Prudential > Advanced Series Trust
AST Balanced Asset Allocation Portfolio
$11.25B
Avg Monthly Net Assets
$12.04B
Total Assets
$241.48M
Total Liabilities
$11.80B
Net Assets
AST Balanced Asset Allocation Portfolio is a Fund of Funds in Advanced Series Trust
from Prudential,
based in New Jersey,
United States of America.
The fund has one share class
and monthly net assets of $11.25B.
On August 29th, 2024 it reported 3,462 holdings, the largest
being AST PGIM Fixed Income Central Fund (17.8%), PGIM Core Ultra Short Bond Fund (12.3%) and AST Large-Cap Growth Portfolio (6.9%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| AST Balanced Asset Allocation Portfolio | C000018401 |
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 |
|---|---|---|---|---|---|---|
| (PI30350) AST COHEN & STEERS R | Long | Equity-common | US | $13M | 749K | 0.11 |
| 10 YEAR US TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $2M | – | 0.02 | |
| 10 YEAR US TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-82K | – | -0.00 | |
| 10 YEAR US ULTRA TREASURY BOND (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $777K | – | 0.01 | |
| 10 YEAR US ULTRA TREASURY BOND (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-38K | – | -0.00 | |
| 1011778 BC ULC / New Red Finance Inc (1011778 BC / NEW RED FIN) | Long | Debt | CA | $785K | – | 0.01 |
| 1011778 BC ULC / New Red Finance Inc (1011778 BC / NEW RED FIN) | Long | Debt | CA | $402K | – | 0.00 |
| 10YR MINI JGB (SINGAPORE EXCHANGE LIMITED) | Derivative-interest rate | SG | $14K | – | 0.00 | |
| 3 MONTH SOFR (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $2K | – | 0.00 | |
| 3 MONTH SOFR (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-3K | – | -0.00 | |
| 3 MONTH SOFR (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-5K | – | -0.00 | |
| 3i Group PLC | Long | Equity-common | GB | $5M | 122K | 0.04 |
| 3M Co | Long | Equity-common | US | $9M | 86K | 0.07 |
| A O Smith Corp | Long | Equity-common | US | $92K | 1K | 0.00 |
| ABB Ltd | Long | Equity-common | CH | $7M | 125K | 0.06 |
| Abbott Laboratories | Long | Equity-common | US | $16M | 156K | 0.14 |
| AbbVie Inc | Long | Equity-common | US | $36M | 211K | 0.31 |
| AbbVie Inc | Long | Debt | US | $289K | – | 0.00 |
| AbbVie Inc | Long | Debt | US | $45K | – | 0.00 |
| AbbVie Inc | Long | Debt | US | $5K | – | 0.00 |
| AbbVie Inc | Long | Debt | US | $3K | – | 0.00 |
| ABN AMRO Bank NV | Long | Equity-common | NL | $2M | 145K | 0.02 |
| ABN AMRO Bank NV | Long | Debt | NL | $906K | – | 0.01 |
| ABN AMRO Bank NV | Long | Debt | NL | $261K | – | 0.00 |
| Accenture PLC | Long | Equity-common | IE | $5M | 17K | 0.04 |
| Accor SA | Long | Equity-common | FR | $2M | 38K | 0.01 |
| ACE Securities Corp Home Equity Loan Trust Series 2004-IN1 (Ace Securities Corp.) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| ACS Actividades de Construccion y Servicios SA | Long | Equity-common | ES | $1M | 23K | 0.01 |
| Adani Ports & Special Economic Zone Ltd (ADANI PORTS AND SPECIAL) | Long | Debt | IN | $179K | – | 0.00 |
| Adani Ports & Special Economic Zone Ltd (ADANI PORTS AND SPECIAL) | Long | Debt | IN | $156K | – | 0.00 |
| AdaptHealth LLC | Long | Debt | US | $572K | – | 0.00 |
| adidas AG | Long | Equity-common | DE | $6M | 25K | 0.05 |
| Adient Global Holdings Ltd | Long | Debt | JE | $389K | – | 0.00 |
| Adif Alta Velocidad | Long | Debt | ES | $634K | – | 0.01 |
| Admiral Group PLC | Long | Equity-common | GB | $210K | 6K | 0.00 |
| Adobe Inc | Long | Equity-common | US | $10M | 17K | 0.08 |
| ADTALEM GLOBAL EDUCATION (ADTALEM GLOBAL EDUCATION INC) | Long | Loan | US | $168K | – | 0.00 |
| Advanced Micro Devices Inc | Long | Equity-common | US | $15M | 93K | 0.13 |
| Advantest Corp | Long | Equity-common | JP | $1M | 31K | 0.01 |
| Adyen NV | Long | Equity-common | NL | $2M | 2K | 0.02 |
| Aena SME SA | Long | Equity-common | ES | $4M | 17K | 0.03 |
| AerCap Holdings NV | Long | Equity-common | IE | $2M | 21K | 0.02 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $410K | – | 0.00 |
| Aeroporti di Roma SpA | Long | Debt | IT | $1M | – | 0.01 |
| AES Corp/The | Long | Equity-common | US | $5M | 297K | 0.04 |
| Aethon United BR LP / Aethon United Finance Corp (AETHON UN/AETHIN UN FIN) | Long | Debt | US | $516K | – | 0.00 |
| Affirm Asset Securitization Trust 2021-Z1 (Affirm Inc) | Long | ABS-other | US | $4K | – | 0.00 |
| Affirm Asset Securitization Trust 2021-Z2 (Affirm Inc) | Long | ABS-other | US | $104K | – | 0.00 |
| Affirm Asset Securitization Trust 2022-X1 (Affirm Inc) | Long | ABS-other | US | $8K | – | 0.00 |
| Aflac Inc | Long | Equity-common | US | $459K | 5K | 0.00 |
| AGC Inc | Long | Equity-common | JP | $716K | 22K | 0.01 |
| Ageas SA/NV | Long | Equity-common | BE | $2M | 39K | 0.02 |
| Agence Francaise de Developpement EPIC (AGENCE FRANCAISE DEVELOP) | Long | Debt | FR | $309K | – | 0.00 |
| Agence Francaise de Developpement EPIC (AGENCE FRANCAISE DEVELOP) | Long | Debt | FR | $273K | – | 0.00 |
| Agilent Technologies Inc | Long | Equity-common | US | $358K | 3K | 0.00 |
| Agnico Eagle Mines Ltd | Long | Equity-common | CA | $1M | 20K | 0.01 |
| Agricultural Development Bank of China (AGRICUL DEV BANK CHINA) | Long | Debt | CN | $4M | – | 0.03 |
| Agricultural Development Bank of China (AGRICUL DEV BANK CHINA) | Long | Debt | CN | $499K | – | 0.00 |
| AIA Group Ltd | Long | Equity-common | HK | $2M | 359K | 0.02 |
| AIB Group PLC | Long | Equity-common | IE | $1M | 268K | 0.01 |
| Air Canada | Long | Equity-common | CA | $656K | 50K | 0.01 |
| Air Liquide SA | Long | Equity-common | FR | $3M | 20K | 0.03 |
| Air Products and Chemicals Inc | Long | Equity-common | US | $4M | 17K | 0.04 |
| Airbnb Inc | Long | Equity-common | US | $4M | 25K | 0.03 |
| Airbus SE | Long | Equity-common | FR | $4M | 31K | 0.04 |
| Airbus SE | Long | Equity-common | FR | $462K | 13K | 0.00 |
| Aisin Corp | Long | Equity-common | JP | $229K | 7K | 0.00 |
| Akamai Technologies Inc | Long | Equity-common | US | $129K | 1K | 0.00 |
| Aker BP ASA | Long | Debt | NO | $688K | – | 0.01 |
| Aker BP ASA | Long | Debt | NO | $511K | – | 0.00 |
| Aker BP ASA | Long | Debt | NO | $443K | – | 0.00 |
| Aker BP ASA | Long | Debt | NO | $387K | – | 0.00 |
| Akzo Nobel NV | Long | Equity-common | NL | $1M | 23K | 0.01 |
| Albemarle Corp | Long | Equity-common | US | $101K | 1K | 0.00 |
| Alcon Inc | Long | Equity-common | CH | $2M | 22K | 0.02 |
| Alexandria Real Estate Equities Inc | Long | Equity-common | US | $5M | 40K | 0.04 |
| Alfa Laval AB | Long | Equity-common | SE | $1M | 31K | 0.01 |
| Alfa SAB de CV (ALFA S.A.) | Long | Debt | MX | $205K | – | 0.00 |
| Align Technology Inc | Long | Equity-common | US | $164K | 680 | 0.00 |
| Allegion plc | Long | Equity-common | IE | $98K | 827 | 0.00 |
| Allegro CLO VIII Ltd (Allegro CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.01 |
| Alliant Energy Corp | Long | Equity-common | US | $123K | 2K | 0.00 |
| Allianz SE | Long | Equity-common | DE | $7M | 25K | 0.06 |
| Allianz SE | Long | Debt | DE | $235K | – | 0.00 |
| Allianz SE | Long | Debt | DE | $213K | – | 0.00 |
| Allied Universal Holdco LLC / Allied Universal Finance Corp | Long | Debt | US | $1M | – | 0.01 |
| Allied Universal Holdco LLC / Allied Universal Finance Corp | Long | Debt | US | $43K | – | 0.00 |
| Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl (ATLAS LUXCO 4 / ALL UNI) | Long | Debt | $1M | – | 0.01 | |
| Allison Transmission Holdings Inc | Long | Equity-common | US | $5M | 68K | 0.04 |
| Allstate Corp/The | Long | Equity-common | US | $8M | 50K | 0.07 |
| Ally Financial Inc | Long | Equity-common | US | $6M | 149K | 0.05 |
| Alphabet Inc | Long | Equity-common | US | $82M | 452K | 0.70 |
| Alphabet Inc | Long | Equity-common | US | $49M | 265K | 0.41 |
| Alta Equipment Group Inc | Long | Debt | US | $820K | – | 0.01 |
| Altice Financing SA | Long | Debt | LU | $3M | – | 0.02 |
| Altria Group Inc | Long | Equity-common | US | $5M | 120K | 0.05 |
| Altria Group Inc | Long | Debt | US | $1M | – | 0.01 |
| Amadeus IT Group SA | Long | Equity-common | ES | $856K | 13K | 0.01 |
| Amazon.com Inc | Long | Equity-common | US | $119M | 617K | 1.01 |
| Ambev SA | Long | Equity-common | BR | $959K | 469K | 0.01 |
| Amcor PLC | Long | Equity-common | GB | $133K | 14K | 0.00 |
| Ameren Corp | Long | Equity-common | US | $176K | 2K | 0.00 |
| American Airlines Group Inc | Long | Equity-common | US | $70K | 6K | 0.00 |
| American Airlines Inc/AAdvantage Loyalty IP Ltd (AMERICAN AIRLINES/AADVAN) | Long | Debt | $1M | – | 0.01 | |
| American Airlines Inc/AAdvantage Loyalty IP Ltd (AMERICAN AIRLINES/AADVAN) | Long | Debt | $53K | – | 0.00 | |
| American Axle & Manufacturing Inc (AMERICAN AXLE & MFG INC) | Long | Debt | US | $709K | – | 0.01 |
| American Electric Power Co Inc | Long | Equity-common | US | $2M | 22K | 0.02 |
| American Express Co | Long | Equity-common | US | $11M | 49K | 0.10 |
| American Express Co | Long | Debt | US | $100K | – | 0.00 |
| American International Group Inc | Long | Equity-common | US | $484K | 7K | 0.00 |
| American Medical Systems Europe BV (AMERICAN MEDICAL SYST EU) | Long | Debt | NL | $743K | – | 0.01 |
| American Tower Corp | Long | Equity-common | US | $2M | 12K | 0.02 |
| American Water Capital Corp | Long | Debt | US | $75K | – | 0.00 |
| American Water Works Co Inc | Long | Equity-common | US | $232K | 2K | 0.00 |
| Americold Realty Trust Inc | Long | Equity-common | US | $2M | 89K | 0.02 |
| AmeriGas Partners LP / AmeriGas Finance Corp (AMERIGAS PART/FIN CORP) | Long | Debt | US | $364K | – | 0.00 |
| AmeriGas Partners LP / AmeriGas Finance Corp (AMERIGAS PART/FIN CORP) | Long | Debt | US | $71K | – | 0.00 |
| Ameriprise Financial Inc | Long | Equity-common | US | $4M | 10K | 0.04 |
| Ameriquest Mortgage Securities Inc Asset Back Ser 2004-R1 | Long | ABS-other | US | $5K | – | 0.00 |
| AMETEK Inc | Long | Equity-common | US | $1M | 7K | 0.01 |
| Amgen Inc | Long | Equity-common | US | $12M | 39K | 0.10 |
| Amgen Inc | Long | Debt | US | $305K | – | 0.00 |
| Amgen Inc | Long | Debt | US | $69K | – | 0.00 |
| Amgen Inc | Long | Debt | US | $54K | – | 0.00 |
| Amorepacific Corp | Long | Equity-common | KR | $612K | 5K | 0.01 |
| Amphenol Corp | Long | Equity-common | US | $9M | 130K | 0.07 |
| Ampol Ltd | Long | Equity-common | AU | $694K | 32K | 0.01 |
| Amundi SA | Long | Equity-common | FR | $988K | 15K | 0.01 |
| ANA Holdings Inc | Long | Equity-common | JP | $416K | 23K | 0.00 |
| Analog Devices Inc | Long | Equity-common | US | $19M | 83K | 0.16 |
| Anchorage Capital Clo 11 Ltd (Anchorage Capital CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $13M | – | 0.11 |
| Anchorage Capital CLO 21 Ltd (Anchorage Capital CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $8M | – | 0.06 |
| Anchorage Capital Europe CLO 2021-4 DAC | Long | ABS-collateralized bond/debt obligation | IE | $3M | – | 0.02 |
| Anchorage Capital Europe CLO 6 DAC | Long | ABS-collateralized bond/debt obligation | IE | $7M | – | 0.06 |
| Andorra International Bond (ANDORRA INTERNATIONAL BD) | Long | Debt | AD | $1M | – | 0.01 |
| Anglo American Capital PLC | Long | Debt | GB | $189K | – | 0.00 |
| Anglo American PLC | Long | Equity-common | GB | $1M | 39K | 0.01 |
| Anheuser-Busch InBev SA/NV | Long | Equity-common | BE | $1M | 23K | 0.01 |
| Anheuser-Busch InBev Worldwide Inc | Long | Debt | US | $309K | – | 0.00 |
| Anheuser-Busch InBev Worldwide Inc | Long | Debt | US | $176K | – | 0.00 |
| Anhui Conch Cement Co Ltd | Long | Equity-common | CN | $301K | 127K | 0.00 |
| ANSYS Inc | Long | Equity-common | US | $252K | 783 | 0.00 |
| Antero Midstream Partners LP / Antero Midstream Finance Corp (ANTERO MIDSTREAM PART/FI) | Long | Debt | US | $2M | – | 0.01 |
| Antero Midstream Partners LP / Antero Midstream Finance Corp (ANTERO MIDSTREAM PART/FI) | Long | Debt | US | $479K | – | 0.00 |
| Antero Midstream Partners LP / Antero Midstream Finance Corp (ANTERO MIDSTREAM PART/FI) | Long | Debt | US | $423K | – | 0.00 |
| Antero Resources Corp | Long | Equity-common | US | $5M | 156K | 0.04 |
| Antero Resources Corp | Long | Debt | US | $68K | – | 0.00 |
| Antofagasta PLC | Long | Equity-common | CL | $853K | 32K | 0.01 |
| ANZ Group Holdings Ltd | Long | Equity-common | AU | $2M | 101K | 0.02 |
| Aon North America Inc | Long | Debt | US | $294K | – | 0.00 |
| Aon North America Inc | Long | Debt | US | $88K | – | 0.00 |
| Aon PLC | Long | Equity-common | US | $561K | 2K | 0.00 |
| AP Moller - Maersk A/S | Long | Equity-common | DK | $322K | 190 | 0.00 |
| APA Corp | Long | Equity-common | US | $100K | 3K | 0.00 |
| APi Group DE Inc | Long | Debt | US | $582K | – | 0.00 |
| APL Apollo Tubes Ltd | Long | Equity-common | IN | $413K | 22K | 0.00 |
| Apollo Global Management Inc | Long | Equity-common | US | $2M | 14K | 0.01 |
| Apollo Hospitals Enterprise Ltd | Long | Equity-common | IN | $1M | 20K | 0.01 |
| Apple Inc | Long | Equity-common | US | $188M | 891K | 1.59 |
| Applied Materials Inc | Long | Equity-common | US | $14M | 61K | 0.12 |
| Aptiv PLC | Long | Equity-common | IE | $3M | 40K | 0.02 |
| ARC Resources Ltd | Long | Equity-common | CA | $1M | 66K | 0.01 |
| ArcelorMittal SA | Long | Equity-common | LU | $643K | 28K | 0.01 |
| Arch Capital Group Ltd | Long | Equity-common | BM | $370K | 4K | 0.00 |
| Archer-Daniels-Midland Co | Long | Equity-common | US | $6M | 91K | 0.05 |
| Ares European CLO XI DAC (Ares Euro CLO) | Long | ABS-collateralized bond/debt obligation | IE | $8M | – | 0.07 |
| Ares Management Corp | Long | Equity-common | US | $2M | 12K | 0.01 |
| Argent Securities Inc Asset-Backed Pass-Through Certificates Series 2004-W10 (Argent Securities Inc.) | Long | ABS-other | US | $12K | – | 0.00 |
| Arista Networks Inc | Long | Equity-common | US | $11M | 32K | 0.09 |
| Aristocrat Leisure Ltd | Long | Equity-common | AU | $3M | 91K | 0.03 |
| Armstrong World Industries Inc | Long | Equity-common | US | $3M | 27K | 0.03 |
| Arsenal AIC Parent LLC | Long | Debt | US | $717K | – | 0.01 |
| Arthur J Gallagher & Co | Long | Equity-common | US | $2M | 9K | 0.02 |
| Asahi Group Holdings Ltd | Long | Equity-common | JP | $1M | 32K | 0.01 |
| Ascent Resources Utica Holdings LLC / ARU Finance Corp (ASCENT RESOURCES/ARU FIN) | Long | Debt | US | $1M | – | 0.01 |
| Ascent Resources Utica Holdings LLC / ARU Finance Corp (ASCENT RESOURCES/ARU FIN) | Long | Debt | US | $663K | – | 0.01 |
| Ascent Resources Utica Holdings LLC / ARU Finance Corp (ASCENT RESOURCES/ARU FIN) | Long | Debt | US | $43K | – | 0.00 |
| Ashton Woods USA LLC / Ashton Woods Finance Co (ASHTON WOODS USA/FINANCE) | Long | Debt | US | $2M | – | 0.02 |
| Ashton Woods USA LLC / Ashton Woods Finance Co (ASHTON WOODS USA/FINANCE) | Long | Debt | US | $121K | – | 0.00 |
| Asics Corp | Long | Equity-common | JP | $2M | 126K | 0.02 |
| ASM International NV | Long | Equity-common | NL | $8M | 11K | 0.07 |
| ASML Holding NV | Long | Equity-common | NL | $32M | 31K | 0.27 |
| ASML Holding NV | Long | Equity-common | NL | $2M | 2K | 0.02 |
| Assa Abloy AB | Long | Equity-common | SE | $1M | 36K | 0.01 |
| Assa Abloy AB | Long | Debt | SE | $676K | – | 0.01 |
| Assicurazioni Generali SpA | Long | Equity-common | IT | $1M | 52K | 0.01 |
| Associated British Foods PLC | Long | Equity-common | GB | $2M | 50K | 0.01 |
| Assurant Inc | Long | Equity-common | US | $5M | 32K | 0.05 |
| AST CLEARBRIDGE DIVIDEND GROWTH PORTFOLIO (CLEARBRIDGE DIVIDEND GR) | Long | Equity-common | US | $30M | 917K | 0.26 |
| AST HIGH YIELD BOND PORTFOLIO (HIGH YIELD BOND PORT) | Long | Equity-common | US | $39M | 3M | 0.33 |
| AST HOTCHKIS & WILEY LARGE CAP VALUE (HOTCHKIS & WILEY LRG CA) | Long | Equity-common | US | $311M | 6M | 2.63 |
| AST Large-Cap Growth Portfolio | Long | Equity-common | US | $816M | 9M | 6.91 |
| AST PARAMETRIC EMERGING MARKETS EQUITY PORTFOLIO (PARAMETRIC EMERGING MAR) | Long | Equity-common | US | $4M | 388K | 0.03 |
| AST PGIM Fixed Income Central Fund | Long | Equity-common | US | $2B | 196M | 17.84 |
| AST SMALL CAP VALUE PORTFOLIO (SMALL CAP VALUE PORTFOL) | Long | Equity-common | US | $121M | 3M | 1.03 |
| AST SMALL-CAP GROWTH PORTFOLIO (SMALL-CAP GROWTH) | Long | Equity-common | US | $127M | 2M | 1.07 |
| AstraZeneca PLC | Long | Equity-common | GB | $16M | 102K | 0.13 |
| AstraZeneca PLC | Long | Equity-common | GB | $5M | 59K | 0.04 |
| AT&T Inc | Long | Equity-common | US | $13M | 670K | 0.11 |
| AT&T Inc | Long | Debt | US | $923K | – | 0.01 |
| AT&T Inc | Long | Debt | US | $676K | – | 0.01 |
| AT&T Inc | Long | Debt | US | $315K | – | 0.00 |
| AT&T Inc | Long | Debt | US | $112K | – | 0.00 |
| AT&T Inc | Long | Debt | US | $76K | – | 0.00 |
| Atlas Copco AB | Long | Equity-common | SE | $7M | 358K | 0.06 |
| Atlas Copco AB | Long | Equity-common | SE | $1M | 86K | 0.01 |
| Atmos Energy Corp | Long | Equity-common | US | $165K | 1K | 0.00 |
| AUD/USD FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $23K | – | 0.00 | |
| AUD/USD FORWARD (BARCLAYS BANK PLC) | Derivative-foreign exchange | US | $10K | – | 0.00 | |
| AUD/USD FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| AUD/USD FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| AUD/USD FORWARD (J.P. MORGAN SECURITIES LLC) | Derivative-foreign exchange | US | $1K | – | 0.00 | |
| AUD/USD FORWARD (WESTPAC BANKING CORPORATION) | Derivative-foreign exchange | US | $829.35 | – | 0.00 | |
| AUD/USD FORWARD (HSBC SECURITIES (USA) INC.) | Derivative-foreign exchange | US | $423.62 | – | 0.00 | |
| AUD/USD FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $412.72 | – | 0.00 | |
| AUD/USD FORWARD (STATE STREET GLOBAL MARKETS, LLC) | Derivative-foreign exchange | US | $287.89 | – | 0.00 | |
| AUD/USD FORWARD (HSBC SECURITIES (USA) INC.) | Derivative-foreign exchange | US | $274.87 | – | 0.00 | |
| AUD/USD FORWARD (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Derivative-foreign exchange | US | $-18.65 | – | -0.00 | |
| AUD/USD FORWARD (WESTPAC BANKING CORPORATION) | Derivative-foreign exchange | US | $-76.95 | – | -0.00 | |
| AUD/USD FORWARD (UBS Securities LLC) | Derivative-foreign exchange | US | $-407.48 | – | -0.00 | |
| AUD/USD FORWARD (STATE STREET GLOBAL MARKETS, LLC) | Derivative-foreign exchange | US | $-618.05 | – | -0.00 | |
| AUD/USD FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| AUD/USD FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $-3K | – | -0.00 | |
| AUD/USD FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $-20K | – | -0.00 | |
| Aurium CLO II DAC | Long | ABS-collateralized bond/debt obligation | IE | $5M | – | 0.05 |
| AUST 10Y BOND (AUSTRALIAN SECURITIES EXCHANGE TRADE24) | Derivative-interest rate | AU | $2K | – | 0.00 | |
| AUST 3YR BOND (AUSTRALIAN SECURITIES EXCHANGE TRADE24) | Derivative-interest rate | AU | $57K | – | 0.00 | |
| Australia Government Bond (AUSTRALIAN GOVERNMENT) | Long | Debt | AU | $1M | – | 0.01 |
| Australia Government Bond (AUSTRALIAN GOVERNMENT) | Long | Debt | AU | $888K | – | 0.01 |
| Australia Government Bond (AUSTRALIAN GOVERNMENT) | Long | Debt | AU | $721K | – | 0.01 |
| Australia Government Bond (AUSTRALIAN GOVERNMENT) | Long | Debt | AU | $693K | – | 0.01 |
| Australia Government Bond (AUSTRALIAN GOVERNMENT) | Long | Debt | AU | $485K | – | 0.00 |
| Australia Government Bond (AUSTRALIAN GOVERNMENT) | Long | Debt | AU | $237K | – | 0.00 |
| Auto Trader Group PLC | Long | Equity-common | GB | $930K | 92K | 0.01 |
| Autodesk Inc | Long | Equity-common | US | $8M | 33K | 0.07 |
| Automatic Data Processing Inc | Long | Equity-common | US | $10M | 40K | 0.08 |
| Autonomous Community of Catalonia (GENERALITAT DE CATALUNYA) | Long | Debt | ES | $380K | – | 0.00 |
| Autonomous Community of Catalonia (GENERALITAT DE CATALUNYA) | Long | Debt | ES | $220K | – | 0.00 |
| Autonomous Community of Catalonia (GENERALITAT DE CATALUNYA) | Long | Debt | ES | $212K | – | 0.00 |
| Autostrade per l'Italia SpA | Long | Debt | IT | $111K | – | 0.00 |
| Autostrade per l'Italia SpA | Long | Debt | IT | $93K | – | 0.00 |
| AutoZone Inc | Long | Equity-common | US | $6M | 2K | 0.05 |
| AutoZone Inc | Long | Debt | US | $177K | – | 0.00 |
| AutoZone Inc | Long | Debt | US | $115K | – | 0.00 |
| AvalonBay Communities Inc | Long | Equity-common | US | $2M | 12K | 0.02 |
| Avantor Inc | Long | Equity-common | US | $2M | 109K | 0.02 |
| Avery Dennison Corp | Long | Equity-common | US | $3M | 13K | 0.02 |
| AVI Ltd | Long | Equity-common | ZA | $466K | 90K | 0.00 |
| Avis Budget Rental Car Funding AESOP LLC | Long | ABS-other | US | $694K | – | 0.01 |
| Aviva PLC | Long | Equity-common | GB | $2M | 350K | 0.02 |
| Avolta AG | Long | Equity-common | CH | $468K | 12K | 0.00 |
| AXA SA | Long | Equity-common | FR | $5M | 164K | 0.05 |
| Axon Enterprise Inc | Long | Equity-common | US | $3M | 9K | 0.02 |
| AZEK Co Inc/The | Long | Equity-common | US | $3M | 82K | 0.03 |
| B&G Foods Inc | Long | Debt | US | $788K | – | 0.01 |
| BAE Systems PLC | Long | Equity-common | GB | $3M | 194K | 0.03 |
| Bain Capital Credit CLO 2017-2 Ltd (Bain Capital Credit CLO, Limit) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.01 |
| Bain Capital Credit CLO 2018-1 (Bain Capital Credit CLO, Limit) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.01 |
| Bain Capital Credit CLO 2019-2 (Bain Capital Credit CLO, Limit) | Long | ABS-collateralized bond/debt obligation | KY | $11M | – | 0.09 |
| Bain Capital Credit Clo 2019-3 Ltd (Bain Capital Credit CLO Limite) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.01 |
| Bain Capital Credit CLO 2022-1 Ltd (Bain Capital Credit CLO, Limit) | Long | ABS-collateralized bond/debt obligation | KY | $15M | – | 0.13 |
| Baker Hughes Co | Long | Equity-common | US | $6M | 174K | 0.05 |
| Balboa Bay Loan Funding 2024-1 Ltd (Balboa Bay Loan Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $24M | – | 0.20 |
| Balder Finland Oyj | Long | Debt | FI | $840K | – | 0.01 |
| Ball Corp | Long | Debt | US | $1M | – | 0.01 |
| Ball Corp | Long | Equity-common | US | $180K | 3K | 0.00 |
| Banca Monte dei Paschi di Siena SpA (BANCA MONTE DEI PASCHI S) | Long | Debt | IT | $611K | – | 0.01 |
| Banca Monte dei Paschi di Siena SpA | Long | Equity-common | IT | $393K | 83K | 0.00 |
| Banco Bilbao Vizcaya Argentaria SA (BBVA) | Long | Equity-common | ES | $5M | 451K | 0.04 |
| Banco BPI SA | Long | Debt | PT | $1M | – | 0.01 |
| Banco BPM SpA | Long | Equity-common | IT | $1M | 182K | 0.01 |
| Banco de Sabadell SA | Long | Debt | ES | $432K | – | 0.00 |
| Banco Santander SA | Long | Equity-common | ES | $5M | 1M | 0.04 |
| Bandai Namco Holdings Inc | Long | Equity-common | JP | $2M | 82K | 0.01 |
| Bangkok Bank PCL/Hong Kong (BANGKOK BANK PCL/HK) | Long | Debt | TH | $241K | – | 0.00 |
| BANK 2017-BNK6 | Long | ABS-mortgage backed security | US | $108K | – | 0.00 |
| BANK 2018-BNK13 | Long | ABS-mortgage backed security | US | $407K | – | 0.00 |
| BANK 2019-BNK20 | Long | ABS-mortgage backed security | US | $472K | – | 0.00 |
| BANK 2019-BNK24 | Long | ABS-mortgage backed security | US | $168K | – | 0.00 |
| BANK 2021-BNK34 | Long | ABS-mortgage backed security | US | $186K | – | 0.00 |
| Bank Central Asia Tbk PT | Long | Equity-common | ID | $697K | 1M | 0.01 |
| Bank Gospodarstwa Krajowego | Long | Debt | PL | $324K | – | 0.00 |
| Bank Gospodarstwa Krajowego | Long | Debt | PL | $258K | – | 0.00 |
| Bank Gospodarstwa Krajowego | Long | Debt | PL | $198K | – | 0.00 |
| Bank Gospodarstwa Krajowego | Long | Debt | PL | $185K | – | 0.00 |
| Bank Gospodarstwa Krajowego | Long | Debt | PL | $169K | – | 0.00 |
| Bank Hapoalim BM | Long | Equity-common | IL | $563K | 64K | 0.00 |
| Bank Leumi Le-Israel BM | Long | Equity-common | IL | $493K | 60K | 0.00 |
| Bank Mandiri Persero Tbk PT | Long | Equity-common | ID | $491K | 1M | 0.00 |
| Bank of America Corp | Long | Equity-common | US | $23M | 585K | 0.20 |
| Bank of America Corp | Long | Debt | US | $1M | – | 0.01 |
| Bank of America Corp | Long | Debt | US | $970K | – | 0.01 |
| Bank of America Corp | Long | Debt | US | $308K | – | 0.00 |
| Bank of New York Mellon Corp/The | Long | Equity-common | US | $8M | 136K | 0.07 |
| Bank of New York Mellon/The | Long | Debt | US | $309K | – | 0.00 |
| Bank of Nova Scotia/The | Long | Debt | CA | $252K | – | 0.00 |
| Banque Federative du Credit Mutuel SA (BANQUE FED CRED MUTUEL) | Long | Debt | FR | $633K | – | 0.01 |
| Banque Federative du Credit Mutuel SA (BANQUE FED CRED MUTUEL) | Long | Debt | FR | $219K | – | 0.00 |
| Barclays Commercial Mortgage Trust 2019-C4 (Barclays Commercial Mortgage S) | Long | ABS-mortgage backed security | US | $335K | – | 0.00 |
| Barclays PLC | Long | Equity-common | GB | $4M | 1M | 0.03 |
| Barclays PLC | Long | Debt | GB | $605K | – | 0.01 |
| Barclays PLC | Long | Debt | GB | $169K | – | 0.00 |
| Barings CLO Ltd 2018-III (Babson CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $123K | – | 0.00 |
| Barings Clo Ltd 2023-I (Barings Loan Partners CLO Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $10M | – | 0.09 |
| Barratt Developments PLC | Long | Equity-common | GB | $759K | 128K | 0.01 |
| Barrick Gold Corp | Long | Equity-common | CA | $381K | 23K | 0.00 |
| BASF SE | Long | Equity-common | DE | $2M | 33K | 0.01 |
| BAT International Finance PLC (BAT INTL FINANCE PLC) | Long | Debt | GB | $429K | – | 0.00 |
| Bath & Body Works Inc | Long | Equity-common | US | $83K | 2K | 0.00 |
| Battalion CLO XII Ltd (Battalion CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.01 |
| Bausch Health Americas Inc | Long | Debt | US | $225K | – | 0.00 |
| Bausch Health Cos Inc | Long | Debt | CA | $2M | – | 0.02 |
| Bausch Health Cos Inc | Long | Debt | CA | $1M | – | 0.01 |
| Bausch Health Cos Inc | Long | Debt | CA | $410K | – | 0.00 |
| Bausch Health Cos Inc | Long | Debt | CA | $337K | – | 0.00 |
| Bausch Health Cos Inc | Long | Debt | CA | $306K | – | 0.00 |
| Bausch Health Cos Inc | Long | Debt | CA | $286K | – | 0.00 |
| Bausch Health Cos Inc | Long | Debt | CA | $58K | – | 0.00 |
| Baxter International Inc | Long | Equity-common | US | $158K | 5K | 0.00 |
| Bayer AG | Long | Equity-common | DE | $644K | 23K | 0.01 |
| Bayerische Motoren Werke AG | Long | Equity-common | DE | $2M | 19K | 0.02 |
| Bayerische Motoren Werke AG | Long | Equity-preferred | DE | $321K | 4K | 0.00 |
| Bayview Opportunity Master Fund VII Trust 2024-SN1 (BOF URSA FUNDING) | Long | ABS-other | US | $499K | – | 0.00 |
| Bear Stearns Asset Backed Securities Trust 2003-2 | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Beazer Homes USA Inc | Long | Debt | US | $1M | – | 0.01 |
| Beazer Homes USA Inc | Long | Debt | US | $49K | – | 0.00 |
| Beazley PLC | Long | Equity-common | GB | $430K | 48K | 0.00 |
| Becton Dickinson & Co | Long | Equity-common | US | $11M | 46K | 0.09 |
| Becton Dickinson & Co | Long | Debt | US | $430K | – | 0.00 |
| Beiersdorf AG | Long | Equity-common | DE | $322K | 2K | 0.00 |
| Bellis Acquisition Co PLC | Long | Debt | GB | $8M | – | 0.07 |
| Bellis Finco PLC | Long | Debt | GB | $3M | – | 0.02 |
| Bellis Finco PLC | Long | Debt | GB | $1M | – | 0.01 |
| Benefit Street Partners CLO XXI Ltd (Benefit Street Partners CLO Lt) | Long | ABS-collateralized bond/debt obligation | KY | $18M | – | 0.15 |
| Berkeley Group Holdings PLC | Long | Equity-common | GB | $1M | 24K | 0.01 |
| Berkshire Hathaway Inc | Long | Equity-common | US | $33M | 81K | 0.28 |
| Best Buy Co Inc | Long | Equity-common | US | $152K | 2K | 0.00 |
| Bezeq The Israeli Telecommunication Corp Ltd | Long | Equity-common | IL | $164K | 146K | 0.00 |
| BHG Securitization Trust 2021-B (Bankers Healthcare Group Secur) | Long | ABS-other | US | $40K | – | 0.00 |
| BHG Securitization Trust 2022-A (Bankers Healthcare Group Secur) | Long | ABS-other | US | $338K | – | 0.00 |
| BHP Group Ltd | Long | Equity-common | AU | $9M | 303K | 0.07 |
| Bio-Rad Laboratories Inc | Long | Equity-common | US | $88K | 323 | 0.00 |
| Bio-Techne Corp | Long | Equity-common | US | $107K | 1K | 0.00 |
| Biogen Inc | Long | Equity-common | US | $2M | 7K | 0.01 |
| BKW AG | Long | Equity-common | CH | $181K | 1K | 0.00 |
| BlackRock Funding Inc | Long | Debt | US | $77K | – | 0.00 |
| BlackRock Inc | Long | Equity-common | US | $4M | 5K | 0.03 |
| Blackstone Inc | Long | Equity-common | US | $4M | 28K | 0.03 |
| Blackstone Property Partners Europe Holdings Sarl (BLACKSTONE PP EUR HOLD) | Long | Debt | LU | $2M | – | 0.02 |
| Blackstone Property Partners Europe Holdings Sarl (BLACKSTONE PP EUR HOLD) | Long | Debt | LU | $376K | – | 0.00 |
| Blackstone Property Partners Europe Holdings Sarl (BLACKSTONE PP EUR HOLD) | Long | Debt | LU | $181K | – | 0.00 |
| Block Inc | Long | Equity-common | US | $2M | 29K | 0.02 |
| BlueMountain CLO 2016-2 Ltd (Bluemountain CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $17M | – | 0.14 |
| BlueScope Steel Ltd | Long | Equity-common | AU | $2M | 149K | 0.02 |
| BNP Paribas SA | Long | Equity-common | FR | $5M | 86K | 0.05 |
| BNP Paribas SA | Long | Debt | FR | $2M | – | 0.02 |
| BNP Paribas SA | Long | Debt | FR | $814K | – | 0.01 |
| BNP Paribas SA | Long | Debt | FR | $613K | – | 0.01 |
| BNPP AM Euro CLO 2018 DAC (BNPP IP Euro CLO) | Long | ABS-collateralized bond/debt obligation | IE | $3M | – | 0.03 |
| BOC Hong Kong Holdings Ltd | Long | Equity-common | HK | $2M | 602K | 0.02 |
| Boeing Co/The | Long | Equity-common | US | $2M | 11K | 0.02 |
| Boeing Co/The | Long | Debt | US | $1M | – | 0.01 |
| Boliden AB | Long | Equity-common | SE | $1M | 39K | 0.01 |
| Bombardier Inc | Long | Debt | CA | $3M | – | 0.03 |
| Bombardier Inc | Long | Debt | CA | $2M | – | 0.02 |
| Bombardier Inc | Long | Debt | CA | $414K | – | 0.00 |
| Bombardier Inc | Long | Debt | CA | $41K | – | 0.00 |
| Bon Secours Mercy Health Inc | Long | Debt | US | $160K | – | 0.00 |
| Booking Holdings Inc | Long | Equity-common | US | $1M | 324 | 0.01 |
| Booking Holdings Inc | Long | Debt | US | $514K | – | 0.00 |
| Boost Newco Borrower LLC | Long | Debt | US | $287K | – | 0.00 |
| BorgWarner Inc | Long | Equity-common | US | $68K | 2K | 0.00 |
| Boston Beer Co Inc/The | Long | Equity-common | US | $641K | 2K | 0.01 |
| Boston Properties Inc | Long | Equity-common | US | $84K | 1K | 0.00 |
| Boston Scientific Corp | Long | Equity-common | US | $13M | 166K | 0.11 |
| Boxer Parent Co Inc | Long | Debt | US | $485K | – | 0.00 |
| BP Capital Markets PLC | Long | Debt | GB | $1M | – | 0.01 |
| BP CURRENCY (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-foreign exchange | US | $46K | – | 0.00 | |
| BP PLC | Long | Equity-common | GB | $5M | 842K | 0.04 |
| BPCE SA | Long | Debt | FR | $512K | – | 0.00 |
| BPCE SA | Long | Debt | FR | $471K | – | 0.00 |
| BPCE SFH SA (BPCE SFH - SOCIETE DE FI) | Long | Debt | FR | $286K | – | 0.00 |
| BPER Banca SPA | Long | Debt | IT | $489K | – | 0.00 |
| Bpifrance SACA | Long | Debt | FR | $357K | – | 0.00 |
| BPR Trust 2021-TY | Long | ABS-mortgage backed security | US | $590K | – | 0.00 |
| BPR Trust 2021-TY | Long | ABS-mortgage backed security | US | $295K | – | 0.00 |
| Brambles Ltd | Long | Equity-common | AU | $3M | 320K | 0.03 |
| Brazil Minas SPE via State of Minas Gerais (STATE OF MINAS GERAIS) | Long | Debt | KY | $4M | – | 0.03 |
| Brenntag SE | Long | Equity-common | DE | $394K | 6K | 0.00 |
| Bridgestone Corp | Long | Equity-common | JP | $616K | 16K | 0.01 |
| Bristol-Myers Squibb Co | Long | Equity-common | US | $9M | 217K | 0.08 |
| Bristol-Myers Squibb Co | Long | Debt | US | $89K | – | 0.00 |
| British American Tobacco PLC | Long | Equity-common | GB | $4M | 144K | 0.04 |
| Brixmor Operating Partnership LP | Long | Debt | US | $1M | – | 0.01 |
| BRL/USD FORWARD (CITIGROUP GLOBAL MARKETS INC.) | Derivative-foreign exchange | US | $20K | – | 0.00 | |
| BRL/USD FORWARD (Bank of America, National Association) | Derivative-foreign exchange | US | $13K | – | 0.00 | |
| BRL/USD FORWARD (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Derivative-foreign exchange | US | $9K | – | 0.00 | |
| BRL/USD FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $7K | – | 0.00 | |
| BRL/USD FORWARD (CITIGROUP GLOBAL MARKETS INC.) | Derivative-foreign exchange | US | $-3K | – | -0.00 | |
| BRL/USD FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $-3K | – | -0.00 | |
| BRL/USD FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $-65K | – | -0.00 | |
| BRL/USD FORWARD (Bank of America, National Association) | Derivative-foreign exchange | US | $-115K | – | -0.00 | |
| Broad River Bsl Funding Clo Ltd 2020-1 | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.03 |
| Broadcom Inc | Long | Equity-common | US | $36M | 22K | 0.31 |
| Broadcom Inc | Long | Debt | US | $858K | – | 0.01 |
| Broadcom Inc | Long | Debt | US | $263K | – | 0.00 |
| Broadcom Inc | Long | Debt | US | $34K | – | 0.00 |
| Broadridge Financial Solutions Inc | Long | Equity-common | US | $208K | 1K | 0.00 |
| Brookfield Corp | Long | Equity-common | CA | $2M | 38K | 0.01 |
| Brookfield Residential Properties Inc / Brookfield Residential US LLC (BROOKFIELD RESID PROPERT) | Long | Debt | CA | $2M | – | 0.02 |
| Brookfield Residential Properties Inc / Brookfield Residential US LLC (BROOKFIELD RESID PROPERT) | Long | Debt | CA | $729K | – | 0.01 |
| Brookfield Residential Properties Inc / Brookfield Residential US LLC (BROOKFIELD RESID PROPERT) | Long | Debt | CA | $453K | – | 0.00 |
| Brother Industries Ltd | Long | Equity-common | JP | $1M | 65K | 0.01 |
| Brown & Brown Inc | Long | Equity-common | US | $219K | 2K | 0.00 |
| Brown-Forman Corp | Long | Equity-common | US | $73K | 2K | 0.00 |
