Prudential > Prudential Series Fund
PSF PGIM Flexible Managed Portfolio
$4.36B
Avg Monthly Net Assets
$5.13B
Total Assets
$200.74M
Total Liabilities
$4.93B
Net Assets
PSF PGIM Flexible Managed Portfolio is an Underlying fund in Prudential Series Fund
from Prudential,
based in New Jersey,
United States of America.
The fund has two share classes
and monthly net assets of $4.36B.
On August 29th, 2024 it reported 1,785 holdings, the largest
being PGIM Core Ultra Short Bond Fund (5.5%), Microsoft Corp (4.7%) and NVIDIA Corp (4.4%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class I | C000005723 | ||
| Class III | C000226564 |
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 |
|---|---|---|---|---|---|---|
| 10 YEAR US TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $317K | – | 0.01 | |
| 10 YEAR US ULTRA TREASURY BOND (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $150K | – | 0.00 | |
| 1011778 BC ULC / New Red Finance Inc (1011778 BC / NEW RED FIN) | Long | Debt | CA | $492K | – | 0.01 |
| 3i Group PLC | Long | Equity-common | GB | $169K | 4K | 0.00 |
| 3M Co | Long | Equity-common | US | $17M | 169K | 0.35 |
| ABB Ltd | Long | Equity-common | CH | $324K | 6K | 0.01 |
| Abbott Laboratories | Long | Equity-common | US | $21M | 201K | 0.42 |
| Abbott Laboratories | Long | Debt | US | $18K | – | 0.00 |
| AbbVie Inc | Long | Equity-common | US | $33M | 192K | 0.67 |
| AbbVie Inc | Long | Debt | US | $2M | – | 0.04 |
| AbbVie Inc | Long | Debt | US | $1M | – | 0.02 |
| AbbVie Inc | Long | Debt | US | $664K | – | 0.01 |
| AbbVie Inc | Long | Debt | US | $217K | – | 0.00 |
| AbbVie Inc | Long | Debt | US | $10K | – | 0.00 |
| AbbVie Inc | Long | Debt | US | $10K | – | 0.00 |
| ABN AMRO Bank NV | Long | Equity-common | NL | $12K | 716 | 0.00 |
| Abu Dhabi National Energy Co PJSC | Long | Debt | AE | $469K | – | 0.01 |
| Accor SA | Long | Equity-common | FR | $111K | 3K | 0.00 |
| ACS Actividades de Construccion y Servicios SA | Long | Equity-common | ES | $13K | 310 | 0.00 |
| adidas AG | Long | Equity-common | DE | $60K | 252 | 0.00 |
| Adobe Inc | Long | Equity-common | US | $10M | 18K | 0.20 |
| Advanced Micro Devices Inc | Long | Equity-common | US | $3M | 19K | 0.06 |
| Adyen NV | Long | Equity-common | NL | $32K | 27 | 0.00 |
| AECOM | Long | Debt | US | $565K | – | 0.01 |
| Aena SME SA | Long | Equity-common | ES | $28K | 140 | 0.00 |
| AEP Texas Inc | Long | Debt | US | $3M | – | 0.06 |
| AerCap Holdings NV | Long | Equity-common | IE | $28K | 300 | 0.00 |
| AES Corp/The | Long | Equity-common | US | $6M | 350K | 0.12 |
| Aetna Inc | Long | Debt | US | $546K | – | 0.01 |
| Affirm Asset Securitization Trust 2024-A (Affirm Inc) | Long | ABS-other | US | $1M | – | 0.03 |
| AGC Inc | Long | Equity-common | JP | $10K | 300 | 0.00 |
| Ageas SA/NV | Long | Equity-common | BE | $103K | 2K | 0.00 |
| AGL CLO 9 LTD (AGL CLO Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $11M | – | 0.23 |
| AHS Hospital Corp | Long | Debt | US | $5K | – | 0.00 |
| AIB Group PLC | Long | Equity-common | IE | $117K | 22K | 0.00 |
| Air Products and Chemicals Inc (AIR PRODUCTS & CHEMICALS) | Long | Debt | US | $5K | – | 0.00 |
| Aker BP ASA | Long | Debt | NO | $3M | – | 0.06 |
| Aker BP ASA | Long | Debt | NO | $641K | – | 0.01 |
| Alabama Economic Settlement Authority (ALABAMA ECON SETTLEMENT AUTH B) | Long | Debt | US | $231K | – | 0.00 |
| Alexandria Real Estate Equities Inc | Long | Debt | US | $2M | – | 0.05 |
| Alexandria Real Estate Equities Inc | Long | Debt | US | $1M | – | 0.03 |
| Alexandria Real Estate Equities Inc | Long | Debt | US | $388K | – | 0.01 |
| Alfa Desarrollo SpA | Long | Debt | CL | $470K | – | 0.01 |
| Alfa Laval AB | Long | Equity-common | SE | $17K | 390 | 0.00 |
| Allianz SE | Long | Equity-common | DE | $168K | 605 | 0.00 |
| Allison Transmission Holdings Inc | Long | Equity-common | US | $14M | 180K | 0.28 |
| Allstate Corp/The | Long | Equity-common | US | $15M | 97K | 0.31 |
| Ally Financial Inc | Long | Equity-common | US | $2M | 55K | 0.04 |
| Alphabet Inc | Long | Equity-common | US | $77M | 425K | 1.57 |
| Alphabet Inc | Long | Equity-common | US | $67M | 363K | 1.35 |
| Altria Group Inc | Long | Equity-common | US | $5M | 111K | 0.10 |
| Altria Group Inc | Long | Debt | US | $1M | – | 0.03 |
| Amazon.com Inc | Long | Equity-common | US | $124M | 643K | 2.52 |
| Amazon.com Inc | Long | Debt | US | $9K | – | 0.00 |
| Amazon.com Inc | Long | Debt | US | $5K | – | 0.00 |
| American Airlines 2014-1 Class A Pass Through Trust (AMER AIRLN 14-1 A PTT) | Long | Debt | US | $2K | – | 0.00 |
| American Airlines 2015-1 Class A Pass Through Trust (AMER AIRLN 15-1 A PTT) | Long | Debt | US | $2M | – | 0.03 |
| American Airlines 2019-1 Class AA Pass Through Trust (AMER AIRLINE 19-1AA PTT) | Long | Debt | US | $17K | – | 0.00 |
| American International Group Inc (AMERICAN INTL GROUP) | Long | Debt | US | $27K | – | 0.00 |
| American Tower Corp | Long | Debt | US | $5M | – | 0.10 |
| American Tower Corp | Long | Equity-common | US | $4M | 22K | 0.09 |
| American Tower Corp | Long | Debt | US | $28K | – | 0.00 |
| Americold Realty Trust Inc | Long | Equity-common | US | $4M | 150K | 0.08 |
| AmeriCredit Automobile Receivables Trust 2020-3 | Long | ABS-other | US | $12K | – | 0.00 |
| AmeriCredit Automobile Receivables Trust 2021-2 | Long | ABS-other | US | $1M | – | 0.03 |
| AmeriCredit Automobile Receivables Trust 2021-2 | Long | ABS-other | US | $9K | – | 0.00 |
| AmeriCredit Automobile Receivables Trust 2021-3 | Long | ABS-other | US | $1M | – | 0.02 |
| Americredit Automobile Receivables Trust 2023-1 | Long | ABS-other | US | $2M | – | 0.04 |
| Amgen Inc | Long | Equity-common | US | $13M | 40K | 0.25 |
| Amgen Inc | Long | Debt | US | $635K | – | 0.01 |
| Amphenol Corp | Long | Equity-common | US | $3M | 42K | 0.06 |
| Ampol Ltd | Long | Equity-common | AU | $7K | 342 | 0.00 |
| Amsted Industries Inc | Long | Debt | US | $1M | – | 0.02 |
| Amundi SA | Long | Equity-common | FR | $6K | 96 | 0.00 |
| Analog Devices Inc | Long | Equity-common | US | $5M | 21K | 0.10 |
| Anchorage Capital Europe CLO 6 DAC | Long | ABS-collateralized bond/debt obligation | IE | $4M | – | 0.07 |
| Angel Oak Mortgage Trust 2021-1 | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc (ANHEUSER-BUSCH CO/INBEV) | Long | Debt | US | $579K | – | 0.01 |
| Anheuser-Busch InBev Worldwide Inc | Long | Debt | US | $2M | – | 0.03 |
| Anheuser-Busch InBev Worldwide Inc | Long | Debt | US | $318K | – | 0.01 |
| Anheuser-Busch InBev Worldwide Inc | Long | Debt | US | $62K | – | 0.00 |
| Anheuser-Busch InBev Worldwide Inc | Long | Debt | US | $23K | – | 0.00 |
| Antero Midstream Partners LP / Antero Midstream Finance Corp (ANTERO MIDSTREAM PART/FI) | Long | Debt | US | $738K | – | 0.01 |
| Antero Resources Corp | Long | Equity-common | US | $1M | 43K | 0.03 |
| Aon Global Ltd | Long | Debt | GB | $5K | – | 0.00 |
| AP Moller - Maersk A/S | Long | Equity-common | DK | $7K | 4 | 0.00 |
| Appalachian Power Co | Long | Debt | US | $8K | – | 0.00 |
| Apple Inc | Long | Equity-common | US | $198M | 938K | 4.01 |
| Apple Inc | Long | Debt | US | $25K | – | 0.00 |
| Apple Inc | Long | Debt | US | $13K | – | 0.00 |
| Applied Materials Inc | Long | Equity-common | US | $12M | 52K | 0.25 |
| Aptiv PLC | Long | Equity-common | IE | $2M | 25K | 0.04 |
| Arbor Multifamily Mortgage Securities Trust 2021-MF3 | Long | ABS-mortgage backed security | US | $7M | – | 0.14 |
| Arbor Multifamily Mortgage Securities Trust 2021-MF3 | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| ArcelorMittal SA | Long | Equity-common | LU | $98K | 4K | 0.00 |
| Archer-Daniels-Midland Co | Long | Equity-common | US | $5M | 80K | 0.10 |
| ARI Fleet Lease Trust 2024-A | Long | ABS-other | US | $1M | – | 0.03 |
| Arista Networks Inc | Long | Equity-common | US | $21M | 61K | 0.44 |
| Aristocrat Leisure Ltd | Long | Equity-common | AU | $28K | 859 | 0.00 |
| Arkema SA | Long | Equity-common | FR | $6K | 68 | 0.00 |
| Armstrong World Industries Inc | Long | Equity-common | US | $2M | 16K | 0.04 |
| Asahi Group Holdings Ltd | Long | Equity-common | JP | $14K | 400 | 0.00 |
| Asics Corp | Long | Equity-common | JP | $173K | 11K | 0.00 |
| ASM International NV | Long | Equity-common | NL | $238K | 312 | 0.00 |
| ASML Holding NV | Long | Equity-common | NL | $745K | 731 | 0.02 |
| Associated British Foods PLC | Long | Equity-common | GB | $85K | 3K | 0.00 |
| Assurant Commercial Mortgage Trust 2016-1 | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| Assurant Inc | Long | Equity-common | US | $9M | 54K | 0.18 |
| AstraZeneca PLC | Long | Equity-common | GB | $196K | 1K | 0.00 |
| AT&T Inc | Long | Equity-common | US | $15M | 772K | 0.30 |
| AT&T Inc | Long | Debt | US | $7M | – | 0.13 |
| AT&T Inc | Long | Debt | US | $577K | – | 0.01 |
| AT&T Inc | Long | Debt | US | $502K | – | 0.01 |
| AT&T Inc | Long | Debt | US | $458K | – | 0.01 |
| AT&T Inc | Long | Debt | US | $107K | – | 0.00 |
| AT&T Inc | Long | Debt | US | $41K | – | 0.00 |
| Atlas Copco AB | Long | Equity-common | SE | $116K | 6K | 0.00 |
| Atlas Copco AB | Long | Equity-common | SE | $35K | 2K | 0.00 |
| Auto Trader Group PLC | Long | Equity-common | GB | $14K | 1K | 0.00 |
| Autodesk Inc | Long | Equity-common | US | $12M | 50K | 0.25 |
| Automatic Data Processing Inc | Long | Equity-common | US | $9M | 39K | 0.19 |
| AutoZone Inc | Long | Equity-common | US | $1M | 400 | 0.02 |
| AutoZone Inc | Long | Debt | US | $618K | – | 0.01 |
| AutoZone Inc | Long | Debt | US | $14K | – | 0.00 |
| AutoZone Inc | Long | Debt | US | $5K | – | 0.00 |
| Avery Dennison Corp | Long | Equity-common | US | $918K | 4K | 0.02 |
| Avis Budget Rental Car Funding AESOP LLC | Long | ABS-other | US | $4M | – | 0.08 |
| Avis Budget Rental Car Funding AESOP LLC | Long | ABS-other | US | $3M | – | 0.07 |
| Avis Budget Rental Car Funding AESOP LLC | Long | ABS-other | US | $3M | – | 0.07 |
| Avis Budget Rental Car Funding AESOP LLC | Long | ABS-other | US | $2M | – | 0.04 |
| Avis Budget Rental Car Funding AESOP LLC | Long | ABS-other | US | $2M | – | 0.04 |
| Avis Budget Rental Car Funding AESOP LLC | Long | ABS-other | US | $793K | – | 0.02 |
| Aviva PLC | Long | Equity-common | GB | $181K | 30K | 0.00 |
| AXA SA | Long | Equity-common | FR | $196K | 6K | 0.00 |
| AZEK Co Inc/The | Long | Equity-common | US | $11M | 250K | 0.21 |
| BAE Systems PLC | Long | Equity-common | GB | $91K | 5K | 0.00 |
| Baker Hughes Co | Long | Equity-common | US | $1M | 34K | 0.02 |
| Balboa Bay Loan Funding 2021-1 Ltd (Balboa Bay Loan Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.08 |
| Ball Corp | Long | Debt | US | $1M | – | 0.02 |
| Ball Corp | Long | Debt | US | $359K | – | 0.01 |
| Baltimore Gas and Electric Co (BALTIMORE GAS & ELECTRIC) | Long | Debt | US | $583K | – | 0.01 |
| Banc of America Mortgage 2005-A Trust (Banc of America Mortgage Secur) | Long | ABS-mortgage backed security | US | $73K | – | 0.00 |
| Banco Bilbao Vizcaya Argentaria SA (BBVA) | Long | Equity-common | ES | $202K | 20K | 0.00 |
| Banco BPM SpA | Long | Equity-common | IT | $12K | 2K | 0.00 |
| Banco Santander SA | Long | Debt | ES | $990K | – | 0.02 |
| Banco Santander SA | Long | Debt | ES | $974K | – | 0.02 |
| Banco Santander SA | Long | Equity-common | ES | $92K | 20K | 0.00 |
| Bandai Namco Holdings Inc | Long | Equity-common | JP | $18K | 900 | 0.00 |
| BANK 2017-BNK4 | Long | ABS-mortgage backed security | US | $6M | – | 0.12 |
| BANK 2021-BNK35 | Long | ABS-mortgage backed security | US | $4M | – | 0.08 |
| BANK 2021-BNK35 | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| Bank Hapoalim BM | Long | Equity-common | IL | $18K | 2K | 0.00 |
| Bank of America Corp | Long | Debt | US | $8M | – | 0.17 |
| Bank of America Corp | Long | Debt | US | $6M | – | 0.12 |
| Bank of America Corp | Long | Equity-common | US | $4M | 109K | 0.09 |
| Bank of America Corp | Long | Debt | US | $3M | – | 0.05 |
| Bank of America Corp | Long | Debt | US | $2M | – | 0.05 |
| Bank of America Corp | Long | Debt | US | $2M | – | 0.04 |
| Bank of America Corp | Long | Debt | US | $2M | – | 0.04 |
| Bank of America Corp | Long | Debt | US | $921K | – | 0.02 |
| Bank of America Corp | Long | Debt | US | $491K | – | 0.01 |
| Bank of America Corp | Long | Debt | US | $43K | – | 0.00 |
| Bank of America Corp | Long | Debt | US | $25K | – | 0.00 |
| Bank of America Corp | Long | Debt | US | $18K | – | 0.00 |
| Bank of America NA | Long | Debt | US | $431K | – | 0.01 |
| Bank of New York Mellon Corp/The | Long | Equity-common | US | $12M | 203K | 0.25 |
| Bank of New York Mellon Corp/The (BANK OF NY MELLON CORP) | Long | Debt | US | $4M | – | 0.07 |
| BANK5 2023-5YR1 | Long | ABS-mortgage backed security | US | $10M | – | 0.21 |
| Banner Health | Long | Debt | US | $4K | – | 0.00 |
| Barclays PLC | Long | Debt | GB | $4M | – | 0.08 |
| Barclays PLC | Long | Debt | GB | $2M | – | 0.04 |
| Barclays PLC | Long | Debt | GB | $837K | – | 0.02 |
| Barclays PLC | Long | Equity-common | GB | $149K | 56K | 0.00 |
| Barratt Developments PLC | Long | Equity-common | GB | $9K | 1K | 0.00 |
| Barrow Hanley CLO III Ltd (Barrow Hanley CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $11M | – | 0.23 |
| BAT Capital Corp | Long | Debt | US | $5M | – | 0.09 |
| BAT Capital Corp | Long | Debt | US | $1M | – | 0.03 |
| BAT Capital Corp | Long | Debt | US | $574K | – | 0.01 |
| BAT Capital Corp | Long | Debt | US | $100K | – | 0.00 |
| BAT International Finance PLC (BAT INTL FINANCE PLC) | Long | Debt | GB | $1M | – | 0.03 |
| Battalion Clo 17 Ltd (Battalion CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.09 |
| Battalion CLO X Ltd (Battalion CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $701K | – | 0.01 |
| Bay Area Toll Authority (BAY AREA CA TOLL AUTH TOLL BRI) | Long | Debt | US | $1M | – | 0.03 |
| Bay Area Toll Authority (BAY AREA CA TOLL AUTH TOLL BRI) | Long | Debt | US | $20K | – | 0.00 |
| Bayer US Finance II LLC | Long | Debt | US | $2M | – | 0.03 |
| Bayerische Motoren Werke AG | Long | Equity-common | DE | $125K | 1K | 0.00 |
| Bayerische Motoren Werke AG | Long | Equity-preferred | DE | $8K | 87 | 0.00 |
| BBCMS 2019-BWAY Mortgage Trust (Barclays Commercial Mortgage S) | Long | ABS-mortgage backed security | US | $200 | – | 0.00 |
| BBCMS 2020-BID Mortgage Trust (Barclays Commercial Mortgage S) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| BBCMS Mortgage Trust 2018-C2 (Barclays Commercial Mortgage S) | Long | ABS-mortgage backed security | US | $5M | – | 0.10 |
| Becton Dickinson & Co | Long | Equity-common | US | $18M | 77K | 0.37 |
| Becton Dickinson & Co | Long | Debt | US | $129K | – | 0.00 |
| Becton Dickinson & Co | Long | Debt | US | $18K | – | 0.00 |
| Bellemeade Re 2021-2 Ltd (BELLEMEADE RE LT) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Bellemeade Re 2022-1 Ltd (BELLEMEADE RE LT) | Long | ABS-mortgage backed security | BM | $741K | – | 0.02 |
