Prudential > Advanced Series Trust
AST Quantitative Modeling Portfolio
$978.36M
Avg Monthly Net Assets
$876.46M
Total Assets
$30.27M
Total Liabilities
$846.19M
Net Assets
AST Quantitative Modeling Portfolio is an Underlying fund in Advanced Series Trust
from Prudential,
based in New Jersey,
United States of America.
The fund has one share class
and monthly net assets of $978.36M.
On August 29th, 2024 it reported 1,146 holdings, the largest
being AST Large-Cap Growth Portfolio (10.3%), HOTCHKIS & WILEY LRG CA (7.6%) and PGIM Core Ultra Short Bond Fund (4.9%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| AST Quantitative Modeling Portfolio | C000099308 |
Holdings
From latest NPORT-P, filed August 29th, 2024 for period ending June 28th, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| (PI30350) AST COHEN & STEERS R | Long | Equity-common | US | $1M | 75K | 0.15 |
| 10 YEAR US TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $11K | – | 0.00 | |
| 10 YEAR US ULTRA TREASURY BOND (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $30K | – | 0.00 | |
| 3i Group PLC | Long | Equity-common | GB | $366K | 10K | 0.04 |
| 3M Co | Long | Equity-common | US | $1M | 10K | 0.12 |
| A O Smith Corp | Long | Equity-common | US | $24K | 290 | 0.00 |
| ABB Ltd | Long | Equity-common | CH | $695K | 13K | 0.08 |
| Abbott Laboratories | Long | Equity-common | US | $2M | 17K | 0.21 |
| AbbVie Inc | Long | Equity-common | US | $2M | 14K | 0.28 |
| ABN AMRO Bank NV | Long | Debt | NL | $504K | – | 0.06 |
| ABN AMRO Bank NV | Long | Equity-common | NL | $28K | 2K | 0.00 |
| Accenture PLC | Long | Equity-common | IE | $734K | 2K | 0.09 |
| Accor SA | Long | Equity-common | FR | $82K | 2K | 0.01 |
| ACS Actividades de Construccion y Servicios SA | Long | Equity-common | ES | $40K | 924 | 0.00 |
| Acuity Brands Inc | Long | Equity-common | US | $266K | 1K | 0.03 |
| adidas AG | Long | Equity-common | DE | $134K | 560 | 0.02 |
| Adobe Inc | Long | Equity-common | US | $1M | 2K | 0.13 |
| Advanced Micro Devices Inc | Long | Equity-common | US | $1M | 7K | 0.14 |
| Adyen NV | Long | Equity-common | NL | $62K | 52 | 0.01 |
| Aena SME SA | Long | Equity-common | ES | $166K | 822 | 0.02 |
| AerCap Holdings NV | Long | Equity-common | IE | $56K | 600 | 0.01 |
| AES Corp/The | Long | Equity-common | US | $575K | 33K | 0.07 |
| Aflac Inc | Long | Equity-common | US | $118K | 1K | 0.01 |
| AGC Inc | Long | Equity-common | JP | $20K | 600 | 0.00 |
| Ageas SA/NV | Long | Equity-common | BE | $427K | 9K | 0.05 |
| Agilent Technologies Inc | Long | Equity-common | US | $91K | 700 | 0.01 |
| AGL CLO 9 LTD (AGL CLO Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.12 |
| AIB Group PLC | Long | Equity-common | IE | $243K | 46K | 0.03 |
| Air Products and Chemicals Inc | Long | Equity-common | US | $135K | 525 | 0.02 |
| Airbnb Inc | Long | Equity-common | US | $152K | 1K | 0.02 |
| Akamai Technologies Inc | Long | Equity-common | US | $32K | 360 | 0.00 |
| Aker BP ASA | Long | Debt | NO | $813K | – | 0.10 |
| Aker BP ASA | Long | Debt | NO | $573K | – | 0.07 |
| Albemarle Corp | Long | Equity-common | US | $26K | 270 | 0.00 |
| Alexandria Real Estate Equities Inc | Long | Equity-common | US | $43K | 370 | 0.01 |
| Alfa Laval AB | Long | Equity-common | SE | $44K | 1K | 0.01 |
| Algonquin Power & Utilities Corp (ALGONQUIN PWR & UTILITY) | Long | Debt | CA | $154K | – | 0.02 |
| Align Technology Inc | Long | Equity-common | US | $40K | 165 | 0.00 |
| Allegion plc | Long | Equity-common | IE | $22K | 190 | 0.00 |
| Alliant Energy Corp | Long | Equity-common | US | $31K | 610 | 0.00 |
| Allianz SE | Long | Equity-common | DE | $360K | 1K | 0.04 |
| Allison Transmission Holdings Inc | Long | Equity-common | US | $448K | 6K | 0.05 |
| Allstate Corp/The | Long | Equity-common | US | $948K | 6K | 0.11 |
| Ally Financial Inc | Long | Equity-common | US | $337K | 9K | 0.04 |
| Alphabet Inc | Long | Equity-common | US | $7M | 41K | 0.88 |
| Alphabet Inc | Long | Equity-common | US | $6M | 35K | 0.76 |
| Altria Group Inc | Long | Equity-common | US | $660K | 14K | 0.08 |
| Amazon.com Inc | Long | Equity-common | US | $12M | 64K | 1.45 |
| Amcor PLC | Long | Equity-common | GB | $35K | 4K | 0.00 |
| Ameren Corp | Long | Equity-common | US | $46K | 650 | 0.01 |
| American Airlines Group Inc | Long | Equity-common | US | $20K | 2K | 0.00 |
| American Electric Power Co Inc | Long | Equity-common | US | $109K | 1K | 0.01 |
| American Express Co | Long | Equity-common | US | $403K | 2K | 0.05 |
| American International Group Inc | Long | Equity-common | US | $128K | 2K | 0.02 |
| American Tower Corp | Long | Debt | US | $389K | – | 0.05 |
| American Tower Corp | Long | Equity-common | US | $208K | 1K | 0.02 |
| American Water Works Co Inc | Long | Equity-common | US | $56K | 430 | 0.01 |
| Americold Realty Trust Inc | Long | Equity-common | US | $248K | 10K | 0.03 |
| Americredit Automobile Receivables Trust 2023-1 | Long | ABS-other | US | $404K | – | 0.05 |
| Ameriprise Financial Inc | Long | Equity-common | US | $96K | 225 | 0.01 |
| AMETEK Inc | Long | Equity-common | US | $88K | 530 | 0.01 |
| Amgen Inc | Long | Equity-common | US | $1M | 4K | 0.14 |
| Amphenol Corp | Long | Equity-common | US | $853K | 13K | 0.10 |
| Ampol Ltd | Long | Equity-common | AU | $17K | 792 | 0.00 |
| Amundi SA | Long | Equity-common | FR | $17K | 260 | 0.00 |
| Analog Devices Inc | Long | Equity-common | US | $1M | 6K | 0.15 |
| Anchorage Capital Clo 16 Ltd (Anchorage Capital CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $500K | – | 0.06 |
| Anchorage Capital CLO 25 Ltd (Anchorage Capital CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.12 |
| ANSYS Inc | Long | Equity-common | US | $64K | 200 | 0.01 |
| Antero Resources Corp | Long | Equity-common | US | $460K | 14K | 0.05 |
| Aon PLC | Long | Equity-common | US | $147K | 500 | 0.02 |
| AP Moller - Maersk A/S | Long | Equity-common | DK | $25K | 15 | 0.00 |
| APA Corp | Long | Equity-common | US | $27K | 910 | 0.00 |
| Apidos CLO XLIV Ltd (Apidos CLO Ltd) | Long | ABS-collateralized bond/debt obligation | JE | $2M | – | 0.24 |
| Apple Inc | Long | Equity-common | US | $20M | 93K | 2.32 |
| Applied Materials Inc | Long | Equity-common | US | $1M | 6K | 0.16 |
| Aptiv PLC | Long | Equity-common | IE | $180K | 3K | 0.02 |
| ArcelorMittal SA | Long | Equity-common | LU | $35K | 2K | 0.00 |
| Arch Capital Group Ltd | Long | Equity-common | BM | $94K | 930 | 0.01 |
| Archer-Daniels-Midland Co | Long | Equity-common | US | $416K | 7K | 0.05 |
| Arista Networks Inc | Long | Equity-common | US | $1M | 4K | 0.16 |
| Aristocrat Leisure Ltd | Long | Equity-common | AU | $113K | 3K | 0.01 |
| Armstrong World Industries Inc | Long | Equity-common | US | $351K | 3K | 0.04 |
| Arthur J Gallagher & Co | Long | Equity-common | US | $130K | 500 | 0.02 |
| Asahi Group Holdings Ltd | Long | Equity-common | JP | $60K | 2K | 0.01 |
| Asics Corp | Long | Equity-common | JP | $364K | 24K | 0.04 |
| ASM International NV | Long | Equity-common | NL | $501K | 656 | 0.06 |
| ASML Holding NV | Long | Equity-common | NL | $2M | 2K | 0.18 |
| Associated British Foods PLC | Long | Equity-common | GB | $73K | 2K | 0.01 |
| Assurant Inc | Long | Equity-common | US | $585K | 4K | 0.07 |
| AST CLEARBRIDGE DIVIDEND GROWTH PORTFOLIO (CLEARBRIDGE DIVIDEND GR) | Long | Equity-common | US | $17M | 515K | 2.01 |
| AST Global Bond Portfolio | Long | Equity-common | US | $29M | 3M | 3.40 |
| AST HIGH YIELD BOND PORTFOLIO (HIGH YIELD BOND PORT) | Long | Equity-common | US | $3M | 236K | 0.35 |
| AST HOTCHKIS & WILEY LARGE CAP VALUE (HOTCHKIS & WILEY LRG CA) | Long | Equity-common | US | $64M | 1M | 7.61 |
| AST International Equity Portfolio | Long | Equity-common | US | $36M | 1M | 4.30 |
| AST Large-Cap Growth Portfolio | Long | Equity-common | US | $87M | 993K | 10.25 |
| AST SMALL CAP VALUE PORTFOLIO (SMALL CAP VALUE PORTFOL) | Long | Equity-common | US | $12M | 313K | 1.41 |
| AST SMALL-CAP GROWTH PORTFOLIO (SMALL-CAP GROWTH) | Long | Equity-common | US | $12M | 165K | 1.47 |
| AST T.ROWE PRICE NATURAL RESOURCES PORTFOLIO (TROWE NATURAL RESOURCES) | Long | Equity-common | US | $2M | 69K | 0.26 |
| AstraZeneca PLC | Long | Equity-common | GB | $433K | 3K | 0.05 |
| AT&T Inc | Long | Equity-common | US | $1M | 62K | 0.14 |
| AT&T Inc | Long | Debt | US | $440K | – | 0.05 |
| AT&T Inc | Long | Debt | US | $268K | – | 0.03 |
| Atlas Copco AB | Long | Equity-common | SE | $279K | 15K | 0.03 |
| Atlas Copco AB | Long | Equity-common | SE | $89K | 6K | 0.01 |
| Atmos Energy Corp | Long | Equity-common | US | $41K | 350 | 0.00 |
| Auto Trader Group PLC | Long | Equity-common | GB | $27K | 3K | 0.00 |
| Autodesk Inc | Long | Equity-common | US | $985K | 4K | 0.12 |
| Automatic Data Processing Inc | Long | Equity-common | US | $1M | 5K | 0.14 |
| AutoZone Inc | Long | Equity-common | US | $293K | 99 | 0.03 |
| AvalonBay Communities Inc | Long | Equity-common | US | $153K | 740 | 0.02 |
| Avantor Inc | Long | Equity-common | US | $72K | 3K | 0.01 |
| Avery Dennison Corp | Long | Equity-common | US | $409K | 2K | 0.05 |
| Avis Budget Rental Car Funding AESOP LLC | Long | ABS-other | US | $2M | – | 0.20 |
| Avis Budget Rental Car Funding AESOP LLC | Long | ABS-other | US | $400K | – | 0.05 |
| Aviva PLC | Long | Equity-common | GB | $410K | 68K | 0.05 |
| AXA SA | Long | Equity-common | FR | $208K | 6K | 0.02 |
| Axon Enterprise Inc | Long | Equity-common | US | $430K | 1K | 0.05 |
| BAE Systems PLC | Long | Debt | GB | $263K | – | 0.03 |
| BAE Systems PLC | Long | Equity-common | GB | $216K | 13K | 0.03 |
| Baker Hughes Co | Long | Equity-common | US | $84K | 2K | 0.01 |
| Ball Corp | Long | Debt | US | $201K | – | 0.02 |
| Ball Corp | Long | Equity-common | US | $45K | 750 | 0.01 |
| Banco Bilbao Vizcaya Argentaria SA (BBVA) | Long | Equity-common | ES | $427K | 43K | 0.05 |
| Banco BPM SpA | Long | Equity-common | IT | $40K | 6K | 0.00 |
| Banco Santander SA | Long | Debt | ES | $399K | – | 0.05 |
| Banco Santander SA | Long | Equity-common | ES | $267K | 57K | 0.03 |
| Banco Santander SA | Long | Debt | ES | $198K | – | 0.02 |
| Bandai Namco Holdings Inc | Long | Equity-common | JP | $182K | 9K | 0.02 |
| Bank 2019-BNK19 | Long | ABS-mortgage backed security | US | $2M | – | 0.20 |
| BANK 2019-BNK20 | Long | ABS-mortgage backed security | US | $4M | – | 0.43 |
| BANK 2019-BNK21 | Long | ABS-mortgage backed security | US | $3M | – | 0.31 |
| BANK 2021-BNK38 | Long | ABS-mortgage backed security | US | $1M | – | 0.15 |
