Federated Hermes Funds > Federated Hermes Global Allocation Fund
Federated Hermes Global Allocation Fund
$295.86M
Avg Monthly Net Assets
$282.47M
Total Assets
$1.00M
Total Liabilities
$281.46M
Net Assets
Federated Hermes Global Allocation Fund is a Fund of Funds in Federated Hermes Global Allocation Fund
from Federated Hermes Funds,
based in Pennsylvania,
United States of America.
The fund has five share classes
and monthly net assets of $295.86M.
On July 24th, 2024 it reported 1,360 holdings, the largest
being PRUDENTIAL QMA STRAT VAL- (8.2%), FEDERATED MORTGAGE CORE PORTFOLIO (4.5%) and Microsoft Corp (2.5%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class A Shares | C000024797 | FSTBX | |
| Class C Shares | C000024799 | FSBCX | |
| Class R Shares | C000024800 | FSBKX | |
| Class R6 Shares | C000170844 | FSBLX | |
| Institutional Shares | C000077842 | SBFIX |
Holdings
From latest NPORT-P, filed July 24th, 2024 for period ending May 31st, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| A O Smith Corp | Long | Equity-common | US | $438K | 5K | 0.16 |
| ABB Ltd | Long | Equity-common | CH | $416K | 8K | 0.15 |
| Abbott Laboratories | Long | Equity-common | US | $944K | 9K | 0.34 |
| AbbVie Inc | Long | Equity-common | US | $133K | 827 | 0.05 |
| Abercrombie & Fitch Co | Long | Equity-common | US | $53K | 306 | 0.02 |
| ABM Industries Inc | Long | Equity-common | US | $19K | 393 | 0.01 |
| abrdn plc | Long | Equity-common | GB | $44K | 22K | 0.02 |
| Absa Group Ltd | Long | Equity-common | ZA | $82K | 10K | 0.03 |
| Acacia Research Corp | Long | Equity-common | US | $11.16 | 2 | 0.00 |
| Academy Sports & Outdoors Inc | Long | Equity-common | US | $40K | 692 | 0.01 |
| Accton Technology Corp | Long | Equity-common | TW | $63K | 4K | 0.02 |
| ACELYRIN Inc | Long | Equity-common | US | $19K | 5K | 0.01 |
| Acer Inc | Long | Equity-common | TW | $15K | 9K | 0.01 |
| ACM Research Inc | Long | Equity-common | US | $37K | 2K | 0.01 |
| Acushnet Holdings Corp | Long | Equity-common | US | $50K | 766 | 0.02 |
| Adaptive Biotechnologies Corp | Long | Equity-common | US | $36K | 10K | 0.01 |
| Addus HomeCare Corp | Long | Equity-common | US | $30K | 259 | 0.01 |
| Adobe Inc | Long | Equity-common | US | $43K | 96 | 0.02 |
| Advance Auto Parts Inc | Long | Debt | US | $540K | – | 0.19 |
| Advanced Micro Devices Inc | Long | Equity-common | US | $598K | 4K | 0.21 |
| Advantage Solutions Inc | Long | Equity-common | US | $13.76 | 4 | 0.00 |
| AerCap Holdings NV | Long | Equity-common | NL | $95K | 1K | 0.03 |
| AES Corp (AES Corp/The) | Long | Equity-common | US | $691K | 32K | 0.25 |
| Aflac Inc | Long | Equity-common | US | $709K | 8K | 0.25 |
| Ageas SA/NV | Long | Equity-common | BE | $17K | 350 | 0.01 |
| Agilent Technologies Inc | Long | Equity-common | US | $575K | 4K | 0.20 |
| Agilysys Inc | Long | Equity-common | US | $42K | 435 | 0.01 |
| Agricultural Bank of China Ltd | Long | Equity-common | CN | $2K | 3K | 0.00 |
| AIA Group Ltd | Long | Debt | HK | $157K | – | 0.06 |
| AIB Group PLC | Long | Equity-common | IE | $20K | 3K | 0.01 |
| Air Lease Corp | Long | Debt | US | $222K | – | 0.08 |
| Air Liquide SA | Long | Equity-common | FR | $25K | 129 | 0.01 |
| Airbus SE | Long | Equity-common | NL | $14K | 85 | 0.01 |
| Ajinomoto Co Inc | Long | Equity-common | JP | $129K | 4K | 0.05 |
| Aker BP ASA | Long | Equity-common | NO | $18K | 700 | 0.01 |
| Akzo Nobel NV | Long | Equity-common | NL | $60K | 860 | 0.02 |
| Al Rajhi Bank | Long | Equity-common | SA | $162K | 8K | 0.06 |
| Alabama Power Co | Long | Debt | US | $97K | – | 0.03 |
| Alarm.com Holdings Inc | Long | Equity-common | US | $50K | 771 | 0.02 |
| Alector Inc | Long | Equity-common | US | $28K | 6K | 0.01 |
| Alibaba Group Holding Ltd | Long | Equity-common | KY | $668K | 68K | 0.24 |
| Alibaba Health Information Technology Ltd | Long | Equity-common | BM | $65K | 154K | 0.02 |
| Alignment Healthcare Inc | Long | Equity-common | US | $15.76 | 2 | 0.00 |
| Alimentation Couche-Tard Inc | Long | Equity-common | CA | $38K | 648 | 0.01 |
| Alinma Bank | Long | Equity-common | SA | $8.2 | 1 | 0.00 |
| Allegion PLC | Long | Debt | IE | $115K | – | 0.04 |
| ALLETE Inc | Long | Equity-common | US | $28K | 448 | 0.01 |
| Allianz SE | Long | Equity-common | DE | $312K | 1K | 0.11 |
| Allogene Therapeutics Inc | Long | Equity-common | US | $38K | 15K | 0.01 |
| Alpha & Omega Semiconductor Ltd | Long | Equity-common | BM | $28K | 952 | 0.01 |
| Alpha Metallurgical Resources Inc | Long | Equity-common | US | $41K | 129 | 0.01 |
| Alpha Services and Holdings SA | Long | Equity-common | GR | $8K | 5K | 0.00 |
| Alphabet Inc | Long | Equity-common | US | $3M | 15K | 0.91 |
| Alphabet Inc | Long | Equity-common | US | $2M | 13K | 0.79 |
| Alrosa PJSC | Long | Equity-common | RU | $0 | 44K | – |
| AltaGas Ltd | Long | Equity-common | CA | $102K | 5K | 0.04 |
| Altria Group Inc | Long | Equity-common | US | $771K | 17K | 0.27 |
| ALX Oncology Holdings Inc | Long | Equity-common | US | $29K | 3K | 0.01 |
| Amalgamated Financial Corp | Long | Equity-common | US | $46K | 2K | 0.02 |
| Amazon.com Inc | Long | Equity-common | US | $4M | 23K | 1.43 |
| Ambac Financial Group Inc | Long | Equity-common | US | $47K | 3K | 0.02 |
| Ambev SA | Long | Equity-common | BR | $85K | 38K | 0.03 |
| Ameren Corp | Long | Debt | US | $169K | – | 0.06 |
| American Eagle Outfitters Inc | Long | Equity-common | US | $38K | 2K | 0.01 |
| American Express Co | Long | Equity-common | US | $888K | 4K | 0.32 |
| American Homes 4 Rent | Long | Equity-common | US | $377K | 10K | 0.13 |
| American International Group Inc | Long | Equity-common | US | $170K | 2K | 0.06 |
| American Tower Corp | Long | Debt | US | $99K | – | 0.04 |
| Ameriprise Financial Inc | Long | Equity-common | US | $674K | 2K | 0.24 |
| AmerisourceBergen Corp (Cencora Inc) | Long | Equity-common | US | $271K | 1K | 0.10 |
| Amgen Inc | Long | Equity-common | US | $901K | 3K | 0.32 |
| Amkor Technology Inc | Long | Equity-common | US | $56K | 2K | 0.02 |
| AMN Healthcare Services Inc | Long | Equity-common | US | $35K | 634 | 0.01 |
| Ampol Ltd | Long | Equity-common | AU | $73K | 3K | 0.03 |
| Andersons Inc/The | Long | Equity-common | US | $6K | 115 | 0.00 |
| Anheuser-Busch InBev SA/NV | Long | Equity-common | BE | $120K | 2K | 0.04 |
| Annexon Inc | Long | Equity-common | US | $9K | 2K | 0.00 |
| Anywhere Real Estate Inc | Long | Equity-common | US | $8.14 | 2 | 0.00 |
| ANZ Group Holdings Ltd | Long | Equity-common | AU | $16K | 861 | 0.01 |
| API Group Corp | Long | Equity-common | US | $68K | 2K | 0.02 |
| Apollo Medical Holdings Inc (Astrana Health Inc) | Long | Equity-common | US | $11K | 269 | 0.00 |
| Appfolio Inc | Long | Equity-common | US | $58K | 252 | 0.02 |
| Apple Inc | Long | Equity-common | US | $7M | 36K | 2.47 |
| Applied Industrial Technologies Inc | Long | Equity-common | US | $71K | 366 | 0.03 |
| Applied Materials Inc | Long | Equity-common | US | $1M | 5K | 0.36 |
| Aptiv PLC | Long | Equity-common | JE | $53K | 640 | 0.02 |
| Arab National Bank | Long | Equity-common | SA | $77K | 15K | 0.03 |
| Arabian Internet & Communications Services Co | Long | Equity-common | SA | $5K | 69 | 0.00 |
| Arbutus Biopharma Corp | Long | Equity-common | CA | $54K | 16K | 0.02 |
| Arca Continental SAB de CV | Long | Equity-common | MX | $78K | 8K | 0.03 |
| Arcadium Lithium PLC | Long | Equity-common | JE | $8.86 | 2 | 0.00 |
| ArcelorMittal SA | Long | Equity-common | LU | $243K | 9K | 0.09 |
| Archer-Daniels-Midland Co | Long | Equity-common | US | $659K | 11K | 0.23 |
| Ardmore Shipping Corp | Long | Equity-common | MH | $28K | 1K | 0.01 |
| Argenx SE | Long | Equity-common | NL | $48K | 129 | 0.02 |
| Aristocrat Leisure Ltd | Long | Equity-common | AU | $207K | 7K | 0.07 |
| Asahi Kasei Corp | Long | Equity-common | JP | $206K | 32K | 0.07 |
| ASE Technology Holding Co Ltd | Long | Equity-common | TW | $82K | 17K | 0.03 |
| Ashtead Capital Inc | Long | Debt | US | $254K | – | 0.09 |
| Ashtead Capital Inc | Long | Debt | US | $200K | – | 0.07 |
| Asian Paints Ltd | Long | Equity-common | IN | $46K | 1K | 0.02 |
| ASML Holding NV | Long | Equity-common | NL | $983K | 1K | 0.35 |
| AssetMark Financial Holdings Inc | Long | Equity-common | US | $47K | 1K | 0.02 |
| Astellas Pharma Inc | Long | Equity-common | JP | $38K | 4K | 0.01 |
| AstraZeneca PLC | Long | Equity-common | GB | $334K | 2K | 0.12 |
| Asustek Computer Inc | Long | Equity-common | TW | $111K | 7K | 0.04 |
| AT&T Inc | Long | Equity-common | US | $309K | 17K | 0.11 |
| AT&T Inc | Long | Debt | US | $245K | – | 0.09 |
| Atkore International Group Inc (Atkore Inc) | Long | Equity-common | US | $60K | 395 | 0.02 |
| Atlas Copco AB | Long | Equity-common | SE | $333K | 17K | 0.12 |
| Atlas Copco AB | Long | Equity-common | SE | $277K | 17K | 0.10 |
| Atlassian Corp | Long | Equity-common | US | $424K | 3K | 0.15 |
| Auckland International Airport Ltd | Long | Equity-common | NZ | $14K | 3K | 0.00 |
| Aurinia Pharmaceuticals Inc | Long | Equity-common | CA | $10.84 | 2 | 0.00 |
| Aurora Innovation Inc | Long | Equity-common | US | $9.56 | 4 | 0.00 |
| Australia Government Bond (Australia Government Bonds) | Long | Debt | AU | $243K | – | 0.09 |
| Australia Government Bond (AUSTRALIAN GOVERNMENT) | Long | Debt | AU | $223K | – | 0.08 |
| Automatic Data Processing Inc | Long | Equity-common | US | $398K | 2K | 0.14 |
| AutoNation Inc | Long | Debt | US | $214K | – | 0.08 |
| AutoZone Inc | Long | Equity-common | US | $208K | 75 | 0.07 |
| AvalonBay Communities Inc | Long | Equity-common | US | $390K | 2K | 0.14 |
| Aviva PLC | Long | Equity-common | GB | $70K | 11K | 0.03 |
| AXA SA | Long | Equity-common | FR | $226K | 6K | 0.08 |
| Axiata Group Bhd | Long | Equity-common | MY | $35K | 59K | 0.01 |
| Azbil Corp | Long | Equity-common | JP | $205K | 7K | 0.07 |
| AZZ Inc | Long | Equity-common | US | $23K | 280 | 0.01 |
| Badger Meter Inc | Long | Equity-common | US | $56K | 292 | 0.02 |
| Bajaj Auto Ltd | Long | Equity-common | IN | $96K | 881 | 0.03 |
| Banco Bilbao Vizcaya Argentaria SA | Long | Equity-common | ES | $321K | 30K | 0.11 |
| Banco BPM SpA | Long | Equity-common | IT | $27K | 4K | 0.01 |
| Banco Bradesco SA | Long | Equity-common | BR | $54K | 25K | 0.02 |
| Banco del Bajio SA | Long | Equity-common | MX | $76K | 22K | 0.03 |
| Banco do Brasil SA | Long | Equity-common | BR | $16K | 3K | 0.01 |
| Bancorp Inc/The | Long | Equity-common | US | $53K | 2K | 0.02 |
| Bangkok Dusit Medical Services PCL | Long | Equity-common | TH | $51K | 69K | 0.02 |
| Bangkok Expressway & Metro PCL | Long | Equity-common | TH | $67K | 311K | 0.02 |
| BANK 2017-BNK8 | Long | ABS-mortgage backed security | US | $236K | – | 0.08 |
| BANK 2023-BNK46 | Long | ABS-mortgage backed security | US | $128K | – | 0.05 |
| Bank Al-Jazira | Long | Equity-common | SA | $4.01 | 1 | 0.00 |
| Bank AlBilad | Long | Equity-common | SA | $8.74 | 1 | 0.00 |
| Bank Central Asia Tbk PT | Long | Equity-common | ID | $2K | 4K | 0.00 |
| Bank Hapoalim BM | Long | Equity-common | IL | $209K | 23K | 0.07 |
| Bank Leumi Le-Israel BM | Long | Equity-common | IL | $62K | 7K | 0.02 |
| Bank Mandiri Persero Tbk PT | Long | Equity-common | ID | $97K | 268K | 0.03 |
| Bank Negara Indonesia Persero Tbk PT | Long | Equity-common | ID | $42K | 156K | 0.02 |
| Bank of America Corp | Long | Debt | US | $420K | – | 0.15 |
| Bank of America Corp | Long | Debt | US | $297K | – | 0.11 |
| Bank of America Corp | Long | Equity-common | US | $239K | 6K | 0.08 |
| Bank of America Corp | Long | Debt | US | $93K | – | 0.03 |
| Bank of Baroda | Long | Equity-common | IN | $3.2 | 1 | 0.00 |
| Bank of China Ltd | Long | Equity-common | CN | $283K | 595K | 0.10 |
| Bank of Communications Co Ltd | Long | Equity-common | CN | $58K | 77K | 0.02 |
| Bank of Ireland Group PLC | Long | Equity-common | IE | $27K | 2K | 0.01 |
| Bank of New York Mellon Corp/The | Long | Equity-common | US | $682K | 11K | 0.24 |
| Bank of Nova Scotia/The | Long | Equity-common | CA | $33K | 689 | 0.01 |
| Bank Rakyat Indonesia Persero Tbk PT | Long | Equity-common | ID | $96K | 362K | 0.03 |
| Baoshan Iron & Steel Co Ltd | Long | Equity-common | CN | $29K | 31K | 0.01 |
| Barclays PLC | Long | Equity-common | GB | $321K | 113K | 0.11 |
| Barrett Business Services Inc | Long | Equity-common | US | $6K | 49 | 0.00 |
| BAT Capital Corp | Long | Debt | US | $147K | – | 0.05 |
| Bayerische Motoren Werke AG | Long | Equity-common | DE | $253K | 3K | 0.09 |
| BB Seguridade Participacoes SA | Long | Equity-common | BR | $87K | 14K | 0.03 |
| Beacon Roofing Supply Inc | Long | Equity-common | US | $57K | 584 | 0.02 |
| Bechtle AG | Long | Equity-common | DE | $19K | 402 | 0.01 |
| Bel Fuse Inc | Long | Equity-common | US | $2K | 36 | 0.00 |
| Belden Inc | Long | Equity-common | US | $16K | 164 | 0.01 |
| BellRing Brands Inc | Long | Equity-common | US | $31K | 534 | 0.01 |
| Berger Paints India Ltd | Long | Equity-common | IN | $23K | 4K | 0.01 |
| Berkeley Group Holdings PLC | Long | Equity-common | GB | $172K | 3K | 0.06 |
| Berkshire Hathaway Inc | Long | Equity-common | US | $3M | 6K | 0.89 |
| Berry Global Group Inc | Long | Equity-common | US | $477K | 8K | 0.17 |
| Bharat Petroleum Corp Ltd | Long | Equity-common | IN | $95K | 13K | 0.03 |
| Bharti Airtel Ltd | Long | Equity-common | IN | $163K | 10K | 0.06 |
