | $768K | 0.06% | DIR |
| 263 | Freddie Mac | 31427NWA3 | Jun 2026 | 751,473 | $766K | 0.06% | ABS-MBS |
| 264 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 473,279,421 | $765K | 0.06% | DE |
| 265 | Countrywide Asset-Backed Certificates | 126670TW8 | Jun 2026 | 779,395 | $762K | 0.06% | ABS-O |
| 266 | Morgan Stanley Home Equity Loan Trust | 61752UAB1 | Jun 2026 | 1,462,302 | $744K | 0.06% | ABS-MBS |
| 267 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 43,600,000 | $743K | 0.06% | DIR |
| 268 | Bank of America NA | 000000000 | Jun 2026 | 3,500,000 | $739K | 0.06% | DCR |
| 269 | Deutsche Alt-A Securities INC Mortgage Loan Trust | 251510LD3 | Jun 2026 | 715,526 | $735K | 0.06% | ABS-MBS |
| 270 | Barclays Bank PLC | 000000000 | Jun 2026 | 12,900,000 | $726K | 0.06% | DIR |
| 271 | REPUBLIC OF PERU | 715638BE1 | Jun 2026 | 2,160,000 | $719K | 0.06% | DBT |
| 272 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 14,100,000 | $717K | 0.06% | DIR |
| 273 | WAMU Mortgage Pass-Through Certificates | 92927XAE4 | Jun 2026 | 775,584 | $711K | 0.06% | ABS-MBS |
| 274 | ABU DHABI GOVT INT'L | 29135LAS9 | Jun 2026 | 700,000 | $705K | 0.06% | DBT |
| 275 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 8,970,000 | $695K | 0.05% | DIR |
| 276 | BINOM Securitization Trust | 05552CAA2 | Jun 2026 | 746,336 | $692K | 0.05% | ABS-MBS |
| 277 | SBA TOWER TRUST | 78403DAV2 | Jun 2026 | 700,000 | $685K | 0.05% | DBT |
| 278 | Freddie Mac | 3128MJ2X7 | Jun 2026 | 718,135 | $685K | 0.05% | ABS-MBS |
| 279 | Intercontinental Exchange, Inc. | 000000000 | Jun 2026 | 8,395,200 | $678K | 0.05% | DCR |
| 280 | SOUTHERN CAL EDISON | 842400FZ1 | Jun 2026 | 800,000 | $678K | 0.05% | DBT |
| 281 | United States Treasury | 912797TY3 | Jun 2026 | 678,000 | $674K | 0.05% | STIV |
| 282 | BONOS TESORERIA PESOS | 000000000 | Jun 2026 | 610,000,000 | $664K | 0.05% | DBT |
| 283 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 405,133,514 | $655K | 0.05% | DE |
| 284 | Pagaya AI Debt Selection Trust | 69549BAB4 | Jun 2026 | 652,873 | $649K | 0.05% | ABS-O |
| 285 | GSAMP Trust | 3622MGAA6 | Jun 2026 | 1,232,640 | $648K | 0.05% | ABS-O |
| 286 | Freddie Mac | 3128MMWV1 | Jun 2026 | 656,996 | $635K | 0.05% | ABS-MBS |
| 287 | HarborView Mortgage Loan Trust | 41161PLD3 | Jun 2026 | 648,315 | $633K | 0.05% | ABS-MBS |
| 288 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $626K | 0.05% | DFE |
| 289 | Deutsche Bank AG | 000000000 | Jun 2026 | 11,300,000 | $626K | 0.05% | DIR |
| 290 | Anchorage Credit Funding Ltd. | 03332DAA2 | Jun 2026 | 642,540 | $624K | 0.05% | ABS-CBDO |
| 291 | Freddie Mac | 3128M6YJ1 | Jun 2026 | 606,873 | $613K | 0.05% | ABS-MBS |
| 292 | FORD MOTOR CREDIT CO LLC | 345397E58 | Jun 2026 | 600,000 | $605K | 0.05% | DBT |
| 293 | Freddie Mac | 3137HLS52 | Jun 2026 | 585,904 | $593K | 0.05% | ABS-MBS |
| 294 | Fannie Mae | 3140ADAD3 | Jun 2026 | 559,278 | $587K | 0.05% | ABS-MBS |
| 295 | PETROLEOS MEXICANOS | 71654QCL4 | Jun 2026 | 700,000 | $577K | 0.05% | DBT |
| 296 | CAPE LOOKOUT RE LTD | 13947LAG7 | Jun 2026 | 550,000 | $574K | 0.05% | DBT |
| 297 | Washington Mutual Mortgage Pass-Through CTFS | 93934NAF2 | Jun 2026 | 700,993 | $565K | 0.04% | ABS-MBS |
| 298 | Morgan Stanley Capital Inc | 61753NAA8 | Jun 2026 | 627,060 | $562K | 0.04% | ABS-O |
| 299 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $553K | 0.04% | DFE |
| 300 | Residential Accredit Loans, Inc. | 751152AB5 | Jun 2026 | 572,390 | $533K | 0.04% | ABS-MBS |
| 301 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 320,307,985 | $518K | 0.04% | DE |
| 302 | URSA RE LTD | 90323WAR1 | Jun 2026 | 500,000 | $516K | 0.04% | DBT |
| 303 | Bank of America NA | 000000000 | Jun 2026 | 5,420,000 | $516K | 0.04% | DFE |
| 304 | ICE Futures Europe - Financial Products Division | 000000000 | Jun 2026 | 341 | $508K | 0.04% | DIR |
| 305 | CITRUS RE LTD | 177510AT1 | Jun 2026 | 500,000 | $507K | 0.04% | DBT |
| 306 | HERBIE RE LTD | 42703VAN3 | Jun 2026 | 500,000 | $500K | 0.04% | DBT |
| 307 | TREMONT RE LTD | 89479VAA4 | Jun 2026 | 500,000 | $498K | 0.04% | DBT |
| 308 | Chicago Board of Trade | 000000000 | Jun 2026 | 847 | $494K | 0.04% | DIR |
| 309 | Argent Securities Inc. | 040104FW6 | Jun 2026 | 462,236 | $494K | 0.04% | ABS-MBS |
| 310 | TITULOS DE TESORERIA | 000000000 | Jun 2026 | 1,594,500,000 | $487K | 0.04% | DBT |
| 311 | Bear Stearns Asset Backed Securities Trust | 07388HAP4 | Jun 2026 | 495,564 | $486K | 0.04% | ABS-MBS |
| 312 | Woodward Capital Management | 74939FAA5 | Jun 2026 | 477,210 | $479K | 0.04% | ABS-MBS |
| 313 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 8,600,000 | $471K | 0.04% | DIR |
| 314 | DEVELOPMENT BANK OF KAZA | 48129VAF3 | Jun 2026 | 205,000,000 | $446K | 0.04% | DBT |
| 315 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 6,500,000 | $443K | 0.03% | DIR |
| 316 | Morgan Stanley Capital Services LLC | 000000000 | Jun 2026 | 136,900,000 | $439K | 0.03% | DIR |
| 317 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 8,600,000 | $437K | 0.03% | DIR |
| 318 | Barclays Bank PLC | 000000000 | Jun 2026 | 9,800,000 | $425K | 0.03% | DIR |
| 319 | Countrywide Alternative Loan Trust | 12668BBN2 | Jun 2026 | 507,739 | $425K | 0.03% | ABS-MBS |
| 320 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 12,260,000 | $412K | 0.03% | DIR |
| 321 | GOLDEN BEAR RE LTD | 38090EAA8 | Jun 2026 | 400,000 | $410K | 0.03% | DBT |
| 322 | Fannie Mae | 3136BWNW2 | Jun 2026 | 401,970 | $406K | 0.03% | ABS-MBS |
| 323 | Freddie Mac | 3137HLZ21 | Jun 2026 | 400,533 | $404K | 0.03% | ABS-MBS |
| 324 | FORD MOTOR CREDIT CO LLC | 345397D83 | Jun 2026 | 400,000 | $402K | 0.03% | DBT |
| 325 | Bear Stearns Asset Backed Securities Trust | 073879R59 | Jun 2026 | 400,719 | $401K | 0.03% | ABS-MBS |
| 326 | FORD MOTOR CREDIT CO LLC | 345397A86 | Jun 2026 | 400,000 | $397K | 0.03% | DBT |
| 327 | Morgan Stanley Capital Services LLC | 000000000 | Jun 2026 | 1,860,000 | $393K | 0.03% | DCR |
| 328 | Golden State Tobacco Securitization Corp | 38122NB76 | Jun 2026 | 430,000 | $393K | 0.03% | DBT |
| 329 | UNITED AIR 2024-1 AA PTT | 90932WAA1 | Jun 2026 | 375,898 | $383K | 0.03% | DBT |
| 330 | Bella Vista Mortgage Trust | 07820QBL8 | Jun 2026 | 393,130 | $382K | 0.03% | ABS-MBS |
| 331 | Anchorage Credit Funding Ltd. | 03329TAG9 | Jun 2026 | 400,000 | $381K | 0.03% | ABS-CBDO |
| 332 | LCH Ltd. | 000000000 | Jun 2026 | 16,200,000 | $375K | 0.03% | DIR |
| 333 | Specialty Underwriting & Residential Finance | 84751PKW8 | Jun 2026 | 381,765 | $372K | 0.03% | ABS-O |
| 334 | Nomura Global Financial Products, Inc. | 000000000 | Jun 2026 | 6,900,000 | $372K | 0.03% | DIR |
| 335 | COSTA RICA GOVERNMENT | 000000000 | Jun 2026 | 300,000 | $366K | 0.03% | DBT |
| 336 | Nomura Global Financial Products, Inc. | 000000000 | Jun 2026 | 6,900,000 | $358K | 0.03% | DIR |
| 337 | BANK OF MONTREAL | 06368D3U6 | Jun 2026 | 500,000 | $356K | 0.03% | DBT |
| 338 | Societe Generale SA | 000000000 | Jun 2026 | 1 | $355K | 0.03% | DFE |
| 339 | GA GLOBAL FUNDING TRUST | 36143L2S3 | Jun 2026 | 350,000 | $353K | 0.03% | DBT |
| 340 | Morgan Stanley Capital Services LLC | 000000000 | Jun 2026 | 137,700,000 | $352K | 0.03% | DIR |
| 341 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 51,650,000 | $352K | 0.03% | DIR |
| 342 | WAMU Asset-Backed Certificates | 93364EAD6 | Jun 2026 | 387,409 | $351K | 0.03% | ABS-MBS |
| 343 | APS RESECURITIZATION TRUST | 00191TAG0 | Jun 2026 | 345,610 | $345K | 0.03% | ABS-MBS |
| 344 | Government National Mortgage Association | 36180WGF6 | Jun 2026 | 371,861 | $345K | 0.03% | ABS-MBS |
| 345 | United States Treasury | 912810UN6 | Jun 2026 | 346,000 | $343K | 0.03% | DBT |
| 346 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $335K | 0.03% | DFE |
| 347 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 6,500,000 | $331K | 0.03% | DIR |
| 348 | Black Diamond CLO Ltd | 000000000 | Jun 2026 | 285,190 | $326K | 0.03% | ABS-CBDO |
| 349 | SMB Private Education Loan Trust | 83207DAB4 | Jun 2026 | 322,932 | $325K | 0.03% | ABS-O |
| 350 | Bank of America NA | 000000000 | Jun 2026 | 128,200,000 | $321K | 0.03% | DIR |
| 351 | BONOS DE TESORERIA | 000000000 | Jun 2026 | 1,000,000 | $314K | 0.02% | DBT |
| 352 | Morgan Stanley Capital Services LLC | 000000000 | Jun 2026 | 137,400,000 | $310K | 0.02% | DIR |
| 353 | FORD MOTOR CREDIT CO LLC | 345397C35 | Jun 2026 | 300,000 | $308K | 0.02% | DBT |
| 354 | SUMITOMO MITSUI FINL GRP | 86562MDP2 | Jun 2026 | 300,000 | $308K | 0.02% | DBT |
| 355 | Home Equity Asset Trust | 437084EW2 | Jun 2026 | 305,969 | $306K | 0.02% | ABS-MBS |
| 356 | BONOS TESORERIA PESOS | 000000000 | Jun 2026 | 270,000,000 | $306K | 0.02% | DBT |
| 357 | REPUBLIC OF COLOMBIA | 195325EV3 | Jun 2026 | 300,000 | $305K | 0.02% | DBT |
| 358 | GOLDEN BEAR RE LTD | 38090EAB6 | Jun 2026 | 300,000 | $303K | 0.02% | DBT |
| 359 | ChaseFlex Trust | 16165AAD6 | Jun 2026 | 335,171 | $302K | 0.02% | ABS-MBS |
| 360 | WAMU Mortgage Pass-Through Certificates | 933637AA8 | Jun 2026 | 343,154 | $302K | 0.02% | ABS-MBS |
| 361 | EAST LANE RE VII LTD | 27332EAC5 | Jun 2026 | 300,000 | $301K | 0.02% | DBT |
| 362 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 27,920,000 | $299K | 0.02% | DIR |
| 363 | ORANGE CAPITAL RE DAC | 000000000 | Jun 2026 | 250,000 | $297K | 0.02% | DBT |
| 364 | Bank of America NA | 000000000 | Jun 2026 | 5,100,000 | $293K | 0.02% | DIR |
| 365 | Barclays Bank PLC | 000000000 | Jun 2026 | 1 | $293K | 0.02% | DFE |
| 366 | Centerbridge Credit Funding Ltd | 15186PAA6 | Jun 2026 | 300,000 | $291K | 0.02% | ABS-CBDO |
| 367 | QUERCUS RE DAC | 000000000 | Jun 2026 | 250,000 | $290K | 0.02% | DBT |
| 368 | LCH Ltd. | 000000000 | Jun 2026 | 34,000,000 | $289K | 0.02% | DIR |
| 369 | Anchorage Credit Funding Ltd. | 033295AA4 | Jun 2026 | 300,000 | $286K | 0.02% | ABS-CBDO |
| 370 | Anchorage Credit Funding Ltd. | 03290AAA8 | Jun 2026 | 300,000 | $286K | 0.02% | ABS-CBDO |
| 371 | Romark Credit Funding, Ltd. | 77588JAA4 | Jun 2026 | 300,000 | $283K | 0.02% | ABS-CBDO |
| 372 | LCH Ltd. | 000000000 | Jun 2026 | 4,840,000 | $282K | 0.02% | DIR |
| 373 | WAMU Mortgage Pass-Through Certificates | 93363RAA4 | Jun 2026 | 307,530 | $278K | 0.02% | ABS-MBS |
| 374 | HSBC HOLDINGS PLC | 404280CH0 | Jun 2026 | 300,000 | $278K | 0.02% | DBT |
| 375 | Securitized Asset Backed Receivables LLC Trust | 81375WGW0 | Jun 2026 | 304,000 | $274K | 0.02% | ABS-O |
| 376 | The Federal Republic of Nigeria | 000000000 | Jun 2026 | 386,600,000 | $274K | 0.02% | STIV |
| 377 | Countrywide Alternative Loan Trust | 02147DAB7 | Jun 2026 | 273,723 | $272K | 0.02% | ABS-MBS |
| 378 | Freddie Mac | 3133KRCR3 | Jun 2026 | 257,969 | $272K | 0.02% | ABS-MBS |
| 379 | ARMOR RE II LTD | 04227FAF2 | Jun 2026 | 250,000 | $264K | 0.02% | DBT |
| 380 | 123 LIGHTS RE LTD | 68302QAA2 | Jun 2026 | 250,000 | $263K | 0.02% | DBT |
| 381 | POLESTAR RE LTD | 73110JAC6 | Jun 2026 | 250,000 | $260K | 0.02% | DBT |
| 382 | NATURE COAST RE LTD | 63901CAE1 | Jun 2026 | 250,000 | $260K | 0.02% | DBT |
| 383 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 10,676,748 | $259K | 0.02% | DE |
| 384 | WINSTON RE LTD | 975660AC5 | Jun 2026 | 250,000 | $257K | 0.02% | DBT |
| 385 | PALM RE LTD | 69664FAB4 | Jun 2026 | 250,000 | $255K | 0.02% | DBT |
| 386 | Carrington Mortgage Loan Trust | 144527AC2 | Jun 2026 | 265,042 | $255K | 0.02% | ABS-O |
| 387 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 39,310,000 | $254K | 0.02% | DIR |
| 388 | Bank of America NA | 000000000 | Jun 2026 | 5,100,000 | $254K | 0.02% | DIR |
| 389 | CITRUS RE LTD | 177510AS3 | Jun 2026 | 250,000 | $254K | 0.02% | DBT |
| 390 | VERAISON RE LTD | 92335TAE9 | Jun 2026 | 250,000 | $253K | 0.02% | DBT |
| 391 | INTEGRITY RE III | 45870GAC0 | Jun 2026 | 250,000 | $253K | 0.02% | DBT |
| 392 | POLESTAR RE LTD | 73110JAE2 | Jun 2026 | 250,000 | $253K | 0.02% | DBT |
| 393 | Government National Mortgage Association | 36182WBC6 | Jun 2026 | 273,958 | $252K | 0.02% | ABS-MBS |
| 394 | LOCKE TAVERN RE LTD | 539694AC3 | Jun 2026 | 250,000 | $251K | 0.02% | DBT |
| 395 | MAYFLOWER RE LTD | 57839MAB4 | Jun 2026 | 250,000 | $250K | 0.02% | DBT |
| 396 | COMMONWEALTH RE LTD | 203235AB2 | Jun 2026 | 250,000 | $250K | 0.02% | DBT |
| 397 | LOWER FERRY RE LTD | 547915AB4 | Jun 2026 | 250,000 | $250K | 0.02% | DBT |
| 398 | SUTTER RE LTD | 86944RAG3 | Jun 2026 | 250,000 | $250K | 0.02% | DBT |
| 399 | WINDROSE RE LTD | 972917AA6 | Jun 2026 | 250,000 | $250K | 0.02% | DBT |
| 400 | CAPE LOOKOUT RE LTD | 13947LAJ1 | Jun 2026 | 250,000 | $250K | 0.02% | DBT |
| 401 | CAPE LOOKOUT RE LTD | 13947LAH5 | Jun 2026 | 250,000 | $248K | 0.02% | DBT |
| 402 | HANDSHAKE RE LTD | 410290AA8 | Jun 2026 | 250,000 | $246K | 0.02% | DBT |
| 403 | State Street Bank & Trust Co. | 000000000 | Jun 2026 | 1 | $246K | 0.02% | DFE |
| 404 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 9,030,000 | $245K | 0.02% | DIR |
| 405 | UBS GROUP AG | 225401AP3 | Jun 2026 | 250,000 | $244K | 0.02% | DBT |
| 406 | Residential Asset Securitization Trust | 76112HAJ6 | Jun 2026 | 908,145 | $241K | 0.02% | ABS-MBS |
| 407 | United States Treasury | 912797UQ8 | Jun 2026 | 232,000 | $232K | 0.02% | STIV |
| 408 | Washington Mutual Mortgage Pass-Through CTFS | 93934NAQ8 | Jun 2026 | 314,596 | $226K | 0.02% | ABS-MBS |
| 409 | HSI Asset Securitization Corporation Trust | 44328BAD0 | Jun 2026 | 868,977 | $221K | 0.02% | ABS-MBS |
| 410 | Chicago Board of Trade | 000000000 | Jun 2026 | 159 | $221K | 0.02% | DIR |
| 411 | CREDICORP CAPITAL SOCIED | 224939AB4 | Jun 2026 | 700,000 | $219K | 0.02% | DBT |
| 412 | Morgan Stanley Mortgage Loan Trust | 61752JAA8 | Jun 2026 | 670,243 | $219K | 0.02% | ABS-MBS |
| 413 | Residential Asset Securitization Trust | 76113NAC7 | Jun 2026 | 304,032 | $218K | 0.02% | ABS-MBS |
| 414 | BAYER US FINANCE LLC | 07274EAL7 | Jun 2026 | 200,000 | $215K | 0.02% | DBT |
| 415 | Freddie Mac | 3132LAY63 | Jun 2026 | 223,619 | $213K | 0.02% | ABS-MBS |
| 416 | TRANSCANADA PIPELINES | 89353ZCF3 | Jun 2026 | 300,000 | $212K | 0.02% | DBT |
| 417 | BAYER US FINANCE LLC | 07274EAK9 | Jun 2026 | 200,000 | $211K | 0.02% | DBT |
| 418 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 10,020,000 | $210K | 0.02% | DIR |
| 419 | F&G GLOBAL FUNDING | 30321L2J0 | Jun 2026 | 200,000 | $202K | 0.02% | DBT |
| 420 | Research-Driven Pagaya Motor Asset Trust I | 76089EAA1 | Jun 2026 | 201,755 | $202K | 0.02% | ABS-O |
| 421 | Nelnet Student Loan Trust | 64032PAB8 | Jun 2026 | 196,768 | $202K | 0.02% | ABS-O |
| 422 | Nelnet Student Loan Trust | 64032PAA0 | Jun 2026 | 196,768 | $201K | 0.02% | ABS-O |
| 423 | HarborView Mortgage Loan Trust | 41161PYZ0 | Jun 2026 | 315,101 | $200K | 0.02% | ABS-MBS |
| 424 | GLP CAPITAL LP / FIN II | 361841AT6 | Jun 2026 | 200,000 | $199K | 0.02% | DBT |
| 425 | SOCIETE GENERALE | 83368TBH0 | Jun 2026 | 200,000 | $198K | 0.02% | DBT |
