Holdings (Monthly)
Guide ↗
Fixed Income SHares: Series LD
· PIMCO Managed Accounts Trust| # | Name | Ticker | Since | Shares | Value | % Port | Cat |
|---|---|---|---|---|---|---|---|
| 1 | UMBS, TBA | 01F052672 | Jun 2026 | 4,600,000 | $4.6M | 8.18% | ABS-MBS |
| 2 | UMBS, TBA | 01F052698 | Jun 2026 | 3,700,000 | $3.7M | 6.57% | ABS-MBS |
| 3 | PIMCO SHORT ASSET PORTFOLIO | 72202G380 | Jun 2026 | 232,900 | $2.3M | 4.07% | STIV |
| 4 | UMBS, TBA | 01F050676 | Jun 2026 | 2,000,000 | $2.0M | 3.49% | ABS-MBS |
| 5 | LETRA TESOURO NACIONAL | 000000000 | Jun 2026 | 10,200,000 | $1.9M | 3.39% | DBT |
| 6 | WELLS FARGO & COMPANY | 95000U2V4 | Jun 2026 | 1,200,000 | $1.2M | 2.11% | DBT |
| 7 | GLOBAL NET LEASE/GLOBAL | 37892AAA8 | Jun 2026 | 1,200,000 | $1.2M | 2.08% | DBT |
| 8 | AIRCASTLE LTD | 00928QAU5 | Jun 2026 | 1,200,000 | $1.2M | 2.06% | DBT |
| 9 | LLOYDS BANKING GROUP PLC | 53944YBH5 | Jun 2026 | 1,100,000 | $1.1M | 1.95% | DBT |
| 10 | SOUTH AFRICAN T-BILLS | 000000000 | Jun 2026 | 17,200,000 | $1.0M | 1.79% | STIV |
| 11 | SAUDI INTERNATIONAL BOND | 000000000 | Jun 2026 | 1,000,000 | $1.0M | 1.79% | DBT |
| 12 | BMW US CAPITAL LLC | 05565EDE2 | Jun 2026 | 1,000,000 | $1.0M | 1.78% | DBT |
| 13 | CANADIAN IMPERIAL BANK | 13607QFC1 | Jun 2026 | 1,000,000 | $1.0M | 1.78% | DBT |
| 14 | NYO Commercial Mortgage Trust | 62955HAA5 | Jun 2026 | 1,000,000 | $1000K | 1.77% | ABS-MBS |
| 15 | BWAY Mortgage Trust | 12430YAA8 | Jun 2026 | 1,000,000 | $993K | 1.76% | ABS-MBS |
| 16 | GS Mortgage-Backed Securities Trust | 36262JAJ4 | Jun 2026 | 1,023,163 | $957K | 1.70% | ABS-MBS |
| 17 | Fannie Mae | 3136BVKH0 | Jun 2026 | 952,239 | $957K | 1.70% | ABS-MBS |
| 18 | FOXCONN FAR EAST LTD | 000000000 | Jun 2026 | 1,000,000 | $944K | 1.67% | DBT |
| 19 | Freddie Mac | 3137HKEX8 | Jun 2026 | 900,831 | $908K | 1.61% | ABS-MBS |
| 20 | PIMCO PRV SHORT TERM FLT III | 72201W154 | Jun 2026 | 93,030 | $906K | 1.61% | STIV |
| 21 | AMERICAN HONDA FINANCE | 02665WGM7 | Jun 2026 | 900,000 | $901K | 1.60% | DBT |
| 22 | NTT FINANCE CORP | 62954WBB0 | Jun 2026 | 900,000 | $900K | 1.60% | DBT |
| 23 | FIRST ABU DHABI BANK PJS | 000000000 | Jun 2026 | 900,000 | $900K | 1.60% | DBT |
| 24 | CITADEL LP | 17288XAB0 | Jun 2026 | 900,000 | $899K | 1.59% | DBT |
| 25 | APA INFRASTRUCTURE LTD | 000000000 | Jun 2026 | 900,000 | $897K | 1.59% | DBT |
| 26 | GOLDMAN SACHS GROUP INC | 38141GYM0 | Jun 2026 | 900,000 | $893K | 1.58% | DBT |
| 27 | Freddie Mac | 3137H0W53 | Jun 2026 | 935,346 | $830K | 1.47% | ABS-MBS |
| 28 | Fannie Mae | 3136G5JT8 | Jun 2026 | 812,444 | $812K | 1.44% | ABS-MBS |
| 29 | BARCLAYS PLC | 06738ECP8 | Jun 2026 | 800,000 | $807K | 1.43% | DBT |
| 30 | EDISON INTERNATIONAL | 281020BE6 | Jun 2026 | 800,000 | $801K | 1.42% | DBT |
| 31 | ATHENE GLOBAL FUNDING | 04685A4F5 | Jun 2026 | 800,000 | $801K | 1.42% | DBT |
| 32 | Freddie Mac | 3137HQXV8 | Jun 2026 | 799,664 | $799K | 1.42% | ABS-MBS |
| 33 | VICI PROPERTIES / NOTE | 92564RAA3 | Jun 2026 | 800,000 | $799K | 1.42% | DBT |
| 34 | GLENCORE FUNDING LLC | 378272AN8 | Jun 2026 | 800,000 | $797K | 1.41% | DBT |
| 35 | F&G GLOBAL FUNDING | 30321L2M3 | Jun 2026 | 800,000 | $787K | 1.40% | DBT |
| 36 | FORD MOTOR CREDIT CO LLC | 345397D83 | Jun 2026 | 700,000 | $704K | 1.25% | DBT |
| 37 | American Money Management Corporation | 00173UAS3 | Jun 2026 | 700,000 | $700K | 1.24% | ABS-CBDO |
| 38 | MUTUAL OF OMAHA GLOBAL | 62829D2G4 | Jun 2026 | 700,000 | $697K | 1.24% | DBT |
| 39 | Citigroup Mortgage Loan Trust Inc | 17329VDF3 | Jun 2026 | 742,211 | $694K | 1.23% | ABS-MBS |
| 40 | VIATRIS INC | 92556VAC0 | Jun 2026 | 700,000 | $684K | 1.21% | DBT |
| 41 | EAGLE FUNDING LUXCO SARL | 26951TAA8 | Jun 2026 | 600,000 | $603K | 1.07% | DBT |
| 42 | SEMPRA | 816851BY4 | Jun 2026 | 600,000 | $603K | 1.07% | DBT |
| 43 | Evergreen Credit Card Trust | 30023JCZ9 | Jun 2026 | 600,000 | $602K | 1.07% | ABS-O |
| 44 | EVERGY KANSAS CENTRAL | 30036FAE1 | Jun 2026 | 600,000 | $601K | 1.07% | DBT |
| 45 | Greywolf CLO Ltd | 39809TAW7 | Jun 2026 | 600,000 | $601K | 1.07% | ABS-CBDO |
| 46 | KKR Financial CLO Ltd | 48251BBE9 | Jun 2026 | 600,000 | $601K | 1.07% | ABS-CBDO |
| 47 | Bluemountain CLO Ltd | 09631EAJ6 | Jun 2026 | 600,000 | $600K | 1.06% | ABS-CBDO |
| 48 | VISTRA OPERATIONS CO LLC | 92840VBD3 | Jun 2026 | 600,000 | $596K | 1.06% | DBT |
| 49 | Freddie Mac | 3137HLJG8 | Jun 2026 | 572,837 | $579K | 1.03% | ABS-MBS |
| 50 | CANADIAN IMPERIAL BANK | 13607HV66 | Jun 2026 | 800,000 | $574K | 1.02% | DBT |
| 51 | WELLS FARGO & COMPANY | 949746TJ0 | Jun 2026 | 800,000 | $573K | 1.02% | DBT |
| 52 | Harvest CLO | 000000000 | Jun 2026 | 500,000 | $572K | 1.01% | ABS-CBDO |
| 53 | MV Credit Euro CLO | 000000000 | Jun 2026 | 500,000 | $572K | 1.01% | ABS-CBDO |
| 54 | Freddie Mac | 3137HLST0 | Jun 2026 | 548,625 | $553K | 0.98% | ABS-MBS |
| 55 | Harvest Funding | 000000000 | Jun 2026 | 400,000 | $531K | 0.94% | ABS-MBS |
| 56 | Freddie Mac | 3137HKR30 | Jun 2026 | 517,488 | $519K | 0.92% | ABS-MBS |
| 57 | Fannie Mae | 3136BVSA7 | Jun 2026 | 508,572 | $511K | 0.91% | ABS-MBS |
| 58 | ELFI Graduate Loan Program 2021-A LLC | 28628BAA6 | Jun 2026 | 573,783 | $510K | 0.91% | ABS-O |
| 59 | LAS VEGAS SANDS CORP | 517834AJ6 | Jun 2026 | 500,000 | $505K | 0.90% | DBT |
| 60 | ABN AMRO BANK NV | 00084EAJ7 | Jun 2026 | 500,000 | $502K | 0.89% | DBT |
