State Street Global Advisors - advised funds > ELFUN DIVERSIFIED FUND
ELFUN DIVERSIFIED FUND
$172.26M
Avg Monthly Net Assets
$190.59M
Total Assets
$10.71M
Total Liabilities
$179.88M
Net Assets
ELFUN DIVERSIFIED FUND is a Mutual Fund in ELFUN DIVERSIFIED FUND
from State Street Global Advisors - advised funds,
based in Massachusetts,
United States of America.
The fund has one share class
and monthly net assets of $172.26M.
On August 28th, 2024 it reported 1,634 holdings, the largest
being State Street Global All Cap Equity ex-U.S. Index Portfolio (24.7%), State Street Global Advisors (3.2%) and Microsoft Corp (3.1%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Elfun Diversified Fund | C000032307 | ELDFX |
Holdings
From latest NPORT-P, filed August 28th, 2024 for period ending June 30th, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 3M Co | Long | Equity-common | US | $96K | 936 | 0.05 |
| 3M Co (3M COMPANY) | Long | Debt | US | $8K | – | 0.00 |
| 7-Eleven Inc | Long | Debt | US | $61K | – | 0.03 |
| A O Smith Corp | Long | Equity-common | US | $16K | 200 | 0.01 |
| Abbott Laboratories | Long | Equity-common | US | $307K | 3K | 0.17 |
| Abbott Laboratories | Long | Debt | US | $12K | – | 0.01 |
| Abbott Laboratories | Long | Debt | US | $10K | – | 0.01 |
| AbbVie Inc | Long | Equity-common | US | $516K | 3K | 0.29 |
| AbbVie Inc | Long | Debt | US | $98K | – | 0.05 |
| AbbVie Inc | Long | Debt | US | $25K | – | 0.01 |
| AbbVie Inc | Long | Debt | US | $24K | – | 0.01 |
| AbbVie Inc | Long | Debt | US | $13K | – | 0.01 |
| AbbVie Inc | Long | Debt | US | $12K | – | 0.01 |
| AbbVie Inc | Long | Debt | US | $12K | – | 0.01 |
| AbbVie Inc | Long | Debt | US | $11K | – | 0.01 |
| AbbVie Inc | Long | Debt | US | $9K | – | 0.01 |
| AbbVie Inc | Long | Debt | US | $9K | – | 0.01 |
| AbbVie Inc | Long | Debt | US | $7K | – | 0.00 |
| AbbVie Inc | Long | Debt | US | $3K | – | 0.00 |
| AbbVie Inc | Long | Debt | US | $3K | – | 0.00 |
| AbbVie Inc | Long | Debt | US | $3K | – | 0.00 |
| AbbVie Inc | Long | Debt | US | $2K | – | 0.00 |
| Accenture PLC | Long | Equity-common | IE | $324K | 1K | 0.18 |
| Adobe Inc | Long | Equity-common | US | $423K | 762 | 0.24 |
| Advanced Micro Devices Inc | Long | Equity-common | US | $447K | 3K | 0.25 |
| Advanced Micro Devices Inc | Long | Debt | US | $24K | – | 0.01 |
| AEP Texas Inc | Long | Debt | US | $36K | – | 0.02 |
| AEP Texas Inc | Long | Debt | US | $15K | – | 0.01 |
| AEP Transmission Co LLC | Long | Debt | US | $12K | – | 0.01 |
| AES Corp (AES Corp/The) | Long | Equity-common | US | $20K | 1K | 0.01 |
| Aetna Inc | Long | Debt | US | $7K | – | 0.00 |
| Aflac Inc | Long | Equity-common | US | $79K | 890 | 0.04 |
| Agilent Technologies Inc | Long | Equity-common | US | $63K | 483 | 0.03 |
| Air Products and Chemicals Inc | Long | Equity-common | US | $99K | 382 | 0.05 |
| Airbnb Inc | Long | Equity-common | US | $112K | 739 | 0.06 |
| Aircastle Ltd | Long | Debt | BM | $9K | – | 0.00 |
| Akamai Technologies Inc | Long | Equity-common | US | $22K | 244 | 0.01 |
| Albemarle Corp | Long | Equity-common | US | $19K | 202 | 0.01 |
| Alexandria Real Estate Equities Inc | Long | Equity-common | US | $31K | 267 | 0.02 |
| Alexandria Real Estate Equities Inc | Long | Debt | US | $13K | – | 0.01 |
| Alexandria Real Estate Equities Inc | Long | Debt | US | $13K | – | 0.01 |
| Alexandria Real Estate Equities Inc | Long | Debt | US | $9K | – | 0.01 |
| Alexandria Real Estate Equities Inc | Long | Debt | US | $2K | – | 0.00 |
| Align Technology Inc | Long | Equity-common | US | $30K | 125 | 0.02 |
| Allegion plc | Long | Equity-common | IE | $17K | 145 | 0.01 |
| Alliant Energy Corp | Long | Equity-common | US | $22K | 434 | 0.01 |
| Allstate Corp/The | Long | Equity-common | US | $69K | 434 | 0.04 |
| Allstate Corp/The | Long | Debt | US | $21K | – | 0.01 |
| Allstate Corp/The | Long | Debt | US | $13K | – | 0.01 |
| Ally Financial Inc | Long | Debt | US | $17K | – | 0.01 |
| Alphabet Inc | Long | Equity-common | US | $2M | 10K | 1.01 |
| Alphabet Inc | Long | Equity-common | US | $2M | 8K | 0.85 |
| Altria Group Inc | Long | Equity-common | US | $133K | 3K | 0.07 |
| Altria Group Inc | Long | Debt | US | $23K | – | 0.01 |
| Altria Group Inc | Long | Debt | US | $9K | – | 0.00 |
| Altria Group Inc | Long | Debt | US | $2K | – | 0.00 |
| Altria Group Inc | Long | Debt | US | $2K | – | 0.00 |
| Altria Group Inc | Long | Debt | US | $2K | – | 0.00 |
| Altria Group Inc | Long | Debt | US | $1K | – | 0.00 |
| Amazon.com Inc | Long | Equity-common | US | $3M | 16K | 1.67 |
| Amazon.com Inc | Long | Debt | US | $13K | – | 0.01 |
| Amazon.com Inc | Long | Debt | US | $10K | – | 0.01 |
| Amazon.com Inc | Long | Debt | US | $5K | – | 0.00 |
| Amazon.com Inc | Long | Debt | US | $4K | – | 0.00 |
| Amazon.com Inc | Long | Debt | US | $3K | – | 0.00 |
| Amazon.com Inc | Long | Debt | US | $2K | – | 0.00 |
| Amazon.com Inc | Long | Debt | US | $2K | – | 0.00 |
| Amazon.com Inc | Long | Debt | US | $2K | – | 0.00 |
| Amcor PLC | Long | Equity-common | JE | $23K | 2K | 0.01 |
| Ameren Corp | Long | Equity-common | US | $33K | 462 | 0.02 |
| Ameren Corp | Long | Debt | US | $4K | – | 0.00 |
| American Airlines Group Inc | Long | Equity-common | US | $12K | 1K | 0.01 |
| American Electric Power Co Inc | Long | Equity-common | US | $78K | 890 | 0.04 |
| American Electric Power Co Inc | Long | Debt | US | $20K | – | 0.01 |
| American Electric Power Co Inc | Long | Debt | US | $1K | – | 0.00 |
| American Express Co | Long | Equity-common | US | $225K | 973 | 0.13 |
| American Honda Finance Corp | Long | Debt | US | $67K | – | 0.04 |
| American International Group Inc | Long | Equity-common | US | $84K | 1K | 0.05 |
| American International Group Inc (AMERICAN INTL GROUP) | Long | Debt | US | $2K | – | 0.00 |
| American Tower Corp | Long | Equity-common | US | $156K | 803 | 0.09 |
| American Tower Corp | Long | Debt | US | $29K | – | 0.02 |
| American Tower Corp | Long | Debt | US | $19K | – | 0.01 |
| American Tower Corp | Long | Debt | US | $3K | – | 0.00 |
| American Water Capital Corp | Long | Debt | US | $34K | – | 0.02 |
| American Water Capital Corp | Long | Debt | US | $9K | – | 0.01 |
| American Water Works Co Inc | Long | Equity-common | US | $44K | 341 | 0.02 |
| Ameriprise Financial Inc | Long | Equity-common | US | $72K | 169 | 0.04 |
| AMETEK Inc | Long | Equity-common | US | $67K | 403 | 0.04 |
| Amgen Inc | Long | Equity-common | US | $285K | 911 | 0.16 |
| Amgen Inc | Long | Debt | US | $59K | – | 0.03 |
| Amgen Inc | Long | Debt | US | $30K | – | 0.02 |
| Amgen Inc | Long | Debt | US | $17K | – | 0.01 |
| Amgen Inc | Long | Debt | US | $17K | – | 0.01 |
| Amgen Inc | Long | Debt | US | $16K | – | 0.01 |
| Amgen Inc | Long | Debt | US | $10K | – | 0.01 |
| Amgen Inc | Long | Debt | US | $4K | – | 0.00 |
| Amgen Inc | Long | Debt | US | $3K | – | 0.00 |
| Amgen Inc | Long | Debt | US | $2K | – | 0.00 |
| Amphenol Corp | Long | Equity-common | US | $137K | 2K | 0.08 |
| Analog Devices Inc | Long | Equity-common | US | $193K | 844 | 0.11 |
| AngloGold Ashanti Holdings PLC (ANGLOGOLD HOLDINGS PLC) | Long | Debt | IM | $179K | – | 0.10 |
| Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc (ANHEUSER-BUSCH CO/INBEV) | Long | Debt | US | $24K | – | 0.01 |
| Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc (ANHEUSER-BUSCH CO/INBEV) | Long | Debt | US | $10K | – | 0.01 |
| Anheuser-Busch InBev Worldwide Inc | Long | Debt | US | $15K | – | 0.01 |
| Anheuser-Busch InBev Worldwide Inc | Long | Debt | US | $14K | – | 0.01 |
| Anheuser-Busch InBev Worldwide Inc | Long | Debt | US | $9K | – | 0.01 |
| Anheuser-Busch InBev Worldwide Inc | Long | Debt | US | $9K | – | 0.00 |
| Anheuser-Busch InBev Worldwide Inc | Long | Debt | US | $7K | – | 0.00 |
| Anheuser-Busch InBev Worldwide Inc | Long | Debt | US | $3K | – | 0.00 |
| ANSYS Inc | Long | Equity-common | US | $49K | 152 | 0.03 |
| Aon Corp / Aon Global Holdings PLC (AON CORP/AON GLOBAL HOLD) | Long | Debt | US | $9K | – | 0.00 |
| Aon PLC | Long | Equity-common | IE | $109K | 370 | 0.06 |
| APA Corp | Long | Equity-common | US | $18K | 621 | 0.01 |
| Apollo Debt Solutions BDC | Long | Debt | US | $30K | – | 0.02 |
| Apollo Management Holdings LP | Long | Debt | US | $20K | – | 0.01 |
| Apple Inc | Long | Equity-common | US | $5M | 25K | 2.87 |
| Apple Inc | Long | Debt | US | $39K | – | 0.02 |
| Apple Inc | Long | Debt | US | $24K | – | 0.01 |
| Apple Inc | Long | Debt | US | $13K | – | 0.01 |
| Apple Inc | Long | Debt | US | $11K | – | 0.01 |
| Apple Inc | Long | Debt | US | $10K | – | 0.01 |
| Apple Inc | Long | Debt | US | $9K | – | 0.01 |
| Apple Inc | Long | Debt | US | $8K | – | 0.00 |
| Apple Inc | Long | Debt | US | $2K | – | 0.00 |
| Apple Inc | Long | Debt | US | $2K | – | 0.00 |
| Applied Materials Inc | Long | Equity-common | US | $335K | 1K | 0.19 |
| Applied Materials Inc | Long | Debt | US | $50K | – | 0.03 |
| Applied Materials Inc | Long | Debt | US | $2K | – | 0.00 |
| Aptiv PLC | Long | Equity-common | JE | $34K | 489 | 0.02 |
| Aptiv PLC | Long | Debt | JE | $2K | – | 0.00 |
| ArcelorMittal SA | Long | Debt | LU | $68K | – | 0.04 |
| ArcelorMittal SA | Long | Debt | LU | $35K | – | 0.02 |
| ArcelorMittal SA | Long | Debt | LU | $22K | – | 0.01 |
| ArcelorMittal SA | Long | Debt | LU | $17K | – | 0.01 |
| Arch Capital Group Ltd | Long | Equity-common | BM | $65K | 648 | 0.04 |
| Archer-Daniels-Midland Co | Long | Equity-common | US | $51K | 841 | 0.03 |
| Archer-Daniels-Midland Co | Long | Debt | US | $3K | – | 0.00 |
| Ares Capital Corp | Long | Debt | US | $47K | – | 0.03 |
| Ares Capital Corp | Long | Debt | US | $19K | – | 0.01 |
| Arista Networks Inc | Long | Equity-common | US | $150K | 428 | 0.08 |
| Arthur J Gallagher & Co | Long | Equity-common | US | $95K | 367 | 0.05 |
| Arthur J Gallagher & Co | Long | Debt | US | $6K | – | 0.00 |
| Ascension Health | Long | Debt | US | $9K | – | 0.00 |
| Ashtead Capital Inc | Long | Debt | US | $195K | – | 0.11 |
| Assurant Inc | Long | Equity-common | US | $15K | 92 | 0.01 |
| Astrazeneca Finance LLC | Long | Debt | US | $35K | – | 0.02 |
| Astrazeneca Finance LLC | Long | Debt | US | $27K | – | 0.01 |
| AstraZeneca PLC | Long | Debt | GB | $6K | – | 0.00 |
| AstraZeneca PLC | Long | Debt | GB | $2K | – | 0.00 |
| AstraZeneca PLC | Long | Debt | GB | $2K | – | 0.00 |
| AT&T Inc | Long | Equity-common | US | $233K | 12K | 0.13 |
| AT&T Inc | Long | Debt | US | $64K | – | 0.04 |
| AT&T Inc | Long | Debt | US | $38K | – | 0.02 |
| AT&T Inc | Long | Debt | US | $27K | – | 0.02 |
| AT&T Inc | Long | Debt | US | $21K | – | 0.01 |
| AT&T Inc | Long | Debt | US | $13K | – | 0.01 |
| AT&T Inc | Long | Debt | US | $9K | – | 0.01 |
| AT&T Inc | Long | Debt | US | $8K | – | 0.00 |
| AT&T Inc | Long | Debt | US | $3K | – | 0.00 |
| AT&T Inc | Long | Debt | US | $2K | – | 0.00 |
| Athene Holding Ltd | Long | Debt | US | $10K | – | 0.01 |
| Athene Holding Ltd | Long | Debt | US | $3K | – | 0.00 |
| Atmos Energy Corp | Long | Equity-common | US | $30K | 255 | 0.02 |
| Atmos Energy Corp | Long | Debt | US | $16K | – | 0.01 |
| Autodesk Inc | Long | Equity-common | US | $90K | 362 | 0.05 |
| Automatic Data Processing Inc | Long | Equity-common | US | $165K | 692 | 0.09 |
| AutoZone Inc | Long | Equity-common | US | $89K | 30 | 0.05 |
| AvalonBay Communities Inc | Long | Equity-common | US | $51K | 248 | 0.03 |
| Avangrid Inc | Long | Debt | US | $17K | – | 0.01 |
| Avery Dennison Corp | Long | Equity-common | US | $31K | 142 | 0.02 |
| Axon Enterprise Inc | Long | Equity-common | US | $34K | 116 | 0.02 |
| Bain Capital Specialty Finance Inc | Long | Debt | US | $24K | – | 0.01 |
| Baker Hughes Co | Long | Equity-common | US | $58K | 2K | 0.03 |
| Ball Corp | Long | Equity-common | US | $33K | 553 | 0.02 |
| BANK 2017-BNK7 | Long | ABS-mortgage backed security | US | $576K | – | 0.32 |
| BANK 2018-BNK15 | Long | ABS-mortgage backed security | US | $308K | – | 0.17 |
| Bank of America Corp | Long | Equity-common | US | $460K | 12K | 0.26 |
| Bank of America Corp | Long | Debt | US | $156K | – | 0.09 |
| Bank of America Corp | Long | Debt | US | $86K | – | 0.05 |
| Bank of America Corp | Long | Debt | US | $49K | – | 0.03 |
| Bank of America Corp | Long | Debt | US | $35K | – | 0.02 |
| Bank of America Corp | Long | Debt | US | $30K | – | 0.02 |
| Bank of America Corp | Long | Debt | US | $30K | – | 0.02 |
| Bank of America Corp | Long | Debt | US | $24K | – | 0.01 |
| Bank of America Corp | Long | Debt | US | $23K | – | 0.01 |
| Bank of America Corp | Long | Debt | US | $19K | – | 0.01 |
| Bank of America Corp | Long | Debt | US | $18K | – | 0.01 |
| Bank of America Corp | Long | Debt | US | $16K | – | 0.01 |
| Bank of America Corp | Long | Debt | US | $14K | – | 0.01 |
| Bank of America Corp | Long | Debt | US | $13K | – | 0.01 |
| Bank of America Corp | Long | Debt | US | $9K | – | 0.00 |
| Bank of America Corp | Long | Debt | US | $9K | – | 0.00 |
| Bank of America Corp | Long | Debt | US | $6K | – | 0.00 |
| Bank of New York Mellon Corp/The | Long | Equity-common | US | $77K | 1K | 0.04 |
| Bank of New York Mellon Corp/The (BANK OF NY MELLON CORP) | Long | Debt | US | $37K | – | 0.02 |
| Bank of Nova Scotia/The | Long | Debt | CA | $21K | – | 0.01 |
| BAT Capital Corp | Long | Debt | US | $81K | – | 0.05 |
| BAT Capital Corp | Long | Debt | US | $23K | – | 0.01 |
| BAT Capital Corp | Long | Debt | US | $12K | – | 0.01 |
| BAT Capital Corp | Long | Debt | US | $9K | – | 0.01 |
| BAT Capital Corp | Long | Debt | US | $5K | – | 0.00 |
