Prudential > Advanced Series Trust
AST J.P. Morgan Fixed Income Central Portfolio
$2.72B
Avg Monthly Net Assets
$3.58B
Total Assets
$327.92M
Total Liabilities
$3.26B
Net Assets
AST J.P. Morgan Fixed Income Central Portfolio is an Underlying fund in Advanced Series Trust
from Prudential,
based in New Jersey,
United States of America.
The fund has one share class
and monthly net assets of $2.72B.
On August 29th, 2024 it reported 1,313 holdings, the largest
being PGIM Institutional Money Market Fund - D (9.1%), (PIPA070) PGIM Core Government Money Market Fund (2.7%) and US TREASURY N/B (2.2%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| AST J.P. Morgan Fixed Income Central Portfolio | C000241018 |
Holdings
From latest NPORT-P, filed August 29th, 2024 for period ending June 28th, 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 | $86M | 86M | 2.66 |
| 10 YEAR US TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $647K | – | 0.02 | |
| 10 YEAR US ULTRA TREASURY BOND (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-907K | – | -0.03 | |
| 7-Eleven Inc | Long | Debt | US | $1M | – | 0.04 |
| 7-Eleven Inc | Long | Debt | US | $627K | – | 0.02 |
| AbbVie Inc | Long | Debt | US | $5M | – | 0.14 |
| AbbVie Inc | Long | Debt | US | $3M | – | 0.10 |
| AbbVie Inc | Long | Debt | US | $1M | – | 0.04 |
| AbbVie Inc | Long | Debt | US | $1M | – | 0.03 |
| AbbVie Inc | Long | Debt | US | $1M | – | 0.03 |
| AbbVie Inc | Long | Debt | US | $751K | – | 0.02 |
| AbbVie Inc | Long | Debt | US | $729K | – | 0.02 |
| AbbVie Inc | Long | Debt | US | $531K | – | 0.02 |
| AbbVie Inc | Long | Debt | US | $376K | – | 0.01 |
| ABN AMRO Bank NV | Long | Debt | NL | $1M | – | 0.03 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $3M | – | 0.09 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $2M | – | 0.05 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $1M | – | 0.03 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $914K | – | 0.03 |
| AES Corp/The | Long | Debt | US | $4M | – | 0.12 |
| AES Corp/The | Long | Debt | US | $901K | – | 0.03 |
| Aetna Inc | Long | Debt | US | $4M | – | 0.11 |
| Aetna Inc | Long | Debt | US | $841K | – | 0.03 |
| Aetna Inc | Long | Debt | US | $492K | – | 0.02 |
| Aetna Inc | Long | Debt | US | $221K | – | 0.01 |
| AIB Group PLC | Long | Debt | IE | $675K | – | 0.02 |
| Air Canada 2015-1 Class A Pass Through Trust (AIR CANADA 2015-1A PTT) | Long | Debt | CA | $355K | – | 0.01 |
| Air Canada 2017-1 Class B Pass Through Trust (AIR CANADA 2017-1B PTT) | Long | Debt | CA | $267K | – | 0.01 |
| Air Canada 2020-2 Class B Pass Through Trust (AIR CANADA 2020-2B PTT) | Long | Debt | CA | $223K | – | 0.01 |
| Air Products and Chemicals Inc (AIR PRODUCTS & CHEMICALS) | Long | Debt | US | $5M | – | 0.14 |
| Aker BP ASA | Long | Debt | NO | $3M | – | 0.08 |
| Aker BP ASA | Long | Debt | NO | $2M | – | 0.05 |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC (ALBERTSONS COS/SAFEWAY) | Long | Debt | US | $3M | – | 0.09 |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC (ALBERTSONS COS/SAFEWAY) | Long | Debt | US | $925K | – | 0.03 |
| Alliant Energy Finance LLC | Long | Debt | US | $3M | – | 0.11 |
| Altria Group Inc | Long | Debt | US | $3M | – | 0.10 |
| Altria Group Inc | Long | Debt | US | $2M | – | 0.05 |
| Altria Group Inc | Long | Debt | US | $808K | – | 0.02 |
| Amazon.com Inc | Long | Debt | US | $2M | – | 0.07 |
| Amazon.com Inc | Long | Debt | US | $1M | – | 0.04 |
| Amazon.com Inc | Long | Debt | US | $461K | – | 0.01 |
| Amazon.com Inc | Long | Debt | US | $400K | – | 0.01 |
| Amazon.com Inc | Long | Debt | US | $337K | – | 0.01 |
| Amazon.com Inc | Long | Debt | US | $194K | – | 0.01 |
| America Movil SAB de CV | Long | Debt | MX | $176K | – | 0.01 |
| American Airlines 2015-1 Class A Pass Through Trust (AMER AIRLN 15-1 A PTT) | Long | Debt | US | $514K | – | 0.02 |
| American Airlines 2016-1 Class A Pass Through Trust (AMER AIRLINE 16-1 A PTT) | Long | Debt | US | $756K | – | 0.02 |
| American Municipal Power Inc (AMERICAN MUNI PWR-OHIO INC OH) | Long | Debt | US | $83K | – | 0.00 |
| American Tower Corp | Long | Debt | US | $3M | – | 0.08 |
| American Tower Corp | Long | Debt | US | $1M | – | 0.05 |
| American Tower Corp | Long | Debt | US | $1M | – | 0.04 |
| American Water Capital Corp | Long | Debt | US | $2M | – | 0.06 |
| Amgen Inc | Long | Debt | US | $2M | – | 0.07 |
| Amgen Inc | Long | Debt | US | $1M | – | 0.04 |
| Amphenol Corp | Long | Debt | US | $2M | – | 0.07 |
| Anglo American Capital PLC | Long | Debt | GB | $802K | – | 0.02 |
| Anglo American Capital PLC | Long | Debt | GB | $219K | – | 0.01 |
| Anglo American Capital PLC | Long | Debt | GB | $171K | – | 0.01 |
| Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc (ANHEUSER-BUSCH CO/INBEV) | Long | Debt | US | $6M | – | 0.17 |
| Anheuser-Busch InBev Finance Inc | Long | Debt | US | $1M | – | 0.03 |
| Anheuser-Busch InBev Worldwide Inc | Long | Debt | US | $2M | – | 0.06 |
| Antero Resources Corp | Long | Debt | US | $2M | – | 0.06 |
| Apple Inc | Long | Debt | US | $1M | – | 0.03 |
| Apple Inc | Long | Debt | US | $642K | – | 0.02 |
| Applied Materials Inc | Long | Debt | US | $939K | – | 0.03 |
| AT&T Inc | Long | Debt | US | $3M | – | 0.10 |
| AT&T Inc | Long | Debt | US | $2M | – | 0.07 |
| AT&T Inc | Long | Debt | US | $1M | – | 0.04 |
| AT&T Inc | Long | Debt | US | $1M | – | 0.03 |
| AT&T Inc | Long | Debt | US | $1M | – | 0.03 |
| AT&T Inc | Long | Debt | US | $808K | – | 0.02 |
| AT&T Inc | Long | Debt | US | $394K | – | 0.01 |
| Athene Global Funding | Long | Debt | US | $3M | – | 0.11 |
| AutoZone Inc | Long | Debt | US | $2M | – | 0.07 |
| Avolon Holdings Funding Ltd (AVOLON HOLDINGS FNDG LTD) | Long | Debt | KY | $8M | – | 0.25 |
| Avolon Holdings Funding Ltd (AVOLON HOLDINGS FNDG LTD) | Long | Debt | KY | $3M | – | 0.11 |
| Avolon Holdings Funding Ltd (AVOLON HOLDINGS FNDG LTD) | Long | Debt | KY | $3M | – | 0.10 |
| Avolon Holdings Funding Ltd (AVOLON HOLDINGS FNDG LTD) | Long | Debt | KY | $1M | – | 0.03 |
| Avolon Holdings Funding Ltd (AVOLON HOLDINGS FNDG LTD) | Long | Debt | KY | $1M | – | 0.03 |
| Avolon Holdings Funding Ltd (AVOLON HOLDINGS FNDG LTD) | Long | Debt | KY | $764K | – | 0.02 |
| Avolon Holdings Funding Ltd (AVOLON HOLDINGS FNDG LTD) | Long | Debt | KY | $744K | – | 0.02 |
| Banco Bilbao Vizcaya Argentaria SA | Long | Debt | ES | $1M | – | 0.05 |
| Banco Santander SA | Long | Debt | ES | $3M | – | 0.09 |
| Banco Santander SA | Long | Debt | ES | $1M | – | 0.03 |
| Banco Santander SA | Long | Debt | ES | $993K | – | 0.03 |
| Banco Santander SA | Long | Debt | ES | $888K | – | 0.03 |
| Banco Santander SA | Long | Debt | ES | $550K | – | 0.02 |
| Bank of America Corp | Long | Debt | US | $11M | – | 0.35 |
| Bank of America Corp | Long | Debt | US | $7M | – | 0.22 |
| Bank of America Corp | Long | Debt | US | $5M | – | 0.17 |
| Bank of America Corp | Long | Debt | US | $5M | – | 0.17 |
| Bank of America Corp | Long | Debt | US | $4M | – | 0.12 |
| Bank of America Corp | Long | Debt | US | $4M | – | 0.11 |
| Bank of America Corp | Long | Debt | US | $3M | – | 0.08 |
| Bank of America Corp | Long | Debt | US | $2M | – | 0.07 |
| Bank of America Corp | Long | Debt | US | $2M | – | 0.06 |
| Bank of America Corp | Long | Debt | US | $2M | – | 0.06 |
| Bank of America Corp | Long | Debt | US | $2M | – | 0.05 |
| Bank of America Corp | Long | Debt | US | $664K | – | 0.02 |
| Bank of America Corp | Long | Debt | US | $319K | – | 0.01 |
| Bank of Ireland Group PLC | Long | Debt | IE | $3M | – | 0.08 |
| Bank of Ireland Group PLC | Long | Debt | IE | $1M | – | 0.03 |
| Bank of New York Mellon Corp/The (BANK OF NY MELLON CORP) | Long | Debt | US | $1M | – | 0.03 |
| Bank of Nova Scotia/The | Long | Debt | CA | $3M | – | 0.08 |
| Bank of Nova Scotia/The | Long | Debt | CA | $303K | – | 0.01 |
| Banner Health | Long | Debt | US | $765K | – | 0.02 |
| Banque Federative du Credit Mutuel SA (BANQUE FED CRED MUTUEL) | Long | Debt | FR | $2M | – | 0.05 |
| Barclays PLC | Long | Debt | GB | $5M | – | 0.15 |
| Barclays PLC | Long | Debt | GB | $3M | – | 0.11 |
| Barclays PLC | Long | Debt | GB | $2M | – | 0.06 |
| Barclays PLC | Long | Debt | GB | $513K | – | 0.02 |
| BAT Capital Corp | Long | Debt | US | $6M | – | 0.18 |
| BAT Capital Corp | Long | Debt | US | $3M | – | 0.10 |
| BAT Capital Corp | Long | Debt | US | $3M | – | 0.09 |
| BAT Capital Corp | Long | Debt | US | $964K | – | 0.03 |
| BAT Capital Corp | Long | Debt | US | $740K | – | 0.02 |
| Baxter International Inc | Long | Debt | US | $7M | – | 0.21 |
| Baxter International Inc | Long | Debt | US | $1M | – | 0.04 |
| Baylor Scott & White Holdings | Long | Debt | US | $253K | – | 0.01 |
| Berkshire Hathaway Energy Co | Long | Debt | US | $764K | – | 0.02 |
| Berkshire Hathaway Finance Corp | Long | Debt | US | $394K | – | 0.01 |
| Bermuda Government International Bond (GOVT OF BERMUDA) | Long | Debt | BM | $248K | – | 0.01 |
| Bermuda Government International Bond (GOVT OF BERMUDA) | Long | Debt | BM | $136K | – | 0.00 |
| Berry Global Inc | Long | Debt | US | $6M | – | 0.20 |
| Berry Global Inc | Long | Debt | US | $2M | – | 0.05 |
| BHP Billiton Finance USA Ltd (BHP BILLITON FIN USA LTD) | Long | Debt | AU | $1M | – | 0.04 |
| BHP Billiton Finance USA Ltd (BHP BILLITON FIN USA LTD) | Long | Debt | AU | $974K | – | 0.03 |
| Bimbo Bakeries USA Inc | Long | Debt | US | $4M | – | 0.11 |
| Bimbo Bakeries USA Inc | Long | Debt | US | $1M | – | 0.03 |
| Bimbo Bakeries USA Inc | Long | Debt | US | $150K | – | 0.00 |
| Biogen Inc | Long | Debt | US | $8M | – | 0.25 |
| BNP Paribas SA | Long | Debt | FR | $7M | – | 0.21 |
| BNP Paribas SA | Long | Debt | FR | $2M | – | 0.05 |
| Boeing Co/The | Long | Debt | US | $5M | – | 0.14 |
| Boeing Co/The | Long | Debt | US | $2M | – | 0.06 |
| Boeing Co/The | Long | Debt | US | $2M | – | 0.05 |
| Boeing Co/The | Long | Debt | US | $1M | – | 0.04 |