| BHP Group Ltd | Long | Equity-common | AU | $331K | 11K | 0.12 |
| Bid Corp Ltd | Long | Equity-common | ZA | $88K | 4K | 0.03 |
| Bidvest Group Ltd/The | Long | Equity-common | ZA | $222.34 | 17 | 0.00 |
| BIM Birlesik Magazalar AS | Long | Equity-common | TR | $70K | 5K | 0.03 |
| Biogen Inc | Long | Equity-common | US | $89K | 396 | 0.03 |
| Birkenstock Holding Plc | Long | Equity-common | JE | $3K | 58 | 0.00 |
| Black Hills Corp | Long | Equity-common | US | $53K | 944 | 0.02 |
| BlackLine Inc | Long | Equity-common | US | $44K | 930 | 0.02 |
| Bloomin' Brands Inc | Long | Equity-common | US | $6K | 292 | 0.00 |
| BlueLinx Holdings Inc | Long | Equity-common | US | $19K | 188 | 0.01 |
| BMO 2023-5C1 Mortgage Trust (BMO Mortgage Trust) | Long | ABS-mortgage backed security | US | $155K | – | 0.05 |
| BMO 2023-C4 Mortgage Trust (BMO Mortgage Trust) | Long | ABS-mortgage backed security | US | $195K | – | 0.07 |
| Boardwalk Pipelines LP | Long | Debt | US | $112K | – | 0.04 |
| BOC Hong Kong Holdings Ltd | Long | Equity-common | HK | $229K | 73K | 0.08 |
| Boise Cascade Co | Long | Equity-common | US | $64K | 465 | 0.02 |
| BorgWarner Inc | Long | Equity-common | US | $20K | 550 | 0.01 |
| BP PLC | Long | Equity-common | GB | $136K | 22K | 0.05 |
| Brambles Ltd | Long | Equity-common | AU | $150K | 16K | 0.05 |
| Brazil Notas do Tesouro Nacional Serie F (NOTA DO TESOURO NACIONAL) | Long | Debt | BR | $242K | – | 0.09 |
| Brenntag SE | Long | Equity-common | DE | $71.85 | 1 | 0.00 |
| Bridgestone Corp | Long | Equity-common | JP | $253K | 6K | 0.09 |
| Britannia Industries Ltd | Long | Debt | IN | $882.81 | – | 0.00 |
| Broadcom Inc | Long | Equity-common | US | $1M | 812 | 0.38 |
| Broadcom Inc | Long | Debt | US | $33K | – | 0.01 |
| Broadstone Net Lease Inc | Long | Equity-common | US | $30.7 | 2 | 0.00 |
| Brookfield Business Corp | Long | Equity-common | CA | $40K | 2K | 0.01 |
| Brother Industries Ltd | Long | Equity-common | JP | $123K | 6K | 0.04 |
| Bruker Corp | Long | Equity-common | US | $27K | 419 | 0.01 |
| Bundesrepublik Deutschland Bundesanleihe (BUNDESREPUB. DEUTSCHLAND) | Long | Debt | DE | $850K | – | 0.30 |
| Bundesrepublik Deutschland Bundesanleihe (BUNDESREPUB. DEUTSCHLAND) | Long | Debt | DE | $531K | – | 0.19 |
| Bundesrepublik Deutschland Bundesanleihe | Long | Debt | DE | $406K | – | 0.14 |
| Bundesrepublik Deutschland Bundesanleihe (BUNDESREPUB. DEUTSCHLAND) | Long | Debt | DE | $321K | – | 0.11 |
| Bundesrepublik Deutschland Bundesanleihe (BUNDESREPUB. DEUTSCHLAND) | Long | Debt | DE | $316K | – | 0.11 |
| Burberry Group PLC | Long | Equity-common | GB | $63K | 5K | 0.02 |
| BYD Co Ltd | Long | Equity-common | CN | $340K | 12K | 0.12 |
| BYD Co Ltd | Long | Equity-common | CN | $89K | 3K | 0.03 |
| BYD Electronic International Co Ltd | Long | Equity-common | HK | $100K | 23K | 0.04 |
| Byline Bancorp Inc | Long | Equity-common | US | $47K | 2K | 0.02 |
| Caixa Seguridade Participacoes S/A | Long | Equity-common | BR | $77K | 27K | 0.03 |
| Cal-Maine Foods Inc | Long | Equity-common | US | $35K | 567 | 0.01 |
| California Resources Corp | Long | Equity-common | US | $5K | 97 | 0.00 |
| Camden Property Trust | Long | Debt | US | $61K | – | 0.02 |
| Camp Pendleton & Quantico Housing LLC (CAMP PENDELTON/QUANTICO) | Long | Debt | US | $95K | – | 0.03 |
| CANADIAN GOVERNMENT | Long | Debt | CA | $387K | – | 0.14 |
| Canadian Government Bond | Long | Debt | CA | $330K | – | 0.12 |
| Canadian Government Bond | Long | Debt | CA | $298K | – | 0.11 |
| Canadian Government Bond (Canada Government Bonds) | Long | Debt | CA | $137K | – | 0.05 |
| Canadian National Railway Co | Long | Equity-common | CA | $200K | 2K | 0.07 |
| Canadian Natural Resources Ltd | Long | Equity-common | CA | $254K | 3K | 0.09 |
| Canadian Tire Corp Ltd | Long | Equity-common | CA | $128K | 1K | 0.05 |
| Cantaloupe Inc | Long | Equity-common | US | $38K | 5K | 0.01 |
| Capgemini SE | Long | Equity-common | FR | $48K | 238 | 0.02 |
| Capitol Federal Financial Inc | Long | Equity-common | US | $15.51 | 3 | 0.00 |
| CareDx Inc | Long | Equity-common | US | $49K | 4K | 0.02 |
| Carl Zeiss Meditec AG | Long | Equity-common | DE | $133K | 1K | 0.05 |
| Carlisle Cos Inc | Long | Equity-common | US | $550K | 1K | 0.20 |
| Carlsberg AS | Long | Equity-common | DK | $135.24 | 1 | 0.00 |
| Carrefour SA | Long | Equity-common | FR | $3K | 179 | 0.00 |
| Carrier Global Corp | Long | Debt | US | $91K | – | 0.03 |
| Carvana Co | Long | Equity-common | US | $74K | 743 | 0.03 |
| Caterpillar Inc | Long | Equity-common | US | $941K | 3K | 0.33 |
| Cathay General Bancorp | Long | Equity-common | US | $33K | 899 | 0.01 |
| CBIZ Inc | Long | Equity-common | US | $57K | 750 | 0.02 |
| CDW Corp/DE | Long | Equity-common | US | $99K | 441 | 0.04 |
| CDW LLC / CDW Finance Corp (CDW LLC/CDW FINANCE) | Long | Debt | US | $233K | – | 0.08 |
| CELCOMDIGI BHD | Long | Equity-common | MY | $45K | 55K | 0.02 |
| Centene Corp | Long | Equity-common | US | $71.59 | 1 | 0.00 |
| Centrica PLC | Long | Equity-common | GB | $2K | 944 | 0.00 |
| CEZ AS | Long | Equity-common | CZ | $15K | 359 | 0.01 |
| CGI Inc | Long | Equity-common | CA | $197K | 2K | 0.07 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $110K | – | 0.04 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $29K | – | 0.01 |
| Chatham Lodging Trust | Long | Equity-common | US | $39K | 5K | 0.01 |
| Chefs' Warehouse Inc/The | Long | Equity-common | US | $5K | 118 | 0.00 |
| Chevron Corp | Long | Equity-common | US | $761K | 5K | 0.27 |
| China Communications Services Corp Ltd | Long | Equity-common | CN | $41K | 84K | 0.01 |
| China Construction Bank Corp | Long | Equity-common | CN | $375K | 529K | 0.13 |
| China Hongqiao Group Ltd | Long | Equity-common | KY | $191K | 115K | 0.07 |
| China Merchants Bank Co Ltd | Long | Equity-common | CN | $5K | 1K | 0.00 |
| China Overseas Property Holdings Ltd | Long | Equity-common | KY | $89K | 130K | 0.03 |
| China Pacific Insurance Group Co Ltd | Long | Equity-common | CN | $62K | 16K | 0.02 |
| China Pacific Insurance Group Co Ltd | Long | Equity-common | CN | $51K | 19K | 0.02 |
| China Resources Gas Group Ltd | Long | Equity-common | BM | $3K | 800 | 0.00 |
| China Resources Mixc Lifestyle Services Ltd | Long | Equity-common | KY | $174K | 50K | 0.06 |
| China Resources Power Holdings Co Ltd | Long | Equity-common | HK | $142K | 50K | 0.05 |
| Chocoladefabriken Lindt & Spruengli AG | Long | Equity-common | CH | $119K | 1 | 0.04 |
| Chongqing Changan Automobile Co Ltd | Long | Equity-common | CN | $39K | 20K | 0.01 |
| Chongqing Zhifei Biological Products Co Ltd | Long | Equity-common | CN | $10K | 2K | 0.00 |
| Cie de Saint-Gobain SA | Long | Equity-common | FR | $236K | 3K | 0.08 |
| Cie Financiere Richemont SA | Long | Equity-common | CH | $198K | 1K | 0.07 |
| Cie Generale des Etablissements Michelin SCA (Michelin) | Long | Equity-common | FR | $271K | 7K | 0.10 |
| Cigna Group/The | Long | Equity-common | US | $850K | 2K | 0.30 |
| CIMB Group Holdings Bhd | Long | Equity-common | MY | $47K | 32K | 0.02 |
| Cinemark Holdings Inc | Long | Equity-common | US | $2K | 107 | 0.00 |
| Cintas Corp | Long | Equity-common | US | $700K | 1K | 0.25 |
| Cipla Ltd/India | Long | Equity-common | IN | $65K | 4K | 0.02 |
| Cisco Systems Inc | Long | Equity-common | US | $921K | 20K | 0.33 |
| Citigroup Inc | Long | Debt | US | $267K | – | 0.09 |
| Citigroup Inc | Long | Equity-common | US | $247K | 4K | 0.09 |
| Citigroup Inc | Long | Debt | US | $97K | – | 0.03 |
| Citizens Auto Receivables Trust 2024-2 | Long | ABS-other | US | $300K | – | 0.11 |
| Citizens Bank NA/Providence RI (CITIZENS BANK NA/RI) | Long | Debt | US | $241K | – | 0.09 |
| Citizens Financial Group Inc | Long | Equity-common | US | $780K | 22K | 0.28 |
| Citizens Financial Group Inc | Long | Debt | US | $98K | – | 0.03 |
| CK Hutchison Holdings Ltd | Long | Equity-common | KY | $10K | 2K | 0.00 |
| Clear Secure Inc | Long | Equity-common | US | $18K | 1K | 0.01 |
| Clearwater Paper Corp | Long | Equity-common | US | $16K | 308 | 0.01 |
| Clearway Energy Inc | Long | Equity-common | US | $51K | 2K | 0.02 |
| Cleveland-Cliffs Inc | Long | Equity-common | US | $436K | 25K | 0.15 |
| CLP Holdings Ltd | Long | Equity-common | HK | $230K | 29K | 0.08 |
| CMOC Group Ltd | Long | Equity-common | CN | $17K | 15K | 0.01 |
| CMOC Group Ltd | Long | Equity-common | CN | $3K | 3K | 0.00 |
| CNA Financial Corp | Long | Equity-common | US | $395K | 9K | 0.14 |
| CNO Financial Group Inc | Long | Equity-common | US | $19K | 656 | 0.01 |
| Coal India Ltd | Long | Equity-common | IN | $5.93 | 1 | 0.00 |
| Coca-Cola Co/The | Long | Equity-common | US | $170K | 3K | 0.06 |
| Coca-Cola Consolidated Inc | Long | Equity-common | US | $55K | 56 | 0.02 |
| Coca-Cola Europacific Partners PLC | Long | Equity-common | GB | $25K | 336 | 0.01 |
| Coca-Cola Femsa SAB de CV | Long | Equity-common | MX | $42K | 4K | 0.01 |
| Cochlear Ltd | Long | Equity-common | AU | $239K | 1K | 0.08 |
| Commonwealth Bank of Australia | Long | Equity-common | AU | $165K | 2K | 0.06 |
| Compal Electronics Inc | Long | Equity-common | TW | $11K | 10K | 0.00 |
| Compass Bank (PNC BANK NA) | Long | Debt | US | $246K | – | 0.09 |
| Compass Inc | Long | Equity-common | US | $18.75 | 5 | 0.00 |
| Concentrix Corp | Long | Debt | US | $76K | – | 0.03 |
| CONSOL Energy Inc | Long | Equity-common | US | $58K | 558 | 0.02 |
| Constellium SE | Long | Equity-common | FR | $27K | 1K | 0.01 |
| CONTRA ICOSAVAX INC | Derivative-equity | US | $603.57 | 2K | 0.00 | |
| CONTRA RESOLUTE FOREST | Derivative-equity | US | $816.5 | 575 | 0.00 | |
| Corteva Inc | Long | Equity-common | US | $657K | 12K | 0.23 |
| CorVel Corp | Long | Equity-common | US | $48K | 202 | 0.02 |
| Costamare Inc | Long | Equity-common | MH | $22K | 1K | 0.01 |
| Costco Wholesale Corp | Long | Equity-common | US | $239K | 295 | 0.08 |
| Cousins Properties Inc | Long | Equity-common | US | $123K | 5K | 0.04 |
| CRA International Inc | Long | Equity-common | US | $55K | 310 | 0.02 |
| CRH PLC | Long | Equity-common | IE | $325K | 4K | 0.12 |
| CrossFirst Bankshares Inc | Long | Equity-common | US | $45K | 3K | 0.02 |
| Crown Castle Inc | Long | Debt | US | $325K | – | 0.12 |
| Crown Castle International Corp (Crown Castle Inc) | Long | Equity-common | US | $385K | 4K | 0.14 |
| CSL Ltd | Long | Equity-common | AU | $375.25 | 2 | 0.00 |
| CSPC Pharmaceutical Group Ltd | Long | Equity-common | HK | $97K | 114K | 0.03 |
| CSX CORP | Long | Equity-common | US | $650K | 19K | 0.23 |
| CubeSmart | Long | Equity-common | US | $127K | 3K | 0.05 |
| Cummins Inc | Long | Equity-common | US | $634K | 2K | 0.23 |
| Cummins India Ltd | Long | Equity-common | IN | $98K | 2K | 0.03 |
| Customers Bancorp Inc | Long | Equity-common | US | $47K | 1K | 0.02 |
| CVS Health Corp | Long | Equity-common | US | $610K | 10K | 0.22 |
| CVS Pass-Through Trust | Long | Debt | US | $35K | – | 0.01 |
| Cytek Biosciences Inc | Long | Equity-common | US | $35K | 6K | 0.01 |
| D'ieteren Group | Long | Equity-common | BE | $10K | 47 | 0.00 |
| Dai Nippon Printing Co Ltd | Long | Equity-common | JP | $109K | 4K | 0.04 |
| Daikin Industries Ltd | Long | Equity-common | JP | $58K | 400 | 0.02 |
| Daimler Truck Holding AG | Long | Equity-common | DE | $129K | 3K | 0.05 |
| Daito Trust Construction Co Ltd | Long | Equity-common | JP | $11K | 100 | 0.00 |
| Danone SA | Long | Equity-common | FR | $72K | 1K | 0.03 |
| Dassault Aviation SA | Long | Equity-common | FR | $120K | 552 | 0.04 |
| Dave & Buster's Entertainment Inc | Long | Equity-common | US | $44K | 859 | 0.02 |
| Deere & Co | Long | Equity-common | US | $719K | 2K | 0.26 |
| Deere & Co (DEERE & COMPANY) | Long | Debt | US | $191K | – | 0.07 |
| Dell International LLC / EMC Corp (DELL INT LLC / EMC CORP) | Long | Debt | US | $231K | – | 0.08 |
| Delta Air Lines Inc | Long | Equity-common | US | $51.02 | 1 | 0.00 |
| Delta Electronics Inc | Long | Equity-common | TW | $120K | 12K | 0.04 |
| Delta Electronics Thailand PCL | Long | Equity-common | TH | $13K | 7K | 0.00 |
| Deutsche Telekom AG | Long | Equity-common | DE | $164K | 7K | 0.06 |
| DHT Holdings Inc | Long | Equity-common | MH | $51K | 4K | 0.02 |
| Diageo PLC | Long | Equity-common | GB | $297K | 9K | 0.11 |
| Digital Realty Trust Inc | Long | Equity-common | US | $131K | 902 | 0.05 |
| DigitalBridge Group Inc | Long | Equity-common | US | $43K | 3K | 0.02 |
| Dillard's Inc | Long | Equity-common | US | $8K | 17 | 0.00 |
| Diodes Inc | Long | Equity-common | US | $56K | 759 | 0.02 |
| Discovery Communications LLC | Long | Debt | US | $20K | – | 0.01 |
| Diversified Healthcare Trust | Long | Equity-common | US | $9.72 | 4 | 0.00 |
| DLF Ltd | Long | Equity-common | IN | $19.81 | 2 | 0.00 |
| DLLMT 2023-1 LLC (DLLMT LLC) | Long | ABS-other | US | $173K | – | 0.06 |
| DNB Bank ASA | Long | Equity-common | NO | $40K | 2K | 0.01 |
| DocuSign Inc | Long | Equity-common | US | $553K | 10K | 0.20 |
| Dollar General Corp | Long | Equity-common | US | $93K | 679 | 0.03 |
| Dollarama Inc | Long | Equity-common | CA | $58K | 615 | 0.02 |
| Donnelley Financial Solutions Inc | Long | Equity-common | US | $426.72 | 7 | 0.00 |
| Doosan Bobcat Inc | Long | Equity-common | KR | $22K | 529 | 0.01 |
| Dow Inc | Long | Equity-common | US | $640K | 11K | 0.23 |
| Duke Energy Corp | Long | Equity-common | US | $103.57 | 1 | 0.00 |