| Brunello Cucinelli SpA | Long | Equity-common | IT | $3M | 25K | 0.02 |
| BT Group PLC | Long | Equity-common | GB | $595K | 336K | 0.01 |
| Builders FirstSource Inc | Long | Equity-common | US | $162K | 1K | 0.00 |
| Bulgaria Government International Bond | Long | Debt | BG | $988K | – | 0.01 |
| Bulgaria Government International Bond | Long | Debt | BG | $540K | – | 0.00 |
| Bulgaria Government International Bond | Long | Debt | BG | $32K | – | 0.00 |
| Bulgarian Energy Holding EAD (BULGARIAN ENERGY HLD) | Long | Debt | BG | $573K | – | 0.00 |
| Bunge Global SA | Long | Equity-common | US | $140K | 1K | 0.00 |
| Bunzl PLC | Long | Equity-common | GB | $405K | 11K | 0.00 |
| BUPA Finance PLC | Long | Debt | GB | $415K | – | 0.00 |
| Bureau Veritas SA | Long | Equity-common | FR | $835K | 30K | 0.01 |
| BYD Co Ltd | Long | Equity-common | CN | $1M | 48K | 0.01 |
| CAD/USD FORWARD (RBC DOMINION SECURITIES INC.) | Derivative-foreign exchange | US | $30K | – | 0.00 | |
| CAD/USD FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $12K | – | 0.00 | |
| CAD/USD FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $4K | – | 0.00 | |
| CAD/USD FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $4K | – | 0.00 | |
| CAD/USD FORWARD (MORGAN STANLEY CAPITAL SERVICES LLC) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| CAD/USD FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| CAD/USD FORWARD (STATE STREET GLOBAL MARKETS, LLC) | Derivative-foreign exchange | US | $411.76 | – | 0.00 | |
| CAD/USD FORWARD (RBC DOMINION SECURITIES INC.) | Derivative-foreign exchange | US | $386.9 | – | 0.00 | |
| CAD/USD FORWARD (SOCIETE GENERALE) | Derivative-foreign exchange | US | $323.53 | – | 0.00 | |
| CAD/USD FORWARD (TD SECURITIES INC./ VALEURS MOBILIERES TD INC.) | Derivative-foreign exchange | US | $34.7 | – | 0.00 | |
| CAD/USD FORWARD (BARCLAYS BANK PLC) | Derivative-foreign exchange | US | $7.63 | – | 0.00 | |
| CAD/USD FORWARD (TD SECURITIES INC./ VALEURS MOBILIERES TD INC.) | Derivative-foreign exchange | US | $-162.78 | – | -0.00 | |
| CAD/USD FORWARD (STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC) | Derivative-foreign exchange | US | $-180.09 | – | -0.00 | |
| CAD/USD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $-427.28 | – | -0.00 | |
| Cadence Design Systems Inc | Long | Equity-common | US | $10M | 33K | 0.09 |
| Caesars Entertainment Inc (CAESARS ENTERTAIN INC) | Long | Debt | US | $2M | – | 0.02 |
| Caesars Entertainment Inc (CAESARS ENTERTAIN INC) | Long | Debt | US | $1M | – | 0.01 |
| Caesars Entertainment Inc (CAESARS ENTERTAIN INC) | Long | Debt | US | $792K | – | 0.01 |
| Caesars Entertainment Inc | Long | Equity-common | US | $81K | 2K | 0.00 |
| Caisse Francaise de Financement Local | Long | Debt | FR | $441K | – | 0.00 |
| CaixaBank SA | Long | Equity-common | ES | $2M | 357K | 0.02 |
| CaixaBank SA | Long | Debt | ES | $341K | – | 0.00 |
| CaixaBank SA | Long | Debt | ES | $229K | – | 0.00 |
| Caledonia Generating LLC | Long | Debt | US | $322K | – | 0.00 |
| California State University (CALIFORNIA ST UNIV REVENUE) | Long | Debt | US | $184K | – | 0.00 |
| Calpine Corp | Long | Debt | US | $3M | – | 0.03 |
| Calpine Corp | Long | Debt | US | $1M | – | 0.01 |
| Calpine Corp | Long | Debt | US | $966K | – | 0.01 |
| Calpine Corp | Long | Debt | US | $789K | – | 0.01 |
| Calpine Corp | Long | Debt | US | $412K | – | 0.00 |
| Calpine Corp | Long | Debt | US | $97K | – | 0.00 |
| Camden Property Trust | Long | Equity-common | US | $105K | 960 | 0.00 |
| Cameco Corp | Long | Equity-common | CA | $372K | 8K | 0.00 |
| Campbell Soup Co | Long | Equity-common | US | $81K | 2K | 0.00 |
| CAN 10YR BOND (MONTREAL EXCHANGE INC.) | Derivative-interest rate | CA | $9K | – | 0.00 | |
| CAN 5YR BOND (MONTREAL EXCHANGE INC.) | Derivative-interest rate | CA | $14K | – | 0.00 | |
| Canada Housing Trust No 1 | Long | Debt | CA | $373K | – | 0.00 |
| Canadian Government Bond | Long | Debt | CA | $205K | – | 0.00 |
| Canadian National Railway Co | Long | Equity-common | CA | $2M | 13K | 0.01 |
| CANADIAN NATL RAILWA | Long | Debt | US | $897K | – | 0.01 |
| Canadian Pacific Kansas City Ltd | Long | Equity-common | CA | $376K | 5K | 0.00 |
| Canadian When Issued Government Bond (CANADA-GOV'T WI) | Long | Debt | CA | $96K | – | 0.00 |
| Canon Inc | Long | Equity-common | JP | $2M | 79K | 0.02 |
| Cantor Commercial Real Estate Lending 2019-CF2 | Long | ABS-mortgage backed security | US | $944K | – | 0.01 |
| Capcom Co Ltd | Long | Equity-common | JP | $199K | 11K | 0.00 |
| Capgemini SE | Long | Equity-common | FR | $754K | 4K | 0.01 |
| Capital One Financial Corp | Long | Equity-common | US | $1M | 8K | 0.01 |
| Capital One Financial Corp | Long | Debt | US | $904K | – | 0.01 |
| Capital One Financial Corp | Long | Debt | US | $216K | – | 0.00 |
| CapitaLand Integrated Commercial Trust | Long | Equity-common | SG | $261K | 179K | 0.00 |
| Cardinal Health Inc | Long | Equity-common | US | $225K | 2K | 0.00 |
| Carlisle Cos Inc | Long | Equity-common | US | $729K | 2K | 0.01 |
| Carlsberg AS | Long | Equity-common | DK | $1M | 10K | 0.01 |
| Carlyle Euro CLO 2021-2 DAC | Long | ABS-collateralized bond/debt obligation | IE | $13M | – | 0.11 |
| Carlyle Global Market Strategies CLO 2014-3-R Ltd | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.04 |
| CARLYLE US CLO 2021-11 LTD (Carlyle Global Market Strategi) | Long | ABS-collateralized bond/debt obligation | KY | $15M | – | 0.13 |
| CarMax Inc | Long | Equity-common | US | $110K | 2K | 0.00 |
| Carnival Corp | Long | Equity-common | US | $177K | 9K | 0.00 |
| Carnival Holdings Bermuda Ltd (CARNIVAL HLDGS BM LTD) | Long | Debt | US | $1M | – | 0.01 |
| Carrefour SA | Long | Equity-common | FR | $1M | 92K | 0.01 |
| Carrier Global Corp | Long | Equity-common | US | $3M | 52K | 0.03 |
| Carrier Global Corp | Long | Debt | US | $578K | – | 0.00 |
| Carrier Global Corp | Long | Debt | US | $538K | – | 0.00 |
| Carrier Global Corp | Long | Debt | US | $448K | – | 0.00 |
| CarVal CLO IV Ltd (Carval CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.03 |
| Cassa Depositi e Prestiti SpA | Long | Debt | IT | $3M | – | 0.03 |
| Cassa Depositi e Prestiti SpA | Long | Debt | IT | $1M | – | 0.01 |
| Catalent Inc | Long | Equity-common | US | $97K | 2K | 0.00 |
| Caterpillar Inc | Long | Equity-common | US | $8M | 23K | 0.07 |
| Cathedral Lake VII Ltd (Cathedral Lake LTD) | Long | ABS-collateralized bond/debt obligation | KY | $18M | – | 0.15 |
| CBAM 2019-11R Ltd (CBAM CLO Management) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.02 |
| CBAM 2020-12 Ltd (CBAM CLO Management) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.03 |
| Cboe Global Markets Inc | Long | Equity-common | US | $171K | 1K | 0.00 |
| CBRE Group Inc | Long | Equity-common | US | $247K | 3K | 0.00 |
| CCO Holdings LLC / CCO Holdings Capital Corp (CCO HLDGS LLC/CAP CORP) | Long | Debt | US | $1M | – | 0.01 |
| CCO Holdings LLC / CCO Holdings Capital Corp (CCO HLDGS LLC/CAP CORP) | Long | Debt | US | $302K | – | 0.00 |
| CCO Holdings LLC / CCO Holdings Capital Corp (CCO HLDGS LLC/CAP CORP) | Long | Debt | US | $284K | – | 0.00 |
| CCO Holdings LLC / CCO Holdings Capital Corp (CCO HLDGS LLC/CAP CORP) | Long | Debt | US | $223K | – | 0.00 |
| CCO Holdings LLC / CCO Holdings Capital Corp (CCO HLDGS LLC/CAP CORP) | Long | Debt | US | $214K | – | 0.00 |
| CCO Holdings LLC / CCO Holdings Capital Corp (CCO HLDGS LLC/CAP CORP) | Long | Debt | US | $86K | – | 0.00 |
| CCO Holdings LLC / CCO Holdings Capital Corp (CCO HLDGS LLC/CAP CORP) | Long | Debt | US | $84K | – | 0.00 |
| CCO Holdings LLC / CCO Holdings Capital Corp (CCO HLDGS LLC/CAP CORP) | Long | Debt | US | $42K | – | 0.00 |
| CD 2017-CD5 Mortgage Trust (CD Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $322K | – | 0.00 |
| CD 2019-CD8 Mortgage Trust (CD Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $851K | – | 0.01 |
| CDP Financial Inc | Long | Debt | CA | $2M | – | 0.01 |
| CDS CDX.NA.HY.42.V1 (INTERCONTINENTAL EXCHANGE, INC.) | Derivative-credit | US | $523K | – | 0.00 | |
| CDS CDX.NA.IG.42.V1 (INTERCONTINENTAL EXCHANGE, INC.) | Derivative-credit | US | $98K | – | 0.00 | |
| CDS CHINA DEVELOPMENT BANK (JPMORGAN CHASE BANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-11K | – | -0.00 | |
| CDS CHINA PEOPLES REPUBLIC OF (GOVERNMENT) (JPMORGAN CHASE BANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $24K | – | 0.00 | |
| CDS ICBC (JPMORGAN CHASE BANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-11K | – | -0.00 | |
| CDS ISRAEL ELECTRIC CORP LTD (BARCLAYS BANK PLC) | Derivative-credit | GB | $41K | – | 0.00 | |
| CDS KINGDOM OF MOROCCO (BNP PARIBAS) | Derivative-credit | FR | $-6K | – | -0.00 | |
| CDS REPUBLIC OF ESTONIA (JPMORGAN CHASE BANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $4K | – | 0.00 | |
| CDS REPUBLIC OF ITALY (BARCLAYS BANK PLC) | Derivative-credit | GB | $-22K | – | -0.00 | |
| CDS REPUBLIC OF PANAMA (BARCLAYS BANK PLC) | Derivative-credit | GB | $1K | – | 0.00 | |
| CDS REPUBLIC OF SOUTH AFRICA (JPMORGAN CHASE BANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $57K | – | 0.00 | |
| CDS REPUBLIC OF SOUTH AFRICA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $43K | – | 0.00 | |
| CDS REUPUBLIC OF FRANCE (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-21K | – | -0.00 | |
| CDS UNITED STATES OF AMERICA (BNP PARIBAS) | Derivative-credit | FR | $4K | – | 0.00 | |
| CDW Corp/DE | Long | Equity-common | US | $1M | 5K | 0.01 |
| CDW LLC / CDW Finance Corp (CDW LLC/CDW FINANCE) | Long | Debt | US | $809K | – | 0.01 |
| Celanese Corp | Long | Equity-common | US | $131K | 971 | 0.00 |
| Celanese US Holdings LLC | Long | Debt | US | $736K | – | 0.01 |
| Celanese US Holdings LLC | Long | Debt | US | $519K | – | 0.00 |
| Celanese US Holdings LLC | Long | Debt | US | $185K | – | 0.00 |
| Celanese US Holdings LLC | Long | Debt | US | $172K | – | 0.00 |
| Celanese US Holdings LLC | Long | Debt | US | $26K | – | 0.00 |
| Cellnex Finance Co SA | Long | Debt | ES | $3M | – | 0.02 |
| Cellnex Finance Co SA | Long | Debt | ES | $192K | – | 0.00 |
| Cemex SAB de CV | Long | Equity-common | MX | $452K | 707K | 0.00 |
| Cencora Inc | Long | Equity-common | US | $2M | 8K | 0.02 |
| Cenovus Energy Inc | Long | Equity-common | CA | $481K | 24K | 0.00 |
| Cenovus Energy Inc | Long | Debt | CA | $212K | – | 0.00 |
| Centene Corp | Long | Equity-common | US | $10M | 158K | 0.09 |
| CenterPoint Energy Inc | Long | Equity-common | US | $2M | 69K | 0.02 |
| Central Japan Railway Co | Long | Equity-common | JP | $2M | 70K | 0.01 |
| Central Nippon Expressway Co Ltd (CENTRAL NIPPON EXPRESSWY) | Long | Debt | JP | $1M | – | 0.01 |
| Centrica PLC | Long | Equity-common | GB | $2M | 1M | 0.02 |
| Century Communities Inc | Long | Debt | US | $81K | – | 0.00 |
| CEZ AS | Long | Debt | CZ | $499K | – | 0.00 |
| CF Industries Holdings Inc | Long | Equity-common | US | $134K | 2K | 0.00 |
| CFCRE Commercial Mortgage Trust 2016-C6 | Long | ABS-mortgage backed security | US | $356K | – | 0.00 |
| CFCRE Commercial Mortgage Trust 2016-C7 | Long | ABS-mortgage backed security | US | $318K | – | 0.00 |
| CGI Inc | Long | Equity-common | CA | $746K | 7K | 0.01 |
| CH Robinson Worldwide Inc | Long | Equity-common | US | $93K | 1K | 0.00 |
| Charles River Laboratories International Inc | Long | Equity-common | US | $109K | 527 | 0.00 |
| Charles Schwab Corp/The | Long | Equity-common | US | $5M | 73K | 0.05 |
| Chart Industries Inc | Long | Debt | US | $310K | – | 0.00 |
| Charter Communications Inc | Long | Equity-common | US | $277K | 926 | 0.00 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $817K | – | 0.01 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $419K | – | 0.00 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $309K | – | 0.00 |
| Check Point Software Technologies Ltd | Long | Equity-common | IL | $2M | 15K | 0.02 |
| Cheniere Energy Inc | Long | Equity-common | US | $9M | 51K | 0.08 |
| Cheniere Energy Inc | Long | Debt | US | $210K | – | 0.00 |
| Chesapeake Energy Corp | Long | Debt | US | $2M | – | 0.02 |
| Chesapeake Energy Corp | Long | Debt | US | $713K | – | 0.01 |
| Chesapeake Funding II LLC | Long | ABS-other | US | $129K | – | 0.00 |
| Chevron Corp | Long | Equity-common | US | $24M | 152K | 0.20 |
| CHF/USD FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $18K | – | 0.00 | |
| CHF/USD FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $8K | – | 0.00 | |
| CHF/USD FORWARD (STATE STREET GLOBAL MARKETS, LLC) | Derivative-foreign exchange | US | $7K | – | 0.00 | |
| CHF/USD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $-60.73 | – | -0.00 | |
| CHF/USD FORWARD (Bank of America, National Association) | Derivative-foreign exchange | US | $-968.63 | – | -0.00 | |
| CHF/USD FORWARD (Bank of America, National Association) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| CHF/USD FORWARD (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| CHF/USD FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| CHF/USD FORWARD (J.P. MORGAN SECURITIES LLC) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| CHF/USD FORWARD (SOCIETE GENERALE) | Derivative-foreign exchange | US | $-4K | – | -0.00 | |
| CHF/USD FORWARD (STATE STREET GLOBAL MARKETS, LLC) | Derivative-foreign exchange | US | $-5K | – | -0.00 | |
| CHF/USD FORWARD (UBS Securities LLC) | Derivative-foreign exchange | US | $-6K | – | -0.00 | |
| CHF/USD FORWARD (UBS Securities LLC) | Derivative-foreign exchange | US | $-8K | – | -0.00 | |
| CHF/USD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $-13K | – | -0.00 | |
| China Construction Bank Corp | Long | Equity-common | CN | $1M | 2M | 0.01 |
| China Government Bond | Long | Debt | CN | $3M | – | 0.02 |
| China Government Bond | Long | Debt | CN | $774K | – | 0.01 |
| China Government Bond | Long | Debt | CN | $76K | – | 0.00 |
| China Government International Bond (CHINA GOVT INTL BOND) | Long | Debt | CN | $1M | – | 0.01 |
| China Pacific Insurance Group Co Ltd (CPIC) | Long | Equity-common | CN | $1M | 472K | 0.01 |
| Chipotle Mexican Grill Inc | Long | Equity-common | US | $11M | 173K | 0.09 |
| Chocoladefabriken Lindt & Spruengli AG | Long | Equity-common | CH | $269K | 23 | 0.00 |
| Chubb Ltd | Long | Equity-common | CH | $12M | 49K | 0.11 |
| Chubu Electric Power Co Inc | Long | Equity-common | JP | $2M | 127K | 0.01 |
| Chugai Pharmaceutical Co Ltd | Long | Equity-common | JP | $3M | 84K | 0.03 |
| Church & Dwight Co Inc | Long | Equity-common | US | $237K | 2K | 0.00 |
| Cie de Financement Foncier SA (CIE FINANCEMENT FONCIER) | Long | Debt | FR | $975K | – | 0.01 |
| Cie de Saint-Gobain SA | Long | Equity-common | FR | $5M | 65K | 0.04 |
| Cie Financiere Richemont SA | Long | Equity-common | CH | $6M | 38K | 0.05 |
| Cie Generale des Etablissements Michelin SCA (Michelin) | Long | Equity-common | FR | $6M | 150K | 0.05 |
| CIFC Funding 2018-I Ltd (CIFC Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $781K | – | 0.01 |
| CIFC Funding 2018-II Ltd (CIFC Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.04 |
| CIFC Funding 2021-V Ltd (CIFC Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.03 |
| Cigna Group/The | Long | Equity-common | US | $11M | 34K | 0.10 |
| Cigna Group/The | Long | Debt | US | $310K | – | 0.00 |
| Cincinnati Financial Corp | Long | Equity-common | US | $185K | 2K | 0.00 |
| Cintas Corp | Long | Equity-common | US | $562K | 802 | 0.00 |
| Cisco Systems Inc | Long | Equity-common | US | $10M | 204K | 0.08 |
| Cisco Systems Inc | Long | Debt | US | $314K | – | 0.00 |
| Cisco Systems Inc | Long | Debt | US | $209K | – | 0.00 |
| Cisco Systems Inc | Long | Debt | US | $147K | – | 0.00 |
| CITGO Petroleum Corp | Long | Debt | US | $700K | – | 0.01 |
| Citigroup Commercial Mortgage Trust 2015-GC31 | Long | ABS-mortgage backed security | US | $770K | – | 0.01 |
| Citigroup Commercial Mortgage Trust 2017-C4 | Long | ABS-mortgage backed security | US | $293K | – | 0.00 |
| Citigroup Commercial Mortgage Trust 2019-GC41 | Long | ABS-mortgage backed security | US | $340K | – | 0.00 |
| Citigroup Inc | Long | Debt | US | $2M | – | 0.02 |
| Citigroup Inc | Long | Equity-common | US | $2M | 24K | 0.01 |
| Citigroup Inc | Long | Debt | US | $806K | – | 0.01 |
| Citigroup Inc | Long | Debt | US | $647K | – | 0.01 |
| Citigroup Inc | Long | Debt | US | $166K | – | 0.00 |
| Citigroup Inc | Long | Debt | US | $89K | – | 0.00 |
| Citigroup Inc | Long | Debt | US | $66K | – | 0.00 |
| Citizens Financial Group Inc | Long | Equity-common | US | $6M | 165K | 0.05 |
| Citizens Financial Group Inc | Long | Debt | US | $199K | – | 0.00 |
| Citizens Financial Group Inc | Long | Debt | US | $88K | – | 0.00 |
| City of Montreal Canada | Long | Debt | CA | $388K | – | 0.00 |
| City of Montreal Canada | Long | Debt | CA | $354K | – | 0.00 |
| City of Toronto Canada | Long | Debt | CA | $172K | – | 0.00 |
| Civitas Resources Inc | Long | Debt | US | $472K | – | 0.00 |
| Civitas Resources Inc | Long | Debt | US | $241K | – | 0.00 |
| CK Hutchison Holdings Ltd | Long | Equity-common | HK | $484K | 102K | 0.00 |
| Clorox Co/The | Long | Equity-common | US | $158K | 1K | 0.00 |
| Clover CLO 2019-2 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.02 |
| CLP Holdings Ltd | Long | Equity-common | HK | $1M | 128K | 0.01 |
| CLP/USD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $54K | – | 0.00 | |
| CLP/USD FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $24K | – | 0.00 | |
| CLP/USD FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $7K | – | 0.00 | |
| CLP/USD FORWARD (BARCLAYS BANK PLC) | Derivative-foreign exchange | US | $4K | – | 0.00 | |
| CLP/USD FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| CLP/USD FORWARD (BARCLAYS BANK PLC) | Derivative-foreign exchange | US | $374.19 | – | 0.00 | |
| CLP/USD FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $1.88 | – | 0.00 | |
| CLP/USD FORWARD (BARCLAYS BANK PLC) | Derivative-foreign exchange | US | $-7K | – | -0.00 | |
| CME Group Inc | Long | Equity-common | US | $3M | 13K | 0.02 |
| CMS Energy Corp | Long | Equity-common | US | $5M | 77K | 0.04 |
| CNH/USD FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $73K | – | 0.00 | |
| CNH/USD FORWARD (UBS Securities LLC) | Derivative-foreign exchange | US | $28K | – | 0.00 | |
| CNH/USD FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $7K | – | 0.00 | |
| CNH/USD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $3K | – | 0.00 | |
| CNH/USD FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| CNH/USD FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $1K | – | 0.00 | |
| CNH/USD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $548.95 | – | 0.00 | |
| CNH/USD FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $-16K | – | -0.00 | |
| CNH/USD FORWARD (J.P. MORGAN SECURITIES LLC) | Derivative-foreign exchange | US | $-27K | – | -0.00 | |
| Coca-Cola Co/The | Long | Equity-common | US | $20M | 307K | 0.17 |
| Coca-Cola Europacific Partners PLC | Long | Equity-common | GB | $802K | 11K | 0.01 |
| Coca-Cola HBC AG | Long | Equity-common | CH | $2M | 45K | 0.01 |
| Cochlear Ltd | Long | Equity-common | AU | $2M | 10K | 0.02 |
| Cognizant Technology Solutions Corp | Long | Equity-common | US | $7M | 100K | 0.06 |
| Coles Group Ltd | Long | Equity-common | AU | $1M | 125K | 0.01 |
| Colgate-Palmolive Co | Long | Equity-common | US | $11M | 112K | 0.09 |
| Colombia Government International Bond (REPUBLIC OF COLOMBIA) | Long | Debt | CO | $2M | – | 0.02 |
| Colombian TES (TITULOS DE TESORERIA) | Long | Debt | CO | $180K | – | 0.00 |
| Colombian TES (TITULOS DE TESORERIA) | Long | Debt | CO | $114K | – | 0.00 |
| Colombian TES (TITULOS DE TESORERIA) | Long | Debt | CO | $67K | – | 0.00 |
| Colombian TES (TITULOS DE TESORERIA) | Long | Debt | CO | $56K | – | 0.00 |
| Columbia Pipelines Holding Co LLC (COLUMBIA PIPELINE HOLDCO) | Long | Debt | US | $414K | – | 0.00 |
| Columbia Pipelines Holding Co LLC (COLUMBIA PIPELINE HOLDCO) | Long | Debt | US | $312K | – | 0.00 |
| Columbia Pipelines Holding Co LLC (COLUMBIA PIPELINE HOLDCO) | Long | Debt | US | $143K | – | 0.00 |
| Columbia Pipelines Operating Co LLC (COLUMBIA PIPELINES OPCO) | Long | Debt | US | $332K | – | 0.00 |
| Columbia Pipelines Operating Co LLC (COLUMBIA PIPELINES OPCO) | Long | Debt | US | $161K | – | 0.00 |
| Comcast Corp | Long | Equity-common | US | $14M | 362K | 0.12 |
| Comcast Corp | Long | Debt | US | $185K | – | 0.00 |
| Comerica Inc | Long | Debt | US | $338K | – | 0.00 |
| Comision Federal de Electricidad | Long | Debt | MX | $1M | – | 0.01 |
| COMM 2014-UBS6 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $216K | – | 0.00 |
| COMM 2015-LC21 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $458K | – | 0.00 |
| COMM 2015-LC23 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $487K | – | 0.00 |
| COMM 2016-COR1 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $426K | – | 0.00 |
| Commerzbank AG | Long | Equity-common | DE | $702K | 46K | 0.01 |
| CommonSpirit Health | Long | Debt | US | $385K | – | 0.00 |
| Commonwealth Bank of Australia | Long | Equity-common | AU | $6M | 76K | 0.05 |
| Commonwealth of Puerto Rico (PUERTO RICO CMWLTH) | Long | Debt | US | $435K | – | 0.00 |
| Compass Group PLC | Long | Equity-common | GB | $4M | 165K | 0.04 |
| Computershare Ltd | Long | Equity-common | AU | $1M | 58K | 0.01 |
| Conagra Brands Inc | Long | Equity-common | US | $128K | 5K | 0.00 |
| Connecticut Avenue Securities Trust 2022-R03 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $144K | – | 0.00 |
| Connecticut Avenue Securities Trust 2022-R04 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $108K | – | 0.00 |
| ConocoPhillips | Long | Equity-common | US | $18M | 160K | 0.16 |
| Consolidated Edison Inc | Long | Equity-common | US | $291K | 3K | 0.00 |
| Constellation Brands Inc | Long | Equity-common | US | $384K | 1K | 0.00 |
| Constellation Energy Corp | Long | Equity-common | US | $2M | 9K | 0.02 |
| Constellation Software Inc/Canada | Long | Equity-common | CA | $1M | 451 | 0.01 |
| Constellation Software Inc/Canada | Long | Equity-common | CA | $0.04 | 570 | 0.00 |
| ConvaTec Group PLC | Long | Equity-common | GB | $922K | 311K | 0.01 |
| Cooper Cos Inc/The | Long | Equity-common | US | $160K | 2K | 0.00 |
| Cooperatieve Rabobank UA | Long | Debt | NL | $1M | – | 0.01 |
| Cooperatieve Rabobank UA | Long | Debt | NL | $255K | – | 0.00 |
| COP/USD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $134K | – | 0.00 | |
| COP/USD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $32K | – | 0.00 | |
| COP/USD FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $21K | – | 0.00 | |
| COP/USD FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| COP/USD FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $-86.35 | – | -0.00 | |
| COP/USD FORWARD (BARCLAYS BANK PLC) | Derivative-foreign exchange | US | $-564.36 | – | -0.00 | |
| COP/USD FORWARD (Bank of America, National Association) | Derivative-foreign exchange | US | $-659.98 | – | -0.00 | |
| COP/USD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $-9K | – | -0.00 | |
| COP/USD FORWARD (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Derivative-foreign exchange | US | $-17K | – | -0.00 | |
| COP/USD FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $-39K | – | -0.00 | |
| Copart Inc | Long | Equity-common | US | $1M | 26K | 0.01 |
| Corebridge Financial Inc | Long | Debt | US | $329K | – | 0.00 |
| Corebridge Global Funding (COREBRIDGE GLOB FUNDING) | Long | Debt | US | $996K | – | 0.01 |
| Corning Inc | Long | Equity-common | US | $2M | 51K | 0.02 |
| Corp Andina de Fomento | Long | Debt | $668K | – | 0.01 | |
| Corp Andina de Fomento | Long | Debt | $548K | – | 0.00 | |
| Corpay Inc | Long | Equity-common | US | $2M | 6K | 0.01 |
| Corteva Inc | Long | Equity-common | US | $352K | 7K | 0.00 |
| CoStar Group Inc | Long | Equity-common | US | $283K | 4K | 0.00 |
| Costco Wholesale Corp | Long | Equity-common | US | $15M | 18K | 0.13 |
| Coterra Energy Inc | Long | Equity-common | US | $186K | 7K | 0.00 |
| Covivio SA/France | Long | Equity-common | FR | $224K | 5K | 0.00 |
| Cox Communications Inc | Long | Debt | US | $503K | – | 0.00 |
| CP - Comboios de Portugal EPE (CP COMBOIOS DE PORTUGAL) | Long | Debt | PT | $2M | – | 0.01 |
| CPPIB Capital Inc | Long | Debt | CA | $1M | – | 0.01 |
| CQS US CLO 2023-3 Ltd (CQS US CLO 2022-2, Ltd.) | Long | ABS-collateralized bond/debt obligation | JE | $14M | – | 0.12 |
| Credicorp Ltd | Long | Equity-common | PE | $1M | 6K | 0.01 |
| Credit Agricole Italia SpA | Long | Debt | IT | $217K | – | 0.00 |
| Credit Agricole Italia SpA | Long | Debt | IT | $215K | – | 0.00 |
| Credit Agricole Italia SpA | Long | Debt | IT | $86K | – | 0.00 |
| Credit Agricole SA | Long | Equity-common | FR | $970K | 71K | 0.01 |
| Credit Agricole SA | Long | Debt | FR | $443K | – | 0.00 |
| Credit Agricole SA | Long | Debt | FR | $189K | – | 0.00 |
| Credit Mutuel Home Loan SFH SA (CRED MUTUEL HOME LOAN SF) | Long | Debt | FR | $536K | – | 0.00 |
| Crescent Energy Finance LLC | Long | Debt | US | $815K | – | 0.01 |
| Croatia Government International Bond | Long | Debt | HR | $2M | – | 0.02 |
| Croatia Government International Bond | Long | Debt | HR | $179K | – | 0.00 |
| Croatia Government International Bond | Long | Debt | HR | $97K | – | 0.00 |
| Crowdstrike Holdings Inc | Long | Equity-common | US | $9M | 24K | 0.08 |
| Crown Castle Inc | Long | Equity-common | US | $400K | 4K | 0.00 |
| CSAIL 2017-CX10 Commercial Mortgage Trust (CSAIL Commercial Mortgage Trus) | Long | ABS-mortgage backed security | US | $277K | – | 0.00 |
| CSAIL 2018-CX12 Commercial Mortgage Trust (CSAIL Commercial Mortgage Trus) | Long | ABS-mortgage backed security | US | $258K | – | 0.00 |
| CSAIL 2019-C17 Commercial Mortgage Trust (CSAIL Commercial Mortgage Trus) | Long | ABS-mortgage backed security | US | $129K | – | 0.00 |
| CSC Holdings LLC | Long | Debt | US | $1000K | – | 0.01 |
| CSC Holdings LLC | Long | Debt | US | $566K | – | 0.00 |
| CSC Holdings LLC | Long | Debt | US | $551K | – | 0.00 |
| CSC Holdings LLC | Long | Debt | US | $377K | – | 0.00 |
| CSC Holdings LLC | Long | Debt | US | $349K | – | 0.00 |
| CSC Holdings LLC | Long | Debt | US | $276K | – | 0.00 |
| CSC Holdings LLC | Long | Loan | US | $192K | – | 0.00 |
| CSL Ltd | Long | Equity-common | AU | $5M | 24K | 0.04 |
| CSMC 2014-USA OA LLC (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $116K | – | 0.00 |
| CSX Corp | Long | Equity-common | US | $10M | 292K | 0.08 |
| CTS Eventim AG & Co KGaA | Long | Equity-common | DE | $934K | 11K | 0.01 |
| Cummins Inc | Long | Equity-common | US | $6M | 21K | 0.05 |
| Curtiss-Wright Corp | Long | Equity-common | US | $7M | 25K | 0.06 |
| CVC Cordatus Loan Fund XV DAC (Cordatus CLO PLC) | Long | ABS-collateralized bond/debt obligation | IE | $11M | – | 0.09 |
| CVS Health Corp | Long | Equity-common | US | $2M | 29K | 0.01 |
| CWABS Asset-Backed Certificates Trust 2004-BC4 (Countrywide Asset-Backed Certi) | Long | ABS-other | US | $3K | – | 0.00 |
| CyberArk Software Ltd | Long | Equity-common | IL | $4M | 14K | 0.03 |
| Cyprus Government International Bond (REPUBLIC OF CYPRUS) | Long | Debt | CY | $2M | – | 0.02 |
| Czech Republic Government Bond | Long | Debt | CZ | $180K | – | 0.00 |
| Czech Republic Government Bond | Long | Debt | CZ | $62K | – | 0.00 |
| CZK/USD FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $7K | – | 0.00 | |
| CZK/USD FORWARD (HSBC SECURITIES (USA) INC.) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| CZK/USD FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| CZK/USD FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $429.43 | – | 0.00 | |
| CZK/USD FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $-943.58 | – | -0.00 | |
| CZK/USD FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| CZK/USD FORWARD (HSBC SECURITIES (USA) INC.) | Derivative-foreign exchange | US | $-5K | – | -0.00 | |
| CZK/USD FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $-18K | – | -0.00 | |
| CZK/USD FORWARD (BARCLAYS BANK PLC) | Derivative-foreign exchange | US | $-28K | – | -0.00 | |
| CZK/USD FORWARD (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Derivative-foreign exchange | US | $-52K | – | -0.00 | |
| D'ieteren Group | Long | Equity-common | BE | $305K | 1K | 0.00 |
| Dai Nippon Printing Co Ltd | Long | Equity-common | JP | $611K | 18K | 0.01 |
| Dai-ichi Life Holdings Inc | Long | Equity-common | JP | $2M | 78K | 0.02 |
| Daiichi Sankyo Co Ltd | Long | Equity-common | JP | $4M | 120K | 0.04 |
| Daikin Industries Ltd | Long | Equity-common | JP | $348K | 3K | 0.00 |
| Daimler Truck Finance North America LLC (DAIMLER TRUCK FINAN NA) | Long | Debt | US | $321K | – | 0.00 |
| Daimler Truck Holding AG | Long | Equity-common | DE | $2M | 60K | 0.02 |
| Daito Trust Construction Co Ltd | Long | Equity-common | JP | $1M | 11K | 0.01 |
| Daiwa House Industry Co Ltd | Long | Equity-common | JP | $542K | 21K | 0.00 |
| Daiwa Securities Group Inc | Long | Equity-common | JP | $1M | 155K | 0.01 |
| Dana Financing Luxembourg Sarl (DANA FINANCING LUX SARL) | Long | Debt | LU | $64K | – | 0.00 |
| Dana Inc | Long | Debt | US | $630K | – | 0.01 |
| Dana Inc | Long | Debt | US | $61K | – | 0.00 |
| Danaher Corp | Long | Equity-common | US | $12M | 49K | 0.10 |
| Danone SA | Long | Equity-common | FR | $1M | 22K | 0.01 |
| Danske Bank A/S | Long | Equity-common | DK | $1M | 43K | 0.01 |
| Danske Bank A/S | Long | Debt | DK | $278K | – | 0.00 |
| Danske Mortgage Bank PLC | Long | Debt | FI | $461K | – | 0.00 |
| Darden Restaurants Inc | Long | Equity-common | US | $2M | 15K | 0.02 |
| Dassault Aviation SA | Long | Equity-common | FR | $283K | 2K | 0.00 |
| Dassault Systemes SE | Long | Equity-common | FR | $2M | 47K | 0.02 |
| DaVita Inc | Long | Debt | US | $2M | – | 0.02 |
| DaVita Inc | Long | Debt | US | $128K | – | 0.00 |
| DaVita Inc | Long | Equity-common | US | $69K | 499 | 0.00 |
| Dayforce Inc | Long | Equity-common | US | $71K | 1K | 0.00 |
| DB Insurance Co Ltd | Long | Equity-common | KR | $901K | 11K | 0.01 |
| DBJPM 2016-C3 Mortgage Trust (Deutsche Bank Commercial Mortg) | Long | ABS-mortgage backed security | US | $290K | – | 0.00 |
| DBS Group Holdings Ltd | Long | Equity-common | SG | $5M | 185K | 0.04 |
| DCC PLC | Long | Equity-common | IE | $192K | 3K | 0.00 |
| Deckers Outdoor Corp | Long | Equity-common | US | $7M | 7K | 0.06 |
| Deco 2019-RAM DAC | Long | ABS-mortgage backed security | IE | $620K | – | 0.01 |
| Deere & Co | Long | Equity-common | US | $10M | 27K | 0.09 |
| Dell Technologies Inc | Long | Equity-common | US | $6M | 43K | 0.05 |
| Delta Air Lines Inc | Long | Equity-common | US | $3M | 71K | 0.03 |
| Demant A/S | Long | Equity-common | DK | $2M | 40K | 0.01 |
| Denmark Government Bond (KINGDOM OF DENMARK) | Long | Debt | DK | $285K | – | 0.00 |
| Denso Corp | Long | Equity-common | JP | $1M | 78K | 0.01 |
| Deutsche Bank AG | Long | Equity-common | DE | $3M | 168K | 0.02 |
| Deutsche Bank AG | Long | Debt | DE | $2M | – | 0.02 |
| DEUTSCHE BANK AG | Long | Debt | DE | $136K | – | 0.00 |
| Deutsche Bank AG/New York NY (DEUTSCHE BANK NY) | Long | Debt | DE | $703K | – | 0.01 |
| Deutsche Bank AG/New York NY (DEUTSCHE BANK NY) | Long | Debt | DE | $544K | – | 0.00 |
| Deutsche Boerse AG | Long | Equity-common | DE | $2M | 10K | 0.02 |
| Deutsche Post AG | Long | Equity-common | DE | $1M | 29K | 0.01 |
| Deutsche Telekom AG | Long | Equity-common | DE | $6M | 219K | 0.05 |
| Devon Energy Corp (DEVON ENERGY CORPORATION) | Long | Debt | US | $326K | – | 0.00 |
| Devon Energy Corp | Long | Equity-common | US | $284K | 6K | 0.00 |
| Dexcom Inc | Long | Equity-common | US | $406K | 4K | 0.00 |
| Dexus | Long | Equity-common | AU | $551K | 128K | 0.00 |
| Diageo PLC | Long | Equity-common | GB | $3M | 90K | 0.02 |
| Diamond Sports Group LLC | Long | Loan | US | $352K | – | 0.00 |
| Diamond Sports Group LLC | Long | Loan | US | $43K | – | 0.00 |
| DIAMOND SPORTS GROUP LLC | Long | Loan | US | $546K | – | 0.00 |
| Diamond Sports Group LLC / Diamond Sports Finance Co (DIAMOND SPORTS GR/DIAMON) | Long | Debt | US | $80K | – | 0.00 |
| Diamond Sports Group LLC / Diamond Sports Finance Co (DIAMOND SPORTS GR/DIAMON) | Long | Debt | US | $14K | – | 0.00 |
| Diamondback Energy Inc | Long | Equity-common | US | $7M | 36K | 0.06 |
| Diamondback Energy Inc | Long | Debt | US | $455K | – | 0.00 |
| Diamondback Energy Inc | Long | Debt | US | $318K | – | 0.00 |
| Diamondback Energy Inc | Long | Debt | US | $111K | – | 0.00 |
| Diamondback Energy Inc | Long | Debt | US | $39K | – | 0.00 |
| Digital Realty Trust Inc | Long | Equity-common | US | $1M | 8K | 0.01 |
| Dino Polska SA | Long | Equity-common | PL | $404K | 4K | 0.00 |
| Disco Corp | Long | Equity-common | JP | $5M | 13K | 0.04 |
| Discover Financial Services (DISCOVER FINANCIAL SVS) | Long | Debt | US | $314K | – | 0.00 |
| Discover Financial Services | Long | Equity-common | US | $300K | 2K | 0.00 |
| DISH DBS Corp | Long | Debt | US | $2M | – | 0.02 |
| DISH DBS Corp | Long | Debt | US | $205K | – | 0.00 |
| DISH DBS Corp | Long | Debt | US | $174K | – | 0.00 |
| DISH DBS Corp | Long | Debt | US | $43K | – | 0.00 |
| DISH Network Corp | Long | Debt | US | $2M | – | 0.02 |
| Diversified Healthcare Trust | Long | Debt | US | $804K | – | 0.01 |
| Diversified Healthcare Trust | Long | Debt | US | $364K | – | 0.00 |
| Diversified Healthcare Trust | Long | Debt | US | $156K | – | 0.00 |