| 426 | Australia & New Zealand Banking Group Ltd. | 000000000 | Jun 2026 | 1 | $195K | 0.02% | DFE |
| 427 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 12,750,000 | $193K | 0.02% | DIR |
| 428 | Bank of America NA | 000000000 | Jun 2026 | 3,400,000 | $191K | 0.02% | DIR |
| 429 | Morgan Stanley Capital Inc | 61749NAD9 | Jun 2026 | 381,208 | $188K | 0.01% | ABS-MBS |
| 430 | Morgan Stanley Capital Services LLC | 000000000 | Jun 2026 | 3,400,000 | $186K | 0.01% | DIR |
| 431 | ASX Clear (Futures) | 000000000 | Jun 2026 | 182 | $186K | 0.01% | DIR |
| 432 | Bank of America NA | 000000000 | Jun 2026 | 3,300,000 | $186K | 0.01% | DIR |
| 433 | WAMU Mortgage Pass-Through Certificates | 92925CDA7 | Jun 2026 | 192,745 | $179K | 0.01% | ABS-MBS |
| 434 | WAMU Mortgage Pass-Through Certificates | 92925DAD2 | Jun 2026 | 194,803 | $179K | 0.01% | ABS-MBS |
| 435 | Countrywide Alternative Loan Trust | 12668AHE8 | Jun 2026 | 189,149 | $176K | 0.01% | ABS-MBS |
| 436 | Morgan Stanley Capital Services LLC | 000000000 | Jun 2026 | 3,400,000 | $173K | 0.01% | DIR |
| 437 | Bank of America NA | 000000000 | Jun 2026 | 3,300,000 | $167K | 0.01% | DIR |
| 438 | Government National Mortgage Association | 36184NEP2 | Jun 2026 | 184,955 | $167K | 0.01% | ABS-MBS |
| 439 | Bank of America NA | 000000000 | Jun 2026 | 3,400,000 | $167K | 0.01% | DIR |
| 440 | Chicago Board of Trade | 000000000 | Jun 2026 | -140 | $165K | 0.01% | DIR |
| 441 | LCH Ltd. | 000000000 | Jun 2026 | 16,700,000 | $161K | 0.01% | DIR |
| 442 | Fannie Mae | 31410FVW2 | Jun 2026 | 155,161 | $160K | 0.01% | ABS-MBS |
| 443 | Fannie Mae | 31418XMR6 | Jun 2026 | 157,318 | $156K | 0.01% | ABS-MBS |
| 444 | Residential Asset Securitization Trust | 76114HAM7 | Jun 2026 | 322,758 | $153K | 0.01% | ABS-MBS |
| 445 | Fannie Mae | 3138AHS80 | Jun 2026 | 154,368 | $153K | 0.01% | ABS-MBS |
| 446 | Citibank NA | 000000000 | Jun 2026 | 1 | $152K | 0.01% | DFE |
| 447 | Government National Mortgage Association | 36183TYC7 | Jun 2026 | 160,634 | $148K | 0.01% | ABS-MBS |
| 448 | Barclays Bank PLC | 000000000 | Jun 2026 | 1 | $146K | 0.01% | DFE |
| 449 | HarborView Mortgage Loan Trust | 41164YAB7 | Jun 2026 | 154,239 | $144K | 0.01% | ABS-MBS |
| 450 | Government National Mortgage Association | 36178UUR2 | Jun 2026 | 151,148 | $139K | 0.01% | ABS-MBS |
| 451 | Eurex Deutschland | 000000000 | Jun 2026 | 115 | $137K | 0.01% | DIR |
| 452 | Deutsche Bank AG | 000000000 | Jun 2026 | 1 | $135K | 0.01% | DFE |
| 453 | Deutsche Alt-A Securities INC Mortgage Loan Trust | 25151KAC3 | Jun 2026 | 169,005 | $133K | 0.01% | ABS-MBS |
| 454 | Deutsche Bank AG | 000000000 | Jun 2026 | 36,400,000 | $132K | 0.01% | DIR |
| 455 | Deutsche Bank AG | 000000000 | Jun 2026 | 36,400,000 | $131K | 0.01% | DIR |
| 456 | Washington Mutual Mortgage Pass-Through CTFS | 939355AB9 | Jun 2026 | 134,179 | $129K | 0.01% | ABS-MBS |
| 457 | Freddie Mac | 3137ADTZ0 | Jun 2026 | 129,180 | $129K | 0.01% | ABS-MBS |
| 458 | CHEVY CHASE MORTGAGE FUNDING CORP. | 16678REC7 | Jun 2026 | 129,985 | $128K | 0.01% | ABS-MBS |
| 459 | EGYPT TREASURY BILL | 000000000 | Jun 2026 | 6,700,000 | $128K | 0.01% | STIV |
| 460 | MASTR Asset Backed Securities Trust | 55275RAD4 | Jun 2026 | 270,488 | $127K | 0.01% | ABS-MBS |
| 461 | Banc of America Funding Corporation | 05952GAE1 | Jun 2026 | 148,295 | $125K | 0.01% | ABS-MBS |
| 462 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 4,700,000 | $121K | 0.01% | DIR |
| 463 | Government National Mortgage Association | 36295NCQ8 | Jun 2026 | 118,812 | $121K | 0.01% | ABS-MBS |
| 464 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 5,162,000 | $119K | 0.01% | DIR |
| 465 | LCH Ltd. | 000000000 | Jun 2026 | 14,500,000 | $118K | 0.01% | DIR |
| 466 | Government National Mortgage Association | 36296A6T6 | Jun 2026 | 115,988 | $118K | 0.01% | ABS-MBS |
| 467 | Bank of America NA | 000000000 | Jun 2026 | 29,700,000 | $117K | 0.01% | DIR |
| 468 | Citigroup Mortgage Loan Trust Inc | 17311BAB9 | Jun 2026 | 315,863 | $116K | 0.01% | ABS-MBS |
| 469 | GSR Mortgage Loan Trust | 3622MWAR4 | Jun 2026 | 162,635 | $115K | 0.01% | ABS-MBS |
| 470 | Freddie Mac | 3137ADX44 | Jun 2026 | 114,101 | $114K | 0.01% | ABS-MBS |
| 471 | Government National Mortgage Association | 36295QA34 | Jun 2026 | 112,106 | $113K | 0.01% | ABS-MBS |
| 472 | UBS AG | 000000000 | Jun 2026 | 1 | $111K | 0.01% | DFE |
| 473 | Carvana Auto Receivables Trust | 14687RAC5 | Jun 2026 | 109,429 | $110K | 0.01% | ABS-O |
| 474 | LCH Ltd. | 000000000 | Jun 2026 | 19,900,000 | $110K | 0.01% | DIR |
| 475 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 67,087,966 | $108K | 0.01% | DE |
| 476 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $108K | 0.01% | DFE |
| 477 | WAMU Mortgage Pass-Through Certificates | 92925GAA1 | Jun 2026 | 115,478 | $108K | 0.01% | ABS-MBS |
| 478 | Bank of America NA | 000000000 | Jun 2026 | 112,100,000 | $107K | 0.01% | DIR |
| 479 | Government National Mortgage Association | 36176EM24 | Jun 2026 | 114,756 | $106K | 0.01% | ABS-MBS |
| 480 | Residential Accredit Loans, Inc. | 74923GAC7 | Jun 2026 | 118,108 | $106K | 0.01% | ABS-MBS |
| 481 | Morgan Stanley Capital Inc | 61753EAC4 | Jun 2026 | 225,857 | $103K | 0.01% | ABS-MBS |
| 482 | Soundview Home Equity Loan Trust | 83611MKZ0 | Jun 2026 | 108,185 | $102K | 0.01% | ABS-MBS |
| 483 | NATIONAL HEALTH INVESTOR | 63633DAG9 | Jun 2026 | 100,000 | $99K | 0.01% | DBT |
| 484 | Merrill Lynch Alternative Note Asset | 59024FAE4 | Jun 2026 | 426,630 | $98K | 0.01% | ABS-MBS |
| 485 | Novastar Home Equity Loan | 66988WAD8 | Jun 2026 | 210,474 | $98K | 0.01% | ABS-MBS |
| 486 | Goldman Sachs & Co. LLC | 000000000 | Jun 2026 | 100,500,000 | $96K | 0.01% | DIR |
| 487 | Bank of America NA | 000000000 | Jun 2026 | 29,000,000 | $94K | 0.01% | DIR |
| 488 | Freddie Mac | 31296UAX9 | Jun 2026 | 91,437 | $94K | 0.01% | ABS-MBS |
| 489 | Countrywide Alternative Loan Trust | 12668BUK7 | Jun 2026 | 101,560 | $93K | 0.01% | ABS-MBS |
| 490 | TITULOS DE TESORERIA | 000000000 | Jun 2026 | 373,500,000 | $89K | 0.01% | DBT |
| 491 | FannieMae Whole Loan | 31393BX75 | Jun 2026 | 87,586 | $87K | 0.01% | ABS-MBS |
| 492 | Bank of America NA | 000000000 | Jun 2026 | 1 | $87K | 0.01% | DFE |
| 493 | PHH Alternative Mortgage Trust | 69337BAA2 | Jun 2026 | 117,455 | $86K | 0.01% | ABS-MBS |
| 494 | Government National Mortgage Association | 36184CA47 | Jun 2026 | 92,872 | $86K | 0.01% | ABS-MBS |
| 495 | Fannie Mae | 3138LTLS5 | Jun 2026 | 86,550 | $85K | 0.01% | ABS-MBS |
| 496 | Government National Mortgage Association | 36184KB97 | Jun 2026 | 92,298 | $85K | 0.01% | ABS-MBS |
| 497 | Countrywide Alternative Loan Trust | 126680AA5 | Jun 2026 | 90,708 | $85K | 0.01% | ABS-MBS |
| 498 | Argent Securities Inc. | 040104EN7 | Jun 2026 | 88,795 | $85K | 0.01% | ABS-MBS |
| 499 | LCH Ltd. | 000000000 | Jun 2026 | 13,780,000 | $81K | 0.01% | DIR |
| 500 | AVOLON HOLDINGS FNDG LTD | 05401AAR2 | Jun 2026 | 83,000 | $81K | 0.01% | DBT |
| 501 | CHEVY CHASE MORTGAGE FUNDING CORP. | 16678RDC8 | Jun 2026 | 82,375 | $80K | 0.01% | ABS-MBS |
| 502 | Small Business Administration Participation Certs | 83162CSA2 | Jun 2026 | 78,788 | $80K | 0.01% | ABS-O |
| 503 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $79K | 0.01% | DFE |
| 504 | Banco Santander SA | 000000000 | Jun 2026 | 1 | $78K | 0.01% | DFE |
| 505 | Government National Mortgage Association | 36180HHA9 | Jun 2026 | 80,774 | $74K | 0.01% | ABS-MBS |
| 506 | Government National Mortgage Association | 38380LFE8 | Jun 2026 | 72,354 | $73K | 0.01% | ABS-MBS |
| 507 | Barclays Bank PLC | 000000000 | Jun 2026 | 1 | $72K | 0.01% | DFE |
| 508 | LCH Ltd. | 000000000 | Jun 2026 | 13,210,000 | $71K | 0.01% | DIR |
| 509 | Sequoia Mortgage Trust | 81744LAA2 | Jun 2026 | 75,564 | $71K | 0.01% | ABS-MBS |
| 510 | Fannie Mae | 3140HMGY4 | Jun 2026 | 77,437 | $71K | 0.01% | ABS-MBS |
| 511 | TITULOS DE TESORERIA | 000000000 | Jun 2026 | 248,500,000 | $71K | 0.01% | DBT |
| 512 | Government National Mortgage Association | 36184K6K8 | Jun 2026 | 76,162 | $70K | 0.01% | ABS-MBS |
| 513 | Citibank NA | 000000000 | Jun 2026 | 1 | $69K | 0.01% | DFE |
| 514 | Freddie Mac | 3132GDVQ2 | Jun 2026 | 70,494 | $69K | 0.01% | ABS-MBS |
| 515 | BNP Paribas SA | 000000000 | Jun 2026 | 20,600,000 | $69K | 0.01% | DIR |
| 516 | Morgan Stanley Bank NA | 000000000 | Jun 2026 | 36,800,000 | $67K | 0.01% | DIR |
| 517 | Adjustable Rate Mortgage Trust | 007036TD8 | Jun 2026 | 86,757 | $67K | 0.01% | ABS-MBS |
| 518 | Government National Mortgage Association | 36182CAQ0 | Jun 2026 | 71,676 | $66K | 0.01% | ABS-MBS |
| 519 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $66K | 0.01% | DFE |
| 520 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $66K | 0.01% | DFE |
| 521 | Fannie Mae | 31409WLC3 | Jun 2026 | 63,726 | $66K | 0.01% | ABS-MBS |
| 522 | Government National Mortgage Association | 36184BZ67 | Jun 2026 | 70,920 | $65K | 0.01% | ABS-MBS |
| 523 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $65K | 0.01% | DFE |
| 524 | IndyMac INDX Mortgage Loan Trust | 45660LV97 | Jun 2026 | 71,431 | $65K | 0.01% | ABS-MBS |
| 525 | Banco Santander SA | 000000000 | Jun 2026 | 1 | $64K | 0.01% | DFE |
| 526 | Structured Adjustable Rate Mortgage Loan Trust | 863579JG4 | Jun 2026 | 67,674 | $63K | 0.00% | ABS-MBS |
| 527 | Fannie Mae | 3138LQ2D5 | Jun 2026 | 64,331 | $63K | 0.00% | ABS-MBS |
| 528 | Countrywide Alternative Loan Trust | 02146TAG2 | Jun 2026 | 122,185 | $63K | 0.00% | ABS-MBS |
| 529 | Fannie Mae | 3138E0LC1 | Jun 2026 | 62,865 | $63K | 0.00% | ABS-MBS |
| 530 | Freddie Mac | 3132XWE64 | Jun 2026 | 65,360 | $62K | 0.00% | ABS-MBS |
| 531 | First Horizon Alternative Mortgage Securities | 32051GQA6 | Jun 2026 | 75,377 | $62K | 0.00% | ABS-MBS |
| 532 | Fannie Mae | 31403SD78 | Jun 2026 | 60,998 | $61K | 0.00% | ABS-MBS |
| 533 | Freddie Mac | 3137A6R46 | Jun 2026 | 61,232 | $61K | 0.00% | ABS-MBS |
| 534 | Government National Mortgage Association | 36295QKC3 | Jun 2026 | 59,972 | $61K | 0.00% | ABS-MBS |
| 535 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 5,980,000 | $60K | 0.00% | DIR |
| 536 | Bank of America NA | 000000000 | Jun 2026 | 33,400,000 | $60K | 0.00% | DIR |
| 537 | PIMCO PRV SHORT TERM FLT III | 72201W154 | Jun 2026 | 6,124 | $60K | 0.00% | STIV |
| 538 | Government National Mortgage Association | 36178LMH3 | Jun 2026 | 63,904 | $59K | 0.00% | ABS-MBS |
| 539 | Sequoia Mortgage Trust | 81744MAA0 | Jun 2026 | 68,975 | $59K | 0.00% | ABS-MBS |
| 540 | Government National Mortgage Association | 36198N2C8 | Jun 2026 | 63,824 | $59K | 0.00% | ABS-MBS |
| 541 | Goldman Sachs & Co. LLC | 000000000 | Jun 2026 | 23,100,000 | $59K | 0.00% | DIR |
| 542 | Goldman Sachs & Co. LLC | 000000000 | Jun 2026 | 32,500,000 | $58K | 0.00% | DIR |
| 543 | Freddie Mac | 3128M4AX1 | Jun 2026 | 54,038 | $57K | 0.00% | ABS-MBS |
| 544 | Wells Fargo Alternative Loan Trust | 94985GAH9 | Jun 2026 | 64,175 | $57K | 0.00% | ABS-MBS |
| 545 | Government National Mortgage Association | 36182QB88 | Jun 2026 | 61,575 | $57K | 0.00% | ABS-MBS |
| 546 | Freddie Mac | 31292KYV3 | Jun 2026 | 53,646 | $57K | 0.00% | ABS-MBS |
| 547 | Banc of America Funding Corporation | 05951VAV1 | Jun 2026 | 60,700 | $56K | 0.00% | ABS-MBS |
| 548 | Government National Mortgage Association | 36184HY81 | Jun 2026 | 60,833 | $56K | 0.00% | ABS-MBS |
| 549 | Government National Mortgage Association | 36200JSC5 | Jun 2026 | 60,222 | $55K | 0.00% | ABS-MBS |
| 550 | Morgan Stanley Capital Inc | 61744CSY3 | Jun 2026 | 56,269 | $55K | 0.00% | ABS-O |
| 551 | Freddie Mac | 3128KDFP5 | Jun 2026 | 53,219 | $55K | 0.00% | ABS-MBS |
| 552 | Citibank NA | 000000000 | Jun 2026 | 1 | $55K | 0.00% | DFE |
| 553 | Long Beach Mortgage Loan Trust | 542514RH9 | Jun 2026 | 55,096 | $55K | 0.00% | ABS-O |
| 554 | Freddie Mac | 3128M6MZ8 | Jun 2026 | 51,027 | $54K | 0.00% | ABS-MBS |
| 555 | Freddie Mac | 3128M6E87 | Jun 2026 | 51,328 | $53K | 0.00% | ABS-MBS |
| 556 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $52K | 0.00% | DFE |
| 557 | WAMU Mortgage Pass-Through Certificates | 939336X40 | Jun 2026 | 52,848 | $52K | 0.00% | ABS-MBS |
| 558 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $51K | 0.00% | DFE |
| 559 | Fannie Mae | 31412TWX7 | Jun 2026 | 49,270 | $50K | 0.00% | ABS-MBS |
| 560 | Government National Mortgage Association | 3620A2K21 | Jun 2026 | 48,349 | $49K | 0.00% | ABS-MBS |
| 561 | Freddie Mac | 3128M5DD9 | Jun 2026 | 47,481 | $48K | 0.00% | ABS-MBS |
| 562 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $48K | 0.00% | DFE |
| 563 | Government National Mortgage Association | 36295QKD1 | Jun 2026 | 47,219 | $48K | 0.00% | ABS-MBS |
| 564 | LCH Ltd. | 000000000 | Jun 2026 | 3,650,000 | $48K | 0.00% | DIR |
| 565 | Freddie Mac | 31397KC90 | Jun 2026 | 47,546 | $48K | 0.00% | ABS-MBS |
| 566 | Fannie Mae | 31407T6R6 | Jun 2026 | 45,023 | $47K | 0.00% | ABS-MBS |
| 567 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $46K | 0.00% | DFE |
| 568 | Deutsche Bank AG | 000000000 | Jun 2026 | 38,300,000 | $46K | 0.00% | DIR |
| 569 | Fannie Mae | 3140HPUD7 | Jun 2026 | 49,070 | $45K | 0.00% | ABS-MBS |
| 570 | HarborView Mortgage Loan Trust | 41162DAA7 | Jun 2026 | 49,665 | $45K | 0.00% | ABS-MBS |
| 571 | Banco Santander SA | 000000000 | Jun 2026 | 1 | $43K | 0.00% | DFE |
| 572 | Freddie Mac | 3128KYHK8 | Jun 2026 | 41,216 | $43K | 0.00% | ABS-MBS |
| 573 | Bank of America NA | 000000000 | Jun 2026 | 30,200,000 | $42K | 0.00% | DIR |
| 574 | Fannie Mae | 3138EKW35 | Jun 2026 | 38,329 | $40K | 0.00% | ABS-MBS |
| 575 | WAMU Mortgage Pass-Through Certificates | 93363RAB2 | Jun 2026 | 41,181 | $40K | 0.00% | ABS-MBS |
| 576 | Government National Mortgage Association | 36177WD98 | Jun 2026 | 42,342 | $39K | 0.00% | ABS-MBS |
| 577 | TITULOS DE TESORERIA | 000000000 | Jun 2026 | 133,500,000 | $39K | 0.00% | DBT |
| 578 | Fannie Mae | 31416BNK0 | Jun 2026 | 38,473 | $38K | 0.00% | ABS-MBS |
| 579 | Lehman XS Trust | 52524VAG4 | Jun 2026 | 38,214 | $38K | 0.00% | ABS-MBS |
| 580 | Fannie Mae | 31408DLC6 | Jun 2026 | 36,034 | $38K | 0.00% | ABS-MBS |
| 581 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $37K | 0.00% | DFE |
| 582 | Government National Mortgage Association | 36184MYF4 | Jun 2026 | 40,557 | $37K | 0.00% | ABS-MBS |
| 583 | Government National Mortgage Association | 36183QPH2 | Jun 2026 | 40,493 | $37K | 0.00% | ABS-MBS |
| 584 | Australia & New Zealand Banking Group Ltd. | 000000000 | Jun 2026 | 1 | $37K | 0.00% | DFE |
| 585 | Bear Stearns Structured Products Inc. | 07402FAA3 | Jun 2026 | 52,732 | $37K | 0.00% | ABS-MBS |
| 586 | Soundview Home Equity Loan Trust | 83612NAE5 | Jun 2026 | 133,160 | $36K | 0.00% | ABS-O |
| 587 | Standard Chartered Bank | 000000000 | Jun 2026 | 1 | $36K | 0.00% | DFE |