| DuPont de Nemours Inc | Long | Equity-common | US | $164.32 | 2 | 0.00 |
| E.ON SE | Long | Equity-common | DE | $131K | 10K | 0.05 |
| East Buy Holding Ltd | Long | Equity-common | KY | $28K | 12K | 0.01 |
| East West Bancorp Inc | Long | Equity-common | US | $567K | 8K | 0.20 |
| EastGroup Properties Inc | Long | Equity-common | US | $216K | 1K | 0.08 |
| eBay Inc | Long | Equity-common | US | $77K | 1K | 0.03 |
| EBOS Group Ltd | Long | Equity-common | NZ | $7K | 336 | 0.00 |
| Eclat Textile Co Ltd | Long | Equity-common | TW | $45K | 3K | 0.02 |
| Ecovyst Inc | Long | Equity-common | US | $39K | 4K | 0.01 |
| Editas Medicine Inc | Long | Equity-common | US | $10.4 | 2 | 0.00 |
| EDP - Energias de Portugal SA | Long | Equity-common | PT | $28K | 7K | 0.01 |
| EDP Renovaveis SA | Long | Equity-common | ES | $11K | 673 | 0.00 |
| Eisai Co Ltd | Long | Equity-common | JP | $232K | 5K | 0.08 |
| Electricite de France SA | Long | Debt | FR | $266K | – | 0.09 |
| Electronic Arts Inc | Long | Equity-common | US | $587K | 4K | 0.21 |
| Elevance Health Inc | Long | Equity-common | US | $857K | 2K | 0.30 |
| elf Beauty Inc | Long | Equity-common | US | $77K | 413 | 0.03 |
| ELI LILLY & CO | Long | Equity-common | US | $2M | 3K | 0.79 |
| Elia Group SA/NV | Long | Equity-common | BE | $7K | 65 | 0.00 |
| Elisa Oyj | Long | Equity-common | FI | $14K | 312 | 0.01 |
| Elm Co | Long | Equity-common | SA | $79K | 372 | 0.03 |
| Embecta Corp | Long | Equity-common | US | $15K | 1K | 0.01 |
| EMCOR Group Inc | Long | Equity-common | US | $309K | 794 | 0.11 |
| Emera US Finance LP | Long | Debt | US | $154K | – | 0.05 |
| Enact Holdings Inc | Long | Equity-common | US | $47K | 2K | 0.02 |
| Encore Wire Corp | Long | Equity-common | US | $60K | 209 | 0.02 |
| Enel SpA | Long | Equity-common | IT | $91K | 12K | 0.03 |
| ENEOS Holdings Inc | Long | Equity-common | JP | $108K | 21K | 0.04 |
| Energizer Holdings Inc | Long | Equity-common | US | $15K | 520 | 0.01 |
| Energy Transfer Partners LP (ENERGY TRANSFER LP) | Long | Debt | US | $321K | – | 0.11 |
| Enerpac Tool Group Corp | Long | Equity-common | US | $55K | 1K | 0.02 |
| Engie Brasil Energia SA | Long | Equity-common | BR | $40K | 5K | 0.01 |
| Engie SA | Long | Equity-common | FR | $96K | 6K | 0.03 |
| Ensign Group Inc/The | Long | Equity-common | US | $42K | 346 | 0.01 |
| Enterprise Financial Services Corp | Long | Equity-common | US | $77.38 | 2 | 0.00 |
| Entrada Therapeutics Inc | Long | Equity-common | US | $20K | 1K | 0.01 |
| Equinix Inc | Long | Equity-common | US | $1M | 1K | 0.36 |
| Equinor ASA | Long | Equity-common | NO | $58K | 2K | 0.02 |
| Equitable Holdings Inc | Long | Equity-common | US | $646K | 16K | 0.23 |
| Equity Bancshares Inc | Long | Equity-common | US | $17K | 504 | 0.01 |
| ERAC USA Finance LLC | Long | Debt | US | $62K | – | 0.02 |
| Erste Group Bank AG | Long | Equity-common | AT | $37K | 757 | 0.01 |
| Essent Group Ltd | Long | Equity-common | BM | $18K | 312 | 0.01 |
| Essex Property Trust Inc | Long | Equity-common | US | $125K | 483 | 0.04 |
| EURO-BUND FUTURE JUN24 (Eurex Deutschland) | Derivative-interest rate | DE | $-2K | – | -0.00 | |
| EURO-BUND FUTURE SEP24 (Eurex Deutschland) | Derivative-interest rate | DE | $4K | – | 0.00 | |
| EURO-SCHATZ FUT JUN24 (Eurex Deutschland) | Derivative-interest rate | DE | $-2K | – | -0.00 | |
| Eurobank Ergasias Services and Holdings SA | Long | Equity-common | GR | $13K | 6K | 0.00 |
| Euronext NV | Long | Equity-common | NL | $231K | 2K | 0.08 |
| Eva Airways Corp | Long | Equity-common | TW | $85K | 77K | 0.03 |
| Eventbrite Inc | Long | Equity-common | US | $14.94 | 3 | 0.00 |
| Evergy Inc | Long | Equity-common | US | $597K | 11K | 0.21 |
| Everi Holdings Inc | Long | Equity-common | US | $27K | 4K | 0.01 |
| Evolution AB | Long | Equity-common | SE | $224K | 2K | 0.08 |
| Exelon Corp | Long | Equity-common | US | $460K | 12K | 0.16 |
| Exelon Corp | Long | Debt | US | $290K | – | 0.10 |
| ExlService Holdings Inc | Long | Equity-common | US | $61K | 2K | 0.02 |
| Expedia Group Inc | Long | Equity-common | US | $492K | 4K | 0.17 |
| Expeditors International of Washington Inc | Long | Equity-common | US | $534K | 4K | 0.19 |
| Exxon Mobil Corp | Long | Equity-common | US | $2M | 14K | 0.59 |
| F&G Annuities & Life Inc | Long | Equity-common | US | $5K | 128 | 0.00 |
| Fabrinet | Long | Equity-common | KY | $74K | 307 | 0.03 |
| Fairfax Financial Holdings Ltd | Long | Equity-common | CA | $260K | 231 | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $829.03 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $467.51 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $390.62 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $359.27 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $70.07 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $11.96 | – | 0.00 |
| FANUC Corp | Long | Equity-common | JP | $249K | 9K | 0.09 |
| Fate Therapeutics Inc | Long | Equity-common | US | $33K | 9K | 0.01 |
| FED HIGH YLD BOND PORT (Federated Core Trust - High Yield Bond Portfolio) | Long | Equity-common | US | $2M | 308K | 0.60 |
| Federal Agricultural Mortgage Corp | Long | Equity-common | US | $47K | 269 | 0.02 |
| FEDERATED CORE TR FEDERATED BANK LOAN CORE FUND (Federated Core Trust - Federated Bank Loan Core Fund) | Long | Equity-common | US | $1M | 130K | 0.40 |
| FEDERATED CORE TR III FEDERATED PROJ+TRADE FIN CORE (FED PROJ TR FIN CR FUND) | Long | Equity-common | US | $4M | 471K | 1.48 |
| FEDERATED CORE TR MTG CORE PORTFOLIO (FEDERATED MORTGAGE CORE PORTFOLIO) | Long | Equity-common | US | $13M | 2M | 4.54 |
| FEDERATED CORE TR MUTUAL FUND (PRUDENTIAL QMA STRAT VAL-) | Long | Equity-common | US | $23M | 3M | 8.21 |
| Federated Hermes Government Obligations Fund | Long | Short-term investment vehicle | US | $4M | 4M | 1.32 |
| Ferrari NV | Long | Equity-common | NL | $310K | 753 | 0.11 |
| FERROGLOBE REP + WRNTY INS TRU NON TRANSFERABLE BENE INT UNIT | Long | Equity-common | US | $0 | 5K | – |
| Fibra Uno Administracion SA de CV | Long | Equity-common | MX | $74K | 52K | 0.03 |
| Fidelis Insurance Holdings Ltd | Long | Equity-common | BM | $43K | 3K | 0.02 |
| Fifth Third Bancorp | Long | Equity-common | US | $31K | 819 | 0.01 |
| First BanCorp/Puerto Rico | Long | Equity-common | PR | $6K | 365 | 0.00 |
| First Financial Corp/IN | Long | Equity-common | US | $17K | 467 | 0.01 |
| FirstRand Ltd | Long | Equity-common | ZA | $69K | 20K | 0.02 |
| FirstService Corp | Long | Equity-common | CA | $5K | 34 | 0.00 |
| Fisher & Paykel Healthcare Corp Ltd | Long | Equity-common | NZ | $23K | 1K | 0.01 |
| Florida Power & Light Co | Long | Debt | US | $157K | – | 0.06 |
| FNB Corp/PA | Long | Debt | US | $248K | – | 0.09 |
| Focus Media Information Technology Co Ltd | Long | Equity-common | CN | $63K | 72K | 0.02 |
| Ford Credit Auto Owner Trust 2023-REV2 (Ford Credit Auto Owner Trust/Ford Credit) | Long | ABS-other | US | $203K | – | 0.07 |
| Ford Motor Co | Long | Equity-common | US | $112K | 9K | 0.04 |
| Ford Motor Credit Co LLC | Long | Debt | US | $199K | – | 0.07 |
| Ford Motor Credit Co LLC | Long | Debt | US | $198K | – | 0.07 |
| Ford Otomotiv Sanayi AS | Long | Equity-common | TR | $7K | 211 | 0.00 |
| Fortescue Ltd | Long | Equity-common | AU | $21K | 1K | 0.01 |
| Fortis Inc/Canada | Long | Equity-common | CA | $399.94 | 10 | 0.00 |
| Fortum Oyj | Long | Equity-common | FI | $15K | 983 | 0.01 |
| Foxconn Industrial Internet Co Ltd | Long | Equity-common | CN | $81K | 26K | 0.03 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $845.02 | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $620.68 | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $534.36 | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $366.57 | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $355.51 | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $297.18 | – | 0.00 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $473K | – | 0.17 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $250K | – | 0.09 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $200K | – | 0.07 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| French Republic Government Bond OAT (FRANCE (GOVT OF)) | Long | Debt | FR | $724K | – | 0.26 |
| French Republic Government Bond OAT (French Republic Government Bonds OAT) | Long | Debt | FR | $393K | – | 0.14 |
| French Republic Government Bond OAT (FRANCE (GOVT OF)) | Long | Debt | FR | $323K | – | 0.11 |
| French Republic Government Bond OAT (FRANCE (GOVT OF)) | Long | Debt | FR | $317K | – | 0.11 |
| French Republic Government Bond OAT (FRANCE (GOVT OF)) | Long | Debt | FR | $307K | – | 0.11 |
| French Republic Government Bond OAT (French Republic Government Bonds OAT) | Long | Debt | FR | $265K | – | 0.09 |
| French Republic Government Bond OAT (FRANCE (GOVT OF)) | Long | Debt | FR | $186K | – | 0.07 |
| French Republic Government Bond OAT (French Republic Government Bonds OAT) | Long | Debt | FR | $138K | – | 0.05 |
| French Republic Government Bond OAT (FRANCE (GOVT OF)) | Long | Debt | FR | $130K | – | 0.05 |
| Fresenius SE & Co KGaA | Long | Equity-common | DE | $19K | 605 | 0.01 |
| Freshworks Inc | Long | Equity-common | US | $43K | 3K | 0.02 |
| Frontier Communications Parent Inc | Long | Equity-common | US | $15K | 572 | 0.01 |
| FTAI Aviation Ltd | Long | Equity-common | KY | $79K | 939 | 0.03 |
| Fujitsu Ltd | Long | Equity-common | JP | $244K | 17K | 0.09 |
| Fuyao Glass Industry Group Co Ltd | Long | Equity-common | CN | $43K | 8K | 0.02 |
| Galp Energia SGPS SA | Long | Equity-common | PT | $22K | 1K | 0.01 |
| GE HealthCare Technologies Inc (GE HEALTHCARE TECH INC) | Long | Debt | US | $114K | – | 0.04 |
| Gecina SA | Long | Equity-common | FR | $4K | 33 | 0.00 |
| Geely Automobile Holdings Ltd | Long | Equity-common | KY | $35K | 29K | 0.01 |
| General Mills Inc | Long | Equity-common | US | $624K | 9K | 0.22 |
| General Motors Co | Long | Equity-common | US | $122K | 3K | 0.04 |
| General Motors Co | Long | Debt | US | $67K | – | 0.02 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $197K | – | 0.07 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $145K | – | 0.05 |
| Genpact Ltd | Long | Equity-common | BM | $33.06 | 1 | 0.00 |
| Gentex Corp | Long | Equity-common | US | $19K | 550 | 0.01 |
| Gilead Sciences Inc | Long | Debt | US | $88K | – | 0.03 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $866.08 | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $771.07 | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $350.4 | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $247.75 | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $208.77 | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $109.29 | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $48.92 | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Givaudan SA | Long | Equity-common | CH | $38K | 8 | 0.01 |
| Gjensidige Forsikring ASA | Long | Equity-common | NO | $8K | 438 | 0.00 |
| Glencore PLC | Long | Equity-common | JE | $254K | 41K | 0.09 |
| Global Medical REIT Inc | Long | Equity-common | US | $8K | 904 | 0.00 |
| Global Payments Inc | Long | Debt | US | $225K | – | 0.08 |
| Global Unichip Corp | Long | Equity-common | TW | $45K | 1K | 0.02 |
| Globalwafers Co Ltd | Long | Equity-common | TW | $49K | 3K | 0.02 |
| GMF Floorplan Owner Revolving Trust (General Motors) | Long | ABS-other | US | $201K | – | 0.07 |
| GMS Inc | Long | Equity-common | US | $57K | 608 | 0.02 |
| Goldman Sachs Group Inc/The | Long | Equity-common | US | $86K | 189 | 0.03 |
| Goodman Group | Long | Equity-common | AU | $185K | 8K | 0.07 |
| Gray Television Inc | Long | Equity-common | US | $12.48 | 2 | 0.00 |
| Great-West Lifeco Inc | Long | Equity-common | CA | $155K | 5K | 0.05 |
| Green Brick Partners Inc | Long | Equity-common | US | $46K | 836 | 0.02 |
| Greene County Bancorp Inc | Long | Equity-common | US | $785.75 | 25 | 0.00 |
| Greif Inc | Long | Equity-common | US | $45K | 686 | 0.02 |
| Griffon Corp | Long | Equity-common | US | $9K | 137 | 0.00 |
| Groupe Bruxelles Lambert NV | Long | Equity-common | BE | $15K | 193 | 0.01 |
| Grupo Financiero Banorte SAB de CV | Long | Equity-common | MX | $130K | 14K | 0.05 |
| Grupo Televisa SAB | Long | Debt | MX | $68K | – | 0.02 |
| GS Holdings Corp | Long | Equity-common | KR | $79K | 3K | 0.03 |
| GS Mortgage-Backed Securities Trust 2023-PJ1 | Long | ABS-mortgage backed security | US | $279K | – | 0.10 |
| GSK PLC | Long | Equity-common | GB | $421K | 19K | 0.15 |
| Gulfport Energy Corp | Long | Equity-common | US | $323.62 | 2 | 0.00 |
| H&E Equipment Services Inc | Long | Equity-common | US | $40K | 845 | 0.01 |
| Haier Smart Home Co Ltd | Long | Equity-common | CN | $37K | 9K | 0.01 |
| Hamilton Insurance Group Ltd | Long | Equity-common | BM | $983.25 | 57 | 0.00 |
| Hana Financial Group Inc | Long | Equity-common | KR | $59K | 1K | 0.02 |
| Hancock Whitney Corp | Long | Equity-common | US | $58K | 1K | 0.02 |
| Hankook Tire & Technology Co Ltd | Long | Equity-common | KR | $14K | 444 | 0.00 |
| Hanmi Financial Corp | Long | Equity-common | US | $37K | 2K | 0.01 |
| Hanmi Pharm Co Ltd | Long | Equity-common | KR | $37K | 180 | 0.01 |
| Hanmi Semiconductor Co Ltd | Long | Equity-common | KR | $8K | 66 | 0.00 |
| Harley-Davidson Inc | Long | Equity-common | US | $11K | 294 | 0.00 |