| 61 | Octagon 64 Ltd | 67579AAW7 | Jun 2026 | 500,000 | $501K | 0.89% | ABS-CBDO |
| 62 | Invesco CLO 2022-2, Ltd. | 46145XAL0 | Jun 2026 | 500,000 | $501K | 0.89% | ABS-CBDO |
| 63 | Trinitas CLO Ltd | 89642JAL9 | Jun 2026 | 500,000 | $501K | 0.89% | ABS-CBDO |
| 64 | KKR Financial CLO Ltd | 48255EAJ9 | Jun 2026 | 500,000 | $501K | 0.89% | ABS-CBDO |
| 65 | ARES CLO Ltd | 04016NBH5 | Jun 2026 | 500,000 | $501K | 0.89% | ABS-CBDO |
| 66 | FORD MOTOR CREDIT CO LLC | 345397C27 | Jun 2026 | 500,000 | $500K | 0.89% | DBT |
| 67 | KKR Financial CLO Ltd | 48253YBL1 | Jun 2026 | 500,000 | $500K | 0.89% | ABS-CBDO |
| 68 | Bluemountain CLO Ltd | 09631JAL0 | Jun 2026 | 500,000 | $500K | 0.89% | ABS-CBDO |
| 69 | HCA Inc | 40412DGT0 | Jun 2026 | 500,000 | $498K | 0.88% | STIV |
| 70 | First Franklin Mtg Loan Asset Backed Certificates | 32027EAE1 | Jun 2026 | 504,626 | $498K | 0.88% | ABS-O |
| 71 | KYNDRYL HOLDINGS INC | 50155QAJ9 | Jun 2026 | 500,000 | $497K | 0.88% | DBT |
| 72 | Anchorage Credit Funding Ltd. | 03331VAA3 | Jun 2026 | 500,000 | $495K | 0.88% | ABS-CBDO |
| 73 | SMB Private Education Loan Trust | 78449VAC0 | Jun 2026 | 490,579 | $490K | 0.87% | ABS-O |
| 74 | Freddie Mac | 3137HMGK0 | Jun 2026 | 483,127 | $486K | 0.86% | ABS-MBS |
| 75 | Freddie Mac | 3137HKKP8 | Jun 2026 | 463,207 | $468K | 0.83% | ABS-MBS |
| 76 | Freddie Mac | 3137HLME9 | Jun 2026 | 454,663 | $458K | 0.81% | ABS-MBS |
| 77 | Invesco Euro CLO XI DAC | 000000000 | Jun 2026 | 400,000 | $458K | 0.81% | ABS-CBDO |
| 78 | Freddie Mac | 3137HKPJ7 | Jun 2026 | 450,382 | $454K | 0.81% | ABS-MBS |
| 79 | SMB Private Education Loan Trust | 78450XAB4 | Jun 2026 | 438,425 | $442K | 0.78% | ABS-O |
| 80 | Freddie Mac | 3137HKT46 | Jun 2026 | 434,988 | $438K | 0.78% | ABS-MBS |
| 81 | Freddie Mac | 3137HLSA1 | Jun 2026 | 426,479 | $432K | 0.77% | ABS-MBS |
| 82 | Freddie Mac | 3137HNCM8 | Jun 2026 | 424,662 | $427K | 0.76% | ABS-MBS |
| 83 | Nelnet Student Loan Trust | 64035UAA6 | Jun 2026 | 418,935 | $410K | 0.73% | ABS-O |
| 84 | Freddie Mac | 3137HM2M1 | Jun 2026 | 403,092 | $409K | 0.72% | ABS-MBS |
| 85 | BPCE SA | 05571AAQ8 | Jun 2026 | 400,000 | $402K | 0.71% | DBT |
| 86 | QNB FINANCE LTD | 000000000 | Jun 2026 | 400,000 | $402K | 0.71% | DBT |
| 87 | ATHENE GLOBAL FUNDING | 04685A3U3 | Jun 2026 | 400,000 | $401K | 0.71% | DBT |
| 88 | ARES CLO Ltd | 04018EAA9 | Jun 2026 | 400,000 | $401K | 0.71% | ABS-CBDO |
| 89 | 37 Capital CLO Ltd | 88430TAQ4 | Jun 2026 | 400,000 | $400K | 0.71% | ABS-CBDO |
| 90 | Elevation CLO Ltd | 28623YAU7 | Jun 2026 | 400,000 | $400K | 0.71% | ABS-CBDO |
| 91 | OCTAGON INVESTMENT PARTNERS 40, LTD. | 67592BAY4 | Jun 2026 | 400,000 | $400K | 0.71% | ABS-CBDO |
| 92 | Canyon Capital CLO Ltd | 13876LAW7 | Jun 2026 | 400,000 | $400K | 0.71% | ABS-CBDO |
| 93 | Dryden Senior Loan Fund | 262487AJ0 | Jun 2026 | 400,000 | $400K | 0.71% | ABS-CBDO |
| 94 | AMERICAN HONDA FINANCE | 02665WGP0 | Jun 2026 | 400,000 | $400K | 0.71% | DBT |
| 95 | Cars Alliance | 000000000 | Jun 2026 | 347,286 | $397K | 0.70% | ABS-O |
| 96 | MIZRAHI TEFAHOT BANK LTD | 000000000 | Jun 2026 | 400,000 | $397K | 0.70% | DBT |
| 97 | ROGERS COMMUNICATIONS IN | 775109CG4 | Jun 2026 | 400,000 | $396K | 0.70% | DBT |
| 98 | STELLANTIS FIN US INC | 000000000 | Jun 2026 | 400,000 | $393K | 0.70% | DBT |
| 99 | DISCOVERY GLOBAL HOLDINGS INC | 25472YAB7 | Jun 2026 | 392,308 | $393K | 0.70% | LON |
| 100 | Fannie Mae | 3136BTQJ5 | Jun 2026 | 388,884 | $393K | 0.70% | ABS-MBS |
| 101 | New Century Home Equity Loan Trust | 64352VHV6 | Jun 2026 | 390,577 | $391K | 0.69% | ABS-MBS |
| 102 | Government National Mortgage Association | 38381NNT1 | Jun 2026 | 383,868 | $387K | 0.69% | ABS-MBS |
| 103 | SMB Private Education Loan Trust | 78451MAB7 | Jun 2026 | 384,797 | $385K | 0.68% | ABS-O |
| 104 | Fact SA | 000000000 | Jun 2026 | 322,679 | $369K | 0.66% | ABS-O |
| 105 | Navient Student Loan Trust | 63941TAA4 | Jun 2026 | 388,121 | $363K | 0.64% | ABS-O |
| 106 | SMB Private Education Loan Trust | 831943AB1 | Jun 2026 | 350,710 | $353K | 0.63% | ABS-O |
| 107 | United States Treasury | 91282CKL4 | Jun 2026 | 344,435 | $345K | 0.61% | DBT |
| 108 | Fannie Mae | 3136BUEQ9 | Jun 2026 | 339,703 | $342K | 0.61% | ABS-MBS |
| 109 | Fannie Mae | 3136BUQH6 | Jun 2026 | 336,434 | $340K | 0.60% | ABS-MBS |
| 110 | Freddie Mac | 3137HLNN8 | Jun 2026 | 333,007 | $336K | 0.60% | ABS-MBS |
| 111 | GS Mortgage-Backed Securities Trust | 36263KAJ0 | Jun 2026 | 353,214 | $330K | 0.59% | ABS-MBS |
| 112 | LCH Ltd. | 000000000 | Jun 2026 | 14,720,000 | $328K | 0.58% | DIR |
| 113 | Freddie Mac | 3137HJG84 | Jun 2026 | 308,161 | $311K | 0.55% | ABS-MBS |
| 114 | CASSA DEPOSITI E PRESTIT | 147918AC0 | Jun 2026 | 300,000 | $310K | 0.55% | DBT |
| 115 | New Residential Mortgage Loan Trust | 64829VAA4 | Jun 2026 | 319,267 | $309K | 0.55% | ABS-MBS |
| 116 | Fannie Mae | 3136BUFJ4 | Jun 2026 | 304,487 | $308K | 0.55% | ABS-MBS |
| 117 | GCAT | 36167HAD7 | Jun 2026 | 346,377 | $307K | 0.54% | ABS-MBS |
| 118 | GCAT | 36167HAC9 | Jun 2026 | 346,377 | $306K | 0.54% | ABS-MBS |
| 119 | MFRA Trust | 55283QAA2 | Jun 2026 | 333,222 | $306K | 0.54% | ABS-MBS |
| 120 | ARROW ELECTRONICS INC | 04273WAF8 | Jun 2026 | 300,000 | $303K | 0.54% | DBT |
| 121 | VOLKSWAGEN GROUP AMERICA | 928668CN0 | Jun 2026 | 300,000 | $301K | 0.53% | DBT |
