Prudential > Prudential Series Fund
PSF PGIM 50/50 Balanced Portfolio
$2.42B
Avg Monthly Net Assets
$2.75B
Total Assets
$120.39M
Total Liabilities
$2.63B
Net Assets
PSF PGIM 50/50 Balanced 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 $2.42B.
On August 29th, 2024 it reported 1,764 holdings, the largest
being PGIM Core Ultra Short Bond Fund (10.5%), Microsoft Corp (3.6%) and NVIDIA Corp (3.3%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class I | C000005724 | ||
| Class III | C000226565 |
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 | $191K | – | 0.01 | |
| 10 YEAR US ULTRA TREASURY BOND (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $41K | – | 0.00 | |
| 1011778 BC ULC / New Red Finance Inc (1011778 BC / NEW RED FIN) | Long | Debt | CA | $375K | – | 0.01 |
| 3i Group PLC | Long | Equity-common | GB | $99K | 3K | 0.00 |
| 3M Co | Long | Equity-common | US | $2M | 16K | 0.06 |
| A O Smith Corp | Long | Equity-common | US | $303K | 4K | 0.01 |
| ABB Ltd | Long | Equity-common | CH | $183K | 3K | 0.01 |
| Abbott Laboratories | Long | Equity-common | US | $5M | 50K | 0.20 |
| AbbVie Inc | Long | Equity-common | US | $9M | 51K | 0.33 |
| AbbVie Inc | Long | Debt | US | $2M | – | 0.06 |
| AbbVie Inc | Long | Debt | US | $938K | – | 0.04 |
| AbbVie Inc | Long | Debt | US | $384K | – | 0.01 |
| AbbVie Inc | Long | Debt | US | $121K | – | 0.00 |
| ABN AMRO Bank NV | Long | Equity-common | NL | $6K | 393 | 0.00 |
| Abu Dhabi National Energy Co PJSC | Long | Debt | AE | $331K | – | 0.01 |
| Accenture PLC | Long | Equity-common | IE | $5M | 18K | 0.21 |
| Accor SA | Long | Equity-common | FR | $52K | 1K | 0.00 |
| ACS Actividades de Construccion y Servicios SA | Long | Equity-common | ES | $8K | 174 | 0.00 |
| adidas AG | Long | Equity-common | DE | $33K | 140 | 0.00 |
| Adobe Inc | Long | Equity-common | US | $7M | 13K | 0.27 |
| Advanced Micro Devices Inc | Long | Equity-common | US | $8M | 46K | 0.29 |
| AECOM | Long | Debt | US | $491K | – | 0.02 |
| Aena SME SA | Long | Equity-common | ES | $11K | 55 | 0.00 |
| AEP Texas Inc | Long | Debt | US | $2M | – | 0.08 |
| AerCap Holdings NV | Long | Equity-common | IE | $19K | 200 | 0.00 |
| AES Corp/The | Long | Equity-common | US | $343K | 20K | 0.01 |
| Aetna Inc | Long | Debt | US | $509K | – | 0.02 |
| Affirm Asset Securitization Trust 2024-A (Affirm Inc) | Long | ABS-other | US | $699K | – | 0.03 |
| Aflac Inc | Long | Equity-common | US | $1M | 15K | 0.05 |
| AGC Inc | Long | Equity-common | JP | $7K | 200 | 0.00 |
| Ageas SA/NV | Long | Equity-common | BE | $82K | 2K | 0.00 |
| Agilent Technologies Inc | Long | Equity-common | US | $1M | 9K | 0.04 |
| AGL CLO 9 LTD (AGL CLO Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.26 |
| AIB Group PLC | Long | Equity-common | IE | $49K | 9K | 0.00 |
| Air Products and Chemicals Inc | Long | Equity-common | US | $2M | 6K | 0.06 |
| Airbnb Inc | Long | Equity-common | US | $2M | 13K | 0.07 |
| Akamai Technologies Inc | Long | Equity-common | US | $405K | 5K | 0.02 |
| Aker BP ASA | Long | Debt | NO | $2M | – | 0.08 |
| Aker BP ASA | Long | Debt | NO | $450K | – | 0.02 |
| Alabama Economic Settlement Authority (ALABAMA ECON SETTLEMENT AUTH B) | Long | Debt | US | $173K | – | 0.01 |
| Albemarle Corp | Long | Equity-common | US | $334K | 4K | 0.01 |
| Alcon Inc | Long | Equity-common | CH | $11K | 123 | 0.00 |
| Alexandria Real Estate Equities Inc | Long | Debt | US | $2M | – | 0.07 |
| Alexandria Real Estate Equities Inc | Long | Equity-common | US | $524K | 4K | 0.02 |
| Alexandria Real Estate Equities Inc | Long | Debt | US | $340K | – | 0.01 |
| Alfa Desarrollo SpA | Long | Debt | CL | $328K | – | 0.01 |
| Alfa Laval AB | Long | Equity-common | SE | $9K | 210 | 0.00 |
| Align Technology Inc | Long | Equity-common | US | $493K | 2K | 0.02 |
| Allegion plc | Long | Equity-common | IE | $299K | 3K | 0.01 |
| Alliant Energy Corp | Long | Equity-common | US | $377K | 7K | 0.01 |
| Allianz SE | Long | Equity-common | DE | $88K | 318 | 0.00 |
| Allstate Corp/The | Long | Equity-common | US | $1M | 8K | 0.05 |
| Alphabet Inc | Long | Equity-common | US | $31M | 170K | 1.17 |
| Alphabet Inc | Long | Equity-common | US | $26M | 141K | 0.98 |
| Altria Group Inc | Long | Equity-common | US | $2M | 52K | 0.09 |
| Amazon.com Inc | Long | Equity-common | US | $51M | 264K | 1.94 |
| Amcor PLC | Long | Equity-common | GB | $429K | 44K | 0.02 |
| Ameren Corp | Long | Equity-common | US | $533K | 8K | 0.02 |
| American Airlines 2015-1 Class A Pass Through Trust (AMER AIRLN 15-1 A PTT) | Long | Debt | US | $1M | – | 0.05 |
| American Airlines Group Inc | Long | Equity-common | US | $235K | 21K | 0.01 |
| American Electric Power Co Inc | Long | Equity-common | US | $1M | 15K | 0.05 |
| American Express Co | Long | Equity-common | US | $4M | 16K | 0.14 |
| American International Group Inc | Long | Equity-common | US | $2M | 20K | 0.06 |
| American Tower Corp | Long | Equity-common | US | $3M | 13K | 0.10 |
| American Tower Corp | Long | Debt | US | $2M | – | 0.08 |
| American Water Works Co Inc | Long | Equity-common | US | $736K | 6K | 0.03 |
| AmeriCredit Automobile Receivables Trust 2021-2 | Long | ABS-other | US | $857K | – | 0.03 |
| AmeriCredit Automobile Receivables Trust 2021-3 | Long | ABS-other | US | $844K | – | 0.03 |
| Ameriprise Financial Inc | Long | Equity-common | US | $1M | 3K | 0.05 |
| AMETEK Inc | Long | Equity-common | US | $1M | 7K | 0.04 |
| Amgen Inc | Long | Equity-common | US | $5M | 15K | 0.18 |
| Amgen Inc | Long | Debt | US | $400K | – | 0.02 |
| Amphenol Corp | Long | Equity-common | US | $2M | 34K | 0.09 |
| Ampol Ltd | Long | Equity-common | AU | $5K | 221 | 0.00 |
| Amsted Industries Inc | Long | Debt | US | $789K | – | 0.03 |
| Amundi SA | Long | Equity-common | FR | $5K | 78 | 0.00 |
| Analog Devices Inc | Long | Equity-common | US | $3M | 14K | 0.12 |
| Anchorage Capital CLO 15 Ltd (Anchorage Capital CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.08 |
| Anchorage Capital Europe CLO 6 DAC | Long | ABS-collateralized bond/debt obligation | IE | $3M | – | 0.10 |
| Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc (ANHEUSER-BUSCH CO/INBEV) | Long | Debt | US | $1M | – | 0.04 |
| ANSYS Inc | Long | Equity-common | US | $772K | 2K | 0.03 |
| Aon PLC | Long | Equity-common | US | $2M | 6K | 0.07 |
| APA Corp | Long | Equity-common | US | $324K | 11K | 0.01 |
| Apple Inc | Long | Equity-common | US | $87M | 415K | 3.32 |
| Applied Materials Inc | Long | Equity-common | US | $6M | 24K | 0.21 |
| Aptiv PLC | Long | Equity-common | IE | $577K | 8K | 0.02 |
| ArcelorMittal SA | Long | Equity-common | LU | $9K | 394 | 0.00 |
| Arch Capital Group Ltd | Long | Equity-common | BM | $1M | 11K | 0.04 |
| Archer-Daniels-Midland Co | Long | Equity-common | US | $860K | 14K | 0.03 |
| ARI Fleet Lease Trust 2024-A | Long | ABS-other | US | $996K | – | 0.04 |
| Arista Networks Inc | Long | Equity-common | US | $3M | 7K | 0.10 |
| Aristocrat Leisure Ltd | Long | Equity-common | AU | $15K | 439 | 0.00 |
| Arthur J Gallagher & Co | Long | Equity-common | US | $2M | 6K | 0.06 |
| Asahi Group Holdings Ltd | Long | Equity-common | JP | $11K | 300 | 0.00 |
| Asics Corp | Long | Equity-common | JP | $99K | 6K | 0.00 |
| ASM International NV | Long | Equity-common | NL | $101K | 132 | 0.00 |
| ASML Holding NV | Long | Equity-common | NL | $410K | 402 | 0.02 |
| Associated British Foods PLC | Long | Equity-common | GB | $22K | 694 | 0.00 |
| Assurant Commercial Mortgage Trust 2016-1 | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Assurant Inc | Long | Equity-common | US | $249K | 2K | 0.01 |
| AstraZeneca PLC | Long | Equity-common | GB | $106K | 683 | 0.00 |
| AT&T Inc | Long | Equity-common | US | $4M | 206K | 0.15 |
| AT&T Inc | Long | Debt | US | $2M | – | 0.08 |
| AT&T Inc | Long | Debt | US | $1M | – | 0.04 |
| AT&T Inc | Long | Debt | US | $928K | – | 0.04 |
| AT&T Inc | Long | Debt | US | $275K | – | 0.01 |
| AT&T Inc | Long | Debt | US | $3K | – | 0.00 |
| Atlas Copco AB | Long | Equity-common | SE | $87K | 5K | 0.00 |
| Atlas Copco AB | Long | Equity-common | SE | $19K | 1K | 0.00 |
| Atmos Energy Corp | Long | Equity-common | US | $513K | 4K | 0.02 |
| Auto Trader Group PLC | Long | Equity-common | GB | $8K | 783 | 0.00 |
| Autodesk Inc | Long | Equity-common | US | $1M | 6K | 0.06 |
| Automatic Data Processing Inc | Long | Equity-common | US | $3M | 12K | 0.11 |
| AutoZone Inc | Long | Debt | US | $2M | – | 0.07 |
| AutoZone Inc | Long | Equity-common | US | $1M | 490 | 0.06 |
| AvalonBay Communities Inc | Long | Equity-common | US | $843K | 4K | 0.03 |
| Avery Dennison Corp | Long | Equity-common | US | $503K | 2K | 0.02 |
| Avis Budget Rental Car Funding AESOP LLC | Long | ABS-other | US | $3M | – | 0.11 |
| Avis Budget Rental Car Funding AESOP LLC | Long | ABS-other | US | $2M | – | 0.09 |
| Avis Budget Rental Car Funding AESOP LLC | Long | ABS-other | US | $2M | – | 0.08 |
| Avis Budget Rental Car Funding AESOP LLC | Long | ABS-other | US | $1M | – | 0.04 |
| Avis Budget Rental Car Funding AESOP LLC | Long | ABS-other | US | $1M | – | 0.04 |
| Avis Budget Rental Car Funding AESOP LLC | Long | ABS-other | US | $396K | – | 0.02 |
| Aviva PLC | Long | Equity-common | GB | $82K | 14K | 0.00 |
| AXA SA | Long | Equity-common | FR | $119K | 4K | 0.00 |
| Axon Enterprise Inc | Long | Equity-common | US | $559K | 2K | 0.02 |
| BAE Systems PLC | Long | Equity-common | GB | $47K | 3K | 0.00 |
| Baker Hughes Co | Long | Equity-common | US | $1M | 29K | 0.04 |
| Balboa Bay Loan Funding 2021-1 Ltd (Balboa Bay Loan Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.10 |
| Ball Corp | Long | Debt | US | $729K | – | 0.03 |
| Ball Corp | Long | Equity-common | US | $564K | 9K | 0.02 |
| Ball Corp | Long | Debt | US | $254K | – | 0.01 |
| Baltimore Gas and Electric Co (BALTIMORE GAS & ELECTRIC) | Long | Debt | US | $562K | – | 0.02 |
| Banc of America Mortgage 2005-A Trust (Banc of America Mortgage Secur) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| Banco Bilbao Vizcaya Argentaria SA (BBVA) | Long | Equity-common | ES | $103K | 10K | 0.00 |
| Banco BPM SpA | Long | Equity-common | IT | $7K | 1K | 0.00 |
| Banco Santander SA | Long | Debt | ES | $749K | – | 0.03 |
| Banco Santander SA | Long | Equity-common | ES | $62K | 13K | 0.00 |
| Bandai Namco Holdings Inc | Long | Equity-common | JP | $10K | 500 | 0.00 |
| BANK 2021-BNK35 | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| BANK 2021-BNK35 | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| BANK 2021-BNK37 | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| Bank Hapoalim BM | Long | Equity-common | IL | $6K | 672 | 0.00 |
| Bank of America Corp | Long | Equity-common | US | $8M | 196K | 0.30 |
| Bank of America Corp | Long | Debt | US | $5M | – | 0.18 |
| Bank of America Corp | Long | Debt | US | $4M | – | 0.17 |
| Bank of America Corp | Long | Debt | US | $2M | – | 0.06 |
| Bank of America Corp | Long | Debt | US | $1M | – | 0.06 |
| Bank of America Corp | Long | Debt | US | $953K | – | 0.04 |
| Bank of America Corp | Long | Debt | US | $896K | – | 0.03 |
| Bank of America Corp | Long | Debt | US | $743K | – | 0.03 |
| Bank of America Corp | Long | Debt | US | $593K | – | 0.02 |
| Bank of America NA | Long | Debt | US | $846K | – | 0.03 |
| Bank of New York Mellon Corp/The (BANK OF NY MELLON CORP) | Long | Debt | US | $2M | – | 0.09 |
| Bank of New York Mellon Corp/The | Long | Equity-common | US | $1M | 22K | 0.05 |
| Barclays PLC | Long | Debt | GB | $2M | – | 0.09 |
| Barclays PLC | Long | Debt | GB | $921K | – | 0.03 |
| Barclays PLC | Long | Debt | GB | $689K | – | 0.03 |
| Barclays PLC | Long | Equity-common | GB | $101K | 38K | 0.00 |
| Barratt Developments PLC | Long | Equity-common | GB | $5K | 798 | 0.00 |
| BAT Capital Corp | Long | Debt | US | $3M | – | 0.11 |
| BAT Capital Corp | Long | Debt | US | $2M | – | 0.07 |
| BAT Capital Corp | Long | Debt | US | $360K | – | 0.01 |
| BAT Capital Corp | Long | Debt | US | $342K | – | 0.01 |
| Bath & Body Works Inc | Long | Equity-common | US | $258K | 7K | 0.01 |
| Battalion Clo 17 Ltd (Battalion CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.15 |
| Battalion CLO X Ltd (Battalion CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.25 |
| Baxter International Inc | Long | Equity-common | US | $492K | 15K | 0.02 |
| Bay Area Toll Authority (BAY AREA CA TOLL AUTH TOLL BRI) | Long | Debt | US | $1M | – | 0.05 |
| Bayer US Finance II LLC | Long | Debt | US | $1M | – | 0.04 |
| Bayerische Motoren Werke AG | Long | Equity-common | DE | $26K | 277 | 0.00 |
| BBCMS Mortgage Trust 2018-C2 (Barclays Commercial Mortgage S) | Long | ABS-mortgage backed security | US | $4M | – | 0.14 |
| BBCMS Mortgage Trust 2021-C12 (Barclays Commercial Mortgage S) | Long | ABS-mortgage backed security | US | $4M | – | 0.14 |
| BBCMS Mortgage Trust 2023-C19 (Barclays Commercial Mortgage S) | Long | ABS-mortgage backed security | US | $3M | – | 0.10 |
| Becton Dickinson & Co | Long | Equity-common | US | $2M | 8K | 0.07 |
| Becton Dickinson & Co | Long | Debt | US | $101K | – | 0.00 |
| Bellemeade Re 2021-2 Ltd (BELLEMEADE RE LT) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Bellemeade Re 2022-1 Ltd (BELLEMEADE RE LT) | Long | ABS-mortgage backed security | BM | $516K | – | 0.02 |
| Benchmark 2018-B3 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.13 |
| Benchmark 2021-B24 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Benchmark 2023-B38 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| Benchmark 2024-V7 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.18 |
| Benefit Street Partners CLO XVI Ltd (Benefit Street Partners CLO Lt) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.13 |
| Berkeley Group Holdings PLC | Long | Equity-common | GB | $64K | 1K | 0.00 |
| Berkshire Hathaway Energy Co | Long | Debt | US | $346K | – | 0.01 |
| Berkshire Hathaway Inc | Long | Equity-common | US | $21M | 52K | 0.81 |
| Bermuda Government International Bond (GOVT OF BERMUDA) | Long | Debt | BM | $391K | – | 0.01 |
| Berry Global Inc | Long | Debt | US | $3M | – | 0.13 |
| Best Buy Co Inc | Long | Equity-common | US | $470K | 6K | 0.02 |
| BHP Group Ltd | Long | Equity-common | AU | $186K | 7K | 0.01 |
| Bio-Rad Laboratories Inc | Long | Equity-common | US | $147K | 540 | 0.01 |
| Bio-Techne Corp | Long | Equity-common | US | $315K | 4K | 0.01 |
| Biogen Inc | Long | Equity-common | US | $941K | 4K | 0.04 |
