PRUDENTIAL > Target Portfolio Trust
PGIM Core Bond Fund
$1.68B
Avg Monthly Net Assets
$2.14B
Total Assets
$187.83M
Total Liabilities
$1.95B
Net Assets
PGIM Core Bond Fund is a Mutual Fund in Target Portfolio Trust
from PRUDENTIAL,
based in New Jersey,
United States of America.
The fund has five share classes
and monthly net assets of $1.68B.
On September 27th, 2024 it reported 1,270 holdings, the largest
being (PIPA070) PGIM Core Government Money Market Fund (3.2%), Fannie Mae or Freddie Mac (1.4%) and US TREASURY N/B (1.4%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class A | C000152632 | TPCAX | |
| Class C | C000152633 | TPCCX | |
| Class R | C000152635 | TPCRX | |
| Class R6 | C000152634 | TPCQX | |
| Class Z | C000012756 | TAIBX |
Holdings
From latest NPORT-P, filed September 27th, 2024 for period ending July 31st, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| (PIPA070) PGIM Core Government Money Market Fund | Long | Short-term investment vehicle | US | $62M | 62M | 3.17 |
| 10 YEAR US TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $326K | – | 0.02 | |
| 10 YEAR US ULTRA TREASURY BOND (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $318K | – | 0.02 | |
| AbbVie Inc | Long | Debt | US | $1M | – | 0.06 |
| AbbVie Inc | Long | Debt | US | $939K | – | 0.05 |
| AbbVie Inc | Long | Debt | US | $351K | – | 0.02 |
| AbbVie Inc | Long | Debt | US | $255K | – | 0.01 |
| AbbVie Inc | Long | Debt | US | $188K | – | 0.01 |
| AbbVie Inc | Long | Debt | US | $104K | – | 0.01 |
| Abu Dhabi National Energy Co PJSC | Long | Debt | AE | $466K | – | 0.02 |
| AEP Transmission Co LLC | Long | Debt | US | $683K | – | 0.04 |
| Aetna Inc | Long | Debt | US | $861K | – | 0.04 |
| Aetna Inc | Long | Debt | US | $188K | – | 0.01 |
| Aetna Inc | Long | Debt | US | $99K | – | 0.01 |
| Affirm Asset Securitization Trust 2024-A (Affirm Inc) | Long | ABS-other | US | $6M | – | 0.32 |
| AGL CLO 14 Ltd (AGL CLO 14, LTD.) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.27 |
| Ahold Finance USA LLC | Long | Debt | US | $305K | – | 0.02 |
| AHS Hospital Corp | Long | Debt | US | $196K | – | 0.01 |
| Aker BP ASA | Long | Debt | NO | $2M | – | 0.12 |
| Aker BP ASA | Long | Debt | NO | $668K | – | 0.03 |
| Alabama Economic Settlement Authority (ALABAMA ECON SETTLEMENT AUTH B) | Long | Debt | US | $39K | – | 0.00 |
| Alabama Power Co | Long | Debt | US | $74K | – | 0.00 |
| Alexandria Real Estate Equities Inc | Long | Debt | US | $1M | – | 0.07 |
| Alexandria Real Estate Equities Inc | Long | Debt | US | $404K | – | 0.02 |
| Alfa Desarrollo SpA | Long | Debt | CL | $493K | – | 0.03 |
| Alimentation Couche-Tard Inc | Long | Debt | CA | $906K | – | 0.05 |
| Alternative Loan Trust 2003-J3 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Altria Group Inc | Long | Debt | US | $725K | – | 0.04 |
| Altria Group Inc | Long | Debt | US | $583K | – | 0.03 |
| Ameren Illinois Co | Long | Debt | US | $481K | – | 0.02 |
| American Airlines 2015-1 Class A Pass Through Trust (AMER AIRLN 15-1 A PTT) | Long | Debt | US | $55K | – | 0.00 |
| American Water Capital Corp | Long | Debt | US | $118K | – | 0.01 |
| AmeriCredit Automobile Receivables Trust 2021-2 | Long | ABS-other | US | $1M | – | 0.06 |
| AmeriCredit Automobile Receivables Trust 2021-3 | Long | ABS-other | US | $1M | – | 0.07 |
| Americredit Automobile Receivables Trust 2023-1 | Long | ABS-other | US | $2M | – | 0.11 |
| AmeriCredit Automobile Receivables Trust 2023-2 | Long | ABS-other | US | $925K | – | 0.05 |
| Amgen Inc | Long | Debt | US | $3M | – | 0.13 |
| Amgen Inc | Long | Debt | US | $872K | – | 0.04 |
| Anchorage Capital Clo 11 Ltd (Anchorage Capital CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $10M | – | 0.51 |
| Anchorage Capital Clo 17 Ltd (Anchorage Capital CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.33 |
| Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc (ANHEUSER-BUSCH CO/INBEV) | Long | Debt | US | $2M | – | 0.08 |
| Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc (ANHEUSER-BUSCH CO/INBEV) | Long | Debt | US | $175K | – | 0.01 |
| Anheuser-Busch InBev Worldwide Inc | Long | Debt | US | $876K | – | 0.04 |
| Apidos CLO XLIV Ltd (Apidos CLO Ltd) | Long | ABS-collateralized bond/debt obligation | JE | $8M | – | 0.39 |
| Apple Inc | Long | Debt | US | $444K | – | 0.02 |
| Arbor Multifamily Mortgage Securities Trust 2020-MF1 | Long | ABS-mortgage backed security | US | $5M | – | 0.25 |
| Arbor Multifamily Mortgage Securities Trust 2021-MF2 | Long | ABS-mortgage backed security | US | $8M | – | 0.39 |
| Arch Capital Finance LLC | Long | Debt | US | $88K | – | 0.00 |
| Arch Capital Group US Inc (ARCH CAPITAL GRP US INC) | Long | Debt | US | $94K | – | 0.00 |
| Arizona Public Service Co | Long | Debt | US | $2M | – | 0.12 |
| Arizona Public Service Co | Long | Debt | US | $336K | – | 0.02 |
| Ascension Health | Long | Debt | US | $212K | – | 0.01 |
| Assurant Commercial Mortgage Trust 2016-1 | Long | ABS-mortgage backed security | US | $108K | – | 0.01 |
| AT&T Inc | Long | Debt | US | $5M | – | 0.26 |
| AT&T Inc | Long | Debt | US | $1M | – | 0.06 |
| AT&T Inc | Long | Debt | US | $1M | – | 0.06 |
| AT&T Inc | Long | Debt | US | $811K | – | 0.04 |
| AT&T Inc | Long | Debt | US | $193K | – | 0.01 |
| AT&T Inc | Long | Debt | US | $47K | – | 0.00 |
| Atmos Energy Corp | Long | Debt | US | $859K | – | 0.04 |
| AutoZone Inc | Long | Debt | US | $510K | – | 0.03 |
| Avis Budget Rental Car Funding AESOP LLC | Long | ABS-other | US | $5M | – | 0.24 |
| Avis Budget Rental Car Funding AESOP LLC | Long | ABS-other | US | $4M | – | 0.18 |
| Avis Budget Rental Car Funding AESOP LLC | Long | ABS-other | US | $3M | – | 0.17 |
| Avis Budget Rental Car Funding AESOP LLC | Long | ABS-other | US | $3M | – | 0.14 |
| Avis Budget Rental Car Funding AESOP LLC | Long | ABS-other | US | $3M | – | 0.13 |
| Avis Budget Rental Car Funding AESOP LLC | Long | ABS-other | US | $2M | – | 0.10 |
| Avis Budget Rental Car Funding AESOP LLC | Long | ABS-other | US | $2M | – | 0.09 |
| BAE Systems PLC | Long | Debt | GB | $3M | – | 0.13 |
| BAE Systems PLC | Long | Debt | GB | $310K | – | 0.02 |
| Bain Capital Credit Clo 2019-3 Ltd (Bain Capital Credit CLO Limite) | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.33 |
| Balboa Bay Loan Funding 2020-1 Ltd (Balboa Bay Loan Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.25 |
| Balboa Bay Loan Funding 2021-1 Ltd (Balboa Bay Loan Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.16 |
| Banco Santander SA | Long | Debt | ES | $1M | – | 0.05 |
| Banco Santander SA | Long | Debt | ES | $189K | – | 0.01 |
| BANK 2019-BNK17 | Long | ABS-mortgage backed security | US | $4M | – | 0.20 |
| BANK 2019-BNK20 | Long | ABS-mortgage backed security | US | $5M | – | 0.26 |
| BANK 2019-BNK23 | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| BANK 2020-BNK25 | Long | ABS-mortgage backed security | US | $4M | – | 0.20 |
| BANK 2020-BNK26 | Long | ABS-mortgage backed security | US | $4M | – | 0.22 |
| BANK 2020-BNK27 | Long | ABS-mortgage backed security | US | $4M | – | 0.20 |
| BANK 2020-BNK29 | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| BANK 2021-BNK32 | Long | ABS-mortgage backed security | US | $8M | – | 0.40 |
| BANK 2021-BNK34 | Long | ABS-mortgage backed security | US | $6M | – | 0.30 |
| BANK 2021-BNK38 | Long | ABS-mortgage backed security | US | $5M | – | 0.24 |
| Bank of America Corp | Long | Debt | US | $11M | – | 0.58 |
| Bank of America Corp | Long | Debt | US | $5M | – | 0.28 |
| Bank of America Corp | Long | Debt | US | $4M | – | 0.20 |
| Bank of America Corp | Long | Debt | US | $2M | – | 0.12 |
| Bank of America Corp | Long | Debt | US | $2M | – | 0.09 |
| Bank of America Corp | Long | Debt | US | $2M | – | 0.08 |
| Bank of America Corp | Long | Debt | US | $2M | – | 0.08 |
| Bank of America Corp | Long | Debt | US | $1M | – | 0.08 |
| Bank of America Corp | Long | Debt | US | $794K | – | 0.04 |
| Bank of America Corp | Long | Debt | US | $313K | – | 0.02 |
| Bank of America Corp | Long | Debt | US | $99K | – | 0.01 |
| Bank of New York Mellon Corp/The (BANK OF NY MELLON CORP) | Long | Debt | US | $4M | – | 0.20 |
| BANK5 2024-5YR7 | Long | ABS-mortgage backed security | US | $6M | – | 0.33 |
| Barclays PLC | Long | Debt | GB | $4M | – | 0.23 |
| Barclays PLC | Long | Debt | GB | $1M | – | 0.06 |
| Barclays PLC | Long | Debt | GB | $399K | – | 0.02 |
| Barclays PLC | Long | Debt | GB | $198K | – | 0.01 |
| Barings Clo Ltd 2023-I (Barings Loan Partners CLO Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $12M | – | 0.60 |
| Barrick North America Finance LLC (BARRICK NA FINANCE LLC) | Long | Debt | US | $194K | – | 0.01 |
| BAT Capital Corp | Long | Debt | US | $5M | – | 0.25 |
| BAT Capital Corp | Long | Debt | US | $2M | – | 0.10 |
| BAT Capital Corp | Long | Debt | US | $2M | – | 0.09 |
| BAT Capital Corp | Long | Debt | US | $754K | – | 0.04 |
| BAT Capital Corp | Long | Debt | US | $116K | – | 0.01 |
| BAT International Finance PLC (BAT INTL FINANCE PLC) | Long | Debt | GB | $1M | – | 0.07 |
| Battalion CLO IX Ltd (Battalion CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.22 |
| Battalion CLO VIII Ltd (Battalion CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $504K | – | 0.03 |
| Battalion CLO X Ltd (Battalion CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $400K | – | 0.02 |
| Battalion CLO XI Ltd (Battalion CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.28 |
| Battalion Clo XVI Ltd (Battalion CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.17 |
| BBCMS 2016-ETC Mortgage Trust (Barclays Commercial Mortgage S) | Long | ABS-mortgage backed security | US | $465K | – | 0.02 |
| BBCMS 2018-TALL Mortgage Trust (Barclays Commercial Mortgage S) | Long | ABS-mortgage backed security | US | $6M | – | 0.29 |
| BBCMS Mortgage Trust 2020-C7 (Barclays Commercial Mortgage S) | Long | ABS-mortgage backed security | US | $5M | – | 0.25 |
| BBCMS Mortgage Trust 2023-C21 (Barclays Commercial Mortgage S) | Long | ABS-mortgage backed security | US | $4M | – | 0.19 |
| BBCMS Mortgage Trust 2023-C22 (Barclays Commercial Mortgage S) | Long | ABS-mortgage backed security | US | $6M | – | 0.30 |
| BBCMS Trust 2021-C10 (Barclays Commercial Mortgage S) | Long | ABS-mortgage backed security | US | $5M | – | 0.24 |
| BCAP LLC 2011-RR4-I Trust (BCAP LLC Trust) | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| Bellemeade Re 2021-2 Ltd (BELLEMEADE RE LT) | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| Bellemeade Re 2022-1 Ltd (BELLEMEADE RE LT) | Long | ABS-mortgage backed security | BM | $588K | – | 0.03 |
| Benchmark 2018-B1 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $658K | – | 0.03 |
| Benchmark 2018-B3 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Benchmark 2019-B10 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| Benchmark 2020-B17 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Benchmark 2020-B21 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| Benchmark 2020-IG3 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.25 |