| Bank Hapoalim BM | Long | Equity-common | IL | $37K | 4K | 0.00 |
| Bank of America Corp | Long | Equity-common | US | $1M | 32K | 0.15 |
| Bank of America Corp | Long | Debt | US | $1M | – | 0.13 |
| Bank of America Corp | Long | Debt | US | $1M | – | 0.12 |
| Bank of America Merrill Lynch Commercial Mortgage Trust 2016-UBS10 (Banc of America Commercial Mor) | Long | ABS-mortgage backed security | US | $2M | – | 0.18 |
| Bank of New York Mellon Corp/The | Long | Equity-common | US | $1M | 17K | 0.12 |
| Bank of New York Mellon Corp/The (BANK OF NY MELLON CORP) | Long | Debt | US | $397K | – | 0.05 |
| BANK5 2023-5YR4 | Long | ABS-mortgage backed security | US | $1M | – | 0.16 |
| Barclays PLC | Long | Debt | GB | $631K | – | 0.07 |
| Barclays PLC | Long | Equity-common | GB | $370K | 140K | 0.04 |
| Barratt Developments PLC | Long | Equity-common | GB | $26K | 4K | 0.00 |
| Barrow Hanley CLO III Ltd (Barrow Hanley CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.12 |
| BAT Capital Corp | Long | Debt | US | $295K | – | 0.03 |
| Bath & Body Works Inc | Long | Equity-common | US | $21K | 550 | 0.00 |
| Battalion Clo XVI Ltd (Battalion CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.27 |
| Baxter International Inc | Long | Equity-common | US | $42K | 1K | 0.00 |
| Bayerische Motoren Werke AG | Long | Equity-common | DE | $100K | 1K | 0.01 |
| Bayerische Motoren Werke AG | Long | Equity-preferred | DE | $25K | 288 | 0.00 |
| Becton Dickinson & Co | Long | Equity-common | US | $1M | 5K | 0.14 |
| Benchmark 2019-B14 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $136K | – | 0.02 |
| Benchmark 2023-B40 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $404K | – | 0.05 |
| Berkeley Group Holdings PLC | Long | Equity-common | GB | $285K | 5K | 0.03 |
| Berkshire Hathaway Inc | Long | Equity-common | US | $4M | 11K | 0.53 |
| Berry Global Inc | Long | Debt | US | $634K | – | 0.07 |
| Best Buy Co Inc | Long | Equity-common | US | $39K | 460 | 0.00 |
| BHP Billiton Finance USA Ltd (BHP BILLITON FIN USA LTD) | Long | Debt | AU | $547K | – | 0.06 |
| BHP Group Ltd | Long | Equity-common | AU | $520K | 18K | 0.06 |
| Bio-Rad Laboratories Inc | Long | Equity-common | US | $11K | 40 | 0.00 |
| Bio-Techne Corp | Long | Equity-common | US | $27K | 380 | 0.00 |
| Biogen Inc | Long | Equity-common | US | $148K | 640 | 0.02 |
| BlackRock Funding Inc | Long | Debt | US | $576K | – | 0.07 |
| BlackRock Inc | Long | Equity-common | US | $335K | 425 | 0.04 |
| Blackstone Inc | Long | Equity-common | US | $212K | 2K | 0.03 |
| BlueMountain CLO XXXI Ltd (Bluemountain CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.12 |
| BlueScope Steel Ltd | Long | Equity-common | AU | $381K | 28K | 0.05 |
| BMO 2023-C7 Mortgage Trust (BMO Mortgage Trust) | Long | ABS-mortgage backed security | US | $837K | – | 0.10 |
| BOC Hong Kong Holdings Ltd | Long | Equity-common | HK | $48K | 16K | 0.01 |
| Boeing Co/The | Long | Debt | US | $603K | – | 0.07 |
| Boeing Co/The | Long | Equity-common | US | $242K | 1K | 0.03 |
| Boeing Co/The | Long | Debt | US | $233K | – | 0.03 |
| BOF VII AL Funding Trust I (BOF URSA FUNDING) | Long | ABS-other | US | $259K | – | 0.03 |
| BOF VII AL Funding Trust I (BOF URSA FUNDING) | Long | ABS-other | US | $130K | – | 0.02 |
| Booking Holdings Inc | Long | Equity-common | US | $313K | 79 | 0.04 |
| BorgWarner Inc | Long | Equity-common | US | $88K | 3K | 0.01 |
| Boston Beer Co Inc/The | Long | Equity-common | US | $214K | 700 | 0.03 |
| Boston Properties Inc | Long | Equity-common | US | $23K | 380 | 0.00 |
| Boston Scientific Corp | Long | Equity-common | US | $1M | 17K | 0.16 |
| Brambles Ltd | Long | Equity-common | AU | $456K | 47K | 0.05 |
| Brink's Co/The | Long | Debt | US | $144K | – | 0.02 |
| Bristol-Myers Squibb Co | Long | Equity-common | US | $571K | 14K | 0.07 |
| British American Tobacco PLC | Long | Equity-common | GB | $205K | 7K | 0.02 |
| Brixmor Operating Partnership LP | Long | Debt | US | $970K | – | 0.11 |
| Broadcom Inc | Long | Equity-common | US | $4M | 2K | 0.47 |
| Broadcom Inc | Long | Debt | US | $348K | – | 0.04 |
| Broadridge Financial Solutions Inc | Long | Equity-common | US | $53K | 270 | 0.01 |
| Brother Industries Ltd | Long | Equity-common | JP | $171K | 10K | 0.02 |
| Brown & Brown Inc | Long | Equity-common | US | $55K | 620 | 0.01 |
| Brown-Forman Corp | Long | Equity-common | US | $21K | 480 | 0.00 |
| Builders FirstSource Inc | Long | Equity-common | US | $39K | 280 | 0.00 |
| Bunge Global SA | Long | Equity-common | US | $38K | 360 | 0.00 |
| Cadence Design Systems Inc | Long | Equity-common | US | $1M | 4K | 0.15 |
| Caesars Entertainment Inc (CAESARS ENTERTAIN INC) | Long | Debt | US | $102K | – | 0.01 |
| Caesars Entertainment Inc | Long | Equity-common | US | $23K | 570 | 0.00 |
| CaixaBank SA | Long | Equity-common | ES | $97K | 18K | 0.01 |
| Calpine Corp | Long | Debt | US | $173K | – | 0.02 |
| Camden Property Trust | Long | Equity-common | US | $27K | 250 | 0.00 |
| Campbell Soup Co | Long | Equity-common | US | $23K | 520 | 0.00 |
| Canon Inc | Long | Equity-common | JP | $190K | 7K | 0.02 |
| Cantor Fitzgerald LP | Long | Debt | US | $1M | – | 0.14 |
| Capcom Co Ltd | Long | Equity-common | JP | $21K | 1K | 0.00 |
| Capital One Financial Corp | Long | Equity-common | US | $123K | 890 | 0.01 |
| Cardinal Health Inc | Long | Equity-common | US | $58K | 590 | 0.01 |
| Carlisle Cos Inc | Long | Equity-common | US | $122K | 300 | 0.01 |
| CarMax Inc | Long | Equity-common | US | $109K | 1K | 0.01 |
| Carnival Corp | Long | Equity-common | US | $46K | 2K | 0.01 |
| Carrefour SA | Long | Equity-common | FR | $46K | 3K | 0.01 |
| Carrier Global Corp | Long | Equity-common | US | $126K | 2K | 0.01 |
| Cassa Depositi e Prestiti SpA | Long | Debt | IT | $203K | – | 0.02 |
| Catalent Inc | Long | Equity-common | US | $27K | 480 | 0.00 |
| Caterpillar Inc | Long | Equity-common | US | $849K | 3K | 0.10 |
| CBAM 2020-12 Ltd (CBAM CLO Management) | Long | ABS-collateralized bond/debt obligation | KY | $752K | – | 0.09 |
| Cboe Global Markets Inc | Long | Equity-common | US | $41K | 240 | 0.00 |
| CBRE Group Inc | Long | Equity-common | US | $62K | 700 | 0.01 |
| CCO Holdings LLC / CCO Holdings Capital Corp (CCO HLDGS LLC/CAP CORP) | Long | Debt | US | $321K | – | 0.04 |
| CCO Holdings LLC / CCO Holdings Capital Corp (CCO HLDGS LLC/CAP CORP) | Long | Debt | US | $48K | – | 0.01 |
| CDS CDX.NA.HY.42.V1 (INTERCONTINENTAL EXCHANGE, INC.) | Derivative-credit | US | $131K | – | 0.02 | |
| CDW Corp/DE | Long | Equity-common | US | $72K | 320 | 0.01 |
| Celanese Corp | Long | Equity-common | US | $31K | 230 | 0.00 |
| Cencora Inc | Long | Equity-common | US | $90K | 400 | 0.01 |
| Centene Corp | Long | Equity-common | US | $840K | 13K | 0.10 |
| CenterPoint Energy Inc | Long | Equity-common | US | $49K | 2K | 0.01 |
| Centrica PLC | Long | Equity-common | GB | $439K | 258K | 0.05 |
| CF Industries Holdings Inc | Long | Equity-common | US | $34K | 460 | 0.00 |
| CH Robinson Worldwide Inc | Long | Equity-common | US | $24K | 270 | 0.00 |
| Charles River Laboratories International Inc | Long | Equity-common | US | $21K | 100 | 0.00 |
| Charles Schwab Corp/The | Long | Equity-common | US | $259K | 4K | 0.03 |
| Charter Communications Inc | Long | Equity-common | US | $63K | 210 | 0.01 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $277K | – | 0.03 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $63K | – | 0.01 |
| Chase Auto Owner Trust 2022-A | Long | ABS-other | US | $196K | – | 0.02 |
| Chase Home Lending Mortgage Trust 2023-RPL1 (Chase Mortgage Finance Corpora) | Long | ABS-mortgage backed security | US | $220K | – | 0.03 |
| Cheniere Energy Inc | Long | Equity-common | US | $752K | 4K | 0.09 |
| Chevron Corp | Long | Equity-common | US | $2M | 14K | 0.25 |
| Chipotle Mexican Grill Inc | Long | Equity-common | US | $1M | 20K | 0.15 |
| Chubb Ltd | Long | Equity-common | CH | $240K | 940 | 0.03 |
| Chubu Electric Power Co Inc | Long | Equity-common | JP | $9K | 800 | 0.00 |
| Chugai Pharmaceutical Co Ltd | Long | Equity-common | JP | $107K | 3K | 0.01 |
| Church & Dwight Co Inc | Long | Equity-common | US | $62K | 600 | 0.01 |
| Cie de Saint-Gobain SA | Long | Equity-common | FR | $167K | 2K | 0.02 |
| Cie Financiere Richemont SA | Long | Equity-common | CH | $131K | 837 | 0.02 |
| Cie Generale des Etablissements Michelin SCA (Michelin) | Long | Equity-common | FR | $92K | 2K | 0.01 |
| Cigna Group/The | Long | Equity-common | US | $916K | 3K | 0.11 |
| Cincinnati Financial Corp | Long | Equity-common | US | $48K | 410 | 0.01 |
| Cintas Corp | Long | Equity-common | US | $137K | 195 | 0.02 |
| Cisco Systems Inc | Long | Equity-common | US | $730K | 15K | 0.09 |
| Citigroup Inc | Long | Debt | US | $2M | – | 0.18 |
| Citigroup Inc | Long | Equity-common | US | $288K | 5K | 0.03 |
| Citigroup Inc | Long | Debt | US | $96K | – | 0.01 |
| Citigroup Mortgage Loan Trust 2022-A | Long | ABS-mortgage backed security | US | $170K | – | 0.02 |
| Citizens Financial Group Inc | Long | Equity-common | US | $654K | 18K | 0.08 |
| Clorox Co/The | Long | Equity-common | US | $40K | 290 | 0.00 |
| Clover CLO 2018-1 LLC | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.12 |
| CME Group Inc | Long | Equity-common | US | $171K | 870 | 0.02 |
| CMS Energy Corp | Long | Equity-common | US | $293K | 5K | 0.03 |
| Coca-Cola Co/The | Long | Equity-common | US | $2M | 32K | 0.24 |
| Coca-Cola HBC AG | Long | Equity-common | CH | $36K | 1K | 0.00 |
| Cochlear Ltd | Long | Equity-common | AU | $111K | 504 | 0.01 |
| Cognizant Technology Solutions Corp | Long | Equity-common | US | $863K | 13K | 0.10 |
| Coles Group Ltd | Long | Equity-common | AU | $53K | 5K | 0.01 |
| Colgate-Palmolive Co | Long | Equity-common | US | $1M | 13K | 0.15 |
| Comcast Corp | Long | Equity-common | US | $1M | 34K | 0.16 |
| Commonwealth Bank of Australia | Long | Equity-common | AU | $107K | 1K | 0.01 |
| Computershare Ltd | Long | Equity-common | AU | $44K | 3K | 0.01 |
| Conagra Brands Inc | Long | Equity-common | US | $33K | 1K | 0.00 |
| Connecticut Avenue Securities Trust 2023-R08 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $84K | – | 0.01 |
| ConocoPhillips | Long | Equity-common | US | $1M | 10K | 0.13 |
| Consolidated Edison Inc | Long | Equity-common | US | $74K | 830 | 0.01 |
| Constellation Brands Inc | Long | Equity-common | US | $90K | 350 | 0.01 |
| Constellation Energy Corp | Long | Equity-common | US | $150K | 750 | 0.02 |
