JNL Fund Complex > JNL Series Trust

JNL/JPMorgan Global Allocation Fund

Underlying fund

Series ID: S000044434

LEI: 5493006EPIXV8QL7UN39

SEC CIK: 933691

$1.00B Avg Monthly Net Assets

$998.93M Total Assets

$15.81M Total Liabilities

$983.12M Net Assets

JNL/JPMorgan Global Allocation Fund is an Underlying fund in JNL Series Trust from JNL Fund Complex, based in Michigan, United States of America. The fund has two share classes and monthly net assets of $1.00B. On August 28th, 2024 it reported 2,004 holdings, the largest being Microsoft Corporation (3.2%), JNL Government Money Market Fund (2.7%) and NVIDIA Corporation (2.4%). Data provided by Fincoded.

Share Classes

Name	Class/Contract ID	Ticker	Monthly Returns (2 years)
Class A	C000138276
Class I	C000138277

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
3I Group PLC	Long	Equity-common	GB	$1M	33K	0.13
A.P. Moller - Maersk A/S	Long	Equity-common	DK	$9K	5	0.00
A.P. Moller - Maersk A/S	Long	Equity-common	DK	$5K	3	0.00
A2a S.P.A.	Long	Equity-common	IT	$4K	2K	0.00
AAR Escrow Issuer, LLC	Long	Debt	US	$521K	–	0.05
AB Sagax	Long	Equity-common	SE	$7K	265	0.00
AB Sagax	Long	Equity-common	SE	$390.61	134	0.00
ABB Ltd	Long	Equity-common	CH	$109K	2K	0.01
AbbVie Inc.	Long	Equity-common	US	$5M	27K	0.47
ABC-Mart, Inc.	Long	Equity-common	JP	$2K	100	0.00
ABN AMRO Bank N.V.	Long	Debt	US	$708K	–	0.07
ABSA Group	Long	Equity-common	ZA	$269K	31K	0.03
Accton Technology Corporation	Long	Equity-common	TW	$188K	11K	0.02
Ackermans	Long	Equity-common	BE	$3K	18	0.00
ACOM Co., Ltd.	Long	Equity-common	JP	$2K	600	0.00
Acrisure, LLC	Long	Debt	US	$215K	–	0.02
ACS, Actividades de Construccion y Servicios, S.A.	Long	Equity-common	ES	$11K	256	0.00
Adidas AG	Long	Equity-common	DE	$47K	195	0.00
Adient Global Holdings Ltd	Long	Debt	US	$263K	–	0.03
Admiral Group PLC	Long	Equity-common	GB	$10K	290	0.00
Advanced Micro Devices, Inc.	Long	Equity-common	US	$5M	28K	0.47
Advantage Sales & Marketing Inc.	Long	Debt	US	$835K	–	0.08
Advantest Corporation	Long	Equity-common	JP	$36K	900	0.00
Adyen N.V.	Long	Equity-common	NL	$45K	38	0.00
Aegon Ltd.	Long	Equity-common	BM	$12K	2K	0.00
AENA, S.M.E., S.A.	Long	Equity-common	ES	$18K	90	0.00
AEON Co., Ltd.	Long	Equity-common	JP	$24K	1K	0.00
AerCap Holdings N.V.	Long	Equity-common	NL	$168K	2K	0.02
Aeroports de Paris	Long	Equity-common	FR	$5K	45	0.00
Aethon United BR LP	Long	Debt	US	$1M	–	0.10
Affinity Gaming	Long	Debt	US	$840K	–	0.09
AG Issuer LLC	Long	Debt	US	$242K	–	0.02
AG TTMT Escrow Issuer LLC	Long	Debt	US	$617K	–	0.06
AGC Inc.	Long	Equity-common	JP	$6K	200	0.00
Ageas SA/NV	Long	Equity-common	BE	$9K	196	0.00
AIA Group Limited	Long	Equity-common	HK	$2M	274K	0.19
AIB Group Public Limited Company	Long	Debt	IE	$661K	–	0.07
AIMCO CLO 16 Ltd	Long	ABS-collateralized bond/debt obligation	US	$893K	–	0.09
AIMCO CLO 16 Ltd	Long	ABS-collateralized bond/debt obligation	US	$724K	–	0.07
Air Canada	Long	Debt	US	$25K	–	0.00
Air Lease Corporation	Long	Equity-common	US	$151K	3K	0.02
Airbus SE	Long	Equity-common	NL	$2M	12K	0.16
Aisin Corporation	Long	Equity-common	JP	$7K	200	0.00
Ajinomoto Co., Inc.	Long	Equity-common	JP	$21K	600	0.00
Aker ASA	Long	Equity-common	NO	$2K	29	0.00
Aker BP ASA	Long	Equity-common	NO	$10K	379	0.00
Aktiebolaget Industrivarden	Long	Equity-common	SE	$6K	185	0.00
Aktiebolaget Industrivarden	Long	Equity-common	SE	$5K	159	0.00
Aktiebolaget SKF	Long	Equity-common	SE	$9K	434	0.00
Aktiebolaget SKF	Long	Equity-common	SE	$343.38	17	0.00
Aktiebolaget Volvo	Long	Equity-common	SE	$776K	30K	0.08
Aktiebolaget Volvo	Long	Equity-common	SE	$6K	229	0.00
Akzo Nobel N.V.	Long	Equity-common	NL	$13K	211	0.00
Al Rajhi Banking and Investment Corporation	Long	Equity-common	SA	$374K	17K	0.04
Albertsons Companies, Inc.	Long	Equity-common	US	$85K	4K	0.01
Alcoa Corporation	Long	Equity-common	US	$73K	2K	0.01
Alcoa Nederland Holding B.V.	Long	Debt	US	$1M	–	0.13
Alcon AG	Long	Equity-common	CH	$54K	607	0.01
Alfa Laval AB	Long	Equity-common	SE	$16K	357	0.00
Alibaba Group Holding Limited	Long	Equity-common	KY	$532K	59K	0.05
Alimentation Couche-Tard Inc.	Long	Equity-common	CA	$845K	15K	0.09
Allegro.eu	Long	Equity-common	LU	$7K	771	0.00
Alliant Holdings Intermediate, LLC	Long	Debt	US	$1M	–	0.12
Alliant Holdings Intermediate, LLC	Long	Debt	US	$1M	–	0.10
Alliant Holdings Intermediate, LLC	Long	Debt	US	$39K	–	0.00
Allianz SE	Long	Equity-common	DE	$134K	483	0.01
Allied Universal Holdco LLC	Long	Debt	US	$1M	–	0.14
Allied Universal Holdco LLC	Long	Debt	US	$645K	–	0.07
Alnylam Pharmaceuticals, Inc.	Long	Equity-common	US	$232K	954	0.02
Alphabet Inc.	Long	Equity-common	US	$2M	13K	0.24
Alsea, S.A.B. de C.V.	Long	Equity-common	MX	$158K	45K	0.02
Alstom	Long	Debt	FR	$672K	–	0.07
Altice Financing S.A.	Long	Debt	LU	$190K	–	0.02
Amadeus IT Holding, S.A.	Long	Equity-common	ES	$36K	538	0.00
Amazon.com, Inc.	Long	Equity-common	US	$23M	118K	2.32
AMC Networks, Inc.	Long	Debt	US	$596K	–	0.06
AMC Networks, Inc.	Long	Debt	US	$111K	–	0.01
America Movil, S.A.B. De C.V.	Long	Equity-common	MX	$128K	151K	0.01
American Airlines, Inc.	Long	Debt	US	$1M	–	0.11
American Airlines, Inc.	Long	Debt	US	$967K	–	0.10
American Airlines, Inc.	Long	Debt	US	$576K	–	0.06
American Airlines, Inc.	Long	Debt	US	$210K	–	0.02
American Builders & Contractors Supply Co., Inc.	Long	Debt	US	$233K	–	0.02
American Express Company	Long	Equity-common	US	$171K	739	0.02
American Express Company	Long	Debt	US	$100K	–	0.01
American Homes 4 Rent	Long	Equity-common	US	$124K	3K	0.01
American Tower Corporation	Long	Equity-common	US	$117K	603	0.01
AmeriGas Partners, L.P.	Long	Debt	US	$742K	–	0.08
AmeriTex HoldCo Intermediate LLC	Long	Debt	US	$139K	–	0.01
AMETEK, Inc.	Long	Equity-common	US	$397K	2K	0.04
Amplifon S.p.A	Long	Equity-common	IT	$6K	157	0.00
Ampol Limited	Long	Equity-common	AU	$6K	286	0.00
Amundi	Long	Equity-common	FR	$5K	76	0.00
ANA Holdings Inc.	Long	Equity-common	JP	$4K	200	0.00
Analog Devices, Inc.	Long	Equity-common	US	$2M	7K	0.17
Andritz AG	Long	Equity-common	AT	$5K	82	0.00
ANGI Group, LLC	Long	Debt	US	$433K	–	0.04
Anglo American PLC	Long	Equity-common	GB	$48K	2K	0.00
AngloGold Ashanti PLC	Long	Equity-common	GB	$123K	5K	0.01
Anheuser-Busch InBev	Long	Equity-common	BE	$67K	1K	0.01
Anjing Food Group Co., Ltd.	Long	Equity-common	CN	$117K	12K	0.01
Antero Midstream Partners LP	Long	Debt	US	$218K	–	0.02
Antero Resources Corporation	Long	Debt	US	$677K	–	0.07
Antofagasta PLC	Long	Equity-common	GB	$11K	416	0.00
ANZ Group Holdings Limited	Long	Equity-common	AU	$70K	4K	0.01
AON Public Limited Company	Long	Equity-common	IE	$63K	216	0.01
Apidos Clo Xxv	Long	ABS-collateralized bond/debt obligation	US	$1M	–	0.11
Apidos CLO XXXI	Long	ABS-collateralized bond/debt obligation	US	$1M	–	0.11
Apidos CLO XXXIII	Long	ABS-collateralized bond/debt obligation	US	$2M	–	0.17
Apple Hospitality REIT, Inc.	Long	Equity-common	US	$67K	5K	0.01
Apple Inc.	Long	Equity-common	US	$23M	107K	2.29
ArcelorMittal	Long	Equity-common	LU	$15K	650	0.00
Arch Capital Group Ltd.	Long	Equity-common	BM	$71K	699	0.01
Archer-Daniels-Midland Company	Long	Equity-common	US	$108K	2K	0.01
Arches Buyer Inc.	Long	Debt	US	$518K	–	0.05
Archrock Partners, L.P.	Long	Debt	US	$227K	–	0.02
Archrock Partners, L.P.	Long	Debt	US	$187K	–	0.02
Ardagh Metal Packaging Finance Public Limited Company	Long	Debt	US	$993K	–	0.10
Ardagh Packaging Finance Public Limited Company	Long	Debt	US	$187K	–	0.02
Ares XL CLO, Ltd.	Long	ABS-collateralized bond/debt obligation	US	$84K	–	0.01
Ares XXXVII CLO Ltd	Long	ABS-collateralized bond/debt obligation	US	$2M	–	0.23
Ares XXXVII CLO Ltd	Long	ABS-collateralized bond/debt obligation	US	$2M	–	0.17
argenx SE	Long	Equity-common	NL	$31K	72	0.00
Arista Networks, Inc.	Long	Equity-common	US	$357K	1K	0.04
Aristocrat Leisure Limited	Long	Equity-common	AU	$26K	786	0.00
Asahi Group Holdings, Ltd.	Long	Equity-common	JP	$25K	700	0.00
Asahi Intecc Co., Ltd.	Long	Equity-common	JP	$6K	400	0.00
Asahi Kasei Corporation	Long	Equity-common	JP	$10K	2K	0.00
Ascent Resources - Utica, LLC	Long	Debt	US	$649K	–	0.07
ASE Technology Holding Co., Ltd.	Long	Equity-common	TW	$227K	44K	0.02
ASGN Incorporated	Long	Debt	US	$753K	–	0.08
Ashtead Group Public Limited Company	Long	Equity-common	GB	$35K	531	0.00
ASICS Corporation	Long	Equity-common	JP	$12K	800	0.00
ASM International N.V.	Long	Equity-common	NL	$39K	52	0.00
ASML Holding N.V.	Long	Equity-common	NL	$2M	2K	0.20
ASPEED Technology Inc.	Long	Equity-common	TW	$297K	2K	0.03
Aspen Pharmacare Holdings Limited	Long	Equity-common	ZA	$124K	10K	0.01
Assa Abloy AB	Long	Equity-common	SE	$36K	1K	0.00
Assicurazioni Generali Societa' Per Azioni	Long	Equity-common	IT	$30K	1K	0.00
Associated British Foods PLC	Long	Equity-common	GB	$13K	403	0.00
Astellas Pharma Inc.	Long	Equity-common	JP	$22K	2K	0.00
AstraZeneca PLC	Long	Equity-common	GB	$4M	29K	0.46
ASX Limited	Long	Equity-common	AU	$10K	240	0.00
Atacadao S.A.	Long	Equity-common	BR	$104K	64K	0.01
Atlas Arteria Limited	Long	Equity-common	AU	$5K	1K	0.00
Atlas Copco Aktiebolag	Long	Equity-common	SE	$821K	44K	0.08
Atlas Copco Aktiebolag	Long	Equity-common	SE	$31K	2K	0.00
Atlas LuxCo 4 S.a r.l.	Long	Debt	US	$299K	–	0.03
Auckland International Airport Limited	Long	Equity-common	NZ	$7K	2K	0.00
Aurizon Holdings Limited	Long	Equity-common	AU	$5K	2K	0.00
AUSTRALIAN DOLLAR (Morgan Stanley & Co., Inc.)		Derivative-foreign exchange	AU	$58K	–	0.01
AUSTRALIAN DOLLAR (Citibank, Inc.)		Derivative-foreign exchange	AU	$8K	–	0.00
AUSTRALIAN DOLLAR (HSBC Securities, Inc.)		Derivative-foreign exchange	AU	$4K	–	0.00
AUSTRALIAN DOLLAR (HSBC Securities, Inc.)		Derivative-foreign exchange	AU	$2K	–	0.00
AUSTRALIAN DOLLAR (Citibank, Inc.)		Derivative-foreign exchange	AU	$2K	–	0.00
AUSTRALIAN DOLLAR (BNP Paribas Securities)		Derivative-foreign exchange	AU	$722.87	–	0.00
Australian Pipeline Trust	Long	Equity-common	AU	$8K	2K	0.00
Auto Trader Group PLC	Long	Equity-common	GB	$11K	1K	0.00
Autostore Holdings Ltd	Long	Equity-common	BM	$1K	1K	0.00
Autostrade per l'italia S.P.A.	Long	Debt	IT	$666K	–	0.07
AutoZone, Inc.	Long	Equity-common	US	$4M	1K	0.36
Avantor, Inc.	Long	Debt	US	$769K	–	0.08
Avis Budget Car Rental, LLC	Long	Debt	US	$598K	–	0.06
Aviva PLC	Long	Equity-common	GB	$20K	3K	0.00
Avolon Holdings Funding Limited	Long	Debt	US	$655K	–	0.07
Avolon Holdings Funding Limited	Long	Debt	US	$49K	–	0.00
AXA	Long	Equity-common	FR	$71K	2K	0.01
Axalta Coating Systems Ltd.	Long	Equity-common	BM	$109K	3K	0.01
Axalta Coating Systems, LLC	Long	Debt	US	$753K	–	0.08
Axalta Coating Systems, LLC	Long	Debt	US	$321K	–	0.03
Axfood AB	Long	Equity-common	SE	$3K	130	0.00
Azelis Group	Long	Equity-common	BE	$3K	142	0.00
Azrieli Group Ltd.	Long	Equity-common	IL	$3K	47	0.00
B&G Foods, Inc.	Long	Debt	US	$462K	–	0.05
B&G Foods, Inc.	Long	Debt	US	$222K	–	0.02
B&M European Value Retail S.A.	Long	Equity-common	LU	$6K	1K	0.00
B3 S.A. - Brasil, Bolsa, Balcao	Long	Equity-common	BR	$115K	63K	0.01
BAE Systems PLC	Long	Equity-common	GB	$62K	4K	0.01
Bajaj Auto Limited	Long	Equity-common	IN	$150K	1K	0.02
Baker Hughes Company	Long	Equity-common	US	$118K	3K	0.01
Ball Corporation	Long	Debt	US	$1M	–	0.10
Ballyrock CLO 2020-2 Ltd	Long	ABS-collateralized bond/debt obligation	US	$1M	–	0.10
Banca Mediolanum SpA	Long	Equity-common	IT	$3K	257	0.00
Banca Monte dei Paschi di Siena S.p.A.	Long	Debt	IT	$750K	–	0.08
Banco Bilbao Vizcaya Argentaria, S.A.	Long	Equity-common	ES	$143K	14K	0.01
Banco BPM Societa' Per Azioni	Long	Debt	IT	$657K	–	0.07
Banco BPM Societa' Per Azioni	Long	Equity-common	IT	$11K	2K	0.00
Banco BTG Pactual S/A	Long	Equity-common	BR	$140K	25K	0.01
Banco de Sabadell, S.A.	Long	Debt	ES	$648K	–	0.07
Banco Do Brasil SA	Long	Equity-common	BR	$295K	62K	0.03
Banco Santander Totta, S.A.	Long	Debt	PT	$1M	–	0.13
Banco Santander-Chile	Long	Equity-common	CL	$172K	4M	0.02
Banco Santander, S.A.	Long	Equity-common	ES	$89K	19K	0.01
Bandai Namco Holdings Inc.	Long	Equity-common	JP	$16K	800	0.00
Bank Hapoalim Ltd	Long	Equity-common	IL	$13K	2K	0.00
Bank Leumi Le-Israel B.M.	Long	Equity-common	IL	$15K	2K	0.00
Bank of America Corporation	Long	Equity-common	US	$6M	139K	0.56
Bank of Ireland Group Public Limited Company	Long	Debt	IE	$679K	–	0.07
Bank Polska Kasa Opieki - Spolka Akcyjna	Long	Equity-common	PL	$11K	254	0.00
Bankinter Sociedad Anonima	Long	Debt	ES	$709K	–	0.07
Barclays PLC	Long	Debt	GB	$926K	–	0.09
Barclays PLC	Long	Equity-common	GB	$49K	19K	0.00
Barratt Developments PLC	Long	Equity-common	GB	$7K	1K	0.00
BASF SE	Long	Equity-common	DE	$53K	1K	0.01
Bath & Body Works, Inc.	Long	Equity-common	US	$110K	3K	0.01
Bausch + Lomb Corporation	Long	Debt	US	$1M	–	0.11
Bausch Health Companies Inc.	Long	Debt	US	$273K	–	0.03
Bausch Health Companies Inc.	Long	Debt	US	$138K	–	0.01
Bausch Health Companies Inc.	Long	Debt	US	$135K	–	0.01
BAWAG Group AG	Long	Equity-common	AT	$6K	99	0.00
Baxter International Inc.	Long	Equity-common	US	$58K	2K	0.01
Bayer Aktiengesellschaft	Long	Equity-common	DE	$32K	1K	0.00
Bayerische Motoren Werke Aktiengesellschaft	Long	Equity-common	DE	$35K	365	0.00
Bayerische Motoren Werke Aktiengesellschaft	Long	Equity-preferred	DE	$6K	73	0.00
BCPE Empire Holdings, Inc.	Long	Debt	US	$21K	–	0.00
Beiersdorf Aktiengesellschaft	Long	Equity-common	DE	$17K	119	0.00
Berkshire Hathaway Inc.	Long	Equity-common	US	$1M	3K	0.12
Best Buy Co., Inc.	Long	Equity-common	US	$79K	938	0.01
Bharti Airtel Limited	Long	Equity-common	IN	$97K	6K	0.01
BHP Group Limited	Long	Equity-common	AU	$896K	31K	0.09
BHP Group Limited	Long	Equity-common	AU	$178K	6K	0.02
Bid Corporation (Pty) Ltd	Long	Equity-common	ZA	$146K	6K	0.01
Biocon Limited	Long	Equity-common	IN	$175K	42K	0.02
Biogen Inc.	Long	Equity-common	US	$130K	562	0.01
BioMarin Pharmaceutical Inc.	Long	Equity-common	US	$99K	1K	0.01
Biomerieux SA	Long	Equity-common	FR	$5K	52	0.00
BJ's Wholesale Club Holdings, Inc.	Long	Equity-common	US	$238K	3K	0.02
Blackstone Inc.	Long	Equity-common	US	$462K	4K	0.05
Block, Inc.	Long	Debt	US	$1M	–	0.11
Block, Inc.	Long	Equity-common	US	$164K	3K	0.02
BlueScope Steel Limited	Long	Equity-common	AU	$7K	538	0.00
BNP Paribas	Long	Equity-common	FR	$81K	1K	0.01
Boliden AB	Long	Equity-common	SE	$11K	329	0.00
Bollore SE	Long	Equity-common	FR	$5K	934	0.00
Bombardier Inc.	Long	Debt	US	$90K	–	0.01
Booking Holdings Inc.	Long	Equity-common	US	$669K	169	0.07
Booz Allen Hamilton Holding Corporation	Long	Equity-common	US	$355K	2K	0.04
Bouygues	Long	Equity-common	FR	$8K	247	0.00
Boyd Gaming Corporation	Long	Debt	US	$476K	–	0.05
BP P.L.C.	Long	Equity-common	GB	$5M	798K	0.49
BPCE	Long	Debt	FR	$654K	–	0.07
Brambles Limited	Long	Equity-common	AU	$17K	2K	0.00
Brenntag SE	Long	Equity-common	DE	$10K	153	0.00
Bridgestone Corporation	Long	Equity-common	JP	$28K	700	0.00
Bristol-Myers Squibb Company	Long	Equity-common	US	$562K	14K	0.06
Britannia Industries Ltd	Long	Equity-common	IN	$300K	5K	0.03
British American Tobacco P.L.C.	Long	Equity-common	GB	$83K	3K	0.01
BRITISH POUND STERLING (Barclays Capital Inc.)		Derivative-foreign exchange	GB	$405.14	–	0.00
BRITISH POUND STERLING (Citibank, Inc.)		Derivative-foreign exchange	GB	$-497.28	–	-0.00
BRITISH POUND STERLING (Citibank, Inc.)		Derivative-foreign exchange	GB	$-1K	–	-0.00
BRITISH POUND STERLING (Citibank, Inc.)		Derivative-foreign exchange	GB	$-3K	–	-0.00
BRITISH POUND STERLING (Citibank, Inc.)		Derivative-foreign exchange	GB	$-7K	–	-0.00
BRITISH POUND STERLING (Morgan Stanley & Co., Inc.)		Derivative-foreign exchange	GB	$-16K	–	-0.00
Brixmor Property Group Inc.	Long	Equity-common	US	$118K	5K	0.01
Broadcom Inc.	Long	Equity-common	US	$1M	895	0.15
Brookfield Properties Retail Holding LLC	Long	Debt	US	$464K	–	0.05
Brookfield Properties Retail Holding LLC	Long	Debt	US	$450K	–	0.05
Brother Industries, Ltd.	Long	Equity-common	JP	$5K	300	0.00
BT Group PLC	Long	Equity-common	GB	$13K	8K	0.00
Buckeye Partners, L.P.	Long	Debt	US	$427K	–	0.04
Budweiser Brewing Company APAC Limited	Long	Equity-common	KY	$129K	110K	0.01
Bundesrepublik Deutschland	Long	Debt	DE	$405K	–	0.04
Bundesrepublik Deutschland	Long	Debt	DE	$396K	–	0.04
Bundesrepublik Deutschland	Long	Debt	DE	$351K	–	0.04
Bundesrepublik Deutschland	Long	Debt	DE	$76K	–	0.01
Bundesrepublik Deutschland	Long	Debt	DE	$41K	–	0.00
Bundesrepublik Deutschland	Long	Debt	DE	$34K	–	0.00
Bundesrepublik Deutschland	Long	Debt	DE	$23K	–	0.00
Bundesrepublik Deutschland	Long	Debt	DE	$21K	–	0.00
Bundesrepublik Deutschland	Long	Debt	DE	$10K	–	0.00
Bunzl Public Limited Company	Long	Equity-common	GB	$15K	401	0.00
Burberry Group PLC	Long	Equity-common	GB	$5K	417	0.00
Bureau Veritas	Long	Equity-common	FR	$11K	390	0.00
Buzzi S.p.A.	Long	Equity-common	IT	$4K	101.44	0.00
BYD Company Limited	Long	Equity-common	CN	$89K	3K	0.01
Cabinet Office, Government of Japan	Long	Debt	JP	$2M	–	0.22
Cabinet Office, Government of Japan	Long	Debt	JP	$1M	–	0.14
Cabinet Office, Government of Japan	Long	Debt	JP	$1M	–	0.13
Cabinet Office, Government of Japan	Long	Debt	JP	$1M	–	0.11
Cabinet Office, Government of Japan	Long	Debt	JP	$948K	–	0.10
Cabinet Office, Government of Japan	Long	Debt	JP	$940K	–	0.10
Cabinet Office, Government of Japan	Long	Debt	JP	$857K	–	0.09
Cabinet Office, Government of Japan	Long	Debt	JP	$805K	–	0.08
Cabinet Office, Government of Japan	Long	Debt	JP	$783K	–	0.08
Cabinet Office, Government of Japan	Long	Debt	JP	$620K	–	0.06