| Benchmark 2021-B24 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| Benchmark 2021-B31 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.28 |
| Benchmark 2023-B38 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $6M | – | 0.31 |
| Benchmark 2023-B39 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $7M | – | 0.37 |
| Benchmark 2023-V3 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $7M | – | 0.37 |
| Berkshire Hathaway Finance Corp | Long | Debt | US | $784K | – | 0.04 |
| Bermuda Government International Bond (GOVT OF BERMUDA) | Long | Debt | BM | $473K | – | 0.02 |
| Bermuda Government International Bond (GOVT OF BERMUDA) | Long | Debt | BM | $157K | – | 0.01 |
| Berry Global Inc | Long | Debt | US | $5M | – | 0.23 |
| BHP Billiton Finance USA Ltd (BHP BILLITON FIN USA LTD) | Long | Debt | AU | $4M | – | 0.22 |
| BMARK 2023-V4 (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $7M | – | 0.38 |
| BMO 2023-5C1 Mortgage Trust (BMO Mortgage Trust) | Long | ABS-mortgage backed security | US | $8M | – | 0.39 |
| BMO 2023-5C2 Mortgage Trust (BMO Mortgage Trust) | Long | ABS-mortgage backed security | US | $10M | – | 0.50 |
| BNP Paribas SA | Long | Debt | FR | $3M | – | 0.15 |
| BNP Paribas SA | Long | Debt | FR | $1M | – | 0.07 |
| BNP Paribas SA | Long | Debt | FR | $1M | – | 0.06 |
| BNP Paribas SA | Long | Debt | FR | $971K | – | 0.05 |
| BNP Paribas SA | Long | Debt | FR | $470K | – | 0.02 |
| BNP Paribas SA | Long | Debt | FR | $384K | – | 0.02 |
| Boardwalk Pipelines LP | Long | Debt | US | $1M | – | 0.06 |
| Boeing Co/The | Long | Debt | US | $3M | – | 0.14 |
| Boeing Co/The | Long | Debt | US | $2M | – | 0.12 |
| Boeing Co/The | Long | Debt | US | $1M | – | 0.07 |
| Boeing Co/The | Long | Debt | US | $1M | – | 0.07 |
| Boeing Co/The | Long | Debt | US | $977K | – | 0.05 |
| Boeing Co/The | Long | Debt | US | $373K | – | 0.02 |
| Boeing Co/The | Long | Debt | US | $314K | – | 0.02 |
| BOF VII AL Funding Trust I (BOF URSA FUNDING) | Long | ABS-other | US | $2M | – | 0.11 |
| BOF VII AL Funding Trust I (BOF URSA FUNDING) | Long | ABS-other | US | $816K | – | 0.04 |
| Booz Allen Hamilton Inc | Long | Debt | US | $2M | – | 0.12 |
| BP Capital Markets PLC | Long | Debt | GB | $493K | – | 0.03 |
| BPCE SA | Long | Debt | FR | $3M | – | 0.13 |
| BPCE SA | Long | Debt | FR | $591K | – | 0.03 |
| BRAVO Residential Funding Trust 2023-RPL1 | Long | ABS-mortgage backed security | US | $3M | – | 0.17 |
| Brixmor Operating Partnership LP | Long | Debt | US | $3M | – | 0.18 |
| Brixmor Operating Partnership LP | Long | Debt | US | $898K | – | 0.05 |
| Broadcom Inc | Long | Debt | US | $4M | – | 0.22 |
| Broadcom Inc | Long | Debt | US | $816K | – | 0.04 |
| Broadcom Inc | Long | Debt | US | $237K | – | 0.01 |
| Burlington Northern Santa Fe LLC (BURLINGTN NORTH SANTA FE) | Long | Debt | US | $621K | – | 0.03 |
| Campbell Soup Co | Long | Debt | US | $2M | – | 0.10 |
| Canadian Natural Resources Ltd (CANADIAN NATL RESOURCES) | Long | Debt | CA | $185K | – | 0.01 |
| Canadian Pacific Railway Co | Long | Debt | CA | $1M | – | 0.06 |
| Cantor Commercial Real Estate Lending 2019-CF3 | Long | ABS-mortgage backed security | US | $3M | – | 0.13 |
| Cantor Fitzgerald LP | Long | Debt | US | $1M | – | 0.06 |
| CARLYLE US CLO 2021-5 LTD (Carlyle Global Market Strategi) | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.36 |
| CarMax Auto Owner Trust 2021-2 | Long | ABS-other | US | $1M | – | 0.05 |
| CarMax Auto Owner Trust 2021-4 | Long | ABS-other | US | $757K | – | 0.04 |
| CarMax Auto Owner Trust 2022-1 | Long | ABS-other | US | $1M | – | 0.06 |
| CarMax Auto Owner Trust 2022-1 | Long | ABS-other | US | $569K | – | 0.03 |
| Cassa Depositi e Prestiti SpA | Long | Debt | IT | $2M | – | 0.11 |
| CBAM 2020-12 Ltd (CBAM CLO Management) | Long | ABS-collateralized bond/debt obligation | KY | $9M | – | 0.44 |
| Cboe Global Markets Inc | Long | Debt | US | $2M | – | 0.12 |
| CD 2016-CD1 Mortgage Trust (CD Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $654K | – | 0.03 |
| CD 2019-CD8 Mortgage Trust (CD Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.13 |
| CDS CDX.NA.IG.42.V1 (INTERCONTINENTAL EXCHANGE, INC.) | Derivative-credit | US | $836K | – | 0.04 | |
| CDS UNITED STATES OF AMERICA (BARCLAYS BANK PLC) | Derivative-credit | GB | $4K | – | 0.00 | |
| CDS UNITED STATES OF AMERICA (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Derivative-credit | DE | $1K | – | 0.00 | |
| CDS UNITED STATES OF AMERICA (BARCLAYS BANK PLC) | Derivative-credit | GB | $1K | – | 0.00 | |
| CDS UNITED STATES OF AMERICA (BARCLAYS BANK PLC) | Derivative-credit | GB | $-1K | – | -0.00 | |
| CDS UNITED STATES OF AMERICA (BARCLAYS BANK PLC) | Derivative-credit | GB | $-3K | – | -0.00 | |
| CDW LLC / CDW Finance Corp (CDW LLC/CDW FINANCE) | Long | Debt | US | $3M | – | 0.15 |
| Celulosa Arauco y Constitucion SA (CELULOSA ARAUCO CONSTITU) | Long | Debt | CL | $614K | – | 0.03 |
| Celulosa Arauco y Constitucion SA (CELULOSA ARAUCO CONSTITU) | Long | Debt | CL | $214K | – | 0.01 |
| Cencora Inc | Long | Debt | US | $54K | – | 0.00 |
| Cencosud SA | Long | Debt | CL | $1M | – | 0.07 |
| Cenovus Energy Inc | Long | Debt | CA | $1M | – | 0.06 |
| Cenovus Energy Inc | Long | Debt | CA | $216K | – | 0.01 |
| Cenovus Energy Inc | Long | Debt | CA | $50K | – | 0.00 |
| CenterPoint Energy Houston Electric LLC (CENTERPOINT ENER HOUSTON) | Long | Debt | US | $181K | – | 0.01 |
| CenterPoint Energy Inc | Long | Debt | US | $365K | – | 0.02 |
| CF 2020-P1 Mortgage Trust (Cantor Commercial Real Estate) | Long | ABS-mortgage backed security | US | $3M | – | 0.14 |
| CFCRE Commercial Mortgage Trust 2016-C7 | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Charles Schwab Corp/The | Long | Debt | US | $2M | – | 0.12 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $2M | – | 0.13 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $2M | – | 0.12 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $2M | – | 0.11 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $438K | – | 0.02 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $351K | – | 0.02 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $260K | – | 0.01 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $239K | – | 0.01 |
| Chase Home Lending Mortgage Trust 2023-RPL1 (Chase Mortgage Finance Corpora) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Chase Home Lending Mortgage Trust Series 2024-RPL3 (Chase Mortgage Finance Corpora) | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Chesapeake Funding II LLC | Long | ABS-other | US | $1M | – | 0.07 |
| CIFC Funding 2021-V Ltd (CIFC Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.10 |
| Cigna Group/The | Long | Debt | US | $5M | – | 0.24 |
| Cigna Group/The | Long | Debt | US | $2M | – | 0.10 |
| Cigna Group/The | Long | Debt | US | $454K | – | 0.02 |
| Cigna Group/The | Long | Debt | US | $315K | – | 0.02 |
| CIM Trust 2024-R1 | Long | ABS-mortgage backed security | US | $3M | – | 0.15 |
| Citibank Credit Card Issuance Trust | Long | ABS-other | US | $2M | – | 0.11 |
| Citigroup Commercial Mortgage Trust 2015-GC27 | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Citigroup Commercial Mortgage Trust 2015-GC31 | Long | ABS-mortgage backed security | US | $3M | – | 0.13 |
| Citigroup Commercial Mortgage Trust 2016-C3 | Long | ABS-mortgage backed security | US | $671K | – | 0.03 |
| Citigroup Commercial Mortgage Trust 2016-P3 | Long | ABS-mortgage backed security | US | $7M | – | 0.36 |
| Citigroup Commercial Mortgage Trust 2017-P8 | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Citigroup Commercial Mortgage Trust 2019-C7 | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Citigroup Commercial Mortgage Trust 2019-GC41 | Long | ABS-mortgage backed security | US | $3M | – | 0.14 |
| Citigroup Inc | Long | Debt | US | $8M | – | 0.39 |
| Citigroup Inc | Long | Debt | US | $7M | – | 0.36 |
| Citigroup Inc | Long | Debt | US | $4M | – | 0.20 |
| Citigroup Inc | Long | Debt | US | $1M | – | 0.06 |
| Citigroup Inc | Long | Debt | US | $1M | – | 0.06 |
| Citigroup Inc | Long | Debt | US | $938K | – | 0.05 |
| Citigroup Inc | Long | Debt | US | $875K | – | 0.04 |
| Citigroup Inc | Long | Debt | US | $829K | – | 0.04 |
| Citigroup Inc | Long | Debt | US | $654K | – | 0.03 |
| Citigroup Inc | Long | Debt | US | $473K | – | 0.02 |
| Citigroup Inc | Long | Debt | US | $410K | – | 0.02 |
| Citigroup Inc | Long | Debt | US | $341K | – | 0.02 |
| Citigroup Inc | Long | Debt | US | $280K | – | 0.01 |
| Citigroup Inc | Long | Debt | US | $173K | – | 0.01 |
| City of Los Angeles Department of Airports (LOS ANGELES CA DEPT OF ARPTS) | Long | Debt | US | $285K | – | 0.01 |
| City of San Antonio TX Electric & Gas Systems Revenue (SAN ANTONIO TX ELEC & GAS REVE) | Long | Debt | US | $824K | – | 0.04 |
| Cleco Corporate Holdings LLC | Long | Debt | US | $274K | – | 0.01 |
| Clover CLO 2019-2 Ltd | Long | ABS-collateralized bond/debt obligation | US | $11M | – | 0.56 |
| Colonial Enterprises Inc | Long | Debt | US | $2M | – | 0.08 |
| Colorado Interstate Gas Co LLC / Colorado Interstate Issuing Corp (COLORADO INT GAS CO/ISS) | Long | Debt | US | $545K | – | 0.03 |
| Columbia Pipelines Operating Co LLC (COLUMBIA PIPELINES OPCO) | Long | Debt | US | $975K | – | 0.05 |
| Comcast Corp | Long | Debt | US | $269K | – | 0.01 |
| Comision Federal de Electricidad | Long | Debt | MX | $2M | – | 0.08 |
| COMM 2015-DC1 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.26 |
| COMM 2015-PC1 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $818K | – | 0.04 |
| COMM 2016-COR1 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $753K | – | 0.04 |
| Commonbond Student Loan Trust 2017-B-GS | Long | ABS-other | US | $136K | – | 0.01 |
| Commonbond Student Loan Trust 2018-A-GS | Long | ABS-other | US | $104K | – | 0.01 |
| Commonbond Student Loan Trust 2020-A-GS | Long | ABS-other | US | $446K | – | 0.02 |
| CommonSpirit Health | Long | Debt | US | $5M | – | 0.23 |
| Commonwealth Edison Co | Long | Debt | US | $606K | – | 0.03 |
| Commonwealth Edison Co | Long | Debt | US | $92K | – | 0.00 |
| Commonwealth Edison Co | Long | Debt | US | $64K | – | 0.00 |
| Commonwealth Edison Co | Long | Debt | US | $32K | – | 0.00 |
| Connecticut Avenue Securities Trust 2022-R01 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| Connecticut Avenue Securities Trust 2023-R08 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Consolidated Edison Co of New York Inc (CON EDISON CO OF NY INC) | Long | Debt | US | $636K | – | 0.03 |
| Consolidated Edison Co of New York Inc (CON EDISON CO OF NY INC) | Long | Debt | US | $33K | – | 0.00 |
| Constellation Brands Inc | Long | Debt | US | $866K | – | 0.04 |
| Constellation Brands Inc | Long | Debt | US | $447K | – | 0.02 |
| Continental Resources Inc/OK | Long | Debt | US | $310K | – | 0.02 |
| COPT Defense Properties LP (COPT DEFENSE PROP LP) | Long | Debt | US | $1M | – | 0.06 |