| Cooper Cos Inc/The | Long | Equity-common | US | $42K | 480 | 0.00 |
| Copart Inc | Long | Equity-common | US | $216K | 4K | 0.03 |
| Corning Inc | Long | Equity-common | US | $73K | 2K | 0.01 |
| Corp Andina de Fomento | Long | Debt | $154K | – | 0.02 | |
| Corpay Inc | Long | Equity-common | US | $43K | 160 | 0.01 |
| Corteva Inc | Long | Equity-common | US | $91K | 2K | 0.01 |
| CoStar Group Inc | Long | Equity-common | US | $73K | 980 | 0.01 |
| Costco Wholesale Corp | Long | Equity-common | US | $2M | 2K | 0.23 |
| Coterra Energy Inc | Long | Equity-common | US | $49K | 2K | 0.01 |
| CQS US CLO 2023-3 Ltd (CQS US CLO 2022-2, Ltd.) | Long | ABS-collateralized bond/debt obligation | JE | $1M | – | 0.12 |
| Credit Agricole SA | Long | Equity-common | FR | $252K | 18K | 0.03 |
| Crowdstrike Holdings Inc | Long | Equity-common | US | $1M | 3K | 0.14 |
| Crown Castle Inc | Long | Equity-common | US | $103K | 1K | 0.01 |
| Crown City CLO IV | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.12 |
| CSAIL 2019-C16 Commercial Mortgage Trust (CSAIL Commercial Mortgage Trus) | Long | ABS-mortgage backed security | US | $1M | – | 0.16 |
| CSMC 2022-RPL4 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $78K | – | 0.01 |
| CSX Corp | Long | Equity-common | US | $549K | 16K | 0.06 |
| Cummins Inc | Long | Equity-common | US | $501K | 2K | 0.06 |
| Curtiss-Wright Corp | Long | Equity-common | US | $542K | 2K | 0.06 |
| CVS Health Corp | Long | Equity-common | US | $178K | 3K | 0.02 |
| Dai-ichi Life Holdings Inc | Long | Equity-common | JP | $225K | 8K | 0.03 |
| Daiichi Sankyo Co Ltd | Long | Equity-common | JP | $327K | 9K | 0.04 |
| Daimler Truck Holding AG | Long | Equity-common | DE | $369K | 9K | 0.04 |
| Daito Trust Construction Co Ltd | Long | Equity-common | JP | $21K | 200 | 0.00 |
| Daiwa Securities Group Inc | Long | Equity-common | JP | $253K | 33K | 0.03 |
| Dana Financing Luxembourg Sarl (DANA FINANCING LUX SARL) | Long | Debt | LU | $202K | – | 0.02 |
| Danaher Corp | Long | Equity-common | US | $1M | 6K | 0.18 |
| Darden Restaurants Inc | Long | Equity-common | US | $42K | 280 | 0.01 |
| DaVita Inc | Long | Equity-common | US | $15K | 110 | 0.00 |
| Dayforce Inc | Long | Equity-common | US | $20K | 410 | 0.00 |
| DBS Group Holdings Ltd | Long | Equity-common | SG | $68K | 3K | 0.01 |
| DCP Midstream Operating LP | Long | Debt | US | $912K | – | 0.11 |
| Deckers Outdoor Corp | Long | Equity-common | US | $440K | 455 | 0.05 |
| Deere & Co | Long | Equity-common | US | $338K | 905 | 0.04 |
| Delta Air Lines Inc | Long | Equity-common | US | $73K | 2K | 0.01 |
| Demant A/S | Long | Equity-common | DK | $50K | 1K | 0.01 |
| Deutsche Bank AG | Long | Equity-common | DE | $342K | 21K | 0.04 |
| Deutsche Bank AG/New York NY (DEUTSCHE BANK NY) | Long | Debt | DE | $335K | – | 0.04 |
| Deutsche Telekom AG | Long | Equity-common | DE | $364K | 14K | 0.04 |
| Devon Energy Corp | Long | Equity-common | US | $73K | 2K | 0.01 |
| Dexcom Inc | Long | Equity-common | US | $102K | 900 | 0.01 |
| Dexus | Long | Equity-common | AU | $16K | 4K | 0.00 |
| Diamondback Energy Inc | Long | Equity-common | US | $579K | 3K | 0.07 |
| Diamondback Energy Inc | Long | Debt | US | $492K | – | 0.06 |
| Digital Realty Trust Inc | Long | Equity-common | US | $202K | 1K | 0.02 |
| Disco Corp | Long | Equity-common | JP | $152K | 400 | 0.02 |
| Discover Financial Services | Long | Equity-common | US | $80K | 610 | 0.01 |
| Dollar General Corp | Long | Equity-common | US | $66K | 500 | 0.01 |
| Dollar Tree Inc | Long | Equity-common | US | $428K | 4K | 0.05 |
| Dominican Republic International Bond | Long | Debt | DO | $149K | – | 0.02 |
| Dominion Energy Inc | Long | Equity-common | US | $98K | 2K | 0.01 |
| Domino's Pizza Inc | Long | Equity-common | US | $294K | 570 | 0.03 |
| Donaldson Co Inc | Long | Equity-common | US | $508K | 7K | 0.06 |
| Dover Corp | Long | Equity-common | US | $60K | 330 | 0.01 |
| Dow Inc | Long | Equity-common | US | $269K | 5K | 0.03 |
| DP World Ltd/United Arab Emirates (DP WORLD LTD UAE) | Long | Debt | AE | $104K | – | 0.01 |
| DR Horton Inc | Long | Equity-common | US | $96K | 680 | 0.01 |
| DTE Energy Co | Long | Equity-common | US | $234K | 2K | 0.03 |
| Duke Energy Corp | Long | Equity-common | US | $525K | 5K | 0.06 |
| Duke Energy Indiana LLC | Long | Debt | US | $392K | – | 0.05 |
| Dun & Bradstreet Holdings Inc | Long | Equity-common | US | $541K | 58K | 0.06 |
| DuPont de Nemours Inc | Long | Equity-common | US | $83K | 1K | 0.01 |
| Eastman Chemical Co | Long | Equity-common | US | $26K | 270 | 0.00 |
| Eaton Corp PLC | Long | Equity-common | US | $1M | 4K | 0.15 |
| eBay Inc | Long | Equity-common | US | $69K | 1K | 0.01 |
| Ecolab Inc | Long | Equity-common | US | $283K | 1K | 0.03 |
| Ecopetrol SA | Long | Debt | CO | $279K | – | 0.03 |
| Ecopetrol SA | Long | Debt | CO | $240K | – | 0.03 |
| Edison International | Long | Equity-common | US | $67K | 930 | 0.01 |
| Edwards Lifesciences Corp | Long | Equity-common | US | $134K | 1K | 0.02 |
| Eiffage SA | Long | Equity-common | FR | $139K | 2K | 0.02 |
| EIG Pearl Holdings Sarl | Long | Debt | LU | $172K | – | 0.02 |
| Elanco Animal Health Inc | Long | Equity-common | US | $352K | 24K | 0.04 |
| Elastic NV | Long | Equity-common | US | $68K | 600 | 0.01 |
| Elbit Systems Ltd | Long | Equity-common | IL | $17K | 95 | 0.00 |
| Electronic Arts Inc | Long | Equity-common | US | $79K | 570 | 0.01 |
| Elevance Health Inc | Long | Equity-common | US | $1M | 3K | 0.16 |
| Elevation CLO 2021-12 Ltd (Elevation CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.12 |
| Eli Lilly & Co | Long | Equity-common | US | $5M | 5K | 0.57 |
| Elmwood CLO 25 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.12 |
| Emerson Electric Co | Long | Equity-common | US | $271K | 2K | 0.03 |
| Enagas SA | Long | Equity-common | ES | $13K | 869 | 0.00 |
| Endeavor Energy Resources LP / EER Finance Inc | Long | Debt | US | $126K | – | 0.01 |
| Endesa SA | Long | Equity-common | ES | $20K | 1K | 0.00 |
| Enel SpA | Long | Equity-common | IT | $518K | 75K | 0.06 |
| ENEOS Holdings Inc | Long | Equity-common | JP | $42K | 8K | 0.00 |
| Energy Transfer LP | Long | Debt | US | $545K | – | 0.06 |
| Engie SA | Long | Equity-common | FR | $352K | 25K | 0.04 |
| Enphase Energy Inc | Long | Equity-common | US | $32K | 320 | 0.00 |
| Entergy Corp | Long | Equity-common | US | $55K | 510 | 0.01 |
| EOG Resources Inc | Long | Equity-common | US | $170K | 1K | 0.02 |
| EPAM Systems Inc | Long | Equity-common | US | $25K | 135 | 0.00 |
| Epiroc AB | Long | Equity-common | SE | $23K | 1K | 0.00 |
| EQM Midstream Partners LP | Long | Debt | US | $27K | – | 0.00 |
| EQM Midstream Partners LP | Long | Debt | US | $26K | – | 0.00 |
| EQT Corp | Long | Equity-common | US | $35K | 950 | 0.00 |
| Equifax Inc | Long | Equity-common | US | $70K | 290 | 0.01 |
| Equinix Inc | Long | Equity-common | US | $163K | 215 | 0.02 |
| Equity Residential | Long | Equity-common | US | $924K | 13K | 0.11 |
| Erste Group Bank AG | Long | Equity-common | AT | $124K | 3K | 0.01 |
| Essex Property Trust Inc | Long | Equity-common | US | $35K | 130 | 0.00 |
| Essity AB | Long | Equity-common | SE | $450K | 18K | 0.05 |
| Estee Lauder Cos Inc/The | Long | Equity-common | US | $61K | 570 | 0.01 |
| Etsy Inc | Long | Equity-common | US | $17K | 290 | 0.00 |
| EUR/USD FORWARD (State Street Bank and Trust Company) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| EUR/USD FORWARD (State Street Bank and Trust Company) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| Everest Group Ltd | Long | Equity-common | BM | $40K | 105 | 0.00 |
| Evergy Inc | Long | Equity-common | US | $30K | 560 | 0.00 |
| Eversource Energy | Long | Equity-common | US | $47K | 830 | 0.01 |
| Exelon Corp | Long | Equity-common | US | $355K | 10K | 0.04 |
| EXOR NV | Long | Equity-common | NL | $63K | 600 | 0.01 |
| Expedia Group Inc | Long | Equity-common | US | $42K | 330 | 0.00 |
| Expeditors International of Washington Inc | Long | Equity-common | US | $44K | 350 | 0.01 |
| Extra Space Storage Inc | Long | Equity-common | US | $75K | 480 | 0.01 |
| Exxon Mobil Corp | Long | Equity-common | US | $3M | 29K | 0.40 |
| F5 Inc | Long | Equity-common | US | $21K | 120 | 0.00 |
| FactSet Research Systems Inc | Long | Equity-common | US | $35K | 85 | 0.00 |
| Fair Isaac Corp | Long | Equity-common | US | $83K | 56 | 0.01 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $3M | – | 0.35 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $915K | – | 0.11 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $817K | – | 0.10 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $496K | – | 0.06 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $443K | – | 0.05 |
| Fannie Mae or Freddie Mac | Short | ABS-mortgage backed security | US | $-426K | – | -0.05 |
| Fannie Mae or Freddie Mac | Short | ABS-mortgage backed security | US | $-501K | – | -0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.22 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.19 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.16 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.16 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.14 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.13 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.13 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.13 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $948K | – | 0.11 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $826K | – | 0.10 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $801K | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $786K | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $764K | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $670K | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $531K | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $497K | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $471K | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $471K | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $424K | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $399K | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $373K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $367K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $331K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $234K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $226K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $213K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $206K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $134K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $130K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $123K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $110K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $208K | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $133K | – | 0.02 |