| 122 | NATIONAL RURAL UTIL COOP | 63743HGG1 | Jun 2026 | 300,000 | $301K | 0.53% | DBT |
| 123 | WESTINGHOUSE AIR BRAKE | 960386AM2 | Jun 2026 | 300,000 | $300K | 0.53% | DBT |
| 124 | MAREX GROUP PLC | 566539AD4 | Jun 2026 | 300,000 | $300K | 0.53% | DBT |
| 125 | MIZUHO FINANCIAL GROUP | 60687YDY2 | Jun 2026 | 300,000 | $300K | 0.53% | DBT |
| 126 | SOUTHERN CAL EDISON | 842400HQ9 | Jun 2026 | 300,000 | $300K | 0.53% | DBT |
| 127 | BANK HAPOALIM | 000000000 | Jun 2026 | 300,000 | $296K | 0.53% | DBT |
| 128 | Freddie Mac | 3137HJVX2 | Jun 2026 | 293,807 | $296K | 0.52% | ABS-MBS |
| 129 | Toro European CLO | 000000000 | Jun 2026 | 258,403 | $296K | 0.52% | ABS-CBDO |
| 130 | Freddie Mac | 3137HJGF8 | Jun 2026 | 290,936 | $294K | 0.52% | ABS-MBS |
| 131 | Freddie Mac | 3137HLZD7 | Jun 2026 | 288,400 | $291K | 0.52% | ABS-MBS |
| 132 | Freddie Mac | 3137HCUC4 | Jun 2026 | 274,557 | $278K | 0.49% | ABS-MBS |
| 133 | Freddie Mac | 3137HJ2H9 | Jun 2026 | 273,836 | $277K | 0.49% | ABS-MBS |
| 134 | Towd Point Mortgage Trust | 89175MAA1 | Jun 2026 | 279,824 | $275K | 0.49% | ABS-MBS |
| 135 | Freddie Mac | 3137HJAP2 | Jun 2026 | 256,689 | $260K | 0.46% | ABS-MBS |
| 136 | Freddie Mac | 3137HJB30 | Jun 2026 | 251,574 | $254K | 0.45% | ABS-MBS |
| 137 | GSAMP Trust | 362439AE1 | Jun 2026 | 255,935 | $249K | 0.44% | ABS-O |
| 138 | Nelnet Student Loan Trust | 64032BAA1 | Jun 2026 | 247,653 | $246K | 0.44% | ABS-O |
| 139 | SMB Private Education Loan Trust | 78449DAC0 | Jun 2026 | 243,848 | $243K | 0.43% | ABS-O |
| 140 | State Street Global Advisors | 857492706 | Jun 2026 | 240,112 | $240K | 0.43% | STIV |
| 141 | Freddie Mac | 3137HHUD1 | Jun 2026 | 215,608 | $218K | 0.39% | ABS-MBS |
| 142 | Securitized Asset Backed Receivables LLC Trust | 81375WCT1 | Jun 2026 | 220,562 | $204K | 0.36% | ABS-O |
| 143 | Fannie Mae | 3136BUFY1 | Jun 2026 | 201,091 | $202K | 0.36% | ABS-MBS |
| 144 | CANADIAN NATL RESOURCES | 136385BD2 | Jun 2026 | 200,000 | $202K | 0.36% | DBT |
| 145 | AMERICAN TOWER CORP | 03027XCL2 | Jun 2026 | 200,000 | $202K | 0.36% | DBT |
| 146 | SOUTH BOW USA INFRA HLDS | 83007CAB8 | Jun 2026 | 200,000 | $201K | 0.36% | DBT |
| 147 | Fannie Mae | 3136BTXD0 | Jun 2026 | 197,760 | $200K | 0.35% | ABS-MBS |
| 148 | FORD MOTOR CREDIT CO LLC | 345397A45 | Jun 2026 | 200,000 | $199K | 0.35% | DBT |
| 149 | EMIRATES NBD BANK PJSC | 000000000 | Jun 2026 | 200,000 | $199K | 0.35% | DBT |
| 150 | UNIVERSAL HEALTH SVCS | 913903AZ3 | Jun 2026 | 200,000 | $199K | 0.35% | DBT |
| 151 | QATAR ENERGY | 746970AA0 | Jun 2026 | 200,000 | $199K | 0.35% | DBT |
| 152 | PACIFIC GAS & ELECTRIC | 694308HS9 | Jun 2026 | 200,000 | $198K | 0.35% | DBT |
| 153 | INTESA SANPAOLO SPA | 46115HBD8 | Jun 2026 | 200,000 | $198K | 0.35% | DBT |
| 154 | STELLANTIS FIN US INC | 85855CAA8 | Jun 2026 | 200,000 | $197K | 0.35% | DBT |
| 155 | Navient Student Loan Trust | 63941UAA1 | Jun 2026 | 208,162 | $195K | 0.35% | ABS-O |
| 156 | Freddie Mac | 3137HHWV9 | Jun 2026 | 188,794 | $191K | 0.34% | ABS-MBS |
| 157 | RD MICHIGAN PROP OWNER I | 74941YAA0 | Jun 2026 | 180,000 | $180K | 0.32% | DBT |
| 158 | Nelnet Student Loan Trust | 64032UAA9 | Jun 2026 | 180,535 | $177K | 0.31% | ABS-O |
| 159 | Onslow Bay Financial LLC | 67117VAA8 | Jun 2026 | 171,325 | $171K | 0.30% | ABS-MBS |
| 160 | ARI Fleet Lease Trust | 00193GAB7 | Jun 2026 | 161,622 | $162K | 0.29% | ABS-O |
| 161 | Freddie Mac | 3137HLZ21 | Jun 2026 | 160,213 | $162K | 0.29% | ABS-MBS |
| 162 | Navient Refinance Loan Trust | 638973AA5 | Jun 2026 | 161,296 | $161K | 0.28% | ABS-O |
| 163 | Towd Point Mortgage Trust | 89177HAA0 | Jun 2026 | 157,630 | $160K | 0.28% | ABS-MBS |
| 164 | Towd Point Mortgage Trust | 89178WAU2 | Jun 2026 | 146,031 | $141K | 0.25% | ABS-MBS |
| 165 | Fannie Mae | 3136BUPN4 | Jun 2026 | 138,047 | $140K | 0.25% | ABS-MBS |
| 166 | Freddie Mac | 3137HJ5P8 | Jun 2026 | 135,361 | $137K | 0.24% | ABS-MBS |
| 167 | Fannie Mae | 3136BTS53 | Jun 2026 | 134,635 | $136K | 0.24% | ABS-MBS |
| 168 | Government National Mortgage Association | 38385GMK2 | Jun 2026 | 133,722 | $135K | 0.24% | ABS-MBS |
| 169 | Fannie Mae | 3136BVF78 | Jun 2026 | 131,314 | $132K | 0.23% | ABS-MBS |
| 170 | Morgan Stanley Residential Mortgage Loan Trust | 61772QAN0 | Jun 2026 | 137,396 | $128K | 0.23% | ABS-MBS |
| 171 | Towd Point Mortgage Trust | 89177XAA5 | Jun 2026 | 126,434 | $127K | 0.22% | ABS-MBS |
| 172 | SOUTH AFRICAN T-BILLS | 000000000 | Jun 2026 | 2,100,000 | $126K | 0.22% | STIV |
| 173 | RAAC Series | 74919TAB7 | Jun 2026 | 123,875 | $124K | 0.22% | ABS-O |
| 174 | Verus Securitization Trust | 92540EAA1 | Jun 2026 | 118,837 | $119K | 0.21% | ABS-MBS |
| 175 | New Residential Mortgage Loan Trust | 64831EAA8 | Jun 2026 | 119,945 | $116K | 0.21% | ABS-MBS |
| 176 | BONOS TESORERIA PESOS | 000000000 | Jun 2026 | 95,000,000 | $108K | 0.19% | DBT |
| 177 | MFRA Trust | 55286LAA0 | Jun 2026 | 100,789 | $101K | 0.18% | ABS-MBS |
| 178 | HCA INC | 404119CY3 | Jun 2026 | 100,000 | $101K | 0.18% | DBT |
| 179 | Nelnet Student Loan Trust | 64032UAB7 | Jun 2026 | 90,267 | $90K | 0.16% | ABS-O |
| 180 | Impac CMB Trust | 45254NLJ4 | Jun 2026 | 86,188 | $85K | 0.15% | ABS-MBS |
| 181 | Amortizing Residential Collateral Trust | 031733AE8 | Jun 2026 | 85,672 | $85K | 0.15% | ABS-O |
| 182 | QATARENERGY LNG S3 | 75405UAD8 | Jun 2026 | 81,400 | $82K | 0.15% | DBT |