| BAT Capital Corp | Long | Debt | US | $2K | – | 0.00 |
| Bath & Body Works Inc | Long | Equity-common | US | $15K | 387 | 0.01 |
| Baxter International Inc | Long | Debt | US | $45K | – | 0.02 |
| Baxter International Inc | Long | Equity-common | US | $30K | 893 | 0.02 |
| Baxter International Inc | Long | Debt | US | $14K | – | 0.01 |
| Baxter International Inc | Long | Debt | US | $12K | – | 0.01 |
| Baxter International Inc | Long | Debt | US | $8K | – | 0.00 |
| Baxter International Inc | Long | Debt | US | $7K | – | 0.00 |
| Baylor Scott & White Holdings | Long | Debt | US | $2K | – | 0.00 |
| Becton Dickinson & Co | Long | Equity-common | US | $116K | 497 | 0.06 |
| Becton Dickinson & Co | Long | Debt | US | $36K | – | 0.02 |
| Becton Dickinson & Co | Long | Debt | US | $13K | – | 0.01 |
| Becton Dickinson & Co | Long | Debt | US | $3K | – | 0.00 |
| Becton Dickinson & Co | Long | Debt | US | $2K | – | 0.00 |
| Berkshire Hathaway Energy Co | Long | Debt | US | $42K | – | 0.02 |
| Berkshire Hathaway Energy Co | Long | Debt | US | $22K | – | 0.01 |
| Berkshire Hathaway Energy Co | Long | Debt | US | $2K | – | 0.00 |
| Berkshire Hathaway Energy Co | Long | Debt | US | $1K | – | 0.00 |
| Berkshire Hathaway Finance Corp | Long | Debt | US | $33K | – | 0.02 |
| Berkshire Hathaway Finance Corp | Long | Debt | US | $10K | – | 0.01 |
| Berkshire Hathaway Inc | Long | Equity-common | US | $1M | 3K | 0.70 |
| Berry Global Inc | Long | Debt | US | $10K | – | 0.01 |
| Best Buy Co Inc | Long | Equity-common | US | $27K | 321 | 0.02 |
| BHP Billiton Finance USA Ltd (BHP BILLITON FIN USA LTD) | Long | Debt | AU | $20K | – | 0.01 |
| BHP Billiton Finance USA Ltd (BHP BILLITON FIN USA LTD) | Long | Debt | AU | $6K | – | 0.00 |
| Bio-Rad Laboratories Inc | Long | Equity-common | US | $8K | 31 | 0.00 |
| Bio-Techne Corp | Long | Equity-common | US | $18K | 254 | 0.01 |
| Biogen Inc | Long | Equity-common | US | $59K | 253 | 0.03 |
| Biogen Inc | Long | Debt | US | $2K | – | 0.00 |
| BlackRock Inc | Long | Equity-common | US | $187K | 238 | 0.10 |
| BlackRock TCP Capital Corp (BLACKROCK TCP CAP CORP) | Long | Debt | US | $83K | – | 0.05 |
| Blackstone Inc | Long | Equity-common | US | $150K | 1K | 0.08 |
| Block Financial LLC | Long | Debt | US | $10K | – | 0.01 |
| Block Financial LLC | Long | Debt | US | $3K | – | 0.00 |
| Boardwalk Pipelines LP | Long | Debt | US | $3K | – | 0.00 |
| Boeing Co/The | Long | Equity-common | US | $178K | 976 | 0.10 |
| Boeing Co/The | Long | Debt | US | $45K | – | 0.03 |
| Boeing Co/The | Long | Debt | US | $30K | – | 0.02 |
| Boeing Co/The | Long | Debt | US | $24K | – | 0.01 |
| Boeing Co/The | Long | Debt | US | $17K | – | 0.01 |
| Boeing Co/The | Long | Debt | US | $8K | – | 0.00 |
| Boeing Co/The | Long | Debt | US | $5K | – | 0.00 |
| Boeing Co/The | Long | Debt | US | $3K | – | 0.00 |
| Boeing Co/The | Long | Debt | US | $2K | – | 0.00 |
| Boeing Co/The | Long | Debt | US | $1K | – | 0.00 |
| Booking Holdings Inc | Long | Equity-common | US | $230K | 58 | 0.13 |
| BorgWarner Inc | Long | Equity-common | US | $12K | 361 | 0.01 |
| Boston Properties Inc | Long | Equity-common | US | $14K | 222 | 0.01 |
| Boston Properties LP | Long | Debt | US | $20K | – | 0.01 |
| Boston Scientific Corp | Long | Equity-common | US | $192K | 2K | 0.11 |
| Boston Scientific Corp | Long | Debt | US | $3K | – | 0.00 |
| BP Capital Markets America Inc (BP CAP MARKETS AMERICA) | Long | Debt | US | $65K | – | 0.04 |
| BP Capital Markets America Inc (BP CAP MARKETS AMERICA) | Long | Debt | US | $20K | – | 0.01 |
| BP Capital Markets America Inc (BP CAP MARKETS AMERICA) | Long | Debt | US | $16K | – | 0.01 |
| BP Capital Markets America Inc (BP CAP MARKETS AMERICA) | Long | Debt | US | $7K | – | 0.00 |
| BP Capital Markets PLC | Long | Debt | GB | $16K | – | 0.01 |
| BP Capital Markets PLC | Long | Debt | GB | $5K | – | 0.00 |
| BPR Trust 2022-OANA | Long | ABS-mortgage backed security | US | $118K | – | 0.07 |
| Bristol-Myers Squibb Co | Long | Equity-common | US | $144K | 3K | 0.08 |
| Bristol-Myers Squibb Co | Long | Debt | US | $35K | – | 0.02 |
| Bristol-Myers Squibb Co | Long | Debt | US | $9K | – | 0.00 |
| Bristol-Myers Squibb Co | Long | Debt | US | $3K | – | 0.00 |
| Bristol-Myers Squibb Co | Long | Debt | US | $3K | – | 0.00 |
| Bristol-Myers Squibb Co | Long | Debt | US | $3K | – | 0.00 |
| Bristol-Myers Squibb Co | Long | Debt | US | $2K | – | 0.00 |
| Bristol-Myers Squibb Co | Long | Debt | US | $2K | – | 0.00 |
| Bristol-Myers Squibb Co | Long | Debt | US | $2K | – | 0.00 |
| Bristol-Myers Squibb Co | Long | Debt | US | $2K | – | 0.00 |
| Bristol-Myers Squibb Co | Long | Debt | US | $1K | – | 0.00 |
| Brixmor Operating Partnership LP | Long | Debt | US | $21K | – | 0.01 |
| Brixmor Operating Partnership LP | Long | Debt | US | $2K | – | 0.00 |
| Broadcom Inc | Long | Equity-common | US | $1M | 741 | 0.66 |
| Broadcom Inc | Long | Debt | US | $38K | – | 0.02 |
| Broadcom Inc | Long | Debt | US | $16K | – | 0.01 |
| Broadcom Inc | Long | Debt | US | $13K | – | 0.01 |
| Broadcom Inc | Long | Debt | US | $11K | – | 0.01 |
| Broadcom Inc | Long | Debt | US | $2K | – | 0.00 |
| Broadcom Inc | Long | Debt | US | $2K | – | 0.00 |
| Broadridge Financial Solutions Inc | Long | Equity-common | US | $38K | 195 | 0.02 |
| Brown & Brown Inc | Long | Equity-common | US | $37K | 415 | 0.02 |
| Brown-Forman Corp | Long | Equity-common | US | $13K | 290 | 0.01 |
| Brown-Forman Corp | Long | Debt | US | $3K | – | 0.00 |
| Builders FirstSource Inc | Long | Equity-common | US | $30K | 217 | 0.02 |
| Bunge Global SA | Long | Equity-common | CH | $27K | 251 | 0.01 |
| Bunge Ltd Finance Corp | Long | Debt | US | $3K | – | 0.00 |
| Burlington Northern Santa Fe LLC (BURLINGTN NORTH SANTA FE) | Long | Debt | US | $7K | – | 0.00 |
| Burlington Northern Santa Fe LLC (BURLINGTN NORTH SANTA FE) | Long | Debt | US | $2K | – | 0.00 |
| Cadence Design Systems Inc | Long | Equity-common | US | $144K | 468 | 0.08 |
| Caesars Entertainment Inc | Long | Equity-common | US | $13K | 338 | 0.01 |
| CALIFORNIA ST (State of California) | Long | Debt | US | $47K | – | 0.03 |
| Camden Property Trust | Long | Equity-common | US | $19K | 178 | 0.01 |
| Cameron LNG LLC | Long | Debt | US | $2K | – | 0.00 |
| Campbell Soup Co | Long | Debt | US | $20K | – | 0.01 |
| Campbell Soup Co | Long | Equity-common | US | $14K | 311 | 0.01 |
| Canadian Natural Resources Ltd (CANADIAN NATL RESOURCES) | Long | Debt | CA | $3K | – | 0.00 |
| Canadian Natural Resources Ltd (CANADIAN NATL RESOURCES) | Long | Debt | CA | $2K | – | 0.00 |
| Canadian Pacific Railway Co | Long | Debt | CA | $21K | – | 0.01 |
| Canadian Pacific Railway Co | Long | Debt | CA | $3K | – | 0.00 |
| Canadian Pacific Railway Co | Long | Debt | CA | $2K | – | 0.00 |
| Cantor Commercial Real Estate Lending 2019-CF3 | Long | ABS-mortgage backed security | US | $123K | – | 0.07 |
| Capital One Financial Corp | Long | Equity-common | US | $89K | 644 | 0.05 |
| Capital One Financial Corp | Long | Debt | US | $16K | – | 0.01 |
| Cardinal Health Inc | Long | Equity-common | US | $42K | 426 | 0.02 |
| Carlisle Cos Inc | Long | Debt | US | $23K | – | 0.01 |
| CarMax Inc | Long | Equity-common | US | $19K | 265 | 0.01 |
| Carnival Corp | Long | Equity-common | PA | $32K | 2K | 0.02 |
| Carrier Global Corp | Long | Equity-common | US | $89K | 1K | 0.05 |
| Carrier Global Corp | Long | Debt | US | $49K | – | 0.03 |
| Carrier Global Corp | Long | Debt | US | $17K | – | 0.01 |
| Carrier Global Corp | Long | Debt | US | $14K | – | 0.01 |
| Catalent Inc | Long | Equity-common | US | $16K | 288 | 0.01 |
| Caterpillar Inc | Long | Equity-common | US | $277K | 832 | 0.15 |
| Cboe Global Markets Inc | Long | Equity-common | US | $31K | 185 | 0.02 |
| CBRE Group Inc | Long | Equity-common | US | $46K | 521 | 0.03 |
| CD 2019-CD8 Mortgage Trust (CD Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $218K | – | 0.12 |
| CDW Corp/DE | Long | Equity-common | US | $52K | 234 | 0.03 |
| Celanese Corp | Long | Equity-common | US | $23K | 173 | 0.01 |
| Cencora Inc | Long | Equity-common | US | $65K | 289 | 0.04 |
| Cenovus Energy Inc | Long | Debt | CA | $6K | – | 0.00 |
| Cenovus Energy Inc | Long | Debt | CA | $5K | – | 0.00 |
| Centene Corp | Long | Equity-common | US | $62K | 933 | 0.03 |
| Centene Corp | Long | Debt | US | $49K | – | 0.03 |
| Centene Corp | Long | Debt | US | $7K | – | 0.00 |
| CenterPoint Energy Inc | Long | Equity-common | US | $34K | 1K | 0.02 |
| CenterPoint Energy Inc | Long | Debt | US | $16K | – | 0.01 |
| CF Industries Holdings Inc | Long | Equity-common | US | $23K | 309 | 0.01 |
| CH Robinson Worldwide Inc | Long | Equity-common | US | $17K | 194 | 0.01 |
| Charles River Laboratories International Inc | Long | Equity-common | US | $18K | 87 | 0.01 |
| Charles Schwab Corp/The | Long | Equity-common | US | $187K | 3K | 0.10 |
| Charles Schwab Corp/The | Long | Debt | US | $157K | – | 0.09 |
| Charles Schwab Corp/The | Long | Debt | US | $56K | – | 0.03 |
| Charles Schwab Corp/The | Long | Debt | US | $33K | – | 0.02 |
| Charles Schwab Corp/The | Long | Debt | US | $26K | – | 0.01 |
| Charles Schwab Corp/The | Long | Debt | US | $6K | – | 0.00 |
| Charter Communications Inc | Long | Equity-common | US | $48K | 161 | 0.03 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $54K | – | 0.03 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $46K | – | 0.03 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $46K | – | 0.03 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $16K | – | 0.01 |
| Cheniere Energy Inc | Long | Debt | US | $20K | – | 0.01 |
| Cheniere Energy Partners LP | Long | Debt | US | $44K | – | 0.02 |
| Chesapeake Energy Corp | Long | Debt | US | $112K | – | 0.06 |
| Chevron Corp | Long | Equity-common | US | $456K | 3K | 0.25 |
| Chevron Corp | Long | Debt | US | $3K | – | 0.00 |
| Chevron USA Inc | Long | Debt | US | $15K | – | 0.01 |
| Chevron USA Inc | Long | Debt | US | $3K | – | 0.00 |
| Chipotle Mexican Grill Inc | Long | Equity-common | US | $147K | 2K | 0.08 |
| Chubb INA Holdings LLC | Long | Debt | US | $2K | – | 0.00 |
| Chubb Ltd | Long | Equity-common | CH | $176K | 689 | 0.10 |
| Church & Dwight Co Inc | Long | Equity-common | US | $45K | 432 | 0.02 |
| Church & Dwight Co Inc | Long | Debt | US | $8K | – | 0.00 |
| Cigna Group/The | Long | Equity-common | US | $160K | 483 | 0.09 |
| Cigna Group/The | Long | Debt | US | $9K | – | 0.00 |
| Cigna Group/The | Long | Debt | US | $7K | – | 0.00 |
| Cigna Group/The | Long | Debt | US | $5K | – | 0.00 |
| Cigna Group/The | Long | Debt | US | $4K | – | 0.00 |
| Cigna Group/The | Long | Debt | US | $2K | – | 0.00 |
| Cigna Group/The | Long | Debt | US | $1K | – | 0.00 |
| Cincinnati Financial Corp | Long | Equity-common | US | $32K | 269 | 0.02 |
| Cintas Corp | Long | Equity-common | US | $102K | 146 | 0.06 |
| Cisco Systems Inc | Long | Equity-common | US | $326K | 7K | 0.18 |
| Cisco Systems Inc | Long | Debt | US | $26K | – | 0.01 |
| Cisco Systems Inc | Long | Debt | US | $26K | – | 0.01 |
| Cisco Systems Inc | Long | Debt | US | $2K | – | 0.00 |
| Citigroup Commercial Mortgage Trust 2015-GC33 | Long | ABS-mortgage backed security | US | $97K | – | 0.05 |
| Citigroup Commercial Mortgage Trust 2016-P6 | Long | ABS-mortgage backed security | US | $113K | – | 0.06 |
| Citigroup Commercial Mortgage Trust 2016-P6 | Long | ABS-mortgage backed security | US | $71K | – | 0.04 |
| Citigroup Inc | Long | Equity-common | US | $205K | 3K | 0.11 |
| Citigroup Inc | Long | Debt | US | $151K | – | 0.08 |
| Citigroup Inc | Long | Debt | US | $120K | – | 0.07 |
| Citigroup Inc | Long | Debt | US | $30K | – | 0.02 |
| Citigroup Inc | Long | Debt | US | $21K | – | 0.01 |
| Citigroup Inc | Long | Debt | US | $21K | – | 0.01 |
| Citigroup Inc | Long | Debt | US | $20K | – | 0.01 |
| Citigroup Inc | Long | Debt | US | $10K | – | 0.01 |
| Citigroup Inc | Long | Debt | US | $5K | – | 0.00 |
| Citizens Financial Group Inc | Long | Equity-common | US | $29K | 801 | 0.02 |
| Cleveland Electric Illuminating Co/The | Long | Debt | US | $26K | – | 0.01 |
| Clorox Co/The | Long | Equity-common | US | $30K | 218 | 0.02 |
| CME Group Inc | Long | Equity-common | US | $120K | 611 | 0.07 |
| CME Group Inc | Long | Debt | US | $9K | – | 0.00 |
| CME Group Inc | Long | Debt | US | $3K | – | 0.00 |
| CMS Energy Corp | Long | Equity-common | US | $31K | 518 | 0.02 |
| CMS Energy Corp | Long | Debt | US | $8K | – | 0.00 |
| Coca-Cola Co/The | Long | Equity-common | US | $420K | 7K | 0.23 |
| Coca-Cola Co/The | Long | Debt | US | $4K | – | 0.00 |
| Coca-Cola Co/The | Long | Debt | US | $2K | – | 0.00 |
| Cognizant Technology Solutions Corp | Long | Equity-common | US | $59K | 871 | 0.03 |
| Colgate-Palmolive Co | Long | Equity-common | US | $136K | 1K | 0.08 |
| Comcast Corp | Long | Equity-common | US | $261K | 7K | 0.14 |
| Comcast Corp | Long | Debt | US | $30K | – | 0.02 |
| Comcast Corp | Long | Debt | US | $16K | – | 0.01 |
| Comcast Corp | Long | Debt | US | $9K | – | 0.01 |
| Comcast Corp | Long | Debt | US | $7K | – | 0.00 |
| Comcast Corp | Long | Debt | US | $7K | – | 0.00 |
| Comcast Corp | Long | Debt | US | $2K | – | 0.00 |
| Comcast Corp | Long | Debt | US | $2K | – | 0.00 |
| Comcast Corp | Long | Debt | US | $2K | – | 0.00 |
| Comcast Corp | Long | Debt | US | $2K | – | 0.00 |
| Comcast Corp | Long | Debt | US | $2K | – | 0.00 |
| COMM 2012-CCRE3 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $84K | – | 0.05 |
| Conagra Brands Inc | Long | Equity-common | US | $22K | 782 | 0.01 |