Cabinet Office, Government of Japan	Long	Debt	JP	$620K	–	0.06
Cabinet Office, Government of Japan	Long	Debt	JP	$611K	–	0.06
Cabinet Office, Government of Japan	Long	Debt	JP	$589K	–	0.06
Cabinet Office, Government of Japan	Long	Debt	JP	$575K	–	0.06
Cabinet Office, Government of Japan	Long	Debt	JP	$455K	–	0.05
Cabinet Office, Government of Japan	Long	Debt	JP	$375K	–	0.04
Cabinet Office, Government of Japan	Long	Debt	JP	$366K	–	0.04
Cabinet Office, Government of Japan	Long	Debt	JP	$347K	–	0.04
Cabinet Office, Government of Japan	Long	Debt	JP	$318K	–	0.03
Cabinet Office, Government of Japan	Long	Debt	JP	$284K	–	0.03
Cabinet Office, Government of Japan	Long	Debt	JP	$248K	–	0.03
Cabinet Office, Government of Japan	Long	Debt	JP	$246K	–	0.03
Cabinet Office, Government of Japan	Long	Debt	JP	$238K	–	0.02
Cabinet Office, Government of Japan	Long	Debt	JP	$202K	–	0.02
Cabinet Office, Government of Japan	Long	Debt	JP	$170K	–	0.02
Cabinet Office, Government of Japan	Long	Debt	JP	$170K	–	0.02
Cabinet Office, Government of Japan	Long	Debt	JP	$153K	–	0.02
Cabinet Office, Government of Japan	Long	Debt	JP	$141K	–	0.01
Cabinet Office, Government of Japan	Long	Debt	JP	$98K	–	0.01
Cabinet Office, Government of Japan	Long	Debt	JP	$69K	–	0.01
Cabinet Office, Government of Japan	Long	Debt	JP	$51K	–	0.01
Cabinet Office, Government of Japan	Long	Debt	JP	$50K	–	0.01
Cabinet Office, Government of Japan	Long	Debt	JP	$42K	–	0.00
Cabinet Office, Government of Japan	Long	Debt	JP	$37K	–	0.00
Cabinet Office, Government of Japan	Long	Debt	JP	$35K	–	0.00
Cadent Finance PLC	Long	Debt	GB	$357K	–	0.04
CaixaBank, S.A.	Long	Debt	ES	$668K	–	0.07
CaixaBank, S.A.	Long	Equity-common	ES	$26K	5K	0.00
California Resources Corporation	Long	Debt	US	$923K	–	0.09
Calpine Corporation	Long	Debt	US	$1M	–	0.12
Calpine Corporation	Long	Debt	US	$270K	–	0.03
Calpine Corporation	Long	Debt	US	$40K	–	0.00
Canada, Government of	Long	Debt	CA	$4M	–	0.40
Canada, Government of	Long	Debt	CA	$770K	–	0.08
Canada, Government of	Long	Debt	CA	$729K	–	0.07
Canada, Government of	Long	Debt	CA	$251K	–	0.03
Canada, Government of	Long	Debt	CA	$249K	–	0.03
Canada, Government of	Long	Debt	CA	$171K	–	0.02
Canada, Government of	Long	Debt	CA	$129K	–	0.01
Canada, Government of	Long	Debt	CA	$112K	–	0.01
Canada, Government of	Long	Debt	CA	$104K	–	0.01
Canada, Government of	Long	Debt	CA	$94K	–	0.01
Canada, Government of	Long	Debt	CA	$34K	–	0.00
CANADIAN DOLLAR (Barclays Capital Inc.)		Derivative-foreign exchange	CA	$63K	–	0.01
CANADIAN DOLLAR (BNP Paribas Securities)		Derivative-foreign exchange	CA	$2K	–	0.00
CANADIAN DOLLAR (BNP Paribas Securities)		Derivative-foreign exchange	CA	$2K	–	0.00
CANADIAN DOLLAR (Citibank, Inc.)		Derivative-foreign exchange	CA	$216.44	–	0.00
CANADIAN DOLLAR (Citibank, Inc.)		Derivative-foreign exchange	CA	$-4.03	–	-0.00
CANADIAN DOLLAR (BNP Paribas Securities)		Derivative-foreign exchange	CA	$-387.09	–	-0.00
CANADIAN DOLLAR (Morgan Stanley & Co., Inc.)		Derivative-foreign exchange	CA	$-1K	–	-0.00
CANADIAN DOLLAR (BNP Paribas Securities)		Derivative-foreign exchange	CA	$-4K	–	-0.00
Canadian National Railway Company	Long	Equity-common	CA	$1M	9K	0.10
Canon Inc.	Long	Equity-common	JP	$33K	1K	0.00
Capcom Co., Ltd.	Long	Equity-common	JP	$8K	400	0.00
Capgemini France	Long	Equity-common	FR	$40K	200	0.00
Capital One Financial Corporation	Long	Equity-common	US	$408K	3K	0.04
Capitaland Ascendas REIT	Long	Equity-common	SG	$8K	5K	0.00
Capitaland Group Pte. Ltd.	Long	Equity-common	SG	$8K	6K	0.00
Capitaland Investment Limited	Long	Equity-common	SG	$6K	3K	0.00
Capitec Bank Holdings	Long	Equity-common	ZA	$234K	2K	0.02
Capri Holdings Limited	Long	Equity-common	VG	$55K	2K	0.01
Cardinal Health, Inc.	Long	Equity-common	US	$397K	4K	0.04
Cargo Aircraft Management, Inc.	Long	Debt	US	$904K	–	0.09
Carl Zeiss Meditec AG	Long	Equity-common	DE	$3K	45	0.00
Carlisle Companies Incorporated	Long	Equity-common	US	$161K	397	0.02
Carlsberg A/S	Long	Equity-common	DK	$14K	117	0.00
Carnival Corporation	Long	Debt	US	$1M	–	0.13
Carnival Corporation	Long	Debt	US	$1M	–	0.13
Carnival Corporation	Long	Debt	US	$1M	–	0.12
Carnival Corporation	Long	Equity-common	PA	$225K	12K	0.02
Carnival Holdings (Bermuda) Limited	Long	Debt	US	$1M	–	0.12
Carrefour	Long	Equity-common	FR	$9K	670	0.00
Carrier Global Corporation	Long	Equity-common	US	$360K	6K	0.04
Carter's, Inc.	Long	Equity-common	US	$117K	2K	0.01
Castellum Aktiebolag	Long	Equity-common	SE	$7K	535	0.00
CBRE Group, Inc.	Long	Equity-common	US	$78K	878	0.01
CD&R Smokey Buyer Inc	Long	Debt	US	$880K	–	0.09
CDW Corp.	Long	Equity-common	US	$63K	282	0.01
Celanese US Holdings LLC	Long	Debt	US	$651K	–	0.07
Cellnex Telecom, S.A.	Long	Equity-common	ES	$24K	725.016	0.00
Cencora, Inc.	Long	Equity-common	US	$214K	952	0.02
Central Japan Railway Company	Long	Equity-common	JP	$28K	1K	0.00
Centrica PLC	Long	Equity-common	GB	$11K	7K	0.00
Chacha Food Company, Limited	Long	Equity-common	CN	$100K	26K	0.01
Charles River Laboratories International, Inc.	Long	Debt	US	$294K	–	0.03
Charter Communications Operating, LLC	Long	Debt	US	$632K	–	0.06
Charter Communications Operating, LLC	Long	Debt	US	$50K	–	0.01
Chesapeake Energy Corporation	Long	Debt	US	$176K	–	0.02
Chevron Corporation	Long	Equity-common	US	$4M	26K	0.41
CHILEAN PESO (BNP Paribas Securities)		Derivative-foreign exchange	CL	$-2K	–	-0.00
CHILEAN PESO (Goldman Sachs & Co.)		Derivative-foreign exchange	CL	$-5K	–	-0.00
China Construction Bank Corporation	Long	Equity-common	CN	$660K	895K	0.07
China Merchants Bank Co., Ltd.	Long	Equity-common	CN	$493K	109K	0.05
China Yangtze Power Co., Ltd.	Long	Equity-common	CN	$362K	91K	0.04
Chocoladefabriken Lindt & Sprungli AG	Long	Equity-preferred	CH	$12K	1	0.00
Chubb Limited	Long	Equity-common	US	$121K	476	0.01
Chubu Electric Power Co., Ltd.	Long	Equity-common	JP	$12K	1K	0.00
Chugai Pharmaceutical Co., Ltd.	Long	Equity-common	JP	$28K	800	0.00
CIBC Mellon Trust Company	Long	Debt	CA	$97K	–	0.01
CIFC Funding 2014-IV-R, Ltd.	Long	ABS-collateralized bond/debt obligation	US	$680K	–	0.07
CIFC Funding 2014-V Ltd	Long	ABS-collateralized bond/debt obligation	US	$624K	–	0.06
Cinemark USA, Inc.	Long	Debt	US	$551K	–	0.06
Cisco Systems, Inc.	Long	Equity-common	US	$67K	1K	0.01
Citigroup Inc.	Long	Equity-common	US	$551K	9K	0.06
Citizens Financial Group, Inc.	Long	Equity-common	US	$123K	3K	0.01
City Developments Limited	Long	Equity-common	SG	$2K	600	0.00
Civitas Resources, Inc.	Long	Debt	US	$992K	–	0.10
CK Asset Holdings Limited	Long	Equity-common	KY	$7K	2K	0.00
CK Hutchison Holdings Limited	Long	Equity-common	KY	$14K	3K	0.00
CK Infrastructure Holdings Limited	Long	Equity-common	BM	$3K	500	0.00
Clarios Global LP	Long	Debt	US	$1M	–	0.11
Clarivate Science Holdings Corporation	Long	Debt	US	$389K	–	0.04
Clear Channel Outdoor Holdings, Inc.	Long	Debt	US	$1M	–	0.12
Clear Channel Outdoor Holdings, Inc.	Long	Debt	US	$597K	–	0.06
Clear Channel Outdoor Holdings, Inc.	Long	Debt	US	$421K	–	0.04
Clearway Energy Operating LLC	Long	Debt	US	$795K	–	0.08
Cleveland-Cliffs Inc.	Long	Debt	US	$464K	–	0.05
Clicks Group	Long	Equity-common	ZA	$263K	14K	0.03
Cloud Software Group, Inc.	Long	Debt	US	$1M	–	0.12
CLP Holdings Limited	Long	Equity-common	HK	$16K	2K	0.00
CME Group Inc.	Long	Equity-common	US	$3M	13K	0.26
CMS Energy Corporation	Long	Equity-common	US	$119K	2K	0.01
CNA Financial Corporation	Long	Equity-common	US	$83K	2K	0.01
CNX Resources Corporation	Long	Debt	US	$592K	–	0.06
Coca-Cola Company, The	Long	Equity-common	US	$5M	82K	0.53
Coca-Cola Europacific Partners PLC	Long	Equity-common	GB	$18K	252	0.00
Coca-Cola HBC AG	Long	Equity-common	CH	$12K	352	0.00
Cochlear Limited	Long	Equity-common	AU	$17K	77	0.00
Coforge Limited	Long	Equity-common	IN	$167K	3K	0.02
Coinbase Global, Inc.	Long	Debt	US	$504K	–	0.05
Coles Group Limited	Long	Equity-common	AU	$19K	2K	0.00
COLOMBIAN PESO (BNP Paribas Securities)		Derivative-foreign exchange	CO	$3K	–	0.00
COLOMBIAN PESO (Barclays Capital Inc.)		Derivative-foreign exchange	CO	$-22K	–	-0.00
Coloplast A/S	Long	Equity-common	DK	$21K	177	0.00
Colruyt Group	Long	Equity-common	BE	$2K	51	0.00
Columbia Sportswear Company	Long	Equity-common	US	$60K	758	0.01
Comcast Corporation	Long	Equity-common	US	$108K	3K	0.01
Comision De Promocion Del Peru Para La Exportacion Y El Turismo	Long	Debt	US	$133K	–	0.01
COMMERZBANK Aktiengesellschaft	Long	Equity-common	DE	$18K	1K	0.00
Commission De L'union Europeenne - Commissie Van De Europese Unie	Long	Debt	DE	$1M	–	0.13
Commission De L'union Europeenne - Commissie Van De Europese Unie	Long	Debt	DE	$568K	–	0.06
Commonwealth Bank of Australia	Long	Equity-common	AU	$175K	2K	0.02
Commonwealth of Australia	Long	Debt	AU	$7M	–	0.73
Commonwealth of Australia	Long	Debt	AU	$730K	–	0.07
Commonwealth of Australia	Long	Debt	AU	$593K	–	0.06
Commonwealth of Australia	Long	Debt	AU	$184K	–	0.02
Commonwealth of Australia	Long	Debt	AU	$129K	–	0.01
Commonwealth of Australia	Long	Debt	AU	$128K	–	0.01
Commonwealth of Australia	Long	Debt	AU	$53K	–	0.01
Commonwealth of Australia	Long	Debt	AU	$33K	–	0.00
Commonwealth of Australia	Long	Debt	AU	$31K	–	0.00
Commonwealth of Australia	Long	Debt	AU	$18K	–	0.00
Commscope Finance LLC	Long	Debt	US	$235K	–	0.02
Commscope, Inc.	Long	Debt	US	$48K	–	0.00
Community Health Systems, Inc.	Long	Debt	US	$1M	–	0.12
Community Health Systems, Inc.	Long	Debt	US	$887K	–	0.09
Community Health Systems, Inc.	Long	Debt	US	$686K	–	0.07
Community Health Systems, Inc.	Long	Debt	US	$89K	–	0.01
Compagnie De Saint-Gobain	Long	Equity-common	FR	$44K	566	0.00
Compagnie Financiere Richemont SA	Long	Equity-common	CH	$103K	659	0.01
Compagnie Generale des Etablissements Michelin	Long	Equity-common	FR	$886K	23K	0.09
Compass Group PLC	Long	Equity-common	GB	$58K	2K	0.01
Computershare Limited	Long	Equity-common	AU	$12K	705	0.00
Comstock Resources, Inc.	Long	Debt	US	$301K	–	0.03
Concordia Financial Group, Ltd.	Long	Equity-common	JP	$8K	1K	0.00
Confluent, Inc.	Long	Equity-common	US	$233K	8K	0.02
Connect Finco SARL	Long	Debt	US	$193K	–	0.02
ConocoPhillips	Long	Equity-common	US	$313K	3K	0.03
Consolidated Communications, Inc.	Long	Debt	US	$615K	–	0.06
Constellation Brands, Inc.	Long	Equity-common	US	$324K	1K	0.03
Contact Energy Limited	Long	Equity-common	NZ	$5K	944	0.00
Continental Aktiengesellschaft	Long	Equity-common	DE	$7K	132	0.00
Convatec Group PLC	Long	Equity-common	GB	$6K	2K	0.00
Copart, Inc.	Long	Equity-common	US	$383K	7K	0.04
CoreLogic, Inc.	Long	Debt	US	$32K	–	0.00
Cornerstone Building Brands, Inc.	Long	Debt	US	$325K	–	0.03
Corning Incorporated	Long	Equity-common	US	$254K	7K	0.03
Corpay Inc	Long	Equity-common	US	$368K	1K	0.04
Corporation De Securite Garda World	Long	Debt	US	$148K	–	0.02
Coterra Energy Inc.	Long	Equity-common	US	$75K	3K	0.01
Coty Inc.	Long	Debt	US	$250K	–	0.03
Coty Inc.	Long	Debt	US	$185K	–	0.02
Covestro AG	Long	Equity-common	DE	$13K	224	0.00
Credicorp Ltd.	Long	Equity-common	BM	$418K	3K	0.04
Credit Acceptance Corporation	Long	Debt	US	$186K	–	0.02
Credit Agricole SA	Long	Equity-common	FR	$20K	1K	0.00
Credit Suisse Group AG	Long	Debt	CH	$665K	–	0.07
Crescent Energy Finance LLC	Long	Debt	US	$580K	–	0.06
Croda International Public Limited Company	Long	Equity-common	GB	$8K	161	0.00
Crompton Greaves Consumer Electricals Limited	Long	Equity-common	IN	$98K	20K	0.01
CrowdStrike Holdings, Inc.	Long	Debt	US	$939K	–	0.10
CrowdStrike Holdings, Inc.	Long	Equity-common	US	$468K	1K	0.05
CSC Holdings, LLC	Long	Debt	US	$860K	–	0.09
CSC Holdings, LLC	Long	Debt	US	$850K	–	0.09
CSL Limited	Long	Equity-common	AU	$117K	597	0.01
CSX Corporation	Long	Equity-common	US	$149K	4K	0.02
Cushman & Wakefield U.S. Borrower, LLC	Long	Debt	US	$970K	–	0.10
CVC Capital Partners PLC	Long	Equity-common	JE	$14K	760	0.00
CVR Partners, LP	Long	Debt	US	$188K	–	0.02
CVS Health Corporation	Long	Equity-common	US	$690K	12K	0.07
CWT Travel Group Incorporated	Long	Equity-common	US	$4K	1K	0.00
CZECH KORUNA (BNP Paribas Securities)		Derivative-foreign exchange	CZ	$-5K	–	-0.00
CZECH KORUNA (Barclays Capital Inc.)		Derivative-foreign exchange	CZ	$-28K	–	-0.00
D'Ieteren Group	Long	Equity-common	BE	$6K	28	0.00
Dai Nippon Printing Co., Ltd.	Long	Equity-common	JP	$13K	400	0.00
Dai-ichi Life Holdings, Inc.	Long	Equity-common	JP	$32K	1K	0.00
Daifuku Co., Ltd.	Long	Equity-common	JP	$8K	400	0.00
Daiichi Sankyo Company, Limited	Long	Equity-common	JP	$83K	2K	0.01
Daikin Industries, Ltd.	Long	Equity-common	JP	$643K	5K	0.07
Daimler Truck Holding AG	Long	Equity-common	DE	$24K	595	0.00
Daito Trust Construction Co., Ltd.	Long	Equity-common	JP	$10K	100	0.00
Daiwa House Industry Co.,Ltd	Long	Equity-common	JP	$20K	800	0.00
Daiwa Securities Group Inc.	Long	Equity-common	JP	$14K	2K	0.00
DANISH KRONE (BNP Paribas Securities)		Derivative-foreign exchange	DK	$104.17	–	0.00
DANISH KRONE (HSBC Securities, Inc.)		Derivative-foreign exchange	DK	$-2K	–	-0.00
Danmarks Nationalbank	Long	Debt	DK	$176K	–	0.02
Danmarks Nationalbank	Long	Debt	DK	$164K	–	0.02
Danmarks Nationalbank	Long	Debt	DK	$113K	–	0.01
Danmarks Nationalbank	Long	Debt	DK	$97K	–	0.01
Danmarks Nationalbank	Long	Debt	DK	$78K	–	0.01
Danmarks Nationalbank	Long	Debt	DK	$46K	–	0.00
Danone	Long	Equity-common	FR	$48K	793	0.00
Danske Bank A/S	Long	Debt	DK	$655K	–	0.07
Danske Bank A/S	Long	Equity-common	DK	$24K	821	0.00
Dassault Aviation	Long	Equity-common	FR	$4K	23	0.00
Dassault Systemes	Long	Equity-common	FR	$708K	19K	0.07
Davide Campari-Milano N.V.	Long	Equity-common	NL	$7K	690	0.00
DBS Group Holdings Ltd	Long	Equity-common	SG	$3M	113K	0.30
DCC Public Limited Company	Long	Equity-common	IE	$8K	120	0.00
Dealer Tire, LLC	Long	Debt	US	$248K	–	0.03
Deere & Company	Long	Equity-common	US	$2M	5K	0.20
Delek Logistics Partners, LP	Long	Debt	US	$972K	–	0.10
Delhivery Limited	Long	Equity-common	IN	$62K	13K	0.01
Delta Air Lines, Inc.	Long	Debt	US	$1M	–	0.11
Delta Air Lines, Inc.	Long	Equity-common	US	$118K	2K	0.01
Delta Electronics, Inc.	Long	Equity-common	TW	$266K	22K	0.03
Demant A/S	Long	Equity-common	DK	$5K	108	0.00
DENSO Corporation	Long	Equity-common	JP	$42K	3K	0.00
Deutsche Bank Aktiengesellschaft	Long	Debt	US	$693K	–	0.07
Deutsche Bank Aktiengesellschaft	Long	Equity-common	DE	$37K	2K	0.00
Deutsche Borse Aktiengesellschaft	Long	Equity-common	DE	$46K	227	0.00
Deutsche Lufthansa Aktiengesellschaft	Long	Equity-common	DE	$4K	720	0.00
Deutsche Post AG	Long	Equity-common	DE	$49K	1K	0.00
Deutsche Telekom AG	Long	Equity-common	DE	$108K	4K	0.01
Development Bank of Japan Inc.	Long	Debt	JP	$993K	–	0.10
Dexia	Long	Debt	FR	$1M	–	0.11
Dexia	Long	Debt	GB	$865K	–	0.09
DEXUS Funds Management Limited	Long	Equity-common	AU	$6K	1K	0.00
Diageo PLC	Long	Equity-common	GB	$2M	74K	0.24
Diamond Escrow Issuer, LLC	Long	Debt	US	$670K	–	0.07
DiaSorin S.p.A.	Long	Equity-common	IT	$3K	27	0.00
Dick's Sporting Goods, Inc.	Long	Equity-common	US	$122K	569	0.01
Digital Realty Trust, Inc.	Long	Equity-common	US	$3M	22K	0.35
Dino Polska Spolka Akcyjna	Long	Equity-common	PL	$187K	2K	0.02
DIRECTV Financing, LLC	Long	Debt	US	$1M	–	0.13
DISCO Corporation	Long	Equity-common	JP	$38K	100	0.00
DISH DBS Corporation	Long	Debt	US	$1M	–	0.11
DISH DBS Corporation	Long	Debt	US	$515K	–	0.05
Dish Network Corporation	Long	Debt	US	$1M	–	0.11
Diversified Healthcare Trust	Long	Debt	US	$176K	–	0.02
DNB ASA	Long	Short-term investment vehicle	US	$234K	–	0.02
DNB Bank ASA	Long	Debt	NO	$709K	–	0.07
DNB Bank ASA	Long	Equity-common	NO	$21K	1K	0.00
Dominion Energy, Inc.	Long	Equity-common	US	$2M	47K	0.23
Domino's Pizza, Inc.	Long	Equity-common	US	$225K	436	0.02
DoorDash, Inc.	Long	Equity-common	US	$339K	3K	0.03
Dover Corporation	Long	Equity-common	US	$171K	949	0.02
Dr. Ing. h.c. F. Porsche Aktiengesellschaft	Long	Equity-preferred	DE	$10K	134	0.00
Dryden 30 Senior Loan Fund LLC	Long	ABS-collateralized bond/debt obligation	US	$136K	–	0.01
Dryden 43 Senior Loan Fund LLC	Long	ABS-collateralized bond/debt obligation	US	$981K	–	0.10
Dryden 68 CLO Ltd	Long	ABS-collateralized bond/debt obligation	US	$3M	–	0.30
Dryden 72 CLO Ltd./Dryden 72 CLO LLC	Long	ABS-collateralized bond/debt obligation	US	$750K	–	0.08
Dryden 93 CLO, Ltd.	Long	ABS-collateralized bond/debt obligation	US	$1M	–	0.12
Dryden XXVI Senior Loan Fund LLC	Long	ABS-collateralized bond/debt obligation	US	$776K	–	0.08
DS Smith PLC	Long	Equity-common	GB	$9K	2K	0.00
DSM-Firmenich AG	Long	Equity-common	CH	$31K	278	0.00
DSV A/S	Long	Equity-common	DK	$32K	211	0.00
Duquesne Light Holdings, Inc.	Long	Debt	US	$705K	–	0.07
e.l.f. Beauty, Inc.	Long	Equity-common	US	$364K	2K	0.04
E.ON SE	Long	Equity-common	DE	$35K	3K	0.00
Earthstone Energy Holdings, LLC	Long	Debt	US	$464K	–	0.05
East Japan Railway Company	Long	Equity-common	JP	$23K	1K	0.00
EastGroup Properties, Inc.	Long	Equity-common	US	$56K	327	0.01
Eaton Corporation Public Limited Company	Long	Equity-common	IE	$75K	240	0.01
Eco Material Technologies Inc.	Long	Debt	US	$326K	–	0.03
Edenred	Long	Equity-common	FR	$13K	308	0.00
Edgewell Personal Care Colombia S A S	Long	Debt	US	$360K	–	0.04
Edison International	Long	Debt	US	$340K	–	0.03
Edison International	Long	Equity-common	US	$93K	1K	0.01
EDP Renovaveis, S.A.	Long	Equity-common	ES	$4K	301	0.00
EDP, S.A.	Long	Equity-common	PT	$13K	4K	0.00
Eiffage	Long	Equity-common	FR	$8K	92	0.00
Eisai Co., Ltd.	Long	Equity-common	JP	$12K	300	0.00
El Paso Electric Company	Long	Equity-common	US	$10K	789.39	0.00