| 183 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $70K | 0.12% | DFE |
| 184 | Finance America Mortgage Loan Trust | 317350BD7 | Jun 2026 | 66,796 | $65K | 0.12% | ABS-O |
| 185 | Towd Point Asset Trust | 89179XAL9 | Jun 2026 | 58,872 | $59K | 0.10% | ABS-O |
| 186 | SMB Private Education Loan Trust | 78449MAB2 | Jun 2026 | 49,181 | $49K | 0.09% | ABS-O |
| 187 | State Street Bank & Trust Co. | 000000000 | Jun 2026 | 1 | $47K | 0.08% | DFE |
| 188 | WAMU Mortgage Pass-Through Certificates | 92925CBA9 | Jun 2026 | 45,466 | $46K | 0.08% | ABS-MBS |
| 189 | Countrywide Asset-Backed Certificates | 126670PJ1 | Jun 2026 | 42,337 | $42K | 0.08% | ABS-O |
| 190 | BONOS TESORERIA PESOS | 000000000 | Jun 2026 | 35,000,000 | $39K | 0.07% | DBT |
| 191 | Chicago Board of Trade | 000000000 | Jun 2026 | 253 | $37K | 0.06% | DIR |
| 192 | Merrill Lynch Mortgage Investors Trust | 59020USJ5 | Jun 2026 | 32,919 | $32K | 0.06% | ABS-MBS |
| 193 | ASX Clear (Futures) | 000000000 | Jun 2026 | 81 | $31K | 0.05% | DIR |
| 194 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $28K | 0.05% | DFE |
| 195 | MFRA Trust | 552751AA7 | Jun 2026 | 28,129 | $28K | 0.05% | ABS-MBS |
| 196 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $18K | 0.03% | DFE |
| 197 | Barclays Bank PLC | 000000000 | Jun 2026 | 1 | $17K | 0.03% | DFE |
| 198 | Chase Funding Mortgage Loan Asset-Backed CTFS | 161546DQ6 | Jun 2026 | 17,226 | $17K | 0.03% | ABS-O |
| 199 | Bear Stearns Asset Backed Securities Trust | 073879UQ9 | Jun 2026 | 17,042 | $17K | 0.03% | ABS-MBS |
| 200 | WAMU Mortgage Pass-Through Certificates | 92922FB72 | Jun 2026 | 16,959 | $17K | 0.03% | ABS-MBS |
| 201 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $16K | 0.03% | DFE |
| 202 | LCH Ltd. | 000000000 | Jun 2026 | 2,700,000 | $16K | 0.03% | DIR |
| 203 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | -43 | $16K | 0.03% | DIR |
| 204 | MF1 | 55284AAA6 | Jun 2026 | 15,242 | $15K | 0.03% | ABS-CBDO |
| 205 | LCM Ltd Partnership | 50200YAQ1 | Jun 2026 | 14,054 | $14K | 0.02% | ABS-CBDO |
| 206 | Bank of America NA | 000000000 | Jun 2026 | 1 | $13K | 0.02% | DFE |
| 207 | Government National Mortgage Association | 38374XPT6 | Jun 2026 | 12,054 | $12K | 0.02% | ABS-MBS |
| 208 | Sequoia Mortgage Trust | 81743WAA9 | Jun 2026 | 11,898 | $12K | 0.02% | ABS-MBS |
| 209 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 1,000,000 | $11K | 0.02% | DIR |
| 210 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $10K | 0.02% | DFE |
| 211 | Credit Suisse First Boston Mortgage Securities | 22541NX20 | Jun 2026 | 8,144 | $8K | 0.01% | ABS-MBS |
| 212 | WAMU Mortgage Pass-Through Certificates | 92922FUN6 | Jun 2026 | 6,804 | $7K | 0.01% | ABS-MBS |
| 213 | LCH Ltd. | 000000000 | Jun 2026 | 2,200,000 | $7K | 0.01% | DIR |
| 214 | WAMU Mortgage Pass-Through Certificates | 92922F4M7 | Jun 2026 | 6,900 | $7K | 0.01% | ABS-MBS |
| 215 | JP Morgan Mortgage Trust | 466247BM4 | Jun 2026 | 6,425 | $6K | 0.01% | ABS-MBS |
| 216 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $6K | 0.01% | DFE |
| 217 | Bear Stearns Adjustable Rate Mortgage Trust | 07384MZ96 | Jun 2026 | 6,434 | $6K | 0.01% | ABS-MBS |
| 218 | Banc of America Funding Corporation | 06051GAX7 | Jun 2026 | 5,860 | $6K | 0.01% | ABS-MBS |
| 219 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $6K | 0.01% | DFE |
| 220 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $5K | 0.01% | DFE |
| 221 | Bear Stearns Adjustable Rate Mortgage Trust | 07384MTM4 | Jun 2026 | 5,173 | $5K | 0.01% | ABS-MBS |
| 222 | UBS AG | 000000000 | Jun 2026 | 1 | $5K | 0.01% | DFE |
| 223 | ICE Futures Europe - Financial Products Division | 000000000 | Jun 2026 | 42 | $5K | 0.01% | DIR |
| 224 | Thornburg Mortgage Securities Trust | 885220HB2 | Jun 2026 | 4,512 | $4K | 0.01% | ABS-MBS |
| 225 | Structured Asset Mortgage Investments Inc | 86359LBY4 | Jun 2026 | 4,590 | $4K | 0.01% | ABS-MBS |
| 226 | Credit Suisse First Boston Mortgage Securities | 22541QCT7 | Jun 2026 | 3,877 | $4K | 0.01% | ABS-MBS |
| 227 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $4K | 0.01% | DFE |
| 228 | LCH Ltd. | 000000000 | Jun 2026 | 200,000 | $4K | 0.01% | DIR |
| 229 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $3K | 0.01% | DFE |
| 230 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $3K | 0.01% | DFE |
| 231 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $3K | 0.01% | DFE |
| 232 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $3K | 0.00% | DFE |
| 233 | Delta Funding Home Equity Loan Trust | 24763LFX3 | Jun 2026 | 2,720 | $3K | 0.00% | ABS-MBS |
| 234 | JP Morgan Mortgage Trust | 466247EH2 | Jun 2026 | 2,727 | $3K | 0.00% | ABS-MBS |
| 235 | Structured Asset Mortgage Investments Inc | 86358HGW3 | Jun 2026 | 2,551 | $3K | 0.00% | ABS-MBS |
| 236 | GSR Mortgage Loan Trust | 36228FWS1 | Jun 2026 | 2,417 | $2K | 0.00% | ABS-MBS |
| 237 | Bear Stearns Adjustable Rate Mortgage Trust | 07384MZS4 | Jun 2026 | 2,458 | $2K | 0.00% | ABS-MBS |
| 238 | Citibank NA | 000000000 | Jun 2026 | 1 | $2K | 0.00% | DFE |
| 239 | Mellon Residential Funding Corporation | 585525ED6 | Jun 2026 | 1,955 | $2K | 0.00% | ABS-MBS |
| 240 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $2K | 0.00% | DFE |
| 241 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $2K | 0.00% | DFE |
| 242 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $2K | 0.00% | DFE |