| Conagra Brands Inc | Long | Debt | US | $3K | – | 0.00 |
| Conagra Brands Inc | Long | Debt | US | $3K | – | 0.00 |
| ConocoPhillips | Long | Equity-common | US | $226K | 2K | 0.13 |
| ConocoPhillips Co (CONOCOPHILLIPS COMPANY) | Long | Debt | US | $21K | – | 0.01 |
| ConocoPhillips Co (CONOCOPHILLIPS COMPANY) | Long | Debt | US | $18K | – | 0.01 |
| ConocoPhillips Co (CONOCOPHILLIPS COMPANY) | Long | Debt | US | $3K | – | 0.00 |
| Consolidated Edison Co of New York Inc (CON EDISON CO OF NY INC) | Long | Debt | US | $11K | – | 0.01 |
| Consolidated Edison Co of New York Inc (CON EDISON CO OF NY INC) | Long | Debt | US | $9K | – | 0.01 |
| Consolidated Edison Co of New York Inc (CON EDISON CO OF NY INC) | Long | Debt | US | $2K | – | 0.00 |
| Consolidated Edison Co of New York Inc (CON EDISON CO OF NY INC) | Long | Debt | US | $2K | – | 0.00 |
| Consolidated Edison Inc | Long | Equity-common | US | $54K | 604 | 0.03 |
| Constellation Brands Inc | Long | Equity-common | US | $68K | 266 | 0.04 |
| Constellation Brands Inc | Long | Debt | US | $21K | – | 0.01 |
| Constellation Brands Inc | Long | Debt | US | $17K | – | 0.01 |
| Constellation Brands Inc | Long | Debt | US | $3K | – | 0.00 |
| Constellation Energy Corp | Long | Equity-common | US | $109K | 542 | 0.06 |
| Constellation Energy Generation LLC (CONSTELLATION EN GEN LLC) | Long | Debt | US | $16K | – | 0.01 |
| Continental Resources Inc/OK | Long | Debt | US | $13K | – | 0.01 |
| Cooper Cos Inc/The | Long | Equity-common | US | $30K | 349 | 0.02 |
| Copart Inc | Long | Equity-common | US | $80K | 1K | 0.04 |
| COPT Defense Properties LP (COPT DEFENSE PROP LP) | Long | Debt | US | $17K | – | 0.01 |
| COPT Defense Properties LP (COPT DEFENSE PROP LP) | Long | Debt | US | $8K | – | 0.00 |
| COPT Defense Properties LP (COPT DEFENSE PROP LP) | Long | Debt | US | $4K | – | 0.00 |
| Corebridge Financial Inc | Long | Debt | US | $71K | – | 0.04 |
| Corning Inc | Long | Equity-common | US | $52K | 1K | 0.03 |
| Corning Inc | Long | Debt | US | $2K | – | 0.00 |
| Corpay Inc | Long | Equity-common | US | $33K | 123 | 0.02 |
| Corteva Inc | Long | Equity-common | US | $62K | 1K | 0.03 |
| CoStar Group Inc | Long | Equity-common | US | $53K | 714 | 0.03 |
| Costco Wholesale Corp | Long | Equity-common | US | $639K | 752 | 0.36 |
| Coterra Energy Inc | Long | Debt | US | $55K | – | 0.03 |
| Coterra Energy Inc | Long | Equity-common | US | $35K | 1K | 0.02 |
| Crowdstrike Holdings Inc | Long | Equity-common | US | $150K | 392 | 0.08 |
| Crown Castle Inc | Long | Equity-common | US | $72K | 733 | 0.04 |
| Crown Castle Inc | Long | Debt | US | $37K | – | 0.02 |
| Crown Castle Inc | Long | Debt | US | $25K | – | 0.01 |
| CSL Finance PLC | Long | Debt | GB | $21K | – | 0.01 |
| CSL Finance PLC | Long | Debt | GB | $8K | – | 0.00 |
| CSL Finance PLC | Long | Debt | GB | $4K | – | 0.00 |
| CSX Corp | Long | Equity-common | US | $112K | 3K | 0.06 |
| CSX Corp | Long | Debt | US | $10K | – | 0.01 |
| CSX Corp | Long | Debt | US | $2K | – | 0.00 |
| CubeSmart LP | Long | Debt | US | $17K | – | 0.01 |
| CubeSmart LP | Long | Debt | US | $8K | – | 0.00 |
| Cummins Inc | Long | Equity-common | US | $66K | 238 | 0.04 |
| CVS Health Corp | Long | Equity-common | US | $124K | 2K | 0.07 |
| CVS Health Corp | Long | Debt | US | $27K | – | 0.02 |
| CVS Health Corp | Long | Debt | US | $9K | – | 0.00 |
| CVS Health Corp | Long | Debt | US | $9K | – | 0.00 |
| CVS Health Corp | Long | Debt | US | $8K | – | 0.00 |
| CVS Health Corp | Long | Debt | US | $7K | – | 0.00 |
| CVS Health Corp | Long | Debt | US | $7K | – | 0.00 |
| CVS Health Corp | Long | Debt | US | $7K | – | 0.00 |
| CVS Health Corp | Long | Debt | US | $7K | – | 0.00 |
| CVS Health Corp | Long | Debt | US | $6K | – | 0.00 |
| CVS Health Corp | Long | Debt | US | $6K | – | 0.00 |
| CVS Health Corp | Long | Debt | US | $4K | – | 0.00 |
| CVS Health Corp | Long | Debt | US | $2K | – | 0.00 |
| Danaher Corp | Long | Equity-common | US | $280K | 1K | 0.16 |
| Darden Restaurants Inc | Long | Equity-common | US | $29K | 194 | 0.02 |
| DaVita Inc | Long | Equity-common | US | $12K | 85 | 0.01 |
| Dayforce Inc | Long | Equity-common | US | $12K | 251 | 0.01 |
| Deckers Outdoor Corp | Long | Equity-common | US | $44K | 45 | 0.02 |
| Deere & Co | Long | Equity-common | US | $166K | 443 | 0.09 |
| Dell International LLC / EMC Corp (DELL INT LLC / EMC CORP) | Long | Debt | US | $12K | – | 0.01 |
| Dell International LLC / EMC Corp (DELL INT LLC / EMC CORP) | Long | Debt | US | $2K | – | 0.00 |
| Delta Air Lines Inc | Long | Equity-common | US | $53K | 1K | 0.03 |
| Deutsche Bank AG/New York NY (DEUTSCHE BANK NY) | Long | Debt | DE | $138K | – | 0.08 |
| Devon Energy Corp | Long | Equity-common | US | $49K | 1K | 0.03 |
| Dexcom Inc | Long | Equity-common | US | $74K | 652 | 0.04 |
| DH Europe Finance II Sarl | Long | Debt | LU | $4K | – | 0.00 |
| DH Europe Finance II Sarl | Long | Debt | LU | $2K | – | 0.00 |
| DH Europe Finance II Sarl | Long | Debt | LU | $2K | – | 0.00 |
| Diamondback Energy Inc | Long | Equity-common | US | $59K | 295 | 0.03 |
| Diamondback Energy Inc | Long | Debt | US | $45K | – | 0.02 |
| Diamondback Energy Inc | Long | Debt | US | $15K | – | 0.01 |
| Diamondback Energy Inc | Long | Debt | US | $8K | – | 0.00 |
| Diamondback Energy Inc | Long | Debt | US | $2K | – | 0.00 |
| Digital Realty Trust Inc | Long | Equity-common | US | $83K | 546 | 0.05 |
| Digital Realty Trust LP | Long | Debt | US | $12K | – | 0.01 |
| Discover Financial Services | Long | Equity-common | US | $57K | 437 | 0.03 |
| Discovery Communications LLC | Long | Debt | US | $13K | – | 0.01 |
| Discovery Communications LLC | Long | Debt | US | $2K | – | 0.00 |
| Dollar General Corp | Long | Equity-common | US | $51K | 384 | 0.03 |
| Dollar General Corp | Long | Debt | US | $21K | – | 0.01 |
| Dollar General Corp | Long | Debt | US | $2K | – | 0.00 |
| Dollar Tree Inc | Long | Debt | US | $54K | – | 0.03 |
| Dollar Tree Inc | Long | Equity-common | US | $39K | 363 | 0.02 |
| Dominion Energy Inc | Long | Equity-common | US | $69K | 1K | 0.04 |
| Dominion Energy Inc | Long | Debt | US | $12K | – | 0.01 |
| Dominion Energy Inc | Long | Debt | US | $11K | – | 0.01 |
| Domino's Pizza Inc | Long | Equity-common | US | $30K | 59 | 0.02 |
| Dover Corp | Long | Equity-common | US | $41K | 225 | 0.02 |
| Dover Corp | Long | Debt | US | $5K | – | 0.00 |
| Dow Chemical Co/The | Long | Debt | US | $18K | – | 0.01 |
| Dow Chemical Co/The | Long | Debt | US | $18K | – | 0.01 |
| Dow Chemical Co/The | Long | Debt | US | $12K | – | 0.01 |
| Dow Chemical Co/The | Long | Debt | US | $9K | – | 0.01 |
| Dow Chemical Co/The | Long | Debt | US | $2K | – | 0.00 |
| Dow Chemical Co/The | Long | Debt | US | $2K | – | 0.00 |
| Dow Inc | Long | Equity-common | US | $65K | 1K | 0.04 |
| DR Horton Inc | Long | Equity-common | US | $70K | 494 | 0.04 |
| Dreyfus Treasury & Agency Cash Management Institutional Shares (The Dreyfus Corporation) | Long | Short-term investment vehicle | US | $1M | 1M | 0.63 |
| DTE Energy Co | Long | Equity-common | US | $40K | 362 | 0.02 |
| DTE Energy Co | Long | Debt | US | $16K | – | 0.01 |
| Duke Energy Carolinas LLC | Long | Debt | US | $2K | – | 0.00 |
| Duke Energy Corp | Long | Equity-common | US | $131K | 1K | 0.07 |
| Duke Energy Corp | Long | Debt | US | $38K | – | 0.02 |
| Duke Energy Corp | Long | Debt | US | $34K | – | 0.02 |
| Duke Energy Corp | Long | Debt | US | $28K | – | 0.02 |
| Duke Energy Corp | Long | Debt | US | $17K | – | 0.01 |
| Duke Energy Corp | Long | Debt | US | $16K | – | 0.01 |
| Duke Energy Progress LLC | Long | Debt | US | $10K | – | 0.01 |
| DuPont de Nemours Inc | Long | Equity-common | US | $57K | 711 | 0.03 |
| DuPont de Nemours Inc | Long | Debt | US | $3K | – | 0.00 |
| Duquesne Light Holdings Inc | Long | Debt | US | $9K | – | 0.01 |
| Eastman Chemical Co | Long | Equity-common | US | $18K | 188 | 0.01 |
| Eastman Chemical Co | Long | Debt | US | $3K | – | 0.00 |
| Eaton Corp | Long | Debt | US | $2K | – | 0.00 |
| Eaton Corp PLC | Long | Equity-common | IE | $213K | 680 | 0.12 |
| eBay Inc | Long | Equity-common | US | $46K | 860 | 0.03 |
| Ecolab Inc | Long | Equity-common | US | $104K | 436 | 0.06 |
| Edison International | Long | Equity-common | US | $48K | 671 | 0.03 |
| Edison International | Long | Debt | US | $25K | – | 0.01 |
| Edison International | Long | Debt | US | $4K | – | 0.00 |
| Edwards Lifesciences Corp | Long | Equity-common | US | $95K | 1K | 0.05 |
| EIDP Inc | Long | Debt | US | $20K | – | 0.01 |
| Electronic Arts Inc | Long | Equity-common | US | $59K | 426 | 0.03 |
| Elevance Health Inc | Long | Equity-common | US | $214K | 395 | 0.12 |
| Elevance Health Inc | Long | Debt | US | $25K | – | 0.01 |
| Elevance Health Inc | Long | Debt | US | $10K | – | 0.01 |
| Elevance Health Inc | Long | Debt | US | $4K | – | 0.00 |
| Elevance Health Inc | Long | Debt | US | $4K | – | 0.00 |
| Elevance Health Inc | Long | Debt | US | $3K | – | 0.00 |
| Eli Lilly & Co | Long | Equity-common | US | $1M | 1K | 0.68 |
| Eli Lilly & Co | Long | Debt | US | $26K | – | 0.01 |
| Eli Lilly & Co | Long | Debt | US | $8K | – | 0.00 |
| Emera US Finance LP | Long | Debt | US | $19K | – | 0.01 |
| Emerson Electric Co | Long | Equity-common | US | $107K | 969 | 0.06 |
| Emerson Electric Co | Long | Debt | US | $27K | – | 0.02 |
| Emerson Electric Co | Long | Debt | US | $25K | – | 0.01 |
| Enbridge Energy Partners LP | Long | Debt | US | $2K | – | 0.00 |
| Enbridge Inc | Long | Debt | CA | $48K | – | 0.03 |
| Enbridge Inc | Long | Debt | CA | $29K | – | 0.02 |
| Energy Transfer LP | Long | Debt | US | $119K | – | 0.07 |
| Energy Transfer LP | Long | Debt | US | $82K | – | 0.05 |
| Energy Transfer LP | Long | Debt | US | $40K | – | 0.02 |
| Energy Transfer LP | Long | Debt | US | $14K | – | 0.01 |
| Energy Transfer LP | Long | Debt | US | $11K | – | 0.01 |
| Energy Transfer LP | Long | Debt | US | $10K | – | 0.01 |
| Energy Transfer LP | Long | Debt | US | $8K | – | 0.00 |
| Energy Transfer LP | Long | Debt | US | $4K | – | 0.00 |
| Energy Transfer LP | Long | Debt | US | $3K | – | 0.00 |
| Energy Transfer LP | Long | Debt | US | $3K | – | 0.00 |
| Enphase Energy Inc | Long | Equity-common | US | $23K | 232 | 0.01 |
| Entergy Corp | Long | Equity-common | US | $40K | 371 | 0.02 |
| Enterprise Products Operating LLC | Long | Debt | US | $52K | – | 0.03 |
| Enterprise Products Operating LLC | Long | Debt | US | $16K | – | 0.01 |
| Enterprise Products Operating LLC | Long | Debt | US | $3K | – | 0.00 |
| EOG Resources Inc | Long | Equity-common | US | $125K | 990 | 0.07 |
| EOG Resources Inc | Long | Debt | US | $2K | – | 0.00 |
| EOG Resources Inc | Long | Debt | US | $2K | – | 0.00 |
| EOG Resources Inc | Long | Debt | US | $2K | – | 0.00 |
| EPAM Systems Inc | Long | Equity-common | US | $17K | 93 | 0.01 |
| EQT Corp | Long | Equity-common | US | $26K | 700 | 0.01 |
| Equifax Inc | Long | Equity-common | US | $52K | 216 | 0.03 |
| Equinix Inc | Long | Equity-common | US | $123K | 162 | 0.07 |
| Equinix Inc | Long | Debt | US | $9K | – | 0.01 |
| Equinix Inc | Long | Debt | US | $6K | – | 0.00 |
| Equity Residential | Long | Equity-common | US | $42K | 605 | 0.02 |
| ERP Operating LP | Long | Debt | US | $4K | – | 0.00 |
| Essex Property Trust Inc | Long | Equity-common | US | $30K | 109 | 0.02 |
| Estee Lauder Cos Inc/The | Long | Equity-common | US | $43K | 408 | 0.02 |
| Estee Lauder Cos Inc/The (ESTEE LAUDER CO INC) | Long | Debt | US | $6K | – | 0.00 |
| Estee Lauder Cos Inc/The (ESTEE LAUDER CO INC) | Long | Debt | US | $3K | – | 0.00 |
| Etsy Inc | Long | Equity-common | US | $13K | 228 | 0.01 |
| Everest Group Ltd | Long | Equity-common | BM | $29K | 76 | 0.02 |
| Everest Reinsurance Holdings Inc (EVEREST REINSURANCE HLDG) | Long | Debt | US | $11K | – | 0.01 |
| Evergy Inc | Long | Equity-common | US | $20K | 385 | 0.01 |
| Eversource Energy | Long | Equity-common | US | $35K | 613 | 0.02 |
| Eversource Energy | Long | Debt | US | $5K | – | 0.00 |
| Exelon Corp | Long | Equity-common | US | $60K | 2K | 0.03 |
| Exelon Corp | Long | Debt | US | $34K | – | 0.02 |
| Exelon Corp | Long | Debt | US | $12K | – | 0.01 |
| Exelon Corp | Long | Debt | US | $4K | – | 0.00 |
| Exelon Corp | Long | Debt | US | $4K | – | 0.00 |
| Expedia Group Inc | Long | Equity-common | US | $28K | 220 | 0.02 |
| Expeditors International of Washington Inc | Long | Equity-common | US | $28K | 228 | 0.02 |
| Extra Space Storage Inc | Long | Equity-common | US | $58K | 370 | 0.03 |
| Extra Space Storage LP | Long | Debt | US | $38K | – | 0.02 |
| Extra Space Storage LP | Long | Debt | US | $7K | – | 0.00 |
| Extra Space Storage LP | Long | Debt | US | $7K | – | 0.00 |
| Exxon Mobil Corp | Long | Equity-common | US | $878K | 8K | 0.49 |
| Exxon Mobil Corp (EXXON MOBIL CORPORATION) | Long | Debt | US | $39K | – | 0.02 |
| Exxon Mobil Corp (EXXON MOBIL CORPORATION) | Long | Debt | US | $4K | – | 0.00 |
| F5 Inc | Long | Equity-common | US | $17K | 99 | 0.01 |
| FactSet Research Systems Inc | Long | Equity-common | US | $27K | 67 | 0.02 |