| BlackRock Inc | Long | Equity-common | US | $3M | 4K | 0.12 |
| Blackstone Inc | Long | Equity-common | US | $3M | 21K | 0.10 |
| BlueScope Steel Ltd | Long | Equity-common | AU | $77K | 6K | 0.00 |
| BNP Paribas SA | Long | Debt | FR | $2M | – | 0.08 |
| BNP Paribas SA | Long | Debt | FR | $1M | – | 0.04 |
| BNP Paribas SA | Long | Debt | FR | $464K | – | 0.02 |
| BNPP AM Euro CLO 2018 DAC (BNPP IP Euro CLO) | Long | ABS-collateralized bond/debt obligation | IE | $2M | – | 0.07 |
| BOC Hong Kong Holdings Ltd | Long | Equity-common | HK | $6K | 2K | 0.00 |
| Boeing Co/The | Long | Equity-common | US | $3M | 16K | 0.11 |
| Boeing Co/The | Long | Debt | US | $2M | – | 0.06 |
| Boeing Co/The | Long | Debt | US | $1M | – | 0.05 |
| Boeing Co/The | Long | Debt | US | $1M | – | 0.04 |
| Boeing Co/The | Long | Debt | US | $695K | – | 0.03 |
| BOF VII AL Funding Trust I (BOF URSA FUNDING) | Long | ABS-other | US | $1M | – | 0.05 |
| BOF VII AL Funding Trust I (BOF URSA FUNDING) | Long | ABS-other | US | $518K | – | 0.02 |
| Booking Holdings Inc | Long | Equity-common | US | $4M | 1K | 0.15 |
| BorgWarner Inc | Long | Equity-common | US | $229K | 7K | 0.01 |
| Boston Properties Inc | Long | Equity-common | US | $271K | 4K | 0.01 |
| Boston Scientific Corp | Long | Equity-common | US | $3M | 42K | 0.12 |
| BP PLC | Long | Equity-common | GB | $8K | 1K | 0.00 |
| Brambles Ltd | Long | Equity-common | AU | $70K | 7K | 0.00 |
| BRAVO Residential Funding Trust 2023-RPL1 | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| Bristol-Myers Squibb Co | Long | Equity-common | US | $2M | 59K | 0.09 |
| British American Tobacco PLC | Long | Equity-common | GB | $76K | 2K | 0.00 |
| Broadcom Inc | Long | Equity-common | US | $20M | 13K | 0.76 |
| Broadcom Inc | Long | Debt | US | $3M | – | 0.11 |
| Broadridge Financial Solutions Inc | Long | Equity-common | US | $670K | 3K | 0.03 |
| Brother Industries Ltd | Long | Equity-common | JP | $12K | 700 | 0.00 |
| Brown & Brown Inc | Long | Equity-common | US | $617K | 7K | 0.02 |
| Brown-Forman Corp | Long | Equity-common | US | $228K | 5K | 0.01 |
| Builders FirstSource Inc | Long | Equity-common | US | $471K | 3K | 0.02 |
| Bunge Global SA | Long | Equity-common | US | $448K | 4K | 0.02 |
| Burlington Northern Santa Fe LLC (BURLINGTN NORTH SANTA FE) | Long | Debt | US | $623K | – | 0.02 |
| BXP Trust 2021-601L | Long | ABS-mortgage backed security | US | $4M | – | 0.16 |
| Cadence Design Systems Inc | Long | Equity-common | US | $2M | 8K | 0.09 |
| Caesars Entertainment Inc (CAESARS ENTERTAIN INC) | Long | Debt | US | $409K | – | 0.02 |
| Caesars Entertainment Inc | Long | Equity-common | US | $266K | 7K | 0.01 |
| CaixaBank SA | Long | Debt | ES | $630K | – | 0.02 |
| CaixaBank SA | Long | Equity-common | ES | $26K | 5K | 0.00 |
| Calpine Corp | Long | Debt | US | $929K | – | 0.04 |
| Camden Property Trust | Long | Equity-common | US | $349K | 3K | 0.01 |
| Campbell Soup Co | Long | Equity-common | US | $258K | 6K | 0.01 |
| Canon Inc | Long | Equity-common | JP | $24K | 900 | 0.00 |
| Cantor Fitzgerald LP | Long | Debt | US | $3M | – | 0.13 |
| Canyon Capital CLO 2017-1 Ltd (Canyon Capital CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.09 |
| Capital One Financial Corp | Long | Equity-common | US | $2M | 11K | 0.06 |
| Cardinal Health Inc | Long | Equity-common | US | $693K | 7K | 0.03 |
| CarMax Auto Owner Trust 2021-2 | Long | ABS-other | US | $768K | – | 0.03 |
| CarMax Auto Owner Trust 2021-4 | Long | ABS-other | US | $565K | – | 0.02 |
| CarMax Inc | Long | Equity-common | US | $345K | 5K | 0.01 |
| Carnival Corp | Long | Equity-common | US | $543K | 29K | 0.02 |
| Carrefour SA | Long | Equity-common | FR | $6K | 431 | 0.00 |
| Carrier Global Corp | Long | Equity-common | US | $2M | 24K | 0.06 |
| CarVal CLO VII-C Ltd (Carval CLO LTD) | Long | ABS-collateralized bond/debt obligation | JE | $5M | – | 0.17 |
| Cassa Depositi e Prestiti SpA | Long | Debt | IT | $1M | – | 0.05 |
| Catalent Inc | Long | Equity-common | US | $315K | 6K | 0.01 |
| Caterpillar Inc | Long | Equity-common | US | $5M | 14K | 0.18 |
| Cboe Global Markets Inc | Long | Equity-common | US | $510K | 3K | 0.02 |
| CBRE Group Inc | Long | Equity-common | US | $775K | 9K | 0.03 |
| CCO Holdings LLC / CCO Holdings Capital Corp (CCO HLDGS LLC/CAP CORP) | Long | Debt | US | $420K | – | 0.02 |
| CCO Holdings LLC / CCO Holdings Capital Corp (CCO HLDGS LLC/CAP CORP) | Long | Debt | US | $72K | – | 0.00 |
| CDP Financial Inc | Long | Debt | CA | $444K | – | 0.02 |
| CDS CDX.NA.HY.42.V1 (INTERCONTINENTAL EXCHANGE, INC.) | Derivative-credit | US | $441K | – | 0.02 | |
| CDS CREDIT SUISSE GROUP AG (BARCLAYS BANK PLC) | Derivative-credit | GB | $-24K | – | -0.00 | |
| CDS CREDIT SUISSE GROUP AG (BARCLAYS BANK PLC) | Derivative-credit | GB | $-24K | – | -0.00 | |
| CDS CREDIT SUISSE GROUP AG (BARCLAYS BANK PLC) | Derivative-credit | GB | $-24K | – | -0.00 | |
| CDS GS_21-PJ-A (GOLDMAN SACHS & CO. LLC) | Derivative-credit | US | $3K | – | 0.00 | |
| CDW Corp/DE | Long | Equity-common | US | $862K | 4K | 0.03 |
| CDW LLC / CDW Finance Corp (CDW LLC/CDW FINANCE) | Long | Debt | US | $1M | – | 0.05 |
| CDW LLC / CDW Finance Corp (CDW LLC/CDW FINANCE) | Long | Debt | US | $499K | – | 0.02 |
| Celanese Corp | Long | Equity-common | US | $378K | 3K | 0.01 |
| Celulosa Arauco y Constitucion SA (CELULOSA ARAUCO CONSTITU) | Long | Debt | CL | $206K | – | 0.01 |
| Cencora Inc | Long | Equity-common | US | $1M | 5K | 0.04 |
| Cenovus Energy Inc | Long | Debt | CA | $464K | – | 0.02 |
| Centene Corp | Long | Equity-common | US | $1M | 16K | 0.04 |
| CenterPoint Energy Houston Electric LLC (CENTERPOINT ENER HOUSTON) | Long | Debt | US | $334K | – | 0.01 |
| CenterPoint Energy Inc | Long | Equity-common | US | $592K | 19K | 0.02 |
| Centrica PLC | Long | Equity-common | GB | $94K | 55K | 0.00 |
| CF Industries Holdings Inc | Long | Equity-common | US | $408K | 6K | 0.02 |
| CFCRE Commercial Mortgage Trust 2016-C4 | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| CH Robinson Worldwide Inc | Long | Equity-common | US | $282K | 3K | 0.01 |
| Charles River Laboratories International Inc | Long | Equity-common | US | $281K | 1K | 0.01 |
| Charles Schwab Corp/The | Long | Equity-common | US | $3M | 43K | 0.12 |
| Charter Communications Inc | Long | Equity-common | US | $855K | 3K | 0.03 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $2M | – | 0.06 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $1M | – | 0.05 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $915K | – | 0.03 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $313K | – | 0.01 |
| Chase Home Lending Mortgage Trust Series 2024-RPL3 (Chase Mortgage Finance Corpora) | Long | ABS-mortgage backed security | US | $437K | – | 0.02 |
| Chase Mortgage Finance Trust Series 2007-A1 (Chase Mortgage Finance Corpora) | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| Chesapeake Funding II LLC | Long | ABS-other | US | $968K | – | 0.04 |
| Chevron Corp | Long | Equity-common | US | $8M | 49K | 0.29 |
| Chicago O'Hare International Airport (CHICAGO IL O'HARE INTERNATIONA) | Long | Debt | US | $1M | – | 0.04 |
| Chipotle Mexican Grill Inc | Long | Equity-common | US | $2M | 40K | 0.09 |
| Chubb Ltd | Long | Equity-common | CH | $3M | 12K | 0.11 |
| Chubu Electric Power Co Inc | Long | Equity-common | JP | $46K | 4K | 0.00 |
| Chugai Pharmaceutical Co Ltd | Long | Equity-common | JP | $25K | 700 | 0.00 |
| Church & Dwight Co Inc | Long | Equity-common | US | $746K | 7K | 0.03 |
| Cie de Saint-Gobain SA | Long | Equity-common | FR | $53K | 686 | 0.00 |
| Cie Financiere Richemont SA | Long | Equity-common | CH | $53K | 338 | 0.00 |
| Cie Generale des Etablissements Michelin SCA (Michelin) | Long | Equity-common | FR | $14K | 350 | 0.00 |
| CIFC Funding 2014-V Ltd (CIFC Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.25 |
| Cigna Group/The | Long | Equity-common | US | $3M | 8K | 0.10 |
| Cigna Group/The | Long | Debt | US | $1M | – | 0.04 |
| Cincinnati Financial Corp | Long | Equity-common | US | $548K | 5K | 0.02 |
| Cintas Corp | Long | Equity-common | US | $2M | 2K | 0.07 |
| Cisco Systems Inc | Long | Equity-common | US | $6M | 117K | 0.21 |
| Citigroup Capital XIII | Long | Equity-preferred | US | $585K | 20K | 0.02 |
| Citigroup Commercial Mortgage Trust 2016-C1 | Long | ABS-mortgage backed security | US | $3M | – | 0.10 |
| Citigroup Commercial Mortgage Trust 2017-P7 | Long | ABS-mortgage backed security | US | $3M | – | 0.13 |
| Citigroup Inc | Long | Equity-common | US | $3M | 55K | 0.13 |
| Citigroup Inc | Long | Debt | US | $2M | – | 0.07 |
| Citigroup Inc | Long | Debt | US | $2M | – | 0.06 |
| Citigroup Inc | Long | Debt | US | $2M | – | 0.06 |
| Citigroup Inc | Long | Debt | US | $1M | – | 0.05 |
| Citigroup Inc | Long | Debt | US | $639K | – | 0.02 |
| Citigroup Inc | Long | Debt | US | $541K | – | 0.02 |
| Citigroup Inc | Long | Debt | US | $377K | – | 0.01 |
| Citizens Financial Group Inc | Long | Equity-common | US | $490K | 14K | 0.02 |
| Clorox Co/The | Long | Equity-common | US | $478K | 4K | 0.02 |
| Clover CLO 2018-1 LLC | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.27 |
| CME Group Inc | Long | Equity-common | US | $2M | 10K | 0.08 |
| CMS Energy Corp | Long | Equity-common | US | $500K | 8K | 0.02 |
| Coca-Cola Co/The | Long | Equity-common | US | $7M | 113K | 0.27 |
| Coca-Cola HBC AG | Long | Equity-common | CH | $6K | 184 | 0.00 |
| Cochlear Ltd | Long | Equity-common | AU | $93K | 420 | 0.00 |
| Cognizant Technology Solutions Corp | Long | Equity-common | US | $993K | 15K | 0.04 |
| Coles Group Ltd | Long | Equity-common | AU | $13K | 1K | 0.00 |
| Colgate-Palmolive Co | Long | Equity-common | US | $2M | 25K | 0.09 |
| Colombia Government International Bond (REPUBLIC OF COLOMBIA) | Long | Debt | CO | $215K | – | 0.01 |
| Columbia Pipelines Operating Co LLC (COLUMBIA PIPELINES OPCO) | Long | Debt | US | $602K | – | 0.02 |
| Comcast Corp | Long | Equity-common | US | $4M | 113K | 0.17 |
| Comcast Corp | Long | Debt | US | $2M | – | 0.07 |
| Comision Federal de Electricidad | Long | Debt | MX | $933K | – | 0.04 |
| COMM 2014-LC17 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Commerzbank AG | Long | Equity-common | DE | $11K | 726 | 0.00 |
| Commonbond Student Loan Trust 2017-B-GS | Long | ABS-other | US | $370K | – | 0.01 |
| Commonbond Student Loan Trust 2018-A-GS | Long | ABS-other | US | $269K | – | 0.01 |
| Commonbond Student Loan Trust 2018-C-GS | Long | ABS-other | US | $71K | – | 0.00 |
| CommonSpirit Health | Long | Debt | US | $3M | – | 0.10 |
| Commonwealth Bank of Australia | Long | Equity-common | AU | $17K | 206 | 0.00 |
| Computershare Ltd | Long | Equity-common | AU | $8K | 480 | 0.00 |
| Conagra Brands Inc | Long | Equity-common | US | $412K | 15K | 0.02 |
| Connecticut Light and Power Co/The (CONNECTICUT LIGHT & PWR) | Long | Debt | US | $2M | – | 0.07 |
| ConocoPhillips | Long | Equity-common | US | $4M | 34K | 0.15 |
| Consolidated Edison Co of New York Inc (CON EDISON CO OF NY INC) | Long | Debt | US | $143K | – | 0.01 |
| Consolidated Edison Inc | Long | Equity-common | US | $876K | 10K | 0.03 |
| Constellation Brands Inc | Long | Equity-common | US | $1M | 5K | 0.05 |
| Constellation Brands Inc | Long | Debt | US | $640K | – | 0.02 |
| Constellation Energy Corp | Long | Equity-common | US | $2M | 9K | 0.07 |
| Continental Airlines 2012-2 Class A Pass Through Trust (CONTL AIRLINES 2012-2 A) | Long | Debt | US | $194K | – | 0.01 |
| Cooper Cos Inc/The | Long | Equity-common | US | $503K | 6K | 0.02 |
| Copart Inc | Long | Equity-common | US | $1M | 26K | 0.05 |
| COPT Defense Properties LP (COPT DEFENSE PROP LP) | Long | Debt | US | $745K | – | 0.03 |
| Corning Inc | Long | Equity-common | US | $878K | 23K | 0.03 |
| Corp Andina de Fomento | Long | Debt | $962K | – | 0.04 | |
| Corpay Inc | Long | Equity-common | US | $559K | 2K | 0.02 |
| Corteva Inc | Long | Equity-common | US | $1M | 20K | 0.04 |
| CoStar Group Inc | Long | Equity-common | US | $882K | 12K | 0.03 |
| Costco Wholesale Corp | Long | Equity-common | US | $11M | 13K | 0.41 |
| Coterra Energy Inc | Long | Equity-common | US | $589K | 22K | 0.02 |
| Cox Communications Inc | Long | Debt | US | $3M | – | 0.12 |
| Credit Agricole SA | Long | Equity-common | FR | $53K | 4K | 0.00 |
| Crowdstrike Holdings Inc | Long | Equity-common | US | $3M | 7K | 0.10 |
| Crown Castle Inc | Long | Equity-common | US | $1M | 13K | 0.05 |
| CSAIL 2015-C4 Commercial Mortgage Trust (CSAIL Commercial Mortgage Trus) | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| CSAIL 2017-C8 Commercial Mortgage Trust (CSAIL Commercial Mortgage Trus) | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| CSMC 2018-RPL9 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $409K | – | 0.02 |
| CSX Corp | Long | Equity-common | US | $2M | 57K | 0.07 |
| CSX Corp | Long | Debt | US | $740K | – | 0.03 |
| CTS Eventim AG & Co KGaA | Long | Equity-common | DE | $5K | 66 | 0.00 |
| Cummins Inc | Long | Equity-common | US | $1M | 4K | 0.04 |
| CVC Cordatus Loan Fund XIV DAC (Cordatus CLO PLC) | Long | ABS-collateralized bond/debt obligation | IE | $4M | – | 0.15 |
| CVC Cordatus Loan Fund XIV DAC (Cordatus CLO PLC) | Long | ABS-collateralized bond/debt obligation | IE | $2M | – | 0.07 |
| CVS Health Corp | Long | Equity-common | US | $2M | 36K | 0.08 |
| CVS Health Corp | Long | Debt | US | $866K | – | 0.03 |
| CVS Health Corp | Long | Debt | US | $144K | – | 0.01 |
| CWABS Inc Asset-Backed Certificates Series 2004-1 (Countrywide Asset-Backed Certi) | Long | ABS-other | US | $125K | – | 0.00 |
| Dai-ichi Life Holdings Inc | Long | Equity-common | JP | $78K | 3K | 0.00 |
| Daiichi Sankyo Co Ltd | Long | Equity-common | JP | $17K | 500 | 0.00 |
| Daimler Truck Finance North America LLC (DAIMLER TRUCK FINAN NA) | Long | Debt | US | $4M | – | 0.14 |
| Daimler Truck Holding AG | Long | Equity-common | DE | $86K | 2K | 0.00 |
| Daito Trust Construction Co Ltd | Long | Equity-common | JP | $10K | 100 | 0.00 |
| Daiwa Securities Group Inc | Long | Equity-common | JP | $47K | 6K | 0.00 |
| Danaher Corp | Long | Equity-common | US | $5M | 19K | 0.18 |
| Danske Bank A/S | Long | Debt | DK | $1M | – | 0.05 |
| Darden Restaurants Inc | Long | Equity-common | US | $522K | 3K | 0.02 |
| DaVita Inc | Long | Equity-common | US | $222K | 2K | 0.01 |
| Dayforce Inc | Long | Equity-common | US | $226K | 5K | 0.01 |