| Hartford Financial Services Group Inc/The | Long | Equity-common | US | $654K | 6K | 0.23 |
| HashiCorp Inc | Long | Equity-common | US | $160K | 5K | 0.06 |
| HCA Inc | Long | Debt | US | $247K | – | 0.09 |
| HCI Group Inc | Long | Equity-common | US | $1K | 11 | 0.00 |
| HCL Technologies Ltd | Long | Equity-common | IN | $102K | 6K | 0.04 |
| HD Hyundai Co Ltd | Long | Equity-common | KR | $13K | 270 | 0.00 |
| HDFC Bank Ltd | Long | Equity-common | IN | $36K | 2K | 0.01 |
| HEICO Corp | Long | Equity-common | US | $611K | 3K | 0.22 |
| HeidelbergCement AG (Heidelberg Materials AG) | Long | Equity-common | DE | $221K | 2K | 0.08 |
| Hellenic Telecommunications Organization SA | Long | Equity-common | GR | $6K | 421 | 0.00 |
| Helmerich & Payne Inc | Long | Equity-common | US | $54K | 1K | 0.02 |
| Henkel AG & Co KGaA | Long | Equity-common | DE | $77K | 959 | 0.03 |
| Herc Holdings Inc | Long | Equity-common | US | $37K | 255 | 0.01 |
| Hermes International (Hermes International SCA) | Long | Equity-common | FR | $275K | 116 | 0.10 |
| HilleVax Inc | Long | Equity-common | US | $32K | 3K | 0.01 |
| Hilton Grand Vacations Inc | Long | Equity-common | US | $16K | 388 | 0.01 |
| Hims & Hers Health Inc | Long | Equity-common | US | $47K | 2K | 0.02 |
| Hithink RoyalFlush Information Network Co Ltd | Long | Equity-common | CN | $78K | 5K | 0.03 |
| HKT Trust & HKT Ltd | Long | Equity-common | KY | $220K | 189K | 0.08 |
| HMM Co Ltd | Long | Equity-common | KR | $47K | 4K | 0.02 |
| Holcim AG | Long | Equity-common | CH | $299K | 3K | 0.11 |
| Holley Inc | Long | Equity-common | US | $7.68 | 2 | 0.00 |
| Home Depot Inc/The | Long | Equity-common | US | $1M | 3K | 0.41 |
| Hon Hai Precision Industry Co Ltd | Long | Equity-common | TW | $64K | 12K | 0.02 |
| Host Hotels & Resorts LP | Long | Debt | US | $49K | – | 0.02 |
| Hoya Corp | Long | Equity-common | JP | $219K | 2K | 0.08 |
| HPEFS Equipment Trust | Long | ABS-other | US | $541K | – | 0.19 |
| HSBC Holdings PLC | Long | Equity-common | GB | $170K | 19K | 0.06 |
| Hub Group Inc | Long | Equity-common | US | $49K | 1K | 0.02 |
| Huizhou Desay Sv Automotive Co Ltd | Long | Equity-common | CN | $25K | 2K | 0.01 |
| Hulic Co Ltd | Long | Equity-common | JP | $10K | 1K | 0.00 |
| Humana Inc | Long | Equity-common | US | $100K | 279 | 0.04 |
| Huntington Auto Trust 2024-1 | Long | ABS-other | US | $150K | – | 0.05 |
| Huntington Ingalls Industries Inc | Long | Debt | US | $143K | – | 0.05 |
| Huron Consulting Group Inc | Long | Equity-common | US | $44K | 498 | 0.02 |
| Hyster-Yale Materials Handling Inc | Long | Equity-common | US | $6K | 86 | 0.00 |
| Hyundai Motor Co | Long | Equity-common | KR | $62K | 335 | 0.02 |
| Hyundai Steel Co | Long | Equity-common | KR | $26K | 1K | 0.01 |
| iA Financial Corp Inc | Long | Equity-common | CA | $201K | 3K | 0.07 |
| Iberdrola SA | Long | Equity-common | ES | $389K | 29K | 0.14 |
| Ichor Holdings Ltd | Long | Equity-common | KY | $2K | 54 | 0.00 |
| ICICI Bank Ltd | Long | Equity-common | IN | $80K | 6K | 0.03 |
| ICICI Lombard General Insurance Co Ltd | Long | Equity-common | IN | $81K | 4K | 0.03 |
| Illinois Tool Works Inc | Long | Equity-common | US | $691K | 3K | 0.25 |
| IMCD NV | Long | Equity-common | NL | $43K | 282 | 0.02 |
| Imperial Brands PLC | Long | Equity-common | GB | $248K | 10K | 0.09 |
| Imperial Oil Ltd | Long | Equity-common | CA | $235K | 3K | 0.08 |
| Independent Bank Corp/MI | Long | Equity-common | US | $8K | 327 | 0.00 |
| Indian Hotels Co Ltd | Long | Equity-common | IN | $87K | 13K | 0.03 |
| Industria de Diseno Textil SA | Long | Equity-common | ES | $280K | 6K | 0.10 |
| Industrial & Commercial Bank of China Ltd | Long | Equity-common | CN | $141K | 249K | 0.05 |
| Industrial & Commercial Bank of China Ltd | Long | Equity-common | CN | $6K | 8K | 0.00 |
| Industrial Bank of Korea | Long | Equity-common | KR | $9.93 | 1 | 0.00 |
| Infineon Technologies AG | Long | Equity-common | DE | $295K | 7K | 0.10 |
| Informa PLC | Long | Equity-common | GB | $39K | 4K | 0.01 |
| Infosys Ltd | Long | Equity-common | IN | $177K | 10K | 0.06 |
| ING Groep NV | Long | Equity-common | NL | $338K | 19K | 0.12 |
| Ingles Markets Inc | Long | Equity-common | US | $4K | 49 | 0.00 |
| Inmode Ltd | Long | Equity-common | IL | $8K | 444 | 0.00 |
| Innospec Inc | Long | Equity-common | US | $8K | 59 | 0.00 |
| Innovage Holding Corp | Long | Equity-common | US | $8.88 | 2 | 0.00 |
| Innovative Industrial Properties Inc | Long | Equity-common | US | $55K | 509 | 0.02 |
| Insight Enterprises Inc | Long | Equity-common | US | $45K | 231 | 0.02 |
| Installed Building Products Inc | Long | Equity-common | US | $1K | 6 | 0.00 |
| Insurance Australia Group Ltd | Long | Equity-common | AU | $222K | 54K | 0.08 |
| Intel Corp | Long | Debt | US | $276K | – | 0.10 |
| Inter RAO UES PJSC | Long | Equity-common | RU | $0 | 1M | – |
| InterContinental Hotels Group PLC | Long | Equity-common | GB | $12K | 122 | 0.00 |
| International Game Technology PLC | Long | Equity-common | GB | $51K | 3K | 0.02 |
| International Seaways Inc | Long | Equity-common | MH | $58K | 897 | 0.02 |
| Inventec Corp | Long | Equity-common | TW | $33K | 20K | 0.01 |
| Invesco Finance PLC | Long | Debt | GB | $136K | – | 0.05 |
| Investor AB | Long | Equity-common | SE | $276K | 10K | 0.10 |
| INVITATION HOMES INC | Long | Equity-common | US | $127K | 4K | 0.05 |
| IQVIA Holdings Inc | Long | Equity-common | US | $609K | 3K | 0.22 |
| Iridium Communications Inc | Long | Equity-common | US | $9K | 285 | 0.00 |
| Israel Discount Bank Ltd | Long | Equity-common | IL | $12K | 2K | 0.00 |
| Italy Buoni Poliennali Del Tesoro (BUONI POLIENNALI DEL TES) | Long | Debt | IT | $864K | – | 0.31 |
| Italy Buoni Poliennali Del Tesoro (BUONI POLIENNALI DEL TES) | Long | Debt | IT | $684K | – | 0.24 |
| Italy Buoni Poliennali Del Tesoro (BUONI POLIENNALI DEL TES) | Long | Debt | IT | $450K | – | 0.16 |
| Italy Buoni Poliennali Del Tesoro | Long | Debt | IT | $412K | – | 0.15 |
| Italy Buoni Poliennali Del Tesoro (BUONI POLIENNALI DEL TES) | Long | Debt | IT | $192K | – | 0.07 |
| ITC Ltd | Long | Equity-common | IN | $111K | 22K | 0.04 |
| iTeos Therapeutics Inc | Long | Equity-common | US | $52K | 3K | 0.02 |
| ITOCHU Corp | Long | Equity-common | JP | $132K | 3K | 0.05 |
| Jabil Inc | Long | Equity-common | US | $452K | 4K | 0.16 |
| Jack in the Box Inc | Long | Equity-common | US | $5K | 97 | 0.00 |
| Jacobs Solutions Inc | Long | Equity-common | US | $158K | 1K | 0.06 |
| James Hardie Industries PLC | Long | Equity-common | IE | $213K | 7K | 0.08 |
| Japan Government Forty Year Bond (Japan Government Forty Year Bonds) | Long | Debt | JP | $298K | – | 0.11 |
| Japan Government Ten Year Bond (Japan Government Ten Year Bonds) | Long | Debt | JP | $375K | – | 0.13 |
| Japan Government Thirty Year Bond (JAPAN (30 YEAR ISSUE)) | Long | Debt | JP | $556K | – | 0.20 |
| Japan Government Thirty Year Bond (JAPAN (30 YEAR ISSUE)) | Long | Debt | JP | $443K | – | 0.16 |
| Japan Government Twenty Year Bond (JAPAN (20 YEAR ISSUE)) | Long | Debt | JP | $1M | – | 0.49 |
| Japan Government Twenty Year Bond (JAPAN (20 YEAR ISSUE)) | Long | Debt | JP | $596K | – | 0.21 |
| Japan Government Twenty Year Bond (JAPAN (20 YEAR ISSUE)) | Long | Debt | JP | $494K | – | 0.18 |
| Japan Government Twenty Year Bond (JAPAN (20 YEAR ISSUE)) | Long | Debt | JP | $475K | – | 0.17 |
| JD Health International Inc | Long | Equity-common | KY | $77K | 23K | 0.03 |
| JD.com Inc | Long | Equity-common | KY | $222K | 15K | 0.08 |
| JELD-WEN Holding Inc | Long | Equity-common | US | $42K | 3K | 0.01 |
| Jeronimo Martins SGPS SA | Long | Equity-common | PT | $14K | 622 | 0.00 |
| Johnson & Johnson | Long | Equity-common | US | $333K | 2K | 0.12 |
| JPC002313 EUR CALL USD PUT (JPMorgan Chase Bank NA) | Derivative-foreign exchange | DE | $892.95 | – | 0.00 | |
| JPMDB Commercial Mortgage Securities Trust 2016-C4 | Long | ABS-mortgage backed security | US | $277K | – | 0.10 |
| JPMorgan Chase & Co | Long | Equity-common | US | $814K | 4K | 0.29 |
| JPP002314 EUR PUT USD CALL (JPMorgan Chase Bank NA) | Derivative-foreign exchange | DE | $-9K | – | -0.00 | |
| JUMBO SA | Long | Equity-common | GR | $7K | 259 | 0.00 |
| Kao Corp | Long | Equity-common | JP | $61K | 1K | 0.02 |
| Kawasaki Kisen Kaisha Ltd | Long | Equity-common | JP | $166K | 11K | 0.06 |
| KB Financial Group Inc | Long | Equity-common | KR | $131K | 2K | 0.05 |
| KB Home | Long | Equity-common | US | $62K | 880 | 0.02 |
| KBC Group NV | Long | Equity-common | BE | $40K | 548 | 0.01 |
| Kenvue Inc | Long | Equity-common | US | $540K | 28K | 0.19 |
| Kerry Group PLC | Long | Equity-common | IE | $29K | 346 | 0.01 |
| Kesko Oyj | Long | Equity-common | FI | $11K | 598 | 0.00 |
| KeyCorp | Long | Equity-common | US | $572K | 40K | 0.20 |
| KeyCorp | Long | Debt | US | $101K | – | 0.04 |
| Kia Motors Corp (Kia Corp) | Long | Equity-common | KR | $105K | 1K | 0.04 |
| Kingdom of Belgium Government Bond (BELGIUM KINGDOM) | Long | Debt | BE | $561K | – | 0.20 |
| Kingdom of Belgium Government Bond (BELGIUM KINGDOM) | Long | Debt | BE | $190K | – | 0.07 |
| Kingspan Group PLC | Long | Equity-common | IE | $33K | 344 | 0.01 |
| Kinross Gold Corp | Long | Equity-common | CA | $274K | 34K | 0.10 |
| Kirin Holdings Co Ltd | Long | Equity-common | JP | $214K | 16K | 0.08 |
| KLA Corp | Long | Equity-common | US | $637K | 839 | 0.23 |
| Klepierre SA | Long | Equity-common | FR | $58K | 2K | 0.02 |
| KOC Holding AS | Long | Equity-common | TR | $9K | 1K | 0.00 |
| Komatsu Ltd | Long | Equity-common | JP | $91K | 3K | 0.03 |
| Komercni Banka AS | Long | Equity-common | CZ | $6K | 170 | 0.00 |
| Konami Group Corp | Long | Equity-common | JP | $161K | 2K | 0.06 |
| Kone Oyj | Long | Equity-common | FI | $38K | 747 | 0.01 |
| Kongsberg Gruppen ASA | Long | Equity-common | NO | $17K | 194 | 0.01 |
| Koninklijke Ahold Delhaize NV | Long | Equity-common | NL | $144K | 5K | 0.05 |
| Koninklijke KPN NV | Long | Equity-common | NL | $96K | 26K | 0.03 |
| Koninklijke Philips NV | Long | Equity-common | NL | $27K | 1K | 0.01 |
| Korea Electric Power Corp | Long | Equity-common | KR | $904.5 | 64 | 0.00 |
| Korean Air Lines Co Ltd | Long | Equity-common | KR | $40K | 3K | 0.01 |
| Korn Ferry | Long | Equity-common | US | $58K | 881 | 0.02 |
| Kosmos Energy Ltd | Long | Equity-common | US | $18.3 | 3 | 0.00 |
| Kreditanstalt fuer Wiederaufbau (KFW) | Long | Debt | DE | $196K | – | 0.07 |
| Kroger Co/The | Long | Equity-common | US | $155K | 3K | 0.06 |
| KT Corp | Long | Equity-common | KR | $64K | 2K | 0.02 |
| KT&G Corp | Long | Equity-common | KR | $27K | 451 | 0.01 |
| Kuaishou Technology | Long | Equity-common | KY | $248K | 35K | 0.09 |
| Kubota Credit Owner Trust 2023-2 | Long | ABS-other | US | $197K | – | 0.07 |
| Kunlun Energy Co Ltd | Long | Equity-common | BM | $94K | 90K | 0.03 |
| Kyowa Kirin Co Ltd | Long | Equity-common | JP | $146K | 9K | 0.05 |
| L'Oreal SA | Long | Equity-common | FR | $356K | 721 | 0.13 |
| La Francaise des Jeux SAEM | Long | Equity-common | FR | $35K | 969 | 0.01 |
| La-Z-Boy Inc | Long | Equity-common | US | $75.04 | 2 | 0.00 |
| Lam Research Corp | Long | Equity-common | US | $858K | 920 | 0.30 |
| Land Securities Group PLC | Long | Equity-common | GB | $23K | 3K | 0.01 |
| Lantheus Holdings Inc | Long | Equity-common | US | $70K | 851 | 0.02 |
| Latam Airlines Group SA | Long | Equity-common | CL | $70K | 5M | 0.02 |
| Lear Corp | Long | Equity-common | US | $17K | 137 | 0.01 |
| Leidos Inc | Long | Debt | US | $246K | – | 0.09 |
| Leidos Inc | Long | Debt | US | $211K | – | 0.07 |
| LeMaitre Vascular Inc | Long | Equity-common | US | $788.8 | 10 | 0.00 |
| LendingClub Corp | Long | Equity-common | US | $41K | 5K | 0.01 |
| Lennar Corp | Long | Equity-common | US | $579K | 4K | 0.21 |
| Lennar Corp | Long | Equity-common | US | $395K | 3K | 0.14 |
| Lennox International Inc | Long | Debt | US | $67K | – | 0.02 |
| Lenovo Group Ltd | Long | Equity-common | HK | $52K | 36K | 0.02 |
| LG Chem Ltd | Long | Equity-common | KR | $6K | 24 | 0.00 |
| LG Uplus Corp | Long | Equity-common | KR | $46K | 7K | 0.02 |
| Li Auto Inc | Long | Equity-common | KY | $76K | 8K | 0.03 |
| Liberty Latin America Ltd | Long | Equity-common | BM | $43K | 5K | 0.02 |
| Liberty Media Corp-Liberty Live | Long | Equity-common | US | $2K | 43 | 0.00 |
| Liberty Oilfield Services Inc (Liberty Energy Inc) | Long | Equity-common | US | $62K | 3K | 0.02 |
| Lifco AB | Long | Equity-common | SE | $93K | 4K | 0.03 |
| Light & Wonder Inc | Long | Equity-common | US | $76K | 796 | 0.03 |
| Lions Gate Entertainment Corp | Long | Equity-common | CA | $17K | 2K | 0.01 |
| Lite-On Technology Corp | Long | Equity-common | TW | $77K | 23K | 0.03 |
| Live Nation Entertainment Inc | Long | Equity-common | US | $307K | 3K | 0.11 |
| LiveRamp Holdings Inc | Long | Equity-common | US | $31K | 980 | 0.01 |
| Lloyds Banking Group PLC | Long | Equity-common | GB | $321K | 451K | 0.11 |
| Loblaw Cos Ltd | Long | Equity-common | CA | $186K | 2K | 0.07 |
| Lockheed Martin Corp | Long | Equity-common | US | $782K | 2K | 0.28 |
| Lockheed Martin Corp | Long | Debt | US | $88K | – | 0.03 |
| Logitech International SA | Long | Equity-common | CH | $73K | 732 | 0.03 |
| Lotus Bakeries NV | Long | Equity-common | BE | $11K | 1 | 0.00 |
