Holdings (Monthly)
Guide ↗
PIMCO RAE Fundamental Advantage PLUS Fund
· Pimco Funds| # | Name | Ticker | Since | Shares | Value | % Port | Cat |
|---|---|---|---|---|---|---|---|
| 1 | UMBS, TBA | 01F060691 | Jun 2026 | 69,250,000 | $70.5M | 16.66% | ABS-MBS |
| 2 | iShares Core S&P 500 ETF | 464287200 | Jun 2026 | 66,576 | $49.9M | 11.78% | EC |
| 3 | UMBS, TBA | 01F050684 | Jun 2026 | 45,330,000 | $44.5M | 10.51% | ABS-MBS |
| 4 | UMBS, TBA | 01F062671 | Jun 2026 | 42,230,000 | $43.7M | 10.32% | ABS-MBS |
| 5 | Citigroup Global Markets, Inc. | 000000000 | Jun 2026 | 39,600,000 | $39.6M | 9.35% | RA |
| 6 | UMBS, TBA | 01F050676 | Jun 2026 | 37,870,000 | $37.2M | 8.79% | ABS-MBS |
| 7 | UMBS, TBA | 01F052680 | Jun 2026 | 24,600,000 | $24.6M | 5.82% | ABS-MBS |
| 8 | UMBS, TBA | 01F060683 | Jun 2026 | 13,600,000 | $13.9M | 3.27% | ABS-MBS |
| 9 | Government National Mortgage Association | 21H040673 | Jun 2026 | 14,840,000 | $13.8M | 3.26% | ABS-MBS |
| 10 | Government National Mortgage Association | 21H050672 | Jun 2026 | 13,880,000 | $13.7M | 3.23% | ABS-MBS |
| 11 | Freddie Mac | 3137GCGF4 | Jun 2026 | 13,316,689 | $13.4M | 3.16% | ABS-MBS |
| 12 | NVIDIA Corp | 67066G104 | Jun 2026 | 65,199 | $13.0M | 3.08% | EC |
| 13 | State Street SPDR Portfolio S&P 500 ETF | 78464A854 | Jun 2026 | 124,315 | $10.9M | 2.58% | EC |
| 14 | Government National Mortgage Association | 3618N5ER6 | Jun 2026 | 11,922,276 | $10.7M | 2.53% | ABS-MBS |
| 15 | UMBS, TBA | 01F060477 | Jun 2026 | 9,800,000 | $10.1M | 2.38% | ABS-MBS |
| 16 | Freddie Mac | 3137GBAY1 | Jun 2026 | 10,000,000 | $10.0M | 2.37% | ABS-MBS |
| 17 | UMBS, TBA | 01F052672 | Jun 2026 | 7,320,000 | $7.3M | 1.73% | ABS-MBS |
| 18 | JP Morgan Mortgage Acquisition Corp | 46629TAK6 | Jun 2026 | 6,824,000 | $6.7M | 1.57% | ABS-O |
| 19 | BONOS DE TESORERIA | 000000000 | Jun 2026 | 20,600,000 | $6.5M | 1.53% | DBT |
| 20 | Government National Mortgage Association | 21H060697 | Jun 2026 | 6,060,000 | $6.2M | 1.46% | ABS-MBS |
| 21 | Government National Mortgage Association | 21H052678 | Jun 2026 | 6,140,000 | $6.2M | 1.46% | ABS-MBS |
| 22 | Government National Mortgage Association | 21H042679 | Jun 2026 | 6,410,000 | $6.2M | 1.45% | ABS-MBS |
| 23 | United States Treasury | 91282CNN7 | Jun 2026 | 6,000,000 | $5.9M | 1.40% | DBT |
| 24 | United States Treasury | 912810UB2 | Jun 2026 | 5,700,000 | $5.5M | 1.30% | DBT |
| 25 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 45,500,000 | $5.2M | 1.24% | DIR |
| 26 | Freddie Mac | 3137HMXP0 | Jun 2026 | 5,181,110 | $5.2M | 1.23% | ABS-MBS |
| 27 | TITULOS DE TESORERIA | 000000000 | Jun 2026 | 17,740,000,000 | $5.1M | 1.20% | DBT |
| 28 | Freddie Mac | 3137HMGL8 | Jun 2026 | 5,021,806 | $5.1M | 1.20% | ABS-MBS |
| 29 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 12,850,000 | $5.0M | 1.19% | DIR |
| 30 | Residential Asset Securities Corporation | 753910AG3 | Jun 2026 | 5,075,000 | $4.9M | 1.15% | ABS-MBS |
| 31 | Fannie Mae | 3136BXKF0 | Jun 2026 | 4,725,170 | $4.8M | 1.13% | ABS-MBS |
| 32 | Freddie Mac | 3137HHDE8 | Jun 2026 | 4,565,916 | $4.6M | 1.08% | ABS-MBS |
| 33 | UMBS, TBA | 01F040677 | Jun 2026 | 4,810,000 | $4.5M | 1.06% | ABS-MBS |
| 34 | TITULOS DE TESORERIA | 000000000 | Jun 2026 | 14,681,300,000 | $4.2M | 0.98% | DBT |
| 35 | Park Place Securities Inc | 70069FEM5 | Jun 2026 | 4,155,173 | $3.9M | 0.92% | ABS-O |
| 36 | Boston Scientific Corp | 10114BG76 | Jun 2026 | 3,900,000 | $3.9M | 0.92% | STIV |
| 37 | Aegis Asset Backed Securities Trust | 00764MFT9 | Jun 2026 | 4,370,000 | $3.9M | 0.92% | ABS-MBS |
| 38 | Freddie Mac | 3137HN2X5 | Jun 2026 | 3,797,642 | $3.8M | 0.90% | ABS-MBS |
| 39 | Starwood Commercial Mortgage Trust | 78485KAE5 | Jun 2026 | 3,800,023 | $3.8M | 0.90% | ABS-CBDO |
| 40 | Amazon.com Inc | 023135106 | Jun 2026 | 15,603 | $3.7M | 0.88% | EC |
| 41 | WAMU Mortgage Pass-Through Certificates | 92925CCC4 | Jun 2026 | 3,856,755 | $3.5M | 0.83% | ABS-MBS |
| 42 | REPUBLIC OF SOUTH AFRICA | 000000000 | Jun 2026 | 63,750,000 | $3.3M | 0.79% | DBT |
| 43 | Citigroup Mortgage Loan Trust Inc | 17309SAG5 | Jun 2026 | 3,100,000 | $3.0M | 0.70% | ABS-O |
| 44 | BONOS DE TESORERIA | 000000000 | Jun 2026 | 8,600,000 | $2.8M | 0.67% | DBT |
| 45 | Fannie Mae | 3136BVDU9 | Jun 2026 | 2,771,387 | $2.8M | 0.66% | ABS-MBS |
| 46 | Countrywide Partnership Trust | 126673ML3 | Jun 2026 | 2,785,750 | $2.8M | 0.66% | ABS-MBS |
| 47 | MF1 | 55284JAC3 | Jun 2026 | 2,700,000 | $2.7M | 0.64% | ABS-CBDO |
| 48 | Bear Stearns Asset Backed Securities Trust | 07387YAB9 | Jun 2026 | 3,000,000 | $2.6M | 0.61% | ABS-MBS |
| 49 | WELLS FARGO & COMPANY | 000000000 | Jun 2026 | 2,200,000 | $2.6M | 0.61% | DBT |
| 50 | Atlas Senior Loan Fund LTD | 04942CAQ9 | Jun 2026 | 2,500,000 | $2.5M | 0.59% | ABS-CBDO |
| 51 | Deutsche Bank AG | 000000000 | Jun 2026 | 284,300,000 | $2.5M | 0.59% | DIR |
| 52 | REPUBLIC OF PERU | 000000000 | Jun 2026 | 8,600,000 | $2.5M | 0.58% | DBT |
| 53 | REPUBLIC OF SOUTH AFRICA | 000000000 | Jun 2026 | 36,900,000 | $2.3M | 0.55% | DBT |
| 54 | Atrium Hotel Portfolio Trust | 04965JAC7 | Jun 2026 | 2,300,000 | $2.3M | 0.54% | ABS-MBS |
| 55 | Hertz Vehicle Financing LLC | 42806MCK3 | Jun 2026 | 2,200,000 | $2.2M | 0.52% | ABS-O |
| 56 | Freddie Mac | 3142GQBS0 | Jun 2026 | 2,302,523 | $2.2M | 0.52% | ABS-MBS |
| 57 | Arbour CLO | 000000000 | Jun 2026 | 1,900,000 | $2.2M | 0.51% | ABS-CBDO |
| 58 | REPUBLIC OF SOUTH AFRICA | 000000000 | Jun 2026 | 35,840,000 | $2.1M | 0.50% | DBT |
| 59 | EAGLE FUNDING LUXCO SARL | 26951TAA8 | Jun 2026 | 2,100,000 | $2.1M | 0.50% | DBT |
| 60 | Marble Point CLO LTD | 56607BAZ7 | Jun 2026 | 2,100,000 | $2.1M | 0.50% | ABS-CBDO |
| 61 | Boyce Park CLO, LLC | 103228AN2 | Jun 2026 | 2,100,000 | $2.1M | 0.50% | ABS-CBDO |
| 62 | Morgan Stanley Residential Mortgage Loan Trust | 617970BC1 | Jun 2026 | 2,000,000 | $2.0M | 0.47% | ABS-MBS |
| 63 | Navesink CLO, Limited | 63942YAQ7 | Jun 2026 | 2,000,000 | $2.0M | 0.47% | ABS-CBDO |
| 64 | ACORE Issuer, LLC | 00485EAA1 | Jun 2026 | 2,000,000 | $2.0M | 0.47% | ABS-CBDO |
| 65 | Freddie Mac | 31427PW67 | Jun 2026 | 1,939,410 | $2.0M | 0.47% | ABS-MBS |
| 66 | WAMU Mortgage Pass-Through Certificates | 92922F2G2 | Jun 2026 | 2,060,772 | $2.0M | 0.46% | ABS-MBS |
| 67 | Cordatus CLO PLC | 000000000 | Jun 2026 | 1,700,000 | $1.9M | 0.46% | ABS-CBDO |
| 68 | Government National Mortgage Association | 38381PHD8 | Jun 2026 | 1,896,004 | $1.9M | 0.45% | ABS-MBS |
| 69 | PACIFIC GAS & ELECTRIC | 694308JG3 | Jun 2026 | 2,118,000 | $1.9M | 0.45% | DBT |
| 70 | Luminent Mortgage Trust | 55027AAD2 | Jun 2026 | 2,935,428 | $1.9M | 0.44% | ABS-MBS |
| 71 | Avon Finance | 000000000 | Jun 2026 | 1,404,939 | $1.9M | 0.44% | ABS-MBS |
| 72 | Nomura Resecuritization Trust | 65541JAA5 | Jun 2026 | 1,874,807 | $1.8M | 0.43% | ABS-MBS |
| 73 | Citigroup Mortgage Loan Trust Inc | 17309TAC2 | Jun 2026 | 2,406,910 | $1.8M | 0.43% | ABS-MBS |
| 74 | ATHENE GLOBAL FUNDING | 04685A4R9 | Jun 2026 | 1,800,000 | $1.8M | 0.42% | DBT |
| 75 | Fannie Mae | 3136BU5M8 | Jun 2026 | 1,729,247 | $1.7M | 0.41% | ABS-MBS |
| 76 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 14,650,000 | $1.7M | 0.41% | DIR |
| 77 | BEIGNET INVESTOR LLC | 076912AA2 | Jun 2026 | 1,700,000 | $1.7M | 0.41% | DBT |
| 78 | Capital Four US CLO | 14016FAA7 | Jun 2026 | 1,700,000 | $1.7M | 0.40% | ABS-CBDO |
| 79 | United States Treasury | 912797UR6 | Jun 2026 | 1,700,000 | $1.7M | 0.40% | STIV |
| 80 | Fannie Mae | 31418FAW7 | Jun 2026 | 1,672,176 | $1.7M | 0.40% | ABS-MBS |
| 81 | Freddie Mac | 3137HHKV2 | Jun 2026 | 1,658,842 | $1.7M | 0.40% | ABS-MBS |
| 82 | Fannie Mae | 3140QVQ98 | Jun 2026 | 1,575,309 | $1.6M | 0.38% | ABS-MBS |
| 83 | RD MICHIGAN PROP OWNER I | 74941YAA0 | Jun 2026 | 1,600,000 | $1.6M | 0.38% | DBT |
| 84 | United States Treasury | 912797UQ8 | Jun 2026 | 1,576,000 | $1.6M | 0.37% | STIV |
| 85 | PK ALIFT LOAN FUNDING | 69381EAA1 | Jun 2026 | 1,558,594 | $1.6M | 0.37% | ABS-O |
| 86 | LRECS 2025-CRE1 LLC | 50230AAA2 | Jun 2026 | 1,500,000 | $1.5M | 0.35% | ABS-CBDO |
| 87 | ICG Euro CLO | 000000000 | Jun 2026 | 1,300,000 | $1.5M | 0.35% | ABS-CBDO |
| 88 | Saxon Asset Securities Trust | 80556XAH0 | Jun 2026 | 1,700,000 | $1.5M | 0.35% | ABS-O |
| 89 | Option One Mortgage Loan Trust | 68389FKR4 | Jun 2026 | 1,536,472 | $1.5M | 0.35% | ABS-MBS |
| 90 | Elmwood CLO 15 Ltd | 29003JAN4 | Jun 2026 | 1,450,000 | $1.5M | 0.34% | ABS-CBDO |
| 91 | HSBC HOLDINGS PLC | 404280CK3 | Jun 2026 | 1,569,000 | $1.4M | 0.34% | DBT |
| 92 | SLM Student Loan Trust | 78445QAE1 | Jun 2026 | 1,345,379 | $1.4M | 0.33% | ABS-O |
| 93 | NOMURA HOLDINGS INC | 65535HAS8 | Jun 2026 | 1,491,000 | $1.4M | 0.32% | DBT |
| 94 | Securitized Asset Backed Receivables LLC Trust | 81375WGW0 | Jun 2026 | 1,509,000 | $1.4M | 0.32% | ABS-O |
| 95 | Carlyle Global Market Strategies | 14315GAW5 | Jun 2026 | 1,350,000 | $1.4M | 0.32% | ABS-CBDO |
| 96 | United States Treasury | 912810TS7 | Jun 2026 | 1,500,000 | $1.3M | 0.31% | DBT |
| 97 | Japan Government Thirty Year Bonds | 000000000 | Jun 2026 | 290,000,000 | $1.3M | 0.31% | DBT |
| 98 | Citigroup Mortgage Loan Trust Inc | 17307GWU8 | Jun 2026 | 1,344,863 | $1.3M | 0.31% | ABS-MBS |
| 99 | Freddie Mac | 3133KR3D4 | Jun 2026 | 1,321,541 | $1.3M | 0.30% | ABS-MBS |
| 100 | HSI Asset Securitization Corporation Trust | 40430HCV8 | Jun 2026 | 1,340,655 | $1.3M | 0.30% | ABS-O |
| 101 | Towd Point Mortgage Trust | 89175JAE0 | Jun 2026 | 1,479,000 | $1.3M | 0.30% | ABS-MBS |
| 102 | Park Place Securities Inc | 70069FLK1 | Jun 2026 | 1,400,000 | $1.2M | 0.29% | ABS-O |
| 103 | Freddie Mac | 31427PW75 | Jun 2026 | 1,209,902 | $1.2M | 0.29% | ABS-MBS |
| 104 | Fannie Mae | 3140QUH90 | Jun 2026 | 1,176,521 | $1.2M | 0.29% | ABS-MBS |
| 105 | Gallatin Loan Management, LLC | 36361UAQ3 | Jun 2026 | 1,200,000 | $1.2M | 0.28% | ABS-CBDO |
| 106 | United States Treasury | 912797UT2 | Jun 2026 | 1,200,000 | $1.2M | 0.28% | STIV |
| 107 | TITULOS DE TESORERIA | 000000000 | Jun 2026 | 3,860,500,000 | $1.2M | 0.28% | DBT |
| 108 | Freddie Mac | 3137HKEX8 | Jun 2026 | 1,158,211 | $1.2M | 0.28% | ABS-MBS |
| 109 | FHLMC Multifamily Structured Pass Through Certs. | 3137HLY30 | Jun 2026 | 1,183,320 | $1.1M | 0.27% | ABS-MBS |
| 110 | Barings Euro CLO DAC | 000000000 | Jun 2026 | 1,000,000 | $1.1M | 0.27% | ABS-CBDO |
| 111 | UMBS, TBA | 01F062689 | Jun 2026 | 1,090,000 | $1.1M | 0.27% | ABS-MBS |
| 112 | Freddie Mac | 3142GQEJ7 | Jun 2026 | 1,161,770 | $1.1M | 0.26% | ABS-MBS |
| 113 | Residential Accredit Loans, Inc. | 751153AA5 | Jun 2026 | 1,210,864 | $1.1M | 0.26% | ABS-MBS |
| 114 | Acres PLC | 00501XAA9 | Jun 2026 | 1,100,000 | $1.1M | 0.26% | ABS-CBDO |
| 115 | Whetstone Park CLO Ltd | 96329YAN7 | Jun 2026 | 1,100,000 | $1.1M | 0.26% | ABS-CBDO |
| 116 | INCREF LLC | 45000LAA6 | Jun 2026 | 1,100,000 | $1.1M | 0.26% | ABS-CBDO |
| 117 | Residential Asset Securities Corporation | 76110W7F7 | Jun 2026 | 1,116,065 | $1.1M | 0.26% | ABS-MBS |
| 118 | ARES STRATEGIC INCOME FU | 04020EAM9 | Jun 2026 | 1,100,000 | $1.1M | 0.26% | DBT |
| 119 | DEVELOPMENT BANK OF KAZA | 000000000 | Jun 2026 | 1,100,000 | $1.1M | 0.26% | DBT |
| 120 | Atlas Senior Loan Fund LTD | 04940AAN2 | Jun 2026 | 1,066,387 | $1.1M | 0.25% | ABS-CBDO |
| 121 | SMB Private Education Loan Trust | 78448YAB7 | Jun 2026 | 1,068,555 | $1.1M | 0.25% | ABS-O |
| 122 | United States Treasury | 912797TP2 | Jun 2026 | 1,059,000 | $1.1M | 0.25% | STIV |
| 123 | Freddie Mac | 3142GVLG4 | Jun 2026 | 1,014,678 | $1.0M | 0.24% | ABS-MBS |
| 124 | TITULOS DE TESORERIA | 000000000 | Jun 2026 | 3,341,700,000 | $1.0M | 0.24% | DBT |
| 125 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 4,830,000 | $1.0M | 0.24% | DCR |
| 126 | Credit Suisse Mortgage Trust | 12661GAA7 | Jun 2026 | 1,143,640 | $1.0M | 0.24% | ABS-MBS |
| 127 | Fannie Mae | 3140XH5X1 | Jun 2026 | 1,019,119 | $983K | 0.23% | ABS-MBS |
| 128 | ROMANIA | 000000000 | Jun 2026 | 800,000 | $970K | 0.23% | DBT |
| 129 | Citigroup Mortgage Loan Trust Inc | 17309LAH8 | Jun 2026 | 1,000,000 | $939K | 0.22% | ABS-MBS |
| 130 | SMB Private Education Loan Trust | 78448YAH4 | Jun 2026 | 1,005,325 | $923K | 0.22% | ABS-O |
| 131 | Freddie Mac | 3128MMWV1 | Jun 2026 | 939,018 | $908K | 0.21% | ABS-MBS |
| 132 | KKR Financial CLO Ltd | 48251BBE9 | Jun 2026 | 900,000 | $901K | 0.21% | ABS-CBDO |
| 133 | Lendbuzz Securitization Trust | 525931AB7 | Jun 2026 | 879,389 | $891K | 0.21% | ABS-O |
| 134 | First Franklin Mtg Loan Asset Backed Certificates | 32029GAA2 | Jun 2026 | 1,666,386 | $885K | 0.21% | ABS-O |
| 135 | United States Treasury | 912810TT5 | Jun 2026 | 1,000,000 | $874K | 0.21% | DBT |
| 136 | UMBS, TBA | 01F030686 | Jun 2026 | 1,000,000 | $872K | 0.21% | ABS-MBS |
| 137 | Onslow Bay Financial LLC | 673921AA0 | Jun 2026 | 850,092 | $853K | 0.20% | ABS-MBS |
| 138 | Fannie Mae | 3136BTRF2 | Jun 2026 | 838,059 | $842K | 0.20% | ABS-MBS |
| 139 | Verus Securitization Trust | 92540BAA7 | Jun 2026 | 832,684 | $831K | 0.20% | ABS-MBS |
| 140 | SOUTHERN CAL EDISON | 842400JC8 | Jun 2026 | 800,000 | $809K | 0.19% | DBT |
| 141 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 14,300,000 | $804K | 0.19% | DIR |
| 142 | FORD MOTOR CREDIT CO LLC | 345397D83 | Jun 2026 | 800,000 | $804K | 0.19% | DBT |
| 143 | GSAMP Trust | 3622MHAC0 | Jun 2026 | 1,297,497 | $798K | 0.19% | ABS-O |
| 144 | Verus Securitization Trust | 92538XAA3 | Jun 2026 | 828,616 | $796K | 0.19% | ABS-MBS |
| 145 | SUMISHO AIR LEASE CORP | 873923AC0 | Jun 2026 | 800,000 | $793K | 0.19% | DBT |
| 146 | Arbor Realty Collateralized Loan Obligation Ltd | 03880XAA4 | Jun 2026 | 781,195 | $783K | 0.18% | ABS-CBDO |