| DBS Group Holdings Ltd | Long | Equity-common | SG | $29K | 1K | 0.00 |
| DCC PLC | Long | Equity-common | IE | $6K | 86 | 0.00 |
| DCP Midstream Operating LP | Long | Debt | US | $3M | – | 0.10 |
| Deckers Outdoor Corp | Long | Equity-common | US | $736K | 760 | 0.03 |
| Deere & Co | Long | Equity-common | US | $3M | 7K | 0.11 |
| Delta Air Lines Inc | Long | Equity-common | US | $892K | 19K | 0.03 |
| Demant A/S | Long | Equity-common | DK | $5K | 120 | 0.00 |
| Deutsche Bank AG | Long | Equity-common | DE | $85K | 5K | 0.00 |
| Deutsche Bank AG/New York NY (DEUTSCHE BANK NY) | Long | Debt | DE | $511K | – | 0.02 |
| Deutsche Bank AG/New York NY (DEUTSCHE BANK NY) | Long | Debt | DE | $437K | – | 0.02 |
| Deutsche Telekom AG | Long | Equity-common | DE | $128K | 5K | 0.00 |
| Devon Energy Corp | Long | Equity-common | US | $882K | 19K | 0.03 |
| Devon Energy Corp (DEVON ENERGY CORPORATION) | Long | Debt | US | $209K | – | 0.01 |
| Dexcom Inc | Long | Equity-common | US | $1M | 11K | 0.05 |
| Diamondback Energy Inc | Long | Equity-common | US | $1M | 5K | 0.04 |
| Digital Realty Trust Inc | Long | Equity-common | US | $1M | 10K | 0.05 |
| Disco Corp | Long | Equity-common | JP | $152K | 400 | 0.01 |
| Discover Bank | Long | Debt | US | $580K | – | 0.02 |
| Discover Financial Services | Long | Equity-common | US | $973K | 7K | 0.04 |
| DNB Bank ASA | Long | Equity-common | NO | $15K | 764 | 0.00 |
| Dollar General Corp | Long | Equity-common | US | $846K | 6K | 0.03 |
| Dollar Tree Inc | Long | Debt | US | $3M | – | 0.13 |
| Dollar Tree Inc | Long | Equity-common | US | $637K | 6K | 0.02 |
| Dominion Energy Inc | Long | Equity-common | US | $1M | 24K | 0.05 |
| Domino's Pizza Inc | Long | Equity-common | US | $527K | 1K | 0.02 |
| Dover Corp | Long | Equity-common | US | $722K | 4K | 0.03 |
| Dow Chemical Co/The | Long | Debt | US | $20K | – | 0.00 |
| Dow Chemical Co/The | Long | Debt | US | $4K | – | 0.00 |
| Dow Inc | Long | Equity-common | US | $1M | 21K | 0.04 |
| DP World Ltd/United Arab Emirates (DP WORLD LTD UAE) | Long | Debt | AE | $429K | – | 0.02 |
| DR Horton Inc | Long | Equity-common | US | $1M | 9K | 0.05 |
| DTE Energy Co | Long | Equity-common | US | $666K | 6K | 0.03 |
| Duke Energy Carolinas LLC | Long | Debt | US | $2M | – | 0.08 |
| Duke Energy Carolinas LLC | Long | Debt | US | $552K | – | 0.02 |
| Duke Energy Corp | Long | Equity-common | US | $2M | 22K | 0.08 |
| DuPont de Nemours Inc | Long | Equity-common | US | $986K | 12K | 0.04 |
| DuPont de Nemours Inc | Long | Debt | US | $166K | – | 0.01 |
| E.ON SE | Long | Equity-common | DE | $13K | 971 | 0.00 |
| Eastern Gas Transmission & Storage Inc | Long | Debt | US | $38K | – | 0.00 |
| Eastman Chemical Co | Long | Equity-common | US | $333K | 3K | 0.01 |
| Eaton Corp PLC | Long | Equity-common | US | $4M | 12K | 0.14 |
| eBay Inc | Long | Equity-common | US | $811K | 15K | 0.03 |
| Ecolab Inc | Long | Equity-common | US | $2M | 7K | 0.07 |
| Ecopetrol SA | Long | Debt | CO | $1M | – | 0.05 |
| Ecopetrol SA | Long | Debt | CO | $423K | – | 0.02 |
| Edison International | Long | Equity-common | US | $811K | 11K | 0.03 |
| Edwards Lifesciences Corp | Long | Equity-common | US | $2M | 17K | 0.06 |
| Eiffage SA | Long | Equity-common | FR | $59K | 642 | 0.00 |
| EIG Pearl Holdings Sarl | Long | Debt | LU | $911K | – | 0.03 |
| El Paso Electric Co | Long | Debt | US | $848K | – | 0.03 |
| Electronic Arts Inc | Long | Equity-common | US | $975K | 7K | 0.04 |
| Elevance Health Inc | Long | Equity-common | US | $4M | 7K | 0.14 |
| Elevance Health Inc | Long | Debt | US | $636K | – | 0.02 |
| Elevance Health Inc | Long | Debt | US | $290K | – | 0.01 |
| 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 | – | 0.26 |
| Eli Lilly & Co | Long | Equity-common | US | $21M | 23K | 0.79 |
| Elmwood CLO 29 Ltd (Logan CLO I Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.23 |
| Emerson Electric Co | Long | Equity-common | US | $2M | 16K | 0.07 |
| Endeavor Energy Resources LP / EER Finance Inc | Long | Debt | US | $353K | – | 0.01 |
| Endesa SA | Long | Equity-common | ES | $62K | 3K | 0.00 |
| Enel Finance International NV (ENEL FINANCE INTL NV) | Long | Debt | NL | $1M | – | 0.05 |
| Enel SpA | Long | Equity-common | IT | $119K | 17K | 0.00 |
| ENEOS Holdings Inc | Long | Equity-common | JP | $12K | 2K | 0.00 |
| Energean Israel Finance Ltd | Long | Debt | IL | $74K | – | 0.00 |
| Energy Transfer LP | Long | Debt | US | $5M | – | 0.18 |
| Energy Transfer LP | Long | Debt | US | $882K | – | 0.03 |
| Energy Transfer LP | Long | Debt | US | $785K | – | 0.03 |
| Energy Transfer LP | Long | Debt | US | $294K | – | 0.01 |
| Energy Transfer LP | Long | Debt | US | $118K | – | 0.00 |
| Engie SA | Long | Equity-common | FR | $28K | 2K | 0.00 |
| Enphase Energy Inc | Long | Equity-common | US | $399K | 4K | 0.02 |
| Entergy Corp | Long | Equity-common | US | $674K | 6K | 0.03 |
| EOG Resources Inc | Long | Equity-common | US | $2M | 17K | 0.08 |
| EPAM Systems Inc | Long | Equity-common | US | $290K | 2K | 0.01 |
| Epiroc AB | Long | Equity-common | SE | $6K | 330 | 0.00 |
| EQM Midstream Partners LP | Long | Debt | US | $27K | – | 0.00 |
| EQM Midstream Partners LP | Long | Debt | US | $26K | – | 0.00 |
| EQT Corp | Long | Equity-common | US | $444K | 12K | 0.02 |
| Equifax Inc | Long | Equity-common | US | $824K | 3K | 0.03 |
| Equinix Inc | Long | Equity-common | US | $2M | 3K | 0.08 |
| Equinor ASA | Long | Equity-common | NO | $22K | 764 | 0.00 |
| Equity Residential | Long | Equity-common | US | $700K | 10K | 0.03 |
| ERAC USA Finance LLC | Long | Debt | US | $716K | – | 0.03 |
| ERAC USA Finance LLC | Long | Debt | US | $441K | – | 0.02 |
| Erste Group Bank AG | Long | Equity-common | AT | $41K | 865 | 0.00 |
| Eskom Holdings SOC Ltd | Long | Debt | ZA | $338K | – | 0.01 |
| Essex Property Trust Inc | Long | Equity-common | US | $476K | 2K | 0.02 |
| Essity AB | Long | Equity-common | SE | $85K | 3K | 0.00 |
| Estee Lauder Cos Inc/The | Long | Equity-common | US | $713K | 7K | 0.03 |
| Etsy Inc | Long | Equity-common | US | $218K | 4K | 0.01 |
| EUR/USD FORWARD (HSBC SECURITIES (USA) INC.) | Derivative-foreign exchange | US | $506K | – | 0.02 | |
| EUR/USD FORWARD (State Street Bank and Trust Company) | Derivative-foreign exchange | US | $112K | – | 0.00 | |
| EUR/USD FORWARD (State Street Bank and Trust Company) | Derivative-foreign exchange | US | $108K | – | 0.00 | |
| EUR/USD FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $15K | – | 0.00 | |
| EUR/USD FORWARD (State Street Bank and Trust Company) | Derivative-foreign exchange | US | $-110K | – | -0.00 | |
| EURO-BOBL (EUREX CLEARING AKTIENGESELLSCHAFT) | Derivative-interest rate | DE | $-23K | – | -0.00 | |
| Everest Group Ltd | Long | Equity-common | BM | $472K | 1K | 0.02 |
| Evergy Inc | Long | Equity-common | US | $355K | 7K | 0.01 |
| Eversource Energy | Long | Equity-common | US | $584K | 10K | 0.02 |
| Exelon Corp | Long | Equity-common | US | $990K | 29K | 0.04 |
| EXOR NV | Long | Equity-common | NL | $8K | 78 | 0.00 |
| Expedia Group Inc | Long | Equity-common | US | $460K | 4K | 0.02 |
| Expeditors International of Washington Inc | Long | Equity-common | US | $499K | 4K | 0.02 |
| Experian PLC | Long | Equity-common | IE | $37K | 786 | 0.00 |
| Export-Import Bank of India (EXPORT-IMPORT BK INDIA) | Long | Debt | IN | $712K | – | 0.03 |
| Extra Space Storage Inc | Long | Equity-common | US | $964K | 6K | 0.04 |
| Exxon Mobil Corp | Long | Equity-common | US | $15M | 129K | 0.57 |
| F5 Inc | Long | Equity-common | US | $293K | 2K | 0.01 |
| FactSet Research Systems Inc | Long | Equity-common | US | $408K | 1K | 0.02 |
| Fair Isaac Corp | Long | Equity-common | US | $1M | 710 | 0.04 |
| Fairfax Financial Holdings Ltd (FAIRFAX FINL HLDGS LTD) | Long | Debt | CA | $2M | – | 0.09 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $15M | – | 0.58 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $8M | – | 0.31 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Fannie Mae or Freddie Mac | Short | ABS-mortgage backed security | US | $-458K | – | -0.02 |
| Fannie Mae or Freddie Mac | Short | ABS-mortgage backed security | US | $-483K | – | -0.02 |
| Fannie Mae or Freddie Mac | Short | ABS-mortgage backed security | US | $-2M | – | -0.07 |
| Fannie Mae or Freddie Mac | Short | ABS-mortgage backed security | US | $-2M | – | -0.08 |
| Fannie Mae or Freddie Mac | Short | ABS-mortgage backed security | US | $-3M | – | -0.11 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $15M | – | 0.57 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.19 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.19 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.17 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.17 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.16 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.15 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.14 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.14 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.10 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $989K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $976K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $975K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $960K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $951K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $832K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $830K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $824K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $777K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $762K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $750K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $749K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $732K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $711K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $709K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $693K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $670K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $656K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $651K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $614K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $606K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $603K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $569K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $556K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $537K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $512K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $508K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $506K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $499K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $479K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $477K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $467K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $437K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $427K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $426K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $423K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $391K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $388K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $388K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $382K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $381K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $379K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $377K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $370K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $370K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $367K | – | 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 | $346K | – | 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 | $319K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $317K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $306K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $294K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $286K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $266K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $264K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $255K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $250K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $244K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $233K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $221K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $216K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $214K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $213K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $207K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $200K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $199K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $186K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $181K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $179K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $165K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $147K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $127K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $124K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $122K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $119K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $99K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $95K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $90K | – | 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 | $87K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $85K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $84K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $81K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $81K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $75K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $44K | – | 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 | $41K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $35K | – | 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 | $34K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $31K | – | 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 | $30K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $22K | – | 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 | $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 | $14K | – | 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 | $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 | $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 | $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 | $4K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $670.72 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $535.76 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $461.25 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $446.43 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $412.48 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $344.46 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $233.82 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $186.37 | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $140K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $74K | – | 0.00 |