| Corp Andina de Fomento | Long | Debt | $2M | – | 0.09 | |
| Cox Communications Inc | Long | Debt | US | $3M | – | 0.15 |
| Cox Communications Inc | Long | Debt | US | $2M | – | 0.10 |
| Cox Communications Inc | Long | Debt | US | $276K | – | 0.01 |
| Credit Agricole SA/London (CREDIT AGRICOLE LONDON) | Long | Debt | FR | $1M | – | 0.05 |
| Credit Suisse First Boston Mortgage Securities Corp | Long | ABS-mortgage backed security | US | $691.41 | – | 0.00 |
| Crown Point CLO 11 Ltd (Crown Point CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.28 |
| CSAIL 2017-C8 Commercial Mortgage Trust (CSAIL Commercial Mortgage Trus) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| CSAIL 2021-C20 Commercial Mortgage Trust (CSAIL Commercial Mortgage Trus) | Long | ABS-mortgage backed security | US | $5M | – | 0.25 |
| CSMC 2020-RPL6 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $826K | – | 0.04 |
| CSMC 2022-RPL4 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| CubeSmart LP | Long | Debt | US | $3M | – | 0.15 |
| CVS Health Corp | Long | Debt | US | $3M | – | 0.16 |
| CVS Health Corp | Long | Debt | US | $419K | – | 0.02 |
| CVS Health Corp | Long | Debt | US | $263K | – | 0.01 |
| CVS Health Corp | Long | Debt | US | $123K | – | 0.01 |
| DBJPM 20-C9 Mortgage Trust (Deutsche Bank Commercial Mortg) | Long | ABS-mortgage backed security | US | $5M | – | 0.25 |
| DBJPM 2016-C3 Mortgage Trust (Deutsche Bank Commercial Mortg) | Long | ABS-mortgage backed security | US | $442K | – | 0.02 |
| Delmarva Power & Light Co (DELMARVA PWR & LIGHT CO) | Long | Debt | US | $49K | – | 0.00 |
| Delta Air Lines 2020-1 Class AA Pass Through Trust (DELTA AIR LINES 2020-AA) | Long | Debt | US | $483K | – | 0.02 |
| Deutsche Bank AG/New York NY (DEUTSCHE BANK NY) | Long | Debt | DE | $1M | – | 0.08 |
| Deutsche Bank AG/New York NY (DEUTSCHE BANK NY) | Long | Debt | DE | $542K | – | 0.03 |
| Diageo Capital PLC | Long | Debt | GB | $1M | – | 0.07 |
| Diamondback Energy Inc | Long | Debt | US | $6M | – | 0.29 |
| Dominion Energy Inc | Long | Debt | US | $53K | – | 0.00 |
| DTE Electric Co | Long | Debt | US | $304K | – | 0.02 |
| DTE Energy Co | Long | Debt | US | $336K | – | 0.02 |
| Duke Energy Corp | Long | Debt | US | $142K | – | 0.01 |
| Duke Energy Corp | Long | Debt | US | $139K | – | 0.01 |
| Duke Energy Florida LLC | Long | Debt | US | $170K | – | 0.01 |
| Duke Energy Florida LLC | Long | Debt | US | $134K | – | 0.01 |
| Duke Energy Progress LLC | Long | Debt | US | $1M | – | 0.06 |
| Duke Energy Progress LLC | Long | Debt | US | $57K | – | 0.00 |
| DuPont de Nemours Inc | Long | Debt | US | $285K | – | 0.01 |
| Ecopetrol SA | Long | Debt | CO | $2M | – | 0.11 |
| EIG Pearl Holdings Sarl | Long | Debt | LU | $1M | – | 0.07 |
| Elevation CLO 2021-12 Ltd (Elevation CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $10M | – | 0.52 |
| Elevation Clo 2021-13 Ltd (Elevation CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.18 |
| ELFI Graduate Loan Program 2020-A LLC (ELFI Graduate Loan Program LLC) | Long | ABS-other | US | $754K | – | 0.04 |
| Eli Lilly & Co | Long | Debt | US | $1M | – | 0.07 |
| Elmwood CLO II Ltd (Elmwood CLO II Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.36 |
| Enel Finance International NV (ENEL FINANCE INTL NV) | Long | Debt | NL | $653K | – | 0.03 |
| Enel Finance International NV (ENEL FINANCE INTL NV) | Long | Debt | NL | $452K | – | 0.02 |
| Energy Transfer LP | Long | Debt | US | $2M | – | 0.13 |
| Energy Transfer LP | Long | Debt | US | $2M | – | 0.09 |
| Energy Transfer LP | Long | Debt | US | $932K | – | 0.05 |
| Energy Transfer LP | Long | Debt | US | $559K | – | 0.03 |
| Energy Transfer LP | Long | Debt | US | $493K | – | 0.03 |
| Energy Transfer LP | Long | Debt | US | $431K | – | 0.02 |
| Entergy Arkansas LLC | Long | Debt | US | $1M | – | 0.07 |
| Entergy Louisiana LLC | Long | Debt | US | $157K | – | 0.01 |
| Entergy Texas Inc | Long | Debt | US | $914K | – | 0.05 |
| Enterprise Products Operating LLC | Long | Debt | US | $399K | – | 0.02 |
| Enterprise Products Operating LLC | Long | Debt | US | $338K | – | 0.02 |
| Equinor ASA | Long | Debt | NO | $989K | – | 0.05 |
| ERAC USA Finance LLC | Long | Debt | US | $67K | – | 0.00 |
| Evergy Inc | Long | Debt | US | $2M | – | 0.11 |
| Eversource Energy | Long | Debt | US | $318K | – | 0.02 |
| Experian Finance PLC | Long | Debt | GB | $2M | – | 0.08 |
| Export-Import Bank of India (EXPORT-IMPORT BK INDIA) | Long | Debt | IN | $281K | – | 0.01 |
| Fairfax Financial Holdings Ltd (FAIRFAX FINL HLDGS LTD) | Long | Debt | CA | $6M | – | 0.31 |
| Falabella SA (SACI FALABELLA) | Long | Debt | CL | $2M | – | 0.09 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $28M | – | 1.44 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $5M | – | 0.23 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $4M | – | 0.20 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $4M | – | 0.18 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $3M | – | 0.14 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| Fannie Mae or Freddie Mac | Short | ABS-mortgage backed security | US | $-2M | – | -0.12 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $19M | – | 0.98 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $14M | – | 0.72 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $10M | – | 0.51 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $10M | – | 0.49 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.41 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.36 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.33 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.31 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.22 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.22 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.20 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.18 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.17 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.16 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.15 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.15 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.15 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.15 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.15 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.14 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.14 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.14 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.13 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.13 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.13 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.13 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $979K | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $894K | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $888K | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $876K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $858K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $851K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $807K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $791K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $784K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $777K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $769K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $767K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $748K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $736K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $726K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $712K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $706K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $699K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $692K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $671K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $667K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $607K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $578K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $565K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $527K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $521K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $513K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $502K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $454K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $451K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $435K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $431K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $431K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $428K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $419K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $404K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $400K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $399K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $384K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $374K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $371K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $368K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $365K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $362K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $356K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $344K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $333K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $296K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $293K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $291K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $291K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $290K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $279K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $274K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $272K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $246K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $235K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $233K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $230K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $230K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $230K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $215K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $212K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $211K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $210K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $210K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $202K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $200K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $199K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $191K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $191K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $189K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $184K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $183K