Elbit Systems Ltd.	Long	Equity-common	IL	$5K	31	0.00
Eldorado Resorts, Inc.	Long	Debt	US	$1M	–	0.12
Element Solutions Inc.	Long	Debt	US	$435K	–	0.04
Eli Lilly and Company	Long	Equity-common	US	$1M	2K	0.15
Elia Group	Long	Equity-common	BE	$5K	51	0.00
Elisa Oyj	Long	Equity-common	FI	$8K	178	0.00
Elmwood CLO III Ltd	Long	ABS-collateralized bond/debt obligation	US	$1M	–	0.14
Elmwood CLO XI Ltd	Long	ABS-collateralized bond/debt obligation	US	$260K	–	0.03
eMemory Technology Inc.	Long	Equity-common	TW	$79K	1K	0.01
Emerson Electric Co.	Long	Equity-common	US	$386K	4K	0.04
EMS-Chemie Holding AG	Long	Equity-common	CH	$9K	11	0.00
Encino Acquisition Partners Holdings, LLC	Long	Debt	US	$475K	–	0.05
Encompass Health Corporation	Long	Debt	US	$78K	–	0.01
Encore Capital Group, Inc.	Long	Debt	US	$753K	–	0.08
Endeavour Group Limited	Long	Equity-common	AU	$5K	2K	0.00
Endesa, S.A.	Long	Equity-common	ES	$7K	380	0.00
Enel S.p.A	Long	Equity-common	IT	$66K	10K	0.01
ENEOS Holdings, Inc.	Long	Equity-common	JP	$19K	4K	0.00
Energizer Holdings, Inc.	Long	Debt	US	$989K	–	0.10
Energizer Holdings, Inc.	Long	Debt	US	$288K	–	0.03
Energizer Holdings, Inc.	Long	Equity-common	US	$55K	2K	0.01
Engie	Long	Equity-common	FR	$33K	2K	0.00
Eni S.p.A.	Long	Equity-common	IT	$40K	3K	0.00
Enlink Midstream, LLC	Long	Debt	US	$488K	–	0.05
Enlink Midstream, LLC	Long	Debt	US	$205K	–	0.02
Entain PLC	Long	Equity-common	IM	$6K	768	0.00
Entegris, Inc.	Long	Equity-common	US	$412K	3K	0.04
Entergy Corporation	Long	Equity-common	US	$52K	482	0.01
Entertainment Studios, Inc.	Long	Debt	US	$64K	–	0.01
EOG Resources, Inc.	Long	Equity-common	US	$536K	4K	0.05
Epiroc Aktiebolag	Long	Equity-common	SE	$15K	768	0.00
Epiroc Aktiebolag	Long	Equity-common	SE	$9K	470	0.00
EQM Midstream Partners, LP	Long	Debt	US	$1M	–	0.10
EQM Midstream Partners, LP	Long	Debt	US	$436K	–	0.04
EQM Midstream Partners, LP	Long	Debt	US	$349K	–	0.04
EQT AB	Long	Equity-common	SE	$25K	865	0.00
Equinix, Inc.	Long	Equity-common	US	$273K	361	0.03
Equinor ASA	Long	Equity-common	NO	$33K	1K	0.00
Equipmentshare.Com Inc	Long	Debt	US	$1M	–	0.11
Equity Lifestyle Properties, Inc.	Long	Equity-common	US	$276K	4K	0.03
Equity Residential	Long	Equity-common	US	$189K	3K	0.02
Erste Group Bank AG	Long	Equity-common	AT	$18K	379	0.00
ESR Group Limited	Long	Equity-common	KY	$4K	3K	0.00
EssilorLuxottica	Long	Equity-common	FR	$82K	381	0.01
Essity Aktiebolag (publ)	Long	Equity-common	SE	$19K	728	0.00
Estado Espanol	Long	Debt	ES	$1M	–	0.15
Estado Espanol	Long	Debt	ES	$1M	–	0.11
Estado Espanol	Long	Debt	ES	$1M	–	0.10
Estado Espanol	Long	Debt	ES	$606K	–	0.06
Estado Espanol	Long	Debt	ES	$594K	–	0.06
Estado Espanol	Long	Debt	ES	$568K	–	0.06
Estado Espanol	Long	Debt	ES	$285K	–	0.03
Estado Espanol	Long	Debt	ES	$220K	–	0.02
Estado Espanol	Long	Debt	ES	$172K	–	0.02
Estado Espanol	Long	Debt	ES	$40K	–	0.00
Estado Espanol	Long	Debt	ES	$38K	–	0.00
Estado Espanol	Long	Debt	ES	$31K	–	0.00
Estado Espanol	Long	Debt	ES	$29K	–	0.00
Estado Espanol	Long	Debt	ES	$21K	–	0.00
Estado Espanol	Long	Debt	ES	$21K	–	0.00
Estado Espanol	Long	Debt	ES	$13K	–	0.00
Estado Espanol	Long	Debt	ES	$11K	–	0.00
Estado Espanol	Long	Debt	ES	$10K	–	0.00
Estado Espanol	Long	Debt	ES	$10K	–	0.00
Estado Espanol	Long	Debt	ES	$3K	–	0.00
EURO DOLLAR (Standard Chartered Bank)		Derivative-foreign exchange	US	$23K	–	0.00
EURO DOLLAR (Barclays Capital Inc.)		Derivative-foreign exchange	US	$22K	–	0.00
EURO DOLLAR (HSBC Securities, Inc.)		Derivative-foreign exchange	US	$21K	–	0.00
EURO DOLLAR (BNP Paribas Securities)		Derivative-foreign exchange	US	$-482.73	–	-0.00
EURO DOLLAR (Goldman Sachs & Co.)		Derivative-foreign exchange	US	$-3K	–	-0.00
EURO DOLLAR (HSBC Securities, Inc.)		Derivative-foreign exchange	US	$-5K	–	-0.00
EURO DOLLAR (Morgan Stanley & Co., Inc.)		Derivative-foreign exchange	US	$-5K	–	-0.00
EURO DOLLAR (Standard Chartered Bank)		Derivative-foreign exchange	US	$-67K	–	-0.01
EURO DOLLAR (Standard Chartered Bank)		Derivative-foreign exchange	US	$-70K	–	-0.01
Eurofins Scientific SE	Long	Equity-common	LU	$8K	160	0.00
European Investment Bank	Long	Debt	DE	$3M	–	0.27
EVN AG	Long	Equity-common	AT	$1K	43	0.00
Evolution AB (publ)	Long	Equity-common	SE	$24K	232	0.00
Evonik Industries AG	Long	Equity-common	DE	$5K	243	0.00
Evraz PLC	Long	Equity-common	GB	$0	1K	–
Exact Sciences Corporation	Long	Equity-common	US	$36K	853	0.00
ExlService Holdings, Inc.	Long	Equity-common	US	$327K	10K	0.03
Exor Nederland N.V.	Long	Equity-common	NL	$13K	121	0.00
Expedia Group, Inc.	Long	Equity-common	US	$172K	1K	0.02
Experian PLC	Long	Equity-common	JE	$53K	1K	0.01
Exxon Mobil Corporation	Long	Equity-common	US	$7M	63K	0.74
Fair Isaac Corporation	Long	Debt	US	$1M	–	0.11
FANUC Corporation	Long	Equity-common	JP	$30K	1K	0.00
Fast Retailing Co., Ltd.	Long	Equity-common	JP	$51K	200	0.01
Fastighets AB Balder	Long	Equity-common	SE	$5K	784	0.00
Federal Home Loan Mortgage Corporation	Long	ABS-mortgage backed security	US	$882K	–	0.09
Federal Home Loan Mortgage Corporation	Long	ABS-mortgage backed security	US	$878K	–	0.09
Federal National Mortgage Association, Inc.	Long	ABS-mortgage backed security	US	$2M	–	0.18
Federal Realty Investment Trust	Long	Equity-common	US	$108K	1K	0.01
FedEx Corporation	Long	Equity-common	US	$489K	2K	0.05
Ferguson Holdings Limited	Long	Equity-common	JE	$1M	6K	0.11
Ferrari N.V.	Long	Equity-common	IT	$61K	150	0.01
Ferrovial SE	Long	Equity-common	NL	$24K	594	0.00
Fertitta Entertainment LLC	Long	Debt	US	$725K	–	0.07
Fiat Chrysler Automobiles N.V.	Long	Equity-common	NL	$52K	3K	0.01
Fidelity National Information Services, Inc.	Long	Equity-common	US	$3M	39K	0.30
Fifth Third Bancorp	Long	Equity-common	US	$318K	9K	0.03
Finecobank Banca Fineco S.P.A.	Long	Equity-common	IT	$11K	734	0.00
First Citizens BancShares, Inc.	Long	Equity-common	US	$227K	135	0.02
First Solar, Inc.	Long	Equity-common	US	$46K	204	0.00
FirstCash, Inc.	Long	Debt	US	$698K	–	0.07
Fiserv, Inc.	Long	Equity-common	US	$3M	20K	0.31
Fisher & Paykel Healthcare Corporation Limited	Long	Equity-common	NZ	$12K	673	0.00
Five Point Operating Company, LP	Long	Debt	US	$18K	–	0.00
Flatiron CLO 19 Ltd	Long	ABS-collateralized bond/debt obligation	US	$450K	–	0.05
Flutter Entertainment Public Limited Company	Long	Equity-common	IE	$36K	196	0.00
FMG Resources (August 2006) Pty Ltd	Long	Debt	US	$165K	–	0.02
Fomento Economico Mexicano, S.A. B. De C.V.	Long	Equity-common	MX	$122K	11K	0.01
Ford Motor Company	Long	Debt	US	$124K	–	0.01
Former Charter Communications Parent, Inc.	Long	Equity-common	US	$117K	391	0.01
Fortescue Ltd	Long	Equity-common	AU	$28K	2K	0.00
Fortress Transportation And Infrastructure Investors LLC	Long	Debt	US	$273K	–	0.03
Fortum Oyj	Long	Equity-common	FI	$8K	539	0.00
Fortune Brands Innovations, Inc.	Long	Equity-common	US	$100K	2K	0.01
Foxtrot Escrow Issuer LLC	Long	Debt	US	$342K	–	0.03
Freedom Mortgage Corporation	Long	Debt	US	$943K	–	0.10
Freedom Mortgage Corporation	Long	Debt	US	$782K	–	0.08
Freedom Mortgage Corporation	Long	Debt	US	$132K	–	0.01
Freeport-McMoRan Inc.	Long	Equity-common	US	$247K	5K	0.03
Fresenius SE & Co. KGaA	Long	Equity-common	DE	$15K	508	0.00
Fresnillo PLC	Long	Equity-common	GB	$2K	218	0.00
Frontier Communications Parent, Inc.	Long	Debt	US	$1M	–	0.13
Frontier Communications Parent, Inc.	Long	Debt	US	$909K	–	0.09
Fuji Electric Co., Ltd.	Long	Equity-common	JP	$11K	200	0.00
FUJIFILM Holdings Corporation	Long	Equity-common	JP	$38K	2K	0.00
Fujitsu Limited	Long	Equity-common	JP	$33K	2K	0.00
Fukuoka Financial Group, Inc.	Long	Equity-common	JP	$8K	300	0.00
FUTURE - CASH SETTLED (CHICAGO MERCANTILE EXCHANGE)		Derivative-equity	US	$316K	–	0.03
FUTURE - CASH SETTLED (INTERCONTINENTAL EXCHANGE)		Derivative-equity	US	$106K	–	0.01
FUTURE - CASH SETTLED (AUSTRALIAN SECURITIES EXCHANGE)		Derivative-interest rate	AU	$4K	–	0.00
FUTURE - CASH SETTLED (INTERCONTINENTAL EXCHANGE)		Derivative-equity	US	$2K	–	0.00
FUTURE - CASH SETTLED (AUSTRALIAN SECURITIES EXCHANGE)		Derivative-interest rate	AU	$-164.12	–	-0.00
FUTURE - CASH SETTLED (SINGAPORE EXCHANGE)		Derivative-interest rate	SG	$-4K	–	-0.00
FUTURE - PHYSICALLY DELIVERED (CHICAGO BOARD OF TRADE)		Derivative-interest rate	US	$361K	–	0.04
FUTURE - PHYSICALLY DELIVERED (MONTREAL STOCK EXCHANGE)		Derivative-interest rate	CA	$209K	–	0.02
FUTURE - PHYSICALLY DELIVERED (CHICAGO BOARD OF TRADE)		Derivative-interest rate	US	$34K	–	0.00
FUTURE - PHYSICALLY DELIVERED (EUREX EXCHANGE)		Derivative-interest rate	DE	$26K	–	0.00
FUTURE - PHYSICALLY DELIVERED (CHICAGO MERCANTILE EXCHANGE)		Derivative-foreign exchange	US	$7K	–	0.00
FUTURE - PHYSICALLY DELIVERED (MONTREAL STOCK EXCHANGE)		Derivative-interest rate	CA	$3K	–	0.00
FUTURE - PHYSICALLY DELIVERED (CHICAGO BOARD OF TRADE)		Derivative-interest rate	US	$2K	–	0.00
FUTURE - PHYSICALLY DELIVERED (EUREX EXCHANGE)		Derivative-interest rate	DE	$1K	–	0.00
FUTURE - PHYSICALLY DELIVERED (CHICAGO BOARD OF TRADE)		Derivative-interest rate	US	$-362.45	–	-0.00
FUTURE - PHYSICALLY DELIVERED (EUREX EXCHANGE)		Derivative-interest rate	DE	$-1K	–	-0.00
FUTURE - PHYSICALLY DELIVERED (EUREX EXCHANGE)		Derivative-interest rate	DE	$-3K	–	-0.00
FUTURE - PHYSICALLY DELIVERED (EUREX EXCHANGE)		Derivative-interest rate	DE	$-10K	–	-0.00
FUTURE - PHYSICALLY DELIVERED (CHICAGO MERCANTILE EXCHANGE)		Derivative-foreign exchange	US	$-12K	–	-0.00
FUTURE - PHYSICALLY DELIVERED (INTERCONTINENTAL EXCHANGE)		Derivative-interest rate	GB	$-17K	–	-0.00
FUTURE - PHYSICALLY DELIVERED (CHICAGO BOARD OF TRADE)		Derivative-interest rate	US	$-33K	–	-0.00
FUTURE - PHYSICALLY DELIVERED (CHICAGO BOARD OF TRADE)		Derivative-interest rate	US	$-130K	–	-0.01
FUTURE - PHYSICALLY DELIVERED (EUREX EXCHANGE)		Derivative-interest rate	DE	$-195K	–	-0.02
FUTURE - PHYSICALLY DELIVERED (CHICAGO BOARD OF TRADE)		Derivative-interest rate	US	$-222K	–	-0.02
Fuyao Glass Industry Group Co., Ltd.	Long	Equity-common	CN	$279K	48K	0.03
G&L Beijer Ref AB	Long	Equity-common	SE	$7K	458	0.00
Galaxy Entertainment Group Limited	Long	Equity-common	HK	$14K	3K	0.00
Galaxy XXVII CLO, Ltd.	Long	ABS-collateralized bond/debt obligation	US	$857K	–	0.09
Galderma Group AG	Long	Equity-common	CH	$5K	66	0.00
Galp Energia, SGPS, S.A.	Long	Equity-common	PT	$12K	558	0.00
Ganfeng Lithium Group Co., Ltd	Long	Equity-common	CN	$84K	22K	0.01
Garmin Ltd.	Long	Equity-common	CH	$328K	2K	0.03
GCI, LLC	Long	Debt	US	$469K	–	0.05
GE Vernova Inc.	Long	Equity-common	US	$136K	793.25	0.01
Geberit AG	Long	Equity-common	CH	$26K	44	0.00
Gen Digital Inc.	Long	Debt	US	$974K	–	0.10
General Dynamics Corporation	Long	Equity-common	US	$161K	555	0.02
Genesis Energy, L.P.	Long	Debt	US	$829K	–	0.08
Genesis Energy, L.P.	Long	Debt	US	$521K	–	0.05
Genmab A/S	Long	Equity-common	DK	$20K	80	0.00
Genting New York LLC	Long	Debt	US	$547K	–	0.06
Genting Singapore Limited	Long	Equity-common	SG	$4K	7K	0.00
Getinge AB	Long	Equity-common	SE	$4K	262	0.00
Getlink S.E.	Long	Equity-common	FR	$6K	378	0.00
GFL Environmental Inc.	Long	Debt	US	$1M	–	0.12
GFL Environmental Inc.	Long	Debt	US	$759K	–	0.08
GFL Environmental Inc.	Long	Debt	US	$203K	–	0.02
Givaudan SA	Long	Equity-common	CH	$57K	12	0.01
Gjensidige Forsikring ASA	Long	Equity-common	NO	$6K	326	0.00
Glencore PLC	Long	Equity-common	JE	$70K	12K	0.01
Global Atlantic Financial Company	Long	Debt	US	$148K	–	0.02
Global Net Lease Operating Partnership, L.P.	Long	Debt	US	$494K	–	0.05
GLP J-REIT	Long	Equity-common	JP	$4K	5	0.00
Go Daddy Operating Company, LLC	Long	Debt	US	$752K	–	0.08
Gobierno Federal de los Estados Unidos Mexicanos	Long	Debt	MX	$4M	–	0.40
Gobierno Federal de los Estados Unidos Mexicanos	Long	Debt	MX	$750K	–	0.08
Gobierno Federal de los Estados Unidos Mexicanos	Long	Debt	US	$573K	–	0.06
Gobierno Federal de los Estados Unidos Mexicanos	Long	Debt	US	$402K	–	0.04
Gobierno Federal de los Estados Unidos Mexicanos	Long	Debt	US	$365K	–	0.04
Gobierno Federal de los Estados Unidos Mexicanos	Long	Debt	US	$325K	–	0.03
Gobierno Federal de los Estados Unidos Mexicanos	Long	Debt	US	$291K	–	0.03
GoldenTree Loan Management US CLO 7, Ltd.	Long	ABS-collateralized bond/debt obligation	US	$250K	–	0.03
Goldman Sachs Bank USA	Long	Debt	US	$160K	–	0.02
Goldman Sachs Group Inc, The	Long	Debt	US	$322K	–	0.03
Goodman Funding Pty Ltd	Long	Equity-common	AU	$49K	2K	0.01
Gouvernement De France	Long	Debt	FR	$1M	–	0.11
Gouvernement De France	Long	Debt	FR	$326K	–	0.03
Gouvernement De France	Long	Debt	FR	$251K	–	0.03
Gouvernement De France	Long	Debt	FR	$225K	–	0.02
Gouvernement De France	Long	Debt	FR	$174K	–	0.02
Gouvernement De France	Long	Debt	FR	$88K	–	0.01
Gouvernement De France	Long	Debt	FR	$76K	–	0.01
Gouvernement De France	Long	Debt	FR	$41K	–	0.00
Gouvernement De France	Long	Debt	FR	$32K	–	0.00
Gouvernement De France	Long	Debt	FR	$30K	–	0.00
Government of Saudi Arabia	Long	Debt	US	$723K	–	0.07
Government of Saudi Arabia	Long	Debt	US	$256K	–	0.03
GPT Management Holdings Limited	Long	Equity-common	AU	$6K	2K	0.00
Graphic Packaging Holding Company	Long	Equity-common	US	$276K	11K	0.03
Great Bowery Holdings, LLC	Long	Equity-common	US	$0.03	31K	0.00
Great Eastern Holdings Limited	Long	Equity-common	SG	$2K	100	0.00
Greenwood Park CLO, Ltd.	Long	ABS-collateralized bond/debt obligation	US	$434K	–	0.04
Griffon Corporation	Long	Debt	US	$1M	–	0.10
Group 1 Automotive, Inc.	Long	Debt	US	$835K	–	0.08
Groupe Bruxelles Lambert - Groep Brussel Lambert	Long	Equity-common	BE	$7K	103	0.00
Grubhub Holdings Inc.	Long	Debt	US	$570K	–	0.06
Grupo Aeroportuario del Sureste, S.A.B. de C.V.	Long	Equity-common	MX	$244K	814	0.02
Grupo Financiero Banorte, S.A.B. de C.V.	Long	Equity-common	MX	$328K	42K	0.03
GSK PLC	Long	Equity-common	GB	$96K	5K	0.01
Guitar Center Escrow Issuer II, Inc.	Long	Debt	US	$106K	–	0.01
Gulfport Energy Operating Corporation	Long	Debt	US	$117K	–	0.01
GW B-CR Security Corporation	Long	Debt	CA	$5K	–	0.00
H & M Hennes & Mauritz AB	Long	Equity-common	SE	$11K	723	0.00
H World Group Limited	Long	Equity-common	KY	$168K	51K	0.02
H&E Equipment Services, Inc.	Long	Debt	US	$1M	–	0.12
Haier Smart Home Co., Ltd	Long	Equity-common	CN	$316K	95K	0.03
HAL Trust	Long	Equity-common	BM	$5K	42	0.00
Haleon PLC	Long	Equity-common	GB	$33K	8K	0.00
Halma Public Limited Company	Long	Equity-common	GB	$16K	469	0.00
Hamamatsu Photonics K.K.	Long	Equity-common	JP	$5K	200	0.00
Hana Financial Group Inc.	Long	Equity-common	KR	$389K	9K	0.04
Hang Lung Properties Limited	Long	Equity-common	HK	$2K	2K	0.00
Hang Seng Bank, Limited	Long	Equity-common	HK	$10K	800	0.00
Hankyu Hanshin Holdings, Inc.	Long	Equity-common	JP	$8K	300	0.00
Hannover Ruck SE	Long	Equity-common	DE	$19K	76	0.00
Hargreaves Lansdown PLC	Long	Equity-common	GB	$6K	425	0.00
Harvest Midstream I, L.P.	Long	Debt	US	$700K	–	0.07
Havells India Limited	Long	Equity-common	IN	$130K	6K	0.01
Hawaiian Brand Intellectual Property, Ltd.	Long	Debt	US	$1M	–	0.12
Haymon Holdings, LLC	Long	Debt	US	$0.03	–	0.00
HCA Healthcare, Inc.	Long	Equity-common	US	$201K	626	0.02
HDFC Life Insurance Company Limited	Long	Equity-common	IN	$132K	19K	0.01
HDFC Bank Limited	Long	Equity-common	IN	$2M	33K	0.22
HDFC Bank Limited	Long	Equity-common	IN	$740K	37K	0.08
Heartland Dental, LLC	Long	Debt	US	$926K	–	0.09
Heidelberg Materials AG	Long	Equity-common	DE	$17K	162	0.00
Heidelberg Materials Finance Luxembourg S.A.	Long	Debt	LU	$57K	–	0.01
Heineken Holding N.V.	Long	Equity-common	NL	$13K	162	0.00
Heineken N.V.	Long	Equity-common	NL	$4M	43K	0.43
Hellenic Telecommunications Organization S.A.	Long	Equity-common	GR	$152K	11K	0.02
Henderson Land Development Company Limited	Long	Equity-common	HK	$5K	2K	0.00
Henkel AG & Co. KGaA	Long	Equity-preferred	DE	$18K	201	0.00
Henkel AG & Co. KGaA	Long	Equity-common	DE	$9K	117	0.00
Henry Schein, Inc.	Long	Equity-common	US	$133K	2K	0.01
Hera S.p.A.	Long	Equity-common	IT	$4K	1K	0.00
Herbalife International, Inc.	Long	Debt	US	$1M	–	0.11
Herc Holdings Inc.	Long	Debt	US	$1M	–	0.13
Hermes International	Long	Equity-common	FR	$96K	42	0.01
Hewlett Packard Enterprise Company	Long	Equity-common	US	$75K	4K	0.01
Hexagon Aktiebolag	Long	Equity-common	SE	$29K	3K	0.00
Hikma Pharmaceuticals Public Limited Company	Long	Equity-common	GB	$5K	192	0.00
Hilcorp Energy I, L.P.	Long	Debt	US	$928K	–	0.09
Hillenbrand, Inc.	Long	Debt	US	$114K	–	0.01
Hilton Domestic Operating Company Inc.	Long	Debt	US	$511K	–	0.05
Hilton Domestic Operating Company Inc.	Long	Debt	US	$67K	–	0.01
Hilton Worldwide Holdings Inc.	Long	Equity-common	US	$1M	6K	0.14
Hindalco Industries Limited	Long	Equity-common	IN	$153K	18K	0.02
Hiscox Ltd.	Long	Equity-common	BM	$11K	728	0.00
Hitachi Construction Machinery Co., Ltd.	Long	Equity-common	JP	$3K	100	0.00
Hitachi, Ltd.	Long	Equity-common	JP	$1M	48K	0.11
HKT Trust	Long	Equity-common	HK	$3K	3K	0.00
Hl Mando Corporation	Long	Equity-common	KR	$117K	4K	0.01
HM Treasury	Long	Debt	GB	$2M	–	0.21
HM Treasury	Long	Debt	GB	$2M	–	0.16
HM Treasury	Long	Debt	GB	$1M	–	0.12
HM Treasury	Long	Debt	DE	$557K	–	0.06
HM Treasury	Long	Debt	GB	$450K	–	0.05
HM Treasury	Long	Debt	GB	$398K	–	0.04
HM Treasury	Long	Debt	GB	$377K	–	0.04
HM Treasury	Long	Debt	GB	$290K	–	0.03
HM Treasury	Long	Debt	GB	$282K	–	0.03
HM Treasury	Long	Debt	GB	$278K	–	0.03
HM Treasury	Long	Debt	GB	$259K	–	0.03
HM Treasury	Long	Debt	GB	$259K	–	0.03
HM Treasury	Long	Debt	GB	$247K	–	0.03
HM Treasury	Long	Debt	DE	$225K	–	0.02
HM Treasury	Long	Debt	GB	$180K	–	0.02
