Putnam Family of Funds > Putnam Asset Allocation Funds
Putnam Dynamic Asset Allocation Balanced Fund
$1.98B
Avg Monthly Net Assets
$2.19B
Total Assets
$165.14M
Total Liabilities
$2.03B
Net Assets
Putnam Dynamic Asset Allocation Balanced Fund is a Mutual Fund in Putnam Asset Allocation Funds
from Putnam Family of Funds,
based in Massachusetts,
United States of America.
The fund has eight share classes
and monthly net assets of $1.98B.
On August 26th, 2024 it reported 2,208 holdings, the largest
being CHICAGO MERCANTILE EXCHANGE (9.4%), PUTNAM SHORT TERM INVESTMENT FUND (6.0%) and CHICAGO BOARD OF TRADE (4.3%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| PUTNAM DYNAMIC ASSET ALLOCATION BALANCED FUND CL A | C000002307 | PABAX | |
| PUTNAM DYNAMIC ASSET ALLOCATION BALANCED FUND CL B | C000002308 | PABBX | |
| PUTNAM DYNAMIC ASSET ALLOCATION BALANCED FUND CL C | C000002309 | AABCX | |
| PUTNAM DYNAMIC ASSET ALLOCATION BALANCED FUND CL P | C000174661 | ||
| PUTNAM DYNAMIC ASSET ALLOCATION BALANCED FUND CL R | C000002311 | PAARX | |
| PUTNAM DYNAMIC ASSET ALLOCATION BALANCED FUND CL R5 | C000117945 | PAADX | |
| PUTNAM DYNAMIC ASSET ALLOCATION BALANCED FUND CL R6 | C000117946 | PAAEX | |
| PUTNAM DYNAMIC ASSET ALLOCATION BALANCED FUND CL Y | C000002312 | PABYX |
Holdings
From latest NPORT-P, filed August 26th, 2024 for period ending June 30th, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| ASSET BACKED SECURITY (PARK AVENUE INSTITUTIONAL ADVISERS CLO LTD 2019-1) | Long | ABS-mortgage backed security | KY | $1M | – | 0.06 |
| ASSET BACKED SECURITY (SOUND POINT CLO XXVI LTD) | Long | ABS-mortgage backed security | KY | $759K | – | 0.04 |
| ASSET BACKED SECURITY (MAGNETITE XXXVII LTD) | Long | ABS-mortgage backed security | KY | $756K | – | 0.04 |
| ASSET BACKED SECURITY (PARK AVENUE INSTITUTIONAL ADVISERS CLO LTD 2021-1) | Long | ABS-mortgage backed security | KY | $751K | – | 0.04 |
| ASSET BACKED SECURITY (PALMER SQUARE CLO 2021-3 LTD) | Long | ABS-mortgage backed security | KY | $651K | – | 0.03 |
| ASSET BACKED SECURITY (CQS US CLO 2021-1 LTD) | Long | ABS-mortgage backed security | KY | $650K | – | 0.03 |
| ASSET BACKED SECURITY (VENTURE XXVI CLO LTD) | Long | ABS-mortgage backed security | KY | $601K | – | 0.03 |
| ASSET BACKED SECURITY (NASSAU 2021-I LTD) | Long | ABS-mortgage backed security | KY | $600K | – | 0.03 |
| ASSET BACKED SECURITY (ICG US CLO 2017-1 LTD) | Long | ABS-mortgage backed security | KY | $550K | – | 0.03 |
| ASSET BACKED SECURITY (TRESTLES CLO IV LTD) | Long | ABS-mortgage backed security | KY | $501K | – | 0.02 |
| ASSET BACKED SECURITY (CIFC FUNDING 2016-I LTD) | Long | ABS-mortgage backed security | KY | $501K | – | 0.02 |