| 243 | Bank of America NA | 000000000 | Jun 2026 | 1 | $2K | 0.00% | DFE |
| 244 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $1K | 0.00% | DFE |
| 245 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $1K | 0.00% | DFE |
| 246 | Mellon Residential Funding Corporation | 585525DF2 | Jun 2026 | 1,514 | $1K | 0.00% | ABS-MBS |
| 247 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $1K | 0.00% | DFE |
| 248 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $1K | 0.00% | DFE |
| 249 | Thornburg Mortgage Securities Trust | 885220DW0 | Jun 2026 | 1,432 | $1K | 0.00% | ABS-MBS |
| 250 | WAMU Mortgage Pass-Through Certificates | 929227QB5 | Jun 2026 | 1,473 | $1K | 0.00% | ABS-MBS |
| 251 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $1K | 0.00% | DFE |
| 252 | Citigroup Mortgage Loan Trust Inc | 17307GW79 | Jun 2026 | 1,251 | $1K | 0.00% | ABS-MBS |
| 253 | Chicago Board of Trade | 000000000 | Jun 2026 | 42 | $1K | 0.00% | DIR |
| 254 | Citibank NA | 000000000 | Jun 2026 | 1 | $1K | 0.00% | DFE |
| 255 | Citibank NA | 000000000 | Jun 2026 | 1 | $1K | 0.00% | DFE |
| 256 | Prime Mortgage Trust | 74160MDL3 | Jun 2026 | 1,203 | $1K | 0.00% | ABS-MBS |
| 257 | GSR Mortgage Loan Trust | 362341RX9 | Jun 2026 | 1,064 | $1K | 0.00% | ABS-MBS |
| 258 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $962 | 0.00% | DFE |
| 259 | State Street Bank & Trust Co. | 000000000 | Jun 2026 | 1 | $894 | 0.00% | DFE |
| 260 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $888 | 0.00% | DFE |
| 261 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $883 | 0.00% | DFE |
| 262 | Standard Chartered Bank | 000000000 | Jun 2026 | 1 | $819 | 0.00% | DFE |
| 263 | MLCC Mortgage Investors Inc | 59020UAR6 | Jun 2026 | 838 | $779 | 0.00% | ABS-MBS |
| 264 | State Street Bank & Trust Co. | 000000000 | Jun 2026 | 1 | $726 | 0.00% | DFE |
| 265 | Citibank NA | 000000000 | Jun 2026 | 1 | $710 | 0.00% | DFE |
| 266 | Structured Asset Mortgage Investments Inc | 86358HNX3 | Jun 2026 | 733 | $693 | 0.00% | ABS-MBS |
| 267 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $658 | 0.00% | DFE |
| 268 | Government National Mortgage Association | 38376RKZ8 | Jun 2026 | 648 | $652 | 0.00% | ABS-MBS |
| 269 | JP Morgan Mortgage Trust | 466247LZ4 | Jun 2026 | 600 | $586 | 0.00% | ABS-MBS |
| 270 | Citibank NA | 000000000 | Jun 2026 | 1 | $566 | 0.00% | DFE |
| 271 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $561 | 0.00% | DFE |
| 272 | Standard Chartered Bank | 000000000 | Jun 2026 | 1 | $556 | 0.00% | DFE |
| 273 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $556 | 0.00% | DFE |
| 274 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $518 | 0.00% | DFE |
| 275 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $509 | 0.00% | DFE |
| 276 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $490 | 0.00% | DFE |
| 277 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $481 | 0.00% | DFE |
| 278 | Morgan Stanley Mortgage Loan Trust | 61748HFE6 | Jun 2026 | 475 | $457 | 0.00% | ABS-MBS |
| 279 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $442 | 0.00% | DFE |
| 280 | Citibank NA | 000000000 | Jun 2026 | 1 | $430 | 0.00% | DFE |
| 281 | Standard Chartered Bank | 000000000 | Jun 2026 | 1 | $428 | 0.00% | DFE |
| 282 | Deutsche Bank AG | 000000000 | Jun 2026 | 1 | $416 | 0.00% | DFE |
| 283 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $409 | 0.00% | DFE |
| 284 | Citibank NA | 000000000 | Jun 2026 | 1 | $390 | 0.00% | DFE |
| 285 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $378 | 0.00% | DFE |
| 286 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $336 | 0.00% | DFE |
| 287 | Standard Chartered Bank | 000000000 | Jun 2026 | 1 | $329 | 0.00% | DFE |
| 288 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $317 | 0.00% | DFE |
| 289 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $313 | 0.00% | DFE |
| 290 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $297 | 0.00% | DFE |
| 291 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $287 | 0.00% | DFE |
| 292 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $255 | 0.00% | DFE |
| 293 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $243 | 0.00% | DFE |
| 294 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $235 | 0.00% | DFE |
| 295 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $233 | 0.00% | DFE |
| 296 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $226 | 0.00% | DFE |
| 297 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $208 | 0.00% | DFE |
| 298 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $204 | 0.00% | DFE |
| 299 | Barclays Bank PLC | 000000000 | Jun 2026 | 1 | $203 | 0.00% | DFE |
| 300 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $199 | 0.00% | DFE |
| 301 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $191 | 0.00% | DFE |
| 302 | Deutsche Bank AG | 000000000 | Jun 2026 | 1 | $184 | 0.00% | DFE |
| 303 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $178 | 0.00% | DFE |
| 304 | Citibank NA | 000000000 | Jun 2026 | 1 | $167 | 0.00% | DFE |
| 305 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $160 | 0.00% | DFE |
| 306 | MLCC Mortgage Investors Inc | 5899292M9 | Jun 2026 | 155 | $153 | 0.00% | ABS-MBS |
| 307 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $148 | 0.00% | DFE |