| Boeing Co/The | Long | Debt | US | $1M | – | 0.04 |
| Boeing Co/The | Long | Debt | US | $1M | – | 0.03 |
| Boeing Co/The | Long | Debt | US | $942K | – | 0.03 |
| Boeing Co/The | Long | Debt | US | $838K | – | 0.03 |
| Boeing Co/The | Long | Debt | US | $516K | – | 0.02 |
| Boston Gas Co (BOSTON GAS COMPANY) | Long | Debt | US | $436K | – | 0.01 |
| BPCE SA | Long | Debt | FR | $6M | – | 0.18 |
| BPCE SA | Long | Debt | FR | $4M | – | 0.11 |
| BPCE SA | Long | Debt | FR | $2M | – | 0.07 |
| BPCE SA | Long | Debt | FR | $287K | – | 0.01 |
| Braskem Netherlands Finance BV | Long | Debt | NL | $2M | – | 0.05 |
| Bristol-Myers Squibb Co | Long | Debt | US | $3M | – | 0.09 |
| Bristol-Myers Squibb Co | Long | Debt | US | $2M | – | 0.08 |
| Bristol-Myers Squibb Co | Long | Debt | US | $2M | – | 0.07 |
| Bristol-Myers Squibb Co | Long | Debt | US | $648K | – | 0.02 |
| Bristol-Myers Squibb Co | Long | Debt | US | $625K | – | 0.02 |
| Bristol-Myers Squibb Co | Long | Debt | US | $512K | – | 0.02 |
| Bristol-Myers Squibb Co | Long | Debt | US | $502K | – | 0.02 |
| Bristol-Myers Squibb Co | Long | Debt | US | $472K | – | 0.01 |
| Bristol-Myers Squibb Co | Long | Debt | US | $401K | – | 0.01 |
| Bristol-Myers Squibb Co | Long | Debt | US | $249K | – | 0.01 |
| Brixmor Operating Partnership LP | Long | Debt | US | $188K | – | 0.01 |
| Broadcom Inc | Long | Debt | US | $5M | – | 0.17 |
| Broadcom Inc | Long | Debt | US | $979K | – | 0.03 |
| Burlington Northern Santa Fe LLC (BURLINGTN NORTH SANTA FE) | Long | Debt | US | $2M | – | 0.06 |
| Burlington Northern Santa Fe LLC (BURLINGTN NORTH SANTA FE) | Long | Debt | US | $1M | – | 0.04 |
| Burlington Northern Santa Fe LLC (BURLINGTN NORTH SANTA FE) | Long | Debt | US | $351K | – | 0.01 |
| Burlington Northern Santa Fe LLC (BURLINGTN NORTH SANTA FE) | Long | Debt | US | $325K | – | 0.01 |
| CaixaBank SA | Long | Debt | ES | $2M | – | 0.07 |
| CaixaBank SA | Long | Debt | ES | $1M | – | 0.04 |
| CaixaBank SA | Long | Debt | ES | $1M | – | 0.03 |
| California Statewide Communities Development Authority (CALIFORNIA STWD CMNTYS DEV AUT) | Long | Debt | US | $33K | – | 0.00 |
| California Statewide Communities Development Authority (CALIFORNIA STWD CMNTYS DEV AUT) | Long | Debt | US | $25K | – | 0.00 |
| Canadian Imperial Bank of Commerce | Long | Debt | CA | $2M | – | 0.07 |
| Canadian Pacific Railway Co | Long | Debt | CA | $1M | – | 0.04 |
| Canadian Pacific Railway Co | Long | Debt | CA | $1M | – | 0.04 |
| Canadian Pacific Railway Co | Long | Debt | CA | $386K | – | 0.01 |
| Canadian Pacific Railway Co | Long | Debt | CA | $293K | – | 0.01 |
| Cardinal Health Inc | Long | Debt | US | $2M | – | 0.05 |
| Celanese US Holdings LLC | Long | Debt | US | $873K | – | 0.03 |
| Cencora Inc | Long | Debt | US | $4M | – | 0.12 |
| Cencora Inc | Long | Debt | US | $2M | – | 0.06 |
| Cencora Inc | Long | Debt | US | $884K | – | 0.03 |
| CenterPoint Energy Inc | Long | Debt | US | $3M | – | 0.09 |
| CenterPoint Energy Inc | Long | Debt | US | $3M | – | 0.08 |
| CenterPoint Energy Resources Corp | Long | Debt | US | $3M | – | 0.09 |
| CF Hippolyta Issuer LLC | Long | ABS-other | US | $522K | – | 0.02 |
| CF Industries Inc | Long | Debt | US | $978K | – | 0.03 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $4M | – | 0.12 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $2M | – | 0.05 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $2M | – | 0.05 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $1M | – | 0.04 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $1M | – | 0.04 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $449K | – | 0.01 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $421K | – | 0.01 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $177K | – | 0.01 |
| Cheniere Corpus Christi Holdings LLC (CHENIERE CORP CHRISTI HD) | Long | Debt | US | $1M | – | 0.04 |
| Cheniere Energy Inc | Long | Debt | US | $2M | – | 0.05 |
| Cheniere Energy Partners LP | Long | Debt | US | $5M | – | 0.17 |
| Cheniere Energy Partners LP | Long | Debt | US | $2M | – | 0.07 |
| Chesapeake Energy Corp | Long | Debt | US | $4M | – | 0.11 |
| Chesapeake Energy Corp | Long | Debt | US | $2M | – | 0.05 |
| Chicago O'Hare International Airport (CHICAGO IL O'HARE INTERNATIONA) | Long | Debt | US | $114K | – | 0.00 |
| Cigna Group/The | Long | Debt | US | $2M | – | 0.06 |
| Cisco Systems Inc | Long | Debt | US | $799K | – | 0.02 |
| Citibank NA | Long | Debt | US | $473K | – | 0.01 |
| Citigroup Commercial Mortgage Trust 2021-PRM2 | Long | ABS-mortgage backed security | US | $6M | – | 0.18 |
| Citigroup Inc | Long | Debt | US | $9M | – | 0.27 |
| Citigroup Inc | Long | Debt | US | $7M | – | 0.21 |
| Citigroup Inc | Long | Debt | US | $5M | – | 0.16 |
| Citigroup Inc | Long | Debt | US | $4M | – | 0.12 |
| Citigroup Inc | Long | Debt | US | $2M | – | 0.07 |
| Citigroup Inc | Long | Debt | US | $2M | – | 0.07 |
| Citigroup Inc | Long | Debt | US | $1M | – | 0.04 |
| Citigroup Inc | Long | Debt | US | $1M | – | 0.04 |
| Citigroup Inc | Long | Debt | US | $1M | – | 0.03 |
| Citigroup Inc | Long | Debt | US | $671K | – | 0.02 |
| Citigroup Inc | Long | Debt | US | $518K | – | 0.02 |
| Citigroup Inc | Long | Debt | US | $363K | – | 0.01 |
| Citigroup Inc | Long | Debt | US | $349K | – | 0.01 |
| Citigroup Inc | Long | Debt | US | $317K | – | 0.01 |
| City & County of Denver CO Airport System Revenue (DENVER CITY & CNTY CO ARPT REV) | Long | Debt | US | $69K | – | 0.00 |
| City of Los Angeles Department of Airports (LOS ANGELES CA DEPT OF ARPTS) | Long | Debt | US | $134K | – | 0.00 |
| City of New York NY (NEW YORK NY) | Long | Debt | US | $598K | – | 0.02 |
| City of New York NY (NEW YORK NY) | Long | Debt | US | $196K | – | 0.01 |
| City of Yuma AZ (YUMA AZ PLEDGED REVENUE) | Long | Debt | US | $26K | – | 0.00 |
| City of Yuma AZ (YUMA AZ PLEDGED REVENUE) | Long | Debt | US | $14K | – | 0.00 |
| City of Yuma AZ (YUMA AZ PLEDGED REVENUE) | Long | Debt | US | $13K | – | 0.00 |
| Coca-Cola Co/The | Long | Debt | US | $1M | – | 0.03 |
| Columbia Pipelines Holding Co LLC (COLUMBIA PIPELINE HOLDCO) | Long | Debt | US | $410K | – | 0.01 |
| Columbia Pipelines Operating Co LLC (COLUMBIA PIPELINES OPCO) | Long | Debt | US | $958K | – | 0.03 |
| Columbia Pipelines Operating Co LLC (COLUMBIA PIPELINES OPCO) | Long | Debt | US | $526K | – | 0.02 |
| Comcast Corp | Long | Debt | US | $5M | – | 0.14 |
| Comcast Corp | Long | Debt | US | $3M | – | 0.10 |
| Comcast Corp | Long | Debt | US | $2M | – | 0.07 |
| Comcast Corp | Long | Debt | US | $2M | – | 0.06 |
| Comcast Corp | Long | Debt | US | $2M | – | 0.05 |
| Comcast Corp | Long | Debt | US | $2M | – | 0.05 |
| Comcast Corp | Long | Debt | US | $548K | – | 0.02 |
| Comcast Corp | Long | Debt | US | $489K | – | 0.02 |
| Comcast Corp | Long | Debt | US | $333K | – | 0.01 |
| Comision Federal de Electricidad | Long | Debt | MX | $904K | – | 0.03 |
| COMM 2017-COR2 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $559K | – | 0.02 |
| Commonwealth Bank of Australia (COMMONWEALTH BANK AUST) | Long | Debt | AU | $1M | – | 0.04 |
| Commonwealth Bank of Australia (COMMONWEALTH BANK AUST) | Long | Debt | AU | $328K | – | 0.01 |
| Commonwealth Edison Co | Long | Debt | US | $348K | – | 0.01 |
| ConocoPhillips Co (CONOCOPHILLIPS COMPANY) | Long | Debt | US | $2M | – | 0.05 |
| ConocoPhillips Co (CONOCOPHILLIPS COMPANY) | Long | Debt | US | $985K | – | 0.03 |
| Consolidated Edison Co of New York Inc (CON EDISON CO OF NY INC) | Long | Debt | US | $2M | – | 0.07 |
| Constellation Brands Inc | Long | Debt | US | $180K | – | 0.01 |
| Constellation Energy Generation LLC (CONSTELLATION EN GEN LLC) | Long | Debt | US | $3M | – | 0.09 |
| Constellation Energy Generation LLC (CONSTELLATION EN GEN LLC) | Long | Debt | US | $570K | – | 0.02 |
| Constellation Energy Generation LLC (CONSTELLATION EN GEN LLC) | Long | Debt | US | $225K | – | 0.01 |
| Constellation Energy Generation LLC (CONSTELLATION EN GEN LLC) | Long | Debt | US | $3K | – | 0.00 |
| Continental Resources Inc/OK | Long | Debt | US | $744K | – | 0.02 |
| Cooperatieve Rabobank UA | Long | Debt | NL | $2M | – | 0.07 |
| COPT Defense Properties LP (COPT DEFENSE PROP LP) | Long | Debt | US | $518K | – | 0.02 |
| Corp Nacional del Cobre de Chile (CODELCO INC) | Long | Debt | CL | $4M | – | 0.12 |
| Corp Nacional del Cobre de Chile (CODELCO INC) | Long | Debt | CL | $239K | – | 0.01 |
| Cox Communications Inc | Long | Debt | US | $496K | – | 0.02 |
| Credit Agricole SA | Long | Debt | FR | $1M | – | 0.04 |
| Crown Castle Inc | Long | Debt | US | $2M | – | 0.08 |
| Crown Castle Inc | Long | Debt | US | $2M | – | 0.06 |
| Crown Castle Inc | Long | Debt | US | $955K | – | 0.03 |
| Crown Castle Inc | Long | Debt | US | $877K | – | 0.03 |
| CSMC 2014-USA OA LLC (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| CSX Corp | Long | Debt | US | $1M | – | 0.04 |
| CVS Health Corp | Long | Debt | US | $3M | – | 0.10 |
| CVS Health Corp | Long | Debt | US | $3M | – | 0.08 |
| CVS Health Corp | Long | Debt | US | $3M | – | 0.08 |
| CVS Health Corp | Long | Debt | US | $2M | – | 0.07 |
| CVS Health Corp | Long | Debt | US | $279K | – | 0.01 |
| CVS Pass-Through Trust Series 2013 (CVS PASS-THROUGH TR 2013) | Long | Debt | US | $366K | – | 0.01 |
| Danaher Corp | Long | Debt | US | $293K | – | 0.01 |
| Danske Bank A/S | Long | Debt | DK | $1M | – | 0.04 |
| Danske Bank A/S | Long | Debt | DK | $920K | – | 0.03 |
| Danske Bank A/S | Long | Debt | DK | $262K | – | 0.01 |
| Darden Restaurants Inc | Long | Debt | US | $3M | – | 0.08 |
| Dell International LLC / EMC Corp (DELL INT LLC / EMC CORP) | Long | Debt | US | $600K | – | 0.02 |
| Deutsche Bank AG/New York NY (DEUTSCHE BANK NY) | Long | Debt | DE | $6M | – | 0.19 |
| Deutsche Bank AG/New York NY (DEUTSCHE BANK NY) | Long | Debt | DE | $3M | – | 0.08 |