| 147 | Credit-Based Asset Servicing and Securitization | 12489WQX5 | Jun 2026 | 831,182 | $760K | 0.18% | ABS-O |
| 148 | MFRA Trust | 59319BAA5 | Jun 2026 | 750,924 | $752K | 0.18% | ABS-MBS |
| 149 | Freddie Mac | 3142GVLJ8 | Jun 2026 | 738,081 | $751K | 0.18% | ABS-MBS |
| 150 | Goldman Sachs International | 000000000 | Jun 2026 | 46,235,859 | $748K | 0.18% | DE |
| 151 | SMB Private Education Loan Trust | 83207QAB5 | Jun 2026 | 738,995 | $739K | 0.17% | ABS-O |
| 152 | Freddie Mac | 3137ARVQ6 | Jun 2026 | 786,190 | $730K | 0.17% | ABS-MBS |
| 153 | EGYPT GOVERNMENT BOND | 000000000 | Jun 2026 | 36,400,000 | $719K | 0.17% | DBT |
| 154 | Greensky Home Improvement Issuer Trust | 39571MAC2 | Jun 2026 | 700,000 | $710K | 0.17% | ABS-O |
| 155 | Asset Backed Securities Corp Home Equity Ln Trst | 04541GJT0 | Jun 2026 | 657,224 | $697K | 0.16% | ABS-MBS |
| 156 | DISCOVERY GLOBAL HOLDINGS INC | 25472YAB7 | Jun 2026 | 686,538 | $688K | 0.16% | LON |
| 157 | Nelnet Student Loan Trust | 64035GAA7 | Jun 2026 | 672,830 | $670K | 0.16% | ABS-O |
| 158 | IVORY COAST | 000000000 | Jun 2026 | 600,000 | $663K | 0.16% | DBT |
| 159 | Ellington Loan Acquisition Trust | 288542AA1 | Jun 2026 | 671,046 | $656K | 0.15% | ABS-O |
| 160 | New Residential Mortgage Loan Trust | 64829VAA4 | Jun 2026 | 676,208 | $655K | 0.15% | ABS-MBS |
| 161 | GSAMP Trust | 3622MGAA6 | Jun 2026 | 1,245,320 | $655K | 0.15% | ABS-O |
| 162 | Argent Securities Inc. | 040104PC9 | Jun 2026 | 661,649 | $652K | 0.15% | ABS-MBS |
| 163 | BNP Paribas SA | 000000000 | Jun 2026 | 3,080,000 | $651K | 0.15% | DCR |
| 164 | Panama Government International Bonds | 698299BT0 | Jun 2026 | 600,000 | $635K | 0.15% | DBT |
| 165 | Fannie Mae | 31398T5D9 | Jun 2026 | 649,000 | $634K | 0.15% | ABS-MBS |
| 166 | Verus Securitization Trust | 92539XAA2 | Jun 2026 | 629,659 | $630K | 0.15% | ABS-MBS |
| 167 | Fannie Mae | 31418CZG2 | Jun 2026 | 673,112 | $619K | 0.15% | ABS-MBS |
| 168 | Merrill Lynch Mortgage Investors Trust | 59024LAD3 | Jun 2026 | 2,213,455 | $609K | 0.14% | ABS-O |
| 169 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 18,100,000 | $608K | 0.14% | DIR |
| 170 | Washington Mutual Mortgage Pass-Through CTFS | 939355AB9 | Jun 2026 | 614,477 | $590K | 0.14% | ABS-MBS |
| 171 | DAE FUNDING LLC | 23371DAG9 | Jun 2026 | 600,000 | $581K | 0.14% | DBT |
| 172 | FED REPUBLIC OF BRAZIL | 000000000 | Jun 2026 | 500,000 | $573K | 0.14% | DBT |
| 173 | Cordatus CLO PLC | 000000000 | Jun 2026 | 500,000 | $572K | 0.14% | ABS-CBDO |
| 174 | Grosvenor Place CLO | 000000000 | Jun 2026 | 500,000 | $572K | 0.14% | ABS-CBDO |
| 175 | Soundview Home Equity Loan Trust | 83611MKZ0 | Jun 2026 | 601,380 | $565K | 0.13% | ABS-MBS |
| 176 | LCH Ltd. | 000000000 | Jun 2026 | 29,130,000 | $556K | 0.13% | DIR |
| 177 | REPUBLIC OF SOUTH AFRICA | 000000000 | Jun 2026 | 9,100,000 | $553K | 0.13% | DBT |
| 178 | Countrywide Alternative Loan Trust | 23244GAD4 | Jun 2026 | 600,499 | $551K | 0.13% | ABS-MBS |
| 179 | Freddie Mac | 3137HHUD1 | Jun 2026 | 539,020 | $544K | 0.13% | ABS-MBS |
| 180 | IndyMac INDX Mortgage Loan Trust | 45668GAD4 | Jun 2026 | 546,513 | $538K | 0.13% | ABS-MBS |
| 181 | BONOS TESORERIA PESOS | 000000000 | Jun 2026 | 475,000,000 | $538K | 0.13% | DBT |
| 182 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 9,300,000 | $535K | 0.13% | DIR |
| 183 | UNITED MEXICAN STATES | 91087BBE9 | Jun 2026 | 500,000 | $506K | 0.12% | DBT |
| 184 | Symphony CLO Ltd | 87170MAC6 | Jun 2026 | 500,000 | $500K | 0.12% | ABS-CBDO |
| 185 | MAYFLOWER RE LTD | 57839MAA6 | Jun 2026 | 500,000 | $500K | 0.12% | DBT |
| 186 | Citigroup Mortgage Loan Trust Inc | 17312TAA1 | Jun 2026 | 735,933 | $499K | 0.12% | ABS-MBS |
| 187 | Nigeria OMO Bill | 000000000 | Jun 2026 | 751,500,000 | $487K | 0.12% | STIV |
| 188 | EGYPT GOVERNMENT BOND | 000000000 | Jun 2026 | 25,100,000 | $487K | 0.12% | DBT |
| 189 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 8,900,000 | $487K | 0.12% | DIR |
| 190 | Freddie Mac | 3137HLZ21 | Jun 2026 | 480,640 | $485K | 0.11% | ABS-MBS |
| 191 | Merrill Lynch Alternative Note Asset | 59024FAE4 | Jun 2026 | 2,096,449 | $483K | 0.11% | ABS-MBS |
| 192 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 11,000,000 | $477K | 0.11% | DIR |
| 193 | BONOS DE TESORERIA | 000000000 | Jun 2026 | 1,500,000 | $475K | 0.11% | DBT |
| 194 | Citibank NA | 000000000 | Jun 2026 | 2,240,600 | $473K | 0.11% | DCR |
| 195 | REPUBLIC OF ECUADOR | 000000000 | Jun 2026 | 540,000 | $467K | 0.11% | DBT |
| 196 | Credit Suisse Mortgage Trust | 12644WAT3 | Jun 2026 | 517,116 | $466K | 0.11% | ABS-MBS |
| 197 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 8,900,000 | $453K | 0.11% | DIR |
| 198 | REPUBLIC OF SOUTH AFRICA | 000000000 | Jun 2026 | 7,300,000 | $451K | 0.11% | DBT |
| 199 | Societe Generale SA | 000000000 | Jun 2026 | 1 | $432K | 0.10% | DFE |
| 200 | PETROLEOS DEL PERU SA | 000000000 | Jun 2026 | 600,000 | $429K | 0.10% | DBT |
| 201 | REPUBLIC OF PERU | 715638BE1 | Jun 2026 | 1,281,000 | $426K | 0.10% | DBT |
| 202 | Bear Stearns Asset Backed Securities Trust | 07387YAE3 | Jun 2026 | 464,545 | $422K | 0.10% | ABS-MBS |
| 203 | UMBS, TBA | 01F040685 | Jun 2026 | 440,000 | $411K | 0.10% | ABS-MBS |
| 204 | TITULOS DE TESORERIA | 000000000 | Jun 2026 | 1,827,800,000 | $406K | 0.10% | DBT |
| 205 | TURKIYE GOVERNMENT BOND | 000000000 | Jun 2026 | 18,700,000 | $405K | 0.10% | DBT |
| 206 | QNB FINANCE LTD | 000000000 | Jun 2026 | 400,000 | $402K | 0.09% | DBT |
| 207 | WAMU Mortgage Pass-Through Certificates | 939336X57 | Jun 2026 | 413,322 | $401K | 0.09% | ABS-MBS |
| 208 | Deutsche Alt-A Securities INC Mortgage Loan Trust | 25150RAF2 | Jun 2026 | 445,485 | $400K | 0.09% | ABS-MBS |
| 209 | FIRST ABU DHABI BANK PJS | 000000000 | Jun 2026 | 400,000 | $400K | 0.09% | DBT |
| 210 | Government National Mortgage Association | 38380LFE8 | Jun 2026 | 391,236 | $397K | 0.09% | ABS-MBS |
| 211 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 19,840,000 | $395K | 0.09% | DIR |
| 212 | Deutsche Bank AG | 000000000 | Jun 2026 | 284,300,000 | $393K | 0.09% | DIR |
| 213 | Cairn CLO BV | 000000000 | Jun 2026 | 340,187 | $389K | 0.09% | ABS-CBDO |
| 214 | LCH Ltd. | 000000000 | Jun 2026 | 4,800,000 | $379K | 0.09% | DIR |
| 215 | Fremont Home Loan Trust | 35729TAD4 | Jun 2026 | 968,410 | $378K | 0.09% | ABS-O |
| 216 | Freddie Mac | 31427CWQ2 | Jun 2026 | 364,417 | $375K | 0.09% | ABS-MBS |
| 217 | Banc of America Funding Corporation | 05950PAK9 | Jun 2026 | 405,235 | $371K | 0.09% | ABS-MBS |
| 218 | Fannie Mae | 3140XQMD6 | Jun 2026 | 362,682 | $369K | 0.09% | ABS-MBS |
| 219 | Washington Mutual Mortgage Pass-Through CTFS | 93934FJQ6 | Jun 2026 | 420,036 | $368K | 0.09% | ABS-MBS |
| 220 | GSAMP Trust | 3622M8AE6 | Jun 2026 | 410,000 | $363K | 0.09% | ABS-O |
| 221 | First Franklin Mtg Loan Asset Backed Certificates | 32027NWP2 | Jun 2026 | 388,582 | $362K | 0.09% | ABS-O |
| 222 | Space Coast Credit Union | 805922AE1 | Jun 2026 | 356,974 | $358K | 0.08% | ABS-O |
| 223 | MASTR Adjustable Rate Mortgages Trust | 576433UF1 | Jun 2026 | 359,503 | $357K | 0.08% | ABS-MBS |
| 224 | Social Professional Loan Program LLC | 83406TAB8 | Jun 2026 | 367,661 | $355K | 0.08% | ABS-O |
| 225 | Freddie Mac | 31426HBC6 | Jun 2026 | 337,430 | $350K | 0.08% | ABS-MBS |
| 226 | QUERCUS II RE DAC | 000000000 | Jun 2026 | 300,000 | $348K | 0.08% | DBT |
| 227 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 20,360,000 | $346K | 0.08% | DIR |
| 228 | BONOS DE TESORERIA | 000000000 | Jun 2026 | 1,100,000 | $339K | 0.08% | DBT |
| 229 | Pagaya AI Debt Selection Trust | 69544QAA8 | Jun 2026 | 332,485 | $333K | 0.08% | ABS-O |
| 230 | Adjustable Rate Mortgage Trust | 007036TD8 | Jun 2026 | 421,242 | $324K | 0.08% | ABS-MBS |
| 231 | HEALTHCARE RLTY HLDGS LP | 42225UAL8 | Jun 2026 | 346,000 | $316K | 0.07% | DBT |
| 232 | Countrywide Alternative Loan Trust | 02146TAG2 | Jun 2026 | 613,461 | $314K | 0.07% | ABS-MBS |
| 233 | Bank of America NA | 000000000 | Jun 2026 | 1,470,000 | $311K | 0.07% | DCR |
| 234 | Deutsche Bank AG | 000000000 | Jun 2026 | 5,600,000 | $310K | 0.07% | DIR |
| 235 | FORD MOTOR CREDIT CO LLC | 345397E58 | Jun 2026 | 300,000 | $303K | 0.07% | DBT |
| 236 | PERUSAHAAN LISTRIK NEGAR | 71568QAC1 | Jun 2026 | 300,000 | $298K | 0.07% | DBT |
| 237 | QATAR ENERGY | 746970AA0 | Jun 2026 | 300,000 | $298K | 0.07% | DBT |
| 238 | Soundview Home Equity Loan Trust | 83613FAD3 | Jun 2026 | 371,176 | $292K | 0.07% | ABS-MBS |
| 239 | Freddie Mac | 31427NWA3 | Jun 2026 | 286,275 | $292K | 0.07% | ABS-MBS |
| 240 | Fannie Mae | 3140GSRX2 | Jun 2026 | 315,257 | $291K | 0.07% | ABS-MBS |
| 241 | Anchorage Credit Funding Ltd. | 03290AAA8 | Jun 2026 | 300,000 | $286K | 0.07% | ABS-CBDO |
| 242 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 12,762,052 | $284K | 0.07% | DE |
| 243 | Barclays Bank PLC | 000000000 | Jun 2026 | 5,000,000 | $281K | 0.07% | DIR |
| 244 | Morgan Stanley Capital Inc | 61753KAA4 | Jun 2026 | 751,470 | $281K | 0.07% | ABS-MBS |
| 245 | Nigeria OMO Bill | 000000000 | Jun 2026 | 429,400,000 | $280K | 0.07% | STIV |
| 246 | Lehman XS Trust | 525161AN5 | Jun 2026 | 262,212 | $278K | 0.07% | ABS-MBS |
| 247 | SMB Private Education Loan Trust | 83207DAB4 | Jun 2026 | 269,110 | $271K | 0.06% | ABS-O |
| 248 | Freddie Mac | 3132XWE64 | Jun 2026 | 284,931 | $271K | 0.06% | ABS-MBS |
| 249 | Fremont Home Loan Trust | 35729MAD9 | Jun 2026 | 894,992 | $270K | 0.06% | ABS-O |
| 250 | Carlyle Euro CLO | 000000000 | Jun 2026 | 226,640 | $259K | 0.06% | ABS-CBDO |
| 251 | INTEGRITY RE III | 45870GAE6 | Jun 2026 | 250,000 | $259K | 0.06% | DBT |
| 252 | GOLDEN BEAR RE LTD | 38090EAA8 | Jun 2026 | 250,000 | $257K | 0.06% | DBT |
| 253 | HESTIA RE LTD | 42815KAC6 | Jun 2026 | 250,000 | $256K | 0.06% | DBT |
| 254 | Morgan Stanley Capital Inc | 61744CSY3 | Jun 2026 | 259,248 | $256K | 0.06% | ABS-O |
| 255 | GREENGROVE RE LTD | 39526JAA9 | Jun 2026 | 250,000 | $255K | 0.06% | DBT |
| 256 | LOCKE TAVERN RE LTD | 539694AC3 | Jun 2026 | 250,000 | $251K | 0.06% | DBT |
| 257 | VITALITY RE XVII LTD | 92853KAC4 | Jun 2026 | 250,000 | $250K | 0.06% | DBT |
| 258 | WINDROSE RE LTD | 972917AA6 | Jun 2026 | 250,000 | $250K | 0.06% | DBT |
| 259 | LCH Ltd. | 000000000 | Jun 2026 | 13,690,000 | $248K | 0.06% | DIR |
| 260 | PETROLEOS MEXICANOS | 71654QCL4 | Jun 2026 | 300,000 | $247K | 0.06% | DBT |
| 261 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 3,190,000 | $247K | 0.06% | DIR |
| 262 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 152,209,752 | $246K | 0.06% | DE |
| 263 | Deutsche Bank AG | 000000000 | Jun 2026 | 4,400,000 | $244K | 0.06% | DIR |
| 264 | SOUTHERN CAL EDISON | 842400GY3 | Jun 2026 | 400,000 | $242K | 0.06% | DBT |
| 265 | HarborView Mortgage Loan Trust | 41162DAA7 | Jun 2026 | 256,765 | $233K | 0.05% | ABS-MBS |
| 266 | Countrywide Alternative Loan Trust | 12667GHG1 | Jun 2026 | 288,102 | $227K | 0.05% | ABS-MBS |
| 267 | Long Beach Mortgage Loan Trust | 542514RH9 | Jun 2026 | 228,564 | $226K | 0.05% | ABS-O |
| 268 | CSAB Mortgage Backed Trust | 12628LAJ9 | Jun 2026 | 1,765,114 | $224K | 0.05% | ABS-O |
| 269 | NovaStar Mortgage-Backed Notes | 66988UAA8 | Jun 2026 | 608,305 | $224K | 0.05% | ABS-MBS |
| 270 | BNPP AM Euro CLO | 000000000 | Jun 2026 | 194,973 | $223K | 0.05% | ABS-CBDO |
| 271 | Novastar Home Equity Loan | 66989EAA3 | Jun 2026 | 221,402 | $219K | 0.05% | ABS-MBS |
| 272 | First Horizon Alternative Mortgage Securities | 320516AA5 | Jun 2026 | 265,892 | $208K | 0.05% | ABS-MBS |
| 273 | Residential Accredit Loans, Inc. | 74924EAA5 | Jun 2026 | 262,054 | $207K | 0.05% | ABS-MBS |
| 274 | Bluemountain CLO Ltd | 09630AAN6 | Jun 2026 | 203,739 | $204K | 0.05% | ABS-CBDO |
| 275 | ABU DHABI GOVT INT'L | 29135LAT7 | Jun 2026 | 200,000 | $203K | 0.05% | DBT |
| 276 | Nigeria OMO Bill | 000000000 | Jun 2026 | 314,700,000 | $203K | 0.05% | STIV |
| 277 | CS AT1 CLAIMS US225401AL29 | 000000000 | Jun 2026 | 574,000 | $202K | 0.05% | DBT |
| 278 | ABU DHABI GOVT INT'L | 29135LAS9 | Jun 2026 | 200,000 | $201K | 0.05% | DBT |
| 279 | Bank of America NA | 000000000 | Jun 2026 | 2,090,000 | $199K | 0.05% | DFE |
| 280 | Option One Mortgage Loan Trust | 68389FGK4 | Jun 2026 | 207,626 | $198K | 0.05% | ABS-MBS |
| 281 | Countrywide Asset-Backed Certificates | 12669HAA7 | Jun 2026 | 205,249 | $195K | 0.05% | ABS-O |
| 282 | FORD MOTOR CREDIT CO LLC | 345397B51 | Jun 2026 | 200,000 | $193K | 0.05% | DBT |
| 283 | UNITED AIR 2024-1 AA PTT | 90932WAA1 | Jun 2026 | 187,949 | $192K | 0.05% | DBT |
| 284 | UMBS, TBA | 01F042681 | Jun 2026 | 200,000 | $191K | 0.05% | ABS-MBS |
| 285 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 61,224,644 | $191K | 0.05% | DE |
| 286 | IndyMac Residential Asset Backed Trust | 43710BAA4 | Jun 2026 | 239,787 | $189K | 0.04% | ABS-O |
| 287 | Government National Mortgage Association | 3618N6HR1 | Jun 2026 | 199,608 | $179K | 0.04% | ABS-MBS |
| 288 | MMIFS RE LTD | 000000000 | Jun 2026 | 250,000 | $178K | 0.04% | DBT |
| 289 | ICE Futures Europe - Financial Products Division | 000000000 | Jun 2026 | 119 | $177K | 0.04% | DIR |
| 290 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $177K | 0.04% | DFE |
| 291 | Countrywide Asset-Backed Certificates | 126697AA9 | Jun 2026 | 180,259 | $177K | 0.04% | ABS-O |
| 292 | CS AT1 CLAIMS US225436AA21 | 000000000 | Jun 2026 | 500,000 | $176K | 0.04% | DBT |
| 293 | Barclays Bank PLC | 000000000 | Jun 2026 | 1 | $170K | 0.04% | DFE |
| 294 | Specialty Underwriting & Residential Finance | 84751PKW8 | Jun 2026 | 171,483 | $167K | 0.04% | ABS-O |