| 588 | Fannie Mae | 31371MFZ5 | Jun 2026 | 33,826 | $35K | 0.00% | ABS-MBS |
| 589 | Citibank NA | 000000000 | Jun 2026 | 1 | $35K | 0.00% | DFE |
| 590 | Soundview Home Equity Loan Trust | 83612TAB8 | Jun 2026 | 49,296 | $34K | 0.00% | ABS-MBS |
| 591 | Freddie Mac | 31397KE23 | Jun 2026 | 33,683 | $34K | 0.00% | ABS-MBS |
| 592 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $33K | 0.00% | DFE |
| 593 | Countrywide Alternative Loan Trust | 12668AWH4 | Jun 2026 | 34,744 | $33K | 0.00% | ABS-MBS |
| 594 | Government National Mortgage Association | 36183BCF3 | Jun 2026 | 36,078 | $33K | 0.00% | ABS-MBS |
| 595 | Morgan Stanley & Co. International PLC | 000000000 | Jun 2026 | 1 | $33K | 0.00% | DFE |
| 596 | Citibank NA | 000000000 | Jun 2026 | 1 | $32K | 0.00% | DFE |
| 597 | Citibank NA | 000000000 | Jun 2026 | 1 | $32K | 0.00% | DFE |
| 598 | Government National Mortgage Association | 36296QZG7 | Jun 2026 | 31,302 | $32K | 0.00% | ABS-MBS |
| 599 | LCH Ltd. | 000000000 | Jun 2026 | 1,500,000 | $32K | 0.00% | DIR |
| 600 | Barclays Bank PLC | 000000000 | Jun 2026 | 1 | $31K | 0.00% | DFE |
| 601 | Structured Adjustable Rate Mortgage Loan Trust | 863579C30 | Jun 2026 | 32,857 | $31K | 0.00% | ABS-MBS |
| 602 | Citibank NA | 000000000 | Jun 2026 | 1 | $30K | 0.00% | DFE |
| 603 | Goldman Sachs & Co. LLC | 000000000 | Jun 2026 | 68,600,000 | $29K | 0.00% | DIR |
| 604 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 3,300,000 | $29K | 0.00% | DCR |
| 605 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $29K | 0.00% | DFE |
| 606 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $29K | 0.00% | DFE |
| 607 | MASTR Adjustable Rate Mortgages Trust | 576433EU6 | Jun 2026 | 31,678 | $28K | 0.00% | ABS-MBS |
| 608 | JP Morgan Mortgage Acquisition Corp | 46628TAD3 | Jun 2026 | 59,589 | $28K | 0.00% | ABS-MBS |
| 609 | Fannie Mae | 31412YFP2 | Jun 2026 | 27,544 | $28K | 0.00% | ABS-MBS |
| 610 | Government National Mortgage Association | 36291UTY1 | Jun 2026 | 26,623 | $28K | 0.00% | ABS-MBS |
| 611 | Nomura Home Equity Loan Inc | 65535AAD6 | Jun 2026 | 155,789 | $27K | 0.00% | ABS-MBS |
| 612 | Citibank NA | 000000000 | Jun 2026 | 1 | $27K | 0.00% | DFE |
| 613 | Fannie Mae | 31403NVY0 | Jun 2026 | 26,355 | $27K | 0.00% | ABS-MBS |
| 614 | Structured Adjustable Rate Mortgage Loan Trust | 863579VM7 | Jun 2026 | 31,119 | $27K | 0.00% | ABS-MBS |
| 615 | Nomura Global Financial Products, Inc. | 000000000 | Jun 2026 | 1 | $27K | 0.00% | DFE |
| 616 | New Residential Mortgage Loan Trust | 64830TAD0 | Jun 2026 | 28,493 | $27K | 0.00% | ABS-MBS |
| 617 | Citibank NA | 000000000 | Jun 2026 | 1 | $26K | 0.00% | DFE |
| 618 | Australia & New Zealand Banking Group Ltd. | 000000000 | Jun 2026 | 1 | $26K | 0.00% | DFE |
| 619 | Mellon Residential Funding Corporation | 585525EN4 | Jun 2026 | 26,191 | $26K | 0.00% | ABS-MBS |
| 620 | Societe Generale SA | 000000000 | Jun 2026 | 1 | $26K | 0.00% | DFE |
| 621 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $26K | 0.00% | DFE |
| 622 | Citibank NA | 000000000 | Jun 2026 | 1 | $25K | 0.00% | DFE |
| 623 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $25K | 0.00% | DFE |
| 624 | Structured Asset Mortgage Investments Inc | 86359LRW1 | Jun 2026 | 29,064 | $25K | 0.00% | ABS-MBS |
| 625 | Government National Mortgage Association | 36179QUQ2 | Jun 2026 | 24,183 | $25K | 0.00% | ABS-MBS |
| 626 | LCH Ltd. | 000000000 | Jun 2026 | 1,300,000 | $25K | 0.00% | DIR |
| 627 | Government National Mortgage Association | 36296LSU5 | Jun 2026 | 24,050 | $24K | 0.00% | ABS-MBS |
| 628 | Fannie Mae | 31407NGX5 | Jun 2026 | 24,013 | $24K | 0.00% | ABS-MBS |
| 629 | LCH Ltd. | 000000000 | Jun 2026 | 500,000 | $24K | 0.00% | DIR |
| 630 | Barclays Bank PLC | 000000000 | Jun 2026 | 1 | $24K | 0.00% | DFE |
| 631 | Fannie Mae | 31419J5L8 | Jun 2026 | 24,463 | $24K | 0.00% | ABS-MBS |
| 632 | Freddie Mac | 3128M7ZR0 | Jun 2026 | 23,085 | $24K | 0.00% | ABS-MBS |
| 633 | Argent Securities Inc. | 04013BAB8 | Jun 2026 | 74,284 | $24K | 0.00% | ABS-MBS |
| 634 | WAMU Mortgage Pass-Through Certificates | 92927BAA0 | Jun 2026 | 27,271 | $23K | 0.00% | ABS-MBS |
| 635 | Countrywide Home Loans | 12669FW82 | Jun 2026 | 23,662 | $23K | 0.00% | ABS-MBS |
| 636 | Freddie Mac | 31397PST8 | Jun 2026 | 22,993 | $23K | 0.00% | ABS-MBS |
| 637 | Bank of America NA | 000000000 | Jun 2026 | 15,200,000 | $23K | 0.00% | DIR |
| 638 | Government National Mortgage Association | 3620ASLC1 | Jun 2026 | 22,791 | $23K | 0.00% | ABS-MBS |
| 639 | OWNIT Mortgage Loan Asset-Backed Certificates | 69121PBU6 | Jun 2026 | 22,879 | $23K | 0.00% | ABS-O |
| 640 | Government National Mortgage Association | 36295QGF1 | Jun 2026 | 22,460 | $23K | 0.00% | ABS-MBS |
| 641 | Freddie Mac | 3129285R1 | Jun 2026 | 21,964 | $22K | 0.00% | ABS-MBS |
| 642 | Freddie Mac | 3128M84A9 | Jun 2026 | 21,802 | $22K | 0.00% | ABS-MBS |
| 643 | Societe Generale SA | 000000000 | Jun 2026 | 1 | $22K | 0.00% | DFE |
| 644 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $22K | 0.00% | DFE |
| 645 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $22K | 0.00% | DFE |
| 646 | Bear Stearns Adjustable Rate Mortgage Trust | 07384MTD4 | Jun 2026 | 22,177 | $22K | 0.00% | ABS-MBS |
| 647 | MASTR Asset Backed Securities Trust | 57643GAE7 | Jun 2026 | 37,897 | $22K | 0.00% | ABS-MBS |
| 648 | Government National Mortgage Association | 36176W5N7 | Jun 2026 | 23,736 | $22K | 0.00% | ABS-MBS |
| 649 | EGYPT TREASURY BILL | 000000000 | Jun 2026 | 1,150,000 | $22K | 0.00% | STIV |
| 650 | Morgan Stanley Bank NA | 000000000 | Jun 2026 | 19,900,000 | $22K | 0.00% | DIR |
| 651 | Morgan Stanley Capital Services LLC | 000000000 | Jun 2026 | 13,500,000 | $22K | 0.00% | DIR |
| 652 | Fremont Home Loan Trust | 35729PNC0 | Jun 2026 | 21,942 | $21K | 0.00% | ABS-O |
| 653 | Government National Mortgage Association | 36183FTW9 | Jun 2026 | 22,637 | $21K | 0.00% | ABS-MBS |
| 654 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $21K | 0.00% | DFE |
| 655 | Fannie Mae | 3140JJHA0 | Jun 2026 | 22,407 | $21K | 0.00% | ABS-MBS |
| 656 | Fannie Mae | 31407MWT8 | Jun 2026 | 20,166 | $21K | 0.00% | ABS-MBS |
| 657 | LCH Ltd. | 000000000 | Jun 2026 | 400,000 | $20K | 0.00% | DIR |
| 658 | Banco Santander SA | 000000000 | Jun 2026 | 1 | $20K | 0.00% | DFE |
| 659 | Government National Mortgage Association | 36296JEM3 | Jun 2026 | 19,422 | $20K | 0.00% | ABS-MBS |
| 660 | LCH Ltd. | 000000000 | Jun 2026 | 500,000 | $20K | 0.00% | DIR |
| 661 | LCH Ltd. | 000000000 | Jun 2026 | 500,000 | $19K | 0.00% | DIR |
| 662 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $19K | 0.00% | DFE |
| 663 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $19K | 0.00% | DFE |
| 664 | Fannie Mae | 3138WAJ73 | Jun 2026 | 19,342 | $19K | 0.00% | ABS-MBS |
| 665 | Citibank NA | 000000000 | Jun 2026 | 1 | $19K | 0.00% | DFE |
| 666 | Fannie Mae | 31394FAF2 | Jun 2026 | 18,577 | $18K | 0.00% | ABS-MBS |
| 667 | Government National Mortgage Association | 36183X2J8 | Jun 2026 | 20,017 | $18K | 0.00% | ABS-MBS |
| 668 | Fannie Mae | 31406VP91 | Jun 2026 | 17,539 | $18K | 0.00% | ABS-MBS |
| 669 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 1,500,000 | $18K | 0.00% | DIR |
| 670 | Standard Chartered Bank | 000000000 | Jun 2026 | 1 | $18K | 0.00% | DFE |
| 671 | Government National Mortgage Association | 36183QYH2 | Jun 2026 | 19,414 | $18K | 0.00% | ABS-MBS |
| 672 | Fannie Mae | 31407FYD6 | Jun 2026 | 17,115 | $18K | 0.00% | ABS-MBS |
| 673 | Fannie Mae | 31403DGZ6 | Jun 2026 | 16,912 | $17K | 0.00% | ABS-MBS |
| 674 | LCH Ltd. | 000000000 | Jun 2026 | 500,000 | $17K | 0.00% | DIR |
| 675 | Structured Adjustable Rate Mortgage Loan Trust | 863579XK9 | Jun 2026 | 19,372 | $17K | 0.00% | ABS-MBS |
| 676 | Fannie Mae | 31407VMN2 | Jun 2026 | 16,736 | $17K | 0.00% | ABS-MBS |
| 677 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $17K | 0.00% | DFE |
| 678 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $17K | 0.00% | DFE |
| 679 | Fannie Mae | 31402LPB2 | Jun 2026 | 17,015 | $17K | 0.00% | ABS-MBS |
| 680 | LCH Ltd. | 000000000 | Jun 2026 | 2,600,000 | $17K | 0.00% | DIR |
| 681 | Fannie Mae | 31412MTG3 | Jun 2026 | 16,067 | $17K | 0.00% | ABS-MBS |
| 682 | Citibank NA | 000000000 | Jun 2026 | 1 | $16K | 0.00% | DFE |
| 683 | Chase Mortgage Finance Corporation | 161630AU2 | Jun 2026 | 16,173 | $16K | 0.00% | ABS-MBS |
| 684 | LCH Ltd. | 000000000 | Jun 2026 | 400,000 | $16K | 0.00% | DIR |
| 685 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $16K | 0.00% | DFE |
| 686 | LCH Ltd. | 000000000 | Jun 2026 | 500,000 | $16K | 0.00% | DIR |
| 687 | Government National Mortgage Association | 36183XRC6 | Jun 2026 | 16,912 | $16K | 0.00% | ABS-MBS |
| 688 | LCH Ltd. | 000000000 | Jun 2026 | 600,000 | $16K | 0.00% | DIR |
| 689 | Fannie Mae | 31410DJE1 | Jun 2026 | 14,992 | $15K | 0.00% | ABS-MBS |
| 690 | Bank of America NA | 000000000 | Jun 2026 | 29,800,000 | $15K | 0.00% | DIR |
| 691 | Freddie Mac | 3128M5R93 | Jun 2026 | 15,007 | $15K | 0.00% | ABS-MBS |
| 692 | Deutsche Bank AG | 000000000 | Jun 2026 | 1 | $15K | 0.00% | DFE |
| 693 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $15K | 0.00% | DFE |
| 694 | LCH Ltd. | 000000000 | Jun 2026 | 400,000 | $15K | 0.00% | DIR |
| 695 | Barclays Bank PLC | 000000000 | Jun 2026 | 1 | $15K | 0.00% | DFE |
| 696 | LCH Ltd. | 000000000 | Jun 2026 | 500,000 | $15K | 0.00% | DIR |
| 697 | Bank of America NA | 000000000 | Jun 2026 | 1 | $15K | 0.00% | DFE |
| 698 | American Home Mortgage Investment Trust | 02660CAF7 | Jun 2026 | 25,734 | $15K | 0.00% | ABS-MBS |
| 699 | Freddie Mac | 3128L1WN6 | Jun 2026 | 14,366 | $15K | 0.00% | ABS-MBS |
| 700 | Goldman Sachs & Co. LLC | 000000000 | Jun 2026 | 5,200,000 | $15K | 0.00% | DIR |
| 701 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $14K | 0.00% | DFE |
| 702 | Fannie Mae | 31418A4P0 | Jun 2026 | 14,502 | $14K | 0.00% | ABS-MBS |
| 703 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $14K | 0.00% | DFE |
| 704 | LCH Ltd. | 000000000 | Jun 2026 | 500,000 | $14K | 0.00% | DIR |
| 705 | LCH Ltd. | 000000000 | Jun 2026 | 500,000 | $14K | 0.00% | DIR |
| 706 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $14K | 0.00% | DFE |
| 707 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $14K | 0.00% | DFE |
| 708 | Barclays Bank PLC | 000000000 | Jun 2026 | 1 | $14K | 0.00% | DFE |
| 709 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $14K | 0.00% | DFE |
| 710 | Citibank NA | 000000000 | Jun 2026 | 1 | $14K | 0.00% | DFE |
| 711 | GSAMP Trust | 3622MGAD0 | Jun 2026 | 27,885 | $14K | 0.00% | ABS-O |
| 712 | Banco Santander SA | 000000000 | Jun 2026 | 1 | $14K | 0.00% | DFE |
| 713 | Structured Adjustable Rate Mortgage Loan Trust | 863579HD3 | Jun 2026 | 13,634 | $14K | 0.00% | ABS-MBS |
| 714 | Fannie Mae | 31407HAS5 | Jun 2026 | 13,043 | $13K | 0.00% | ABS-MBS |
| 715 | Citibank NA | 000000000 | Jun 2026 | 1 | $13K | 0.00% | DFE |
| 716 | Long Beach Mortgage Loan Trust | 542514HN7 | Jun 2026 | 13,531 | $13K | 0.00% | ABS-O |
| 717 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $13K | 0.00% | DFE |
| 718 | LCH Ltd. | 000000000 | Jun 2026 | 800,000 | $13K | 0.00% | DIR |
| 719 | Government National Mortgage Association | 36296DNG9 | Jun 2026 | 12,898 | $13K | 0.00% | ABS-MBS |
| 720 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $13K | 0.00% | DFE |
| 721 | LCH Ltd. | 000000000 | Jun 2026 | 250,000 | $13K | 0.00% | DIR |
| 722 | GSR Mortgage Loan Trust | 362341XG9 | Jun 2026 | 14,583 | $13K | 0.00% | ABS-MBS |
| 723 | LCH Ltd. | 000000000 | Jun 2026 | 600,000 | $13K | 0.00% | DIR |
| 724 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $13K | 0.00% | DFE |
| 725 | Fannie Mae | 31396L4R8 | Jun 2026 | 12,753 | $12K | 0.00% | ABS-MBS |
| 726 | LCH Ltd. | 000000000 | Jun 2026 | 400,000 | $12K | 0.00% | DIR |
| 727 | Freddie Mac | 3128L1WP1 | Jun 2026 | 11,378 | $12K | 0.00% | ABS-MBS |
| 728 | Fannie Mae | 31409JBD1 | Jun 2026 | 11,432 | $12K | 0.00% | ABS-MBS |
| 729 | Fannie Mae | 31396XNT7 | Jun 2026 | 11,495 | $12K | 0.00% | ABS-MBS |
| 730 | Government National Mortgage Association | 36296P6J5 | Jun 2026 | 10,979 | $11K | 0.00% | ABS-MBS |
| 731 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $11K | 0.00% | DFE |
| 732 | Fannie Mae | 3140FRCM5 | Jun 2026 | 12,028 | $11K | 0.00% | ABS-MBS |
| 733 | GSAA Home Equity Trust | 362382AE3 | Jun 2026 | 63,379 | $11K | 0.00% | ABS-MBS |
| 734 | Government National Mortgage Association | 36295QJT8 | Jun 2026 | 10,725 | $11K | 0.00% | ABS-MBS |
| 735 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 28,320,000 | $11K | 0.00% | DIR |
| 736 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $11K | 0.00% | DFE |
| 737 | Fannie Mae | 31396WLX2 | Jun 2026 | 10,796 | $11K | 0.00% | ABS-MBS |
| 738 | Fannie Mae | 31404RCT2 | Jun 2026 | 10,501 | $11K | 0.00% | ABS-MBS |
| 739 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $11K | 0.00% | DFE |
| 740 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $11K | 0.00% | DFE |
| 741 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $10K | 0.00% | DFE |
| 742 | Fannie Mae | 3140JKMX1 | Jun 2026 | 10,616 | $10K | 0.00% | ABS-MBS |
| 743 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $10K | 0.00% | DFE |
| 744 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $10K | 0.00% | DFE |
| 745 | Deutsche Bank AG | 000000000 | Jun 2026 | 1 | $10K | 0.00% | DFE |
| 746 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $10K | 0.00% | DFE |
| 747 | Merrill Lynch Pierce Fenner & Smith, Inc. | 000000000 | Jun 2026 | 136 | $10K | 0.00% | DCO |
| 748 | Fannie Mae | 31410KQX5 | Jun 2026 | 9,758 | $10K | 0.00% | ABS-MBS |
| 749 | LCH Ltd. | 000000000 | Jun 2026 | 1,300,000 | $10K | 0.00% | DIR |
| 750 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $10K | 0.00% | DFE |
| 751 | Barclays Bank PLC | 000000000 | Jun 2026 | 1,300,000 | $10K | 0.00% | DCR |
| 752 | Fannie Mae | 31407VFQ3 | Jun 2026 | 9,484 | $10K | 0.00% | ABS-MBS |
| 753 | Standard Chartered Bank | 000000000 | Jun 2026 | 1 | $10K | 0.00% | DFE |
| 754 | Citibank NA | 000000000 | Jun 2026 | 1 | $10K | 0.00% | DFE |
| 755 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $9K | 0.00% | DFE |
| 756 | Morgan Stanley Bank NA | 000000000 | Jun 2026 | 5,700,000 | $9K | 0.00% | DIR |
| 757 | LCH Ltd. | 000000000 | Jun 2026 | 240,000 | $9K | 0.00% | DIR |
| 758 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $9K | 0.00% | DFE |
| 759 | Morgan Stanley Mortgage Loan Trust | 61754HAD4 | Jun 2026 | 34,296 | $9K | 0.00% | ABS-MBS |
| 760 | Fannie Mae | 3138YR5Y0 | Jun 2026 | 9,642 | $9K | 0.00% | ABS-MBS |
| 761 | LCH Ltd. | 000000000 | Jun 2026 | 700,000 | $9K | 0.00% | DIR |
| 762 | Nomura Global Financial Products, Inc. | 000000000 | Jun 2026 | 1 | $9K | 0.00% | DFE |
| 763 | Government National Mortgage Association | 36291US71 | Jun 2026 | 8,428 | $9K | 0.00% | ABS-MBS |