| DLLTD PIK-TERM B 1L USD (DIGICEL INTERNATIONAL FINANCE) | Long | Loan | LC | $1M | – | 0.01 |
| DNB Bank ASA | Long | Equity-common | NO | $1M | 57K | 0.01 |
| Dollar General Corp | Long | Equity-common | US | $268K | 2K | 0.00 |
| Dollar Tree Inc | Long | Equity-common | US | $5M | 43K | 0.04 |
| Dollarama Inc | Long | Equity-common | CA | $2M | 20K | 0.02 |
| Dominion Energy Inc | Long | Equity-common | US | $2M | 49K | 0.02 |
| Domino's Pizza Inc | Long | Equity-common | US | $2M | 3K | 0.01 |
| Donaldson Co Inc | Long | Equity-common | US | $3M | 49K | 0.03 |
| Doosan Bobcat Inc | Long | Equity-common | KR | $650K | 18K | 0.01 |
| Dover Corp | Long | Equity-common | US | $4M | 20K | 0.03 |
| Dow Inc | Long | Equity-common | US | $2M | 45K | 0.02 |
| DP World Ltd/United Arab Emirates (DP WORLD LTD UAE) | Long | Debt | AE | $722K | – | 0.01 |
| DP World Ltd/United Arab Emirates (DP WORLD LTD UAE) | Long | Debt | AE | $512K | – | 0.00 |
| DR Horton Inc | Long | Equity-common | US | $387K | 3K | 0.00 |
| DTE Energy Co | Long | Equity-common | US | $1M | 12K | 0.01 |
| Duke Energy Corp | Long | Equity-common | US | $6M | 55K | 0.05 |
| Duke Energy Corp | Long | Debt | US | $238K | – | 0.00 |
| Dun & Bradstreet Holdings Inc | Long | Equity-common | US | $5M | 546K | 0.04 |
| DuPont de Nemours Inc | Long | Equity-common | US | $2M | 21K | 0.01 |
| E-MINI RUSS 2000 (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-equity | US | $29K | – | 0.00 | |
| E.ON International Finance BV (E.ON INTL FINANCE BV) | Long | Debt | NL | $135K | – | 0.00 |
| E.ON SE | Long | Equity-common | DE | $3M | 262K | 0.03 |
| E.ON SE | Long | Debt | DE | $159K | – | 0.00 |
| Eagle RE 2021-2 Ltd (Eagle Re Ltd) | Long | ABS-mortgage backed security | BM | $153K | – | 0.00 |
| East Japan Railway Co | Long | Equity-common | JP | $403K | 24K | 0.00 |
| East West Bancorp Inc | Long | Equity-common | US | $1M | 15K | 0.01 |
| Eastman Chemical Co | Long | Equity-common | US | $104K | 1K | 0.00 |
| Eaton Corp PLC | Long | Equity-common | US | $22M | 71K | 0.19 |
| eBay Inc | Long | Equity-common | US | $259K | 5K | 0.00 |
| Ecolab Inc | Long | Equity-common | US | $2M | 10K | 0.02 |
| Edison International | Long | Equity-common | US | $260K | 4K | 0.00 |
| EDP - Energias de Portugal SA (ENERGIAS DE PORTUGAL SA) | Long | Debt | PT | $324K | – | 0.00 |
| Edwards Lifesciences Corp | Long | Equity-common | US | $526K | 6K | 0.00 |
| eG Global Finance PLC | Long | Debt | GB | $4M | – | 0.03 |
| eG Global Finance PLC | Long | Debt | GB | $2M | – | 0.02 |
| Eiffage SA | Long | Equity-common | FR | $2M | 17K | 0.01 |
| Eisai Co Ltd | Long | Equity-common | JP | $477K | 12K | 0.00 |
| Elanco Animal Health Inc | Long | Equity-common | US | $4M | 255K | 0.03 |
| Elbit Systems Ltd | Long | Equity-common | IL | $356K | 2K | 0.00 |
| Electric Power Development Co Ltd | Long | Equity-common | JP | $375K | 24K | 0.00 |
| Electronic Arts Inc | Long | Equity-common | US | $313K | 2K | 0.00 |
| Elevance Health Inc | Long | Equity-common | US | $12M | 22K | 0.10 |
| Elevation CLO 2017-6 Ltd (Elevation CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $30K | – | 0.00 |
| Elevation CLO 2018-9 Ltd (Elevation CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.02 |
| Elevation CLO 2021-14 Ltd (Elevation CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $11M | – | 0.09 |
| Eli Lilly & Co | Long | Equity-common | US | $50M | 55K | 0.42 |
| Elisa Oyj | Long | Equity-common | FI | $425K | 9K | 0.00 |
| Elmwood CLO 25 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $25M | – | 0.21 |
| Emaar Properties PJSC | Long | Equity-common | AE | $505K | 226K | 0.00 |
| Emerson Electric Co | Long | Equity-common | US | $3M | 24K | 0.02 |
| Emirates NBD Bank PJSC | Long | Debt | AE | $554K | – | 0.00 |
| Emirates NBD Bank PJSC | Long | Equity-common | AE | $360K | 80K | 0.00 |
| Empresa Nacional de Telecomunicaciones SA (ENTEL CHILE SA) | Long | Debt | CL | $242K | – | 0.00 |
| Enagas SA | Long | Equity-common | ES | $565K | 38K | 0.00 |
| Enbridge Inc | Long | Debt | CA | $464K | – | 0.00 |
| Enbridge Inc | Long | Debt | CA | $241K | – | 0.00 |
| Enbridge Inc | Long | Debt | CA | $211K | – | 0.00 |
| Enbridge Inc | Long | Debt | CA | $121K | – | 0.00 |
| Endeavor Energy Resources LP / EER Finance Inc | Long | Debt | US | $404K | – | 0.00 |
| Endeavour Group Ltd/Australia | Long | Equity-common | AU | $190K | 57K | 0.00 |
| Endesa SA | Long | Equity-common | ES | $378K | 20K | 0.00 |
| Enel Finance International NV (ENEL FINANCE INTL NV) | Long | Debt | NL | $248K | – | 0.00 |
| Enel SpA | Long | Equity-common | IT | $4M | 535K | 0.03 |
| ENEOS Holdings Inc | Long | Equity-common | JP | $2M | 355K | 0.02 |
| Energy Transfer LP | Long | Debt | US | $3M | – | 0.02 |
| Energy Transfer LP | Long | Debt | US | $2M | – | 0.01 |
| Energy Transfer LP | Long | Debt | US | $846K | – | 0.01 |
| Energy Transfer LP | Long | Debt | US | $707K | – | 0.01 |
| Engie SA | Long | Equity-common | FR | $2M | 171K | 0.02 |
| Engie SA | Long | Debt | FR | $957K | – | 0.01 |
| Engie SA | Long | Debt | FR | $749K | – | 0.01 |
| Eni SpA | Long | Equity-common | IT | $3M | 191K | 0.02 |
| Enphase Energy Inc | Long | Equity-common | US | $131K | 1K | 0.00 |
| Entergy Corp | Long | Equity-common | US | $216K | 2K | 0.00 |
| Enterprise Fleet Financing 2023-2 LLC (Enterprise Fleet Financing LLC) | Long | ABS-other | US | $684K | – | 0.01 |
| Enterprise Fleet Financing 2024-1 LLC (Enterprise Fleet Financing LLC) | Long | ABS-other | US | $798K | – | 0.01 |
| EOG Resources Inc | Long | Equity-common | US | $4M | 33K | 0.03 |
| EPAM Systems Inc | Long | Equity-common | US | $104K | 553 | 0.00 |
| Epiroc AB | Long | Equity-common | SE | $479K | 26K | 0.00 |
| EQM Midstream Partners LP | Long | Debt | US | $1M | – | 0.01 |
| EQT Corp | Long | Equity-common | US | $144K | 4K | 0.00 |
| Equifax Inc | Long | Equity-common | US | $270K | 1K | 0.00 |
| Equinix Inc | Long | Equity-common | US | $669K | 884 | 0.01 |
| Equinor ASA | Long | Equity-common | NO | $1M | 41K | 0.01 |
| Equinor ASA | Long | Debt | NO | $652K | – | 0.01 |
| Equity Residential | Long | Equity-common | US | $8M | 109K | 0.06 |
| ERAC USA Finance LLC | Long | Debt | US | $190K | – | 0.00 |
| ERAC USA Finance LLC | Long | Debt | US | $48K | – | 0.00 |
| Erste Group Bank AG | Long | Equity-common | AT | $3M | 57K | 0.02 |
| Eskom Holdings SOC Ltd | Long | Debt | ZA | $3M | – | 0.02 |
| Essex Property Trust Inc | Long | Equity-common | US | $158K | 579 | 0.00 |
| EssilorLuxottica SA | Long | Equity-common | FR | $1M | 6K | 0.01 |
| Essity AB | Long | Equity-common | SE | $3M | 108K | 0.02 |
| Estee Lauder Cos Inc/The | Long | Equity-common | US | $228K | 2K | 0.00 |
| Estonia Government International Bond (REPUBLIC OF ESTONIA) | Long | Debt | EE | $284K | – | 0.00 |
| Etsy Inc | Long | Equity-common | US | $68K | 1K | 0.00 |
| EUR/USD FORWARD (State Street Bank and Trust Company) | Derivative-foreign exchange | US | $751K | – | 0.01 | |
| EUR/USD FORWARD (STATE STREET GLOBAL MARKETS, LLC) | Derivative-foreign exchange | US | $50K | – | 0.00 | |
| EUR/USD FORWARD (State Street Bank and Trust Company) | Derivative-foreign exchange | US | $19K | – | 0.00 | |
| EUR/USD FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $16K | – | 0.00 | |
| EUR/USD FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $14K | – | 0.00 | |
| EUR/USD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $7K | – | 0.00 | |
| EUR/USD FORWARD (BNP PARIBAS) | Derivative-foreign exchange | US | $3K | – | 0.00 | |
| EUR/USD FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $623.82 | – | 0.00 | |
| EUR/USD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $196.53 | – | 0.00 | |
| EUR/USD FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $25.39 | – | 0.00 | |
| EUR/USD FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $-109.52 | – | -0.00 | |
| EUR/USD FORWARD (State Street Bank and Trust Company) | Derivative-foreign exchange | US | $-152.73 | – | -0.00 | |
| EUR/USD FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $-257.45 | – | -0.00 | |
| EUR/USD FORWARD (STATE STREET GLOBAL MARKETS, LLC) | Derivative-foreign exchange | US | $-343.22 | – | -0.00 | |
| EUR/USD FORWARD (TD SECURITIES INC./ VALEURS MOBILIERES TD INC.) | Derivative-foreign exchange | US | $-403.17 | – | -0.00 | |
| EUR/USD FORWARD (HSBC SECURITIES (USA) INC.) | Derivative-foreign exchange | US | $-761.17 | – | -0.00 | |
| EUR/USD FORWARD (RBC DOMINION SECURITIES INC.) | Derivative-foreign exchange | US | $-3K | – | -0.00 | |
| EUR/USD FORWARD (J.P. MORGAN SECURITIES LLC) | Derivative-foreign exchange | US | $-14K | – | -0.00 | |
| EUR/USD FORWARD (STATE STREET GLOBAL MARKETS, LLC) | Derivative-foreign exchange | US | $-16K | – | -0.00 | |
| EUR/USD FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $-16K | – | -0.00 | |
| EUR/USD FORWARD (Bank of America, National Association) | Derivative-foreign exchange | US | $-18K | – | -0.00 | |
| EUR/USD FORWARD (UBS Securities LLC) | Derivative-foreign exchange | US | $-22K | – | -0.00 | |
| EUR/USD FORWARD (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Derivative-foreign exchange | US | $-26K | – | -0.00 | |
| EUR/USD FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $-35K | – | -0.00 | |
| EUR/USD FORWARD (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Derivative-foreign exchange | US | $-101K | – | -0.00 | |
| EUR/USD FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $-133K | – | -0.00 | |
| Eurazeo SE | Long | Equity-common | FR | $513K | 6K | 0.00 |
| EURO FX CURR (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-foreign exchange | US | $1M | – | 0.01 | |
| EURO-BOBL (EUREX CLEARING AKTIENGESELLSCHAFT) | Derivative-interest rate | DE | $-12K | – | -0.00 | |
| EURO-BOBL (EUREX CLEARING AKTIENGESELLSCHAFT) | Derivative-interest rate | DE | $-213K | – | -0.00 | |
| EURO-BTP (EUREX CLEARING AKTIENGESELLSCHAFT) | Derivative-interest rate | DE | $21K | – | 0.00 | |
| EURO-BUND (EUREX CLEARING AKTIENGESELLSCHAFT) | Derivative-interest rate | DE | $-33K | – | -0.00 | |
| EURO-BUND (EUREX CLEARING AKTIENGESELLSCHAFT) | Derivative-interest rate | DE | $-167K | – | -0.00 | |
| EURO-BUXL 30Y BND (EUREX CLEARING AKTIENGESELLSCHAFT) | Derivative-interest rate | DE | $-1K | – | -0.00 | |
| EURO-BUXL 30Y BND (EUREX CLEARING AKTIENGESELLSCHAFT) | Derivative-interest rate | DE | $-13K | – | -0.00 | |
| EURO-OAT (EUREX CLEARING AKTIENGESELLSCHAFT) | Derivative-interest rate | DE | $-57K | – | -0.00 | |
| EURO-SCHATZ (EUREX CLEARING AKTIENGESELLSCHAFT) | Derivative-interest rate | DE | $66K | – | 0.00 | |
| EURO-SCHATZ (EUREX CLEARING AKTIENGESELLSCHAFT) | Derivative-interest rate | DE | $-11K | – | -0.00 | |
| Euronext NV | Long | Equity-common | NL | $2M | 25K | 0.02 |
| European Financial Stability Facility (EFSF) | Long | Debt | LU | $225K | – | 0.00 |
| European Investment Bank | Long | Debt | $1M | – | 0.01 | |
| European Investment Bank | Long | Debt | $939K | – | 0.01 | |
| European Investment Bank | Long | Debt | $342K | – | 0.00 | |
| European Investment Bank | Long | Debt | $227K | – | 0.00 | |
| European Investment Bank | Long | Debt | $165K | – | 0.00 | |
| European Investment Bank | Long | Debt | $138K | – | 0.00 | |
| European Union | Long | Debt | $534K | – | 0.00 | |
| European Union | Long | Debt | $450K | – | 0.00 | |
| Everest Group Ltd | Long | Equity-common | BM | $181K | 474 | 0.00 |
| Evergy Inc | Long | Equity-common | US | $706K | 13K | 0.01 |
| Eversource Energy | Long | Debt | US | $410K | – | 0.00 |
| Eversource Energy | Long | Equity-common | US | $184K | 3K | 0.00 |
| Evolution AB | Long | Equity-common | SE | $649K | 6K | 0.01 |
| Exelon Corp | Long | Equity-common | US | $2M | 72K | 0.02 |
| Exeter Automobile Receivables Trust 2021-3 | Long | ABS-other | US | $951K | – | 0.01 |
| EXOR NV | Long | Equity-common | NL | $2M | 16K | 0.01 |
| Expedia Group Inc | Long | Equity-common | US | $149K | 1K | 0.00 |
| Expeditors International of Washington Inc | Long | Equity-common | US | $172K | 1K | 0.00 |
| Experian PLC | Long | Equity-common | IE | $2M | 41K | 0.02 |
| Extra Space Storage Inc | Long | Equity-common | US | $312K | 2K | 0.00 |
| Exxon Mobil Corp | Long | Equity-common | US | $42M | 366K | 0.36 |
| Ezaki Glico Co Ltd | Long | Equity-common | JP | $114K | 4K | 0.00 |
| F5 Inc | Long | Equity-common | US | $100K | 579 | 0.00 |
| FactSet Research Systems Inc | Long | Equity-common | US | $145K | 355 | 0.00 |
| Fair Isaac Corp | Long | Equity-common | US | $345K | 232 | 0.00 |
| Fairfax Financial Holdings Ltd | Long | Equity-common | CA | $1M | 1K | 0.01 |
| Fairfax Financial Holdings Ltd (FAIRFAX FINL HLDGS LTD) | Long | Debt | CA | $711K | – | 0.01 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $91K | – | 0.00 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $6M | – | 0.05 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $591K | – | 0.01 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $229K | – | 0.00 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $217K | – | 0.00 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $186K | – | 0.00 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $133K | – | 0.00 |
| Fannie Mae or Freddie Mac | Short | ABS-mortgage backed security | US | $-25K | – | -0.00 |
| Fannie Mae or Freddie Mac | Short | ABS-mortgage backed security | US | $-96K | – | -0.00 |
| Fannie Mae or Freddie Mac | Short | ABS-mortgage backed security | US | $-124K | – | -0.00 |
| Fannie Mae or Freddie Mac | Short | ABS-mortgage backed security | US | $-213K | – | -0.00 |
| Fannie Mae or Freddie Mac | Short | ABS-mortgage backed security | US | $-282K | – | -0.00 |
| Fannie Mae or Freddie Mac | Short | ABS-mortgage backed security | US | $-461K | – | -0.00 |
| Fannie Mae or Freddie Mac | Short | ABS-mortgage backed security | US | $-493K | – | -0.00 |
| Fannie Mae or Freddie Mac | Short | ABS-mortgage backed security | US | $-499K | – | -0.00 |
| Fannie Mae or Freddie Mac | Short | ABS-mortgage backed security | US | $-510K | – | -0.00 |
| Fannie Mae or Freddie Mac | Short | ABS-mortgage backed security | US | $-749K | – | -0.01 |
| Fannie Mae or Freddie Mac | Short | ABS-mortgage backed security | US | $-1M | – | -0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $712K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $684K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $633K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $457K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $406K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $340K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $311K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $299K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $263K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $255K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $224K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $214K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $213K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $210K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $208K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $203K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $200K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $200K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $197K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $197K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $190K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $186K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $184K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $184K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $182K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $182K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $179K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $167K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $155K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $151K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $145K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $141K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $139K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $132K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $130K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $129K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $129K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $129K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $127K | – | 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 | $112K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $108K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $107K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $103K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $95K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $92K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $89K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $88K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $83K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $82K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $80K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $74K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $64K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $46K | – | 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 | $42K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $32K | – | 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 | $29K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $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 | $12K | – | 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 | $5K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $330K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $92K | – | 0.00 |
| FANUC Corp | Long | Equity-common | JP | $2M | 82K | 0.02 |
| Fast Retailing Co Ltd | Long | Equity-common | JP | $2M | 9K | 0.02 |
| Fastenal Co | Long | Equity-common | US | $339K | 5K | 0.00 |
| Federal Home Loan Bank Discount Notes (FED HOME LN DISCOUNT NT) | Long | Debt | US | $1M | – | 0.01 |
| Federal Home Loan Mortgage Corp (FREDDIE MAC) | Long | Debt | US | $2M | – | 0.02 |
| Federal Home Loan Mortgage Corp (FREDDIE MAC) | Long | Debt | US | $295K | – | 0.00 |
| Federal Home Loan Mortgage Corp (FREDDIE MAC) | Long | Debt | US | $202K | – | 0.00 |
| Federal National Mortgage Association (FANNIE MAE) | Long | Debt | US | $955K | – | 0.01 |
| Federal Realty Investment Trust | Long | Equity-common | US | $69K | 685 | 0.00 |
| FedEx Corp | Long | Equity-common | US | $11M | 36K | 0.09 |
| Ferguson PLC | Long | Equity-common | GB | $2M | 11K | 0.02 |
| Ferrari NV | Long | Equity-common | IT | $8M | 20K | 0.07 |
| Ferrovial SE | Long | Equity-common | NL | $425K | 11K | 0.00 |
| Ferrovie dello Stato Italiane SpA | Long | Debt | IT | $751K | – | 0.01 |
| Fidelity National Financial Inc | Long | Equity-common | US | $593K | 12K | 0.01 |
| Fidelity National Information Services Inc | Long | Equity-common | US | $5M | 62K | 0.04 |
| Fifth Third Bancorp | Long | Equity-common | US | $233K | 6K | 0.00 |
| Fifth Third Bancorp | Long | Debt | US | $128K | – | 0.00 |
| Finland Government Bond (FINNISH GOVERNMENT) | Long | Debt | FI | $361K | – | 0.00 |
| Finning International Inc | Long | Equity-common | CA | $731K | 25K | 0.01 |
| First Abu Dhabi Bank PJSC | Long | Debt | AE | $1M | – | 0.01 |
| FIRST ABU DHABI BANK PJSC | Long | Debt | AE | $303K | – | 0.00 |
| First Solar Inc | Long | Equity-common | US | $225K | 998 | 0.00 |
| FirstEnergy Corp | Long | Equity-common | US | $184K | 5K | 0.00 |
| Fiserv Inc | Long | Equity-common | US | $838K | 6K | 0.01 |
| Fisher & Paykel Healthcare Corp Ltd | Long | Equity-common | NZ | $2M | 87K | 0.01 |
| Flowserve Corp | Long | Equity-common | US | $6M | 132K | 0.05 |
| Flutter Entertainment PLC | Long | Equity-common | IE | $700K | 4K | 0.01 |
| FMC Corp | Long | Debt | US | $338K | – | 0.00 |
| FMC Corp | Long | Equity-common | US | $67K | 1K | 0.00 |
| FMS WERTMANAGEMENT 0 CP 29/07/2024 | Long | Debt | US | $2M | – | 0.02 |
| Ford Auto Securitization Trust | Long | ABS-other | CA | $346K | – | 0.00 |
| Ford Credit Auto Owner Trust 2020-REV2 (Ford Credit Auto Owner Trust/F) | Long | ABS-other | US | $151K | – | 0.00 |
| Ford Credit Auto Owner Trust 2023-REV2 (Ford Credit Auto Owner Trust/F) | Long | ABS-other | US | $405K | – | 0.00 |
| Ford Credit Floorplan Master Owner Trust A | Long | ABS-other | US | $795K | – | 0.01 |
| Ford Motor Co | Long | Equity-common | US | $8M | 666K | 0.07 |
| Ford Motor Co (FORD MOTOR COMPANY) | Long | Debt | US | $579K | – | 0.00 |
| Ford Motor Co (FORD MOTOR COMPANY) | Long | Debt | US | $12K | – | 0.00 |
| Ford Motor Credit Co LLC | Long | Debt | US | $601K | – | 0.01 |
| Ford Motor Credit Co LLC | Long | Debt | US | $446K | – | 0.00 |
| Ford Motor Credit Co LLC | Long | Debt | US | $371K | – | 0.00 |
| Ford Motor Credit Co LLC | Long | Debt | US | $181K | – | 0.00 |
| Fortescue Ltd | Long | Equity-common | AU | $3M | 245K | 0.03 |
| Fortinet Inc | Long | Equity-common | US | $357K | 6K | 0.00 |
| Fortive Corp | Long | Equity-common | US | $3M | 44K | 0.03 |
| Fortive Corp (FORTIVE CORPORATION) | Long | Debt | US | $804K | – | 0.01 |
| Fortive Corp (FORTIVE CORPORATION) | Long | Debt | US | $801K | – | 0.01 |
| Foundry JV Holdco LLC | Long | Debt | US | $536K | – | 0.00 |
| Fox Corp | Long | Equity-common | US | $76K | 2K | 0.00 |
| Fox Corp | Long | Equity-common | US | $40K | 1K | 0.00 |
| Franklin Resources Inc | Long | Equity-common | US | $64K | 3K | 0.00 |
| Freddie Mac Coupon Strips | Long | Debt | US | $95K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $356K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $153K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $111K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $100K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $94K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $93K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $86K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $74K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $71K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $938K | – | 0.01 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $84K | – | 0.00 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $72K | – | 0.00 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $52.76 | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $561K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $521K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $447K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $272K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $258K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $250K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $218K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $152K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $139K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $132K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $122K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $105K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $103K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $101K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $94K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $88K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $70K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Freddie Mac STACR REMIC Trust 2021-HQA1 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $208K | – | 0.00 |
| Freddie Mac STACR REMIC Trust 2021-HQA2 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $161K | – | 0.00 |
| Freddie Mac STACR REMIC Trust 2021-HQA3 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $434K | – | 0.00 |
| Freddie Mac STACR REMIC Trust 2021-HQA4 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $202K | – | 0.00 |
| Freedom Mortgage Corp | Long | Debt | US | $376K | – | 0.00 |
| Freeport Indonesia PT | Long | Debt | ID | $392K | – | 0.00 |
| Freeport Terminal Malta PLC | Long | Debt | MT | $741K | – | 0.01 |
| Freeport-McMoRan Inc | Long | Equity-common | US | $6M | 131K | 0.05 |
| French Republic Government Bond OAT (FRANCE (GOVT OF)) | Long | Debt | FR | $855K | – | 0.01 |
| French Republic Government Bond OAT (FRANCE (GOVT OF)) | Long | Debt | FR | $639K | – | 0.01 |
| French Republic Government Bond OAT (FRANCE (GOVT OF)) | Long | Debt | FR | $481K | – | 0.00 |
| French Republic Government Bond OAT (FRANCE (GOVT OF)) | Long | Debt | FR | $355K | – | 0.00 |
| Fresenius Medical Care AG | Long | Equity-common | DE | $2M | 50K | 0.02 |
| Fresenius SE & Co KGaA | Long | Equity-common | DE | $1M | 38K | 0.01 |
| Freshpet Inc | Long | Equity-common | US | $5M | 39K | 0.04 |
| FUJIFILM Holdings Corp | Long | Equity-common | JP | $1M | 46K | 0.01 |
| Fujitsu Ltd | Long | Equity-common | JP | $667K | 43K | 0.01 |
| Galp Energia SGPS SA | Long | Equity-common | PT | $928K | 44K | 0.01 |
| Gaming and Leisure Properties Inc | Long | Equity-common | US | $2M | 52K | 0.02 |
| Gap Inc/The | Long | Debt | US | $969K | – | 0.01 |
| Gap Inc/The | Long | Equity-common | US | $798K | 33K | 0.01 |
| Gap Inc/The | Long | Debt | US | $368K | – | 0.00 |
| Garmin Ltd | Long | Equity-common | CH | $230K | 1K | 0.00 |
| Gartner Inc | Long | Equity-common | US | $339K | 756 | 0.00 |
| GBP/USD FORWARD (J.P. MORGAN SECURITIES LLC) | Derivative-foreign exchange | US | $37K | – | 0.00 | |
| GBP/USD FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $26K | – | 0.00 | |
| GBP/USD FORWARD (STATE STREET GLOBAL MARKETS, LLC) | Derivative-foreign exchange | US | $3K | – | 0.00 | |
| GBP/USD FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $3K | – | 0.00 | |
| GBP/USD FORWARD (WESTPAC BANKING CORPORATION) | Derivative-foreign exchange | US | $3K | – | 0.00 | |
| GBP/USD FORWARD (HSBC SECURITIES (USA) INC.) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| GBP/USD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $1K | – | 0.00 | |
| GBP/USD FORWARD (STATE STREET GLOBAL MARKETS, LLC) | Derivative-foreign exchange | US | $-9K | – | -0.00 | |
| GBP/USD FORWARD (UBS Securities LLC) | Derivative-foreign exchange | US | $-68K | – | -0.00 | |
| GCAT 2021-1 Asset-Backed Notes | Long | ABS-mortgage backed security | US | $724K | – | 0.01 |
| GE HealthCare Technologies Inc | Long | Equity-common | US | $2M | 21K | 0.01 |
| GE HealthCare Technologies Inc (GE HEALTHCARE TECH INC) | Long | Debt | US | $519K | – | 0.00 |
| GE Vernova Inc | Long | Equity-common | US | $650K | 4K | 0.01 |
| GEA Group AG | Long | Equity-common | DE | $2M | 45K | 0.02 |
| Geberit AG | Long | Equity-common | CH | $831K | 1K | 0.01 |
| Gecina SA | Long | Equity-common | FR | $879K | 10K | 0.01 |
| Gen Digital Inc | Long | Equity-common | US | $131K | 5K | 0.00 |
| Generac Holdings Inc | Long | Equity-common | US | $83K | 624 | 0.00 |
| General Dynamics Corp | Long | Equity-common | US | $5M | 17K | 0.04 |
| General Electric Co | Long | Equity-common | US | $14M | 85K | 0.11 |
| General Mills Inc | Long | Equity-common | US | $1M | 18K | 0.01 |
| General Mills Inc | Long | Debt | US | $1M | – | 0.01 |
| General Motors Co | Long | Equity-common | US | $8M | 181K | 0.07 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $518K | – | 0.00 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $256K | – | 0.00 |
| Generate CLO 2 Ltd (Generate CLO Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.02 |
| Generate CLO 4 Ltd (Generate CLO Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.04 |
| Generate CLO 7 Ltd (Generate CLO Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $20M | – | 0.17 |
| Genmab A/S | Long | Equity-common | DK | $1M | 5K | 0.01 |
| Genting Singapore Ltd | Long | Equity-common | SG | $939K | 1M | 0.01 |
| Genuine Parts Co | Long | Equity-common | US | $3M | 22K | 0.03 |
| Georgia Power Co | Long | Debt | US | $141K | – | 0.00 |
| Gerdau SA | Long | Equity-preferred | BR | $425K | 129K | 0.00 |
| Getinge AB | Long | Equity-common | SE | $200K | 12K | 0.00 |
| GFL Environmental Inc | Long | Debt | CA | $479K | – | 0.00 |
| Gilead Sciences Inc | Long | Equity-common | US | $2M | 27K | 0.02 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $745K | – | 0.01 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $700K | – | 0.01 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $693K | – | 0.01 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $405K | – | 0.00 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $298K | – | 0.00 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $266K | – | 0.00 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $102K | – | 0.00 |
| Ginnie Mae (Government National Mortgage A) | Short | ABS-mortgage backed security | US | $-37K | – | -0.00 |
| Ginnie Mae (Government National Mortgage A) | Short | ABS-mortgage backed security | US | $-405K | – | -0.00 |
| Ginnie Mae (Government National Mortgage A) | Short | ABS-mortgage backed security | US | $-420K | – | -0.00 |
| Ginnie Mae (Government National Mortgage A) | Short | ABS-mortgage backed security | US | $-523K | – | -0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $81K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $462K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $285K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $281K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $235K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $168K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $153K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $149K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $147K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $129K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $127K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $126K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $125K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $123K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $104K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $97K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $82K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Gitlab Inc | Long | Equity-common | US | $4M | 71K | 0.03 |
| Givaudan SA | Long | Equity-common | CH | $2M | 508 | 0.02 |
| Glencore Funding LLC | Long | Debt | US | $647K | – | 0.01 |
| Glencore PLC | Long | Equity-common | CH | $8M | 1M | 0.06 |
| Global Payments Inc | Long | Equity-common | US | $5M | 49K | 0.04 |
| Globant SA | Long | Equity-common | UY | $1M | 6K | 0.01 |
| Globe Life Inc | Long | Equity-common | US | $76K | 926 | 0.00 |
| GLP Capital LP / GLP Financing II Inc (GLP CAPITAL LP / FIN II) | Long | Debt | US | $708K | – | 0.01 |
| GN Bondco LLC | Long | Debt | US | $3M | – | 0.02 |
| GoDaddy Inc | Long | Equity-common | US | $140K | 1K | 0.00 |
| Goldman Sachs Bank USA/New York NY | Long | Debt | US | $1M | – | 0.01 |
| Goldman Sachs Group Inc/The | Long | Equity-common | US | $18M | 39K | 0.15 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $2M | – | 0.01 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $772K | – | 0.01 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $332K | – | 0.00 |
| Goodman Group | Long | Equity-common | AU | $3M | 136K | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $453K | – | 0.00 |
| GPT Group/The | Long | Equity-common | AU | $1M | 383K | 0.01 |
| GRAIL Inc | Long | Equity-common | US | $59K | 4K | 0.00 |
| Greenwood Park CLO Ltd (Greenwood Park CLO, Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.03 |
| Greywolf CLO II Ltd (Greywolf CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.02 |
| Greywolf CLO III Ltd (Greywolf CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.02 |
| GREYWOLF CLO VII Ltd (Greywolf CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.02 |
| Griffon Corp (GRIFFON CORPORATION) | Long | Debt | US | $683K | – | 0.01 |
| Gruma SAB de CV | Long | Equity-common | MX | $658K | 36K | 0.01 |
| Grupo Aeroportuario del Pacifico SAB de CV | Long | Equity-common | MX | $898K | 57K | 0.01 |
| GS Mortgage Securities Corportation Trust 2021-IP (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $554K | – | 0.00 |
| GS Mortgage Securities Corportation Trust 2021-IP (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $336K | – | 0.00 |
| GS Mortgage Securities Trust 2014-GC26 | Long | ABS-mortgage backed security | US | $135K | – | 0.00 |
| GS Mortgage Securities Trust 2019-GC42 | Long | ABS-mortgage backed security | US | $756K | – | 0.01 |
| GSK PLC | Long | Equity-common | GB | $6M | 288K | 0.05 |
| H & M Hennes & Mauritz AB | Long | Equity-common | SE | $1M | 81K | 0.01 |
| H&E Equipment Services Inc | Long | Debt | US | $3M | – | 0.02 |
| Haleon PLC | Long | Equity-common | GB | $1M | 342K | 0.01 |
| Halliburton Co | Long | Equity-common | US | $2M | 51K | 0.01 |
| Halma PLC | Long | Equity-common | GB | $962K | 28K | 0.01 |
| Hana Financial Group Inc | Long | Equity-common | KR | $342K | 8K | 0.00 |
| Hang Seng Bank Ltd | Long | Equity-common | HK | $206K | 16K | 0.00 |
| Hannover Rueck SE | Long | Equity-common | DE | $2M | 7K | 0.02 |
| Harbour Energy PLC | Long | Equity-common | GB | $862K | 220K | 0.01 |
| Hargreaves Lansdown PLC | Long | Equity-common | GB | $617K | 43K | 0.01 |
| Hartford Financial Services Group Inc/The | Long | Equity-common | US | $2M | 18K | 0.02 |
| Hasbro Inc | Long | Equity-common | US | $73K | 1K | 0.00 |
| HCA Healthcare Inc | Long | Equity-common | US | $542K | 2K | 0.00 |