| Benchmark 2018-B3 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.10 |
| Benchmark 2018-B8 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $8M | – | 0.16 |
| Benchmark 2021-B24 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| Benchmark 2023-B38 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.10 |
| Benchmark 2023-B39 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.10 |
| Benchmark 2024-V7 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $8M | – | 0.16 |
| Benefit Street Partners CLO XVI Ltd (Benefit Street Partners CLO Lt) | Long | ABS-collateralized bond/debt obligation | KY | $10M | – | 0.21 |
| Berkeley Group Holdings PLC | Long | Equity-common | GB | $81K | 1K | 0.00 |
| Berkshire Hathaway Energy Co | Long | Debt | US | $315K | – | 0.01 |
| Berkshire Hathaway Energy Co | Long | Debt | US | $11K | – | 0.00 |
| Berkshire Hathaway Finance Corp | Long | Debt | US | $39K | – | 0.00 |
| Berkshire Hathaway Inc | Long | Equity-common | US | $42M | 104K | 0.86 |
| Bermuda Government International Bond (GOVT OF BERMUDA) | Long | Debt | BM | $597K | – | 0.01 |
| Berry Global Inc | Long | Debt | US | $5M | – | 0.10 |
| BHP Group Ltd | Long | Equity-common | AU | $322K | 11K | 0.01 |
| Bimbo Bakeries USA Inc | Long | Debt | US | $1M | – | 0.03 |
| Biogen Inc | Long | Debt | US | $34K | – | 0.00 |
| BlackRock Inc | Long | Equity-common | US | $6M | 8K | 0.13 |
| BlueScope Steel Ltd | Long | Equity-common | AU | $142K | 10K | 0.00 |
| BNP Paribas SA | Long | Debt | FR | $2M | – | 0.05 |
| BNP Paribas SA | Long | Debt | FR | $1M | – | 0.03 |
| BNP Paribas SA | Long | Debt | FR | $785K | – | 0.02 |
| BNPP AM Euro CLO 2018 DAC (BNPP IP Euro CLO) | Long | ABS-collateralized bond/debt obligation | IE | $3M | – | 0.06 |
| Boardwalk Pipelines LP | Long | Debt | US | $1M | – | 0.03 |
| Boardwalk Pipelines LP | Long | Debt | US | $5K | – | 0.00 |
| BOC Hong Kong Holdings Ltd | Long | Equity-common | HK | $22K | 7K | 0.00 |
| Boeing Co/The | Long | Debt | US | $2M | – | 0.04 |
| Boeing Co/The | Long | Debt | US | $2M | – | 0.04 |
| Boeing Co/The | Long | Debt | US | $2M | – | 0.04 |
| Boeing Co/The | Long | Debt | US | $939K | – | 0.02 |
| BOF VII AL Funding Trust I (BOF URSA FUNDING) | Long | ABS-other | US | $2M | – | 0.05 |
| BOF VII AL Funding Trust I (BOF URSA FUNDING) | Long | ABS-other | US | $843K | – | 0.02 |
| Booking Holdings Inc | Long | Debt | US | $5K | – | 0.00 |
| Boston Beer Co Inc/The | Long | Equity-common | US | $2M | 6K | 0.03 |
| Boston Scientific Corp | Long | Equity-common | US | $17M | 218K | 0.34 |
| BP Capital Markets America Inc (BP CAP MARKETS AMERICA) | Long | Debt | US | $24K | – | 0.00 |
| BP PLC | Long | Equity-common | GB | $15K | 3K | 0.00 |
| Brambles Ltd | Long | Equity-common | AU | $124K | 13K | 0.00 |
| BRAVO Residential Funding Trust 2023-RPL1 | Long | ABS-mortgage backed security | US | $4M | – | 0.08 |
| Bristol-Myers Squibb Co | Long | Equity-common | US | $5M | 123K | 0.10 |
| British American Tobacco PLC | Long | Equity-common | GB | $96K | 3K | 0.00 |
| Brixmor Operating Partnership LP | Long | Debt | US | $5K | – | 0.00 |
| Brixmor Operating Partnership LP | Long | Debt | US | $5K | – | 0.00 |
| Brixmor Operating Partnership LP | Long | Debt | US | $5K | – | 0.00 |
| Broadcom Inc | Long | Equity-common | US | $33M | 21K | 0.67 |
| Broadcom Inc | Long | Debt | US | $4M | – | 0.07 |
| Broadcom Inc | Long | Debt | US | $256K | – | 0.01 |
| Brother Industries Ltd | Long | Equity-common | JP | $25K | 1K | 0.00 |
| Burlington Northern Santa Fe LLC (BURLINGTN NORTH SANTA FE) | Long | Debt | US | $714K | – | 0.01 |
| Burlington Northern Santa Fe LLC (BURLINGTN NORTH SANTA FE) | Long | Debt | US | $8K | – | 0.00 |
| BXP Trust 2021-601L | Long | ABS-mortgage backed security | US | $6M | – | 0.12 |
| CAD/USD FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $19K | – | 0.00 | |
| Cadence Design Systems Inc | Long | Equity-common | US | $14M | 47K | 0.29 |
| Caesars Entertainment Inc (CAESARS ENTERTAIN INC) | Long | Debt | US | $613K | – | 0.01 |
| CaixaBank SA | Long | Equity-common | ES | $40K | 7K | 0.00 |
| Calpine Corp | Long | Debt | US | $1M | – | 0.03 |
| Canadian Natural Resources Ltd (CANADIAN NATL RESOURCES) | Long | Debt | CA | $18K | – | 0.00 |
| Canadian Pacific Railway Co | Long | Debt | CA | $14K | – | 0.00 |
| Canadian Pacific Railway Co | Long | Debt | CA | $9K | – | 0.00 |
| Canadian Pacific Railway Co | Long | Debt | CA | $4K | – | 0.00 |
| Canon Inc | Long | Equity-common | JP | $41K | 2K | 0.00 |
| Cantor Commercial Real Estate Lending 2019-CF2 | Long | ABS-mortgage backed security | US | $6M | – | 0.13 |
| Cantor Fitzgerald LP | Long | Debt | US | $5M | – | 0.10 |
| Canyon Capital CLO 2017-1 Ltd (Canyon Capital CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.05 |
| Capital One Financial Corp | Long | Debt | US | $19K | – | 0.00 |
| Cardinal Health Inc | Long | Debt | US | $14K | – | 0.00 |
| Cardinal Health Inc | Long | Debt | US | $5K | – | 0.00 |
| Carlyle Euro CLO 2021-2 DAC | Long | ABS-collateralized bond/debt obligation | IE | $5M | – | 0.11 |
| Carmax Auto Owner Trust 2021-1 | Long | ABS-other | US | $10K | – | 0.00 |
| CarMax Auto Owner Trust 2021-2 | Long | ABS-other | US | $1M | – | 0.02 |
| CarMax Auto Owner Trust 2021-4 | Long | ABS-other | US | $753K | – | 0.02 |
| CarMax Auto Owner Trust 2022-2 | Long | ABS-other | US | $24K | – | 0.00 |
| CarMax Inc | Long | Equity-common | US | $1M | 16K | 0.02 |
| Carrefour SA | Long | Equity-common | FR | $11K | 794 | 0.00 |
| CarVal CLO VII-C Ltd (Carval CLO LTD) | Long | ABS-collateralized bond/debt obligation | JE | $7M | – | 0.14 |
| Cassa Depositi e Prestiti SpA | Long | Debt | IT | $2M | – | 0.04 |
| Caterpillar Inc | Long | Equity-common | US | $5M | 14K | 0.09 |
| CCO Holdings LLC / CCO Holdings Capital Corp (CCO HLDGS LLC/CAP CORP) | Long | Debt | US | $617K | – | 0.01 |
| CCO Holdings LLC / CCO Holdings Capital Corp (CCO HLDGS LLC/CAP CORP) | Long | Debt | US | $120K | – | 0.00 |
| CD 2016-CD2 Mortgage Trust (CD Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| CDP Financial Inc | Long | Debt | CA | $479K | – | 0.01 |
| CDS CDX.NA.HY.42.V1 (INTERCONTINENTAL EXCHANGE, INC.) | Derivative-credit | US | $688K | – | 0.01 | |
| CDS CREDIT SUISSE GROUP AG (BARCLAYS BANK PLC) | Derivative-credit | GB | $-35K | – | -0.00 | |
| CDS CREDIT SUISSE GROUP AG (BARCLAYS BANK PLC) | Derivative-credit | GB | $-35K | – | -0.00 | |
| CDS CREDIT SUISSE GROUP AG (BARCLAYS BANK PLC) | Derivative-credit | GB | $-35K | – | -0.00 | |
| CDS GS_21-PJ-A (GOLDMAN SACHS & CO. LLC) | Derivative-credit | US | $5K | – | 0.00 | |
| CDW LLC / CDW Finance Corp (CDW LLC/CDW FINANCE) | Long | Debt | US | $2M | – | 0.03 |
| CDW LLC / CDW Finance Corp (CDW LLC/CDW FINANCE) | Long | Debt | US | $698K | – | 0.01 |
| Cenovus Energy Inc | Long | Debt | CA | $654K | – | 0.01 |
| Centene Corp | Long | Equity-common | US | $15M | 222K | 0.30 |
| CenterPoint Energy Houston Electric LLC (CENTERPOINT ENER HOUSTON) | Long | Debt | US | $657K | – | 0.01 |
| Centra Health Inc | Long | Debt | US | $21K | – | 0.00 |
| Central Texas Regional Mobility Authority (CENTRL TX REGL MOBILITY AUTH R) | Long | Debt | US | $11K | – | 0.00 |
| Centrica PLC | Long | Equity-common | GB | $169K | 99K | 0.00 |
| 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 | – | 0.03 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $1M | – | 0.03 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $853K | – | 0.02 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $364K | – | 0.01 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $3K | – | 0.00 |
| Chase Home Lending Mortgage Trust Series 2024-RPL3 (Chase Mortgage Finance Corpora) | Long | ABS-mortgage backed security | US | $437K | – | 0.01 |
| Chase Mortgage Finance Trust Series 2007-A1 (Chase Mortgage Finance Corpora) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| Cheniere Energy Inc | Long | Equity-common | US | $2M | 14K | 0.05 |
| Chesapeake Funding II LLC | Long | ABS-other | US | $1M | – | 0.03 |
| Chevron Corp | Long | Equity-common | US | $21M | 136K | 0.43 |
| Chevron Corp | Long | Debt | US | $9K | – | 0.00 |
| Chicago O'Hare International Airport (CHICAGO IL O'HARE INTERNATIONA) | Long | Debt | US | $1M | – | 0.02 |
| Chipotle Mexican Grill Inc | Long | Equity-common | US | $20M | 315K | 0.40 |
| Chubu Electric Power Co Inc | Long | Equity-common | JP | $117K | 10K | 0.00 |
| Chugai Pharmaceutical Co Ltd | Long | Equity-common | JP | $32K | 900 | 0.00 |
| Cie de Saint-Gobain SA | Long | Equity-common | FR | $52K | 666 | 0.00 |
| Cie Financiere Richemont SA | Long | Equity-common | CH | $5K | 30 | 0.00 |
| Cie Generale des Etablissements Michelin SCA (Michelin) | Long | Equity-common | FR | $40K | 1K | 0.00 |
| CIFC Funding 2014-V Ltd (CIFC Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $9M | – | 0.19 |
| Cigna Group/The | Long | Equity-common | US | $9M | 26K | 0.18 |
| Cigna Group/The | Long | Debt | US | $8M | – | 0.16 |
| Citigroup Capital XIII | Long | Equity-preferred | US | $644K | 22K | 0.01 |
| Citigroup Commercial Mortgage Trust 2015-GC33 | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Citigroup Commercial Mortgage Trust 2016-C1 | Long | ABS-mortgage backed security | US | $5M | – | 0.10 |
| Citigroup Commercial Mortgage Trust 2016-GC37 | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| Citigroup Commercial Mortgage Trust 2017-P7 | Long | ABS-mortgage backed security | US | $5M | – | 0.09 |
| Citigroup Inc | Long | Debt | US | $6M | – | 0.12 |
| Citigroup Inc | Long | Debt | US | $6M | – | 0.12 |
| Citigroup Inc | Long | Debt | US | $2M | – | 0.04 |
| Citigroup Inc | Long | Debt | US | $1M | – | 0.03 |
| Citigroup Inc | Long | Equity-common | US | $1M | 18K | 0.02 |
| Citigroup Inc | Long | Debt | US | $1M | – | 0.02 |
| Citigroup Inc | Long | Debt | US | $703K | – | 0.01 |
| Citigroup Inc | Long | Debt | US | $34K | – | 0.00 |
| Citigroup Inc | Long | Debt | US | $10K | – | 0.00 |
| Citigroup Mortgage Loan Trust 2022-A | Long | ABS-mortgage backed security | US | $595K | – | 0.01 |
| Citizens Financial Group Inc | Long | Equity-common | US | $6M | 158K | 0.12 |
| Civitas Resources Inc | Long | Debt | US | $161K | – | 0.00 |
| Clover CLO 2019-2 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $11M | – | 0.22 |
| CMS Energy Corp | Long | Equity-common | US | $8M | 137K | 0.17 |
| Coca-Cola Co/The | Long | Equity-common | US | $19M | 300K | 0.39 |
| Coca-Cola HBC AG | Long | Equity-common | CH | $11K | 330 | 0.00 |
| Cochlear Ltd | Long | Equity-common | AU | $136K | 614 | 0.00 |
| Cognizant Technology Solutions Corp | Long | Equity-common | US | $16M | 243K | 0.33 |
| Coles Group Ltd | Long | Equity-common | AU | $21K | 2K | 0.00 |
| Colgate-Palmolive Co | Long | Equity-common | US | $20M | 209K | 0.41 |
| Comcast Corp | Long | Equity-common | US | $11M | 286K | 0.23 |
| Comision Federal de Electricidad | Long | Debt | MX | $1M | – | 0.03 |
| COMM 2014-CCRE20 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| COMM 2015-CCRE23 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| COMM 2015-CCRE24 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| COMM 2015-CCRE27 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $6M | – | 0.12 |
| COMM 2015-LC21 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Commonbond Student Loan Trust 2017-B-GS | Long | ABS-other | US | $506K | – | 0.01 |
| Commonbond Student Loan Trust 2018-A-GS | Long | ABS-other | US | $373K | – | 0.01 |
| Commonbond Student Loan Trust 2018-C-GS | Long | ABS-other | US | $106K | – | 0.00 |
| CommonSpirit Health | Long | Debt | US | $4M | – | 0.09 |
| CommonSpirit Health | Long | Debt | US | $15K | – | 0.00 |
| CommonSpirit Health | Long | Debt | US | $4K | – | 0.00 |
| Commonwealth Bank of Australia | Long | Equity-common | AU | $32K | 383 | 0.00 |
| Commonwealth Edison Co | Long | Debt | US | $1M | – | 0.02 |
| Computershare Ltd | Long | Equity-common | AU | $14K | 812 | 0.00 |
| Connecticut Avenue Securities Trust 2022-R01 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Connecticut Avenue Securities Trust 2022-R01 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Connecticut Avenue Securities Trust 2022-R04 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Connecticut Avenue Securities Trust 2023-R02 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Connecticut Avenue Securities Trust 2023-R08 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $547K | – | 0.01 |
| Connecticut Light and Power Co/The (CONNECTICUT LIGHT & PWR) | Long | Debt | US | $3M | – | 0.05 |
| ConocoPhillips | Long | Equity-common | US | $12M | 103K | 0.24 |
| Consolidated Edison Co of New York Inc (CON EDISON CO OF NY INC) | Long | Debt | US | $217K | – | 0.00 |
| Constellation Brands Inc | Long | Debt | US | $833K | – | 0.02 |
| Continental Airlines 2012-2 Class A Pass Through Trust (CONTL AIRLINES 2012-2 A) | Long | Debt | US | $337K | – | 0.01 |
| Copart Inc | Long | Equity-common | US | $1M | 21K | 0.02 |
| COPT Defense Properties LP (COPT DEFENSE PROP LP) | Long | Debt | US | $1M | – | 0.02 |
| Corebridge Financial Inc | Long | Debt | US | $28K | – | 0.00 |
| Corp Andina de Fomento | Long | Debt | $2M | – | 0.03 | |
| Costco Wholesale Corp | Long | Equity-common | US | $18M | 21K | 0.36 |
| County of Miami-Dade FL Transit System (MIAMI-DADE CNTY FL TRANSIT SAL) | Long | Debt | US | $10K | – | 0.00 |
| Cox Communications Inc | Long | Debt | US | $4M | – | 0.09 |
| Credit Agricole SA | Long | Equity-common | FR | $115K | 8K | 0.00 |
| Credit Agricole SA/London (CREDIT AGRICOLE LONDON) | Long | Debt | FR | $1M | – | 0.02 |
| Crown Castle Inc | Long | Debt | US | $10K | – | 0.00 |
| Crown Castle Inc | Long | Debt | US | $9K | – | 0.00 |
| Crown Castle Inc | Long | Debt | US | $4K | – | 0.00 |
| Crown City CLO IV | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.13 |
| CSAIL 2015-C4 Commercial Mortgage Trust (CSAIL Commercial Mortgage Trus) | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| CSAIL 2017-C8 Commercial Mortgage Trust (CSAIL Commercial Mortgage Trus) | Long | ABS-mortgage backed security | US | $4M | – | 0.09 |
| CSMC 2018-RPL9 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $553K | – | 0.01 |
| CSX Corp | Long | Equity-common | US | $2M | 50K | 0.03 |
| CSX Corp | Long | Debt | US | $766K | – | 0.02 |
| CTS Eventim AG & Co KGaA | Long | Equity-common | DE | $8K | 95 | 0.00 |
| Cummins Inc | Long | Equity-common | US | $3M | 12K | 0.07 |
| Curtiss-Wright Corp | Long | Equity-common | US | $6M | 23K | 0.13 |
| CVS Health Corp | Long | Debt | US | $3M | – | 0.07 |
| CVS Health Corp | Long | Debt | US | $192K | – | 0.00 |
| CVS Health Corp | Long | Debt | US | $45K | – | 0.00 |
| Dai-ichi Life Holdings Inc | Long | Equity-common | JP | $75K | 3K | 0.00 |