| Fair Isaac Corp | Long | Equity-common | US | $64K | 43 | 0.04 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $261.46 | – | 0.00 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $231.67 | – | 0.00 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $219.21 | – | 0.00 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $218.41 | – | 0.00 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $215.16 | – | 0.00 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $179.07 | – | 0.00 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $149.99 | – | 0.00 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $0 | – | – |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $481K | – | 0.27 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $266K | – | 0.15 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $261K | – | 0.15 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $185K | – | 0.10 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $183K | – | 0.10 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $174K | – | 0.10 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $108K | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $92K | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $35K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $25K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $23K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $15K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $12K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $10K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $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 | $1K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $993.34 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $967.52 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $931.44 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $891.76 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $847.28 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $830.4 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $823.11 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $809.46 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $808.26 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $795.33 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $697.78 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $687.72 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $655.86 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $632.53 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $605.09 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $573.91 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $556.74 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $537.58 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $510.28 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $495.06 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $480.29 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $463.27 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $456.89 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $454.22 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $448.22 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $440.15 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $311.25 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $278.06 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $270.95 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $260.2 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $246.96 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $225.38 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $225.15 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $216.88 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $182.96 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $179.76 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $179.52 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $167.45 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $163.91 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $161.01 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $159.34 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $150.28 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $149.88 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $140.16 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $139.94 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $127.66 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $126.03 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $119.04 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $114.41 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $73.51 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $70.09 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $62.82 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $53.55 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $48.88 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $22.75 | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $43K | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $371.18 | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $293.96 | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $203.98 | – | 0.00 |
| Fastenal Co | Long | Equity-common | US | $63K | 1K | 0.03 |
| Federal Realty Investment Trust | Long | Equity-common | US | $12K | 115 | 0.01 |
| FedEx Corp | Long | Equity-common | US | $117K | 390 | 0.07 |
| FedEx Corp | Long | Debt | US | $18K | – | 0.01 |
| Fidelity National Financial Inc (FIDELITY NATL FINANCIAL) | Long | Debt | US | $9K | – | 0.00 |
| Fidelity National Information Services Inc | Long | Equity-common | US | $71K | 946 | 0.04 |
| Fidelity National Information Services Inc (FIDELITY NATL INFO SERV) | Long | Debt | US | $1K | – | 0.00 |
| Fifth Third Bancorp | Long | Equity-common | US | $44K | 1K | 0.02 |
| First Solar Inc | Long | Equity-common | US | $42K | 188 | 0.02 |
| FirstEnergy Corp | Long | Equity-common | US | $35K | 907 | 0.02 |
| FirstEnergy Corp | Long | Debt | US | $9K | – | 0.01 |
| FirstEnergy Transmission LLC | Long | Debt | US | $13K | – | 0.01 |
| Fiserv Inc | Long | Equity-common | US | $148K | 995 | 0.08 |
| Fiserv Inc | Long | Debt | US | $26K | – | 0.01 |
| Fiserv Inc | Long | Debt | US | $2K | – | 0.00 |
| Florida Power & Light Co | Long | Debt | US | $25K | – | 0.01 |
| Florida Power & Light Co | Long | Debt | US | $7K | – | 0.00 |
| Flowers Foods Inc | Long | Debt | US | $7K | – | 0.00 |
| Flowserve Corp (FLOWSERVE CORPORATION) | Long | Debt | US | $11K | – | 0.01 |
| FMC Corp | Long | Equity-common | US | $11K | 198 | 0.01 |
| Ford Motor Co | Long | Equity-common | US | $83K | 7K | 0.05 |
| Fortinet Inc | Long | Equity-common | US | $63K | 1K | 0.04 |
| Fortive Corp | Long | Equity-common | US | $45K | 614 | 0.03 |
| Fox Corp | Long | Debt | US | $23K | – | 0.01 |
| Fox Corp | Long | Equity-common | US | $14K | 397 | 0.01 |
| Fox Corp | Long | Equity-common | US | $6K | 195 | 0.00 |
| Franklin Resources Inc | Long | Equity-common | US | $10K | 447 | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $387K | – | 0.21 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $9K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $888.62 | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $835.78 | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $784.42 | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $755.84 | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $746.99 | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $689.22 | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $678.89 | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $672.14 | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $654.99 | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $614.09 | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $560.3 | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $530.9 | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $502.8 | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $480.9 | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $372.79 | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $366.13 | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $317.91 | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $265.84 | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $252.17 | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $245.87 | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $225.87 | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $118.42 | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $26.31 | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $20.15 | – | 0.00 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $202K | – | 0.11 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $69K | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $663K | – | 0.37 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $215.33 | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $55.99 | – | 0.00 |
| Freddie Mac Strips (Freddiemac Strip) | Long | ABS-mortgage backed security | US | $39.31 | – | 0.00 |
| Freddie Mac Strips (Freddiemac Strip) | Long | ABS-mortgage backed security | US | $0 | – | – |
| Freddie Mac Structured Pass-Through Certificates (FHLMC Structured Pass Through Securities) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Freeport-McMoRan Inc | Long | Equity-common | US | $118K | 2K | 0.07 |
| Freeport-McMoRan Inc | Long | Debt | US | $19K | – | 0.01 |
| GA Global Funding Trust | Long | Debt | US | $15K | – | 0.01 |
| Garmin Ltd | Long | Equity-common | CH | $44K | 268 | 0.02 |
| Gartner Inc | Long | Equity-common | US | $61K | 136 | 0.03 |
| GE HealthCare Technologies Inc | Long | Equity-common | US | $58K | 740 | 0.03 |
| GE Vernova Inc | Long | Equity-common | US | $79K | 460 | 0.04 |
| Gen Digital Inc | Long | Equity-common | US | $23K | 923 | 0.01 |
| Generac Holdings Inc | Long | Equity-common | US | $13K | 97 | 0.01 |
| General Dynamics Corp | Long | Equity-common | US | $113K | 391 | 0.06 |
| General Electric Co | Long | Equity-common | US | $295K | 2K | 0.16 |
| General Mills Inc | Long | Equity-common | US | $59K | 935 | 0.03 |
| General Mills Inc | Long | Debt | US | $8K | – | 0.00 |
| General Motors Co | Long | Equity-common | US | $91K | 2K | 0.05 |
| General Motors Co | Long | Debt | US | $44K | – | 0.02 |
| General Motors Co | Long | Debt | US | $3K | – | 0.00 |
| General Motors Co | Long | Debt | US | $3K | – | 0.00 |
| General Motors Co | Long | Debt | US | $2K | – | 0.00 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $90K | – | 0.05 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $74K | – | 0.04 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $59K | – | 0.03 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $22K | – | 0.01 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $5K | – | 0.00 |
| Genuine Parts Co | Long | Equity-common | US | $34K | 246 | 0.02 |
| Genuine Parts Co | Long | Debt | US | $7K | – | 0.00 |
| Georgia Power Co | Long | Debt | US | $72K | – | 0.04 |
| Georgia-Pacific LLC | Long | Debt | US | $56K | – | 0.03 |
| Georgia-Pacific LLC | Long | Debt | US | $19K | – | 0.01 |
| Gilead Sciences Inc | Long | Equity-common | US | $144K | 2K | 0.08 |
| Gilead Sciences Inc | Long | Debt | US | $13K | – | 0.01 |
| Gilead Sciences Inc | Long | Debt | US | $8K | – | 0.00 |
| Gilead Sciences Inc | Long | Debt | US | $4K | – | 0.00 |
| Gilead Sciences Inc | Long | Debt | US | $3K | – | 0.00 |
| Gilead Sciences Inc | Long | Debt | US | $3K | – | 0.00 |
| Gilead Sciences Inc | Long | Debt | US | $2K | – | 0.00 |
| Gilead Sciences Inc | Long | Debt | US | $2K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $822.73 | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $626.27 | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $529.65 | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $463.25 | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $440.64 | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $372.64 | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $148.9 | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $104.31 | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $436K | – | 0.24 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $374K | – | 0.21 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $204K | – | 0.11 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $175K | – | 0.10 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $49K | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $44K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $18K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $17K | – | 0.01 |
| GlaxoSmithKline Capital Inc (GLAXOSMITHKLINE CAP INC) | Long | Debt | US | $9K | – | 0.00 |
| GlaxoSmithKline Capital PLC | Long | Debt | GB | $7K | – | 0.00 |
| Global Payments Inc | Long | Equity-common | US | $40K | 418 | 0.02 |
| Globe Life Inc | Long | Equity-common | US | $11K | 133 | 0.01 |
| GoDaddy Inc | Long | Equity-common | US | $34K | 240 | 0.02 |
| Goldman Sachs Group Inc/The | Long | Equity-common | US | $248K | 548 | 0.14 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $96K | – | 0.05 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $49K | – | 0.03 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $17K | – | 0.01 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $17K | – | 0.01 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $13K | – | 0.01 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $10K | – | 0.01 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $10K | – | 0.01 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $7K | – | 0.00 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $3K | – | 0.00 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $2K | – | 0.00 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $2K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $69K | – | 0.04 |
| Graphic Packaging International LLC | Long | Debt | US | $18K | – | 0.01 |
| Gray Oak Pipeline LLC | Long | Debt | US | $19K | – | 0.01 |