| HCA Inc | Long | Debt | US | $2M | – | 0.01 |
| HCA Inc | Long | Debt | US | $946K | – | 0.01 |
| HCA Inc | Long | Debt | US | $499K | – | 0.00 |
| HCA Inc | Long | Debt | US | $176K | – | 0.00 |
| HCA Inc | Long | Debt | US | $92K | – | 0.00 |
| HCA Inc | Long | Debt | US | $62K | – | 0.00 |
| Healthpeak Properties Inc | Long | Equity-common | US | $836K | 43K | 0.01 |
| Heathrow Funding Ltd | Long | Debt | JE | $2M | – | 0.02 |
| Heidelberg Materials AG | Long | Equity-common | DE | $3M | 31K | 0.03 |
| Heineken Holding NV | Long | Equity-common | NL | $192K | 2K | 0.00 |
| Hellenic Republic Government Bond | Long | Debt | GR | $4M | – | 0.03 |
| Hellenic Republic Government Bond | Long | Debt | GR | $1M | – | 0.01 |
| Hellenic Republic Government Bond | Long | Debt | GR | $131K | – | 0.00 |
| Hellenic Republic Government International Bond | Long | Debt | GR | $143K | – | 0.00 |
| Hellenic Telecommunications Organization SA | Long | Equity-common | GR | $634K | 44K | 0.01 |
| Helvetia Europe SA | Long | Debt | LU | $657K | – | 0.01 |
| Henkel AG & Co KGaA | Long | Equity-preferred | DE | $3M | 31K | 0.02 |
| Henkel AG & Co KGaA | Long | Equity-common | DE | $552K | 7K | 0.00 |
| Henley CLO IV DAC | Long | ABS-collateralized bond/debt obligation | IE | $2M | – | 0.01 |
| Henry Schein Inc | Long | Equity-common | US | $80K | 1K | 0.00 |
| Hermes International SCA | Long | Equity-common | FR | $9M | 4K | 0.08 |
| Hershey Co/The | Long | Equity-common | US | $3M | 16K | 0.03 |
| Hess Corp | Long | Equity-common | US | $381K | 3K | 0.00 |
| Hewlett Packard Enterprise Co | Long | Equity-common | US | $7M | 349K | 0.06 |
| Hexagon AB | Long | Equity-common | SE | $542K | 48K | 0.00 |
| Hexcel Corp | Long | Equity-common | US | $562K | 9K | 0.00 |
| HF Sinclair Corp | Long | Equity-common | US | $784K | 15K | 0.01 |
| Hikari Tsushin Inc | Long | Equity-common | JP | $524K | 3K | 0.00 |
| Hikma Pharmaceuticals PLC | Long | Equity-common | JO | $2M | 69K | 0.01 |
| Hilcorp Energy I LP / Hilcorp Finance Co (HILCORP ENERGY I/HILCORP) | Long | Debt | US | $1M | – | 0.01 |
| Hilcorp Energy I LP / Hilcorp Finance Co (HILCORP ENERGY I/HILCORP) | Long | Debt | US | $606K | – | 0.01 |
| Hilcorp Energy I LP / Hilcorp Finance Co (HILCORP ENERGY I/HILCORP) | Long | Debt | US | $140K | – | 0.00 |
| Hilcorp Energy I LP / Hilcorp Finance Co (HILCORP ENERGY I/HILCORP) | Long | Debt | US | $139K | – | 0.00 |
| Hilton Worldwide Holdings Inc | Long | Equity-common | US | $8M | 36K | 0.07 |
| Hitachi Construction Machinery Co Ltd | Long | Equity-common | JP | $450K | 17K | 0.00 |
| Hitachi Ltd | Long | Equity-common | JP | $6M | 280K | 0.05 |
| HKD/USD FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $-540.76 | – | -0.00 | |
| Holcim AG | Long | Equity-common | CH | $4M | 41K | 0.03 |
| Hologic Inc | Long | Equity-common | US | $1M | 16K | 0.01 |
| Home Depot Inc/The | Long | Equity-common | US | $19M | 56K | 0.16 |
| Home Depot Inc/The | Long | Debt | US | $180K | – | 0.00 |
| Home Depot Inc/The | Long | Debt | US | $101K | – | 0.00 |
| Home Depot Inc/The | Long | Debt | US | $28K | – | 0.00 |
| Hon Hai Precision Industry Co Ltd | Long | Equity-common | TW | $4M | 617K | 0.03 |
| Honda Motor Co Ltd | Long | Equity-common | JP | $2M | 182K | 0.02 |
| Honeywell International Inc | Long | Equity-common | US | $5M | 23K | 0.04 |
| Honeywell International Inc | Long | Debt | US | $752K | – | 0.01 |
| Honeywell International Inc | Long | Debt | US | $290K | – | 0.00 |
| Hong Kong Exchanges & Clearing Ltd (HKEX) | Long | Equity-common | HK | $1M | 33K | 0.01 |
| HONG KONG GOVERNMENT INTERNATIONAL BOND | Long | Debt | HK | $569K | – | 0.00 |
| Hongkong Land Holdings Ltd | Long | Equity-common | HK | $266K | 83K | 0.00 |
| Hormel Foods Corp | Long | Equity-common | US | $954K | 31K | 0.01 |
| Host Hotels & Resorts Inc | Long | Equity-common | US | $119K | 7K | 0.00 |
| Howard Hughes Corp/The | Long | Debt | US | $2M | – | 0.02 |
| Howmet Aerospace Inc | Long | Equity-common | US | $7M | 90K | 0.06 |
| Hoya Corp | Long | Equity-common | JP | $2M | 18K | 0.02 |
| HP Inc | Long | Equity-common | US | $866K | 25K | 0.01 |
| HPS Loan Management 6-2015 Ltd (HPS Loan Management 6-2015, Lt) | Long | ABS-collateralized bond/debt obligation | KY | $167K | – | 0.00 |
| HSBC Holdings PLC | Long | Equity-common | GB | $9M | 1M | 0.07 |
| HSBC Holdings PLC | Long | Debt | GB | $2M | – | 0.01 |
| HSBC Holdings PLC | Long | Debt | GB | $540K | – | 0.00 |
| Hubbell Inc | Long | Equity-common | US | $181K | 494 | 0.00 |
| Hudson River Trading LLC | Long | Loan | US | $2M | – | 0.01 |
| HUF/USD FORWARD (HSBC SECURITIES (USA) INC.) | Derivative-foreign exchange | US | $21K | – | 0.00 | |
| HUF/USD FORWARD (Bank of America, National Association) | Derivative-foreign exchange | US | $12K | – | 0.00 | |
| HUF/USD FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| HUF/USD FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $-501.89 | – | -0.00 | |
| HUF/USD FORWARD (UBS Securities LLC) | Derivative-foreign exchange | US | $-553.16 | – | -0.00 | |
| HUF/USD FORWARD (UBS Securities LLC) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| HUF/USD FORWARD (Bank of America, National Association) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| HUF/USD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $-36K | – | -0.00 | |
| Hugel Inc | Long | Equity-common | KR | $401K | 2K | 0.00 |
| Hulic Co Ltd | Long | Equity-common | JP | $1M | 122K | 0.01 |
| Humana Inc | Long | Equity-common | US | $424K | 1K | 0.00 |
| Hungary Government Bond | Long | Debt | HU | $97K | – | 0.00 |
| Hungary Government Bond | Long | Debt | HU | $68K | – | 0.00 |
| Hungary Government Bond | Long | Debt | HU | $58K | – | 0.00 |
| Hungary Government Bond | Long | Debt | HU | $40K | – | 0.00 |
| Hungary Government Bond | Long | Debt | HU | $2K | – | 0.00 |
| Hungary Government International Bond | Long | Debt | HU | $3M | – | 0.02 |
| Hungary Government International Bond | Long | Debt | HU | $214K | – | 0.00 |
| Hungary Government International Bond | Long | Debt | HU | $204K | – | 0.00 |
| Hungary Government International Bond | Long | Debt | HU | $196K | – | 0.00 |
| Huntington Bancshares Inc/OH | Long | Debt | US | $475K | – | 0.00 |
| Huntington Bancshares Inc/OH | Long | Equity-common | US | $179K | 14K | 0.00 |
| Huntington Bancshares Inc/OH | Long | Debt | US | $143K | – | 0.00 |
| Huntington Ingalls Industries Inc | Long | Equity-common | US | $87K | 355 | 0.00 |
| Hyundai Capital America | Long | Debt | US | $368K | – | 0.00 |
| iA Financial Corp Inc | Long | Equity-common | CA | $518K | 8K | 0.00 |
| Iberdrola International BV (IBERDROLA INTL BV) | Long | Debt | NL | $1M | – | 0.01 |
| Iberdrola SA | Long | Equity-common | ES | $8M | 596K | 0.07 |
| Ibiden Co Ltd | Long | Equity-common | JP | $508K | 12K | 0.00 |
| Iceland Government International Bond (REPUBLIC OF ICELAND) | Long | Debt | IS | $946K | – | 0.01 |
| ICG Rhinebeck CLO 2021-4 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.01 |
| ICG US CLO 2014-3 Ltd (ICG US CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.04 |
| ICG US CLO 2018-1 LTD (ICG US CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.01 |
| ICG US Clo 2020-1 Ltd (ICG US CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $8M | – | 0.07 |
| Idemitsu Kosan Co Ltd | Long | Equity-common | JP | $2M | 273K | 0.02 |
| IDEX Corp | Long | Equity-common | US | $136K | 676 | 0.00 |
| IDEXX Laboratories Inc | Long | Equity-common | US | $376K | 772 | 0.00 |
| IDR/USD FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $9K | – | 0.00 | |
| IDR/USD FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $958.06 | – | 0.00 | |
| IDR/USD FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $706.83 | – | 0.00 | |
| IDR/USD FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| IDR/USD FORWARD (J.P. MORGAN SECURITIES LLC) | Derivative-foreign exchange | US | $-24K | – | -0.00 | |
| IG Group Holdings PLC | Long | Equity-common | GB | $756K | 73K | 0.01 |
| Iliad Holding SASU | Long | Debt | FR | $2M | – | 0.02 |
| Iliad Holding SASU | Long | Debt | FR | $198K | – | 0.00 |
| Iliad Holding SASU | Long | Debt | FR | $198K | – | 0.00 |
| Illinois Tool Works Inc | Long | Debt | US | $962K | – | 0.01 |
| Illinois Tool Works Inc | Long | Debt | US | $743K | – | 0.01 |
| Illinois Tool Works Inc | Long | Equity-common | US | $599K | 3K | 0.01 |
| Illumina Inc | Long | Equity-common | US | $2M | 23K | 0.02 |
| ILS/USD FORWARD (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Derivative-foreign exchange | US | $14K | – | 0.00 | |
| ILS/USD FORWARD (BARCLAYS BANK PLC) | Derivative-foreign exchange | US | $4K | – | 0.00 | |
| ILS/USD FORWARD (BARCLAYS BANK PLC) | Derivative-foreign exchange | US | $-223.05 | – | -0.00 | |
| ILS/USD FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $-3K | – | -0.00 | |
| ILS/USD FORWARD (J.P. MORGAN SECURITIES LLC) | Derivative-foreign exchange | US | $-8K | – | -0.00 | |
| ILS/USD FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $-10K | – | -0.00 | |
| Imperial Brands PLC | Long | Equity-common | GB | $3M | 120K | 0.03 |
| Incyte Corp | Long | Equity-common | US | $104K | 2K | 0.00 |
| Indian Hotels Co Ltd | Long | Equity-common | IN | $805K | 108K | 0.01 |
| Indigo Credit Management I DAC | Long | ABS-collateralized bond/debt obligation | IE | $8M | – | 0.06 |
| Indonesia Government International Bond (REPUBLIC OF INDONESIA) | Long | Debt | ID | $4M | – | 0.04 |
| Indonesia Government International Bond (REPUBLIC OF INDONESIA) | Long | Debt | ID | $934K | – | 0.01 |
| Indonesia Government International Bond (REPUBLIC OF INDONESIA) | Long | Debt | ID | $304K | – | 0.00 |
| Indonesia Treasury Bond (INDONESIA GOVERNMENT) | Long | Debt | ID | $174K | – | 0.00 |
| Indonesia Treasury Bond (INDONESIA GOVERNMENT) | Long | Debt | ID | $152K | – | 0.00 |
| Indonesia Treasury Bond (INDONESIA GOVERNMENT) | Long | Debt | ID | $100K | – | 0.00 |
| Industria de Diseno Textil SA | Long | Equity-common | ES | $8M | 152K | 0.06 |
| Industrivarden AB | Long | Equity-common | SE | $565K | 17K | 0.00 |
| Industrivarden AB | Long | Equity-common | SE | $273K | 8K | 0.00 |
| Indutrade AB | Long | Equity-common | SE | $833K | 32K | 0.01 |
| Infineon Technologies AG | Long | Equity-common | DE | $1M | 37K | 0.01 |
| Informa PLC | Long | Equity-common | GB | $1M | 108K | 0.01 |
| Informatica Inc | Long | Equity-common | US | $723K | 23K | 0.01 |
| ING Groep NV | Long | Equity-common | NL | $4M | 238K | 0.03 |
| Ingersoll Rand Inc | Long | Equity-common | US | $339K | 4K | 0.00 |
| Ingersoll Rand Inc | Long | Debt | US | $226K | – | 0.00 |
| Ingersoll Rand Inc | Long | Debt | US | $81K | – | 0.00 |
| Ingredion Inc | Long | Equity-common | US | $826K | 7K | 0.01 |
| Inner Mongolia Yili Industrial Group Co Ltd (YILI) | Long | Equity-common | CN | $514K | 146K | 0.00 |
| Inpex Corp | Long | Equity-common | JP | $2M | 140K | 0.02 |
| INR/USD FORWARD (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Derivative-foreign exchange | US | $11K | – | 0.00 | |
| INR/USD FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $7K | – | 0.00 | |
| INR/USD FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $519.53 | – | 0.00 | |
| INR/USD FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $-97.03 | – | -0.00 | |
| INR/USD FORWARD (STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| Insulet Corp | Long | Equity-common | US | $136K | 675 | 0.00 |
| Insurance Australia Group Ltd | Long | Equity-common | AU | $926K | 195K | 0.01 |
| Intel Corp | Long | Equity-common | US | $12M | 386K | 0.10 |
| Intel Corp | Long | Debt | US | $209K | – | 0.00 |
| Intel Corp | Long | Debt | US | $92K | – | 0.00 |
| Intel Corp | Long | Debt | US | $59K | – | 0.00 |
| Intel Corp | Long | Debt | US | $36K | – | 0.00 |
| Intel Corp | Long | Debt | US | $27K | – | 0.00 |
| Intel Corp | Long | Debt | US | $27K | – | 0.00 |
| Intercontinental Exchange Inc | Long | Equity-common | US | $8M | 62K | 0.07 |
| Intercontinental Exchange Inc (INTERCONTINENTALEXCHANGE) | Long | Debt | US | $338K | – | 0.00 |
| InterContinental Hotels Group PLC | Long | Equity-common | GB | $1M | 12K | 0.01 |
| International Business Machines Corp (IBM) | Long | Equity-common | US | $14M | 84K | 0.12 |
| International Flavors & Fragrances Inc (IFF) | Long | Equity-common | US | $224K | 2K | 0.00 |
| International Paper Co | Long | Equity-common | US | $141K | 3K | 0.00 |
| Interpublic Group of Cos Inc/The | Long | Equity-common | US | $105K | 4K | 0.00 |
| Intertek Group PLC | Long | Equity-common | GB | $608K | 10K | 0.01 |
| Intesa Sanpaolo SpA | Long | Equity-common | IT | $4M | 1M | 0.03 |
| Intuit Inc | Long | Equity-common | US | $11M | 17K | 0.10 |
| Intuitive Surgical Inc | Long | Equity-common | US | $5M | 11K | 0.04 |
| Invesco Euro CLO I DAC | Long | ABS-collateralized bond/debt obligation | IE | $4M | – | 0.03 |
| Invesco Ltd | Long | Equity-common | US | $63K | 4K | 0.00 |
| Investor AB | Long | Equity-common | SE | $4M | 156K | 0.04 |
| Invitation Homes Inc | Long | Equity-common | US | $192K | 5K | 0.00 |
| Ipsen SA | Long | Equity-common | FR | $1M | 8K | 0.01 |
| IQVIA Holdings Inc | Long | Equity-common | US | $351K | 2K | 0.00 |
| Ireland Government Bond | Long | Debt | IE | $235K | – | 0.00 |
| Ireland Government Bond | Long | Debt | IE | $198K | – | 0.00 |
| Iron Mountain Inc | Long | Equity-common | US | $7M | 78K | 0.06 |
| IRS AUD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $11K | – | 0.00 | |
| IRS AUD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-4K | – | -0.00 | |
| IRS AUD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-7K | – | -0.00 | |
| IRS AUD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-8K | – | -0.00 | |
| IRS AUD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-10K | – | -0.00 | |
| IRS AUD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-20K | – | -0.00 | |
| IRS AUD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-32K | – | -0.00 | |
| IRS AUD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-93K | – | -0.00 | |
| IRS AUD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-130K | – | -0.00 | |
| IRS AUD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-221K | – | -0.00 | |
| IRS BRL (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-84K | – | -0.00 | |
| IRS CAD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $66K | – | 0.00 | |
| IRS CAD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $5K | – | 0.00 | |
| IRS CAD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $2K | – | 0.00 | |
| IRS CAD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $2K | – | 0.00 | |
| IRS CAD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $1K | – | 0.00 | |
| IRS CAD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $941.42 | – | 0.00 | |
| IRS CAD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-211.42 | – | -0.00 | |
| IRS CAD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-2K | – | -0.00 | |
| IRS CAD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-3K | – | -0.00 | |
| IRS CAD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-9K | – | -0.00 | |
| IRS CAD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-69K | – | -0.00 | |
| IRS CAD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-99K | – | -0.00 | |
| IRS CHF (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $27K | – | 0.00 | |
| IRS CHF (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $20K | – | 0.00 | |
| IRS CHF (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-159K | – | -0.00 | |
| IRS CLP (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $2K | – | 0.00 | |
| IRS CLP (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-13K | – | -0.00 | |
| IRS CNY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $270K | – | 0.00 | |
| IRS CNY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $209K | – | 0.00 | |
| IRS CNY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $190K | – | 0.00 | |
| IRS CNY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $137K | – | 0.00 | |
| IRS CNY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $42K | – | 0.00 | |
| IRS CNY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $31K | – | 0.00 | |
| IRS CNY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $25K | – | 0.00 | |
| IRS CNY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $22K | – | 0.00 | |
| IRS CNY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $18K | – | 0.00 | |
| IRS CNY (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-interest rate | GB | $9K | – | 0.00 | |
| IRS CNY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $9K | – | 0.00 | |
| IRS CNY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-4K | – | -0.00 | |
| IRS COP (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-210.06 | – | -0.00 | |
| IRS COP (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-29K | – | -0.00 | |
| IRS CZK (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-51K | – | -0.00 | |
| IRS DKK (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-66K | – | -0.00 | |
| IRS EUR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $383K | – | 0.00 | |
| IRS EUR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $163K | – | 0.00 | |
| IRS EUR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $134K | – | 0.00 | |
| IRS EUR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $42K | – | 0.00 | |
| IRS EUR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $30K | – | 0.00 | |
| IRS EUR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $14K | – | 0.00 | |
| IRS EUR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $12K | – | 0.00 | |
| IRS EUR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $11K | – | 0.00 | |
| IRS EUR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $11K | – | 0.00 | |
| IRS EUR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $6K | – | 0.00 | |
| IRS EUR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $5K | – | 0.00 | |
| IRS EUR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $5K | – | 0.00 | |
| IRS EUR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $4K | – | 0.00 | |
| IRS EUR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-196.58 | – | -0.00 | |
| IRS EUR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-2K | – | -0.00 | |
| IRS EUR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-2K | – | -0.00 | |
| IRS EUR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-2K | – | -0.00 | |
| IRS EUR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-8K | – | -0.00 | |
| IRS EUR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-19K | – | -0.00 | |
| IRS EUR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-24K | – | -0.00 | |
| IRS EUR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-136K | – | -0.00 | |
| IRS EUR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-166K | – | -0.00 | |
| IRS EUR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-262K | – | -0.00 | |
| IRS EUR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-391K | – | -0.00 | |
| IRS EUR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-443K | – | -0.00 | |
| IRS EUR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-478K | – | -0.00 | |
| IRS EUR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-733K | – | -0.01 | |
| IRS GBP (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $1M | – | 0.01 | |
| IRS GBP (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $1M | – | 0.01 | |
| IRS GBP (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $660K | – | 0.01 | |
| IRS GBP (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $648K | – | 0.01 | |
| IRS GBP (LCH LIMITED) | Derivative-interest rate | GB | $566K | – | 0.00 | |
| IRS GBP (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $510K | – | 0.00 | |
| IRS GBP (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $479K | – | 0.00 | |
| IRS GBP (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $445K | – | 0.00 | |
| IRS GBP (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $325K | – | 0.00 | |
| IRS GBP (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $159K | – | 0.00 | |
| IRS GBP (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $71K | – | 0.00 | |
| IRS GBP (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $8K | – | 0.00 | |
| IRS GBP (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $2K | – | 0.00 | |
| IRS GBP (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-2K | – | -0.00 | |
| IRS GBP (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-5K | – | -0.00 | |
| IRS GBP (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-6K | – | -0.00 | |
| IRS GBP (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-80K | – | -0.00 | |
| IRS GBP (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-301K | – | -0.00 | |
| IRS GBP (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-712K | – | -0.01 | |
| IRS GBP (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-789K | – | -0.01 | |
| IRS GBP (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-931K | – | -0.01 | |
| IRS GBP (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-1M | – | -0.01 | |
| IRS GBP (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-3M | – | -0.02 | |
| IRS HKD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-2K | – | -0.00 | |
| IRS HUF (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-41K | – | -0.00 | |
| IRS IFS EUR (MORGAN STANLEY & CO. LLC) | Derivative-interest rate | US | $38K | – | 0.00 | |
| IRS IFS EUR (MORGAN STANLEY & CO. LLC) | Derivative-interest rate | US | $38K | – | 0.00 | |
| IRS IFS EUR (MORGAN STANLEY & CO. LLC) | Derivative-interest rate | US | $-54K | – | -0.00 | |
| IRS IFS EUR (MORGAN STANLEY & CO. LLC) | Derivative-interest rate | US | $-60K | – | -0.00 | |
| IRS IFS USD (CITIBANK, NATIONAL ASSOCIATION) | Derivative-interest rate | US | $-1K | – | -0.00 | |
| IRS IFS USD (CITIBANK, NATIONAL ASSOCIATION) | Derivative-interest rate | US | $-4K | – | -0.00 | |
| IRS IFS USD (JPMORGAN CHASE BANK, NATIONAL ASSOCIATION) | Derivative-interest rate | US | $-5K | – | -0.00 | |
| IRS IFS USD (JPMORGAN CHASE BANK, NATIONAL ASSOCIATION) | Derivative-interest rate | US | $-9K | – | -0.00 | |
| IRS ILS (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-76K | – | -0.00 | |
| IRS JPY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $55K | – | 0.00 | |
| IRS JPY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $37K | – | 0.00 | |
| IRS JPY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $15K | – | 0.00 | |
| IRS JPY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $6K | – | 0.00 | |
| IRS JPY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $2K | – | 0.00 | |
| IRS JPY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-960 | – | -0.00 | |
| IRS JPY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-2K | – | -0.00 | |
| IRS JPY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-4K | – | -0.00 | |
| IRS JPY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-18K | – | -0.00 | |
| IRS JPY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-22K | – | -0.00 | |
| IRS JPY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-60K | – | -0.00 | |
| IRS JPY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-64K | – | -0.00 | |
| IRS JPY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-65K | – | -0.00 | |
| IRS JPY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-74K | – | -0.00 | |
| IRS JPY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-74K | – | -0.00 | |
| IRS JPY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-112K | – | -0.00 | |
| IRS JPY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-116K | – | -0.00 | |
| IRS JPY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-147K | – | -0.00 | |
| IRS JPY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-232K | – | -0.00 | |
| IRS JPY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-267K | – | -0.00 | |
| IRS JPY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-478K | – | -0.00 | |
| IRS JPY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-617K | – | -0.01 | |
| IRS JPY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-648K | – | -0.01 | |
| IRS KRW (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $6K | – | 0.00 | |
| IRS KRW (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $4K | – | 0.00 | |
| IRS KRW (CITIBANK, NATIONAL ASSOCIATION) | Derivative-interest rate | US | $4K | – | 0.00 | |
| IRS KRW (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $2K | – | 0.00 | |
| IRS KRW (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $137.2 | – | 0.00 | |
| IRS KRW (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-17.47 | – | -0.00 | |
| IRS KRW (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-391.17 | – | -0.00 | |
| IRS KRW (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-2K | – | -0.00 | |
| IRS KRW (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-393K | – | -0.00 | |
| IRS MXN (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-3K | – | -0.00 | |
| IRS MXN (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-19K | – | -0.00 | |
| IRS MYR (MORGAN STANLEY & CO. LLC) | Derivative-interest rate | US | $5K | – | 0.00 | |
| IRS MYR (GOLDMAN SACHS INTERNATIONAL) | Derivative-interest rate | GB | $-2K | – | -0.00 | |
| IRS MYR (HSBC BANK PLC) | Derivative-interest rate | GB | $-36K | – | -0.00 | |
| IRS NOK (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $3K | – | 0.00 | |
| IRS NOK (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $3K | – | 0.00 | |
| IRS NOK (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-123.8 | – | -0.00 | |
| IRS NOK (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-9K | – | -0.00 | |
| IRS NOK (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-30K | – | -0.00 | |
| IRS NOK (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-45K | – | -0.00 | |
| IRS NZD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $5K | – | 0.00 | |
| IRS NZD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $2K | – | 0.00 | |
| IRS NZD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-5K | – | -0.00 | |
| IRS NZD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-76K | – | -0.00 | |
| IRS PLN (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-30K | – | -0.00 | |
| IRS SEK (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $7K | – | 0.00 | |
| IRS SEK (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $4K | – | 0.00 | |
| IRS SEK (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $2K | – | 0.00 | |
| IRS SEK (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-40K | – | -0.00 | |
| IRS SEK (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-95K | – | -0.00 | |
| IRS SGD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-112K | – | -0.00 | |
| IRS THB (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $10K | – | 0.00 | |
| IRS THB (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $5K | – | 0.00 | |
| IRS THB (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-87K | – | -0.00 | |
| IRS TWD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $32K | – | 0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $3M | – | 0.02 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $640K | – | 0.01 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $509K | – | 0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $191K | – | 0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $74K | – | 0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $40K | – | 0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $19K | – | 0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $18K | – | 0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $14K | – | 0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $10K | – | 0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $6K | – | 0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $4K | – | 0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $3K | – | 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 | $788.25 | – | 0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-315.93 | – | -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 | $-1K | – | -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 | $-2K | – | -0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-3K | – | -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 | $-9K | – | -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 | $-23K | – | -0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-26K | – | -0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-58K | – | -0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-86K | – | -0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-103K | – | -0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-124K | – | -0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-146K | – | -0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-150K | – | -0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-198K | – | -0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-264K | – | -0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-559K | – | -0.00 | |
| iShares Core MSCI EAFE ETF | Long | Equity-common | US | $14M | 195K | 0.12 |
| iShares Core S&P 500 ETF | Long | Equity-common | US | $291M | 532K | 2.47 |
| iShares Core U.S. Aggregate Bond ETF | Long | Equity-common | US | $96M | 993K | 0.82 |
| iShares J.P. Morgan USD Emerging Markets Bond ETF | Long | Equity-common | US | $34M | 388K | 0.29 |
| iShares MSCI EAFE ETF | Long | Equity-common | US | $8M | 97K | 0.06 |
| iShares Russell 1000 Growth ETF | Long | Equity-common | US | $94M | 258K | 0.80 |
| iShares Russell 1000 Value ETF | Long | Equity-common | US | $47M | 272K | 0.40 |
| Israel Electric Corp Ltd | Long | Debt | IL | $1M | – | 0.01 |
| Israel Electric Corp Ltd | Long | Debt | IL | $658K | – | 0.01 |
| Israel Government International Bond (STATE OF ISRAEL) | Long | Debt | IL | $270K | – | 0.00 |
| Israel Government International Bond (STATE OF ISRAEL) | Long | Debt | IL | $99K | – | 0.00 |
| Israel Government International Bond (STATE OF ISRAEL) | Long | Debt | IL | $83K | – | 0.00 |
| Italy Buoni Poliennali Del Tesoro (BUONI POLIENNALI DEL TES) | Long | Debt | IT | $5M | – | 0.04 |
| Italy Buoni Poliennali Del Tesoro (BUONI POLIENNALI DEL TES) | Long | Debt | IT | $669K | – | 0.01 |
| Italy Buoni Poliennali Del Tesoro (BUONI POLIENNALI DEL TES) | Long | Debt | IT | $60K | – | 0.00 |
| ITC Holdings Corp | Long | Debt | US | $89K | – | 0.00 |
| ITOCHU Corp | Long | Equity-common | JP | $2M | 33K | 0.01 |
| ITT Inc | Long | Equity-common | US | $5M | 42K | 0.05 |
| Ivanhoe Mines Ltd | Long | Equity-common | CA | $610K | 47K | 0.01 |
| J D Wetherspoon PLC | Long | Equity-common | GB | $408K | 44K | 0.00 |
| J M Smucker Co/The | Long | Equity-common | US | $693K | 6K | 0.01 |
| J Sainsbury PLC | Long | Equity-common | GB | $225K | 70K | 0.00 |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-ACB (JP Morgan Chase Commercial Mor) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-ACB (JP Morgan Chase Commercial Mor) | Long | ABS-mortgage backed security | US | $388K | – | 0.00 |
| Jabil Inc | Long | Equity-common | US | $126K | 1K | 0.00 |
| Jack Henry & Associates Inc | Long | Equity-common | US | $121K | 731 | 0.00 |
| Jacobs Entertainment Inc | Long | Debt | US | $1M | – | 0.01 |
| Jacobs Solutions Inc | Long | Equity-common | US | $165K | 1K | 0.00 |
| James Hardie Industries PLC | Long | Equity-common | IE | $2M | 74K | 0.02 |
| Jamestown CLO XIV Ltd (Jamestown CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $12M | – | 0.10 |
| Janus Henderson Group PLC | Long | Equity-common | GB | $4M | 125K | 0.04 |
| JAPAN 10Y BOND(OSE) (OSAKA EXCHANGE,INC) | Derivative-interest rate | JP | $48K | – | 0.00 | |
| Japan Airlines Co Ltd | Long | Equity-common | JP | $834K | 53K | 0.01 |
| Japan Bank for International Cooperation (JPN BANK FOR INT'L COOP) | Long | Debt | JP | $448K | – | 0.00 |
| Japan Exchange Group Inc | Long | Equity-common | JP | $476K | 20K | 0.00 |
| Japan Government Ten Year Bond (JAPAN (10 YEAR ISSUE)) | Long | Debt | JP | $2M | – | 0.02 |
| Japan Government Thirty Year Bond (JAPAN (30 YEAR ISSUE)) | Long | Debt | JP | $4M | – | 0.03 |
| Japan Government Thirty Year Bond (JAPAN (30 YEAR ISSUE)) | Long | Debt | JP | $3M | – | 0.03 |
| Japan Post Bank Co Ltd | Long | Equity-common | JP | $974K | 103K | 0.01 |
| Japan Post Holdings Co Ltd | Long | Equity-common | JP | $2M | 211K | 0.02 |
| Japan Real Estate Investment Corp | Long | Equity-common | JP | $332K | 105 | 0.00 |
| Japan Tobacco Inc | Long | Equity-common | JP | $1M | 49K | 0.01 |
| JB Hunt Transport Services Inc | Long | Equity-common | US | $121K | 756 | 0.00 |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl (JBS USA HOLD/FOOD/LUX CO) | Long | Debt | LU | $493K | – | 0.00 |
| JELD-WEN Inc | Long | Debt | US | $1M | – | 0.01 |
| JELD-WEN Inc | Long | Debt | US | $234K | – | 0.00 |
| JFE Holdings Inc | Long | Equity-common | JP | $1M | 103K | 0.01 |
| John Deere Capital Corp | Long | Debt | US | $417K | – | 0.00 |
| Johnson & Johnson | Long | Equity-common | US | $26M | 176K | 0.22 |
| Johnson Controls International plc | Long | Equity-common | US | $2M | 31K | 0.02 |
| Jones Lang LaSalle Inc | Long | Equity-common | US | $5M | 24K | 0.04 |
| JP Morgan Mortgage Trust 2023-HE2 | Long | ABS-other | US | $42K | – | 0.00 |
| JPMBB Commercial Mortgage Securities Trust 2014-C25 | Long | ABS-mortgage backed security | US | $666K | – | 0.01 |