HM Treasury	Long	Debt	DE	$167K	–	0.02
HM Treasury	Long	Debt	GB	$165K	–	0.02
HM Treasury	Long	Debt	GB	$149K	–	0.02
HM Treasury	Long	Debt	GB	$124K	–	0.01
HM Treasury	Long	Debt	GB	$97K	–	0.01
HM Treasury	Long	Debt	GB	$59K	–	0.01
HM Treasury	Long	Debt	GB	$32K	–	0.00
Holcim AG	Long	Equity-common	CH	$53K	594	0.01
Holmen Aktiebolag	Long	Equity-common	SE	$4K	98	0.00
Home Depot, Inc. , The	Long	Equity-common	US	$81K	234	0.01
Home Point Capital Inc.	Long	Debt	US	$146K	–	0.01
Honda Motor Co., Ltd.	Long	Equity-common	JP	$62K	6K	0.01
Honeywell International Inc.	Long	Equity-common	US	$5M	25K	0.55
Hong Kong And China Gas Company Limited -The-	Long	Equity-common	HK	$9K	12K	0.00
Hong Kong Exchanges and Clearing Limited	Long	Equity-common	HK	$2M	63K	0.20
Hoshizaki Corporation	Long	Equity-common	JP	$3K	100	0.00
Howard Hughes Corporation, The	Long	Debt	US	$621K	–	0.06
Howard Midstream Energy Partners, LLC	Long	Debt	US	$206K	–	0.02
Howden Joinery Group PLC	Long	Equity-common	GB	$7K	660	0.00
Hoya Corporation	Long	Equity-common	JP	$630K	5K	0.06
HSBC Holdings PLC	Long	Equity-common	GB	$272K	31K	0.03
HSBC Holdings PLC	Long	Equity-common	GB	$201K	23K	0.02
Hubbell Incorporated	Long	Equity-common	US	$273K	747	0.03
HubSpot, Inc.	Long	Equity-common	US	$372K	630	0.04
Hudbay Minerals Inc.	Long	Debt	US	$69K	–	0.01
Huhtamaki Oyj	Long	Equity-common	FI	$4K	111	0.00
Hulic Co., Ltd.	Long	Equity-common	JP	$5K	600	0.00
HUNGARIAN FORINT (HSBC Securities, Inc.)		Derivative-foreign exchange	HU	$10K	–	0.00
HUNGARIAN FORINT (Barclays Capital Inc.)		Derivative-foreign exchange	HU	$-6K	–	-0.00
Huntington Bancshares Incorporated	Long	Debt	US	$460K	–	0.05
Husqvarna Aktiebolag	Long	Equity-common	SE	$3K	412	0.00
Hyundai Motor Company	Long	Equity-common	KR	$267K	1K	0.03
IAC Inc.	Long	Equity-common	US	$124K	3K	0.01
Iberdrola, Sociedad Anonima	Long	Equity-common	ES	$91K	7K	0.01
IBIDEN Co., Ltd.	Long	Equity-common	JP	$8K	200	0.00
Icahn Enterprises L.P.	Long	Debt	US	$678K	–	0.07
Icahn Enterprises L.P.	Long	Debt	US	$427K	–	0.04
ICICI Bank Limited	Long	Equity-common	IN	$632K	44K	0.06
ICL Group Ltd	Long	Equity-common	IL	$4K	867	0.00
Idemitsu Kosan Co., Ltd.	Long	Equity-common	JP	$7K	1K	0.00
iHeartCommunications, Inc.	Long	Debt	US	$522K	–	0.05
iHeartCommunications, Inc.	Long	Debt	US	$180K	–	0.02
iHeartCommunications, Inc.	Long	Debt	US	$131K	–	0.01
Imola Merger Corporation	Long	Debt	US	$987K	–	0.10
Imperial Brands PLC	Long	Equity-common	GB	$27K	1K	0.00
INDONESIAN RUPIAH (Goldman Sachs & Co.)		Derivative-foreign exchange	ID	$16K	–	0.00
INDONESIAN RUPIAH (Goldman Sachs & Co.)		Derivative-foreign exchange	ID	$-10K	–	-0.00
Industria de Diseno Textil, S.A.	Long	Equity-common	ES	$847K	17K	0.09
Indutrade Aktiebolag	Long	Equity-common	SE	$8K	331	0.00
Infineon Technologies AG	Long	Equity-common	DE	$57K	2K	0.01
Informa PLC	Long	Equity-common	GB	$17K	2K	0.00
Infosys Limited	Long	Equity-common	IN	$513K	27K	0.05
Infrastrutture Wireless Italiane S.p.A. O, In Forma Abbreviata, Inwit S.p.A.	Long	Equity-common	IT	$4K	421	0.00
ING Bank Slaski Spolka Akcyjna	Long	Equity-common	PL	$3K	41	0.00
ING Groep N.V.	Long	Equity-common	NL	$70K	4K	0.01
Ingersoll Rand Inc.	Long	Equity-common	US	$423K	5K	0.04
Inner Mongolia Yili Industrial Group Co., Ltd.	Long	Equity-common	CN	$192K	54K	0.02
Inpex Corporation	Long	Equity-common	JP	$19K	1K	0.00
Insurance Australia Group Limited	Long	Equity-common	AU	$14K	3K	0.00
Intact Financial Corporation	Long	Equity-common	CA	$884K	5K	0.09
Inter-American Development Bank	Long	Debt	CA	$359K	–	0.04
Inter-American Development Bank	Long	Debt	CA	$36K	–	0.00
Interactive Brokers Group, Inc.	Long	Equity-common	US	$384K	3K	0.04
Intercontinental Exchange, Inc.	Long	Equity-common	US	$43K	314	0.00
InterContinental Hotels Group PLC	Long	Equity-common	GB	$755K	7K	0.08
Intermediate Capital Group PLC	Long	Equity-common	GB	$10K	359	0.00
International Business Machines Corporation	Long	Equity-common	US	$94K	543	0.01
International Consolidated Airlines Group, S.A.	Long	Equity-common	ES	$9K	5K	0.00
International Game Technology PLC	Long	Debt	US	$515K	–	0.05
International Paper Company	Long	Equity-common	US	$84K	2K	0.01
Intertek Group Plc	Long	Equity-common	GB	$12K	199	0.00
Intesa Sanpaolo SPA	Long	Debt	IT	$573K	–	0.06
Intesa Sanpaolo SPA	Long	Debt	IT	$113K	–	0.01
Intesa Sanpaolo SPA	Long	Equity-common	IT	$74K	20K	0.01
Intuit Inc.	Long	Equity-common	US	$756K	1K	0.08
Intuitive Surgical, Inc.	Long	Equity-common	US	$644K	1K	0.07
Investment Ab Latour	Long	Equity-common	SE	$5K	175	0.00
Investor Aktiebolag	Long	Equity-common	SE	$60K	2K	0.01
Investor Aktiebolag	Long	Equity-common	SE	$19K	702	0.00
IPSEN	Long	Equity-common	FR	$5K	42	0.00
iQIYI, Inc.	Long	Equity-common	KY	$133K	36K	0.01
Iron Mountain Incorporated	Long	Debt	US	$753K	–	0.08
iShares MSCI EAFE ETF	Long	Equity-common	US	$70K	900	0.01
Israel Discount Bank Limited	Long	Equity-common	IL	$8K	2K	0.00
ISRAELI SHEKEL (Barclays Capital Inc.)		Derivative-foreign exchange	IL	$-6K	–	-0.00
ISRAELI SHEKEL (HSBC Securities, Inc.)		Derivative-foreign exchange	IL	$-6K	–	-0.00
Isuzu Motors Limited	Long	Equity-common	JP	$9K	700	0.00
ITC Limited	Long	Equity-common	IN	$314K	62K	0.03
ITOCHU Corporation	Long	Equity-common	JP	$78K	2K	0.01
ITT Inc.	Long	Equity-common	US	$327K	3K	0.03
J Sainsbury PLC	Long	Equity-common	GB	$7K	2K	0.00
Jacobs Entertainment, Inc.	Long	Debt	US	$848K	–	0.09
James Hardie Industries Public Limited Company	Long	Equity-common	IE	$17K	541	0.00
Japan Airlines Co., Ltd.	Long	Equity-common	JP	$3K	200	0.00
Japan Bank For International Cooperation	Long	Debt	US	$1M	–	0.14
Japan Bank For International Cooperation	Long	Debt	US	$251K	–	0.03
Japan Exchange Group, Inc.	Long	Equity-common	JP	$14K	600	0.00
Japan Metropolitan Fund Investment Corporation	Long	Equity-common	JP	$3K	6	0.00
Japan Post Bank Co., Ltd.	Long	Equity-common	JP	$16K	2K	0.00
Japan Post Holdings Co., Ltd.	Long	Equity-common	JP	$26K	3K	0.00
Japan Post Insurance Co., Ltd.	Long	Equity-common	JP	$6K	300	0.00
Japan Real Estate Investment Corporation	Long	Equity-common	JP	$6K	2	0.00
Japan Tobacco Inc.	Long	Equity-common	JP	$33K	1K	0.00
JAPANESE YEN (BNP Paribas Securities)		Derivative-foreign exchange	JP	$-3K	–	-0.00
JAPANESE YEN (Barclays Capital Inc.)		Derivative-foreign exchange	JP	$-4K	–	-0.00
JAPANESE YEN (Citibank, Inc.)		Derivative-foreign exchange	JP	$-5K	–	-0.00
JAPANESE YEN (Morgan Stanley & Co., Inc.)		Derivative-foreign exchange	JP	$-6K	–	-0.00
JAPANESE YEN (Citibank, Inc.)		Derivative-foreign exchange	JP	$-32K	–	-0.00
JAPANESE YEN (Morgan Stanley & Co., Inc.)		Derivative-foreign exchange	JP	$-87K	–	-0.01
JAPANESE YEN (Standard Chartered Bank)		Derivative-foreign exchange	JP	$-127K	–	-0.01
JAPANESE YEN (Standard Chartered Bank)		Derivative-foreign exchange	JP	$-189K	–	-0.02
JAPANESE YEN (HSBC Securities, Inc.)		Derivative-foreign exchange	JP	$-283K	–	-0.03
JAPANESE YEN (HSBC Securities, Inc.)		Derivative-foreign exchange	JP	$-301K	–	-0.03
Jardine Cycle & Carriage Limited	Long	Equity-common	SG	$2K	100	0.00
Jardine Matheson Holdings Limited	Long	Equity-common	BM	$7K	200	0.00
Jazz Securities Designated Activity Company	Long	Debt	US	$1M	–	0.12
JD Sports Fashion PLC	Long	Equity-common	GB	$5K	3K	0.00
JD.com, Inc.	Long	Equity-common	KY	$165K	13K	0.02
JDE Peet's N.V.	Long	Equity-common	NL	$3K	146	0.00
Jefferies Finance LLC	Long	Debt	US	$1M	–	0.11
Jeronimo Martins, SGPS, S.A.	Long	Equity-common	PT	$109K	6K	0.01
JFE Holdings, Inc.	Long	Equity-common	JP	$10K	700	0.00
Jiangsu Hengli Hydraulic Technology Co., Ltd.	Long	Equity-common	CN	$127K	20K	0.01
JNL Government Money Market Fund	Long	Short-term investment vehicle	US	$26M	26M	2.65
JNL Government Money Market Fund - Class SL (Jackson National Asset Management, LLC)	Long	Short-term investment vehicle	US	$6M	6M	0.56
Johnson & Johnson	Long	Equity-common	US	$4M	27K	0.39
Julius Bar Gruppe AG	Long	Equity-common	CH	$13K	238	0.00
Kaiser Aluminum Corporation	Long	Debt	US	$719K	–	0.07
Kajima Corporation	Long	Equity-common	JP	$10K	600	0.00
KakaoBank Corp.	Long	Equity-common	KR	$63K	4K	0.01
Kanzhun Limited	Long	Equity-common	KY	$151K	8K	0.02
Kao Corporation	Long	Equity-common	JP	$24K	600	0.00
Kawasaki Heavy Industries, Ltd.	Long	Equity-common	JP	$8K	200	0.00
Kawasaki Kisen Kaisha, Ltd.	Long	Equity-common	JP	$9K	600	0.00
KB Financial Group Inc.	Long	Equity-common	KR	$392K	7K	0.04
KBC Groep	Long	Equity-common	BE	$809K	11K	0.08
KDDI Corporation	Long	Equity-common	JP	$50K	2K	0.01
KeHE Distributors, LLC	Long	Debt	US	$1M	–	0.10
Keisei Electric Railway Co., Ltd.	Long	Equity-common	JP	$6K	200	0.00
Kenvue Inc.	Long	Equity-common	US	$59K	3K	0.01
Keppel Ltd.	Long	Equity-common	SG	$8K	2K	0.00
Kering	Long	Equity-common	FR	$32K	87	0.00
Kerry Group Public Limited Company	Long	Equity-common	IE	$15K	189	0.00
Kesko Oyj	Long	Equity-common	FI	$6K	324	0.00
Kesko Oyj	Long	Equity-common	FI	$2K	111	0.00
Keurig Dr Pepper Inc.	Long	Equity-common	US	$173K	5K	0.02
KeyCorp	Long	Debt	US	$709K	–	0.07
Keyence Corporation	Long	Equity-common	JP	$920K	2K	0.09
KfW	Long	Debt	DE	$2M	–	0.24
KfW	Long	Debt	DE	$800K	–	0.08
KfW	Long	Debt	DE	$789K	–	0.08
KfW	Long	Debt	AU	$570K	–	0.06
KfW	Long	Debt	DE	$421K	–	0.04
KGHM Polska Miedz Spolka Akcyjna	Long	Equity-common	PL	$5K	143	0.00
KIA Corporation	Long	Equity-common	KR	$1M	12K	0.11
Kikkoman Corporation	Long	Equity-common	JP	$13K	1K	0.00
Kimco Realty OP, LLC	Long	Equity-common	US	$143K	7K	0.01
Kinder Morgan, Inc.	Long	Equity-common	US	$196K	10K	0.02
Kinetik Holdings LP	Long	Debt	US	$762K	–	0.08
Kingfisher PLC	Long	Equity-common	GB	$7K	2K	0.00
Kingspan Group Public Limited Company	Long	Equity-common	IE	$16K	191	0.00
Kintetsu Group Holdings Co.,Ltd	Long	Equity-common	JP	$4K	200	0.00
Kirin Holdings Company, Limited	Long	Equity-common	JP	$14K	1K	0.00
KKR & Co. Inc.	Long	Equity-common	US	$374K	4K	0.04
KKR CLO 28 Ltd.	Long	ABS-collateralized bond/debt obligation	US	$1M	–	0.12
KKR CLO 40 Ltd	Long	ABS-collateralized bond/debt obligation	US	$1M	–	0.14
KKR Financial CLO 2013-1 Ltd	Long	ABS-collateralized bond/debt obligation	US	$376K	–	0.04
Kobe Bussan Co., Ltd.	Long	Equity-common	JP	$4K	200	0.00
Koito Manufacturing Co., Ltd.	Long	Equity-common	JP	$6K	400	0.00
Komatsu Ltd.	Long	Equity-common	JP	$35K	1K	0.00
Konami Holdings Corporation	Long	Equity-common	JP	$7K	100	0.00
Kone Corporation	Long	Equity-common	FI	$21K	427	0.00
Kongsberg Gruppen ASA	Long	Equity-common	NO	$9K	107	0.00
Koninklijke Ahold Delhaize N.V.	Long	Equity-common	NL	$33K	1K	0.00
Koninklijke KPN N.V.	Long	Equity-common	NL	$18K	5K	0.00
Koninklijke Philips N.V.	Long	Equity-common	NL	$25K	975	0.00
Kontoor Brands, Inc.	Long	Equity-common	US	$99K	1K	0.01
Korea Electric Power Corp	Long	Debt	US	$702K	–	0.07
Kotak Mahindra Bank Limited	Long	Equity-common	IN	$398K	18K	0.04
Kraft Foods Group, Inc.	Long	Equity-common	US	$112K	3K	0.01
Kubota Corporation	Long	Equity-common	JP	$21K	2K	0.00
Kuhne & Nagel International AG	Long	Equity-common	CH	$18K	61	0.00
Kurita Water Industries Ltd.	Long	Equity-common	JP	$4K	100	0.00
KYOCERA Corporation	Long	Equity-common	JP	$21K	2K	0.00
Kyoto Financial Group, Inc.	Long	Equity-common	JP	$7K	400	0.00
Kyowa Kirin Co., Ltd.	Long	Equity-common	JP	$5K	300	0.00
L E Lundbergforetagen Aktiebolag (publ)	Long	Equity-common	SE	$4K	91	0.00
L'Air Liquide, societe anonyme pour l'Etude et l'Exploitation des procedes Georges Claude	Long	Equity-common	FR	$1M	6K	0.10
L'Oreal	Long	Equity-common	FR	$131K	299	0.01
Labcorp Holdings Inc.	Long	Equity-common	US	$137K	672	0.01
LABL Escrow Issuer LLC	Long	Debt	US	$652K	–	0.07
LABL Escrow Issuer LLC	Long	Debt	US	$228K	–	0.02
Ladder Capital Finance Holdings LLLP	Long	Debt	US	$479K	–	0.05
Lam Research Corporation	Long	Equity-common	US	$685K	643	0.07
Lamar Advertising Company	Long	Equity-common	US	$132K	1K	0.01
Lamb Weston Holdings, Inc.	Long	Equity-common	US	$445K	5K	0.05
Lamb Weston Holdings, Inc.	Long	Debt	US	$275K	–	0.03
Land Securities Group PLC	Long	Equity-common	GB	$7K	869	0.00
Lasertec Co., Ltd.	Long	Equity-common	JP	$23K	100	0.00
LCM Investments Holdings II, LLC	Long	Debt	US	$461K	–	0.05
LCM Ltd Partnership	Long	ABS-collateralized bond/debt obligation	US	$2M	–	0.17
LCM XXV Ltd.	Long	ABS-collateralized bond/debt obligation	US	$864K	–	0.09
LCPR Senior Secured Financing Designated Activity Company	Long	Debt	US	$849K	–	0.09
LD Holdings Group LLC	Long	Debt	US	$84K	–	0.01
Legal & General Group PLC	Long	Equity-common	GB	$29K	10K	0.00
Legrand	Long	Equity-common	FR	$3M	33K	0.33
Leonardo S.p.A.	Long	Equity-common	IT	$11K	481	0.00
Level 3 Financing, Inc.	Long	Debt	US	$642K	–	0.07
LG Chem, Ltd.	Long	Equity-common	KR	$254K	1K	0.03
Liberty Broadband Corporation	Long	Equity-common	US	$54K	991	0.01
Liberty Media Corporation	Long	Equity-common	US	$74K	3K	0.01
Liberty Media Corporation	Long	Equity-common	US	$37K	978.75	0.00
Liberty Mutual Group Inc.	Long	Debt	US	$563K	–	0.06
Lifco AB (Publ)	Long	Equity-common	SE	$7K	273	0.00
Life Time, Inc.	Long	Debt	US	$992K	–	0.10
Lifepoint Health, Inc.	Long	Debt	US	$951K	–	0.10
Light and Wonder International, Inc.	Long	Debt	US	$990K	–	0.10
Linde Public Limited Company	Long	Equity-common	IE	$953K	2K	0.10
Link Real Estate Investment Trust	Long	Equity-common	HK	$12K	3K	0.00
Live Nation Entertainment, Inc.	Long	Debt	US	$914K	–	0.09
Live Nation Entertainment, Inc.	Long	Debt	US	$600K	–	0.06
Live Nation Entertainment, Inc.	Long	Equity-common	US	$50K	531	0.01
Lloyds Banking Group PLC	Long	Equity-common	GB	$1M	2M	0.13
Localiza Rent A Car SA	Long	Equity-common	BR	$144K	19K	0.01
Localiza Rent A Car SA	Long	Equity-common	BR	$310.73	193	0.00
Loews Corporation	Long	Equity-common	US	$308K	4K	0.03
Lojas Renner S/A.	Long	Equity-common	BR	$105K	47K	0.01
London Stock Exchange Group PLC	Long	Equity-common	GB	$62K	526	0.01
Lonza Group AG	Long	Equity-common	CH	$50K	91	0.01
Lowe`s Companies, Inc.	Long	Equity-common	US	$404K	2K	0.04
LPP Spolka Akcyjna	Long	Equity-common	PL	$8K	2	0.00
LSF9 Atlantis Holdings, LLC	Long	Debt	US	$985K	–	0.10
LVMH Moet Hennessy Louis Vuitton	Long	Equity-common	FR	$10M	13K	0.98
LY Corporation	Long	Equity-common	JP	$8K	3K	0.00
M&G PLC	Long	Equity-common	GB	$7K	3K	0.00
M&T Bank Corporation	Long	Equity-common	US	$357K	2K	0.04
M3, Inc.	Long	Equity-common	JP	$5K	500	0.00
Macquarie Group Limited	Long	Equity-common	AU	$65K	477	0.01
Macys Retail Holdings	Long	Debt	US	$835K	–	0.08
Madison IAQ LLC	Long	Debt	US	$973K	–	0.10
Madison Park Funding XXXII Ltd	Long	ABS-collateralized bond/debt obligation	US	$588K	–	0.06
Madison Park Funding XXXIV Ltd	Long	ABS-collateralized bond/debt obligation	US	$2M	–	0.22
Magic Mergeco, Inc.	Long	Debt	US	$1M	–	0.12
Magnetite XL, Limited	Long	ABS-collateralized bond/debt obligation	US	$501K	–	0.05
Magnetite XXII Limited	Long	ABS-collateralized bond/debt obligation	US	$400K	–	0.04
Mahindra and Mahindra Limited	Long	Equity-common	IN	$323K	9K	0.03
Makita Corporation	Long	Equity-common	JP	$8K	300	0.00
Mallinckrodt International Finance S.A.	Long	Debt	US	$925K	–	0.09
Mapletree Commercial Trust Treasury Company Pte. Ltd.	Long	Equity-common	SG	$3K	3K	0.00
Marathon Petroleum Corporation	Long	Equity-common	US	$63K	365	0.01
Martin Marietta Materials, Inc.	Long	Equity-common	US	$141K	260	0.01
Marubeni Corporation	Long	Equity-common	JP	$37K	2K	0.00
Maruti Suzuki India Limited	Long	Equity-common	IN	$348K	2K	0.04
Masco Corporation	Long	Equity-common	US	$110K	2K	0.01
MasterCard Incorporated	Long	Equity-common	US	$13M	29K	1.31
Matador Resources Company	Long	Debt	US	$160K	–	0.02
MatsukiyoCocokara & Co.	Long	Equity-common	JP	$6K	400	0.00
Mattamy Homes Limited	Long	Debt	US	$56K	–	0.01
Mauser Packaging Solutions Holding Company	Long	Debt	US	$1M	–	0.13
Mauser Packaging Solutions Holding Company	Long	Debt	US	$351K	–	0.04
Mazda Motor Corporation	Long	Equity-common	JP	$8K	800	0.00
McDonald's Corporation	Long	Equity-common	US	$399K	2K	0.04
McDonald's Holdings Company (Japan), Ltd.	Long	Equity-common	JP	$4K	100	0.00
McKesson Corporation	Long	Equity-common	US	$278K	476	0.03
Medibank Private Limited	Long	Equity-common	AU	$8K	3K	0.00
Mediobanca Banca di Credito Finanziario Societa' Per Azioni	Long	Equity-common	IT	$11K	774	0.00
Medline Borrower, LP	Long	Debt	US	$981K	–	0.10
Medtronic, Inc.	Long	Equity-common	IE	$195K	2K	0.02
Meiji Holdings Co., Ltd.	Long	Equity-common	JP	$9K	400	0.00
Melrose Industries PLC	Long	Equity-common	GB	$10K	1K	0.00
MercadoLibre, Inc.	Long	Equity-common	US	$204K	124	0.02
Mercedes-Benz Group AG	Long	Equity-common	DE	$68K	989	0.01
Merck & Co., Inc.	Long	Equity-common	US	$129K	1K	0.01
MERCK Kommanditgesellschaft auf Aktien	Long	Equity-common	DE	$26K	159	0.00
Mercury NZ Limited	Long	Equity-common	NZ	$3K	808	0.00
Meridian Energy Limited	Long	Equity-common	NZ	$6K	1K	0.00
Meta Platforms, Inc.	Long	Equity-common	US	$15M	29K	1.51
Methanex Corporation	Long	Debt	US	$102K	–	0.01
MetLife, Inc.	Long	Equity-common	US	$145K	2K	0.01
Metso Oyj	Long	Equity-common	FI	$9K	845	0.00
Mettler-Toledo International Inc.	Long	Equity-common	US	$123K	88	0.01
MEXICAN PESO (Goldman Sachs & Co.)		Derivative-foreign exchange	MX	$54K	–	0.01
MEXICAN PESO (Citibank, Inc.)		Derivative-foreign exchange	MX	$3K	–	0.00
MEXICAN PESO (Morgan Stanley & Co., Inc.)		Derivative-foreign exchange	MX	$-21K	–	-0.00
MEXICAN PESO (Barclays Capital Inc.)		Derivative-foreign exchange	MX	$-121K	–	-0.01