| GS Mortgage Securities Trust 2015-GS1 | Long | ABS-mortgage backed security | US | $96K | – | 0.05 |
| GS Mortgage Securities Trust 2017-GS5 | Long | ABS-mortgage backed security | US | $226K | – | 0.13 |
| GS Mortgage Securities Trust 2018-GS9 | Long | ABS-mortgage backed security | US | $68K | – | 0.04 |
| GS Mortgage Securities Trust 2019-GC42 | Long | ABS-mortgage backed security | US | $373K | – | 0.21 |
| GS Mortgage Securities Trust 2019-GSA1 | Long | ABS-mortgage backed security | US | $442K | – | 0.25 |
| Halliburton Co | Long | Equity-common | US | $53K | 2K | 0.03 |
| Halliburton Co | Long | Debt | US | $4K | – | 0.00 |
| Halliburton Co | Long | Debt | US | $2K | – | 0.00 |
| Harley-Davidson Financial Services Inc (HARLEY-DAVIDSON FINL SER) | Long | Debt | US | $72K | – | 0.04 |
| Hartford Financial Services Group Inc/The | Long | Equity-common | US | $49K | 488 | 0.03 |
| Hartford Financial Services Group Inc/The (HARTFORD FINL SVCS GRP) | Long | Debt | US | $7K | – | 0.00 |
| Hasbro Inc | Long | Equity-common | US | $12K | 207 | 0.01 |
| HCA Healthcare Inc | Long | Equity-common | US | $104K | 325 | 0.06 |
| HCA Inc | Long | Debt | US | $108K | – | 0.06 |
| HCA Inc | Long | Debt | US | $31K | – | 0.02 |
| HCA Inc | Long | Debt | US | $25K | – | 0.01 |
| HCA Inc | Long | Debt | US | $17K | – | 0.01 |
| HCA Inc | Long | Debt | US | $15K | – | 0.01 |
| HCA Inc | Long | Debt | US | $11K | – | 0.01 |
| HCA Inc | Long | Debt | US | $9K | – | 0.01 |
| HCA Inc | Long | Debt | US | $7K | – | 0.00 |
| Health Care Service Corp A Mutual Legal Reserve Co | Long | Debt | US | $7K | – | 0.00 |
| Health Care Service Corp A Mutual Legal Reserve Co | Long | Debt | US | $2K | – | 0.00 |
| Healthcare Realty Holdings LP (HEALTHCARE RLTY HLDGS LP) | Long | Debt | US | $2K | – | 0.00 |
| Healthpeak Properties Inc | Long | Equity-common | US | $23K | 1K | 0.01 |
| Helmerich & Payne Inc | Long | Debt | US | $5K | – | 0.00 |
| Henry Schein Inc | Long | Equity-common | US | $13K | 209 | 0.01 |
| Hershey Co/The | Long | Equity-common | US | $44K | 242 | 0.02 |
| Hess Corp | Long | Equity-common | US | $69K | 465 | 0.04 |
| Hess Corp | Long | Debt | US | $3K | – | 0.00 |
| Hess Corp | Long | Debt | US | $2K | – | 0.00 |
| Hewlett Packard Enterprise Co | Long | Equity-common | US | $45K | 2K | 0.03 |
| Hewlett Packard Enterprise Co (HP ENTERPRISE CO) | Long | Debt | US | $3K | – | 0.00 |
| Highwoods Realty LP | Long | Debt | US | $11K | – | 0.01 |
| Highwoods Realty LP | Long | Debt | US | $3K | – | 0.00 |
| Highwoods Realty LP | Long | Debt | US | $3K | – | 0.00 |
| Hilton Worldwide Holdings Inc | Long | Equity-common | US | $93K | 427 | 0.05 |
| Hologic Inc | Long | Equity-common | US | $29K | 386 | 0.02 |
| Home Depot Inc/The | Long | Equity-common | US | $580K | 2K | 0.32 |
| Home Depot Inc/The | Long | Debt | US | $19K | – | 0.01 |
| Home Depot Inc/The | Long | Debt | US | $15K | – | 0.01 |
| Home Depot Inc/The | Long | Debt | US | $5K | – | 0.00 |
| Home Depot Inc/The | Long | Debt | US | $4K | – | 0.00 |
| Home Depot Inc/The | Long | Debt | US | $3K | – | 0.00 |
| Home Depot Inc/The | Long | Debt | US | $3K | – | 0.00 |
| Home Depot Inc/The | Long | Debt | US | $3K | – | 0.00 |
| Home Depot Inc/The | Long | Debt | US | $2K | – | 0.00 |
| Home Depot Inc/The | Long | Debt | US | $2K | – | 0.00 |
| Home Depot Inc/The | Long | Debt | US | $1K | – | 0.00 |
| Honeywell International Inc | Long | Equity-common | US | $236K | 1K | 0.13 |
| Honeywell International Inc | Long | Debt | US | $61K | – | 0.03 |
| Honeywell International Inc | Long | Debt | US | $8K | – | 0.00 |
| Honeywell International Inc | Long | Debt | US | $5K | – | 0.00 |
| Hormel Foods Corp | Long | Debt | US | $18K | – | 0.01 |
| Hormel Foods Corp | Long | Equity-common | US | $16K | 514 | 0.01 |
| Host Hotels & Resorts Inc | Long | Equity-common | US | $21K | 1K | 0.01 |
| Howmet Aerospace Inc | Long | Equity-common | US | $53K | 684 | 0.03 |
| HP Inc | Long | Equity-common | US | $50K | 1K | 0.03 |
| Hubbell Inc | Long | Equity-common | US | $33K | 89 | 0.02 |
| Humana Inc | Long | Equity-common | US | $75K | 202 | 0.04 |
| Huntington Bancshares Inc/OH | Long | Equity-common | US | $34K | 3K | 0.02 |
| Huntington Bancshares Inc/OH | Long | Debt | US | $13K | – | 0.01 |
| Huntington Ingalls Industries Inc | Long | Debt | US | $27K | – | 0.02 |
| Huntington Ingalls Industries Inc | Long | Equity-common | US | $16K | 63 | 0.01 |
| Hyundai Capital America | Long | Debt | US | $86K | – | 0.05 |
| IDEX Corp | Long | Equity-common | US | $26K | 129 | 0.01 |
| IDEXX Laboratories Inc | Long | Equity-common | US | $68K | 140 | 0.04 |
| Illinois Tool Works Inc | Long | Equity-common | US | $109K | 461 | 0.06 |
| Imperial Brands Finance PLC (IMPERIAL BRANDS FIN PLC) | Long | Debt | GB | $198K | – | 0.11 |
| Incyte Corp | Long | Equity-common | US | $15K | 245 | 0.01 |
| Indiana Michigan Power Co | Long | Debt | US | $6K | – | 0.00 |
| Ingersoll Rand Inc | Long | Equity-common | US | $61K | 669 | 0.03 |
| Ingersoll Rand Inc | Long | Debt | US | $32K | – | 0.02 |
| Insulet Corp | Long | Equity-common | US | $23K | 113 | 0.01 |
| Intel Corp | Long | Equity-common | US | $223K | 7K | 0.12 |
| Intel Corp | Long | Debt | US | $22K | – | 0.01 |
| Intel Corp | Long | Debt | US | $16K | – | 0.01 |
| Intel Corp | Long | Debt | US | $15K | – | 0.01 |
| Intel Corp | Long | Debt | US | $14K | – | 0.01 |
| Intel Corp | Long | Debt | US | $12K | – | 0.01 |
| Intel Corp | Long | Debt | US | $12K | – | 0.01 |
| Intel Corp | Long | Debt | US | $1K | – | 0.00 |
| Intercontinental Exchange Inc | Long | Equity-common | US | $135K | 986 | 0.08 |
| Intercontinental Exchange Inc (INTERCONTINENTALEXCHANGE) | Long | Debt | US | $2K | – | 0.00 |
| Intercontinental Exchange Inc (INTERCONTINENTALEXCHANGE) | Long | Debt | US | $1K | – | 0.00 |
| International Business Machines Corp | Long | Equity-common | US | $269K | 2K | 0.15 |
| International Flavors & Fragrances Inc | Long | Equity-common | US | $43K | 447 | 0.02 |
| International Paper Co | Long | Equity-common | US | $26K | 611 | 0.01 |
| Interpublic Group of Cos Inc/The | Long | Equity-common | US | $18K | 622 | 0.01 |
| Intuit Inc | Long | Equity-common | US | $313K | 477 | 0.17 |
| Intuit Inc | Long | Debt | US | $18K | – | 0.01 |
| Intuitive Surgical Inc | Long | Equity-common | US | $267K | 600 | 0.15 |
| Invesco Ltd | Long | Equity-common | BM | $12K | 809 | 0.01 |
| Invitation Homes Inc | Long | Equity-common | US | $35K | 973 | 0.02 |
| IQVIA Holdings Inc | Long | Equity-common | US | $64K | 301 | 0.04 |
| Iron Mountain Inc | Long | Equity-common | US | $46K | 512 | 0.03 |
| ITC Holdings Corp | Long | Debt | US | $25K | – | 0.01 |
| J M Smucker Co/The (JM SMUCKER CO) | Long | Debt | US | $25K | – | 0.01 |
| J M Smucker Co/The (JM SMUCKER CO) | Long | Debt | US | $19K | – | 0.01 |
| J M Smucker Co/The | Long | Equity-common | US | $19K | 173 | 0.01 |
| Jabil Inc | Long | Equity-common | US | $24K | 219 | 0.01 |
| Jack Henry & Associates Inc | Long | Equity-common | US | $21K | 125 | 0.01 |
| Jacobs Engineering Group Inc | Long | Debt | US | $58K | – | 0.03 |
| Jacobs Solutions Inc | Long | Equity-common | US | $31K | 221 | 0.02 |
| JB Hunt Transport Services Inc | Long | Equity-common | US | $21K | 131 | 0.01 |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl (JBS USA HOLD/FOOD/LUX CO) | Long | Debt | LU | $37K | – | 0.02 |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl (JBS USA HOLD/FOOD/LUX CO) | Long | Debt | LU | $23K | – | 0.01 |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl (JBS USA HOLD/FOOD/LUX CO) | Long | Debt | LU | $10K | – | 0.01 |
| Jefferies Financial Group Inc (JEFFERIES FIN GROUP INC) | Long | Debt | US | $36K | – | 0.02 |
| Johnson & Johnson | Long | Equity-common | US | $596K | 4K | 0.33 |
| Johnson & Johnson | Long | Debt | US | $3K | – | 0.00 |
| Johnson Controls International plc | Long | Equity-common | IE | $77K | 1K | 0.04 |
| Johnson Controls International plc (JOHNSON CONTROLS INTL PL) | Long | Debt | IE | $3K | – | 0.00 |
| JPMBB Commercial Mortgage Securities Trust 2015-C32 | Long | ABS-mortgage backed security | US | $40K | – | 0.02 |
| JPMorgan Chase & Co | Long | Equity-common | US | $988K | 5K | 0.55 |
| JPMorgan Chase & Co | Long | Debt | US | $54K | – | 0.03 |
| JPMorgan Chase & Co | Long | Debt | US | $46K | – | 0.03 |
| JPMorgan Chase & Co | Long | Debt | US | $45K | – | 0.02 |
| JPMorgan Chase & Co | Long | Debt | US | $36K | – | 0.02 |
| JPMorgan Chase & Co | Long | Debt | US | $31K | – | 0.02 |
| JPMorgan Chase & Co | Long | Debt | US | $20K | – | 0.01 |
| JPMorgan Chase & Co | Long | Debt | US | $20K | – | 0.01 |
| JPMorgan Chase & Co | Long | Debt | US | $10K | – | 0.01 |
| JPMorgan Chase & Co | Long | Debt | US | $7K | – | 0.00 |
| JPMorgan Chase & Co | Long | Debt | US | $5K | – | 0.00 |
| JPMorgan Chase & Co | Long | Debt | US | $2K | – | 0.00 |
| Juniper Networks Inc | Long | Equity-common | US | $19K | 523 | 0.01 |
| Kellanova | Long | Equity-common | US | $26K | 456 | 0.01 |
| Kenvue Inc | Long | Debt | US | $72K | – | 0.04 |
| Kenvue Inc | Long | Equity-common | US | $57K | 3K | 0.03 |
| Kenvue Inc | Long | Debt | US | $14K | – | 0.01 |
| Kenvue Inc | Long | Debt | US | $9K | – | 0.00 |
| Keurig Dr Pepper Inc | Long | Equity-common | US | $61K | 2K | 0.03 |
| Keurig Dr Pepper Inc | Long | Debt | US | $5K | – | 0.00 |
| Keurig Dr Pepper Inc | Long | Debt | US | $2K | – | 0.00 |
| KeyCorp | Long | Equity-common | US | $23K | 2K | 0.01 |
| Keysight Technologies Inc | Long | Equity-common | US | $42K | 306 | 0.02 |
| Kimberly-Clark Corp | Long | Equity-common | US | $79K | 570 | 0.04 |
| Kimco Realty Corp | Long | Equity-common | US | $22K | 1K | 0.01 |
| Kinder Morgan Energy Partners LP (KINDER MORGAN ENER PART) | Long | Debt | US | $4K | – | 0.00 |
| Kinder Morgan Energy Partners LP (KINDER MORGAN ENER PART) | Long | Debt | US | $3K | – | 0.00 |
| Kinder Morgan Energy Partners LP (KINDER MORGAN ENER PART) | Long | Debt | US | $3K | – | 0.00 |
| Kinder Morgan Inc | Long | Equity-common | US | $63K | 3K | 0.04 |
| Kinder Morgan Inc | Long | Debt | US | $57K | – | 0.03 |
| Kinder Morgan Inc | Long | Debt | US | $10K | – | 0.01 |
| Kinder Morgan Inc | Long | Debt | US | $4K | – | 0.00 |
| KKR & Co Inc | Long | Equity-common | US | $119K | 1K | 0.07 |
| KLA Corp | Long | Equity-common | US | $190K | 230 | 0.11 |
| KLA Corp | Long | Debt | US | $8K | – | 0.00 |
| Kraft Heinz Co/The | Long | Equity-common | US | $45K | 1K | 0.03 |
| Kraft Heinz Foods Co | Long | Debt | US | $17K | – | 0.01 |
| Kroger Co/The | Long | Equity-common | US | $58K | 1K | 0.03 |
| Kroger Co/The | Long | Debt | US | $3K | – | 0.00 |
| Kroger Co/The | Long | Debt | US | $2K | – | 0.00 |
| L3Harris Technologies Inc | Long | Equity-common | US | $72K | 320 | 0.04 |
| L3Harris Technologies Inc (L3HARRIS TECH INC) | Long | Debt | US | $12K | – | 0.01 |
| Labcorp Holdings Inc | Long | Equity-common | US | $28K | 140 | 0.02 |
| Lam Research Corp | Long | Equity-common | US | $237K | 223 | 0.13 |
| Lamb Weston Holdings Inc | Long | Equity-common | US | $21K | 252 | 0.01 |
| Las Vegas Sands Corp | Long | Debt | US | $40K | – | 0.02 |
| Las Vegas Sands Corp | Long | Equity-common | US | $27K | 607 | 0.01 |
| Las Vegas Sands Corp | Long | Debt | US | $23K | – | 0.01 |
| Leidos Holdings Inc | Long | Equity-common | US | $35K | 241 | 0.02 |
| Leidos Inc | Long | Debt | US | $42K | – | 0.02 |
| Leidos Inc | Long | Debt | US | $22K | – | 0.01 |
| Leidos Inc | Long | Debt | US | $3K | – | 0.00 |
| Lennar Corp | Long | Equity-common | US | $61K | 407 | 0.03 |
| Liberty Mutual Group Inc | Long | Debt | US | $1K | – | 0.00 |
| Lincoln National Corp | Long | Debt | US | $25K | – | 0.01 |
| Linde PLC | Long | Equity-common | IE | $359K | 817 | 0.20 |
| Live Nation Entertainment Inc | Long | Equity-common | US | $23K | 244 | 0.01 |
| LKQ Corp | Long | Equity-common | US | $19K | 454 | 0.01 |
| Lockheed Martin Corp | Long | Equity-common | US | $171K | 366 | 0.10 |
| Lockheed Martin Corp | Long | Debt | US | $2K | – | 0.00 |
| Lockheed Martin Corp | Long | Debt | US | $2K | – | 0.00 |
| Lockheed Martin Corp | Long | Debt | US | $2K | – | 0.00 |
| Loews Corp | Long | Equity-common | US | $23K | 311 | 0.01 |
| Long: B96HYC3S3 CDS USD R V 03MEVENT 1 CCPCDX / Short: B96HYC3S3 CDS USD P F 1.00000 2 CCPCDX (Intercontinental Exchange, Inc.) | Derivative-credit | US | $-47K | – | -0.03 | |
| Lowe's Cos Inc | Long | Equity-common | US | $216K | 979 | 0.12 |
| Lowe's Cos Inc | Long | Debt | US | $38K | – | 0.02 |
| Lowe's Cos Inc | Long | Debt | US | $16K | – | 0.01 |
| Lowe's Cos Inc | Long | Debt | US | $13K | – | 0.01 |
| Lowe's Cos Inc | Long | Debt | US | $4K | – | 0.00 |
| Lowe's Cos Inc | Long | Debt | US | $3K | – | 0.00 |
| Lowe's Cos Inc | Long | Debt | US | $2K | – | 0.00 |
| Lowe's Cos Inc | Long | Debt | US | $2K | – | 0.00 |
| Lululemon Athletica Inc | Long | Equity-common | US | $56K | 189 | 0.03 |
| LYB International Finance III LLC (LYB INT FINANCE III) | Long | Debt | US | $8K | – | 0.00 |
| LYB International Finance III LLC (LYB INT FINANCE III) | Long | Debt | US | $1K | – | 0.00 |
| LyondellBasell Industries NV | Long | Equity-common | NL | $43K | 448 | 0.02 |
| M&T Bank Corp (M&T BANK CORPORATION) | Long | Debt | US | $117K | – | 0.06 |
| M&T Bank Corp | Long | Equity-common | US | $44K | 291 | 0.02 |
| Marathon Oil Corp | Long | Equity-common | US | $29K | 999 | 0.02 |
| Marathon Petroleum Corp | Long | Equity-common | US | $104K | 599 | 0.06 |
| MarketAxess Holdings Inc | Long | Equity-common | US | $12K | 62 | 0.01 |