| Deutsche Bank AG/New York NY (DEUTSCHE BANK NY) | Long | Debt | DE | $1M | – | 0.03 |
| Deutsche Bank AG/New York NY (DEUTSCHE BANK NY) | Long | Debt | DE | $904K | – | 0.03 |
| Diamondback Energy Inc | Long | Debt | US | $872K | – | 0.03 |
| Diamondback Energy Inc | Long | Debt | US | $867K | – | 0.03 |
| Diamondback Energy Inc | Long | Debt | US | $601K | – | 0.02 |
| Discovery Communications LLC | Long | Debt | US | $2M | – | 0.05 |
| DNB Bank ASA | Long | Debt | NO | $2M | – | 0.07 |
| DOLP Trust 2021-NYC | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Dominion Energy Inc | Long | Debt | US | $2M | – | 0.07 |
| Dominion Energy Inc | Long | Debt | US | $920K | – | 0.03 |
| Dominion Energy Inc | Long | Debt | US | $728K | – | 0.02 |
| Dominion Energy Inc | Long | Debt | US | $605K | – | 0.02 |
| Dow Chemical Co/The | Long | Debt | US | $1M | – | 0.04 |
| Dow Chemical Co/The | Long | Debt | US | $1M | – | 0.03 |
| DP World Crescent Ltd | Long | Debt | KY | $249K | – | 0.01 |
| DTE Energy Co | Long | Debt | US | $2M | – | 0.07 |
| Duke Energy Carolinas LLC | Long | Debt | US | $426K | – | 0.01 |
| Duke Energy Corp | Long | Debt | US | $2M | – | 0.06 |
| Duke Energy Florida LLC | Long | Debt | US | $505K | – | 0.02 |
| Duke Energy Indiana LLC | Long | Debt | US | $3M | – | 0.10 |
| Duke Energy Indiana LLC | Long | Debt | US | $1M | – | 0.04 |
| Duke Energy Indiana LLC | Long | Debt | US | $184K | – | 0.01 |
| Duke Energy Ohio Inc | Long | Debt | US | $1M | – | 0.03 |
| Duke Energy Ohio Inc | Long | Debt | US | $297K | – | 0.01 |
| Duke Energy Progress LLC | Long | Debt | US | $608K | – | 0.02 |
| Duke Energy Progress LLC | Long | Debt | US | $295K | – | 0.01 |
| Duke Energy Progress LLC | Long | Debt | US | $230K | – | 0.01 |
| Duquesne Light Holdings Inc | Long | Debt | US | $305K | – | 0.01 |
| Eastman Chemical Co | Long | Debt | US | $2M | – | 0.07 |
| Edison International | Long | Debt | US | $2M | – | 0.07 |
| Edison International | Long | Debt | US | $2M | – | 0.06 |
| Edsouth Indenture No 5 LLC (Educational Services of Americ) | Long | ABS-mortgage backed security | US | $317K | – | 0.01 |
| Edsouth Indenture No 6 LLC (Educational Services of Americ) | Long | ABS-mortgage backed security | US | $538K | – | 0.02 |
| Electricite de France SA | Long | Debt | FR | $2M | – | 0.05 |
| Electronic Arts Inc | Long | Debt | US | $1M | – | 0.04 |
| Electronic Arts Inc | Long | Debt | US | $953K | – | 0.03 |
| Elevance Health Inc | Long | Debt | US | $2M | – | 0.06 |
| Elevance Health Inc | Long | Debt | US | $235K | – | 0.01 |
| Emera US Finance LP | Long | Debt | US | $2M | – | 0.05 |
| Emera US Finance LP | Long | Debt | US | $623K | – | 0.02 |
| Emera US Finance LP | Long | Debt | US | $406K | – | 0.01 |
| Enbridge Inc | Long | Debt | CA | $2M | – | 0.06 |
| Enbridge Inc | Long | Debt | CA | $2M | – | 0.05 |
| Enel Finance America LLC | Long | Debt | US | $523K | – | 0.02 |
| Enel Finance International NV (ENEL FINANCE INTL NV) | Long | Debt | NL | $4M | – | 0.13 |
| Enel Finance International NV (ENEL FINANCE INTL NV) | Long | Debt | NL | $4M | – | 0.11 |
| Enel Finance International NV (ENEL FINANCE INTL NV) | Long | Debt | NL | $2M | – | 0.07 |
| Enel Finance International NV (ENEL FINANCE INTL NV) | Long | Debt | NL | $1M | – | 0.03 |
| Enel Finance International NV (ENEL FINANCE INTL NV) | Long | Debt | NL | $719K | – | 0.02 |
| Energy Transfer LP | Long | Debt | US | $5M | – | 0.15 |
| Energy Transfer LP | Long | Debt | US | $4M | – | 0.13 |
| Energy Transfer LP | Long | Debt | US | $2M | – | 0.05 |
| Energy Transfer LP | Long | Debt | US | $1M | – | 0.04 |
| Energy Transfer LP | Long | Debt | US | $1M | – | 0.04 |
| Energy Transfer LP | Long | Debt | US | $1M | – | 0.04 |
| Energy Transfer LP | Long | Debt | US | $1M | – | 0.03 |
| Energy Transfer LP | Long | Debt | US | $872K | – | 0.03 |
| Energy Transfer LP | Long | Debt | US | $572K | – | 0.02 |
| Engie SA | Long | Debt | FR | $1M | – | 0.04 |
| Engie SA | Long | Debt | FR | $1M | – | 0.04 |
| Engie SA | Long | Debt | FR | $597K | – | 0.02 |
| Eni SpA | Long | Debt | IT | $2M | – | 0.07 |
| Eni SpA | Long | Debt | IT | $1M | – | 0.04 |
| EnLink Midstream LLC | Long | Debt | US | $4M | – | 0.13 |
| EnLink Midstream LLC | Long | Debt | US | $1M | – | 0.03 |
| Entergy Arkansas LLC | Long | Debt | US | $873K | – | 0.03 |
| Entergy Corp | Long | Debt | US | $2M | – | 0.06 |
| Entergy Louisiana LLC | Long | Debt | US | $1M | – | 0.04 |
| Entergy Louisiana LLC | Long | Debt | US | $475K | – | 0.01 |
| Entergy Louisiana LLC | Long | Debt | US | $251K | – | 0.01 |
| Entergy Mississippi LLC | Long | Debt | US | $329K | – | 0.01 |
| Entergy Texas Inc | Long | Debt | US | $337K | – | 0.01 |
| Entergy Texas Inc | Long | Debt | US | $34K | – | 0.00 |
| Enterprise Products Operating LLC | Long | Debt | US | $2M | – | 0.05 |
| EQM Midstream Partners LP | Long | Debt | US | $2M | – | 0.06 |
| EQM Midstream Partners LP | Long | Debt | US | $1M | – | 0.04 |
| EQT Corp | Long | Debt | US | $697K | – | 0.02 |
| Equinix Europe 2 Financing Corp LLC (EQUINIX EU 2 FINANCING C) | Long | Debt | US | $3M | – | 0.08 |
| Equitable Holdings Inc | Long | Debt | US | $813K | – | 0.02 |
| Essex Portfolio LP | Long | Debt | US | $1M | – | 0.03 |
| Essex Portfolio LP | Long | Debt | US | $664K | – | 0.02 |
| Essex Portfolio LP | Long | Debt | US | $379K | – | 0.01 |
| Essex Portfolio LP | Long | Debt | US | $309K | – | 0.01 |
| Evergy Missouri West Inc | Long | Debt | US | $2M | – | 0.06 |
| Exelon Corp | Long | Debt | US | $2M | – | 0.05 |
| Extra Space Storage LP | Long | Debt | US | $5M | – | 0.16 |
| Extra Space Storage LP | Long | Debt | US | $2M | – | 0.05 |
| Exxon Mobil Corp (EXXON MOBIL CORPORATION) | Long | Debt | US | $2M | – | 0.06 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $37M | – | 1.15 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $30M | – | 0.94 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $20M | – | 0.60 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $19M | – | 0.60 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $19M | – | 0.58 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $18M | – | 0.57 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $18M | – | 0.56 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $16M | – | 0.49 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $16M | – | 0.48 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $11M | – | 0.34 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $10M | – | 0.30 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.27 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.26 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.25 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.24 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.22 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.21 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.21 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.18 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.18 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.18 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.17 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.16 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.16 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.15 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.14 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.14 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.14 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.14 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.13 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.13 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.13 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.12 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.12 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.11 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.10 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $894K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $794K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $789K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $788K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $720K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $707K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $626K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $577K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $554K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $502K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $498K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $484K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $467K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $464K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $451K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $444K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $428K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $402K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $393K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $389K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $380K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $375K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $369K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $346K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $340K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $340K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $332K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $317K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $312K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $303K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $296K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $270K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $262K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $256K