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $183K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $182K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $182K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $179K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $174K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $166K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $158K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $155K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $153K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $152K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $152K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $147K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $146K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $146K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $146K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $144K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $143K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $137K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $137K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $136K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $135K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $134K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $132K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $128K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $127K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $121K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $117K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $116K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $112K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $110K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $107K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $106K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $101K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $97K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $96K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $94K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $94K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $86K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $86K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $84K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $81K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $81K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $80K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $75K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $71K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $64K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $64K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $64K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $142.48 | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $3M | – | 0.15 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $492K | – | 0.03 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $139K | – | 0.01 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Federal National Mortgage Association (FANNIE MAE) | Long | Debt | US | $698K | – | 0.04 |
| Federal National Mortgage Association (FANNIE MAE) | Long | Debt | US | $553K | – | 0.03 |
| Federal National Mortgage Association (FANNIE MAE) | Long | Debt | US | $492K | – | 0.03 |
| Federal National Mortgage Association (FANNIE MAE) | Long | Debt | US | $195K | – | 0.01 |
| Federal National Mortgage Association (FANNIE MAE) | Long | Debt | US | $92K | – | 0.00 |
| Fifth Third Bancorp | Long | Debt | US | $1M | – | 0.07 |
| FirstEnergy Pennsylvania Electric Co (FIRSTENERGY PENN ELECTRI) | Long | Debt | US | $1M | – | 0.07 |
| FirstEnergy Pennsylvania Electric Co (FIRSTENERGY PENN ELECTRI) | Long | Debt | US | $875K | – | 0.04 |
| Ford Credit Auto Owner Trust 2020-REV2 (Ford Credit Auto Owner Trust/F) | Long | ABS-other | US | $1M | – | 0.05 |
| Ford Credit Auto Owner Trust 2021-REV1 (Ford Credit Auto Owner Trust/F) | Long | ABS-other | US | $593K | – | 0.03 |
| Ford Credit Auto Owner Trust 2021-REV2 (Ford Credit Auto Owner Trust/F) | Long | ABS-other | US | $560K | – | 0.03 |
| Ford Credit Auto Owner Trust 2023-REV1 (Ford Credit Auto Owner Trust/F) | Long | ABS-other | US | $4M | – | 0.22 |
| Ford Credit Auto Owner Trust 2023-REV2 (Ford Credit Auto Owner Trust/F) | Long | ABS-other | US | $3M | – | 0.15 |
| Ford Credit Floorplan Master Owner Trust A | Long | ABS-other | US | $3M | – | 0.14 |
| Ford Motor Co (FORD MOTOR COMPANY) | Long | Debt | US | $261K | – | 0.01 |
| Ford Motor Credit Co LLC | Long | Debt | US | $2M | – | 0.12 |
| Ford Motor Credit Co LLC | Long | Debt | US | $2M | – | 0.10 |
| Ford Motor Credit Co LLC | Long | Debt | US | $195K | – | 0.01 |
| Fortis Inc/Canada | Long | Debt | CA | $208K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.34 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $669K | – | 0.03 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $496K | – | 0.03 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $398K | – | 0.02 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $341K | – | 0.02 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $326K | – | 0.02 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $291K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $241K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $240K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $231K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $215K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $215K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $205K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $199K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $193K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $191K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $176K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $169K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $168K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $167K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $165K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $150K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $143K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $134K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $131K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $120K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $119K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $116K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $116K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $114K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $111K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $108K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $104K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $96K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $94K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $87K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $78K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $76K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $74K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $73K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $4M | – | 0.22 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $16M | – | 0.82 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $10M | – | 0.51 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $10M | – | 0.50 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.45 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.27 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.25 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.23 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.22 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.19 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.18 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.17 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.17 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.16 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.13 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $941K | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $917K | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $792K | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $776K | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $740K | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $709K | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $704K | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $677K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $613K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $510K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $502K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $451K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $440K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $428K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $408K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $389K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $369K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $354K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $340K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $312K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $278K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $252K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $219K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $213K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $181K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $157K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $157K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $131K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $127K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $79K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $678K | – | 0.03 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $134K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $128K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Freddie Mac STACR REMIC Trust 2021-DNA5 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $161K | – | 0.01 |
| Freddie Mac STACR REMIC Trust 2021-HQA3 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $4M | – | 0.23 |
| Freddie Mac STACR REMIC Trust 2022-DNA1 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Freddie Mac Structured Pass-Through Certificates (FHLMC Structured Pass Through) | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| Freeport Indonesia PT | Long | Debt | ID | $222K | – | 0.01 |
| General Motors Co | Long | Debt | US | $914K | – | 0.05 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $3M | – | 0.14 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $886K | – | 0.05 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $472K | – | 0.02 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $351K | – | 0.02 |
| Generate CLO 2 Ltd (Generate CLO Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $269K | – | 0.01 |