| Fastenal Co | Long | Equity-common | US | $85K | 1K | 0.01 |
| Federal Realty Investment Trust | Long | Equity-common | US | $20K | 200 | 0.00 |
| FedEx Corp | Long | Equity-common | US | $1M | 4K | 0.15 |
| Fidelity National Information Services Inc | Long | Equity-common | US | $815K | 11K | 0.10 |
| Fifth Third Bancorp | Long | Debt | US | $195K | – | 0.02 |
| Fifth Third Bancorp | Long | Equity-common | US | $61K | 2K | 0.01 |
| First Solar Inc | Long | Equity-common | US | $56K | 250 | 0.01 |
| FirstEnergy Corp | Long | Equity-common | US | $50K | 1K | 0.01 |
| Fiserv Inc | Long | Equity-common | US | $209K | 1K | 0.02 |
| Flowserve Corp | Long | Equity-common | US | $741K | 15K | 0.09 |
| FMC Corp | Long | Debt | US | $453K | – | 0.05 |
| FMC Corp | Long | Equity-common | US | $19K | 330 | 0.00 |
| Ford Credit Auto Owner Trust 2024-REV1 (Ford Credit Auto Owner Trust/F) | Long | ABS-other | US | $595K | – | 0.07 |
| Ford Credit Floorplan Master Owner Trust A | Long | ABS-other | US | $497K | – | 0.06 |
| Ford Credit Floorplan Master Owner Trust A Series 2024-1 | Long | ABS-other | US | $502K | – | 0.06 |
| Ford Motor Co | Long | Equity-common | US | $1M | 83K | 0.12 |
| Ford Motor Credit Co LLC | Long | Debt | US | $212K | – | 0.03 |
| Ford Motor Credit Co LLC | Long | Debt | US | $199K | – | 0.02 |
| Ford Motor Credit Co LLC | Long | Debt | US | $194K | – | 0.02 |
| Ford Motor Credit Co LLC | Long | Debt | US | $179K | – | 0.02 |
| Fortescue Ltd | Long | Equity-common | AU | $171K | 12K | 0.02 |
| Fortinet Inc | Long | Equity-common | US | $92K | 2K | 0.01 |
| Fortive Corp | Long | Equity-common | US | $63K | 850 | 0.01 |
| Fox Corp | Long | Equity-common | US | $21K | 610 | 0.00 |
| Fox Corp | Long | Equity-common | US | $11K | 350 | 0.00 |
| Franklin Resources Inc | Long | Equity-common | US | $17K | 750 | 0.00 |
| Fred Hutchinson Cancer Center (FRED HUTCH CNCR CTR) | Long | Debt | US | $302K | – | 0.04 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $957K | – | 0.11 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.35 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.16 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $850K | – | 0.10 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $801K | – | 0.09 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $784K | – | 0.09 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $694K | – | 0.08 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $353K | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $137K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $113K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $111K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $544K | – | 0.06 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $159K | – | 0.02 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Freddie Mac STACR REMIC Trust 2022-DNA6 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $348K | – | 0.04 |
| Freddie Mac Strips (Freddiemac Strip) | Long | ABS-mortgage backed security | US | $303K | – | 0.04 |
| Freeport-McMoRan Inc | Long | Equity-common | US | $851K | 18K | 0.10 |
| Fresenius Medical Care AG | Long | Equity-common | DE | $156K | 4K | 0.02 |
| Fresenius SE & Co KGaA | Long | Equity-common | DE | $376K | 13K | 0.04 |
| Gap Inc/The | Long | Equity-common | US | $136K | 6K | 0.02 |
| Garmin Ltd | Long | Equity-common | CH | $54K | 330 | 0.01 |
| Gartner Inc | Long | Equity-common | US | $79K | 175 | 0.01 |
| GE HealthCare Technologies Inc | Long | Equity-common | US | $79K | 1K | 0.01 |
| GE Vernova Inc | Long | Equity-common | US | $111K | 645 | 0.01 |
| GEA Group AG | Long | Equity-common | DE | $436K | 10K | 0.05 |
| Gecina SA | Long | Equity-common | FR | $19K | 210 | 0.00 |
| Gen Digital Inc | Long | Equity-common | US | $34K | 1K | 0.00 |
| Generac Holdings Inc | Long | Equity-common | US | $17K | 130 | 0.00 |
| General Dynamics Corp | Long | Equity-common | US | $151K | 520 | 0.02 |
| General Electric Co | Long | Equity-common | US | $2M | 10K | 0.18 |
| General Mills Inc | Long | Equity-common | US | $180K | 3K | 0.02 |
| General Motors Co | Long | Equity-common | US | $707K | 15K | 0.08 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $597K | – | 0.07 |
| Generate CLO 4 Ltd (Generate CLO Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $867K | – | 0.10 |
| Genting Singapore Ltd | Long | Equity-common | SG | $13K | 20K | 0.00 |
| Genuine Parts Co | Long | Equity-common | US | $170K | 1K | 0.02 |
| Gilead Sciences Inc | Long | Equity-common | US | $204K | 3K | 0.02 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $1M | – | 0.12 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $809K | – | 0.10 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $929K | – | 0.11 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $790K | – | 0.09 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $708K | – | 0.08 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $682K | – | 0.08 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $585K | – | 0.07 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $430K | – | 0.05 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $422K | – | 0.05 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $396K | – | 0.05 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $386K | – | 0.05 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $177K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $154K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $147K | – | 0.02 |
| Gitlab Inc | Long | Equity-common | US | $303K | 6K | 0.04 |
| Glencore PLC | Long | Equity-common | CH | $325K | 57K | 0.04 |
| Global Payments Inc | Long | Equity-common | US | $668K | 7K | 0.08 |
| Globe Life Inc | Long | Equity-common | US | $21K | 260 | 0.00 |
| GLP Capital LP / GLP Financing II Inc (GLP CAPITAL LP / FIN II) | Long | Debt | US | $1M | – | 0.18 |
| GM Financial Revolving Receivables Trust 2023-2 | Long | ABS-other | US | $513K | – | 0.06 |
| GN Bondco LLC | Long | Debt | US | $47K | – | 0.01 |
| GoDaddy Inc | Long | Equity-common | US | $41K | 290 | 0.00 |
| Goldman Sachs Group Inc/The | Long | Equity-common | US | $2M | 4K | 0.20 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $2M | – | 0.19 |
| Goodman Group | Long | Equity-common | AU | $278K | 12K | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GPT Group/The | Long | Equity-common | AU | $30K | 11K | 0.00 |
| GRAIL Inc | Long | Equity-common | US | $6K | 416 | 0.00 |
| Graphic Packaging International LLC | Long | Debt | US | $175K | – | 0.02 |
| Greensaif Pipelines Bidco Sarl | Long | Debt | LU | $204K | – | 0.02 |
| GS Mortgage Securities Trust 2016-GS2 | Long | ABS-mortgage backed security | US | $1M | – | 0.14 |
| GSK PLC | Long | Equity-common | GB | $569K | 30K | 0.07 |
| H & M Hennes & Mauritz AB | Long | Equity-common | SE | $29K | 2K | 0.00 |
| Halliburton Co | Long | Equity-common | US | $308K | 9K | 0.04 |
| Hanesbrands Inc | Long | Debt | US | $98K | – | 0.01 |
| Hang Seng Bank Ltd | Long | Equity-common | HK | $33K | 3K | 0.00 |
| Hannover Rueck SE | Long | Equity-common | DE | $54K | 212 | 0.01 |
| Hargreaves Lansdown PLC | Long | Equity-common | GB | $18K | 1K | 0.00 |
| Hartford Financial Services Group Inc/The | Long | Equity-common | US | $76K | 760 | 0.01 |
| Hasbro Inc | Long | Equity-common | US | $20K | 350 | 0.00 |
| HCA Healthcare Inc | Long | Equity-common | US | $146K | 455 | 0.02 |
| Healthpeak Properties Inc | Long | Equity-common | US | $100K | 5K | 0.01 |
| Heidelberg Materials AG | Long | Equity-common | DE | $306K | 3K | 0.04 |
| Henkel AG & Co KGaA | Long | Equity-preferred | DE | $319K | 4K | 0.04 |
| Henkel AG & Co KGaA | Long | Equity-common | DE | $29K | 368 | 0.00 |
| Henry Schein Inc | Long | Equity-common | US | $20K | 310 | 0.00 |
| Hermes International SCA | Long | Equity-common | FR | $647K | 280 | 0.08 |
| Hershey Co/The | Long | Equity-common | US | $59K | 320 | 0.01 |
| Hess Corp | Long | Equity-common | US | $96K | 650 | 0.01 |
| Hewlett Packard Enterprise Co | Long | Equity-common | US | $792K | 37K | 0.09 |
| Hexcel Corp | Long | Equity-common | US | $62K | 1K | 0.01 |
| Hikma Pharmaceuticals PLC | Long | Equity-common | JO | $28K | 1K | 0.00 |
| Hilcorp Energy I LP / Hilcorp Finance Co (HILCORP ENERGY I/HILCORP) | Long | Debt | US | $382K | – | 0.05 |
| Hilton Worldwide Holdings Inc | Long | Equity-common | US | $844K | 4K | 0.10 |
| Hitachi Ltd | Long | Equity-common | JP | $338K | 15K | 0.04 |
| Holcim AG | Long | Equity-common | CH | $534K | 6K | 0.06 |
| Hologic Inc | Long | Equity-common | US | $108K | 1K | 0.01 |
| Home Depot Inc/The | Long | Equity-common | US | $2M | 6K | 0.26 |
| Honeywell International Inc | Long | Equity-common | US | $694K | 3K | 0.08 |
| Hormel Foods Corp | Long | Equity-common | US | $231K | 8K | 0.03 |
| Host Hotels & Resorts Inc | Long | Equity-common | US | $31K | 2K | 0.00 |
| Howmet Aerospace Inc | Long | Equity-common | US | $367K | 5K | 0.04 |
| HP Inc | Long | Equity-common | US | $173K | 5K | 0.02 |
| HPS Loan Management 10-2016 Ltd (HPS Loan Management Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.12 |
| HSBC Holdings PLC | Long | Equity-common | GB | $554K | 64K | 0.07 |
| Hubbell Inc | Long | Equity-common | US | $40K | 110 | 0.00 |
| Hulic Co Ltd | Long | Equity-common | JP | $15K | 2K | 0.00 |
| Humana Inc | Long | Equity-common | US | $105K | 280 | 0.01 |
| Huntington Bancshares Inc/OH | Long | Equity-common | US | $47K | 4K | 0.01 |
| Huntington Ingalls Industries Inc | Long | Equity-common | US | $20K | 80 | 0.00 |
| Hyundai Capital America | Long | Debt | US | $334K | – | 0.04 |
| Iberdrola SA | Long | Equity-common | ES | $249K | 19K | 0.03 |
| Idemitsu Kosan Co Ltd | Long | Equity-common | JP | $188K | 29K | 0.02 |
| IDEX Corp | Long | Equity-common | US | $32K | 160 | 0.00 |
| IDEXX Laboratories Inc | Long | Equity-common | US | $90K | 185 | 0.01 |
| Illinois Tool Works Inc | Long | Equity-common | US | $145K | 610 | 0.02 |
| Illumina Inc | Long | Equity-common | US | $261K | 3K | 0.03 |
| Imperial Brands PLC | Long | Equity-common | GB | $315K | 12K | 0.04 |
| Incyte Corp | Long | Equity-common | US | $30K | 490 | 0.00 |