MGIC Investment Corporation	Long	Equity-common	US	$188K	9K	0.02
MGM China Holdings Limited	Long	Debt	US	$333K	–	0.03
MGM Resorts International	Long	Debt	US	$365K	–	0.04
Microchip Technology Incorporated	Long	Equity-common	US	$133K	1K	0.01
Micron Technology, Inc.	Long	Equity-common	US	$4M	28K	0.37
Microsoft Corporation	Long	Equity-common	US	$31M	70K	3.17
MicroStrategy Incorporated	Long	Debt	US	$103K	–	0.01
Mid-America Apartment Communities, Inc.	Long	Equity-common	US	$202K	1K	0.02
Midcap Financial Issuer Trust	Long	Debt	US	$530K	–	0.05
Midea Group Co., Ltd.	Long	Equity-common	CN	$296K	33K	0.03
Millennium Escrow Corporation	Long	Debt	US	$172K	–	0.02
Minebeamitsumi Inc.	Long	Equity-common	JP	$10K	500	0.00
Mineral Resources Limited	Long	Equity-common	AU	$7K	206	0.00
Mirvac Limited	Long	Equity-common	AU	$6K	5K	0.00
MISUMI Group Inc.	Long	Equity-common	JP	$7K	400	0.00
Mitsubishi Chemical Group Corporation	Long	Equity-common	JP	$9K	2K	0.00
Mitsubishi Corporation	Long	Equity-common	JP	$100K	5K	0.01
Mitsubishi Electric Corporation	Long	Equity-common	JP	$42K	3K	0.00
Mitsubishi Estate Co., Ltd.	Long	Equity-common	JP	$25K	2K	0.00
Mitsubishi Heavy Industries, Ltd.	Long	Equity-common	JP	$43K	4K	0.00
Mitsubishi Motors Corporation	Long	Equity-common	JP	$2K	900	0.00
Mitsubishi UFJ Financial Group Inc	Long	Equity-common	JP	$970K	90K	0.10
Mitsui & Co., Ltd.	Long	Equity-common	JP	$82K	4K	0.01
Mitsui Chemicals, Inc.	Long	Equity-common	JP	$6K	200	0.00
Mitsui Fudosan Co., Ltd.	Long	Equity-common	JP	$655K	71K	0.07
Mitsui O.S.K. Lines, Ltd.	Long	Equity-common	JP	$12K	400	0.00
Mizrahi Tefahot Bank Ltd	Long	Equity-common	IL	$6K	183	0.00
Mizuho Bank, Ltd.	Long	Equity-common	JP	$10K	400	0.00
Mizuho Financial Group, Inc.	Long	Equity-common	JP	$65K	3K	0.01
Mohawk Industries, Inc.	Long	Equity-common	US	$245K	2K	0.02
Mohegan Tribal Gaming Authority	Long	Debt	US	$1M	–	0.12
Molina Healthcare, Inc.	Long	Debt	US	$890K	–	0.09
Moncler S.p.A.	Long	Equity-common	IT	$16K	265	0.00
Mondelez International, Inc.	Long	Equity-common	US	$2M	34K	0.23
Mondi PLC	Long	Equity-common	GB	$10K	546	0.00
MongoDB, Inc.	Long	Equity-common	US	$162K	648	0.02
MonotaRO Co., Ltd.	Long	Equity-common	JP	$4K	300	0.00
Moody's Corporation	Long	Equity-common	US	$464K	1K	0.05
Moog Inc.	Long	Debt	US	$884K	–	0.09
Morgan Stanley	Long	Equity-common	US	$494K	5K	0.05
Mowi ASA	Long	Equity-common	NO	$9K	547	0.00
Mozart Debt Merger Sub Inc.	Long	Debt	US	$1M	–	0.12
MPH Acquisition Holdings LLC	Long	Debt	US	$340K	–	0.03
MS&AD Insurance Group Holdings, Inc.	Long	Equity-common	JP	$38K	2K	0.00
MTR Corporation Limited	Long	Equity-common	HK	$6K	2K	0.00
MTU Aero Engines AG	Long	Equity-common	DE	$16K	64	0.00
Munchener Ruckversicherungs-Gesellschaft Aktiengesellschaft in Munchen	Long	Equity-common	DE	$8M	15K	0.76
Murata Manufacturing Co., Ltd.	Long	Equity-common	JP	$50K	2K	0.01
Murphy USA Inc.	Long	Equity-common	US	$100K	212	0.01
MVC Acquisition Corp.	Long	Debt	US	$1M	–	0.11
Nabors Industries, Inc.	Long	Debt	US	$588K	–	0.06
Natera, Inc.	Long	Equity-common	US	$439K	4K	0.04
National Australia Bank Limited	Long	Debt	AU	$746K	–	0.08
National Australia Bank Limited	Long	Equity-common	AU	$92K	4K	0.01
National Grid PLC	Long	Equity-common	GB	$65K	6K	0.01
Nationstar Mortgage Holdings Inc.	Long	Debt	US	$540K	–	0.05
Nationstar Mortgage Holdings Inc.	Long	Debt	US	$130K	–	0.01
Naturgy Energy Group, S.A.	Long	Equity-common	ES	$3K	153	0.00
NatWest Group PLC	Long	Equity-common	GB	$29K	7K	0.00
NAVER Corporation	Long	Equity-common	KR	$135K	1K	0.01
Navient Corporation	Long	Debt	US	$757K	–	0.08
Navient Corporation	Long	Debt	US	$622K	–	0.06
Navient Corporation	Long	Debt	US	$119K	–	0.01
NCL Corporation Ltd.	Long	Debt	US	$1M	–	0.12
NCL Corporation Ltd.	Long	Debt	US	$968K	–	0.10
NCL Corporation Ltd.	Long	Debt	US	$511K	–	0.05
NCL Corporation Ltd.	Long	Debt	US	$101K	–	0.01
NCL Finance, Ltd.	Long	Debt	US	$147K	–	0.01
Nec Corporation	Long	Equity-common	JP	$25K	300	0.00
Nederlandse Waterschapsbank N.V.	Long	Debt	AU	$296K	–	0.03
Neptune BidCo US Inc.	Long	Debt	US	$894K	–	0.09
Neste Oyj	Long	Equity-common	FI	$9K	528	0.00
Nestle S.A.	Long	Equity-common	CH	$10M	97K	1.01
NetEase, Inc.	Long	Equity-common	KY	$398K	21K	0.04
Netflix, Inc.	Long	Equity-common	US	$653K	968	0.07
Neuberger Berman Loan Advisers CLO 26 Ltd	Long	ABS-collateralized bond/debt obligation	US	$428K	–	0.04
Neurocrine Biosciences, Inc.	Long	Equity-common	US	$67K	488	0.01
New Enterprise Stone & Lime Co., Inc.	Long	Debt	US	$196K	–	0.02
NEW ZEALAND DOLLAR (Morgan Stanley & Co., Inc.)		Derivative-foreign exchange	NZ	$-1K	–	-0.00
NEW ZEALAND DOLLAR (Citibank, Inc.)		Derivative-foreign exchange	NZ	$-1K	–	-0.00
NEW ZEALAND DOLLAR (Barclays Capital Inc.)		Derivative-foreign exchange	NZ	$-1K	–	-0.00
NEW ZEALAND DOLLAR (Morgan Stanley & Co., Inc.)		Derivative-foreign exchange	NZ	$-3K	–	-0.00
NEW ZEALAND DOLLAR (Merrill Lynch Professional Clearing Corp.)		Derivative-foreign exchange	NZ	$-5K	–	-0.00
Newell Brands Inc.	Long	Debt	US	$523K	–	0.05
Newell Brands Inc.	Long	Equity-common	US	$42K	7K	0.00
Newell Brands Inc.	Long	Debt	US	$15K	–	0.00
Newfold Digital Holdings Group, Inc.	Long	Debt	US	$1M	–	0.11
Newmark Group, Inc.	Long	Debt	US	$945K	–	0.10
Nexi S.p.A.	Long	Equity-common	IT	$5K	771	0.00
NEXON Co., Ltd.	Long	Equity-common	JP	$9K	500	0.00
Nexstar Escrow Inc.	Long	Debt	US	$82K	–	0.01
Nexstar Media Group, Inc.	Long	Debt	US	$125K	–	0.01
Nexstar Media Group, Inc.	Long	Equity-common	US	$80K	483	0.01
Next PLC	Long	Equity-common	GB	$16K	144	0.00
NextEra Energy Operating Partners, LP	Long	Debt	US	$776K	–	0.08
NextEra Energy Operating Partners, LP	Long	Debt	US	$81K	–	0.01
NextEra Energy, Inc.	Long	Equity-common	US	$4M	63K	0.45
Nextracker LLC	Long	Equity-common	US	$58K	1K	0.01
NGK Insulators, Ltd.	Long	Equity-common	JP	$4K	300	0.00
Niagara Mohawk Power Corporation	Long	Debt	US	$721K	–	0.07
NIBE Industrier AB	Long	Equity-common	SE	$9K	2K	0.00
Nice Ltd	Long	Equity-common	IL	$13K	78	0.00
Nidec Corporation	Long	Equity-common	JP	$27K	600	0.00
Nintendo Co., Ltd.	Long	Equity-common	JP	$69K	1K	0.01
Nippon Building Fund Inc.	Long	Equity-common	JP	$7K	2	0.00
Nippon Paint Holdings Co., Ltd.	Long	Equity-common	JP	$8K	1K	0.00
Nippon Prologis REIT, Inc.	Long	Equity-common	JP	$6K	4	0.00
Nippon Sanso Holdings Corporation	Long	Equity-common	JP	$6K	200	0.00
Nippon Steel Corporation	Long	Equity-common	JP	$23K	1K	0.00
Nippon Telegraph and Telephone Corporation	Long	Equity-common	JP	$32K	34K	0.00
Nippon Yusen Kabushiki Kaisha	Long	Equity-common	JP	$17K	600	0.00
NiSource Inc.	Long	Equity-common	US	$107K	4K	0.01
Nissan Chemical Corporation	Long	Equity-common	JP	$3K	100	0.00
Nissan Motor Co., Ltd.	Long	Equity-common	JP	$9K	3K	0.00
Nissin Food Holdings Co., Ltd.	Long	Equity-common	JP	$8K	300	0.00
Niterra Co., Ltd.	Long	Equity-common	JP	$6K	200	0.00
Nitori Holdings Co., Ltd.	Long	Equity-common	JP	$11K	100	0.00
Nitto Denko Corporation	Long	Equity-common	JP	$16K	200	0.00
NMG Holding Company, Inc.	Long	Debt	US	$235K	–	0.02
NN Group N.V.	Long	Equity-common	NL	$16K	339	0.00
Nokia Oyj	Long	Equity-common	FI	$24K	6K	0.00
Nomura Holdings, Inc.	Long	Equity-common	JP	$21K	4K	0.00
Nomura Real Estate Holdings, Inc.	Long	Equity-common	JP	$3K	100	0.00
Nomura Real Estate Master Fund, Inc.	Long	Equity-common	JP	$4K	5	0.00
Nomura Research Institute, Ltd.	Long	Equity-common	JP	$17K	600	0.00
Nordea Bank Abp	Long	Equity-common	FI	$48K	4K	0.00
Nordnet AB	Long	Equity-common	SE	$4K	181	0.00
Norsk Hydro ASA	Long	Equity-common	NO	$10K	2K	0.00
Northern Oil and Gas Incorporated	Long	Debt	US	$894K	–	0.09
Northern Star Resources Ltd	Long	Equity-common	AU	$12K	1K	0.00
Northern Trust Corporation	Long	Equity-common	US	$282K	3K	0.03
Northrop Grumman Corporation	Long	Equity-common	US	$192K	440	0.02
NORWEGIAN KRONE (Standard Chartered Bank)		Derivative-foreign exchange	NO	$288.61	–	0.00
NORWEGIAN KRONE (Barclays Capital Inc.)		Derivative-foreign exchange	NO	$-3K	–	-0.00
Novartis AG	Long	Equity-common	CH	$269K	3K	0.03
Novelis Corporation	Long	Debt	US	$888K	–	0.09
Novo Nordisk A/S	Long	Equity-common	DK	$8M	53K	0.76
Novozymes A/S	Long	Equity-common	DK	$27K	435	0.00
NTT DATA Corporation	Long	Equity-common	JP	$10K	700	0.00
NuStar Logistics, L.P.	Long	Debt	US	$884K	–	0.09
NuStar Logistics, L.P.	Long	Debt	US	$81K	–	0.01
Nvent Electric Public Limited Company	Long	Equity-common	IE	$61K	797	0.01
NVIDIA Corporation	Long	Equity-common	US	$23M	190K	2.38
NXP Semiconductors N.V.	Long	Equity-common	NL	$217K	805	0.02
O'Reilly Automotive, Inc.	Long	Equity-common	US	$3M	3K	0.29
Obayashi Corporation	Long	Equity-common	JP	$10K	800	0.00
OBIC Co., Ltd.	Long	Equity-common	JP	$13K	100	0.00
OCP CLO 2015-9, Ltd.	Long	ABS-collateralized bond/debt obligation	US	$3M	–	0.31
OCP CLO 2022-25 Ltd	Long	ABS-collateralized bond/debt obligation	US	$1M	–	0.14
Odakyu Electric Railway Co., Ltd.	Long	Equity-common	JP	$4K	400	0.00
Old Claimco, LLC	Long	Debt	US	$968K	–	0.10
Olympus Corporation	Long	Equity-common	JP	$24K	2K	0.00
Olympus Water US Holding Corporation	Long	Debt	US	$1M	–	0.11
OMRON Corporation	Long	Equity-common	JP	$10K	300	0.00
OMV Aktiengesellschaft	Long	Equity-common	AT	$7K	171	0.00
On Semiconductor Corporation	Long	Debt	US	$920K	–	0.09
OneMain Finance Corporation	Long	Debt	US	$824K	–	0.08
OneMain Finance Corporation	Long	Debt	US	$291K	–	0.03
OneMain Finance Corporation	Long	Debt	US	$231K	–	0.02
Ono Pharmaceutical Co., Ltd.	Long	Equity-common	JP	$8K	600	0.00
Ontario Teachers' Finance Trust	Long	Debt	GB	$3M	–	0.32
Ontario Teachers' Finance Trust	Long	Debt	CA	$2M	–	0.21
Ontario Teachers' Finance Trust	Long	Debt	US	$1M	–	0.11
Ontario Teachers' Finance Trust	Long	Debt	CA	$830K	–	0.08
Ontario Teachers' Finance Trust	Long	Debt	CA	$198K	–	0.02
Ontario, Government of	Long	Debt	CA	$1M	–	0.15
Ontario, Government of	Long	Debt	CA	$859K	–	0.09
Oracle Corporation	Long	Equity-common	US	$436K	3K	0.04
Orange	Long	Equity-common	FR	$21K	2K	0.00
Organon & Co.	Long	Debt	US	$1M	–	0.12
Orica Limited	Long	Equity-common	AU	$7K	584	0.00
Oriental Land Co., Ltd.	Long	Equity-common	JP	$36K	1K	0.00
Origin Energy Limited	Long	Equity-common	AU	$15K	2K	0.00
Orion Oyj	Long	Equity-common	FI	$5K	127	0.00
Orion Oyj	Long	Equity-common	FI	$1K	32	0.00
ORIX Corporation	Long	Equity-common	JP	$31K	1K	0.00
Orkla ASA	Long	Equity-common	NO	$7K	923	0.00
Orlen S A	Long	Equity-common	PL	$12K	701	0.00
Orsted A/S	Long	Equity-common	DK	$12K	233	0.00
Osaka Gas Co., Ltd.	Long	Equity-common	JP	$11K	500	0.00
OSMTH of the Kingdom Of Sweden	Long	Debt	SE	$169K	–	0.02
OSMTH of the Kingdom Of Sweden	Long	Debt	SE	$144K	–	0.01
OSMTH of the Kingdom Of Sweden	Long	Debt	SE	$99K	–	0.01
Otis Worldwide Corporation	Long	Equity-common	US	$4M	45K	0.44
OTP Bank Nyrt.	Long	Equity-common	HU	$244K	5K	0.02
Otsuka Corporation	Long	Equity-common	JP	$6K	300	0.00
Otsuka Holdings Co., Ltd.	Long	Equity-common	JP	$25K	600	0.00
Oversea-Chinese Banking Corporation Limited	Long	Equity-common	SG	$40K	4K	0.00
Packaging Corporation of America	Long	Equity-common	US	$174K	951	0.02
Pactiv Evergreen Group Issuer LLC	Long	Debt	US	$198K	–	0.02
Palmer Square Loan Funding 2022-2 Ltd	Long	ABS-collateralized bond/debt obligation	US	$2M	–	0.16
Palmer Square Loan Funding 2024-3 Ltd	Long	ABS-collateralized bond/debt obligation	US	$1M	–	0.11
Palmer Square Loan Funding 2024-3 Ltd	Long	ABS-collateralized bond/debt obligation	US	$1M	–	0.11
Palmer Square Management L.L.C.	Long	ABS-collateralized bond/debt obligation	US	$530K	–	0.05
Palo Alto Networks, Inc.	Long	Equity-common	US	$589K	2K	0.06
Pan Pacific International Holdings Corporation	Long	Equity-common	JP	$16K	700	0.00
Panasonic Holdings Corporation	Long	Equity-common	JP	$24K	3K	0.00
Pandora A/S	Long	Equity-common	DK	$15K	98	0.00
Paramount Global	Long	Debt	US	$546K	–	0.06
Park Intermediate Holdings LLC	Long	Debt	US	$344K	–	0.03
Partners Group Holding AG	Long	Equity-common	CH	$36K	28	0.00
Party City Holdings Inc.	Long	Debt	US	$15	–	0.00
Pattern Energy Group Inc.	Long	Debt	US	$29K	–	0.00
PBF Holding Company LLC	Long	Debt	US	$928K	–	0.09
Pearl Merger Sub Inc.	Long	Debt	US	$792K	–	0.08
Pearson PLC	Long	Equity-common	GB	$10K	836	0.00
PennyMac Financial Services, Inc.	Long	Debt	US	$606K	–	0.06
Penske Automotive Group, Inc.	Long	Debt	US	$253K	–	0.03
Performance Food Group Company	Long	Equity-common	US	$241K	4K	0.02
Pernod Ricard	Long	Equity-common	FR	$33K	246	0.00
Persimmon Public Limited Company	Long	Equity-common	GB	$7K	385	0.00
PERUVIAN NUEVO SOL (Citibank, Inc.)		Derivative-foreign exchange	PE	$-3K	–	-0.00
PERUVIAN NUEVO SOL (BNP Paribas Securities)		Derivative-foreign exchange	PE	$-6K	–	-0.00
Petroleo Brasileiro S/A Petrobras.	Long	Equity-preferred	BR	$509K	75K	0.05
PetSmart, LLC	Long	Debt	US	$1M	–	0.10
PG&E Corporation	Long	Debt	US	$564K	–	0.06
PG&E Corporation	Long	Equity-common	US	$133K	8K	0.01
Philip Morris International Inc.	Long	Equity-common	US	$499K	5K	0.05
Phillips 66	Long	Equity-common	US	$191K	1K	0.02
Phoenix Group Holdings PLC	Long	Equity-common	GB	$8K	1K	0.00
Picasso Finance Sub, Inc.	Long	Debt	US	$377K	–	0.04
Pike Corporation	Long	Debt	US	$327K	–	0.03
Pilbara Minerals Limited	Long	Equity-common	AU	$7K	3K	0.00
Pinduoduo (Shanghai) Network Technology Co., Ltd.	Long	Equity-common	KY	$319K	2K	0.03
Ping An Insurance (Group) Company of China, Ltd.	Long	Equity-common	CN	$296K	66K	0.03
Pirelli & C. S.p.A.	Long	Equity-common	IT	$2K	338	0.00
POLISH ZLOTY (HSBC Securities, Inc.)		Derivative-foreign exchange	PL	$9K	–	0.00
POLISH ZLOTY (Barclays Capital Inc.)		Derivative-foreign exchange	PL	$-27K	–	-0.00
Pool Corporation	Long	Equity-common	US	$118K	383	0.01
Post Holdings, Inc.	Long	Equity-common	US	$141K	1K	0.01
Poste Italiane - Societa' Per Azioni	Long	Equity-common	IT	$10K	763	0.00
Power Assets Holdings Limited	Long	Equity-common	HK	$11K	2K	0.00
Powszechna Kasa Oszczednosci Bank Polski Spolka Akcyjna	Long	Equity-common	PL	$16K	1K	0.00
Powszechny Zaklad Ubezpieczen Spolka Akcyjna	Long	Equity-common	PL	$9K	683	0.00
Presidio Holdings, Inc.	Long	Debt	US	$73K	–	0.01
Prime Healthcare Services, Inc.	Long	Debt	US	$188K	–	0.02
Prime Security Services Borrower, LLC	Long	Debt	US	$920K	–	0.09
Procter & Gamble Company, The	Long	Equity-common	US	$198K	1K	0.02
ProLogis Inc.	Long	Equity-common	US	$4M	33K	0.38
Prosus N.V.	Long	Equity-common	NL	$63K	2K	0.01
Prysmian S.p.A.	Long	Equity-common	IT	$21K	337	0.00
PT Bank Mandiri (Persero) Tbk.	Long	Equity-common	ID	$218K	580K	0.02
PT. Bank Central Asia Tbk	Long	Equity-common	ID	$1M	2M	0.13
PT. Bank Rakyat Indonesia (Persero) Tbk.	Long	Equity-common	ID	$357K	1M	0.04
PT. Telkom Indonesia (Persero) Tbk	Long	Equity-common	ID	$197K	1M	0.02
PTC Inc.	Long	Debt	US	$234K	–	0.02
PTT Exploration And Production Public Company Limited	Long	Equity-common	TH	$191K	46K	0.02
Public Service Enterprise Group Incorporated	Long	Equity-common	US	$2M	32K	0.24
Public Storage Operating Company	Long	Equity-common	US	$230K	800	0.02
Publichnoe Aktsionernoe Obshchestvo Severstal	Long	Equity-common	RU	$0.02	15K	0.00
Publicis Groupe SA	Long	Equity-common	FR	$30K	281	0.00
Qantas Airways Limited	Long	Equity-common	AU	$4K	1K	0.00
Qatar, The Amiri Diwan of The State of	Long	Debt	US	$1M	–	0.12
QBE Insurance Group Limited	Long	Equity-common	AU	$21K	2K	0.00
Qiagen N.V.	Long	Equity-common	NL	$11K	265.08	0.00
Quanta Computer Inc.	Long	Equity-common	TW	$296K	31K	0.03
Quanta Services, Inc.	Long	Equity-common	US	$498K	2K	0.05
QVC, Inc.	Long	Debt	US	$660K	–	0.07
QVC, Inc.	Long	Debt	US	$273K	–	0.03
Radiate HoldCo, LLC	Long	Debt	US	$763K	–	0.08
Raia Drogasil S.A.	Long	Equity-common	BR	$180K	39K	0.02
Raiffeisen Bank International AG	Long	Equity-common	AT	$3K	187	0.00
Rakuten Group, Inc.	Long	Equity-common	JP	$10K	2K	0.00
Ralph Lauren Corporation	Long	Equity-common	US	$41K	236	0.00
Ramsay Health Care Limited	Long	Equity-common	AU	$7K	221	0.00
Rayonier Inc.	Long	Equity-common	US	$67K	2K	0.01
REA Group Ltd	Long	Equity-common	AU	$8K	63	0.00
Realtek Semiconductor Corporation	Long	Equity-common	TW	$319K	19K	0.03
Realty Income Corporation	Long	Debt	US	$557K	–	0.06
REC Limited	Long	Equity-common	IN	$80K	13K	0.01
Reckitt Benckiser Group PLC	Long	Equity-common	GB	$47K	869	0.00
Recordati Industria Chimica E Farmaceutica S.P.A. In Breve Recordati S.P.A.	Long	Equity-common	IT	$6K	117	0.00
Recruit Holdings Co., Ltd.	Long	Equity-common	JP	$102K	2K	0.01
Redeia Corporacion SA	Long	Equity-common	ES	$8K	458	0.00
Reece Limited	Long	Equity-common	AU	$8K	450	0.00
Regal Rexnord Corporation	Long	Equity-common	US	$82K	604	0.01
Regency Centers Corporation	Long	Equity-common	US	$141K	2K	0.01
Regeneron Pharmaceuticals, Inc.	Long	Equity-common	US	$7M	7K	0.75
Regional, S.A.B. De C.V.	Long	Equity-common	MX	$106K	14K	0.01
Regions Financial Corporation	Long	Equity-common	US	$151K	8K	0.02
Reliance Industries Limited	Long	Equity-common	IN	$736K	20K	0.07
Relx PLC	Long	Equity-common	GB	$2M	51K	0.24
Relx PLC	Long	Equity-common	GB	$1M	29K	0.14
Renesas Electronics Corporation	Long	Equity-common	JP	$34K	2K	0.00
Rentokil Initial PLC	Long	Equity-common	GB	$18K	3K	0.00
Repsol SA	Long	Equity-common	ES	$22K	1K	0.00
Resona Holdings, Inc.	Long	Equity-common	JP	$19K	3K	0.00
Reynolds Group Issuer Inc.	Long	Debt	US	$972K	–	0.10
Rheinmetall Aktiengesellschaft	Long	Equity-common	DE	$28K	54	0.00
RHP Hotel Properties, LP	Long	Debt	US	$89K	–	0.01