| 308 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $135 | 0.00% | DFE |
| 309 | Barclays Bank PLC | 000000000 | Jun 2026 | 1 | $135 | 0.00% | DFE |
| 310 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $134 | 0.00% | DFE |
| 311 | Morgan Stanley Capital Services LLC | 000000000 | Jun 2026 | 9,600,000 | $126 | 0.00% | DIR |
| 312 | Deutsche Bank AG | 000000000 | Jun 2026 | 1 | $126 | 0.00% | DFE |
| 313 | Standard Chartered Bank | 000000000 | Jun 2026 | 1 | $120 | 0.00% | DFE |
| 314 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 8,800,000 | $115 | 0.00% | DIR |
| 315 | Citibank NA | 000000000 | Jun 2026 | 1 | $109 | 0.00% | DFE |
| 316 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $106 | 0.00% | DFE |
| 317 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $106 | 0.00% | DFE |
| 318 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 24,600,000 | $103 | 0.00% | DIR |
| 319 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $101 | 0.00% | DFE |
| 320 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $98 | 0.00% | DFE |
| 321 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $98 | 0.00% | DFE |
| 322 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $82 | 0.00% | DFE |
| 323 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $80 | 0.00% | DFE |
| 324 | Citibank NA | 000000000 | Jun 2026 | 1 | $79 | 0.00% | DFE |
| 325 | Citibank NA | 000000000 | Jun 2026 | 1 | $78 | 0.00% | DFE |
| 326 | Sequoia Mortgage Trust | 81743VAB9 | Jun 2026 | 77 | $77 | 0.00% | ABS-MBS |
| 327 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $75 | 0.00% | DFE |
| 328 | Morgan Stanley Capital Services LLC | 000000000 | Jun 2026 | 10,000,000 | $72 | 0.00% | DIR |
| 329 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $69 | 0.00% | DFE |
| 330 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $68 | 0.00% | DFE |
| 331 | Barclays Bank PLC | 000000000 | Jun 2026 | 1 | $66 | 0.00% | DFE |
| 332 | Bank of America NA | 000000000 | Jun 2026 | 1 | $65 | 0.00% | DFE |
| 333 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $64 | 0.00% | DFE |
| 334 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 8,400,000 | $60 | 0.00% | DIR |
| 335 | UBS AG | 000000000 | Jun 2026 | 1 | $59 | 0.00% | DFE |
| 336 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $53 | 0.00% | DFE |
| 337 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $45 | 0.00% | DFE |
| 338 | Citibank NA | 000000000 | Jun 2026 | 1 | $45 | 0.00% | DFE |
| 339 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $39 | 0.00% | DFE |
| 340 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $36 | 0.00% | DFE |
| 341 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $35 | 0.00% | DFE |
| 342 | Standard Chartered Bank | 000000000 | Jun 2026 | 1 | $33 | 0.00% | DFE |
| 343 | Bank of America NA | 000000000 | Jun 2026 | 1 | $30 | 0.00% | DFE |
| 344 | Deutsche Bank AG | 000000000 | Jun 2026 | 1 | $28 | 0.00% | DFE |
| 345 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $27 | 0.00% | DFE |
| 346 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $26 | 0.00% | DFE |
| 347 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $21 | 0.00% | DFE |
| 348 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $21 | 0.00% | DFE |
| 349 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $20 | 0.00% | DFE |
| 350 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $18 | 0.00% | DFE |
| 351 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $16 | 0.00% | DFE |
| 352 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $15 | 0.00% | DFE |
| 353 | Deutsche Bank AG | 000000000 | Jun 2026 | 1 | $14 | 0.00% | DFE |
| 354 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $8 | 0.00% | DFE |
| 355 | Deutsche Bank AG | 000000000 | Jun 2026 | 1 | $8 | 0.00% | DFE |
| 356 | State Street Bank & Trust Co. | 000000000 | Jun 2026 | 1 | $7 | 0.00% | DFE |
| 357 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $6 | 0.00% | DFE |
| 358 | Deutsche Bank AG | 000000000 | Jun 2026 | 1 | $6 | 0.00% | DFE |
| 359 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $5 | 0.00% | DFE |
| 360 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $3 | 0.00% | DFE |
| 361 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $2 | 0.00% | DFE |
| 362 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $1 | 0.00% | DFE |
| 363 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $1 | 0.00% | DFE |
| 364 | Citibank NA | 000000000 | Jun 2026 | 1 | $0 | 0.00% | DFE |
| 365 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $0 | 0.00% | DFE |
| 366 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-0 | 0.00% | DFE |
| 367 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-1 | -0.00% | DFE |
| 368 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-1 | -0.00% | DFE |
| 369 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-2 | -0.00% | DFE |
| 370 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-2 | -0.00% | DFE |
| 371 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-2 | -0.00% | DFE |
| 372 | Bank of America NA | 000000000 | Jun 2026 | 1 | $-5 | -0.00% | DFE |
| 373 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-6 | -0.00% | DFE |
| 374 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $-6 | -0.00% | DFE |
| 375 | State Street Bank & Trust Co. | 000000000 | Jun 2026 | 1 | $-7 | -0.00% | DFE |