| Industria de Diseno Textil SA | Long | Equity-common | ES | $593K | 12K | 0.07 |
| Industrivarden AB | Long | Equity-common | SE | $22K | 638 | 0.00 |
| Indutrade AB | Long | Equity-common | SE | $30K | 1K | 0.00 |
| Informa PLC | Long | Equity-common | GB | $77K | 7K | 0.01 |
| Informatica Inc | Long | Equity-common | US | $225K | 7K | 0.03 |
| Ingersoll Rand Inc | Long | Equity-common | US | $88K | 970 | 0.01 |
| Ingredion Inc | Long | Equity-common | US | $149K | 1K | 0.02 |
| Inpex Corp | Long | Equity-common | JP | $441K | 30K | 0.05 |
| Insulet Corp | Long | Equity-common | US | $30K | 150 | 0.00 |
| Intel Corp | Long | Equity-common | US | $1M | 46K | 0.17 |
| Intercontinental Exchange Inc | Long | Equity-common | US | $1M | 8K | 0.13 |
| Intercontinental Exchange Inc (INTERCONTINENTALEXCHANGE) | Long | Debt | US | $189K | – | 0.02 |
| InterContinental Hotels Group PLC | Long | Equity-common | GB | $61K | 581 | 0.01 |
| International Business Machines Corp (IBM) | Long | Equity-common | US | $1M | 6K | 0.13 |
| International Flavors & Fragrances Inc (IFF) | Long | Equity-common | US | $60K | 630 | 0.01 |
| International Game Technology PLC | Long | Debt | GB | $250K | – | 0.03 |
| International Paper Co | Long | Equity-common | US | $36K | 840 | 0.00 |
| Interpublic Group of Cos Inc/The | Long | Equity-common | US | $27K | 930 | 0.00 |
| Intesa Sanpaolo SpA | Long | Equity-common | IT | $432K | 116K | 0.05 |
| Intuit Inc | Long | Equity-common | US | $1M | 2K | 0.13 |
| Intuitive Surgical Inc | Long | Equity-common | US | $500K | 1K | 0.06 |
| Invesco Ltd | Long | Equity-common | US | $18K | 1K | 0.00 |
| Investor AB | Long | Equity-common | SE | $530K | 19K | 0.06 |
| Invitation Homes Inc | Long | Equity-common | US | $50K | 1K | 0.01 |
| Ipsen SA | Long | Equity-common | FR | $16K | 132 | 0.00 |
| IQVIA Holdings Inc | Long | Equity-common | US | $93K | 440 | 0.01 |
| Iron Mountain Inc | Long | Equity-common | US | $797K | 9K | 0.09 |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $119K | – | 0.01 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $26K | – | 0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $11K | – | 0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $425.36 | – | 0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $263.46 | – | 0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-1K | – | -0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-5K | – | -0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-6K | – | -0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-8K | – | -0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-13K | – | -0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-15K | – | -0.00 | |
| iShares Core S&P 500 ETF | Long | Equity-common | US | $1M | 2K | 0.14 |
| iShares MSCI EAFE ETF | Long | Equity-common | US | $87K | 1K | 0.01 |
| ITT Inc | Long | Equity-common | US | $478K | 4K | 0.06 |
| J M Smucker Co/The | Long | Equity-common | US | $27K | 250 | 0.00 |
| Jabil Inc | Long | Equity-common | US | $32K | 290 | 0.00 |
| Jack Henry & Associates Inc | Long | Equity-common | US | $28K | 170 | 0.00 |
| Jacobs Solutions Inc | Long | Equity-common | US | $41K | 290 | 0.00 |
| Janus Henderson Group PLC | Long | Equity-common | GB | $438K | 13K | 0.05 |
| Japan Airlines Co Ltd | Long | Equity-common | JP | $35K | 2K | 0.00 |
| Japan Tobacco Inc | Long | Equity-common | JP | $57K | 2K | 0.01 |
| JB Hunt Transport Services Inc | Long | Equity-common | US | $30K | 190 | 0.00 |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl (JBS USA HOLD/FOOD/LUX CO) | Long | Debt | LU | $833K | – | 0.10 |
| Jefferson Mill CLO Ltd | Long | ABS-collateralized bond/debt obligation | KY | $940K | – | 0.11 |
| JFE Holdings Inc | Long | Equity-common | JP | $38K | 3K | 0.00 |
| Johnson & Johnson | Long | Equity-common | US | $3M | 20K | 0.34 |
| Johnson Controls International plc | Long | Equity-common | US | $108K | 2K | 0.01 |
| Jones Lang LaSalle Inc | Long | Equity-common | US | $595K | 3K | 0.07 |
| JPMorgan Chase & Co | Long | Equity-common | US | $4M | 21K | 0.51 |
| JPMorgan Chase & Co | Long | Debt | US | $1M | – | 0.13 |
| JPMorgan Chase & Co | Long | Debt | US | $569K | – | 0.07 |
| Juniper Networks Inc | Long | Equity-common | US | $28K | 770 | 0.00 |
| Kansai Electric Power Co Inc/The | Long | Equity-common | JP | $173K | 10K | 0.02 |
| Kawasaki Kisen Kaisha Ltd | Long | Equity-common | JP | $45K | 3K | 0.01 |
| KB Home | Long | Debt | US | $154K | – | 0.02 |
| KDX Realty Investment Corp | Long | Equity-common | JP | $14K | 14 | 0.00 |
| Kellanova | Long | Equity-common | US | $37K | 650 | 0.00 |
| Kenvue Inc | Long | Equity-common | US | $84K | 5K | 0.01 |
| Keurig Dr Pepper Inc | Long | Equity-common | US | $741K | 22K | 0.09 |
| KeyCorp | Long | Equity-common | US | $32K | 2K | 0.00 |
| Keyence Corp | Long | Equity-common | JP | $219K | 500 | 0.03 |
| Keysight Technologies Inc | Long | Equity-common | US | $53K | 390 | 0.01 |
| Kimberly-Clark Corp | Long | Equity-common | US | $359K | 3K | 0.04 |
| Kimco Realty Corp | Long | Equity-common | US | $104K | 5K | 0.01 |
| Kimco Realty OP LLC | Long | Debt | US | $408K | – | 0.05 |
| Kinder Morgan Inc | Long | Equity-common | US | $92K | 5K | 0.01 |
| Kirby Corp | Long | Equity-common | US | $443K | 4K | 0.05 |
| Kirin Holdings Co Ltd | Long | Equity-common | JP | $14K | 1K | 0.00 |
| KKR & Co Inc | Long | Equity-common | US | $987K | 9K | 0.12 |
| KLA Corp | Long | Equity-common | US | $256K | 310 | 0.03 |
| Klepierre SA | Long | Equity-common | FR | $192K | 7K | 0.02 |
| Knorr-Bremse AG | Long | Equity-common | DE | $19K | 255 | 0.00 |
| Konami Group Corp | Long | Equity-common | JP | $51K | 700 | 0.01 |
| Kongsberg Gruppen ASA | Long | Equity-common | NO | $33K | 403 | 0.00 |
| Koninklijke Ahold Delhaize NV | Long | Equity-common | NL | $126K | 4K | 0.01 |
| Koninklijke KPN NV | Long | Equity-common | NL | $265K | 69K | 0.03 |
| Kraft Heinz Co/The | Long | Equity-common | US | $124K | 4K | 0.01 |
| Kroger Co/The | Long | Equity-common | US | $738K | 15K | 0.09 |
| Kyowa Kirin Co Ltd | Long | Equity-common | JP | $15K | 900 | 0.00 |
| L'Oreal SA | Long | Equity-common | FR | $31K | 70 | 0.00 |
| L3Harris Technologies Inc | Long | Equity-common | US | $678K | 3K | 0.08 |
| La Francaise des Jeux SAEM | Long | Equity-common | FR | $128K | 4K | 0.02 |
| Labcorp Holdings Inc | Long | Equity-common | US | $43K | 210 | 0.01 |
| Lam Research Corp | Long | Equity-common | US | $1M | 1K | 0.16 |
| Lamb Weston Holdings Inc (LAMB WESTON HLD) | Long | Debt | US | $276K | – | 0.03 |
| Lamb Weston Holdings Inc | Long | Equity-common | US | $29K | 350 | 0.00 |
| Lamb Weston Holdings Inc (LAMB WESTON HLD) | Long | Debt | US | $23K | – | 0.00 |
| Las Vegas Sands Corp | Long | Equity-common | US | $40K | 910 | 0.00 |
| Legrand SA | Long | Equity-common | FR | $22K | 220 | 0.00 |
| Leidos Holdings Inc | Long | Equity-common | US | $120K | 820 | 0.01 |
| Lennar Corp | Long | Equity-common | US | $586K | 4K | 0.07 |
| Lennar Corp | Long | Equity-common | US | $247K | 2K | 0.03 |
| Lincoln National Corp | Long | Debt | US | $344K | – | 0.04 |
| Linde PLC | Long | Equity-common | US | $1M | 3K | 0.15 |
| Live Nation Entertainment Inc | Long | Equity-common | US | $32K | 340 | 0.00 |
| LKQ Corp | Long | Equity-common | US | $30K | 710 | 0.00 |
| Lockheed Martin Corp | Long | Equity-common | US | $796K | 2K | 0.09 |
| Loews Corp | Long | Equity-common | US | $38K | 510 | 0.00 |
| Logitech International SA | Long | Equity-common | CH | $465K | 5K | 0.05 |
| Lowe's Cos Inc | Long | Equity-common | US | $1M | 6K | 0.16 |
| Lululemon Athletica Inc | Long | Equity-common | CA | $76K | 255 | 0.01 |
| LVMH Moet Hennessy Louis Vuitton SE | Long | Equity-common | FR | $375K | 488 | 0.04 |
| LyondellBasell Industries NV | Long | Equity-common | US | $327K | 3K | 0.04 |
| M&T Bank Corp | Long | Equity-common | US | $54K | 360 | 0.01 |
| Madison Park Funding XXXVII Ltd (Madison Park Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.12 |
| Marathon Oil Corp | Long | Equity-common | US | $603K | 21K | 0.07 |
| Marathon Petroleum Corp | Long | Equity-common | US | $144K | 830 | 0.02 |
| MarketAxess Holdings Inc | Long | Equity-common | US | $13K | 65 | 0.00 |
| Marriott International Inc/MD | Long | Equity-common | US | $503K | 2K | 0.06 |
| Marsh & McLennan Cos Inc | Long | Equity-common | US | $1M | 5K | 0.14 |
| Martin Marietta Materials Inc | Long | Equity-common | US | $70K | 130 | 0.01 |
| Marubeni Corp | Long | Equity-common | JP | $87K | 5K | 0.01 |
| Masco Corp | Long | Equity-common | US | $37K | 550 | 0.00 |
| MasTec Inc | Long | Equity-common | US | $75K | 700 | 0.01 |
| Mastercard Inc | Long | Equity-common | US | $2M | 5K | 0.29 |
| Match Group Inc | Long | Equity-common | US | $22K | 730 | 0.00 |
| Mazda Motor Corp | Long | Equity-common | JP | $348K | 36K | 0.04 |
| McCormick & Co Inc/MD | Long | Equity-common | US | $44K | 620 | 0.01 |
| McDonald's Corp | Long | Equity-common | US | $2M | 6K | 0.19 |
| McKesson Corp | Long | Equity-common | US | $1M | 2K | 0.12 |
| Medibank Pvt Ltd | Long | Equity-common | AU | $444K | 179K | 0.05 |
| Medpace Holdings Inc | Long | Equity-common | US | $82K | 200 | 0.01 |
| Medtronic PLC | Long | Equity-common | IE | $1M | 13K | 0.12 |
| Merck & Co Inc | Long | Equity-common | US | $3M | 22K | 0.32 |
| Meritage Homes Corp | Long | Debt | US | $271K | – | 0.03 |
| Meta Platforms Inc | Long | Equity-common | US | $7M | 14K | 0.81 |
| MetLife Inc | Long | Equity-common | US | $999K | 14K | 0.12 |
| Mettler-Toledo International Inc | Long | Equity-common | US | $67K | 48 | 0.01 |
| Mexico City Airport Trust (MEXICO CITY ARPT TRUST) | Long | Debt | MX | $356K | – | 0.04 |
| MGM Resorts International | Long | Equity-common | US | $128K | 3K | 0.02 |
| Microchip Technology Inc | Long | Equity-common | US | $117K | 1K | 0.01 |
| Micron Technology Inc | Long | Equity-common | US | $550K | 4K | 0.06 |
| Microsoft Corp | Long | Equity-common | US | $23M | 51K | 2.68 |
| Mid-America Apartment Communities Inc | Long | Equity-common | US | $39K | 270 | 0.00 |
| Mitsubishi Chemical Group Corp | Long | Equity-common | JP | $187K | 34K | 0.02 |
| Mitsubishi Estate Co Ltd | Long | Equity-common | JP | $61K | 4K | 0.01 |
| Mitsubishi HC Capital Inc | Long | Equity-common | JP | $18K | 3K | 0.00 |
| Mitsubishi UFJ Financial Group Inc | Long | Equity-common | JP | $152K | 14K | 0.02 |
| Mitsui & Co Ltd | Long | Equity-common | JP | $196K | 9K | 0.02 |