| Georgia Power Co | Long | Debt | US | $915K | – | 0.05 |
| Georgia-Pacific LLC | Long | Debt | US | $217K | – | 0.01 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $5M | – | 0.25 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $3M | – | 0.16 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $83K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $74K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $71K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $10M | – | 0.50 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $6M | – | 0.32 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $5M | – | 0.26 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $5M | – | 0.25 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $4M | – | 0.23 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $4M | – | 0.23 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $4M | – | 0.19 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $3M | – | 0.15 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $3M | – | 0.13 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $847K | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $723K | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $720K | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $652K | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $642K | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $636K | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $552K | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $539K | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $489K | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $468K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $459K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $453K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $430K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $413K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $411K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $399K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $383K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $376K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $369K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $360K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $344K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $335K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $333K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $311K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $283K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $275K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $272K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $272K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $237K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $230K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $227K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $210K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $205K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $198K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $176K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $172K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $172K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $168K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $155K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $154K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $151K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $151K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $149K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $140K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $137K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $128K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $123K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $122K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $110K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $107K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $104K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $104K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $102K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $95K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $93K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $92K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $89K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $89K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $85K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $84K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $78K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $76K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $75K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $75K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $74K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $73K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $71K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $71K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Global Payments Inc | Long | Debt | US | $566K | – | 0.03 |
| GM Financial Consumer Automobile Receivables Trust 2023-4 (GM Financial Securitized Term) | Long | ABS-other | US | $1M | – | 0.06 |
| GM Financial Consumer Automobile Receivables Trust 2023-4 (GM Financial Securitized Term) | Long | ABS-other | US | $726K | – | 0.04 |
| GM Financial Revolving Receivables Trust 2021-1 | Long | ABS-other | US | $185K | – | 0.01 |
| GM Financial Revolving Receivables Trust 2023-2 | Long | ABS-other | US | $521K | – | 0.03 |
| GM Financial Revolving Receivables Trust 2024-1 | Long | ABS-other | US | $3M | – | 0.14 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $7M | – | 0.37 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $3M | – | 0.16 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $3M | – | 0.15 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $2M | – | 0.08 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $1M | – | 0.06 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $1M | – | 0.06 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $465K | – | 0.02 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $323K | – | 0.02 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $122K | – | 0.01 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $74K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $494K | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $304K | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $137K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $135K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $127K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $119K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $113K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $92K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $82K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $69K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $249.84 | – | 0.00 |
| Grand Parkway Transportation Corp (GRAND PARKWAY TRANSPRTN CORP T) | Long | Debt | US | $793K | – | 0.04 |
| Graphic Packaging International LLC | Long | Debt | US | $3M | – | 0.15 |
| Greensaif Pipelines Bidco Sarl | Long | Debt | LU | $754K | – | 0.04 |
| Greensaif Pipelines Bidco Sarl | Long | Debt | LU | $571K | – | 0.03 |
| GreenSky Home Improvement Trust 2024-1 (Greensky Home Improvement Issu) | Long | ABS-other | US | $1M | – | 0.06 |
| Greywolf CLO III Ltd (Greywolf CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.33 |
| GREYWOLF CLO VI Ltd (Greywolf CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $584K | – | 0.03 |
| GS Mortgage Securities Trust 2015-GC30 | Long | ABS-mortgage backed security | US | $926K | – | 0.05 |
| GS Mortgage Securities Trust 2015-GC34 | Long | ABS-mortgage backed security | US | $4M | – | 0.20 |
| GS Mortgage Securities Trust 2021-GSA3 | Long | ABS-mortgage backed security | US | $6M | – | 0.30 |
| Healthpeak OP LLC | Long | Debt | US | $556K | – | 0.03 |
| HEICO Corp | Long | Debt | US | $736K | – | 0.04 |
| Hertz Vehicle Financing III LLC (Hertz Vehicle Financing LLC) | Long | ABS-other | US | $4M | – | 0.20 |
| Hertz Vehicle Financing III LP (Hertz Vehicle Financing LLC) | Long | ABS-other | US | $2M | – | 0.09 |
| Hertz Vehicle Financing LLC | Long | ABS-other | US | $5M | – | 0.26 |
| Home Partners of America 2021-3 Trust (Home Partners of America Trust) | Long | ABS-other | US | $978K | – | 0.05 |
| Home RE 2019-1 Ltd (Home Re Ltd) | Long | ABS-mortgage backed security | BM | $61K | – | 0.00 |
| HPS Loan Management 10-2016 Ltd (HPS Loan Management Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.38 |
| HPS Loan Management 6-2015 Ltd (HPS Loan Management 6-2015, Lt) | Long | ABS-collateralized bond/debt obligation | KY | $109K | – | 0.01 |
| Huntington Bancshares Inc/OH | Long | Debt | US | $2M | – | 0.08 |
| Huntington Bancshares Inc/OH | Long | Debt | US | $655K | – | 0.03 |
| Hyatt Hotels Corp | Long | Debt | US | $742K | – | 0.04 |
| Hyundai Capital America | Long | Debt | US | $3M | – | 0.17 |
| ICG US CLO 2015-2R Ltd (ICG US CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.07 |
| ICG US Clo 2020-1 Ltd (ICG US CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $9M | – | 0.46 |
| Indonesia Government International Bond (REPUBLIC OF INDONESIA) | Long | Debt | ID | $1M | – | 0.07 |
| Ingersoll Rand Inc | Long | Debt | US | $2M | – | 0.10 |
| Intesa Sanpaolo SpA | Long | Debt | IT | $2M | – | 0.09 |
| IPALCO Enterprises Inc | Long | Debt | US | $228K | – | 0.01 |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $1M | – | 0.06 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $571K | – | 0.03 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $189K | – | 0.01 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $56K | – | 0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-11K | – | -0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-14K | – | -0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-28K | – | -0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-37K | – | -0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-66K | – | -0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-142K | – | -0.01 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-609K | – | -0.03 | |
| Israel Electric Corp Ltd | Long | Debt | IL | $1M | – | 0.07 |
| Israel Electric Corp Ltd | Long | Debt | IL | $219K | – | 0.01 |
| Japan Finance Organization for Municipalities (JAPAN FIN ORG MUNICIPAL) | Long | Debt | JP | $199K | – | 0.01 |
| Jefferies Financial Group Inc (JEFFERIES FIN GROUP INC) | Long | Debt | US | $1M | – | 0.06 |
| Jefferies Financial Group Inc (JEFFERIES FIN GROUP INC) | Long | Debt | US | $79K | – | 0.00 |
| Johnson & Johnson | Long | Debt | US | $3M | – | 0.15 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP2 | Long | ABS-mortgage backed security | US | $589K | – | 0.03 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP3 | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| JPMBB Commercial Mortgage Securities Trust 2015-C27 | Long | ABS-mortgage backed security | US | $854K | – | 0.04 |