| Marriott International Inc/MD | Long | Equity-common | US | $99K | 409 | 0.05 |
| Marsh & McLennan Cos Inc | Long | Equity-common | US | $175K | 829 | 0.10 |
| Marsh & McLennan Cos Inc | Long | Debt | US | $16K | – | 0.01 |
| Martin Marietta Materials Inc | Long | Equity-common | US | $59K | 108 | 0.03 |
| Masco Corp | Long | Equity-common | US | $26K | 387 | 0.01 |
| Masco Corp | Long | Debt | US | $3K | – | 0.00 |
| Mastercard Inc | Long | Equity-common | US | $616K | 1K | 0.34 |
| MASTR Alternative Loan Trust 2003-5 (MASTR Alternative Loans Trust) | Long | ABS-mortgage backed security | US | $11.53 | – | 0.00 |
| Match Group Inc | Long | Equity-common | US | $14K | 464 | 0.01 |
| McCormick & Co Inc/MD | Long | Debt | US | $85K | – | 0.05 |
| McCormick & Co Inc/MD | Long | Equity-common | US | $31K | 442 | 0.02 |
| McCormick & Co Inc/MD | Long | Debt | US | $2K | – | 0.00 |
| McDonald's Corp | Long | Equity-common | US | $312K | 1K | 0.17 |
| McDonald's Corp | Long | Debt | US | $16K | – | 0.01 |
| McDonald's Corp | Long | Debt | US | $4K | – | 0.00 |
| McDonald's Corp | Long | Debt | US | $4K | – | 0.00 |
| McKesson Corp | Long | Equity-common | US | $129K | 221 | 0.07 |
| Medtronic Global Holdings SCA (MEDTRONIC GLOBAL HLDINGS) | Long | Debt | LU | $68K | – | 0.04 |
| Medtronic Inc | Long | Debt | US | $2K | – | 0.00 |
| Medtronic PLC | Long | Equity-common | IE | $178K | 2K | 0.10 |
| Memorial Sloan-Kettering Cancer Center | Long | Debt | US | $10K | – | 0.01 |
| Mercedes-Benz Finance North America LLC (MERCEDES-BENZ FIN NA) | Long | Debt | US | $150K | – | 0.08 |
| Merck & Co Inc | Long | Equity-common | US | $532K | 4K | 0.30 |
| Merck & Co Inc | Long | Debt | US | $27K | – | 0.01 |
| Merck & Co Inc | Long | Debt | US | $19K | – | 0.01 |
| Merck & Co Inc | Long | Debt | US | $6K | – | 0.00 |
| Merck & Co Inc | Long | Debt | US | $4K | – | 0.00 |
| Merck & Co Inc | Long | Debt | US | $3K | – | 0.00 |
| Merck & Co Inc | Long | Debt | US | $2K | – | 0.00 |
| Merck & Co Inc | Long | Debt | US | $2K | – | 0.00 |
| Meritage Homes Corp | Long | Debt | US | $66K | – | 0.04 |
| Meta Platforms Inc | Long | Equity-common | US | $2M | 4K | 1.04 |
| Meta Platforms Inc | Long | Debt | US | $35K | – | 0.02 |
| Meta Platforms Inc | Long | Debt | US | $17K | – | 0.01 |
| MetLife Inc | Long | Equity-common | US | $73K | 1K | 0.04 |
| MetLife Inc | Long | Debt | US | $6K | – | 0.00 |
| Mettler-Toledo International Inc | Long | Equity-common | US | $52K | 37 | 0.03 |
| MGM Resorts International | Long | Equity-common | US | $20K | 444 | 0.01 |
| Microchip Technology Inc | Long | Equity-common | US | $84K | 915 | 0.05 |
| Micron Technology Inc | Long | Equity-common | US | $247K | 2K | 0.14 |
| Micron Technology Inc | Long | Debt | US | $18K | – | 0.01 |
| Micron Technology Inc | Long | Debt | US | $18K | – | 0.01 |
| Micron Technology Inc | Long | Debt | US | $10K | – | 0.01 |
| Microsoft Corp | Long | Equity-common | US | $6M | 13K | 3.14 |
| Microsoft Corp | Long | Debt | US | $22K | – | 0.01 |
| Microsoft Corp | Long | Debt | US | $16K | – | 0.01 |
| Microsoft Corp | Long | Debt | US | $4K | – | 0.00 |
| Microsoft Corp | Long | Debt | US | $2K | – | 0.00 |
| Microsoft Corp | Long | Debt | US | $2K | – | 0.00 |
| Mid-America Apartment Communities Inc | Long | Equity-common | US | $29K | 206 | 0.02 |
| Mid-America Apartments LP | Long | Debt | US | $11K | – | 0.01 |
| Moderna Inc | Long | Equity-common | US | $67K | 561 | 0.04 |
| Mohawk Industries Inc | Long | Equity-common | US | $9K | 83 | 0.01 |
| Molina Healthcare Inc | Long | Equity-common | US | $29K | 96 | 0.02 |
| Molson Coors Beverage Co | Long | Equity-common | US | $15K | 297 | 0.01 |
| Molson Coors Beverage Co | Long | Debt | US | $2K | – | 0.00 |
| Mondelez International Inc | Long | Equity-common | US | $149K | 2K | 0.08 |
| Monolithic Power Systems Inc | Long | Equity-common | US | $65K | 79 | 0.04 |
| Monster Beverage Corp | Long | Equity-common | US | $61K | 1K | 0.03 |
| Moody's Corp | Long | Equity-common | US | $112K | 267 | 0.06 |
| Morgan Stanley | Long | Equity-common | US | $207K | 2K | 0.12 |
| Morgan Stanley | Long | Debt | US | $174K | – | 0.10 |
| Morgan Stanley | Long | Debt | US | $84K | – | 0.05 |
| Morgan Stanley | Long | Debt | US | $56K | – | 0.03 |
| Morgan Stanley | Long | Debt | US | $26K | – | 0.01 |
| Morgan Stanley | Long | Debt | US | $17K | – | 0.01 |
| Morgan Stanley | Long | Debt | US | $7K | – | 0.00 |
| Morgan Stanley | Long | Debt | US | $6K | – | 0.00 |
| Morgan Stanley | Long | Debt | US | $6K | – | 0.00 |
| Morgan Stanley | Long | Debt | US | $3K | – | 0.00 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2015-C21 (Morgan Stanley BAML Trust) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Mosaic Co/The | Long | Equity-common | US | $15K | 528 | 0.01 |
| Motorola Solutions Inc | Long | Equity-common | US | $108K | 281 | 0.06 |
| MPLX LP | Long | Debt | US | $7K | – | 0.00 |
| MPLX LP | Long | Debt | US | $2K | – | 0.00 |
| MSCI Inc | Long | Equity-common | US | $66K | 138 | 0.04 |
| Mylan Inc | Long | Debt | US | $2K | – | 0.00 |
| Nasdaq Inc | Long | Equity-common | US | $39K | 642 | 0.02 |
| Nasdaq Inc | Long | Debt | US | $9K | – | 0.01 |
| Nasdaq Inc | Long | Debt | US | $6K | – | 0.00 |
| NetApp Inc | Long | Equity-common | US | $46K | 361 | 0.03 |
| Netflix Inc | Long | Equity-common | US | $495K | 733 | 0.28 |
| Nevada Power Co | Long | Debt | US | $11K | – | 0.01 |
| NewMarket Corp | Long | Debt | US | $5K | – | 0.00 |
| Newmont Corp | Long | Equity-common | US | $82K | 2K | 0.05 |
| Newmont Corp | Long | Debt | US | $3K | – | 0.00 |
| News Corp | Long | Equity-common | US | $17K | 630 | 0.01 |
| News Corp | Long | Equity-common | US | $4K | 142 | 0.00 |
| NextEra Energy Capital Holdings Inc | Long | Debt | US | $4K | – | 0.00 |
| NextEra Energy Inc | Long | Equity-common | US | $247K | 3K | 0.14 |
| NGPL PipeCo LLC | Long | Debt | US | $20K | – | 0.01 |
| Niagara Mohawk Power Corp | Long | Debt | US | $15K | – | 0.01 |
| NIKE Inc | Long | Equity-common | US | $156K | 2K | 0.09 |
| NIKE Inc | Long | Debt | US | $2K | – | 0.00 |
| NiSource Inc | Long | Equity-common | US | $20K | 692 | 0.01 |
| NNN REIT Inc | Long | Debt | US | $3K | – | 0.00 |
| Nordson Corp | Long | Equity-common | US | $22K | 93 | 0.01 |
| Norfolk Southern Corp | Long | Equity-common | US | $82K | 382 | 0.05 |
| Norfolk Southern Corp | Long | Debt | US | $2K | – | 0.00 |
| Northern Natural Gas Co | Long | Debt | US | $35K | – | 0.02 |
| Northern Trust Corp | Long | Equity-common | US | $30K | 361 | 0.02 |
| Northern Trust Corp | Long | Debt | US | $23K | – | 0.01 |
| Northrop Grumman Corp | Long | Equity-common | US | $104K | 239 | 0.06 |
| Northwestern Mutual Life Insurance Co/The | Long | Debt | US | $17K | – | 0.01 |
| Norwegian Cruise Line Holdings Ltd | Long | Equity-common | BM | $13K | 678 | 0.01 |
| NOV Inc | Long | Debt | US | $9K | – | 0.01 |
| Novant Health Inc | Long | Debt | US | $7K | – | 0.00 |
| Novartis Capital Corp | Long | Debt | US | $12K | – | 0.01 |
| Novartis Capital Corp | Long | Debt | US | $2K | – | 0.00 |
| NRG Energy Inc | Long | Equity-common | US | $28K | 355 | 0.02 |
| Nucor Corp | Long | Equity-common | US | $64K | 408 | 0.04 |
| Nutrien Ltd | Long | Debt | CA | $71K | – | 0.04 |
| Nutrien Ltd | Long | Debt | CA | $55K | – | 0.03 |
| Nutrien Ltd | Long | Debt | CA | $2K | – | 0.00 |
| NVIDIA Corp | Long | Equity-common | US | $5M | 42K | 2.87 |
| NVIDIA Corp | Long | Debt | US | $7K | – | 0.00 |
| NVIDIA Corp | Long | Debt | US | $2K | – | 0.00 |
| NVR Inc | Long | Equity-common | US | $38K | 5 | 0.02 |
| NXP Semiconductors NV | Long | Equity-common | NL | $118K | 438 | 0.07 |
| O'Reilly Automotive Inc | Long | Equity-common | US | $106K | 100 | 0.06 |
| Occidental Petroleum Corp | Long | Equity-common | US | $68K | 1K | 0.04 |
| Occidental Petroleum Corp | Long | Debt | US | $38K | – | 0.02 |
| Oklahoma Gas and Electric Co (OKLAHOMA G&E CO) | Long | Debt | US | $4K | – | 0.00 |
| Old Dominion Freight Line Inc | Long | Equity-common | US | $55K | 313 | 0.03 |
| Omnicom Group Inc | Long | Equity-common | US | $31K | 348 | 0.02 |
| ON Semiconductor Corp | Long | Equity-common | US | $51K | 748 | 0.03 |
| Oncor Electric Delivery Co LLC | Long | Debt | US | $2K | – | 0.00 |
| ONEOK Inc | Long | Debt | US | $81K | – | 0.04 |
| ONEOK Inc | Long | Equity-common | US | $80K | 985 | 0.04 |
| ONEOK Inc | Long | Debt | US | $23K | – | 0.01 |
| ONEOK Inc | Long | Debt | US | $18K | – | 0.01 |
| ONEOK Inc | Long | Debt | US | $3K | – | 0.00 |
| Oracle Corp | Long | Equity-common | US | $384K | 3K | 0.21 |
| Oracle Corp | Long | Debt | US | $45K | – | 0.02 |
| Oracle Corp | Long | Debt | US | $28K | – | 0.02 |
| Oracle Corp | Long | Debt | US | $16K | – | 0.01 |
| Oracle Corp | Long | Debt | US | $8K | – | 0.00 |
| Oracle Corp | Long | Debt | US | $8K | – | 0.00 |
| Oracle Corp | Long | Debt | US | $7K | – | 0.00 |
| Oracle Corp | Long | Debt | US | $3K | – | 0.00 |
| Oracle Corp | Long | Debt | US | $2K | – | 0.00 |
| Oracle Corp | Long | Debt | US | $2K | – | 0.00 |
| Oracle Corp | Long | Debt | US | $2K | – | 0.00 |
| Oracle Corp | Long | Debt | US | $2K | – | 0.00 |
| Oracle Corp | Long | Debt | US | $1K | – | 0.00 |
| Otis Worldwide Corp | Long | Equity-common | US | $64K | 668 | 0.04 |
| Otis Worldwide Corp | Long | Debt | US | $45K | – | 0.02 |
| Otis Worldwide Corp | Long | Debt | US | $27K | – | 0.02 |
| Otis Worldwide Corp | Long | Debt | US | $16K | – | 0.01 |
| Owens Corning | Long | Debt | US | $39K | – | 0.02 |
| Owens Corning | Long | Debt | US | $30K | – | 0.02 |
| Owens Corning | Long | Debt | US | $10K | – | 0.01 |
| Owens Corning | Long | Debt | US | $2K | – | 0.00 |
| PACCAR Inc | Long | Equity-common | US | $91K | 886 | 0.05 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $15K | – | 0.01 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $13K | – | 0.01 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $13K | – | 0.01 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $11K | – | 0.01 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $5K | – | 0.00 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $3K | – | 0.00 |
| PacifiCorp | Long | Debt | US | $40K | – | 0.02 |
| PacifiCorp | Long | Debt | US | $16K | – | 0.01 |
| PacifiCorp | Long | Debt | US | $8K | – | 0.00 |
| PacifiCorp | Long | Debt | US | $8K | – | 0.00 |
| Packaging Corp of America | Long | Equity-common | US | $28K | 153 | 0.02 |
| Packaging Corp of America | Long | Debt | US | $11K | – | 0.01 |
| Palo Alto Networks Inc | Long | Equity-common | US | $184K | 543 | 0.10 |
| Paramount Global | Long | Equity-common | US | $7K | 719 | 0.00 |
| Paramount Global | Long | Debt | US | $2K | – | 0.00 |
| Paramount Global | Long | Debt | US | $2K | – | 0.00 |
| Paramount Global | Long | Debt | US | $2K | – | 0.00 |
| Parker-Hannifin Corp | Long | Equity-common | US | $110K | 218 | 0.06 |
| Parker-Hannifin Corp | Long | Debt | US | $38K | – | 0.02 |
| Parker-Hannifin Corp | Long | Debt | US | $2K | – | 0.00 |
| Patterson-UTI Energy Inc | Long | Debt | US | $18K | – | 0.01 |
| Paychex Inc | Long | Equity-common | US | $63K | 528 | 0.03 |
| Paycom Software Inc | Long | Equity-common | US | $12K | 84 | 0.01 |
| PayPal Holdings Inc | Long | Equity-common | US | $103K | 2K | 0.06 |
| PayPal Holdings Inc | Long | Debt | US | $8K | – | 0.00 |
| PayPal Holdings Inc | Long | Debt | US | $2K | – | 0.00 |
| Pentair PLC | Long | Equity-common | IE | $21K | 280 | 0.01 |
| PepsiCo Inc | Long | Equity-common | US | $386K | 2K | 0.21 |
| PepsiCo Inc | Long | Debt | US | $16K | – | 0.01 |
| PepsiCo Inc | Long | Debt | US | $7K | – | 0.00 |
| PepsiCo Inc | Long | Debt | US | $2K | – | 0.00 |
| Pfizer Inc | Long | Equity-common | US | $269K | 10K | 0.15 |
| Pfizer Inc | Long | Debt | US | $17K | – | 0.01 |
| Pfizer Inc | Long | Debt | US | $3K | – | 0.00 |
| Pfizer Inc | Long | Debt | US | $2K | – | 0.00 |
| Pfizer Inc | Long | Debt | US | $2K | – | 0.00 |
| Pfizer Investment Enterprises Pte Ltd | Long | Debt | SG | $151K | – | 0.08 |
| Pfizer Investment Enterprises Pte Ltd | Long | Debt | SG | $61K | – | 0.03 |
| Pfizer Investment Enterprises Pte Ltd | Long | Debt | SG | $11K | – | 0.01 |
| Pfizer Investment Enterprises Pte Ltd | Long | Debt | SG | $4K | – | 0.00 |
| PG&E Corp | Long | Equity-common | US | $61K | 4K | 0.03 |
| Philip Morris International Inc | Long | Equity-common | US | $268K | 3K | 0.15 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $100K | – | 0.06 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $60K | – | 0.03 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $44K | – | 0.02 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $20K | – | 0.01 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $3K | – | 0.00 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $2K | – | 0.00 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $2K | – | 0.00 |
| Phillips 66 | Long | Equity-common | US | $103K | 729 | 0.06 |
| Phillips 66 | Long | Debt | US | $40K | – | 0.02 |
| Phillips 66 | Long | Debt | US | $11K | – | 0.01 |
| Phillips 66 Co | Long | Debt | US | $27K | – | 0.02 |
| Phillips 66 Co | Long | Debt | US | $4K | – | 0.00 |
| Phillips 66 Co | Long | Debt | US | $3K | – | 0.00 |
| Pilgrim's Pride Corp | Long | Debt | US | $11K | – | 0.01 |
| Pinnacle West Capital Corp | Long | Equity-common | US | $14K | 182 | 0.01 |
| Pioneer Natural Resources Co | Long | Debt | US | $39K | – | 0.02 |
| Pioneer Natural Resources Co | Long | Debt | US | $8K | – | 0.00 |