| 764 | Nomura Global Financial Products, Inc. | 000000000 | Jun 2026 | 1 | $9K | 0.00% | DFE |
| 765 | LCH Ltd. | 000000000 | Jun 2026 | 200,000 | $9K | 0.00% | DIR |
| 766 | Fannie Mae | 3140FRH65 | Jun 2026 | 9,519 | $9K | 0.00% | ABS-MBS |
| 767 | Government National Mortgage Association | 36178UBY8 | Jun 2026 | 9,532 | $9K | 0.00% | ABS-MBS |
| 768 | Morgan Stanley & Co. International PLC | 000000000 | Jun 2026 | 5,367,138 | $9K | 0.00% | DE |
| 769 | Intercontinental Exchange, Inc. | 000000000 | Jun 2026 | 1,900,000 | $9K | 0.00% | DCR |
| 770 | Deutsche Bank AG | 000000000 | Jun 2026 | 1 | $9K | 0.00% | DFE |
| 771 | Fannie Mae | 31397QZU5 | Jun 2026 | 103,416 | $9K | 0.00% | ABS-MBS |
| 772 | Fannie Mae | 31410DXD7 | Jun 2026 | 8,254 | $8K | 0.00% | ABS-MBS |
| 773 | Fannie Mae | 3140GYJX8 | Jun 2026 | 9,149 | $8K | 0.00% | ABS-MBS |
| 774 | State Street Bank & Trust Co. | 000000000 | Jun 2026 | 1 | $8K | 0.00% | DFE |
| 775 | FHLMC Structured Pass Through Securities | 3133TSQG1 | Jun 2026 | 8,222 | $8K | 0.00% | ABS-MBS |
| 776 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $8K | 0.00% | DFE |
| 777 | Intercontinental Exchange, Inc. | 000000000 | Jun 2026 | 98,000 | $8K | 0.00% | DCR |
| 778 | Barclays Bank PLC | 000000000 | Jun 2026 | 1 | $8K | 0.00% | DFE |
| 779 | Morgan Stanley & Co. International PLC | 000000000 | Jun 2026 | 1 | $8K | 0.00% | DFE |
| 780 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $8K | 0.00% | DFE |
| 781 | Credit-Based Asset Servicing and Securitization | 12465MAA2 | Jun 2026 | 17,563 | $8K | 0.00% | ABS-O |
| 782 | Goldman Sachs & Co. LLC | 000000000 | Jun 2026 | 3,000,000 | $8K | 0.00% | DIR |
| 783 | Goldman Sachs & Co. LLC | 000000000 | Jun 2026 | 6,200,000 | $8K | 0.00% | DIR |
| 784 | Fannie Mae | 31407YHH5 | Jun 2026 | 7,873 | $8K | 0.00% | ABS-MBS |
| 785 | Citibank NA | 000000000 | Jun 2026 | 4,700,000 | $8K | 0.00% | DIR |
| 786 | Greenpoint Mortgage Pass-Through Certificates | 395387AA1 | Jun 2026 | 8,056 | $8K | 0.00% | ABS-MBS |
| 787 | Fannie Mae | 31407BXK0 | Jun 2026 | 7,692 | $8K | 0.00% | ABS-MBS |
| 788 | Fannie Mae | 3140HATD2 | Jun 2026 | 8,363 | $8K | 0.00% | ABS-MBS |
| 789 | Banco Santander SA | 000000000 | Jun 2026 | 1 | $8K | 0.00% | DFE |
| 790 | Bank of America NA | 000000000 | Jun 2026 | 4,000,000 | $8K | 0.00% | DIR |
| 791 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $8K | 0.00% | DFE |
| 792 | Intercontinental Exchange, Inc. | 000000000 | Jun 2026 | 2,100,000 | $8K | 0.00% | DCR |
| 793 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $8K | 0.00% | DFE |
| 794 | Morgan Stanley Bank NA | 000000000 | Jun 2026 | 4,400,000 | $8K | 0.00% | DIR |
| 795 | Freddie Mac | 312935L98 | Jun 2026 | 7,465 | $8K | 0.00% | ABS-MBS |
| 796 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $8K | 0.00% | DFE |
| 797 | Citibank NA | 000000000 | Jun 2026 | 1 | $7K | 0.00% | DFE |
| 798 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $7K | 0.00% | DFE |
| 799 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $7K | 0.00% | DFE |
| 800 | LCH Ltd. | 000000000 | Jun 2026 | 900,000 | $7K | 0.00% | DIR |
| 801 | Fannie Mae | 3140H4B45 | Jun 2026 | 7,711 | $7K | 0.00% | ABS-MBS |
| 802 | Fannie Mae | 31403VDD8 | Jun 2026 | 6,931 | $7K | 0.00% | ABS-MBS |
| 803 | Australia & New Zealand Banking Group Ltd. | 000000000 | Jun 2026 | 1 | $7K | 0.00% | DFE |
| 804 | Fannie Mae | 31398F4R9 | Jun 2026 | 7,007 | $7K | 0.00% | ABS-MBS |
| 805 | LCH Ltd. | 000000000 | Jun 2026 | 400,000 | $7K | 0.00% | DIR |
| 806 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $7K | 0.00% | DFE |
| 807 | Fannie Mae | 3140HAC99 | Jun 2026 | 7,383 | $7K | 0.00% | ABS-MBS |
| 808 | Citibank NA | 000000000 | Jun 2026 | 1 | $7K | 0.00% | DFE |
| 809 | WAMU Mortgage Pass-Through Certificates | 92922F4M7 | Jun 2026 | 6,900 | $7K | 0.00% | ABS-MBS |
| 810 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $7K | 0.00% | DFE |
| 811 | LCH Ltd. | 000000000 | Jun 2026 | 900,000 | $7K | 0.00% | DIR |
| 812 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $7K | 0.00% | DFE |
| 813 | Fannie Mae | 31407R2A1 | Jun 2026 | 6,421 | $7K | 0.00% | ABS-MBS |
| 814 | LCH Ltd. | 000000000 | Jun 2026 | 500,000 | $7K | 0.00% | DIR |
| 815 | TURKIYE GOVERNMENT BOND | 000000000 | Jun 2026 | 300,000 | $6K | 0.00% | DBT |
| 816 | Small Business Administration Participation Certs | 83162CRL9 | Jun 2026 | 6,431 | $6K | 0.00% | ABS-O |
| 817 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $6K | 0.00% | DFE |
| 818 | Fannie Mae | 31410EKC1 | Jun 2026 | 6,147 | $6K | 0.00% | ABS-MBS |
| 819 | Government National Mortgage Association | 36184BZL4 | Jun 2026 | 6,897 | $6K | 0.00% | ABS-MBS |
| 820 | LCH Ltd. | 000000000 | Jun 2026 | 800,000 | $6K | 0.00% | DIR |
| 821 | Barclays Bank PLC | 000000000 | Jun 2026 | 1 | $6K | 0.00% | DFE |
| 822 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $6K | 0.00% | DFE |
| 823 | FHLMC Structured Pass Through Securities | 31395M2F5 | Jun 2026 | 6,244 | $6K | 0.00% | ABS-MBS |
| 824 | Societe Generale SA | 000000000 | Jun 2026 | 1 | $6K | 0.00% | DFE |
| 825 | Barclays Bank PLC | 000000000 | Jun 2026 | 1 | $6K | 0.00% | DFE |
| 826 | Citibank NA | 000000000 | Jun 2026 | 1 | $6K | 0.00% | DFE |
| 827 | LCH Ltd. | 000000000 | Jun 2026 | 1,500,000 | $6K | 0.00% | DIR |
| 828 | Fannie Mae | 31407DSV8 | Jun 2026 | 5,870 | $6K | 0.00% | ABS-MBS |
| 829 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $6K | 0.00% | DFE |
| 830 | Societe Generale SA | 000000000 | Jun 2026 | 1 | $6K | 0.00% | DFE |
| 831 | LCH Ltd. | 000000000 | Jun 2026 | 400,000 | $6K | 0.00% | DIR |
| 832 | BNP Paribas SA | 000000000 | Jun 2026 | 4,510,000 | $6K | 0.00% | DIR |
| 833 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $6K | 0.00% | DFE |
| 834 | Countrywide Alternative Loan Trust | 02152AAB5 | Jun 2026 | 9,471 | $6K | 0.00% | ABS-MBS |
| 835 | Government National Mortgage Association | 36180HG51 | Jun 2026 | 6,115 | $6K | 0.00% | ABS-MBS |
| 836 | Deutsche Bank AG | 000000000 | Jun 2026 | 1 | $6K | 0.00% | DFE |
| 837 | Freddie Mac | 3128M75R3 | Jun 2026 | 5,237 | $5K | 0.00% | ABS-MBS |
| 838 | Societe Generale SA | 000000000 | Jun 2026 | 1 | $5K | 0.00% | DFE |
| 839 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $5K | 0.00% | DFE |
| 840 | Nomura Global Financial Products, Inc. | 000000000 | Jun 2026 | 1 | $5K | 0.00% | DFE |
| 841 | Fannie Mae | 3138WG6G4 | Jun 2026 | 5,569 | $5K | 0.00% | ABS-MBS |
| 842 | Citigroup Mortgage Loan Trust Inc | 17307GW79 | Jun 2026 | 5,004 | $5K | 0.00% | ABS-MBS |
| 843 | Fannie Mae | 3140JGR64 | Jun 2026 | 5,535 | $5K | 0.00% | ABS-MBS |
| 844 | Bank of America NA | 000000000 | Jun 2026 | 1 | $5K | 0.00% | DFE |
| 845 | Citibank NA | 000000000 | Jun 2026 | 1 | $5K | 0.00% | DFE |
| 846 | Banco Santander SA | 000000000 | Jun 2026 | 1 | $5K | 0.00% | DFE |
| 847 | LCH Ltd. | 000000000 | Jun 2026 | 200,000 | $5K | 0.00% | DIR |
| 848 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $5K | 0.00% | DFE |
| 849 | Government National Mortgage Association | 36180SNG5 | Jun 2026 | 5,458 | $5K | 0.00% | ABS-MBS |
| 850 | Freddie Mac | 31396URJ1 | Jun 2026 | 56,416 | $5K | 0.00% | ABS-MBS |
| 851 | LCH Ltd. | 000000000 | Jun 2026 | 400,000 | $5K | 0.00% | DIR |
| 852 | Fannie Mae | 31396WTU0 | Jun 2026 | 5,042 | $5K | 0.00% | ABS-MBS |
| 853 | Bank of America NA | 000000000 | Jun 2026 | 1,740,000 | $5K | 0.00% | DIR |
| 854 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $5K | 0.00% | DFE |
| 855 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $5K | 0.00% | DFE |
| 856 | Banco Santander SA | 000000000 | Jun 2026 | 1 | $5K | 0.00% | DFE |
| 857 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $5K | 0.00% | DFE |
| 858 | Citibank NA | 000000000 | Jun 2026 | 1 | $5K | 0.00% | DFE |
| 859 | Freddie Mac | 3128KLML8 | Jun 2026 | 4,745 | $5K | 0.00% | ABS-MBS |
| 860 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $5K | 0.00% | DFE |
| 861 | Morgan Stanley Bank NA | 000000000 | Jun 2026 | 1,900,000 | $5K | 0.00% | DIR |
| 862 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $5K | 0.00% | DFE |
| 863 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $5K | 0.00% | DFE |
| 864 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $5K | 0.00% | DFE |
| 865 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $5K | 0.00% | DFE |
| 866 | Fannie Mae | 31406F6N6 | Jun 2026 | 4,619 | $5K | 0.00% | ABS-MBS |
| 867 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $5K | 0.00% | DFE |
| 868 | LCH Ltd. | 000000000 | Jun 2026 | 800,000 | $5K | 0.00% | DIR |
| 869 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $5K | 0.00% | DFE |
| 870 | JP Morgan Mortgage Trust | 466247ZP1 | Jun 2026 | 10,383 | $5K | 0.00% | ABS-MBS |
| 871 | LCH Ltd. | 000000000 | Jun 2026 | 700,000 | $4K | 0.00% | DIR |
| 872 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $4K | 0.00% | DFE |
| 873 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $4K | 0.00% | DFE |
| 874 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $4K | 0.00% | DFE |
| 875 | Fremont Home Loan Trust | 35729NAB1 | Jun 2026 | 9,574 | $4K | 0.00% | ABS-O |
| 876 | LCH Ltd. | 000000000 | Jun 2026 | 1,500,000 | $4K | 0.00% | DIR |
| 877 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $4K | 0.00% | DFE |
| 878 | Fannie Mae | 3138A2U64 | Jun 2026 | 4,351 | $4K | 0.00% | ABS-MBS |
| 879 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $4K | 0.00% | DFE |
| 880 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $4K | 0.00% | DFE |
| 881 | Standard Chartered Bank | 000000000 | Jun 2026 | 1 | $4K | 0.00% | DFE |
| 882 | Fannie Mae | 31417YM95 | Jun 2026 | 4,183 | $4K | 0.00% | ABS-MBS |
| 883 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $4K | 0.00% | DFE |
| 884 | Countrywide Alternative Loan Trust | 12668AN27 | Jun 2026 | 4,456 | $4K | 0.00% | ABS-MBS |
| 885 | Freddie Mac | 3128M7P75 | Jun 2026 | 3,915 | $4K | 0.00% | ABS-MBS |
| 886 | Citibank NA | 000000000 | Jun 2026 | 1 | $4K | 0.00% | DFE |
| 887 | Fannie Mae | 31404BQD7 | Jun 2026 | 3,954 | $4K | 0.00% | ABS-MBS |
| 888 | LCH Ltd. | 000000000 | Jun 2026 | 700,000 | $4K | 0.00% | DIR |
| 889 | Bear Stearns Adjustable Rate Mortgage Trust | 07384MR87 | Jun 2026 | 4,074 | $4K | 0.00% | ABS-MBS |
| 890 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $4K | 0.00% | DFE |
| 891 | LCH Ltd. | 000000000 | Jun 2026 | 600,000 | $4K | 0.00% | DIR |
| 892 | Bear Stearns Alt-A Trust | 07386HYW5 | Jun 2026 | 3,773 | $4K | 0.00% | ABS-MBS |
| 893 | Fannie Mae | 31398GRA9 | Jun 2026 | 3,662 | $4K | 0.00% | ABS-MBS |
| 894 | Barclays Bank PLC | 000000000 | Jun 2026 | 1 | $4K | 0.00% | DFE |
| 895 | Citibank NA | 000000000 | Jun 2026 | 1 | $4K | 0.00% | DFE |
| 896 | Standard Chartered Bank | 000000000 | Jun 2026 | 1 | $4K | 0.00% | DFE |
| 897 | Fannie Mae | 31405PRS1 | Jun 2026 | 3,535 | $4K | 0.00% | ABS-MBS |
| 898 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $4K | 0.00% | DFE |
| 899 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $4K | 0.00% | DFE |
| 900 | Standard Chartered Bank | 000000000 | Jun 2026 | 1 | $3K | 0.00% | DFE |
| 901 | LCH Ltd. | 000000000 | Jun 2026 | 400,000 | $3K | 0.00% | DIR |
| 902 | Countrywide Home Loans | 126670JY5 | Jun 2026 | 3,837 | $3K | 0.00% | ABS-MBS |
| 903 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $3K | 0.00% | DFE |
| 904 | LCH Ltd. | 000000000 | Jun 2026 | 170,000 | $3K | 0.00% | DIR |
| 905 | Fannie Mae | 3138LY5M5 | Jun 2026 | 3,423 | $3K | 0.00% | ABS-MBS |
| 906 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $3K | 0.00% | DFE |
| 907 | Fannie Mae | 31402RTT6 | Jun 2026 | 3,268 | $3K | 0.00% | ABS-MBS |
| 908 | Freddie Mac | 3128M8AV6 | Jun 2026 | 3,241 | $3K | 0.00% | ABS-MBS |
| 909 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $3K | 0.00% | DFE |
| 910 | Barclays Bank PLC | 000000000 | Jun 2026 | 1 | $3K | 0.00% | DFE |
| 911 | Fannie Mae | 31418NBG4 | Jun 2026 | 3,130 | $3K | 0.00% | ABS-MBS |
| 912 | LCH Ltd. | 000000000 | Jun 2026 | 500,000 | $3K | 0.00% | DIR |
| 913 | LCH Ltd. | 000000000 | Jun 2026 | 300,000 | $3K | 0.00% | DIR |
| 914 | Fannie Mae | 31402RNW5 | Jun 2026 | 3,156 | $3K | 0.00% | ABS-MBS |
| 915 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $3K | 0.00% | DFE |
| 916 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $3K | 0.00% | DFE |
| 917 | Fannie Mae | 31396QFA2 | Jun 2026 | 3,125 | $3K | 0.00% | ABS-MBS |
| 918 | Fannie Mae | 31416BK72 | Jun 2026 | 3,066 | $3K | 0.00% | ABS-MBS |
| 919 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $3K | 0.00% | DFE |
| 920 | LCH Ltd. | 000000000 | Jun 2026 | 450,000 | $3K | 0.00% | DIR |
| 921 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $3K | 0.00% | DFE |
| 922 | Government National Mortgage Association | 36179JXF9 | Jun 2026 | 3,188 | $3K | 0.00% | ABS-MBS |
| 923 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $3K | 0.00% | DFE |
| 924 | Citibank NA | 000000000 | Jun 2026 | 1 | $3K | 0.00% | DFE |
| 925 | Deutsche Bank AG | 000000000 | Jun 2026 | 1 | $3K | 0.00% | DFE |
| 926 | Citibank NA | 000000000 | Jun 2026 | 1 | $3K | 0.00% | DFE |
| 927 | Fannie Mae | 31408JTK7 | Jun 2026 | 2,769 | $3K | 0.00% | ABS-MBS |
| 928 | LCH Ltd. | 000000000 | Jun 2026 | 300,000 | $3K | 0.00% | DIR |
| 929 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $3K | 0.00% | DFE |
| 930 | Citibank NA | 000000000 | Jun 2026 | 1 | $3K | 0.00% | DFE |
| 931 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $3K | 0.00% | DFE |
| 932 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 44,200,000 | $3K | 0.00% | DIR |
| 933 | Fannie Mae | 31400GV44 | Jun 2026 | 2,707 | $3K | 0.00% | ABS-MBS |
| 934 | Eurex Deutschland | 000000000 | Jun 2026 | 1 | $3K | 0.00% | DIR |
| 935 | Citibank NA | 000000000 | Jun 2026 | 1 | $3K | 0.00% | DFE |
| 936 | Goldman Sachs & Co. LLC | 000000000 | Jun 2026 | 1,800,000 | $3K | 0.00% | DIR |
| 937 | Fannie Mae | 31396PZU8 | Jun 2026 | 2,672 | $3K | 0.00% | ABS-MBS |
| 938 | Banco Santander SA | 000000000 | Jun 2026 | 1 | $3K | 0.00% | DFE |
| 939 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $3K | 0.00% | DFE |
| 940 | LCH Ltd. | 000000000 | Jun 2026 | 200,000 | $3K | 0.00% | DIR |
| 941 | Barclays Bank PLC | 000000000 | Jun 2026 | 1 | $3K | 0.00% | DFE |
| 942 | Government National Mortgage Association | 36178WDR7 | Jun 2026 | 2,806 | $3K | 0.00% | ABS-MBS |
| 943 | Bank of America NA | 000000000 | Jun 2026 | 1 | $3K | 0.00% | DFE |
| 944 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $2K | 0.00% | DFE |
| 945 | LCH Ltd. | 000000000 | Jun 2026 | 300,000 | $2K | 0.00% | DIR |
| 946 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $2K | 0.00% | DFE |
| 947 | Barclays Bank PLC | 000000000 | Jun 2026 | 1 | $2K | 0.00% | DFE |
| 948 | Bank of America NA | 000000000 | Jun 2026 | 1 | $2K | 0.00% | DFE |