| JPMorgan Chase & Co | Long | Equity-common | US | $41M | 203K | 0.35 |
| JPMorgan Chase & Co | Long | Debt | US | $1M | – | 0.01 |
| JPMorgan Chase & Co | Long | Debt | US | $1M | – | 0.01 |
| JPMorgan Chase & Co | Long | Debt | US | $1M | – | 0.01 |
| JPMorgan Chase & Co | Long | Debt | US | $420K | – | 0.00 |
| JPMorgan Chase & Co | Long | Debt | US | $346K | – | 0.00 |
| JPMorgan Chase & Co | Long | Debt | US | $291K | – | 0.00 |
| JPMorgan Chase & Co | Long | Debt | US | $99K | – | 0.00 |
| JPMorgan Chase & Co | Long | Debt | US | $61K | – | 0.00 |
| JPMorgan Chase & Co | Long | Debt | US | $55K | – | 0.00 |
| JPMorgan Chase & Co | Long | Debt | US | $49K | – | 0.00 |
| JPMorgan Chase Bank NA - CACLN (Chase Auto Credit Linked Notes) | Long | ABS-other | US | $40K | – | 0.00 |
| JPMorgan Chase Bank NA - CACLN (JPMorgan Chase Bank, NA - CACL) | Long | ABS-other | US | $6K | – | 0.00 |
| JPY/USD FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $355K | – | 0.00 | |
| JPY/USD FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $61K | – | 0.00 | |
| JPY/USD FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $54K | – | 0.00 | |
| JPY/USD FORWARD (MORGAN STANLEY CAPITAL SERVICES LLC) | Derivative-foreign exchange | US | $15K | – | 0.00 | |
| JPY/USD FORWARD (BARCLAYS BANK PLC) | Derivative-foreign exchange | US | $8K | – | 0.00 | |
| JPY/USD FORWARD (UBS Securities LLC) | Derivative-foreign exchange | US | $6K | – | 0.00 | |
| JPY/USD FORWARD (Bank of America, National Association) | Derivative-foreign exchange | US | $6K | – | 0.00 | |
| JPY/USD FORWARD (Canadian Imperial Bank of Commerce) | Derivative-foreign exchange | US | $4K | – | 0.00 | |
| JPY/USD FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| JPY/USD FORWARD (BNP PARIBAS) | Derivative-foreign exchange | US | $232.38 | – | 0.00 | |
| JPY/USD FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| JPY/USD FORWARD (BARCLAYS BANK PLC) | Derivative-foreign exchange | US | $-4K | – | -0.00 | |
| JPY/USD FORWARD (MORGAN STANLEY CAPITAL SERVICES LLC) | Derivative-foreign exchange | US | $-6K | – | -0.00 | |
| JPY/USD FORWARD (Bank of America, National Association) | Derivative-foreign exchange | US | $-11K | – | -0.00 | |
| JPY/USD FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $-21K | – | -0.00 | |
| JPY/USD FORWARD (MORGAN STANLEY CAPITAL SERVICES LLC) | Derivative-foreign exchange | US | $-35K | – | -0.00 | |
| JPY/USD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $-36K | – | -0.00 | |
| JPY/USD FORWARD (HSBC SECURITIES (USA) INC.) | Derivative-foreign exchange | US | $-39K | – | -0.00 | |
| JPY/USD FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $-171K | – | -0.00 | |
| JPY/USD FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $-230K | – | -0.00 | |
| Juniper Networks Inc | Long | Equity-common | US | $108K | 3K | 0.00 |
| Kansai Electric Power Co Inc/The | Long | Equity-common | JP | $2M | 139K | 0.02 |
| Kanzhun Ltd | Long | Equity-common | CN | $368K | 20K | 0.00 |
| Kao Corp | Long | Equity-common | JP | $1M | 29K | 0.01 |
| Kawasaki Kisen Kaisha Ltd | Long | Equity-common | JP | $1M | 94K | 0.01 |
| Kazakhstan Government International Bond (REPUBLIC OF KAZAKHSTAN) | Long | Debt | KZ | $2M | – | 0.01 |
| Kazakhstan Government International Bond (REPUBLIC OF KAZAKHSTAN) | Long | Debt | KZ | $166K | – | 0.00 |
| KB Financial Group Inc | Long | Equity-common | KR | $1M | 19K | 0.01 |
| KBC Group NV | Long | Equity-common | BE | $645K | 9K | 0.01 |
| KDDI Corp | Long | Equity-common | JP | $3M | 131K | 0.03 |
| KDX Realty Investment Corp | Long | Equity-common | JP | $2M | 2K | 0.01 |
| KE Holdings Inc | Long | Equity-common | CN | $1M | 72K | 0.01 |
| Kellanova | Long | Equity-common | US | $728K | 13K | 0.01 |
| Kenvue Inc | Long | Equity-common | US | $1M | 75K | 0.01 |
| Keppel Ltd | Long | Equity-common | SG | $176K | 37K | 0.00 |
| Kesko Oyj | Long | Equity-common | FI | $350K | 20K | 0.00 |
| Keurig Dr Pepper Inc | Long | Equity-common | US | $7M | 202K | 0.06 |
| KeyCorp | Long | Equity-common | US | $124K | 9K | 0.00 |
| Keyence Corp | Long | Equity-common | JP | $8M | 19K | 0.07 |
| Keysight Technologies Inc | Long | Equity-common | US | $224K | 2K | 0.00 |
| Kia Corp | Long | Equity-common | KR | $454K | 5K | 0.00 |
| Kimberly-Clark Corp | Long | Equity-common | US | $2M | 14K | 0.02 |
| Kimco Realty Corp | Long | Equity-common | US | $1M | 56K | 0.01 |
| Kinder Morgan Inc | Long | Equity-common | US | $359K | 18K | 0.00 |
| Kingdom of Belgium Government Bond (BELGIUM KINGDOM) | Long | Debt | BE | $771K | – | 0.01 |
| Kingdom of Belgium Government Bond (BELGIUM KINGDOM) | Long | Debt | BE | $182K | – | 0.00 |
| Kingdom of Belgium Government Bond (BELGIUM KINGDOM) | Long | Debt | BE | $132K | – | 0.00 |
| Kingspan Group PLC | Long | Equity-common | IE | $410K | 5K | 0.00 |
| Kirby Corp | Long | Equity-common | US | $3M | 28K | 0.03 |
| Kirin Holdings Co Ltd | Long | Equity-common | JP | $2M | 117K | 0.01 |
| KKR & Co Inc | Long | Equity-common | US | $8M | 78K | 0.07 |
| KKR CLO 18 Ltd (KKR Financial CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $479K | – | 0.00 |
| KKR CLO 30 Ltd (KKR Financial CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.02 |
| KLA Corp | Long | Equity-common | US | $1M | 1K | 0.01 |
| Klepierre SA | Long | Equity-common | FR | $2M | 60K | 0.01 |
| Knorr-Bremse AG | Long | Equity-common | DE | $947K | 12K | 0.01 |
| Komatsu Ltd | Long | Equity-common | JP | $2M | 56K | 0.01 |
| Konami Group Corp | Long | Equity-common | JP | $998K | 14K | 0.01 |
| Kone Oyj | Long | Equity-common | FI | $943K | 19K | 0.01 |
| Kongsberg Gruppen ASA | Long | Equity-common | NO | $2M | 23K | 0.02 |
| Koninklijke Ahold Delhaize NV | Long | Equity-common | NL | $3M | 103K | 0.03 |
| Koninklijke KPN NV | Long | Equity-common | NL | $3M | 672K | 0.02 |
| Koninklijke KPN NV | Long | Debt | NL | $434K | – | 0.00 |
| Kontoor Brands Inc | Long | Debt | US | $360K | – | 0.00 |
| KOREA 10YR BND (KOREA EXCHANGE, INC.) | Derivative-interest rate | KR | $-130.21 | – | -0.00 | |
| Korea Treasury Bond | Long | Debt | KR | $1M | – | 0.01 |
| Korea Treasury Bond | Long | Debt | KR | $803K | – | 0.01 |
| Korea Treasury Bond | Long | Debt | KR | $510K | – | 0.00 |
| Korea Treasury Bond | Long | Debt | KR | $341K | – | 0.00 |
| Kraft Heinz Co/The | Long | Equity-common | US | $241K | 7K | 0.00 |
| Kroger Co/The | Long | Equity-common | US | $7M | 131K | 0.06 |
| KRW/USD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $17K | – | 0.00 | |
| KRW/USD FORWARD (Bank of America, National Association) | Derivative-foreign exchange | US | $4K | – | 0.00 | |
| KRW/USD FORWARD (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Derivative-foreign exchange | US | $4K | – | 0.00 | |
| KRW/USD FORWARD (BARCLAYS BANK PLC) | Derivative-foreign exchange | US | $3K | – | 0.00 | |
| KRW/USD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $1K | – | 0.00 | |
| KRW/USD FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $591.63 | – | 0.00 | |
| KRW/USD FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $-385.64 | – | -0.00 | |
| KRW/USD FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $-492.07 | – | -0.00 | |
| KRW/USD FORWARD (HSBC SECURITIES (USA) INC.) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| KRW/USD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| KRW/USD FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $-3K | – | -0.00 | |
| KRW/USD FORWARD (Bank of America, National Association) | Derivative-foreign exchange | US | $-5K | – | -0.00 | |
| Kyowa Kirin Co Ltd | Long | Equity-common | JP | $686K | 40K | 0.01 |
| L'Oreal SA | Long | Equity-common | FR | $9M | 20K | 0.07 |
| L3Harris Technologies Inc | Long | Equity-common | US | $5M | 23K | 0.04 |
| La Francaise des Jeux SAEM | Long | Equity-common | FR | $1M | 43K | 0.01 |
| La Poste SA | Long | Debt | FR | $448K | – | 0.00 |
| Labcorp Holdings Inc | Long | Equity-common | US | $4M | 20K | 0.03 |
| Lam Research Corp | Long | Equity-common | US | $17M | 16K | 0.14 |
| Lamb Weston Holdings Inc (LAMB WESTON HLD) | Long | Debt | US | $779K | – | 0.01 |
| Lamb Weston Holdings Inc (LAMB WESTON HLD) | Long | Debt | US | $587K | – | 0.00 |
| Lamb Weston Holdings Inc | Long | Equity-common | US | $464K | 6K | 0.00 |
| Las Vegas Sands Corp | Long | Debt | US | $186K | – | 0.00 |
| Las Vegas Sands Corp | Long | Equity-common | US | $152K | 3K | 0.00 |
| Las Vegas Sands Corp | Long | Debt | US | $151K | – | 0.00 |
| Las Vegas Sands Corp | Long | Debt | US | $106K | – | 0.00 |
| Lasertec Corp | Long | Equity-common | JP | $741K | 3K | 0.01 |
| Latvia Government International Bond (REPUBLIC OF LATVIA) | Long | Debt | LV | $508K | – | 0.00 |
| Laurel Road Prime Student Loan Trust 2019-A | Long | ABS-other | US | $9K | – | 0.00 |
| LCM 34 Ltd (LCM Ltd Partnership) | Long | ABS-collateralized bond/debt obligation | KY | $17M | – | 0.14 |
| Leasys SpA | Long | Debt | IT | $758K | – | 0.01 |
| Legacy LifePoint Health LLC | Long | Debt | US | $48K | – | 0.00 |
| Legrand SA | Long | Equity-common | FR | $2M | 24K | 0.02 |
| Leidos Holdings Inc | Long | Equity-common | US | $2M | 13K | 0.02 |
| Lendmark Funding Trust 2021-1 | Long | ABS-other | US | $234K | – | 0.00 |
| Lennar Corp | Long | Equity-common | US | $6M | 43K | 0.05 |
| Leonardo SpA | Long | Equity-common | IT | $241K | 10K | 0.00 |
| Level 3 Financing Inc | Long | Debt | US | $3M | – | 0.03 |
| Level 3 Financing Inc | Long | Debt | US | $1M | – | 0.01 |
| Level 3 Financing Inc | Long | Debt | US | $1M | – | 0.01 |
| Linde PLC | Long | Equity-common | US | $13M | 30K | 0.11 |
| Lithuania Government International Bond (REPUBLIC OF LITHUANIA) | Long | Debt | LT | $679K | – | 0.01 |
| Live Nation Entertainment Inc | Long | Equity-common | US | $128K | 1K | 0.00 |
| LKQ Corp | Long | Debt | US | $318K | – | 0.00 |
| LKQ Corp | Long | Equity-common | US | $102K | 2K | 0.00 |
| LKQ Dutch Bond BV | Long | Debt | NL | $337K | – | 0.00 |
| Lloyds Banking Group PLC | Long | Equity-common | GB | $2M | 2M | 0.01 |
| Lloyds Banking Group PLC | Long | Debt | GB | $198K | – | 0.00 |
| Loblaw Cos Ltd | Long | Equity-common | CA | $818K | 7K | 0.01 |
| Lockheed Martin Corp | Long | Equity-common | US | $5M | 12K | 0.05 |
| Lockheed Martin Corp | Long | Debt | US | $513K | – | 0.00 |
| Loews Corp | Long | Equity-common | US | $717K | 10K | 0.01 |
| Logicor Financing Sarl | Long | Debt | LU | $2M | – | 0.02 |
| Logitech International SA | Long | Equity-common | CH | $3M | 32K | 0.03 |
| London Stock Exchange Group PLC | Long | Equity-common | GB | $506K | 4K | 0.00 |
| LONG GILT (ICE FUTURES EUROPE) | Derivative-interest rate | GB | $-25K | – | -0.00 | |
| Lonza Group AG | Long | Equity-common | CH | $851K | 2K | 0.01 |
| Los Angeles County Metropolitan Transportation Authority Sales Tax Revenue (LOS ANGELES CNTY CA MET TRANSP) | Long | Debt | US | $57K | – | 0.00 |
| Lottery Corp Ltd/The | Long | Equity-common | AU | $254K | 75K | 0.00 |
| Lowe's Cos Inc | Long | Equity-common | US | $21M | 96K | 0.18 |
| LPL Holdings Inc | Long | Debt | US | $221K | – | 0.00 |
| LUKOIL PJSC | Long | Equity-common | RU | $0.01 | 9K | 0.00 |
| Lululemon Athletica Inc | Long | Equity-common | CA | $319K | 1K | 0.00 |
| Lundin Mining Corp | Long | Equity-common | CA | $1M | 107K | 0.01 |
| LVMH Moet Hennessy Louis Vuitton SE | Long | Equity-common | FR | $16M | 21K | 0.14 |
| LyondellBasell Industries NV | Long | Equity-common | US | $3M | 30K | 0.02 |
| M/I Homes Inc | Long | Debt | US | $481K | – | 0.00 |
| M&T Bank Corp | Long | Equity-common | US | $229K | 2K | 0.00 |
| Macquarie Group Ltd | Long | Equity-common | AU | $1M | 7K | 0.01 |
| Madison Park Euro Funding XVI DAC | Long | ABS-collateralized bond/debt obligation | IE | $3M | – | 0.03 |
| Madison Park Funding LIX Ltd (Madison Park Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $30M | – | 0.25 |
| Madison Park Funding XXI Ltd (Madison Park Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.02 |
| Madison Park Funding XXX LTD (Madison Park Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.01 |
| Madison Park Funding XXXIV Ltd (Madison Park Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.05 |
| Magyar Export-Import Bank Zrt | Long | Debt | HU | $225K | – | 0.00 |
| Mahindra & Mahindra Ltd | Long | Equity-common | IN | $2M | 54K | 0.02 |
| Malaysia Government Bond | Long | Debt | MY | $301K | – | 0.00 |
| Malaysia Government Bond | Long | Debt | MY | $66K | – | 0.00 |
| Malaysia Government Bond | Long | Debt | MY | $48K | – | 0.00 |
| Manulife Financial Corp | Long | Equity-common | CA | $1M | 46K | 0.01 |
| Marathon Oil Corp | Long | Equity-common | US | $4M | 147K | 0.04 |
| Marathon Petroleum Corp | Long | Equity-common | US | $599K | 3K | 0.01 |
| Marble Point CLO XVIII Ltd | Long | ABS-collateralized bond/debt obligation | KY | $17M | – | 0.15 |
| Markel Group Inc | Long | Equity-common | US | $1M | 710 | 0.01 |
| MarketAxess Holdings Inc | Long | Equity-common | US | $75K | 374 | 0.00 |
| Marriott International Inc/MD | Long | Equity-common | US | $8M | 35K | 0.07 |
| Marsh & McLennan Cos Inc | Long | Equity-common | US | $16M | 74K | 0.13 |
| Marsh & McLennan Cos Inc | Long | Debt | US | $172K | – | 0.00 |
| Martin Marietta Materials Inc | Long | Equity-common | US | $2M | 3K | 0.01 |
| Marubeni Corp | Long | Equity-common | JP | $2M | 84K | 0.01 |
| Maruti Suzuki India Ltd | Long | Equity-common | IN | $430K | 3K | 0.00 |
| Marvell Technology Inc | Long | Equity-common | US | $2M | 27K | 0.02 |
| Marvell Technology Inc | Long | Debt | US | $128K | – | 0.00 |
| Masco Corp | Long | Equity-common | US | $134K | 2K | 0.00 |
| Mastercard Inc | Long | Equity-common | US | $27M | 62K | 0.23 |
| Mastr Asset Backed Securities Trust 2004-OPT2 | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| Match Group Inc | Long | Equity-common | US | $77K | 3K | 0.00 |
| Mattamy Group Corp | Long | Debt | CA | $2M | – | 0.01 |
| Mattamy Group Corp | Long | Debt | CA | $857K | – | 0.01 |
| Maxim Crane Works Holdings Capital LLC (MAXIM CRANE WORKS LLC) | Long | Debt | US | $878K | – | 0.01 |
| Mazda Motor Corp | Long | Equity-common | JP | $2M | 160K | 0.01 |
| MCAFEE CORP | Long | Loan | US | $2M | – | 0.02 |
| McCormick & Co Inc/MD | Long | Equity-common | US | $164K | 2K | 0.00 |
| McDonald's Corp | Long | Equity-common | US | $21M | 81K | 0.18 |
| McKesson Corp | Long | Equity-common | US | $9M | 15K | 0.07 |
| MDGH GMTN RSC Ltd | Long | Debt | AE | $1M | – | 0.01 |
| Medibank Pvt Ltd | Long | Equity-common | AU | $2M | 662K | 0.01 |
| Mediobanca Banca di Credito Finanziario SpA (MEDIOBANCA DI CRED FIN) | Long | Debt | IT | $324K | – | 0.00 |
| Medline Borrower LP | Long | Debt | US | $1M | – | 0.01 |
| Medline Borrower LP/Medline Co-Issuer Inc (MEDLINE BORROWER/MEDL CO) | Long | Debt | US | $2M | – | 0.01 |
| Medpace Holdings Inc | Long | Equity-common | US | $4M | 9K | 0.03 |
| Medtronic Inc | Long | Debt | US | $2M | – | 0.01 |
| Medtronic Inc | Long | Debt | US | $434K | – | 0.00 |
| Medtronic PLC | Long | Equity-common | IE | $13M | 167K | 0.11 |
| MEG Energy Corp | Long | Debt | CA | $48K | – | 0.00 |
| MEG Energy Corp | Long | Debt | CA | $34K | – | 0.00 |
| Meituan | Long | Equity-common | CN | $1M | 104K | 0.01 |
| MercadoLibre Inc | Long | Equity-common | UY | $5M | 3K | 0.04 |
| Mercedes-Benz Finance North America LLC (MERCEDES-BENZ FIN NA) | Long | Debt | US | $415K | – | 0.00 |
| Mercedes-Benz Group AG | Long | Equity-common | DE | $3M | 45K | 0.03 |
| Merck & Co Inc | Long | Equity-common | US | $22M | 176K | 0.18 |
| Merck KGaA | Long | Equity-common | DE | $2M | 9K | 0.01 |
| Meritage Homes Corp | Long | Debt | US | $2M | – | 0.02 |
| Merrill Lynch Mortgage Investors Trust Series 2004-WMC3 | Long | ABS-other | US | $12K | – | 0.00 |
| Meta Platforms Inc | Long | Equity-common | US | $69M | 138K | 0.59 |
| MetLife Inc | Long | Equity-common | US | $16M | 227K | 0.13 |
| Metropolitan Transportation Authority (MET TRANSPRTN AUTH NY REVENUE) | Long | Debt | US | $267K | – | 0.00 |
| Mettler-Toledo International Inc | Long | Equity-common | US | $1M | 899 | 0.01 |
| Mexican Bonos (MEX BONOS DESARR FIX RT) | Long | Debt | MX | $449K | – | 0.00 |
| Mexican Bonos (MEX BONOS DESARR FIX RT) | Long | Debt | MX | $437K | – | 0.00 |
| Mexican Bonos (MEX BONOS DESARR FIX RT) | Long | Debt | MX | $372K | – | 0.00 |
| Mexican Bonos (MEX BONOS DESARR FIX RT) | Long | Debt | MX | $297K | – | 0.00 |
| Mexican Bonos (MEX BONOS DESARR FIX RT) | Long | Debt | MX | $203K | – | 0.00 |
| Mexican Bonos (MEX BONOS DESARR FIX RT) | Long | Debt | MX | $163K | – | 0.00 |
| Mexican Bonos (MEX BONOS DESARR FIX RT) | Long | Debt | MX | $40K | – | 0.00 |
| Mexico City Airport Trust (MEXICO CITY ARPT TRUST) | Long | Debt | MX | $559K | – | 0.00 |
| Mexico City Airport Trust (MEXICO CITY ARPT TRUST) | Long | Debt | MX | $333K | – | 0.00 |
| Mexico City Airport Trust (MEXICO CITY ARPT TRUST) | Long | Debt | MX | $331K | – | 0.00 |
| Mexico Government International Bond (UNITED MEXICAN STATES) | Long | Debt | MX | $2M | – | 0.02 |
| Mexico Government International Bond (UNITED MEXICAN STATES) | Long | Debt | MX | $598K | – | 0.01 |
| Mexico Government International Bond (UNITED MEXICAN STATES) | Long | Debt | MX | $201K | – | 0.00 |
| Mexico Government International Bond (UNITED MEXICAN STATES) | Long | Debt | MX | $195K | – | 0.00 |
| Mexico Government International Bond (UNITED MEXICAN STATES) | Long | Debt | MX | $190K | – | 0.00 |
| Mexico Government International Bond (UNITED MEXICAN STATES) | Long | Debt | MX | $185K | – | 0.00 |
| MFB Magyar Fejlesztesi Bank Zrt (HUNGARIAN DEVELOPMENT BA) | Long | Debt | HU | $623K | – | 0.01 |
| MGM Resorts International (MGM RESORTS INTL) | Long | Debt | US | $2M | – | 0.02 |
| MGM Resorts International (MGM RESORTS INTL) | Long | Debt | US | $2M | – | 0.02 |
| MGM Resorts International | Long | Equity-common | US | $754K | 17K | 0.01 |
| Microchip Technology Inc | Long | Equity-common | US | $2M | 25K | 0.02 |
| Micron Technology Inc | Long | Equity-common | US | $8M | 58K | 0.06 |
| Microsoft Corp | Long | Equity-common | US | $223M | 499K | 1.89 |
| Mid-America Apartment Communities Inc | Long | Equity-common | US | $152K | 1K | 0.00 |
| Midea Group Co Ltd | Long | Equity-common | CN | $333K | 38K | 0.00 |
| MidOcean Credit CLO X | Long | ABS-collateralized bond/debt obligation | KY | $13M | – | 0.11 |
| Mitsubishi Chemical Group Corp | Long | Equity-common | JP | $1M | 219K | 0.01 |
| Mitsubishi Corp | Long | Equity-common | JP | $2M | 122K | 0.02 |
| Mitsubishi Electric Corp | Long | Equity-common | JP | $3M | 212K | 0.03 |
| Mitsubishi Estate Co Ltd | Long | Equity-common | JP | $913K | 58K | 0.01 |
| Mitsubishi Heavy Industries Ltd | Long | Equity-common | JP | $379K | 35K | 0.00 |
| Mitsubishi UFJ Financial Group Inc | Long | Equity-common | JP | $6M | 554K | 0.05 |
| Mitsui & Co Ltd | Long | Equity-common | JP | $2M | 106K | 0.02 |
| Mitsui Chemicals Inc | Long | Equity-common | JP | $366K | 13K | 0.00 |
| Mitsui Fudosan Co Ltd | Long | Equity-common | JP | $945K | 103K | 0.01 |
| Mitsui OSK Lines Ltd | Long | Equity-common | JP | $1M | 48K | 0.01 |
| Mizuho Financial Group Inc | Long | Equity-common | JP | $1M | 71K | 0.01 |
| Moderna Inc | Long | Equity-common | US | $365K | 3K | 0.00 |
| Mohawk Industries Inc | Long | Equity-common | US | $58K | 507 | 0.00 |
| Molina Healthcare Inc | Long | Equity-common | US | $2M | 5K | 0.01 |
| Molson Coors Beverage Co | Long | Debt | US | $1M | – | 0.01 |
| Molson Coors Beverage Co | Long | Equity-common | US | $89K | 2K | 0.00 |
| Moncler SpA | Long | Equity-common | IT | $2M | 38K | 0.02 |
| Monday.com Ltd | Long | Equity-common | IL | $3M | 11K | 0.02 |
| Mondelez International Inc | Long | Equity-common | US | $7M | 112K | 0.06 |
| Mondi PLC | Long | Equity-common | GB | $966K | 50K | 0.01 |
| Monolithic Power Systems Inc | Long | Equity-common | US | $7M | 8K | 0.06 |
| Monster Beverage Corp | Long | Equity-common | US | $334K | 7K | 0.00 |
| Moody's Corp | Long | Equity-common | US | $1M | 3K | 0.01 |
| Morgan Stanley | Long | Equity-common | US | $15M | 150K | 0.12 |
| Morgan Stanley | Long | Debt | US | $1M | – | 0.01 |
| Morgan Stanley | Long | Debt | US | $919K | – | 0.01 |
| Morgan Stanley | Long | Debt | US | $633K | – | 0.01 |
| Morgan Stanley | Long | Debt | US | $366K | – | 0.00 |
| Morgan Stanley | Long | Debt | US | $251K | – | 0.00 |
| Morgan Stanley | Long | Debt | US | $123K | – | 0.00 |
| Morgan Stanley | Long | Debt | US | $64K | – | 0.00 |
| Morgan Stanley Bank NA | Long | Debt | US | $1M | – | 0.01 |
| Morgan Stanley Capital I Trust 2016-UBS12 | Long | ABS-mortgage backed security | US | $179K | – | 0.00 |
| Morgan Stanley Capital I Trust 2019-H7 | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| Morgan Stanley Capital I Trust 2019-MEAD | Long | ABS-mortgage backed security | US | $639K | – | 0.01 |
| Mosaic Co/The | Long | Equity-common | US | $89K | 3K | 0.00 |
| Motorola Solutions Inc | Long | Equity-common | US | $595K | 2K | 0.01 |
| Mountain View CLO 2013-1 Ltd (Mountain View CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.02 |
| Mountain View CLO IX Ltd (Mountain View CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.02 |
| Mowi ASA | Long | Equity-common | NO | $753K | 45K | 0.01 |
| MPLX LP | Long | Debt | US | $604K | – | 0.01 |
| MPLX LP | Long | Debt | US | $317K | – | 0.00 |
| MPT Operating Partnership LP / MPT Finance Corp (MPT OPER PARTNERSP/FINL) | Long | Debt | US | $748K | – | 0.01 |
| MPT Operating Partnership LP / MPT Finance Corp (MPT OPER PARTNERSP/FINL) | Long | Debt | US | $439K | – | 0.00 |
| MPT Operating Partnership LP / MPT Finance Corp (MPT OPER PARTNERSP/FINL) | Long | Debt | US | $206K | – | 0.00 |
| MS&AD Insurance Group Holdings Inc | Long | Equity-common | JP | $2M | 70K | 0.01 |
| MSCI EAFE (ICE FUTURES U.S., INC.) | Derivative-equity | US | $636K | – | 0.01 | |
| MSCI Inc | Long | Equity-common | US | $4M | 7K | 0.03 |
| MSILF Government Portfolio | Long | Short-term investment vehicle | US | $6M | 6M | 0.05 |
| MTU Aero Engines AG | Long | Equity-common | DE | $208K | 814 | 0.00 |
| Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen (Munich Re) | Long | Equity-common | DE | $5M | 10K | 0.04 |
| Murata Manufacturing Co Ltd | Long | Equity-common | JP | $1M | 57K | 0.01 |
| MVM Energetika Zrt | Long | Debt | HU | $189K | – | 0.00 |
| MXN/USD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $209K | – | 0.00 | |
| MXN/USD FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $4K | – | 0.00 | |
| MXN/USD FORWARD (HSBC SECURITIES (USA) INC.) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| MXN/USD FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $912.99 | – | 0.00 | |
| MXN/USD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $527.98 | – | 0.00 | |
| MXN/USD FORWARD (STATE STREET GLOBAL MARKETS, LLC) | Derivative-foreign exchange | US | $289.38 | – | 0.00 | |
| MXN/USD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $-3K | – | -0.00 | |
| MXN/USD FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $-4K | – | -0.00 | |
| MXN/USD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $-5K | – | -0.00 | |
| MXN/USD FORWARD (STATE STREET GLOBAL MARKETS, LLC) | Derivative-foreign exchange | US | $-10K | – | -0.00 | |
| MXN/USD FORWARD (Bank of America, National Association) | Derivative-foreign exchange | US | $-14K | – | -0.00 | |
| MXN/USD FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $-20K | – | -0.00 | |
| MXN/USD FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $-50K | – | -0.00 | |
| MXN/USD FORWARD (UBS Securities LLC) | Derivative-foreign exchange | US | $-73K | – | -0.00 | |
| Nasdaq Inc | Long | Equity-common | US | $214K | 4K | 0.00 |
| Nassau Euro CLO IV DAC (Nassau Euro CLO DAC) | Long | ABS-collateralized bond/debt obligation | IE | $19M | – | 0.16 |
| Natera Inc | Long | Equity-common | US | $2M | 21K | 0.02 |
| National Australia Bank Ltd | Long | Equity-common | AU | $4M | 149K | 0.03 |
| National Bank of Greece SA | Long | Equity-common | GR | $778K | 94K | 0.01 |
| National Fuel Gas Co | Long | Equity-common | US | $910K | 17K | 0.01 |
| National Gas Transmission PLC (NATL GAS TRANSMISSION) | Long | Debt | GB | $267K | – | 0.00 |
| National Grid PLC | Long | Equity-common | GB | $2M | 173K | 0.02 |
| National Grid PLC | Long | Equity-common | GB | $1M | 25K | 0.01 |
| National Grid PLC | Long | Debt | GB | $140K | – | 0.00 |
| Nationstar Mortgage Holdings Inc (NATIONSTAR MTG HLD INC) | Long | Debt | US | $3M | – | 0.02 |
| Nationstar Mortgage Holdings Inc (NATIONSTAR MTG HLD INC) | Long | Debt | US | $805K | – | 0.01 |
| Nationstar Mortgage Holdings Inc (NATIONSTAR MTG HLD INC) | Long | Debt | US | $69K | – | 0.00 |
| NatWest Group PLC | Long | Equity-common | GB | $3M | 860K | 0.03 |
| NatWest Markets PLC | Long | Debt | GB | $500K | – | 0.00 |
| NCL Corp Ltd (NCL CORPORATION LTD) | Long | Debt | BM | $2M | – | 0.01 |
| NCL Finance Ltd | Long | Debt | BM | $790K | – | 0.01 |
| NCR Atleos Corp (NCR ATLEOS LLC) | Long | Debt | US | $823K | – | 0.01 |
| NEC Corp | Long | Equity-common | JP | $2M | 27K | 0.02 |
| Nederlandse Waterschapsbank NV (NEDER WATERSCHAPSBANK) | Long | Debt | NL | $2M | – | 0.01 |
| Nemetschek SE | Long | Equity-common | DE | $2M | 18K | 0.01 |
| Nestle SA | Long | Equity-common | CH | $18M | 178K | 0.15 |
| NetApp Inc | Long | Equity-common | US | $1M | 8K | 0.01 |
| NetEase Inc | Long | Equity-common | CN | $1M | 14K | 0.01 |
| Netflix Inc | Long | Equity-common | US | $26M | 39K | 0.22 |
| Netherlands Government Bond | Long | Debt | NL | $605K | – | 0.01 |
| Netherlands Government Bond | Long | Debt | NL | $538K | – | 0.00 |
| Netherlands Government Bond | Long | Debt | NL | $59K | – | 0.00 |
| Neurocrine Biosciences Inc | Long | Equity-common | US | $2M | 18K | 0.02 |
| New England Power Co | Long | Debt | US | $172K | – | 0.00 |
| New South Wales Treasury Corp (NEW S WALES TREASURY CRP) | Long | Debt | AU | $821K | – | 0.01 |
| New World Development Co Ltd | Long | Equity-common | HK | $272K | 291K | 0.00 |
| New York Life Global Funding (NEW YORK LIFE GLOBAL FDG) | Long | Debt | US | $468K | – | 0.00 |
| New Zealand Government Bond | Long | Debt | NZ | $2M | – | 0.02 |
| New Zealand Government Bond | Long | Debt | NZ | $295K | – | 0.00 |
| New Zealand Government Bond | Long | Debt | NZ | $288K | – | 0.00 |
| NewDay Funding | Long | ABS-other | GB | $1M | – | 0.01 |
| Newmont Corp | Long | Equity-common | US | $449K | 11K | 0.00 |
| News Corp | Long | Equity-common | US | $99K | 4K | 0.00 |
| News Corp | Long | Equity-common | US | $32K | 1K | 0.00 |
| Next PLC | Long | Equity-common | GB | $3M | 28K | 0.03 |
| NEXTERA ENERGY CAP HLDGS INC 0 CP 09/07/2024 | Long | Debt | US | $1M | – | 0.01 |
| NextEra Energy Inc | Long | Equity-common | US | $9M | 132K | 0.08 |
| NGC 2024-I Ltd (NGC Ltd) | Long | ABS-collateralized bond/debt obligation | JE | $10M | – | 0.08 |
| Niagara Mohawk Power Corp | Long | Debt | US | $63K | – | 0.00 |
| Niagara Mohawk Power Corp | Long | Debt | US | $39K | – | 0.00 |
| Nice Ltd | Long | Equity-common | IL | $2M | 11K | 0.02 |
| NIDEC CORP | Long | Equity-common | JP | $2M | 55K | 0.02 |
| NIKE Inc | Long | Equity-common | US | $3M | 44K | 0.03 |
| Nintendo Co Ltd | Long | Equity-common | JP | $3M | 59K | 0.03 |
| Nippon Building Fund Inc | Long | Equity-common | JP | $621K | 177 | 0.01 |
| Nippon Paint Holdings Co Ltd | Long | Equity-common | JP | $662K | 101K | 0.01 |
| Nippon Sanso Holdings Corp | Long | Equity-common | JP | $540K | 18K | 0.00 |
| Nippon Steel Corp | Long | Equity-common | JP | $1M | 67K | 0.01 |
| NiSource Inc | Long | Equity-common | US | $6M | 216K | 0.05 |
| NN Group NV | Long | Equity-common | NL | $280K | 6K | 0.00 |
| NOK/USD FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $37K | – | 0.00 | |
| NOK/USD FORWARD (UBS Securities LLC) | Derivative-foreign exchange | US | $20K | – | 0.00 | |
| NOK/USD FORWARD (STATE STREET GLOBAL MARKETS, LLC) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| NOK/USD FORWARD (TD SECURITIES INC./ VALEURS MOBILIERES TD INC.) | Derivative-foreign exchange | US | $893.09 | – | 0.00 | |
| NOK/USD FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $561.37 | – | 0.00 | |
| NOK/USD FORWARD (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| NOK/USD FORWARD (Bank of America, National Association) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| NOK/USD FORWARD (RBC DOMINION SECURITIES INC.) | Derivative-foreign exchange | US | $-3K | – | -0.00 | |
| NOK/USD FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $-11K | – | -0.00 | |
| NOK/USD FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $-14K | – | -0.00 | |
| Nokia Oyj | Long | Equity-common | FI | $2M | 575K | 0.02 |
| Nomura Real Estate Holdings Inc | Long | Equity-common | JP | $2M | 66K | 0.01 |
| Nordea Bank Abp | Long | Equity-common | FI | $3M | 263K | 0.03 |
| Nordson Corp | Long | Equity-common | US | $118K | 507 | 0.00 |
| Norfolk Southern Corp | Long | Equity-common | US | $5M | 23K | 0.04 |
| Norsk Hydro ASA | Long | Equity-common | NO | $648K | 104K | 0.01 |
| Northeastern University | Long | Debt | US | $108K | – | 0.00 |
| Northern Star Resources Ltd | Long | Equity-common | AU | $1M | 163K | 0.01 |
| Northern Trust Corp | Long | Equity-common | US | $1M | 17K | 0.01 |
| Northrop Grumman Corp | Long | Equity-common | US | $14M | 33K | 0.12 |
| Northwestern Mutual Global Funding (NORTHWESTERN MUTUAL GLBL) | Long | Debt | US | $143K | – | 0.00 |
| Norway Government Bond (NORWEGIAN GOVERNMENT) | Long | Debt | NO | $49K | – | 0.00 |
| Norway Government Bond (NORWEGIAN GOVERNMENT) | Long | Debt | NO | $29K | – | 0.00 |
| Norwegian Cruise Line Holdings Ltd | Long | Equity-common | US | $75K | 4K | 0.00 |
| Novartis AG | Long | Equity-common | CH | $15M | 137K | 0.12 |
| Novatek Microelectronics Corp | Long | Equity-common | TW | $578K | 31K | 0.00 |
| Novo Nordisk A/S | Long | Equity-common | DK | $35M | 243K | 0.30 |
| Novo Nordisk A/S | Long | Equity-common | DK | $4M | 31K | 0.04 |
| NRG Energy Inc | Long | Equity-common | US | $6M | 80K | 0.05 |
| NRG Energy Inc | Long | Debt | US | $2M | – | 0.01 |
| NRG Energy Inc | Long | Debt | US | $1M | – | 0.01 |
| NRG Energy Inc | Long | Debt | US | $519K | – | 0.00 |
| NRG Energy Inc | Long | Debt | US | $290K | – | 0.00 |
| NRG Energy Inc | Long | Debt | US | $205K | – | 0.00 |
| NRG Energy Inc | Long | Debt | US | $193K | – | 0.00 |
| NTPC Ltd | Long | Debt | IN | $1M | – | 0.01 |
| NTT Data Group Corp | Long | Equity-common | JP | $461K | 31K | 0.00 |
| NU Holdings Ltd/Cayman Islands | Long | Equity-common | BR | $3M | 269K | 0.03 |
| Nucor Corp | Long | Equity-common | US | $5M | 32K | 0.04 |
| Nutrien Ltd | Long | Equity-common | CA | $1M | 22K | 0.01 |
| nVent Electric PLC | Long | Equity-common | GB | $1M | 19K | 0.01 |
| NVIDIA Corp | Long | Equity-common | US | $189M | 2M | 1.60 |
| NVR Inc | Long | Equity-common | US | $258K | 34 | 0.00 |
| NXP Semiconductors NV | Long | Equity-common | NL | $10M | 36K | 0.08 |
| NZD/USD FORWARD (MORGAN STANLEY CAPITAL SERVICES LLC) | Derivative-foreign exchange | US | $6K | – | 0.00 | |
| NZD/USD FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $3K | – | 0.00 | |
| NZD/USD FORWARD (BARCLAYS BANK PLC) | Derivative-foreign exchange | US | $3K | – | 0.00 | |
| NZD/USD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $3K | – | 0.00 | |
| NZD/USD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $194.9 | – | 0.00 | |
| NZD/USD FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $179.5 | – | 0.00 | |
| NZD/USD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $77 | – | 0.00 | |
| NZD/USD FORWARD (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Derivative-foreign exchange | US | $-17.16 | – | -0.00 | |
| NZD/USD FORWARD (UBS Securities LLC) | Derivative-foreign exchange | US | $-3K | – | -0.00 | |
| NZD/USD FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $-3K | – | -0.00 | |
| NZD/USD FORWARD (WESTPAC BANKING CORPORATION) | Derivative-foreign exchange | US | $-4K | – | -0.00 | |
| NZD/USD FORWARD (STATE STREET GLOBAL MARKETS, LLC) | Derivative-foreign exchange | US | $-8K | – | -0.00 | |
| NZD/USD FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $-11K | – | -0.00 | |
| NZD/USD FORWARD (UBS Securities LLC) | Derivative-foreign exchange | US | $-22K | – | -0.00 | |
| O'Reilly Automotive Inc | Long | Equity-common | US | $588K | 557 | 0.00 |
| Oaktown Re VII Ltd (Oaktown Re Ltd) | Long | ABS-mortgage backed security | BM | $204K | – | 0.00 |
| Oaktown Re VII Ltd (Oaktown Re Ltd) | Long | ABS-mortgage backed security | BM | $204K | – | 0.00 |
| Oaktree CLO 2019-1 Ltd (Oaktree CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $17M | – | 0.14 |
| Obayashi Corp | Long | Equity-common | JP | $981K | 82K | 0.01 |
| Occidental Petroleum Corp | Long | Debt | US | $716K | – | 0.01 |
| Occidental Petroleum Corp | Long | Equity-common | US | $388K | 6K | 0.00 |
| Occidental Petroleum Corp | Long | Debt | US | $184K | – | 0.00 |
| Occidental Petroleum Corp | Long | Debt | US | $72K | – | 0.00 |
| Ocean Trails CLO IX | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.04 |
| Ocean Trails CLO VII | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.01 |
| OCP CLO 2014-5 Ltd (OCP CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.03 |