| FANUC Corp | Long | Equity-common | JP | $8K | 300 | 0.00 |
| Fast Retailing Co Ltd | Long | Equity-common | JP | $51K | 200 | 0.00 |
| Fastenal Co | Long | Equity-common | US | $1M | 17K | 0.04 |
| Federal Home Loan Banks | Long | Debt | US | $920K | – | 0.03 |
| Federal Home Loan Mortgage Corp (FREDDIE MAC) | Long | Debt | US | $565K | – | 0.02 |
| Federal National Mortgage Association (FANNIE MAE) | Long | Debt | US | $4M | – | 0.14 |
| Federal National Mortgage Association (FANNIE MAE) | Long | Debt | US | $1M | – | 0.04 |
| Federal Realty Investment Trust | Long | Equity-common | US | $212K | 2K | 0.01 |
| FedEx Corp | Long | Equity-common | US | $2M | 7K | 0.07 |
| Fidelity National Information Services Inc | Long | Equity-common | US | $1M | 16K | 0.05 |
| Fifth Third Bancorp | Long | Equity-common | US | $731K | 20K | 0.03 |
| Finnvera Oyj (FINNVERA PLC) | Long | Debt | FI | $389K | – | 0.01 |
| First Solar Inc | Long | Equity-common | US | $699K | 3K | 0.03 |
| FirstEnergy Corp | Long | Equity-common | US | $580K | 15K | 0.02 |
| FirstEnergy Pennsylvania Electric Co (FIRSTENERGY PENN ELECTRI) | Long | Debt | US | $529K | – | 0.02 |
| Fiserv Inc | Long | Equity-common | US | $3M | 18K | 0.10 |
| Florida Power & Light Co | Long | Debt | US | $400K | – | 0.02 |
| FMC Corp | Long | Equity-common | US | $230K | 4K | 0.01 |
| Ford Credit Auto Owner Trust 2020-REV2 (Ford Credit Auto Owner Trust/F) | Long | ABS-other | US | $850K | – | 0.03 |
| Ford Credit Auto Owner Trust 2021-REV2 (Ford Credit Auto Owner Trust/F) | Long | ABS-other | US | $368K | – | 0.01 |
| Ford Credit Auto Owner Trust 2023-REV1 (Ford Credit Auto Owner Trust/F) | Long | ABS-other | US | $3M | – | 0.10 |
| Ford Credit Auto Owner Trust 2023-REV2 (Ford Credit Auto Owner Trust/F) | Long | ABS-other | US | $2M | – | 0.07 |
| Ford Credit Auto Owner Trust 2024-REV1 (Ford Credit Auto Owner Trust/F) | Long | ABS-other | US | $4M | – | 0.14 |
| Ford Motor Co | Long | Equity-common | US | $1M | 112K | 0.05 |
| Ford Motor Co (FORD MOTOR COMPANY) | Long | Debt | US | $607K | – | 0.02 |
| Ford Motor Credit Co LLC | Long | Debt | US | $483K | – | 0.02 |
| Ford Motor Credit Co LLC | Long | Debt | US | $294K | – | 0.01 |
| Ford Motor Credit Co LLC | Long | Debt | US | $181K | – | 0.01 |
| Fortescue Ltd | Long | Equity-common | AU | $35K | 2K | 0.00 |
| Fortinet Inc | Long | Equity-common | US | $1M | 19K | 0.04 |
| Fortive Corp | Long | Equity-common | US | $774K | 10K | 0.03 |
| Fox Corp | Long | Equity-common | US | $258K | 8K | 0.01 |
| Fox Corp | Long | Equity-common | US | $120K | 4K | 0.00 |
| Franklin Resources Inc | Long | Equity-common | US | $194K | 9K | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.15 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $978K | – | 0.04 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $661K | – | 0.03 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $390K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $306K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $261K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $260K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $258K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $245K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $199K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $189K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $171K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $155K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $154K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $148K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $131K | – | 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 | $106K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $105K | – | 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 | $91K | – | 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 | $79K | – | 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 | $77K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $75K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $64K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $43K | – | 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 | $38K | – | 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 | $23K | – | 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 | $22K | – | 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 | $19K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $10K | – | 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 | $5K | – | 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 Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $81K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.16 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.16 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.13 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $926K | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $890K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $873K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $859K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $855K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $821K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $722K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $705K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $552K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $477K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $456K | – | 0.02 |
| 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 | $224K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $150K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $3M | – | 0.13 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $265K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Freddie Mac STACR REMIC Trust 2020-HQA4 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $140K | – | 0.01 |
| Freddie Mac STACR REMIC Trust 2021-DNA5 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $113K | – | 0.00 |
| Freddie Mac STACR REMIC Trust 2021-HQA3 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| Freddie Mac STACR REMIC Trust 2022-DNA1 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $799K | – | 0.03 |
| Freddie Mac Strips (Freddiemac Strip) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Freeport-McMoRan Inc | Long | Equity-common | US | $2M | 41K | 0.08 |
| Fresenius Medical Care AG | Long | Equity-common | DE | $49K | 1K | 0.00 |
| Fresenius SE & Co KGaA | Long | Equity-common | DE | $35K | 1K | 0.00 |
| Gap Inc/The | Long | Debt | US | $313K | – | 0.01 |
| Gap Inc/The | Long | Debt | US | $173K | – | 0.01 |
| Garmin Ltd | Long | Equity-common | CH | $717K | 4K | 0.03 |
| Gartner Inc | Long | Equity-common | US | $988K | 2K | 0.04 |
| GBP/USD FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $29K | – | 0.00 | |
| GBP/USD FORWARD (THE TORONTO-DOMINION BANK) | Derivative-foreign exchange | US | $18K | – | 0.00 | |
| GE HealthCare Technologies Inc | Long | Equity-common | US | $966K | 12K | 0.04 |
| GE Vernova Inc | Long | Equity-common | US | $1M | 8K | 0.05 |
| GEA Group AG | Long | Equity-common | DE | $81K | 2K | 0.00 |
| Gecina SA | Long | Equity-common | FR | $4K | 44 | 0.00 |
| Gen Digital Inc | Long | Equity-common | US | $397K | 16K | 0.02 |
| Generac Holdings Inc | Long | Equity-common | US | $251K | 2K | 0.01 |
| General Dynamics Corp | Long | Equity-common | US | $2M | 7K | 0.07 |
| General Electric Co | Long | Equity-common | US | $5M | 31K | 0.19 |
| General Mills Inc | Long | Equity-common | US | $1M | 16K | 0.04 |
| General Motors Co | Long | Equity-common | US | $2M | 33K | 0.06 |
| General Motors Co | Long | Debt | US | $613K | – | 0.02 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $1M | – | 0.05 |
| Genting Singapore Ltd | Long | Equity-common | SG | $5K | 8K | 0.00 |
| Genuine Parts Co | Long | Equity-common | US | $553K | 4K | 0.02 |
| Gilead Sciences Inc | Long | Equity-common | US | $2M | 36K | 0.09 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $6M | – | 0.23 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| Ginnie Mae (Government National Mortgage A) | Short | ABS-mortgage backed security | US | $-4M | – | -0.15 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $190K | – | 0.01 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $150K | – | 0.01 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $137K | – | 0.01 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $136K | – | 0.01 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $101K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $88K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $80K | – | 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 | $34K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $29K | – | 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 | $25K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $19K | – | 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 | $15K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $15K | – | 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 | $9K | – | 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 | $5K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $4K | – | 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 | $2K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $937.24 | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $6M | – | 0.23 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $6M | – | 0.21 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $904K | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $876K | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $788K | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $701K | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $556K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $513K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $493K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $472K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $445K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $426K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $425K | – | 0.02 |
| 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 | $386K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $377K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $372K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $354K | – | 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 | $339K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $321K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $287K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $273K | – | 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 | $250K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $239K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $210K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $210K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $204K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $181K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $176K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $176K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $174K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $172K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $159K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $135K | – | 0.01 |
| 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 | $113K | – | 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 | $68K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| Givaudan SA | Long | Equity-common | CH | $14K | 3 | 0.00 |
| Glencore PLC | Long | Equity-common | CH | $50K | 9K | 0.00 |
| Global Payments Inc | Long | Equity-common | US | $733K | 8K | 0.03 |
| Globe Life Inc | Long | Equity-common | US | $208K | 3K | 0.01 |
| GLP Capital LP / GLP Financing II Inc (GLP CAPITAL LP / FIN II) | Long | Debt | US | $719K | – | 0.03 |
| GM Financial Revolving Receivables Trust 2021-1 | Long | ABS-other | US | $182K | – | 0.01 |
| GM Financial Revolving Receivables Trust 2024-1 | Long | ABS-other | US | $498K | – | 0.02 |
| GN Bondco LLC | Long | Debt | US | $327K | – | 0.01 |
| GoDaddy Inc | Long | Equity-common | US | $419K | 3K | 0.02 |
| Goldman Sachs Group Inc/The | Long | Equity-common | US | $4M | 9K | 0.16 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $3M | – | 0.10 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $2M | – | 0.08 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $1M | – | 0.04 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $417K | – | 0.02 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $243K | – | 0.01 |
| Goodman Group | Long | Equity-common | AU | $144K | 6K | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $310K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $77K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $37K | – | 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 | $34K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $99.81 | – | 0.00 |
| GPT Group/The | Long | Equity-common | AU | $4K | 1K | 0.00 |
| Graphic Packaging International LLC | Long | Debt | US | $449K | – | 0.02 |
| Greensaif Pipelines Bidco Sarl | Long | Debt | LU | $498K | – | 0.02 |
| Greensaif Pipelines Bidco Sarl | Long | Debt | LU | $373K | – | 0.01 |
| Greenwood Park CLO Ltd (Greenwood Park CLO, Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $668K | – | 0.03 |
| Grosvenor Place CLO 2022-1 DAC (Grosvenor Place CLO BV) | Long | ABS-collateralized bond/debt obligation | IE | $7M | – | 0.27 |
| GS Mortgage Securities Trust 2015-GC34 | Long | ABS-mortgage backed security | US | $4M | – | 0.16 |
| GS Mortgage Securities Trust 2016-GS3 | Long | ABS-mortgage backed security | US | $4M | – | 0.14 |