| ASSET BACKED SECURITY (RRX 5 LTD) | Long | ABS-mortgage backed security | KY | $500K | – | 0.02 |
| ASSET BACKED SECURITY (MAGNETITE XL LTD) | Long | ABS-mortgage backed security | KY | $500K | – | 0.02 |
| ASSET BACKED SECURITY (CEDAR FUNDING VIII CLO LTD) | Long | ABS-mortgage backed security | KY | $500K | – | 0.02 |
| ASSET BACKED SECURITY (ROCKLAND PARK CLO LTD) | Long | ABS-mortgage backed security | KY | $500K | – | 0.02 |
| ASSET BACKED SECURITY (ARES LXIV CLO LTD) | Long | ABS-mortgage backed security | KY | $500K | – | 0.02 |
| ASSET BACKED SECURITY (WISE CLO 2024-2 LTD) | Long | ABS-mortgage backed security | KY | $500K | – | 0.02 |
| ASSET BACKED SECURITY (APEX CREDIT CLO 2019-II LTD) | Long | ABS-mortgage backed security | KY | $499K | – | 0.02 |
| ASSET BACKED SECURITY (BLACK DIAMOND CLO 2021-1 LTD) | Long | ABS-mortgage backed security | KY | $453K | – | 0.02 |
| ASSET BACKED SECURITY (BIRCH GROVE CLO 8 LTD) | Long | ABS-mortgage backed security | JE | $453K | – | 0.02 |
| ASSET BACKED SECURITY (ELMWOOD CLO 27 LTD) | Long | ABS-mortgage backed security | US | $423K | – | 0.02 |
| ASSET BACKED SECURITY (BRAVO RESIDENTIAL FUNDING TRUST 2021-HE3) | Long | ABS-mortgage backed security | US | $412K | – | 0.02 |
| ASSET BACKED SECURITY (KKR CLO 52 LTD) | Long | ABS-mortgage backed security | KY | $401K | – | 0.02 |
| ASSET BACKED SECURITY (DIAMETER CAPITAL CLO 7 LTD) | Long | ABS-mortgage backed security | KY | $400K | – | 0.02 |
| ASSET BACKED SECURITY (JAMESTOWN CLO IX LTD) | Long | ABS-mortgage backed security | KY | $400K | – | 0.02 |
| ASSET BACKED SECURITY (PALMER SQUARE CLO 2024-2 LTD) | Long | ABS-mortgage backed security | KY | $400K | – | 0.02 |
| ASSET BACKED SECURITY (TICP CLO XII LTD) | Long | ABS-mortgage backed security | KY | $400K | – | 0.02 |
| ASSET BACKED SECURITY (HOME PARTNERS OF AMERICA 2021-2 TRUST) | Long | ABS-mortgage backed security | US | $387K | – | 0.02 |
| ASSET BACKED SECURITY (LONG BEACH MORTGAGE LOAN TRUST 2004-1) | Long | ABS-mortgage backed security | US | $370K | – | 0.02 |
| ASSET BACKED SECURITY (ELEVATION CLO 2021-13 LTD) | Long | ABS-mortgage backed security | KY | $365K | – | 0.02 |
| ASSET BACKED SECURITY (WIND RIVER 2021-4 CLO LTD) | Long | ABS-mortgage backed security | KY | $361K | – | 0.02 |
| ASSET BACKED SECURITY (AB BSL CLO 3 LTD) | Long | ABS-mortgage backed security | KY | $351K | – | 0.02 |
| ASSET BACKED SECURITY (WARWICK CAPITAL CLO 3 LTD) | Long | ABS-mortgage backed security | JE | $351K | – | 0.02 |
| ASSET BACKED SECURITY (GOLDENTREE LOAN MANAGEMENT US CLO 11 LTD) | Long | ABS-mortgage backed security | KY | $351K | – | 0.02 |
| ASSET BACKED SECURITY (SHACKLETON 2019-XIV CLO LTD) | Long | ABS-mortgage backed security | KY | $350K | – | 0.02 |