| 295 | Morgan Stanley Capital Services LLC | 000000000 | Jun 2026 | 790,000 | $167K | 0.04% | DCR |
| 296 | Barclays Bank PLC | 000000000 | Jun 2026 | 3,800,000 | $165K | 0.04% | DIR |
| 297 | Countrywide Alternative Loan Trust | 12668AZ65 | Jun 2026 | 241,003 | $164K | 0.04% | ABS-MBS |
| 298 | Fannie Mae | 3140H37E0 | Jun 2026 | 178,161 | $164K | 0.04% | ABS-MBS |
| 299 | Fannie Mae | 3140GUMA2 | Jun 2026 | 176,309 | $163K | 0.04% | ABS-MBS |
| 300 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 10,590,000 | $160K | 0.04% | DIR |
| 301 | Fremont Home Loan Trust | 35729VAA5 | Jun 2026 | 272,715 | $160K | 0.04% | ABS-O |
| 302 | BNP Paribas SA | 000000000 | Jun 2026 | 158,696,360 | $154K | 0.04% | DE |
| 303 | LETRA TESOURO NACIONAL | 000000000 | Jun 2026 | 800,000 | $150K | 0.04% | DBT |
| 304 | Morgan Stanley Capital Services LLC | 000000000 | Jun 2026 | 46,000,000 | $148K | 0.03% | DIR |
| 305 | IndyMac INDX Mortgage Loan Trust | 45660LMG1 | Jun 2026 | 155,410 | $147K | 0.03% | ABS-MBS |
| 306 | Nomura Global Financial Products, Inc. | 000000000 | Jun 2026 | 2,700,000 | $145K | 0.03% | DIR |
| 307 | GSAA Home Equity Trust | 3622ECAF3 | Jun 2026 | 338,375 | $145K | 0.03% | ABS-MBS |
| 308 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 127,280,468 | $145K | 0.03% | DE |
| 309 | Morgan Stanley & Co. International PLC | 000000000 | Jun 2026 | 89,470,540 | $145K | 0.03% | DE |
| 310 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 2,100,000 | $143K | 0.03% | DIR |
| 311 | Nomura Global Financial Products, Inc. | 000000000 | Jun 2026 | 2,700,000 | $140K | 0.03% | DIR |
| 312 | Fannie Mae | 31418CU77 | Jun 2026 | 146,831 | $135K | 0.03% | ABS-MBS |
| 313 | Fannie Mae | 3140JGR64 | Jun 2026 | 146,036 | $135K | 0.03% | ABS-MBS |
| 314 | State of Illinois | 452152FA4 | Jun 2026 | 128,077 | $134K | 0.03% | DBT |
| 315 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 18,780,000 | $128K | 0.03% | DIR |
| 316 | LCH Ltd. | 000000000 | Jun 2026 | 5,500,000 | $127K | 0.03% | DIR |
| 317 | Morgan Stanley Capital Services LLC | 000000000 | Jun 2026 | 47,900,000 | $122K | 0.03% | DIR |
| 318 | Nelnet Student Loan Trust | 64032PAB8 | Jun 2026 | 118,061 | $121K | 0.03% | ABS-O |
| 319 | Nelnet Student Loan Trust | 64032PAA0 | Jun 2026 | 118,061 | $121K | 0.03% | ABS-O |
| 320 | WAMU Mortgage Pass-Through Certificates | 92922F4C9 | Jun 2026 | 125,266 | $119K | 0.03% | ABS-MBS |
| 321 | Research-Driven Pagaya Motor Asset Trust I | 76089EAA1 | Jun 2026 | 117,690 | $118K | 0.03% | ABS-O |
| 322 | Citimortgage Alternative Loan Trust | 12566VAJ1 | Jun 2026 | 136,608 | $117K | 0.03% | ABS-MBS |
| 323 | Bank of America NA | 000000000 | Jun 2026 | 2,000,000 | $115K | 0.03% | DIR |
| 324 | Washington Mutual Mortgage Pass-Through CTFS | 93935HAB3 | Jun 2026 | 452,840 | $114K | 0.03% | ABS-MBS |
| 325 | MortgageIT Trust | 61915RAU0 | Jun 2026 | 113,826 | $114K | 0.03% | ABS-MBS |
| 326 | LCH Ltd. | 000000000 | Jun 2026 | 1,950,000 | $114K | 0.03% | DIR |
| 327 | United States Treasury | 912810UN6 | Jun 2026 | 110,000 | $109K | 0.03% | DBT |
| 328 | Residential Funding Mtg Sec I | 74958XAB0 | Jun 2026 | 125,671 | $109K | 0.03% | ABS-MBS |
| 329 | Morgan Stanley Capital Services LLC | 000000000 | Jun 2026 | 48,000,000 | $108K | 0.03% | DIR |
| 330 | Bank of America NA | 000000000 | Jun 2026 | 43,200,000 | $108K | 0.03% | DIR |
| 331 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 2,100,000 | $107K | 0.03% | DIR |
| 332 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $106K | 0.03% | DFE |
| 333 | Government National Mortgage Association | 36179QUQ2 | Jun 2026 | 104,025 | $106K | 0.03% | ABS-MBS |
| 334 | CS AT1 CLAIMS XS0989394589 | 000000000 | Jun 2026 | 300,000 | $106K | 0.02% | DBT |
| 335 | Fannie Mae | 3140GYJX8 | Jun 2026 | 109,434 | $101K | 0.02% | ABS-MBS |
| 336 | Bank of America NA | 000000000 | Jun 2026 | 2,000,000 | $100K | 0.02% | DIR |
| 337 | Countrywide Home Loans | 12543XAG1 | Jun 2026 | 224,748 | $99K | 0.02% | ABS-MBS |
| 338 | GLP CAPITAL LP / FIN II | 361841AT6 | Jun 2026 | 100,000 | $99K | 0.02% | DBT |
| 339 | Barclays Bank PLC | 000000000 | Jun 2026 | 1 | $95K | 0.02% | DFE |
| 340 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 8,900,000 | $95K | 0.02% | DIR |
| 341 | Citibank NA | 000000000 | Jun 2026 | 1 | $94K | 0.02% | DFE |
| 342 | Countrywide Home Loans | 12544AAW5 | Jun 2026 | 220,394 | $94K | 0.02% | ABS-MBS |
| 343 | Societe Generale SA | 000000000 | Jun 2026 | 1 | $93K | 0.02% | DFE |
| 344 | Intercontinental Exchange, Inc. | 000000000 | Jun 2026 | 1,108,800 | $90K | 0.02% | DCR |
| 345 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 3,630,662 | $88K | 0.02% | DE |
| 346 | Research-Driven Pagaya Motor Asset Trust I | 76088LAA6 | Jun 2026 | 87,046 | $87K | 0.02% | ABS-O |
| 347 | Renaissance Home Equity Loan Trust | 75971FAD5 | Jun 2026 | 221,229 | $86K | 0.02% | ABS-MBS |
| 348 | Chase Mortgage Finance Corporation | 16163CAN2 | Jun 2026 | 99,343 | $85K | 0.02% | ABS-MBS |
| 349 | American Home Mortgage Assets | 026935AH9 | Jun 2026 | 90,757 | $83K | 0.02% | ABS-MBS |
| 350 | First Franklin Mtg Loan Asset Backed Certificates | 32027GAE6 | Jun 2026 | 87,254 | $82K | 0.02% | ABS-O |
| 351 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 3,040,000 | $82K | 0.02% | DIR |
| 352 | State Street Bank & Trust Co. | 000000000 | Jun 2026 | 1 | $82K | 0.02% | DFE |
| 353 | Impac CMB Trust | 45254NLJ4 | Jun 2026 | 80,708 | $80K | 0.02% | ABS-MBS |
| 354 | WAMU Mortgage Pass-Through Certificates | 92927XAE4 | Jun 2026 | 85,025 | $78K | 0.02% | ABS-MBS |
| 355 | WAMU Mortgage Pass-Through Certificates | 92927XAC8 | Jun 2026 | 88,057 | $77K | 0.02% | ABS-MBS |
| 356 | Starwood Mortgage Residential Trust | 85573MAA7 | Jun 2026 | 78,197 | $77K | 0.02% | ABS-MBS |
| 357 | BONOS TESORERIA PESOS | 000000000 | Jun 2026 | 70,000,000 | $76K | 0.02% | DBT |
| 358 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 4,874,450,000 | $74K | 0.02% | DIR |
| 359 | Lehman Mortgage Trust | 52520QAB0 | Jun 2026 | 166,926 | $74K | 0.02% | ABS-MBS |
| 360 | Bank of America NA | 000000000 | Jun 2026 | 1,300,000 | $73K | 0.02% | DIR |
| 361 | Bank of America NA | 000000000 | Jun 2026 | 1,300,000 | $73K | 0.02% | DIR |
| 362 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $72K | 0.02% | DFE |
| 363 | GSAA Home Equity Trust | 362375AD9 | Jun 2026 | 332,413 | $72K | 0.02% | ABS-MBS |
| 364 | Morgan Stanley Capital Services LLC | 000000000 | Jun 2026 | 1,300,000 | $71K | 0.02% | DIR |
| 365 | Morgan Stanley Capital Services LLC | 000000000 | Jun 2026 | 1,300,000 | $66K | 0.02% | DIR |
| 366 | Bank of America NA | 000000000 | Jun 2026 | 1,300,000 | $66K | 0.02% | DIR |
| 367 | Freddie Mac | 3132LAY63 | Jun 2026 | 69,167 | $66K | 0.02% | ABS-MBS |
| 368 | ASX Clear (Futures) | 000000000 | Jun 2026 | 61 | $66K | 0.02% | DIR |
| 369 | Chicago Board of Trade | 000000000 | Jun 2026 | -56 | $65K | 0.02% | DIR |
| 370 | Bank of America NA | 000000000 | Jun 2026 | 1,300,000 | $64K | 0.02% | DIR |
| 371 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 5,038,350,000 | $64K | 0.02% | DIR |
| 372 | Australia & New Zealand Banking Group Ltd. | 000000000 | Jun 2026 | 1 | $63K | 0.01% | DFE |
| 373 | GSAMP Trust | 3622MGAC2 | Jun 2026 | 127,301 | $63K | 0.01% | ABS-O |
| 374 | LCH Ltd. | 000000000 | Jun 2026 | 16,720,000 | $62K | 0.01% | DIR |
| 375 | State of Illinois | 452152BM2 | Jun 2026 | 58,846 | $62K | 0.01% | DBT |
| 376 | Bear Stearns Alt-A Trust | 073871AE5 | Jun 2026 | 65,222 | $59K | 0.01% | ABS-MBS |
| 377 | GSAA Home Equity Trust | 362334GR9 | Jun 2026 | 181,263 | $57K | 0.01% | ABS-MBS |
| 378 | MASTR Asset Securitization Trust | 55274QBB0 | Jun 2026 | 105,858 | $56K | 0.01% | ABS-MBS |
| 379 | Banco Santander SA | 000000000 | Jun 2026 | 1 | $55K | 0.01% | DFE |
| 380 | American Home Mortgage Assets | 02660LAA8 | Jun 2026 | 110,001 | $55K | 0.01% | ABS-MBS |
| 381 | Centex Home Equity | 152314JV3 | Jun 2026 | 54,767 | $54K | 0.01% | ABS-MBS |
| 382 | LCH Ltd. | 000000000 | Jun 2026 | 6,300,000 | $51K | 0.01% | DIR |
| 383 | LCH Ltd. | 000000000 | Jun 2026 | 8,000,000 | $51K | 0.01% | DIR |
| 384 | JP Morgan Mortgage Trust | 46632TAA3 | Jun 2026 | 54,679 | $51K | 0.01% | ABS-MBS |
| 385 | Citibank NA | 000000000 | Jun 2026 | 1 | $51K | 0.01% | DFE |
| 386 | Residential Asset Securities Corporation | 76110WRT5 | Jun 2026 | 51,746 | $50K | 0.01% | ABS-MBS |
| 387 | Residential Accredit Loans, Inc. | 74923HAL5 | Jun 2026 | 59,780 | $50K | 0.01% | ABS-MBS |
| 388 | LCH Ltd. | 000000000 | Jun 2026 | 5,200,000 | $50K | 0.01% | DIR |
| 389 | Government National Mortgage Association | 38380VEU1 | Jun 2026 | 49,774 | $49K | 0.01% | ABS-MBS |
| 390 | Washington Mutual Mortgage Pass-Through CTFS | 93934FMN9 | Jun 2026 | 51,108 | $48K | 0.01% | ABS-MBS |
| 391 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 2,120,000 | $44K | 0.01% | DIR |
| 392 | Eurex Deutschland | 000000000 | Jun 2026 | 37 | $44K | 0.01% | DIR |
| 393 | Sequoia Mortgage Trust | 81744HAH6 | Jun 2026 | 66,986 | $44K | 0.01% | ABS-MBS |
| 394 | WAMU Mortgage Pass-Through Certificates | 92925CDA7 | Jun 2026 | 46,704 | $43K | 0.01% | ABS-MBS |
| 395 | Fannie Mae | 31411EMM6 | Jun 2026 | 41,662 | $43K | 0.01% | ABS-MBS |
| 396 | Fannie Mae | 3140H5LJ8 | Jun 2026 | 46,472 | $43K | 0.01% | ABS-MBS |
| 397 | Fannie Mae | 31418CS47 | Jun 2026 | 46,014 | $42K | 0.01% | ABS-MBS |
| 398 | Countrywide Alternative Loan Trust | 12668AFH3 | Jun 2026 | 78,600 | $42K | 0.01% | ABS-MBS |
| 399 | Fannie Mae | 3138E0LC1 | Jun 2026 | 41,910 | $42K | 0.01% | ABS-MBS |
| 400 | EGYPT TREASURY BILL | 000000000 | Jun 2026 | 2,175,000 | $42K | 0.01% | STIV |
| 401 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 1,804,000 | $41K | 0.01% | DIR |
| 402 | Deutsche Bank AG | 000000000 | Jun 2026 | 11,300,000 | $41K | 0.01% | DIR |
| 403 | Deutsche Bank AG | 000000000 | Jun 2026 | 11,300,000 | $41K | 0.01% | DIR |
| 404 | Citibank NA | 000000000 | Jun 2026 | 1 | $40K | 0.01% | DFE |
| 405 | Thornburg Mortgage Securities Trust | 885220GF4 | Jun 2026 | 39,563 | $39K | 0.01% | ABS-MBS |
| 406 | Fannie Mae | 31418CUA0 | Jun 2026 | 42,387 | $39K | 0.01% | ABS-MBS |
| 407 | Nomura Home Equity Loan Inc | 65535AAA2 | Jun 2026 | 237,252 | $39K | 0.01% | ABS-MBS |
| 408 | Fannie Mae | 3140H5MP3 | Jun 2026 | 42,241 | $39K | 0.01% | ABS-MBS |
| 409 | Citigroup Mortgage Loan Trust Inc | 17309BAL1 | Jun 2026 | 80,344 | $39K | 0.01% | ABS-O |
| 410 | Fannie Mae | 3140H4B45 | Jun 2026 | 42,156 | $39K | 0.01% | ABS-MBS |
| 411 | Fannie Mae | 31418CV27 | Jun 2026 | 42,037 | $39K | 0.01% | ABS-MBS |
| 412 | LCH Ltd. | 000000000 | Jun 2026 | 5,660,000 | $38K | 0.01% | DIR |
| 413 | Bank of America NA | 000000000 | Jun 2026 | 9,500,000 | $38K | 0.01% | DIR |
| 414 | Barclays Bank PLC | 000000000 | Jun 2026 | 1 | $37K | 0.01% | DFE |
| 415 | Bank of America NA | 000000000 | Jun 2026 | 38,200,000 | $37K | 0.01% | DIR |
| 416 | Fannie Mae | 3140Q9HE6 | Jun 2026 | 39,471 | $37K | 0.01% | ABS-MBS |
| 417 | Citibank NA | 000000000 | Jun 2026 | 1 | $35K | 0.01% | DFE |
| 418 | Fannie Mae | 31418CWS9 | Jun 2026 | 37,504 | $34K | 0.01% | ABS-MBS |
| 419 | Deutsche Bank AG | 000000000 | Jun 2026 | 1 | $34K | 0.01% | DFE |
| 420 | Fannie Mae | 31418CYL2 | Jun 2026 | 36,607 | $34K | 0.01% | ABS-MBS |
| 421 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $33K | 0.01% | DFE |
| 422 | Fannie Mae | 3138ELCT8 | Jun 2026 | 31,561 | $33K | 0.01% | ABS-MBS |
| 423 | Goldman Sachs & Co. LLC | 000000000 | Jun 2026 | 34,200,000 | $33K | 0.01% | DIR |
| 424 | Fannie Mae | 3140H5MJ7 | Jun 2026 | 35,332 | $32K | 0.01% | ABS-MBS |
| 425 | Morgan Stanley Mortgage Loan Trust | 61749WAP2 | Jun 2026 | 82,613 | $32K | 0.01% | ABS-MBS |
| 426 | Fannie Mae | 3140H1FD7 | Jun 2026 | 34,098 | $31K | 0.01% | ABS-MBS |
| 427 | Countrywide Alternative Loan Trust | 02151GAK3 | Jun 2026 | 99,487 | $31K | 0.01% | ABS-MBS |
| 428 | Fannie Mae | 31418CXM1 | Jun 2026 | 33,860 | $31K | 0.01% | ABS-MBS |
| 429 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 1,800,000 | $31K | 0.01% | DIR |
| 430 | WAMU Mortgage Pass-Through Certificates | 939336V91 | Jun 2026 | 30,987 | $30K | 0.01% | ABS-MBS |
| 431 | Fannie Mae | 3140HBJZ2 | Jun 2026 | 32,369 | $30K | 0.01% | ABS-MBS |
| 432 | Bank of America NA | 000000000 | Jun 2026 | 9,100,000 | $30K | 0.01% | DIR |
| 433 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 4,490,000 | $29K | 0.01% | DIR |
| 434 | Fannie Mae | 3140GRAN4 | Jun 2026 | 30,838 | $28K | 0.01% | ABS-MBS |
| 435 | Fannie Mae | 3140H5NN7 | Jun 2026 | 29,706 | $27K | 0.01% | ABS-MBS |
| 436 | Thornburg Mortgage Securities Trust | 885220EW9 | Jun 2026 | 27,041 | $27K | 0.01% | ABS-MBS |
| 437 | Banco Santander SA | 000000000 | Jun 2026 | 1 | $24K | 0.01% | DFE |
| 438 | Fannie Mae | 3140H5LT6 | Jun 2026 | 26,220 | $24K | 0.01% | ABS-MBS |
| 439 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 2,330,000 | $23K | 0.01% | DIR |
| 440 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $23K | 0.01% | DFE |
| 441 | JP Morgan Mortgage Acquisition Corp | 46629QAW6 | Jun 2026 | 22,160 | $22K | 0.01% | ABS-O |
| 442 | Residential Accredit Loans, Inc. | 74922KAA3 | Jun 2026 | 26,120 | $22K | 0.01% | ABS-MBS |
| 443 | BNP Paribas SA | 000000000 | Jun 2026 | 6,400,000 | $21K | 0.01% | DIR |
| 444 | Citibank NA | 000000000 | Jun 2026 | 1 | $21K | 0.01% | DFE |
| 445 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $21K | 0.01% | DFE |
| 446 | Countrywide Alternative Loan Trust | 12668BZM8 | Jun 2026 | 45,487 | $21K | 0.00% | ABS-MBS |