Ricoh Company, Ltd.	Long	Equity-common	JP	$7K	800	0.00
Rightmove PLC	Long	Equity-common	GB	$7K	965	0.00
Rio Tinto Limited	Long	Equity-common	AU	$36K	458	0.00
Rio Tinto PLC	Long	Equity-common	GB	$85K	1K	0.01
RITHM Capital Corp.	Long	Debt	US	$130K	–	0.01
Roche Holding AG	Long	Equity-preferred	CH	$237K	854	0.02
Roche Holding AG	Long	Equity-common	CH	$12K	38	0.00
Rocket Mortgage, LLC	Long	Debt	US	$644K	–	0.07
Rocket Mortgage, LLC	Long	Debt	US	$552K	–	0.06
ROHM Co., Ltd.	Long	Equity-common	JP	$4K	300	0.00
Rolls-Royce Holdings PLC	Long	Equity-common	GB	$60K	10K	0.01
Romania, Government of	Long	Debt	RO	$365K	–	0.04
ROMANIAN LEU (BNP Paribas Securities)		Derivative-foreign exchange	RO	$782.04	–	0.00
ROMANIAN LEU (Barclays Capital Inc.)		Derivative-foreign exchange	RO	$-4K	–	-0.00
Ross Stores, Inc.	Long	Equity-common	US	$3M	23K	0.35
Royal Caribbean Cruises Ltd.	Long	Debt	US	$1M	–	0.12
Royal Caribbean Cruises Ltd.	Long	Debt	US	$1000K	–	0.10
Royal Caribbean Cruises Ltd.	Long	Debt	US	$930K	–	0.09
Royal Caribbean Cruises Ltd.	Long	Equity-common	US	$110K	688	0.01
Royalty Pharma PLC	Long	Equity-common	GB	$155K	6K	0.02
RTX Corporation	Long	Equity-common	US	$176K	2K	0.02
RWE Aktiengesellschaft	Long	Equity-common	DE	$29K	835	0.00
S-Oil Corporation	Long	Equity-common	KR	$118K	2K	0.01
Saab AB	Long	Equity-common	SE	$11K	440	0.00
Sabre GLBL Inc.	Long	Debt	US	$980K	–	0.10
Sabre GLBL Inc.	Long	Debt	US	$203K	–	0.02
Safeway Inc.	Long	Debt	US	$1M	–	0.12
Safeway Inc.	Long	Debt	US	$1M	–	0.12
Safran	Long	Equity-common	FR	$5M	22K	0.47
Sagicor Financial Corporation Limited	Long	Debt	US	$259K	–	0.03
Saia, Inc.	Long	Equity-common	US	$324K	684	0.03
Salesforce, Inc.	Long	Equity-common	US	$3M	10K	0.26
SalMar ASA	Long	Equity-common	NO	$5K	94	0.00
Sampo Oyj	Long	Equity-common	FI	$25K	577	0.00
Samsung Electronics Co., Ltd.	Long	Equity-common	KR	$6M	107K	0.64
Samsung Fire & Marine Insurance Co., Ltd.	Long	Equity-common	KR	$217K	773	0.02
Sandor-Palota	Long	Debt	HU	$1M	–	0.11
Sandor-Palota	Long	Debt	US	$261K	–	0.03
Sandor-Palota	Long	Debt	HU	$234K	–	0.02
Sandor-Palota	Long	Debt	HU	$111K	–	0.01
Sandor-Palota	Long	Debt	HU	$81K	–	0.01
Sandoz Group AG	Long	Equity-common	CH	$17K	474	0.00
Sands China Ltd.	Long	Equity-common	KY	$7K	3K	0.00
Sandvik Aktiebolag	Long	Equity-common	SE	$25K	1K	0.00
Sanofi	Long	Equity-common	FR	$135K	1K	0.01
Santander Bank Polska Spolka Akcyjna	Long	Equity-common	PL	$5K	35	0.00
Santos Limited	Long	Equity-common	AU	$18K	4K	0.00
SAP SE	Long	Equity-common	DE	$265K	1K	0.03
Sartorius Aktiengesellschaft	Long	Equity-preferred	DE	$7K	32	0.00
Sartorius Stedim Biotech	Long	Equity-common	FR	$6K	35	0.00
Saudi Arabia, Kingdom of	Long	Debt	US	$1M	–	0.10
Saudi Arabia, Kingdom of	Long	Debt	GB	$879K	–	0.09
Saudi Arabian Oil Company	Long	Equity-common	SA	$182K	25K	0.02
SBA Communications Corporation	Long	Debt	US	$1M	–	0.11
SBA Communications Corporation	Long	Debt	US	$916K	–	0.09
SBA Communications Corporation	Long	Equity-common	US	$318K	2K	0.03
SBI Holdings, Inc.	Long	Equity-common	JP	$8K	300	0.00
Scentre Group Limited	Long	Equity-common	AU	$14K	7K	0.00
Schibsted ASA	Long	Equity-common	NO	$3K	115	0.00
Schibsted ASA	Long	Equity-common	NO	$3K	86	0.00
Schindler Holding AG	Long	Equity-preferred	CH	$13K	51	0.00
Schindler Holding AG	Long	Equity-common	CH	$8K	34	0.00
Schneider Electric SE	Long	Equity-common	FR	$166K	689	0.02
Schroders PLC	Long	Equity-common	GB	$11K	2K	0.00
Scih Salt Holdings Inc.	Long	Debt	US	$821K	–	0.08
SCIL IV LLC / SCIL USA Holdings LLC	Long	Debt	US	$867K	–	0.09
SCREEN Holdings Co., Ltd.	Long	Equity-common	JP	$9K	100	0.00
Scripps Escrow II, Inc.	Long	Debt	US	$340K	–	0.03
SCSK Corporation	Long	Equity-common	JP	$4K	200	0.00
Seagate Technology Holdings Public Limited Company	Long	Equity-common	IE	$312K	3K	0.03
Sealed Air Corporation	Long	Debt	US	$1M	–	0.10
Secom Co., Ltd.	Long	Equity-common	JP	$12K	200	0.00
Securitas AB	Long	Equity-common	SE	$6K	636	0.00
SEEK Limited	Long	Equity-common	AU	$6K	391	0.00
Segretariato Generale Della Presidenza Della Repubblica	Long	Debt	IT	$2M	–	0.18
Segretariato Generale Della Presidenza Della Repubblica	Long	Debt	IT	$779K	–	0.08
Segretariato Generale Della Presidenza Della Repubblica	Long	Debt	IT	$552K	–	0.06
Segretariato Generale Della Presidenza Della Repubblica	Long	Debt	IT	$358K	–	0.04
Segretariato Generale Della Presidenza Della Repubblica	Long	Debt	IT	$179K	–	0.02
Segretariato Generale Della Presidenza Della Repubblica	Long	Debt	IT	$171K	–	0.02
Segretariato Generale Della Presidenza Della Repubblica	Long	Debt	IT	$170K	–	0.02
Segretariato Generale Della Presidenza Della Repubblica	Long	Debt	IT	$151K	–	0.02
Segretariato Generale Della Presidenza Della Repubblica	Long	Debt	IT	$99K	–	0.01
Segretariato Generale Della Presidenza Della Repubblica	Long	Debt	IT	$98K	–	0.01
Segretariato Generale Della Presidenza Della Repubblica	Long	Debt	IT	$54K	–	0.01
Segretariato Generale Della Presidenza Della Repubblica	Long	Debt	IT	$40K	–	0.00
Segretariato Generale Della Presidenza Della Repubblica	Long	Debt	IT	$35K	–	0.00
Segretariato Generale Della Presidenza Della Repubblica	Long	Debt	IT	$20K	–	0.00
Segretariato Generale Della Presidenza Della Repubblica	Long	Debt	IT	$3K	–	0.00
SEGRO Public Limited Company	Long	Equity-common	GB	$17K	2K	0.00
Seiko Epson Corporation.	Long	Equity-common	JP	$6K	400	0.00
Sekisui Chemical Co., Ltd.	Long	Equity-common	JP	$3K	200	0.00
Sekisui House, Ltd.	Long	Equity-common	JP	$13K	600	0.00
Sensata Technologies B.V.	Long	Debt	US	$1M	–	0.11
Service Public Federal Chancellerie Du Premier Ministre	Long	Debt	BE	$354K	–	0.04
Service Public Federal Chancellerie Du Premier Ministre	Long	Debt	BE	$276K	–	0.03
Service Public Federal Chancellerie Du Premier Ministre	Long	Debt	BE	$274K	–	0.03
Service Public Federal Chancellerie Du Premier Ministre	Long	Debt	BE	$103K	–	0.01
Service Public Federal Chancellerie Du Premier Ministre	Long	Debt	BE	$74K	–	0.01
Service Public Federal Chancellerie Du Premier Ministre	Long	Debt	BE	$21K	–	0.00
Service Public Federal Chancellerie Du Premier Ministre	Long	Debt	BE	$3K	–	0.00
Seven & I Holdings Co., Ltd.	Long	Equity-common	JP	$37K	3K	0.00
Seven Group Holdings Limited	Long	Equity-common	AU	$6K	227	0.00
Severn Trent PLC	Long	Equity-common	GB	$10K	327	0.00
SG Holdings Co., Ltd.	Long	Equity-common	JP	$5K	500	0.00
SGS SA	Long	Equity-common	CH	$16K	180	0.00
Shell PLC	Long	Equity-common	GB	$7M	187K	0.68
Shenzhen Mindray Bio-Medical Electronics Co., Ltd.	Long	Equity-common	CN	$192K	5K	0.02
Shenzhou International Group Holdings Limited	Long	Equity-common	KY	$224K	23K	0.02
Shimadzu Corporation	Long	Equity-common	JP	$10K	400	0.00
Shimano Inc.	Long	Equity-common	JP	$15K	100	0.00
Shimizu Corporation	Long	Equity-common	JP	$3K	600	0.00
Shin-Etsu Chemical Co., Ltd.	Long	Equity-common	JP	$9M	232K	0.92
Shionogi & Co., Ltd.	Long	Equity-common	JP	$12K	300	0.00
Shiseido Company, Limited	Long	Equity-common	JP	$14K	500	0.00
Shoprite Holdings	Long	Equity-common	ZA	$304K	19K	0.03
Shriram Finance Limited	Long	Equity-common	IN	$227K	6K	0.02
Shutterfly, LLC	Long	Debt	US	$16K	–	0.00
Siemens Aktiengesellschaft	Long	Equity-common	DE	$162K	874	0.02
Siemens Energy AG	Long	Equity-common	DE	$16K	634	0.00
Siemens Healthineers AG	Long	Equity-common	DE	$19K	326	0.00
Sika AG	Long	Equity-common	CH	$56K	198	0.01
Silergy Corp.	Long	Equity-common	KY	$241K	17K	0.02
Silgan Holdings Inc.	Long	Debt	US	$267K	–	0.03
Silgan Holdings Inc.	Long	Equity-common	US	$156K	4K	0.02
Simmons Foods, Inc.	Long	Debt	US	$386K	–	0.04
Singapore Airlines Limited	Long	Equity-common	SG	$8K	2K	0.00
SINGAPORE DOLLAR (BNP Paribas Securities)		Derivative-foreign exchange	SG	$-1K	–	-0.00
SINGAPORE DOLLAR (Morgan Stanley & Co., Inc.)		Derivative-foreign exchange	SG	$-6K	–	-0.00
Singapore Exchange Limited	Long	Equity-common	SG	$6K	900	0.00
Singapore Technologies Engineering Ltd	Long	Equity-common	SG	$6K	2K	0.00
Singapore Telecommunications Limited	Long	Equity-common	SG	$219K	109K	0.02
Sino Land Company Limited	Long	Equity-common	HK	$4K	4K	0.00
Sirius XM Holdings Inc.	Long	Equity-common	US	$19K	7K	0.00
Sirius XM Radio Inc.	Long	Debt	US	$1M	–	0.13
Sirius XM Radio Inc.	Long	Debt	US	$705K	–	0.07
Sitio Royalties Operating Partnership, LP	Long	Debt	US	$303K	–	0.03
SK Hynix Inc.	Long	Equity-common	KR	$6M	33K	0.57
Skandinaviska Enskilda Banken AB	Long	Equity-common	SE	$26K	2K	0.00
Skanska AB	Long	Equity-common	SE	$7K	380	0.00
SLM Corporation	Long	Debt	US	$1M	–	0.11
SLM Corporation	Long	Debt	US	$9K	–	0.00
SM Entertainment Co., Ltd.	Long	Equity-common	KR	$131K	2K	0.01
SMC Corporation	Long	Equity-common	JP	$48K	100	0.00
Smith & Nephew PLC	Long	Equity-common	GB	$13K	1K	0.00
Smiths Group PLC	Long	Equity-common	GB	$9K	418	0.00
Smurfit Kappa Funding Designated Activity Company	Long	Equity-common	IE	$13K	301	0.00
Snam S.P.A.	Long	Equity-common	IT	$11K	3K	0.00
Snowflake Inc.	Long	Equity-common	US	$211K	2K	0.02
Societe d'exploitation Hoteliere	Long	Equity-common	FR	$9K	100	0.00
Societe Generale	Long	Debt	FR	$535K	–	0.05
Societe Generale	Long	Debt	FR	$93K	–	0.01
Societe Generale	Long	Equity-common	FR	$21K	884	0.00
Sofina	Long	Equity-common	BE	$4K	18	0.00
SoftBank Corp.	Long	Equity-common	JP	$43K	4K	0.00
SoftBank Group Corp	Long	Equity-common	JP	$78K	1K	0.01
Sojitz Corporation	Long	Equity-common	JP	$6K	240	0.00
Sompo Holdings, Inc.	Long	Equity-common	JP	$26K	1K	0.00
Sonic Healthcare Limited	Long	Equity-common	AU	$10K	574	0.00
Sonova Holding AG	Long	Equity-common	CH	$19K	61	0.00
Sony Group Corporation	Long	Equity-common	JP	$1M	14K	0.12
Sotheby's, Inc.	Long	Debt	US	$878K	–	0.09
SOUTH AFRICAN RAND (Barclays Capital Inc.)		Derivative-foreign exchange	ZA	$11K	–	0.00
SOUTH KOREAN WON (BNP Paribas Securities)		Derivative-foreign exchange	KR	$21K	–	0.00
SOUTH KOREAN WON (Morgan Stanley & Co., Inc.)		Derivative-foreign exchange	KR	$-6K	–	-0.00
South32 Limited	Long	Equity-common	AU	$14K	6K	0.00
Southern Power Company	Long	Debt	US	$671K	–	0.07
Southwestern Energy Company	Long	Debt	US	$355K	–	0.04
Spark New Zealand Limited	Long	Equity-common	NZ	$6K	2K	0.00
Specialty Building Products Holdings, LLC	Long	Debt	US	$993K	–	0.10
Spectrum Management Holding Company, LLC	Long	Debt	US	$666K	–	0.07
Spirax Group PLC	Long	Equity-common	GB	$10K	90	0.00
Spirit Airlines, Inc.	Long	Debt	US	$567K	–	0.06
Spirit Airlines, Inc.	Long	Debt	US	$335K	–	0.03
Square Enix Holdings Co., Ltd.	Long	Equity-common	JP	$3K	100	0.00
SRM Escrow Issuer, LLC	Long	Debt	US	$728K	–	0.07
SSAB AB	Long	Equity-common	SE	$4K	728	0.00
SSAB AB	Long	Equity-common	SE	$2K	289	0.00
SSE PLC	Long	Equity-common	GB	$2M	95K	0.22
Staat der Nederlanden	Long	Debt	NL	$385K	–	0.04
Staat der Nederlanden	Long	Debt	NL	$346K	–	0.04
Staat der Nederlanden	Long	Debt	NL	$107K	–	0.01
Staat der Nederlanden	Long	Debt	NL	$96K	–	0.01
Staat der Nederlanden	Long	Debt	NL	$52K	–	0.01
Staat der Nederlanden	Long	Debt	NL	$27K	–	0.00
Staat der Nederlanden	Long	Debt	NL	$13K	–	0.00
Standard Chartered PLC	Long	Equity-common	GB	$24K	3K	0.00
Starwood Property Trust, Inc.	Long	Debt	US	$370K	–	0.04
Starwood Property Trust, Inc.	Long	Debt	US	$269K	–	0.03
State Street Corporation	Long	Equity-common	US	$175K	2K	0.02
Station Casinos LLC	Long	Debt	US	$969K	–	0.10
STMicroelectronics N.V.	Long	Equity-common	NL	$31K	785	0.00
Stockland Corporation Ltd	Long	Equity-common	AU	$8K	3K	0.00
Stora Enso Oyj	Long	Equity-common	FI	$10K	711	0.00
Storebrand ASA	Long	Equity-common	NO	$5K	526	0.00
Strabag SE	Long	Equity-common	AT	$208	5	0.00
Strathcona Resources Ltd.	Long	Debt	US	$121K	–	0.01
Straumann Holding AG	Long	Equity-common	CH	$17K	137	0.00
Stryker Corporation	Long	Equity-common	US	$4M	11K	0.38
Subaru Corporation.	Long	Equity-common	JP	$17K	800	0.00
SUMCO Corporation	Long	Equity-common	JP	$4K	300	0.00
Sumitomo Corporation	Long	Equity-common	JP	$35K	1K	0.00
Sumitomo Electric Industries, Ltd.	Long	Equity-common	JP	$14K	900	0.00
Sumitomo Metal Mining Co., Ltd.	Long	Equity-common	JP	$9K	300	0.00
Sumitomo Mitsui Financial Group, Inc.	Long	Equity-common	JP	$107K	2K	0.01
Sumitomo Mitsui Trust Bank, Limited	Long	Equity-common	JP	$21K	900	0.00
Sumitomo Realty & Development Co., Ltd.	Long	Equity-common	JP	$18K	600	0.00
Summit Midstream Holdings, LLC	Long	Debt	US	$260K	–	0.03
Sun Hung Kai Properties Limited	Long	Equity-common	HK	$17K	2K	0.00
Suncorp Group Limited	Long	Equity-common	AU	$18K	2K	0.00
Sunoco LP	Long	Debt	US	$1M	–	0.12
Sunoco LP	Long	Debt	US	$254K	–	0.03
Sunoco LP	Long	Debt	US	$114K	–	0.01
Sunoco LP	Long	Debt	US	$25K	–	0.00
Suntory Beverage & Food Limited	Long	Equity-common	JP	$7K	200	0.00
Suzuki Motor Corporation	Long	Equity-common	JP	$27K	2K	0.00
Svenska Cellulosa Aktiebolaget SCA	Long	Equity-common	SE	$11K	717	0.00
Svenska Cellulosa Aktiebolaget SCA	Long	Equity-common	SE	$340.87	23	0.00
Svenska Handelsbanken AB	Long	Short-term investment vehicle	US	$239K	–	0.02
Svenska Handelsbanken AB	Long	Equity-common	SE	$17K	2K	0.00
Svenska Handelsbanken AB	Long	Equity-common	SE	$497.36	43	0.00
Swedbank AB	Long	Equity-common	SE	$25K	1K	0.00
SWEDISH KRONA (Citibank, Inc.)		Derivative-foreign exchange	SE	$-538.5	–	-0.00
SWEDISH KRONA (Barclays Capital Inc.)		Derivative-foreign exchange	SE	$-2K	–	-0.00
SWEDISH KRONA (Morgan Stanley & Co., Inc.)		Derivative-foreign exchange	SE	$-6K	–	-0.00
Swedish Orphan Biovitrum AB (Publ)	Long	Equity-common	SE	$5K	203	0.00
Swire Pacific Limited	Long	Equity-common	HK	$4K	500	0.00
Swire Pacific Limited	Long	Equity-common	HK	$3K	3K	0.00
Swire Properties Limited	Long	Equity-common	HK	$2K	1K	0.00
SWISS FRANC (Barclays Capital Inc.)		Derivative-foreign exchange	CH	$49K	–	0.00
SWISS FRANC (Citibank, Inc.)		Derivative-foreign exchange	CH	$-40.18	–	-0.00
SWISS FRANC (BNP Paribas Securities)		Derivative-foreign exchange	CH	$-916.06	–	-0.00
SWISS FRANC (Goldman Sachs & Co.)		Derivative-foreign exchange	CH	$-1K	–	-0.00
SWISS FRANC (Morgan Stanley & Co., Inc.)		Derivative-foreign exchange	CH	$-12K	–	-0.00
Swiss Life Holding AG	Long	Equity-common	CH	$26K	36	0.00
Swiss Re AG	Long	Equity-common	CH	$43K	350	0.00
Swisscom AG	Long	Equity-common	CH	$19K	34	0.00
Syensqo	Long	Equity-common	BE	$8K	90	0.00
Symphony CLO XIX Ltd	Long	ABS-collateralized bond/debt obligation	US	$621K	–	0.06
Symphony CLO XVI, Ltd	Long	ABS-collateralized bond/debt obligation	US	$250K	–	0.03
Symrise AG	Long	Equity-common	DE	$19K	155	0.00
Synopsys, Inc.	Long	Equity-common	US	$414K	696	0.04
Sysmex Corporation	Long	Equity-common	JP	$11K	700	0.00
T-Mobile US, Inc.	Long	Equity-common	US	$86K	488	0.01
T&D Holdings, lnc.	Long	Equity-common	JP	$12K	700	0.00
Taisei Corporation	Long	Equity-common	JP	$7K	200	0.00
Taiwan Semiconductor Manufacturing Company Limited	Long	Equity-common	TW	$10M	320K	0.97
Taiwan Semiconductor Manufacturing Company Limited	Long	Equity-common	TW	$8M	46K	0.82
Take-Two Interactive Software, Inc.	Long	Equity-common	US	$323K	2K	0.03
Takeda Pharmaceutical Co Ltd	Long	Equity-common	JP	$49K	2K	0.01
Talanx Aktiengesellschaft	Long	Equity-common	DE	$6K	73	0.00
Tallgrass Energy Partners, LP	Long	Debt	US	$960K	–	0.10
Tata Motors Limited	Long	Equity-common	IN	$111K	9K	0.01
Tata Steel Limited	Long	Equity-common	IN	$151K	72K	0.02
Taylor Wimpey PLC	Long	Equity-common	GB	$8K	4K	0.00
TD SYNNEX Corporation	Long	Equity-common	US	$126K	1K	0.01
TDK Corporation	Long	Equity-common	JP	$31K	500	0.00
TechnipFMC PLC	Long	Equity-common	GB	$503K	19K	0.05
Techtronic Industries Company Limited	Long	Equity-common	HK	$233K	21K	0.02
TEGNA Inc.	Long	Debt	US	$1M	–	0.13
Tele2 AB	Long	Equity-common	SE	$6K	614	0.00
Telecom Italia S.p.A.	Long	Equity-common	IT	$3K	12K	0.00
Telecom Italia S.p.A.	Long	Equity-preferred	IT	$2K	7K	0.00
Telefonaktiebolaget LM Ericsson	Long	Equity-common	SE	$20K	3K	0.00
Telefonaktiebolaget LM Ericsson	Long	Equity-common	SE	$419.79	67	0.00
Telefonica, S.A.	Long	Equity-common	ES	$27K	6K	0.00
Telekom Austria Aktiengesellschaft	Long	Equity-common	AT	$2K	152	0.00
Telenor ASA	Long	Equity-common	NO	$9K	757	0.00
Telia Company AB	Long	Equity-common	SE	$7K	3K	0.00
Telstra Corporation Limited	Long	Equity-common	AU	$12K	5K	0.00
Temasek Financial (I) Limited	Long	Debt	US	$940K	–	0.10
Temasek Financial (I) Limited	Long	Debt	US	$241K	–	0.02
Tempur Sealy International, Inc.	Long	Debt	US	$961K	–	0.10
Tenaris S.A.	Long	Equity-common	LU	$9K	558	0.00
Tencent Holdings Limited	Long	Equity-common	KY	$5M	95K	0.46
Tenet Healthcare Corporation	Long	Debt	US	$1M	–	0.12
Tenet Healthcare Corporation	Long	Debt	US	$890K	–	0.09
Tenet Healthcare Corporation	Long	Debt	US	$764K	–	0.08
Tenneco Inc.	Long	Debt	US	$1M	–	0.12
Teradyne, Inc.	Long	Equity-common	US	$394K	3K	0.04
Terna - Rete Elettrica Nazionale Societa Per Azioni	Long	Equity-common	IT	$13K	2K	0.00
Terumo Corporation	Long	Equity-common	JP	$609K	37K	0.06
Tesco PLC	Long	Equity-common	GB	$32K	8K	0.00
Tesla Inc.	Long	Equity-common	US	$403K	2K	0.04
Teva Pharmaceutical Industries Ltd	Long	Equity-common	IL	$23K	1K	0.00
Texas Instruments Incorporated	Long	Equity-common	US	$196K	1K	0.02
Texas Roadhouse, Inc.	Long	Equity-common	US	$52K	305	0.01
THAI BAHT (Barclays Capital Inc.)		Derivative-foreign exchange	TH	$2K	–	0.00
THAI BAHT (HSBC Securities, Inc.)		Derivative-foreign exchange	TH	$1K	–	0.00
Thai Oil Public Company Limited	Long	Equity-common	TH	$246K	171K	0.03
Thales	Long	Equity-common	FR	$18K	115	0.00
The AES Corporation	Long	Equity-common	US	$48K	3K	0.00