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $248K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $248K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $242K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $242K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $242K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $222K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $219K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $211K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $204K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $202K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $197K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $193K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $188K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $188K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $186K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $178K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $171K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $170K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $169K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $166K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $165K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $160K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $148K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $120K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $116K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $104K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $94K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $93K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $92K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $91K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $82K | – | 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 | $73K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $73K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $72K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $71K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $68K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $290.47 | – | 0.00 |
| Fannie Mae REMIC Trust 2004-W11 (FannieMae Whole Loan) | Long | ABS-mortgage backed security | US | $123K | – | 0.00 |
| Fannie Mae REMIC Trust 2004-W12 (FannieMae Whole Loan) | Long | ABS-mortgage backed security | US | $93K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $14M | – | 0.42 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $6M | – | 0.20 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Fannie Mae Trust 2004-W9 (FannieMae Whole Loan) | Long | ABS-mortgage backed security | US | $126K | – | 0.00 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $143K | – | 0.00 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| Federal Farm Credit Banks Funding Corp | Long | Debt | US | $17M | – | 0.51 |
| Federal Farm Credit Banks Funding Corp | Long | Debt | US | $6M | – | 0.18 |
| Federal Farm Credit Banks Funding Corp | Long | Debt | US | $5M | – | 0.16 |
| Federal Farm Credit Banks Funding Corp | Long | Debt | US | $5M | – | 0.15 |
| Federal Farm Credit Banks Funding Corp | Long | Debt | US | $5M | – | 0.14 |
| Federal Farm Credit Banks Funding Corp | Long | Debt | US | $3M | – | 0.09 |
| Federal Home Loan Banks | Long | Debt | US | $9M | – | 0.29 |
| Federal Home Loan Banks | Long | Debt | US | $8M | – | 0.24 |
| Federal Home Loan Banks | Long | Debt | US | $632K | – | 0.02 |
| Federal Home Loan Banks | Long | Debt | US | $559K | – | 0.02 |
| Federation des Caisses Desjardins du Quebec (FED CAISSES DESJARDINS) | Long | Debt | CA | $1M | – | 0.03 |
| FedEx Corp | Long | Debt | US | $288K | – | 0.01 |
| Fells Point Funding Trust | Long | Debt | US | $5M | – | 0.14 |
| Fifth Third Bancorp | Long | Debt | US | $721K | – | 0.02 |
| Fifth Third Bancorp | Long | Debt | US | $495K | – | 0.02 |
| FirstEnergy Corp | Long | Debt | US | $2M | – | 0.07 |
| FirstEnergy Transmission LLC | Long | Debt | US | $3M | – | 0.08 |
| Ford Motor Co (FORD MOTOR COMPANY) | Long | Debt | US | $4M | – | 0.11 |
| Ford Motor Credit Co LLC | Long | Debt | US | $3M | – | 0.08 |
| Ford Motor Credit Co LLC | Long | Debt | US | $2M | – | 0.06 |
| Ford Motor Credit Co LLC | Long | Debt | US | $2M | – | 0.05 |
| Ford Motor Credit Co LLC | Long | Debt | US | $1M | – | 0.04 |
| Fortis Inc/Canada | Long | Debt | CA | $487K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $912K | – | 0.03 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $440K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $427K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $357K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $346K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $212K | – | 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 | $146K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $146K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $140K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $134K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $84K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $79K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $52K | – | 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 | $41K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $532.16 | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $363.7 | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $356.68 | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $347.73 | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $262.83 | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $189.09 | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $3.88 | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $1.82 | – | 0.00 |
| Freddie Mac Non Gold Pool | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $42M | – | 1.28 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $35M | – | 1.09 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $31M | – | 0.95 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $30M | – | 0.92 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $20M | – | 0.63 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $19M | – | 0.59 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $19M | – | 0.59 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $19M | – | 0.58 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $18M | – | 0.57 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $18M | – | 0.55 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $17M | – | 0.53 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $17M | – | 0.52 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $15M | – | 0.46 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $14M | – | 0.44 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $12M | – | 0.37 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $12M | – | 0.36 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.28 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.26 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.25 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.19 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.19 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.17 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.17 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.15 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.13 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.13 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.13 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.12 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.11 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.09 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $861K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $813K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $719K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $554K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $519K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $504K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $426K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $339K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $295K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $185K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $160K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $14M | – | 0.43 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $136K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $68K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $871.6 | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $860.86 | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $851.62 | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $249.39 | – | 0.00 |
| Freddie Mac Strips (Freddiemac Strip) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| Freeport-McMoRan Inc | Long | Debt | US | $371K | – | 0.01 |
| FREMF 2015-K45 Mortgage Trust (FREMF Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.10 |
| FREMF 2015-K48 Mortgage Trust (FREMF Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| Fresno Unified School District (FRESNO CA UNIF SCH DIST) | Long | Debt | US | $204K | – | 0.01 |
| Galaxy Pipeline Assets Bidco Ltd | Long | Debt | JE | $326K | – | 0.01 |
| GE Capital Funding LLC | Long | Debt | US | $3M | – | 0.08 |
| General Motors Co | Long | Debt | US | $519K | – | 0.02 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $2M | – | 0.05 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $1M | – | 0.03 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $1M | – | 0.03 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $1M | – | 0.03 |
| Gilead Sciences Inc | Long | Debt | US | $3M | – | 0.10 |
| Gilead Sciences Inc | Long | Debt | US | $2M | – | 0.07 |
| Gilead Sciences Inc | Long | Debt | US | $1M | – | 0.04 |