| 447 | Morgan Stanley Bank NA | 000000000 | Jun 2026 | 11,500,000 | $21K | 0.00% | DIR |
| 448 | Upstart Structured Pass-Through Trust | 91680YAY7 | Jun 2026 | 20,757 | $21K | 0.00% | ABS-O |
| 449 | Fannie Mae | 31406DAN6 | Jun 2026 | 20,231 | $21K | 0.00% | ABS-MBS |
| 450 | Deutsche Alt-A Securities INC Mortgage Loan Trust | 251510DG5 | Jun 2026 | 21,057 | $20K | 0.00% | ABS-MBS |
| 451 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $19K | 0.00% | DFE |
| 452 | Bank of America NA | 000000000 | Jun 2026 | 10,500,000 | $19K | 0.00% | DIR |
| 453 | Fannie Mae | 3140HE7E6 | Jun 2026 | 20,063 | $18K | 0.00% | ABS-MBS |
| 454 | Structured Adjustable Rate Mortgage Loan Trust | 863579V47 | Jun 2026 | 22,869 | $18K | 0.00% | ABS-MBS |
| 455 | Fannie Mae | 31418MQP0 | Jun 2026 | 17,623 | $18K | 0.00% | ABS-MBS |
| 456 | Goldman Sachs & Co. LLC | 000000000 | Jun 2026 | 10,200,000 | $18K | 0.00% | DIR |
| 457 | Barclays Bank PLC | 000000000 | Jun 2026 | 1 | $18K | 0.00% | DFE |
| 458 | Goldman Sachs & Co. LLC | 000000000 | Jun 2026 | 7,100,000 | $18K | 0.00% | DIR |
| 459 | Fannie Mae | 3140H5N64 | Jun 2026 | 19,219 | $18K | 0.00% | ABS-MBS |
| 460 | Fannie Mae | 3138X0BT4 | Jun 2026 | 17,988 | $17K | 0.00% | ABS-MBS |
| 461 | PIMCO PRV SHORT TERM FLT III | 72201W154 | Jun 2026 | 1,687 | $16K | 0.00% | STIV |
| 462 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $16K | 0.00% | DFE |
| 463 | GSPA MONETIZATION TRUST | 36298GAA7 | Jun 2026 | 16,034 | $16K | 0.00% | DBT |
| 464 | Small Business Administration Participation Certs | 83162CRY1 | Jun 2026 | 15,822 | $16K | 0.00% | ABS-O |
| 465 | Merrill Lynch Alternative Note Asset | 59023YAG9 | Jun 2026 | 52,393 | $16K | 0.00% | ABS-MBS |
| 466 | Fannie Mae | 31411KW66 | Jun 2026 | 15,108 | $16K | 0.00% | ABS-MBS |
| 467 | Fanniemae-Aces | 3136BBAR3 | Jun 2026 | 387,469 | $16K | 0.00% | ABS-MBS |
| 468 | Fannie Mae | 3138EKWM3 | Jun 2026 | 14,668 | $16K | 0.00% | ABS-MBS |
| 469 | Freddie Mac | 3128M7V60 | Jun 2026 | 14,160 | $15K | 0.00% | ABS-MBS |
| 470 | Deutsche Bank AG | 000000000 | Jun 2026 | 12,100,000 | $15K | 0.00% | DIR |
| 471 | Banco Santander SA | 000000000 | Jun 2026 | 1 | $14K | 0.00% | DFE |
| 472 | Fannie Mae | 3140H5M32 | Jun 2026 | 15,090 | $14K | 0.00% | ABS-MBS |
| 473 | Fannie Mae | 3140GTX70 | Jun 2026 | 14,617 | $14K | 0.00% | ABS-MBS |
| 474 | Citibank NA | 000000000 | Jun 2026 | 1 | $13K | 0.00% | DFE |
| 475 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $13K | 0.00% | DFE |
| 476 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $13K | 0.00% | DFE |
| 477 | WAMU Mortgage Pass-Through Certificates | 92922F3L0 | Jun 2026 | 14,305 | $13K | 0.00% | ABS-MBS |
| 478 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $13K | 0.00% | DFE |
| 479 | Fannie Mae | 3138EKHM0 | Jun 2026 | 13,692 | $13K | 0.00% | ABS-MBS |
| 480 | Bank of America NA | 000000000 | Jun 2026 | 1 | $13K | 0.00% | DFE |
| 481 | Bank of America NA | 000000000 | Jun 2026 | 9,200,000 | $13K | 0.00% | DIR |
| 482 | Fannie Mae | 31411AFF7 | Jun 2026 | 12,183 | $13K | 0.00% | ABS-MBS |
| 483 | Structured Adjustable Rate Mortgage Loan Trust | 863579VV7 | Jun 2026 | 24,816 | $12K | 0.00% | ABS-MBS |
| 484 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $12K | 0.00% | DFE |
| 485 | Barclays Bank PLC | 000000000 | Jun 2026 | 1 | $12K | 0.00% | DFE |
| 486 | Australia & New Zealand Banking Group Ltd. | 000000000 | Jun 2026 | 1 | $11K | 0.00% | DFE |
| 487 | Standard Chartered Bank | 000000000 | Jun 2026 | 1 | $11K | 0.00% | DFE |
| 488 | Citibank NA | 000000000 | Jun 2026 | 1 | $11K | 0.00% | DFE |
| 489 | Barclays Bank PLC | 000000000 | Jun 2026 | 1 | $11K | 0.00% | DFE |
| 490 | Citibank NA | 000000000 | Jun 2026 | 1 | $11K | 0.00% | DFE |
| 491 | LCH Ltd. | 000000000 | Jun 2026 | 500,000 | $11K | 0.00% | DIR |
| 492 | Fannie Mae | 31411G3F7 | Jun 2026 | 9,967 | $10K | 0.00% | ABS-MBS |
| 493 | Bear Stearns Alt-A Trust | 07386HSZ5 | Jun 2026 | 10,619 | $10K | 0.00% | ABS-MBS |
| 494 | Nomura Asset Acceptance Corporation | 65535VLL0 | Jun 2026 | 21,834 | $10K | 0.00% | ABS-MBS |
| 495 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $10K | 0.00% | DFE |
| 496 | WAMU Mortgage Pass-Through Certificates | 92925CBA9 | Jun 2026 | 9,356 | $9K | 0.00% | ABS-MBS |
| 497 | Citibank NA | 000000000 | Jun 2026 | 1 | $9K | 0.00% | DFE |
| 498 | Goldman Sachs & Co. LLC | 000000000 | Jun 2026 | 21,900,000 | $9K | 0.00% | DIR |
| 499 | LCH Ltd. | 000000000 | Jun 2026 | 26,600,000 | $9K | 0.00% | DIR |
| 500 | Banco Santander SA | 000000000 | Jun 2026 | 1 | $9K | 0.00% | DFE |
| 501 | Morgan Stanley & Co. International PLC | 000000000 | Jun 2026 | 1 | $9K | 0.00% | DFE |
| 502 | Citibank NA | 000000000 | Jun 2026 | 1 | $9K | 0.00% | DFE |
| 503 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $9K | 0.00% | DFE |
| 504 | Societe Generale SA | 000000000 | Jun 2026 | 1 | $9K | 0.00% | DFE |
| 505 | LCH Ltd. | 000000000 | Jun 2026 | 1,400,000 | $9K | 0.00% | DIR |
| 506 | Australia & New Zealand Banking Group Ltd. | 000000000 | Jun 2026 | 1 | $9K | 0.00% | DFE |
| 507 | Morgan Stanley Capital Services LLC | 000000000 | Jun 2026 | 5,300,000 | $8K | 0.00% | DIR |
| 508 | Citibank NA | 000000000 | Jun 2026 | 1 | $8K | 0.00% | DFE |
| 509 | Chicago Board of Trade | 000000000 | Jun 2026 | 60 | $8K | 0.00% | DIR |
| 510 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $8K | 0.00% | DFE |
| 511 | Residential Accredit Loans, Inc. | 75115LAA5 | Jun 2026 | 8,408 | $8K | 0.00% | ABS-MBS |
| 512 | Nomura Global Financial Products, Inc. | 000000000 | Jun 2026 | 1 | $8K | 0.00% | DFE |
| 513 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $8K | 0.00% | DFE |
| 514 | LCH Ltd. | 000000000 | Jun 2026 | 200,000 | $8K | 0.00% | DIR |
| 515 | Citigroup Mortgage Loan Trust Inc | 17313QAL2 | Jun 2026 | 8,303 | $8K | 0.00% | ABS-MBS |
| 516 | Barclays Bank PLC | 000000000 | Jun 2026 | 1 | $8K | 0.00% | DFE |
| 517 | Societe Generale SA | 000000000 | Jun 2026 | 1 | $8K | 0.00% | DFE |
| 518 | LCH Ltd. | 000000000 | Jun 2026 | 200,000 | $8K | 0.00% | DIR |
| 519 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $8K | 0.00% | DFE |
| 520 | LCH Ltd. | 000000000 | Jun 2026 | 400,000 | $8K | 0.00% | DIR |
| 521 | LCH Ltd. | 000000000 | Jun 2026 | 200,000 | $8K | 0.00% | DIR |
| 522 | Morgan Stanley Bank NA | 000000000 | Jun 2026 | 6,700,000 | $7K | 0.00% | DIR |
| 523 | EGYPT TREASURY BILL | 000000000 | Jun 2026 | 375,000 | $7K | 0.00% | STIV |
| 524 | Bank of America NA | 000000000 | Jun 2026 | 4,600,000 | $7K | 0.00% | DIR |
| 525 | Fannie Mae | 31411GP71 | Jun 2026 | 6,615 | $7K | 0.00% | ABS-MBS |
| 526 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $7K | 0.00% | DFE |
| 527 | Fannie Mae | 31419AHX8 | Jun 2026 | 6,401 | $7K | 0.00% | ABS-MBS |
| 528 | Fannie Mae | 31418CKG8 | Jun 2026 | 7,136 | $7K | 0.00% | ABS-MBS |
| 529 | LCH Ltd. | 000000000 | Jun 2026 | 300,000 | $6K | 0.00% | DIR |
| 530 | LCH Ltd. | 000000000 | Jun 2026 | 200,000 | $6K | 0.00% | DIR |
| 531 | LCH Ltd. | 000000000 | Jun 2026 | 200,000 | $6K | 0.00% | DIR |
| 532 | LCH Ltd. | 000000000 | Jun 2026 | 300,000 | $6K | 0.00% | DIR |
| 533 | Bank of America NA | 000000000 | Jun 2026 | 1 | $6K | 0.00% | DFE |
| 534 | Fannie Mae | 31414NBW3 | Jun 2026 | 5,782 | $6K | 0.00% | ABS-MBS |
| 535 | Fannie Mae | 3140H3ZT6 | Jun 2026 | 6,470 | $6K | 0.00% | ABS-MBS |
| 536 | LCH Ltd. | 000000000 | Jun 2026 | 200,000 | $6K | 0.00% | DIR |
| 537 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $6K | 0.00% | DFE |
| 538 | Standard Chartered Bank | 000000000 | Jun 2026 | 1 | $6K | 0.00% | DFE |
| 539 | Citibank NA | 000000000 | Jun 2026 | 1 | $6K | 0.00% | DFE |
| 540 | LCH Ltd. | 000000000 | Jun 2026 | 200,000 | $6K | 0.00% | DIR |
| 541 | Fannie Mae | 31411XMC6 | Jun 2026 | 5,394 | $6K | 0.00% | ABS-MBS |
| 542 | Fannie Mae | 3140H1FV7 | Jun 2026 | 6,066 | $6K | 0.00% | ABS-MBS |
| 543 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $6K | 0.00% | DFE |
| 544 | MLCC Mortgage Investors Inc | 59020UVJ1 | Jun 2026 | 5,977 | $5K | 0.00% | ABS-MBS |
| 545 | LCH Ltd. | 000000000 | Jun 2026 | 700,000 | $5K | 0.00% | DIR |
| 546 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $5K | 0.00% | DFE |
| 547 | Fannie Mae | 3140GYGZ6 | Jun 2026 | 5,722 | $5K | 0.00% | ABS-MBS |
| 548 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $5K | 0.00% | DFE |
| 549 | Bank of America NA | 000000000 | Jun 2026 | 10,100,000 | $5K | 0.00% | DIR |
| 550 | Fannie Mae | 3140H5LQ2 | Jun 2026 | 5,653 | $5K | 0.00% | ABS-MBS |
| 551 | Fannie Mae | 31411E3U9 | Jun 2026 | 4,874 | $5K | 0.00% | ABS-MBS |
| 552 | Citibank NA | 000000000 | Jun 2026 | 1 | $5K | 0.00% | DFE |
| 553 | LCH Ltd. | 000000000 | Jun 2026 | 300,000 | $5K | 0.00% | DIR |
| 554 | AVOLON HOLDINGS FNDG LTD | 05401AAR2 | Jun 2026 | 5,000 | $5K | 0.00% | DBT |
| 555 | Citibank NA | 000000000 | Jun 2026 | 1 | $5K | 0.00% | DFE |
| 556 | Fannie Mae | 31411W4N4 | Jun 2026 | 4,677 | $5K | 0.00% | ABS-MBS |
| 557 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $5K | 0.00% | DFE |
| 558 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $5K | 0.00% | DFE |
| 559 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $5K | 0.00% | DFE |
| 560 | Goldman Sachs & Co. LLC | 000000000 | Jun 2026 | 1,700,000 | $5K | 0.00% | DIR |
| 561 | JP Morgan Mortgage Trust | 466247ZP1 | Jun 2026 | 10,902 | $5K | 0.00% | ABS-MBS |
| 562 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $5K | 0.00% | DFE |
| 563 | Deutsche Bank AG | 000000000 | Jun 2026 | 1 | $5K | 0.00% | DFE |
| 564 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $5K | 0.00% | DFE |
| 565 | Citibank NA | 000000000 | Jun 2026 | 1 | $5K | 0.00% | DFE |
| 566 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $5K | 0.00% | DFE |
| 567 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $5K | 0.00% | DFE |
| 568 | Citibank NA | 000000000 | Jun 2026 | 1 | $5K | 0.00% | DFE |
| 569 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $4K | 0.00% | DFE |
| 570 | Fannie Mae | 31404RUM7 | Jun 2026 | 4,353 | $4K | 0.00% | ABS-MBS |
| 571 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $4K | 0.00% | DFE |
| 572 | LCH Ltd. | 000000000 | Jun 2026 | 100,000 | $4K | 0.00% | DIR |
| 573 | Barclays Bank PLC | 000000000 | Jun 2026 | 1 | $4K | 0.00% | DFE |
| 574 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $4K | 0.00% | DFE |
| 575 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $4K | 0.00% | DFE |
| 576 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $4K | 0.00% | DFE |
| 577 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $4K | 0.00% | DFE |
| 578 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $4K | 0.00% | DFE |
| 579 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $4K | 0.00% | DFE |
| 580 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $4K | 0.00% | DFE |
| 581 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 9,460,000 | $4K | 0.00% | DIR |
| 582 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $4K | 0.00% | DFE |
| 583 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $3K | 0.00% | DFE |
| 584 | Barclays Bank PLC | 000000000 | Jun 2026 | 1 | $3K | 0.00% | DFE |
| 585 | Merrill Lynch Pierce Fenner & Smith, Inc. | 000000000 | Jun 2026 | 45 | $3K | 0.00% | DCO |
| 586 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $3K | 0.00% | DFE |
| 587 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $3K | 0.00% | DFE |
| 588 | Fannie Mae | 3140H6CT4 | Jun 2026 | 3,541 | $3K | 0.00% | ABS-MBS |
| 589 | Standard Chartered Bank | 000000000 | Jun 2026 | 1 | $3K | 0.00% | DFE |
| 590 | LCH Ltd. | 000000000 | Jun 2026 | 400,000 | $3K | 0.00% | DIR |
| 591 | LCH Ltd. | 000000000 | Jun 2026 | 300,000 | $3K | 0.00% | DIR |
| 592 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $3K | 0.00% | DFE |
| 593 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $3K | 0.00% | DFE |
| 594 | LCH Ltd. | 000000000 | Jun 2026 | 400,000 | $3K | 0.00% | DIR |
| 595 | LCH Ltd. | 000000000 | Jun 2026 | 200,000 | $3K | 0.00% | DIR |
| 596 | Nomura Global Financial Products, Inc. | 000000000 | Jun 2026 | 1 | $3K | 0.00% | DFE |
| 597 | Nomura Global Financial Products, Inc. | 000000000 | Jun 2026 | 1 | $3K | 0.00% | DFE |
| 598 | Citibank NA | 000000000 | Jun 2026 | 1 | $3K | 0.00% | DFE |
| 599 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $3K | 0.00% | DFE |
| 600 | Morgan Stanley Bank NA | 000000000 | Jun 2026 | 1,700,000 | $3K | 0.00% | DIR |
| 601 | Deutsche Bank AG | 000000000 | Jun 2026 | 1 | $3K | 0.00% | DFE |
| 602 | Citibank NA | 000000000 | Jun 2026 | 1 | $3K | 0.00% | DFE |
| 603 | State Street Bank & Trust Co. | 000000000 | Jun 2026 | 1 | $3K | 0.00% | DFE |
| 604 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $3K | 0.00% | DFE |
| 605 | Goldman Sachs & Co. LLC | 000000000 | Jun 2026 | 1,000,000 | $3K | 0.00% | DIR |
| 606 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $3K | 0.00% | DFE |
| 607 | Societe Generale SA | 000000000 | Jun 2026 | 1 | $3K | 0.00% | DFE |
| 608 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $3K | 0.00% | DFE |
| 609 | Wells Fargo Mortgage Backed Securities Trust | 94984GAD9 | Jun 2026 | 2,685 | $3K | 0.00% | ABS-MBS |
| 610 | Goldman Sachs & Co. LLC | 000000000 | Jun 2026 | 2,000,000 | $3K | 0.00% | DIR |
| 611 | LCH Ltd. | 000000000 | Jun 2026 | 200,000 | $3K | 0.00% | DIR |
| 612 | Citibank NA | 000000000 | Jun 2026 | 1,500,000 | $3K | 0.00% | DIR |
| 613 | LCH Ltd. | 000000000 | Jun 2026 | 200,000 | $3K | 0.00% | DIR |
| 614 | Citibank NA | 000000000 | Jun 2026 | 1 | $3K | 0.00% | DFE |