| 376 | Bank of America NA | 000000000 | Jun 2026 | 1 | $-7 | -0.00% | DFE |
| 377 | Deutsche Bank AG | 000000000 | Jun 2026 | 1 | $-7 | -0.00% | DFE |
| 378 | Citibank NA | 000000000 | Jun 2026 | 1 | $-10 | -0.00% | DFE |
| 379 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-11 | -0.00% | DFE |
| 380 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-12 | -0.00% | DFE |
| 381 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-12 | -0.00% | DFE |
| 382 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-14 | -0.00% | DFE |
| 383 | Deutsche Bank AG | 000000000 | Jun 2026 | 1 | $-14 | -0.00% | DFE |
| 384 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-17 | -0.00% | DFE |
| 385 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-21 | -0.00% | DFE |
| 386 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-21 | -0.00% | DFE |
| 387 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-22 | -0.00% | DFE |
| 388 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-22 | -0.00% | DFE |
| 389 | Deutsche Bank AG | 000000000 | Jun 2026 | 1 | $-24 | -0.00% | DFE |
| 390 | Standard Chartered Bank | 000000000 | Jun 2026 | 1 | $-25 | -0.00% | DFE |
| 391 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 40,300,000 | $-29 | -0.00% | DIR |
| 392 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-32 | -0.00% | DFE |
| 393 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-33 | -0.00% | DFE |
| 394 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-34 | -0.00% | DFE |
| 395 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $-38 | -0.00% | DFE |
| 396 | Citibank NA | 000000000 | Jun 2026 | 1 | $-39 | -0.00% | DFE |
| 397 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-40 | -0.00% | DFE |
| 398 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-41 | -0.00% | DFE |
| 399 | Bank of America NA | 000000000 | Jun 2026 | 1 | $-45 | -0.00% | DFE |
| 400 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-45 | -0.00% | DFE |
| 401 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-45 | -0.00% | DFE |
| 402 | Citibank NA | 000000000 | Jun 2026 | 1 | $-46 | -0.00% | DFE |
| 403 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-54 | -0.00% | DFE |
| 404 | Citibank NA | 000000000 | Jun 2026 | 1 | $-61 | -0.00% | DFE |
| 405 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-61 | -0.00% | DFE |
| 406 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-62 | -0.00% | DFE |
| 407 | Bank of America NA | 000000000 | Jun 2026 | 1 | $-63 | -0.00% | DFE |
| 408 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 86,300,000 | $-72 | -0.00% | DIR |
| 409 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-73 | -0.00% | DFE |
| 410 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-73 | -0.00% | DFE |
| 411 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-78 | -0.00% | DFE |
| 412 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $-78 | -0.00% | DFE |
| 413 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-84 | -0.00% | DFE |
| 414 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-90 | -0.00% | DFE |
| 415 | Citibank NA | 000000000 | Jun 2026 | 1 | $-95 | -0.00% | DFE |
| 416 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-100 | -0.00% | DFE |
| 417 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-101 | -0.00% | DFE |
| 418 | Citibank NA | 000000000 | Jun 2026 | 1 | $-104 | -0.00% | DFE |
| 419 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-111 | -0.00% | DFE |
| 420 | Citibank NA | 000000000 | Jun 2026 | 1 | $-114 | -0.00% | DFE |
| 421 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-119 | -0.00% | DFE |
| 422 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-121 | -0.00% | DFE |
| 423 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-123 | -0.00% | DFE |
| 424 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-143 | -0.00% | DFE |
| 425 | Bank of America NA | 000000000 | Jun 2026 | 1 | $-144 | -0.00% | DFE |
| 426 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-147 | -0.00% | DFE |
| 427 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-150 | -0.00% | DFE |
| 428 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $-153 | -0.00% | DFE |
| 429 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-153 | -0.00% | DFE |
| 430 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-163 | -0.00% | DFE |
| 431 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-192 | -0.00% | DFE |
| 432 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-223 | -0.00% | DFE |
| 433 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-225 | -0.00% | DFE |
| 434 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-241 | -0.00% | DFE |
| 435 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-243 | -0.00% | DFE |
| 436 | Standard Chartered Bank | 000000000 | Jun 2026 | 1 | $-295 | -0.00% | DFE |
| 437 | Citibank NA | 000000000 | Jun 2026 | 1 | $-339 | -0.00% | DFE |
| 438 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $-381 | -0.00% | DFE |
| 439 | Deutsche Bank AG | 000000000 | Jun 2026 | 1 | $-381 | -0.00% | DFE |
| 440 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $-410 | -0.00% | DFE |
| 441 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $-553 | -0.00% | DFE |
| 442 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-566 | -0.00% | DFE |