| 949 | Fannie Mae | 3140HHHT5 | Jun 2026 | 2,630 | $2K | 0.00% | ABS-MBS |
| 950 | Banc of America Funding Corporation | 05952EAA4 | Jun 2026 | 2,793 | $2K | 0.00% | ABS-MBS |
| 951 | Citibank NA | 000000000 | Jun 2026 | 1 | $2K | 0.00% | DFE |
| 952 | LCH Ltd. | 000000000 | Jun 2026 | 1,000,000 | $2K | 0.00% | DIR |
| 953 | Fannie Mae | 31394VL73 | Jun 2026 | 2,329 | $2K | 0.00% | ABS-MBS |
| 954 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $2K | 0.00% | DFE |
| 955 | LCH Ltd. | 000000000 | Jun 2026 | 3,980,000 | $2K | 0.00% | DIR |
| 956 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $2K | 0.00% | DFE |
| 957 | JP Morgan Mortgage Trust | 46630PAE5 | Jun 2026 | 3,285 | $2K | 0.00% | ABS-MBS |
| 958 | ICE Futures Europe - Financial Products Division | 000000000 | Jun 2026 | -12 | $2K | 0.00% | DIR |
| 959 | Fannie Mae | 31418VWP3 | Jun 2026 | 2,306 | $2K | 0.00% | ABS-MBS |
| 960 | Citibank NA | 000000000 | Jun 2026 | 1 | $2K | 0.00% | DFE |
| 961 | Fannie Mae | 3138A5XB3 | Jun 2026 | 2,303 | $2K | 0.00% | ABS-MBS |
| 962 | Citigroup Mortgage Loan Trust Inc | 17307GW53 | Jun 2026 | 2,229 | $2K | 0.00% | ABS-MBS |
| 963 | Government National Mortgage Association | 36296DK23 | Jun 2026 | 2,210 | $2K | 0.00% | ABS-MBS |
| 964 | Fannie Mae | 31407HN85 | Jun 2026 | 2,140 | $2K | 0.00% | ABS-MBS |
| 965 | Banco Santander SA | 000000000 | Jun 2026 | 1 | $2K | 0.00% | DFE |
| 966 | Countrywide Alternative Loan Trust | 12668AKQ7 | Jun 2026 | 3,953 | $2K | 0.00% | ABS-MBS |
| 967 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $2K | 0.00% | DFE |
| 968 | LCH Ltd. | 000000000 | Jun 2026 | 300,000 | $2K | 0.00% | DIR |
| 969 | Barclays Bank PLC | 000000000 | Jun 2026 | 1 | $2K | 0.00% | DFE |
| 970 | Bank of America NA | 000000000 | Jun 2026 | 10,100,000 | $2K | 0.00% | DIR |
| 971 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $2K | 0.00% | DFE |
| 972 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $2K | 0.00% | DFE |
| 973 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $2K | 0.00% | DFE |
| 974 | Bank of America NA | 000000000 | Jun 2026 | 1 | $2K | 0.00% | DFE |
| 975 | IndyMac INDX Mortgage Loan Trust | 45660LUD9 | Jun 2026 | 2,684 | $2K | 0.00% | ABS-MBS |
| 976 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 3,500,000 | $2K | 0.00% | DIR |
| 977 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $2K | 0.00% | DFE |
| 978 | Fannie Mae | 31411FL28 | Jun 2026 | 1,918 | $2K | 0.00% | ABS-MBS |
| 979 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $2K | 0.00% | DFE |
| 980 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $2K | 0.00% | DFE |
| 981 | Merrill Lynch Mortgage Investors Trust | 589929R26 | Jun 2026 | 1,918 | $2K | 0.00% | ABS-MBS |
| 982 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $2K | 0.00% | DFE |
| 983 | LCH Ltd. | 000000000 | Jun 2026 | 500,000 | $2K | 0.00% | DIR |
| 984 | Citibank NA | 000000000 | Jun 2026 | 1 | $2K | 0.00% | DFE |
| 985 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $2K | 0.00% | DFE |
| 986 | Citibank NA | 000000000 | Jun 2026 | 1 | $2K | 0.00% | DFE |
| 987 | Fannie Mae | 3138WET25 | Jun 2026 | 1,968 | $2K | 0.00% | ABS-MBS |
| 988 | Citibank NA | 000000000 | Jun 2026 | 1 | $2K | 0.00% | DFE |
| 989 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $2K | 0.00% | DFE |
| 990 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $2K | 0.00% | DFE |
| 991 | Fannie Mae | 31408DLF9 | Jun 2026 | 1,727 | $2K | 0.00% | ABS-MBS |
| 992 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $2K | 0.00% | DFE |
| 993 | Morgan Stanley Capital Services LLC | 000000000 | Jun 2026 | 13,500,000 | $2K | 0.00% | DIR |
| 994 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 210,000 | $2K | 0.00% | DIR |
| 995 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $2K | 0.00% | DFE |
| 996 | Fannie Mae | 31394V6K1 | Jun 2026 | 24,684 | $2K | 0.00% | ABS-MBS |
| 997 | Bank of America NA | 000000000 | Jun 2026 | 1 | $2K | 0.00% | DFE |
| 998 | Deutsche Bank AG | 000000000 | Jun 2026 | 1 | $2K | 0.00% | DFE |
| 999 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $1K | 0.00% | DFE |
| 1000 | Structured Asset Mortgage Investments Inc | 86359LEV7 | Jun 2026 | 1,411 | $1K | 0.00% | ABS-MBS |
| 1001 | Freddie Mac | 312927PK6 | Jun 2026 | 1,371 | $1K | 0.00% | ABS-MBS |
| 1002 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $1K | 0.00% | DFE |
| 1003 | Citibank NA | 000000000 | Jun 2026 | 1 | $1K | 0.00% | DFE |
| 1004 | Citibank NA | 000000000 | Jun 2026 | 1 | $1K | 0.00% | DFE |
| 1005 | Fannie Mae | 31406L2T4 | Jun 2026 | 1,344 | $1K | 0.00% | ABS-MBS |
| 1006 | Freddie Mac | 31397TAL6 | Jun 2026 | 1,360 | $1K | 0.00% | ABS-MBS |
| 1007 | Fannie Mae | 31407JY89 | Jun 2026 | 1,275 | $1K | 0.00% | ABS-MBS |
| 1008 | Fannie Mae | 31396LT26 | Jun 2026 | 1,223 | $1K | 0.00% | ABS-MBS |
| 1009 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $1K | 0.00% | DFE |
| 1010 | Standard Chartered Bank | 000000000 | Jun 2026 | 1 | $1K | 0.00% | DFE |
| 1011 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $1K | 0.00% | DFE |
| 1012 | Bank of America NA | 000000000 | Jun 2026 | 1 | $1K | 0.00% | DFE |
| 1013 | Bank of America NA | 000000000 | Jun 2026 | 1 | $1K | 0.00% | DFE |
| 1014 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 210,000 | $1K | 0.00% | DIR |
| 1015 | Government National Mortgage Association | 36200NMP3 | Jun 2026 | 1,250 | $1K | 0.00% | ABS-MBS |
| 1016 | LCH Ltd. | 000000000 | Jun 2026 | 2,500,000 | $1K | 0.00% | DIR |
| 1017 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $1K | 0.00% | DFE |
| 1018 | Citibank NA | 000000000 | Jun 2026 | 1 | $1K | 0.00% | DFE |
| 1019 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 3,900,000 | $1K | 0.00% | DIR |
| 1020 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $1K | 0.00% | DFE |
| 1021 | Citibank NA | 000000000 | Jun 2026 | 1 | $1K | 0.00% | DFE |
| 1022 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $1K | 0.00% | DFE |
| 1023 | Citibank NA | 000000000 | Jun 2026 | 1 | $1K | 0.00% | DFE |
| 1024 | Freddie Mac | 3128MJFP0 | Jun 2026 | 1,120 | $1K | 0.00% | ABS-MBS |
| 1025 | Barclays Bank PLC | 000000000 | Jun 2026 | 1 | $1K | 0.00% | DFE |
| 1026 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $1K | 0.00% | DFE |
| 1027 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $1K | 0.00% | DFE |
| 1028 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 3,600,000 | $1K | 0.00% | DIR |
| 1029 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $1K | 0.00% | DFE |
| 1030 | Fannie Mae | 31417Y7A9 | Jun 2026 | 1,027 | $1K | 0.00% | ABS-MBS |
| 1031 | Bank of America NA | 000000000 | Jun 2026 | 1 | $998 | 0.00% | DFE |
| 1032 | Barclays Bank PLC | 000000000 | Jun 2026 | 1 | $996 | 0.00% | DFE |
| 1033 | Bear Stearns Alt-A Trust | 07386HSY8 | Jun 2026 | 1,032 | $996 | 0.00% | ABS-MBS |
| 1034 | Australia & New Zealand Banking Group Ltd. | 000000000 | Jun 2026 | 1 | $990 | 0.00% | DFE |
| 1035 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $988 | 0.00% | DFE |
| 1036 | Standard Chartered Bank | 000000000 | Jun 2026 | 1 | $981 | 0.00% | DFE |
| 1037 | Bear Stearns Adjustable Rate Mortgage Trust | 07384MXB3 | Jun 2026 | 955 | $953 | 0.00% | ABS-MBS |
| 1038 | Citibank NA | 000000000 | Jun 2026 | 1 | $947 | 0.00% | DFE |
| 1039 | Citibank NA | 000000000 | Jun 2026 | 1 | $934 | 0.00% | DFE |
| 1040 | Fannie Mae | 31405UV97 | Jun 2026 | 918 | $929 | 0.00% | ABS-MBS |
| 1041 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $927 | 0.00% | DFE |
| 1042 | Government National Mortgage Association | 36183XZ86 | Jun 2026 | 996 | $918 | 0.00% | ABS-MBS |
| 1043 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $912 | 0.00% | DFE |
| 1044 | Countrywide Home Loans | 12669GJB8 | Jun 2026 | 957 | $910 | 0.00% | ABS-MBS |
| 1045 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $902 | 0.00% | DFE |
| 1046 | Bank of America NA | 000000000 | Jun 2026 | 1 | $882 | 0.00% | DFE |
| 1047 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $842 | 0.00% | DFE |
| 1048 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $837 | 0.00% | DFE |
| 1049 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $836 | 0.00% | DFE |
| 1050 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $830 | 0.00% | DFE |
| 1051 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $801 | 0.00% | DFE |
| 1052 | Freddie Mac | 3128M4ZV8 | Jun 2026 | 761 | $784 | 0.00% | ABS-MBS |
| 1053 | LCH Ltd. | 000000000 | Jun 2026 | 300,000 | $783 | 0.00% | DIR |
| 1054 | Bank of America NA | 000000000 | Jun 2026 | 1 | $773 | 0.00% | DFE |
| 1055 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $760 | 0.00% | DFE |
| 1056 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $757 | 0.00% | DFE |
| 1057 | LCH Ltd. | 000000000 | Jun 2026 | 1,100,000 | $750 | 0.00% | DIR |
| 1058 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $738 | 0.00% | DFE |
| 1059 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $738 | 0.00% | DFE |
| 1060 | Fannie Mae | 31401YYE9 | Jun 2026 | 747 | $730 | 0.00% | ABS-MBS |
| 1061 | Bear Stearns Adjustable Rate Mortgage Trust | 07384MTM4 | Jun 2026 | 717 | $723 | 0.00% | ABS-MBS |
| 1062 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $706 | 0.00% | DFE |
| 1063 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $703 | 0.00% | DFE |
| 1064 | Government National Mortgage Association | 36296DKZ0 | Jun 2026 | 681 | $688 | 0.00% | ABS-MBS |
| 1065 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $688 | 0.00% | DFE |
| 1066 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $686 | 0.00% | DFE |
| 1067 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $678 | 0.00% | DFE |
| 1068 | UBS AG | 000000000 | Jun 2026 | 1 | $668 | 0.00% | DFE |
| 1069 | Deutsche Bank AG | 000000000 | Jun 2026 | 1 | $661 | 0.00% | DFE |
| 1070 | Barclays Bank PLC | 000000000 | Jun 2026 | 1 | $648 | 0.00% | DFE |
| 1071 | Citibank NA | 000000000 | Jun 2026 | 1 | $624 | 0.00% | DFE |
| 1072 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 1,600,000 | $616 | 0.00% | DIR |
| 1073 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $589 | 0.00% | DFE |
| 1074 | Citibank NA | 000000000 | Jun 2026 | 1 | $576 | 0.00% | DFE |
| 1075 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 2,450,000 | $576 | 0.00% | DFE |
| 1076 | Eurohome UK Mortgages Plc | 000000000 | Jun 2026 | 411 | $544 | 0.00% | ABS-MBS |
| 1077 | Australia & New Zealand Banking Group Ltd. | 000000000 | Jun 2026 | 1 | $539 | 0.00% | DFE |
| 1078 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $539 | 0.00% | DFE |
| 1079 | Fannie Mae | 31405PVB3 | Jun 2026 | 518 | $537 | 0.00% | ABS-MBS |
| 1080 | Freddie Mac | 3128M5V56 | Jun 2026 | 516 | $532 | 0.00% | ABS-MBS |
| 1081 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $518 | 0.00% | DFE |
| 1082 | Deutsche Bank AG | 000000000 | Jun 2026 | 1 | $516 | 0.00% | DFE |
| 1083 | Freddie Mac | 3128M5TY6 | Jun 2026 | 497 | $510 | 0.00% | ABS-MBS |
| 1084 | Barclays Bank PLC | 000000000 | Jun 2026 | 1 | $504 | 0.00% | DFE |
| 1085 | UBS AG | 000000000 | Jun 2026 | 1 | $479 | 0.00% | DFE |
| 1086 | Deutsche Bank AG | 000000000 | Jun 2026 | 1 | $469 | 0.00% | DFE |
| 1087 | Citibank NA | 000000000 | Jun 2026 | 1 | $460 | 0.00% | DFE |
| 1088 | Deutsche Bank AG | 000000000 | Jun 2026 | 1 | $444 | 0.00% | DFE |
| 1089 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $434 | 0.00% | DFE |
| 1090 | Fannie Mae | 31371K3A7 | Jun 2026 | 418 | $423 | 0.00% | ABS-MBS |
| 1091 | Citibank NA | 000000000 | Jun 2026 | 1 | $408 | 0.00% | DFE |
| 1092 | Government National Mortgage Association | 36241KZ35 | Jun 2026 | 391 | $398 | 0.00% | ABS-MBS |
| 1093 | Bank of America NA | 000000000 | Jun 2026 | 1 | $388 | 0.00% | DFE |
| 1094 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $382 | 0.00% | DFE |
| 1095 | Barclays Bank PLC | 000000000 | Jun 2026 | 1 | $378 | 0.00% | DFE |
| 1096 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $363 | 0.00% | DFE |
| 1097 | Citibank NA | 000000000 | Jun 2026 | 1 | $355 | 0.00% | DFE |
| 1098 | Freddie Mac | 31396NH41 | Jun 2026 | 4,399 | $353 | 0.00% | ABS-MBS |
| 1099 | Australia & New Zealand Banking Group Ltd. | 000000000 | Jun 2026 | 1 | $341 | 0.00% | DFE |
| 1100 | Fannie Mae | 31406NUU6 | Jun 2026 | 334 | $338 | 0.00% | ABS-MBS |
| 1101 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $334 | 0.00% | DFE |
| 1102 | Bank of America NA | 000000000 | Jun 2026 | 1 | $333 | 0.00% | DFE |
| 1103 | Fannie Mae | 3138ANNY5 | Jun 2026 | 328 | $327 | 0.00% | ABS-MBS |
| 1104 | Morgan Stanley Bank NA | 000000000 | Jun 2026 | 6,300,000 | $326 | 0.00% | DIR |
| 1105 | Banc of America Funding Corporation | 06051GAX7 | Jun 2026 | 306 | $312 | 0.00% | ABS-MBS |
| 1106 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $310 | 0.00% | DFE |
| 1107 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $308 | 0.00% | DFE |
| 1108 | Fannie Mae | 31403DJ75 | Jun 2026 | 297 | $306 | 0.00% | ABS-MBS |
| 1109 | Morgan Stanley Capital Services LLC | 000000000 | Jun 2026 | 15,200,000 | $290 | 0.00% | DIR |
| 1110 | Bank of America NA | 000000000 | Jun 2026 | 1 | $262 | 0.00% | DFE |
| 1111 | Bank of America NA | 000000000 | Jun 2026 | 1 | $258 | 0.00% | DFE |
| 1112 | Fannie Mae | 31410LAV4 | Jun 2026 | 245 | $251 | 0.00% | ABS-MBS |
| 1113 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $250 | 0.00% | DFE |
| 1114 | Government National Mortgage Association | 36292DXR8 | Jun 2026 | 245 | $244 | 0.00% | ABS-MBS |
| 1115 | Citibank NA | 000000000 | Jun 2026 | 1 | $243 | 0.00% | DFE |
| 1116 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $220 | 0.00% | DFE |
| 1117 | The Montreal Exchange/Bourse De Montreal | 000000000 | Jun 2026 | 5 | $213 | 0.00% | DIR |
| 1118 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $212 | 0.00% | DFE |
| 1119 | Deutsche Bank AG | 000000000 | Jun 2026 | 1 | $187 | 0.00% | DFE |
| 1120 | Intercontinental Exchange, Inc. | 000000000 | Jun 2026 | 100,000 | $185 | 0.00% | DCR |
| 1121 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $182 | 0.00% | DFE |
| 1122 | Bank of America NA | 000000000 | Jun 2026 | 1 | $175 | 0.00% | DFE |
| 1123 | Bear Stearns Adjustable Rate Mortgage Trust | 07384M4E9 | Jun 2026 | 154 | $149 | 0.00% | ABS-MBS |
| 1124 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $144 | 0.00% | DFE |
| 1125 | Fannie Mae | 31385XNR4 | Jun 2026 | 122 | $123 | 0.00% | ABS-MBS |
| 1126 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $117 | 0.00% | DFE |
| 1127 | Fannie Mae | 3138ALKA4 | Jun 2026 | 97 | $97 | 0.00% | ABS-MBS |
| 1128 | Fannie Mae | 31371N7L3 | Jun 2026 | 93 | $94 | 0.00% | ABS-MBS |
| 1129 | LCH Ltd. | 000000000 | Jun 2026 | 600,000 | $90 | 0.00% | DIR |
| 1130 | Nomura Global Financial Products, Inc. | 000000000 | Jun 2026 | 1 | $87 | 0.00% | DFE |