| Plains All American Pipeline LP / PAA Finance Corp (PLAINS ALL AMER PIPELINE) | Long | Debt | US | $8K | – | 0.00 |
| PNC Financial Services Group Inc/The | Long | Equity-common | US | $105K | 675 | 0.06 |
| Pool Corp | Long | Equity-common | US | $19K | 63 | 0.01 |
| PPG Industries Inc | Long | Equity-common | US | $52K | 412 | 0.03 |
| PPL Capital Funding Inc | Long | Debt | US | $9K | – | 0.00 |
| PPL Corp | Long | Equity-common | US | $36K | 1K | 0.02 |
| Precision Castparts Corp | Long | Debt | US | $3K | – | 0.00 |
| Principal Financial Group Inc | Long | Equity-common | US | $30K | 386 | 0.02 |
| Procter & Gamble Co/The | Long | Equity-common | US | $662K | 4K | 0.37 |
| Progressive Corp/The | Long | Equity-common | US | $207K | 996 | 0.12 |
| Progressive Corp/The | Long | Debt | US | $20K | – | 0.01 |
| Progressive Corp/The | Long | Debt | US | $5K | – | 0.00 |
| Prologis Inc | Long | Equity-common | US | $176K | 2K | 0.10 |
| Prologis LP | Long | Debt | US | $8K | – | 0.00 |
| Prologis LP | Long | Debt | US | $8K | – | 0.00 |
| Prologis LP | Long | Debt | US | $2K | – | 0.00 |
| Prologis LP | Long | Debt | US | $2K | – | 0.00 |
| Prospect Capital Corp | Long | Debt | US | $20K | – | 0.01 |
| Prudential Financial Inc | Long | Equity-common | US | $70K | 596 | 0.04 |
| Prudential Financial Inc | Long | Debt | US | $8K | – | 0.00 |
| Prudential Financial Inc | Long | Debt | US | $6K | – | 0.00 |
| PTC Inc | Long | Equity-common | US | $38K | 210 | 0.02 |
| Public Service Co of Colorado (PUBLIC SERVICE COLORADO) | Long | Debt | US | $9K | – | 0.00 |
| Public Service Enterprise Group Inc | Long | Equity-common | US | $64K | 871 | 0.04 |
| Public Storage | Long | Equity-common | US | $75K | 262 | 0.04 |
| Public Storage Operating Co (PUBLIC STORAGE OP CO) | Long | Debt | US | $11K | – | 0.01 |
| PulteGroup Inc | Long | Equity-common | US | $41K | 372 | 0.02 |
| PVH Corp | Long | Debt | US | $25K | – | 0.01 |
| Qorvo Inc | Long | Equity-common | US | $18K | 156 | 0.01 |
| QUALCOMM Inc | Long | Equity-common | US | $379K | 2K | 0.21 |
| QUALCOMM Inc | Long | Debt | US | $19K | – | 0.01 |
| QUALCOMM Inc | Long | Debt | US | $3K | – | 0.00 |
| Quanta Services Inc | Long | Equity-common | US | $61K | 240 | 0.03 |
| Quanta Services Inc | Long | Debt | US | $14K | – | 0.01 |
| Quanta Services Inc | Long | Debt | US | $13K | – | 0.01 |
| Quest Diagnostics Inc | Long | Equity-common | US | $26K | 191 | 0.01 |
| Quest Diagnostics Inc | Long | Debt | US | $2K | – | 0.00 |
| Ralph Lauren Corp | Long | Equity-common | US | $11K | 61 | 0.01 |
| Raymond James Financial Inc | Long | Equity-common | US | $41K | 330 | 0.02 |
| Realty Income Corp | Long | Equity-common | US | $78K | 1K | 0.04 |
| Regency Centers Corp | Long | Equity-common | US | $16K | 265 | 0.01 |
| Regeneron Pharmaceuticals Inc | Long | Equity-common | US | $187K | 178 | 0.10 |
| Regeneron Pharmaceuticals Inc | Long | Debt | US | $14K | – | 0.01 |
| Regions Financial Corp | Long | Debt | US | $130K | – | 0.07 |
| Regions Financial Corp | Long | Debt | US | $41K | – | 0.02 |
| Regions Financial Corp | Long | Equity-common | US | $33K | 2K | 0.02 |
| RenaissanceRe Holdings Ltd | Long | Debt | BM | $23K | – | 0.01 |
| Republic Services Inc | Long | Equity-common | US | $69K | 357 | 0.04 |
| Republic Services Inc | Long | Debt | US | $25K | – | 0.01 |
| Republic Services Inc | Long | Debt | US | $19K | – | 0.01 |
| ResMed Inc | Long | Equity-common | US | $49K | 257 | 0.03 |
| Revvity Inc | Long | Equity-common | US | $21K | 201 | 0.01 |
| Rio Tinto Finance USA Ltd (RIO TINTO FIN USA LTD) | Long | Debt | AU | $2K | – | 0.00 |
| Rockwell Automation Inc | Long | Equity-common | US | $55K | 200 | 0.03 |
| Rockwell Automation Inc | Long | Debt | US | $5K | – | 0.00 |
| Rockwell Automation Inc | Long | Debt | US | $3K | – | 0.00 |
| Rogers Communications Inc | Long | Debt | CA | $3K | – | 0.00 |
| Rollins Inc | Long | Equity-common | US | $22K | 456 | 0.01 |
| Roper Technologies Inc | Long | Equity-common | US | $102K | 181 | 0.06 |
| Roper Technologies Inc | Long | Debt | US | $4K | – | 0.00 |
| Ross Stores Inc | Long | Equity-common | US | $83K | 570 | 0.05 |
| Ross Stores Inc | Long | Debt | US | $2K | – | 0.00 |
| Royal Caribbean Cruises Ltd | Long | Equity-common | LR | $62K | 387 | 0.03 |
| Royalty Pharma PLC | Long | Debt | GB | $9K | – | 0.01 |
| Royalty Pharma PLC | Long | Debt | GB | $3K | – | 0.00 |
| Royalty Pharma PLC | Long | Debt | GB | $2K | – | 0.00 |
| Royalty Pharma PLC | Long | Debt | GB | $1K | – | 0.00 |
| RPM International Inc | Long | Debt | US | $2K | – | 0.00 |
| RTX Corp | Long | Equity-common | US | $227K | 2K | 0.13 |
| RTX Corp | Long | Debt | US | $48K | – | 0.03 |
| RTX Corp | Long | Debt | US | $30K | – | 0.02 |
| RTX Corp | Long | Debt | US | $28K | – | 0.02 |
| RTX Corp | Long | Debt | US | $25K | – | 0.01 |
| RTX Corp | Long | Debt | US | $21K | – | 0.01 |
| RTX Corp | Long | Debt | US | $4K | – | 0.00 |
| RTX Corp | Long | Debt | US | $3K | – | 0.00 |
| RTX Corp | Long | Debt | US | $2K | – | 0.00 |
| RTX Corp | Long | Debt | US | $2K | – | 0.00 |
| Ryder System Inc | Long | Debt | US | $29K | – | 0.02 |
| S&P Global Inc | Long | Equity-common | US | $244K | 547 | 0.14 |
| S+P500 EMINI FUT SEP24 (Chicago Mercantile Exchange) | Derivative-equity | US | $2K | – | 0.00 | |
| Salesforce Inc | Long | Equity-common | US | $424K | 2K | 0.24 |
| Salesforce Inc | Long | Debt | US | $17K | – | 0.01 |
| Salesforce Inc | Long | Debt | US | $12K | – | 0.01 |
| Sands China Ltd | Long | Debt | KY | $198K | – | 0.11 |
| SBA Communications Corp | Long | Equity-common | US | $35K | 178 | 0.02 |
| Schlumberger Holdings Corp (SCHLUMBERGER HLDGS CORP) | Long | Debt | US | $9K | – | 0.00 |
| Schlumberger Investment SA | Long | Debt | LU | $71K | – | 0.04 |
| Schlumberger NV | Long | Equity-common | CW | $114K | 2K | 0.06 |
| Seagate Technology Holdings PLC | Long | Equity-common | IE | $33K | 320 | 0.02 |
| Sealed Air Corp | Long | Debt | US | $66K | – | 0.04 |
| Selective Insurance Group Inc | Long | Debt | US | $2K | – | 0.00 |
| Sempra | Long | Equity-common | US | $81K | 1K | 0.05 |
| Sempra | Long | Debt | US | $30K | – | 0.02 |
| ServiceNow Inc | Long | Equity-common | US | $275K | 349 | 0.15 |
| Shell International Finance BV | Long | Debt | NL | $28K | – | 0.02 |
| Shell International Finance BV | Long | Debt | NL | $9K | – | 0.00 |
| Shell International Finance BV | Long | Debt | NL | $6K | – | 0.00 |
| Shell International Finance BV | Long | Debt | NL | $4K | – | 0.00 |
| Sherwin-Williams Co/The | Long | Equity-common | US | $119K | 400 | 0.07 |
| Shire Acquisitions Investments Ireland DAC (SHIRE ACQ INV IRELAND DA) | Long | Debt | IE | $2K | – | 0.00 |
| Simon Property Group Inc | Long | Equity-common | US | $84K | 552 | 0.05 |
| Simon Property Group LP | Long | Debt | US | $3K | – | 0.00 |
| Skyworks Solutions Inc | Long | Equity-common | US | $29K | 273 | 0.02 |
| Smith & Nephew PLC | Long | Debt | GB | $15K | – | 0.01 |
| Snap-on Inc | Long | Equity-common | US | $22K | 86 | 0.01 |
| Solventum Corp | Long | Equity-common | US | $12K | 219 | 0.01 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $113K | – | 0.06 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $16K | – | 0.01 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $15K | – | 0.01 |
| Southern Co/The | Long | Equity-common | US | $146K | 2K | 0.08 |
| Southern Co/The | Long | Debt | US | $31K | – | 0.02 |
| Southern Co/The | Long | Debt | US | $3K | – | 0.00 |
| Southwest Airlines Co | Long | Equity-common | US | $28K | 964 | 0.02 |
| Southwest Airlines Co | Long | Debt | US | $15K | – | 0.01 |
| Southwestern Electric Power Co (SOUTHWESTERN ELEC POWER) | Long | Debt | US | $3K | – | 0.00 |
| Spectra Energy Partners LP | Long | Debt | US | $3K | – | 0.00 |
| Spectra Energy Partners LP | Long | Debt | US | $2K | – | 0.00 |
| Stanley Black & Decker Inc | Long | Equity-common | US | $21K | 259 | 0.01 |
| Starbucks Corp | Long | Equity-common | US | $148K | 2K | 0.08 |
| Starbucks Corp | Long | Debt | US | $2K | – | 0.00 |
| State Street Corp | Long | Equity-common | US | $39K | 530 | 0.02 |
| State Street Global All Cap Equity ex-U.S. Index Portfolio | Long | Equity-common | US | $44M | 375K | 24.73 |
| State Street Institutional Treasury Money Market Fund (State Street Global Advisors) | Long | Short-term investment vehicle | US | $5M | 5M | 3.00 |
| State Street Institutional Treasury Plus Money Market Fund (State Street Global Advisors) | Long | Short-term investment vehicle | US | $1M | 1M | 0.63 |
| State Street Institutional US Government Money Market Fund (State Street Global Advisors) | Long | Short-term investment vehicle | US | $6M | 6M | 3.15 |
| Steel Dynamics Inc | Long | Equity-common | US | $31K | 239 | 0.02 |
| STERIS PLC | Long | Equity-common | IE | $38K | 173 | 0.02 |
| Stryker Corp | Long | Equity-common | US | $196K | 575 | 0.11 |
| Stryker Corp | Long | Debt | US | $18K | – | 0.01 |
| Sumitomo Mitsui Financial Group Inc (SUMITOMO MITSUI FINL GRP) | Long | Debt | JP | $41K | – | 0.02 |
| Suncor Energy Inc | Long | Debt | CA | $2K | – | 0.00 |
| Super Micro Computer Inc | Long | Equity-common | US | $68K | 83 | 0.04 |
| Synchrony Financial | Long | Equity-common | US | $34K | 715 | 0.02 |
| Synopsys Inc | Long | Equity-common | US | $153K | 257 | 0.09 |
| Sysco Corp | Long | Equity-common | US | $62K | 870 | 0.03 |
| Sysco Corp (SYSCO CORPORATION) | Long | Debt | US | $3K | – | 0.00 |
| Sysco Corp (SYSCO CORPORATION) | Long | Debt | US | $3K | – | 0.00 |
| Sysco Corp (SYSCO CORPORATION) | Long | Debt | US | $2K | – | 0.00 |
| T Rowe Price Group Inc | Long | Equity-common | US | $45K | 392 | 0.03 |
| T-Mobile US Inc | Long | Equity-common | US | $155K | 877 | 0.09 |
| T-Mobile USA Inc | Long | Debt | US | $73K | – | 0.04 |
| T-Mobile USA Inc | Long | Debt | US | $68K | – | 0.04 |
| T-Mobile USA Inc | Long | Debt | US | $31K | – | 0.02 |
| T-Mobile USA Inc | Long | Debt | US | $10K | – | 0.01 |
| T-Mobile USA Inc | Long | Debt | US | $8K | – | 0.00 |
| Take-Two Interactive Software Inc | Long | Debt | US | $48K | – | 0.03 |
| Take-Two Interactive Software Inc | Long | Equity-common | US | $41K | 262 | 0.02 |
| Take-Two Interactive Software Inc | Long | Debt | US | $6K | – | 0.00 |
| Tampa Electric Co | Long | Debt | US | $19K | – | 0.01 |
| Tampa Electric Co | Long | Debt | US | $11K | – | 0.01 |
| Tampa Electric Co | Long | Debt | US | $10K | – | 0.01 |
| Tapestry Inc | Long | Debt | US | $94K | – | 0.05 |
| Tapestry Inc | Long | Equity-common | US | $17K | 408 | 0.01 |
| Tapestry Inc | Long | Debt | US | $17K | – | 0.01 |
| Tapestry Inc | Long | Debt | US | $3K | – | 0.00 |
| Targa Resources Corp | Long | Debt | US | $61K | – | 0.03 |
| Targa Resources Corp | Long | Equity-common | US | $50K | 391 | 0.03 |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp | Long | Debt | US | $54K | – | 0.03 |
| Target Corp | Long | Equity-common | US | $116K | 783 | 0.06 |
| Target Corp | Long | Debt | US | $4K | – | 0.00 |
| TE Connectivity Ltd | Long | Equity-common | CH | $79K | 522 | 0.04 |
| Teledyne Technologies Inc | Long | Equity-common | US | $30K | 77 | 0.02 |
| Teleflex Inc | Long | Equity-common | US | $16K | 75 | 0.01 |
| Teradyne Inc | Long | Equity-common | US | $40K | 269 | 0.02 |
| Tesla Inc | Long | Equity-common | US | $932K | 5K | 0.52 |
| Texas Instruments Inc | Long | Equity-common | US | $301K | 2K | 0.17 |
| Texas Instruments Inc | Long | Debt | US | $3K | – | 0.00 |
| Textron Inc | Long | Equity-common | US | $30K | 345 | 0.02 |
| Thermo Fisher Scientific Inc | Long | Equity-common | US | $359K | 649 | 0.20 |
| Thermo Fisher Scientific Inc | Long | Debt | US | $8K | – | 0.00 |
| Time Warner Cable LLC | Long | Debt | US | $2K | – | 0.00 |
| TJX Cos Inc/The | Long | Equity-common | US | $214K | 2K | 0.12 |
| Toronto-Dominion Bank/The | Long | Debt | CA | $42K | – | 0.02 |
| Toronto-Dominion Bank/The | Long | Debt | CA | $22K | – | 0.01 |
| Toronto-Dominion Bank/The | Long | Debt | CA | $21K | – | 0.01 |
| Tractor Supply Co | Long | Equity-common | US | $51K | 189 | 0.03 |
| Tractor Supply Co | Long | Debt | US | $16K | – | 0.01 |
| Trane Technologies Financing Ltd (TRANE TECH FIN LTD) | Long | Debt | IE | $7K | – | 0.00 |
| Trane Technologies Financing Ltd (TRANE TECH FIN LTD) | Long | Debt | IE | $7K | – | 0.00 |
| Trane Technologies PLC | Long | Equity-common | IE | $127K | 386 | 0.07 |
| TransCanada PipeLines Ltd | Long | Debt | CA | $17K | – | 0.01 |
| TransCanada PipeLines Ltd | Long | Debt | CA | $4K | – | 0.00 |
| Transcanada Trust | Long | Debt | CA | $27K | – | 0.01 |
| Transcontinental Gas Pipe Line Co LLC (TRANSCONT GAS PIPE LINE) | Long | Debt | US | $3K | – | 0.00 |
| TransDigm Group Inc | Long | Equity-common | US | $123K | 96 | 0.07 |
| Travelers Cos Inc/The | Long | Equity-common | US | $78K | 386 | 0.04 |
| Travelers Cos Inc/The | Long | Debt | US | $18K | – | 0.01 |
| Trimble Inc | Long | Equity-common | US | $24K | 427 | 0.01 |
| Truist Financial Corp | Long | Equity-common | US | $88K | 2K | 0.05 |
| Truist Financial Corp | Long | Debt | US | $42K | – | 0.02 |
| TWDC Enterprises 18 Corp | Long | Debt | US | $2K | – | 0.00 |
| Tyco Electronics Group SA | Long | Debt | LU | $3K | – | 0.00 |
| Tyler Technologies Inc | Long | Equity-common | US | $37K | 74 | 0.02 |
| Tyson Foods Inc | Long | Equity-common | US | $29K | 504 | 0.02 |
| Tyson Foods Inc | Long | Debt | US | $20K | – | 0.01 |