| GS Mortgage Securities Trust 2016-GS4 | Long | ABS-mortgage backed security | US | $4M | – | 0.14 |
| GS Mortgage Securities Trust 2020-GSA2 | Long | ABS-mortgage backed security | US | $3M | – | 0.13 |
| GSK PLC | Long | Equity-common | GB | $151K | 8K | 0.01 |
| H & M Hennes & Mauritz AB | Long | Equity-common | SE | $8K | 495 | 0.00 |
| Halliburton Co | Long | Equity-common | US | $885K | 26K | 0.03 |
| Hang Seng Bank Ltd | Long | Equity-common | HK | $6K | 500 | 0.00 |
| Hannover Rueck SE | Long | Equity-common | DE | $13K | 51 | 0.00 |
| Hargreaves Lansdown PLC | Long | Equity-common | GB | $7K | 525 | 0.00 |
| Hartford Financial Services Group Inc/The | Long | Equity-common | US | $875K | 9K | 0.03 |
| Hasbro Inc | Long | Equity-common | US | $240K | 4K | 0.01 |
| HCA Healthcare Inc | Long | Equity-common | US | $2M | 6K | 0.07 |
| Healthpeak OP LLC | Long | Debt | US | $2M | – | 0.09 |
| Healthpeak Properties Inc | Long | Equity-common | US | $423K | 22K | 0.02 |
| Heidelberg Materials AG | Long | Equity-common | DE | $96K | 924 | 0.00 |
| Henkel AG & Co KGaA | Long | Equity-preferred | DE | $106K | 1K | 0.00 |
| Henkel AG & Co KGaA | Long | Equity-common | DE | $6K | 78 | 0.00 |
| Henry Schein Inc | Long | Equity-common | US | $256K | 4K | 0.01 |
| Hermes International SCA | Long | Equity-common | FR | $155K | 67 | 0.01 |
| Hershey Co/The | Long | Equity-common | US | $772K | 4K | 0.03 |
| Hertz Vehicle Financing III LLC (Hertz Vehicle Financing LLC) | Long | ABS-other | US | $2M | – | 0.09 |
| Hertz Vehicle Financing III LLC (Hertz Vehicle Financing LLC) | Long | ABS-other | US | $2M | – | 0.06 |
| Hertz Vehicle Financing III LP (Hertz Vehicle Financing LLC) | Long | ABS-other | US | $1M | – | 0.05 |
| Hertz Vehicle Financing LLC | Long | ABS-other | US | $3M | – | 0.11 |
| Hess Corp | Long | Equity-common | US | $1M | 8K | 0.05 |
| Hewlett Packard Enterprise Co | Long | Equity-common | US | $803K | 38K | 0.03 |
| Hikma Pharmaceuticals PLC | Long | Equity-common | JO | $5K | 198 | 0.00 |
| Hilcorp Energy I LP / Hilcorp Finance Co (HILCORP ENERGY I/HILCORP) | Long | Debt | US | $313K | – | 0.01 |
| Hilcorp Energy I LP / Hilcorp Finance Co (HILCORP ENERGY I/HILCORP) | Long | Debt | US | $208K | – | 0.01 |
| Hilton Worldwide Holdings Inc | Long | Equity-common | US | $2M | 7K | 0.06 |
| Hitachi Ltd | Long | Equity-common | JP | $68K | 3K | 0.00 |
| Holcim AG | Long | Equity-common | CH | $123K | 1K | 0.00 |
| Hologic Inc | Long | Equity-common | US | $520K | 7K | 0.02 |
| Home Depot Inc/The | Long | Equity-common | US | $10M | 29K | 0.37 |
| Home Partners of America 2021-3 Trust (Home Partners of America Trust) | Long | ABS-other | US | $463K | – | 0.02 |
| Home RE 2019-1 Ltd (Home Re Ltd) | Long | ABS-mortgage backed security | BM | $116K | – | 0.00 |
| Honeywell International Inc | Long | Equity-common | US | $4M | 19K | 0.15 |
| Hormel Foods Corp | Long | Equity-common | US | $256K | 8K | 0.01 |
| Host Hotels & Resorts Inc | Long | Equity-common | US | $384K | 21K | 0.01 |
| Howmet Aerospace Inc | Long | Equity-common | US | $891K | 11K | 0.03 |
| HP Inc | Long | Equity-common | US | $891K | 25K | 0.03 |
| HPS Loan Management 10-2016 Ltd (HPS Loan Management Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.25 |
| 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 | $162K | 19K | 0.01 |
| Hubbell Inc | Long | Equity-common | US | $512K | 1K | 0.02 |
| Humana Inc | Long | Equity-common | US | $1M | 3K | 0.05 |
| Huntington Bancshares Inc/OH | Long | Equity-common | US | $550K | 42K | 0.02 |
| Huntington Bancshares Inc/OH | Long | Debt | US | $403K | – | 0.02 |
| Huntington Ingalls Industries Inc | Long | Equity-common | US | $246K | 1K | 0.01 |
| Iberdrola International BV (IBERDROLA INTL BV) | Long | Debt | NL | $146K | – | 0.01 |
| Iberdrola SA | Long | Equity-common | ES | $95K | 7K | 0.00 |
| ICG Euro CLO 2023-2 DAC | Long | ABS-collateralized bond/debt obligation | IE | $8M | – | 0.29 |
| Idemitsu Kosan Co Ltd | Long | Equity-common | JP | $64K | 10K | 0.00 |
| IDEX Corp | Long | Equity-common | US | $425K | 2K | 0.02 |
| IDEXX Laboratories Inc | Long | Equity-common | US | $1M | 2K | 0.04 |
| Illinois Tool Works Inc | Long | Equity-common | US | $2M | 8K | 0.07 |
| Imperial Brands PLC | Long | Equity-common | GB | $107K | 4K | 0.00 |
| Incyte Corp | Long | Equity-common | US | $346K | 6K | 0.01 |
| Indonesia Government International Bond (REPUBLIC OF INDONESIA) | Long | Debt | ID | $2M | – | 0.06 |
| Indonesia Government International Bond (REPUBLIC OF INDONESIA) | Long | Debt | ID | $1M | – | 0.05 |
| Industria de Diseno Textil SA | Long | Equity-common | ES | $150K | 3K | 0.01 |
| Indutrade AB | Long | Equity-common | SE | $6K | 220 | 0.00 |
| Informa PLC | Long | Equity-common | GB | $74K | 7K | 0.00 |
| Ingersoll Rand Inc | Long | Equity-common | US | $1M | 12K | 0.04 |
| Inpex Corp | Long | Equity-common | JP | $98K | 7K | 0.00 |
| Insulet Corp | Long | Equity-common | US | $404K | 2K | 0.02 |
| Intel Corp | Long | Equity-common | US | $4M | 122K | 0.14 |
| Intel Corp | Long | Debt | US | $253K | – | 0.01 |
| Intercontinental Exchange Inc | Long | Equity-common | US | $2M | 16K | 0.09 |
| InterContinental Hotels Group PLC | Long | Equity-common | GB | $15K | 141 | 0.00 |
| International Business Machines Corp (IBM) | Long | Equity-common | US | $5M | 26K | 0.17 |
| International Flavors & Fragrances Inc (IFF) | Long | Equity-common | US | $686K | 7K | 0.03 |
| International Game Technology PLC | Long | Debt | GB | $475K | – | 0.02 |
| International Paper Co | Long | Equity-common | US | $430K | 10K | 0.02 |
| Interpublic Group of Cos Inc/The | Long | Equity-common | US | $344K | 12K | 0.01 |
| Intesa Sanpaolo SpA | Long | Equity-common | IT | $111K | 30K | 0.00 |
| Intuit Inc | Long | Equity-common | US | $5M | 8K | 0.20 |
| Intuitive Surgical Inc | Long | Equity-common | US | $5M | 10K | 0.17 |
| Invesco Ltd | Long | Equity-common | US | $214K | 14K | 0.01 |
| Investor AB | Long | Equity-common | SE | $118K | 4K | 0.00 |
| Invitation Homes Inc | Long | Equity-common | US | $603K | 17K | 0.02 |
| IQVIA Holdings Inc | Long | Equity-common | US | $1M | 5K | 0.04 |
| Iron Mountain Inc | Long | Equity-common | US | $771K | 9K | 0.03 |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $701K | – | 0.03 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $92K | – | 0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $43K | – | 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 | $1K | – | 0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-8K | – | -0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-8K | – | -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 | $-20K | – | -0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-22K | – | -0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-59K | – | -0.00 | |
| iShares Core S&P 500 ETF | Long | Equity-common | US | $13M | 24K | 0.51 |
| iShares MSCI EAFE ETF | Long | Equity-common | US | $36K | 459 | 0.00 |
| Israel Electric Corp Ltd | Long | Debt | IL | $529K | – | 0.02 |
| J M Smucker Co/The | Long | Equity-common | US | $349K | 3K | 0.01 |
| Jabil Inc | Long | Equity-common | US | $403K | 4K | 0.02 |
| Jack Henry & Associates Inc | Long | Equity-common | US | $349K | 2K | 0.01 |
| Jacobs Solutions Inc | Long | Equity-common | US | $517K | 4K | 0.02 |
| Japan Airlines Co Ltd | Long | Equity-common | JP | $36K | 2K | 0.00 |
| Japan Tobacco Inc | Long | Equity-common | JP | $11K | 400 | 0.00 |
| JB Hunt Transport Services Inc | Long | Equity-common | US | $352K | 2K | 0.01 |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl (JBS USA HOLD/FOOD/LUX CO) | Long | Debt | LU | $3M | – | 0.11 |
| JFE Holdings Inc | Long | Equity-common | JP | $23K | 2K | 0.00 |
| Johnson & Johnson | Long | Equity-common | US | $10M | 69K | 0.38 |
| Johnson Controls International plc | Long | Equity-common | US | $1M | 19K | 0.05 |
| JP Morgan Mortgage Trust 2007-A1 | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| JPMBB Commercial Mortgage Securities Trust 2014-C25 | Long | ABS-mortgage backed security | US | $459K | – | 0.02 |
| JPMBB Commercial Mortgage Securities Trust 2015-C27 | Long | ABS-mortgage backed security | US | $4M | – | 0.15 |
| JPMCC Commercial Mortgage Securities Trust 2017-JP6 (JP Morgan Chase Commercial Mor) | Long | ABS-mortgage backed security | US | $3M | – | 0.10 |
| JPMDB Commercial Mortgage Securities Trust 2016-C2 | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| JPMorgan Chase & Co | Long | Equity-common | US | $17M | 83K | 0.64 |
| JPMorgan Chase & Co | Long | Debt | US | $5M | – | 0.19 |
| JPMorgan Chase & Co | Long | Debt | US | $2M | – | 0.07 |
| JPMorgan Chase & Co | Long | Debt | US | $2M | – | 0.07 |
| JPMorgan Chase & Co | Long | Debt | US | $1M | – | 0.05 |
| JPMorgan Chase & Co | Long | Debt | US | $1M | – | 0.05 |
| JPMorgan Chase & Co | Long | Debt | US | $1M | – | 0.05 |
| JPMorgan Chase & Co | Long | Debt | US | $539K | – | 0.02 |
| JPMorgan Chase & Co | Long | Debt | US | $260K | – | 0.01 |
| JPMorgan Chase & Co | Long | Debt | US | $224K | – | 0.01 |
| Juniper Networks Inc | Long | Equity-common | US | $361K | 10K | 0.01 |
| Kaiser Foundation Hospitals | Long | Debt | US | $560K | – | 0.02 |
| Kansai Electric Power Co Inc/The | Long | Equity-common | JP | $18K | 1K | 0.00 |
| KB Home | Long | Debt | US | $353K | – | 0.01 |
| Kellanova | Long | Equity-common | US | $438K | 8K | 0.02 |
| Kenvue Inc | Long | Equity-common | US | $1M | 55K | 0.04 |
| Keppel Ltd | Long | Equity-common | SG | $6K | 1K | 0.00 |
| Keurig Dr Pepper Inc | Long | Equity-common | US | $1M | 31K | 0.04 |
| KeyCorp | Long | Debt | US | $482K | – | 0.02 |
| KeyCorp | Long | Equity-common | US | $382K | 27K | 0.01 |
| Keysight Technologies Inc | Long | Equity-common | US | $697K | 5K | 0.03 |
| Kimberly-Clark Corp | Long | Equity-common | US | $1M | 10K | 0.05 |
| Kimco Realty Corp | Long | Equity-common | US | $374K | 19K | 0.01 |
| Kimco Realty OP LLC | Long | Debt | US | $2M | – | 0.08 |
| Kinder Morgan Inc | Long | Equity-common | US | $1M | 57K | 0.04 |
| Kinder Morgan Inc | Long | Debt | US | $1M | – | 0.04 |
| Kirin Holdings Co Ltd | Long | Equity-common | JP | $6K | 500 | 0.00 |
| KKR & Co Inc | Long | Equity-common | US | $2M | 19K | 0.08 |
| KKR CLO 46 Ltd (KKR Financial CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.19 |
| KLA Corp | Long | Equity-common | US | $3M | 4K | 0.12 |
| Klepierre SA | Long | Equity-common | FR | $61K | 2K | 0.00 |
| Knorr-Bremse AG | Long | Equity-common | DE | $6K | 75 | 0.00 |
| Konami Group Corp | Long | Equity-common | JP | $51K | 700 | 0.00 |
| Kongsberg Gruppen ASA | Long | Equity-common | NO | $9K | 110 | 0.00 |
| Koninklijke Ahold Delhaize NV | Long | Equity-common | NL | $97K | 3K | 0.00 |
| Koninklijke KPN NV | Long | Equity-common | NL | $75K | 19K | 0.00 |
| Korea National Oil Corp | Long | Debt | KR | $342K | – | 0.01 |
| Korea National Oil Corp | Long | Debt | KR | $331K | – | 0.01 |
| Kraft Heinz Co/The | Long | Equity-common | US | $740K | 23K | 0.03 |
| Kraft Heinz Foods Co | Long | Debt | US | $1M | – | 0.05 |
| Kroger Co/The | Long | Equity-common | US | $973K | 19K | 0.04 |
| L'Oreal SA | Long | Equity-common | FR | $7K | 17 | 0.00 |
| L3Harris Technologies Inc | Long | Equity-common | US | $1M | 6K | 0.05 |
| La Francaise des Jeux SAEM | Long | Equity-common | FR | $11K | 315 | 0.00 |
| Labcorp Holdings Inc | Long | Equity-common | US | $468K | 2K | 0.02 |
| Lam Research Corp | Long | Equity-common | US | $4M | 4K | 0.15 |
| Lamb Weston Holdings Inc (LAMB WESTON HLD) | Long | Debt | US | $512K | – | 0.02 |
| Lamb Weston Holdings Inc | Long | Equity-common | US | $336K | 4K | 0.01 |
| Lamb Weston Holdings Inc (LAMB WESTON HLD) | Long | Debt | US | $181K | – | 0.01 |
| Las Vegas Sands Corp | Long | Equity-common | US | $489K | 11K | 0.02 |
| Laurel Road Prime Student Loan Trust 2019-A | Long | ABS-other | US | $75K | – | 0.00 |
| Legacy Mortgage Asset Trust 2021-GS1 | Long | ABS-mortgage backed security | US | $202K | – | 0.01 |
| Legrand SA | Long | Equity-common | FR | $21K | 210 | 0.00 |
| Leidos Holdings Inc | Long | Equity-common | US | $598K | 4K | 0.02 |
| Lennar Corp | Long | Equity-common | US | $1M | 7K | 0.04 |
| Level 3 Financing Inc | Long | Debt | US | $875K | – | 0.03 |
| Level 3 Financing Inc | Long | Debt | US | $299K | – | 0.01 |
| Level 3 Financing Inc | Long | Debt | US | $249K | – | 0.01 |
| Level 3 Financing Inc | Long | Debt | US | $96K | – | 0.00 |
| Level 3 Financing Inc | Long | Debt | US | $43K | – | 0.00 |
| LEVEL 3 FINANCING INC | Long | Loan | US | $59K | – | 0.00 |
| LEVEL 3 FINANCING INC | Long | Loan | US | $58K | – | 0.00 |
| Liberty Mutual Group Inc | Long | Debt | US | $816K | – | 0.03 |
| Lincoln National Corp | Long | Debt | US | $717K | – | 0.03 |
| Linde PLC | Long | Equity-common | US | $6M | 14K | 0.23 |
| Live Nation Entertainment Inc | Long | Equity-common | US | $384K | 4K | 0.01 |
| LKQ Corp | Long | Equity-common | US | $329K | 8K | 0.01 |
| Lockheed Martin Corp | Long | Equity-common | US | $3M | 6K | 0.11 |
| Loews Corp | Long | Equity-common | US | $402K | 5K | 0.02 |
| Logitech International SA | Long | Equity-common | CH | $113K | 1K | 0.00 |
| Long Beach Mortgage Loan Trust 2004-2 | Long | ABS-other | US | $85K | – | 0.00 |
| Lowe's Cos Inc | Long | Equity-common | US | $4M | 17K | 0.14 |
| Lululemon Athletica Inc | Long | Equity-common | CA | $986K | 3K | 0.04 |
| LUMEN TEC 06/01/28 | Long | Loan | US | $14K | – | 0.00 |
| LUMEN TECHNOLOGIES INC | Long | Loan | US | $17K | – | 0.00 |
| LUMEN TECHNOLOGIES INC | Long | Loan | US | $17K | – | 0.00 |
| LVMH Moet Hennessy Louis Vuitton SE | Long | Equity-common | FR | $91K | 118 | 0.00 |
| LYB International Finance BV (LYB INTL FINANCE BV) | Long | Debt | NL | $563K | – | 0.02 |
| LyondellBasell Industries NV | Long | Equity-common | US | $698K | 7K | 0.03 |
| M&T Bank Corp | Long | Equity-common | US | $742K | 5K | 0.03 |
| Madison Park Funding XXXIII Ltd (Madison Park Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.23 |
| Marathon Oil Corp | Long | Equity-common | US | $464K | 16K | 0.02 |
| Marathon Petroleum Corp | Long | Equity-common | US | $2M | 10K | 0.07 |
| Markel Group Inc | Long | Debt | US | $147K | – | 0.01 |
| MarketAxess Holdings Inc | Long | Equity-common | US | $205K | 1K | 0.01 |