| Daiichi Sankyo Co Ltd | Long | Equity-common | JP | $83K | 2K | 0.00 |
| Daimler Truck Finance North America LLC (DAIMLER TRUCK FINAN NA) | Long | Debt | US | $5M | – | 0.11 |
| Daimler Truck Holding AG | Long | Equity-common | DE | $162K | 4K | 0.00 |
| Daito Trust Construction Co Ltd | Long | Equity-common | JP | $10K | 100 | 0.00 |
| Daiwa Securities Group Inc | Long | Equity-common | JP | $68K | 9K | 0.00 |
| Dallas Fort Worth International Airport (DALLAS-FORT WORTH TX INTERNATI) | Long | Debt | US | $21K | – | 0.00 |
| Dallas Fort Worth International Airport (DALLAS-FORT WORTH TX INTERNATI) | Long | Debt | US | $11K | – | 0.00 |
| Danaher Corp | Long | Equity-common | US | $10M | 42K | 0.21 |
| Danske Bank A/S | Long | Debt | DK | $2M | – | 0.04 |
| DBS Group Holdings Ltd | Long | Equity-common | SG | $80K | 3K | 0.00 |
| DCC PLC | Long | Equity-common | IE | $11K | 156 | 0.00 |
| DCP Midstream Operating LP | Long | Debt | US | $5M | – | 0.11 |
| Deckers Outdoor Corp | Long | Equity-common | US | $4M | 4K | 0.08 |
| Deere & Co | Long | Equity-common | US | $2M | 6K | 0.05 |
| Demant A/S | Long | Equity-common | DK | $7K | 153 | 0.00 |
| DENTSPLY SIRONA Inc | Long | Equity-common | US | $1M | 48K | 0.02 |
| Deutsche Bank AG | Long | Equity-common | DE | $153K | 10K | 0.00 |
| Deutsche Bank AG/New York NY (DEUTSCHE BANK NY) | Long | Debt | DE | $818K | – | 0.02 |
| Deutsche Bank AG/New York NY (DEUTSCHE BANK NY) | Long | Debt | DE | $418K | – | 0.01 |
| Deutsche Telekom AG | Long | Equity-common | DE | $265K | 11K | 0.01 |
| Devon Energy Corp (DEVON ENERGY CORPORATION) | Long | Debt | US | $279K | – | 0.01 |
| Diamondback Energy Inc | Long | Equity-common | US | $13M | 63K | 0.26 |
| Digital Realty Trust Inc | Long | Equity-common | US | $2M | 13K | 0.04 |
| Disco Corp | Long | Equity-common | JP | $229K | 600 | 0.00 |
| Discover Bank | Long | Debt | US | $946K | – | 0.02 |
| Discover Financial Services (DISCOVER FINANCIAL SVS) | Long | Debt | US | $5K | – | 0.00 |
| DNB Bank ASA | Long | Equity-common | NO | $27K | 1K | 0.00 |
| Dollar Tree Inc | Long | Equity-common | US | $10M | 95K | 0.21 |
| Dollar Tree Inc | Long | Debt | US | $5M | – | 0.09 |
| Donaldson Co Inc | Long | Equity-common | US | $4M | 55K | 0.08 |
| Dow Chemical Co/The | Long | Debt | US | $205K | – | 0.00 |
| Dow Chemical Co/The | Long | Debt | US | $79K | – | 0.00 |
| Dow Inc | Long | Equity-common | US | $2M | 39K | 0.04 |
| DP World Ltd/United Arab Emirates (DP WORLD LTD UAE) | Long | Debt | AE | $715K | – | 0.01 |
| DTE Energy Co | Long | Equity-common | US | $5M | 48K | 0.11 |
| Duke Energy Carolinas LLC | Long | Debt | US | $4M | – | 0.09 |
| Duke Energy Carolinas LLC | Long | Debt | US | $573K | – | 0.01 |
| Duke Energy Carolinas LLC | Long | Debt | US | $459K | – | 0.01 |
| Duke Energy Corp | Long | Equity-common | US | $4M | 38K | 0.08 |
| Dun & Bradstreet Holdings Inc | Long | Equity-common | US | $9M | 958K | 0.18 |
| DuPont de Nemours Inc | Long | Debt | US | $264K | – | 0.01 |
| E.ON SE | Long | Equity-common | DE | $32K | 2K | 0.00 |
| Eastern Gas Transmission & Storage Inc | Long | Debt | US | $55K | – | 0.00 |
| Eaton Corp PLC | Long | Equity-common | US | $20M | 65K | 0.41 |
| Ecolab Inc | Long | Equity-common | US | $2M | 8K | 0.04 |
| Ecopetrol SA | Long | Debt | CO | $2M | – | 0.04 |
| Ecopetrol SA | Long | Debt | CO | $612K | – | 0.01 |
| Eiffage SA | Long | Equity-common | FR | $55K | 594 | 0.00 |
| EIG Pearl Holdings Sarl | Long | Debt | LU | $1M | – | 0.02 |
| El Paso Electric Co | Long | Debt | US | $672K | – | 0.01 |
| Elanco Animal Health Inc | Long | Equity-common | US | $2M | 171K | 0.05 |
| Elevance Health Inc | Long | Equity-common | US | $15M | 27K | 0.30 |
| Elevance Health Inc | Long | Debt | US | $343K | – | 0.01 |
| Elevance Health Inc | Long | Debt | US | $13K | – | 0.00 |
| Elevation CLO 2017-6 Ltd (Elevation CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $20K | – | 0.00 |
| Elevation CLO 2021-12 Ltd (Elevation CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.14 |
| Elevation Clo 2021-15 Ltd (Elevation CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $8M | – | 0.15 |
| Eli Lilly & Co | Long | Equity-common | US | $44M | 48K | 0.89 |
| Eli Lilly & Co | Long | Debt | US | $318K | – | 0.01 |
| Emerson Electric Co | Long | Equity-common | US | $3M | 29K | 0.06 |
| Enagas SA | Long | Equity-common | ES | $6K | 374 | 0.00 |
| Endeavor Energy Resources LP / EER Finance Inc | Long | Debt | US | $505K | – | 0.01 |
| Endesa SA | Long | Equity-common | ES | $139K | 7K | 0.00 |
| Enel Finance International NV (ENEL FINANCE INTL NV) | Long | Debt | NL | $2M | – | 0.04 |
| Enel SpA | Long | Equity-common | IT | $163K | 24K | 0.00 |
| ENEOS Holdings Inc | Long | Equity-common | JP | $21K | 4K | 0.00 |
| Energean Israel Finance Ltd | Long | Debt | IL | $109K | – | 0.00 |
| Energy Transfer LP | Long | Debt | US | $2M | – | 0.04 |
| Energy Transfer LP | Long | Debt | US | $1M | – | 0.03 |
| Energy Transfer LP | Long | Debt | US | $1M | – | 0.03 |
| Energy Transfer LP | Long | Debt | US | $1M | – | 0.02 |
| Energy Transfer LP | Long | Debt | US | $504K | – | 0.01 |
| Energy Transfer LP | Long | Debt | US | $176K | – | 0.00 |
| Energy Transfer LP | Long | Debt | US | $25K | – | 0.00 |
| Energy Transfer LP | Long | Debt | US | $10K | – | 0.00 |
| Engie SA | Long | Equity-common | FR | $42K | 3K | 0.00 |
| Epiroc AB | Long | Equity-common | SE | $10K | 550 | 0.00 |
| EQM Midstream Partners LP | Long | Debt | US | $53K | – | 0.00 |
| EQM Midstream Partners LP | Long | Debt | US | $51K | – | 0.00 |
| Equinor ASA | Long | Equity-common | NO | $39K | 1K | 0.00 |
| Equity Residential | Long | Equity-common | US | $14M | 195K | 0.27 |
| ERAC USA Finance LLC | Long | Debt | US | $1M | – | 0.02 |
| ERAC USA Finance LLC | Long | Debt | US | $797K | – | 0.02 |
| ERAC USA Finance LLC | Long | Debt | US | $461K | – | 0.01 |
| ERAC USA Finance LLC | Long | Debt | US | $430K | – | 0.01 |
| Erste Group Bank AG | Long | Equity-common | AT | $69K | 1K | 0.00 |
| Eskom Holdings SOC Ltd | Long | Debt | ZA | $877K | – | 0.02 |
| Essex Portfolio LP | Long | Debt | US | $4K | – | 0.00 |
| Essity AB | Long | Equity-common | SE | $151K | 6K | 0.00 |
| EUR/USD FORWARD (HSBC SECURITIES (USA) INC.) | Derivative-foreign exchange | US | $573K | – | 0.01 | |
| EUR/USD FORWARD (State Street Bank and Trust Company) | Derivative-foreign exchange | US | $182K | – | 0.00 | |
| EUR/USD FORWARD (State Street Bank and Trust Company) | Derivative-foreign exchange | US | $128K | – | 0.00 | |
| EUR/USD FORWARD (BNY MELLON CAPITAL MARKETS, LLC) | Derivative-foreign exchange | US | $-0.69 | – | -0.00 | |
| EUR/USD FORWARD (State Street Bank and Trust Company) | Derivative-foreign exchange | US | $-130K | – | -0.00 | |
| EURO-BOBL (EUREX CLEARING AKTIENGESELLSCHAFT) | Derivative-interest rate | DE | $-12K | – | -0.00 | |
| EURO-BUND (EUREX CLEARING AKTIENGESELLSCHAFT) | Derivative-interest rate | DE | $-3K | – | -0.00 | |
| Evergy Inc | Long | Equity-common | US | $906K | 17K | 0.02 |
| Evergy Kansas Central Inc | Long | Debt | US | $1M | – | 0.03 |
| Eversource Energy | Long | Debt | US | $5K | – | 0.00 |
| Exelon Corp | Long | Equity-common | US | $4M | 125K | 0.09 |
| Exelon Corp | Long | Debt | US | $24K | – | 0.00 |
| Exeter Automobile Receivables Trust 2021-1 | Long | ABS-other | US | $133.16 | – | 0.00 |
| Exeter Automobile Receivables Trust 2021-4 | Long | ABS-other | US | $9K | – | 0.00 |
| EXOR NV | Long | Equity-common | NL | $16K | 155 | 0.00 |
| Experian PLC | Long | Equity-common | IE | $8K | 176 | 0.00 |
| Export-Import Bank of India (EXPORT-IMPORT BK INDIA) | Long | Debt | IN | $994K | – | 0.02 |
| Exxon Mobil Corp | Long | Equity-common | US | $38M | 328K | 0.77 |
| Fairfax Financial Holdings Ltd (FAIRFAX FINL HLDGS LTD) | Long | Debt | CA | $4M | – | 0.08 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $354.51 | – | 0.00 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $25M | – | 0.50 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $13M | – | 0.27 |
| Fannie Mae or Freddie Mac | Short | ABS-mortgage backed security | US | $-3M | – | -0.07 |
| Fannie Mae or Freddie Mac | Short | ABS-mortgage backed security | US | $-4M | – | -0.07 |
| Fannie Mae or Freddie Mac | Short | ABS-mortgage backed security | US | $-5M | – | -0.10 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $19M | – | 0.38 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $13M | – | 0.27 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $13M | – | 0.26 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $11M | – | 0.22 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.19 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.14 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.13 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.12 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.12 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $977K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $976K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $976K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $971K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $920K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $913K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $849K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $830K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $824K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $807K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $795K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $777K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $763K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $762K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $727K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $716K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $709K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $703K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $694K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $691K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $651K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $639K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $635K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $628K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $599K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $576K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $513K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $512K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $512K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $508K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $465K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $444K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $443K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $427K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $425K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $423K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $415K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $408K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $396K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $396K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $391K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $389K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $386K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $382K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $377K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $375K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $371K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $368K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $362K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $362K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $356K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $350K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $345K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $342K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $341K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $339K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $334K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $330K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $317K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $314K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $298K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $295K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $294K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $289K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $286K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $274K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $273K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $250K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $247K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $245K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $230K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $225K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $214K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $213K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $207K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $201K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $199K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $179K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $144K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $141K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $132K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $127K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $111K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $103K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $102K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $102K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $90K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $89K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $88K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $88K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $86K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $86K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $84K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $77K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $77K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $76K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $48K | – | 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 | $42K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $28K | – | 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 | $23K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $16K | – | 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 | $13K | – | 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 | $7K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6K | – | 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 | $2K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $907.41 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $901.14 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $831.08 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $733.28 | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $718K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $200K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $105K | – | 0.00 |