| Gilead Sciences Inc | Long | Debt | US | $1M | – | 0.04 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $504K | – | 0.02 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $164K | – | 0.01 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $121K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $34M | – | 1.05 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $20M | – | 0.62 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $18M | – | 0.57 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $18M | – | 0.55 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $14M | – | 0.44 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $12M | – | 0.38 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $12M | – | 0.37 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $9M | – | 0.27 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $4M | – | 0.11 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $3M | – | 0.09 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $3M | – | 0.08 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $3M | – | 0.08 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $989K | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $685K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $571K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $548K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $498K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $322K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $222K | – | 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 | $153K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $149K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $562.65 | – | 0.00 |
| Glencore Funding LLC | Long | Debt | US | $6M | – | 0.18 |
| Glencore Funding LLC | Long | Debt | US | $2M | – | 0.05 |
| Glencore Funding LLC | Long | Debt | US | $1M | – | 0.05 |
| Glencore Funding LLC | Long | Debt | US | $539K | – | 0.02 |
| Global Payments Inc | Long | Debt | US | $8M | – | 0.24 |
| Global Payments Inc | Long | Debt | US | $445K | – | 0.01 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $15M | – | 0.46 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $7M | – | 0.22 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $4M | – | 0.11 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $3M | – | 0.10 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $3M | – | 0.08 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $2M | – | 0.05 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $1M | – | 0.04 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $892K | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $633K | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $573K | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $100K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $446.86 | – | 0.00 |
| Grupo Bimbo SAB de CV | Long | Debt | MX | $327K | – | 0.01 |
| GS Mortgage Securities Trust 2018-GS10 | Long | ABS-mortgage backed security | US | $3M | – | 0.09 |
| Haleon US Capital LLC | Long | Debt | US | $1M | – | 0.03 |
| Hasbro Inc | Long | Debt | US | $2M | – | 0.05 |
| HCA Inc | Long | Debt | US | $4M | – | 0.12 |
| HCA Inc | Long | Debt | US | $3M | – | 0.09 |
| HCA Inc | Long | Debt | US | $2M | – | 0.07 |
| HCA Inc | Long | Debt | US | $2M | – | 0.07 |
| HCA Inc | Long | Debt | US | $2M | – | 0.06 |
| HCA Inc | Long | Debt | US | $2M | – | 0.05 |
| HCA Inc | Long | Debt | US | $1M | – | 0.04 |
| HCA Inc | Long | Debt | US | $779K | – | 0.02 |
| HCA Inc | Long | Debt | US | $376K | – | 0.01 |
| Hess Corp | Long | Debt | US | $3M | – | 0.11 |
| Hess Corp | Long | Debt | US | $2M | – | 0.07 |
| Hess Midstream Operations LP | Long | Debt | US | $3M | – | 0.09 |
| Hess Midstream Operations LP | Long | Debt | US | $389K | – | 0.01 |
| Home Depot Inc/The | Long | Debt | US | $2M | – | 0.05 |
| Home Depot Inc/The | Long | Debt | US | $2M | – | 0.05 |
| Home Depot Inc/The | Long | Debt | US | $927K | – | 0.03 |
| Home Depot Inc/The | Long | Debt | US | $527K | – | 0.02 |
| Home Depot Inc/The | Long | Debt | US | $441K | – | 0.01 |
| Home Depot Inc/The | Long | Debt | US | $441K | – | 0.01 |
| HSBC Holdings PLC | Long | Debt | GB | $4M | – | 0.12 |
| HSBC Holdings PLC | Long | Debt | GB | $4M | – | 0.11 |
| HSBC Holdings PLC | Long | Debt | GB | $2M | – | 0.08 |
| HSBC Holdings PLC | Long | Debt | GB | $2M | – | 0.06 |
| HSBC Holdings PLC | Long | Debt | GB | $2M | – | 0.06 |
| HSBC Holdings PLC | Long | Debt | GB | $1M | – | 0.04 |
| Huarong Finance II Co Ltd | Long | Debt | VG | $327K | – | 0.01 |
| Huarong Finance II Co Ltd | Long | Debt | VG | $199K | – | 0.01 |
| Huarong Finance II Co Ltd | Long | Debt | VG | $192K | – | 0.01 |
| Huntington Bancshares Inc/OH | Long | Debt | US | $1M | – | 0.04 |
| Huntington Bancshares Inc/OH | Long | Debt | US | $522K | – | 0.02 |
| Hyundai Capital America | Long | Debt | US | $5M | – | 0.17 |
| Hyundai Capital America | Long | Debt | US | $4M | – | 0.12 |
| Hyundai Capital America | Long | Debt | US | $567K | – | 0.02 |
| IBM International Capital Pte Ltd (IBM INTERNAT CAPITAL) | Long | Debt | SG | $2M | – | 0.06 |
| IBM International Capital Pte Ltd (IBM INTERNAT CAPITAL) | Long | Debt | SG | $1M | – | 0.04 |
| Imperial Brands Finance PLC (IMPERIAL BRANDS FIN PLC) | Long | Debt | GB | $6M | – | 0.18 |
| Imperial Brands Finance PLC (IMPERIAL BRANDS FIN PLC) | Long | Debt | GB | $4M | – | 0.14 |
| Imperial Brands Finance PLC (IMPERIAL BRANDS FIN PLC) | Long | Debt | GB | $619K | – | 0.02 |
| Ingersoll Rand Inc | Long | Debt | US | $1M | – | 0.04 |
| Intel Corp | Long | Debt | US | $1M | – | 0.04 |
| Intercontinental Exchange Inc (INTERCONTINENTALEXCHANGE) | Long | Debt | US | $1M | – | 0.04 |
| Intesa Sanpaolo SpA | Long | Debt | IT | $5M | – | 0.14 |
| Intesa Sanpaolo SpA | Long | Debt | IT | $4M | – | 0.12 |
| Intesa Sanpaolo SpA | Long | Debt | IT | $400K | – | 0.01 |
| Intuit Inc | Long | Debt | US | $2M | – | 0.06 |
| Iowa Health System (UNITYPOINT HEALTH) | Long | Debt | US | $603K | – | 0.02 |
| ITC Holdings Corp | Long | Debt | US | $5M | – | 0.16 |
| ITC Holdings Corp | Long | Debt | US | $3M | – | 0.08 |
| ITC Holdings Corp | Long | Debt | US | $890K | – | 0.03 |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl (JBS USA HOLD/FOOD/LUX CO) | Long | Debt | LU | $3M | – | 0.09 |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl (JBS USA HOLD/FOOD/LUX CO) | Long | Debt | LU | $2M | – | 0.05 |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl (JBS USA HOLD/FOOD/LUX CO) | Long | Debt | LU | $1M | – | 0.04 |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl (JBS USA HOLD/FOOD/LUX CO) | Long | Debt | LU | $555K | – | 0.02 |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl (JBS USA HOLD/FOOD/LUX CO) | Long | Debt | LU | $196K | – | 0.01 |
| Jersey Central Power & Light Co (JERSEY CENTRAL PWR & LT) | Long | Debt | US | $4M | – | 0.13 |
| JetBlue 2019-1 Class AA Pass Through Trust | Long | Debt | US | $937K | – | 0.03 |
| JetBlue 2019-1 Class B Pass Through Trust | Long | Debt | US | $980K | – | 0.03 |
| John Deere Capital Corp | Long | Debt | US | $3M | – | 0.10 |
| Kenvue Inc | Long | Debt | US | $914K | – | 0.03 |
| Kenvue Inc | Long | Debt | US | $844K | – | 0.03 |
| Keurig Dr Pepper Inc | Long | Debt | US | $2M | – | 0.06 |
| KeyBank NA/Cleveland OH (KEY BANK NA) | Long | Debt | US | $1M | – | 0.04 |
| KeyCorp | Long | Debt | US | $2M | – | 0.07 |
| KeyCorp | Long | Debt | US | $899K | – | 0.03 |
| Kimco Realty OP LLC | Long | Debt | US | $2M | – | 0.06 |
| Kinder Morgan Energy Partners LP (KINDER MORGAN ENER PART) | Long | Debt | US | $1M | – | 0.03 |
| Kinder Morgan Energy Partners LP (KINDER MORGAN ENER PART) | Long | Debt | US | $629K | – | 0.02 |
| Kinder Morgan Inc | Long | Debt | US | $7K | – | 0.00 |
| Kinetik Holdings LP | Long | Debt | US | $3M | – | 0.10 |
| Kinross Gold Corp | Long | Debt | CA | $975K | – | 0.03 |
| KLA Corp | Long | Debt | US | $2M | – | 0.06 |
| L3Harris Technologies Inc (L3HARRIS TECH INC) | Long | Debt | US | $4M | – | 0.13 |
| L3Harris Technologies Inc (L3HARRIS TECH INC) | Long | Debt | US | $2M | – | 0.05 |
| L3Harris Technologies Inc (L3HARRIS TECH INC) | Long | Debt | US | $2M | – | 0.05 |
| Leidos Inc | Long | Debt | US | $5M | – | 0.15 |
| Leidos Inc | Long | Debt | US | $1M | – | 0.04 |
| Leidos Inc | Long | Debt | US | $993K | – | 0.03 |
| Louisiana State Transportation Authority (LOUISIANA ST TRANSPRTN AUTH) | Long | Debt | US | $27K | – | 0.00 |
| Lowe's Cos Inc | Long | Debt | US | $1M | – | 0.04 |
| Lowe's Cos Inc | Long | Debt | US | $796K | – | 0.02 |
| LYB International Finance III LLC (LYB INT FINANCE III) | Long | Debt | US | $1M | – | 0.04 |
| Manulife Financial Corp | Long | Debt | CA | $463K | – | 0.01 |
| Marathon Oil Corp | Long | Debt | US | $3M | – | 0.10 |
| Marriott International Inc/MD | Long | Debt | US | $2M | – | 0.06 |
| Marvell Technology Inc | Long | Debt | US | $5M | – | 0.15 |
| Marvell Technology Inc | Long | Debt | US | $3M | – | 0.11 |
| Marvell Technology Inc | Long | Debt | US | $2M | – | 0.05 |
| Massachusetts Electric Co | Long | Debt | US | $598K | – | 0.02 |
| MassMutual Global Funding II | Long | Debt | US | $6M | – | 0.18 |
| McDonald's Corp | Long | Debt | US | $3M | – | 0.08 |
| McDonald's Corp | Long | Debt | US | $506K | – | 0.02 |
| MDC Holdings Inc | Long | Debt | US | $2M | – | 0.06 |
| Medtronic Global Holdings SCA (MEDTRONIC GLOBAL HLDINGS) | Long | Debt | LU | $1M | – | 0.05 |
| Merck & Co Inc | Long | Debt | US | $365K | – | 0.01 |
| Merck & Co Inc | Long | Debt | US | $264K | – | 0.01 |
| Met Tower Global Funding | Long | Debt | US | $3M | – | 0.08 |
| Meta Platforms Inc | Long | Debt | US | $2M | – | 0.07 |
| Meta Platforms Inc | Long | Debt | US | $1M | – | 0.03 |
| Meta Platforms Inc | Long | Debt | US | $463K | – | 0.01 |
| Metropolitan Life Global Funding I (MET LIFE GLOB FUNDING I) | Long | Debt | US | $3M | – | 0.09 |
| Metropolitan Life Global Funding I (MET LIFE GLOB FUNDING I) | Long | Debt | US | $3M | – | 0.08 |