| Marriott International Inc/MD | Long | Equity-common | US | $2M | 7K | 0.06 |
| Marriott International Inc/MD | Long | Debt | US | $346K | – | 0.01 |
| Mars Inc | Long | Debt | US | $360K | – | 0.01 |
| Marsh & McLennan Cos Inc | Long | Equity-common | US | $3M | 14K | 0.11 |
| Martin Marietta Materials Inc | Long | Equity-common | US | $986K | 2K | 0.04 |
| Marubeni Corp | Long | Equity-common | JP | $22K | 1K | 0.00 |
| Masco Corp | Long | Equity-common | US | $447K | 7K | 0.02 |
| Mastercard Inc | Long | Equity-common | US | $11M | 24K | 0.40 |
| Match Group Inc | Long | Equity-common | US | $231K | 8K | 0.01 |
| Mazda Motor Corp | Long | Equity-common | JP | $91K | 9K | 0.00 |
| McCormick & Co Inc/MD | Long | Equity-common | US | $521K | 7K | 0.02 |
| McDonald's Corp | Long | Equity-common | US | $5M | 21K | 0.20 |
| McKesson Corp | Long | Equity-common | US | $2M | 4K | 0.08 |
| Medibank Pvt Ltd | Long | Equity-common | AU | $83K | 34K | 0.00 |
| Medline Borrower LP | Long | Debt | US | $437K | – | 0.02 |
| Medtronic PLC | Long | Equity-common | IE | $3M | 38K | 0.11 |
| Merck & Co Inc | Long | Equity-common | US | $9M | 73K | 0.34 |
| Meta Platforms Inc | Long | Equity-common | US | $32M | 63K | 1.21 |
| MetLife Inc | Long | Equity-common | US | $1M | 17K | 0.05 |
| Mettler-Toledo International Inc | Long | Equity-common | US | $867K | 620 | 0.03 |
| Mexico City Airport Trust (MEXICO CITY ARPT TRUST) | Long | Debt | MX | $1M | – | 0.04 |
| Mexico City Airport Trust (MEXICO CITY ARPT TRUST) | Long | Debt | MX | $399K | – | 0.02 |
| Mexico Government International Bond (UNITED MEXICAN STATES) | Long | Debt | MX | $883K | – | 0.03 |
| MFA 2021-RPL1 Trust (MFRA Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| MGM Resorts International | Long | Equity-common | US | $320K | 7K | 0.01 |
| MHC Commercial Mortgage Trust 2021-MHC | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Microchip Technology Inc | Long | Equity-common | US | $1M | 16K | 0.05 |
| Micron Technology Inc | Long | Equity-common | US | $4M | 32K | 0.16 |
| Microsoft Corp | Long | Equity-common | US | $96M | 214K | 3.63 |
| Mid-America Apartment Communities Inc | Long | Equity-common | US | $499K | 4K | 0.02 |
| MidOcean Credit CLO III | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.07 |
| Mitsubishi Chemical Group Corp | Long | Equity-common | JP | $21K | 4K | 0.00 |
| Mitsubishi Estate Co Ltd | Long | Equity-common | JP | $16K | 1K | 0.00 |
| Mitsubishi UFJ Financial Group Inc (MITSUBISHI UFJ FIN GRP) | Long | Debt | JP | $2M | – | 0.07 |
| Mitsubishi UFJ Financial Group Inc | Long | Equity-common | JP | $63K | 6K | 0.00 |
| Mitsui & Co Ltd | Long | Equity-common | JP | $50K | 2K | 0.00 |
| Mitsui OSK Lines Ltd | Long | Equity-common | JP | $96K | 3K | 0.00 |
| MMAF Equipment Finance LLC 2017-B | Long | ABS-other | US | $704K | – | 0.03 |
| MMAF Equipment Finance LLC 2019-A | Long | ABS-other | US | $876K | – | 0.03 |
| MMAF Equipment Finance LLC 2019-B | Long | ABS-other | US | $2M | – | 0.06 |
| Moderna Inc | Long | Equity-common | US | $1M | 10K | 0.04 |
| Mohawk Industries Inc | Long | Equity-common | US | $175K | 2K | 0.01 |
| Molina Healthcare Inc | Long | Equity-common | US | $461K | 2K | 0.02 |
| Molson Coors Beverage Co | Long | Equity-common | US | $285K | 6K | 0.01 |
| Moncler SpA | Long | Equity-common | IT | $11K | 177 | 0.00 |
| Monday.com Ltd | Long | Equity-common | IL | $24K | 100 | 0.00 |
| Mondelez International Inc | Long | Equity-common | US | $3M | 39K | 0.10 |
| Monolithic Power Systems Inc | Long | Equity-common | US | $1M | 1K | 0.04 |
| Monster Beverage Corp | Long | Equity-common | US | $1M | 21K | 0.04 |
| Monument Clo 1 DAC | Long | ABS-collateralized bond/debt obligation | IE | $7M | – | 0.28 |
| Moody's Corp | Long | Equity-common | US | $2M | 5K | 0.07 |
| Morgan Stanley | Long | Equity-common | US | $4M | 36K | 0.13 |
| Morgan Stanley | Long | Debt | US | $3M | – | 0.13 |
| Morgan Stanley | Long | Debt | US | $3M | – | 0.11 |
| Morgan Stanley | Long | Debt | US | $2M | – | 0.09 |
| Morgan Stanley | Long | Debt | US | $2M | – | 0.07 |
| Morgan Stanley | Long | Debt | US | $1M | – | 0.05 |
| Morgan Stanley | Long | Debt | US | $979K | – | 0.04 |
| Morgan Stanley | Long | Debt | US | $538K | – | 0.02 |
| Morgan Stanley | Long | Debt | US | $440K | – | 0.02 |
| Morgan Stanley Capital I Trust 2015-UBS8 | Long | ABS-mortgage backed security | US | $4M | – | 0.15 |
| Morgan Stanley Capital I Trust 2016-BNK2 | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Morgan Stanley Capital I Trust 2016-UB11 | Long | ABS-mortgage backed security | US | $6M | – | 0.22 |
| Morgan Stanley Capital I Trust 2019-H6 | Long | ABS-mortgage backed security | US | $5M | – | 0.17 |
| Morgan Stanley Capital I Trust 2019-H7 | Long | ABS-mortgage backed security | US | $5M | – | 0.20 |
| Mosaic Co/The | Long | Equity-common | US | $266K | 9K | 0.01 |
| Motorola Solutions Inc | Long | Debt | US | $3M | – | 0.10 |
| Motorola Solutions Inc | Long | Equity-common | US | $2M | 5K | 0.07 |
| Mountain View CLO IX Ltd (Mountain View CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.09 |
| Mowi ASA | Long | Equity-common | NO | $42K | 3K | 0.00 |
| MPLX LP | Long | Debt | US | $2M | – | 0.09 |
| MPLX LP | Long | Debt | US | $1M | – | 0.04 |
| MPLX LP | Long | Debt | US | $647K | – | 0.02 |
| MPLX LP | Long | Debt | US | $22K | – | 0.00 |
| MPT Operating Partnership LP / MPT Finance Corp (MPT OPER PARTNERSP/FINL) | Long | Debt | US | $406K | – | 0.02 |
| MPT Operating Partnership LP / MPT Finance Corp (MPT OPER PARTNERSP/FINL) | Long | Debt | US | $229K | – | 0.01 |
| MS&AD Insurance Group Holdings Inc | Long | Equity-common | JP | $123K | 6K | 0.00 |
| MSCI EAFE (ICE FUTURES U.S., INC.) | Derivative-equity | US | $3K | – | 0.00 | |
| MSCI Inc | Long | Equity-common | US | $1M | 2K | 0.04 |
| Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen (Munich Re) | Long | Equity-common | DE | $160K | 320 | 0.01 |
| Mylan Inc | Long | Debt | US | $510K | – | 0.02 |
| Nasdaq Inc | Long | Equity-common | US | $651K | 11K | 0.02 |
| National Australia Bank Ltd | Long | Equity-common | AU | $117K | 5K | 0.00 |
| NatWest Group PLC | Long | Equity-common | GB | $22K | 6K | 0.00 |
| Navient Private Education Refi Loan Trust 2018-C (Navient Student Loan Trust) | Long | ABS-other | US | $17K | – | 0.00 |
| Navient Private Education Refi Loan Trust 2019-C (Navient Student Loan Trust) | Long | ABS-other | US | $316K | – | 0.01 |
| Navient Private Education Refi Loan Trust 2020-B (Navient Student Loan Trust) | Long | ABS-other | US | $391K | – | 0.01 |
| Nemetschek SE | Long | Equity-common | DE | $48K | 488 | 0.00 |
| Nestle SA | Long | Equity-common | CH | $153K | 2K | 0.01 |
| NetApp Inc | Long | Equity-common | US | $760K | 6K | 0.03 |
| Netflix Inc | Long | Equity-common | US | $8M | 12K | 0.32 |
| New Jersey Turnpike Authority (NEW JERSEY ST TURNPIKE AUTH TU) | Long | Debt | US | $1M | – | 0.04 |
| New Residential Mortgage Loan Trust 2018-4 | Long | ABS-mortgage backed security | US | $110K | – | 0.00 |
| New York City Transitional Finance Authority Future Tax Secured Revenue (NEW YORK CITY NY TRANSITIONAL) | Long | Debt | US | $1M | – | 0.04 |
| New York Life Insurance Co | Long | Debt | US | $724K | – | 0.03 |
| NewDay Funding | Long | ABS-other | GB | $4M | – | 0.16 |
| Newday Funding Master Issuer PLC - Series 2024-2 | Long | ABS-other | GB | $2M | – | 0.07 |
| Newmont Corp | Long | Debt | US | $2M | – | 0.06 |
| Newmont Corp | Long | Equity-common | US | $1M | 34K | 0.05 |
| Newmont Corp / Newcrest Finance Pty Ltd (NEWMONT / NEWCREST FIN) | Long | Debt | US | $759K | – | 0.03 |
| News Corp | Long | Equity-common | US | $300K | 11K | 0.01 |
| News Corp | Long | Equity-common | US | $99K | 4K | 0.00 |
| Next PLC | Long | Equity-common | GB | $18K | 156 | 0.00 |
| NextEra Energy Capital Holdings Inc | Long | Debt | US | $2M | – | 0.09 |
| NextEra Energy Capital Holdings Inc | Long | Debt | US | $516K | – | 0.02 |
| NextEra Energy Inc | Long | Equity-common | US | $4M | 59K | 0.16 |
| Nice Ltd | Long | Equity-common | IL | $9K | 53 | 0.00 |
| NIKE Inc | Long | Equity-common | US | $3M | 35K | 0.10 |
| Nintendo Co Ltd | Long | Equity-common | JP | $27K | 500 | 0.00 |
| Nippon Paint Holdings Co Ltd | Long | Equity-common | JP | $5K | 800 | 0.00 |
| Nippon Sanso Holdings Corp | Long | Equity-common | JP | $56K | 2K | 0.00 |
| Nippon Steel Corp | Long | Equity-common | JP | $91K | 4K | 0.00 |
| NiSource Inc | Long | Debt | US | $1M | – | 0.06 |
| NiSource Inc | Long | Equity-common | US | $357K | 12K | 0.01 |
| NiSource Inc | Long | Debt | US | $215K | – | 0.01 |
| Nokia Oyj | Long | Equity-common | FI | $53K | 14K | 0.00 |
| Nomura Holdings Inc | Long | Debt | JP | $2M | – | 0.07 |
| Nomura Holdings Inc | Long | Debt | JP | $1M | – | 0.05 |
| Nomura Holdings Inc | Long | Equity-common | JP | $14K | 3K | 0.00 |
| Nomura Real Estate Holdings Inc | Long | Equity-common | JP | $81K | 3K | 0.00 |
| Nordea Bank Abp | Long | Equity-common | FI | $59K | 5K | 0.00 |
| Nordson Corp | Long | Equity-common | US | $348K | 2K | 0.01 |
| Norfolk Southern Corp | Long | Equity-common | US | $1M | 6K | 0.05 |
| Norfolk Southern Corp | Long | Debt | US | $120K | – | 0.00 |
| Norsk Hydro ASA | Long | Equity-common | NO | $6K | 960 | 0.00 |
| Northern Star Resources Ltd | Long | Equity-common | AU | $23K | 3K | 0.00 |
| Northern States Power Co/MN (NORTHERN STATES PWR-MINN) | Long | Debt | US | $753K | – | 0.03 |
| Northern Trust Corp | Long | Equity-common | US | $504K | 6K | 0.02 |
| Northrop Grumman Corp | Long | Equity-common | US | $2M | 4K | 0.07 |
| Norwegian Cruise Line Holdings Ltd | Long | Equity-common | US | $259K | 14K | 0.01 |
| Novartis AG | Long | Equity-common | CH | $277K | 3K | 0.01 |
| Novo Nordisk A/S | Long | Equity-common | DK | $503K | 4K | 0.02 |
| NRG Energy Inc | Long | Equity-common | US | $467K | 6K | 0.02 |
| NRG Energy Inc | Long | Debt | US | $311K | – | 0.01 |
| NRG Energy Inc | Long | Debt | US | $213K | – | 0.01 |
| NRG Energy Inc | Long | Debt | US | $129K | – | 0.00 |
| NRG Energy Inc | Long | Debt | US | $43K | – | 0.00 |
| Nucor Corp | Long | Equity-common | US | $1M | 7K | 0.04 |
| NVIDIA Corp | Long | Equity-common | US | $88M | 708K | 3.32 |
| NVR Inc | Long | Equity-common | US | $683K | 90 | 0.03 |
| NXP Semiconductors NV | Long | Equity-common | NL | $2M | 7K | 0.08 |
| O'Reilly Automotive Inc | Long | Equity-common | US | $2M | 2K | 0.07 |
| Oaktown Re VII Ltd (Oaktown Re Ltd) | Long | ABS-mortgage backed security | BM | $920K | – | 0.03 |
| Obayashi Corp | Long | Equity-common | JP | $97K | 8K | 0.00 |
| Occidental Petroleum Corp | Long | Equity-common | US | $1M | 19K | 0.05 |
| OCP CLO 2015-9 Ltd (OCP CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.10 |
| OCP SA (OFFICE CHERIFIEN DES PHO) | Long | Debt | MA | $925K | – | 0.04 |
| OFSI BSL XII Ltd (OFSI Fund LTD) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.18 |
| Ohio Power Co (OHIO POWER COMPANY) | Long | Debt | US | $351K | – | 0.01 |
| Ohio State University/The (OHIO ST UNIV) | Long | Debt | US | $399K | – | 0.02 |
| Old Dominion Freight Line Inc | Long | Equity-common | US | $906K | 5K | 0.03 |
| Omnicom Group Inc | Long | Equity-common | US | $511K | 6K | 0.02 |
| ON Semiconductor Corp | Long | Equity-common | US | $843K | 12K | 0.03 |
| OneMain Direct Auto Receivables Trust 2019-1 | Long | ABS-other | US | $3M | – | 0.12 |
| OneMain Direct Auto Receivables Trust 2021-1 | Long | ABS-other | US | $2M | – | 0.06 |
| OneMain Direct Auto Receivables Trust 2023-1 | Long | ABS-other | US | $3M | – | 0.12 |
| OneMain Financial Issuance Trust 2020-2 | Long | ABS-other | US | $2M | – | 0.07 |
| OneMain Financial Issuance Trust 2021-1 | Long | ABS-other | US | $2M | – | 0.08 |
| OneMain Financial Issuance Trust 2023-2 | Long | ABS-other | US | $3M | – | 0.13 |
| ONEOK Inc | Long | Debt | US | $3M | – | 0.12 |
| ONEOK Inc | Long | Equity-common | US | $1M | 17K | 0.05 |
| ONEOK Inc | Long | Debt | US | $787K | – | 0.03 |
| ONEOK Inc | Long | Debt | US | $194K | – | 0.01 |
| ONEOK Partners LP | Long | Debt | US | $137K | – | 0.01 |
| Ono Pharmaceutical Co Ltd | Long | Equity-common | JP | $53K | 4K | 0.00 |
| Oracle Corp | Long | Equity-common | US | $6M | 46K | 0.25 |
| Oracle Corp | Long | Debt | US | $1M | – | 0.05 |
| Orange SA | Long | Equity-common | FR | $16K | 2K | 0.00 |
| Organon & Co / Organon Foreign Debt Co-Issuer BV (ORGANON & CO/ORGANON FOR) | Long | Debt | US | $650K | – | 0.02 |
| Orica Ltd | Long | Equity-common | AU | $11K | 966 | 0.00 |
| Orion Oyj | Long | Equity-common | FI | $5K | 110 | 0.00 |
| Orkla ASA | Long | Equity-common | NO | $5K | 672 | 0.00 |
| Osaka Gas Co Ltd | Long | Equity-common | JP | $7K | 300 | 0.00 |
| Otis Worldwide Corp | Long | Equity-common | US | $1M | 12K | 0.04 |
| Otsuka Holdings Co Ltd | Long | Equity-common | JP | $17K | 400 | 0.00 |
| Oversea-Chinese Banking Corp Ltd | Long | Equity-common | SG | $119K | 11K | 0.00 |
| Owens Corning | Long | Debt | US | $364K | – | 0.01 |
| OZLM XI Ltd (OZLM Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $194K | – | 0.01 |
| PACCAR Inc | Long | Equity-common | US | $2M | 15K | 0.06 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $706K | – | 0.03 |
| PacifiCorp | Long | Debt | US | $2M | – | 0.07 |
| Packaging Corp of America | Long | Equity-common | US | $456K | 3K | 0.02 |
| Palmer Square CLO 2015-2 Ltd (Palmer Square CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.08 |
| Palo Alto Networks Inc | Long | Equity-common | US | $3M | 9K | 0.12 |
| Panama Government International Bond (REPUBLIC OF PANAMA) | Long | Debt | PA | $229K | – | 0.01 |
| Pandora A/S | Long | Equity-common | DK | $49K | 325 | 0.00 |
| Paramount Global | Long | Equity-common | US | $146K | 14K | 0.01 |
| Parker-Hannifin Corp | Long | Equity-common | US | $2M | 4K | 0.07 |
| Paychex Inc | Long | Equity-common | US | $1M | 9K | 0.04 |
| Paycom Software Inc | Long | Equity-common | US | $189K | 1K | 0.01 |
| PayPal Holdings Inc | Long | Equity-common | US | $2M | 30K | 0.07 |
| PECO Energy Co | Long | Debt | US | $487K | – | 0.02 |
| Pennsylvania Higher Education Assistance Agency | Long | ABS-other | US | $862K | – | 0.03 |
| Pennsylvania Turnpike Commission (PENNSYLVANIA ST TURNPIKE COMMI) | Long | Debt | US | $497K | – | 0.02 |
| Penske Truck Leasing Co Lp / PTL Finance Corp (PENSKE TRUCK LEASING/PTL) | Long | Debt | US | $3M | – | 0.10 |