| FANUC Corp | Long | Equity-common | JP | $41K | 2K | 0.00 |
| Fast Retailing Co Ltd | Long | Equity-common | JP | $76K | 300 | 0.00 |
| Federal Home Loan Banks | Long | Debt | US | $1M | – | 0.02 |
| Federal Home Loan Mortgage Corp (FREDDIE MAC) | Long | Debt | US | $514K | – | 0.01 |
| Federal National Mortgage Association (FANNIE MAE) | Long | Debt | US | $4M | – | 0.08 |
| Federal National Mortgage Association (FANNIE MAE) | Long | Debt | US | $1M | – | 0.02 |
| FedEx Corp | Long | Equity-common | US | $20M | 65K | 0.40 |
| Fidelity National Information Services Inc | Long | Equity-common | US | $3M | 42K | 0.06 |
| Finnvera Oyj (FINNVERA PLC) | Long | Debt | FI | $389K | – | 0.01 |
| FirstEnergy Pennsylvania Electric Co (FIRSTENERGY PENN ELECTRI) | Long | Debt | US | $899K | – | 0.02 |
| FirstEnergy Transmission LLC | Long | Debt | US | $10K | – | 0.00 |
| Fiserv Inc | Long | Debt | US | $3M | – | 0.05 |
| Fiserv Inc | Long | Debt | US | $10K | – | 0.00 |
| Florida Development Finance Corp (FLORIDA ST DEV FIN CORP EDUCTN) | Long | Debt | US | $33K | – | 0.00 |
| Florida Gas Transmission Co LLC | Long | Debt | US | $5K | – | 0.00 |
| Florida Power & Light Co | Long | Debt | US | $3M | – | 0.06 |
| Florida Power & Light Co | Long | Debt | US | $311K | – | 0.01 |
| Flowserve Corp | Long | Equity-common | US | $14M | 290K | 0.28 |
| Ford Auto Securitization Trust | Long | ABS-other | CA | $792K | – | 0.02 |
| Ford Credit Auto Owner Trust 2020-REV2 (Ford Credit Auto Owner Trust/F) | Long | ABS-other | US | $1M | – | 0.02 |
| Ford Credit Auto Owner Trust 2021-REV2 (Ford Credit Auto Owner Trust/F) | Long | ABS-other | US | $460K | – | 0.01 |
| Ford Credit Auto Owner Trust 2023-REV1 (Ford Credit Auto Owner Trust/F) | Long | ABS-other | US | $4M | – | 0.08 |
| Ford Credit Auto Owner Trust 2023-REV2 (Ford Credit Auto Owner Trust/F) | Long | ABS-other | US | $3M | – | 0.06 |
| Ford Credit Auto Owner Trust 2024-REV1 (Ford Credit Auto Owner Trust/F) | Long | ABS-other | US | $6M | – | 0.12 |
| Ford Motor Co | Long | Equity-common | US | $18M | 1M | 0.36 |
| Ford Motor Co (FORD MOTOR COMPANY) | Long | Debt | US | $1M | – | 0.02 |
| Ford Motor Credit Co LLC | Long | Debt | US | $1M | – | 0.03 |
| Ford Motor Credit Co LLC | Long | Debt | US | $966K | – | 0.02 |
| Ford Motor Credit Co LLC | Long | Debt | US | $788K | – | 0.02 |
| Ford Motor Credit Co LLC | Long | Debt | US | $656K | – | 0.01 |
| Ford Motor Credit Co LLC | Long | Debt | US | $315K | – | 0.01 |
| Ford Motor Credit Co LLC | Long | Debt | US | $181K | – | 0.00 |
| Fortescue Ltd | Long | Equity-common | AU | $94K | 7K | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.11 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $661K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $496K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $400K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $360K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $326K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $286K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $284K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $284K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $266K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $235K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $214K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $163K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $161K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $154K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $154K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $152K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $143K | – | 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 | $126K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $125K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $112K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $107K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $101K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $96K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $92K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $89K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $86K | – | 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 | $82K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $78K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $78K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $69K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $67K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $48K | – | 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 | $36K | – | 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 | $29K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $28K | – | 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 | $25K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $21K | – | 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 | $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 | $16K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $9K | – | 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 | $8K | – | 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 | $5K | – | 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 | $3K | – | 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 | $2K | – | 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 Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $244K | – | 0.00 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.15 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.13 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.12 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.08 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 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 | $2M | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $827K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $815K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $768K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $752K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $492K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $441K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $429K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $392K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $361K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $345K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $329K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $305K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $210K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $116K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $77K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $636K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $382K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $97K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Freddie Mac STACR REMIC Trust 2020-HQA4 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $203K | – | 0.00 |
| Freddie Mac STACR REMIC Trust 2021-DNA5 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $166K | – | 0.00 |
| Freddie Mac STACR REMIC Trust 2021-DNA7 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Freddie Mac STACR REMIC Trust 2021-HQA3 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $4M | – | 0.09 |
| Freddie Mac STACR REMIC Trust 2022-DNA1 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| Freddie Mac STACR REMIC Trust 2022-DNA3 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Freddie Mac STACR REMIC Trust 2022-DNA4 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| Freddie Mac STACR REMIC Trust 2022-DNA5 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| Freddie Mac STACR REMIC Trust 2022-HQA1 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Freddie Mac Strips (Freddiemac Strip) | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| Freeport Indonesia PT | Long | Debt | ID | $210K | – | 0.00 |
| Freeport-McMoRan Inc | Long | Equity-common | US | $8M | 160K | 0.16 |
| Fresenius Medical Care AG | Long | Equity-common | DE | $119K | 3K | 0.00 |
| Fresenius SE & Co KGaA | Long | Equity-common | DE | $89K | 3K | 0.00 |
| Freshpet Inc | Long | Equity-common | US | $9M | 69K | 0.18 |
| Gap Inc/The | Long | Equity-common | US | $882K | 37K | 0.02 |
| Gap Inc/The | Long | Debt | US | $238K | – | 0.00 |
| Gap Inc/The | Long | Debt | US | $209K | – | 0.00 |
| GBP/USD FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $46K | – | 0.00 | |
| GBP/USD FORWARD (THE TORONTO-DOMINION BANK) | Derivative-foreign exchange | US | $28K | – | 0.00 | |
| GCI LIBERTY INC ESCROW SHARE | Long | Equity-common | US | $0.03 | 343 | 0.00 |
| GEA Group AG | Long | Equity-common | DE | $147K | 4K | 0.00 |
| General Electric Co | Long | Equity-common | US | $12M | 75K | 0.24 |
| General Motors Co | Long | Equity-common | US | $9M | 203K | 0.19 |
| General Motors Co | Long | Debt | US | $976K | – | 0.02 |
| General Motors Co | Long | Debt | US | $796K | – | 0.02 |
| General Motors Co | Long | Debt | US | $5K | – | 0.00 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $2M | – | 0.04 |
| Genting Singapore Ltd | Long | Equity-common | SG | $6K | 9K | 0.00 |
| George Washington University/The | Long | Debt | US | $4K | – | 0.00 |
| Georgetown University/The | Long | Debt | US | $685K | – | 0.01 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $10M | – | 0.21 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $5M | – | 0.11 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| Ginnie Mae (Government National Mortgage A) | Short | ABS-mortgage backed security | US | $-7M | – | -0.13 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $238K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $188K | – | 0.00 |
| 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 | $85K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $74K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $71K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $69K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $31.33 | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $10M | – | 0.21 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $7M | – | 0.15 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $7M | – | 0.14 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $4M | – | 0.08 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $4M | – | 0.08 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $4M | – | 0.07 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| 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 | $2M | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $973K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $775K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $713K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $706K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $698K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $639K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $609K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $532K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $473K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $472K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $472K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $429K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $400K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $396K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $393K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $339K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $316K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $315K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $306K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $291K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $284K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $283K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $280K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $279K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $264K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $258K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $253K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $241K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $226K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $225K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $159K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $131K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $118K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $100K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $99K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $90K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| Gitlab Inc | Long | Equity-common | US | $2M | 34K | 0.03 |
| Givaudan SA | Long | Equity-common | CH | $19K | 4 | 0.00 |
| Glencore PLC | Long | Equity-common | CH | $105K | 18K | 0.00 |
| Global Payments Inc | Long | Equity-common | US | $1M | 14K | 0.03 |
| GLP Capital LP / GLP Financing II Inc (GLP CAPITAL LP / FIN II) | Long | Debt | US | $1M | – | 0.02 |
| GM Financial Automobile Leasing Trust 2023-1 | Long | ABS-other | US | $25K | – | 0.00 |
| GM Financial Revolving Receivables Trust 2021-1 | Long | ABS-other | US | $182K | – | 0.00 |
| GM Financial Revolving Receivables Trust 2024-1 | Long | ABS-other | US | $896K | – | 0.02 |
| GN Bondco LLC | Long | Debt | US | $537K | – | 0.01 |
| Goldman Sachs Group Inc/The | Long | Equity-common | US | $21M | 47K | 0.43 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $5M | – | 0.10 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $4M | – | 0.08 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $4M | – | 0.08 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $3M | – | 0.06 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $2M | – | 0.05 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $984K | – | 0.02 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $512K | – | 0.01 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $112K | – | 0.00 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $5K | – | 0.00 |
| Goodman Group | Long | Equity-common | AU | $251K | 11K | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $465K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $89K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $84K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $73K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $27K | – | 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 | $142.39 | – | 0.00 |