| 615 | Citibank NA | 000000000 | Jun 2026 | 1 | $3K | 0.00% | DFE |
| 616 | Citibank NA | 000000000 | Jun 2026 | 1 | $3K | 0.00% | DFE |
| 617 | Citibank NA | 000000000 | Jun 2026 | 1 | $3K | 0.00% | DFE |
| 618 | Bank of America NA | 000000000 | Jun 2026 | 1,300,000 | $2K | 0.00% | DIR |
| 619 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $2K | 0.00% | DFE |
| 620 | Bank of America NA | 000000000 | Jun 2026 | 1 | $2K | 0.00% | DFE |
| 621 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $2K | 0.00% | DFE |
| 622 | LCH Ltd. | 000000000 | Jun 2026 | 600,000 | $2K | 0.00% | DIR |
| 623 | Citibank NA | 000000000 | Jun 2026 | 1 | $2K | 0.00% | DFE |
| 624 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $2K | 0.00% | DFE |
| 625 | LCH Ltd. | 000000000 | Jun 2026 | 300,000 | $2K | 0.00% | DIR |
| 626 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $2K | 0.00% | DFE |
| 627 | LCH Ltd. | 000000000 | Jun 2026 | 800,000 | $2K | 0.00% | DIR |
| 628 | Fannie Mae | 31403DSK6 | Jun 2026 | 2,191 | $2K | 0.00% | ABS-MBS |
| 629 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $2K | 0.00% | DFE |
| 630 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $2K | 0.00% | DFE |
| 631 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $2K | 0.00% | DFE |
| 632 | UBS AG | 000000000 | Jun 2026 | 1 | $2K | 0.00% | DFE |
| 633 | Morgan Stanley Bank NA | 000000000 | Jun 2026 | 1,300,000 | $2K | 0.00% | DIR |
| 634 | LCH Ltd. | 000000000 | Jun 2026 | 200,000 | $2K | 0.00% | DIR |
| 635 | TURKIYE GOVERNMENT BOND | 000000000 | Jun 2026 | 100,000 | $2K | 0.00% | DBT |
| 636 | Barclays Bank PLC | 000000000 | Jun 2026 | 1 | $2K | 0.00% | DFE |
| 637 | Fannie Mae | 31411WA31 | Jun 2026 | 2,031 | $2K | 0.00% | ABS-MBS |
| 638 | Intercontinental Exchange, Inc. | 000000000 | Jun 2026 | 644,000 | $2K | 0.00% | DCR |
| 639 | Bank of America NA | 000000000 | Jun 2026 | 1 | $2K | 0.00% | DFE |
| 640 | Barclays Bank PLC | 000000000 | Jun 2026 | 1 | $2K | 0.00% | DFE |
| 641 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $2K | 0.00% | DFE |
| 642 | Citibank NA | 000000000 | Jun 2026 | 1 | $2K | 0.00% | DFE |
| 643 | Fannie Mae | 3140HAQL7 | Jun 2026 | 2,167 | $2K | 0.00% | ABS-MBS |
| 644 | Small Business Administration Participation Certs | 83162CRR6 | Jun 2026 | 1,988 | $2K | 0.00% | ABS-O |
| 645 | Fannie Mae | 31411HND8 | Jun 2026 | 1,891 | $2K | 0.00% | ABS-MBS |
| 646 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $2K | 0.00% | DFE |
| 647 | Societe Generale SA | 000000000 | Jun 2026 | 1 | $2K | 0.00% | DFE |
| 648 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $2K | 0.00% | DFE |
| 649 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $2K | 0.00% | DFE |
| 650 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $2K | 0.00% | DFE |
| 651 | Barclays Bank PLC | 000000000 | Jun 2026 | 1 | $2K | 0.00% | DFE |
| 652 | Chicago Board of Trade | 000000000 | Jun 2026 | 1 | $2K | 0.00% | DIR |
| 653 | State Street Bank & Trust Co. | 000000000 | Jun 2026 | 1 | $2K | 0.00% | DFE |
| 654 | LCH Ltd. | 000000000 | Jun 2026 | 300,000 | $2K | 0.00% | DIR |
| 655 | LCH Ltd. | 000000000 | Jun 2026 | 200,000 | $2K | 0.00% | DIR |
| 656 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $2K | 0.00% | DFE |
| 657 | Bank of America NA | 000000000 | Jun 2026 | 600,000 | $2K | 0.00% | DIR |
| 658 | Deutsche Bank AG | 000000000 | Jun 2026 | 1 | $2K | 0.00% | DFE |
| 659 | Nomura Global Financial Products, Inc. | 000000000 | Jun 2026 | 1 | $2K | 0.00% | DFE |
| 660 | Citibank NA | 000000000 | Jun 2026 | 1 | $2K | 0.00% | DFE |
| 661 | Morgan Stanley Bank NA | 000000000 | Jun 2026 | 600,000 | $2K | 0.00% | DIR |
| 662 | Citibank NA | 000000000 | Jun 2026 | 1 | $1K | 0.00% | DFE |
| 663 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $1K | 0.00% | DFE |
| 664 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $1K | 0.00% | DFE |
| 665 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $1K | 0.00% | DFE |
| 666 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $1K | 0.00% | DFE |
| 667 | ICE Futures Europe - Financial Products Division | 000000000 | Jun 2026 | -4 | $1K | 0.00% | DIR |
| 668 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $1K | 0.00% | DFE |
| 669 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $1K | 0.00% | DFE |
| 670 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $1K | 0.00% | DFE |
| 671 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $1K | 0.00% | DFE |
| 672 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $1K | 0.00% | DFE |
| 673 | LCH Ltd. | 000000000 | Jun 2026 | 200,000 | $1K | 0.00% | DIR |
| 674 | LCH Ltd. | 000000000 | Jun 2026 | 100,000 | $1K | 0.00% | DIR |
| 675 | Barclays Bank PLC | 000000000 | Jun 2026 | 1 | $1K | 0.00% | DFE |
| 676 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $1K | 0.00% | DFE |
| 677 | Towd Point Mortgage Trust | 89176EAA8 | Jun 2026 | 1,270 | $1K | 0.00% | ABS-MBS |
| 678 | LCH Ltd. | 000000000 | Jun 2026 | 200,000 | $1K | 0.00% | DIR |
| 679 | Fannie Mae | 31410PZE6 | Jun 2026 | 1,165 | $1K | 0.00% | ABS-MBS |
| 680 | Standard Chartered Bank | 000000000 | Jun 2026 | 1 | $1K | 0.00% | DFE |
| 681 | Standard Chartered Bank | 000000000 | Jun 2026 | 1 | $1K | 0.00% | DFE |
| 682 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $1K | 0.00% | DFE |
| 683 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $1K | 0.00% | DFE |
| 684 | LCH Ltd. | 000000000 | Jun 2026 | 200,000 | $1K | 0.00% | DIR |
| 685 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $1K | 0.00% | DFE |
| 686 | LCH Ltd. | 000000000 | Jun 2026 | 80,000 | $1K | 0.00% | DIR |
| 687 | Citibank NA | 000000000 | Jun 2026 | 1 | $1K | 0.00% | DFE |
| 688 | LCH Ltd. | 000000000 | Jun 2026 | 150,000 | $1K | 0.00% | DIR |
| 689 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $995 | 0.00% | DFE |
| 690 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 15,600,000 | $963 | 0.00% | DIR |
| 691 | LCH Ltd. | 000000000 | Jun 2026 | 400,000 | $951 | 0.00% | DIR |
| 692 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $919 | 0.00% | DFE |
| 693 | Fannie Mae | 3140H5MU2 | Jun 2026 | 951 | $898 | 0.00% | ABS-MBS |
| 694 | Goldman Sachs & Co. LLC | 000000000 | Jun 2026 | 600,000 | $885 | 0.00% | DIR |
| 695 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $884 | 0.00% | DFE |
| 696 | Citibank NA | 000000000 | Jun 2026 | 1 | $880 | 0.00% | DFE |
| 697 | Barclays Bank PLC | 000000000 | Jun 2026 | 1 | $874 | 0.00% | DFE |
| 698 | MLCC Mortgage Investors Inc | 59020U4S1 | Jun 2026 | 887 | $870 | 0.00% | ABS-MBS |
| 699 | Bank of America NA | 000000000 | Jun 2026 | 1 | $861 | 0.00% | DFE |
| 700 | Standard Chartered Bank | 000000000 | Jun 2026 | 1 | $847 | 0.00% | DFE |
| 701 | LCH Ltd. | 000000000 | Jun 2026 | 100,000 | $828 | 0.00% | DIR |
| 702 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $820 | 0.00% | DFE |
| 703 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $813 | 0.00% | DFE |
| 704 | BNP Paribas SA | 000000000 | Jun 2026 | 630,000 | $812 | 0.00% | DIR |
| 705 | Bank of America NA | 000000000 | Jun 2026 | 1 | $801 | 0.00% | DFE |
| 706 | LCH Ltd. | 000000000 | Jun 2026 | 1,600,000 | $801 | 0.00% | DIR |
| 707 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $772 | 0.00% | DFE |
| 708 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $751 | 0.00% | DFE |
| 709 | Banco Santander SA | 000000000 | Jun 2026 | 1 | $741 | 0.00% | DFE |
| 710 | Citibank NA | 000000000 | Jun 2026 | 1 | $725 | 0.00% | DFE |
| 711 | Fannie Mae | 31409GPE0 | Jun 2026 | 694 | $719 | 0.00% | ABS-MBS |
| 712 | Bank of America NA | 000000000 | Jun 2026 | 3,400,000 | $708 | 0.00% | DIR |
| 713 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $705 | 0.00% | DFE |
| 714 | Citibank NA | 000000000 | Jun 2026 | 1 | $682 | 0.00% | DFE |
| 715 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $676 | 0.00% | DFE |
| 716 | Barclays Bank PLC | 000000000 | Jun 2026 | 1 | $662 | 0.00% | DFE |
| 717 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $659 | 0.00% | DFE |
| 718 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $650 | 0.00% | DFE |
| 719 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $647 | 0.00% | DFE |
| 720 | Citibank NA | 000000000 | Jun 2026 | 1 | $645 | 0.00% | DFE |
| 721 | Morgan Stanley Capital Services LLC | 000000000 | Jun 2026 | 5,300,000 | $642 | 0.00% | DIR |
| 722 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $615 | 0.00% | DFE |
| 723 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 1,100,000 | $614 | 0.00% | DIR |
| 724 | Fannie Mae | 31411AGT6 | Jun 2026 | 578 | $596 | 0.00% | ABS-MBS |
| 725 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $575 | 0.00% | DFE |
| 726 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $573 | 0.00% | DFE |
| 727 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $564 | 0.00% | DFE |
| 728 | Bank of America NA | 000000000 | Jun 2026 | 1 | $552 | 0.00% | DFE |
| 729 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $535 | 0.00% | DFE |
| 730 | Citibank NA | 000000000 | Jun 2026 | 1 | $532 | 0.00% | DFE |
| 731 | LCH Ltd. | 000000000 | Jun 2026 | 200,000 | $522 | 0.00% | DIR |
| 732 | Deutsche Bank AG | 000000000 | Jun 2026 | 1 | $506 | 0.00% | DFE |
| 733 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $473 | 0.00% | DFE |
| 734 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $471 | 0.00% | DFE |
| 735 | Citibank NA | 000000000 | Jun 2026 | 1 | $453 | 0.00% | DFE |
| 736 | Bank of America NA | 000000000 | Jun 2026 | 1 | $447 | 0.00% | DFE |
| 737 | Bank of America NA | 000000000 | Jun 2026 | 1 | $441 | 0.00% | DFE |
| 738 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $439 | 0.00% | DFE |
| 739 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $405 | 0.00% | DFE |
| 740 | Barclays Bank PLC | 000000000 | Jun 2026 | 1 | $404 | 0.00% | DFE |
| 741 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $403 | 0.00% | DFE |
| 742 | Citibank NA | 000000000 | Jun 2026 | 1 | $401 | 0.00% | DFE |
| 743 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $389 | 0.00% | DFE |
| 744 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $370 | 0.00% | DFE |
| 745 | Citibank NA | 000000000 | Jun 2026 | 1 | $366 | 0.00% | DFE |
| 746 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $363 | 0.00% | DFE |
| 747 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 1,100,000 | $348 | 0.00% | DIR |
| 748 | Barclays Bank PLC | 000000000 | Jun 2026 | 1 | $341 | 0.00% | DFE |
| 749 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $336 | 0.00% | DFE |
| 750 | Australia & New Zealand Banking Group Ltd. | 000000000 | Jun 2026 | 1 | $330 | 0.00% | DFE |
| 751 | Fannie Mae | 31414M6W1 | Jun 2026 | 313 | $324 | 0.00% | ABS-MBS |
| 752 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $322 | 0.00% | DFE |
| 753 | Bank of America NA | 000000000 | Jun 2026 | 1 | $315 | 0.00% | DFE |
| 754 | Standard Chartered Bank | 000000000 | Jun 2026 | 1 | $311 | 0.00% | DFE |
| 755 | Citibank NA | 000000000 | Jun 2026 | 1 | $308 | 0.00% | DFE |
| 756 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $305 | 0.00% | DFE |
| 757 | Citibank NA | 000000000 | Jun 2026 | 1 | $304 | 0.00% | DFE |
| 758 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $299 | 0.00% | DFE |
| 759 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $294 | 0.00% | DFE |
| 760 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 1,000,000 | $287 | 0.00% | DIR |
| 761 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $279 | 0.00% | DFE |
| 762 | LCH Ltd. | 000000000 | Jun 2026 | 400,000 | $273 | 0.00% | DIR |
| 763 | Barclays Bank PLC | 000000000 | Jun 2026 | 1 | $259 | 0.00% | DFE |
| 764 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $259 | 0.00% | DFE |
| 765 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $257 | 0.00% | DFE |
| 766 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $255 | 0.00% | DFE |
| 767 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $253 | 0.00% | DFE |
| 768 | Thornburg Mortgage Securities Trust | 88522YAB5 | Jun 2026 | 252 | $251 | 0.00% | ABS-MBS |
| 769 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $247 | 0.00% | DFE |
| 770 | Fannie Mae | 31410VVX5 | Jun 2026 | 234 | $245 | 0.00% | ABS-MBS |
| 771 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $242 | 0.00% | DFE |
| 772 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $241 | 0.00% | DFE |
| 773 | Deutsche Bank AG | 000000000 | Jun 2026 | 1 | $239 | 0.00% | DFE |
| 774 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $224 | 0.00% | DFE |
| 775 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $219 | 0.00% | DFE |
| 776 | Bank of America NA | 000000000 | Jun 2026 | 1 | $216 | 0.00% | DFE |
| 777 | Bank of America NA | 000000000 | Jun 2026 | 1 | $215 | 0.00% | DFE |
| 778 | UBS AG | 000000000 | Jun 2026 | 1 | $211 | 0.00% | DFE |
| 779 | Citibank NA | 000000000 | Jun 2026 | 1 | $200 | 0.00% | DFE |
| 780 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $200 | 0.00% | DFE |
| 781 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 840,000 | $197 | 0.00% | DFE |
| 782 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $197 | 0.00% | DFE |
| 783 | Australia & New Zealand Banking Group Ltd. | 000000000 | Jun 2026 | 1 | $195 | 0.00% | DFE |
| 784 | Citibank NA | 000000000 | Jun 2026 | 1 | $193 | 0.00% | DFE |
| 785 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 500,000 | $192 | 0.00% | DIR |
| 786 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $190 | 0.00% | DFE |
| 787 | Citibank NA | 000000000 | Jun 2026 | 1 | $188 | 0.00% | DFE |