| 1131 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $82 | 0.00% | DFE |
| 1132 | Citibank NA | 000000000 | Jun 2026 | 1 | $81 | 0.00% | DFE |
| 1133 | Citibank NA | 000000000 | Jun 2026 | 1 | $80 | 0.00% | DFE |
| 1134 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 1,100,000 | $79 | 0.00% | DIR |
| 1135 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $61 | 0.00% | DFE |
| 1136 | Societe Generale SA | 000000000 | Jun 2026 | 1 | $59 | 0.00% | DFE |
| 1137 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $58 | 0.00% | DFE |
| 1138 | State Street Bank & Trust Co. | 000000000 | Jun 2026 | 1 | $58 | 0.00% | DFE |
| 1139 | Citibank NA | 000000000 | Jun 2026 | 1 | $55 | 0.00% | DFE |
| 1140 | Bank of America NA | 000000000 | Jun 2026 | 600,000 | $53 | 0.00% | DIR |
| 1141 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $45 | 0.00% | DFE |
| 1142 | Bank of America NA | 000000000 | Jun 2026 | 600,000 | $42 | 0.00% | DIR |
| 1143 | Deutsche Bank AG | 000000000 | Jun 2026 | 76,440 | $41 | 0.00% | DCR |
| 1144 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $39 | 0.00% | DFE |
| 1145 | Citibank NA | 000000000 | Jun 2026 | 1 | $39 | 0.00% | DFE |
| 1146 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $38 | 0.00% | DFE |
| 1147 | GSR Mortgage Loan Trust | 36228FNB8 | Jun 2026 | 35 | $35 | 0.00% | ABS-MBS |
| 1148 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 600,000 | $31 | 0.00% | DIR |
| 1149 | Morgan Stanley Capital Services LLC | 000000000 | Jun 2026 | 600,000 | $30 | 0.00% | DIR |
| 1150 | Bank of America NA | 000000000 | Jun 2026 | 1,300,000 | $25 | 0.00% | DIR |
| 1151 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $24 | 0.00% | DFE |
| 1152 | Barclays Bank PLC | 000000000 | Jun 2026 | 1 | $22 | 0.00% | DFE |
| 1153 | Fannie Mae | 3138A9PQ1 | Jun 2026 | 22 | $22 | 0.00% | ABS-MBS |
| 1154 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 800,000 | $21 | 0.00% | DIR |
| 1155 | Bear Stearns Adjustable Rate Mortgage Trust | 07384MSH6 | Jun 2026 | 18 | $19 | 0.00% | ABS-MBS |
| 1156 | Bank of America NA | 000000000 | Jun 2026 | 1,300,000 | $19 | 0.00% | DIR |
| 1157 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 600,000 | $19 | 0.00% | DIR |
| 1158 | Washington Mutual MSC Mortgage Pass-Through CTFS | 939336PL1 | Jun 2026 | 18 | $19 | 0.00% | ABS-MBS |
| 1159 | Citibank NA | 000000000 | Jun 2026 | 1 | $14 | 0.00% | DFE |
| 1160 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $14 | 0.00% | DFE |
| 1161 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1,300,000 | $14 | 0.00% | DIR |
| 1162 | Morgan Stanley Capital Services LLC | 000000000 | Jun 2026 | 1,300,000 | $13 | 0.00% | DIR |
| 1163 | Bank of America NA | 000000000 | Jun 2026 | 600,000 | $12 | 0.00% | DIR |
| 1164 | Fannie Mae | 3138EJKA5 | Jun 2026 | 11 | $11 | 0.00% | ABS-MBS |
| 1165 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $11 | 0.00% | DFE |
| 1166 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $11 | 0.00% | DFE |
| 1167 | Bank of America NA | 000000000 | Jun 2026 | 600,000 | $11 | 0.00% | DIR |
| 1168 | Citibank NA | 000000000 | Jun 2026 | 1 | $10 | 0.00% | DFE |
| 1169 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1,600,000 | $8 | 0.00% | DIR |
| 1170 | Bank of America NA | 000000000 | Jun 2026 | 1 | $8 | 0.00% | DFE |
| 1171 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1,200,000 | $7 | 0.00% | DIR |
| 1172 | Citibank NA | 000000000 | Jun 2026 | 1 | $5 | 0.00% | DFE |
| 1173 | Bank of America NA | 000000000 | Jun 2026 | 1,200,000 | $4 | 0.00% | DIR |
| 1174 | Bank of America NA | 000000000 | Jun 2026 | 1,200,000 | $4 | 0.00% | DIR |
| 1175 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $3 | 0.00% | DFE |
| 1176 | Bank of America NA | 000000000 | Jun 2026 | 2,085,648 | $2 | 0.00% | DFE |
| 1177 | Bank of America NA | 000000000 | Jun 2026 | 1,304,352 | $1 | 0.00% | DFE |
| 1178 | REPUBLIC OF SOUTH AFRICA | 000000000 | Jun 2026 | 0 | $0 | 0.00% | DBT |
| 1179 | Morgan Stanley Bank NA | 000000000 | Jun 2026 | -6,590,000 | $-1 | 0.00% | DIR |
| 1180 | Bank of America NA | 000000000 | Jun 2026 | -1,304,352 | $-1 | 0.00% | DFE |
| 1181 | Bank of America NA | 000000000 | Jun 2026 | -2,085,648 | $-2 | 0.00% | DFE |
| 1182 | Citibank NA | 000000000 | Jun 2026 | 1 | $-3 | 0.00% | DFE |
| 1183 | Barclays Bank PLC | 000000000 | Jun 2026 | 1 | $-6 | 0.00% | DFE |
| 1184 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-7 | -0.00% | DFE |
| 1185 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-8 | -0.00% | DFE |
| 1186 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-8 | -0.00% | DFE |
| 1187 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-17 | -0.00% | DFE |
| 1188 | Bank of America NA | 000000000 | Jun 2026 | 1 | $-19 | -0.00% | DFE |
| 1189 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-24 | -0.00% | DFE |
| 1190 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-28 | -0.00% | DFE |
| 1191 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-40 | -0.00% | DFE |
| 1192 | Bank of America NA | 000000000 | Jun 2026 | 1 | $-44 | -0.00% | DFE |
| 1193 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-47 | -0.00% | DFE |
| 1194 | Standard Chartered Bank | 000000000 | Jun 2026 | 1 | $-47 | -0.00% | DFE |
| 1195 | Goldman Sachs & Co. LLC | 000000000 | Jun 2026 | -700,000 | $-48 | -0.00% | DIR |
| 1196 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-51 | -0.00% | DFE |
| 1197 | Citibank NA | 000000000 | Jun 2026 | 1 | $-59 | -0.00% | DFE |
| 1198 | Societe Generale SA | 000000000 | Jun 2026 | 1 | $-59 | -0.00% | DFE |
| 1199 | State Street Bank & Trust Co. | 000000000 | Jun 2026 | 1 | $-60 | -0.00% | DFE |
| 1200 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-64 | -0.00% | DFE |
| 1201 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-67 | -0.00% | DFE |
| 1202 | Bank of America NA | 000000000 | Jun 2026 | 1 | $-80 | -0.00% | DFE |
| 1203 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-82 | -0.00% | DFE |
| 1204 | Nomura Global Financial Products, Inc. | 000000000 | Jun 2026 | 1 | $-87 | -0.00% | DFE |
| 1205 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-110 | -0.00% | DFE |
| 1206 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | -2,450,000 | $-110 | -0.00% | DFE |
| 1207 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 6,140,000 | $-119 | -0.00% | DIR |
| 1208 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-129 | -0.00% | DFE |
| 1209 | Bank of America NA | 000000000 | Jun 2026 | 1 | $-133 | -0.00% | DFE |
| 1210 | Bank of America NA | 000000000 | Jun 2026 | 1 | $-142 | -0.00% | DFE |
| 1211 | LCH Ltd. | 000000000 | Jun 2026 | 200,000 | $-145 | -0.00% | DIR |
| 1212 | Standard Chartered Bank | 000000000 | Jun 2026 | 1 | $-148 | -0.00% | DFE |
| 1213 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-155 | -0.00% | DFE |
| 1214 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 202,000,000 | $-165 | -0.00% | DIR |
| 1215 | Bank of America NA | 000000000 | Jun 2026 | 1 | $-169 | -0.00% | DFE |
| 1216 | Morgan Stanley & Co. International PLC | 000000000 | Jun 2026 | 1 | $-180 | -0.00% | DFE |
| 1217 | Citibank NA | 000000000 | Jun 2026 | 1 | $-187 | -0.00% | DFE |
| 1218 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-188 | -0.00% | DFE |
| 1219 | Bank of America NA | 000000000 | Jun 2026 | 1 | $-199 | -0.00% | DFE |
| 1220 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 245,000,000 | $-204 | -0.00% | DIR |
| 1221 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | -2 | $-216 | -0.00% | DIR |
| 1222 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-252 | -0.00% | DFE |
| 1223 | Bank of America NA | 000000000 | Jun 2026 | 1 | $-259 | -0.00% | DFE |
| 1224 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-260 | -0.00% | DFE |
| 1225 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-269 | -0.00% | DFE |
| 1226 | Deutsche Bank AG | 000000000 | Jun 2026 | 1 | $-271 | -0.00% | DFE |
| 1227 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-277 | -0.00% | DFE |
| 1228 | Citibank NA | 000000000 | Jun 2026 | 1 | $-284 | -0.00% | DFE |
| 1229 | Citibank NA | 000000000 | Jun 2026 | 1 | $-309 | -0.00% | DFE |
| 1230 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-310 | -0.00% | DFE |
| 1231 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-311 | -0.00% | DFE |
| 1232 | Bank of America NA | 000000000 | Jun 2026 | 1 | $-313 | -0.00% | DFE |
| 1233 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-335 | -0.00% | DFE |
| 1234 | Australia & New Zealand Banking Group Ltd. | 000000000 | Jun 2026 | 1 | $-343 | -0.00% | DFE |
| 1235 | Barclays Bank PLC | 000000000 | Jun 2026 | 1 | $-346 | -0.00% | DFE |
| 1236 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-347 | -0.00% | DFE |
| 1237 | Citibank NA | 000000000 | Jun 2026 | 1 | $-348 | -0.00% | DFE |
| 1238 | LCH Ltd. | 000000000 | Jun 2026 | 300,000 | $-375 | -0.00% | DIR |
| 1239 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-379 | -0.00% | DFE |
| 1240 | Barclays Bank PLC | 000000000 | Jun 2026 | 1 | $-398 | -0.00% | DFE |
| 1241 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-398 | -0.00% | DFE |
| 1242 | Royal Bank of Canada | 000000000 | Jun 2026 | -16,700,000 | $-404 | -0.00% | DCR |
| 1243 | Citibank NA | 000000000 | Jun 2026 | 1 | $-408 | -0.00% | DFE |
| 1244 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-417 | -0.00% | DFE |
| 1245 | Standard Chartered Bank | 000000000 | Jun 2026 | 1 | $-420 | -0.00% | DFE |
| 1246 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-422 | -0.00% | DFE |
| 1247 | Deutsche Bank AG | 000000000 | Jun 2026 | 1 | $-422 | -0.00% | DFE |
| 1248 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-424 | -0.00% | DFE |
| 1249 | Bank of America NA | 000000000 | Jun 2026 | 1 | $-428 | -0.00% | DFE |
| 1250 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-454 | -0.00% | DFE |
| 1251 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-464 | -0.00% | DFE |
| 1252 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-465 | -0.00% | DFE |
| 1253 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-471 | -0.00% | DFE |
| 1254 | Citigroup Global Markets Ltd. | 000000000 | Jun 2026 | -4,500,000 | $-483 | -0.00% | DIR |
| 1255 | Bank of America NA | 000000000 | Jun 2026 | 1 | $-534 | -0.00% | DFE |
| 1256 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 300,000 | $-536 | -0.00% | DIR |
| 1257 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-536 | -0.00% | DFE |
| 1258 | Citibank NA | 000000000 | Jun 2026 | 1 | $-556 | -0.00% | DFE |
| 1259 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-557 | -0.00% | DFE |
| 1260 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-567 | -0.00% | DFE |
| 1261 | State Street Bank & Trust Co. | 000000000 | Jun 2026 | 1 | $-592 | -0.00% | DFE |
| 1262 | Bank of America NA | 000000000 | Jun 2026 | 1 | $-602 | -0.00% | DFE |
| 1263 | UBS AG | 000000000 | Jun 2026 | 1 | $-614 | -0.00% | DFE |
| 1264 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-629 | -0.00% | DFE |
| 1265 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-630 | -0.00% | DFE |
| 1266 | Citibank NA | 000000000 | Jun 2026 | 1 | $-634 | -0.00% | DFE |
| 1267 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-635 | -0.00% | DFE |
| 1268 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 1,000,000 | $-649 | -0.00% | DIR |
| 1269 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $-650 | -0.00% | DFE |
| 1270 | Citibank NA | 000000000 | Jun 2026 | 1 | $-654 | -0.00% | DFE |
| 1271 | Bank of America NA | 000000000 | Jun 2026 | 1 | $-703 | -0.00% | DFE |
| 1272 | Australia & New Zealand Banking Group Ltd. | 000000000 | Jun 2026 | 1 | $-712 | -0.00% | DFE |
| 1273 | Citibank NA | 000000000 | Jun 2026 | 1 | $-713 | -0.00% | DFE |
| 1274 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $-716 | -0.00% | DFE |
| 1275 | Standard Chartered Bank | 000000000 | Jun 2026 | 1 | $-732 | -0.00% | DFE |
| 1276 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-798 | -0.00% | DFE |
| 1277 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 356,600,000 | $-799 | -0.00% | DIR |
| 1278 | Citibank NA | 000000000 | Jun 2026 | 1 | $-809 | -0.00% | DFE |
| 1279 | Citibank NA | 000000000 | Jun 2026 | 1 | $-819 | -0.00% | DFE |
| 1280 | UBS AG | 000000000 | Jun 2026 | 1 | $-824 | -0.00% | DFE |
| 1281 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-868 | -0.00% | DFE |
| 1282 | Morgan Stanley & Co. International PLC | 000000000 | Jun 2026 | 1 | $-870 | -0.00% | DFE |
| 1283 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-874 | -0.00% | DFE |
| 1284 | Bank of America NA | 000000000 | Jun 2026 | 1 | $-892 | -0.00% | DFE |
| 1285 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-914 | -0.00% | DFE |
| 1286 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-931 | -0.00% | DFE |
| 1287 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-933 | -0.00% | DFE |
| 1288 | Deutsche Bank AG | 000000000 | Jun 2026 | 1 | $-938 | -0.00% | DFE |
| 1289 | Bank of America NA | 000000000 | Jun 2026 | 1 | $-1006 | -0.00% | DFE |
| 1290 | Citibank NA | 000000000 | Jun 2026 | 1 | $-1027 | -0.00% | DFE |
| 1291 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-1028 | -0.00% | DFE |
| 1292 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 700,000 | $-1029 | -0.00% | DIR |
| 1293 | Standard Chartered Bank | 000000000 | Jun 2026 | 1 | $-1044 | -0.00% | DFE |
| 1294 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $-1051 | -0.00% | DFE |
| 1295 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-1053 | -0.00% | DFE |
| 1296 | Deutsche Bank AG | 000000000 | Jun 2026 | 1 | $-1064 | -0.00% | DFE |
| 1297 | LCH Ltd. | 000000000 | Jun 2026 | 800,000 | $-1077 | -0.00% | DIR |
| 1298 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 650,000 | $-1093 | -0.00% | DIR |
| 1299 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-1095 | -0.00% | DFE |
| 1300 | Citibank NA | 000000000 | Jun 2026 | 1 | $-1104 | -0.00% | DFE |
| 1301 | Bank of America NA | 000000000 | Jun 2026 | 1 | $-1114 | -0.00% | DFE |
| 1302 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-1129 | -0.00% | DFE |
| 1303 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-1147 | -0.00% | DFE |
| 1304 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-1163 | -0.00% | DFE |
| 1305 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-1163 | -0.00% | DFE |
| 1306 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-1164 | -0.00% | DFE |
| 1307 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-1187 | -0.00% | DFE |
| 1308 | Goldman Sachs International | 000000000 | Jun 2026 | -17,000,000 | $-1243 | -0.00% | DCR |
| 1309 | Citibank NA | 000000000 | Jun 2026 | 1 | $-1284 | -0.00% | DFE |
| 1310 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-1340 | -0.00% | DFE |