| GPT Group/The | Long | Equity-common | AU | $15K | 6K | 0.00 |
| GRAIL Inc | Long | Equity-common | US | $22K | 1K | 0.00 |
| Graphic Packaging International LLC | Long | Debt | US | $623K | – | 0.01 |
| Greensaif Pipelines Bidco Sarl | Long | Debt | LU | $749K | – | 0.02 |
| Greensaif Pipelines Bidco Sarl | Long | Debt | LU | $562K | – | 0.01 |
| Greenwood Park CLO Ltd (Greenwood Park CLO, Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.03 |
| GREYWOLF CLO VI Ltd (Greywolf CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.06 |
| GS Mortgage Securities Trust 2015-GC28 | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| GS Mortgage Securities Trust 2015-GC32 | Long | ABS-mortgage backed security | US | $5M | – | 0.09 |
| GS Mortgage Securities Trust 2015-GC32 | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| GS Mortgage Securities Trust 2016-GS3 | Long | ABS-mortgage backed security | US | $5M | – | 0.10 |
| GS Mortgage Securities Trust 2016-GS4 | Long | ABS-mortgage backed security | US | $5M | – | 0.10 |
| GS Mortgage Securities Trust 2018-GS9 | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GS Mortgage Securities Trust 2020-GSA2 | Long | ABS-mortgage backed security | US | $5M | – | 0.10 |
| GS Mortgage Securities Trust 2021-GSA3 | Long | ABS-mortgage backed security | US | $5M | – | 0.10 |
| GSK PLC | Long | Equity-common | GB | $272K | 14K | 0.01 |
| H & M Hennes & Mauritz AB | Long | Equity-common | SE | $14K | 891 | 0.00 |
| Hackensack Meridian Health Inc (HACKENSACK MERIDIAN HLTH) | Long | Debt | US | $17K | – | 0.00 |
| Halliburton Co | Long | Equity-common | US | $1M | 36K | 0.02 |
| Hang Seng Bank Ltd | Long | Equity-common | HK | $10K | 800 | 0.00 |
| Hannover Rueck SE | Long | Equity-common | DE | $23K | 92 | 0.00 |
| HCA Inc | Long | Debt | US | $511K | – | 0.01 |
| HCA Inc | Long | Debt | US | $304K | – | 0.01 |
| HCA Inc | Long | Debt | US | $19K | – | 0.00 |
| HCA Inc | Long | Debt | US | $8K | – | 0.00 |
| Healthpeak OP LLC | Long | Debt | US | $4K | – | 0.00 |
| Healthpeak OP LLC | Long | Debt | US | $4K | – | 0.00 |
| Healthpeak Properties Inc | Long | Equity-common | US | $2M | 101K | 0.04 |
| Heidelberg Materials AG | Long | Equity-common | DE | $41K | 392 | 0.00 |
| Henkel AG & Co KGaA | Long | Equity-preferred | DE | $168K | 2K | 0.00 |
| Henkel AG & Co KGaA | Long | Equity-common | DE | $11K | 144 | 0.00 |
| Hermes International SCA | Long | Equity-common | FR | $277K | 120 | 0.01 |
| Hertz Vehicle Financing III LLC (Hertz Vehicle Financing LLC) | Long | ABS-other | US | $4M | – | 0.07 |
| Hertz Vehicle Financing III LLC (Hertz Vehicle Financing LLC) | Long | ABS-other | US | $2M | – | 0.04 |
| Hertz Vehicle Financing III LP (Hertz Vehicle Financing LLC) | Long | ABS-other | US | $2M | – | 0.04 |
| Hertz Vehicle Financing LLC | Long | ABS-other | US | $4M | – | 0.09 |
| Hewlett Packard Enterprise Co | Long | Equity-common | US | $8M | 374K | 0.16 |
| Hikari Tsushin Inc | Long | Equity-common | JP | $19K | 100 | 0.00 |
| Hikma Pharmaceuticals PLC | Long | Equity-common | JO | $19K | 801 | 0.00 |
| Hilcorp Energy I LP / Hilcorp Finance Co (HILCORP ENERGY I/HILCORP) | Long | Debt | US | $481K | – | 0.01 |
| Hilcorp Energy I LP / Hilcorp Finance Co (HILCORP ENERGY I/HILCORP) | Long | Debt | US | $290K | – | 0.01 |
| Hilton Worldwide Holdings Inc | Long | Equity-common | US | $11M | 50K | 0.22 |
| Hitachi Construction Machinery Co Ltd | Long | Equity-common | JP | $5K | 200 | 0.00 |
| Hitachi Ltd | Long | Equity-common | JP | $79K | 4K | 0.00 |
| Holcim AG | Long | Equity-common | CH | $226K | 3K | 0.00 |
| Home Depot Inc/The | Long | Equity-common | US | $16M | 47K | 0.33 |
| Home Depot Inc/The | Long | Debt | US | $47K | – | 0.00 |
| Home Partners of America 2021-3 Trust (Home Partners of America Trust) | Long | ABS-other | US | $694K | – | 0.01 |
| Home RE 2019-1 Ltd (Home Re Ltd) | Long | ABS-mortgage backed security | BM | $168K | – | 0.00 |
| Honeywell International Inc | Long | Equity-common | US | $2M | 8K | 0.04 |
| Hormel Foods Corp | Long | Equity-common | US | $899K | 30K | 0.02 |
| Howmet Aerospace Inc | Long | Equity-common | US | $12M | 154K | 0.24 |
| Hoya Corp | Long | Equity-common | JP | $12K | 100 | 0.00 |
| HPS Loan Management 6-2015 Ltd (HPS Loan Management 6-2015, Lt) | Long | ABS-collateralized bond/debt obligation | KY | $109K | – | 0.00 |
| HSBC Holdings PLC | Long | Equity-common | GB | $274K | 32K | 0.01 |
| Humana Inc | Long | Debt | US | $14K | – | 0.00 |
| Huntington Ingalls Industries Inc | Long | Equity-common | US | $2M | 7K | 0.03 |
| Hyundai Capital America | Long | Debt | US | $3M | – | 0.06 |
| Iberdrola International BV (IBERDROLA INTL BV) | Long | Debt | NL | $151K | – | 0.00 |
| Iberdrola SA | Long | Equity-common | ES | $185K | 14K | 0.00 |
| ICG Euro CLO 2023-2 DAC | Long | ABS-collateralized bond/debt obligation | IE | $16M | – | 0.32 |
| ICL Group Ltd | Long | Equity-common | IL | $5K | 1K | 0.00 |
| Idemitsu Kosan Co Ltd | Long | Equity-common | JP | $107K | 16K | 0.00 |
| Illumina Inc | Long | Equity-common | US | $887K | 9K | 0.02 |
| Imperial Brands PLC | Long | Equity-common | GB | $193K | 8K | 0.00 |
| Indiana University Health Inc Obligated Group (INDIANA UNIV HEALTH INC) | Long | Debt | US | $12K | – | 0.00 |
| Indonesia Government International Bond (REPUBLIC OF INDONESIA) | Long | Debt | ID | $2M | – | 0.04 |
| Indonesia Government International Bond (REPUBLIC OF INDONESIA) | Long | Debt | ID | $2M | – | 0.03 |
| Industria de Diseno Textil SA | Long | Equity-common | ES | $272K | 5K | 0.01 |
| Industrivarden AB | Long | Equity-common | SE | $6K | 188 | 0.00 |
| Indutrade AB | Long | Equity-common | SE | $10K | 399 | 0.00 |
| Informa PLC | Long | Equity-common | GB | $123K | 11K | 0.00 |
| Ingredion Inc | Long | Equity-common | US | $2M | 14K | 0.03 |
| Inpex Corp | Long | Equity-common | JP | $185K | 13K | 0.00 |
| Intel Corp | Long | Equity-common | US | $22M | 724K | 0.46 |
| Intel Corp | Long | Debt | US | $381K | – | 0.01 |
| Intercontinental Exchange Inc | Long | Equity-common | US | $8M | 56K | 0.15 |
| International Business Machines Corp (IBM) | Long | Equity-common | US | $14M | 83K | 0.29 |
| International Game Technology PLC | Long | Debt | GB | $750K | – | 0.02 |
| Intesa Sanpaolo SpA | Long | Equity-common | IT | $195K | 52K | 0.00 |
| Intuit Inc | Long | Equity-common | US | $4M | 6K | 0.08 |
| Intuitive Surgical Inc | Long | Equity-common | US | $3M | 7K | 0.06 |
| Invesco Ltd | Long | Equity-common | US | $950K | 64K | 0.02 |
| Investor AB | Long | Equity-common | SE | $183K | 7K | 0.00 |
| Ipsen SA | Long | Equity-common | FR | $70K | 566 | 0.00 |
| Iron Mountain Inc | Long | Equity-common | US | $10M | 109K | 0.20 |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $1M | – | 0.02 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $210K | – | 0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $4K | – | 0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $2K | – | 0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-13K | – | -0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-17K | – | -0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-25K | – | -0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-41K | – | -0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-45K | – | -0.00 | |
| iShares MSCI EAFE ETF | Long | Equity-common | US | $77K | 988 | 0.00 |
| Israel Electric Corp Ltd | Long | Debt | IL | $433K | – | 0.01 |
| ITT Inc | Long | Equity-common | US | $2M | 16K | 0.04 |
| J M Smucker Co/The | Long | Equity-common | US | $883K | 8K | 0.02 |
| J Sainsbury PLC | Long | Equity-common | GB | $8K | 2K | 0.00 |
| Jamestown CLO XIV Ltd (Jamestown CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.10 |
| Japan Airlines Co Ltd | Long | Equity-common | JP | $57K | 4K | 0.00 |
| Japan Post Holdings Co Ltd | Long | Equity-common | JP | $23K | 2K | 0.00 |
| Japan Tobacco Inc | Long | Equity-common | JP | $38K | 1K | 0.00 |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl (JBS USA HOLD/FOOD/LUX CO) | Long | Debt | LU | $2M | – | 0.04 |
| Jefferies Financial Group Inc (JEFFERIES FIN GROUP INC) | Long | Debt | US | $3M | – | 0.05 |
| JFE Holdings Inc | Long | Equity-common | JP | $43K | 3K | 0.00 |
| John Deere Capital Corp | Long | Debt | US | $24K | – | 0.00 |
| John Deere Capital Corp | Long | Debt | US | $24K | – | 0.00 |
| Johnson & Johnson | Long | Equity-common | US | $36M | 244K | 0.72 |
| Jones Lang LaSalle Inc | Long | Equity-common | US | $4M | 21K | 0.09 |
| JP Morgan Mortgage Trust 2007-A1 | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| JP Morgan Mortgage Trust 2020-INV2 | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| JPMBB Commercial Mortgage Securities Trust 2014-C25 | Long | ABS-mortgage backed security | US | $584K | – | 0.01 |
| JPMBB Commercial Mortgage Securities Trust 2015-C27 | Long | ABS-mortgage backed security | US | $5M | – | 0.09 |
| JPMBB Commercial Mortgage Securities Trust 2015-C30 | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| JPMorgan Chase & Co | Long | Equity-common | US | $50M | 246K | 1.01 |
| JPMorgan Chase & Co | Long | Debt | US | $4M | – | 0.07 |
| JPMorgan Chase & Co | Long | Debt | US | $3M | – | 0.07 |
| JPMorgan Chase & Co | Long | Debt | US | $3M | – | 0.06 |
| JPMorgan Chase & Co | Long | Debt | US | $3M | – | 0.05 |
| JPMorgan Chase & Co | Long | Debt | US | $2M | – | 0.04 |
| JPMorgan Chase & Co | Long | Debt | US | $2M | – | 0.04 |
| JPMorgan Chase & Co | Long | Debt | US | $2M | – | 0.03 |
| JPMorgan Chase & Co | Long | Debt | US | $1M | – | 0.02 |
| JPMorgan Chase & Co | Long | Debt | US | $670K | – | 0.01 |
| JPMorgan Chase & Co | Long | Debt | US | $20K | – | 0.00 |
| JPMorgan Chase & Co | Long | Debt | US | $17K | – | 0.00 |
| JPMorgan Chase & Co | Long | Debt | US | $13K | – | 0.00 |
| Kaiser Foundation Hospitals | Long | Debt | US | $786K | – | 0.02 |
| Kansai Electric Power Co Inc/The | Long | Equity-common | JP | $25K | 2K | 0.00 |
| Kawasaki Kisen Kaisha Ltd | Long | Equity-common | JP | $9K | 600 | 0.00 |
| KB Home | Long | Debt | US | $507K | – | 0.01 |
| Kentucky Utilities Co | Long | Debt | US | $8K | – | 0.00 |
| Keurig Dr Pepper Inc | Long | Equity-common | US | $8M | 254K | 0.17 |
| KeyCorp | Long | Debt | US | $776K | – | 0.02 |
| KeyCorp | Long | Debt | US | $23K | – | 0.00 |
| Kimberly-Clark Corp | Long | Equity-common | US | $3M | 18K | 0.05 |
| Kimco Realty Corp | Long | Equity-common | US | $2M | 78K | 0.03 |
| Kimco Realty OP LLC | Long | Debt | US | $3M | – | 0.06 |
| Kinder Morgan Inc | Long | Debt | US | $2M | – | 0.03 |
| Kirby Corp | Long | Equity-common | US | $1M | 13K | 0.03 |
| Kirin Holdings Co Ltd | Long | Equity-common | JP | $5K | 400 | 0.00 |
| KKR & Co Inc | Long | Equity-common | US | $1M | 14K | 0.03 |
| Klepierre SA | Long | Equity-common | FR | $115K | 4K | 0.00 |
| Knorr-Bremse AG | Long | Equity-common | DE | $9K | 114 | 0.00 |
| Konami Group Corp | Long | Equity-common | JP | $72K | 1K | 0.00 |
| Kongsberg Gruppen ASA | Long | Equity-common | NO | $10K | 120 | 0.00 |
| Koninklijke Ahold Delhaize NV | Long | Equity-common | NL | $180K | 6K | 0.00 |
| Koninklijke KPN NV | Long | Equity-common | NL | $132K | 35K | 0.00 |
| Korea National Oil Corp | Long | Debt | KR | $525K | – | 0.01 |
| Korea National Oil Corp | Long | Debt | KR | $504K | – | 0.01 |
| Kraft Heinz Foods Co | Long | Debt | US | $2M | – | 0.03 |
| Kroger Co/The | Long | Equity-common | US | $7M | 133K | 0.13 |
| L'Oreal SA | Long | Equity-common | FR | $14K | 31 | 0.00 |
| L3Harris Technologies Inc | Long | Equity-common | US | $5M | 22K | 0.10 |
| L3Harris Technologies Inc (L3HARRIS TECH INC) | Long | Debt | US | $9K | – | 0.00 |
| La Francaise des Jeux SAEM | Long | Equity-common | FR | $109K | 3K | 0.00 |
| Labcorp Holdings Inc | Long | Equity-common | US | $7M | 32K | 0.13 |
| Lam Research Corp | Long | Equity-common | US | $14M | 13K | 0.29 |
| Lamb Weston Holdings Inc (LAMB WESTON HLD) | Long | Debt | US | $758K | – | 0.02 |
| Lamb Weston Holdings Inc (LAMB WESTON HLD) | Long | Debt | US | $249K | – | 0.01 |
| Laurel Road Prime Student Loan Trust 2019-A | Long | ABS-other | US | $105K | – | 0.00 |
| LCM 34 Ltd (LCM Ltd Partnership) | Long | ABS-collateralized bond/debt obligation | KY | $12M | – | 0.23 |
| Legacy Mortgage Asset Trust 2021-GS1 | Long | ABS-mortgage backed security | US | $289K | – | 0.01 |
| Legrand SA | Long | Equity-common | FR | $40K | 408 | 0.00 |
| Lennar Corp | Long | Equity-common | US | $8M | 56K | 0.17 |
| Level 3 Financing Inc | Long | Debt | US | $1M | – | 0.02 |
| Level 3 Financing Inc | Long | Debt | US | $498K | – | 0.01 |
| Level 3 Financing Inc | Long | Debt | US | $299K | – | 0.01 |
| Level 3 Financing Inc | Long | Debt | US | $137K | – | 0.00 |
| Level 3 Financing Inc | Long | Debt | US | $58K | – | 0.00 |
| LEVEL 3 FINANCING INC | Long | Loan | US | $102K | – | 0.00 |
| LEVEL 3 FINANCING INC | Long | Loan | US | $102K | – | 0.00 |
| Liberty Mutual Group Inc | Long | Debt | US | $881K | – | 0.02 |
| Lincoln National Corp | Long | Debt | US | $789K | – | 0.02 |
| Linde PLC | Long | Equity-common | US | $12M | 27K | 0.24 |
| Lockheed Martin Corp | Long | Equity-common | US | $9M | 19K | 0.18 |
| Logitech International SA | Long | Equity-common | CH | $188K | 2K | 0.00 |
| Long Beach Mortgage Loan Trust 2004-2 | Long | ABS-other | US | $85K | – | 0.00 |
| Lowe's Cos Inc | Long | Equity-common | US | $20M | 93K | 0.41 |
| Lowe's Cos Inc | Long | Debt | US | $30K | – | 0.00 |
| LUMEN TEC 06/01/28 | Long | Loan | US | $21K | – | 0.00 |
| LUMEN TECHNOLOGIES INC | Long | Loan | US | $26K | – | 0.00 |
| LUMEN TECHNOLOGIES INC | Long | Loan | US | $26K | – | 0.00 |
| LVMH Moet Hennessy Louis Vuitton SE | Long | Equity-common | FR | $167K | 217 | 0.00 |
| LyondellBasell Industries NV | Long | Equity-common | US | $2M | 16K | 0.03 |
| Madison Park Funding XXXVII Ltd (Madison Park Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $11M | – | 0.22 |
| Makita Corp | Long | Equity-common | JP | $11K | 400 | 0.00 |
| ManpowerGroup Inc | Long | Equity-common | US | $893K | 13K | 0.02 |
| Marathon Oil Corp | Long | Equity-common | US | $5M | 188K | 0.11 |
| Markel Group Inc | Long | Debt | US | $315K | – | 0.01 |
| Markel Group Inc | Long | Debt | US | $179K | – | 0.00 |
| Marriott International Inc/MD | Long | Equity-common | US | $9M | 37K | 0.18 |
| Marriott International Inc/MD | Long | Debt | US | $549K | – | 0.01 |
| Marriott International Inc/MD | Long | Debt | US | $15K | – | 0.00 |
| Mars Inc | Long | Debt | US | $444K | – | 0.01 |
| Marsh & McLennan Cos Inc | Long | Equity-common | US | $12M | 55K | 0.24 |
