| 1 | 935IKF006935IKF006Toronto Dominion Holdings USA Inc | Toronto Dominion Holdings USA Inc | −14.69% | −9.04M | −$9.04M |
| 2 | R0000838131-1R0000838131-1Chicago Board of Trade | Chicago Board of Trade | 13.92% | 80.00 | $8.56M |
| 3 | 913ZLW006913ZLW006BNP Paribas SA | BNP Paribas SA | −13.60% | −8.37M | −$8.37M |
| 4 | R0000838131-3R0000838131-3US 10yr Ultra Fut Sep26 | US 10yr Ultra Fut Sep26 | 10.97% | 60.00 | $6.75M |
| 5 | R0000838131-4R0000838131-4Chicago Board of Trade | Chicago Board of Trade | 8.50% | 45.00 | $5.23M |
| 6 | 956CQD002956CQD002RBC CAP MKTS/DAIN RAUSCHER/FOREFRONT/JOSEPH GUNNAR | RBC CAP MKTS/DAIN RAUSCHER/FOREFRONT/JOSEPH GUNNAR | −8.15% | −5.01M | −$5.01M |
| 7 | 913ZLM008913ZLM008Goldman Sachs Group Inc/The | Goldman Sachs Group Inc/The | −5.12% | −3.15M | −$3.15M |
| 8 | 31418ECR931418ECR9Fannie Mae | Fannie Mae | 3.37% | 2.37M | $2.07M |
| 9 | 85748R00985748R009STATE STREET BANK AND TRUST COMPANY | STATE STREET BANK AND TRUST COMPANY | 2.97% | 1.83M | $1.83M |
| 10 | 20755AAC620755AAC6Fannie Mae - CAS | Fannie Mae - CAS | 2.52% | 1.50M | $1.55M |
| 11 | 35564KX8735564KX87Freddie Mac STACR REMIC Trust 2023-HQA1 | Freddie Mac STACR REMIC Trust 2023-HQA1 | 2.37% | 1.40M | $1.46M |
| 12 | 20754EAB120754EAB1Connecticut Avenue Securities Trust 2023-R06 | Connecticut Avenue Securities Trust 2023-R06 | 2.35% | 1.41M | $1.44M |
| 13 | 31418D4Y531418D4Y5Fannie Mae | Fannie Mae | 2.22% | 1.63M | $1.37M |
| 14 | 3133KNQT33133KNQT3Freddie Mac | Freddie Mac | 1.96% | 1.41M | $1.21M |
| 15 | 31418EW2231418EW22Fannie Mae Pool | Fannie Mae Pool | 1.83% | 1.14M | $1.13M |
| 16 | 233046AF8233046AF8DB Master Finance LLC | DB Master Finance LLC | 1.77% | 1.10M | $1.09M |
| 17 | 20754QAB420754QAB4Connecticut Avenue Securities Trust 2023-R04 | Connecticut Avenue Securities Trust 2023-R04 | 1.69% | 1.00M | $1.04M |
| 18 | 20754MCB120754MCB1Fannie Mae - CAS | Fannie Mae - CAS | 1.68% | 1.00M | $1.03M |
| 19 | 864300AA6864300AA6Subway Funding LLC | Subway Funding LLC | 1.61% | 985.00K | $989.00K |
| 20 | 31418EU9931418EU99Fannie Mae Pool | Fannie Mae Pool | 1.60% | 976.54K | $984.10K |