| JPMCC Commercial Mortgage Securities Trust 2017-JP5 (JP Morgan Chase Commercial Mor) | Long | ABS-mortgage backed security | US | $271K | – | 0.01 |
| JPMDB Commercial Mortgage Securities Trust 2017-C5 | Long | ABS-mortgage backed security | US | $893K | – | 0.05 |
| JPMorgan Chase & Co | Long | Debt | US | $6M | – | 0.32 |
| JPMorgan Chase & Co | Long | Debt | US | $4M | – | 0.20 |
| JPMorgan Chase & Co | Long | Debt | US | $4M | – | 0.20 |
| JPMorgan Chase & Co | Long | Debt | US | $3M | – | 0.18 |
| JPMorgan Chase & Co | Long | Debt | US | $2M | – | 0.11 |
| JPMorgan Chase & Co | Long | Debt | US | $2M | – | 0.08 |
| JPMorgan Chase & Co | Long | Debt | US | $374K | – | 0.02 |
| JPMorgan Chase & Co | Long | Debt | US | $292K | – | 0.01 |
| JPMorgan Chase & Co | Long | Debt | US | $205K | – | 0.01 |
| JPMorgan Chase & Co | Long | Debt | US | $203K | – | 0.01 |
| JPMorgan Chase & Co | Long | Debt | US | $163K | – | 0.01 |
| Kaiser Foundation Hospitals | Long | Debt | US | $2M | – | 0.09 |
| KeyCorp | Long | Debt | US | $3M | – | 0.17 |
| KKR CLO 11 Ltd (KKR Financial CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $299K | – | 0.02 |
| Korea National Oil Corp | Long | Debt | KR | $533K | – | 0.03 |
| Korea National Oil Corp | Long | Debt | KR | $508K | – | 0.03 |
| Kraft Heinz Foods Co | Long | Debt | US | $843K | – | 0.04 |
| Kroger Co/The | Long | Debt | US | $50K | – | 0.00 |
| L3Harris Technologies Inc (L3HARRIS TECH INC) | Long | Debt | US | $30K | – | 0.00 |
| Laboratory Corp of America Holdings | Long | Debt | US | $542K | – | 0.03 |
| Las Vegas Sands Corp | Long | Debt | US | $1M | – | 0.06 |
| Laurel Road Prime Student Loan Trust 2019-A | Long | ABS-other | US | $35K | – | 0.00 |
| LCCM 2017-LC26 (Ladder Capital Commercial Mort) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Legacy Mortgage Asset Trust 2019-PR1 | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Legacy Mortgage Asset Trust 2021-GS1 | Long | ABS-mortgage backed security | US | $261K | – | 0.01 |
| Liberty Mutual Group Inc | Long | Debt | US | $334K | – | 0.02 |
| Liberty Mutual Group Inc | Long | Debt | US | $129K | – | 0.01 |
| Lincoln National Corp | Long | Debt | US | $122K | – | 0.01 |
| LPL Holdings Inc | Long | Debt | US | $1M | – | 0.07 |
| LYB International Finance III LLC (LYB INT FINANCE III) | Long | Debt | US | $834K | – | 0.04 |
| Madison Park Funding XVIII Ltd (Madison Park Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $10M | – | 0.51 |
| Marathon Petroleum Corp | Long | Debt | US | $368K | – | 0.02 |
| Markel Group Inc | Long | Debt | US | $2M | – | 0.08 |
| Markel Group Inc | Long | Debt | US | $196K | – | 0.01 |
| Marriott International Inc/MD | Long | Debt | US | $513K | – | 0.03 |
| Marriott International Inc/MD | Long | Debt | US | $242K | – | 0.01 |
| Martin Marietta Materials Inc | Long | Debt | US | $787K | – | 0.04 |
| Massachusetts Institute of Technology (MASS INSTITUTE OF TECH) | Long | Debt | US | $532K | – | 0.03 |
| McKesson Corp | Long | Debt | US | $3M | – | 0.13 |
| Medtronic Inc | Long | Debt | US | $227K | – | 0.01 |
| Memorial Sloan-Kettering Cancer Center | Long | Debt | US | $65K | – | 0.00 |
| Mexico City Airport Trust (MEXICO CITY ARPT TRUST) | Long | Debt | MX | $2M | – | 0.08 |
| Mexico City Airport Trust (MEXICO CITY ARPT TRUST) | Long | Debt | MX | $1M | – | 0.05 |
| Mexico City Airport Trust (MEXICO CITY ARPT TRUST) | Long | Debt | MX | $958K | – | 0.05 |
| Mexico Government International Bond (UNITED MEXICAN STATES) | Long | Debt | MX | $2M | – | 0.08 |
| Mexico Government International Bond (UNITED MEXICAN STATES) | Long | Debt | MX | $807K | – | 0.04 |
| MFA 2021-RPL1 Trust (MFRA Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| MidAmerican Energy Co | Long | Debt | US | $296K | – | 0.02 |
| MidAmerican Energy Co | Long | Debt | US | $181K | – | 0.01 |
| MidOcean Credit CLO III | Long | ABS-collateralized bond/debt obligation | KY | $341K | – | 0.02 |
| Midocean Credit CLO IX | Long | ABS-collateralized bond/debt obligation | KY | $582K | – | 0.03 |
| Mill City Mortgage Loan Trust 2018-1 (Mill City Mortgage Trust) | Long | ABS-mortgage backed security | US | $86K | – | 0.00 |
| MMAF Equipment Finance LLC 2017-B | Long | ABS-other | US | $256K | – | 0.01 |
| MMAF Equipment Finance LLC 2019-A | Long | ABS-other | US | $410K | – | 0.02 |
| MMAF Equipment Finance LLC 2019-B | Long | ABS-other | US | $1M | – | 0.06 |
| Morgan Stanley | Long | Debt | US | $5M | – | 0.28 |
| Morgan Stanley | Long | Debt | US | $5M | – | 0.27 |
| Morgan Stanley | Long | Debt | US | $4M | – | 0.19 |
| Morgan Stanley | Long | Debt | US | $3M | – | 0.18 |
| Morgan Stanley | Long | Debt | US | $2M | – | 0.10 |
| Morgan Stanley | Long | Debt | US | $1M | – | 0.06 |
| Morgan Stanley | Long | Debt | US | $734K | – | 0.04 |
| Morgan Stanley | Long | Debt | US | $528K | – | 0.03 |
| Morgan Stanley | Long | Debt | US | $463K | – | 0.02 |
| Morgan Stanley | Long | Debt | US | $450K | – | 0.02 |
| Morgan Stanley | Long | Debt | US | $298K | – | 0.02 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2015-C23 (Morgan Stanley BAML Trust) | Long | ABS-mortgage backed security | US | $4M | – | 0.20 |
| Morgan Stanley Capital I Trust 2016-BNK2 | Long | ABS-mortgage backed security | US | $858K | – | 0.04 |
| Morgan Stanley Capital I Trust 2016-UB11 | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Motorola Solutions Inc | Long | Debt | US | $5M | – | 0.24 |
| Mount Sinai Hospital/The (MT SINAI HOSPITAL) | Long | Debt | US | $1M | – | 0.07 |
| Mountain View CLO IX Ltd (Mountain View CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.08 |
| MPLX LP | Long | Debt | US | $4M | – | 0.22 |
| MPLX LP | Long | Debt | US | $3M | – | 0.17 |
| MPLX LP | Long | Debt | US | $243K | – | 0.01 |
| MPLX LP | Long | Debt | US | $199K | – | 0.01 |
| MPLX LP | Long | Debt | US | $199K | – | 0.01 |
| MPLX LP | Long | Debt | US | $129K | – | 0.01 |
| MPLX LP | Long | Debt | US | $5K | – | 0.00 |
| Mylan Inc | Long | Debt | US | $1M | – | 0.05 |
| Mylan Inc | Long | Debt | US | $770K | – | 0.04 |
| MyMichigan Health | Long | Debt | US | $538K | – | 0.03 |
| Narragansett Electric Co/The | Long | Debt | US | $854K | – | 0.04 |
| NatWest Group PLC | Long | Debt | GB | $2M | – | 0.09 |
| Navient Private Education Refi Loan Trust 2018-C (Navient Student Loan Trust) | Long | ABS-other | US | $4K | – | 0.00 |
| Navient Private Education Refi Loan Trust 2019-C (Navient Student Loan Trust) | Long | ABS-other | US | $176K | – | 0.01 |
| Navient Private Education Refi Loan Trust 2020-B (Navient Student Loan Trust) | Long | ABS-other | US | $387K | – | 0.02 |
| Navient Private Education Refi Loan Trust 2020-D (Navient Student Loan Trust) | Long | ABS-other | US | $283K | – | 0.01 |
| NetApp Inc | Long | Debt | US | $1M | – | 0.07 |
| New Jersey Turnpike Authority (NEW JERSEY ST TURNPIKE AUTH TU) | Long | Debt | US | $292K | – | 0.01 |
| New Residential Mortgage Loan Trust 2018-4 | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| Newmont Corp | Long | Debt | US | $1M | – | 0.06 |
| Newmont Corp | Long | Debt | US | $738K | – | 0.04 |
| Newmont Corp / Newcrest Finance Pty Ltd (NEWMONT / NEWCREST FIN) | Long | Debt | US | $6M | – | 0.33 |
| NextEra Energy Capital Holdings Inc | Long | Debt | US | $4M | – | 0.20 |
| NextEra Energy Capital Holdings Inc | Long | Debt | US | $2M | – | 0.12 |
| NextEra Energy Capital Holdings Inc | Long | Debt | US | $788K | – | 0.04 |
| NiSource Inc | Long | Debt | US | $641K | – | 0.03 |
| Nomura Holdings Inc | Long | Debt | JP | $4M | – | 0.21 |
| Nomura Holdings Inc | Long | Debt | JP | $476K | – | 0.02 |
| Northwoods Capital 20 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.11 |
| Northwoods Capital XV Ltd (Northwoods Capital Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $10M | – | 0.50 |
| NRG Energy Inc | Long | Debt | US | $1M | – | 0.06 |
| NRG Energy Inc | Long | Debt | US | $267K | – | 0.01 |
| NSTAR Electric Co | Long | Debt | US | $1M | – | 0.06 |
| Nutrien Ltd | Long | Debt | CA | $233K | – | 0.01 |
| Oaktown Re VII Ltd (Oaktown Re Ltd) | Long | ABS-mortgage backed security | BM | $1M | – | 0.06 |
| Oaktree CLO 2020-1 Ltd (Oaktree CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.26 |
| OBX 2018-1 Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $109K | – | 0.01 |
| Occidental Petroleum Corp | Long | Debt | US | $286K | – | 0.01 |
| Occidental Petroleum Corp | Long | Debt | US | $112K | – | 0.01 |
| Ocean Trails CLO V | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.26 |
| OCP CLO 2015-9 Ltd (OCP CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.18 |
| OCP SA (OFFICE CHERIFIEN DES PHO) | Long | Debt | MA | $2M | – | 0.10 |
| Ohio Power Co (OHIO POWER COMPANY) | Long | Debt | US | $199K | – | 0.01 |
| OhioHealth Corp | Long | Debt | US | $569K | – | 0.03 |
| Oncor Electric Delivery Co LLC | Long | Debt | US | $59K | – | 0.00 |
| OneMain Direct Auto Receivables Trust 2019-1 | Long | ABS-other | US | $3M | – | 0.14 |
| OneMain Direct Auto Receivables Trust 2021-1 | Long | ABS-other | US | $3M | – | 0.13 |
| OneMain Direct Auto Receivables Trust 2023-1 | Long | ABS-other | US | $5M | – | 0.25 |
| OneMain Financial Issuance Trust 2020-2 | Long | ABS-other | US | $2M | – | 0.13 |
| OneMain Financial Issuance Trust 2021-1 | Long | ABS-other | US | $3M | – | 0.14 |
| OneMain Financial Issuance Trust 2022-2 | Long | ABS-other | US | $2M | – | 0.12 |
| OneMain Financial Issuance Trust 2023-2 | Long | ABS-other | US | $5M | – | 0.28 |
| ONEOK Inc | Long | Debt | US | $3M | – | 0.14 |
| ONEOK Inc | Long | Debt | US | $2M | – | 0.11 |
| ONEOK Inc | Long | Debt | US | $213K | – | 0.01 |
| ONEOK Inc | Long | Debt | US | $159K | – | 0.01 |
| ONEOK Partners LP | Long | Debt | US | $306K | – | 0.02 |
| Ontario Teachers' Cadillac Fairview Properties Trust (CADILLAC FAIRVIEW PRP TR) | Long | Debt | CA | $4M | – | 0.21 |
| Oracle Corp | Long | Debt | US | $2M | – | 0.12 |
| OZLM XI Ltd (OZLM Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $26K | – | 0.00 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $3M | – | 0.13 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $1M | – | 0.06 |
| PacifiCorp | Long | Debt | US | $789K | – | 0.04 |
| Palmer Square CLO 2014-1 Ltd (Palmer Square CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $170K | – | 0.01 |
| Palmer Square CLO 2015-1 Ltd (Palmer Square CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.36 |
| Panama Government International Bond (REPUBLIC OF PANAMA) | Long | Debt | PA | $138K | – | 0.01 |
| PECO Energy Co | Long | Debt | US | $1M | – | 0.05 |
| PECO Energy Co | Long | Debt | US | $124K | – | 0.01 |
| PECO Energy Co | Long | Debt | US | $111K | – | 0.01 |
| Pennsylvania Higher Education Assistance Agency | Long | ABS-other | US | $1M | – | 0.06 |
| Pennsylvania State University/The (PENNSYLVANIA ST UNIV) | Long | Debt | US | $519K | – | 0.03 |