| Marsh & McLennan Cos Inc | Long | Debt | US | $9K | – | 0.00 |
| Marsh & McLennan Cos Inc | Long | Debt | US | $4K | – | 0.00 |
| Marubeni Corp | Long | Equity-common | JP | $41K | 2K | 0.00 |
| Massachusetts Institute of Technology (MASS INSTITUTE OF TECH) | Long | Debt | US | $1M | – | 0.02 |
| Mastercard Inc | Long | Equity-common | US | $33M | 75K | 0.67 |
| Mazda Motor Corp | Long | Equity-common | JP | $163K | 17K | 0.00 |
| McDonald's Corp | Long | Equity-common | US | $12M | 47K | 0.24 |
| McKesson Corp | Long | Equity-common | US | $8M | 13K | 0.16 |
| Medibank Pvt Ltd | Long | Equity-common | AU | $158K | 64K | 0.00 |
| Medline Borrower LP | Long | Debt | US | $622K | – | 0.01 |
| Medpace Holdings Inc | Long | Equity-common | US | $947K | 2K | 0.02 |
| MedStar Health Inc | Long | Debt | US | $15K | – | 0.00 |
| Medtronic PLC | Long | Equity-common | IE | $14M | 175K | 0.28 |
| Merck & Co Inc | Long | Equity-common | US | $31M | 251K | 0.63 |
| Meta Platforms Inc | Long | Equity-common | US | $65M | 129K | 1.32 |
| MetLife Inc | Long | Equity-common | US | $16M | 226K | 0.32 |
| Mexico City Airport Trust (MEXICO CITY ARPT TRUST) | Long | Debt | MX | $863K | – | 0.02 |
| Mexico City Airport Trust (MEXICO CITY ARPT TRUST) | Long | Debt | MX | $848K | – | 0.02 |
| Mexico City Airport Trust (MEXICO CITY ARPT TRUST) | Long | Debt | MX | $663K | – | 0.01 |
| Mexico Government International Bond (UNITED MEXICAN STATES) | Long | Debt | MX | $1M | – | 0.03 |
| MFA 2021-RPL1 Trust (MFRA Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| MHC Commercial Mortgage Trust 2021-MHC | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Micron Technology Inc | Long | Equity-common | US | $12M | 92K | 0.25 |
| Microsoft Corp | Long | Equity-common | US | $233M | 521K | 4.72 |
| MidOcean Credit CLO III | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.03 |
| Mitsubishi Chemical Group Corp | Long | Equity-common | JP | $65K | 12K | 0.00 |
| Mitsubishi Electric Corp | Long | Equity-common | JP | $8K | 500 | 0.00 |
| Mitsubishi Estate Co Ltd | Long | Equity-common | JP | $20K | 1K | 0.00 |
| Mitsubishi UFJ Financial Group Inc (MITSUBISHI UFJ FIN GRP) | Long | Debt | JP | $3M | – | 0.06 |
| Mitsubishi UFJ Financial Group Inc | Long | Equity-common | JP | $95K | 9K | 0.00 |
| Mitsui & Co Ltd | Long | Equity-common | JP | $91K | 4K | 0.00 |
| Mitsui OSK Lines Ltd | Long | Equity-common | JP | $174K | 6K | 0.00 |
| MMAF Equipment Finance LLC 2017-B | Long | ABS-other | US | $938K | – | 0.02 |
| MMAF Equipment Finance LLC 2019-A | Long | ABS-other | US | $1M | – | 0.03 |
| MMAF Equipment Finance LLC 2019-B | Long | ABS-other | US | $2M | – | 0.05 |
| Moncler SpA | Long | Equity-common | IT | $19K | 315 | 0.00 |
| Monday.com Ltd | Long | Equity-common | IL | $24K | 100 | 0.00 |
| Mondelez International Inc | Long | Equity-common | US | $2M | 35K | 0.05 |
| Monolithic Power Systems Inc | Long | Equity-common | US | $2M | 2K | 0.03 |
| Monument Clo 1 DAC | Long | ABS-collateralized bond/debt obligation | IE | $12M | – | 0.24 |
| Morgan Stanley | Long | Debt | US | $8M | – | 0.17 |
| Morgan Stanley | Long | Equity-common | US | $8M | 81K | 0.16 |
| Morgan Stanley | Long | Debt | US | $4M | – | 0.08 |
| Morgan Stanley | Long | Debt | US | $3M | – | 0.06 |
| Morgan Stanley | Long | Debt | US | $2M | – | 0.04 |
| Morgan Stanley | Long | Debt | US | $2M | – | 0.04 |
| Morgan Stanley | Long | Debt | US | $1M | – | 0.02 |
| Morgan Stanley | Long | Debt | US | $660K | – | 0.01 |
| Morgan Stanley | Long | Debt | US | $515K | – | 0.01 |
| Morgan Stanley | Long | Debt | US | $498K | – | 0.01 |
| Morgan Stanley | Long | Debt | US | $24K | – | 0.00 |
| Morgan Stanley Capital I Trust 2016-BNK2 | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| Morgan Stanley Capital I Trust 2016-UB11 | Long | ABS-mortgage backed security | US | $10M | – | 0.20 |
| Morgan Stanley Capital I Trust 2018-H4 | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| Morgan Stanley Capital I Trust 2019-H7 | Long | ABS-mortgage backed security | US | $8M | – | 0.15 |
| Morgan Stanley Capital I Trust 2019-MEAD | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Mosaic Co/The | Long | Equity-common | US | $997K | 35K | 0.02 |
| Motorola Solutions Inc | Long | Debt | US | $4M | – | 0.09 |
| Mowi ASA | Long | Equity-common | NO | $74K | 4K | 0.00 |
| MPLX LP | Long | Debt | US | $3M | – | 0.07 |
| MPLX LP | Long | Debt | US | $1M | – | 0.03 |
| MPLX LP | Long | Debt | US | $1M | – | 0.03 |
| MPLX LP | Long | Debt | US | $513K | – | 0.01 |
| MPLX LP | Long | Debt | US | $365K | – | 0.01 |
| MPLX LP | Long | Debt | US | $36K | – | 0.00 |
| MPT Operating Partnership LP / MPT Finance Corp (MPT OPER PARTNERSP/FINL) | Long | Debt | US | $618K | – | 0.01 |
| MPT Operating Partnership LP / MPT Finance Corp (MPT OPER PARTNERSP/FINL) | Long | Debt | US | $334K | – | 0.01 |
| MS&AD Insurance Group Holdings Inc | Long | Equity-common | JP | $221K | 10K | 0.00 |
| MSCI EAFE (ICE FUTURES U.S., INC.) | Derivative-equity | US | $4K | – | 0.00 | |
| MSCI Inc | Long | Equity-common | US | $1M | 2K | 0.02 |
| Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen (Munich Re) | Long | Equity-common | DE | $286K | 573 | 0.01 |
| Municipal Electric Authority of Georgia (MUNI ELEC AUTH OF GEORGIA) | Long | Debt | US | $15K | – | 0.00 |
| Mylan Inc | Long | Debt | US | $1M | – | 0.02 |
| Mylan Inc | Long | Debt | US | $731K | – | 0.01 |
| National Australia Bank Ltd | Long | Equity-common | AU | $181K | 7K | 0.00 |
| NatWest Group PLC | Long | Equity-common | GB | $57K | 14K | 0.00 |
| Navient Private Education Refi Loan Trust 2018-C (Navient Student Loan Trust) | Long | ABS-other | US | $24K | – | 0.00 |
| Navient Private Education Refi Loan Trust 2019-C (Navient Student Loan Trust) | Long | ABS-other | US | $473K | – | 0.01 |
| Navient Private Education Refi Loan Trust 2020-B (Navient Student Loan Trust) | Long | ABS-other | US | $568K | – | 0.01 |
| NEC Corp | Long | Equity-common | JP | $8K | 100 | 0.00 |
| Nemetschek SE | Long | Equity-common | DE | $121K | 1K | 0.00 |
| Nestle SA | Long | Equity-common | CH | $278K | 3K | 0.01 |
| NetApp Inc | Long | Equity-common | US | $6M | 49K | 0.13 |
| Netflix Inc | Long | Equity-common | US | $30M | 45K | 0.61 |
| New Jersey Turnpike Authority (NEW JERSEY ST TURNPIKE AUTH TU) | Long | Debt | US | $1M | – | 0.03 |
| New Residential Mortgage Loan Trust 2018-4 | Long | ABS-mortgage backed security | US | $172K | – | 0.00 |
| New York City Transitional Finance Authority Future Tax Secured Revenue (NEW YORK CITY NY TRANSITIONAL) | Long | Debt | US | $1M | – | 0.02 |
| New York Life Insurance Co | Long | Debt | US | $735K | – | 0.01 |
| New York State Urban Development Corp (NEW YORK ST URBAN DEV CORP SAL) | Long | Debt | US | $25K | – | 0.00 |
| NewDay Funding | Long | ABS-other | GB | $7M | – | 0.14 |
| Newday Funding Master Issuer PLC - Series 2024-2 | Long | ABS-other | GB | $3M | – | 0.05 |
| Newmont Corp | Long | Debt | US | $2M | – | 0.05 |
| Newmont Corp / Newcrest Finance Pty Ltd (NEWMONT / NEWCREST FIN) | Long | Debt | US | $1M | – | 0.03 |
| Next PLC | Long | Equity-common | GB | $60K | 525 | 0.00 |
| NextEra Energy Capital Holdings Inc | Long | Debt | US | $4M | – | 0.08 |
| NextEra Energy Capital Holdings Inc | Long | Debt | US | $781K | – | 0.02 |
| NextEra Energy Capital Holdings Inc | Long | Debt | US | $21K | – | 0.00 |
| Nice Ltd | Long | Equity-common | IL | $26K | 151 | 0.00 |
| Nintendo Co Ltd | Long | Equity-common | JP | $64K | 1K | 0.00 |
| Nippon Paint Holdings Co Ltd | Long | Equity-common | JP | $21K | 3K | 0.00 |
| Nippon Sanso Holdings Corp | Long | Equity-common | JP | $56K | 2K | 0.00 |
| Nippon Steel Corp | Long | Equity-common | JP | $170K | 8K | 0.00 |
| NiSource Inc | Long | Equity-common | US | $7M | 252K | 0.15 |
| NiSource Inc | Long | Debt | US | $1M | – | 0.03 |
| NiSource Inc | Long | Debt | US | $1M | – | 0.02 |
| NiSource Inc | Long | Debt | US | $729K | – | 0.01 |
| NiSource Inc | Long | Debt | US | $11K | – | 0.00 |
| Nokia Oyj | Long | Equity-common | FI | $93K | 24K | 0.00 |
| Nomura Holdings Inc | Long | Debt | JP | $3M | – | 0.07 |
| Nomura Holdings Inc | Long | Debt | JP | $2M | – | 0.03 |
| Nomura Real Estate Holdings Inc | Long | Equity-common | JP | $118K | 5K | 0.00 |
| Nordea Bank Abp | Long | Equity-common | FI | $107K | 9K | 0.00 |
| Norfolk Southern Corp | Long | Debt | US | $100K | – | 0.00 |
| Northern Star Resources Ltd | Long | Equity-common | AU | $21K | 2K | 0.00 |
| Northern States Power Co/MN (NORTHERN STATES PWR-MINN) | Long | Debt | US | $1M | – | 0.02 |
| Northern Trust Corp | Long | Equity-common | US | $4M | 52K | 0.09 |
| Northrop Grumman Corp | Long | Equity-common | US | $15M | 35K | 0.31 |
| Northwestern University | Long | Debt | US | $13K | – | 0.00 |
| Northwoods Capital XV Ltd (Northwoods Capital Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $10M | – | 0.19 |
| Novartis AG | Long | Equity-common | CH | $501K | 5K | 0.01 |
| Novo Nordisk A/S | Long | Equity-common | DK | $907K | 6K | 0.02 |
| NRG Energy Inc | Long | Equity-common | US | $15M | 196K | 0.31 |
| NRG Energy Inc | Long | Debt | US | $1M | – | 0.03 |
| NRG Energy Inc | Long | Debt | US | $303K | – | 0.01 |
| NRG Energy Inc | Long | Debt | US | $172K | – | 0.00 |
| NRG Energy Inc | Long | Debt | US | $64K | – | 0.00 |
| Nucor Corp | Long | Equity-common | US | $1M | 9K | 0.03 |
| Nucor Corp | Long | Debt | US | $14K | – | 0.00 |
| Nucor Corp | Long | Debt | US | $9K | – | 0.00 |
| NVIDIA Corp | Long | Equity-common | US | $214M | 2M | 4.35 |
| NXP BV / NXP Funding LLC / NXP USA Inc (NXP BV/NXP FDG/NXP USA) | Long | Debt | $21K | – | 0.00 | |
| NXP BV / NXP Funding LLC / NXP USA Inc (NXP BV/NXP FDG/NXP USA) | Long | Debt | $5K | – | 0.00 | |
| NXP Semiconductors NV | Long | Equity-common | NL | $3M | 13K | 0.07 |
| O'Reilly Automotive Inc | Long | Debt | US | $19K | – | 0.00 |
| Oaktown Re VII Ltd (Oaktown Re Ltd) | Long | ABS-mortgage backed security | BM | $443K | – | 0.01 |
| Oaktree CLO 2020-1 Ltd (Oaktree CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.06 |
| Obayashi Corp | Long | Equity-common | JP | $174K | 15K | 0.00 |
| OCP SA (OFFICE CHERIFIEN DES PHO) | Long | Debt | MA | $2M | – | 0.04 |
| OFSI BSL XII Ltd (OFSI Fund LTD) | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.14 |
| OFSI BSL XIII CLO Ltd (OFSI Fund LTD) | Long | ABS-collateralized bond/debt obligation | KY | $8M | – | 0.16 |
| Ohio State University/The (OHIO ST UNIV) | Long | Debt | US | $437K | – | 0.01 |
| Olympus Corp | Long | Equity-common | JP | $13K | 800 | 0.00 |
| OneMain Direct Auto Receivables Trust 2019-1 | Long | ABS-other | US | $5M | – | 0.10 |
| OneMain Direct Auto Receivables Trust 2021-1 | Long | ABS-other | US | $2M | – | 0.05 |
| OneMain Direct Auto Receivables Trust 2023-1 | Long | ABS-other | US | $5M | – | 0.10 |
| OneMain Financial Issuance Trust 2020-2 | Long | ABS-other | US | $3M | – | 0.05 |
| OneMain Financial Issuance Trust 2021-1 | Long | ABS-other | US | $3M | – | 0.06 |
| OneMain Financial Issuance Trust 2022-2 | Long | ABS-other | US | $2M | – | 0.04 |
| OneMain Financial Issuance Trust 2023-2 | Long | ABS-other | US | $5M | – | 0.11 |
| ONEOK Inc | Long | Debt | US | $5M | – | 0.09 |
| ONEOK Inc | Long | Debt | US | $2M | – | 0.05 |
| ONEOK Inc | Long | Debt | US | $233K | – | 0.00 |
| ONEOK Partners LP | Long | Debt | US | $153K | – | 0.00 |
| Ono Pharmaceutical Co Ltd | Long | Equity-common | JP | $96K | 7K | 0.00 |
| Oracle Corp | Long | Equity-common | US | $7M | 53K | 0.15 |
| Oracle Corp | Long | Debt | US | $2M | – | 0.04 |
| Orange SA | Long | Equity-common | FR | $29K | 3K | 0.00 |
| Organon & Co / Organon Foreign Debt Co-Issuer BV (ORGANON & CO/ORGANON FOR) | Long | Debt | US | $836K | – | 0.02 |
| Orica Ltd | Long | Equity-common | AU | $21K | 2K | 0.00 |
| Orion Oyj | Long | Equity-common | FI | $7K | 161 | 0.00 |
| Orkla ASA | Long | Equity-common | NO | $9K | 1K | 0.00 |
| Otsuka Holdings Co Ltd | Long | Equity-common | JP | $89K | 2K | 0.00 |
| Oversea-Chinese Banking Corp Ltd | Long | Equity-common | SG | $212K | 20K | 0.00 |
| Owens Corning | Long | Equity-common | US | $3M | 16K | 0.05 |
| Owens Corning | Long | Debt | US | $501K | – | 0.01 |
| OZLM XI Ltd (OZLM Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $388K | – | 0.01 |
| PACCAR Financial Corp | Long | Debt | US | $20K | – | 0.00 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $1M | – | 0.03 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $1M | – | 0.02 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $9K | – | 0.00 |
| PacifiCorp | Long | Debt | US | $3M | – | 0.06 |
| Palmer Square CLO 2014-1 Ltd (Palmer Square CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $178K | – | 0.00 |
| Panama Government International Bond (REPUBLIC OF PANAMA) | Long | Debt | PA | $320K | – | 0.01 |
| Pandora A/S | Long | Equity-common | DK | $36K | 240 | 0.00 |
| Park Avenue Institutional Advisers CLO Ltd 2018-1 | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.15 |
| Park Hotels & Resorts Inc | Long | Equity-common | US | $939K | 63K | 0.02 |
| PayPal Holdings Inc | Long | Equity-common | US | $7M | 117K | 0.14 |
| PayPal Holdings Inc | Long | Debt | US | $30K | – | 0.00 |
| PECO Energy Co | Long | Debt | US | $689K | – | 0.01 |
| Pennsylvania Higher Education Assistance Agency | Long | ABS-other | US | $1M | – | 0.02 |
| Pennsylvania Turnpike Commission (PENNSYLVANIA ST TURNPIKE COMMI) | Long | Debt | US | $541K | – | 0.01 |
| PepsiCo Inc | Long | Equity-common | US | $14M | 85K | 0.28 |
| Peruvian Government International Bond (REPUBLIC OF PERU) | Long | Debt | PE | $388K | – | 0.01 |
| Petroleos Mexicanos | Long | Debt | MX | $2M | – | 0.04 |
| Petroleos Mexicanos | Long | Debt | MX | $655K | – | 0.01 |
| Petroleos Mexicanos | Long | Debt | MX | $452K | – | 0.01 |
| Petroleos Mexicanos | Long | Debt | MX | $314K | – | 0.01 |
| PG&E Corp | Long | Equity-common | US | $6M | 344K | 0.12 |
| PGIM Core Ultra Short Bond Fund | Long | Short-term investment vehicle | US | $270M | 270M | 5.47 |
| PGIM Institutional Money Market Fund - D | Long | Short-term investment vehicle | US | $84M | 84M | 1.70 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $5M | – | 0.10 |
| Philip Morris International Inc | Long | Equity-common | US | $5M | 47K | 0.10 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $3M | – | 0.06 |
| Phillips 66 | Long | Equity-common | US | $10M | 73K | 0.21 |
| Phoenix Group Holdings PLC | Long | Equity-common | GB | $8K | 1K | 0.00 |
| Plains All American Pipeline LP / PAA Finance Corp (PLAINS ALL AMER PIPELINE) | Long | Debt | US | $5K | – | 0.00 |
| PNC Financial Services Group Inc/The | Long | Equity-common | US | $1M | 9K | 0.03 |
| PNC Financial Services Group Inc/The | Long | Debt | US | $35K | – | 0.00 |