| Pentair Finance Sarl | Long | Debt | LU | $2M | – | 0.09 |
| Pentair PLC | Long | Equity-common | GB | $382K | 5K | 0.01 |
| PepsiCo Inc | Long | Equity-common | US | $7M | 40K | 0.25 |
| Peruvian Government International Bond (REPUBLIC OF PERU) | Long | Debt | PE | $440K | – | 0.02 |
| Petroleos Mexicanos | Long | Debt | MX | $753K | – | 0.03 |
| Petroleos Mexicanos | Long | Debt | MX | $332K | – | 0.01 |
| Petroleos Mexicanos | Long | Debt | MX | $124K | – | 0.00 |
| Petroleos Mexicanos | Long | Debt | MX | $88K | – | 0.00 |
| Pfizer Inc | Long | Equity-common | US | $5M | 163K | 0.17 |
| PG&E Corp | Long | Equity-common | US | $1M | 61K | 0.04 |
| PGIM Core Ultra Short Bond Fund | Long | Short-term investment vehicle | US | $275M | 275M | 10.46 |
| PGIM Institutional Money Market Fund - D | Long | Short-term investment vehicle | US | $52M | 52M | 1.98 |
| Philip Morris International Inc | Long | Equity-common | US | $5M | 46K | 0.18 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $3M | – | 0.12 |
| Phillips 66 | Long | Equity-common | US | $2M | 12K | 0.07 |
| Piedmont Natural Gas Co Inc | Long | Debt | US | $2M | – | 0.07 |
| Pinnacle West Capital Corp | Long | Equity-common | US | $244K | 3K | 0.01 |
| PNC Financial Services Group Inc/The | Long | Equity-common | US | $2M | 11K | 0.07 |
| Pool Corp | Long | Equity-common | US | $332K | 1K | 0.01 |
| PPG Industries Inc | Long | Equity-common | US | $856K | 7K | 0.03 |
| PPL Corp | Long | Equity-common | US | $586K | 21K | 0.02 |
| Principal Financial Group Inc | Long | Equity-common | US | $502K | 6K | 0.02 |
| Principal Financial Group Inc (PRINCIPAL FINANCIAL GRP) | Long | Debt | US | $93K | – | 0.00 |
| Private Export Funding Corp | Long | Debt | US | $250K | – | 0.01 |
| Procter & Gamble Co/The | Long | Equity-common | US | $11M | 68K | 0.43 |
| Progressive Corp/The | Long | Equity-common | US | $3M | 17K | 0.13 |
| Prologis Inc | Long | Equity-common | US | $3M | 27K | 0.11 |
| Prosus NV | Long | Equity-common | NL | $43K | 1K | 0.00 |
| PTC Inc | Long | Equity-common | US | $618K | 3K | 0.02 |
| Public Service Electric and Gas Co | Long | Debt | US | $812K | – | 0.03 |
| Public Service Electric and Gas Co | Long | Debt | US | $807K | – | 0.03 |
| Public Service Electric and Gas Co | Long | Debt | US | $538K | – | 0.02 |
| Public Service Enterprise Group Inc | Long | Equity-common | US | $1M | 14K | 0.04 |
| Public Service Enterprise Group Inc | Long | Debt | US | $1M | – | 0.04 |
| Public Storage | Long | Equity-common | US | $1M | 4K | 0.05 |
| Publicis Groupe SA | Long | Equity-common | FR | $123K | 1K | 0.00 |
| PulteGroup Inc | Long | Equity-common | US | $674K | 6K | 0.03 |
| QatarEnergy (QATAR ENERGY) | Long | Debt | QA | $460K | – | 0.02 |
| QatarEnergy (QATAR ENERGY) | Long | Debt | QA | $455K | – | 0.02 |
| QBE Insurance Group Ltd | Long | Equity-common | AU | $12K | 1K | 0.00 |
| Qorvo Inc | Long | Equity-common | US | $326K | 3K | 0.01 |
| QUALCOMM Inc | Long | Equity-common | US | $6M | 32K | 0.24 |
| Quanta Services Inc | Long | Equity-common | US | $1M | 4K | 0.04 |
| Quest Diagnostics Inc | Long | Equity-common | US | $438K | 3K | 0.02 |
| Rakuten Group Inc | Long | Equity-common | JP | $7K | 1K | 0.00 |
| Ralph Lauren Corp | Long | Equity-common | US | $175K | 1K | 0.01 |
| Rational AG | Long | Equity-common | DE | $21K | 25 | 0.00 |
| Raymond James Financial Inc | Long | Equity-common | US | $674K | 5K | 0.03 |
| RCKT Mortgage Trust 2024-CES1 (Woodward Capital Management) | Long | ABS-mortgage backed security | US | $944K | – | 0.04 |
| RCKT Mortgage Trust 2024-CES3 (Woodward Capital Management) | Long | ABS-mortgage backed security | US | $992K | – | 0.04 |
| Realty Income Corp | Long | Equity-common | US | $1M | 25K | 0.05 |
| Reckitt Benckiser Group PLC | Long | Equity-common | GB | $31K | 579 | 0.00 |
| Recruit Holdings Co Ltd | Long | Equity-common | JP | $118K | 2K | 0.00 |
| Reece Ltd | Long | Equity-common | AU | $79K | 5K | 0.00 |
| Regatta VII Funding Ltd | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.14 |
| Regency Centers Corp | Long | Equity-common | US | $292K | 5K | 0.01 |
| Regeneron Pharmaceuticals Inc | Long | Equity-common | US | $3M | 3K | 0.12 |
| Regional Transportation District Sales Tax Revenue (REGL TRANSPRTN DIST CO SALES T) | Long | Debt | US | $591K | – | 0.02 |
| Regions Financial Corp | Long | Equity-common | US | $533K | 27K | 0.02 |
| Repsol SA | Long | Equity-common | ES | $16K | 1K | 0.00 |
| Republic Services Inc | Long | Equity-common | US | $1M | 6K | 0.05 |
| ResMed Inc | Long | Equity-common | US | $785K | 4K | 0.03 |
| Revvity Inc | Long | Equity-common | US | $388K | 4K | 0.01 |
| Rheinmetall AG | Long | Equity-common | DE | $18K | 35 | 0.00 |
| Rio Tinto Ltd | Long | Equity-common | AU | $22K | 275 | 0.00 |
| Rio Tinto PLC | Long | Equity-common | GB | $102K | 2K | 0.00 |
| Ritchie Bros Holdings Inc (RITCHIE BROS HLDGS INC) | Long | Debt | US | $51K | – | 0.00 |
| Roche Holding AG | Long | Equity-common | CH | $226K | 816 | 0.01 |
| Rockford Tower CLO 2023-1 Ltd (Rockford Tower CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.14 |
| Rockwell Automation Inc | Long | Equity-common | US | $908K | 3K | 0.03 |
| Rollins Inc | Long | Equity-common | US | $400K | 8K | 0.02 |
| Rolls-Royce Holdings PLC | Long | Equity-common | GB | $141K | 25K | 0.01 |
| Romanian Government International Bond | Long | Debt | RO | $874K | – | 0.03 |
| Roper Technologies Inc | Long | Equity-common | US | $2M | 3K | 0.07 |
| Ross Stores Inc | Long | Equity-common | US | $1M | 10K | 0.05 |
| Royal Caribbean Cruises Ltd | Long | Equity-common | US | $1M | 7K | 0.04 |
| RTX Corp | Long | Equity-common | US | $4M | 39K | 0.15 |
| RTX Corp | Long | Debt | US | $876K | – | 0.03 |
| S&P Global Inc | Long | Equity-common | US | $4M | 9K | 0.16 |
| S&P500 EMINI (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-equity | US | $32K | – | 0.00 | |
| Safran SA | Long | Equity-common | FR | $118K | 561 | 0.00 |
| Salesforce Inc | Long | Equity-common | US | $7M | 28K | 0.27 |
| San Diego Gas & Electric Co (SAN DIEGO G & E) | Long | Debt | US | $815K | – | 0.03 |
| Sanofi SA | Long | Equity-common | FR | $91K | 944 | 0.00 |
| Santander Drive Auto Receivables Trust 2021-2 | Long | ABS-other | US | $1M | – | 0.05 |
| Santander Drive Auto Receivables Trust 2022-1 | Long | ABS-other | US | $1M | – | 0.04 |
| Santander Drive Auto Receivables Trust 2023-1 | Long | ABS-other | US | $595K | – | 0.02 |
| Santander Drive Auto Receivables Trust 2023-3 | Long | ABS-other | US | $906K | – | 0.03 |
| Santander Drive Auto Receivables Trust 2023-4 | Long | ABS-other | US | $2M | – | 0.06 |
| Santander Drive Auto Receivables Trust 2024-2 | Long | ABS-other | US | $504K | – | 0.02 |
| Santos Finance Ltd | Long | Debt | AU | $670K | – | 0.03 |
| SAP SE | Long | Equity-common | DE | $67K | 335 | 0.00 |
| Sasol Financing USA LLC | Long | Debt | US | $385K | – | 0.01 |
| Saudi Government International Bond (SAUDI INTERNATIONAL BOND) | Long | Debt | SA | $486K | – | 0.02 |
| SBA Communications Corp | Long | Equity-common | US | $609K | 3K | 0.02 |
| Scentre Group | Long | Equity-common | AU | $8K | 4K | 0.00 |
| Schindler Holding AG | Long | Equity-common | CH | $8K | 31 | 0.00 |
| Schlumberger NV | Long | Equity-common | US | $2M | 41K | 0.07 |
| Schneider Electric SE | Long | Equity-common | FR | $6K | 24 | 0.00 |
| Scout24 SE | Long | Equity-common | DE | $6K | 77 | 0.00 |
| SCREEN Holdings Co Ltd | Long | Equity-common | JP | $9K | 100 | 0.00 |
| Sea Ltd | Long | Equity-common | SG | $29K | 400 | 0.00 |
| Seagate Technology Holdings PLC | Long | Equity-common | US | $578K | 6K | 0.02 |
| Sealed Air Corp/Sealed Air Corp US (SEALED AIR/SEALED AIR US) | Long | Debt | US | $75K | – | 0.00 |
| Sekisui Chemical Co Ltd | Long | Equity-common | JP | $6K | 400 | 0.00 |
| Sempra | Long | Equity-common | US | $1M | 19K | 0.05 |
| ServiceNow Inc | Long | Equity-common | US | $5M | 6K | 0.18 |
| ServiceNow Inc | Long | Debt | US | $1M | – | 0.04 |
| SFS Auto Receivables Securitization Trust 2023-1 | Long | ABS-other | US | $304K | – | 0.01 |
| SFS Auto Receivables Securitization Trust 2023-1 | Long | ABS-other | US | $202K | – | 0.01 |
| Shamrock Residential | Long | ABS-mortgage backed security | IE | $259K | – | 0.01 |
| Shell PLC | Long | Equity-common | GB | $195K | 5K | 0.01 |
| Sherwin-Williams Co/The | Long | Equity-common | US | $2M | 7K | 0.08 |
| Shimano Inc | Long | Equity-common | JP | $15K | 100 | 0.00 |
| Shimizu Corp | Long | Equity-common | JP | $38K | 7K | 0.00 |
| Shionogi & Co Ltd | Long | Equity-common | JP | $97K | 3K | 0.00 |
| Siemens AG | Long | Equity-common | DE | $168K | 902 | 0.01 |
| Siemens Energy AG | Long | Equity-common | DE | $13K | 500 | 0.00 |
| Simon Property Group Inc | Long | Equity-common | US | $1M | 10K | 0.06 |
| Singapore Airlines Ltd | Long | Equity-common | SG | $22K | 4K | 0.00 |
| Singapore Technologies Engineering Ltd (ST Engineering) | Long | Equity-common | SG | $5K | 2K | 0.00 |
| Skandinaviska Enskilda Banken AB | Long | Equity-common | SE | $18K | 1K | 0.00 |
| SKF AB | Long | Equity-common | SE | $77K | 4K | 0.00 |
| Skyworks Solutions Inc | Long | Equity-common | US | $512K | 5K | 0.02 |
| Smiths Group PLC | Long | Equity-common | GB | $6K | 262 | 0.00 |
| Smurfit Kappa Group PLC | Long | Equity-common | IE | $43K | 971 | 0.00 |
| Snap-on Inc | Long | Equity-common | US | $392K | 2K | 0.01 |
| Societe Generale SA | Long | Debt | FR | $3M | – | 0.11 |
| Sofi Professional Loan Program 2018-B Trust (Social Professional Loan Progr) | Long | ABS-other | US | $240K | – | 0.01 |
| Sofi Professional Loan Program 2019-A LLC (Social Professional Loan Progr) | Long | ABS-other | US | $280K | – | 0.01 |
| Sofi Professional Loan Program 2019-B LLC (Social Professional Loan Progr) | Long | ABS-other | US | $331K | – | 0.01 |
| Sofi Professional Loan Program 2019-C LLC (Social Professional Loan Progr) | Long | ABS-other | US | $527K | – | 0.02 |
| SoFi Professional Loan Program 2020-ATrust (Social Professional Loan Progr) | Long | ABS-other | US | $718K | – | 0.03 |
| Solvay SA | Long | Equity-common | BE | $28K | 806 | 0.00 |
| Solventum Corp | Long | Equity-common | US | $215K | 4K | 0.01 |
| Sony Group Corp | Long | Equity-common | JP | $94K | 1K | 0.00 |
| Sound Point CLO XXIX Ltd (Sound Point CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.23 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $504K | – | 0.02 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $268K | – | 0.01 |
| Southern Co/The | Long | Equity-common | US | $2M | 31K | 0.09 |
| Southwest Airlines Co | Long | Debt | US | $1M | – | 0.05 |
| Southwest Airlines Co | Long | Equity-common | US | $492K | 17K | 0.02 |
| Southwestern Energy Co | Long | Debt | US | $299K | – | 0.01 |
| St Pauls CLO | Long | ABS-collateralized bond/debt obligation | IE | $2M | – | 0.08 |
| Standard Industries Inc/NJ | Long | Debt | US | $286K | – | 0.01 |
| Stanley Black & Decker Inc | Long | Equity-common | US | $371K | 5K | 0.01 |
| Starbucks Corp | Long | Equity-common | US | $3M | 33K | 0.10 |
| State of California (CALIFORNIA ST) | Long | Debt | US | $1M | – | 0.05 |
| State of California (CALIFORNIA ST) | Long | Debt | US | $404K | – | 0.02 |
| State of California (CALIFORNIA ST) | Long | Debt | US | $242K | – | 0.01 |
| State of Oregon Department of Transportation (OREGON ST DEPT OF TRANSPRTN HI) | Long | Debt | US | $442K | – | 0.02 |
| State Street Corp | Long | Equity-common | US | $659K | 9K | 0.03 |
| State Street Corp | Long | Equity-preferred | US | $601K | 25K | 0.02 |
| Steel Dynamics Inc | Long | Equity-common | US | $576K | 4K | 0.02 |
| Stellantis NV | Long | Equity-common | NL | $43K | 2K | 0.00 |
| STERIS PLC | Long | Equity-common | US | $626K | 3K | 0.02 |
| Stockland | Long | Equity-common | AU | $5K | 2K | 0.00 |
| Structured Adjustable Rate Mortgage Loan Trust | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| Stryker Corp | Long | Equity-common | US | $3M | 10K | 0.12 |
| Subaru Corp | Long | Equity-common | JP | $100K | 5K | 0.00 |
| Sumitomo Electric Industries Ltd | Long | Equity-common | JP | $44K | 3K | 0.00 |
| Sun Communities Operating LP (SUN COMMUNITIES OPER LP) | Long | Debt | US | $3M | – | 0.11 |
| Suncorp Group Ltd | Long | Equity-common | AU | $13K | 1K | 0.00 |
| Super Micro Computer Inc | Long | Equity-common | US | $1M | 1K | 0.04 |
| Swedbank AB | Long | Equity-common | SE | $15K | 708 | 0.00 |
| Synchrony Financial | Long | Equity-common | US | $560K | 12K | 0.02 |
| Synopsys Inc | Long | Equity-common | US | $3M | 4K | 0.10 |
| Sysco Corp | Long | Equity-common | US | $1M | 15K | 0.04 |
| T Rowe Price Group Inc | Long | Equity-common | US | $750K | 7K | 0.03 |
| T-Mobile US Inc | Long | Equity-common | US | $3M | 15K | 0.10 |
| T-Mobile USA Inc | Long | Debt | US | $5M | – | 0.20 |
| T-Mobile USA Inc | Long | Debt | US | $819K | – | 0.03 |
| T-Mobile USA Inc | Long | Debt | US | $192K | – | 0.01 |
| Taisei Corp | Long | Equity-common | JP | $7K | 200 | 0.00 |
| Take-Two Interactive Software Inc | Long | Equity-common | US | $700K | 5K | 0.03 |
| Talanx AG | Long | Equity-common | DE | $6K | 81 | 0.00 |
| Tapestry Inc | Long | Equity-common | US | $291K | 7K | 0.01 |
| Targa Resources Corp | Long | Equity-common | US | $837K | 7K | 0.03 |
| Target Corp | Long | Equity-common | US | $2M | 13K | 0.08 |
| Taylor Morrison Communities Inc | Long | Debt | US | $403K | – | 0.02 |
| TCW CLO 2021-2 Ltd (TCW CLO 2021-2, Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.18 |
| TDK Corp | Long | Equity-common | JP | $129K | 2K | 0.00 |
| TE Connectivity Ltd | Long | Equity-common | US | $1M | 9K | 0.05 |
| Teachers Insurance & Annuity Association of America (TEACHERS INSUR & ANNUITY) | Long | Debt | US | $1M | – | 0.04 |
| Teachers Insurance & Annuity Association of America (TEACHERS INSUR & ANNUITY) | Long | Debt | US | $136K | – | 0.01 |
| Tele2 AB | Long | Equity-common | SE | $7K | 693 | 0.00 |
| Teledyne Technologies Inc | Long | Equity-common | US | $528K | 1K | 0.02 |
| Teleflex Inc | Long | Equity-common | US | $252K | 1K | 0.01 |
| Telstra Group Ltd | Long | Equity-common | AU | $8K | 3K | 0.00 |
| Tenaris SA | Long | Equity-common | LU | $6K | 420 | 0.00 |
| Tenet Healthcare Corp | Long | Debt | US | $394K | – | 0.01 |
| Tennessee Valley Authority (TENN VALLEY AUTHORITY) | Long | Debt | US | $493K | – | 0.02 |