| Metropolitan Life Global Funding I (MET LIFE GLOB FUNDING I) | Long | Debt | US | $2M | – | 0.05 |
| Metropolitan Life Global Funding I (MET LIFE GLOB FUNDING I) | Long | Debt | US | $600K | – | 0.02 |
| Metropolitan Transportation Authority (MET TRANSPRTN AUTH NY REVENUE) | Long | Debt | US | $73K | – | 0.00 |
| Mexico Government International Bond (UNITED MEXICAN STATES) | Long | Debt | MX | $4M | – | 0.13 |
| Mexico Government International Bond (UNITED MEXICAN STATES) | Long | Debt | MX | $3M | – | 0.08 |
| Mexico Government International Bond (UNITED MEXICAN STATES) | Long | Debt | MX | $2M | – | 0.07 |
| Mexico Government International Bond (UNITED MEXICAN STATES) | Long | Debt | MX | $765K | – | 0.02 |
| Mexico Government International Bond (UNITED MEXICAN STATES) | Long | Debt | MX | $691K | – | 0.02 |
| Mexico Government International Bond (UNITED MEXICAN STATES) | Long | Debt | MX | $267K | – | 0.01 |
| Mexico Government International Bond (UNITED MEXICAN STATES) | Long | Debt | MX | $238K | – | 0.01 |
| MHC Commercial Mortgage Trust 2021-MHC | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Microsoft Corp | Long | Debt | US | $1M | – | 0.04 |
| Mohawk Industries Inc | Long | Debt | US | $526K | – | 0.02 |
| Monongahela Power Co | Long | Debt | US | $2M | – | 0.05 |
| Monongahela Power Co | Long | Debt | US | $1M | – | 0.04 |
| Monongahela Power Co | Long | Debt | US | $1M | – | 0.04 |
| Morgan Stanley | Long | Debt | US | $4M | – | 0.13 |
| Morgan Stanley | Long | Debt | US | $4M | – | 0.13 |
| Morgan Stanley | Long | Debt | US | $4M | – | 0.11 |
| Morgan Stanley | Long | Debt | US | $3M | – | 0.09 |
| Morgan Stanley | Long | Debt | US | $3M | – | 0.08 |
| Morgan Stanley | Long | Debt | US | $2M | – | 0.08 |
| Morgan Stanley | Long | Debt | US | $2M | – | 0.07 |
| Morgan Stanley | Long | Debt | US | $2M | – | 0.07 |
| Morgan Stanley | Long | Debt | US | $2M | – | 0.05 |
| Morgan Stanley | Long | Debt | US | $2M | – | 0.05 |
| Morgan Stanley | Long | Debt | US | $1M | – | 0.04 |
| Morgan Stanley | Long | Debt | US | $984K | – | 0.03 |
| Morgan Stanley | Long | Debt | US | $539K | – | 0.02 |
| Morgan Stanley | Long | Debt | US | $481K | – | 0.01 |
| Morgan Stanley | Long | Debt | US | $478K | – | 0.01 |
| Morgan Stanley Bank NA | Long | Debt | US | $2M | – | 0.06 |
| MPLX LP | Long | Debt | US | $4M | – | 0.11 |
| MPLX LP | Long | Debt | US | $930K | – | 0.03 |
| Municipal Improvement Corp of Los Angeles (LOS ANGELES CA MUNI IMPT CORPL) | Long | Debt | US | $64K | – | 0.00 |
| National Australia Bank Ltd | Long | Debt | AU | $2M | – | 0.07 |
| Nationwide Building Society (NATIONWIDE BLDG SOCIETY) | Long | Debt | GB | $3M | – | 0.08 |
| Nationwide Mutual Insurance Co | Long | Debt | US | $258K | – | 0.01 |
| NatWest Group PLC | Long | Debt | GB | $3M | – | 0.08 |
| NatWest Group PLC | Long | Debt | GB | $1M | – | 0.04 |
| NatWest Group PLC | Long | Debt | GB | $1000K | – | 0.03 |
| NatWest Markets PLC | Long | Debt | GB | $3M | – | 0.08 |
| NatWest Markets PLC | Long | Debt | GB | $2M | – | 0.06 |
| Netflix Inc | Long | Debt | US | $3M | – | 0.10 |
| Netflix Inc | Long | Debt | US | $1M | – | 0.03 |
| New Jersey Turnpike Authority (NEW JERSEY ST TURNPIKE AUTH TU) | Long | Debt | US | $216K | – | 0.01 |
| New Jersey Turnpike Authority (NEW JERSEY ST TURNPIKE AUTH TU) | Long | Debt | US | $183K | – | 0.01 |
| New York and Presbyterian Hospital/The (NY & PRESBYTERIAN HOSPIT) | Long | Debt | US | $181K | – | 0.01 |
| New York City Transitional Finance Authority Future Tax Secured Revenue (NEW YORK CITY NY TRANSITIONAL) | Long | Debt | US | $129K | – | 0.00 |
| New York Life Global Funding (NEW YORK LIFE GLOBAL FDG) | Long | Debt | US | $752K | – | 0.02 |
| New York Life Global Funding (NEW YORK LIFE GLOBAL FDG) | Long | Debt | US | $700K | – | 0.02 |
| New York Life Insurance Co | Long | Debt | US | $454K | – | 0.01 |
| New York Life Insurance Co | Long | Debt | US | $185K | – | 0.01 |
| New York State Dormitory Authority (NEW YORK ST DORM AUTH ST PERSO) | Long | Debt | US | $91K | – | 0.00 |
| New York State Urban Development Corp (NEW YORK ST URBAN DEV CORP REV) | Long | Debt | US | $140K | – | 0.00 |
| Newmont Corp / Newcrest Finance Pty Ltd (NEWMONT / NEWCREST FIN) | Long | Debt | US | $700K | – | 0.02 |
| Newmont Corp / Newcrest Finance Pty Ltd (NEWMONT / NEWCREST FIN) | Long | Debt | US | $343K | – | 0.01 |
| NextEra Energy Capital Holdings Inc | Long | Debt | US | $3M | – | 0.09 |
| NextEra Energy Capital Holdings Inc | Long | Debt | US | $1M | – | 0.04 |
| NGPL PipeCo LLC | Long | Debt | US | $950K | – | 0.03 |
| Niagara Mohawk Power Corp | Long | Debt | US | $573K | – | 0.02 |
| NiSource Inc | Long | Debt | US | $2M | – | 0.07 |
| NiSource Inc | Long | Debt | US | $1M | – | 0.04 |
| NiSource Inc | Long | Debt | US | $1M | – | 0.04 |
| NiSource Inc | Long | Debt | US | $201K | – | 0.01 |
| NNN REIT Inc | Long | Debt | US | $654K | – | 0.02 |
| NNN REIT Inc | Long | Debt | US | $528K | – | 0.02 |
| NNN REIT Inc | Long | Debt | US | $255K | – | 0.01 |
| Nordea Bank Abp | Long | Debt | FI | $1M | – | 0.04 |
| Norfolk Southern Corp | Long | Debt | US | $2M | – | 0.05 |
| Norfolk Southern Corp | Long | Debt | US | $470K | – | 0.01 |
| Norfolk Southern Corp | Long | Debt | US | $324K | – | 0.01 |
| Northern Natural Gas Co | Long | Debt | US | $331K | – | 0.01 |
| Northern Natural Gas Co | Long | Debt | US | $288K | – | 0.01 |
| Northwestern Mutual Life Insurance Co/The | Long | Debt | US | $637K | – | 0.02 |
| Northwestern Mutual Life Insurance Co/The | Long | Debt | US | $514K | – | 0.02 |
| NRG Energy Inc | Long | Debt | US | $3M | – | 0.08 |
| NRG Energy Inc | Long | Debt | US | $2M | – | 0.05 |
| Nutrien Ltd | Long | Debt | CA | $2M | – | 0.07 |
| Nutrien Ltd | Long | Debt | CA | $490K | – | 0.02 |
| Occidental Petroleum Corp | Long | Debt | US | $2M | – | 0.06 |
| Occidental Petroleum Corp | Long | Debt | US | $1M | – | 0.04 |
| Occidental Petroleum Corp | Long | Debt | US | $1M | – | 0.04 |
| Ohio Power Co (OHIO POWER COMPANY) | Long | Debt | US | $667K | – | 0.02 |
| OhioHealth Corp | Long | Debt | US | $759K | – | 0.02 |
| ONEOK Inc | Long | Debt | US | $2M | – | 0.07 |
| ONEOK Inc | Long | Debt | US | $316K | – | 0.01 |
| Oracle Corp | Long | Debt | US | $3M | – | 0.09 |
| Oracle Corp | Long | Debt | US | $768K | – | 0.02 |
| Oracle Corp | Long | Debt | US | $674K | – | 0.02 |
| Oracle Corp | Long | Debt | US | $263K | – | 0.01 |
| Ovintiv Inc | Long | Debt | US | $845K | – | 0.03 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $3M | – | 0.10 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $3M | – | 0.08 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $2M | – | 0.07 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $2M | – | 0.05 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $1M | – | 0.04 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $1M | – | 0.04 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $1M | – | 0.04 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $964K | – | 0.03 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $628K | – | 0.02 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $596K | – | 0.02 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $491K | – | 0.02 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $413K | – | 0.01 |
| PacifiCorp | Long | Debt | US | $644K | – | 0.02 |
| Palomino Funding Trust I | Long | Debt | US | $1M | – | 0.04 |
| Panama Government International Bond (REPUBLIC OF PANAMA) | Long | Debt | PA | $322K | – | 0.01 |
| Panama Government International Bond (REPUBLIC OF PANAMA) | Long | Debt | PA | $130K | – | 0.00 |
| PECO Energy Co | Long | Debt | US | $1M | – | 0.04 |
| PECO Energy Co | Long | Debt | US | $689K | – | 0.02 |
| Penske Truck Leasing Co Lp / PTL Finance Corp (PENSKE TRUCK LEASING/PTL) | Long | Debt | US | $1M | – | 0.05 |
| Pepsico Singapore Financing I Pte Ltd | Long | Debt | SG | $3M | – | 0.08 |
| Pernod Ricard International Finance LLC (PERNOD RIC INTL FIN LLC) | Long | Debt | US | $1M | – | 0.03 |
| Petroleos Mexicanos | Long | Debt | MX | $658K | – | 0.02 |
| Pfizer Investment Enterprises Pte Ltd | Long | Debt | SG | $6M | – | 0.19 |
| Pfizer Investment Enterprises Pte Ltd | Long | Debt | SG | $719K | – | 0.02 |
| Pfizer Investment Enterprises Pte Ltd | Long | Debt | SG | $374K | – | 0.01 |
| PGIM Institutional Money Market Fund - D | Long | Short-term investment vehicle | US | $295M | 296M | 9.08 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $5M | – | 0.16 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $3M | – | 0.08 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $2M | – | 0.07 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $1M | – | 0.04 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $303K | – | 0.01 |
| Phillips 66 Co | Long | Debt | US | $3M | – | 0.09 |
| Piedmont Healthcare Inc | Long | Debt | US | $898K | – | 0.03 |
| Pioneer Natural Resources Co | Long | Debt | US | $3M | – | 0.09 |
| Pioneer Natural Resources Co | Long | Debt | US | $3M | – | 0.08 |
| PNC Financial Services Group Inc/The | Long | Debt | US | $2M | – | 0.05 |
| PNC Financial Services Group Inc/The | Long | Debt | US | $2M | – | 0.05 |
| PNC Financial Services Group Inc/The | Long | Debt | US | $973K | – | 0.03 |
| Port Authority of New York & New Jersey (PORT AUTH OF NEW YORK & NEW JE) | Long | Debt | US | $360K | – | 0.01 |
| Port Authority of New York & New Jersey (PORT AUTH OF NEW YORK & NEW JE) | Long | Debt | US | $150K | – | 0.00 |
| Port of Oakland (PORT OF OAKLAND CA) | Long | Debt | US | $168K | – | 0.01 |
| Port of Oakland (PORT OF OAKLAND CA) | Long | Debt | US | $17K | – | 0.00 |
| Prologis LP | Long | Debt | US | $2M | – | 0.05 |
| Prologis LP | Long | Debt | US | $354K | – | 0.01 |
| Public Service Co of Colorado (PUBLIC SERVICE COLORADO) | Long | Debt | US | $2M | – | 0.05 |