| Odontoprev SA | Long | Equity-common | BR | $321K | 157K | 0.00 |
| Okta Inc | Long | Equity-common | US | $637K | 7K | 0.01 |
| Old Dominion Freight Line Inc | Long | Equity-common | US | $292K | 2K | 0.00 |
| Olympus Corp | Long | Equity-common | JP | $2M | 103K | 0.01 |
| OMERS Finance Trust | Long | Debt | CA | $836K | – | 0.01 |
| OMERS Finance Trust | Long | Debt | CA | $643K | – | 0.01 |
| OMERS Finance Trust | Long | Debt | CA | $578K | – | 0.00 |
| OMERS Finance Trust | Long | Debt | CA | $453K | – | 0.00 |
| OMERS Finance Trust | Long | Debt | CA | $346K | – | 0.00 |
| Omnicom Group Inc | Long | Equity-common | US | $166K | 2K | 0.00 |
| ON Semiconductor Corp | Long | Equity-common | US | $275K | 4K | 0.00 |
| ONE 2021-PARK Mortgage Trust (ONE Park Mortgage Trust) | Long | ABS-mortgage backed security | US | $141K | – | 0.00 |
| One Bryant Park Trust 2019-OBP | Long | ABS-mortgage backed security | US | $165K | – | 0.00 |
| OneMain Direct Auto Receivables Trust 2019-1 | Long | ABS-other | US | $325K | – | 0.00 |
| OneMain Finance Corp | Long | Debt | US | $3M | – | 0.02 |
| OneMain Financial Issuance Trust 2020-2 | Long | ABS-other | US | $280K | – | 0.00 |
| OneMain Financial Issuance Trust 2023-1 | Long | ABS-other | US | $2M | – | 0.01 |
| OneMain Financial Issuance Trust 2023-1 | Long | ABS-other | US | $310K | – | 0.00 |
| OneMain Financial Issuance Trust 2023-2 | Long | ABS-other | US | $206K | – | 0.00 |
| OneMain Financial Issuance Trust 2023-2 | Long | ABS-other | US | $204K | – | 0.00 |
| ONEOK Inc | Long | Debt | US | $608K | – | 0.01 |
| ONEOK Inc | Long | Equity-common | US | $447K | 5K | 0.00 |
| ONEOK Inc | Long | Debt | US | $203K | – | 0.00 |
| ONEOK Inc | Long | Debt | US | $113K | – | 0.00 |
| ONEOK Inc | Long | Debt | US | $84K | – | 0.00 |
| ONEOK Inc | Long | Debt | US | $80K | – | 0.00 |
| Ono Pharmaceutical Co Ltd | Long | Equity-common | JP | $1M | 104K | 0.01 |
| Ontario Electricity Financial Corp | Long | Debt | CA | $552K | – | 0.00 |
| Ontario Teachers' Cadillac Fairview Properties Trust (CADILLAC FAIRVIEW PRP TR) | Long | Debt | CA | $327K | – | 0.00 |
| Ontario Teachers' Finance Trust | Long | Debt | CA | $2M | – | 0.02 |
| Ontario Teachers' Finance Trust | Long | Debt | CA | $1M | – | 0.01 |
| Ontario Teachers' Finance Trust | Long | Debt | CA | $954K | – | 0.01 |
| Ontario Teachers' Finance Trust | Long | Debt | CA | $805K | – | 0.01 |
| Ontario Teachers' Finance Trust | Long | Debt | CA | $729K | – | 0.01 |
| Oportun Funding XIV LLC (Oportun Funding LLC) | Long | ABS-other | US | $44K | – | 0.00 |
| Option One Mortgage Accept Corp Asset Back Certs Ser 2003 5 (Option One Mortgage Loan Trust) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| Oracle Corp | Long | Equity-common | US | $11M | 77K | 0.09 |
| Orange SA | Long | Debt | FR | $1M | – | 0.01 |
| Orange SA | Long | Equity-common | FR | $875K | 87K | 0.01 |
| Organon & Co / Organon Foreign Debt Co-Issuer BV (ORGANON & CO/ORGANON FOR) | Long | Debt | US | $604K | – | 0.01 |
| Organon & Co / Organon Foreign Debt Co-Issuer BV (ORGANON & CO/ORGANON FOR) | Long | Debt | US | $584K | – | 0.00 |
| Orica Ltd | Long | Equity-common | AU | $858K | 72K | 0.01 |
| Oriental Land Co Ltd/Japan | Long | Equity-common | JP | $855K | 31K | 0.01 |
| Orion Oyj | Long | Equity-common | FI | $777K | 18K | 0.01 |
| ORIX Corp | Long | Equity-common | JP | $667K | 30K | 0.01 |
| Orkla ASA | Long | Equity-common | NO | $722K | 89K | 0.01 |
| Osaka Gas Co Ltd | Long | Equity-common | JP | $2M | 71K | 0.01 |
| OSG Corp | Long | Equity-common | JP | $550K | 45K | 0.00 |
| Otis Worldwide Corp | Long | Equity-common | US | $5M | 53K | 0.04 |
| OTP Bank Nyrt | Long | Equity-common | HU | $354K | 7K | 0.00 |
| Otsuka Holdings Co Ltd | Long | Equity-common | JP | $925K | 22K | 0.01 |
| Oversea-Chinese Banking Corp Ltd | Long | Equity-common | SG | $3M | 262K | 0.02 |
| Ovintiv Inc | Long | Debt | US | $465K | – | 0.00 |
| Owens Corning | Long | Equity-common | US | $6M | 37K | 0.05 |
| Owens Corning | Long | Debt | US | $333K | – | 0.00 |
| OZLM VI Ltd (OZLM Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $23M | – | 0.19 |
| OZLM XI Ltd (OZLM Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $930K | – | 0.01 |
| OZLM XVIII Ltd (OZLM Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $934K | – | 0.01 |
| P3 Group Sarl | Long | Debt | LU | $475K | – | 0.00 |
| PACCAR Inc | Long | Equity-common | US | $501K | 5K | 0.00 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $694K | – | 0.01 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $401K | – | 0.00 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $317K | – | 0.00 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $258K | – | 0.00 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $220K | – | 0.00 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $77K | – | 0.00 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $50K | – | 0.00 |
| Packaging Corp of America | Long | Equity-common | US | $156K | 854 | 0.00 |
| Pactiv Evergreen Group Issuer Inc/Pactiv Evergreen Group Issuer LLC | Long | Debt | US | $2M | – | 0.01 |
| Pactiv Evergreen Group Issuer LLC / Pactiv Evergreen Group Issuer Inc | Long | Debt | US | $1M | – | 0.01 |
| Palmer Square CLO 2014-1 Ltd (Palmer Square CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $419K | – | 0.00 |
| Palmer Square European CLO 2022-2 DAC | Long | ABS-collateralized bond/debt obligation | IE | $11M | – | 0.09 |
| Palmer Square Loan Funding 2021-4 Ltd (Palmer Square Loan Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $185K | – | 0.00 |
| Palo Alto Networks Inc | Long | Equity-common | US | $1M | 3K | 0.01 |
| Pan Pacific International Holdings Corp | Long | Equity-common | JP | $442K | 19K | 0.00 |
| Panama Government International Bond (REPUBLIC OF PANAMA) | Long | Debt | PA | $169K | – | 0.00 |
| Panasonic Holdings Corp | Long | Equity-common | JP | $855K | 104K | 0.01 |
| Pandora A/S | Long | Equity-common | DK | $2M | 14K | 0.02 |
| Parallel 2020-1 Ltd (Parallel Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $814K | – | 0.01 |
| Paramount Global | Long | Equity-common | US | $47K | 5K | 0.00 |
| Park Avenue Institutional Advisers CLO Ltd 2019-2 | Long | ABS-collateralized bond/debt obligation | KY | $8M | – | 0.06 |
| Park Hotels & Resorts Inc | Long | Equity-common | US | $4M | 235K | 0.03 |
| Parker-Hannifin Corp | Long | Equity-common | US | $9M | 17K | 0.07 |
| Partners Group Holding AG | Long | Equity-common | CH | $443K | 346 | 0.00 |
| Paychex Inc | Long | Equity-common | US | $350K | 3K | 0.00 |
| Paycom Software Inc | Long | Equity-common | US | $61K | 427 | 0.00 |
| PayPal Holdings Inc | Long | Equity-common | US | $7M | 114K | 0.06 |
| PDD Holdings Inc | Long | Equity-common | IE | $2M | 18K | 0.02 |
| PEER HOLDING III BV | Long | Loan | NL | $6M | – | 0.05 |
| Pegasystems Inc | Long | Equity-common | US | $2M | 31K | 0.02 |
| Pembina Pipeline Corp | Long | Equity-common | CA | $1M | 34K | 0.01 |
| PEN/USD FORWARD (Bank of America, National Association) | Derivative-foreign exchange | US | $38K | – | 0.00 | |
| PEN/USD FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $-187.14 | – | -0.00 | |
| PEN/USD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| Penn Entertainment Inc | Long | Debt | US | $1M | – | 0.01 |
| PennyMac Financial Services Inc (PENNYMAC FIN SVCS INC) | Long | Debt | US | $890K | – | 0.01 |
| PennyMac Financial Services Inc (PENNYMAC FIN SVCS INC) | Long | Debt | US | $605K | – | 0.01 |
| Pension Insurance Corp PLC | Long | Debt | GB | $2M | – | 0.01 |
| Penske Truck Leasing Co Lp / PTL Finance Corp (PENSKE TRUCK LEASING/PTL) | Long | Debt | US | $774K | – | 0.01 |
| Penske Truck Leasing Co Lp / PTL Finance Corp (PENSKE TRUCK LEASING/PTL) | Long | Debt | US | $491K | – | 0.00 |
| Penske Truck Leasing Co Lp / PTL Finance Corp (PENSKE TRUCK LEASING/PTL) | Long | Debt | US | $359K | – | 0.00 |
| Penske Truck Leasing Co Lp / PTL Finance Corp (PENSKE TRUCK LEASING/PTL) | Long | Debt | US | $196K | – | 0.00 |
| Penske Truck Leasing Co Lp / PTL Finance Corp (PENSKE TRUCK LEASING/PTL) | Long | Debt | US | $20K | – | 0.00 |
| Pentair PLC | Long | Equity-common | GB | $116K | 2K | 0.00 |
| PepsiCo Inc | Long | Equity-common | US | $14M | 84K | 0.12 |
| Performance Food Group Co | Long | Equity-common | US | $1M | 20K | 0.01 |
| Permanent TSB Group Holdings PLC | Long | Debt | IE | $380K | – | 0.00 |
| Permian Resources Operating LLC (PERMIAN RESOURC OPTG LLC) | Long | Debt | US | $1M | – | 0.01 |
| Pernod Ricard SA | Long | Equity-common | FR | $776K | 6K | 0.01 |
| Persimmon PLC | Long | Equity-common | GB | $275K | 16K | 0.00 |
| Peru Government Bond (BONOS DE TESORERIA) | Long | Debt | PE | $265K | – | 0.00 |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara (PERUSAHAAN LISTRIK NEGAR) | Long | Debt | ID | $891K | – | 0.01 |
| Peruvian Government International Bond (REPUBLIC OF PERU) | Long | Debt | PE | $2M | – | 0.02 |
| Peruvian Government International Bond (REPUBLIC OF PERU) | Long | Debt | PE | $689K | – | 0.01 |
| Peruvian Government International Bond (REPUBLIC OF PERU) | Long | Debt | PE | $107K | – | 0.00 |
| Petco Health & Wellness Co Inc | Long | Equity-common | US | $1M | 362K | 0.01 |
| Petrobras Global Finance BV | Long | Debt | NL | $1M | – | 0.01 |
| PetroChina Co Ltd | Long | Equity-common | CN | $2M | 2M | 0.01 |
| Petroleo Brasileiro SA | Long | Equity-common | BR | $1M | 82K | 0.01 |
| Petroleos Mexicanos | Long | Debt | MX | $2M | – | 0.02 |
| Pfizer Inc | Long | Equity-common | US | $4M | 137K | 0.03 |
| Pfizer Investment Enterprises Pte Ltd | Long | Debt | SG | $311K | – | 0.00 |
| PG&E Corp | Long | Equity-common | US | $12M | 681K | 0.10 |
| PGIM Core Ultra Short Bond Fund | Long | Short-term investment vehicle | US | $1B | 1B | 12.26 |
| PGIM Institutional Money Market Fund - D | Long | Short-term investment vehicle | US | $119M | 119M | 1.01 |
| Philip Morris International Inc | Long | Equity-common | US | $7M | 65K | 0.06 |
| Philippine Government International Bond (REPUBLIC OF PHILIPPINES) | Long | Debt | PH | $1M | – | 0.01 |
| Philippine Government International Bond (REPUBLIC OF PHILIPPINES) | Long | Debt | PH | $1M | – | 0.01 |
| Phillips 66 | Long | Equity-common | US | $5M | 38K | 0.05 |
| Phinia Inc | Long | Debt | US | $609K | – | 0.01 |
| Phoenix Group Holdings PLC | Long | Equity-common | GB | $207K | 31K | 0.00 |
| PHP/USD FORWARD (BARCLAYS BANK PLC) | Derivative-foreign exchange | US | $409.71 | – | 0.00 | |
| PHP/USD FORWARD (BARCLAYS BANK PLC) | Derivative-foreign exchange | US | $-557.73 | – | -0.00 | |
| Pilbara Minerals Ltd | Long | Equity-common | AU | $226K | 111K | 0.00 |
| Ping An Insurance Group Co of China Ltd | Long | Equity-common | CN | $960K | 212K | 0.01 |
| Pinnacle West Capital Corp | Long | Equity-common | US | $83K | 1K | 0.00 |
| Pinterest Inc | Long | Equity-common | US | $4M | 98K | 0.04 |
| PLN/USD FORWARD (BARCLAYS PLC) | Derivative-foreign exchange | US | $21K | – | 0.00 | |
| PLN/USD FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $11K | – | 0.00 | |
| PLN/USD FORWARD (UBS Securities LLC) | Derivative-foreign exchange | US | $7K | – | 0.00 | |
| PLN/USD FORWARD (BARCLAYS BANK PLC) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| PLN/USD FORWARD (UBS Securities LLC) | Derivative-foreign exchange | US | $1K | – | 0.00 | |
| PLN/USD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $856.47 | – | 0.00 | |
| PLN/USD FORWARD (RBC DOMINION SECURITIES INC.) | Derivative-foreign exchange | US | $168.74 | – | 0.00 | |
| PLN/USD FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $-291.82 | – | -0.00 | |
| PLN/USD FORWARD (BARCLAYS BANK PLC) | Derivative-foreign exchange | US | $-3K | – | -0.00 | |
| PLN/USD FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $-3K | – | -0.00 | |
| PLN/USD FORWARD (UBS Securities LLC) | Derivative-foreign exchange | US | $-7K | – | -0.00 | |
| PLN/USD FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $-18K | – | -0.00 | |
| PLN/USD FORWARD (BARCLAYS PLC) | Derivative-foreign exchange | US | $-52K | – | -0.00 | |
| Pluxee NV | Long | Equity-common | FR | $419K | 15K | 0.00 |
| PNC Financial Services Group Inc/The | Long | Equity-common | US | $14M | 90K | 0.12 |
| Pool Corp | Long | Equity-common | US | $124K | 402 | 0.00 |
| Popular Inc | Long | Equity-common | PR | $3M | 31K | 0.02 |
| Porsche Automobil Holding SE | Long | Equity-preferred | DE | $497K | 11K | 0.00 |
| Portugal Obrigacoes do Tesouro OT (OBRIGACOES DO TESOURO) | Long | Debt | PT | $435K | – | 0.00 |
| POSCO | Long | Debt | KR | $202K | – | 0.00 |
| Post Holdings Inc | Long | Debt | US | $963K | – | 0.01 |
| Post Holdings Inc | Long | Debt | US | $551K | – | 0.00 |
| Post Holdings Inc | Long | Debt | US | $386K | – | 0.00 |
| Power Finance Corp Ltd | Long | Debt | IN | $961K | – | 0.01 |
| Power Grid Corp of India Ltd | Long | Equity-common | IN | $1M | 329K | 0.01 |
| Power Sector Assets & Liabilities Management Corp | Long | Debt | PH | $517K | – | 0.00 |
| PPG Industries Inc | Long | Equity-common | US | $9M | 75K | 0.08 |
| PPL Corp | Long | Equity-common | US | $190K | 7K | 0.00 |
| PPM CLO 2018-1 Ltd (PPM CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.02 |
| Premier Entertainment Sub LLC / Premier Entertainment Finance Corp | Long | Debt | US | $1M | – | 0.01 |
| Prime Healthcare Services Inc | Long | Debt | US | $2M | – | 0.01 |
| Principal Financial Group Inc | Long | Equity-common | US | $177K | 2K | 0.00 |
| Pro Medicus Ltd | Long | Equity-common | AU | $795K | 8K | 0.01 |
| Procter & Gamble Co/The | Long | Equity-common | US | $21M | 129K | 0.18 |
| Procter & Gamble Co/The | Long | Debt | US | $99K | – | 0.00 |
| Progressive Corp/The | Long | Equity-common | US | $13M | 63K | 0.11 |
| Prologis Euro Finance LLC | Long | Debt | US | $378K | – | 0.00 |
| Prologis Inc | Long | Equity-common | US | $11M | 97K | 0.09 |
| Prosus NV | Long | Equity-common | NL | $3M | 72K | 0.02 |
| Province of Alberta Canada | Long | Debt | CA | $362K | – | 0.00 |
| Province of Alberta Canada | Long | Debt | CA | $106K | – | 0.00 |
| Province of British Columbia Canada (BRITISH COLUMBIA PROV OF) | Long | Debt | CA | $673K | – | 0.01 |
| Province of British Columbia Canada (BRITISH COLUMBIA PROV OF) | Long | Debt | CA | $100K | – | 0.00 |
| Province of Ontario Canada (ONTARIO (PROVINCE OF)) | Long | Debt | CA | $1M | – | 0.01 |
| Province of Ontario Canada (ONTARIO (PROVINCE OF)) | Long | Debt | CA | $578K | – | 0.00 |
| Province of Ontario Canada (ONTARIO (PROVINCE OF)) | Long | Debt | CA | $279K | – | 0.00 |
| Province of Ontario Canada (ONTARIO (PROVINCE OF)) | Long | Debt | CA | $158K | – | 0.00 |
| Province of Quebec Canada | Long | Debt | CA | $1M | – | 0.01 |
| Province of Quebec Canada | Long | Debt | CA | $396K | – | 0.00 |
| Province of Quebec Canada | Long | Debt | CA | $65K | – | 0.00 |
| Province of Saskatchewan Canada | Long | Debt | CA | $122K | – | 0.00 |
| Proximus SADP | Long | Equity-common | BE | $990K | 124K | 0.01 |
| Prysmian SpA | Long | Equity-common | IT | $1M | 19K | 0.01 |
| PSP Capital Inc | Long | Debt | CA | $674K | – | 0.01 |
| PTC Inc | Long | Equity-common | US | $197K | 1K | 0.00 |
| Public Service Electric and Gas Co | Long | Debt | US | $99K | – | 0.00 |
| Public Service Enterprise Group Inc | Long | Equity-common | US | $2M | 28K | 0.02 |
| Public Storage | Long | Equity-common | US | $8M | 27K | 0.07 |
| Publicis Groupe SA | Long | Equity-common | FR | $3M | 27K | 0.02 |
| PulteGroup Inc | Long | Equity-common | US | $213K | 2K | 0.00 |
| Puma SE | Long | Equity-common | DE | $453K | 10K | 0.00 |
| Pure Storage Inc | Long | Equity-common | US | $6M | 91K | 0.05 |
| QBE Insurance Group Ltd | Long | Equity-common | AU | $995K | 86K | 0.01 |
| QIAGEN NV | Long | Equity-common | NL | $615K | 15K | 0.01 |
| QNB Finance Ltd | Long | Debt | KY | $293K | – | 0.00 |
| QNB FINANCE LTD | Long | Debt | KY | $138K | – | 0.00 |
| Qorvo Inc | Long | Equity-common | US | $102K | 880 | 0.00 |
| QUALCOMM Inc | Long | Equity-common | US | $17M | 87K | 0.15 |
| Quanta Services Inc | Long | Equity-common | US | $972K | 4K | 0.01 |
| Queensland Treasury Corp | Long | Debt | AU | $548K | – | 0.00 |
| Quest Diagnostics Inc | Long | Equity-common | US | $146K | 1K | 0.00 |
| Rakuten Group Inc | Long | Equity-common | JP | $2M | 295K | 0.01 |
| Ralph Lauren Corp | Long | Equity-common | US | $1M | 8K | 0.01 |
| Ramsay Health Care Ltd | Long | Equity-common | AU | $584K | 19K | 0.00 |
| Range Resources Corp | Long | Debt | US | $457K | – | 0.00 |
| Rational AG | Long | Equity-common | DE | $1M | 1K | 0.01 |
| Raymond James Financial Inc | Long | Equity-common | US | $5M | 44K | 0.05 |
| RCKT Mortgage Trust 2024-CES3 (Woodward Capital Management) | Long | ABS-mortgage backed security | US | $992K | – | 0.01 |
| REA Group Ltd | Long | Equity-common | AU | $800K | 6K | 0.01 |
| Realty Income Corp | Long | Debt | US | $753K | – | 0.01 |
| Realty Income Corp | Long | Debt | US | $557K | – | 0.00 |
| Realty Income Corp | Long | Equity-common | US | $408K | 8K | 0.00 |
| Reckitt Benckiser Group PLC | Long | Equity-common | GB | $3M | 47K | 0.02 |
| Recruit Holdings Co Ltd | Long | Equity-common | JP | $5M | 98K | 0.04 |
| Reece Ltd | Long | Equity-common | AU | $851K | 51K | 0.01 |
| Regal Rexnord Corp | Long | Debt | US | $502K | – | 0.00 |
| Regency Centers Corp | Long | Equity-common | US | $1M | 17K | 0.01 |
| Regeneron Pharmaceuticals Inc | Long | Equity-common | US | $8M | 7K | 0.06 |
| Regents of the University of California Medical Center Pooled Revenue (UNIV OF CALIFORNIA CA RGTS MED) | Long | Debt | US | $175K | – | 0.00 |
| Regie Autonome des Transports Parisiens EPIC | Long | Debt | FR | $205K | – | 0.00 |
| Regie Autonome des Transports Parisiens EPIC | Long | Debt | FR | $93K | – | 0.00 |
| Region of Lazio Italy | Long | Debt | IT | $465K | – | 0.00 |
| Regions Financial Corp | Long | Equity-common | US | $173K | 9K | 0.00 |
| RELX PLC | Long | Equity-common | GB | $4M | 86K | 0.03 |
| RenaissanceRe Holdings Ltd | Long | Equity-common | BM | $829K | 4K | 0.01 |
| Renesas Electronics Corp | Long | Equity-common | JP | $3M | 157K | 0.03 |
| Repsol SA | Long | Equity-common | ES | $2M | 134K | 0.02 |
| Republic of Austria Government Bond | Long | Debt | AT | $320K | – | 0.00 |
| Republic of Austria Government Bond | Long | Debt | AT | $213K | – | 0.00 |
| Republic of Italy Government International Bond (ITALY GOV'T INT BOND) | Long | Debt | IT | $2M | – | 0.02 |
| Republic of Italy Government International Bond (ITALY GOV'T INT BOND) | Long | Debt | IT | $654K | – | 0.01 |
| Republic of Italy Government International Bond (ITALY GOV'T INT BOND) | Long | Debt | IT | $508K | – | 0.00 |
| Republic of Italy Government International Bond (ITALY GOV'T INT BOND) | Long | Debt | IT | $356K | – | 0.00 |
| Republic of Poland Government Bond (POLAND GOVERNMENT BOND) | Long | Debt | PL | $96K | – | 0.00 |
| Republic of Poland Government Bond (POLAND GOVERNMENT BOND) | Long | Debt | PL | $90K | – | 0.00 |
| Republic of Poland Government International Bond | Long | Debt | PL | $80K | – | 0.00 |
| Republic of Poland Government International Bond | Long | Debt | PL | $29K | – | 0.00 |
| Republic Services Inc | Long | Equity-common | US | $3M | 13K | 0.02 |
| ResMed Inc | Long | Equity-common | US | $261K | 1K | 0.00 |
| Revvity Inc | Long | Equity-common | US | $121K | 1K | 0.00 |
| Rexel SA | Long | Equity-common | FR | $1M | 39K | 0.01 |
| Rheinmetall AG | Long | Equity-common | DE | $2M | 4K | 0.02 |
| RHP Hotel Properties LP / RHP Finance Corp (RHP HOTEL PPTY/RHP FINAN) | Long | Debt | US | $2M | – | 0.01 |
| Ricoh Co Ltd | Long | Equity-common | JP | $486K | 57K | 0.00 |
| Rio Tinto Ltd | Long | Equity-common | AU | $2M | 20K | 0.01 |
| Rio Tinto PLC | Long | Equity-common | GB | $7M | 106K | 0.06 |
| Roche Holding AG | Long | Equity-common | CH | $15M | 53K | 0.12 |
| Rockford Tower CLO 2018-2 Ltd (Rockford Tower CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.03 |
| Rockford Tower CLO 2021-3 Ltd (Rockford Tower CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $8M | – | 0.06 |
| Rockwell Automation Inc | Long | Equity-common | US | $299K | 1K | 0.00 |
| ROCKWOOL A/S | Long | Equity-common | DK | $1M | 3K | 0.01 |
| Rogers Communications Inc | Long | Debt | CA | $252K | – | 0.00 |
| Rogers Communications Inc | Long | Debt | CA | $221K | – | 0.00 |
| Rohm Co Ltd | Long | Equity-common | JP | $608K | 46K | 0.01 |
| Rollins Inc | Long | Equity-common | US | $126K | 3K | 0.00 |
| Rolls-Royce Holdings PLC | Long | Equity-common | GB | $6M | 1M | 0.05 |
| Romania Government Bond | Long | Debt | RO | $92K | – | 0.00 |
| Romania Government Bond | Long | Debt | RO | $66K | – | 0.00 |
| Romania Government Bond | Long | Debt | RO | $48K | – | 0.00 |
| Romanian Government International Bond | Long | Debt | RO | $2M | – | 0.01 |
| Romanian Government International Bond | Long | Debt | RO | $249K | – | 0.00 |
| Romanian Government International Bond | Long | Debt | RO | $149K | – | 0.00 |
| Romanian Government International Bond | Long | Debt | RO | $120K | – | 0.00 |
| Romanian Government International Bond | Long | Debt | RO | $62K | – | 0.00 |
| Romanian Government International Bond | Long | Debt | RO | $41K | – | 0.00 |
| Romanian Government International Bond | Long | Debt | RO | $41K | – | 0.00 |
| Romanian Government International Bond | Long | Debt | RO | $34K | – | 0.00 |
| RON/USD FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $4K | – | 0.00 | |
| RON/USD FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $324.65 | – | 0.00 | |
| RON/USD FORWARD (UBS Securities LLC) | Derivative-foreign exchange | US | $270.47 | – | 0.00 | |
| RON/USD FORWARD (BARCLAYS BANK PLC) | Derivative-foreign exchange | US | $241.85 | – | 0.00 | |
| RON/USD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $154.73 | – | 0.00 | |
| RON/USD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $-156.83 | – | -0.00 | |
| RON/USD FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $-197.8 | – | -0.00 | |
| RON/USD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $-580.73 | – | -0.00 | |
| RON/USD FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| RON/USD FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| Roper Technologies Inc | Long | Equity-common | US | $564K | 1K | 0.00 |
| Ross Stores Inc | Long | Equity-common | US | $5M | 33K | 0.04 |
| Royal Caribbean Cruises Ltd | Long | Equity-common | US | $1M | 9K | 0.01 |
| Royal Caribbean Cruises Ltd | Long | Debt | LR | $1M | – | 0.01 |
| Royal Caribbean Cruises Ltd | Long | Debt | LR | $258K | – | 0.00 |
| Royalty Pharma PLC | Long | Debt | GB | $208K | – | 0.00 |
| Royalty Pharma PLC | Long | Debt | GB | $144K | – | 0.00 |
| RTX Corp | Long | Equity-common | US | $6M | 55K | 0.05 |
| RWE AG | Long | Equity-common | DE | $668K | 19K | 0.01 |
| S&P Global Inc | Long | Equity-common | US | $10M | 23K | 0.09 |
| S&P500 EMINI (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-equity | US | $2M | – | 0.02 | |
| Saab AB | Long | Equity-common | SE | $1M | 50K | 0.01 |
| Safran SA | Long | Equity-common | FR | $8M | 39K | 0.07 |
| Salesforce Inc | Long | Equity-common | US | $22M | 85K | 0.19 |
| Sally Holdings LLC / Sally Capital Inc (SALLY HOLDINGS/SALLY CAP) | Long | Debt | US | $687K | – | 0.01 |
| Sampo Oyj | Long | Equity-common | FI | $1M | 32K | 0.01 |
| Samsung Electronics Co Ltd | Long | Equity-common | KR | $5M | 88K | 0.04 |
| Samsung Fire & Marine Insurance Co Ltd | Long | Equity-common | KR | $1M | 5K | 0.01 |
| Sandoz Finance BV (SANDOZ FINANCE B.V.) | Long | Debt | NL | $1M | – | 0.01 |
| Sandvik AB | Long | Equity-common | SE | $446K | 22K | 0.00 |
| Sankyo Co Ltd | Long | Equity-common | JP | $1M | 127K | 0.01 |
| Sankyu Inc | Long | Equity-common | JP | $689K | 20K | 0.01 |
| Sanofi SA | Long | Equity-common | FR | $8M | 84K | 0.07 |
| Sanofi SA | Long | Equity-common | FR | $2M | 35K | 0.01 |
| Santander Drive Auto Receivables Trust 2023-6 | Long | ABS-other | US | $202K | – | 0.00 |
| Santander Drive Auto Receivables Trust 2023-6 | Long | ABS-other | US | $103K | – | 0.00 |
| Santen Pharmaceutical Co Ltd | Long | Equity-common | JP | $1M | 111K | 0.01 |
| Santos Finance Ltd | Long | Debt | AU | $1M | – | 0.01 |
| SAP SE | Long | Equity-common | DE | $10M | 48K | 0.08 |
| Saudi Government International Bond (SAUDI INTERNATIONAL BOND) | Long | Debt | SA | $2M | – | 0.02 |
| Saudi Government International Bond (SAUDI INTERNATIONAL BOND) | Long | Debt | SA | $945K | – | 0.01 |
| Saudi Government International Bond (SAUDI INTERNATIONAL BOND) | Long | Debt | SA | $197K | – | 0.00 |
| SBA Communications Corp | Long | Equity-common | US | $3M | 18K | 0.03 |
| SBA Communications Corp | Long | Debt | US | $2M | – | 0.02 |
| Sberbank of Russia PJSC | Long | Equity-common | RU | $0.22 | 192K | 0.00 |
| Scentre Group | Long | Equity-common | AU | $2M | 785K | 0.01 |
| Schindler Holding AG | Long | Equity-common | CH | $2M | 6K | 0.01 |
| Schindler Holding AG | Long | Equity-common | CH | $379K | 2K | 0.00 |
| Schlumberger NV | Long | Equity-common | US | $9M | 182K | 0.07 |
| Schneider Electric SE | Long | Equity-common | FR | $13M | 53K | 0.11 |
| Scotts Miracle-Gro Co/The | Long | Debt | US | $460K | – | 0.00 |
| Scout24 SE | Long | Equity-common | DE | $2M | 21K | 0.01 |
| SCREEN Holdings Co Ltd | Long | Equity-common | JP | $707K | 8K | 0.01 |
| SCSK Corp | Long | Equity-common | JP | $270K | 14K | 0.00 |
| Sea Ltd | Long | Equity-common | SG | $3M | 36K | 0.02 |
| Seagate Technology Holdings PLC | Long | Equity-common | US | $4M | 39K | 0.03 |
| SEB SA | Long | Equity-common | FR | $536K | 5K | 0.00 |
| Secom Co Ltd | Long | Equity-common | JP | $977K | 17K | 0.01 |
| Seiko Epson Corp | Long | Equity-common | JP | $280K | 18K | 0.00 |
| SEK/USD FORWARD (UBS Securities LLC) | Derivative-foreign exchange | US | $46K | – | 0.00 | |
| SEK/USD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $11K | – | 0.00 | |
| SEK/USD FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $7K | – | 0.00 | |
| SEK/USD FORWARD (RBC DOMINION SECURITIES INC.) | Derivative-foreign exchange | US | $4K | – | 0.00 | |
| SEK/USD FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $-528.83 | – | -0.00 | |
| SEK/USD FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $-5K | – | -0.00 | |
| SEK/USD FORWARD (BARCLAYS BANK PLC) | Derivative-foreign exchange | US | $-7K | – | -0.00 | |
| SEK/USD FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $-13K | – | -0.00 | |
| SEK/USD FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $-21K | – | -0.00 | |
| SEK/USD FORWARD (UBS Securities LLC) | Derivative-foreign exchange | US | $-52K | – | -0.00 | |
| Sekisui Chemical Co Ltd | Long | Equity-common | JP | $816K | 59K | 0.01 |
| Sekisui House Ltd | Long | Equity-common | JP | $249K | 11K | 0.00 |
| Sembcorp Industries Ltd | Long | Equity-common | SG | $838K | 237K | 0.01 |
| Sempra | Long | Equity-common | US | $1M | 14K | 0.01 |
| Sempra | Long | Debt | US | $108K | – | 0.00 |
| Sensata Technologies Inc | Long | Debt | US | $92K | – | 0.00 |
| Serbia International Bond (REPUBLIC OF SERBIA) | Long | Debt | RS | $2M | – | 0.02 |
| Serco Group PLC | Long | Equity-common | GB | $651K | 287K | 0.01 |
| Service Corp International/US | Long | Equity-common | US | $515K | 7K | 0.00 |
| ServiceNow Inc | Long | Equity-common | US | $10M | 13K | 0.09 |
| Seven Group Holdings Ltd | Long | Equity-common | AU | $687K | 28K | 0.01 |
| SFIL SA | Long | Debt | FR | $521K | – | 0.00 |
| SGD/USD FORWARD (UBS Securities LLC) | Derivative-foreign exchange | US | $5K | – | 0.00 | |
| SGD/USD FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $1K | – | 0.00 | |
| SGD/USD FORWARD (Bank of America, National Association) | Derivative-foreign exchange | US | $941.25 | – | 0.00 | |
| SGD/USD FORWARD (BARCLAYS BANK PLC) | Derivative-foreign exchange | US | $881.43 | – | 0.00 | |
| SGD/USD FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $-799.78 | – | -0.00 | |
| SGD/USD FORWARD (BARCLAYS BANK PLC) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| SGD/USD FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $-9K | – | -0.00 | |
| Shell PLC | Long | Equity-common | GB | $13M | 360K | 0.11 |
| Shell PLC | Long | Equity-common | GB | $2M | 34K | 0.02 |
| Sherwin-Williams Co/The | Long | Equity-common | US | $8M | 28K | 0.07 |
| Shimadzu Corp | Long | Equity-common | JP | $431K | 17K | 0.00 |
| Shimano Inc | Long | Equity-common | JP | $1M | 9K | 0.01 |
| Shin-Etsu Chemical Co Ltd | Long | Equity-common | JP | $2M | 56K | 0.02 |
| Shionogi & Co Ltd | Long | Equity-common | JP | $2M | 50K | 0.02 |
| Siemens AG | Long | Equity-common | DE | $8M | 44K | 0.07 |
| Siemens Energy AG | Long | Equity-common | DE | $888K | 34K | 0.01 |
| Siemens Financieringsmaatschappij NV (SIEMENS FINANCIERINGSMAT) | Long | Debt | NL | $264K | – | 0.00 |
| Sika AG | Long | Equity-common | CH | $279K | 979 | 0.00 |
| Sika Capital BV | Long | Debt | NL | $156K | – | 0.00 |
| Silver Rock CLO II Ltd (Silver Rock CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $9M | – | 0.07 |
| Simon Property Group Inc | Long | Equity-common | US | $455K | 3K | 0.00 |
| Singapore Airlines Ltd | Long | Equity-common | SG | $1M | 248K | 0.01 |
| Singapore Exchange Ltd | Long | Equity-common | SG | $381K | 55K | 0.00 |
| Singapore Government Bond | Long | Debt | SG | $317K | – | 0.00 |
| Singapore Government Bond | Long | Debt | SG | $242K | – | 0.00 |
| Singapore Government Bond | Long | Debt | SG | $152K | – | 0.00 |
| Singapore Government Bond | Long | Debt | SG | $113K | – | 0.00 |
| Singapore Technologies Engineering Ltd (ST Engineering) | Long | Equity-common | SG | $213K | 67K | 0.00 |
| Singapore Telecommunications Ltd | Long | Debt | SG | $114K | – | 0.00 |
| SITC International Holdings Co Ltd | Long | Equity-common | HK | $195K | 72K | 0.00 |
| SK Hynix Inc | Long | Debt | KR | $421K | – | 0.00 |
| Skandinaviska Enskilda Banken AB | Long | Equity-common | SE | $2M | 122K | 0.02 |
| Skechers USA Inc | Long | Equity-common | US | $3M | 38K | 0.02 |
| SKF AB | Long | Equity-common | SE | $1M | 50K | 0.01 |
| Skyworks Solutions Inc | Long | Equity-common | US | $164K | 2K | 0.00 |
| Slovakia Government Bond | Long | Debt | SK | $424K | – | 0.00 |
| Slovenia Government Bond (REPUBLIKA SLOVENIJA) | Long | Debt | SI | $330K | – | 0.00 |
| Slovenia Government Bond (REPUBLIKA SLOVENIJA) | Long | Debt | SI | $52K | – | 0.00 |
| Slovenia Government International Bond (REPUBLIC OF SLOVENIA) | Long | Debt | SI | $1M | – | 0.01 |
| SMC Corp | Long | Equity-common | JP | $762K | 2K | 0.01 |
| Smiths Group PLC | Long | Equity-common | GB | $1M | 48K | 0.01 |
| Smurfit Kappa Group PLC | Long | Equity-common | IE | $1M | 31K | 0.01 |
| Smyrna Ready Mix Concrete LLC | Long | Debt | US | $2M | – | 0.02 |
| Snam SpA | Long | Equity-common | IT | $299K | 68K | 0.00 |
| Snap-on Inc | Long | Equity-common | US | $118K | 453 | 0.00 |
| SNCF Reseau | Long | Debt | FR | $597K | – | 0.01 |
| Snowflake Inc | Long | Equity-common | US | $648K | 5K | 0.01 |
| Societe Generale SA | Long | Debt | FR | $2M | – | 0.02 |
| Societe Generale SA | Long | Debt | FR | $328K | – | 0.00 |
| Societe Generale SA | Long | Debt | FR | $133K | – | 0.00 |
| Sodexo SA | Long | Equity-common | FR | $2M | 22K | 0.02 |
| SoFi Consumer Loan Program 2021-1 Trust (SOFI CONSUMER LOAN PROGRAM TRU) | Long | ABS-other | US | $192K | – | 0.00 |
| SoFi Consumer Loan Program 2021-1 Trust (SOFI CONSUMER LOAN PROGRAM TRU) | Long | ABS-other | US | $135K | – | 0.00 |
| Sofi Professional Loan Program 2019-C LLC (Social Professional Loan Progr) | Long | ABS-other | US | $65K | – | 0.00 |
| SoFi Professional Loan Program 2020-ATrust (Social Professional Loan Progr) | Long | ABS-other | US | $116K | – | 0.00 |
| SoftBank Corp | Long | Equity-common | JP | $1M | 102K | 0.01 |
| SoftBank Group Corp | Long | Equity-common | JP | $2M | 34K | 0.02 |
| Solvay SA | Long | Equity-common | BE | $720K | 20K | 0.01 |
| Solventum Corp | Long | Equity-common | US | $67K | 1K | 0.00 |
| Sompo Holdings Inc | Long | Equity-common | JP | $2M | 78K | 0.01 |
| Sonova Holding AG | Long | Equity-common | CH | $204K | 662 | 0.00 |
| Sony Group Corp | Long | Equity-common | JP | $5M | 56K | 0.04 |
| Sound Point CLO II Ltd (Sound Point CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $852K | – | 0.01 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $245K | – | 0.00 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $122K | – | 0.00 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $88K | – | 0.00 |
| Southern Co/The | Long | Equity-common | US | $789K | 10K | 0.01 |
| Southern Co/The | Long | Debt | US | $304K | – | 0.00 |
| Southern Co/The | Long | Debt | US | $148K | – | 0.00 |
| Southern Copper Corp | Long | Equity-common | US | $1M | 9K | 0.01 |
| Southwest Airlines Co | Long | Equity-common | US | $160K | 6K | 0.00 |
| Southwestern Energy Co | Long | Debt | US | $2M | – | 0.02 |
| Spain Government Bond (BONOS Y OBLIG DEL ESTADO) | Long | Debt | ES | $4M | – | 0.03 |
| Spain Government Bond (BONOS Y OBLIG DEL ESTADO) | Long | Debt | ES | $888K | – | 0.01 |
| Spain Government Bond (BONOS Y OBLIG DEL ESTADO) | Long | Debt | ES | $591K | – | 0.01 |
| Spain Government Bond (BONOS Y OBLIG DEL ESTADO) | Long | Debt | ES | $422K | – | 0.00 |
| Spain Government Bond (BONOS Y OBLIG DEL ESTADO) | Long | Debt | ES | $373K | – | 0.00 |