| Tennessee Valley Authority (TENN VALLEY AUTHORITY) | Long | Debt | US | $162K | – | 0.01 |
| Teradyne Inc | Long | Equity-common | US | $682K | 5K | 0.03 |
| Tesco PLC | Long | Equity-common | GB | $21K | 5K | 0.00 |
| Tesla Inc | Long | Equity-common | US | $16M | 80K | 0.60 |
| Teva Pharmaceutical Industries Ltd | Long | Equity-common | IL | $8K | 500 | 0.00 |
| Texas Instruments Inc | Long | Equity-common | US | $5M | 26K | 0.19 |
| Textron Inc | Long | Equity-common | US | $489K | 6K | 0.02 |
| TFS_18-3 | Long | ABS-mortgage backed security | $1.07 | – | 0.00 | |
| TFS_18-3-A1 | Long | ABS-mortgage backed security | LU | $542K | – | 0.02 |
| Thermo Fisher Scientific Inc | Long | Equity-common | US | $6M | 11K | 0.23 |
| Time Warner Cable LLC | Long | Debt | US | $226K | – | 0.01 |
| TJX Cos Inc/The | Long | Equity-common | US | $4M | 33K | 0.14 |
| Toho Co Ltd/Tokyo | Long | Equity-common | JP | $6K | 200 | 0.00 |
| Tokio Marine Holdings Inc | Long | Equity-common | JP | $64K | 2K | 0.00 |
| Tokyo Electric Power Co Holdings Inc (TEPCO) | Long | Equity-common | JP | $30K | 6K | 0.00 |
| Tokyo Electron Ltd | Long | Equity-common | JP | $88K | 400 | 0.00 |
| Tokyo Gas Co Ltd | Long | Equity-common | JP | $75K | 4K | 0.00 |
| Toro European CLO 2 DAC | Long | ABS-collateralized bond/debt obligation | IE | $3M | – | 0.12 |
| TotalEnergies SE | Long | Equity-common | FR | $207K | 3K | 0.01 |
| Towd Point HE Trust 2023-1 | Long | ABS-other | US | $238K | – | 0.01 |
| Towd Point Mortgage Trust 2017-5 | Long | ABS-mortgage backed security | US | $183K | – | 0.01 |
| Towd Point Mortgage Trust 2020-4 | Long | ABS-mortgage backed security | US | $419K | – | 0.02 |
| Towd Point Mortgage Trust 2024-CES2 | Long | ABS-mortgage backed security | US | $189K | – | 0.01 |
| Towd Point Mortgage Trust 2024-CES3 | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Toyota Industries Corp | Long | Equity-common | JP | $60K | 700 | 0.00 |
| Toyota Motor Corp | Long | Equity-common | JP | $94K | 5K | 0.00 |
| Tractor Supply Co | Long | Equity-common | US | $837K | 3K | 0.03 |
| Trane Technologies PLC | Long | Equity-common | IE | $2M | 7K | 0.08 |
| TransDigm Group Inc | Long | Equity-common | US | $2M | 2K | 0.08 |
| Travelers Cos Inc/The | Long | Equity-common | US | $1M | 6K | 0.05 |
| Trelleborg AB | Long | Equity-common | SE | $7K | 182 | 0.00 |
| Trimaran Cavu 2019-1 Ltd (Trimaran Advisors CAVU 2019-1) | Long | ABS-collateralized bond/debt obligation | KY | $8M | – | 0.29 |
| Trimble Inc | Long | Equity-common | US | $414K | 7K | 0.02 |
| Trinitas CLO XXVI Ltd (Trinitas CLO Ltd) | Long | ABS-collateralized bond/debt obligation | BM | $2M | – | 0.09 |
| TRS TREASURY BOND (JPMORGAN CHASE BANK, NATIONAL ASSOCIATION) | Derivative-interest rate | US | $-150K | – | -0.01 | |
| TRS TREASURY BOND (JPMORGAN CHASE BANK, NATIONAL ASSOCIATION) | Derivative-interest rate | US | $-223K | – | -0.01 | |
| TRS TREASURY BOND (JPMORGAN CHASE BANK, NATIONAL ASSOCIATION) | Derivative-interest rate | US | $-304K | – | -0.01 | |
| TRS TREASURY BOND (GOLDMAN SACHS INTERNATIONAL) | Derivative-interest rate | GB | $-396K | – | -0.02 | |
| TRS TREASURY BOND (JPMORGAN CHASE BANK, NATIONAL ASSOCIATION) | Derivative-interest rate | US | $-499K | – | -0.02 | |
| TRS TREASURY BOND (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-interest rate | US | $-522K | – | -0.02 | |
| TRS TREASURY BOND (GOLDMAN SACHS INTERNATIONAL) | Derivative-interest rate | GB | $-598K | – | -0.02 | |
| TRS TRSBENCH7 INDEX (JPMORGAN CHASE BANK, NATIONAL ASSOCIATION) | Derivative-equity | US | $106K | – | 0.00 | |
| Truist Financial Corp | Long | Equity-common | US | $1M | 38K | 0.06 |
| Truist Financial Corp | Long | Debt | US | $791K | – | 0.03 |
| Tyler Technologies Inc | Long | Equity-common | US | $558K | 1K | 0.02 |
| Tyson Foods Inc | Long | Equity-common | US | $474K | 8K | 0.02 |
| Uber Technologies Inc | Long | Equity-common | US | $4M | 60K | 0.17 |
| UBS Commercial Mortgage Trust 2017-C2 | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| UBS Commercial Mortgage Trust 2017-C5 | Long | ABS-mortgage backed security | US | $5M | – | 0.18 |
| UBS Commercial Mortgage Trust 2018-C14 | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| UBS Commercial Mortgage Trust 2018-C9 | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| UBS Group AG | Long | Debt | CH | $3M | – | 0.11 |
| UBS Group AG | Long | Debt | CH | $2M | – | 0.08 |
| UBS Group AG | Long | Debt | CH | $1M | – | 0.04 |
| UBS Group AG | Long | Debt | CH | $940K | – | 0.04 |
| UBS Group AG | Long | Debt | CH | $478K | – | 0.02 |
| UBS Group AG | Long | Equity-common | CH | $78K | 3K | 0.00 |
| UDR Inc | Long | Equity-common | US | $358K | 9K | 0.01 |
| Ulta Beauty Inc | Long | Equity-common | US | $548K | 1K | 0.02 |
| Unibail-Rodamco-Westfield | Long | Equity-common | FR | $19K | 238 | 0.00 |
| UniCredit SpA | Long | Equity-common | IT | $111K | 3K | 0.00 |
| Unilever PLC | Long | Equity-common | GB | $192K | 4K | 0.01 |
| Union Pacific Corp | Long | Equity-common | US | $4M | 18K | 0.15 |
| United Airlines Holdings Inc | Long | Equity-common | US | $477K | 10K | 0.02 |
| United Airlines Inc | Long | Debt | US | $570K | – | 0.02 |
| United Airlines Inc | Long | Debt | US | $107K | – | 0.00 |
| United Overseas Bank Ltd | Long | Equity-common | SG | $18K | 800 | 0.00 |
| United Parcel Service Inc | Long | Equity-common | US | $3M | 21K | 0.11 |
| United Rentals Inc | Long | Equity-common | US | $1M | 2K | 0.05 |
| United Rentals North America Inc | Long | Debt | US | $712K | – | 0.03 |
| United Rentals North America Inc | Long | Debt | US | $257K | – | 0.01 |
| United Rentals North America Inc | Long | Debt | US | $217K | – | 0.01 |
| United States Treasury Bill (TREASURY BILL) | Long | Debt | US | $850K | – | 0.03 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $5M | – | 0.18 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $4M | – | 0.17 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $4M | – | 0.16 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $2M | – | 0.07 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $1M | – | 0.05 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $862K | – | 0.03 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $705K | – | 0.03 |
| United States Treasury Strip Coupon (STRIPS) | Long | Debt | US | $3M | – | 0.13 |
| United States Treasury Strip Coupon (STRIPS) | Long | Debt | US | $854K | – | 0.03 |
| United States Treasury Strip Coupon (STRIPS) | Long | Debt | US | $387K | – | 0.01 |
| United States Treasury Strip Coupon (STRIPS) | Long | Debt | US | $362K | – | 0.01 |
| United States Treasury Strip Coupon (STRIPS) | Long | Debt | US | $149K | – | 0.01 |
| United States Treasury Strip Coupon (STRIPS) | Long | Debt | US | $145K | – | 0.01 |
| United States Treasury Strip Coupon (STRIPS) | Long | Debt | US | $50K | – | 0.00 |
| UnitedHealth Group Inc | Long | Equity-common | US | $14M | 27K | 0.51 |
| UnitedHealth Group Inc | Long | Debt | US | $1M | – | 0.05 |
| UnitedHealth Group Inc | Long | Debt | US | $956K | – | 0.04 |
| UnitedHealth Group Inc | Long | Debt | US | $663K | – | 0.03 |
| UnitedHealth Group Inc | Long | Debt | US | $403K | – | 0.02 |
| UnitedHealth Group Inc | Long | Debt | US | $368K | – | 0.01 |
| Universal Health Services Inc | Long | Equity-common | US | $296K | 2K | 0.01 |
| University of Miami | Long | Debt | US | $656K | – | 0.02 |
| University of Southern California (UNIV SOUTHERN CALIFORNIA) | Long | Debt | US | $918K | – | 0.03 |
| University of Virginia (UNIV OF VIRGINIA VA UNIV REVEN) | Long | Debt | US | $276K | – | 0.01 |
| US 2YR NOTE (CBT) (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $98K | – | 0.00 | |
| US 5 YEAR TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $213K | – | 0.01 | |
| US Bancorp | Long | Equity-common | US | $2M | 45K | 0.07 |
| US TREASURY LONG BOND (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $25K | – | 0.00 | |
| US ULTRA BOND CBT (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $159K | – | 0.01 | |
| USD/GBP FORWARD (THE TORONTO-DOMINION BANK) | Derivative-foreign exchange | US | $-18K | – | -0.00 | |
| Valero Energy Corp | Long | Equity-common | US | $1M | 9K | 0.06 |
| Vector Group Ltd | Long | Debt | US | $820K | – | 0.03 |
| Ventas Inc | Long | Equity-common | US | $593K | 12K | 0.02 |
| Venture 43 CLO Ltd (Venture CLO 43 Limited) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.08 |
| Venture Global Calcasieu Pass LLC | Long | Debt | US | $73K | – | 0.00 |
| Venture Global Calcasieu Pass LLC | Long | Debt | US | $49K | – | 0.00 |
| Veralto Corp | Long | Equity-common | US | $605K | 6K | 0.02 |
| VeriSign Inc | Long | Equity-common | US | $445K | 3K | 0.02 |
| Verisk Analytics Inc | Long | Equity-common | US | $1M | 4K | 0.04 |
| Verizon Communications Inc | Long | Equity-common | US | $5M | 121K | 0.19 |
| Verizon Communications Inc | Long | Debt | US | $1M | – | 0.05 |
| Verizon Communications Inc | Long | Debt | US | $864K | – | 0.03 |
| Verizon Communications Inc | Long | Debt | US | $754K | – | 0.03 |
| Verizon Communications Inc | Long | Debt | US | $398K | – | 0.02 |
| Vertex Pharmaceuticals Inc | Long | Equity-common | US | $3M | 7K | 0.13 |
| Viatris Inc | Long | Equity-common | US | $383K | 36K | 0.01 |
| Viatris Inc | Long | Debt | US | $380K | – | 0.01 |
| VICI Properties Inc | Long | Equity-common | US | $853K | 30K | 0.03 |
| Vicinity Ltd | Long | Equity-common | AU | $36K | 29K | 0.00 |
| Vinci SA | Long | Equity-common | FR | $81K | 767 | 0.00 |
| Visa Inc | Long | Equity-common | US | $12M | 46K | 0.46 |
| Vistra Corp | Long | Equity-common | US | $825K | 10K | 0.03 |
| Vistra Operations Co LLC | Long | Debt | US | $1M | – | 0.06 |
| Vistra Operations Co LLC (VISTRA CORP) | Long | Debt | US | $479K | – | 0.02 |
| Vivendi SE | Long | Equity-common | FR | $6K | 552 | 0.00 |
| Vodafone Group PLC | Long | Equity-common | GB | $17K | 19K | 0.00 |
| voestalpine AG | Long | Equity-common | AT | $29K | 1K | 0.00 |
| Volvo AB | Long | Equity-common | SE | $124K | 5K | 0.00 |
| Volvo Car AB | Long | Equity-common | SE | $64K | 21K | 0.00 |
| Vulcan Materials Co | Long | Equity-common | US | $945K | 4K | 0.04 |
| W R Berkley Corp | Long | Equity-common | US | $456K | 6K | 0.02 |
| Walgreens Boots Alliance Inc | Long | Equity-common | US | $270K | 22K | 0.01 |
| Walmart Inc | Long | Equity-common | US | $8M | 123K | 0.32 |
| Walt Disney Co/The | Long | Equity-common | US | $5M | 52K | 0.20 |
| Warner Bros Discovery Inc | Long | Equity-common | US | $475K | 64K | 0.02 |
| Warnermedia Holdings Inc | Long | Debt | US | $506K | – | 0.02 |
| Warnermedia Holdings Inc | Long | Debt | US | $366K | – | 0.01 |
| Wartsila OYJ Abp | Long | Equity-common | FI | $8K | 420 | 0.00 |
| Waste Management Inc | Long | Equity-common | US | $2M | 10K | 0.08 |
| Waters Corp | Long | Equity-common | US | $464K | 2K | 0.02 |
| WEC Energy Group Inc | Long | Equity-common | US | $715K | 9K | 0.03 |
| Wellfleet CLO 2017-3 Ltd (Wellfleet CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.04 |
| Wellfleet CLO 2018-2 Ltd (Wellfleet CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.11 |
| Wells Fargo & Co | Long | Equity-common | US | $6M | 100K | 0.23 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $3M | – | 0.10 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $3M | – | 0.10 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $2M | – | 0.06 |
| Wells Fargo Commercial Mortgage Trust 2016-NXS6 | Long | ABS-mortgage backed security | US | $4M | – | 0.16 |
| Wells Fargo Commercial Mortgage Trust 2017-C38 | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| Wells Fargo Commercial Mortgage Trust 2019-C49 | Long | ABS-mortgage backed security | US | $7M | – | 0.27 |
| Wells Fargo Commercial Mortgage Trust 2020-C58 | Long | ABS-mortgage backed security | US | $4M | – | 0.16 |
| Wells Fargo Commercial Mortgage Trust 2021-C61 | Long | ABS-mortgage backed security | US | $8M | – | 0.29 |
| Welltower Inc | Long | Equity-common | US | $2M | 16K | 0.06 |
| West Pharmaceutical Services Inc | Long | Equity-common | US | $659K | 2K | 0.03 |
| Western Digital Corp | Long | Equity-common | US | $735K | 10K | 0.03 |
| Western Midstream Operating LP | Long | Debt | US | $69K | – | 0.00 |
| Westinghouse Air Brake Technologies Corp | Long | Equity-common | US | $798K | 5K | 0.03 |
| Westpac Banking Corp | Long | Equity-common | AU | $52K | 3K | 0.00 |
| Westrock Co | Long | Equity-common | US | $389K | 8K | 0.01 |
| Weyerhaeuser Co | Long | Equity-common | US | $608K | 21K | 0.02 |
| WH Group Ltd | Long | Equity-common | HK | $70K | 107K | 0.00 |
| Wheels Fleet Lease Funding 1 LLC (Wheels Fleet Lease Funding LLC) | Long | ABS-other | US | $3M | – | 0.10 |
| Wheels Fleet Lease Funding 1 LLC (Wheels Fleet Lease Funding LLC) | Long | ABS-other | US | $2M | – | 0.06 |
| Williams Cos Inc/The | Long | Equity-common | US | $1M | 35K | 0.06 |
| Williams Cos Inc/The (WILLIAMS COMPANIES INC) | Long | Debt | US | $962K | – | 0.04 |
| Williams Cos Inc/The (WILLIAMS COMPANIES INC) | Long | Debt | US | $361K | – | 0.01 |
| Willis Towers Watson PLC | Long | Equity-common | GB | $771K | 3K | 0.03 |
| Wilmar International Ltd | Long | Equity-common | SG | $64K | 28K | 0.00 |
| Wix.com Ltd | Long | Equity-common | IL | $111K | 700 | 0.00 |
| Wolters Kluwer NV | Long | Equity-common | NL | $33K | 198 | 0.00 |
| Wolverine World Wide Inc | Long | Debt | US | $460K | – | 0.02 |
| Workday Inc | Long | Debt | US | $2M | – | 0.06 |
| World Omni Select Auto Trust 2021-A | Long | ABS-other | US | $380K | – | 0.01 |
| WW Grainger Inc | Long | Equity-common | US | $1M | 1K | 0.04 |
| Wynn Resorts Ltd | Long | Equity-common | US | $260K | 3K | 0.01 |
| Xcel Energy Inc | Long | Equity-common | US | $850K | 16K | 0.03 |
| Xcel Energy Inc | Long | Debt | US | $416K | – | 0.02 |
| Xero Ltd | Long | Equity-common | NZ | $11K | 121 | 0.00 |
| XPO Inc | Long | Debt | US | $102K | – | 0.00 |
| Xylem Inc/NY | Long | Equity-common | US | $963K | 7K | 0.04 |
| Yokogawa Electric Corp | Long | Equity-common | JP | $7K | 300 | 0.00 |
| Yum! Brands Inc | Long | Equity-common | US | $1M | 8K | 0.04 |
| Zebra Technologies Corp | Long | Equity-common | US | $423K | 1K | 0.02 |
| Zimmer Biomet Holdings Inc | Long | Equity-common | US | $651K | 6K | 0.02 |
| Zoetis Inc | Long | Equity-common | US | $2M | 13K | 0.09 |
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.