| 788 | Deutsche Bank AG | 000000000 | Jun 2026 | 1 | $186 | 0.00% | DFE |
| 789 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $180 | 0.00% | DFE |
| 790 | Deutsche Bank AG | 000000000 | Jun 2026 | 1 | $171 | 0.00% | DFE |
| 791 | Barclays Bank PLC | 000000000 | Jun 2026 | 1 | $156 | 0.00% | DFE |
| 792 | Citibank NA | 000000000 | Jun 2026 | 1 | $153 | 0.00% | DFE |
| 793 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $152 | 0.00% | DFE |
| 794 | Deutsche Bank AG | 000000000 | Jun 2026 | 1 | $152 | 0.00% | DFE |
| 795 | Bank of America NA | 000000000 | Jun 2026 | 1 | $149 | 0.00% | DFE |
| 796 | UBS AG | 000000000 | Jun 2026 | 1 | $137 | 0.00% | DFE |
| 797 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $132 | 0.00% | DFE |
| 798 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $126 | 0.00% | DFE |
| 799 | Citibank NA | 000000000 | Jun 2026 | 1 | $118 | 0.00% | DFE |
| 800 | Fannie Mae | 31410XBB1 | Jun 2026 | 113 | $116 | 0.00% | ABS-MBS |
| 801 | Australia & New Zealand Banking Group Ltd. | 000000000 | Jun 2026 | 1 | $115 | 0.00% | DFE |
| 802 | Morgan Stanley Capital Services LLC | 000000000 | Jun 2026 | 6,000,000 | $115 | 0.00% | DIR |
| 803 | Morgan Stanley Bank NA | 000000000 | Jun 2026 | 2,100,000 | $109 | 0.00% | DIR |
| 804 | Bank of America NA | 000000000 | Jun 2026 | 1 | $92 | 0.00% | DFE |
| 805 | Bank of America NA | 000000000 | Jun 2026 | 1 | $90 | 0.00% | DFE |
| 806 | The Montreal Exchange/Bourse De Montreal | 000000000 | Jun 2026 | 2 | $85 | 0.00% | DIR |
| 807 | Bank of America NA | 000000000 | Jun 2026 | 1 | $67 | 0.00% | DFE |
| 808 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $67 | 0.00% | DFE |
| 809 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $65 | 0.00% | DFE |
| 810 | Deutsche Bank AG | 000000000 | Jun 2026 | 1 | $60 | 0.00% | DFE |
| 811 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $59 | 0.00% | DFE |
| 812 | Fannie Mae | 31410NVD7 | Jun 2026 | 52 | $54 | 0.00% | ABS-MBS |
| 813 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $50 | 0.00% | DFE |
| 814 | Fannie Mae | 31410RJC4 | Jun 2026 | 46 | $48 | 0.00% | ABS-MBS |
| 815 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $45 | 0.00% | DFE |
| 816 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $37 | 0.00% | DFE |
| 817 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 500,000 | $36 | 0.00% | DIR |
| 818 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $26 | 0.00% | DFE |
| 819 | Ambac Assurance Corp | 023138AA8 | Jun 2026 | 19 | $26 | 0.00% | DBT |
| 820 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $25 | 0.00% | DFE |
| 821 | Citibank NA | 000000000 | Jun 2026 | 1 | $23 | 0.00% | DFE |
| 822 | Citibank NA | 000000000 | Jun 2026 | 1 | $22 | 0.00% | DFE |
| 823 | Societe Generale SA | 000000000 | Jun 2026 | 1 | $21 | 0.00% | DFE |
| 824 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $20 | 0.00% | DFE |
| 825 | State Street Bank & Trust Co. | 000000000 | Jun 2026 | 1 | $20 | 0.00% | DFE |
| 826 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $18 | 0.00% | DFE |
| 827 | Bank of America NA | 000000000 | Jun 2026 | 200,000 | $18 | 0.00% | DIR |
| 828 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $16 | 0.00% | DFE |
| 829 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $15 | 0.00% | DFE |
| 830 | Citibank NA | 000000000 | Jun 2026 | 1 | $14 | 0.00% | DFE |
| 831 | Bank of America NA | 000000000 | Jun 2026 | 200,000 | $14 | 0.00% | DIR |
| 832 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 200,000 | $10 | 0.00% | DIR |
| 833 | Morgan Stanley Capital Services LLC | 000000000 | Jun 2026 | 200,000 | $10 | 0.00% | DIR |
| 834 | Bank of America NA | 000000000 | Jun 2026 | 500,000 | $10 | 0.00% | DIR |
| 835 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $9 | 0.00% | DFE |
| 836 | Bank of America NA | 000000000 | Jun 2026 | 1 | $8 | 0.00% | DFE |
| 837 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 300,000 | $8 | 0.00% | DIR |
| 838 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $8 | 0.00% | DFE |
| 839 | Bank of America NA | 000000000 | Jun 2026 | 500,000 | $7 | 0.00% | DIR |
| 840 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 200,000 | $6 | 0.00% | DIR |
| 841 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 500,000 | $5 | 0.00% | DIR |
| 842 | Morgan Stanley Capital Services LLC | 000000000 | Jun 2026 | 500,000 | $5 | 0.00% | DIR |
| 843 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $5 | 0.00% | DFE |
| 844 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $5 | 0.00% | DFE |
| 845 | Bank of America NA | 000000000 | Jun 2026 | 200,000 | $4 | 0.00% | DIR |
| 846 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 700,000 | $4 | 0.00% | DIR |
| 847 | Bank of America NA | 000000000 | Jun 2026 | 200,000 | $4 | 0.00% | DIR |
| 848 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $3 | 0.00% | DFE |
| 849 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 500,000 | $3 | 0.00% | DIR |
| 850 | Bank of America NA | 000000000 | Jun 2026 | 500,000 | $2 | 0.00% | DIR |
| 851 | Bank of America NA | 000000000 | Jun 2026 | 500,000 | $2 | 0.00% | DIR |
| 852 | Citibank NA | 000000000 | Jun 2026 | 1 | $1 | 0.00% | DFE |
| 853 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $1 | 0.00% | DFE |
| 854 | Bank of America NA | 000000000 | Jun 2026 | 695,216 | $1 | 0.00% | DFE |
| 855 | Bank of America NA | 000000000 | Jun 2026 | 434,784 | $0 | 0.00% | DFE |
| 856 | REPUBLIC OF SOUTH AFRICA | 000000000 | Jun 2026 | 0 | $0 | 0.00% | DBT |
| 857 | Morgan Stanley Bank NA | 000000000 | Jun 2026 | -1,950,000 | $-0 | 0.00% | DIR |
| 858 | Bank of America NA | 000000000 | Jun 2026 | -434,784 | $-0 | 0.00% | DFE |
| 859 | Bank of America NA | 000000000 | Jun 2026 | -695,216 | $-1 | 0.00% | DFE |
| 860 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-2 | 0.00% | DFE |
| 861 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-2 | 0.00% | DFE |
| 862 | Citibank NA | 000000000 | Jun 2026 | 1 | $-2 | 0.00% | DFE |
| 863 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-2 | -0.00% | DFE |
| 864 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-2 | -0.00% | DFE |
| 865 | Barclays Bank PLC | 000000000 | Jun 2026 | 1 | $-4 | -0.00% | DFE |
| 866 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-5 | -0.00% | DFE |
| 867 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-7 | -0.00% | DFE |
| 868 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-9 | -0.00% | DFE |
| 869 | Goldman Sachs & Co. LLC | 000000000 | Jun 2026 | -200,000 | $-14 | -0.00% | DIR |
| 870 | Bank of America NA | 000000000 | Jun 2026 | 1 | $-15 | -0.00% | DFE |
| 871 | Citibank NA | 000000000 | Jun 2026 | 1 | $-17 | -0.00% | DFE |
| 872 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-18 | -0.00% | DFE |
| 873 | State Street Bank & Trust Co. | 000000000 | Jun 2026 | 1 | $-20 | -0.00% | DFE |
| 874 | Societe Generale SA | 000000000 | Jun 2026 | 1 | $-21 | -0.00% | DFE |
| 875 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-22 | -0.00% | DFE |
| 876 | Standard Chartered Bank | 000000000 | Jun 2026 | 1 | $-29 | -0.00% | DFE |
| 877 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | -840,000 | $-38 | -0.00% | DFE |
| 878 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-41 | -0.00% | DFE |
| 879 | Bank of America NA | 000000000 | Jun 2026 | 1 | $-44 | -0.00% | DFE |
| 880 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-47 | -0.00% | DFE |
| 881 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-47 | -0.00% | DFE |
| 882 | Bank of America NA | 000000000 | Jun 2026 | 1 | $-50 | -0.00% | DFE |
| 883 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 64,000,000 | $-52 | -0.00% | DIR |
| 884 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 2,790,000 | $-54 | -0.00% | DIR |
| 885 | Bank of America NA | 000000000 | Jun 2026 | 1 | $-55 | -0.00% | DFE |
| 886 | Morgan Stanley & Co. International PLC | 000000000 | Jun 2026 | 1 | $-60 | -0.00% | DFE |
| 887 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 77,000,000 | $-64 | -0.00% | DIR |
| 888 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-64 | -0.00% | DFE |
| 889 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-64 | -0.00% | DFE |
| 890 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-66 | -0.00% | DFE |
| 891 | LCH Ltd. | 000000000 | Jun 2026 | 100,000 | $-73 | -0.00% | DIR |
| 892 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-84 | -0.00% | DFE |
| 893 | Deutsche Bank AG | 000000000 | Jun 2026 | 1 | $-86 | -0.00% | DFE |
| 894 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-87 | -0.00% | DFE |
| 895 | Citibank NA | 000000000 | Jun 2026 | 1 | $-96 | -0.00% | DFE |
| 896 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-96 | -0.00% | DFE |
| 897 | Bank of America NA | 000000000 | Jun 2026 | 1 | $-99 | -0.00% | DFE |
| 898 | Citibank NA | 000000000 | Jun 2026 | 1 | $-101 | -0.00% | DFE |
| 899 | Bank of America NA | 000000000 | Jun 2026 | 1 | $-104 | -0.00% | DFE |
| 900 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-106 | -0.00% | DFE |
| 901 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | -1 | $-108 | -0.00% | DIR |
| 902 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-109 | -0.00% | DFE |
| 903 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-112 | -0.00% | DFE |
| 904 | Citibank NA | 000000000 | Jun 2026 | 1 | $-114 | -0.00% | DFE |
| 905 | Australia & New Zealand Banking Group Ltd. | 000000000 | Jun 2026 | 1 | $-116 | -0.00% | DFE |
| 906 | Royal Bank of Canada | 000000000 | Jun 2026 | -5,100,000 | $-123 | -0.00% | DCR |
| 907 | Deutsche Bank AG | 000000000 | Jun 2026 | 1 | $-124 | -0.00% | DFE |
| 908 | LCH Ltd. | 000000000 | Jun 2026 | 100,000 | $-125 | -0.00% | DIR |
| 909 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-134 | -0.00% | DFE |
| 910 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-136 | -0.00% | DFE |
| 911 | Deutsche Bank AG | 000000000 | Jun 2026 | 1 | $-137 | -0.00% | DFE |
| 912 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-138 | -0.00% | DFE |
| 913 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-156 | -0.00% | DFE |
| 914 | Citibank NA | 000000000 | Jun 2026 | 1 | $-159 | -0.00% | DFE |
| 915 | Bank of America NA | 000000000 | Jun 2026 | 1 | $-163 | -0.00% | DFE |
| 916 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-163 | -0.00% | DFE |
| 917 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 100,000 | $-178 | -0.00% | DIR |
| 918 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-193 | -0.00% | DFE |
| 919 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-197 | -0.00% | DFE |
| 920 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-201 | -0.00% | DFE |
| 921 | Citibank NA | 000000000 | Jun 2026 | 1 | $-202 | -0.00% | DFE |
| 922 | UBS AG | 000000000 | Jun 2026 | 1 | $-205 | -0.00% | DFE |
| 923 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-210 | -0.00% | DFE |
| 924 | Standard Chartered Bank | 000000000 | Jun 2026 | 1 | $-210 | -0.00% | DFE |
| 925 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-210 | -0.00% | DFE |
| 926 | Citibank NA | 000000000 | Jun 2026 | 1 | $-229 | -0.00% | DFE |
| 927 | Citibank NA | 000000000 | Jun 2026 | 1 | $-232 | -0.00% | DFE |
| 928 | Standard Chartered Bank | 000000000 | Jun 2026 | 1 | $-232 | -0.00% | DFE |
| 929 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-237 | -0.00% | DFE |
| 930 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $-251 | -0.00% | DFE |
| 931 | Banco Santander SA | 000000000 | Jun 2026 | 1 | $-265 | -0.00% | DFE |
| 932 | Barclays Bank PLC | 000000000 | Jun 2026 | 1 | $-269 | -0.00% | DFE |
| 933 | UBS AG | 000000000 | Jun 2026 | 1 | $-275 | -0.00% | DFE |
| 934 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-280 | -0.00% | DFE |
| 935 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-281 | -0.00% | DFE |
| 936 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-289 | -0.00% | DFE |
| 937 | Citibank NA | 000000000 | Jun 2026 | 1 | $-294 | -0.00% | DFE |
| 938 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 200,000 | $-294 | -0.00% | DIR |
| 939 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 180,000 | $-303 | -0.00% | DIR |
| 940 | Standard Chartered Bank | 000000000 | Jun 2026 | 1 | $-313 | -0.00% | DFE |
| 941 | Bank of America NA | 000000000 | Jun 2026 | 1 | $-320 | -0.00% | DFE |
| 942 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-324 | -0.00% | DFE |
| 943 | Barclays Bank PLC | 000000000 | Jun 2026 | 1 | $-346 | -0.00% | DFE |
| 944 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-348 | -0.00% | DFE |
| 945 | Bank of America NA | 000000000 | Jun 2026 | 1 | $-355 | -0.00% | DFE |
| 946 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-361 | -0.00% | DFE |
| 947 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-363 | -0.00% | DFE |
| 948 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-364 | -0.00% | DFE |
| 949 | Citibank NA | 000000000 | Jun 2026 | 1 | $-368 | -0.00% | DFE |
| 950 | Goldman Sachs International | 000000000 | Jun 2026 | -5,200,000 | $-380 | -0.00% | DCR |
| 951 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-396 | -0.00% | DFE |
| 952 | LCH Ltd. | 000000000 | Jun 2026 | 300,000 | $-404 | -0.00% | DIR |
| 953 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-407 | -0.00% | DFE |
| 954 | Citibank NA | 000000000 | Jun 2026 | 1 | $-417 | -0.00% | DFE |
| 955 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-421 | -0.00% | DFE |
| 956 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-437 | -0.00% | DFE |