| Spain Government Bond (BONOS Y OBLIG DEL ESTADO) | Long | Debt | ES | $325K | – | 0.00 |
| Spain Government Bond (BONOS Y OBLIG DEL ESTADO) | Long | Debt | ES | $231K | – | 0.00 |
| Spain Government International Bond (KINGDOM OF SPAIN) | Long | Debt | ES | $129K | – | 0.00 |
| Sprint Capital Corp | Long | Debt | US | $930K | – | 0.01 |
| Sprint LLC | Long | Debt | US | $262K | – | 0.00 |
| Sprint LLC | Long | Debt | US | $26K | – | 0.00 |
| SSE PLC | Long | Equity-common | GB | $2M | 98K | 0.02 |
| SSR Mining Inc | Long | Equity-common | US | $953K | 211K | 0.01 |
| St Paul's CLO IV DAC (St Pauls CLO) | Long | ABS-collateralized bond/debt obligation | IE | $1M | – | 0.01 |
| St Paul's CLO V DAC (St Pauls CLO) | Long | ABS-collateralized bond/debt obligation | IE | $6M | – | 0.05 |
| St Pauls CLO | Long | ABS-collateralized bond/debt obligation | IE | $11M | – | 0.09 |
| Standard Chartered PLC | Long | Equity-common | GB | $2M | 205K | 0.02 |
| Standard Chartered PLC | Long | Debt | GB | $611K | – | 0.01 |
| Standard Industries Inc/NJ | Long | Debt | US | $2M | – | 0.02 |
| Stanley Black & Decker Inc | Long | Equity-common | US | $117K | 1K | 0.00 |
| Stantec Inc | Long | Equity-common | CA | $380K | 5K | 0.00 |
| Starbucks Corp | Long | Equity-common | US | $824K | 11K | 0.01 |
| Starwood Property Trust Inc | Long | Debt | US | $918K | – | 0.01 |
| State of North Rhine-Westphalia Germany (LAND NORDRHEIN-WESTFALEN) | Long | Debt | DE | $521K | – | 0.00 |
| State Street Corp | Long | Debt | US | $316K | – | 0.00 |
| State Street Corp | Long | Equity-common | US | $209K | 3K | 0.00 |
| Steel Dynamics Inc | Long | Equity-common | US | $181K | 1K | 0.00 |
| Stellantis NV | Long | Equity-common | NL | $2M | 100K | 0.02 |
| STERIS PLC | Long | Equity-common | US | $205K | 934 | 0.00 |
| STMicroelectronics NV | Long | Equity-common | CH | $584K | 15K | 0.00 |
| Stockland | Long | Equity-common | AU | $548K | 198K | 0.00 |
| Structured Asset Investment Loan Trust 2004-BNC1 | Long | ABS-other | US | $48K | – | 0.00 |
| Stryker Corp | Long | Equity-common | US | $6M | 17K | 0.05 |
| Subaru Corp | Long | Equity-common | JP | $2M | 117K | 0.02 |
| Suburban Propane Partners LP/Suburban Energy Finance Corp (SUBURBAN PROPANE PARTNRS) | Long | Debt | US | $961K | – | 0.01 |
| Sugi Holdings Co Ltd | Long | Equity-common | JP | $530K | 39K | 0.00 |
| Sumitomo Corp | Long | Equity-common | JP | $281K | 11K | 0.00 |
| Sumitomo Electric Industries Ltd | Long | Equity-common | JP | $2M | 98K | 0.01 |
| Sumitomo Metal Mining Co Ltd | Long | Equity-common | JP | $638K | 21K | 0.01 |
| Sumitomo Mitsui Financial Group Inc | Long | Equity-common | JP | $4M | 53K | 0.03 |
| SUN HUNG KAI PROPERTIES CAPITAL MARKET LTD (SUN HUNG KAI PROP (CAP)) | Long | Debt | KY | $959K | – | 0.01 |
| SUN HUNG KAI PROPERTIES CAPITAL MARKET LTD (SUN HUNG KAI PROP (CAP)) | Long | Debt | HK | $273K | – | 0.00 |
| Sun Pharmaceutical Industries Ltd | Long | Equity-common | IN | $1M | 77K | 0.01 |
| Suncor Energy Inc | Long | Equity-common | CA | $1M | 26K | 0.01 |
| Suncorp Group Ltd | Long | Equity-common | AU | $358K | 31K | 0.00 |
| Super Micro Computer Inc | Long | Equity-common | US | $385K | 470 | 0.00 |
| Suzano Austria GmbH | Long | Debt | AT | $105K | – | 0.00 |
| Suzuki Motor Corp | Long | Equity-common | JP | $260K | 23K | 0.00 |
| Swedbank AB | Long | Equity-common | SE | $1M | 72K | 0.01 |
| Sweden Government Bond (SWEDISH GOVERNMENT) | Long | Debt | SE | $285K | – | 0.00 |
| SWF Escrow Issuer Corp | Long | Debt | US | $140K | – | 0.00 |
| Swire Pacific Ltd | Long | Equity-common | HK | $194K | 22K | 0.00 |
| Swiss Confederation Government Bond (SWITZERLAND) | Long | Debt | CH | $618K | – | 0.01 |
| Swiss Confederation Government Bond (SWITZERLAND) | Long | Debt | CH | $464K | – | 0.00 |
| Swiss Confederation Government Bond (SWITZERLAND) | Long | Debt | CH | $193K | – | 0.00 |
| Swiss Prime Site AG | Long | Equity-common | CH | $476K | 5K | 0.00 |
| Swiss Re AG | Long | Equity-common | CH | $3M | 20K | 0.02 |
| Swisscom AG | Long | Equity-common | CH | $1M | 2K | 0.01 |
| SWOP CDS CDX.NA.IG.42.V1 (GOLDMAN SACHS & CO. LLC) | Derivative-credit | US | $12K | – | 0.00 | |
| SWOP CDS CDX.NA.IG.42.V1 (GOLDMAN SACHS & CO. LLC) | Derivative-credit | US | $-4K | – | -0.00 | |
| Symphony CLO XIX Ltd (Symphony CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $338K | – | 0.00 |
| Synchrony Financial | Long | Equity-common | US | $4M | 76K | 0.03 |
| Synopsys Inc | Long | Equity-common | US | $849K | 1K | 0.01 |
| Sysco Corp | Long | Equity-common | US | $2M | 28K | 0.02 |
| T Rowe Price Group Inc | Long | Equity-common | US | $244K | 2K | 0.00 |
| T-Mobile US Inc | Long | Equity-common | US | $4M | 21K | 0.03 |
| T-Mobile USA Inc | Long | Debt | US | $63K | – | 0.00 |
| T-Mobile USA Inc | Long | Debt | US | $39K | – | 0.00 |
| T&D Holdings Inc | Long | Equity-common | JP | $929K | 53K | 0.01 |
| Taisei Corp | Long | Equity-common | JP | $670K | 18K | 0.01 |
| Taiwan Semiconductor Manufacturing Co Ltd (TSMC) | Long | Equity-common | TW | $12M | 68K | 0.10 |
| Take-Two Interactive Software Inc | Long | Equity-common | US | $231K | 1K | 0.00 |
| Takeda Pharmaceutical Co Ltd | Long | Equity-common | JP | $2M | 60K | 0.01 |
| Talanx AG | Long | Equity-common | DE | $1M | 17K | 0.01 |
| Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp (TALLGRASS NRG PRTNR/FIN) | Long | Debt | US | $873K | – | 0.01 |
| Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp (TALLGRASS NRG PRTNR/FIN) | Long | Debt | US | $699K | – | 0.01 |
| Tapestry Inc | Long | Equity-common | US | $90K | 2K | 0.00 |
| Targa Resources Corp | Long | Debt | US | $991K | – | 0.01 |
| Targa Resources Corp | Long | Equity-common | US | $273K | 2K | 0.00 |
| Targa Resources Corp | Long | Debt | US | $122K | – | 0.00 |
| Target Corp | Long | Equity-common | US | $9M | 62K | 0.08 |
| Tata Consultancy Services Ltd | Long | Equity-common | IN | $2M | 47K | 0.02 |
| Taurus 2021-4 UK DAC (Taurus CMBS) | Long | ABS-mortgage backed security | IE | $2M | – | 0.01 |
| Taylor Morrison Communities Inc | Long | Debt | US | $867K | – | 0.01 |
| Taylor Morrison Communities Inc | Long | Debt | US | $309K | – | 0.00 |
| TCW CLO 2017-1A Ltd (TCW CLO 2017-1, Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.05 |
| TCW CLO 2021-2 Ltd (TCW CLO 2021-2, Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.02 |
| TD SYNNEX Corp | Long | Equity-common | US | $5M | 45K | 0.04 |
| TDK Corp | Long | Equity-common | JP | $3M | 46K | 0.02 |
| TE Connectivity Ltd | Long | Equity-common | US | $434K | 3K | 0.00 |
| Techtronic Industries Co Ltd | Long | Equity-common | HK | $2M | 204K | 0.02 |
| Tele2 AB | Long | Equity-common | SE | $1M | 114K | 0.01 |
| Teledyne Technologies Inc | Long | Equity-common | US | $187K | 482 | 0.00 |
| Teleflex Inc | Long | Equity-common | US | $101K | 482 | 0.00 |
| Telenor ASA | Long | Equity-common | NO | $1M | 101K | 0.01 |
| Telkom Indonesia Persero Tbk PT | Long | Equity-common | ID | $808K | 4M | 0.01 |
| Telos CLO 2013-4 Ltd (Telos CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $755K | – | 0.01 |
| Tenaris SA | Long | Equity-common | LU | $400K | 26K | 0.00 |
| Tencent Holdings Ltd | Long | Equity-common | CN | $2M | 46K | 0.02 |
| Tencent Holdings Ltd | Long | Debt | KY | $292K | – | 0.00 |
| Tencent Music Entertainment Group | Long | Equity-common | CN | $829K | 59K | 0.01 |
| Tenet Healthcare Corp | Long | Debt | US | $2M | – | 0.01 |
| Tenet Healthcare Corp | Long | Debt | US | $1M | – | 0.01 |
| Tenet Healthcare Corp | Long | Debt | US | $813K | – | 0.01 |
| Tenet Healthcare Corp | Long | Equity-common | US | $585K | 4K | 0.00 |
| Tenet Healthcare Corp | Long | Debt | US | $512K | – | 0.00 |
| Tenneco Inc | Long | Debt | US | $3M | – | 0.02 |
| TENNECO INC | Long | Loan | US | $934K | – | 0.01 |
| Tennessee Valley Authority Generic Strip (TENN VAL AUTH CPN STRIP) | Long | Debt | US | $213K | – | 0.00 |
| Teradyne Inc | Long | Equity-common | US | $6M | 41K | 0.05 |
| Terega SA | Long | Debt | FR | $1M | – | 0.01 |
| Terumo Corp | Long | Equity-common | JP | $667K | 40K | 0.01 |
| Tesco PLC | Long | Equity-common | GB | $5M | 1M | 0.04 |
| Tesla Inc | Long | Equity-common | US | $22M | 113K | 0.19 |
| Teva Pharmaceutical Industries Ltd | Long | Equity-common | IL | $1M | 82K | 0.01 |
| Texas Instruments Inc | Long | Equity-common | US | $7M | 34K | 0.06 |
| Texas Roadhouse Inc | Long | Equity-common | US | $3M | 16K | 0.02 |
| Textron Inc | Long | Equity-common | US | $161K | 2K | 0.00 |
| TFI International Inc | Long | Equity-common | CA | $884K | 6K | 0.01 |
| Thailand Government Bond | Long | Debt | TH | $93K | – | 0.00 |
| Thailand Government Bond | Long | Debt | TH | $74K | – | 0.00 |
| Thailand Government Bond | Long | Debt | TH | $28K | – | 0.00 |
| Thales SA | Long | Equity-common | FR | $653K | 4K | 0.01 |
| THB/USD FORWARD (UBS Securities LLC) | Derivative-foreign exchange | US | $438.68 | – | 0.00 | |
| THB/USD FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $250.07 | – | 0.00 | |
| THB/USD FORWARD (STATE STREET GLOBAL MARKETS, LLC) | Derivative-foreign exchange | US | $-51.2 | – | -0.00 | |
| THB/USD FORWARD (BARCLAYS BANK PLC) | Derivative-foreign exchange | US | $-591.64 | – | -0.00 | |
| THB/USD FORWARD (BARCLAYS BANK PLC) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| THB/USD FORWARD (BARCLAYS BANK PLC) | Derivative-foreign exchange | US | $-3K | – | -0.00 | |
| THE CIGNA GROUP 0 CP 10/07/2024 | Long | Debt | US | $799K | – | 0.01 |
| Thermo Fisher Scientific Inc | Long | Equity-common | US | $15M | 28K | 0.13 |
| Three-Month SOFR (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-2K | – | -0.00 | |
| THREE-MONTH SOFR (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $1K | – | 0.00 | |
| THREE-MONTH SOFR (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $92.41 | – | 0.00 | |
| THREE-MONTH SOFR (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-4K | – | -0.00 | |
| THREE-MONTH SOFR (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-5K | – | -0.00 | |
| THREE-MONTH SOFR (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-65K | – | -0.00 | |
| TIS Inc | Long | Equity-common | JP | $505K | 26K | 0.00 |
| TJX Cos Inc/The | Long | Equity-common | US | $11M | 99K | 0.09 |
| TK Elevator Midco GmbH | Long | Debt | DE | $4M | – | 0.03 |
| Toho Co Ltd/Tokyo | Long | Equity-common | JP | $322K | 11K | 0.00 |
| Tokio Marine Holdings Inc | Long | Equity-common | JP | $5M | 127K | 0.04 |
| Tokyo Electric Power Co Holdings Inc (TEPCO) | Long | Equity-common | JP | $2M | 318K | 0.01 |
| Tokyo Electron Ltd | Long | Equity-common | JP | $6M | 27K | 0.05 |
| Tokyo Gas Co Ltd | Long | Equity-common | JP | $2M | 92K | 0.02 |
| Toll Brothers Inc | Long | Equity-common | US | $1M | 12K | 0.01 |
| TopBuild Corp | Long | Debt | US | $611K | – | 0.01 |
| TOPPAN Holdings Inc | Long | Equity-common | JP | $191K | 7K | 0.00 |
| Toro European CLO 9 DAC | Long | ABS-collateralized bond/debt obligation | IE | $16M | – | 0.14 |
| Toronto-Dominion Bank/The | Long | Equity-common | CA | $825K | 15K | 0.01 |
| Toronto-Dominion Bank/The | Long | Debt | CA | $314K | – | 0.00 |
| Toronto-Dominion Bank/The | Long | Debt | CA | $199K | – | 0.00 |
| TotalEnergies Capital SA | Long | Debt | FR | $187K | – | 0.00 |
| TotalEnergies Capital SA | Long | Debt | FR | $85K | – | 0.00 |
| TotalEnergies SE | Long | Equity-common | FR | $13M | 196K | 0.11 |
| TotalEnergies SE | Long | Debt | FR | $1M | – | 0.01 |
| TotalEnergies SE | Long | Equity-common | FR | $618K | 9K | 0.01 |
| Towd Point Mortgage Trust 2019-HY3 | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| Towd Point Mortgage Trust 2024-CES1 | Long | ABS-mortgage backed security | US | $93K | – | 0.00 |
| Towd Point Mortgage Trust 2024-CES2 | Long | ABS-mortgage backed security | US | $94K | – | 0.00 |
| Towd Point Mortgage Trust 2024-CES3 | Long | ABS-mortgage backed security | US | $297K | – | 0.00 |
| Toyota Industries Corp | Long | Equity-common | JP | $1M | 16K | 0.01 |
| Toyota Motor Corp | Long | Equity-common | JP | $11M | 521K | 0.09 |
| Toyota Tsusho Corp | Long | Equity-common | JP | $2M | 106K | 0.02 |
| Tractor Supply Co | Long | Equity-common | US | $279K | 1K | 0.00 |
| Trane Technologies PLC | Long | Equity-common | IE | $4M | 13K | 0.04 |
| Transcontinental Inc | Long | Equity-common | CA | $392K | 35K | 0.00 |
| TransDigm Group Inc | Long | Equity-common | US | $666K | 521 | 0.01 |
| Transocean Inc | Long | Debt | KY | $531K | – | 0.00 |
| Travelers Cos Inc/The | Long | Equity-common | US | $11M | 53K | 0.09 |
| Treasury Corp of Victoria (TREASURY CORP VICTORIA) | Long | Debt | AU | $861K | – | 0.01 |
| Treasury Corp of Victoria (TREASURY CORP VICTORIA) | Long | Debt | AU | $366K | – | 0.00 |
| Trelleborg AB | Long | Equity-common | SE | $1M | 32K | 0.01 |
| Trimaran Cavu 2021-1 Ltd (Trimaran CAVU Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.03 |
| Trimble Inc | Long | Equity-common | US | $129K | 2K | 0.00 |
| Trinitas CLO XXIV Ltd (Trinitas CLO Ltd) | Long | ABS-collateralized bond/debt obligation | BM | $8M | – | 0.07 |
| Trinity Health Corp | Long | Debt | US | $172K | – | 0.00 |
| Trip.com Group Ltd | Long | Equity-common | CN | $1M | 27K | 0.01 |
| TRS BCOMTR INDEX (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-commodity | US | $-299K | – | -0.00 | |
| TRS TREASURY BOND (JPMORGAN CHASE BANK, NATIONAL ASSOCIATION) | Derivative-interest rate | US | $-123K | – | -0.00 | |
| TRS TRSBENCH8 INDEX (GOLDMAN SACHS & CO. LLC) | Derivative-equity | US | $766K | – | 0.01 | |
| Truist Financial Corp | Long | Equity-common | US | $8M | 217K | 0.07 |
| Truist Financial Corp | Long | Debt | US | $399K | – | 0.00 |
| Truist Financial Corp | Long | Debt | US | $319K | – | 0.00 |
| Truist Financial Corp | Long | Debt | US | $101K | – | 0.00 |
| TRY/USD FORWARD (BARCLAYS PLC) | Derivative-foreign exchange | US | $89K | – | 0.00 | |
| TRY/USD FORWARD (J.P. MORGAN SECURITIES LLC) | Derivative-foreign exchange | US | $38K | – | 0.00 | |
| TRY/USD FORWARD (BARCLAYS PLC) | Derivative-foreign exchange | US | $17K | – | 0.00 | |
| TRY/USD FORWARD (HSBC SECURITIES (USA) INC.) | Derivative-foreign exchange | US | $14K | – | 0.00 | |
| TRY/USD FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $679.67 | – | 0.00 | |
| TVS Motor Co Ltd | Long | Equity-common | IN | $376K | 13K | 0.00 |
| TWD/USD FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $22K | – | 0.00 | |
| TWD/USD FORWARD (HSBC SECURITIES (USA) INC.) | Derivative-foreign exchange | US | $20K | – | 0.00 | |
| TWD/USD FORWARD (HSBC SECURITIES (USA) INC.) | Derivative-foreign exchange | US | $3K | – | 0.00 | |
| TWD/USD FORWARD (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Derivative-foreign exchange | US | $-29.23 | – | -0.00 | |
| TWD/USD FORWARD (BARCLAYS PLC) | Derivative-foreign exchange | US | $-76.11 | – | -0.00 | |
| TWD/USD FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| TWD/USD FORWARD (CITIGROUP GLOBAL MARKETS INC.) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| Twilio Inc | Long | Equity-common | US | $1M | 19K | 0.01 |
| Tyler Technologies Inc | Long | Equity-common | US | $192K | 381 | 0.00 |
| Tyson Foods Inc | Long | Equity-common | US | $156K | 3K | 0.00 |
| Tyson Foods Inc | Long | Debt | US | $40K | – | 0.00 |
| Uber Technologies Inc | Long | Equity-common | US | $8M | 106K | 0.07 |
| UBS Commercial Mortgage Trust 2018-C12 | Long | ABS-mortgage backed security | US | $421K | – | 0.00 |
| UBS Commercial Mortgage Trust 2019-C16 | Long | ABS-mortgage backed security | US | $361K | – | 0.00 |
| UBS Group AG | Long | Equity-common | CH | $8M | 272K | 0.07 |
| UBS Group AG | Long | Debt | CH | $599K | – | 0.01 |
| UBS Group AG | Long | Debt | CH | $290K | – | 0.00 |
| UBS Group AG | Long | Debt | CH | $256K | – | 0.00 |
| UDR Inc | Long | Equity-common | US | $115K | 3K | 0.00 |
| UGI Corp | Long | Equity-common | US | $2M | 99K | 0.02 |
| Ulta Beauty Inc | Long | Equity-common | US | $6M | 15K | 0.05 |
| Unibail-Rodamco-Westfield | Long | Equity-common | FR | $1M | 14K | 0.01 |
| UniCredit SpA | Long | Equity-common | IT | $6M | 171K | 0.05 |
| UniCredit SpA | Long | Debt | IT | $1M | – | 0.01 |
| Unilever PLC | Long | Equity-common | GB | $9M | 157K | 0.07 |
| Unilever PLC | Long | Equity-common | GB | $2M | 36K | 0.02 |
| Union Pacific Corp | Long | Equity-common | US | $16M | 69K | 0.13 |
| United Airlines Holdings Inc | Long | Equity-common | US | $1M | 24K | 0.01 |
| United Airlines Inc | Long | Debt | US | $2M | – | 0.02 |
| United Airlines Inc | Long | Debt | US | $472K | – | 0.00 |
| United Kingdom Gilt | Long | Debt | GB | $5M | – | 0.04 |
| United Kingdom Gilt | Long | Debt | GB | $2M | – | 0.01 |
| United Kingdom Gilt | Long | Debt | GB | $722K | – | 0.01 |
| United Kingdom Gilt | Long | Debt | GB | $704K | – | 0.01 |
| United Kingdom Gilt | Long | Debt | GB | $585K | – | 0.00 |
| United Kingdom Inflation-Linked Gilt (UNITED KINGDOM I/L GILT) | Long | Debt | GB | $1M | – | 0.01 |
| United Overseas Bank Ltd | Long | Equity-common | SG | $1M | 57K | 0.01 |
| United Parcel Service Inc | Long | Equity-common | US | $7M | 54K | 0.06 |
| United Rentals Inc | Long | Equity-common | US | $3M | 5K | 0.02 |
| United Rentals North America Inc | Long | Debt | US | $3M | – | 0.02 |
| United Rentals North America Inc | Long | Debt | US | $2M | – | 0.02 |
| United Rentals North America Inc | Long | Debt | US | $673K | – | 0.01 |
| United Rentals North America Inc | Long | Debt | US | $77K | – | 0.00 |
| United States International Development Finance Corp (INT DEVELOPMENT FIN CORP) | Long | Debt | US | $687K | – | 0.01 |
| United States Treasury Bill (TREASURY BILL) | Long | Debt | US | $75M | – | 0.63 |
| United States Treasury Bill (TREASURY BILL) | Long | Debt | US | $12M | – | 0.10 |
| United States Treasury Bill (TREASURY BILL) | Long | Debt | US | $424K | – | 0.00 |
| United States Treasury Inflation Indexed Bonds (TSY INFL IX N/B) | Long | Debt | US | $1M | – | 0.01 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $44M | – | 0.37 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $36M | – | 0.30 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $22M | – | 0.19 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $19M | – | 0.16 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $16M | – | 0.14 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $11M | – | 0.09 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $10M | – | 0.08 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $6M | – | 0.05 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $6M | – | 0.05 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $5M | – | 0.04 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $4M | – | 0.04 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $4M | – | 0.03 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $3M | – | 0.03 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $2M | – | 0.02 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $1M | – | 0.01 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $1M | – | 0.01 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $956K | – | 0.01 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $583K | – | 0.00 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $578K | – | 0.00 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $575K | – | 0.00 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $561K | – | 0.00 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $342K | – | 0.00 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $16K | – | 0.00 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $4K | – | 0.00 |
| United States Treasury Strip Coupon (STRIPS) | Long | Debt | US | $17M | – | 0.14 |
| United States Treasury Strip Coupon (STRIPS) | Long | Debt | US | $6M | – | 0.05 |
| United States Treasury Strip Coupon (STRIPS) | Long | Debt | US | $5M | – | 0.04 |
| United States Treasury Strip Coupon (STRIPS) | Long | Debt | US | $4M | – | 0.04 |
| United States Treasury Strip Coupon (STRIPS) | Long | Debt | US | $4M | – | 0.03 |
| United States Treasury Strip Coupon (STRIPS) | Long | Debt | US | $638K | – | 0.01 |
| United States Treasury Strip Coupon (STRIPS) | Long | Debt | US | $456K | – | 0.00 |
| United States Treasury Strip Coupon (STRIPS) | Long | Debt | US | $452K | – | 0.00 |
| United States Treasury Strip Coupon (STRIPS) | Long | Debt | US | $324K | – | 0.00 |
| United States Treasury Strip Coupon (STRIPS) | Long | Debt | US | $200K | – | 0.00 |
| United Therapeutics Corp | Long | Equity-common | US | $956K | 3K | 0.01 |
| UnitedHealth Group Inc | Long | Equity-common | US | $31M | 60K | 0.26 |
| UnitedHealth Group Inc | Long | Debt | US | $211K | – | 0.00 |
| UnitedHealth Group Inc | Long | Debt | US | $208K | – | 0.00 |
| UnitedHealth Group Inc | Long | Debt | US | $43K | – | 0.00 |
| UnitedHealth Group Inc | Long | Debt | US | $28K | – | 0.00 |
| Universal Display Corp | Long | Equity-common | US | $113K | 538 | 0.00 |
| Universal Health Services Inc | Long | Equity-common | US | $107K | 579 | 0.00 |
| University of California (UNIV OF CALIFORNIA CA REVENUES) | Long | Debt | US | $928K | – | 0.01 |
| University of California (UNIV OF CALIFORNIA CA REVENUES) | Long | Debt | US | $439K | – | 0.00 |
| Univision Communications Inc | Long | Debt | US | $1M | – | 0.01 |
| Unum Group | Long | Equity-common | US | $597K | 12K | 0.01 |
| Unum Group | Long | Debt | US | $96K | – | 0.00 |
| UPM-Kymmene Oyj | Long | Equity-common | FI | $1M | 39K | 0.01 |
| US 2YR NOTE (CBT) (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $844K | – | 0.01 | |
| US 5 YEAR TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $1M | – | 0.01 | |
| US Bancorp | Long | Equity-common | US | $9M | 222K | 0.07 |
| US Bancorp | Long | Debt | US | $167K | – | 0.00 |
| US TREASURY LONG BOND (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $710K | – | 0.01 | |
| US TREASURY LONG BOND (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-260K | – | -0.00 | |
| US ULTRA BOND CBT (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-104K | – | -0.00 | |
| US ULTRA BOND CBT (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-655K | – | -0.01 | |
| USD/AUD FORWARD (BARCLAYS BANK PLC) | Derivative-foreign exchange | US | $17K | – | 0.00 | |
| USD/AUD FORWARD (TD SECURITIES INC./ VALEURS MOBILIERES TD INC.) | Derivative-foreign exchange | US | $12K | – | 0.00 | |
| USD/AUD FORWARD (TD SECURITIES INC./ VALEURS MOBILIERES TD INC.) | Derivative-foreign exchange | US | $11K | – | 0.00 | |
| USD/AUD FORWARD (STATE STREET GLOBAL MARKETS, LLC) | Derivative-foreign exchange | US | $9K | – | 0.00 | |
| USD/AUD FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $9K | – | 0.00 | |
| USD/AUD FORWARD (UBS Securities LLC) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| USD/AUD FORWARD (BNP PARIBAS) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| USD/AUD FORWARD (MORGAN STANLEY CAPITAL SERVICES LLC) | Derivative-foreign exchange | US | $209.92 | – | 0.00 | |
| USD/AUD FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $116.48 | – | 0.00 | |
| USD/AUD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $-111.15 | – | -0.00 | |
| USD/AUD FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $-361.25 | – | -0.00 | |
| USD/AUD FORWARD (STATE STREET GLOBAL MARKETS, LLC) | Derivative-foreign exchange | US | $-485.95 | – | -0.00 | |
| USD/AUD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| USD/AUD FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $-3K | – | -0.00 | |
| USD/AUD FORWARD (TD SECURITIES INC./ VALEURS MOBILIERES TD INC.) | Derivative-foreign exchange | US | $-11K | – | -0.00 | |
| USD/AUD FORWARD (BARCLAYS BANK PLC) | Derivative-foreign exchange | US | $-12K | – | -0.00 | |
| USD/AUD FORWARD (TD SECURITIES INC./ VALEURS MOBILIERES TD INC.) | Derivative-foreign exchange | US | $-12K | – | -0.00 | |
| USD/AUD FORWARD (BARCLAYS BANK PLC) | Derivative-foreign exchange | US | $-19K | – | -0.00 | |
| USD/BRL FORWARD (Bank of America, National Association) | Derivative-foreign exchange | US | $112K | – | 0.00 | |
| USD/BRL FORWARD (CITIGROUP GLOBAL MARKETS INC.) | Derivative-foreign exchange | US | $15K | – | 0.00 | |
| USD/BRL FORWARD (Bank of America, National Association) | Derivative-foreign exchange | US | $-5K | – | -0.00 | |
| USD/BRL FORWARD (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Derivative-foreign exchange | US | $-7K | – | -0.00 | |
| USD/BRL FORWARD (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Derivative-foreign exchange | US | $-25K | – | -0.00 | |
| USD/BRL FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $-648K | – | -0.01 | |
| USD/CAD FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $12K | – | 0.00 | |
| USD/CAD FORWARD (UBS Securities LLC) | Derivative-foreign exchange | US | $5K | – | 0.00 | |
| USD/CAD FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $1K | – | 0.00 | |
| USD/CAD FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $751.21 | – | 0.00 | |
| USD/CAD FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $508.11 | – | 0.00 | |
| USD/CAD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $416.05 | – | 0.00 | |
| USD/CAD FORWARD (STATE STREET GLOBAL MARKETS, LLC) | Derivative-foreign exchange | US | $299.7 | – | 0.00 | |
| USD/CAD FORWARD (Bank of America, National Association) | Derivative-foreign exchange | US | $279.69 | – | 0.00 | |
| USD/CAD FORWARD (STATE STREET GLOBAL MARKETS, LLC) | Derivative-foreign exchange | US | $18.2 | – | 0.00 | |
| USD/CAD FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $-144.09 | – | -0.00 | |
| USD/CAD FORWARD (UBS Securities LLC) | Derivative-foreign exchange | US | $-147.98 | – | -0.00 | |
| USD/CAD FORWARD (Bank of America, National Association) | Derivative-foreign exchange | US | $-176.71 | – | -0.00 | |
| USD/CAD FORWARD (TD SECURITIES INC./ VALEURS MOBILIERES TD INC.) | Derivative-foreign exchange | US | $-515.29 | – | -0.00 | |
| USD/CAD FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| USD/CAD FORWARD (BARCLAYS BANK PLC) | Derivative-foreign exchange | US | $-3K | – | -0.00 | |
| USD/CAD FORWARD (MORGAN STANLEY CAPITAL SERVICES LLC) | Derivative-foreign exchange | US | $-4K | – | -0.00 | |
| USD/CAD FORWARD (HSBC SECURITIES (USA) INC.) | Derivative-foreign exchange | US | $-7K | – | -0.00 | |
| USD/CAD FORWARD (RBC DOMINION SECURITIES INC.) | Derivative-foreign exchange | US | $-13K | – | -0.00 | |
| USD/CHF FORWARD (UBS Securities LLC) | Derivative-foreign exchange | US | $12K | – | 0.00 | |
| USD/CHF FORWARD (UBS Securities LLC) | Derivative-foreign exchange | US | $7K | – | 0.00 | |
| USD/CHF FORWARD (SOCIETE GENERALE) | Derivative-foreign exchange | US | $6K | – | 0.00 | |
| USD/CHF FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $4K | – | 0.00 | |
| USD/CHF FORWARD (TD SECURITIES INC./ VALEURS MOBILIERES TD INC.) | Derivative-foreign exchange | US | $4K | – | 0.00 | |
| USD/CHF FORWARD (NATWEST MARKETS PLC) | Derivative-foreign exchange | US | $3K | – | 0.00 | |
| USD/CHF FORWARD (BARCLAYS BANK PLC) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| USD/CHF FORWARD (Bank of America, National Association) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| USD/CHF FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $1K | – | 0.00 | |
| USD/CHF FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $58.63 | – | 0.00 | |
| USD/CHF FORWARD (Bank of America, National Association) | Derivative-foreign exchange | US | $-968.63 | – | -0.00 | |
| USD/CHF FORWARD (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| USD/CHF FORWARD (BARCLAYS BANK PLC) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| USD/CHF FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| USD/CHF FORWARD (HSBC SECURITIES (USA) INC.) | Derivative-foreign exchange | US | $-3K | – | -0.00 | |
| USD/CHF FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $-7K | – | -0.00 | |
| USD/CHF FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $-16K | – | -0.00 | |
| USD/CLP FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $10K | – | 0.00 | |
| USD/CLP FORWARD (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Derivative-foreign exchange | US | $8K | – | 0.00 | |
| USD/CLP FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $-33.56 | – | -0.00 | |
| USD/CLP FORWARD (BARCLAYS BANK PLC) | Derivative-foreign exchange | US | $-748.11 | – | -0.00 | |
| USD/CLP FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| USD/CLP FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $-4K | – | -0.00 | |
| USD/CLP FORWARD (BARCLAYS PLC) | Derivative-foreign exchange | US | $-16K | – | -0.00 | |
| USD/CNH FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $224K | – | 0.00 | |
| USD/CNH FORWARD (BARCLAYS BANK PLC) | Derivative-foreign exchange | US | $825.54 | – | 0.00 | |
| USD/CNH FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $-413.16 | – | -0.00 | |
| USD/CNH FORWARD (UBS Securities LLC) | Derivative-foreign exchange | US | $-447.45 | – | -0.00 | |
| USD/CNH FORWARD (UBS Securities LLC) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| USD/CNH FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| USD/CNH FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $-9K | – | -0.00 | |
| USD/COP FORWARD (BARCLAYS PLC) | Derivative-foreign exchange | US | $14K | – | 0.00 | |
| USD/COP FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $10K | – | 0.00 | |
| USD/COP FORWARD (STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC) | Derivative-foreign exchange | US | $6K | – | 0.00 | |
| USD/COP FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $732.7 | – | 0.00 | |
| USD/COP FORWARD (BARCLAYS BANK PLC) | Derivative-foreign exchange | US | $364.25 | – | 0.00 | |
| USD/COP FORWARD (STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC) | Derivative-foreign exchange | US | $242.85 | – | 0.00 | |
| USD/COP FORWARD (Bank of America, National Association) | Derivative-foreign exchange | US | $199.51 | – | 0.00 | |
| USD/COP FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $35.39 | – | 0.00 | |
| USD/COP FORWARD (BARCLAYS BANK PLC) | Derivative-foreign exchange | US | $-181.63 | – | -0.00 | |
| USD/COP FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $-596.07 | – | -0.00 | |
| USD/COP FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $-5K | – | -0.00 | |
| USD/COP FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $-12K | – | -0.00 | |
| USD/COP FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $-39K | – | -0.00 | |
| USD/CZK FORWARD (BARCLAYS BANK PLC) | Derivative-foreign exchange | US | $10K | – | 0.00 | |
| USD/CZK FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $10K | – | 0.00 | |
| USD/CZK FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $9K | – | 0.00 | |
| USD/CZK FORWARD (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Derivative-foreign exchange | US | $7K | – | 0.00 | |
| USD/CZK FORWARD (HSBC SECURITIES (USA) INC.) | Derivative-foreign exchange | US | $5K | – | 0.00 | |
| USD/CZK FORWARD (Bank of America, National Association) | Derivative-foreign exchange | US | $705.26 | – | 0.00 | |
| USD/CZK FORWARD (UBS Securities LLC) | Derivative-foreign exchange | US | $-191.17 | – | -0.00 | |
| USD/CZK FORWARD (UBS Securities LLC) | Derivative-foreign exchange | US | $-462.34 | – | -0.00 | |
| USD/CZK FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| USD/CZK FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $-3K | – | -0.00 | |
| USD/CZK FORWARD (RBC DOMINION SECURITIES INC.) | Derivative-foreign exchange | US | $-3K | – | -0.00 | |
| USD/CZK FORWARD (RBC DOMINION SECURITIES INC.) | Derivative-foreign exchange | US | $-4K | – | -0.00 | |
| USD/CZK FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $-5K | – | -0.00 | |
| USD/CZK FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $-36K | – | -0.00 | |
| USD/CZK FORWARD (BARCLAYS PLC) | Derivative-foreign exchange | US | $-94K | – | -0.00 | |
| USD/CZK FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $-95K | – | -0.00 | |
| USD/CZK FORWARD (BARCLAYS PLC) | Derivative-foreign exchange | US | $-104K | – | -0.00 | |
| USD/DKK FORWARD (UBS Securities LLC) | Derivative-foreign exchange | US | $5K | – | 0.00 | |
| USD/DKK FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $483.51 | – | 0.00 | |
| USD/DKK FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $-497.42 | – | -0.00 | |
| USD/EUR FORWARD (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Derivative-foreign exchange | US | $1M | – | 0.01 | |
| USD/EUR FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $808K | – | 0.01 | |
| USD/EUR FORWARD (Bank of America, National Association) | Derivative-foreign exchange | US | $352K | – | 0.00 | |
| USD/EUR FORWARD (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Derivative-foreign exchange | US | $98K | – | 0.00 | |
| USD/EUR FORWARD (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Derivative-foreign exchange | US | $26K | – | 0.00 | |
| USD/EUR FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $25K | – | 0.00 | |
| USD/EUR FORWARD (RBC DOMINION SECURITIES INC.) | Derivative-foreign exchange | US | $25K | – | 0.00 | |
| USD/EUR FORWARD (Bank of America, National Association) | Derivative-foreign exchange | US | $15K | – | 0.00 | |
| USD/EUR FORWARD (TD SECURITIES INC./ VALEURS MOBILIERES TD INC.) | Derivative-foreign exchange | US | $9K | – | 0.00 | |
| USD/EUR FORWARD (SOCIETE GENERALE) | Derivative-foreign exchange | US | $8K | – | 0.00 | |