| Popular Inc | Long | Equity-common | PR | $3M | 34K | 0.06 |
| PPG Industries Inc | Long | Equity-common | US | $9M | 74K | 0.19 |
| Principal Financial Group Inc (PRINCIPAL FINANCIAL GRP) | Long | Debt | US | $115K | – | 0.00 |
| Principal Financial Group Inc (PRINCIPAL FINANCIAL GRP) | Long | Debt | US | $17K | – | 0.00 |
| Principal Financial Group Inc (PRINCIPAL FINANCIAL GRP) | Long | Debt | US | $10K | – | 0.00 |
| Private Export Funding Corp | Long | Debt | US | $324K | – | 0.01 |
| Procter & Gamble Co/The | Long | Equity-common | US | $12M | 76K | 0.25 |
| Progressive Corp/The | Long | Equity-common | US | $15M | 73K | 0.31 |
| Prologis Inc | Long | Equity-common | US | $5M | 46K | 0.10 |
| Prologis LP | Long | Debt | US | $5K | – | 0.00 |
| Prosus NV | Long | Equity-common | NL | $77K | 2K | 0.00 |
| Providence St Joseph Health Obligated Group (PROV ST JOSEPH HLTH OBL) | Long | Debt | US | $671K | – | 0.01 |
| Province of Alberta Canada | Long | Debt | CA | $19K | – | 0.00 |
| Province of New Brunswick Canada (PROV OF NEW BRUNSWICK) | Long | Debt | CA | $19K | – | 0.00 |
| Province of Quebec Canada | Long | Debt | CA | $10K | – | 0.00 |
| Public Service Electric and Gas Co | Long | Debt | US | $1M | – | 0.02 |
| Public Service Electric and Gas Co | Long | Debt | US | $1M | – | 0.02 |
| Public Service Electric and Gas Co | Long | Debt | US | $559K | – | 0.01 |
| Public Service Electric and Gas Co | Long | Debt | US | $542K | – | 0.01 |
| Public Service Enterprise Group Inc | Long | Debt | US | $575K | – | 0.01 |
| Public Storage | Long | Equity-common | US | $11M | 39K | 0.22 |
| Public Storage Operating Co (PUBLIC STORAGE OP CO) | Long | Debt | US | $1M | – | 0.02 |
| Public Storage Operating Co (PUBLIC STORAGE OP CO) | Long | Debt | US | $9K | – | 0.00 |
| Publicis Groupe SA | Long | Equity-common | FR | $186K | 2K | 0.00 |
| Pure Storage Inc | Long | Equity-common | US | $1M | 22K | 0.03 |
| QatarEnergy (QATAR ENERGY) | Long | Debt | QA | $685K | – | 0.01 |
| QatarEnergy (QATAR ENERGY) | Long | Debt | QA | $552K | – | 0.01 |
| QBE Insurance Group Ltd | Long | Equity-common | AU | $10K | 903 | 0.00 |
| Qorvo Inc | Long | Equity-common | US | $7M | 58K | 0.14 |
| QUALCOMM Inc | Long | Equity-common | US | $29M | 143K | 0.58 |
| QUALCOMM Inc | Long | Debt | US | $22K | – | 0.00 |
| QUALCOMM Inc | Long | Debt | US | $11K | – | 0.00 |
| Rakuten Group Inc | Long | Equity-common | JP | $12K | 2K | 0.00 |
| Ralph Lauren Corp | Long | Equity-common | US | $9M | 49K | 0.17 |
| Rational AG | Long | Equity-common | DE | $41K | 49 | 0.00 |
| Raymond James Financial Inc | Long | Equity-common | US | $952K | 8K | 0.02 |
| RCKT Mortgage Trust 2024-CES1 (Woodward Capital Management) | Long | ABS-mortgage backed security | US | $944K | – | 0.02 |
| RCKT Mortgage Trust 2024-CES3 (Woodward Capital Management) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Realty Income Corp | Long | Equity-common | US | $903K | 17K | 0.02 |
| Realty Income Corp | Long | Debt | US | $20K | – | 0.00 |
| Reckitt Benckiser Group PLC | Long | Equity-common | GB | $56K | 1K | 0.00 |
| Recruit Holdings Co Ltd | Long | Equity-common | JP | $253K | 5K | 0.01 |
| Reece Ltd | Long | Equity-common | AU | $84K | 5K | 0.00 |
| Regatta VII Funding Ltd | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.11 |
| Regatta VIII Funding Ltd | Long | ABS-collateralized bond/debt obligation | KY | $10M | – | 0.20 |
| Regional Transportation District Sales Tax Revenue (REGL TRANSPRTN DIST CO SALES T) | Long | Debt | US | $711K | – | 0.01 |
| RELX Capital Inc | Long | Debt | US | $9K | – | 0.00 |
| Renesas Electronics Corp | Long | Equity-common | JP | $21K | 1K | 0.00 |
| Repsol SA | Long | Equity-common | ES | $29K | 2K | 0.00 |
| Republic Services Inc | Long | Debt | US | $15K | – | 0.00 |
| Rexel SA | Long | Equity-common | FR | $9K | 342 | 0.00 |
| Reynolds American Inc | Long | Debt | US | $908K | – | 0.02 |
| Rheinmetall AG | Long | Equity-common | DE | $32K | 63 | 0.00 |
| Rio Tinto Ltd | Long | Equity-common | AU | $46K | 576 | 0.00 |
| Rio Tinto PLC | Long | Equity-common | GB | $219K | 3K | 0.00 |
| Ritchie Bros Holdings Inc (RITCHIE BROS HLDGS INC) | Long | Debt | US | $76K | – | 0.00 |
| Roche Holding AG | Long | Equity-common | CH | $300K | 1K | 0.01 |
| ROCKWOOL A/S | Long | Equity-common | DK | $7K | 18 | 0.00 |
| Rogers Communications Inc | Long | Debt | CA | $51K | – | 0.00 |
| Rohm Co Ltd | Long | Equity-common | JP | $7K | 500 | 0.00 |
| Rolls-Royce Holdings PLC | Long | Equity-common | GB | $254K | 44K | 0.01 |
| Romanian Government International Bond | Long | Debt | RO | $2M | – | 0.03 |
| Roper Technologies Inc | Long | Debt | US | $15K | – | 0.00 |
| Roper Technologies Inc | Long | Debt | US | $4K | – | 0.00 |
| Ross Stores Inc | Long | Equity-common | US | $1M | 10K | 0.03 |
| RTX Corp | Long | Debt | US | $1M | – | 0.02 |
| S&P Global Inc | Long | Equity-common | US | $16M | 37K | 0.33 |
| S&P500 EMINI (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-equity | US | $6K | – | 0.00 | |
| Safran SA | Long | Equity-common | FR | $261K | 1K | 0.01 |
| Salesforce Inc | Long | Equity-common | US | $27M | 105K | 0.55 |
| San Diego Gas & Electric Co (SAN DIEGO G & E) | Long | Debt | US | $1M | – | 0.02 |
| Sands China Ltd | Long | Debt | KY | $282K | – | 0.01 |
| Sanofi SA | Long | Equity-common | FR | $167K | 2K | 0.00 |
| Santander Drive Auto Receivables Trust 2021-2 | Long | ABS-other | US | $2M | – | 0.03 |
| Santander Drive Auto Receivables Trust 2022-1 | Long | ABS-other | US | $2M | – | 0.03 |
| Santander Drive Auto Receivables Trust 2022-3 | Long | ABS-other | US | $25K | – | 0.00 |
| Santander Drive Auto Receivables Trust 2023-1 | Long | ABS-other | US | $793K | – | 0.02 |
| Santander Drive Auto Receivables Trust 2023-3 | Long | ABS-other | US | $2M | – | 0.03 |
| Santander Drive Auto Receivables Trust 2023-4 | Long | ABS-other | US | $3M | – | 0.05 |
| Santander Drive Auto Receivables Trust 2023-6 | Long | ABS-other | US | $708K | – | 0.01 |
| Santander Drive Auto Receivables Trust 2023-6 | Long | ABS-other | US | $308K | – | 0.01 |
| Santander Drive Auto Receivables Trust 2024-2 | Long | ABS-other | US | $504K | – | 0.01 |
| Santos Finance Ltd | Long | Debt | AU | $1M | – | 0.02 |
| SAP SE | Long | Equity-common | DE | $122K | 606 | 0.00 |
| Sasol Financing USA LLC | Long | Debt | US | $638K | – | 0.01 |
| Saudi Government International Bond (SAUDI INTERNATIONAL BOND) | Long | Debt | SA | $796K | – | 0.02 |
| Scentre Group | Long | Equity-common | AU | $15K | 7K | 0.00 |
| Schindler Holding AG | Long | Equity-common | CH | $14K | 56 | 0.00 |
| Schindler Holding AG | Long | Equity-common | CH | $9K | 35 | 0.00 |
| Schlumberger NV | Long | Equity-common | US | $9M | 193K | 0.18 |
| Schneider Electric SE | Long | Equity-common | FR | $17K | 70 | 0.00 |
| Scout24 SE | Long | Equity-common | DE | $9K | 120 | 0.00 |
| SCREEN Holdings Co Ltd | Long | Equity-common | JP | $18K | 200 | 0.00 |
| Sea Ltd | Long | Equity-common | SG | $86K | 1K | 0.00 |
| Sealed Air Corp/Sealed Air Corp US (SEALED AIR/SEALED AIR US) | Long | Debt | US | $125K | – | 0.00 |
| SEB SA | Long | Equity-common | FR | $5K | 44 | 0.00 |
| Sekisui Chemical Co Ltd | Long | Equity-common | JP | $8K | 600 | 0.00 |
| Sempra | Long | Debt | US | $20K | – | 0.00 |
| ServiceNow Inc | Long | Equity-common | US | $8M | 10K | 0.16 |
| ServiceNow Inc | Long | Debt | US | $2M | – | 0.03 |
| Seven Group Holdings Ltd | Long | Equity-common | AU | $6K | 247 | 0.00 |
| SFS Auto Receivables Securitization Trust 2023-1 | Long | ABS-other | US | $507K | – | 0.01 |
| SFS Auto Receivables Securitization Trust 2023-1 | Long | ABS-other | US | $302K | – | 0.01 |
| Shamrock Residential | Long | ABS-mortgage backed security | IE | $405K | – | 0.01 |
| Shell PLC | Long | Equity-common | GB | $355K | 10K | 0.01 |
| Sherwin-Williams Co/The | Long | Equity-common | US | $11M | 38K | 0.23 |
| Shimano Inc | Long | Equity-common | JP | $15K | 100 | 0.00 |
| Shimizu Corp | Long | Equity-common | JP | $65K | 12K | 0.00 |
| Shionogi & Co Ltd | Long | Equity-common | JP | $171K | 4K | 0.00 |
| Siemens AG | Long | Equity-common | DE | $337K | 2K | 0.01 |
| Simon Property Group LP | Long | Debt | US | $5K | – | 0.00 |
| Singapore Airlines Ltd | Long | Equity-common | SG | $11K | 2K | 0.00 |
| Singapore Technologies Engineering Ltd (ST Engineering) | Long | Equity-common | SG | $7K | 2K | 0.00 |
| Skandinaviska Enskilda Banken AB | Long | Equity-common | SE | $33K | 2K | 0.00 |
| Skechers USA Inc | Long | Equity-common | US | $1M | 21K | 0.03 |
| SKF AB | Long | Equity-common | SE | $173K | 9K | 0.00 |
| Smiths Group PLC | Long | Equity-common | GB | $12K | 550 | 0.00 |
| Smurfit Kappa Group PLC | Long | Equity-common | IE | $162K | 4K | 0.00 |
| Societe Generale SA | Long | Debt | FR | $4M | – | 0.08 |
| Societe Generale SA | Long | Debt | FR | $1M | – | 0.03 |
| Sofi Professional Loan Program 2018-B Trust (Social Professional Loan Progr) | Long | ABS-other | US | $338K | – | 0.01 |
| Sofi Professional Loan Program 2019-A LLC (Social Professional Loan Progr) | Long | ABS-other | US | $409K | – | 0.01 |
| Sofi Professional Loan Program 2019-B LLC (Social Professional Loan Progr) | Long | ABS-other | US | $496K | – | 0.01 |
| Sofi Professional Loan Program 2019-C LLC (Social Professional Loan Progr) | Long | ABS-other | US | $775K | – | 0.02 |
| SoFi Professional Loan Program 2020-ATrust (Social Professional Loan Progr) | Long | ABS-other | US | $1M | – | 0.02 |
| Solvay SA | Long | Equity-common | BE | $53K | 1K | 0.00 |
| Sony Group Corp | Long | Equity-common | JP | $170K | 2K | 0.00 |
| Sound Point CLO II Ltd (Sound Point CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.06 |
| SOUND POINT CLO XXII LTD (Sound Point CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.03 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $2M | – | 0.03 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $628K | – | 0.01 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $444K | – | 0.01 |
| Southern Co Gas Capital Corp | Long | Debt | US | $30K | – | 0.00 |
| Southwest Airlines Co | Long | Debt | US | $901K | – | 0.02 |
| Southwestern Energy Co | Long | Debt | US | $459K | – | 0.01 |
| Spectra Energy Partners LP | Long | Debt | US | $14K | – | 0.00 |
| Standard Industries Inc/NJ | Long | Debt | US | $687K | – | 0.01 |
| Standard Industries Inc/NJ | Long | Debt | US | $667K | – | 0.01 |
| State of California (CALIFORNIA ST) | Long | Debt | US | $1M | – | 0.03 |
| State of California (CALIFORNIA ST) | Long | Debt | US | $548K | – | 0.01 |
| State of California (CALIFORNIA ST) | Long | Debt | US | $290K | – | 0.01 |
| State of California (CALIFORNIA ST) | Long | Debt | US | $260K | – | 0.01 |
| State of Oregon Department of Transportation (OREGON ST DEPT OF TRANSPRTN HI) | Long | Debt | US | $463K | – | 0.01 |
| State of Wisconsin (WISCONSIN ST GEN FUND ANNUAL A) | Long | Debt | US | $14K | – | 0.00 |
| State Street Corp | Long | Debt | US | $10K | – | 0.00 |
| Stellantis NV | Long | Equity-common | NL | $68K | 3K | 0.00 |
| Stockland | Long | Equity-common | AU | $5K | 2K | 0.00 |
| Structured Adjustable Rate Mortgage Loan Trust | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| Subaru Corp | Long | Equity-common | JP | $177K | 8K | 0.00 |
| Sumitomo Electric Industries Ltd | Long | Equity-common | JP | $34K | 2K | 0.00 |
| Sumitomo Mitsui Financial Group Inc (SUMITOMO MITSUI FINL GRP) | Long | Debt | JP | $4M | – | 0.08 |
| Sumitomo Mitsui Trust Bank Ltd (SUMITOMO MITSUI TR BK LT) | Long | Debt | JP | $1M | – | 0.02 |
| Sun Communities Operating LP (SUN COMMUNITIES OPER LP) | Long | Debt | US | $3M | – | 0.07 |
| Sun Communities Operating LP (SUN COMMUNITIES OPER LP) | Long | Debt | US | $2M | – | 0.05 |
| Suncorp Group Ltd | Long | Equity-common | AU | $16K | 1K | 0.00 |
| Sutter Health | Long | Debt | US | $2M | – | 0.04 |
| Swedbank AB | Long | Equity-common | SE | $26K | 1K | 0.00 |
| Swire Pacific Ltd | Long | Equity-common | HK | $13K | 2K | 0.00 |
| Synchrony Financial | Long | Equity-common | US | $8M | 178K | 0.17 |
| T Rowe Price Group Inc | Long | Equity-common | US | $1M | 12K | 0.03 |
| T-Mobile US Inc | Long | Equity-common | US | $3M | 15K | 0.05 |
| T-Mobile USA Inc | Long | Debt | US | $7M | – | 0.15 |
| T-Mobile USA Inc | Long | Debt | US | $1M | – | 0.02 |
| T-Mobile USA Inc | Long | Debt | US | $341K | – | 0.01 |
| Taisei Corp | Long | Equity-common | JP | $11K | 300 | 0.00 |
| Talanx AG | Long | Equity-common | DE | $7K | 90 | 0.00 |
| Targa Resources Corp | Long | Debt | US | $2M | – | 0.04 |
| Targa Resources Corp | Long | Debt | US | $680K | – | 0.01 |
| Target Corp | Long | Equity-common | US | $19M | 125K | 0.38 |
| Taylor Morrison Communities Inc | Long | Debt | US | $522K | – | 0.01 |
| TCW CLO 2021-2 Ltd (TCW CLO 2021-2, Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.14 |
| TD SYNNEX Corp | Long | Equity-common | US | $7M | 61K | 0.14 |
| TDK Corp | Long | Equity-common | JP | $234K | 4K | 0.00 |
| TE Connectivity Ltd | Long | Equity-common | US | $6M | 42K | 0.13 |
| Teachers Insurance & Annuity Association of America (TEACHERS INSUR & ANNUITY) | Long | Debt | US | $460K | – | 0.01 |
| Teachers Insurance & Annuity Association of America (TEACHERS INSUR & ANNUITY) | Long | Debt | US | $138K | – | 0.00 |
| Tele2 AB | Long | Equity-common | SE | $8K | 767 | 0.00 |
| Telos CLO 2013-4 Ltd (Telos CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $955K | – | 0.02 |
| Tenaris SA | Long | Equity-common | LU | $12K | 754 | 0.00 |
| Tenet Healthcare Corp | Long | Debt | US | $579K | – | 0.01 |
| Tennessee Valley Authority (TENN VALLEY AUTHORITY) | Long | Debt | US | $508K | – | 0.01 |
| Teradyne Inc | Long | Equity-common | US | $11M | 76K | 0.23 |
| Tesco PLC | Long | Equity-common | GB | $51K | 13K | 0.00 |
| Tesla Inc | Long | Equity-common | US | $21M | 107K | 0.43 |
| Teva Pharmaceutical Industries Ltd | Long | Equity-common | IL | $13K | 800 | 0.00 |
| Texas A&M University (TEXAS ST A & M UNIV REVENUES) | Long | Debt | US | $21K | – | 0.00 |
| Texas Instruments Inc | Long | Debt | US | $13K | – | 0.00 |
| TFS_18-3 | Long | ABS-mortgage backed security | $1.07 | – | 0.00 | |
| TFS_18-3-A1 | Long | ABS-mortgage backed security | LU | $755K | – | 0.02 |
| Thermo Fisher Scientific Inc | Long | Equity-common | US | $27M | 49K | 0.55 |
| Thomson Reuters Corp | Long | Debt | CA | $5K | – | 0.00 |
| THREE-MONTH SOFR (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $10K | – | 0.00 | |
| Tikehau US CLO III Ltd (Tikehau US CLO Ltd) | Long | ABS-collateralized bond/debt obligation | BM | $11M | – | 0.22 |
| Time Warner Cable LLC | Long | Debt | US | $301K | – | 0.01 |
| TIS Inc | Long | Equity-common | JP | $6K | 300 | 0.00 |
| TJX Cos Inc/The | Long | Equity-common | US | $2M | 20K | 0.04 |
| TJX Cos Inc/The | Long | Debt | US | $4K | – | 0.00 |