| Lucid Group Inc | Long | Equity-common | US | $5K | 2K | 0.00 |
| Lululemon Athletica Inc | Long | Equity-common | US | $132K | 423 | 0.05 |
| Lupin Ltd | Long | Equity-common | IN | $86K | 4K | 0.03 |
| LVMH Moet Hennessy Louis Vuitton SE | Long | Equity-common | FR | $300K | 373 | 0.11 |
| Lyell Immunopharma Inc | Long | Equity-common | US | $43K | 16K | 0.02 |
| M&T Bank Auto Receivables Trust 2024-1 | Long | ABS-other | US | $99K | – | 0.04 |
| M&T Bank Corp | Long | Equity-common | US | $196K | 1K | 0.07 |
| Macerich Co/The | Long | Equity-common | US | $14K | 909 | 0.00 |
| Macquarie Group Ltd | Long | Equity-common | AU | $306K | 2K | 0.11 |
| Macrotech Developers Ltd | Long | Equity-common | IN | $98K | 6K | 0.03 |
| Madison Square Garden Entertainment Corp | Long | Equity-common | US | $11K | 300 | 0.00 |
| Magna International Inc | Long | Equity-common | CA | $45.24 | 1 | 0.00 |
| Malayan Banking Bhd | Long | Equity-common | MY | $106K | 50K | 0.04 |
| Manulife Financial Corp | Long | Equity-common | CA | $326K | 13K | 0.12 |
| Marathon Digital Holdings Inc | Long | Equity-common | US | $17K | 848 | 0.01 |
| Marathon Petroleum Corp | Long | Equity-common | US | $683K | 4K | 0.24 |
| Marqeta Inc | Long | Equity-common | US | $10.64 | 2 | 0.00 |
| Marriott International Inc/MD | Long | Equity-common | US | $124K | 535 | 0.04 |
| Marriott Vacations Worldwide Corp | Long | Equity-common | US | $488K | 5K | 0.17 |
| Marsh & McLennan Cos Inc | Long | Equity-common | US | $179K | 861 | 0.06 |
| Marubeni Corp | Long | Equity-common | JP | $25K | 1K | 0.01 |
| Maruti Suzuki India Ltd | Long | Equity-common | IN | $123K | 824 | 0.04 |
| Master Credit Card Trust | Long | ABS-other | CA | $448K | – | 0.16 |
| MasterCard, Inc. Class A (Mastercard Inc) | Long | Equity-common | US | $1M | 3K | 0.50 |
| Matterport Inc | Long | Equity-common | US | $13.2 | 3 | 0.00 |
| MaxCyte Inc | Long | Equity-common | US | $43K | 10K | 0.02 |
| Maximus Inc | Long | Equity-common | US | $17K | 196 | 0.01 |
| McKesson Corp | Long | Equity-common | US | $757K | 1K | 0.27 |
| MediaTek Inc | Long | Equity-common | TW | $228K | 6K | 0.08 |
| Meituan | Long | Equity-common | KY | $241K | 18K | 0.09 |
| Melrose Industries PLC | Long | Equity-common | GB | $174K | 22K | 0.06 |
| Mercantile Bank Corp | Long | Equity-common | US | $47K | 1K | 0.02 |
| Mercedes-Benz Group AG | Long | Equity-common | DE | $164K | 2K | 0.06 |
| Merchants Bancorp/IN | Long | Equity-common | US | $17K | 422 | 0.01 |
| Merck & Co Inc | Long | Equity-common | US | $1M | 10K | 0.46 |
| Merck KGaA | Long | Equity-common | DE | $50K | 279 | 0.02 |
| Mercury NZ Ltd | Long | Equity-common | NZ | $6K | 2K | 0.00 |
| Meridian Energy Ltd | Long | Equity-common | NZ | $12K | 3K | 0.00 |
| Merit Medical Systems Inc | Long | Equity-common | US | $22K | 272 | 0.01 |
| Meta Platforms Inc | Long | Equity-common | US | $3M | 6K | 0.97 |
| MetLife Inc | Long | Debt | US | $13K | – | 0.00 |
| Metropolitan Bank & Trust Co | Long | Equity-common | PH | $73K | 68K | 0.03 |
| Metso Outotec Oyj (Metso Oyj) | Long | Equity-common | FI | $18K | 1K | 0.01 |
| Mexican Bonos (MEX BONOS DESARR FIX RT) | Long | Debt | MX | $817K | – | 0.29 |
| Mexico Government International Bond (Mexico Government International Bonds) | Long | Debt | MX | $31K | – | 0.01 |
| MGM Resorts International | Long | Equity-common | US | $581K | 14K | 0.21 |
| Microsoft Corp | Long | Equity-common | US | $7M | 17K | 2.50 |
| MicroStrategy Inc | Long | Equity-common | US | $17K | 11 | 0.01 |
| Midea Group Co Ltd | Long | Equity-common | CN | $77K | 9K | 0.03 |
| Midland States Bancorp Inc | Long | Equity-common | US | $5K | 225 | 0.00 |
| Minerals Technologies Inc | Long | Equity-common | US | $60K | 691 | 0.02 |
| MINISO Group Holding Ltd | Long | Equity-common | KY | $83K | 15K | 0.03 |
| Mitsubishi Chemical Group Corp | Long | Equity-common | JP | $47K | 9K | 0.02 |
| Mitsubishi Corp | Long | Equity-common | JP | $345K | 16K | 0.12 |
| Mitsubishi Electric Corp | Long | Equity-common | JP | $273K | 16K | 0.10 |
| Mitsubishi Estate Co Ltd | Long | Equity-common | JP | $226K | 13K | 0.08 |
| Mitsubishi UFJ Financial Group Inc | Long | Equity-common | JP | $471K | 45K | 0.17 |
| Mitsui & Co Ltd | Long | Equity-common | JP | $356K | 7K | 0.13 |
| MMC Norilsk Nickel PJSC (GMK Norilskiy Nickel PAO) | Long | Equity-common | RU | $0 | 36K | – |
| Mohawk Industries Inc | Long | Equity-common | US | $199K | 2K | 0.07 |
| MOL Hungarian Oil & Gas PLC | Long | Equity-common | HU | $8K | 1K | 0.00 |
| Mondelez International Inc | Long | Equity-common | US | $663K | 10K | 0.24 |
| Moneta Money Bank AS | Long | Equity-common | CZ | $3K | 729 | 0.00 |
| Morgan Stanley | Long | Equity-common | US | $851K | 9K | 0.30 |
| Morgan Stanley | Long | Debt | US | $56K | – | 0.02 |
| Motor Oil Hellas Corinth Refineries SA | Long | Equity-common | GR | $4K | 149 | 0.00 |
| Mowi ASA | Long | Equity-common | NO | $18K | 1K | 0.01 |
| MPLX LP | Long | Debt | US | $98K | – | 0.03 |
| MPLX LP | Long | Debt | US | $78K | – | 0.03 |
| Mr Cooper Group Inc | Long | Equity-common | US | $60K | 715 | 0.02 |
| Mueller Industries Inc | Long | Equity-common | US | $33K | 560 | 0.01 |
| Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen (Munich Re) | Long | Equity-common | DE | $360K | 724 | 0.13 |
| Murphy Oil Corp | Long | Equity-common | US | $55K | 1K | 0.02 |
| MYR Group Inc | Long | Equity-common | US | $6K | 39 | 0.00 |
| Mytilineos SA | Long | Equity-common | GR | $9K | 224 | 0.00 |
| Nan Ya Printed Circuit Board Corp | Long | Equity-common | TW | $60K | 10K | 0.02 |
| NARI Technology Co Ltd | Long | Equity-common | CN | $40K | 13K | 0.01 |
| Naspers Ltd | Long | Equity-common | ZA | $399.55 | 2 | 0.00 |
| National Bank of Greece SA | Long | Equity-common | GR | $15K | 2K | 0.01 |
| National Fuel Gas Co | Long | Debt | US | $493K | – | 0.18 |
| National Grid PLC | Long | Equity-common | GB | $126K | 11K | 0.04 |
| National Grid PLC | Long | Debt | GB | $106K | – | 0.04 |
| National Grid PLC | Derivative-equity | GB | $8K | 3K | 0.00 | |
| National Rural Utilities Cooperative Finance Corp (NATIONAL RURAL UTIL COOP) | Long | Debt | US | $136K | – | 0.05 |
| Nationwide Mutual Insurance Co | Long | Debt | US | $57K | – | 0.02 |
| Navient Private Education Refi Loan Trust 2021-A (Navient Student Loan Trust) | Long | ABS-other | US | $53K | – | 0.02 |
| Navient Student Loan Trust | Long | ABS-other | US | $181K | – | 0.06 |
| Navistar Financial Dealer Note Master Owner Trust II (Navistar Financial Dealer Note Master Trust) | Long | ABS-other | US | $101K | – | 0.04 |
| Nedbank Group Ltd | Long | Equity-common | ZA | $54K | 4K | 0.02 |
| Neste Oyj | Long | Equity-common | FI | $19K | 927 | 0.01 |
| NESTLE SA | Long | Equity-common | CH | $572K | 5K | 0.20 |
| NetEase Inc | Long | Equity-common | KY | $152K | 9K | 0.05 |
| Netflix Inc | Long | Equity-common | US | $344K | 536 | 0.12 |
| Netherlands Government Bond | Long | Debt | NL | $391K | – | 0.14 |
| Netherlands Government Bond (Netherlands Government Bonds) | Long | Debt | NL | $95K | – | 0.03 |
| Netherlands Government Bond (Netherlands Government Bonds) | Long | Debt | NL | $63K | – | 0.02 |
| New Jersey Resources Corp | Long | Equity-common | US | $3K | 65 | 0.00 |
| Next PLC | Long | Equity-common | GB | $117K | 979 | 0.04 |
| NiSource Inc | Long | Debt | US | $151K | – | 0.05 |
| Nkarta Inc | Long | Equity-common | US | $19K | 3K | 0.01 |
| NMI Holdings Inc | Long | Equity-common | US | $46K | 1K | 0.02 |
| Nokia Oyj | Long | Equity-common | FI | $46K | 12K | 0.02 |
| Nomura Research Institute Ltd | Long | Equity-common | JP | $83K | 3K | 0.03 |
| Nongfu Spring Co Ltd | Long | Equity-common | CN | $12K | 2K | 0.00 |
| Nordea Bank Abp | Long | Equity-common | FI | $86K | 7K | 0.03 |
| Nordic American Tankers Ltd | Long | Equity-common | BM | $41K | 10K | 0.01 |
| Norsk Hydro ASA | Long | Equity-common | NO | $20K | 3K | 0.01 |
| Northrop Grumman Corp | Long | Equity-common | US | $650K | 1K | 0.23 |
| Novartis AG | Long | Equity-common | CH | $637K | 6K | 0.23 |
| Novatek Microelectronics Corp | Long | Equity-common | TW | $91K | 5K | 0.03 |
| Novo Nordisk A/S | Long | Equity-common | DK | $1M | 9K | 0.42 |
| Novolipetsk Steel PJSC | Long | Equity-common | RU | $0 | 24K | – |
| NRG Energy Inc | Long | Equity-common | US | $221K | 3K | 0.08 |
| Nucor Corp | Long | Equity-common | US | $576K | 3K | 0.20 |
| Nutanix Inc | Long | Equity-common | US | $55.32 | 1 | 0.00 |
| Nutrien Ltd | Long | Equity-common | CA | $241K | 4K | 0.09 |
| Nuveen Finance LLC | Long | Debt | US | $69K | – | 0.02 |
| NVIDIA Corp | Long | Equity-common | US | $7M | 6K | 2.31 |
| Oasis Petroleum Inc (Chord Energy Corp) | Long | Equity-common | US | $59K | 318 | 0.02 |
| Obayashi Corp | Long | Equity-common | JP | $111K | 10K | 0.04 |
| ODP Corp/The | Long | Equity-common | US | $9K | 242 | 0.00 |
| OFG Bancorp | Long | Equity-common | PR | $49K | 1K | 0.02 |
| OGE Energy Corp | Long | Equity-common | US | $168K | 5K | 0.06 |
| Oil & Natural Gas Corp Ltd | Long | Equity-common | IN | $3.19 | 1 | 0.00 |
| Okta Inc | Long | Equity-common | US | $552K | 6K | 0.20 |
| Old Dominion Freight Line Inc | Long | Equity-common | US | $607K | 3K | 0.22 |
| Old National Bancorp/IN | Long | Equity-common | US | $34.18 | 2 | 0.00 |
| Old Second Bancorp Inc | Long | Equity-common | US | $47K | 3K | 0.02 |
| Olin Corp | Long | Equity-common | US | $53.76 | 1 | 0.00 |
| Olo Inc | Long | Equity-common | US | $22.9 | 5 | 0.00 |
| Olympic Steel Inc | Long | Equity-common | US | $23K | 443 | 0.01 |
| OmniAb Inc | Long | Equity-common | US | $32K | 7K | 0.01 |
| OMV AG | Long | Equity-common | AT | $16K | 323 | 0.01 |
| ONE Gas Inc | Long | Equity-common | US | $53K | 852 | 0.02 |
| ONEOK Inc | Long | Debt | US | $196K | – | 0.07 |
| OPAP SA | Long | Equity-common | GR | $7K | 414 | 0.00 |
| Opendoor Technologies Inc | Long | Equity-common | US | $26K | 12K | 0.01 |
| Option Care Health Inc | Long | Equity-common | US | $58K | 2K | 0.02 |
| Oracle Corp | Long | Debt | US | $528K | – | 0.19 |
| Origin Energy Ltd | Long | Equity-common | AU | $64K | 9K | 0.02 |
| Orion Oyj | Long | Equity-common | FI | $10K | 236 | 0.00 |
| ORIX Corp | Long | Equity-common | JP | $273K | 12K | 0.10 |
| Orkla ASA | Long | Equity-common | NO | $12K | 2K | 0.00 |
| Oscar Health Inc | Long | Equity-common | US | $479.04 | 24 | 0.00 |
| OTP Bank Nyrt | Long | Equity-common | HU | $24K | 502 | 0.01 |
| Otter Tail Corp | Long | Equity-common | US | $55K | 611 | 0.02 |
| OUTsurance Group Ltd | Long | Equity-common | ZA | $15K | 7K | 0.01 |
| Oversea-Chinese Banking Corp Ltd | Long | Equity-common | SG | $287K | 27K | 0.10 |
| Ovintiv Inc | Long | Debt | US | $95K | – | 0.03 |
| Owens & Minor Inc | Long | Equity-common | US | $37K | 2K | 0.01 |
| Oxford Industries Inc | Long | Equity-common | US | $29K | 264 | 0.01 |
| Ozon Holdings PLC | Long | Equity-common | CY | $0 | 2K | – |
| PACCAR INC | Long | Equity-common | US | $682K | 6K | 0.24 |
| Pacific Biosciences of California Inc | Long | Equity-common | US | $7.16 | 4 | 0.00 |
| Pactiv Evergreen Inc | Long | Equity-common | US | $39K | 3K | 0.01 |
| Palomar Holdings Inc | Long | Equity-common | US | $6K | 68 | 0.00 |
| Panasonic Corp (Panasonic Holdings Corp) | Long | Equity-common | JP | $224K | 25K | 0.08 |
| Pandora A/S | Long | Equity-common | DK | $247K | 2K | 0.09 |
| Partners Group Holding AG | Long | Equity-common | CH | $256K | 191 | 0.09 |
| Pathward Financial Inc | Long | Equity-common | US | $50K | 937 | 0.02 |
| Patrick Industries Inc | Long | Equity-common | US | $53K | 466 | 0.02 |
| Payoneer Global Inc | Long | Equity-common | US | $56K | 9K | 0.02 |
| PayPal Holdings Inc | Long | Equity-common | US | $34K | 533 | 0.01 |
| PBF Energy Inc | Long | Equity-common | US | $53K | 1K | 0.02 |
| PDF Solutions Inc | Long | Equity-common | US | $70.04 | 2 | 0.00 |
| Peabody Energy Corp | Long | Equity-common | US | $50K | 2K | 0.02 |
| Pearson PLC | Long | Equity-common | GB | $48K | 4K | 0.02 |
| Penske Truck Leasing Co Lp / PTL Finance Corp (PENSKE TRUCK LEASING/PTL) | Long | Debt | US | $181K | – | 0.06 |
| People's Insurance Co Group of China Ltd/The | Long | Equity-common | CN | $89K | 256K | 0.03 |
| Peoples Bancorp Inc/OH | Long | Equity-common | US | $58.3 | 2 | 0.00 |
| PepsiCo Inc | Long | Equity-common | US | $28K | 164 | 0.01 |
| Perficient Inc | Long | Equity-common | US | $148.3 | 2 | 0.00 |
| PerkinElmer Inc (REVVITY INC) | Long | Debt | US | $363K | – | 0.13 |
| Persistent Systems Ltd | Long | Equity-common | IN | $47K | 1K | 0.02 |
| PetIQ Inc | Long | Equity-common | US | $7K | 319 | 0.00 |
| Petro-Canada (Suncor Energy Inc) | Long | Debt | CA | $37K | – | 0.01 |
| PetroChina Co Ltd | Long | Equity-common | CN | $293K | 287K | 0.10 |
| PetroChina Co Ltd | Long | Equity-common | CN | $82K | 58K | 0.03 |
| Petroleo Brasileiro SA | Long | Equity-common | BR | $135K | 17K | 0.05 |
| PFS Financing Corp (PFS Financing Corp.) | Long | ABS-other | US | $200K | – | 0.07 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $541K | – | 0.19 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $459K | – | 0.16 |
| Phillips 66 | Long | Equity-common | US | $689K | 5K | 0.24 |
| Phinia Inc | Long | Equity-common | US | $5K | 106 | 0.00 |
| Phoenix Group Holdings PLC | Long | Equity-common | GB | $200K | 31K | 0.07 |