| 1311 | Citibank NA | 000000000 | Jun 2026 | 1 | $-1353 | -0.00% | DFE |
| 1312 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | -900,000 | $-1354 | -0.00% | DIR |
| 1313 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-1356 | -0.00% | DFE |
| 1314 | Deutsche Bank AG | 000000000 | Jun 2026 | 1 | $-1378 | -0.00% | DFE |
| 1315 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-1396 | -0.00% | DFE |
| 1316 | Citibank NA | 000000000 | Jun 2026 | 1 | $-1426 | -0.00% | DFE |
| 1317 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-1434 | -0.00% | DFE |
| 1318 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-1437 | -0.00% | DFE |
| 1319 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-1447 | -0.00% | DFE |
| 1320 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-1493 | -0.00% | DFE |
| 1321 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-1498 | -0.00% | DFE |
| 1322 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-1499 | -0.00% | DFE |
| 1323 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | -2,600,000 | $-1549 | -0.00% | DIR |
| 1324 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-1551 | -0.00% | DFE |
| 1325 | Banco Santander SA | 000000000 | Jun 2026 | 1 | $-1560 | -0.00% | DFE |
| 1326 | LCH Ltd. | 000000000 | Jun 2026 | 200,000 | $-1573 | -0.00% | DIR |
| 1327 | Citibank NA | 000000000 | Jun 2026 | 1 | $-1596 | -0.00% | DFE |
| 1328 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 1,200,000 | $-1641 | -0.00% | DIR |
| 1329 | Goldman Sachs & Co. LLC | 000000000 | Jun 2026 | -700,000 | $-1684 | -0.00% | DIR |
| 1330 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-1775 | -0.00% | DFE |
| 1331 | Citibank NA | 000000000 | Jun 2026 | 1 | $-1782 | -0.00% | DFE |
| 1332 | Citibank NA | 000000000 | Jun 2026 | 1 | $-1782 | -0.00% | DFE |
| 1333 | Citibank NA | 000000000 | Jun 2026 | 1 | $-1786 | -0.00% | DFE |
| 1334 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-1802 | -0.00% | DFE |
| 1335 | Bank of America NA | 000000000 | Jun 2026 | 1 | $-1828 | -0.00% | DFE |
| 1336 | Citigroup Global Markets Ltd. | 000000000 | Jun 2026 | -3,100,000 | $-1881 | -0.00% | DIR |
| 1337 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-1936 | -0.00% | DFE |
| 1338 | Citibank NA | 000000000 | Jun 2026 | 1 | $-1957 | -0.00% | DFE |
| 1339 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-1962 | -0.00% | DFE |
| 1340 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-1968 | -0.00% | DFE |
| 1341 | Citibank NA | 000000000 | Jun 2026 | 1 | $-1996 | -0.00% | DFE |
| 1342 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | -2,600,000 | $-2006 | -0.00% | DIR |
| 1343 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-2031 | -0.00% | DFE |
| 1344 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 630,000 | $-2035 | -0.00% | DIR |
| 1345 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-2039 | -0.00% | DFE |
| 1346 | State Street Bank & Trust Co. | 000000000 | Jun 2026 | 1 | $-2062 | -0.00% | DFE |
| 1347 | Citibank NA | 000000000 | Jun 2026 | 1 | $-2079 | -0.00% | DFE |
| 1348 | Barclays Bank PLC | 000000000 | Jun 2026 | 1 | $-2096 | -0.00% | DFE |
| 1349 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-2174 | -0.00% | DFE |
| 1350 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-2245 | -0.00% | DFE |
| 1351 | LCH Ltd. | 000000000 | Jun 2026 | 2,200,000 | $-2245 | -0.00% | DIR |
| 1352 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | -900,000 | $-2257 | -0.00% | DIR |
| 1353 | Societe Generale SA | 000000000 | Jun 2026 | 1 | $-2275 | -0.00% | DFE |
| 1354 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-2309 | -0.00% | DFE |
| 1355 | Standard Chartered Bank | 000000000 | Jun 2026 | 1 | $-2314 | -0.00% | DFE |
| 1356 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-2344 | -0.00% | DFE |
| 1357 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-2452 | -0.00% | DFE |
| 1358 | Morgan Stanley & Co. International PLC | 000000000 | Jun 2026 | 1 | $-2493 | -0.00% | DFE |
| 1359 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-2494 | -0.00% | DFE |
| 1360 | Citibank NA | 000000000 | Jun 2026 | 1 | $-2630 | -0.00% | DFE |
| 1361 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-2631 | -0.00% | DFE |
| 1362 | LCH Ltd. | 000000000 | Jun 2026 | 800,000 | $-2677 | -0.00% | DIR |
| 1363 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-2738 | -0.00% | DFE |
| 1364 | LCH Ltd. | 000000000 | Jun 2026 | 400,000 | $-2752 | -0.00% | DIR |
| 1365 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-2802 | -0.00% | DFE |
| 1366 | Citibank NA | 000000000 | Jun 2026 | 1 | $-2854 | -0.00% | DFE |
| 1367 | Barclays Bank PLC | 000000000 | Jun 2026 | 1 | $-2923 | -0.00% | DFE |
| 1368 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-2993 | -0.00% | DFE |
| 1369 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-3000 | -0.00% | DFE |
| 1370 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-3016 | -0.00% | DFE |
| 1371 | Nomura Global Financial Products, Inc. | 000000000 | Jun 2026 | 1 | $-3029 | -0.00% | DFE |
| 1372 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-3042 | -0.00% | DFE |
| 1373 | Citibank NA | 000000000 | Jun 2026 | 1 | $-3066 | -0.00% | DFE |
| 1374 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-3101 | -0.00% | DFE |
| 1375 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-3122 | -0.00% | DFE |
| 1376 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-3122 | -0.00% | DFE |
| 1377 | Barclays Bank PLC | 000000000 | Jun 2026 | 1 | $-3165 | -0.00% | DFE |
| 1378 | LCH Ltd. | 000000000 | Jun 2026 | 500,000 | $-3220 | -0.00% | DIR |
| 1379 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-3276 | -0.00% | DFE |
| 1380 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-3283 | -0.00% | DFE |
| 1381 | Bank of America NA | 000000000 | Jun 2026 | 1 | $-3291 | -0.00% | DFE |
| 1382 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-3333 | -0.00% | DFE |
| 1383 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-3344 | -0.00% | DFE |
| 1384 | Citibank NA | 000000000 | Jun 2026 | 1 | $-3366 | -0.00% | DFE |
| 1385 | BNP Paribas SA | 000000000 | Jun 2026 | 3,486,856 | $-3450 | -0.00% | DE |
| 1386 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 3,486,856 | $-3450 | -0.00% | DE |
| 1387 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-3472 | -0.00% | DFE |
| 1388 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-3547 | -0.00% | DFE |
| 1389 | LCH Ltd. | 000000000 | Jun 2026 | 400,000 | $-3728 | -0.00% | DIR |
| 1390 | Citibank NA | 000000000 | Jun 2026 | 1 | $-3799 | -0.00% | DFE |
| 1391 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-3810 | -0.00% | DFE |
| 1392 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-3824 | -0.00% | DFE |
| 1393 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-3853 | -0.00% | DFE |
| 1394 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-3904 | -0.00% | DFE |
| 1395 | Citibank NA | 000000000 | Jun 2026 | 1 | $-3913 | -0.00% | DFE |
| 1396 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-3928 | -0.00% | DFE |
| 1397 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-3968 | -0.00% | DFE |
| 1398 | Citibank NA | 000000000 | Jun 2026 | 1 | $-4151 | -0.00% | DFE |
| 1399 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $-4152 | -0.00% | DFE |
| 1400 | Barclays Bank PLC | 000000000 | Jun 2026 | 1 | $-4185 | -0.00% | DFE |
| 1401 | Goldman Sachs & Co. LLC | 000000000 | Jun 2026 | -10,100,000 | $-4202 | -0.00% | DIR |
| 1402 | LCH Ltd. | 000000000 | Jun 2026 | 700,000 | $-4206 | -0.00% | DIR |
| 1403 | LCH Ltd. | 000000000 | Jun 2026 | 500,000 | $-4288 | -0.00% | DIR |
| 1404 | Bank of America NA | 000000000 | Jun 2026 | 1 | $-4375 | -0.00% | DFE |
| 1405 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-4402 | -0.00% | DFE |
| 1406 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-4443 | -0.00% | DFE |
| 1407 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-4559 | -0.00% | DFE |
| 1408 | LCH Ltd. | 000000000 | Jun 2026 | 800,000 | $-4576 | -0.00% | DIR |
| 1409 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-4629 | -0.00% | DFE |
| 1410 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-4632 | -0.00% | DFE |
| 1411 | Goldman Sachs & Co. LLC | 000000000 | Jun 2026 | -5,300,000 | $-4739 | -0.00% | DIR |
| 1412 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-4807 | -0.00% | DFE |
| 1413 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-4855 | -0.00% | DFE |
| 1414 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-4936 | -0.00% | DFE |
| 1415 | Bank of America NA | 000000000 | Jun 2026 | -10,900,000 | $-4994 | -0.00% | DIR |
| 1416 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-5069 | -0.00% | DFE |
| 1417 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-5133 | -0.00% | DFE |
| 1418 | Societe Generale SA | 000000000 | Jun 2026 | 1 | $-5177 | -0.00% | DFE |
| 1419 | Bank of America NA | 000000000 | Jun 2026 | -2,600,000 | $-5207 | -0.00% | DIR |
| 1420 | Societe Generale SA | 000000000 | Jun 2026 | 1 | $-5248 | -0.00% | DFE |
| 1421 | LCH Ltd. | 000000000 | Jun 2026 | 400,000 | $-5286 | -0.00% | DIR |
| 1422 | Goldman Sachs & Co. LLC | 000000000 | Jun 2026 | -7,500,000 | $-5328 | -0.00% | DIR |
| 1423 | Goldman Sachs International | 000000000 | Jun 2026 | -17,000,000 | $-5499 | -0.00% | DCR |
| 1424 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-5529 | -0.00% | DFE |
| 1425 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-5575 | -0.00% | DFE |
| 1426 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-5673 | -0.00% | DFE |
| 1427 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-5688 | -0.00% | DFE |
| 1428 | Deutsche Bank AG | 000000000 | Jun 2026 | 1 | $-5704 | -0.00% | DFE |
| 1429 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-5708 | -0.00% | DFE |
| 1430 | Bank of America NA | 000000000 | Jun 2026 | 1 | $-5780 | -0.00% | DFE |
| 1431 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-5788 | -0.00% | DFE |
| 1432 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-5927 | -0.00% | DFE |
| 1433 | Goldman Sachs & Co. LLC | 000000000 | Jun 2026 | -13,400,000 | $-6006 | -0.00% | DIR |
| 1434 | LCH Ltd. | 000000000 | Jun 2026 | 600,000 | $-6025 | -0.00% | DIR |
| 1435 | Societe Generale SA | 000000000 | Jun 2026 | 1 | $-6027 | -0.00% | DFE |
| 1436 | Barclays Bank PLC | 000000000 | Jun 2026 | 1 | $-6030 | -0.00% | DFE |
| 1437 | ASX Clear (Futures) | 000000000 | Jun 2026 | -17 | $-6097 | -0.00% | DIR |
| 1438 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-6128 | -0.00% | DFE |
| 1439 | LCH Ltd. | 000000000 | Jun 2026 | 800,000 | $-6197 | -0.00% | DIR |
| 1440 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-6295 | -0.00% | DFE |
| 1441 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-6453 | -0.00% | DFE |
| 1442 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-6496 | -0.00% | DFE |
| 1443 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-6512 | -0.00% | DFE |
| 1444 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-6583 | -0.00% | DFE |
| 1445 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | -4,800,000 | $-6598 | -0.00% | DIR |
| 1446 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-6615 | -0.00% | DFE |
| 1447 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-6616 | -0.00% | DFE |
| 1448 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-6618 | -0.00% | DFE |
| 1449 | Banco Santander SA | 000000000 | Jun 2026 | 1 | $-6662 | -0.00% | DFE |
| 1450 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 4,200,000 | $-6677 | -0.00% | DIR |
| 1451 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-6693 | -0.00% | DFE |
| 1452 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-6842 | -0.00% | DFE |
| 1453 | Societe Generale SA | 000000000 | Jun 2026 | 1 | $-6920 | -0.00% | DFE |
| 1454 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-6978 | -0.00% | DFE |
| 1455 | LCH Ltd. | 000000000 | Jun 2026 | 200,000 | $-7025 | -0.00% | DIR |
| 1456 | Societe Generale SA | 000000000 | Jun 2026 | 1 | $-7038 | -0.00% | DFE |
| 1457 | LCH Ltd. | 000000000 | Jun 2026 | 300,000 | $-7162 | -0.00% | DIR |
| 1458 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-7330 | -0.00% | DFE |
| 1459 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-7397 | -0.00% | DFE |
| 1460 | Nomura Global Financial Products, Inc. | 000000000 | Jun 2026 | 1 | $-7428 | -0.00% | DFE |
| 1461 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-7432 | -0.00% | DFE |
| 1462 | Morgan Stanley & Co. International PLC | 000000000 | Jun 2026 | 1 | $-7448 | -0.00% | DFE |
| 1463 | Barclays Bank PLC | 000000000 | Jun 2026 | 1 | $-7464 | -0.00% | DFE |
| 1464 | LCH Ltd. | 000000000 | Jun 2026 | 200,000 | $-7493 | -0.00% | DIR |
| 1465 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-7557 | -0.00% | DFE |
| 1466 | Deutsche Bank AG | 000000000 | Jun 2026 | 1 | $-7627 | -0.00% | DFE |
| 1467 | LCH Ltd. | 000000000 | Jun 2026 | 200,000 | $-7666 | -0.00% | DIR |
| 1468 | Banco Santander SA | 000000000 | Jun 2026 | 1 | $-7672 | -0.00% | DFE |
| 1469 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | -6,300,000 | $-7693 | -0.00% | DIR |
| 1470 | LCH Ltd. | 000000000 | Jun 2026 | 600,000 | $-7845 | -0.00% | DIR |
| 1471 | Morgan Stanley Bank NA | 000000000 | Jun 2026 | -17,500,000 | $-7858 | -0.00% | DIR |
| 1472 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-7878 | -0.00% | DFE |
| 1473 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | -6,300,000 | $-7939 | -0.00% | DIR |
| 1474 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-7940 | -0.00% | DFE |
| 1475 | LCH Ltd. | 000000000 | Jun 2026 | 1,100,000 | $-7944 | -0.00% | DIR |
| 1476 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-8274 | -0.00% | DFE |
| 1477 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-8360 | -0.00% | DFE |
| 1478 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-8468 | -0.00% | DFE |
| 1479 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-8554 | -0.00% | DFE |
| 1480 | Standard Chartered Bank | 000000000 | Jun 2026 | 1 | $-8707 | -0.00% | DFE |
| 1481 | Morgan Stanley | 000000000 | Jun 2026 | -12,200,000 | $-8817 | -0.00% | DIR |
| 1482 | LCH Ltd. | 000000000 | Jun 2026 | 1,100,000 | $-8989 | -0.00% | DIR |
| 1483 | LCH Ltd. | 000000000 | Jun 2026 | 1,900,000 | $-8995 | -0.00% | DIR |
| 1484 | LCH Ltd. | 000000000 | Jun 2026 | 370,000 | $-9288 | -0.00% | DIR |
| 1485 | LCH Ltd. | 000000000 | Jun 2026 | 500,000 | $-9333 | -0.00% | DIR |
| 1486 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-9337 | -0.00% | DFE |
| 1487 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 5,100,000 | $-9402 | -0.00% | DIR |
| 1488 | Citigroup Global Markets Ltd. | 000000000 | Jun 2026 | -3,800,000 | $-9473 | -0.00% | DIR |
| 1489 | Citigroup Global Markets Ltd. | 000000000 | Jun 2026 | -3,800,000 | $-9473 | -0.00% | DIR |