| Mitsui OSK Lines Ltd | Long | Equity-common | JP | $370K | 12K | 0.04 |
| Moderna Inc | Long | Equity-common | US | $93K | 780 | 0.01 |
| Mohawk Industries Inc | Long | Equity-common | US | $14K | 120 | 0.00 |
| Molina Healthcare Inc | Long | Equity-common | US | $37K | 125 | 0.00 |
| Molson Coors Beverage Co | Long | Equity-common | US | $25K | 490 | 0.00 |
| Moncler SpA | Long | Equity-common | IT | $44K | 720 | 0.01 |
| Mondelez International Inc | Long | Equity-common | US | $550K | 8K | 0.07 |
| Mondi PLC | Long | Equity-common | GB | $29K | 2K | 0.00 |
| Monolithic Power Systems Inc | Long | Equity-common | US | $748K | 910 | 0.09 |
| Monster Beverage Corp | Long | Equity-common | US | $85K | 2K | 0.01 |
| Moody's Corp | Long | Equity-common | US | $152K | 360 | 0.02 |
| Morgan Stanley | Long | Debt | US | $1M | – | 0.12 |
| Morgan Stanley | Long | Equity-common | US | $921K | 9K | 0.11 |
| Morgan Stanley | Long | Debt | US | $827K | – | 0.10 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2016-C30 (Morgan Stanley BAML Trust) | Long | ABS-mortgage backed security | US | $789K | – | 0.09 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2016-C31 (Morgan Stanley BAML Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.20 |
| Morgan Stanley Capital I Trust 2016-UBS12 | Long | ABS-mortgage backed security | US | $2M | – | 0.19 |
| Mosaic Co/The | Long | Equity-common | US | $25K | 880 | 0.00 |
| Motorola Solutions Inc | Long | Debt | US | $461K | – | 0.05 |
| Motorola Solutions Inc | Long | Equity-common | US | $147K | 380 | 0.02 |
| Mowi ASA | Long | Equity-common | NO | $185K | 11K | 0.02 |
| MPLX LP | Long | Debt | US | $391K | – | 0.05 |
| MS&AD Insurance Group Holdings Inc | Long | Equity-common | JP | $444K | 20K | 0.05 |
| MSCI EAFE (ICE FUTURES U.S., INC.) | Derivative-equity | US | $143K | – | 0.02 | |
| MSCI Inc | Long | Equity-common | US | $325K | 675 | 0.04 |
| MSWF Commercial Mortgage Trust 2023-2 | Long | ABS-mortgage backed security | US | $522K | – | 0.06 |
| Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen (Munich Re) | Long | Equity-common | DE | $649K | 1K | 0.08 |
| Nasdaq Inc | Long | Equity-common | US | $57K | 950 | 0.01 |
| Natera Inc | Long | Equity-common | US | $498K | 5K | 0.06 |
| National Australia Bank Ltd | Long | Equity-common | AU | $273K | 11K | 0.03 |
| National Fuel Gas Co | Long | Equity-common | US | $76K | 1K | 0.01 |
| Nationwide Children's Hospital Inc (NATIONWIDE CHILDREN HOSP) | Long | Debt | US | $541K | – | 0.06 |
| NatWest Group PLC | Long | Equity-common | GB | $117K | 30K | 0.01 |
| NEC Corp | Long | Equity-common | JP | $16K | 200 | 0.00 |
| Nemetschek SE | Long | Equity-common | DE | $160K | 2K | 0.02 |
| Nestle SA | Long | Equity-common | CH | $796K | 8K | 0.09 |
| NetApp Inc | Long | Equity-common | US | $126K | 980 | 0.01 |
| Netflix Inc | Long | Equity-common | US | $3M | 4K | 0.31 |
| Neurocrine Biosciences Inc | Long | Equity-common | US | $234K | 2K | 0.03 |
| Newell Brands Inc | Long | Equity-common | US | $62K | 10K | 0.01 |
| Newmont Corp | Long | Equity-common | US | $116K | 3K | 0.01 |
| Newmont Corp / Newcrest Finance Pty Ltd (NEWMONT / NEWCREST FIN) | Long | Debt | US | $529K | – | 0.06 |
| News Corp | Long | Equity-common | US | $28K | 1K | 0.00 |
| News Corp | Long | Equity-common | US | $9K | 310 | 0.00 |
| Next PLC | Long | Equity-common | GB | $261K | 2K | 0.03 |
| NextEra Energy Inc | Long | Equity-common | US | $428K | 6K | 0.05 |
| Nice Ltd | Long | Equity-common | IL | $50K | 291 | 0.01 |
| NIKE Inc | Long | Equity-common | US | $219K | 3K | 0.03 |
| Nintendo Co Ltd | Long | Equity-common | JP | $230K | 4K | 0.03 |
| Nippon Paint Holdings Co Ltd | Long | Equity-common | JP | $12K | 2K | 0.00 |
| Nippon Sanso Holdings Corp | Long | Equity-common | JP | $83K | 3K | 0.01 |
| Nippon Steel Corp | Long | Equity-common | JP | $284K | 13K | 0.03 |
| NiSource Inc | Long | Equity-common | US | $619K | 22K | 0.07 |
| NN Group NV | Long | Equity-common | NL | $10K | 225 | 0.00 |
| Nokia Oyj | Long | Equity-common | FI | $146K | 38K | 0.02 |
| Nomura Real Estate Holdings Inc | Long | Equity-common | JP | $33K | 1K | 0.00 |
| Nordea Bank Abp | Long | Equity-common | FI | $212K | 18K | 0.03 |
| Nordson Corp | Long | Equity-common | US | $30K | 130 | 0.00 |
| Norfolk Southern Corp | Long | Equity-common | US | $112K | 520 | 0.01 |
| Northern Star Resources Ltd | Long | Equity-common | AU | $35K | 4K | 0.00 |
| Northern Trust Corp | Long | Equity-common | US | $211K | 3K | 0.02 |
| Northrop Grumman Corp | Long | Equity-common | US | $881K | 2K | 0.10 |
| Norwegian Cruise Line Holdings Ltd | Long | Equity-common | US | $21K | 1K | 0.00 |
| Novartis AG | Long | Equity-common | CH | $1M | 10K | 0.13 |
| Novo Nordisk A/S | Long | Equity-common | DK | $2M | 14K | 0.23 |
| NRG Energy Inc | Long | Equity-common | US | $734K | 9K | 0.09 |
| NRG Energy Inc | Long | Debt | US | $408K | – | 0.05 |
| NU Holdings Ltd/Cayman Islands | Long | Equity-common | BR | $112K | 9K | 0.01 |
| Nucor Corp | Long | Equity-common | US | $329K | 2K | 0.04 |
| NVIDIA Corp | Long | Equity-common | US | $20M | 165K | 2.40 |
| NVR Inc | Long | Equity-common | US | $53K | 7 | 0.01 |
| NXP Semiconductors NV | Long | Equity-common | NL | $161K | 600 | 0.02 |
| O'Reilly Automotive Inc | Long | Equity-common | US | $140K | 133 | 0.02 |
| Obayashi Corp | Long | Equity-common | JP | $376K | 32K | 0.04 |
| Occidental Petroleum Corp | Long | Equity-common | US | $100K | 2K | 0.01 |
| Ocean Trails CLO XV Ltd | Long | ABS-collateralized bond/debt obligation | JE | $1M | – | 0.12 |
| Okta Inc | Long | Equity-common | US | $356K | 4K | 0.04 |
| Old Dominion Freight Line Inc | Long | Equity-common | US | $69K | 390 | 0.01 |
| Omnicom Group Inc | Long | Equity-common | US | $42K | 470 | 0.00 |
| ON Semiconductor Corp | Long | Equity-common | US | $70K | 1K | 0.01 |
| OneMain Direct Auto Receivables Trust 2022-1 | Long | ABS-other | US | $1M | – | 0.18 |
| OneMain Finance Corp | Long | Debt | US | $254K | – | 0.03 |
| OneMain Financial Issuance Trust 2022-2 | Long | ABS-other | US | $526K | – | 0.06 |
| ONEOK Inc | Long | Debt | US | $865K | – | 0.10 |
| ONEOK Inc | Long | Equity-common | US | $113K | 1K | 0.01 |
| Ono Pharmaceutical Co Ltd | Long | Equity-common | JP | $90K | 7K | 0.01 |
| Oracle Corp | Long | Equity-common | US | $857K | 6K | 0.10 |
| Orica Ltd | Long | Equity-common | AU | $89K | 7K | 0.01 |
| Orion Oyj | Long | Equity-common | FI | $16K | 368 | 0.00 |
| Orkla ASA | Long | Equity-common | NO | $20K | 2K | 0.00 |
| Oshkosh Corp | Long | Equity-common | US | $151K | 1K | 0.02 |
| Otis Worldwide Corp | Long | Equity-common | US | $91K | 950 | 0.01 |
| Otsuka Holdings Co Ltd | Long | Equity-common | JP | $342K | 8K | 0.04 |
| Oversea-Chinese Banking Corp Ltd | Long | Equity-common | SG | $542K | 51K | 0.06 |
| Owens Corning | Long | Equity-common | US | $695K | 4K | 0.08 |
| PACCAR Inc | Long | Equity-common | US | $128K | 1K | 0.02 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $286K | – | 0.03 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $202K | – | 0.02 |
| PacifiCorp | Long | Debt | US | $229K | – | 0.03 |
| Packaging Corp of America | Long | Equity-common | US | $37K | 200 | 0.00 |
| Palmer Square Loan Funding 2022-3 Ltd (Palmer Square Loan Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $939K | – | 0.11 |
| Palo Alto Networks Inc | Long | Equity-common | US | $249K | 735 | 0.03 |
| Pandora A/S | Long | Equity-common | DK | $213K | 1K | 0.03 |
| Paramount Global | Long | Equity-common | US | $13K | 1K | 0.00 |
| Park Hotels & Resorts Inc | Long | Equity-common | US | $315K | 21K | 0.04 |
| Parker-Hannifin Corp | Long | Equity-common | US | $147K | 290 | 0.02 |
| Paychex Inc | Long | Equity-common | US | $91K | 770 | 0.01 |
| Paycom Software Inc | Long | Equity-common | US | $17K | 120 | 0.00 |
| PayPal Holdings Inc | Long | Equity-common | US | $752K | 13K | 0.09 |
| Pegasystems Inc | Long | Equity-common | US | $97K | 2K | 0.01 |
| Pentair PLC | Long | Equity-common | GB | $31K | 400 | 0.00 |
| PepsiCo Inc | Long | Equity-common | US | $1M | 7K | 0.14 |
| Petco Health & Wellness Co Inc | Long | Equity-common | US | $159K | 42K | 0.02 |
| Petroleos Mexicanos | Long | Debt | MX | $467K | – | 0.06 |
| Petroleos Mexicanos | Long | Debt | MX | $161K | – | 0.02 |
| Pfizer Inc | Long | Equity-common | US | $511K | 18K | 0.06 |
| PG&E Corp | Long | Equity-common | US | $890K | 51K | 0.11 |
| PGIM Core Ultra Short Bond Fund | Long | Short-term investment vehicle | US | $42M | 42M | 4.94 |
| PGIM Institutional Money Market Fund - D | Long | Short-term investment vehicle | US | $18M | 18M | 2.13 |
| Philip Morris International Inc | Long | Equity-common | US | $503K | 5K | 0.06 |
| Phillips 66 | Long | Equity-common | US | $608K | 4K | 0.07 |
| Phoenix Group Holdings PLC | Long | Equity-common | GB | $17K | 3K | 0.00 |
| Pinnacle West Capital Corp | Long | Equity-common | US | $20K | 260 | 0.00 |
| Pinterest Inc | Long | Equity-common | US | $397K | 9K | 0.05 |
| PNC Financial Services Group Inc/The | Long | Equity-common | US | $440K | 3K | 0.05 |
| PNC Financial Services Group Inc/The | Long | Debt | US | $329K | – | 0.04 |
| Pool Corp | Long | Equity-common | US | $23K | 75 | 0.00 |
| Popular Inc | Long | Equity-common | PR | $424K | 5K | 0.05 |
| Power Finance Corp Ltd | Long | Debt | IN | $343K | – | 0.04 |
| PPG Industries Inc | Long | Equity-common | US | $723K | 6K | 0.09 |
| PPL Corp | Long | Equity-common | US | $49K | 2K | 0.01 |
| PPM CLO 2 Ltd (PPM CLO 2 Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.12 |
| Principal Financial Group Inc | Long | Equity-common | US | $47K | 600 | 0.01 |
| Procter & Gamble Co/The | Long | Equity-common | US | $2M | 12K | 0.24 |
| Progressive Corp/The | Long | Equity-common | US | $1M | 6K | 0.16 |
| Prologis Inc | Long | Equity-common | US | $505K | 5K | 0.06 |
| Prosus NV | Long | Equity-common | NL | $83K | 2K | 0.01 |
| Proximus SADP | Long | Equity-common | BE | $167K | 21K | 0.02 |
| PTC Inc | Long | Equity-common | US | $51K | 280 | 0.01 |
| Public Service Enterprise Group Inc | Long | Equity-common | US | $87K | 1K | 0.01 |
| Public Storage | Long | Equity-common | US | $909K | 3K | 0.11 |
| Publicis Groupe SA | Long | Equity-common | FR | $392K | 4K | 0.05 |
| PulteGroup Inc | Long | Equity-common | US | $55K | 500 | 0.01 |
| Pure Storage Inc | Long | Equity-common | US | $610K | 10K | 0.07 |
| QBE Insurance Group Ltd | Long | Equity-common | AU | $12K | 1K | 0.00 |