| PI Industries Ltd | Long | Equity-common | IN | $64K | 1K | 0.02 |
| PICC Property & Casualty Co Ltd (PICC P&C) | Long | Equity-common | CN | $102K | 78K | 0.04 |
| Ping An Insurance Group Co of China Ltd | Long | Equity-common | CN | $42K | 7K | 0.01 |
| Ping An Insurance Group Co of China Ltd | Long | Equity-common | CN | $10K | 2K | 0.00 |
| Pinnacle West Capital Corp | Long | Equity-common | US | $84K | 1K | 0.03 |
| Piraeus Financial Holdings SA | Long | Equity-common | GR | $9K | 2K | 0.00 |
| Planet Labs PBC | Long | Equity-common | US | $3.72 | 2 | 0.00 |
| PLDT Inc | Long | Equity-common | PH | $23K | 910 | 0.01 |
| PNC Financial Services Group Inc/The | Long | Equity-common | US | $323K | 2K | 0.11 |
| PNC Financial Services Group Inc/The | Long | Debt | US | $201K | – | 0.07 |
| Polski Koncern Naftowy ORLEN SA (ORLEN SA) | Long | Equity-common | PL | $57K | 4K | 0.02 |
| Polycab India Ltd | Long | Equity-common | IN | $101K | 1K | 0.04 |
| Polymetal International PLC | Long | Equity-common | KZ | $0 | 4 | – |
| Polyus PJSC | Long | Equity-common | RU | $0 | 274 | – |
| POSCO (POSCO Holdings Inc) | Long | Equity-common | KR | $70K | 262 | 0.03 |
| Post Holdings Inc | Long | Equity-common | US | $106.57 | 1 | 0.00 |
| Postal Savings Bank of China Co Ltd | Long | Equity-common | CN | $44K | 78K | 0.02 |
| Power Finance Corp Ltd | Long | Equity-common | IN | $107K | 18K | 0.04 |
| Power Grid Corp of India Ltd | Long | Equity-common | IN | $118K | 32K | 0.04 |
| Powszechna Kasa Oszczednosci Bank Polski SA | Long | Equity-common | PL | $110K | 7K | 0.04 |
| Preferred Bank/Los Angeles CA | Long | Equity-common | US | $46K | 613 | 0.02 |
| Preformed Line Products Co | Long | Equity-common | US | $403.02 | 3 | 0.00 |
| PriceSmart Inc | Long | Equity-common | US | $7K | 88 | 0.00 |
| Prime Medicine Inc | Long | Equity-common | US | $32K | 5K | 0.01 |
| Primo Water Corp | Long | Equity-common | CA | $51K | 2K | 0.02 |
| Primoris Services Corp | Long | Equity-common | US | $44K | 796 | 0.02 |
| Procore Technologies Inc | Long | Equity-common | US | $481K | 7K | 0.17 |
| Procter & Gamble Co/The | Long | Equity-common | US | $906K | 6K | 0.32 |
| Progress Software Corp | Long | Equity-common | US | $32K | 624 | 0.01 |
| Progyny Inc | Long | Equity-common | US | $40K | 1K | 0.01 |
| Prologis Inc | Long | Equity-common | US | $962K | 9K | 0.34 |
| Prosperity Bancshares Inc | Long | Equity-common | US | $233K | 4K | 0.08 |
| Prosus NV | Long | Equity-common | NL | $140K | 4K | 0.05 |
| Province of Quebec Canada | Long | Debt | CA | $52K | – | 0.02 |
| Prysmian SpA | Long | Equity-common | IT | $60K | 910 | 0.02 |
| PTT PCL | Long | Equity-common | TH | $67K | 75K | 0.02 |
| Public Power Corp SA | Long | Equity-common | GR | $6K | 468 | 0.00 |
| Public Service Enterprise Group Inc | Long | Equity-common | US | $687K | 9K | 0.24 |
| Public Storage | Long | Equity-common | US | $324K | 1K | 0.12 |
| Publicis Groupe SA | Long | Equity-common | FR | $149K | 1K | 0.05 |
| PulteGroup Inc | Long | Equity-common | US | $48K | 408 | 0.02 |
| PURCHASED AUD / SOLD USD (Bank of New York Mellon) | Derivative-foreign exchange | AU | $2K | – | 0.00 | |
| PURCHASED AUD / SOLD USD (JPMorgan Chase Bank NA) | Derivative-foreign exchange | AU | $881.55 | – | 0.00 | |
| PURCHASED AUD / SOLD USD (State Street Bank & Trust Co.) | Derivative-foreign exchange | AU | $284.28 | – | 0.00 | |
| PURCHASED AUD / SOLD USD (Bank of America NA) | Derivative-foreign exchange | AU | $-45.27 | – | -0.00 | |
| PURCHASED AUD / SOLD USD (JPMorgan Chase Bank NA) | Derivative-foreign exchange | AU | $-237.85 | – | -0.00 | |
| PURCHASED CAD / SOLD USD (Morgan Stanley Capital Services LLC) | Derivative-foreign exchange | CA | $387.47 | – | 0.00 | |
| PURCHASED CAD / SOLD USD (BNP Paribas SA) | Derivative-foreign exchange | CA | $289.12 | – | 0.00 | |
| PURCHASED CAD / SOLD USD (Morgan Stanley Capital Services LLC) | Derivative-foreign exchange | CA | $-210.41 | – | -0.00 | |
| PURCHASED CAD / SOLD USD (Morgan Stanley Capital Services LLC) | Derivative-foreign exchange | CA | $-578.8 | – | -0.00 | |
| PURCHASED CHF / SOLD JPY (JPMorgan Chase Bank NA) | Derivative-foreign exchange | CH | $18K | – | 0.01 | |
| PURCHASED CHF / SOLD JPY (Citibank NA) | Derivative-foreign exchange | CH | $16K | – | 0.01 | |
| PURCHASED CHF / SOLD USD (Bank of New York Mellon) | Derivative-foreign exchange | CH | $4K | – | 0.00 | |
| PURCHASED CHF / SOLD USD (Morgan Stanley Capital Services LLC) | Derivative-foreign exchange | CH | $3K | – | 0.00 | |
| PURCHASED CHF / SOLD USD (UBS AG) | Derivative-foreign exchange | CH | $412.58 | – | 0.00 | |
| PURCHASED CHF / SOLD USD (Bank of America NA) | Derivative-foreign exchange | CH | $379.06 | – | 0.00 | |
| PURCHASED CHF / SOLD USD (BNP Paribas SA) | Derivative-foreign exchange | CH | $168.11 | – | 0.00 | |
| PURCHASED CHF / SOLD USD (State Street Bank & Trust Co.) | Derivative-foreign exchange | CH | $106.99 | – | 0.00 | |
| PURCHASED CHF / SOLD USD (Morgan Stanley Capital Services LLC) | Derivative-foreign exchange | CH | $-39.91 | – | -0.00 | |
| PURCHASED CHF / SOLD USD (JPMorgan Chase Bank NA) | Derivative-foreign exchange | CH | $-131.04 | – | -0.00 | |
| PURCHASED CNY / SOLD USD (BNP Paribas SA) | Derivative-foreign exchange | CN | $-4K | – | -0.00 | |
| PURCHASED EUR / SOLD NOK (Morgan Stanley Capital Services LLC) | Derivative-foreign exchange | XX | $-10K | – | -0.00 | |
| PURCHASED EUR / SOLD NZD (JPMorgan Chase Bank NA) | Derivative-foreign exchange | XX | $-15K | – | -0.01 | |
| PURCHASED EUR / SOLD USD (Morgan Stanley Capital Services LLC) | Derivative-foreign exchange | XX | $8K | – | 0.00 | |
| PURCHASED EUR / SOLD USD (Bank of New York Mellon) | Derivative-foreign exchange | XX | $5K | – | 0.00 | |
| PURCHASED EUR / SOLD USD (Bank of New York Mellon) | Derivative-foreign exchange | XX | $2K | – | 0.00 | |
| PURCHASED EUR / SOLD USD (Morgan Stanley Capital Services LLC) | Derivative-foreign exchange | XX | $2K | – | 0.00 | |
| PURCHASED EUR / SOLD USD (Morgan Stanley Capital Services LLC) | Derivative-foreign exchange | XX | $1K | – | 0.00 | |
| PURCHASED EUR / SOLD USD (Citibank NA) | Derivative-foreign exchange | XX | $1K | – | 0.00 | |
| PURCHASED EUR / SOLD USD (Bank of New York Mellon) | Derivative-foreign exchange | XX | $-127.02 | – | -0.00 | |
| PURCHASED EUR / SOLD USD (Bank of New York Mellon) | Derivative-foreign exchange | XX | $-825.93 | – | -0.00 | |
| PURCHASED EUR / SOLD USD (Morgan Stanley Capital Services LLC) | Derivative-foreign exchange | XX | $-4K | – | -0.00 | |
| PURCHASED EUR / SOLD USD (Morgan Stanley Capital Services LLC) | Derivative-foreign exchange | XX | $-6K | – | -0.00 | |
| PURCHASED GBP / SOLD USD (Morgan Stanley Capital Services LLC) | Derivative-foreign exchange | GB | $21K | – | 0.01 | |
| PURCHASED GBP / SOLD USD (Bank of America NA) | Derivative-foreign exchange | GB | $13K | – | 0.00 | |
| PURCHASED GBP / SOLD USD (Bank of America NA) | Derivative-foreign exchange | GB | $3K | – | 0.00 | |
| PURCHASED GBP / SOLD USD (Bank of America NA) | Derivative-foreign exchange | GB | $2K | – | 0.00 | |
| PURCHASED GBP / SOLD USD (Morgan Stanley Capital Services LLC) | Derivative-foreign exchange | GB | $1K | – | 0.00 | |
| PURCHASED GBP / SOLD USD (Citibank NA) | Derivative-foreign exchange | GB | $512.88 | – | 0.00 | |
| PURCHASED JPY / SOLD CHF (Morgan Stanley Capital Services LLC) | Derivative-foreign exchange | JP | $-36K | – | -0.01 | |
| PURCHASED JPY / SOLD USD (Morgan Stanley Capital Services LLC) | Derivative-foreign exchange | JP | $-2K | – | -0.00 | |
| PURCHASED JPY / SOLD USD (State Street Bank & Trust Co.) | Derivative-foreign exchange | JP | $-4K | – | -0.00 | |
| PURCHASED JPY / SOLD USD (Morgan Stanley Capital Services LLC) | Derivative-foreign exchange | JP | $-6K | – | -0.00 | |
| PURCHASED JPY / SOLD USD (Morgan Stanley Capital Services LLC) | Derivative-foreign exchange | JP | $-12K | – | -0.00 | |
| PURCHASED JPY / SOLD USD (State Street Bank & Trust Co.) | Derivative-foreign exchange | JP | $-49K | – | -0.02 | |
| PURCHASED JPY / SOLD USD (Morgan Stanley Capital Services LLC) | Derivative-foreign exchange | JP | $-178K | – | -0.06 | |
| PURCHASED MXN / SOLD USD (Bank of America NA) | Derivative-foreign exchange | MX | $991.17 | – | 0.00 | |
| PURCHASED MXN / SOLD USD (BNP Paribas SA) | Derivative-foreign exchange | MX | $-166.54 | – | -0.00 | |
| PURCHASED MXN / SOLD USD (JPMorgan Chase Bank NA) | Derivative-foreign exchange | MX | $-1K | – | -0.00 | |
| PURCHASED MXN / SOLD USD (Bank of America NA) | Derivative-foreign exchange | MX | $-1K | – | -0.00 | |
| PURCHASED NOK / SOLD EUR (Goldman Sachs Bank USA) | Derivative-foreign exchange | NO | $11K | – | 0.00 | |
| PURCHASED NOK / SOLD USD (Morgan Stanley Capital Services LLC) | Derivative-foreign exchange | NO | $27K | – | 0.01 | |
| PURCHASED NOK / SOLD USD (Morgan Stanley Capital Services LLC) | Derivative-foreign exchange | NO | $2K | – | 0.00 | |
| PURCHASED NZD / SOLD EUR (Citibank NA) | Derivative-foreign exchange | NZ | $13K | – | 0.00 | |
| PURCHASED NZD / SOLD USD (Morgan Stanley Capital Services LLC) | Derivative-foreign exchange | NZ | $7K | – | 0.00 | |
| PURCHASED NZD / SOLD USD (Bank of America NA) | Derivative-foreign exchange | NZ | $-217.63 | – | -0.00 | |
| PURCHASED PLN / SOLD USD (JPMorgan Chase Bank NA) | Derivative-foreign exchange | PL | $4K | – | 0.00 | |
| PURCHASED USD / SOLD AUD (Bank of New York Mellon) | Derivative-foreign exchange | US | $46.82 | – | 0.00 | |
| PURCHASED USD / SOLD AUD (BNP Paribas SA) | Derivative-foreign exchange | US | $44.71 | – | 0.00 | |
| PURCHASED USD / SOLD AUD (Bank of America NA) | Derivative-foreign exchange | US | $24.76 | – | 0.00 | |
| PURCHASED USD / SOLD AUD (Citibank NA) | Derivative-foreign exchange | US | $-503.04 | – | -0.00 | |
| PURCHASED USD / SOLD AUD (JPMorgan Chase Bank NA) | Derivative-foreign exchange | US | $-563.13 | – | -0.00 | |
| PURCHASED USD / SOLD CAD (Citibank NA) | Derivative-foreign exchange | US | $161.01 | – | 0.00 | |
| PURCHASED USD / SOLD CAD (Morgan Stanley Capital Services LLC) | Derivative-foreign exchange | US | $1.55 | – | 0.00 | |
| PURCHASED USD / SOLD CAD (Bank of America NA) | Derivative-foreign exchange | US | $-32.25 | – | -0.00 | |
| PURCHASED USD / SOLD CAD (Morgan Stanley Capital Services LLC) | Derivative-foreign exchange | US | $-951.57 | – | -0.00 | |
| PURCHASED USD / SOLD CHF (Bank of America NA) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| PURCHASED USD / SOLD CHF (Bank of America NA) | Derivative-foreign exchange | US | $206.42 | – | 0.00 | |
| PURCHASED USD / SOLD CHF (State Street Bank & Trust Co.) | Derivative-foreign exchange | US | $148.6 | – | 0.00 | |
| PURCHASED USD / SOLD CHF (Morgan Stanley Capital Services LLC) | Derivative-foreign exchange | US | $-38.63 | – | -0.00 | |
| PURCHASED USD / SOLD CHF (Morgan Stanley Capital Services LLC) | Derivative-foreign exchange | US | $-167.53 | – | -0.00 | |
| PURCHASED USD / SOLD CHF (Morgan Stanley Capital Services LLC) | Derivative-foreign exchange | US | $-281.2 | – | -0.00 | |
| PURCHASED USD / SOLD CHF (Morgan Stanley Capital Services LLC) | Derivative-foreign exchange | US | $-685.08 | – | -0.00 | |
| PURCHASED USD / SOLD CHF (BNP Paribas SA) | Derivative-foreign exchange | US | $-4K | – | -0.00 | |
| PURCHASED USD / SOLD EUR (BNP Paribas SA) | Derivative-foreign exchange | US | $16K | – | 0.01 | |
| PURCHASED USD / SOLD EUR (BNP Paribas SA) | Derivative-foreign exchange | US | $6K | – | 0.00 | |
| PURCHASED USD / SOLD EUR (JPMorgan Chase Bank NA) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| PURCHASED USD / SOLD EUR (Bank of America NA) | Derivative-foreign exchange | US | $1K | – | 0.00 | |
| PURCHASED USD / SOLD EUR (Bank of America NA) | Derivative-foreign exchange | US | $311.33 | – | 0.00 | |
| PURCHASED USD / SOLD EUR (Citibank NA) | Derivative-foreign exchange | US | $157.1 | – | 0.00 | |
| PURCHASED USD / SOLD EUR (State Street Bank & Trust Co.) | Derivative-foreign exchange | US | $156.07 | – | 0.00 | |
| PURCHASED USD / SOLD EUR (Morgan Stanley Capital Services LLC) | Derivative-foreign exchange | US | $-338.03 | – | -0.00 | |
| PURCHASED USD / SOLD EUR (Bank of New York Mellon) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| PURCHASED USD / SOLD EUR (Morgan Stanley Capital Services LLC) | Derivative-foreign exchange | US | $-3K | – | -0.00 | |
| PURCHASED USD / SOLD EUR (Morgan Stanley Capital Services LLC) | Derivative-foreign exchange | US | $-10K | – | -0.00 | |
| PURCHASED USD / SOLD GBP (State Street Bank & Trust Co.) | Derivative-foreign exchange | US | $416.03 | – | 0.00 | |
| PURCHASED USD / SOLD GBP (BNP Paribas SA) | Derivative-foreign exchange | US | $-164.06 | – | -0.00 | |
| PURCHASED USD / SOLD GBP (Morgan Stanley Capital Services LLC) | Derivative-foreign exchange | US | $-367.06 | – | -0.00 | |
| PURCHASED USD / SOLD GBP (Bank of America NA) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| PURCHASED USD / SOLD GBP (State Street Bank & Trust Co.) | Derivative-foreign exchange | US | $-3K | – | -0.00 | |
| PURCHASED USD / SOLD GBP (JPMorgan Chase Bank NA) | Derivative-foreign exchange | US | $-26K | – | -0.01 | |
| PURCHASED USD / SOLD JPY (Bank of America NA) | Derivative-foreign exchange | US | $12K | – | 0.00 | |