The Berkeley Group Holdings PLC	Long	Equity-common	GB	$8K	137.543	0.00
The Charles Schwab Corporation	Long	Equity-common	US	$2M	22K	0.17
The Chemours Company	Long	Debt	US	$287K	–	0.03
The Chemours Company	Long	Equity-common	US	$228K	10K	0.02
The Chiba Bank, Ltd.	Long	Equity-common	JP	$9K	1K	0.00
The Cigna Group	Long	Equity-common	US	$111K	335	0.01
The Cooper Companies, Inc.	Long	Equity-common	US	$286K	3K	0.03
The Export-Import Bank of Korea	Long	Debt	KR	$2M	–	0.21
The Export-Import Bank of Korea	Long	Debt	US	$2M	–	0.16
The Export-Import Bank of Korea	Long	Debt	US	$1M	–	0.10
The Export-Import Bank of Korea	Long	Debt	US	$421K	–	0.04
The Goodyear Tire & Rubber Company	Long	Debt	US	$1M	–	0.11
The Hershey Company	Long	Equity-common	US	$90K	490	0.01
The Kansai Electric Power Company, Incorporated	Long	Equity-common	JP	$17K	1K	0.00
The Lottery Corporation Limited	Long	Equity-common	AU	$9K	3K	0.00
The Middleby Corporation	Long	Equity-common	US	$41K	332	0.00
The Necessity Retail REIT, Inc.	Long	Debt	US	$836K	–	0.09
The Philippines, Government of	Long	Debt	PH	$420K	–	0.04
The PNC Financial Services Group, Inc.	Long	Equity-common	US	$180K	1K	0.02
The Progressive Corporation	Long	Equity-common	US	$555K	3K	0.06
The Providence Service Corporation	Long	Debt	US	$181K	–	0.02
The Province of Alberta, Government of	Long	Debt	CA	$28K	–	0.00
The Province of British Columbia, Government of	Long	Debt	CA	$211K	–	0.02
The Province of British Columbia, Government of	Long	Debt	CA	$91K	–	0.01
The Republic of Korea, Government of	Long	Debt	KR	$501K	–	0.05
The Sage Group PLC.	Long	Equity-common	GB	$17K	1K	0.00
The Saudi National Bank	Long	Equity-common	SA	$377K	39K	0.04
The Siam Cement Public Company Limited	Long	Equity-common	TH	$109K	18K	0.01
The Southern Company	Long	Equity-common	US	$6M	83K	0.66
The Swatch Group AG	Long	Equity-common	CH	$7K	36	0.00
The Swatch Group AG	Long	Equity-common	CH	$4K	107	0.00
The Timken Company	Long	Equity-common	US	$75K	940	0.01
The Trade Desk, Inc.	Long	Equity-common	US	$502K	5K	0.05
Thermo Fisher Scientific Inc.	Long	Equity-common	US	$632K	1K	0.06
TIM S.A	Long	Equity-common	BR	$194K	68K	0.02
Tingyi (Cayman Islands) Holding Corp.	Long	Equity-common	KY	$111K	92K	0.01
TIS Inc.	Long	Equity-common	JP	$6K	300	0.00
TJX Companies, Inc., The	Long	Equity-common	US	$4M	33K	0.37
TK Elevator U.S. Newco, Inc.	Long	Debt	US	$297K	–	0.03
TOBU Railway Co., LTD.	Long	Equity-common	JP	$7K	400	0.00
Toho Co., Ltd.	Long	Equity-common	JP	$3K	100	0.00
Tokio Marine Holdings, Inc.	Long	Equity-common	JP	$2M	55K	0.21
Tokyo Century Corporation	Long	Equity-common	JP	$2K	200	0.00
Tokyo Electric Power Company Holdings, Inc.	Long	Equity-common	JP	$5K	1K	0.00
Tokyo Electron Limited	Long	Equity-common	JP	$131K	600	0.01
Tokyo Gas Co.,Ltd.	Long	Equity-common	JP	$13K	600	0.00
Tokyu Corporation	Long	Equity-common	JP	$10K	900	0.00
Tokyu Fudosan Holdings Corporation	Long	Equity-common	JP	$5K	700	0.00
Toll Brothers, Inc.	Long	Equity-common	US	$239K	2K	0.02
TOPPAN Holdings Inc.	Long	Equity-common	JP	$11K	400	0.00
Toray Industries, Inc.	Long	Equity-common	JP	$9K	2K	0.00
Toronto-Dominion Bank, The	Long	Debt	CA	$1M	–	0.11
Tosoh Corporation	Long	Equity-common	JP	$1K	100	0.00
TotalEnergies SE	Long	Equity-common	FR	$178K	3K	0.02
TOTO Ltd.	Long	Equity-common	JP	$5K	200	0.00
Townsquare Media, Inc.	Long	Debt	US	$792K	–	0.08
Toyo Suisan Kaisha, Ltd.	Long	Equity-common	JP	$6K	100	0.00
Toyota Industries Corporation	Long	Equity-common	JP	$17K	200	0.00
Toyota Motor Corporation	Long	Equity-common	JP	$302K	15K	0.03
Toyota Tsusho Corporation	Long	Equity-common	JP	$18K	900	0.00
TPG Corporation Limited	Long	Equity-common	AU	$2K	512	0.00
Trane Technologies Public Limited Company	Long	Equity-common	IE	$891K	3K	0.09
TransDigm Group Incorporated	Long	Equity-common	US	$78K	61	0.01
TransDigm Inc.	Long	Debt	US	$1M	–	0.13
TransDigm Inc.	Long	Debt	US	$1M	–	0.12
TransDigm Inc.	Long	Debt	US	$1M	–	0.12
TransDigm Inc.	Long	Debt	US	$976K	–	0.10
Transocean Inc	Long	Debt	US	$152K	–	0.02
Transocean Titan Financing Ltd.	Long	Debt	US	$745K	–	0.08
Transurban Holdings Limited	Long	Equity-common	AU	$32K	4K	0.00
TRATON Finance Luxembourg S.A.	Long	Debt	LU	$634K	–	0.06
Travel + Leisure Co.	Long	Debt	US	$432K	–	0.04
Travelers Companies, Inc. , The	Long	Equity-common	US	$493K	2K	0.05
Treasury Wine Estates Limited	Long	Equity-common	AU	$8K	1K	0.00
Treasury, United States Department of	Long	Debt	US	$6M	–	0.62
Trelleborg AB	Long	Equity-common	SE	$10K	261	0.00
Trend Micro Incorporated	Long	Equity-common	JP	$8K	200	0.00
Trinet Group, Inc.	Long	Debt	US	$724K	–	0.07
Triumph Group, Inc.	Long	Debt	US	$216K	–	0.02
Trivium Packaging Finance B.V.	Long	Debt	US	$274K	–	0.03
Tronox Incorporated	Long	Debt	US	$1M	–	0.12
Truist Financial Corporation	Long	Equity-common	US	$434K	11K	0.04
Tryg A/S	Long	Equity-common	DK	$8K	378	0.00
TSB Bank PLC	Long	Debt	GB	$2M	–	0.15
Twilio Inc.	Long	Debt	US	$408K	–	0.04
U C B	Long	Equity-common	BE	$22K	145	0.00
U.S. Acute Care Solutions, LLC	Long	Debt	US	$366K	–	0.04
U.S. Foods Inc.	Long	Debt	US	$498K	–	0.05
Uber Technologies, Inc.	Long	Equity-common	US	$7M	97K	0.72
Uber Technologies, Inc.	Long	Debt	US	$916K	–	0.09
Uber Technologies, Inc.	Long	Debt	US	$204K	–	0.02
UBS Group AG	Long	Equity-common	CH	$2M	82K	0.24
UBS Switzerland AG	Long	Debt	CH	$2M	–	0.16
UltraTech Cement Limited	Long	Equity-common	IN	$261K	2K	0.03
Umicore	Long	Equity-common	BE	$3K	226	0.00
Unicharm Corporation	Long	Equity-common	JP	$19K	600	0.00
Unicredit, Societa' Per Azioni In Forma Abbreviata Unicredit S.P.A.	Long	Equity-common	IT	$855K	23K	0.09
Unicredit, Societa' Per Azioni In Forma Abbreviata Unicredit S.P.A.	Long	Debt	IT	$706K	–	0.07
Unilever PLC	Long	Equity-common	GB	$167K	3K	0.02
Union Pacific Corporation	Long	Equity-common	US	$142K	628	0.01
United Airlines Pass Through Certificates, Series 2015-1	Long	Debt	US	$1M	–	0.12
United Airlines Pass Through Certificates, Series 2015-1	Long	Debt	US	$1M	–	0.11
United Overseas Bank Limited	Long	Equity-common	SG	$42K	2K	0.00
United Parcel Service, Inc.	Long	Equity-common	US	$42K	305	0.00
United Rentals (North America), Inc.	Long	Debt	US	$905K	–	0.09
UNITED STATES DOLLAR (Barclays Capital Inc.)		Derivative-foreign exchange	US	$296K	–	0.03
UNITED STATES DOLLAR (BNP Paribas Securities)		Derivative-foreign exchange	US	$219K	–	0.02
UNITED STATES DOLLAR (Standard Chartered Bank)		Derivative-foreign exchange	US	$190K	–	0.02
UNITED STATES DOLLAR (BNP Paribas Securities)		Derivative-foreign exchange	US	$30K	–	0.00
UNITED STATES DOLLAR (Citibank, Inc.)		Derivative-foreign exchange	US	$17K	–	0.00
UNITED STATES DOLLAR (Morgan Stanley & Co., Inc.)		Derivative-foreign exchange	US	$16K	–	0.00
UNITED STATES DOLLAR (Morgan Stanley & Co., Inc.)		Derivative-foreign exchange	US	$13K	–	0.00
UNITED STATES DOLLAR (Goldman Sachs & Co.)		Derivative-foreign exchange	US	$13K	–	0.00
UNITED STATES DOLLAR (Standard Chartered Bank)		Derivative-foreign exchange	US	$13K	–	0.00
UNITED STATES DOLLAR (Morgan Stanley & Co., Inc.)		Derivative-foreign exchange	US	$12K	–	0.00
UNITED STATES DOLLAR (Morgan Stanley & Co., Inc.)		Derivative-foreign exchange	US	$8K	–	0.00
UNITED STATES DOLLAR (Barclays Capital Inc.)		Derivative-foreign exchange	US	$7K	–	0.00
UNITED STATES DOLLAR (Morgan Stanley & Co., Inc.)		Derivative-foreign exchange	US	$6K	–	0.00
UNITED STATES DOLLAR (HSBC Securities, Inc.)		Derivative-foreign exchange	US	$6K	–	0.00
UNITED STATES DOLLAR (Morgan Stanley & Co., Inc.)		Derivative-foreign exchange	US	$6K	–	0.00
UNITED STATES DOLLAR (BNP Paribas Securities)		Derivative-foreign exchange	US	$5K	–	0.00
UNITED STATES DOLLAR (Barclays Capital Inc.)		Derivative-foreign exchange	US	$4K	–	0.00
UNITED STATES DOLLAR (Citibank, Inc.)		Derivative-foreign exchange	US	$3K	–	0.00
UNITED STATES DOLLAR (Morgan Stanley & Co., Inc.)		Derivative-foreign exchange	US	$3K	–	0.00
UNITED STATES DOLLAR (Citibank, Inc.)		Derivative-foreign exchange	US	$3K	–	0.00
UNITED STATES DOLLAR (Citibank, Inc.)		Derivative-foreign exchange	US	$3K	–	0.00
UNITED STATES DOLLAR (Morgan Stanley & Co., Inc.)		Derivative-foreign exchange	US	$3K	–	0.00
UNITED STATES DOLLAR (BNP Paribas Securities)		Derivative-foreign exchange	US	$2K	–	0.00
UNITED STATES DOLLAR (Citibank, Inc.)		Derivative-foreign exchange	US	$2K	–	0.00
UNITED STATES DOLLAR (Citibank, Inc.)		Derivative-foreign exchange	US	$2K	–	0.00
UNITED STATES DOLLAR (BNP Paribas Securities)		Derivative-foreign exchange	US	$1K	–	0.00
UNITED STATES DOLLAR (HSBC Securities, Inc.)		Derivative-foreign exchange	US	$1K	–	0.00
UNITED STATES DOLLAR (BNP Paribas Securities)		Derivative-foreign exchange	US	$840.71	–	0.00
UNITED STATES DOLLAR (HSBC Securities, Inc.)		Derivative-foreign exchange	US	$608.67	–	0.00
UNITED STATES DOLLAR (Barclays Capital Inc.)		Derivative-foreign exchange	US	$532.36	–	0.00
UNITED STATES DOLLAR (Citibank, Inc.)		Derivative-foreign exchange	US	$413.66	–	0.00
UNITED STATES DOLLAR (Citibank, Inc.)		Derivative-foreign exchange	US	$324.35	–	0.00
UNITED STATES DOLLAR (Citibank, Inc.)		Derivative-foreign exchange	US	$267.85	–	0.00
UNITED STATES DOLLAR (Citibank, Inc.)		Derivative-foreign exchange	US	$-19.29	–	-0.00
UNITED STATES DOLLAR (BNP Paribas Securities)		Derivative-foreign exchange	US	$-104.29	–	-0.00
UNITED STATES DOLLAR (Citibank, Inc.)		Derivative-foreign exchange	US	$-221.75	–	-0.00
UNITED STATES DOLLAR (Standard Chartered Bank)		Derivative-foreign exchange	US	$-275.97	–	-0.00
UNITED STATES DOLLAR (HSBC Securities, Inc.)		Derivative-foreign exchange	US	$-284.17	–	-0.00
UNITED STATES DOLLAR (Goldman Sachs & Co.)		Derivative-foreign exchange	US	$-424.56	–	-0.00
UNITED STATES DOLLAR (Citibank, Inc.)		Derivative-foreign exchange	US	$-801.4	–	-0.00
UNITED STATES DOLLAR (BNP Paribas Securities)		Derivative-foreign exchange	US	$-806.33	–	-0.00
UNITED STATES DOLLAR (HSBC Securities, Inc.)		Derivative-foreign exchange	US	$-1K	–	-0.00
UNITED STATES DOLLAR (BNP Paribas Securities)		Derivative-foreign exchange	US	$-2K	–	-0.00
UNITED STATES DOLLAR (BNP Paribas Securities)		Derivative-foreign exchange	US	$-3K	–	-0.00
UNITED STATES DOLLAR (Barclays Capital Inc.)		Derivative-foreign exchange	US	$-5K	–	-0.00
UNITED STATES DOLLAR (HSBC Securities, Inc.)		Derivative-foreign exchange	US	$-9K	–	-0.00
UNITED STATES DOLLAR (HSBC Securities, Inc.)		Derivative-foreign exchange	US	$-10K	–	-0.00
UNITED STATES DOLLAR (Goldman Sachs & Co.)		Derivative-foreign exchange	US	$-16K	–	-0.00
UNITED STATES DOLLAR (Merrill Lynch Professional Clearing Corp.)		Derivative-foreign exchange	US	$-16K	–	-0.00
UNITED STATES DOLLAR (Barclays Capital Inc.)		Derivative-foreign exchange	US	$-20K	–	-0.00
UNITED STATES DOLLAR (BNP Paribas Securities)		Derivative-foreign exchange	US	$-21K	–	-0.00
UNITED STATES DOLLAR (Standard Chartered Bank)		Derivative-foreign exchange	US	$-23K	–	-0.00
UNITED STATES DOLLAR (Goldman Sachs & Co.)		Derivative-foreign exchange	US	$-54K	–	-0.01
UNITED STATES DOLLAR (Morgan Stanley & Co., Inc.)		Derivative-foreign exchange	US	$-58K	–	-0.01
United Utilities PLC	Long	Equity-common	GB	$10K	820	0.00
United Wholesale Mortgage, LLC	Long	Debt	US	$796K	–	0.08
United Wholesale Mortgage, LLC	Long	Debt	US	$153K	–	0.02
UnitedHealth Group Incorporated	Long	Equity-common	US	$7M	14K	0.73
UnitedHealth Group Incorporated	Long	Equity-common	US	$721K	1K	0.07
Uniti Group Inc.	Long	Debt	US	$1M	–	0.12
Uniti Group Inc.	Long	Debt	US	$1M	–	0.12
Universal Music Group N.V.	Long	Equity-common	NL	$34K	1K	0.00
Univision Communications Inc.	Long	Debt	US	$1M	–	0.12
Univision Communications Inc.	Long	Debt	US	$569K	–	0.06
UPM-Kymmene Oyj	Long	Equity-common	FI	$23K	659	0.00
Urban One, Inc.	Long	Debt	US	$313K	–	0.03
Var Energi ASA	Long	Equity-common	NO	$2K	537	0.00
Vector Group Ltd.	Long	Debt	US	$1M	–	0.11
Ventas, Inc.	Long	Equity-common	US	$263K	5K	0.03
Venture Global LNG, Inc.	Long	Debt	US	$1M	–	0.13
Venture Global LNG, Inc.	Long	Debt	US	$1M	–	0.12
Veolia Environnement	Long	Equity-common	FR	$23K	769	0.00
Verbund AG	Long	Equity-common	AT	$7K	84	0.00
Vericast Corp.	Long	Debt	US	$315K	–	0.03
Veritas USA Inc.	Long	Debt	US	$355K	–	0.04
Verizon Communications Inc.	Long	Equity-common	US	$220K	5K	0.02
Vertex Pharmaceuticals Incorporated	Long	Equity-common	US	$149K	318	0.02
Vertiv Holdings Co	Long	Equity-common	US	$220K	3K	0.02
Vestas Wind Systems A/S	Long	Equity-common	DK	$28K	1K	0.00
Vicinity Centres RE Ltd	Long	Equity-common	AU	$5K	4K	0.00
VIENNA INSURANCE GROUP AG Wiener Versicherung Gruppe	Long	Equity-common	AT	$3K	81	0.00
Viking Holdings Ltd	Long	Equity-common	BM	$2K	70	0.00
VINCI	Long	Equity-common	FR	$6M	53K	0.57
Vistra Operations Company LLC	Long	Debt	US	$806K	–	0.08
Viterra Finance B.V.	Long	Debt	NL	$710K	–	0.07
Vivendi SE	Long	Equity-common	FR	$9K	822	0.00
Vodafone Group Public Limited Company	Long	Equity-common	GB	$23K	26K	0.00
Vodafone Group Public Limited Company	Long	Debt	US	$21K	–	0.00
voestalpine AG	Long	Equity-common	AT	$3K	128	0.00
Volkswagen Aktiengesellschaft	Long	Equity-preferred	DE	$28K	251	0.00
Volkswagen International Finance N.V.	Long	Debt	NL	$549K	–	0.06
Volkswagen Leasing Gesellschaft Mit Beschrankter Haftung	Long	Debt	DE	$54K	–	0.01
Volvo Cars AB	Long	Equity-common	SE	$2K	722	0.00
Vonovia SE	Long	Debt	DE	$538K	–	0.05
Vonovia SE	Long	Debt	DE	$97K	–	0.01
Vonovia SE	Long	Equity-common	DE	$29K	1K	0.00
W. R. Berkley Corporation	Long	Equity-common	US	$85K	1K	0.01
W. R. Grace Holdings LLC	Long	Debt	US	$365K	–	0.04
Wal - Mart de Mexico, S.A.B. de C.V.	Long	Equity-common	MX	$3M	862K	0.30
Walmart Inc.	Long	Equity-common	US	$239K	4K	0.02
Wanhua Chemical Group Co., Ltd.	Long	Equity-common	CN	$198K	18K	0.02
Warehouses De Pauw	Long	Equity-common	BE	$6K	209	0.00
Warner Bros. Discovery, Inc.	Long	Equity-common	US	$78K	11K	0.01
Warner Music Group Corp.	Long	Equity-common	US	$109K	4K	0.01
Warnermedia Holdings, Inc.	Long	Debt	US	$696K	–	0.07
Wartsila Oyj Abp	Long	Equity-common	FI	$11K	582	0.00
Washington H. Soul Pattinson and Company Limited	Long	Equity-common	AU	$6K	293	0.00
Watco Companies, L.L.C.	Long	Debt	US	$76K	–	0.01
Weir Group PLC(The)	Long	Equity-common	GB	$8K	314	0.00
Wells Fargo & Company	Long	Equity-common	US	$3M	55K	0.34
Welltower Inc.	Long	Equity-common	US	$4M	36K	0.38
Wesco Aircraft Holdings, Inc.	Long	Debt	US	$18K	–	0.00
WESCO Distribution, Inc.	Long	Debt	US	$1M	–	0.11
WESCO Distribution, Inc.	Long	Debt	US	$394K	–	0.04
Wesfarmers Limited	Long	Equity-common	AU	$61K	1K	0.01
West Japan Railway Company	Long	Equity-common	JP	$11K	600	0.00
Western Alliance Bancorporation	Long	Debt	US	$685K	–	0.07
Westlake Corporation	Long	Debt	US	$432K	–	0.04
Westlake Corporation	Long	Debt	US	$350K	–	0.04
Westpac Banking Corporation	Long	Equity-common	AU	$78K	4K	0.01
WestRock Company	Long	Equity-common	US	$98K	2K	0.01
Weyerhaeuser Company	Long	Equity-common	US	$175K	6K	0.02
WH Group Limited	Long	Equity-common	KY	$6K	9K	0.00
Wharf (Holdings) Limited, The	Long	Equity-common	HK	$3K	1K	0.00
Wharf Real Estate Investment Company Limited	Long	Equity-common	KY	$5K	2K	0.00
Whitbread PLC	Long	Equity-common	GB	$8K	218	0.00
Williams Companies, Inc., The	Long	Equity-common	US	$212K	5K	0.02
Williams Scotsman International, Inc.	Long	Debt	US	$581K	–	0.06
Wilmar International Limited	Long	Equity-common	SG	$8K	3K	0.00
Wise PLC	Long	Equity-common	GB	$7K	807	0.00
WiseTech Global Limited	Long	Equity-common	AU	$14K	213	0.00
Wiwynn Corporation	Long	Equity-common	TW	$162K	2K	0.02
Wolters Kluwer N.V.	Long	Equity-common	NL	$49K	293	0.00
Woodside Energy Group Ltd	Long	Equity-common	AU	$44K	2K	0.00
Woolworths Group Limited	Long	Debt	AU	$693K	–	0.07
Woolworths Group Limited	Long	Equity-common	AU	$32K	1K	0.00
Worley Limited	Long	Equity-common	AU	$4K	440	0.00
WPC Eurobond B.V.	Long	Debt	NL	$631K	–	0.06
WPC Eurobond B.V.	Long	Debt	NL	$90K	–	0.01
WPP 2012 Limited	Long	Equity-common	JE	$12K	1K	0.00
Wuliangye Yibin Co., Ltd.	Long	Equity-common	CN	$163K	9K	0.02
Wuxi Biologics Cayman Inc	Long	Equity-common	KY	$7K	5K	0.00
XCEL Energy Inc.	Long	Equity-common	US	$270K	5K	0.03
Xerox Holdings Corporation	Long	Debt	US	$708K	–	0.07
XHR LP	Long	Debt	US	$208K	–	0.02
Yakult Honsha Co., Ltd.	Long	Equity-common	JP	$9K	500	0.00
Yamaha Motor Co., Ltd.	Long	Equity-common	JP	$11K	1K	0.00
Yamato Holdings Co., Ltd.	Long	Equity-common	JP	$4K	400	0.00
Yara International ASA	Long	Equity-common	NO	$6K	197	0.00
Yaskawa Electric Corporation	Long	Equity-common	JP	$11K	300	0.00
Yokogawa Electric Corporation	Long	Equity-common	JP	$10K	400	0.00
Yuanta Financial Holding Co., Ltd	Long	Equity-common	TW	$149K	151K	0.02
Yum China Holdings, Inc.	Long	Equity-common	US	$542K	18K	0.06
Yum! Brands, Inc.	Long	Equity-common	US	$5M	38K	0.51
Zayo Group Holdings, Inc.	Long	Debt	US	$1M	–	0.12
Zayo Group Holdings, Inc.	Long	Debt	US	$391K	–	0.04
Zensho Holdings Co., Ltd.	Long	Equity-common	JP	$4K	100	0.00
Zhuzhou CRRC Times Electric Co., Ltd.	Long	Equity-common	CN	$147K	37K	0.02
Zijin Mining Group Co., Ltd.	Long	Equity-common	CN	$226K	108K	0.02
Zimmer Biomet Holdings, Inc.	Long	Equity-common	US	$89K	819	0.01
ZoomInfo Technologies LLC	Long	Debt	US	$468K	–	0.05
ZOZO, Inc.	Long	Equity-common	JP	$5K	200	0.00
ZTO Express (Cayman) Inc.	Long	Equity-common	KY	$139K	7K	0.01
Zurich Insurance Group AG	Long	Equity-common	CH	$95K	179	0.01