| Qorvo Inc | Long | Equity-common | US | $27K | 230 | 0.00 |
| QUALCOMM Inc | Long | Equity-common | US | $2M | 11K | 0.26 |
| Quanta Services Inc | Long | Equity-common | US | $86K | 340 | 0.01 |
| Quest Diagnostics Inc | Long | Equity-common | US | $36K | 260 | 0.00 |
| Rakuten Group Inc | Long | Equity-common | JP | $27K | 5K | 0.00 |
| Ralph Lauren Corp | Long | Equity-common | US | $14K | 80 | 0.00 |
| Ramsay Health Care Ltd | Long | Equity-common | AU | $20K | 627 | 0.00 |
| Rational AG | Long | Equity-common | DE | $36K | 44 | 0.00 |
| Raymond James Financial Inc | Long | Equity-common | US | $576K | 5K | 0.07 |
| Realty Income Corp | Long | Equity-common | US | $105K | 2K | 0.01 |
| Reckitt Benckiser Group PLC | Long | Equity-common | GB | $137K | 3K | 0.02 |
| Recruit Holdings Co Ltd | Long | Equity-common | JP | $678K | 13K | 0.08 |
| Reece Ltd | Long | Equity-common | AU | $39K | 2K | 0.00 |
| Regal Rexnord Corp | Long | Debt | US | $156K | – | 0.02 |
| Regatta VIII Funding Ltd | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.12 |
| Regency Centers Corp | Long | Equity-common | US | $233K | 4K | 0.03 |
| Regeneron Pharmaceuticals Inc | Long | Equity-common | US | $258K | 245 | 0.03 |
| Regions Financial Corp | Long | Equity-common | US | $46K | 2K | 0.01 |
| Repsol SA | Long | Equity-common | ES | $67K | 4K | 0.01 |
| Republic Services Inc | Long | Equity-common | US | $89K | 460 | 0.01 |
| ResMed Inc | Long | Equity-common | US | $67K | 350 | 0.01 |
| Revvity Inc | Long | Equity-common | US | $30K | 290 | 0.00 |
| Rexel SA | Long | Equity-common | FR | $19K | 738 | 0.00 |
| Rheinmetall AG | Long | Equity-common | DE | $80K | 156 | 0.01 |
| Rio Tinto Ltd | Long | Equity-common | AU | $106K | 1K | 0.01 |
| Rio Tinto PLC | Long | Equity-common | GB | $563K | 9K | 0.07 |
| Roche Holding AG | Long | Equity-common | CH | $676K | 2K | 0.08 |
| Rockford Tower CLO 2022-2 Ltd (Rockford Tower CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.36 |
| Rockwell Automation Inc | Long | Equity-common | US | $72K | 260 | 0.01 |
| ROCKWOOL A/S | Long | Equity-common | DK | $20K | 50 | 0.00 |
| Rohm Co Ltd | Long | Equity-common | JP | $13K | 1K | 0.00 |
| Rollins Inc | Long | Equity-common | US | $33K | 680 | 0.00 |
| Rolls-Royce Holdings PLC | Long | Equity-common | GB | $545K | 95K | 0.06 |
| Roper Technologies Inc | Long | Equity-common | US | $141K | 250 | 0.02 |
| Ross Stores Inc | Long | Equity-common | US | $375K | 3K | 0.04 |
| Royal Caribbean Cruises Ltd | Long | Equity-common | US | $340K | 2K | 0.04 |
| RTX Corp | Long | Equity-common | US | $311K | 3K | 0.04 |
| S&P Global Inc | Long | Equity-common | US | $1M | 2K | 0.13 |
| S&P500 EMINI (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-equity | US | $18K | – | 0.00 | |
| Saab AB | Long | Equity-common | SE | $30K | 1K | 0.00 |
| Safran SA | Long | Equity-common | FR | $560K | 3K | 0.07 |
| Salesforce Inc | Long | Equity-common | US | $2M | 8K | 0.24 |
| Sanofi SA | Long | Equity-common | FR | $252K | 3K | 0.03 |
| Santander Drive Auto Receivables Trust 2022-3 | Long | ABS-other | US | $2M | – | 0.23 |
| Santander Drive Auto Receivables Trust 2022-6 | Long | ABS-other | US | $297K | – | 0.04 |
| SAP SE | Long | Equity-common | DE | $324K | 2K | 0.04 |
| Saudi Government International Bond (SAUDI INTERNATIONAL BOND) | Long | Debt | SA | $99K | – | 0.01 |
| SBA Communications Corp | Long | Equity-common | US | $502K | 3K | 0.06 |
| Scentre Group | Long | Equity-common | AU | $58K | 28K | 0.01 |
| Schindler Holding AG | Long | Equity-common | CH | $51K | 203 | 0.01 |
| Schindler Holding AG | Long | Equity-common | CH | $19K | 75 | 0.00 |
| Schlumberger NV | Long | Equity-common | US | $996K | 21K | 0.12 |
| Schneider Electric SE | Long | Equity-common | FR | $36K | 152 | 0.00 |
| SCREEN Holdings Co Ltd | Long | Equity-common | JP | $73K | 800 | 0.01 |
| Sea Ltd | Long | Equity-common | SG | $136K | 2K | 0.02 |
| Seagate Technology Holdings PLC | Long | Equity-common | US | $49K | 470 | 0.01 |
| SEB SA | Long | Equity-common | FR | $9K | 90 | 0.00 |
| Sekisui Chemical Co Ltd | Long | Equity-common | JP | $17K | 1K | 0.00 |
| Sembcorp Industries Ltd | Long | Equity-common | SG | $14K | 4K | 0.00 |
| Sempra | Long | Equity-common | US | $114K | 2K | 0.01 |
| Serbia International Bond (REPUBLIC OF SERBIA) | Long | Debt | RS | $309K | – | 0.04 |
| Serbia International Bond (REPUBLIC OF SERBIA) | Long | Debt | RS | $105K | – | 0.01 |
| ServiceNow Inc | Long | Equity-common | US | $1M | 2K | 0.15 |
| Seven Group Holdings Ltd | Long | Equity-common | AU | $13K | 540 | 0.00 |
| Shamrock Residential | Long | ABS-mortgage backed security | IE | $94K | – | 0.01 |
| Shell PLC | Long | Equity-common | GB | $636K | 18K | 0.08 |
| Sherwin-Williams Co/The | Long | Equity-common | US | $970K | 3K | 0.11 |
| Shimadzu Corp | Long | Equity-common | JP | $20K | 800 | 0.00 |
| Shimano Inc | Long | Equity-common | JP | $31K | 200 | 0.00 |
| Shimizu Corp | Long | Equity-common | JP | $144K | 26K | 0.02 |
| Shionogi & Co Ltd | Long | Equity-common | JP | $370K | 10K | 0.04 |
| Siemens AG | Long | Equity-common | DE | $859K | 5K | 0.10 |
| Siemens Energy AG | Long | Equity-common | DE | $27K | 1K | 0.00 |
| Simon Property Group Inc | Long | Equity-common | US | $112K | 740 | 0.01 |
| Singapore Airlines Ltd | Long | Equity-common | SG | $37K | 7K | 0.00 |
| Singapore Exchange Ltd | Long | Equity-common | SG | $14K | 2K | 0.00 |
| Singapore Technologies Engineering Ltd (ST Engineering) | Long | Equity-common | SG | $23K | 7K | 0.00 |
| Skandinaviska Enskilda Banken AB | Long | Equity-common | SE | $82K | 6K | 0.01 |
| Skechers USA Inc | Long | Equity-common | US | $311K | 5K | 0.04 |
| SKF AB | Long | Equity-common | SE | $39K | 2K | 0.00 |
| Skyworks Solutions Inc | Long | Equity-common | US | $41K | 380 | 0.00 |
| Smiths Group PLC | Long | Equity-common | GB | $64K | 3K | 0.01 |
| Smurfit Kappa Group PLC | Long | Equity-common | IE | $116K | 3K | 0.01 |
| Snap-on Inc | Long | Equity-common | US | $31K | 120 | 0.00 |
| Societe Generale SA | Long | Debt | FR | $972K | – | 0.11 |
| Sofi Professional Loan Program 2018-C Trust (Social Professional Loan Progr) | Long | ABS-other | US | $272K | – | 0.03 |
| Solvay SA | Long | Equity-common | BE | $167K | 5K | 0.02 |
| Solventum Corp | Long | Equity-common | US | $19K | 350 | 0.00 |
| Sony Group Corp | Long | Equity-common | JP | $341K | 4K | 0.04 |
| Southern Co/The | Long | Equity-common | US | $201K | 3K | 0.02 |
| Southern Copper Corp | Long | Equity-common | US | $65K | 600 | 0.01 |
| Southwest Airlines Co | Long | Equity-common | US | $43K | 2K | 0.01 |
| SSR Mining Inc | Long | Equity-common | US | $128K | 28K | 0.02 |
| Standard Industries Inc/NJ | Long | Debt | US | $191K | – | 0.02 |
| Stanley Black & Decker Inc | Long | Equity-common | US | $30K | 370 | 0.00 |
| Starbucks Corp | Long | Equity-common | US | $210K | 3K | 0.02 |
| State Street Corp | Long | Equity-common | US | $53K | 720 | 0.01 |
| Steel Dynamics Inc | Long | Equity-common | US | $48K | 370 | 0.01 |
| Stellantis NV | Long | Equity-common | NL | $143K | 7K | 0.02 |
| STERIS PLC | Long | Equity-common | US | $50K | 230 | 0.01 |
| Stockland | Long | Equity-common | AU | $22K | 8K | 0.00 |
| Stryker Corp | Long | Equity-common | US | $441K | 1K | 0.05 |
| Subaru Corp | Long | Equity-common | JP | $447K | 21K | 0.05 |
| Sumitomo Electric Industries Ltd | Long | Equity-common | JP | $111K | 7K | 0.01 |
| Sun Communities Operating LP (SUN COMMUNITIES OPER LP) | Long | Debt | US | $1M | – | 0.16 |
| Sun Communities Operating LP (SUN COMMUNITIES OPER LP) | Long | Debt | US | $133K | – | 0.02 |
| Super Micro Computer Inc | Long | Equity-common | US | $93K | 114 | 0.01 |
| Swedbank AB | Long | Equity-common | SE | $71K | 3K | 0.01 |
| Swire Pacific Ltd | Long | Equity-common | HK | $13K | 2K | 0.00 |
| Synchrony Financial | Long | Equity-common | US | $452K | 10K | 0.05 |
| Synopsys Inc | Long | Equity-common | US | $208K | 350 | 0.02 |
| Sysco Corp | Long | Equity-common | US | $85K | 1K | 0.01 |
| T Rowe Price Group Inc | Long | Equity-common | US | $62K | 540 | 0.01 |
| T-Mobile US Inc | Long | Equity-common | US | $476K | 3K | 0.06 |
| Taisei Corp | Long | Equity-common | JP | $19K | 500 | 0.00 |
| Take-Two Interactive Software Inc | Long | Equity-common | US | $59K | 380 | 0.01 |
| Talanx AG | Long | Equity-common | DE | $45K | 560 | 0.01 |
| Tapestry Inc | Long | Equity-common | US | $24K | 550 | 0.00 |
| Targa Resources Corp | Long | Debt | US | $482K | – | 0.06 |
| Targa Resources Corp | Long | Equity-common | US | $70K | 540 | 0.01 |
| Target Corp | Long | Equity-common | US | $1M | 7K | 0.13 |
| Taylor Morrison Communities Inc | Long | Debt | US | $224K | – | 0.03 |
| TD SYNNEX Corp | Long | Equity-common | US | $565K | 5K | 0.07 |
| TDK Corp | Long | Equity-common | JP | $455K | 7K | 0.05 |
| TE Connectivity Ltd | Long | Equity-common | US | $107K | 710 | 0.01 |
| Tele2 AB | Long | Equity-common | SE | $23K | 2K | 0.00 |
| Teledyne Technologies Inc | Long | Equity-common | US | $37K | 95 | 0.00 |
| Teleflex Inc | Long | Equity-common | US | $23K | 110 | 0.00 |
| Tenaris SA | Long | Equity-common | LU | $26K | 2K | 0.00 |
| Tenet Healthcare Corp | Long | Equity-common | US | $67K | 500 | 0.01 |
| Teradyne Inc | Long | Equity-common | US | $716K | 5K | 0.08 |
| Tesco PLC | Long | Equity-common | GB | $362K | 94K | 0.04 |
| Tesla Inc | Long | Equity-common | US | $3M | 15K | 0.36 |
| Teva Pharmaceutical Industries Ltd | Long | Equity-common | IL | $63K | 4K | 0.01 |
| Texas Instruments Inc | Long | Equity-common | US | $615K | 3K | 0.07 |
| Textron Inc | Long | Equity-common | US | $40K | 470 | 0.00 |
| Thales SA | Long | Equity-common | FR | $27K | 168 | 0.00 |
| Thermo Fisher Scientific Inc | Long | Equity-common | US | $2M | 3K | 0.23 |
| THREE-MONTH SOFR (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $2K | – | 0.00 | |
| TICP CLO XI Ltd (TICP CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.12 |
| TJX Cos Inc/The | Long | Equity-common | US | $294K | 3K | 0.03 |
| Toho Co Ltd/Tokyo | Long | Equity-common | JP | $9K | 300 | 0.00 |
| Tokio Marine Holdings Inc | Long | Equity-common | JP | $241K | 6K | 0.03 |
| Tokyo Electric Power Co Holdings Inc (TEPCO) | Long | Equity-common | JP | $116K | 22K | 0.01 |
| Tokyo Electron Ltd | Long | Equity-common | JP | $350K | 2K | 0.04 |
| Tokyo Gas Co Ltd | Long | Equity-common | JP | $379K | 18K | 0.04 |
| TotalEnergies SE | Long | Equity-common | FR | $817K | 12K | 0.10 |