| PURCHASED USD / SOLD JPY (Morgan Stanley Capital Services LLC) | Derivative-foreign exchange | US | $6K | – | 0.00 | |
| PURCHASED USD / SOLD JPY (State Street Bank & Trust Co.) | Derivative-foreign exchange | US | $4K | – | 0.00 | |
| PURCHASED USD / SOLD JPY (State Street Bank & Trust Co.) | Derivative-foreign exchange | US | $1K | – | 0.00 | |
| PURCHASED USD / SOLD JPY (Morgan Stanley Capital Services LLC) | Derivative-foreign exchange | US | $870.85 | – | 0.00 | |
| PURCHASED USD / SOLD MXN (BNP Paribas SA) | Derivative-foreign exchange | US | $3K | – | 0.00 | |
| PURCHASED USD / SOLD MXN (Morgan Stanley Capital Services LLC) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| PURCHASED USD / SOLD MXN (Bank of New York Mellon) | Derivative-foreign exchange | US | $748.13 | – | 0.00 | |
| PURCHASED USD / SOLD MXN (Morgan Stanley Capital Services LLC) | Derivative-foreign exchange | US | $505.49 | – | 0.00 | |
| PURCHASED USD / SOLD MXN (Morgan Stanley Capital Services LLC) | Derivative-foreign exchange | US | $-153.35 | – | -0.00 | |
| PURCHASED USD / SOLD NOK (JPMorgan Chase Bank NA) | Derivative-foreign exchange | US | $-822.41 | – | -0.00 | |
| PURCHASED USD / SOLD NOK (Bank of America NA) | Derivative-foreign exchange | US | $-5K | – | -0.00 | |
| PURCHASED USD / SOLD NOK (Morgan Stanley Capital Services LLC) | Derivative-foreign exchange | US | $-18K | – | -0.01 | |
| PURCHASED USD / SOLD NZD (Barclays Bank PLC) | Derivative-foreign exchange | US | $-222.47 | – | -0.00 | |
| PURCHASED USD / SOLD NZD (Citibank NA) | Derivative-foreign exchange | US | $-7K | – | -0.00 | |
| PURCHASED USD / SOLD PLN (Barclays Bank PLC) | Derivative-foreign exchange | US | $-7K | – | -0.00 | |
| QBE Insurance Group Ltd | Long | Equity-common | AU | $223K | 19K | 0.08 |
| QUALCOMM Inc | Long | Equity-common | US | $1M | 6K | 0.43 |
| Qualys Inc | Long | Equity-common | US | $52K | 373 | 0.02 |
| Quanta Computer Inc | Long | Equity-common | TW | $135K | 16K | 0.05 |
| QuantumScape Corp | Long | Equity-common | US | $5K | 769 | 0.00 |
| Quebecor Inc | Long | Equity-common | CA | $78K | 4K | 0.03 |
| Queen's Road Capital Investment Ltd | Long | Equity-common | KY | $3K | 4K | 0.00 |
| Rapid7 Inc | Long | Equity-common | US | $32K | 891 | 0.01 |
| Raytheon Technologies Corp (RTX Corp) | Long | Equity-common | US | $107.81 | 1 | 0.00 |
| REA Group Ltd | Long | Equity-common | AU | $21K | 168 | 0.01 |
| REC Ltd | Long | Equity-common | IN | $103K | 16K | 0.04 |
| Reece Ltd | Long | Equity-common | AU | $11K | 619 | 0.00 |
| Regeneron Pharmaceuticals Inc | Long | Equity-common | US | $837K | 854 | 0.30 |
| Regional Diversified Funding 2005-1 Ltd (REG DIVERSIFIED FUNDING) | Long | Debt | KY | $5K | – | 0.00 |
| Relay Therapeutics Inc | Long | Equity-common | US | $45K | 7K | 0.02 |
| Reliance Industries Ltd | Long | Equity-common | IN | $157K | 5K | 0.06 |
| RELX PLC | Long | Equity-common | GB | $393K | 9K | 0.14 |
| Remitly Global Inc | Long | Equity-common | US | $25.99 | 2 | 0.00 |
| Replimune Group Inc | Long | Equity-common | US | $37K | 7K | 0.01 |
| Repsol SA | Long | Equity-common | ES | $16.42 | 1 | 0.00 |
| Reynolds American Inc | Long | Debt | US | $186K | – | 0.07 |
| Richter Gedeon Nyrt | Long | Equity-common | HU | $8K | 311 | 0.00 |
| Ricoh Co Ltd | Long | Equity-common | JP | $218K | 24K | 0.08 |
| Rivian Automotive Inc | Long | Equity-common | US | $17K | 2K | 0.01 |
| Riyad Bank | Long | Equity-common | SA | $6.51 | 1 | 0.00 |
| Roche Holding AG | Long | Equity-common | CH | $181K | 707 | 0.06 |
| Roper Technologies Inc | Long | Equity-common | US | $701K | 1K | 0.25 |
| Royal Bank of Canada | Long | Equity-common | CA | $304K | 3K | 0.11 |
| Rumo SA | Long | Equity-common | BR | $59K | 16K | 0.02 |
| Rush Enterprises Inc | Long | Equity-common | US | $21K | 492 | 0.01 |
| Ryerson Holding Corp | Long | Equity-common | US | $26K | 1K | 0.01 |
| Ryman Hospitality Properties Inc | Long | Equity-common | US | $65K | 619 | 0.02 |
| Safran SA | Long | Equity-common | FR | $394K | 2K | 0.14 |
| Sage Group PLC/The | Long | Equity-common | GB | $66K | 5K | 0.02 |
| Sage Therapeutics Inc | Long | Equity-common | US | $39K | 3K | 0.01 |
| salesforce.com Inc (Salesforce Inc) | Long | Equity-common | US | $105K | 446 | 0.04 |
| Salmar ASA | Long | Equity-common | NO | $9K | 145 | 0.00 |
| Sampo Oyj | Long | Equity-common | FI | $42K | 989 | 0.02 |
| Samsung Biologics Co Ltd | Long | Equity-common | KR | $53K | 101 | 0.02 |
| SAMSUNG ELECTRONICS CO LTD | Long | Equity-common | KR | $653K | 12K | 0.23 |
| Samsung SDI Co Ltd | Long | Equity-common | KR | $10K | 37 | 0.00 |
| Samsung SDS Co Ltd | Long | Equity-common | KR | $50K | 445 | 0.02 |
| Samvardhana Motherson International Ltd | Long | Equity-common | IN | $40K | 22K | 0.01 |
| SandRidge Energy Inc | Long | Equity-common | US | $2K | 113 | 0.00 |
| Sanmina Corp | Long | Equity-common | US | $46K | 668 | 0.02 |
| Sanofi (Sanofi SA) | Long | Equity-common | FR | $429K | 4K | 0.15 |
| Santander Bank Auto Credit-Linked Notes Series 2023-A | Long | ABS-other | US | $108K | – | 0.04 |
| Santander Drive Auto Receivables Trust 2023-1 | Long | ABS-other | US | $297K | – | 0.11 |
| Santos Ltd | Long | Equity-common | AU | $31K | 6K | 0.01 |
| SAP SE | Long | Equity-common | DE | $248K | 1K | 0.09 |
| Saudi Aramco Base Oil Co | Long | Equity-common | SA | $71K | 2K | 0.03 |
| Saudi Awwal Bank | Long | Equity-common | SA | $96K | 9K | 0.03 |
| Saudi National Bank/The | Long | Equity-common | SA | $24K | 3K | 0.01 |
| Saudi Tadawul Group Holding Co | Long | Equity-common | SA | $76K | 1K | 0.03 |
| Schneider Electric SE | Long | Equity-common | FR | $81K | 322 | 0.03 |
| Scilex Holding Co | Long | Equity-common | US | $1.08 | 1 | 0.00 |
| Scorpio Tankers Inc | Long | Equity-common | MH | $62K | 758 | 0.02 |
| SeaWorld Entertainment Inc (United Parks & Resorts Inc) | Long | Equity-common | US | $50K | 947 | 0.02 |
| Seiko Epson Corp | Long | Equity-common | JP | $205K | 13K | 0.07 |
| Sekisui Chemical Co Ltd | Long | Equity-common | JP | $210K | 15K | 0.07 |
| Sekisui House Ltd | Long | Equity-common | JP | $74K | 3K | 0.03 |
| Select Water Solutions Inc | Long | Equity-common | US | $54K | 5K | 0.02 |
| ServiceNow Inc | Long | Equity-common | US | $476K | 724 | 0.17 |
| Severstal PJSC (Severstal PAO) | Long | Equity-common | RU | $0 | 3K | – |
| SFS Auto Receivables Securitization Trust 2023-1 | Long | ABS-other | US | $173K | – | 0.06 |
| Shanxi Lu'an Environmental Energy Development Co Ltd | Long | Equity-common | CN | $7K | 2K | 0.00 |
| Shanxi Xinghuacun Fen Wine Factory Co Ltd | Long | Equity-common | CN | $43K | 1K | 0.02 |
| Shell PLC | Long | Equity-common | GB | $605K | 17K | 0.21 |
| Shenzhen Mindray Bio-Medical Electronics Co Ltd | Long | Equity-common | CN | $44K | 1K | 0.02 |
| Shenzhen Transsion Holdings Co Ltd | Long | Equity-common | CN | $14K | 758 | 0.00 |
| Shin-Etsu Chemical Co Ltd | Long | Equity-common | JP | $71K | 2K | 0.03 |
| Shopify Inc | Long | Equity-common | CA | $148K | 3K | 0.05 |
| Shoprite Holdings Ltd | Long | Equity-common | ZA | $92K | 7K | 0.03 |
| Shutterstock Inc | Long | Equity-common | US | $41K | 1K | 0.01 |
| Siemens AG | Long | Equity-common | DE | $524K | 3K | 0.19 |
| Signet Jewelers Ltd | Long | Equity-common | BM | $45K | 410 | 0.02 |
| Simon Property Group Inc | Long | Equity-common | US | $723K | 5K | 0.26 |
| Simpson Manufacturing Co Inc | Long | Equity-common | US | $19K | 113 | 0.01 |
| Sinotruk Hong Kong Ltd | Long | Equity-common | HK | $49K | 21K | 0.02 |
| SiriusPoint Ltd | Long | Equity-common | BM | $3K | 206 | 0.00 |
| SITE Centers Corp | Long | Equity-common | US | $40K | 3K | 0.01 |
| Six Flags Entertainment Corp | Long | Equity-common | US | $11K | 425 | 0.00 |
| SK Bioscience Co Ltd | Long | Equity-common | KR | $4K | 106 | 0.00 |
| SK Hynix Inc | Long | Equity-common | KR | $216K | 2K | 0.08 |
| SK Inc | Long | Equity-common | KR | $64K | 499 | 0.02 |
| Skyward Specialty Insurance Group Inc | Long | Equity-common | US | $29K | 787 | 0.01 |
| SMART Global Holdings Inc | Long | Equity-common | KY | $40K | 2K | 0.01 |
| Smartsheet Inc | Long | Equity-common | US | $300K | 8K | 0.11 |
| Smiths Group PLC | Long | Equity-common | GB | $172K | 8K | 0.06 |
| SMURFIT KAPPA GROUP PLC | Long | Equity-common | IE | $28K | 572 | 0.01 |
| Sofina SA | Long | Equity-common | BE | $8K | 34 | 0.00 |
| SoftBank Corp | Long | Equity-common | JP | $275K | 23K | 0.10 |
| SoftBank Group Corp | Long | Equity-common | JP | $168K | 3K | 0.06 |
| Sona Blw Precision Forgings Ltd | Long | Equity-common | IN | $79K | 10K | 0.03 |
| Sonova Holding AG | Long | Equity-common | CH | $262K | 829 | 0.09 |
| Sony Group Corp | Long | Equity-common | JP | $427K | 5K | 0.15 |
| Southern Missouri Bancorp Inc | Long | Equity-common | US | $43K | 1K | 0.02 |
| Southwest Airlines Co | Long | Debt | US | $139K | – | 0.05 |
| Spain Government Bond (BONOS Y OBLIG DEL ESTADO) | Long | Debt | ES | $650K | – | 0.23 |
| Spain Government Bond (BONOS Y OBLIG DEL ESTADO) | Long | Debt | ES | $622K | – | 0.22 |
| Spain Government Bond (BONOS Y OBLIG DEL ESTADO) | Long | Debt | ES | $465K | – | 0.17 |
| Spain Government Bond (BONOS Y OBLIG DEL ESTADO) | Long | Debt | ES | $290K | – | 0.10 |
| Spain Government Bond (Spain Government Bonds) | Long | Debt | ES | $94K | – | 0.03 |
| Spark New Zealand Ltd | Long | Equity-common | NZ | $10K | 4K | 0.00 |
| SpartanNash Co | Long | Equity-common | US | $2K | 119 | 0.00 |
| Spotify Technology SA | Long | Equity-common | LU | $304K | 1K | 0.11 |
| Sprinklr Inc | Long | Equity-common | US | $39K | 3K | 0.01 |
| Sprouts Farmers Market Inc | Long | Equity-common | US | $27K | 343 | 0.01 |
| SPS Commerce Inc | Long | Equity-common | US | $69K | 365 | 0.02 |
| SSE PLC | Long | Equity-common | GB | $51K | 2K | 0.02 |
| Standard Bank Group Ltd | Long | Equity-common | ZA | $64K | 7K | 0.02 |
| Standex International Corp | Long | Equity-common | US | $3K | 18 | 0.00 |
| Stantec Inc | Long | Equity-common | CA | $3K | 39 | 0.00 |
| Starbucks Corp | Long | Equity-common | US | $160.44 | 2 | 0.00 |
| Stellantis NV | Long | Equity-common | NL | $306K | 14K | 0.11 |
| Sterling Infrastructure Inc | Long | Equity-common | US | $45K | 363 | 0.02 |
| STMicroelectronics NV | Long | Equity-common | NL | $127K | 3K | 0.04 |
| StoneCo Ltd | Long | Equity-common | KY | $53K | 4K | 0.02 |
| Stora Enso Oyj | Long | Equity-common | FI | $19K | 1K | 0.01 |
| Straumann Holding AG | Long | Equity-common | CH | $97K | 743 | 0.03 |
| Sumitomo Mitsui Financial Group Inc | Long | Equity-common | JP | $413K | 6K | 0.15 |
| Sumitomo Mitsui Trust Holdings Inc | Long | Equity-common | JP | $96K | 4K | 0.03 |
| Summit Therapeutics Inc | Long | Equity-common | US | $22K | 3K | 0.01 |
| Sun Country Airlines Holdings Inc | Long | Equity-common | US | $4K | 349 | 0.00 |
| Sun Life Financial Inc | Long | Equity-common | CA | $261K | 5K | 0.09 |
| SunCoke Energy Inc | Long | Equity-common | US | $46K | 4K | 0.02 |
| Suncor Energy Inc | Long | Equity-common | CA | $330K | 8K | 0.12 |
| Sunstone Hotel Investors Inc | Long | Equity-common | US | $51K | 5K | 0.02 |
| Super Group SGHC Ltd | Long | Equity-common | GG | $14.52 | 4 | 0.00 |
| Super Micro Computer Inc | Long | Equity-common | US | $173K | 221 | 0.06 |
| Suzano SA | Long | Equity-common | BR | $6K | 669 | 0.00 |
| Suzhou TFC Optical Communication Co Ltd | Long | Equity-common | CN | $5K | 420 | 0.00 |
| Swiss Re AG | Long | Equity-common | CH | $185K | 1K | 0.07 |
| Swisscom AG | Long | Equity-common | CH | $12K | 21 | 0.00 |
| Syensqo SA | Long | Equity-common | BE | $16K | 162 | 0.01 |
| Synchrony Financial | Long | Equity-common | US | $187K | 4K | 0.07 |
| SYNNEX Corp (TD SYNNEX Corp) | Long | Equity-common | US | $261.68 | 2 | 0.00 |
| Synnex Technology International Corp | Long | Equity-common | TW | $91K | 35K | 0.03 |
| Synopsys Inc | Long | Equity-common | US | $765K | 1K | 0.27 |
| Synovus Financial Corp | Long | Equity-common | US | $618K | 16K | 0.22 |
| Sysco Corp | Long | Equity-common | US | $257K | 4K | 0.09 |
| T-MOBILE US INC | Long | Equity-common | US | $203K | 1K | 0.07 |
| T-Mobile USA Inc | Long | Debt | US | $204K | – | 0.07 |
| T-Mobile USA Inc | Long | Debt | US | $65K | – | 0.02 |
| Taiwan Semiconductor Manufacturing Co Ltd (TSMC) | Long | Equity-common | TW | $1M | 53K | 0.48 |
| Tanger Factory Outlet Centers Inc (Tanger Inc) | Long | Equity-common | US | $53K | 2K | 0.02 |
| Targa Resources Corp | Long | Debt | US | $252K | – | 0.09 |
| Targa Resources Corp | Long | Debt | US | $63K | – | 0.02 |
| Target Corp | Long | Equity-common | US | $699K | 4K | 0.25 |
| Tata Consultancy Services Ltd | Long | Equity-common | IN | $165K | 4K | 0.06 |
| Tata Motors Ltd | Long | Equity-common | IN | $112K | 10K | 0.04 |
| Tata Motors Ltd | Long | Equity-common | IN | $79K | 11K | 0.03 |
| Tatneft PJSC | Long | Equity-common | RU | $0 | 12K | – |
| Taylor Morrison Home Corp | Long | Equity-common | US | $54K | 933 | 0.02 |
| Teekay Corp | Long | Equity-common | MH | $2K | 206 | 0.00 |
| Teekay Tankers Ltd | Long | Equity-common | MH | $10K | 137 | 0.00 |
| TEGNA Inc | Long | Equity-common | US | $39K | 3K | 0.01 |
| TELENOR ASA | Long | Equity-common | NO | $16K | 1K | 0.01 |
| Telstra Group Ltd | Long | Equity-common | AU | $25K | 11K | 0.01 |
| Tenaya Therapeutics Inc | Long | Equity-common | US | $21.05 | 5 | 0.00 |