| ASSET BACKED SECURITY (DRYDEN 95 CLO LTD) | Long | ABS-mortgage backed security | KY | $350K | – | 0.02 |
| ASSET BACKED SECURITY (CROWN POINT CLO 10 LTD) | Long | ABS-mortgage backed security | KY | $350K | – | 0.02 |
| ASSET BACKED SECURITY (BALBOA BAY LOAN FUNDING 2021-1 LTD) | Long | ABS-mortgage backed security | US | $348K | – | 0.02 |
| ASSET BACKED SECURITY (BAIN CAPITAL CLO 2024-1 LTD) | Long | ABS-mortgage backed security | JE | $342K | – | 0.02 |
| ASSET BACKED SECURITY (ICG US CLO 2021-1 LTD) | Long | ABS-mortgage backed security | KY | $337K | – | 0.02 |
| ASSET BACKED SECURITY (522 FUNDING CLO 2021-7 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $331K | – | 0.02 |
| ASSET BACKED SECURITY (JAMESTOWN CLO IX LTD) | Long | ABS-mortgage backed security | KY | $310K | – | 0.02 |
| ASSET BACKED SECURITY (CBAM 2017-2 LTD) | Long | ABS-mortgage backed security | KY | $309K | – | 0.02 |
| ASSET BACKED SECURITY (OHA CREDIT FUNDING 17 LTD) | Long | ABS-mortgage backed security | BM | $302K | – | 0.01 |
| ASSET BACKED SECURITY (HAYFIN US XIV LTD) | Long | ABS-mortgage backed security | KY | $301K | – | 0.01 |
| ASSET BACKED SECURITY (AIMCO CLO 17 LTD) | Long | ABS-mortgage backed security | JE | $300K | – | 0.01 |
| ASSET BACKED SECURITY (AGL CLO 16 LTD) | Long | ABS-mortgage backed security | KY | $300K | – | 0.01 |
| ASSET BACKED SECURITY (VENTURE XV CLO LTD) | Long | ABS-mortgage backed security | KY | $300K | – | 0.01 |
| ASSET BACKED SECURITY (TRINITAS CLO XVIII LTD) | Long | ABS-mortgage backed security | KY | $300K | – | 0.01 |
| ASSET BACKED SECURITY (TRESTLES CLO V LTD) | Long | ABS-mortgage backed security | KY | $300K | – | 0.01 |
| ASSET BACKED SECURITY (ZAIS CLO 16 LTD) | Long | ABS-mortgage backed security | US | $300K | – | 0.01 |
| ASSET BACKED SECURITY (OHA CREDIT FUNDING 7 LTD) | Long | ABS-mortgage backed security | KY | $300K | – | 0.01 |
| ASSET BACKED SECURITY (ELLINGTON CLO III LTD) | Long | ABS-mortgage backed security | US | $300K | – | 0.01 |
| ASSET BACKED SECURITY (BLUEMOUNTAIN CLO XXXII LTD) | Long | ABS-mortgage backed security | KY | $268K | – | 0.01 |
| ASSET BACKED SECURITY (ELMWOOD CLO IV LTD) | Long | ABS-mortgage backed security | KY | $251K | – | 0.01 |
| ASSET BACKED SECURITY (HALSEYPOINT CLO 4 LTD) | Long | ABS-mortgage backed security | KY | $251K | – | 0.01 |
| ASSET BACKED SECURITY (NASSAU 2020-I LTD) | Long | ABS-mortgage backed security | KY | $249K | – | 0.01 |
| ASSET BACKED SECURITY (PARK PLACE SECURITIES INC ASSET-BACKED PASS-THROUGH CTFS SER 2004-WCW2) | Long | ABS-mortgage backed security | US | $202K | – | 0.01 |
| ASSET BACKED SECURITY (MORGAN STANLEY ABS CAPITAL I INC TRUST 2004-HE6) | Long | ABS-mortgage backed security | US | $125K | – | 0.01 |