| USD/EUR FORWARD (BARCLAYS BANK PLC) | Derivative-foreign exchange | US | $7K | – | 0.00 | |
| USD/EUR FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $4K | – | 0.00 | |
| USD/EUR FORWARD (BARCLAYS PLC) | Derivative-foreign exchange | US | $854.19 | – | 0.00 | |
| USD/EUR FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $609.43 | – | 0.00 | |
| USD/EUR FORWARD (Bank of America, National Association) | Derivative-foreign exchange | US | $256.8 | – | 0.00 | |
| USD/EUR FORWARD (TD SECURITIES INC./ VALEURS MOBILIERES TD INC.) | Derivative-foreign exchange | US | $-51.84 | – | -0.00 | |
| USD/EUR FORWARD (HSBC SECURITIES (USA) INC.) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| USD/EUR FORWARD (MORGAN STANLEY CAPITAL SERVICES LLC) | Derivative-foreign exchange | US | $-3K | – | -0.00 | |
| USD/EUR FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $-3K | – | -0.00 | |
| USD/EUR FORWARD (SOCIETE GENERALE) | Derivative-foreign exchange | US | $-5K | – | -0.00 | |
| USD/EUR FORWARD (HSBC SECURITIES (USA) INC.) | Derivative-foreign exchange | US | $-6K | – | -0.00 | |
| USD/EUR FORWARD (RBC DOMINION SECURITIES INC.) | Derivative-foreign exchange | US | $-8K | – | -0.00 | |
| USD/EUR FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $-19K | – | -0.00 | |
| USD/EUR FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $-33K | – | -0.00 | |
| USD/EUR FORWARD (BARCLAYS BANK PLC) | Derivative-foreign exchange | US | $-33K | – | -0.00 | |
| USD/EUR FORWARD (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Derivative-foreign exchange | US | $-288K | – | -0.00 | |
| USD/GBP FORWARD (TD SECURITIES INC./ VALEURS MOBILIERES TD INC.) | Derivative-foreign exchange | US | $103K | – | 0.00 | |
| USD/GBP FORWARD (BARCLAYS PLC) | Derivative-foreign exchange | US | $88K | – | 0.00 | |
| USD/GBP FORWARD (UBS Securities LLC) | Derivative-foreign exchange | US | $65K | – | 0.00 | |
| USD/GBP FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $23K | – | 0.00 | |
| USD/GBP FORWARD (UBS Securities LLC) | Derivative-foreign exchange | US | $22K | – | 0.00 | |
| USD/GBP FORWARD (THE TORONTO-DOMINION BANK) | Derivative-foreign exchange | US | $14K | – | 0.00 | |
| USD/GBP FORWARD (RBC DOMINION SECURITIES INC.) | Derivative-foreign exchange | US | $9K | – | 0.00 | |
| USD/GBP FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $5K | – | 0.00 | |
| USD/GBP FORWARD (Canadian Imperial Bank of Commerce) | Derivative-foreign exchange | US | $3K | – | 0.00 | |
| USD/GBP FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| USD/GBP FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $1K | – | 0.00 | |
| USD/GBP FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $676.19 | – | 0.00 | |
| USD/GBP FORWARD (COMMONWEALTH BANK OF AUSTRALIA) | Derivative-foreign exchange | US | $355.76 | – | 0.00 | |
| USD/GBP FORWARD (UBS Securities LLC) | Derivative-foreign exchange | US | $290.08 | – | 0.00 | |
| USD/GBP FORWARD (BARCLAYS BANK PLC) | Derivative-foreign exchange | US | $195.43 | – | 0.00 | |
| USD/GBP FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $125.49 | – | 0.00 | |
| USD/GBP FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| USD/GBP FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| USD/GBP FORWARD (SOCIETE GENERALE) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| USD/GBP FORWARD (BARCLAYS BANK PLC) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| USD/GBP FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| USD/GBP FORWARD (COMMONWEALTH BANK OF AUSTRALIA) | Derivative-foreign exchange | US | $-3K | – | -0.00 | |
| USD/GBP FORWARD (HSBC SECURITIES (USA) INC.) | Derivative-foreign exchange | US | $-4K | – | -0.00 | |
| USD/GBP FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $-5K | – | -0.00 | |
| USD/GBP FORWARD (RBC DOMINION SECURITIES INC.) | Derivative-foreign exchange | US | $-7K | – | -0.00 | |
| USD/GBP FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $-10K | – | -0.00 | |
| USD/GBP FORWARD (THE TORONTO-DOMINION BANK) | Derivative-foreign exchange | US | $-14K | – | -0.00 | |
| USD/GBP FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $-18K | – | -0.00 | |
| USD/GBP FORWARD (UBS Securities LLC) | Derivative-foreign exchange | US | $-21K | – | -0.00 | |
| USD/GBP FORWARD (TD SECURITIES INC./ VALEURS MOBILIERES TD INC.) | Derivative-foreign exchange | US | $-33K | – | -0.00 | |
| USD/GBP FORWARD (J.P. MORGAN SECURITIES LLC) | Derivative-foreign exchange | US | $-71K | – | -0.00 | |
| USD/HKD FORWARD (UBS Securities LLC) | Derivative-foreign exchange | US | $453.21 | – | 0.00 | |
| USD/HKD FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $353.9 | – | 0.00 | |
| USD/HKD FORWARD (STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC) | Derivative-foreign exchange | US | $130.12 | – | 0.00 | |
| USD/HKD FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $-558.46 | – | -0.00 | |
| USD/HUF FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $100K | – | 0.00 | |
| USD/HUF FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $31K | – | 0.00 | |
| USD/HUF FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $773.79 | – | 0.00 | |
| USD/HUF FORWARD (UBS Securities LLC) | Derivative-foreign exchange | US | $612.95 | – | 0.00 | |
| USD/HUF FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $-443.96 | – | -0.00 | |
| USD/HUF FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| USD/HUF FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $-3K | – | -0.00 | |
| USD/HUF FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $-4K | – | -0.00 | |
| USD/HUF FORWARD (J.P. MORGAN SECURITIES LLC) | Derivative-foreign exchange | US | $-5K | – | -0.00 | |
| USD/HUF FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $-11K | – | -0.00 | |
| USD/HUF FORWARD (UBS Securities LLC) | Derivative-foreign exchange | US | $-24K | – | -0.00 | |
| USD/HUF FORWARD (BARCLAYS PLC) | Derivative-foreign exchange | US | $-27K | – | -0.00 | |
| USD/IDR FORWARD (BARCLAYS BANK PLC) | Derivative-foreign exchange | US | $-559.34 | – | -0.00 | |
| USD/IDR FORWARD (HSBC SECURITIES (USA) INC.) | Derivative-foreign exchange | US | $-14K | – | -0.00 | |
| USD/ILS FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $9K | – | 0.00 | |
| USD/ILS FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $9K | – | 0.00 | |
| USD/ILS FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $6K | – | 0.00 | |
| USD/ILS FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $3K | – | 0.00 | |
| USD/ILS FORWARD (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Derivative-foreign exchange | US | $-3K | – | -0.00 | |
| USD/ILS FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $-9K | – | -0.00 | |
| USD/INR FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $98.3 | – | 0.00 | |
| USD/INR FORWARD (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Derivative-foreign exchange | US | $-80.77 | – | -0.00 | |
| USD/INR FORWARD (STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC) | Derivative-foreign exchange | US | $-275.07 | – | -0.00 | |
| USD/INR FORWARD (J.P. MORGAN SECURITIES LLC) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| USD/INR FORWARD (CITIGROUP GLOBAL MARKETS INC.) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| USD/INR FORWARD (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| USD/JPY FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $66K | – | 0.00 | |
| USD/JPY FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $59K | – | 0.00 | |
| USD/JPY FORWARD (STATE STREET GLOBAL MARKETS, LLC) | Derivative-foreign exchange | US | $58K | – | 0.00 | |
| USD/JPY FORWARD (BARCLAYS BANK PLC) | Derivative-foreign exchange | US | $48K | – | 0.00 | |
| USD/JPY FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $33K | – | 0.00 | |
| USD/JPY FORWARD (CALYON) | Derivative-foreign exchange | US | $19K | – | 0.00 | |
| USD/JPY FORWARD (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Derivative-foreign exchange | US | $17K | – | 0.00 | |
| USD/JPY FORWARD (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Derivative-foreign exchange | US | $-3K | – | -0.00 | |
| USD/JPY FORWARD (TD SECURITIES INC./ VALEURS MOBILIERES TD INC.) | Derivative-foreign exchange | US | $-3K | – | -0.00 | |
| USD/JPY FORWARD (UBS Securities LLC) | Derivative-foreign exchange | US | $-4K | – | -0.00 | |
| USD/JPY FORWARD (Nomura Securities International, Inc.) | Derivative-foreign exchange | US | $-21K | – | -0.00 | |
| USD/JPY FORWARD (STATE STREET GLOBAL MARKETS, LLC) | Derivative-foreign exchange | US | $-26K | – | -0.00 | |
| USD/JPY FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $-43K | – | -0.00 | |
| USD/JPY FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $-79K | – | -0.00 | |
| USD/JPY FORWARD (BARCLAYS BANK PLC) | Derivative-foreign exchange | US | $-110K | – | -0.00 | |
| USD/KRW FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $45K | – | 0.00 | |
| USD/KRW FORWARD (HSBC SECURITIES (USA) INC.) | Derivative-foreign exchange | US | $23K | – | 0.00 | |
| USD/KRW FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $1K | – | 0.00 | |
| USD/KRW FORWARD (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Derivative-foreign exchange | US | $421.93 | – | 0.00 | |
| USD/KRW FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $-201.16 | – | -0.00 | |
| USD/KRW FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $-577.82 | – | -0.00 | |
| USD/KRW FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| USD/KRW FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $-23K | – | -0.00 | |
| USD/MXN FORWARD (UBS Securities LLC) | Derivative-foreign exchange | US | $119K | – | 0.00 | |
| USD/MXN FORWARD (BARCLAYS BANK PLC) | Derivative-foreign exchange | US | $97K | – | 0.00 | |
| USD/MXN FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $45K | – | 0.00 | |
| USD/MXN FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $40K | – | 0.00 | |
| USD/MXN FORWARD (Bank of America, National Association) | Derivative-foreign exchange | US | $13K | – | 0.00 | |
| USD/MXN FORWARD (UBS Securities LLC) | Derivative-foreign exchange | US | $12K | – | 0.00 | |
| USD/MXN FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $11K | – | 0.00 | |
| USD/MXN FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $9K | – | 0.00 | |
| USD/MXN FORWARD (SOCIETE GENERALE) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| USD/MXN FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $315.06 | – | 0.00 | |
| USD/MXN FORWARD (STATE STREET GLOBAL MARKETS, LLC) | Derivative-foreign exchange | US | $223.75 | – | 0.00 | |
| USD/MXN FORWARD (SOCIETE GENERALE) | Derivative-foreign exchange | US | $-4K | – | -0.00 | |
| USD/MXN FORWARD (UBS Securities LLC) | Derivative-foreign exchange | US | $-11K | – | -0.00 | |
| USD/MXN FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $-14K | – | -0.00 | |
| USD/MXN FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $-25K | – | -0.00 | |
| USD/MXN FORWARD (BARCLAYS BANK PLC) | Derivative-foreign exchange | US | $-39K | – | -0.00 | |
| USD/MXN FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $-62K | – | -0.00 | |
| USD/MYR FORWARD (STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| USD/MYR FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $684.2 | – | 0.00 | |
| USD/MYR FORWARD (STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| USD/NOK FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $6K | – | 0.00 | |
| USD/NOK FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $5K | – | 0.00 | |
| USD/NOK FORWARD (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Derivative-foreign exchange | US | $3K | – | 0.00 | |
| USD/NOK FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $3K | – | 0.00 | |
| USD/NOK FORWARD (UBS Securities LLC) | Derivative-foreign exchange | US | $912.46 | – | 0.00 | |
| USD/NOK FORWARD (STATE STREET GLOBAL MARKETS, LLC) | Derivative-foreign exchange | US | $383.88 | – | 0.00 | |
| USD/NOK FORWARD (UBS Securities LLC) | Derivative-foreign exchange | US | $296.33 | – | 0.00 | |
| USD/NOK FORWARD (NATWEST MARKETS PLC) | Derivative-foreign exchange | US | $-199.35 | – | -0.00 | |
| USD/NOK FORWARD (SOCIETE GENERALE) | Derivative-foreign exchange | US | $-279.07 | – | -0.00 | |
| USD/NOK FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| USD/NOK FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| USD/NOK FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| USD/NOK FORWARD (BARCLAYS BANK PLC) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| USD/NOK FORWARD (UBS Securities LLC) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| USD/NOK FORWARD (RBC DOMINION SECURITIES INC.) | Derivative-foreign exchange | US | $-3K | – | -0.00 | |
| USD/NOK FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $-8K | – | -0.00 | |
| USD/NOK FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $-12K | – | -0.00 | |
| USD/NOK FORWARD (UBS Securities LLC) | Derivative-foreign exchange | US | $-20K | – | -0.00 | |
| USD/NOK FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $-25K | – | -0.00 | |
| USD/NZD FORWARD (UBS Securities LLC) | Derivative-foreign exchange | US | $39K | – | 0.00 | |
| USD/NZD FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $22K | – | 0.00 | |
| USD/NZD FORWARD (WESTPAC BANKING CORPORATION) | Derivative-foreign exchange | US | $6K | – | 0.00 | |
| USD/NZD FORWARD (STATE STREET GLOBAL MARKETS, LLC) | Derivative-foreign exchange | US | $5K | – | 0.00 | |
| USD/NZD FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $3K | – | 0.00 | |
| USD/NZD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $3K | – | 0.00 | |
| USD/NZD FORWARD (Bank of America, National Association) | Derivative-foreign exchange | US | $1K | – | 0.00 | |
| USD/NZD FORWARD (MORGAN STANLEY CAPITAL SERVICES LLC) | Derivative-foreign exchange | US | $-5K | – | -0.00 | |
| USD/NZD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $-7K | – | -0.00 | |
| USD/NZD FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $-9K | – | -0.00 | |
| USD/NZD FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $-12K | – | -0.00 | |
| USD/PEN FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $39K | – | 0.00 | |
| USD/PEN FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $9K | – | 0.00 | |
| USD/PEN FORWARD (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| USD/PEN FORWARD (BARCLAYS BANK PLC) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| USD/PEN FORWARD (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| USD/PHP FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $16K | – | 0.00 | |
| USD/PHP FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $825.69 | – | 0.00 | |
| USD/PLN FORWARD (Bank of America, National Association) | Derivative-foreign exchange | US | $32K | – | 0.00 | |
| USD/PLN FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $22K | – | 0.00 | |
| USD/PLN FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $8K | – | 0.00 | |
| USD/PLN FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $-37.78 | – | -0.00 | |
| USD/PLN FORWARD (RBC DOMINION SECURITIES INC.) | Derivative-foreign exchange | US | $-402.14 | – | -0.00 | |
| USD/RON FORWARD (UBS Securities LLC) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| USD/RON FORWARD (BARCLAYS BANK PLC) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| USD/RON FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $189.84 | – | 0.00 | |
| USD/RON FORWARD (BARCLAYS BANK PLC) | Derivative-foreign exchange | US | $-235.6 | – | -0.00 | |
| USD/RON FORWARD (UBS Securities LLC) | Derivative-foreign exchange | US | $-255.1 | – | -0.00 | |
| USD/SEK FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $52K | – | 0.00 | |
| USD/SEK FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $17K | – | 0.00 | |
| USD/SEK FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $11K | – | 0.00 | |
| USD/SEK FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $6K | – | 0.00 | |
| USD/SEK FORWARD (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Derivative-foreign exchange | US | $4K | – | 0.00 | |
| USD/SEK FORWARD (STATE STREET GLOBAL MARKETS, LLC) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| USD/SEK FORWARD (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| USD/SEK FORWARD (Bank of America, National Association) | Derivative-foreign exchange | US | $1K | – | 0.00 | |
| USD/SEK FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $-995.98 | – | -0.00 | |
| USD/SEK FORWARD (STATE STREET GLOBAL MARKETS, LLC) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| USD/SEK FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| USD/SEK FORWARD (UBS Securities LLC) | Derivative-foreign exchange | US | $-5K | – | -0.00 | |
| USD/SEK FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $-6K | – | -0.00 | |
| USD/SEK FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $-8K | – | -0.00 | |
| USD/SEK FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $-9K | – | -0.00 | |
| USD/SEK FORWARD (HSBC SECURITIES (USA) INC.) | Derivative-foreign exchange | US | $-13K | – | -0.00 | |
| USD/SGD FORWARD (State Street Bank and Trust Company) | Derivative-foreign exchange | US | $19K | – | 0.00 | |
| USD/SGD FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $5K | – | 0.00 | |
| USD/SGD FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| USD/SGD FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $274.01 | – | 0.00 | |
| USD/SGD FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $171.84 | – | 0.00 | |
| USD/SGD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $-238.27 | – | -0.00 | |
| USD/SGD FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $-892.52 | – | -0.00 | |
| USD/SGD FORWARD (Bank of America, National Association) | Derivative-foreign exchange | US | $-935.25 | – | -0.00 | |
| USD/SGD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| USD/THB FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $79.13 | – | 0.00 | |
| USD/THB FORWARD (UBS Securities LLC) | Derivative-foreign exchange | US | $-185.77 | – | -0.00 | |
| USD/THB FORWARD (BARCLAYS BANK PLC) | Derivative-foreign exchange | US | $-516.11 | – | -0.00 | |
| USD/THB FORWARD (STATE STREET GLOBAL MARKETS, LLC) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| USD/THB FORWARD (J.P. MORGAN SECURITIES LLC) | Derivative-foreign exchange | US | $-31K | – | -0.00 | |
| USD/TRY FORWARD (UBS Securities LLC) | Derivative-foreign exchange | US | $78K | – | 0.00 | |
| USD/TRY FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $38K | – | 0.00 | |
| USD/TRY FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $38K | – | 0.00 | |
| USD/TRY FORWARD (BARCLAYS PLC) | Derivative-foreign exchange | US | $16K | – | 0.00 | |
| USD/TRY FORWARD (Bank of America, National Association) | Derivative-foreign exchange | US | $4K | – | 0.00 | |
| USD/TRY FORWARD (BARCLAYS BANK PLC) | Derivative-foreign exchange | US | $4K | – | 0.00 | |
| USD/TRY FORWARD (BARCLAYS BANK PLC) | Derivative-foreign exchange | US | $3K | – | 0.00 | |
| USD/TRY FORWARD (BARCLAYS BANK PLC) | Derivative-foreign exchange | US | $-4K | – | -0.00 | |
| USD/TWD FORWARD (J.P. MORGAN SECURITIES LLC) | Derivative-foreign exchange | US | $30K | – | 0.00 | |
| USD/TWD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $15K | – | 0.00 | |
| USD/TWD FORWARD (Bank of America, National Association) | Derivative-foreign exchange | US | $924.15 | – | 0.00 | |
| USD/TWD FORWARD (BARCLAYS PLC) | Derivative-foreign exchange | US | $-34.14 | – | -0.00 | |
| USD/TWD FORWARD (BARCLAYS PLC) | Derivative-foreign exchange | US | $-270.81 | – | -0.00 | |
| USD/ZAR FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $105K | – | 0.00 | |
| USD/ZAR FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $10K | – | 0.00 | |
| USD/ZAR FORWARD (UBS Securities LLC) | Derivative-foreign exchange | US | $3K | – | 0.00 | |
| USD/ZAR FORWARD (Bank of America, National Association) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| USD/ZAR FORWARD (UBS Securities LLC) | Derivative-foreign exchange | US | $-3K | – | -0.00 | |
| USD/ZAR FORWARD (STATE STREET GLOBAL MARKETS, LLC) | Derivative-foreign exchange | US | $-5K | – | -0.00 | |
| USD/ZAR FORWARD (BARCLAYS BANK PLC) | Derivative-foreign exchange | US | $-9K | – | -0.00 | |
| USD/ZAR FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $-16K | – | -0.00 | |
| USD/ZAR FORWARD (BARCLAYS PLC) | Derivative-foreign exchange | US | $-26K | – | -0.00 | |
| Vale SA | Long | Equity-common | BR | $1M | 123K | 0.01 |
| Valero Energy Corp | Long | Equity-common | US | $1000K | 6K | 0.01 |
| Valvoline Inc | Long | Debt | US | $65K | – | 0.00 |
| Vanguard Total Bond Market ETF | Long | Equity-common | US | $22M | 299K | 0.18 |
| Varun Beverages Ltd | Long | Equity-common | IN | $1M | 65K | 0.01 |
| VAT Group AG | Long | Equity-common | CH | $621K | 1K | 0.01 |
| Vector Group Ltd | Long | Debt | US | $3M | – | 0.02 |
| Ventas Inc | Long | Equity-common | US | $2M | 41K | 0.02 |
| Venture 32 CLO Ltd (Venture CDO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.05 |
| Venture Global Calcasieu Pass LLC | Long | Debt | US | $36K | – | 0.00 |
| Venture Global Calcasieu Pass LLC | Long | Debt | US | $36K | – | 0.00 |
| Veralto Corp | Long | Equity-common | US | $772K | 8K | 0.01 |
| Veralto Corp | Long | Debt | US | $497K | – | 0.00 |
| Veralto Corp | Long | Debt | US | $410K | – | 0.00 |
| Verbund AG | Long | Equity-common | AT | $182K | 2K | 0.00 |
| VeriSign Inc | Long | Equity-common | US | $152K | 854 | 0.00 |
| Verisk Analytics Inc | Long | Equity-common | US | $377K | 1K | 0.00 |
| Verizon Communications Inc | Long | Equity-common | US | $12M | 296K | 0.10 |
| Verizon Communications Inc | Long | Debt | US | $273K | – | 0.00 |
| Verizon Communications Inc | Long | Debt | US | $74K | – | 0.00 |
| Verizon Communications Inc | Long | Debt | US | $64K | – | 0.00 |
| Verizon Communications Inc | Long | Debt | US | $62K | – | 0.00 |
| Verizon Communications Inc | Long | Debt | US | $39K | – | 0.00 |
| Verizon Communications Inc | Long | Debt | US | $38K | – | 0.00 |
| Verizon Communications Inc | Long | Debt | US | $19K | – | 0.00 |
| Vertex Pharmaceuticals Inc | Long | Equity-common | US | $11M | 23K | 0.09 |
| Vertiv Holdings Co | Long | Equity-common | US | $6M | 71K | 0.05 |
| Vestas Wind Systems A/S | Long | Equity-common | DK | $947K | 41K | 0.01 |
| Viatris Inc | Long | Equity-common | US | $119K | 11K | 0.00 |
| VICI Properties Inc | Long | Equity-common | US | $278K | 10K | 0.00 |
| VICI Properties LP | Long | Debt | US | $675K | – | 0.01 |
| VICI Properties LP / VICI Note Co Inc (VICI PROPERTIES / NOTE) | Long | Debt | US | $418K | – | 0.00 |
| VICI Properties LP / VICI Note Co Inc (VICI PROPERTIES / NOTE) | Long | Debt | US | $126K | – | 0.00 |
| VICI Properties LP / VICI Note Co Inc (VICI PROPERTIES / NOTE) | Long | Debt | US | $69K | – | 0.00 |
| VICI Properties LP / VICI Note Co Inc (VICI PROPERTIES / NOTE) | Long | Debt | US | $59K | – | 0.00 |
| VICI Properties LP / VICI Note Co Inc (VICI PROPERTIES / NOTE) | Long | Debt | US | $29K | – | 0.00 |
| VICI Properties LP / VICI Note Co Inc (VICI PROPERTIES / NOTE) | Long | Debt | US | $9K | – | 0.00 |
| VICI Properties LP / VICI Note Co Inc (VICI PROPERTIES / NOTE) | Long | Debt | US | $5K | – | 0.00 |
| Vicinity Ltd | Long | Equity-common | AU | $1M | 1M | 0.01 |
| Viking Cruises Ltd | Long | Debt | BM | $1M | – | 0.01 |
| Vinci SA | Long | Equity-common | FR | $4M | 41K | 0.04 |
| Vipshop Holdings Ltd | Long | Equity-common | CN | $243K | 19K | 0.00 |
| Virgin Media Secured Finance PLC | Long | Debt | GB | $1M | – | 0.01 |
| Virgin Media Secured Finance PLC | Long | Debt | GB | $776K | – | 0.01 |
| Virtu Financial Inc | Long | Equity-common | US | $2M | 109K | 0.02 |
| Visa Inc | Long | Equity-common | US | $27M | 102K | 0.23 |
| Vistra Corp | Long | Debt | US | $3M | – | 0.03 |
| Vistra Corp | Long | Debt | US | $3M | – | 0.02 |
| Vistra Corp | Long | Debt | US | $2M | – | 0.02 |
| Vistra Corp | Long | Equity-common | US | $599K | 7K | 0.01 |
| Vistra Operations Co LLC (VISTRA CORP) | Long | Debt | US | $3M | – | 0.03 |
| Vistra Operations Co LLC | Long | Debt | US | $1M | – | 0.01 |
| Vistra Operations Co LLC | Long | Debt | US | $523K | – | 0.00 |
| Vistra Operations Co LLC (VISTRA CORP) | Long | Debt | US | $15K | – | 0.00 |
| Vivendi SE | Long | Equity-common | FR | $1M | 100K | 0.01 |
| Vmed O2 UK Financing I PLC | Long | Debt | GB | $2M | – | 0.02 |
| Vmed O2 UK Financing I PLC | Long | Debt | GB | $1M | – | 0.01 |
| Vodafone Group PLC | Long | Equity-common | GB | $1M | 1M | 0.01 |
| voestalpine AG | Long | Equity-common | AT | $1M | 45K | 0.01 |
| Volkswagen AG | Long | Equity-preferred | DE | $926K | 8K | 0.01 |
| Volkswagen AG | Long | Equity-common | DE | $224K | 2K | 0.00 |
| Volkswagen International Finance NV (VOLKSWAGEN INTL FIN NV) | Long | Debt | NL | $2M | – | 0.02 |
| Volvo AB | Long | Equity-common | SE | $3M | 135K | 0.03 |
| Volvo AB | Long | Equity-common | SE | $320K | 12K | 0.00 |
| Volvo Car AB | Long | Equity-common | SE | $835K | 270K | 0.01 |
| Vonovia SE | Long | Equity-common | DE | $1M | 41K | 0.01 |
| Voya CLO 2019-3 Ltd (Voya CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $451K | – | 0.00 |
| Vulcan Materials Co | Long | Equity-common | US | $12M | 49K | 0.10 |
| W R Berkley Corp | Long | Equity-common | US | $166K | 2K | 0.00 |
| Wal-Mart de Mexico SAB de CV | Long | Equity-common | MX | $486K | 142K | 0.00 |
| Walgreens Boots Alliance Inc | Long | Equity-common | US | $1000K | 83K | 0.01 |
| Walmart Inc | Long | Equity-common | US | $19M | 280K | 0.16 |
| Walt Disney Co/The | Long | Equity-common | US | $10M | 103K | 0.09 |
| Warehouses De Pauw CVA | Long | Equity-common | BE | $349K | 13K | 0.00 |
| Warner Bros Discovery Inc | Long | Equity-common | US | $2M | 260K | 0.02 |
| Warnermedia Holdings Inc | Long | Debt | US | $561K | – | 0.00 |
| Warnermedia Holdings Inc | Long | Debt | US | $423K | – | 0.00 |
| Warnermedia Holdings Inc | Long | Debt | US | $305K | – | 0.00 |
| Warnermedia Holdings Inc | Long | Debt | US | $152K | – | 0.00 |
| Wartsila OYJ Abp | Long | Equity-common | FI | $2M | 98K | 0.02 |
| Waste Management Inc | Long | Equity-common | US | $8M | 39K | 0.07 |
| Waters Corp | Long | Equity-common | US | $168K | 579 | 0.00 |
| Watsco Inc | Long | Equity-common | US | $728K | 2K | 0.01 |
| WEC Energy Group Inc | Long | Equity-common | US | $229K | 3K | 0.00 |
| Wellfleet CLO 2017-3 Ltd (Wellfleet CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $901K | – | 0.01 |
| Wellfleet CLO 2018-1 Ltd (Wellfleet CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.01 |
| Wellfleet CLO 2020-1 Ltd (Wellfleet CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $26M | – | 0.22 |
| Wellfleet CLO X LTD (Wellfleet CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.03 |
| Wells Fargo & Co | Long | Equity-common | US | $28M | 471K | 0.24 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $1M | – | 0.01 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $379K | – | 0.00 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $170K | – | 0.00 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $165K | – | 0.00 |
| Wells Fargo Commercial Mortgage Trust 2017-C38 | Long | ABS-mortgage backed security | US | $307K | – | 0.00 |
| Wells Fargo Commercial Mortgage Trust 2017-C41 | Long | ABS-mortgage backed security | US | $538K | – | 0.00 |
| Wells Fargo Commercial Mortgage Trust 2019-C49 | Long | ABS-mortgage backed security | US | $488K | – | 0.00 |
| Wells Fargo Commercial Mortgage Trust 2019-C52 | Long | ABS-mortgage backed security | US | $218K | – | 0.00 |
| Wells Fargo Commercial Mortgage Trust 2021-C59 | Long | ABS-mortgage backed security | US | $117K | – | 0.00 |
| Welltower Inc | Long | Equity-common | US | $537K | 5K | 0.00 |
| WESCO Distribution Inc | Long | Debt | US | $628K | – | 0.01 |
| WESCO Distribution Inc | Long | Debt | US | $556K | – | 0.00 |
| WESCO Distribution Inc | Long | Debt | US | $475K | – | 0.00 |
| WESCO International Inc | Long | Equity-common | US | $2M | 11K | 0.02 |
| Wesfarmers Ltd | Long | Equity-common | AU | $3M | 61K | 0.02 |
| West Japan Railway Co | Long | Equity-common | JP | $981K | 53K | 0.01 |
| West Pharmaceutical Services Inc | Long | Equity-common | US | $216K | 656 | 0.00 |
| Western Digital Corp | Long | Equity-common | US | $226K | 3K | 0.00 |
| Western Midstream Operating LP | Long | Debt | US | $768K | – | 0.01 |
| Western Midstream Operating LP | Long | Debt | US | $694K | – | 0.01 |
| Western Midstream Operating LP | Long | Debt | US | $477K | – | 0.00 |
| Western Midstream Operating LP | Long | Debt | US | $309K | – | 0.00 |
| Western Midstream Operating LP | Long | Debt | US | $298K | – | 0.00 |
| Western Midstream Operating LP | Long | Debt | US | $64K | – | 0.00 |
| Westinghouse Air Brake Technologies Corp | Long | Equity-common | US | $259K | 2K | 0.00 |
| Westpac Banking Corp | Long | Equity-common | AU | $3M | 193K | 0.03 |
| Westrock Co | Long | Equity-common | US | $121K | 2K | 0.00 |
| Weyerhaeuser Co | Long | Equity-common | US | $193K | 7K | 0.00 |
| WH Group Ltd | Long | Equity-common | HK | $3M | 4M | 0.02 |
| Wheels SPV 2 LLC (Wheels SPV LLC) | Long | ABS-other | US | $237K | – | 0.00 |
| Whitbread PLC | Long | Equity-common | GB | $1M | 31K | 0.01 |
| William Carter Co/The | Long | Debt | US | $1M | – | 0.01 |
| Williams Cos Inc/The | Long | Equity-common | US | $7M | 160K | 0.06 |
| Williams Cos Inc/The (WILLIAMS COMPANIES INC) | Long | Debt | US | $566K | – | 0.00 |
| Williams Cos Inc/The (WILLIAMS COMPANIES INC) | Long | Debt | US | $409K | – | 0.00 |
| Willis Towers Watson PLC | Long | Equity-common | GB | $282K | 1K | 0.00 |
| Wilmar International Ltd | Long | Equity-common | SG | $1M | 623K | 0.01 |
| Wind River 2016-1K CLO Ltd (Wind River CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.04 |
| Wintrust Financial Corp | Long | Equity-common | US | $631K | 6K | 0.01 |
| Wise PLC | Long | Equity-common | GB | $576K | 67K | 0.00 |
| Wix.com Ltd | Long | Equity-common | IL | $3M | 17K | 0.02 |
| Wolters Kluwer NV | Long | Equity-common | NL | $5M | 29K | 0.04 |
| Wolverine World Wide Inc | Long | Debt | US | $134K | – | 0.00 |
| World Omni Select Auto Trust 2021-A | Long | ABS-other | US | $284K | – | 0.00 |
| WP Carey Inc | Long | Debt | US | $961K | – | 0.01 |
| WPP PLC | Long | Equity-common | GB | $450K | 49K | 0.00 |
| WW Grainger Inc | Long | Equity-common | US | $376K | 417 | 0.00 |
| Wynn Macau Ltd | Long | Debt | KY | $1M | – | 0.01 |
| Wynn Resorts Finance LLC / Wynn Resorts Capital Corp | Long | Debt | US | $653K | – | 0.01 |
| Wynn Resorts Finance LLC / Wynn Resorts Capital Corp | Long | Debt | US | $44K | – | 0.00 |
| Wynn Resorts Ltd | Long | Equity-common | US | $82K | 916 | 0.00 |
| Xcel Energy Inc | Long | Equity-common | US | $4M | 75K | 0.03 |
| Xero Ltd | Long | Equity-common | NZ | $2M | 18K | 0.01 |
| XPO Inc | Long | Debt | US | $507K | – | 0.00 |
| XPO Inc | Long | Debt | US | $179K | – | 0.00 |
| Xylem Inc/NY | Long | Equity-common | US | $307K | 2K | 0.00 |
| Yamato Holdings Co Ltd | Long | Equity-common | JP | $194K | 18K | 0.00 |
| Yokogawa Electric Corp | Long | Equity-common | JP | $821K | 34K | 0.01 |
| Yum! Brands Inc | Long | Equity-common | US | $351K | 3K | 0.00 |
| Zalando SE | Long | Equity-common | DE | $462K | 20K | 0.00 |
| ZAR/USD FORWARD (Bank of America, National Association) | Derivative-foreign exchange | US | $12K | – | 0.00 | |
| ZAR/USD FORWARD (BNP PARIBAS) | Derivative-foreign exchange | US | $6K | – | 0.00 | |
| ZAR/USD FORWARD (HSBC SECURITIES (USA) INC.) | Derivative-foreign exchange | US | $3K | – | 0.00 | |
| ZAR/USD FORWARD (STATE STREET GLOBAL MARKETS, LLC) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| ZAR/USD FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $-482.78 | – | -0.00 | |
| ZAR/USD FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $-997.96 | – | -0.00 | |
| ZAR/USD FORWARD (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| ZAR/USD FORWARD (RBC DOMINION SECURITIES INC.) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| ZAR/USD FORWARD (HSBC SECURITIES (USA) INC.) | Derivative-foreign exchange | US | $-6K | – | -0.00 | |
| ZAR/USD FORWARD (HSBC SECURITIES (USA) INC.) | Derivative-foreign exchange | US | $-21K | – | -0.00 | |
| Zebra Technologies Corp | Long | Equity-common | US | $149K | 482 | 0.00 |
| Zimmer Biomet Holdings Inc | Long | Equity-common | US | $4M | 36K | 0.03 |
| Zoetis Inc | Long | Equity-common | US | $752K | 4K | 0.01 |
| Zoom Video Communications Inc | Long | Equity-common | US | $6M | 95K | 0.05 |
| Zurich Insurance Group AG | Long | Equity-common | CH | $5M | 10K | 0.04 |
Address
Advanced Series Trust
655 Broad Street
Newark
New Jersey
07102-4077
United States of America
Directors
Susan Davenport Austin
Robert F. Gunia
Sherry S. Barrat
Stephen M. Chipman
Jessica M. Bibliowicz
Thomas M. O'Brien
Kay Ryan Booth
Timothy S. Cronin
Transfer Agents
Prudential Mutual Fund Services LLC
BNY Mellon Investment Servicing (US) Inc.
Pricing Services
LSEG US FIN CORP.
S&P Global Market Intelligence
Intercontinental Exchange, Inc.
Bloomberg Finance L.P.
Custodians
The Bank of New York Mellon
The Bank of New York Mellon SA/NV (Belgium)
Euroclear Bank SA/NV (Belgium)
Shareholder Servicing Agents
Prudential Mutual Fund Services LLC
Admins
PGIM INVESTMENTS LLC
Brokers
J.P. Morgan Securities LLC
GOLDMAN SACHS & CO. LLC
CitiGroup Global Markets Inc.
BOFA SECURITIES, INC.