| Tencent Holdings Ltd | Long | Equity-common | KY | $839K | 18K | 0.30 |
| Terex Corp | Long | Equity-common | US | $54K | 907 | 0.02 |
| Tesco PLC | Long | Equity-common | GB | $278K | 70K | 0.10 |
| Tesla Auto Lease Trust 2023-A | Long | ABS-other | US | $201K | – | 0.07 |
| Tesla Inc | Long | Equity-common | US | $1M | 7K | 0.41 |
| Textron Financial Corp | Long | Debt | US | $78K | – | 0.03 |
| TFI International Inc | Long | Equity-common | CA | $76K | 578 | 0.03 |
| Thomson Reuters Corp | Long | Equity-common | CA | $288K | 2K | 0.10 |
| Thor Industries Inc | Long | Equity-common | US | $12K | 120 | 0.00 |
| TIM SA/Brazil | Long | Equity-common | BR | $43K | 14K | 0.02 |
| Tiptree Inc | Long | Equity-common | US | $16K | 929 | 0.01 |
| Titan Co Ltd | Long | Equity-common | IN | $98K | 3K | 0.03 |
| Titan International Inc | Long | Equity-common | US | $11K | 1K | 0.00 |
| TJX Cos Inc/The | Long | Equity-common | US | $875K | 8K | 0.31 |
| TMBThanachart Bank PCL | Long | Equity-common | TH | $41K | 886K | 0.01 |
| Tokyo Electron Ltd | Long | Equity-common | JP | $129K | 600 | 0.05 |
| Tokyo Gas Co Ltd | Long | Equity-common | JP | $78K | 4K | 0.03 |
| TOPPAN INC (TOPPAN Holdings Inc) | Long | Equity-common | JP | $47K | 2K | 0.02 |
| Toronto-Dominion Bank/The | Long | Equity-common | CA | $34K | 616 | 0.01 |
| TotalEnergies SE | Long | Equity-common | FR | $370K | 5K | 0.13 |
| Toyota Motor Corp | Long | Equity-common | JP | $319K | 15K | 0.11 |
| Trade Desk Inc/The | Long | Equity-common | US | $380K | 4K | 0.13 |
| Travel + Leisure Co | Long | Equity-common | US | $59K | 1K | 0.02 |
| Travelers Cos Inc/The | Long | Equity-common | US | $654K | 3K | 0.23 |
| Travere Therapeutics Inc | Long | Equity-common | US | $14.84 | 2 | 0.00 |
| Tri Pointe Homes Inc | Long | Equity-common | US | $17K | 430 | 0.01 |
| TriNet Group Inc | Long | Equity-common | US | $40K | 389 | 0.01 |
| Truist Financial Corp | Long | Debt | US | $226K | – | 0.08 |
| Turkiye Petrol Rafinerileri AS | Long | Equity-common | TR | $50K | 9K | 0.02 |
| Twilio Inc | Long | Equity-common | US | $475K | 8K | 0.17 |
| Tyra Biosciences Inc | Long | Equity-common | US | $17K | 1K | 0.01 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $281K | – | 0.10 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $199K | – | 0.07 |
| U.S. Treasury Bonds (US TREASURY N/B) | Long | Debt | US | $21K | – | 0.01 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $2K | – | 0.00 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $391K | – | 0.14 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $176K | – | 0.06 |
| UBC000232 USD CALL CHF PUT (UBS Securities LLC) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| UBP002200 CHF PUT JPY CALL (UBS Securities LLC) | Derivative-foreign exchange | CH | $5.98 | – | 0.00 | |
| UBP002275 USD PUT CHF CALL (UBS Securities LLC) | Derivative-foreign exchange | US | $-277.67 | – | -0.00 | |
| UBS Group AG | Long | Equity-common | CH | $241K | 8K | 0.09 |
| UCB SA | Long | Equity-common | BE | $39K | 277 | 0.01 |
| UDR Inc | Long | Debt | US | $132K | – | 0.05 |
| UFP Technologies Inc | Long | Equity-common | US | $36K | 140 | 0.01 |
| UiPath Inc | Long | Equity-common | US | $293K | 24K | 0.10 |
| Ultrapar Participacoes SA | Long | Equity-common | BR | $14K | 3K | 0.00 |
| UMH Properties Inc | Long | Equity-common | US | $40K | 3K | 0.01 |
| Umicore SA | Long | Equity-common | BE | $9K | 459 | 0.00 |
| UniCredit SpA | Long | Equity-common | IT | $253K | 6K | 0.09 |
| Unilever PLC | Long | Equity-common | GB | $88K | 2K | 0.03 |
| Union Bank of India Ltd | Long | Equity-common | IN | $88K | 46K | 0.03 |
| Union Pacific Corp | Long | Equity-common | US | $141K | 604 | 0.05 |
| United Co RUSAL International PJSC | Long | Equity-common | RU | $0 | 66K | – |
| United Kingdom Gilt | Long | Debt | GB | $654K | – | 0.23 |
| United Kingdom Gilt | Long | Debt | GB | $507K | – | 0.18 |
| United Kingdom Gilt | Long | Debt | GB | $420K | – | 0.15 |
| United Kingdom Gilt | Long | Debt | GB | $378K | – | 0.13 |
| United Kingdom Gilt | Long | Debt | GB | $339K | – | 0.12 |
| United Kingdom Gilt | Long | Debt | GB | $282K | – | 0.10 |
| United Natural Foods Inc | Long | Equity-common | US | $2K | 200 | 0.00 |
| United Overseas Bank Ltd | Long | Equity-common | SG | $250K | 11K | 0.09 |
| United Parcel Service Inc | Long | Debt | US | $158K | – | 0.06 |
| UnitedHealth Group Inc | Long | Equity-common | US | $1M | 2K | 0.43 |
| Uniti Group Inc | Long | Equity-common | US | $12.64 | 4 | 0.00 |
| Unitil Corp | Long | Equity-common | US | $46K | 869 | 0.02 |
| Universal Health Services Inc | Long | Equity-common | US | $217K | 1K | 0.08 |
| Universal Logistics Holdings Inc | Long | Equity-common | US | $43K | 984 | 0.02 |
| UPM-Kymmene Oyj | Long | Equity-common | FI | $45K | 1K | 0.02 |
| Urban Edge Properties | Long | Equity-common | US | $26K | 1K | 0.01 |
| Urban Outfitters Inc | Long | Equity-common | US | $83.42 | 2 | 0.00 |
| US 10YR NOTE (CBT)SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $-5K | – | -0.00 | |
| US 10YR ULTRA FUT SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $-208.5 | – | -0.00 | |
| US 2YR NOTE (CBT) SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $1K | – | 0.00 | |
| US 5YR NOTE (CBT) SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $-20K | – | -0.01 | |
| US Bancorp | Long | Debt | US | $252K | – | 0.09 |
| US Bancorp | Long | Debt | US | $240K | – | 0.09 |
| US LONG BOND(CBT) SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $-978.81 | – | -0.00 | |
| US ULTRA BOND CBT SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $-18K | – | -0.01 | |
| Vale SA | Long | Equity-common | BR | $34K | 3K | 0.01 |
| Valero Energy Corp | Long | Equity-common | US | $654K | 4K | 0.23 |
| Vector Group Ltd | Long | Equity-common | US | $4K | 361 | 0.00 |
| Vedanta Ltd | Long | Equity-common | IN | $5.37 | 1 | 0.00 |
| Veeco Instruments Inc | Long | Equity-common | US | $56K | 1K | 0.02 |
| Veracyte Inc | Long | Equity-common | US | $19K | 908 | 0.01 |
| Verbund AG | Long | Equity-common | AT | $12K | 149 | 0.00 |
| Verisk Analytics Inc | Long | Equity-common | US | $401K | 2K | 0.14 |
| Verizon Communications Inc | Long | Equity-common | US | $410K | 10K | 0.15 |
| Vertex Pharmaceuticals Inc | Long | Equity-common | US | $833K | 2K | 0.30 |
| Verve Therapeutics Inc | Long | Equity-common | US | $34K | 6K | 0.01 |
| Vimeo Inc | Long | Equity-common | US | $11.64 | 3 | 0.00 |
| Vinci SA | Long | Equity-common | FR | $333K | 3K | 0.12 |
| Vir Biotechnology Inc | Long | Equity-common | US | $23K | 2K | 0.01 |
| Virtus Investment Partners Inc | Long | Equity-common | US | $48K | 210 | 0.02 |
| Visa Inc | Long | Equity-common | US | $2M | 6K | 0.56 |
| Visa Inc | Long | Debt | US | $126K | – | 0.04 |
| VISHAY INTERTECHNOLOGY INC | Long | Equity-common | US | $54K | 2K | 0.02 |
| Visteon Corp | Long | Equity-common | US | $41K | 372 | 0.01 |
| Vita Coco Co Inc/The | Long | Equity-common | US | $6K | 208 | 0.00 |
| Vitesse Energy Inc | Long | Equity-common | US | $5K | 188 | 0.00 |
| Vivid Seats Inc | Long | Equity-common | US | $15.15 | 3 | 0.00 |
| Vodafone Group PLC | Long | Equity-common | GB | $2K | 2K | 0.00 |
| voestalpine AG | Long | Equity-common | AT | $7K | 255 | 0.00 |
| Vonovia SE | Long | Equity-common | DE | $44K | 1K | 0.02 |
| Wabtec Corp/DE (Westinghouse Air Brake Technol) | Long | Equity-common | US | $190K | 1K | 0.07 |
| Walmart Inc | Long | Equity-common | US | $664K | 10K | 0.24 |
| Warehouses De Pauw CVA | Long | Equity-common | BE | $11K | 384 | 0.00 |
| Wartsila OYJ Abp | Long | Equity-common | FI | $22K | 1K | 0.01 |
| Waters Corp | Long | Equity-common | US | $172K | 556 | 0.06 |
| WaVe Life Sciences Ltd | Long | Equity-common | SG | $4K | 715 | 0.00 |
| WEC Energy Group Inc | Long | Debt | US | $136K | – | 0.05 |
| WEG SA | Long | Equity-common | BR | $96K | 13K | 0.03 |
| Weichai Power Co Ltd | Long | Equity-common | CN | $76K | 42K | 0.03 |
| Weichai Power Co Ltd | Long | Equity-common | CN | $4K | 2K | 0.00 |
| Weis Markets Inc | Long | Equity-common | US | $4K | 57 | 0.00 |
| Wells Fargo & Co | Long | Equity-common | US | $159K | 3K | 0.06 |
| Welltower Inc (WELLTOWER OP LLC) | Long | Debt | US | $418K | – | 0.15 |
| Welltower Inc | Long | Equity-common | US | $380K | 4K | 0.13 |
| Wendy's Co/The | Long | Equity-common | US | $483K | 28K | 0.17 |
| West Fraser Timber Co Ltd | Long | Equity-common | CA | $80 | 1 | 0.00 |
| Westamerica BanCorp | Long | Equity-common | US | $49K | 1K | 0.02 |
| Westinghouse Air Brake Technologies Corp | Long | Debt | US | $50K | – | 0.02 |
| WestRock Co | Long | Equity-common | US | $208K | 4K | 0.07 |
| Whitestone REIT | Long | Equity-common | US | $42K | 3K | 0.01 |
| Winnebago Industries Inc | Long | Equity-common | US | $17K | 270 | 0.01 |
| Wisconsin Electric Power Co | Long | Debt | US | $102K | – | 0.04 |
| Wistron Corp | Long | Equity-common | TW | $97K | 28K | 0.03 |
| Woolworths Group Ltd | Long | Equity-common | AU | $94K | 4K | 0.03 |
| Woori Financial Group Inc | Long | Equity-common | KR | $24K | 2K | 0.01 |
| World Omni Auto Receivables Trust 2021-A | Long | ABS-other | US | $273K | – | 0.10 |
| Worthington Industries Inc (Worthington Enterprises Inc) | Long | Equity-common | US | $28K | 492 | 0.01 |
| Worthington Steel Inc | Long | Equity-common | US | $46K | 1K | 0.02 |
| WPG Holdings Ltd | Long | Equity-common | TW | $74K | 28K | 0.03 |
| WPP PLC | Long | Equity-common | JE | $119K | 11K | 0.04 |
| WuXi AppTec Co Ltd | Long | Equity-common | CN | $20K | 3K | 0.01 |
| Xero Ltd | Long | Equity-common | NZ | $78K | 860 | 0.03 |
| Xiaomi Corp | Long | Equity-common | KY | $172K | 77K | 0.06 |
| Yamaha Corp | Long | Equity-common | JP | $90K | 4K | 0.03 |
| Yara International ASA | Long | Equity-common | NO | $11K | 364 | 0.00 |
| Yum China Holdings Inc | Long | Equity-common | US | $18K | 491 | 0.01 |
| Zhejiang Juhua Co Ltd | Long | Equity-common | CN | $80K | 24K | 0.03 |
| Zhejiang Zheneng Electric Power Co Ltd | Long | Equity-common | CN | $16K | 17K | 0.01 |
| Zhongji Innolight Co Ltd | Long | Equity-common | CN | $33K | 2K | 0.01 |
| Zijin Mining Group Co Ltd | Long | Equity-common | CN | $105K | 50K | 0.04 |
| ZipRecruiter Inc | Long | Equity-common | US | $28K | 3K | 0.01 |
| Zomato Ltd | Long | Equity-common | IN | $2.16 | 1 | 0.00 |
| Zoom Video Communications Inc | Long | Equity-common | US | $585K | 10K | 0.21 |
| ZURICH INSURANCE GROUP AG | Long | Equity-common | CH | $5K | 9 | 0.00 |
Address
Federated Hermes Global Allocation Fund
Federated Hermes Funds
4000 Ericsson Drive
Warrendale
Pennsylvania
15086-7561
United States of America
Websites
Directors
J. Christopher Donahue
John T. Collins
G. Thomas Hough
Maureen Lally-Green
Thomas M. O'Neill
P. Jerome Richey
John S. Walsh
Madelyn A. Reilly
John B. Fisher
Transfer Agents
SS&C GIDS, Inc.
Pricing Services
ICE Data Pricing & Reference Data, LLC
Bloomberg Finance L.P.
IHS Markit (Markit North America)
JPMorgan PricingDirect
Refinitiv US Holdings Inc.
Virtu ITG LLC
Custodians
State Street Bank and Trust Company
Banco de Chile
Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex
Bank Handlowy w Warszawie Spolka Akcyjna
Bank Hapoalim B.M.
BNP Paribas
BNP Paribas (Athens, Attica, GR, Branch)
Ceskoslovenska obchodni banka, a. s.
Citibank Europe Public Limited Company
Citibank Europe Public Limited Company (Bucharest, Bucharest, RO, Branch)
Citibank Europe Public Limited Company (Budapest, HU, Branch)
Citibank, Anonim Sirketi
Citibank, National Association (Sao Paulo, Sao Paulo, BR, Branch)
Citibank, National Association (Singapore, SG, Branch)
Cititrust Colombia S A Sociedad Fiduciaria
Clearstream Banking S.A.
Deutsche Bank Aktiengesellschaft
Euroclear Bank
First Abu Dhabi Bank P.J.S.C.
FirstRand Bank Limited
HSBC Bank (China) Company Limited
HSBC Bank Middle East Limited (Doha, Ad Dawhah, QA, Branch)
Intesa Sanpaolo S.p.A.
Joint Stock Company Commercial Bank CitiBank
Royal Bank of Canada
Skandinaviska Enskilda Banken A/S
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch)
Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch)
Standard Chartered Bank (Hong Kong) Limited
Standard Chartered Bank (Jakarta, Jakarta, ID, Branch)
Standard Chartered Bank (Makati City, Metro Manila, PH, Branch)
Standard Chartered Bank (Thai) Public Company Limited
Standard Chartered Bank Malaysia Berhad
Standard Chartered International Commercial Bank Co., Ltd.
State Street Bank and Trust Company (Edinburgh, GB, Branch)
State Street Bank International GmbH
State Street Trust Company Canada
The Hongkong and Shanghai Banking Corporation Limited
The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch)
The Hongkong and Shanghai Banking Corporation Limited (Chuo ku, Tokyo, JP, Branch)
The Hongkong and Shanghai Banking Corporation Limited (Jung-gu, Seoul, KR, Branch)
The Hongkong and Shanghai Banking Corporation Limited (Mumbai, Maharashtra, IN, Branch)
The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch)
UBS Switzerland AG
UniCredit Bank Austria AG
Shareholder Servicing Agents
SS&C GIDS, Inc.
Admins
Federated Administrative Services
Brokers
Barclays Capital Inc.
Citigroup Global Markets Inc.
Eurobank Ergasias Services and Holdings S.A.
ICICI Securities Inc.
J.P. Morgan Securities LLC
Nomura Securities International, Inc.
Raymond James & Associates, Inc.