| Towd Point HE Trust 2023-1 | Long | ABS-other | US | $68K | – | 0.01 |
| Towd Point Mortgage Trust | Long | ABS-mortgage backed security | US | $181K | – | 0.02 |
| Towd Point Mortgage Trust 2021-SJ2 | Long | ABS-mortgage backed security | US | $86K | – | 0.01 |
| Toyota Industries Corp | Long | Equity-common | JP | $34K | 400 | 0.00 |
| Toyota Motor Corp | Long | Equity-common | JP | $419K | 20K | 0.05 |
| Tractor Supply Co | Long | Equity-common | US | $68K | 250 | 0.01 |
| Trane Technologies PLC | Long | Equity-common | IE | $174K | 530 | 0.02 |
| TransDigm Group Inc | Long | Equity-common | US | $164K | 128 | 0.02 |
| Travelers Cos Inc/The | Long | Equity-common | US | $742K | 4K | 0.09 |
| Trelleborg AB | Long | Equity-common | SE | $27K | 700 | 0.00 |
| Trimble Inc | Long | Equity-common | US | $37K | 660 | 0.00 |
| Trinitas CLO XXIV Ltd (Trinitas CLO Ltd) | Long | ABS-collateralized bond/debt obligation | BM | $1M | – | 0.12 |
| TRS TREASURY BOND (JPMORGAN CHASE BANK, NATIONAL ASSOCIATION) | Derivative-interest rate | US | $26K | – | 0.00 | |
| TRS TREASURY BOND (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-interest rate | US | $-123K | – | -0.01 | |
| TRS TREASURY BOND (JPMORGAN CHASE BANK, NATIONAL ASSOCIATION) | Derivative-interest rate | US | $-278K | – | -0.03 | |
| TRS TRSBENCH7 INDEX (JPMORGAN CHASE BANK, NATIONAL ASSOCIATION) | Derivative-equity | US | $51K | – | 0.01 | |
| Truist Financial Corp | Long | Equity-common | US | $215K | 6K | 0.03 |
| Truist Financial Corp | Long | Debt | US | $212K | – | 0.03 |
| Truist Financial Corp | Long | Debt | US | $55K | – | 0.01 |
| Trustees of Princeton University/The (TRUSTEES PRINCETON UNIV) | Long | Debt | US | $391K | – | 0.05 |
| Tyler Technologies Inc | Long | Equity-common | US | $43K | 85 | 0.01 |
| Tyson Foods Inc | Long | Equity-common | US | $39K | 690 | 0.00 |
| Uber Technologies Inc | Long | Equity-common | US | $873K | 12K | 0.10 |
| UBS Group AG | Long | Equity-common | CH | $320K | 11K | 0.04 |
| UDR Inc | Long | Equity-common | US | $30K | 730 | 0.00 |
| UGI Corp | Long | Equity-common | US | $369K | 16K | 0.04 |
| Ulta Beauty Inc | Long | Equity-common | US | $617K | 2K | 0.07 |
| Unibail-Rodamco-Westfield | Long | Equity-common | FR | $29K | 373 | 0.00 |
| UniCredit SpA | Long | Equity-common | IT | $424K | 11K | 0.05 |
| Unilever PLC | Long | Equity-common | GB | $821K | 15K | 0.10 |
| Union Pacific Corp | Long | Equity-common | US | $1M | 6K | 0.17 |
| United Airlines Holdings Inc | Long | Equity-common | US | $40K | 820 | 0.00 |
| United Overseas Bank Ltd | Long | Equity-common | SG | $101K | 4K | 0.01 |
| United Parcel Service Inc | Long | Equity-common | US | $531K | 4K | 0.06 |
| United Rentals Inc | Long | Equity-common | US | $352K | 545 | 0.04 |
| United Rentals North America Inc | Long | Debt | US | $283K | – | 0.03 |
| United States Treasury Bill (TREASURY BILL) | Long | Debt | US | $2M | – | 0.25 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $3M | – | 0.39 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $962K | – | 0.11 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $958K | – | 0.11 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $926K | – | 0.11 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $320K | – | 0.04 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $142K | – | 0.02 |
| United States Treasury Strip Coupon (STRIPS) | Long | Debt | US | $3M | – | 0.35 |
| UnitedHealth Group Inc | Long | Equity-common | US | $3M | 5K | 0.31 |
| UnitedHealth Group Inc | Long | Debt | US | $255K | – | 0.03 |
| UnitedHealth Group Inc | Long | Debt | US | $49K | – | 0.01 |
| Universal Health Services Inc | Long | Equity-common | US | $24K | 130 | 0.00 |
| US 2YR NOTE (CBT) (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $12K | – | 0.00 | |
| US 5 YEAR TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $4K | – | 0.00 | |
| US Bancorp | Long | Equity-common | US | $549K | 14K | 0.06 |
| US Bancorp | Long | Debt | US | $96K | – | 0.01 |
| US Foods Holding Corp | Long | Equity-common | US | $69K | 1K | 0.01 |
| US TREASURY LONG BOND (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-29K | – | -0.00 | |
| US ULTRA BOND CBT (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $23K | – | 0.00 | |
| USD/EUR FORWARD (Bank of America, National Association) | Derivative-foreign exchange | US | $10K | – | 0.00 | |
| Valero Energy Corp | Long | Equity-common | US | $121K | 770 | 0.01 |
| Var Energi ASA | Long | Debt | NO | $882K | – | 0.10 |
| Ventas Inc | Long | Equity-common | US | $174K | 3K | 0.02 |
| Veralto Corp | Long | Equity-common | US | $51K | 530 | 0.01 |
| VeriSign Inc | Long | Equity-common | US | $36K | 200 | 0.00 |
| Verisk Analytics Inc | Long | Equity-common | US | $92K | 340 | 0.01 |
| Verizon Communications Inc | Long | Equity-common | US | $1M | 33K | 0.16 |
| Vertex Pharmaceuticals Inc | Long | Equity-common | US | $799K | 2K | 0.09 |
| Vertiv Holdings Co | Long | Equity-common | US | $554K | 6K | 0.07 |
| Viatris Inc | Long | Debt | US | $239K | – | 0.03 |
| Viatris Inc | Long | Equity-common | US | $31K | 3K | 0.00 |
| VICI Properties Inc | Long | Equity-common | US | $71K | 2K | 0.01 |
| Vicinity Ltd | Long | Equity-common | AU | $424K | 345K | 0.05 |
| Vinci SA | Long | Equity-common | FR | $183K | 2K | 0.02 |
| Visa Inc | Long | Equity-common | US | $3M | 10K | 0.31 |
| Vistra Corp | Long | Equity-common | US | $69K | 800 | 0.01 |
| Vistra Operations Co LLC | Long | Debt | US | $511K | – | 0.06 |
| Vistra Operations Co LLC (VISTRA CORP) | Long | Debt | US | $290K | – | 0.03 |
| Vivendi SE | Long | Equity-common | FR | $233K | 22K | 0.03 |
| Vodafone Group PLC | Long | Equity-common | GB | $72K | 81K | 0.01 |
| voestalpine AG | Long | Equity-common | AT | $33K | 1K | 0.00 |
| Volkswagen AG | Long | Equity-common | DE | $17K | 143 | 0.00 |
| Volkswagen Group of America Finance LLC (VOLKSWAGEN GROUP AMERICA) | Long | Debt | US | $283K | – | 0.03 |
| Volvo AB | Long | Equity-common | SE | $535K | 21K | 0.06 |
| Volvo AB | Long | Equity-common | SE | $25K | 975 | 0.00 |
| Volvo Car AB | Long | Equity-common | SE | $184K | 59K | 0.02 |
| Vulcan Materials Co | Long | Equity-common | US | $798K | 3K | 0.09 |
| W R Berkley Corp | Long | Equity-common | US | $43K | 550 | 0.01 |
| Walgreens Boots Alliance Inc | Long | Equity-common | US | $127K | 11K | 0.02 |
| Walmart Inc | Long | Equity-common | US | $1M | 20K | 0.16 |
| Walt Disney Co/The | Long | Equity-common | US | $1M | 12K | 0.15 |
| Warner Bros Discovery Inc | Long | Equity-common | US | $187K | 25K | 0.02 |
| Warnermedia Holdings Inc | Long | Debt | US | $760K | – | 0.09 |
| Wartsila OYJ Abp | Long | Equity-common | FI | $54K | 3K | 0.01 |
| Waste Management Inc | Long | Equity-common | US | $1M | 5K | 0.13 |
| Waters Corp | Long | Equity-common | US | $36K | 125 | 0.00 |
| WEC Energy Group Inc | Long | Equity-common | US | $59K | 750 | 0.01 |
| Wellfleet CLO 2018-1 Ltd (Wellfleet CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.20 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $2M | – | 0.22 |
| Wells Fargo & Co | Long | Equity-common | US | $2M | 28K | 0.20 |
| Wells Fargo Commercial Mortgage Trust 2016-BNK1 | Long | ABS-mortgage backed security | US | $1M | – | 0.17 |
| Wells Fargo Commercial Mortgage Trust 2019-C53 | Long | ABS-mortgage backed security | US | $179K | – | 0.02 |
| Wells Fargo Commercial Mortgage Trust 2020-C56 | Long | ABS-mortgage backed security | US | $2M | – | 0.23 |
| Welltower Inc | Long | Equity-common | US | $138K | 1K | 0.02 |
| WESCO International Inc | Long | Equity-common | US | $190K | 1K | 0.02 |
| Wesfarmers Ltd | Long | Equity-common | AU | $46K | 1K | 0.01 |
| West Pharmaceutical Services Inc | Long | Equity-common | US | $351K | 1K | 0.04 |
| Western Digital Corp | Long | Equity-common | US | $58K | 760 | 0.01 |
| Western Midstream Operating LP | Long | Debt | US | $944K | – | 0.11 |
| Westinghouse Air Brake Technologies Corp | Long | Equity-common | US | $66K | 420 | 0.01 |
| Westpac Banking Corp | Long | Equity-common | AU | $208K | 11K | 0.02 |
| Westrock Co | Long | Equity-common | US | $31K | 620 | 0.00 |
| Weyerhaeuser Co | Long | Equity-common | US | $50K | 2K | 0.01 |
| WH Group Ltd | Long | Equity-common | HK | $401K | 609K | 0.05 |
| Wheels Fleet Lease Funding 1 LLC (Wheels Fleet Lease Funding LLC) | Long | ABS-other | US | $500K | – | 0.06 |
| Wheels Fleet Lease Funding 1 LLC (Wheels Fleet Lease Funding LLC) | Long | ABS-other | US | $466K | – | 0.06 |
| William Carter Co/The | Long | Debt | US | $370K | – | 0.04 |
| Williams Cos Inc/The | Long | Equity-common | US | $124K | 3K | 0.01 |
| Willis Towers Watson PLC | Long | Equity-common | GB | $68K | 260 | 0.01 |
| Wilmar International Ltd | Long | Equity-common | SG | $64K | 28K | 0.01 |
| Wix.com Ltd | Long | Equity-common | IL | $429K | 3K | 0.05 |
| Wolters Kluwer NV | Long | Equity-common | NL | $145K | 878 | 0.02 |
| WW Grainger Inc | Long | Equity-common | US | $90K | 100 | 0.01 |
| Wynn Resorts Ltd | Long | Equity-common | US | $20K | 220 | 0.00 |
| Xcel Energy Inc | Long | Equity-common | US | $424K | 8K | 0.05 |
| Xero Ltd | Long | Equity-common | NZ | $43K | 480 | 0.01 |
| Xylem Inc/NY | Long | Equity-common | US | $76K | 560 | 0.01 |
| Yokogawa Electric Corp | Long | Equity-common | JP | $17K | 700 | 0.00 |
| Yum! Brands Inc | Long | Equity-common | US | $87K | 660 | 0.01 |
| Zebra Technologies Corp | Long | Equity-common | US | $34K | 110 | 0.00 |
| Zimmer Biomet Holdings Inc | Long | Equity-common | US | $499K | 5K | 0.06 |
| Zoetis Inc | Long | Equity-common | US | $182K | 1K | 0.02 |
| Zoom Video Communications Inc | Long | Equity-common | US | $604K | 10K | 0.07 |
Address
Advanced Series Trust
655 Broad Street
Newark
New Jersey
07102-4077
United States of America
Directors
Susan Davenport Austin
Robert F. Gunia
Sherry S. Barrat
Stephen M. Chipman
Jessica M. Bibliowicz
Thomas M. O'Brien
Kay Ryan Booth
Timothy S. Cronin
Transfer Agents
Prudential Mutual Fund Services LLC
BNY Mellon Investment Servicing (US) Inc.
Pricing Services
LSEG US FIN CORP.
S&P Global Market Intelligence
Intercontinental Exchange, Inc.
Bloomberg Finance L.P.
Custodians
The Bank of New York Mellon
The Bank of New York Mellon SA/NV (Belgium)
Euroclear Bank SA/NV (Belgium)
Shareholder Servicing Agents
Prudential Mutual Fund Services LLC
Admins
PGIM INVESTMENTS LLC
Brokers
J.P. Morgan Securities LLC
GOLDMAN SACHS & CO. LLC
CitiGroup Global Markets Inc.
BOFA SECURITIES, INC.