Address

JNL Series Trust

1 Corporate Way

Lansing

Michigan

48951

United States of America

Websites

www.jackson.com

Directors

Mark D. Nerud

Eric Anyah

Michael Bouchard

Ellen Carnahan

John Gillespie

William R. Rybak

Mark S. Wehrle

Edward Wood

Patricia A. Woodworth

Transfer Agents

Jackson National Asset Management, LLC

Pricing Services

Jackson National Asset Management, LLC

London Stock Exchange Group plc

Intercontinental Exchange

Bloomberg Inc.

PricingDirect Inc.

S&P Global

CME Group Inc.

LCH Clearnet Inc.

Custodians

JPMorgan Chase Bank, N.A.

HSBC Argentina Bank SA

JPMorgan Chase Bank NA Sydney

UniCredit Bank Austria AG

J.P. MORGAN SE - LUXEMBOURG BRANCH

JP Morgan SA DTVM

Royal Bank of Canada

Banco Santander Chile

Cititrust Colombia SA

UniCredit Bank Czech Republic and Slovakia as

Citibank NA Egypt

Clearstream

Euroclear

Skandinaviska Enskilda Banken AB (publ)

J.P. MORGAN SE - LUXEMBOURG BRANCH

Deutsche Bank AG

BNP Paribas S.A.

JPMorgan Chase Bank, N.A. Hong Kong

Deutsche Bank AG

JPMorgan Chase Bank NA India

PT Bank HSBC Indonesia

Bank Leumi leIsrael BM

BNP Paribas Securities Services SCA

Mizuho Bank Ltd

Standard Chartered Bank Korea Limited

HSBC Bank Malaysia Berhad

Banco Nacional de Mexico SA

J.P. MORGAN SE - LUXEMBOURG BRANCH

JPMorgan Chase Bank NA

Skandinaviska Enskilda Banken AB (publ)

Citibank del Peru SA

The Hongkong and Shanghai Banking Corporation Limited

Bank Handlowy w Warszawie SA

BNP Paribas Securities Services SCA

DBS Bank Ltd

FirstRand Bank Limited

CACEIS Bank Spain SAU

Skandinaviska Enskilda Banken AB (publ)

UBS Switzerland AG

JPMorgan Chase Bank NA Taipei

Standard Chartered Bank Thai Public Company Limited

Citibank AS

JPMorgan Chase Bank NA London

HSBC Bank Vietnam Ltd

Shareholder Servicing Agents

Jackson National Asset Management, LLC

Admins

Jackson National Asset Management, LLC

Brokers

Morgan Stanley & Co, Inc

Barclays PLC

Goldman Sachs & Co. LLC

J.P. Morgan Securities LLC

Jefferies Group

UBS Securities LLC

Merrill Lynch, Pierce, Fenner & Smith Inc.

Banc of America Securities

CitiGroup Global Markets, Inc.

National Financial Services LLC