| Public Service Co of Colorado (PUBLIC SERVICE COLORADO) | Long | Debt | US | $375K | – | 0.01 |
| Public Service Co of Colorado (PUBLIC SERVICE COLORADO) | Long | Debt | US | $252K | – | 0.01 |
| Public Service Electric and Gas Co | Long | Debt | US | $163K | – | 0.01 |
| Public Service Electric and Gas Co | Long | Debt | US | $160K | – | 0.00 |
| Public Service Enterprise Group Inc | Long | Debt | US | $4M | – | 0.11 |
| Puget Energy Inc | Long | Debt | US | $543K | – | 0.02 |
| Puget Sound Energy Inc | Long | Debt | US | $1M | – | 0.04 |
| Qorvo Inc | Long | Debt | US | $564K | – | 0.02 |
| Regal Rexnord Corp | Long | Debt | US | $3M | – | 0.10 |
| Regal Rexnord Corp | Long | Debt | US | $638K | – | 0.02 |
| Regency Centers LP | Long | Debt | US | $1M | – | 0.03 |
| Regency Centers LP | Long | Debt | US | $916K | – | 0.03 |
| Roche Holdings Inc | Long | Debt | US | $4M | – | 0.12 |
| Roche Holdings Inc | Long | Debt | US | $2M | – | 0.06 |
| Rogers Communications Inc | Long | Debt | CA | $2M | – | 0.07 |
| Roper Technologies Inc | Long | Debt | US | $4M | – | 0.13 |
| Royalty Pharma PLC | Long | Debt | GB | $2M | – | 0.06 |
| RTX Corp | Long | Debt | US | $3M | – | 0.08 |
| RTX Corp | Long | Debt | US | $1M | – | 0.04 |
| RTX Corp | Long | Debt | US | $724K | – | 0.02 |
| RTX Corp | Long | Debt | US | $442K | – | 0.01 |
| RTX Corp | Long | Debt | US | $377K | – | 0.01 |
| RTX Corp | Long | Debt | US | $285K | – | 0.01 |
| RWE Finance US LLC | Long | Debt | US | $811K | – | 0.02 |
| S&P Global Inc | Long | Debt | US | $545K | – | 0.02 |
| Sabine Pass Liquefaction LLC | Long | Debt | US | $1M | – | 0.04 |
| San Diego Gas & Electric Co (SAN DIEGO G & E) | Long | Debt | US | $4M | – | 0.13 |
| San Diego Gas & Electric Co (SAN DIEGO G & E) | Long | Debt | US | $1M | – | 0.03 |
| San Jose Financing Authority (SAN JOSE CA FING AUTH LEASE RE) | Long | Debt | US | $130K | – | 0.00 |
| Santander Drive Auto Receivables Trust 2020-3 | Long | ABS-other | US | $2M | – | 0.05 |
| Santander Revolving Auto Loan Trust 2019-A | Long | ABS-other | US | $3M | – | 0.10 |
| Santander Revolving Auto Loan Trust 2019-A | Long | ABS-other | US | $2M | – | 0.07 |
| Santander UK Group Holdings PLC (SANTANDER UK GROUP HLDGS) | Long | Debt | GB | $3M | – | 0.08 |
| Santos Finance Ltd | Long | Debt | AU | $3M | – | 0.09 |
| Santos Finance Ltd | Long | Debt | AU | $2M | – | 0.05 |
| Saudi Government International Bond (SAUDI INTERNATIONAL BOND) | Long | Debt | SA | $518K | – | 0.02 |
| SDR Commercial Mortgage Trust 2024-DSNY | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Sempra | Long | Debt | US | $2M | – | 0.06 |
| Sempra | Long | Debt | US | $1M | – | 0.04 |
| Sherwin-Williams Co/The | Long | Debt | US | $1M | – | 0.04 |
| Sherwin-Williams Co/The | Long | Debt | US | $892K | – | 0.03 |
| Siemens Financieringsmaatschappij NV (SIEMENS FINANCIERINGSMAT) | Long | Debt | NL | $1M | – | 0.03 |
| SMBC Aviation Capital Finance DAC | Long | Debt | IE | $2M | – | 0.06 |
| Smithfield Foods Inc | Long | Debt | US | $5M | – | 0.16 |
| Smurfit Kappa Treasury ULC | Long | Debt | IE | $2M | – | 0.05 |
| Societe Generale SA | Long | Debt | FR | $5M | – | 0.16 |
| Societe Generale SA | Long | Debt | FR | $2M | – | 0.06 |
| Societe Generale SA | Long | Debt | FR | $1M | – | 0.03 |
| Solventum Corp | Long | Debt | US | $6M | – | 0.17 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $5M | – | 0.15 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $2M | – | 0.07 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $2M | – | 0.05 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $1M | – | 0.04 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $868K | – | 0.03 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $354K | – | 0.01 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $291K | – | 0.01 |
| Southern Co Gas Capital Corp | Long | Debt | US | $4M | – | 0.11 |
| Southern Co Gas Capital Corp | Long | Debt | US | $2M | – | 0.06 |
| Southern Co Gas Capital Corp | Long | Debt | US | $968K | – | 0.03 |
| Southern Co Gas Capital Corp | Long | Debt | US | $512K | – | 0.02 |
| Southern Power Co | Long | Debt | US | $2M | – | 0.08 |
| Southern Power Co | Long | Debt | US | $602K | – | 0.02 |
| Southwestern Electric Power Co (SOUTHWESTERN ELEC POWER) | Long | Debt | US | $183K | – | 0.01 |
| Southwestern Energy Co | Long | Debt | US | $4M | – | 0.12 |
| Southwestern Energy Co | Long | Debt | US | $196K | – | 0.01 |
| Sprint Capital Corp | Long | Debt | US | $2M | – | 0.05 |
| SREIT Trust 2021-MFP | Long | ABS-mortgage backed security | US | $3M | – | 0.09 |
| Standard Chartered PLC | Long | Debt | GB | $5M | – | 0.15 |
| Stanford Health Care | Long | Debt | US | $201K | – | 0.01 |
| State of California (CALIFORNIA ST) | Long | Debt | US | $403K | – | 0.01 |
| State of California (CALIFORNIA ST) | Long | Debt | US | $80K | – | 0.00 |
| State of Illinois (ILLINOIS ST) | Long | Debt | US | $433K | – | 0.01 |
| State of Illinois (ILLINOIS ST) | Long | Debt | US | $119K | – | 0.00 |
| State Street Corp | Long | Debt | US | $1M | – | 0.04 |
| Svenska Handelsbanken AB | Long | Debt | SE | $1M | – | 0.04 |
| T-Mobile USA Inc | Long | Debt | US | $7M | – | 0.21 |
| T-Mobile USA Inc | Long | Debt | US | $3M | – | 0.10 |
| T-Mobile USA Inc | Long | Debt | US | $3M | – | 0.08 |
| T-Mobile USA Inc | Long | Debt | US | $1M | – | 0.03 |
| Take-Two Interactive Software Inc | Long | Debt | US | $3M | – | 0.10 |
| Take-Two Interactive Software Inc | Long | Debt | US | $423K | – | 0.01 |
| Take-Two Interactive Software Inc | Long | Debt | US | $372K | – | 0.01 |
| Takeda Pharmaceutical Co Ltd | Long | Debt | JP | $3M | – | 0.10 |
| Takeda Pharmaceutical Co Ltd | Long | Debt | JP | $1M | – | 0.04 |
| Takeda Pharmaceutical Co Ltd | Long | Debt | JP | $1M | – | 0.03 |
| Takeda Pharmaceutical Co Ltd | Long | Debt | JP | $982K | – | 0.03 |
| Takeda Pharmaceutical Co Ltd | Long | Debt | JP | $972K | – | 0.03 |
| Teachers Insurance & Annuity Association of America (TEACHERS INSUR & ANNUITY) | Long | Debt | US | $3M | – | 0.08 |
| Teachers Insurance & Annuity Association of America (TEACHERS INSUR & ANNUITY) | Long | Debt | US | $576K | – | 0.02 |
| Teachers Insurance & Annuity Association of America (TEACHERS INSUR & ANNUITY) | Long | Debt | US | $274K | – | 0.01 |
| Teck Resources Ltd (TECK RESOURCES LIMITED) | Long | Debt | CA | $752K | – | 0.02 |
| Tennessee Valley Authority Generic Strip (TENN VAL AUTH CPN STRIP) | Long | Debt | US | $4M | – | 0.11 |
| Tennessee Valley Authority Principal Strip (TVA PRIN STRIP) | Long | Debt | US | $337K | – | 0.01 |
| Texas Instruments Inc | Long | Debt | US | $2M | – | 0.06 |
| Texas Instruments Inc | Long | Debt | US | $429K | – | 0.01 |
| Time Warner Cable LLC | Long | Debt | US | $2M | – | 0.05 |
| Time Warner Cable LLC | Long | Debt | US | $947K | – | 0.03 |
| Time Warner Cable LLC | Long | Debt | US | $620K | – | 0.02 |
| Toll Brothers Finance Corp (TOLL BROS FINANCE CORP) | Long | Debt | US | $1M | – | 0.03 |
| Toll Brothers Finance Corp (TOLL BROS FINANCE CORP) | Long | Debt | US | $773K | – | 0.02 |
| TotalEnergies Capital International SA (TOTALENERGIES CAP INTL) | Long | Debt | FR | $1M | – | 0.04 |
| TotalEnergies Capital SA | Long | Debt | FR | $3M | – | 0.08 |
| TotalEnergies Capital SA | Long | Debt | FR | $2M | – | 0.06 |
| TransCanada PipeLines Ltd | Long | Debt | CA | $658K | – | 0.02 |
| Transcanada Trust | Long | Debt | CA | $1M | – | 0.04 |
| Truist Financial Corp | Long | Debt | US | $4M | – | 0.12 |
| Truist Financial Corp | Long | Debt | US | $473K | – | 0.01 |
| Truist Financial Corp | Long | Debt | US | $281K | – | 0.01 |
| Trustees of Boston University (BOSTON UNIVERSITY) | Long | Debt | US | $397K | – | 0.01 |
| TSMC Arizona Corp | Long | Debt | US | $1M | – | 0.03 |
| Tucson Electric Power Co | Long | Debt | US | $409K | – | 0.01 |
| UBS AG/Stamford CT (UBS AG STAMFORD CT) | Long | Debt | CH | $3M | – | 0.09 |
| UBS AG/Stamford CT (UBS AG STAMFORD CT) | Long | Debt | CH | $2M | – | 0.05 |
| UBS Group AG | Long | Debt | CH | $2M | – | 0.06 |
| UBS Group AG | Long | Debt | CH | $2M | – | 0.06 |
| UBS Group AG | Long | Debt | CH | $882K | – | 0.03 |
| UBS Group AG | Long | Debt | CH | $417K | – | 0.01 |
| UBS Group AG | Long | Debt | CH | $242K | – | 0.01 |
| UDR Inc | Long | Debt | US | $2M | – | 0.05 |
| UniCredit SpA | Long | Debt | IT | $3M | – | 0.08 |
| UniCredit SpA | Long | Debt | IT | $507K | – | 0.02 |
| Union Electric Co | Long | Debt | US | $2M | – | 0.07 |
| Union Electric Co | Long | Debt | US | $1M | – | 0.03 |
| Union Electric Co | Long | Debt | US | $760K | – | 0.02 |
| Union Electric Co | Long | Debt | US | $180K | – | 0.01 |
| Union Pacific Corp | Long | Debt | US | $2M | – | 0.06 |
| Union Pacific Corp | Long | Debt | US | $1M | – | 0.04 |
| Union Pacific Corp | Long | Debt | US | $561K | – | 0.02 |
| United Airlines 2013-1 Class A Pass Through Trust (UNITED AIR 2013-1 A PTT) | Long | Debt | US | $212K | – | 0.01 |
| United Airlines 2016-2 Class AA Pass Through Trust (UNITED AIR 2016-2 AA PTT) | Long | Debt | US | $644K | – | 0.02 |
| United States Cellular Corp (US CELLULAR CORP) | Long | Debt | US | $2M | – | 0.07 |
| United States Treasury Bill (TREASURY BILL) | Long | Debt | US | $4M | – | 0.11 |