| BANK LOAN NOTE (VERTIV GROUP CORP) | Long | Debt | US | $390K | – | 0.02 |
| BANK LOAN NOTE (TK ELEVATOR US NEWCO INC) | Long | Debt | US | $274K | – | 0.01 |
| BANK LOAN NOTE (NOURYON USA LLC) | Long | Debt | US | $265K | – | 0.01 |
| BANK LOAN NOTE (ENDO FINANCE HOLDINGS INC) | Long | Debt | US | $255K | – | 0.01 |
| BANK LOAN NOTE (CQP HOLDCO LP) | Long | Debt | US | $252K | – | 0.01 |
| BANK LOAN NOTE (CP ATLAS BUYER INC) | Long | Debt | US | $244K | – | 0.01 |
| BANK LOAN NOTE (NEPTUNE BIDCO US INC) | Long | Debt | US | $243K | – | 0.01 |
| BANK LOAN NOTE (HEXION INC) | Long | Debt | US | $237K | – | 0.01 |
| BANK LOAN NOTE (PETSMART LLC) | Long | Debt | US | $232K | – | 0.01 |
| BANK LOAN NOTE (AADVANTAGE LOYALTY IP LTD) | Long | Debt | KY | $224K | – | 0.01 |
| BANK LOAN NOTE (BAUSCH + LOMB CORP) | Long | Debt | CA | $217K | – | 0.01 |
| BANK LOAN NOTE (VM CONSOLIDATED INC) | Long | Debt | US | $198K | – | 0.01 |
| BANK LOAN NOTE (UNITED AIRLINES INC) | Long | Debt | US | $195K | – | 0.01 |
| BANK LOAN NOTE (WHITE CAP BUYER LLC) | Long | Debt | US | $188K | – | 0.01 |
| BANK LOAN NOTE (MATTRESS FIRM INC) | Long | Debt | US | $186K | – | 0.01 |
| BANK LOAN NOTE (GENESYS CLOUD SERVICES HOLDINGS II LLC) | Long | Debt | US | $185K | – | 0.01 |
| BANK LOAN NOTE (ROCKET SOFTWARE INC) | Long | Debt | US | $184K | – | 0.01 |
| BANK LOAN NOTE (FLASH CHARM INC) | Long | Debt | US | $183K | – | 0.01 |
| BANK LOAN NOTE (PECF USS INTERMEDIATE HOLDING III CORP) | Long | Debt | US | $172K | – | 0.01 |
| BANK LOAN NOTE (IRB HOLDING CORP) | Long | Debt | US | $162K | – | 0.01 |
| BANK LOAN NOTE (DIRECTV FINANCING LLC) | Long | Debt | US | $156K | – | 0.01 |
| BANK LOAN NOTE (ASCEND LEARNING LLC) | Long | Debt | US | $156K | – | 0.01 |
| BANK LOAN NOTE (KLOCKNER-PENTAPLAST OF AMERICA INC) | Long | Debt | US | $145K | – | 0.01 |
| BANK LOAN NOTE (FERTITTA ENTERTAINMENT LLC/NV) | Long | Debt | US | $139K | – | 0.01 |
| BANK LOAN NOTE (CONNECT FINCO SARL) | Long | Debt | LU | $131K | – | 0.01 |
| BANK LOAN NOTE (MEDLINE BORROWER LP) | Long | Debt | US | $127K | – | 0.01 |
| BANK LOAN NOTE (MICHAELS COS INC/THE) | Long | Debt | US | $119K | – | 0.01 |
| BANK LOAN NOTE (SCIENTIFIC GAMES HOLDINGS LP) | Long | Debt | US | $114K | – | 0.01 |
| BANK LOAN NOTE (LBM ACQUISITION LLC) | Long | Debt | US | $109K | – | 0.01 |
| BANK LOAN NOTE (STATION CASINOS LLC) | Long | Debt | US | $95K | – | 0.00 |
| BANK LOAN NOTE (NOURYON USA LLC) | Long | Debt | US | $95K | – | 0.00 |
| BANK LOAN NOTE (VIBRANTZ TECHNOLOGIES INC) | Long | Debt | US | $92K | – | 0.00 |
| BANK LOAN NOTE (HERENS US HOLDCO CORP) | Long | Debt | US | $91K | – | 0.00 |
| BANK LOAN NOTE (CLEAR CHANNEL OUTDOOR HOLDINGS INC) | Long | Debt | US | $79K | – | 0.00 |