| 1490 | Royal Bank of Canada | 000000000 | Jun 2026 | -10,500,000 | $-9497 | -0.00% | DCR |
| 1491 | Goldman Sachs & Co. LLC | 000000000 | Jun 2026 | -19,800,000 | $-9514 | -0.00% | DIR |
| 1492 | Deutsche Bank AG | 000000000 | Jun 2026 | 1 | $-9561 | -0.00% | DFE |
| 1493 | LCH Ltd. | 000000000 | Jun 2026 | 500,000 | $-9561 | -0.00% | DIR |
| 1494 | Citibank NA | 000000000 | Jun 2026 | 1 | $-9976 | -0.00% | DFE |
| 1495 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-10079 | -0.00% | DFE |
| 1496 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-10247 | -0.00% | DFE |
| 1497 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $-10285 | -0.00% | DFE |
| 1498 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 2,400,000 | $-10357 | -0.00% | DIR |
| 1499 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-10550 | -0.00% | DFE |
| 1500 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-10880 | -0.00% | DFE |
| 1501 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 8,100,000 | $-11018 | -0.00% | DIR |
| 1502 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-11021 | -0.00% | DFE |
| 1503 | LCH Ltd. | 000000000 | Jun 2026 | 500,000 | $-11209 | -0.00% | DIR |
| 1504 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-11229 | -0.00% | DFE |
| 1505 | Goldman Sachs International | 000000000 | Jun 2026 | -33,800,000 | $-12176 | -0.00% | DCR |
| 1506 | LCH Ltd. | 000000000 | Jun 2026 | 400,000 | $-12263 | -0.00% | DIR |
| 1507 | UBS AG | 000000000 | Jun 2026 | -1,470,000 | $-12483 | -0.00% | DFE |
| 1508 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-13006 | -0.00% | DFE |
| 1509 | Royal Bank of Canada | 000000000 | Jun 2026 | -10,600,000 | $-13123 | -0.00% | DCR |
| 1510 | Citibank NA | 000000000 | Jun 2026 | 1 | $-13730 | -0.00% | DFE |
| 1511 | LCH Ltd. | 000000000 | Jun 2026 | 1,100,000 | $-14318 | -0.00% | DIR |
| 1512 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-14332 | -0.00% | DFE |
| 1513 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-14725 | -0.00% | DFE |
| 1514 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-14817 | -0.00% | DFE |
| 1515 | Citibank NA | 000000000 | Jun 2026 | 1 | $-15053 | -0.00% | DFE |
| 1516 | UBS AG | 000000000 | Jun 2026 | 1 | $-15128 | -0.00% | DFE |
| 1517 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-15174 | -0.00% | DFE |
| 1518 | LCH Ltd. | 000000000 | Jun 2026 | 500,000 | $-15371 | -0.00% | DIR |
| 1519 | Bank of America NA | 000000000 | Jun 2026 | 1 | $-16030 | -0.00% | DFE |
| 1520 | Citibank NA | 000000000 | Jun 2026 | 1 | $-16315 | -0.00% | DFE |
| 1521 | LCH Ltd. | 000000000 | Jun 2026 | 500,000 | $-16473 | -0.00% | DIR |
| 1522 | LCH Ltd. | 000000000 | Jun 2026 | 400,000 | $-16541 | -0.00% | DIR |
| 1523 | LCH Ltd. | 000000000 | Jun 2026 | 500,000 | $-18088 | -0.00% | DIR |
| 1524 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-18208 | -0.00% | DFE |
| 1525 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-18412 | -0.00% | DFE |
| 1526 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $-18815 | -0.00% | DFE |
| 1527 | Bank of America NA | 000000000 | Jun 2026 | -10,600,000 | $-19288 | -0.00% | DIR |
| 1528 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-19448 | -0.00% | DFE |
| 1529 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-19629 | -0.00% | DFE |
| 1530 | Citibank NA | 000000000 | Jun 2026 | 1 | $-19682 | -0.00% | DFE |
| 1531 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-20090 | -0.00% | DFE |
| 1532 | Bank of America NA | 000000000 | Jun 2026 | 1 | $-20298 | -0.00% | DFE |
| 1533 | UBS AG | 000000000 | Jun 2026 | 1 | $-20380 | -0.00% | DFE |
| 1534 | Citibank NA | 000000000 | Jun 2026 | 1 | $-20653 | -0.00% | DFE |
| 1535 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-20816 | -0.00% | DFE |
| 1536 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-20939 | -0.00% | DFE |
| 1537 | LCH Ltd. | 000000000 | Jun 2026 | 600,000 | $-20960 | -0.00% | DIR |
| 1538 | Citibank NA | 000000000 | Jun 2026 | 1 | $-20988 | -0.00% | DFE |
| 1539 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-21153 | -0.00% | DFE |
| 1540 | Citibank NA | 000000000 | Jun 2026 | 1 | $-21288 | -0.00% | DFE |
| 1541 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-21783 | -0.00% | DFE |
| 1542 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-23252 | -0.00% | DFE |
| 1543 | Societe Generale SA | 000000000 | Jun 2026 | 1 | $-23322 | -0.00% | DFE |
| 1544 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-23457 | -0.00% | DFE |
| 1545 | Goldman Sachs & Co. LLC | 000000000 | Jun 2026 | -58,500,000 | $-24336 | -0.00% | DIR |
| 1546 | LCH Ltd. | 000000000 | Jun 2026 | 1,400,000 | $-24687 | -0.00% | DIR |
| 1547 | Australia & New Zealand Banking Group Ltd. | 000000000 | Jun 2026 | 1 | $-25770 | -0.00% | DFE |
| 1548 | Societe Generale SA | 000000000 | Jun 2026 | 1 | $-25933 | -0.00% | DFE |
| 1549 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-26376 | -0.00% | DFE |
| 1550 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $-26509 | -0.00% | DFE |
| 1551 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-27072 | -0.00% | DFE |
| 1552 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | -15,400,000 | $-27210 | -0.00% | DIR |
| 1553 | LCH Ltd. | 000000000 | Jun 2026 | 500,000 | $-27621 | -0.00% | DIR |
| 1554 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-27815 | -0.00% | DFE |
| 1555 | LCH Ltd. | 000000000 | Jun 2026 | 2,730,000 | $-30198 | -0.00% | DIR |
| 1556 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $-32746 | -0.00% | DFE |
| 1557 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-32979 | -0.00% | DFE |
| 1558 | Banco Santander SA | 000000000 | Jun 2026 | 1 | $-33411 | -0.00% | DFE |
| 1559 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-34049 | -0.00% | DFE |
| 1560 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-35008 | -0.00% | DFE |
| 1561 | Citibank NA | 000000000 | Jun 2026 | 1 | $-36993 | -0.00% | DFE |
| 1562 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | -12,900,000 | $-37018 | -0.00% | DIR |
| 1563 | Deutsche Bank AG | 000000000 | Jun 2026 | 1 | $-37609 | -0.00% | DFE |
| 1564 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-37769 | -0.00% | DFE |
| 1565 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-38591 | -0.00% | DFE |
| 1566 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-38678 | -0.00% | DFE |
| 1567 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-39849 | -0.00% | DFE |
| 1568 | Royal Bank of Canada | 000000000 | Jun 2026 | -78,300,000 | $-42103 | -0.00% | DCR |
| 1569 | Goldman Sachs International | 000000000 | Jun 2026 | -33,800,000 | $-42601 | -0.00% | DCR |
| 1570 | Banco Santander SA | 000000000 | Jun 2026 | 1 | $-43183 | -0.00% | DFE |
| 1571 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-43291 | -0.00% | DFE |
| 1572 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-43929 | -0.00% | DFE |
| 1573 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $-45495 | -0.00% | DFE |
| 1574 | Citibank NA | 000000000 | Jun 2026 | 1 | $-45787 | -0.00% | DFE |
| 1575 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $-46641 | -0.00% | DFE |
| 1576 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-46827 | -0.00% | DFE |
| 1577 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-48019 | -0.00% | DFE |
| 1578 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-48330 | -0.00% | DFE |
| 1579 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-50024 | -0.00% | DFE |
| 1580 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-51749 | -0.00% | DFE |
| 1581 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-51865 | -0.00% | DFE |
| 1582 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-53129 | -0.00% | DFE |
| 1583 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-54816 | -0.00% | DFE |
| 1584 | ICE Futures U.S. Energy Division | 000000000 | Jun 2026 | 145 | $-55898 | -0.00% | DCO |
| 1585 | LCH Ltd. | 000000000 | Jun 2026 | 4,100,000 | $-56607 | -0.00% | DIR |
| 1586 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-57517 | -0.00% | DFE |
| 1587 | Bank of America NA | 000000000 | Jun 2026 | 1 | $-60028 | -0.00% | DFE |
| 1588 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-61033 | -0.00% | DFE |
| 1589 | Banco Santander SA | 000000000 | Jun 2026 | 1 | $-62089 | -0.00% | DFE |
| 1590 | Chicago Board of Trade | 000000000 | Jun 2026 | 480 | $-63258 | -0.00% | DIR |
| 1591 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | -12,900,000 | $-63540 | -0.01% | DIR |
| 1592 | Banco Santander SA | 000000000 | Jun 2026 | 1 | $-65093 | -0.01% | DFE |
| 1593 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-70056 | -0.01% | DFE |
| 1594 | Morgan Stanley Bank NA | 000000000 | Jun 2026 | -17,600,000 | $-70463 | -0.01% | DIR |
| 1595 | Citibank NA | 000000000 | Jun 2026 | 1 | $-71868 | -0.01% | DFE |
| 1596 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-72614 | -0.01% | DFE |
| 1597 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 46,600,000 | $-73883 | -0.01% | DIR |
| 1598 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-75918 | -0.01% | DFE |
| 1599 | LCH Ltd. | 000000000 | Jun 2026 | 8,300,000 | $-79284 | -0.01% | DIR |
| 1600 | Societe Generale SA | 000000000 | Jun 2026 | 1 | $-84032 | -0.01% | DFE |
| 1601 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $-84591 | -0.01% | DFE |
| 1602 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 87,900,000 | $-87503 | -0.01% | DIR |
| 1603 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-92369 | -0.01% | DFE |
| 1604 | Banco Santander SA | 000000000 | Jun 2026 | 1 | $-94594 | -0.01% | DFE |
| 1605 | Osaka Exchange | 000000000 | Jun 2026 | -49 | $-97467 | -0.01% | DIR |
| 1606 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | -12,200,000 | $-102603 | -0.01% | DIR |
| 1607 | Citibank NA | 000000000 | Jun 2026 | -13,600,000 | $-114377 | -0.01% | DIR |
| 1608 | Intercontinental Exchange, Inc. | 000000000 | Jun 2026 | 940,000 | $-117749 | -0.01% | DCR |
| 1609 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 3,490,000 | $-122370 | -0.01% | DIR |
| 1610 | LCH Ltd. | 000000000 | Jun 2026 | 9,830,000 | $-126155 | -0.01% | DIR |
| 1611 | Citibank NA | 000000000 | Jun 2026 | 1 | $-126544 | -0.01% | DFE |
| 1612 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 29,700,000 | $-132222 | -0.01% | DIR |
| 1613 | Intercontinental Exchange, Inc. | 000000000 | Jun 2026 | 5,810,000 | $-148885 | -0.01% | DCR |
| 1614 | LCH Ltd. | 000000000 | Jun 2026 | 16,400,000 | $-155347 | -0.01% | DIR |
| 1615 | Citibank NA | 000000000 | Jun 2026 | 1 | $-157202 | -0.01% | DFE |
| 1616 | LCH Ltd. | 000000000 | Jun 2026 | 9,700,000 | $-167207 | -0.01% | DIR |
| 1617 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $-170433 | -0.01% | DFE |
| 1618 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 16,410,000 | $-186404 | -0.01% | DIR |
| 1619 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-197632 | -0.02% | DFE |
| 1620 | LCH Ltd. | 000000000 | Jun 2026 | 17,500,000 | $-199647 | -0.02% | DIR |
| 1621 | LCH Ltd. | 000000000 | Jun 2026 | 23,800,000 | $-200184 | -0.02% | DIR |
| 1622 | LCH Ltd. | 000000000 | Jun 2026 | 7,620,000 | $-205556 | -0.02% | DIR |
| 1623 | LCH Ltd. | 000000000 | Jun 2026 | 7,330,000 | $-206087 | -0.02% | DIR |
| 1624 | Chicago Board of Trade | 000000000 | Jun 2026 | 2,021 | $-210639 | -0.02% | DIR |
| 1625 | LCH Ltd. | 000000000 | Jun 2026 | 17,400,000 | $-220926 | -0.02% | DIR |
| 1626 | LCH Ltd. | 000000000 | Jun 2026 | 15,800,000 | $-224373 | -0.02% | DIR |
| 1627 | Chicago Board of Trade | 000000000 | Jun 2026 | -164 | $-230516 | -0.02% | DIR |
| 1628 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 48,300,000 | $-231725 | -0.02% | DIR |
| 1629 | Citibank NA | 000000000 | Jun 2026 | 1 | $-232351 | -0.02% | DFE |
| 1630 | LCH Ltd. | 000000000 | Jun 2026 | 15,400,000 | $-241076 | -0.02% | DIR |
| 1631 | LCH Ltd. | 000000000 | Jun 2026 | 9,500,000 | $-282299 | -0.02% | DIR |
| 1632 | Eurex Deutschland | 000000000 | Jun 2026 | -578 | $-303973 | -0.02% | DIR |
| 1633 | LCH Ltd. | 000000000 | Jun 2026 | 16,200,000 | $-330736 | -0.03% | DIR |
| 1634 | Citibank NA | 000000000 | Jun 2026 | 1 | $-336210 | -0.03% | DFE |
| 1635 | LCH Ltd. | 000000000 | Jun 2026 | 15,400,000 | $-345642 | -0.03% | DIR |
| 1636 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 87,700,000 | $-351624 | -0.03% | DIR |
| 1637 | Societe Generale SA | 000000000 | Jun 2026 | 1 | $-354467 | -0.03% | DFE |
| 1638 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 80,800,000 | $-359173 | -0.03% | DIR |
| 1639 | Bank of America NA | 000000000 | Jun 2026 | -10,840,000 | $-432787 | -0.03% | DFE |
| 1640 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 92,660,000 | $-495672 | -0.04% | DIR |
| 1641 | Bank of America NA | 000000000 | Jun 2026 | 8,207,971 | $-650884 | -0.05% | DCR |
| 1642 | State Street Bank & Trust Co. | 000000000 | Jun 2026 | 1 | $-674022 | -0.05% | DFE |
| 1643 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | -249 | $-891823 | -0.07% | DE |
| 1644 | LCH Ltd. | 000000000 | Jun 2026 | 24,100,000 | $-935380 | -0.07% | DIR |
| 1645 | LCH Ltd. | 000000000 | Jun 2026 | 54,270,000 | $-978482 | -0.08% | DIR |
| 1646 | UBS AG | 000000000 | Jun 2026 | 1 | $-1091530 | -0.09% | DFE |
| 1647 | LCH Ltd. | 000000000 | Jun 2026 | 80,400,000 | $-1216763 | -0.10% | DIR |
| 1648 | LCH Ltd. | 000000000 | Jun 2026 | 1,640,000,000 | $-1674883 | -0.13% | DIR |
| 1649 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | -171 | $-1839147 | -0.14% | DE |
| 1650 | LCH Ltd. | 000000000 | Jun 2026 | 6,854,400,000 | $-2083911 | -0.16% | DIR |
| 1651 | UMBS, TBA | 01F042681 | Jun 2026 | -2,750,000 | $-2632373 | -0.21% | ABS-MBS |
| 1652 | LCH Ltd. | 000000000 | Jun 2026 | 420,080,000 | $-3144425 | -0.25% | DIR |
| 1653 | LCH Ltd. | 000000000 | Jun 2026 | 26,970,000 | $-3170043 | -0.25% | DIR |
| 1654 | Citigroup Global Markets, Inc. | 000000000 | Jun 2026 | -7,816,670 | $-7816670 | -0.62% | RA |
| 1655 | Intercontinental Exchange, Inc. | 000000000 | Jun 2026 | 374,600,000 | $-8130455 | -0.64% | DCR |
| 1656 | UMBS, TBA | 01F020687 | Jun 2026 | -24,910,000 | $-19888959 | -1.57% | ABS-MBS |
| 1657 | Deutsche Bank Securities, Inc. | 000000000 | Jun 2026 | -25,095,016 | $-25095016 | -1.98% | RA |
| 1658 | UMBS, TBA | 01F022683 | Jun 2026 | -34,430,000 | $-28762499 | -2.26% | ABS-MBS |
| 1659 | UMBS, TBA | 01F032682 | Jun 2026 | -34,510,000 | $-31289516 | -2.46% | ABS-MBS |
| 1660 | Government National Mortgage Association | 21H030674 | Jun 2026 | -36,100,000 | $-32044391 | -2.52% | ABS-MBS |
| 1661 | Citigroup Global Markets, Inc. | 000000000 | Jun 2026 | -35,489,530 | $-35489530 | -2.79% | RA |
| 1662 | Citigroup Global Markets, Inc. | 000000000 | Jun 2026 | -51,133,844 | $-51133844 | -4.03% | RA |