| 957 | Barclays Bank PLC | 000000000 | Jun 2026 | 1 | $-437 | -0.00% | DFE |
| 958 | Deutsche Bank AG | 000000000 | Jun 2026 | 1 | $-446 | -0.00% | DFE |
| 959 | Citibank NA | 000000000 | Jun 2026 | 1 | $-451 | -0.00% | DFE |
| 960 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | -300,000 | $-451 | -0.00% | DIR |
| 961 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-452 | -0.00% | DFE |
| 962 | Citibank NA | 000000000 | Jun 2026 | 1 | $-456 | -0.00% | DFE |
| 963 | Citibank NA | 000000000 | Jun 2026 | 1 | $-464 | -0.00% | DFE |
| 964 | Citibank NA | 000000000 | Jun 2026 | 1 | $-475 | -0.00% | DFE |
| 965 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | -800,000 | $-476 | -0.00% | DIR |
| 966 | Goldman Sachs & Co. LLC | 000000000 | Jun 2026 | -200,000 | $-481 | -0.00% | DIR |
| 967 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-482 | -0.00% | DFE |
| 968 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-486 | -0.00% | DFE |
| 969 | Bank of America NA | 000000000 | Jun 2026 | 1 | $-491 | -0.00% | DFE |
| 970 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-499 | -0.00% | DFE |
| 971 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-513 | -0.00% | DFE |
| 972 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-527 | -0.00% | DFE |
| 973 | Bank of America NA | 000000000 | Jun 2026 | 1 | $-557 | -0.00% | DFE |
| 974 | Citibank NA | 000000000 | Jun 2026 | 1 | $-567 | -0.00% | DFE |
| 975 | Citibank NA | 000000000 | Jun 2026 | 1 | $-576 | -0.00% | DFE |
| 976 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-582 | -0.00% | DFE |
| 977 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-583 | -0.00% | DFE |
| 978 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-612 | -0.00% | DFE |
| 979 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-630 | -0.00% | DFE |
| 980 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 200,000 | $-646 | -0.00% | DIR |
| 981 | Barclays Bank PLC | 000000000 | Jun 2026 | 1 | $-650 | -0.00% | DFE |
| 982 | Bank of America NA | 000000000 | Jun 2026 | 1 | $-651 | -0.00% | DFE |
| 983 | Citibank NA | 000000000 | Jun 2026 | 1 | $-652 | -0.00% | DFE |
| 984 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-656 | -0.00% | DFE |
| 985 | Citibank NA | 000000000 | Jun 2026 | 1 | $-665 | -0.00% | DFE |
| 986 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-677 | -0.00% | DFE |
| 987 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 500,000 | $-684 | -0.00% | DIR |
| 988 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | -900,000 | $-695 | -0.00% | DIR |
| 989 | LCH Ltd. | 000000000 | Jun 2026 | 700,000 | $-714 | -0.00% | DIR |
| 990 | Standard Chartered Bank | 000000000 | Jun 2026 | 1 | $-731 | -0.00% | DFE |
| 991 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-737 | -0.00% | DFE |
| 992 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-743 | -0.00% | DFE |
| 993 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | -300,000 | $-752 | -0.00% | DIR |
| 994 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-776 | -0.00% | DFE |
| 995 | Banco Santander SA | 000000000 | Jun 2026 | 1 | $-780 | -0.00% | DFE |
| 996 | Barclays Bank PLC | 000000000 | Jun 2026 | 1 | $-809 | -0.00% | DFE |
| 997 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-810 | -0.00% | DFE |
| 998 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-821 | -0.00% | DFE |
| 999 | Australia & New Zealand Banking Group Ltd. | 000000000 | Jun 2026 | 1 | $-829 | -0.00% | DFE |
| 1000 | Citibank NA | 000000000 | Jun 2026 | 1 | $-844 | -0.00% | DFE |
| 1001 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-885 | -0.00% | DFE |
| 1002 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-912 | -0.00% | DFE |
| 1003 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-934 | -0.00% | DFE |
| 1004 | Nomura Global Financial Products, Inc. | 000000000 | Jun 2026 | 1 | $-939 | -0.00% | DFE |
| 1005 | Citibank NA | 000000000 | Jun 2026 | 1 | $-962 | -0.00% | DFE |
| 1006 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-963 | -0.00% | DFE |
| 1007 | LCH Ltd. | 000000000 | Jun 2026 | 300,000 | $-1004 | -0.00% | DIR |
| 1008 | Citibank NA | 000000000 | Jun 2026 | 1 | $-1022 | -0.00% | DFE |
| 1009 | BNP Paribas SA | 000000000 | Jun 2026 | 1,041,478 | $-1030 | -0.00% | DE |
| 1010 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1,041,478 | $-1030 | -0.00% | DE |
| 1011 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-1031 | -0.00% | DFE |
| 1012 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-1041 | -0.00% | DFE |
| 1013 | Bank of America NA | 000000000 | Jun 2026 | 1 | $-1044 | -0.00% | DFE |
| 1014 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-1063 | -0.00% | DFE |
| 1015 | Deutsche Bank AG | 000000000 | Jun 2026 | 1 | $-1064 | -0.00% | DFE |
| 1016 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-1114 | -0.00% | DFE |
| 1017 | Citibank NA | 000000000 | Jun 2026 | 1 | $-1117 | -0.00% | DFE |
| 1018 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-1140 | -0.00% | DFE |
| 1019 | LCH Ltd. | 000000000 | Jun 2026 | 200,000 | $-1144 | -0.00% | DIR |
| 1020 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-1168 | -0.00% | DFE |
| 1021 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-1201 | -0.00% | DFE |
| 1022 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-1220 | -0.00% | DFE |
| 1023 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $-1304 | -0.00% | DFE |
| 1024 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-1315 | -0.00% | DFE |
| 1025 | LCH Ltd. | 000000000 | Jun 2026 | 100,000 | $-1321 | -0.00% | DIR |
| 1026 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-1370 | -0.00% | DFE |
| 1027 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-1371 | -0.00% | DFE |
| 1028 | LCH Ltd. | 000000000 | Jun 2026 | 200,000 | $-1376 | -0.00% | DIR |
| 1029 | Citibank NA | 000000000 | Jun 2026 | 1 | $-1384 | -0.00% | DFE |
| 1030 | Societe Generale SA | 000000000 | Jun 2026 | 1 | $-1408 | -0.00% | DFE |
| 1031 | Bank of America NA | 000000000 | Jun 2026 | 1 | $-1414 | -0.00% | DFE |
| 1032 | Deutsche Bank AG | 000000000 | Jun 2026 | 1 | $-1426 | -0.00% | DFE |
| 1033 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-1447 | -0.00% | DFE |
| 1034 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-1494 | -0.00% | DFE |
| 1035 | Goldman Sachs & Co. LLC | 000000000 | Jun 2026 | -1,700,000 | $-1520 | -0.00% | DIR |
| 1036 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-1523 | -0.00% | DFE |
| 1037 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-1526 | -0.00% | DFE |
| 1038 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-1529 | -0.00% | DFE |
| 1039 | State Street Bank & Trust Co. | 000000000 | Jun 2026 | 1 | $-1532 | -0.00% | DFE |
| 1040 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-1532 | -0.00% | DFE |
| 1041 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-1540 | -0.00% | DFE |
| 1042 | Intercontinental Exchange, Inc. | 000000000 | Jun 2026 | 560,000 | $-1551 | -0.00% | DCR |
| 1043 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-1585 | -0.00% | DFE |
| 1044 | Bank of America NA | 000000000 | Jun 2026 | -3,500,000 | $-1604 | -0.00% | DIR |
| 1045 | Goldman Sachs & Co. LLC | 000000000 | Jun 2026 | -2,300,000 | $-1634 | -0.00% | DIR |
| 1046 | Barclays Bank PLC | 000000000 | Jun 2026 | 1 | $-1669 | -0.00% | DFE |
| 1047 | Goldman Sachs International | 000000000 | Jun 2026 | -5,200,000 | $-1682 | -0.00% | DCR |
| 1048 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-1691 | -0.00% | DFE |
| 1049 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-1711 | -0.00% | DFE |
| 1050 | State Street Bank & Trust Co. | 000000000 | Jun 2026 | 1 | $-1738 | -0.00% | DFE |
| 1051 | LCH Ltd. | 000000000 | Jun 2026 | 300,000 | $-1802 | -0.00% | DIR |
| 1052 | Bank of America NA | 000000000 | Jun 2026 | -900,000 | $-1803 | -0.00% | DIR |
| 1053 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-1816 | -0.00% | DFE |
| 1054 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-1828 | -0.00% | DFE |
| 1055 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-1843 | -0.00% | DFE |
| 1056 | LCH Ltd. | 000000000 | Jun 2026 | 200,000 | $-1864 | -0.00% | DIR |
| 1057 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-1912 | -0.00% | DFE |
| 1058 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-1912 | -0.00% | DFE |
| 1059 | Barclays Bank PLC | 000000000 | Jun 2026 | 1 | $-1920 | -0.00% | DFE |
| 1060 | LCH Ltd. | 000000000 | Jun 2026 | 300,000 | $-1932 | -0.00% | DIR |
| 1061 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-1984 | -0.00% | DFE |
| 1062 | LCH Ltd. | 000000000 | Jun 2026 | 180,000 | $-1991 | -0.00% | DIR |
| 1063 | Bank of America NA | 000000000 | Jun 2026 | 1 | $-1993 | -0.00% | DFE |
| 1064 | LCH Ltd. | 000000000 | Jun 2026 | 200,000 | $-2008 | -0.00% | DIR |
| 1065 | Goldman Sachs & Co. LLC | 000000000 | Jun 2026 | -4,500,000 | $-2017 | -0.00% | DIR |
| 1066 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-2031 | -0.00% | DFE |
| 1067 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-2039 | -0.00% | DFE |
| 1068 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-2041 | -0.00% | DFE |
| 1069 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-2057 | -0.00% | DFE |
| 1070 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-2066 | -0.00% | DFE |
| 1071 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-2096 | -0.00% | DFE |
| 1072 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-2100 | -0.00% | DFE |
| 1073 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-2110 | -0.00% | DFE |
| 1074 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | -1,600,000 | $-2199 | -0.00% | DIR |
| 1075 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-2246 | -0.00% | DFE |
| 1076 | Societe Generale SA | 000000000 | Jun 2026 | 1 | $-2275 | -0.00% | DFE |
| 1077 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-2281 | -0.00% | DFE |
| 1078 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-2334 | -0.00% | DFE |
| 1079 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-2341 | -0.00% | DFE |
| 1080 | Nomura Global Financial Products, Inc. | 000000000 | Jun 2026 | 1 | $-2369 | -0.00% | DFE |
| 1081 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-2419 | -0.00% | DFE |
| 1082 | Societe Generale SA | 000000000 | Jun 2026 | 1 | $-2432 | -0.00% | DFE |
| 1083 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | -2,000,000 | $-2442 | -0.00% | DIR |
| 1084 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-2443 | -0.00% | DFE |
| 1085 | Barclays Bank PLC | 000000000 | Jun 2026 | 1 | $-2488 | -0.00% | DFE |
| 1086 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | -2,000,000 | $-2520 | -0.00% | DIR |
| 1087 | Barclays Bank PLC | 000000000 | Jun 2026 | 1 | $-2533 | -0.00% | DFE |
| 1088 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-2557 | -0.00% | DFE |
| 1089 | Morgan Stanley Bank NA | 000000000 | Jun 2026 | -5,700,000 | $-2559 | -0.00% | DIR |
| 1090 | ASX Clear (Futures) | 000000000 | Jun 2026 | -7 | $-2682 | -0.00% | DIR |
| 1091 | Societe Generale SA | 000000000 | Jun 2026 | 1 | $-2710 | -0.00% | DFE |
| 1092 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $-2766 | -0.00% | DFE |
| 1093 | Standard Chartered Bank | 000000000 | Jun 2026 | 1 | $-2777 | -0.00% | DFE |
| 1094 | Morgan Stanley | 000000000 | Jun 2026 | -3,900,000 | $-2819 | -0.00% | DIR |
| 1095 | LCH Ltd. | 000000000 | Jun 2026 | 600,000 | $-2841 | -0.00% | DIR |
| 1096 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-2868 | -0.00% | DFE |
| 1097 | LCH Ltd. | 000000000 | Jun 2026 | 400,000 | $-2889 | -0.00% | DIR |
| 1098 | Goldman Sachs & Co. LLC | 000000000 | Jun 2026 | -6,100,000 | $-2931 | -0.00% | DIR |
| 1099 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-3015 | -0.00% | DFE |
| 1100 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 1,900,000 | $-3020 | -0.00% | DIR |
| 1101 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 1,700,000 | $-3134 | -0.00% | DIR |
| 1102 | Royal Bank of Canada | 000000000 | Jun 2026 | -3,500,000 | $-3166 | -0.00% | DCR |
| 1103 | Citibank NA | 000000000 | Jun 2026 | 1 | $-3182 | -0.00% | DFE |
| 1104 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $-3258 | -0.00% | DFE |
| 1105 | Chicago Board of Trade | 000000000 | Jun 2026 | 1,213 | $-3296 | -0.00% | DIR |
| 1106 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-3326 | -0.00% | DFE |
| 1107 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-3397 | -0.00% | DFE |
| 1108 | Deutsche Bank AG | 000000000 | Jun 2026 | 1 | $-3589 | -0.00% | DFE |
| 1109 | Morgan Stanley & Co. International PLC | 000000000 | Jun 2026 | 1 | $-3724 | -0.00% | DFE |
| 1110 | LCH Ltd. | 000000000 | Jun 2026 | 200,000 | $-3733 | -0.00% | DIR |
| 1111 | LCH Ltd. | 000000000 | Jun 2026 | 100,000 | $-3747 | -0.00% | DIR |
| 1112 | Deutsche Bank AG | 000000000 | Jun 2026 | 1 | $-3802 | -0.00% | DFE |
| 1113 | LCH Ltd. | 000000000 | Jun 2026 | 100,000 | $-3833 | -0.00% | DIR |
| 1114 | Goldman Sachs International | 000000000 | Jun 2026 | -10,800,000 | $-3891 | -0.00% | DCR |
| 1115 | Societe Generale SA | 000000000 | Jun 2026 | 1 | $-3951 | -0.00% | DFE |
| 1116 | Citibank NA | 000000000 | Jun 2026 | 1 | $-3968 | -0.00% | DFE |
| 1117 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-4016 | -0.00% | DFE |
| 1118 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $-4090 | -0.00% | DFE |
| 1119 | UBS AG | 000000000 | Jun 2026 | -490,000 | $-4161 | -0.00% | DFE |
| 1120 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 1,000,000 | $-4315 | -0.00% | DIR |