| Tyson Foods Inc | Long | Debt | US | $16K | – | 0.01 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $1M | – | 0.66 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $588K | – | 0.33 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $442K | – | 0.25 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $402K | – | 0.22 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $4M | – | 2.24 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $2M | – | 1.25 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $2M | – | 1.13 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $1M | – | 0.72 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $1M | – | 0.67 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $874K | – | 0.49 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $848K | – | 0.47 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $527K | – | 0.29 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $471K | – | 0.26 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $395K | – | 0.22 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $369K | – | 0.21 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $295K | – | 0.16 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $190K | – | 0.11 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $71K | – | 0.04 |
| Uber Technologies Inc | Long | Equity-common | US | $255K | 4K | 0.14 |
| UDR Inc | Long | Equity-common | US | $21K | 499 | 0.01 |
| UDR Inc | Long | Debt | US | $6K | – | 0.00 |
| UDR Inc | Long | Debt | US | $3K | – | 0.00 |
| Ulta Beauty Inc | Long | Equity-common | US | $31K | 80 | 0.02 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $2M | – | 1.28 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $2M | – | 1.04 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $2M | – | 1.01 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $2M | – | 1.00 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $2M | – | 1.00 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $505K | – | 0.28 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $330K | – | 0.18 |
| Union Pacific Corp | Long | Equity-common | US | $235K | 1K | 0.13 |
| Union Pacific Corp | Long | Debt | US | $8K | – | 0.00 |
| Union Pacific Corp | Long | Debt | US | $5K | – | 0.00 |
| Union Pacific Corp | Long | Debt | US | $4K | – | 0.00 |
| Union Pacific Corp | Long | Debt | US | $3K | – | 0.00 |
| United Airlines Holdings Inc | Long | Equity-common | US | $26K | 539 | 0.01 |
| United Parcel Service Inc | Long | Equity-common | US | $168K | 1K | 0.09 |
| United Parcel Service Inc | Long | Debt | US | $25K | – | 0.01 |
| United Rentals Inc | Long | Equity-common | US | $73K | 113 | 0.04 |
| UnitedHealth Group Inc | Long | Equity-common | US | $797K | 2K | 0.44 |
| UnitedHealth Group Inc | Long | Debt | US | $44K | – | 0.02 |
| UnitedHealth Group Inc | Long | Debt | US | $19K | – | 0.01 |
| UnitedHealth Group Inc | Long | Debt | US | $13K | – | 0.01 |
| UnitedHealth Group Inc | Long | Debt | US | $11K | – | 0.01 |
| UnitedHealth Group Inc | Long | Debt | US | $10K | – | 0.01 |
| UnitedHealth Group Inc | Long | Debt | US | $6K | – | 0.00 |
| UnitedHealth Group Inc | Long | Debt | US | $4K | – | 0.00 |
| UnitedHealth Group Inc | Long | Debt | US | $2K | – | 0.00 |
| Universal Health Services Inc | Long | Equity-common | US | $18K | 97 | 0.01 |
| US 10YR NOTE (CBT)SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $-28K | – | -0.02 | |
| US 10YR ULTRA FUT SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $82K | – | 0.05 | |
| US 2YR NOTE (CBT) SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $-2K | – | -0.00 | |
| US 5YR NOTE (CBT) SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $28K | – | 0.02 | |
| US Bancorp | Long | Equity-common | US | $105K | 3K | 0.06 |
| US Bancorp | Long | Debt | US | $39K | – | 0.02 |
| US Bancorp | Long | Debt | US | $35K | – | 0.02 |
| US LONG BOND(CBT) SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $19K | – | 0.01 | |
| US ULTRA BOND CBT SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $17K | – | 0.01 | |
| Utah Acquisition Sub Inc | Long | Debt | US | $85K | – | 0.05 |
| Vale Overseas Ltd (VALE OVERSEAS LIMITED) | Long | Debt | KY | $38K | – | 0.02 |
| Vale Overseas Ltd (VALE OVERSEAS LIMITED) | Long | Debt | KY | $20K | – | 0.01 |
| Valero Energy Corp | Long | Equity-common | US | $87K | 556 | 0.05 |
| Ventas Inc | Long | Equity-common | US | $36K | 707 | 0.02 |
| Ventas Realty LP | Long | Debt | US | $64K | – | 0.04 |
| Ventas Realty LP | Long | Debt | US | $10K | – | 0.01 |
| Veralto Corp | Long | Equity-common | US | $37K | 385 | 0.02 |
| VeriSign Inc | Long | Equity-common | US | $24K | 137 | 0.01 |
| Verisk Analytics Inc | Long | Equity-common | US | $66K | 243 | 0.04 |
| Verisk Analytics Inc | Long | Debt | US | $39K | – | 0.02 |
| Verizon Communications Inc | Long | Equity-common | US | $295K | 7K | 0.16 |
| Verizon Communications Inc | Long | Debt | US | $74K | – | 0.04 |
| Verizon Communications Inc | Long | Debt | US | $47K | – | 0.03 |
| Verizon Communications Inc | Long | Debt | US | $31K | – | 0.02 |
| Verizon Communications Inc | Long | Debt | US | $14K | – | 0.01 |
| Verizon Communications Inc | Long | Debt | US | $12K | – | 0.01 |
| Verizon Communications Inc | Long | Debt | US | $11K | – | 0.01 |
| Verizon Communications Inc | Long | Debt | US | $8K | – | 0.00 |
| Verizon Communications Inc | Long | Debt | US | $4K | – | 0.00 |
| Vertex Pharmaceuticals Inc | Long | Equity-common | US | $206K | 439 | 0.11 |
| Viatris Inc | Long | Debt | US | $152K | – | 0.08 |
| Viatris Inc | Long | Equity-common | US | $23K | 2K | 0.01 |
| Viatris Inc | Long | Debt | US | $12K | – | 0.01 |
| VICI Properties Inc | Long | Equity-common | US | $52K | 2K | 0.03 |
| Virginia Electric and Power Co (VIRGINIA ELEC & POWER CO) | Long | Debt | US | $7K | – | 0.00 |
| Visa Inc | Long | Equity-common | US | $703K | 3K | 0.39 |
| Visa Inc | Long | Debt | US | $3K | – | 0.00 |
| Vistra Corp | Long | Equity-common | US | $48K | 555 | 0.03 |
| Vistra Operations Co LLC | Long | Debt | US | $39K | – | 0.02 |
| Vistra Operations Co LLC | Long | Debt | US | $18K | – | 0.01 |
| Vontier Corp | Long | Debt | US | $21K | – | 0.01 |
| Vontier Corp | Long | Debt | US | $19K | – | 0.01 |
| Vornado Realty LP | Long | Debt | US | $31K | – | 0.02 |
| Vornado Realty LP | Long | Debt | US | $4K | – | 0.00 |
| Vulcan Materials Co | Long | Equity-common | US | $58K | 232 | 0.03 |
| Vulcan Materials Co | Long | Debt | US | $2K | – | 0.00 |
| W R Berkley Corp | Long | Equity-common | US | $28K | 350 | 0.02 |
| Walgreens Boots Alliance Inc | Long | Equity-common | US | $14K | 1K | 0.01 |
| Walmart Inc | Long | Equity-common | US | $494K | 7K | 0.27 |
| Walmart Inc | Long | Debt | US | $7K | – | 0.00 |
| Walmart Inc | Long | Debt | US | $6K | – | 0.00 |
| Walmart Inc | Long | Debt | US | $1K | – | 0.00 |
| Walt Disney Co/The | Long | Equity-common | US | $308K | 3K | 0.17 |
| Walt Disney Co/The (WALT DISNEY COMPANY/THE) | Long | Debt | US | $17K | – | 0.01 |
| Walt Disney Co/The (WALT DISNEY COMPANY/THE) | Long | Debt | US | $9K | – | 0.01 |
| Walt Disney Co/The (WALT DISNEY COMPANY/THE) | Long | Debt | US | $2K | – | 0.00 |
| Walt Disney Co/The (WALT DISNEY COMPANY/THE) | Long | Debt | US | $2K | – | 0.00 |
| Walt Disney Co/The (WALT DISNEY COMPANY/THE) | Long | Debt | US | $2K | – | 0.00 |
| Warner Bros Discovery Inc | Long | Equity-common | US | $29K | 4K | 0.02 |
| Warnermedia Holdings Inc | Long | Debt | US | $71K | – | 0.04 |
| Warnermedia Holdings Inc | Long | Debt | US | $12K | – | 0.01 |
| Warnermedia Holdings Inc | Long | Debt | US | $3K | – | 0.00 |
| Warnermedia Holdings Inc | Long | Debt | US | $3K | – | 0.00 |
| Waste Connections Inc | Long | Debt | CA | $40K | – | 0.02 |
| Waste Connections Inc | Long | Debt | CA | $15K | – | 0.01 |
| Waste Management Inc | Long | Equity-common | US | $131K | 613 | 0.07 |
| Waters Corp | Long | Equity-common | US | $29K | 101 | 0.02 |
| WEC Energy Group Inc | Long | Equity-common | US | $43K | 552 | 0.02 |
| WEC Energy Group Inc | Long | Debt | US | $6K | – | 0.00 |
| Wells Fargo & Co | Long | Equity-common | US | $352K | 6K | 0.20 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $183K | – | 0.10 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $67K | – | 0.04 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $48K | – | 0.03 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $33K | – | 0.02 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $26K | – | 0.01 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $18K | – | 0.01 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $17K | – | 0.01 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $14K | – | 0.01 |
| Wells Fargo Commercial Mortgage Trust 2014-LC16 | Long | ABS-mortgage backed security | US | $92K | – | 0.05 |
| Wells Fargo Commercial Mortgage Trust 2015-C26 | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Welltower Inc | Long | Equity-common | US | $106K | 1K | 0.06 |
| West Pharmaceutical Services Inc | Long | Equity-common | US | $39K | 119 | 0.02 |
| Western Digital Corp | Long | Equity-common | US | $43K | 569 | 0.02 |
| Westinghouse Air Brake Technologies Corp | Long | Equity-common | US | $47K | 300 | 0.03 |
| Westlake Corp | Long | Debt | US | $2K | – | 0.00 |
| Westlake Corp | Long | Debt | US | $2K | – | 0.00 |
| Westlake Corp | Long | Debt | US | $1K | – | 0.00 |
| Westpac Banking Corp | Long | Debt | AU | $15K | – | 0.01 |
| Westpac Banking Corp | Long | Debt | AU | $6K | – | 0.00 |
| Westrock Co | Long | Equity-common | US | $21K | 412 | 0.01 |
| Weyerhaeuser Co | Long | Equity-common | US | $36K | 1K | 0.02 |
| Williams Cos Inc/The | Long | Equity-common | US | $88K | 2K | 0.05 |
| Williams Cos Inc/The (WILLIAMS COMPANIES INC) | Long | Debt | US | $7K | – | 0.00 |
| Williams Cos Inc/The (WILLIAMS COMPANIES INC) | Long | Debt | US | $6K | – | 0.00 |
| Williams Cos Inc/The (WILLIAMS COMPANIES INC) | Long | Debt | US | $3K | – | 0.00 |
| Williams Cos Inc/The (WILLIAMS COMPANIES INC) | Long | Debt | US | $3K | – | 0.00 |
| Williams Cos Inc/The (WILLIAMS COMPANIES INC) | Long | Debt | US | $2K | – | 0.00 |
| Willis North America Inc | Long | Debt | US | $4K | – | 0.00 |
| Willis Towers Watson PLC | Long | Equity-common | IE | $47K | 180 | 0.03 |
| Workday Inc | Long | Debt | US | $35K | – | 0.02 |
| Workday Inc | Long | Debt | US | $18K | – | 0.01 |
| WPP Finance 2010 | Long | Debt | GB | $11K | – | 0.01 |
| WW Grainger Inc | Long | Equity-common | US | $67K | 74 | 0.04 |
| Wynn Resorts Ltd | Long | Equity-common | US | $14K | 160 | 0.01 |
| Xcel Energy Inc | Long | Equity-common | US | $52K | 966 | 0.03 |
| Xylem Inc/NY | Long | Equity-common | US | $57K | 421 | 0.03 |
| Yum! Brands Inc | Long | Equity-common | US | $61K | 463 | 0.03 |
| Zebra Technologies Corp | Long | Equity-common | US | $26K | 84 | 0.01 |
| Zimmer Biomet Holdings Inc | Long | Equity-common | US | $40K | 366 | 0.02 |
| Zoetis Inc | Long | Equity-common | US | $135K | 776 | 0.07 |
| Zoetis Inc | Long | Debt | US | $42K | – | 0.02 |
| Zoetis Inc | Long | Debt | US | $3K | – | 0.00 |
| Zoetis Inc | Long | Debt | US | $3K | – | 0.00 |
Address
ELFUN DIVERSIFIED FUND
One Iron Street
Boston
Massachusetts
02210
United States of America
Websites
Directors
Michael A. Jessee
Margaret K. McLaughlin
Mark E. Swanson
Donna M. Rapaccioli
George M. Pereira
John R. Costantino
Patrick J. Riley
Transfer Agents
U.S. Bancorp Fund Services, LLC
Pricing Services
S&P Global Inc.
PricingDirect Inc.
ICE Data Services, Inc.
London Stock Exchange Group PLC
Bloomberg L.P.
Custodians
Citibank Maghreb S.A.
Banco de Chile
Citibank Europe Public Limited Company
Stanbic IBTC Bank PLC
Bank Handlowy w Warszawie Spolka Akcyjna
BNP Paribas (Athens, Attica, GR, Branch)
FirstRand Bank Limited
UniCredit Bank Austria AG
Standard Chartered Bank (Thai) Public Company Limited
Bank Hapoalim B.M.
Citibank, National Association (Singapore, SG, Branch)
Cititrust Colombia S A Sociedad Fiduciaria
Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch)
Citibank, Anonim Sirketi
The Hongkong and Shanghai Banking Corporation Limited
Standard Chartered International Commercial Bank Co., Ltd.
Citibank, National Association (Cairo, Cairo, EG, Branch)
State Street Bank and Trust Company (Edinburgh, GB, Branch)
The Hongkong and Shanghai Banking Corporation Limited (Jung-gu, Seoul, KR, Branch)
Royal Bank of Canada
Citibank, National Association (Sao Paulo, Sao Paulo, BR, Branch)
Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex
HSBC Bank (China) Company Limited
State Street Trust Company Canada
Ceskoslovenska obchodni banka, a. s.
Standard Chartered Bank (Makati City, Metro Manila, PH, Branch)
Euroclear Bank
UBS Switzerland AG
The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch)
AS SEB Pank
State Street Bank International GmbH
Citibank Europe Public Limited Company (Budapest, HU, Branch)
State Street Bank and Trust Company
Clearstream Banking S.A.
BNP Paribas
The Hongkong and Shanghai Banking Corporation Limited (Chuo ku, Tokyo, JP, Branch)
Standard Chartered Bank Malaysia Berhad
The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch)
Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch)
Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch)
Intesa Sanpaolo S.p.A.
Shareholder Servicing Agents
U.S. Bancorp Fund Services, LLC
Admins
State Street Bank and Trust Company
SSGA Funds Management, Inc.
Brokers
Citigroup Global Markets Inc.
Morgan Stanley & Co. LLC
Nomura Securities International, Inc.
Goldman Sachs & Co. LLC
Piper Sandler & Co.
Citadel Securities LLC
Virtu Americas LLC
UBS Securities LLC
BofA Securities, Inc.
Barclays Capital Inc.