| Pennsylvania Turnpike Commission (PENNSYLVANIA ST TURNPIKE COMMI) | Long | Debt | US | $153K | – | 0.01 |
| Pennsylvania Turnpike Commission (PENNSYLVANIA ST TURNPIKE COMMI) | Long | Debt | US | $76K | – | 0.00 |
| Penske Truck Leasing Co Lp / PTL Finance Corp (PENSKE TRUCK LEASING/PTL) | Long | Debt | US | $3M | – | 0.15 |
| Permanent University Fund - University of Texas System (UNIV OF TEXAS TX PERMANENT UNI) | Long | Debt | US | $439K | – | 0.02 |
| Peruvian Government International Bond (REPUBLIC OF PERU) | Long | Debt | PE | $609K | – | 0.03 |
| Petroleos Mexicanos | Long | Debt | MX | $1M | – | 0.05 |
| Petroleos Mexicanos | Long | Debt | MX | $980K | – | 0.05 |
| Petroleos Mexicanos | Long | Debt | MX | $858K | – | 0.04 |
| Petroleos Mexicanos | Long | Debt | MX | $328K | – | 0.02 |
| PGIM AAA CLO ETF | Long | Equity-common | US | $9M | 177K | 0.46 |
| PGIM Institutional Money Market Fund - D | Long | Short-term investment vehicle | US | $16M | 16M | 0.81 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $4M | – | 0.21 |
| Phillips 66 Co | Long | Debt | US | $5M | – | 0.24 |
| Phillips 66 Co | Long | Debt | US | $302K | – | 0.02 |
| Piedmont Healthcare Inc | Long | Debt | US | $2M | – | 0.11 |
| Piedmont Natural Gas Co Inc | Long | Debt | US | $415K | – | 0.02 |
| Plains All American Pipeline LP / PAA Finance Corp (PLAINS ALL AMER PIPELINE) | Long | Debt | US | $993K | – | 0.05 |
| Plains All American Pipeline LP / PAA Finance Corp (PLAINS ALL AMER PIPELINE) | Long | Debt | US | $327K | – | 0.02 |
| PNC Financial Services Group Inc/The | Long | Debt | US | $3M | – | 0.14 |
| PNC Financial Services Group Inc/The | Long | Debt | US | $852K | – | 0.04 |
| Port Authority of New York & New Jersey (PORT AUTH OF NEW YORK & NEW JE) | Long | Debt | US | $3M | – | 0.13 |
| PPL Electric Utilities Corp | Long | Debt | US | $161K | – | 0.01 |
| President and Fellows of Harvard College (PRES & FELLOWS OF HARVAR) | Long | Debt | US | $119K | – | 0.01 |
| Principal Financial Group Inc (PRINCIPAL FINANCIAL GRP) | Long | Debt | US | $119K | – | 0.01 |
| Principal Financial Group Inc (PRINCIPAL FINANCIAL GRP) | Long | Debt | US | $101K | – | 0.01 |
| Principal Financial Group Inc (PRINCIPAL FINANCIAL GRP) | Long | Debt | US | $17K | – | 0.00 |
| Prologis LP | Long | Debt | US | $2M | – | 0.12 |
| Providence St Joseph Health Obligated Group (PROV ST JOSEPH HLTH OBL) | Long | Debt | US | $377K | – | 0.02 |
| Providence St Joseph Health Obligated Group (PROV ST JOSEPH HLTH OBL) | Long | Debt | US | $38K | – | 0.00 |
| Province of Alberta Canada | Long | Debt | CA | $156K | – | 0.01 |
| Province of Alberta Canada | Long | Debt | CA | $107K | – | 0.01 |
| Province of Manitoba Canada (MANITOBA (PROVINCE OF)) | Long | Debt | CA | $96K | – | 0.00 |
| Province of Quebec Canada | Long | Debt | CA | $47K | – | 0.00 |
| Public Service Co of Colorado (PUBLIC SERVICE COLORADO) | Long | Debt | US | $489K | – | 0.03 |
| Public Service Co of Colorado (PUBLIC SERVICE COLORADO) | Long | Debt | US | $185K | – | 0.01 |
| Public Service Electric and Gas Co | Long | Debt | US | $2M | – | 0.11 |
| Public Service Electric and Gas Co | Long | Debt | US | $1M | – | 0.06 |
| Public Service Electric and Gas Co | Long | Debt | US | $572K | – | 0.03 |
| Public Service Electric and Gas Co | Long | Debt | US | $352K | – | 0.02 |
| Public Service Electric and Gas Co | Long | Debt | US | $252K | – | 0.01 |
| Public Service Electric and Gas Co | Long | Debt | US | $73K | – | 0.00 |
| Public Service Enterprise Group Inc | Long | Debt | US | $961K | – | 0.05 |
| QatarEnergy (QATAR ENERGY) | Long | Debt | QA | $929K | – | 0.05 |
| QatarEnergy (QATAR ENERGY) | Long | Debt | QA | $465K | – | 0.02 |
| Quest Diagnostics Inc | Long | Debt | US | $2M | – | 0.09 |
| Quest Diagnostics Inc | Long | Debt | US | $187K | – | 0.01 |
| Raizen Fuels Finance SA | Long | Debt | LU | $2M | – | 0.10 |
| RCKT Mortgage Trust 2024-CES3 (Woodward Capital Management) | Long | ABS-mortgage backed security | US | $984K | – | 0.05 |
| RCKT Mortgage Trust 2024-CES5 (Woodward Capital Management) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Realty Income Corp | Long | Debt | US | $894K | – | 0.05 |
| Realty Income Corp | Long | Debt | US | $251K | – | 0.01 |
| Regatta VI Funding Ltd (Regatta VI Funding Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $10M | – | 0.50 |
| Regatta VII Funding Ltd | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.33 |
| Rogers Communications Inc | Long | Debt | CA | $3M | – | 0.17 |
| Romark WM-R Ltd (Romark CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $672K | – | 0.03 |
| San Diego Gas & Electric Co (SAN DIEGO G & E) | Long | Debt | US | $348K | – | 0.02 |
| Santander Drive Auto Receivables Trust 2021-2 | Long | ABS-other | US | $2M | – | 0.08 |
| Santander Drive Auto Receivables Trust 2022-1 | Long | ABS-other | US | $2M | – | 0.08 |
| Santander Drive Auto Receivables Trust 2023-1 | Long | ABS-other | US | $799K | – | 0.04 |
| Santander Drive Auto Receivables Trust 2023-3 | Long | ABS-other | US | $2M | – | 0.08 |
| Santander Drive Auto Receivables Trust 2023-4 | Long | ABS-other | US | $3M | – | 0.13 |
| Santander Drive Auto Receivables Trust 2023-6 | Long | ABS-other | US | $1M | – | 0.06 |
| Santander Drive Auto Receivables Trust 2023-6 | Long | ABS-other | US | $311K | – | 0.02 |
| Santander Drive Auto Receivables Trust 2024-2 | Long | ABS-other | US | $1M | – | 0.05 |
| Santos Finance Ltd | Long | Debt | AU | $1M | – | 0.06 |
| Sasol Financing USA LLC | Long | Debt | US | $389K | – | 0.02 |
| Schlumberger Holdings Corp (SCHLUMBERGER HLDGS CORP) | Long | Debt | US | $473K | – | 0.02 |
| Sequoia Mortgage Trust 10 | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| SFS Auto Receivables Securitization Trust 2023-1 | Long | ABS-other | US | $513K | – | 0.03 |
| SFS Auto Receivables Securitization Trust 2023-1 | Long | ABS-other | US | $305K | – | 0.02 |
| Shire Acquisitions Investments Ireland DAC (SHIRE ACQ INV IRELAND DA) | Long | Debt | IE | $27K | – | 0.00 |
| Sixth Street CLO XVI Ltd (Sixth Street CLO XVI, Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.24 |
| Societe Generale SA | Long | Debt | FR | $4M | – | 0.18 |
| Societe Generale SA | Long | Debt | FR | $2M | – | 0.08 |
| Societe Generale SA | Long | Debt | FR | $951K | – | 0.05 |
| SOFI PROFESSIONAL LOAN PROGRAM 2017-F LLC (Social Professional Loan Progr) | Long | ABS-other | US | $128K | – | 0.01 |
| Sofi Professional Loan Program 2018-B Trust (Social Professional Loan Progr) | Long | ABS-other | US | $103K | – | 0.01 |
| Sofi Professional Loan Program 2019-A LLC (Social Professional Loan Progr) | Long | ABS-other | US | $273K | – | 0.01 |
| Sofi Professional Loan Program 2019-C LLC (Social Professional Loan Progr) | Long | ABS-other | US | $336K | – | 0.02 |
| SoFi Professional Loan Program 2020-ATrust (Social Professional Loan Progr) | Long | ABS-other | US | $622K | – | 0.03 |
| SoFi Professional Loan Program 2020-C Trust (Social Professional Loan Progr) | Long | ABS-other | US | $332K | – | 0.02 |
| Sound Point CLO II Ltd (Sound Point CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $545K | – | 0.03 |
| SOUND POINT CLO XXII LTD (Sound Point CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.06 |
| Sound Point CLO XXIII (Sound Point CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.11 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $214K | – | 0.01 |
| Southwestern Electric Power Co (SOUTHWESTERN ELEC POWER) | Long | Debt | US | $643K | – | 0.03 |
| Southwestern Public Service Co | Long | Debt | US | $260K | – | 0.01 |
| SP PowerAssets Ltd | Long | Debt | SG | $445K | – | 0.02 |
| Spectra Energy Partners LP | Long | Debt | US | $135K | – | 0.01 |
| Stanford Health Care | Long | Debt | US | $371K | – | 0.02 |
| Steel Dynamics Inc | Long | Debt | US | $5M | – | 0.27 |
| Structured Asset Mortgage Investments II Trust 2005-AR5 | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| Sumitomo Mitsui Financial Group Inc (SUMITOMO MITSUI FINL GRP) | Long | Debt | JP | $2M | – | 0.13 |
| Sun Communities Operating LP (SUN COMMUNITIES OPER LP) | Long | Debt | US | $4M | – | 0.21 |
| Sun Communities Operating LP (SUN COMMUNITIES OPER LP) | Long | Debt | US | $3M | – | 0.14 |
| Symphony CLO XVIII Ltd (Symphony CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.22 |
| T-Mobile USA Inc | Long | Debt | US | $5M | – | 0.23 |
| T-Mobile USA Inc | Long | Debt | US | $1M | – | 0.07 |
| T-Mobile USA Inc | Long | Debt | US | $946K | – | 0.05 |
| T-Mobile USA Inc | Long | Debt | US | $472K | – | 0.02 |
| T-Mobile USA Inc | Long | Debt | US | $337K | – | 0.02 |
| Targa Resources Corp | Long | Debt | US | $1M | – | 0.07 |
| Targa Resources Corp | Long | Debt | US | $1M | – | 0.07 |
| Targa Resources Corp | Long | Debt | US | $1M | – | 0.06 |
| Teachers Insurance & Annuity Association of America (TEACHERS INSUR & ANNUITY) | Long | Debt | US | $636K | – | 0.03 |
| Teachers Insurance & Annuity Association of America (TEACHERS INSUR & ANNUITY) | Long | Debt | US | $110K | – | 0.01 |
| Teledyne Technologies Inc | Long | Debt | US | $3M | – | 0.16 |
| Telos CLO 2013-4 Ltd (Telos CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $218K | – | 0.01 |
| Tennessee Valley Authority (TENN VALLEY AUTHORITY) | Long | Debt | US | $541K | – | 0.03 |
| Texas Eastern Transmission LP | Long | Debt | US | $287K | – | 0.01 |
| Texas Private Activity Bond Surface Transportation Corp (TEXAS ST PRIV ACTIVITY BOND SU) | Long | Debt | US | $286K | – | 0.01 |
| THL Credit Wind River 2020-1 CLO Ltd (Wind River CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $12M | – | 0.62 |
| THREE-MONTH SOFR (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $19K | – | 0.00 | |
| Tikehau US CLO III Ltd (Tikehau US CLO Ltd) | Long | ABS-collateralized bond/debt obligation | BM | $11M | – | 0.54 |
| Tikehau US CLO IV Ltd (Tikehau US CLO Ltd) | Long | ABS-collateralized bond/debt obligation | BM | $6M | – | 0.28 |
| Time Warner Cable LLC | Long | Debt | US | $128K | – | 0.01 |
| Towd Point HE Trust 2023-1 | Long | ABS-other | US | $346K | – | 0.02 |
| Towd Point Mortgage Trust | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Towd Point Mortgage Trust 2017-5 | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| Towd Point Mortgage Trust 2019-HY3 | Long | ABS-mortgage backed security | US | $114K | – | 0.01 |
| Towd Point Mortgage Trust 2020-4 | Long | ABS-mortgage backed security | US | $514K | – | 0.03 |
| Towd Point Mortgage Trust 2021-SJ1 | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Towd Point Mortgage Trust 2021-SJ2 | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| Towd Point Mortgage Trust 2024-CES1 | Long | ABS-mortgage backed security | US | $274K | – | 0.01 |
| Towd Point Mortgage Trust 2024-CES3 | Long | ABS-mortgage backed security | US | $3M | – | 0.14 |
| Toyota Auto Loan Extended Note Trust 2020-1 | Long | ABS-other | US | $969K | – | 0.05 |