| United States Treasury Bill (TREASURY BILL) | Long | Debt | US | $2M | – | 0.08 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $71M | – | 2.18 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $55M | – | 1.70 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $49M | – | 1.49 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $45M | – | 1.39 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $40M | – | 1.23 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $26M | – | 0.81 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $25M | – | 0.78 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $25M | – | 0.76 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $21M | – | 0.66 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $20M | – | 0.63 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $20M | – | 0.63 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $16M | – | 0.48 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $14M | – | 0.42 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $13M | – | 0.40 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $12M | – | 0.36 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $12M | – | 0.36 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $11M | – | 0.34 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $11M | – | 0.34 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $10M | – | 0.31 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $10M | – | 0.31 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $9M | – | 0.27 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $8M | – | 0.25 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $7M | – | 0.22 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $7M | – | 0.21 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $7M | – | 0.21 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $7M | – | 0.20 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $6M | – | 0.19 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $6M | – | 0.19 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $6M | – | 0.19 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $6M | – | 0.18 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $6M | – | 0.18 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $6M | – | 0.17 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $5M | – | 0.16 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $5M | – | 0.16 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $5M | – | 0.14 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $4M | – | 0.13 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $4M | – | 0.13 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $4M | – | 0.13 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $4M | – | 0.13 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $4M | – | 0.13 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $3M | – | 0.10 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $3M | – | 0.10 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $3M | – | 0.09 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $3M | – | 0.09 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $3M | – | 0.08 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $3M | – | 0.08 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $2M | – | 0.07 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $2M | – | 0.07 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $2M | – | 0.07 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $2M | – | 0.07 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $2M | – | 0.07 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $2M | – | 0.06 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $2M | – | 0.06 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $2M | – | 0.05 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $2M | – | 0.05 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $2M | – | 0.05 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $1M | – | 0.04 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $873K | – | 0.03 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $770K | – | 0.02 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $688K | – | 0.02 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $550K | – | 0.02 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $368K | – | 0.01 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $335K | – | 0.01 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $84K | – | 0.00 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $83K | – | 0.00 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $51K | – | 0.00 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $20K | – | 0.00 |
| United States Treasury Strip Coupon (STRIPS) | Long | Debt | US | $3M | – | 0.09 |
| United States Treasury Strip Coupon (STRIPS) | Long | Debt | US | $2M | – | 0.06 |
| UnitedHealth Group Inc | Long | Debt | US | $2M | – | 0.06 |
| UnitedHealth Group Inc | Long | Debt | US | $801K | – | 0.02 |
| UnitedHealth Group Inc | Long | Debt | US | $736K | – | 0.02 |
| UnitedHealth Group Inc | Long | Debt | US | $679K | – | 0.02 |
| UnitedHealth Group Inc | Long | Debt | US | $396K | – | 0.01 |
| UnitedHealth Group Inc | Long | Debt | US | $383K | – | 0.01 |
| UnitedHealth Group Inc | Long | Debt | US | $299K | – | 0.01 |
| University of Miami | Long | Debt | US | $769K | – | 0.02 |
| US 2YR NOTE (CBT) (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $463K | – | 0.01 | |
| US 5 YEAR TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-49K | – | -0.00 | |
| US Bancorp | Long | Debt | US | $2M | – | 0.06 |
| US Bancorp | Long | Debt | US | $934K | – | 0.03 |
| US TREASURY LONG BOND (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $1M | – | 0.03 | |
| US ULTRA BOND CBT (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $222K | – | 0.01 | |
| Vale Overseas Ltd (VALE OVERSEAS LIMITED) | Long | Debt | KY | $1M | – | 0.04 |
| Vale Overseas Ltd (VALE OVERSEAS LIMITED) | Long | Debt | KY | $1M | – | 0.04 |
| Velocity Commercial Capital Loan Trust 2017-2 | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| Velocity Commercial Capital Loan Trust 2018-2 | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| Velocity Commercial Capital Loan Trust 2018-2 | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| Velocity Commercial Capital Loan Trust 2018-2 | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| Velocity Commercial Capital Loan Trust 2019-2 | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| Ventas Realty LP | Long | Debt | US | $4M | – | 0.11 |
| Ventas Realty LP | Long | Debt | US | $4M | – | 0.11 |
| Ventas Realty LP | Long | Debt | US | $711K | – | 0.02 |
| Ventas Realty LP | Long | Debt | US | $343K | – | 0.01 |
| Veralto Corp | Long | Debt | US | $2M | – | 0.06 |
| Veralto Corp | Long | Debt | US | $1M | – | 0.04 |
| Verizon Communications Inc | Long | Debt | US | $6M | – | 0.20 |
| Verizon Communications Inc | Long | Debt | US | $5M | – | 0.14 |
| Verizon Communications Inc | Long | Debt | US | $3M | – | 0.09 |
| Verizon Communications Inc | Long | Debt | US | $1M | – | 0.04 |
| Verizon Communications Inc | Long | Debt | US | $328K | – | 0.01 |
| Virginia Electric and Power Co (VIRGINIA ELEC & POWER CO) | Long | Debt | US | $1M | – | 0.04 |
| Virginia Electric and Power Co (VIRGINIA ELEC & POWER CO) | Long | Debt | US | $960K | – | 0.03 |
| Vistra Operations Co LLC | Long | Debt | US | $4M | – | 0.11 |
| Vistra Operations Co LLC | Long | Debt | US | $2M | – | 0.05 |
| Vistra Operations Co LLC | Long | Debt | US | $1M | – | 0.04 |
| VMware LLC | Long | Debt | US | $2M | – | 0.07 |
| Vodafone Group PLC | Long | Debt | GB | $683K | – | 0.02 |
| Volkswagen Group of America Finance LLC (VOLKSWAGEN GROUP AMERICA) | Long | Debt | US | $4M | – | 0.13 |
| Walt Disney Co/The (WALT DISNEY COMPANY/THE) | Long | Debt | US | $3M | – | 0.09 |
| Warnermedia Holdings Inc | Long | Debt | US | $5M | – | 0.15 |
| Warnermedia Holdings Inc | Long | Debt | US | $5M | – | 0.15 |
| Warnermedia Holdings Inc | Long | Debt | US | $209K | – | 0.01 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $4M | – | 0.11 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $3M | – | 0.11 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $3M | – | 0.10 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $3M | – | 0.08 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $2M | – | 0.06 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $2M | – | 0.05 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $1M | – | 0.04 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $1M | – | 0.04 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $871K | – | 0.03 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $726K | – | 0.02 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $437K | – | 0.01 |
| Wells Fargo Commercial Mortgage Trust 2017-RC1 | Long | ABS-mortgage backed security | US | $372K | – | 0.01 |
| Welltower OP LLC | Long | Debt | US | $2M | – | 0.07 |
| Welltower OP LLC | Long | Debt | US | $568K | – | 0.02 |
| Welltower OP LLC | Long | Debt | US | $530K | – | 0.02 |
| West Virginia United Health System Obligated Group (WEST VA HEALTH SYS OBL) | Long | Debt | US | $454K | – | 0.01 |
| Western Midstream Operating LP | Long | Debt | US | $1M | – | 0.03 |
| Westlake Corp | Long | Debt | US | $243K | – | 0.01 |
| Williams Cos Inc/The (WILLIAMS COMPANIES INC) | Long | Debt | US | $4M | – | 0.12 |
| WP Carey Inc | Long | Debt | US | $2M | – | 0.07 |
| WP Carey Inc | Long | Debt | US | $2M | – | 0.05 |
| WP Carey Inc | Long | Debt | US | $315K | – | 0.01 |
| Xilinx Inc | Long | Debt | US | $962K | – | 0.03 |
| Zoetis Inc | Long | Debt | US | $3M | – | 0.10 |
| Zoetis Inc | Long | Debt | US | $1M | – | 0.03 |
Address
Advanced Series Trust
655 Broad Street
Newark
New Jersey
07102-4077
United States of America
Directors
Susan Davenport Austin
Robert F. Gunia
Sherry S. Barrat
Stephen M. Chipman
Jessica M. Bibliowicz
Thomas M. O'Brien
Kay Ryan Booth
Timothy S. Cronin
Transfer Agents
Prudential Mutual Fund Services LLC
BNY Mellon Investment Servicing (US) Inc.
Pricing Services
LSEG US FIN CORP.
S&P Global Market Intelligence
Intercontinental Exchange, Inc.
Bloomberg Finance L.P.
Custodians
The Bank of New York Mellon
The Bank of New York Mellon SA/NV (Belgium)
Euroclear Bank SA/NV (Belgium)
Shareholder Servicing Agents
Prudential Mutual Fund Services LLC
Admins
PGIM INVESTMENTS LLC
Brokers
J.P. Morgan Securities LLC
GOLDMAN SACHS & CO. LLC
CitiGroup Global Markets Inc.
BOFA SECURITIES, INC.