| 443 | State Street Bank & Trust Co. | 000000000 | Jun 2026 | 1 | $-726 | -0.00% | DFE |
| 444 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-771 | -0.00% | DFE |
| 445 | Citibank NA | 000000000 | Jun 2026 | 1 | $-798 | -0.00% | DFE |
| 446 | UBS AG | 000000000 | Jun 2026 | 1 | $-812 | -0.00% | DFE |
| 447 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-928 | -0.00% | DFE |
| 448 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-971 | -0.00% | DFE |
| 449 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $-1245 | -0.00% | DFE |
| 450 | Bank of America NA | 000000000 | Jun 2026 | 1 | $-1310 | -0.00% | DFE |
| 451 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-1315 | -0.00% | DFE |
| 452 | Bank of America NA | 000000000 | Jun 2026 | 1 | $-1321 | -0.00% | DFE |
| 453 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-1420 | -0.00% | DFE |
| 454 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-1535 | -0.00% | DFE |
| 455 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $-1640 | -0.00% | DFE |
| 456 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-1731 | -0.00% | DFE |
| 457 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-1870 | -0.00% | DFE |
| 458 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-1983 | -0.00% | DFE |
| 459 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-2618 | -0.00% | DFE |
| 460 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-2638 | -0.00% | DFE |
| 461 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-2657 | -0.00% | DFE |
| 462 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-2681 | -0.00% | DFE |
| 463 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $-2984 | -0.01% | DFE |
| 464 | Bank of America NA | 000000000 | Jun 2026 | 1 | $-3057 | -0.01% | DFE |
| 465 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-3450 | -0.01% | DFE |
| 466 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-3720 | -0.01% | DFE |
| 467 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-4098 | -0.01% | DFE |
| 468 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-4533 | -0.01% | DFE |
| 469 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-4545 | -0.01% | DFE |
| 470 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-4921 | -0.01% | DFE |
| 471 | The Montreal Exchange/Bourse De Montreal | 000000000 | Jun 2026 | -16 | $-5191 | -0.01% | DIR |
| 472 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-5417 | -0.01% | DFE |
| 473 | Wells Fargo Bank NA | 000000000 | Jun 2026 | 1 | $-5692 | -0.01% | DFE |
| 474 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-5858 | -0.01% | DFE |
| 475 | Chicago Mercantile Exchange | 000000000 | Jun 2026 | 1,970,000 | $-6065 | -0.01% | DIR |
| 476 | LCH Ltd. | 000000000 | Jun 2026 | 1,300,000 | $-6595 | -0.01% | DIR |
| 477 | Citibank NA | 000000000 | Jun 2026 | 1 | $-6629 | -0.01% | DFE |
| 478 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-6978 | -0.01% | DFE |
| 479 | LCH Ltd. | 000000000 | Jun 2026 | 400,000 | $-7212 | -0.01% | DIR |
| 480 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-7448 | -0.01% | DFE |
| 481 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-8935 | -0.02% | DFE |
| 482 | Goldman Sachs Bank USA | 000000000 | Jun 2026 | 1 | $-9887 | -0.02% | DFE |
| 483 | ICE Futures Europe - Financial Products Division | 000000000 | Jun 2026 | 31 | $-10932 | -0.02% | DIR |
| 484 | Chicago Board of Trade | 000000000 | Jun 2026 | -5 | $-12264 | -0.02% | DIR |
| 485 | LCH Ltd. | 000000000 | Jun 2026 | 4,850,000 | $-15526 | -0.03% | DIR |
| 486 | HSBC Bank PLC | 000000000 | Jun 2026 | 1 | $-16159 | -0.03% | DFE |
| 487 | BNP Paribas SA | 000000000 | Jun 2026 | 1 | $-19000 | -0.03% | DFE |
| 488 | Chicago Board of Trade | 000000000 | Jun 2026 | -27 | $-21551 | -0.04% | DIR |
| 489 | Morgan Stanley Capital Services LLC | 000000000 | Jun 2026 | 800,000 | $-26370 | -0.05% | DCR |
| 490 | JPMorgan Chase Bank NA | 000000000 | Jun 2026 | 1 | $-39851 | -0.07% | DFE |
| 491 | Chicago Board of Trade | 000000000 | Jun 2026 | 358 | $-40925 | -0.07% | DIR |
| 492 | LCH Ltd. | 000000000 | Jun 2026 | 2,400,000 | $-72061 | -0.13% | DIR |
| 493 | LCH Ltd. | 000000000 | Jun 2026 | 3,820,000 | $-120926 | -0.21% | DIR |
| 494 | Chicago Board of Trade | 000000000 | Jun 2026 | -112 | $-136339 | -0.24% | DIR |
| 495 | Citigroup Global Markets, Inc. | 000000000 | Jun 2026 | -843,369 | $-843369 | -1.50% | RA |
| 496 | Deutsche Bank Securities, Inc. | 000000000 | Jun 2026 | -953,146 | $-953146 | -1.69% | RA |
| 497 | Deutsche Bank Securities, Inc. | 000000000 | Jun 2026 | -1,107,392 | $-1107392 | -1.96% | RA |
| 498 | Deutsche Bank Securities, Inc. | 000000000 | Jun 2026 | -1,117,580 | $-1117580 | -1.98% | RA |
| 499 | TD Securities, Inc. | 000000000 | Jun 2026 | -2,380,936 | $-2380936 | -4.22% | RA |
| 500 | Deutsche Bank Securities, Inc. | 000000000 | Jun 2026 | -2,485,285 | $-2485285 | -4.41% | RA |
| 501 | Citigroup Global Markets, Inc. | 000000000 | Jun 2026 | -3,227,016 | $-3227016 | -5.72% | RA |
| 502 | TD Securities, Inc. | 000000000 | Jun 2026 | -3,971,034 | $-3971034 | -7.04% | RA |
| 503 | Deutsche Bank Securities, Inc. | 000000000 | Jun 2026 | -5,042,865 | $-5042865 | -8.94% | RA |
| 504 | Citigroup Global Markets, Inc. | 000000000 | Jun 2026 | -8,436,142 | $-8436142 | -14.96% | RA |
| 505 | UMBS, TBA | 01F040693 | Jun 2026 | -9,900,000 | $-9245648 | -16.40% | ABS-MBS |