| Toyota Motor Credit Corp | Long | Debt | US | $2M | – | 0.11 |
| Transcontinental Gas Pipe Line Co LLC (TRANSCONT GAS PIPE LINE) | Long | Debt | US | $484K | – | 0.02 |
| Transcontinental Gas Pipe Line Co LLC (TRANSCONT GAS PIPE LINE) | Long | Debt | US | $434K | – | 0.02 |
| Trimaran Cavu 2019-1 Ltd (Trimaran Advisors CAVU 2019-1) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.06 |
| TRS TREASURY BOND (JPMORGAN CHASE BANK, NATIONAL ASSOCIATION) | Derivative-interest rate | US | $2M | – | 0.09 | |
| TRS TREASURY BOND (GOLDMAN SACHS & CO. LLC) | Derivative-interest rate | US | $649K | – | 0.03 | |
| TRS TREASURY BOND (JPMORGAN CHASE BANK, NATIONAL ASSOCIATION) | Derivative-interest rate | US | $592K | – | 0.03 | |
| TRS TREASURY BOND (JPMORGAN CHASE BANK, NATIONAL ASSOCIATION) | Derivative-interest rate | US | $-555K | – | -0.03 | |
| TRS TREASURY BOND (GOLDMAN SACHS & CO. LLC) | Derivative-interest rate | US | $-580K | – | -0.03 | |
| TRS TREASURY BOND (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-interest rate | US | $-997K | – | -0.05 | |
| TRS TRSBENCH7 INDEX (JPMORGAN CHASE BANK, NATIONAL ASSOCIATION) | Derivative-equity | US | $17K | – | 0.00 | |
| Truist Bank | Long | Debt | US | $2M | – | 0.12 |
| Truist Financial Corp | Long | Debt | US | $341K | – | 0.02 |
| Trustees of Boston College | Long | Debt | US | $450K | – | 0.02 |
| Tucson Electric Power Co | Long | Debt | US | $1M | – | 0.05 |
| UBS Commercial Mortgage Trust 2017-C5 | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| UBS Commercial Mortgage Trust 2018-C14 | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| UBS Commercial Mortgage Trust 2018-C9 | Long | ABS-mortgage backed security | US | $629K | – | 0.03 |
| UBS Commercial Mortgage Trust 2019-C18 | Long | ABS-mortgage backed security | US | $4M | – | 0.20 |
| UBS Group AG | Long | Debt | CH | $2M | – | 0.09 |
| UBS Group AG | Long | Debt | CH | $1M | – | 0.06 |
| UBS Group AG | Long | Debt | CH | $836K | – | 0.04 |
| UBS Group AG | Long | Debt | CH | $540K | – | 0.03 |
| UBS Group AG | Long | Debt | CH | $340K | – | 0.02 |
| Union Electric Co | Long | Debt | US | $39K | – | 0.00 |
| United Airlines 2016-2 Class AA Pass Through Trust (UNITED AIR 2016-2 AA PTT) | Long | Debt | US | $247K | – | 0.01 |
| United Airlines 2019-2 Class AA Pass Through Trust (UNITED AIR 2019-2 AA PTT) | Long | Debt | US | $317K | – | 0.02 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $27M | – | 1.41 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $16M | – | 0.83 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $14M | – | 0.74 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $14M | – | 0.73 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $14M | – | 0.70 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $6M | – | 0.31 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $136K | – | 0.01 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $59K | – | 0.00 |
| United States Treasury Strip Coupon (STRIPS) | Long | Debt | US | $16M | – | 0.84 |
| United States Treasury Strip Coupon (STRIPS) | Long | Debt | US | $7M | – | 0.36 |
| United States Treasury Strip Coupon (STRIPS) | Long | Debt | US | $2M | – | 0.08 |
| United States Treasury Strip Coupon (STRIPS) | Long | Debt | US | $664K | – | 0.03 |
| United States Treasury Strip Coupon (STRIPS) | Long | Debt | US | $639K | – | 0.03 |
| United States Treasury Strip Coupon (STRIPS) | Long | Debt | US | $526K | – | 0.03 |
| United States Treasury Strip Coupon (STRIPS) | Long | Debt | US | $389K | – | 0.02 |
| United States Treasury Strip Coupon (STRIPS) | Long | Debt | US | $252K | – | 0.01 |
| United States Treasury Strip Coupon (STRIPS) | Long | Debt | US | $215K | – | 0.01 |
| United States Treasury Strip Coupon (STRIPS) | Long | Debt | US | $181K | – | 0.01 |
| United States Treasury Strip Coupon (STRIPS) | Long | Debt | US | $153K | – | 0.01 |
| United States Treasury Strip Coupon (STRIPS) | Long | Debt | US | $91K | – | 0.00 |
| United States Treasury Strip Coupon (STRIPS) | Long | Debt | US | $31K | – | 0.00 |
| United States Treasury Strip Coupon (STRIPS) | Long | Debt | US | $814.69 | – | 0.00 |
| UnitedHealth Group Inc | Long | Debt | US | $2M | – | 0.10 |
| UnitedHealth Group Inc | Long | Debt | US | $2M | – | 0.09 |
| UnitedHealth Group Inc | Long | Debt | US | $2M | – | 0.08 |
| UnitedHealth Group Inc | Long | Debt | US | $869K | – | 0.04 |
| UnitedHealth Group Inc | Long | Debt | US | $857K | – | 0.04 |
| UnitedHealth Group Inc | Long | Debt | US | $89K | – | 0.00 |
| University of California (UNIV OF CALIFORNIA CA REVENUES) | Long | Debt | US | $28K | – | 0.00 |
| University of California (UNIV OF CALIFORNIA REVENUES) | Long | Debt | US | $28K | – | 0.00 |
| University of Notre Dame du Lac (UNIV OF NOTRE DAME) | Long | Debt | US | $288K | – | 0.01 |
| University of Virginia (UNIV OF VIRGINIA VA UNIV REVEN) | Long | Debt | US | $108K | – | 0.01 |
| Unum Group | Long | Debt | US | $498K | – | 0.03 |
| US 2YR NOTE (CBT) (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $892K | – | 0.05 | |
| US 5 YEAR TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $246K | – | 0.01 | |
| US Bancorp | Long | Debt | US | $5M | – | 0.24 |
| US TREASURY LONG BOND (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-820K | – | -0.04 | |
| US ULTRA BOND CBT (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $679K | – | 0.03 | |
| Utah Acquisition Sub Inc | Long | Debt | US | $3M | – | 0.16 |
| Utah Acquisition Sub Inc | Long | Debt | US | $90K | – | 0.00 |
| Verisk Analytics Inc | Long | Debt | US | $1M | – | 0.06 |
| Verizon Communications Inc | Long | Debt | US | $7M | – | 0.35 |
| Verizon Communications Inc | Long | Debt | US | $2M | – | 0.12 |
| Verizon Communications Inc | Long | Debt | US | $142K | – | 0.01 |
| Viatris Inc | Long | Debt | US | $694K | – | 0.04 |
| VICI Properties LP / VICI Note Co Inc (VICI PROPERTIES / NOTE) | Long | Debt | US | $5M | – | 0.24 |
| Virginia Electric and Power Co (VIRGINIA ELEC & POWER CO) | Long | Debt | US | $282K | – | 0.01 |
| Virginia Electric and Power Co (VIRGINIA ELEC & POWER CO) | Long | Debt | US | $180K | – | 0.01 |
| Volkswagen Group of America Finance LLC (VOLKSWAGEN GROUP AMERICA) | Long | Debt | US | $3M | – | 0.15 |
| Voya CLO 2013-1 Ltd (Voya CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $290K | – | 0.01 |
| Voya CLO 2016-1 Ltd (Voya CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $502K | – | 0.03 |
| W R Berkley Corp (BERKLEY (WR) CORPORATION) | Long | Debt | US | $429K | – | 0.02 |
| WaMu Mortgage Pass-Through Certificates Series 2002-AR6 Trust | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| WaMu Mortgage Pass-Through Certificates Series 2002-AR9 Trust | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| WaMu Mortgage Pass-Through Certificates Series 2005-AR13 Trust | Long | ABS-mortgage backed security | US | $146K | – | 0.01 |
| Warnermedia Holdings Inc | Long | Debt | US | $2M | – | 0.13 |
| Warnermedia Holdings Inc | Long | Debt | US | $688K | – | 0.04 |
| Wellfleet CLO 2018-1 Ltd (Wellfleet CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.07 |
| Wellfleet CLO 2020-1 Ltd (Wellfleet CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $11M | – | 0.56 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $5M | – | 0.26 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $4M | – | 0.23 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $2M | – | 0.12 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $2M | – | 0.11 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $1M | – | 0.07 |
| Wells Fargo Commercial Mortgage Trust 2015-NXS4 | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Wells Fargo Commercial Mortgage Trust 2016-BNK1 | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Wells Fargo Commercial Mortgage Trust 2016-C35 | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Wells Fargo Commercial Mortgage Trust 2016-NXS6 | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Wells Fargo Commercial Mortgage Trust 2017-C38 | Long | ABS-mortgage backed security | US | $851K | – | 0.04 |
| Wells Fargo Commercial Mortgage Trust 2017-RB1 | Long | ABS-mortgage backed security | US | $960K | – | 0.05 |
| Wells Fargo Commercial Mortgage Trust 2018-C46 | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Wells Fargo Commercial Mortgage Trust 2019-C49 | Long | ABS-mortgage backed security | US | $3M | – | 0.15 |
| Wells Fargo Commercial Mortgage Trust 2019-C50 | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| Wells Fargo Commercial Mortgage Trust 2019-C52 | Long | ABS-mortgage backed security | US | $162K | – | 0.01 |
| Wells Fargo Commercial Mortgage Trust 2020-C57 | Long | ABS-mortgage backed security | US | $5M | – | 0.23 |
| Wells Fargo Commercial Mortgage Trust 2021-C59 | Long | ABS-mortgage backed security | US | $5M | – | 0.26 |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2024-5C1 | Long | ABS-mortgage backed security | US | $10M | – | 0.53 |
| Welltower OP LLC | Long | Debt | US | $739K | – | 0.04 |
| Western Midstream Operating LP | Long | Debt | US | $282K | – | 0.01 |
| Wheels Fleet Lease Funding 1 LLC (Wheels Fleet Lease Funding LLC) | Long | ABS-other | US | $4M | – | 0.20 |
| Wheels Fleet Lease Funding 1 LLC (Wheels Fleet Lease Funding LLC) | Long | ABS-other | US | $3M | – | 0.16 |
| Williams Cos Inc/The (WILLIAMS COMPANIES INC) | Long | Debt | US | $383K | – | 0.02 |
| Williams Cos Inc/The (WILLIAMS COMPANIES INC) | Long | Debt | US | $346K | – | 0.02 |
| Williams Cos Inc/The (WILLIAMS COMPANIES INC) | Long | Debt | US | $90K | – | 0.00 |
| Wisconsin Power and Light Co (WISCONSIN POWER & LIGHT) | Long | Debt | US | $509K | – | 0.03 |
| Workday Inc | Long | Debt | US | $2M | – | 0.12 |
| World Omni Select Auto Trust 2021-A | Long | ABS-other | US | $574K | – | 0.03 |
| WRKCo Inc | Long | Debt | US | $556K | – | 0.03 |
| Xcel Energy Inc | Long | Debt | US | $492K | – | 0.03 |
| Yamana Gold Inc | Long | Debt | CA | $3M | – | 0.14 |
| Zais Clo 7 Ltd (Zais Clo 7 llc) | Long | ABS-collateralized bond/debt obligation | KY | $45K | – | 0.00 |
Address
Target Portfolio Trust
655 Broad Street
Newark
New Jersey
07102-4077
United States of America
Websites
Directors
Keith F. Hartstein
Ellen S. Alberding
Laurie Simon Hodrick
Linda W. Bynoe
Kevin J. Bannon
Grace C. Torres
Brian K. Reid
Scott E. Benjamin
Stuart S. Parker
Barry H. Evans
Transfer Agents
BNY Mellon Investment Servicing (US) Inc.
Prudential Mutual Fund Services LLC
Pricing Services
Intercontinental Exchange, Inc.
LSEG US FIN CORP.
Bloomberg Finance L.P.
S&P Global Market Intelligence
Custodians
The Bank of New York Mellon
Shareholder Servicing Agents
Prudential Mutual Fund Services LLC
Admins
PGIM INVESTMENTS LLC
Brokers
Stifel, Nicolaus & Co., Inc.
GUZMAN & COMPANY
MISCHLER FINANCIAL GROUP, INC.
SCOTIA CAPITAL (USA) INC.
SMBC NIKKO SECURITIES AMERICA, INC.
BOFA SECURITIES, INC.
SAMUEL A RAMIREZ & CO., INC.
PENSERRA SECURITIES, LLC
ROSENBLATT SECURITIES INC.
VIRTU AMERICAS LLC