| 1121 | Royal Bank of Canada | 000000000 | Jun 2026 | -3,500,000 | $-4333 | -0.00% | DCR |
| 1122 | LCH Ltd. | 000000000 | Jun 2026 | 200,000 | $-4484 | -0.00% | DIR |
| 1123 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-4658 | -0.00% | DFE |
| 1124 | LCH Ltd. | 000000000 | Jun 2026 | 200,000 | $-4774 | -0.00% | DIR |
| 1125 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 3,600,000 | $-4897 | -0.00% | DIR |
| 1126 | Citibank NA | 000000000 | Jun 2026 | 1 | $-5027 | -0.00% | DFE |
| 1127 | Bank of America NA | 000000000 | Jun 2026 | 1 | $-5054 | -0.00% | DFE |
| 1128 | Citibank NA | 000000000 | Jun 2026 | 1 | $-5098 | -0.00% | DFE |
| 1129 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $-5274 | -0.00% | DFE |
| 1130 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-5724 | -0.00% | DFE |
| 1131 | LCH Ltd. | 000000000 | Jun 2026 | 200,000 | $-6132 | -0.00% | DIR |
| 1132 | LCH Ltd. | 000000000 | Jun 2026 | 200,000 | $-6148 | -0.00% | DIR |
| 1133 | Citibank NA | 000000000 | Jun 2026 | 1 | $-6389 | -0.00% | DFE |
| 1134 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-6410 | -0.00% | DFE |
| 1135 | Bank of America NA | 000000000 | Jun 2026 | -3,600,000 | $-6551 | -0.00% | DIR |
| 1136 | LCH Ltd. | 000000000 | Jun 2026 | 200,000 | $-6987 | -0.00% | DIR |
| 1137 | LCH Ltd. | 000000000 | Jun 2026 | 200,000 | $-7025 | -0.00% | DIR |
| 1138 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-7083 | -0.00% | DFE |
| 1139 | Citibank NA | 000000000 | Jun 2026 | 1 | $-7219 | -0.00% | DFE |
| 1140 | LCH Ltd. | 000000000 | Jun 2026 | 200,000 | $-7235 | -0.00% | DIR |
| 1141 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-7261 | -0.00% | DFE |
| 1142 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-7330 | -0.00% | DFE |
| 1143 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-7336 | -0.00% | DFE |
| 1144 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-7433 | -0.00% | DFE |
| 1145 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-7501 | -0.00% | DFE |
| 1146 | UBS AG | 000000000 | Jun 2026 | 1 | $-8104 | -0.00% | DFE |
| 1147 | Chicago Board of Trade | 000000000 | Jun 2026 | -3 | $-8207 | -0.00% | DIR |
| 1148 | Societe Generale SA | 000000000 | Jun 2026 | 1 | $-8261 | -0.00% | DFE |
| 1149 | LCH Ltd. | 000000000 | Jun 2026 | 200,000 | $-8270 | -0.00% | DIR |
| 1150 | Australia & New Zealand Banking Group Ltd. | 000000000 | Jun 2026 | 1 | $-8607 | -0.00% | DFE |
| 1151 | Citibank NA | 000000000 | Jun 2026 | 1 | $-8743 | -0.00% | DFE |
| 1152 | LCH Ltd. | 000000000 | Jun 2026 | 500,000 | $-8817 | -0.00% | DIR |
| 1153 | Societe Generale SA | 000000000 | Jun 2026 | 1 | $-8835 | -0.00% | DFE |
| 1154 | Citibank NA | 000000000 | Jun 2026 | 1 | $-8846 | -0.00% | DFE |
| 1155 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-8929 | -0.00% | DFE |
| 1156 | Banco Santander SA | 000000000 | Jun 2026 | 1 | $-8972 | -0.00% | DFE |
| 1157 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-9066 | -0.00% | DFE |
| 1158 | Goldman Sachs & Co. LLC | 000000000 | Jun 2026 | -21,900,000 | $-9110 | -0.00% | DIR |
| 1159 | Bank of America NA | 000000000 | Jun 2026 | 1 | $-9167 | -0.00% | DFE |
| 1160 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | -5,200,000 | $-9188 | -0.00% | DIR |
| 1161 | Standard Chartered Bank | 000000000 | Jun 2026 | 1 | $-9719 | -0.00% | DFE |
| 1162 | LCH Ltd. | 000000000 | Jun 2026 | 300,000 | $-9884 | -0.00% | DIR |
| 1163 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-10407 | -0.00% | DFE |
| 1164 | UBS AG | 000000000 | Jun 2026 | 1 | $-10805 | -0.00% | DFE |
| 1165 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $-10854 | -0.00% | DFE |
| 1166 | LCH Ltd. | 000000000 | Jun 2026 | 200,000 | $-11048 | -0.00% | DIR |
| 1167 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-11108 | -0.00% | DFE |
| 1168 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-11602 | -0.00% | DFE |
| 1169 | Citibank NA | 000000000 | Jun 2026 | 1 | $-11705 | -0.00% | DFE |
| 1170 | Deutsche Bank AG | 000000000 | Jun 2026 | 1 | $-11858 | -0.00% | DFE |
| 1171 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-12053 | -0.00% | DFE |
| 1172 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-12244 | -0.00% | DFE |
| 1173 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-12374 | -0.00% | DFE |
| 1174 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | -4,400,000 | $-12626 | -0.00% | DIR |
| 1175 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-13188 | -0.00% | DFE |
| 1176 | Royal Bank of Canada | 000000000 | Jun 2026 | -24,600,000 | $-13228 | -0.00% | DCR |
| 1177 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $-13474 | -0.00% | DFE |
| 1178 | Goldman Sachs International | 000000000 | Jun 2026 | -10,800,000 | $-13612 | -0.00% | DCR |
| 1179 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $-13802 | -0.00% | DFE |
| 1180 | LCH Ltd. | 000000000 | Jun 2026 | 1,000,000 | $-13807 | -0.00% | DIR |
| 1181 | Citibank NA | 000000000 | Jun 2026 | 1 | $-13901 | -0.00% | DFE |
| 1182 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-14266 | -0.00% | DFE |
| 1183 | Citibank NA | 000000000 | Jun 2026 | 1 | $-14348 | -0.00% | DFE |
| 1184 | Banco Santander SA | 000000000 | Jun 2026 | 1 | $-14424 | -0.00% | DFE |
| 1185 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-14456 | -0.00% | DFE |
| 1186 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-15263 | -0.00% | DFE |
| 1187 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-16232 | -0.00% | DFE |
| 1188 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-17325 | -0.00% | DFE |
| 1189 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-17774 | -0.00% | DFE |
| 1190 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-17932 | -0.00% | DFE |
| 1191 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-18056 | -0.00% | DFE |
| 1192 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-18670 | -0.00% | DFE |
| 1193 | Bank of America NA | 000000000 | Jun 2026 | 1 | $-18870 | -0.00% | DFE |
| 1194 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-19359 | -0.00% | DFE |
| 1195 | ICE Futures U.S. Energy Division | 000000000 | Jun 2026 | 47 | $-19518 | -0.00% | DCO |
| 1196 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $-21312 | -0.01% | DFE |
| 1197 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | -4,400,000 | $-21673 | -0.01% | DIR |
| 1198 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-22045 | -0.01% | DFE |
| 1199 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-22388 | -0.01% | DFE |
| 1200 | Societe Generale SA | 000000000 | Jun 2026 | 1 | $-22566 | -0.01% | DFE |
| 1201 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-23287 | -0.01% | DFE |
| 1202 | Eurex Deutschland | 000000000 | Jun 2026 | -40 | $-23524 | -0.01% | DIR |
| 1203 | Morgan Stanley Bank NA | 000000000 | Jun 2026 | -5,900,000 | $-23621 | -0.01% | DIR |
| 1204 | Bank of America NA | 000000000 | Jun 2026 | 299,835 | $-23777 | -0.01% | DCR |
| 1205 | LCH Ltd. | 000000000 | Jun 2026 | 2,600,000 | $-24836 | -0.01% | DIR |
| 1206 | Banco Santander SA | 000000000 | Jun 2026 | 1 | $-27694 | -0.01% | DFE |
| 1207 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 28,000,000 | $-27873 | -0.01% | DIR |
| 1208 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-28998 | -0.01% | DFE |
| 1209 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-29123 | -0.01% | DFE |
| 1210 | Banco Santander SA | 000000000 | Jun 2026 | 1 | $-29646 | -0.01% | DFE |
| 1211 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-31136 | -0.01% | DFE |
| 1212 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 20,200,000 | $-32027 | -0.01% | DIR |
| 1213 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | -3,900,000 | $-32799 | -0.01% | DIR |
| 1214 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-33214 | -0.01% | DFE |
| 1215 | Citibank NA | 000000000 | Jun 2026 | -4,200,000 | $-35322 | -0.01% | DIR |
| 1216 | Citibank NA | 000000000 | Jun 2026 | 1 | $-36298 | -0.01% | DFE |
| 1217 | Osaka Exchange | 000000000 | Jun 2026 | -18 | $-37085 | -0.01% | DIR |
| 1218 | Citibank NA | 000000000 | Jun 2026 | 1 | $-37650 | -0.01% | DFE |
| 1219 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 1,140,000 | $-39972 | -0.01% | DIR |
| 1220 | Intercontinental Exchange, Inc. | 000000000 | Jun 2026 | 330,000 | $-41337 | -0.01% | DCR |
| 1221 | Citibank NA | 000000000 | Jun 2026 | 1 | $-41800 | -0.01% | DFE |
| 1222 | Banco Santander SA | 000000000 | Jun 2026 | 1 | $-42545 | -0.01% | DFE |
| 1223 | LCH Ltd. | 000000000 | Jun 2026 | 3,450,000 | $-44276 | -0.01% | DIR |
| 1224 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 9,800,000 | $-47017 | -0.01% | DIR |
| 1225 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-47180 | -0.01% | DFE |
| 1226 | LCH Ltd. | 000000000 | Jun 2026 | 3,400,000 | $-48283 | -0.01% | DIR |
| 1227 | Intercontinental Exchange, Inc. | 000000000 | Jun 2026 | 1,890,000 | $-48432 | -0.01% | DCR |
| 1228 | Banco Santander SA | 000000000 | Jun 2026 | 1 | $-52144 | -0.01% | DFE |
| 1229 | LCH Ltd. | 000000000 | Jun 2026 | 5,700,000 | $-53993 | -0.01% | DIR |
| 1230 | Chicago Board of Trade | 000000000 | Jun 2026 | 407 | $-56203 | -0.01% | DIR |
| 1231 | LCH Ltd. | 000000000 | Jun 2026 | 3,300,000 | $-56885 | -0.01% | DIR |
| 1232 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 13,200,000 | $-58765 | -0.01% | DIR |
| 1233 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-59970 | -0.01% | DFE |
| 1234 | LCH Ltd. | 000000000 | Jun 2026 | 5,800,000 | $-66169 | -0.02% | DIR |
| 1235 | LCH Ltd. | 000000000 | Jun 2026 | 5,700,000 | $-72372 | -0.02% | DIR |
| 1236 | BNP Paribas SA | 000000000 | Jun 2026 | 12,000,609 | $-74245 | -0.02% | DE |
| 1237 | LCH Ltd. | 000000000 | Jun 2026 | 5,100,000 | $-79837 | -0.02% | DIR |
| 1238 | LCH Ltd. | 000000000 | Jun 2026 | 3,200,000 | $-86323 | -0.02% | DIR |
| 1239 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 7,600,000 | $-86330 | -0.02% | DIR |
| 1240 | LCH Ltd. | 000000000 | Jun 2026 | 3,080,000 | $-86596 | -0.02% | DIR |
| 1241 | Citibank NA | 000000000 | Jun 2026 | 1 | $-90826 | -0.02% | DFE |
| 1242 | Societe Generale SA | 000000000 | Jun 2026 | 1 | $-92813 | -0.02% | DFE |
| 1243 | Eurex Deutschland | 000000000 | Jun 2026 | -185 | $-97139 | -0.02% | DIR |
| 1244 | LCH Ltd. | 000000000 | Jun 2026 | 5,400,000 | $-110245 | -0.03% | DIR |
| 1245 | LCH Ltd. | 000000000 | Jun 2026 | 3,800,000 | $-112920 | -0.03% | DIR |
| 1246 | LCH Ltd. | 000000000 | Jun 2026 | 5,100,000 | $-114466 | -0.03% | DIR |
| 1247 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 27,000,000 | $-120021 | -0.03% | DIR |
| 1248 | LCH Ltd. | 000000000 | Jun 2026 | 15,100,000 | $-127007 | -0.03% | DIR |
| 1249 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 24,060,000 | $-128706 | -0.03% | DIR |
| 1250 | Banco Santander SA | 000000000 | Jun 2026 | 1 | $-132410 | -0.03% | DFE |
| 1251 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 33,900,000 | $-135918 | -0.03% | DIR |
| 1252 | Bank of America NA | 000000000 | Jun 2026 | -4,180,000 | $-166886 | -0.04% | DFE |
| 1253 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-172802 | -0.04% | DFE |
| 1254 | UMBS, TBA | 01F020687 | Jun 2026 | -230,000 | $-183640 | -0.04% | ABS-MBS |
| 1255 | UMBS, TBA | 01F030686 | Jun 2026 | -230,000 | $-200459 | -0.05% | ABS-MBS |
| 1256 | LCH Ltd. | 000000000 | Jun 2026 | 8,200,000 | $-318262 | -0.08% | DIR |
| 1257 | LCH Ltd. | 000000000 | Jun 2026 | 17,720,000 | $-319490 | -0.08% | DIR |
| 1258 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | -36 | $-358721 | -0.08% | DE |
| 1259 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | -109 | $-360297 | -0.09% | DE |
| 1260 | Intercontinental Exchange, Inc. | 000000000 | Jun 2026 | 21,450,000 | $-470907 | -0.11% | DCR |
| 1261 | LCH Ltd. | 000000000 | Jun 2026 | 33,000,000 | $-499418 | -0.12% | DIR |
| 1262 | LCH Ltd. | 000000000 | Jun 2026 | 560,000,000 | $-571911 | -0.14% | DIR |
| 1263 | State Street Bank & Trust Co. | 000000000 | Jun 2026 | 1 | $-587127 | -0.14% | DFE |
| 1264 | UBS AG | 000000000 | Jun 2026 | 1 | $-588084 | -0.14% | DFE |
| 1265 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 17,400,000 | $-622964 | -0.15% | DIR |
| 1266 | LCH Ltd. | 000000000 | Jun 2026 | 2,296,100,000 | $-698073 | -0.16% | DIR |
| 1267 | Deutsche Bank Securities, Inc. | 000000000 | Jun 2026 | -883,125 | $-883125 | -0.21% | RA |
| 1268 | BNP Paribas SA | 000000000 | Jun 2026 | 93,567,781 | $-891039 | -0.21% | DE |
| 1269 | UMBS, TBA | 01F042681 | Jun 2026 | -1,070,000 | $-1024232 | -0.24% | ABS-MBS |
| 1270 | LCH Ltd. | 000000000 | Jun 2026 | 158,950,000 | $-1189788 | -0.28% | DIR |
| 1271 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 130,334,415 | $-1241165 | -0.29% | DE |
| 1272 | LCH Ltd. | 000000000 | Jun 2026 | 15,180,000 | $-1784251 | -0.42% | DIR |
| 1273 | Intercontinental Exchange, Inc. | 000000000 | Jun 2026 | 114,800,000 | $-2491661 | -0.59% | DCR |
| 1274 | UMBS, TBA | 01F020679 | Jun 2026 | -9,750,000 | $-7787766 | -1.84% | ABS-MBS |
| 1275 | Government National Mortgage Association | 21H030674 | Jun 2026 | -12,200,000 | $-10829406 | -2.56% | ABS-MBS |
| 1276 | UMBS, TBA | 01F022683 | Jun 2026 | -14,140,000 | $-11812423 | -2.79% | ABS-MBS |
| 1277 | UMBS, TBA | 01F032682 | Jun 2026 | -14,190,000 | $-12865785 | -3.04% | ABS-MBS |
| 1278 | Deutsche Bank Securities, Inc. | 000000000 | Jun 2026 | -16,050,649 | $-16050649 | -3.79% | RA |
| 1279 | Deutsche Bank Securities, Inc. | 000000000 | Jun 2026 | -17,239,620 | $-17239620 | -4.07% | RA |