| Toho Co Ltd/Tokyo | Long | Equity-common | JP | $12K | 400 | 0.00 |
| Tokio Marine Holdings Inc | Long | Equity-common | JP | $177K | 5K | 0.00 |
| Tokyo Electric Power Co Holdings Inc (TEPCO) | Long | Equity-common | JP | $31K | 6K | 0.00 |
| Tokyo Electron Ltd | Long | Equity-common | JP | $153K | 700 | 0.00 |
| Tokyo Gas Co Ltd | Long | Equity-common | JP | $146K | 7K | 0.00 |
| Toro European CLO 2 DAC | Long | ABS-collateralized bond/debt obligation | IE | $5M | – | 0.10 |
| Toronto-Dominion Bank/The | Long | Debt | CA | $34K | – | 0.00 |
| TotalEnergies Capital International SA (TOTALENERGIES CAP INTL) | Long | Debt | FR | $29K | – | 0.00 |
| TotalEnergies SE | Long | Equity-common | FR | $373K | 6K | 0.01 |
| Towd Point HE Trust 2023-1 | Long | ABS-other | US | $357K | – | 0.01 |
| Towd Point Mortgage Trust | Long | ABS-mortgage backed security | US | $725K | – | 0.01 |
| Towd Point Mortgage Trust 2017-5 | Long | ABS-mortgage backed security | US | $261K | – | 0.01 |
| Towd Point Mortgage Trust 2020-4 | Long | ABS-mortgage backed security | US | $554K | – | 0.01 |
| Towd Point Mortgage Trust 2024-CES1 | Long | ABS-mortgage backed security | US | $185K | – | 0.00 |
| Towd Point Mortgage Trust 2024-CES2 | Long | ABS-mortgage backed security | US | $378K | – | 0.01 |
| Towd Point Mortgage Trust 2024-CES3 | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| Toyota Industries Corp | Long | Equity-common | JP | $60K | 700 | 0.00 |
| Toyota Motor Corp | Long | Equity-common | JP | $176K | 9K | 0.00 |
| Toyota Motor Credit Corp | Long | Debt | US | $2M | – | 0.04 |
| Toyota Tsusho Corp | Long | Equity-common | JP | $6K | 300 | 0.00 |
| Transurban Finance Co Pty Ltd | Long | Debt | AU | $5K | – | 0.00 |
| Trelleborg AB | Long | Equity-common | SE | $13K | 325 | 0.00 |
| Trimaran Cavu 2019-1 Ltd (Trimaran Advisors CAVU 2019-1) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.06 |
| Trinity Health Corp | Long | Debt | US | $4K | – | 0.00 |
| TRS TREASURY BOND (JPMORGAN CHASE BANK, NATIONAL ASSOCIATION) | Derivative-interest rate | US | $-216K | – | -0.00 | |
| TRS TREASURY BOND (JPMORGAN CHASE BANK, NATIONAL ASSOCIATION) | Derivative-interest rate | US | $-315K | – | -0.01 | |
| TRS TREASURY BOND (JPMORGAN CHASE BANK, NATIONAL ASSOCIATION) | Derivative-interest rate | US | $-445K | – | -0.01 | |
| TRS TREASURY BOND (GOLDMAN SACHS INTERNATIONAL) | Derivative-interest rate | GB | $-566K | – | -0.01 | |
| TRS TREASURY BOND (JPMORGAN CHASE BANK, NATIONAL ASSOCIATION) | Derivative-interest rate | US | $-709K | – | -0.01 | |
| TRS TREASURY BOND (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-interest rate | US | $-745K | – | -0.02 | |
| TRS TREASURY BOND (GOLDMAN SACHS INTERNATIONAL) | Derivative-interest rate | GB | $-877K | – | -0.02 | |
| TRS TREASURY BOND (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-interest rate | US | $-1M | – | -0.03 | |
| TRS TRSBENCH7 INDEX (JPMORGAN CHASE BANK, NATIONAL ASSOCIATION) | Derivative-equity | US | $156K | – | 0.00 | |
| Truist Financial Corp | Long | Debt | US | $1M | – | 0.03 |
| Truist Financial Corp | Long | Debt | US | $8K | – | 0.00 |
| Uber Technologies Inc | Long | Equity-common | US | $5M | 69K | 0.10 |
| UBS Commercial Mortgage Trust 2017-C2 | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| UBS Commercial Mortgage Trust 2017-C5 | Long | ABS-mortgage backed security | US | $6M | – | 0.13 |
| UBS Commercial Mortgage Trust 2018-C14 | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| UBS Commercial Mortgage Trust 2018-C9 | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| UBS Group AG | Long | Debt | CH | $5M | – | 0.10 |
| UBS Group AG | Long | Debt | CH | $2M | – | 0.03 |
| UBS Group AG | Long | Debt | CH | $1M | – | 0.03 |
| UBS Group AG | Long | Debt | CH | $756K | – | 0.02 |
| UBS Group AG | Long | Equity-common | CH | $148K | 5K | 0.00 |
| Ulta Beauty Inc | Long | Equity-common | US | $10M | 25K | 0.20 |
| Unibail-Rodamco-Westfield | Long | Equity-common | FR | $16K | 198 | 0.00 |
| UniCredit SpA | Long | Equity-common | IT | $201K | 5K | 0.00 |
| Unilever PLC | Long | Equity-common | GB | $346K | 6K | 0.01 |
| Union Pacific Corp | Long | Equity-common | US | $21M | 93K | 0.43 |
| United Airlines 2018-1 Class A Pass Through Trust (UNITED AIR 2018-1 A PTT) | Long | Debt | US | $20K | – | 0.00 |
| United Airlines Inc | Long | Debt | US | $812K | – | 0.02 |
| United Airlines Inc | Long | Debt | US | $154K | – | 0.00 |
| United Overseas Bank Ltd | Long | Equity-common | SG | $46K | 2K | 0.00 |
| United Parcel Service Inc | Long | Equity-common | US | $2M | 12K | 0.03 |
| United Rentals Inc | Long | Equity-common | US | $970K | 2K | 0.02 |
| United Rentals North America Inc | Long | Debt | US | $1M | – | 0.02 |
| United Rentals North America Inc | Long | Debt | US | $373K | – | 0.01 |
| United Rentals North America Inc | Long | Debt | US | $283K | – | 0.01 |
| United States Treasury Bill (TREASURY BILL) | Long | Debt | US | $148K | – | 0.00 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $18M | – | 0.36 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $7M | – | 0.14 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $3M | – | 0.07 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $2M | – | 0.04 |
| United States Treasury Strip Coupon (STRIPS) | Long | Debt | US | $6M | – | 0.12 |
| United States Treasury Strip Coupon (STRIPS) | Long | Debt | US | $1M | – | 0.02 |
| United States Treasury Strip Coupon (STRIPS) | Long | Debt | US | $554K | – | 0.01 |
| United States Treasury Strip Coupon (STRIPS) | Long | Debt | US | $167K | – | 0.00 |
| UnitedHealth Group Inc | Long | Equity-common | US | $17M | 33K | 0.34 |
| UnitedHealth Group Inc | Long | Debt | US | $3M | – | 0.05 |
| UnitedHealth Group Inc | Long | Debt | US | $2M | – | 0.03 |
| UnitedHealth Group Inc | Long | Debt | US | $963K | – | 0.02 |
| UnitedHealth Group Inc | Long | Debt | US | $687K | – | 0.01 |
| UnitedHealth Group Inc | Long | Debt | US | $8K | – | 0.00 |
| UnitedHealth Group Inc | Long | Debt | US | $5K | – | 0.00 |
| University of California (UNIV OF CALIFORNIA CA REVENUES) | Long | Debt | US | $4K | – | 0.00 |
| University of Miami | Long | Debt | US | $942K | – | 0.02 |
| University of Southern California (UNIV SOUTHERN CALIFORNIA) | Long | Debt | US | $1M | – | 0.03 |
| University of Virginia (UNIV OF VIRGINIA VA UNIV REVEN) | Long | Debt | US | $385K | – | 0.01 |
| UPM-Kymmene Oyj | Long | Equity-common | FI | $27K | 780 | 0.00 |
| US 2YR NOTE (CBT) (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $160K | – | 0.00 | |
| US 5 YEAR TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $195K | – | 0.00 | |
| US Bancorp | Long | Equity-common | US | $3M | 71K | 0.06 |
| US TREASURY LONG BOND (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-39K | – | -0.00 | |
| US ULTRA BOND CBT (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $286K | – | 0.01 | |
| USD/CAD FORWARD (STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC) | Derivative-foreign exchange | US | $1K | – | 0.00 | |
| USD/GBP FORWARD (THE TORONTO-DOMINION BANK) | Derivative-foreign exchange | US | $-28K | – | -0.00 | |
| Vector Group Ltd | Long | Debt | US | $1M | – | 0.02 |
| Venture 42 CLO Ltd (Venture CDO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $10M | – | 0.20 |
| Venture Global Calcasieu Pass LLC | Long | Debt | US | $105K | – | 0.00 |
| Venture Global Calcasieu Pass LLC | Long | Debt | US | $81K | – | 0.00 |
| Veralto Corp | Long | Equity-common | US | $859K | 9K | 0.02 |
| Verizon Communications Inc | Long | Equity-common | US | $12M | 284K | 0.24 |
| Verizon Communications Inc | Long | Debt | US | $2M | – | 0.03 |
| Verizon Communications Inc | Long | Debt | US | $1M | – | 0.02 |
| Verizon Communications Inc | Long | Debt | US | $912K | – | 0.02 |
| Verizon Communications Inc | Long | Debt | US | $500K | – | 0.01 |
| Verizon Communications Inc | Long | Debt | US | $43K | – | 0.00 |
| Vertex Pharmaceuticals Inc | Long | Equity-common | US | $6M | 13K | 0.12 |
| Vertiv Holdings Co | Long | Equity-common | US | $978K | 11K | 0.02 |
| Viatris Inc | Long | Debt | US | $343K | – | 0.01 |
| Vicinity Ltd | Long | Equity-common | AU | $91K | 74K | 0.00 |
| Victoria's Secret & Co | Long | Equity-common | US | $933K | 53K | 0.02 |
| Vinci SA | Long | Equity-common | FR | $180K | 2K | 0.00 |
| Virtu Financial Inc | Long | Equity-common | US | $2M | 96K | 0.04 |
| Visa Inc | Long | Equity-common | US | $29M | 111K | 0.59 |
| Vistra Operations Co LLC | Long | Debt | US | $2M | – | 0.04 |
| Vistra Operations Co LLC (VISTRA CORP) | Long | Debt | US | $701K | – | 0.01 |
| Vivendi SE | Long | Equity-common | FR | $37K | 4K | 0.00 |
| voestalpine AG | Long | Equity-common | AT | $13K | 464 | 0.00 |
| Volkswagen AG | Long | Equity-common | DE | $5K | 43 | 0.00 |
| Volkswagen Group of America Finance LLC (VOLKSWAGEN GROUP AMERICA) | Long | Debt | US | $3M | – | 0.05 |
| Volvo AB | Long | Equity-common | SE | $223K | 9K | 0.00 |
| Volvo AB | Long | Equity-common | SE | $8K | 297 | 0.00 |
| Volvo Car AB | Long | Equity-common | SE | $105K | 34K | 0.00 |
| Vulcan Materials Co | Long | Equity-common | US | $10M | 42K | 0.21 |
| Walgreens Boots Alliance Inc | Long | Equity-common | US | $2M | 129K | 0.03 |
| Walmart Inc | Long | Equity-common | US | $7M | 105K | 0.14 |
| Walmart Inc | Long | Debt | US | $20K | – | 0.00 |
| Walt Disney Co/The | Long | Equity-common | US | $7M | 69K | 0.14 |
| Walt Disney Co/The (WALT DISNEY COMPANY/THE) | Long | Debt | US | $47K | – | 0.00 |
| Warner Bros Discovery Inc | Long | Equity-common | US | $2M | 271K | 0.04 |
| Warnermedia Holdings Inc | Long | Debt | US | $942K | – | 0.02 |
| Warnermedia Holdings Inc | Long | Debt | US | $731K | – | 0.01 |
| Wartsila OYJ Abp | Long | Equity-common | FI | $40K | 2K | 0.00 |
| Waste Connections Inc | Long | Debt | CA | $17K | – | 0.00 |
| Waste Management Inc | Long | Equity-common | US | $9M | 43K | 0.19 |
| Wellfleet CLO 2017-3 Ltd (Wellfleet CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.03 |
| Wellfleet CLO 2018-1 Ltd (Wellfleet CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.05 |
| Wellfleet CLO 2018-2 Ltd (Wellfleet CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.09 |
| Wells Fargo & Co | Long | Equity-common | US | $24M | 400K | 0.48 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $4M | – | 0.07 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $4M | – | 0.07 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $3M | – | 0.06 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $1M | – | 0.03 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $49K | – | 0.00 |
| Wells Fargo Commercial Mortgage Trust 2015-C30 | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Wells Fargo Commercial Mortgage Trust 2015-NXS2 | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Wells Fargo Commercial Mortgage Trust 2016-NXS6 | Long | ABS-mortgage backed security | US | $8M | – | 0.15 |
| Wells Fargo Commercial Mortgage Trust 2017-C38 | Long | ABS-mortgage backed security | US | $4M | – | 0.08 |
| Wells Fargo Commercial Mortgage Trust 2018-C48 | Long | ABS-mortgage backed security | US | $7M | – | 0.13 |
| Wells Fargo Commercial Mortgage Trust 2020-C58 | Long | ABS-mortgage backed security | US | $6M | – | 0.12 |
| West Pharmaceutical Services Inc | Long | Equity-common | US | $5M | 14K | 0.09 |
| Western Digital Corp | Long | Equity-common | US | $5M | 63K | 0.10 |
| Western Midstream Operating LP | Long | Debt | US | $107K | – | 0.00 |
| Westpac Banking Corp | Long | Equity-common | AU | $93K | 5K | 0.00 |
| WH Group Ltd | Long | Equity-common | HK | $114K | 173K | 0.00 |
| Wheels Fleet Lease Funding 1 LLC (Wheels Fleet Lease Funding LLC) | Long | ABS-other | US | $4M | – | 0.09 |
| Wheels Fleet Lease Funding 1 LLC (Wheels Fleet Lease Funding LLC) | Long | ABS-other | US | $3M | – | 0.05 |
| Williams Cos Inc/The | Long | Equity-common | US | $3M | 63K | 0.05 |
| Williams Cos Inc/The (WILLIAMS COMPANIES INC) | Long | Debt | US | $1M | – | 0.03 |
| Williams Cos Inc/The (WILLIAMS COMPANIES INC) | Long | Debt | US | $874K | – | 0.02 |
| Williams Cos Inc/The (WILLIAMS COMPANIES INC) | Long | Debt | US | $498K | – | 0.01 |
| Williams Cos Inc/The (WILLIAMS COMPANIES INC) | Long | Debt | US | $451K | – | 0.01 |
| Wilmar International Ltd | Long | Equity-common | SG | $118K | 52K | 0.00 |
| Wix.com Ltd | Long | Equity-common | IL | $127K | 800 | 0.00 |
| Wolters Kluwer NV | Long | Equity-common | NL | $78K | 475 | 0.00 |
| Wolverine World Wide Inc | Long | Debt | US | $606K | – | 0.01 |
| World Omni Select Auto Trust 2021-A | Long | ABS-other | US | $571K | – | 0.01 |
| WP Carey Inc | Long | Debt | US | $19K | – | 0.00 |
| WW Grainger Inc | Long | Equity-common | US | $902K | 1K | 0.02 |
| Xcel Energy Inc | Long | Equity-common | US | $9M | 163K | 0.18 |
| Xcel Energy Inc | Long | Debt | US | $416K | – | 0.01 |
| Xero Ltd | Long | Equity-common | NZ | $20K | 218 | 0.00 |
| XPO Inc | Long | Debt | US | $154K | – | 0.00 |
| Yamana Gold Inc | Long | Debt | CA | $3M | – | 0.05 |
| Yokogawa Electric Corp | Long | Equity-common | JP | $10K | 400 | 0.00 |
| Zimmer Biomet Holdings Inc | Long | Equity-common | US | $1M | 12K | 0.03 |
| Zoetis Inc | Long | Debt | US | $2M | – | 0.05 |
Address
Prudential Series Fund
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
Bloomberg Finance L.P.
S&P Global Market Intelligence
Intercontinental Exchange, Inc.
LSEG US FIN CORP.
Custodians
Skandinaviska Enskilda Banken AB, Copenhagen Branch
Skandinaviska Enskilda Banken AB, Oslo Branch
Credit Suisse (Switzerland) Ltd.
Euroclear France
TMX GROUP LIMITED
The Bank of New York Mellon SA/NV, Asset Servicing, Niederlassung Frankfurt am Main
The Bank of New York Mellon (United Kingdom)
The Bank of New York Mellon, SA/NV (Italy)
The Bank of New York Mellon, SA/NV (Netherlands)
Banque Nationale de Belgique SA/NV
STANDARD CHARTERED BANK (SINGAPORE) LIMITED
Citibank Europe PLC (Portugal)
UniCredit Bank Austria AG
Banco Bilbao Vizcaya Argentaria SA
Skandinaviska Enskilda Banken AB, Helsinki Branch
The Hongkong and Shanghai Banking Corporation (Hong Kong)
Skandinaviska Enskilda Banken AB, Stockholm
Citibanamex
The Bank of New York Mellon (Ireland)
Standard Chartered Bank Malaysia Berhad
The Bank of New York Mellon SA/NV (Belgium)
MUFG Bank, Ltd.
HSBC Bank Australia Limited
CIBC Mellon Trust Company (Canada)
Bank Hapoalim B.M.
The Bank of New York Mellon
Euroclear Bank SA/NV (Belgium)
HSBC NOMINEES (NEW ZEALAND) LIMITED
Shareholder Servicing Agents
Prudential Mutual Fund Services LLC
Admins
PGIM INVESTMENTS LLC
Brokers
CitiGroup Global Markets Inc.
MORGAN STANLEY & CO. LLC
MIZUHO SECURITIES USA LLC
VIRTU AMERICAS LLC
J.P. Morgan Securities LLC
INSTINET, LLC
CLSA AMERICAS, LLC
BOFA SECURITIES, INC.
GOLDMAN SACHS & CO. LLC
BARCLAYS CAPITAL, INC.