| BANK LOAN NOTE (MADISON IAQ LLC) | Long | Debt | US | $74K | – | 0.00 |
| BANK LOAN NOTE (FORTRESS INTERMEDIATE 3 INC) | Long | Debt | US | $70K | – | 0.00 |
| BANK LOAN NOTE (CLOUD SOFTWARE GROUP INC) | Long | Debt | US | $59K | – | 0.00 |
| BANK LOAN NOTE (WR GRACE HOLDINGS LLC) | Long | Debt | US | $50K | – | 0.00 |
| BANK LOAN NOTE (EMRLD BORROWER LP) | Long | Debt | US | $45K | – | 0.00 |
| BANK LOAN NOTE (LSF11 A5 HOLDCO LLC) | Long | Debt | US | $44K | – | 0.00 |
| BANK LOAN NOTE (AXALTA COATING SYSTEMS US HOLDINGS INC) | Long | Debt | US | $34K | – | 0.00 |
| BANK LOAN NOTE (HUB INTERNATIONAL LTD) | Long | Debt | US | $30K | – | 0.00 |
| BANK LOAN NOTE (UKG INC) | Long | Debt | US | $30K | – | 0.00 |
| BANK LOAN NOTE (ROBERTSHAW US HOLDING CORP) | Long | Debt | US | $1K | – | 0.00 |
| COLLATERALIZED DEBT OBLIGATION (MF1 2021-FL6 LTD) | Long | ABS-mortgage backed security | KY | $1M | – | 0.06 |
| COLLATERALIZED DEBT OBLIGATION (BDS 2021-FL10 LTD) | Long | ABS-mortgage backed security | KY | $808K | – | 0.04 |
| COLLATERALIZED DEBT OBLIGATION (KREF 2022-FL3 LTD) | Long | ABS-mortgage backed security | US | $336K | – | 0.02 |
| COLLATERALIZED DEBT OBLIGATION (ARBOR REALTY COMMERCIAL REAL ESTATE NOTES 2021-FL3 LTD) | Long | ABS-mortgage backed security | KY | $209K | – | 0.01 |
| COLLATERALIZED DEBT OBLIGATION (TIAA REAL ESTATE CDO LTD) | Long | ABS-mortgage backed security | US | $4.18 | – | 0.00 |
| COMMERCIAL MORT BACKED SEC IO (BARCLAYS COMMERCIAL MORTGAGE TRUST 2019-C4) | Long | ABS-mortgage backed security | US | $599K | – | 0.03 |
| COMMERCIAL MORT BACKED SEC IO (CSAIL 2020-C19 COMMERCIAL MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $483K | – | 0.02 |
| COMMERCIAL MORT BACKED SEC IO (ARBOR MULTIFAMILY MORTGAGE SECURITIES TRUST 2020-MF1) | Long | ABS-mortgage backed security | US | $216K | – | 0.01 |
| COMMERCIAL MORT BACKED SEC IO (BBCMS MORTGAGE TRUST 2021-C9) | Long | ABS-mortgage backed security | US | $210K | – | 0.01 |
| COMMERCIAL MORT BACKED SEC IO (WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-LC25) | Long | ABS-mortgage backed security | US | $153K | – | 0.01 |
| COMMERCIAL MORT BACKED SEC IO (JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2015-C33) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| COMMERCIAL MORT BACKED SEC IO (WFRBS COMMERCIAL MORTGAGE TRUST 2014-C22) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| COMMERCIAL MORT BACKED SEC IO (JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C25) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| COMMERCIAL MORT BACKED SEC IO (COMM 2014-UBS6 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| COMMERCIAL MORT BACKED SEC IO (GS MORTGAGE SECURITIES TRUST 2014-GC22) | Long | ABS-mortgage backed security | US | $800.52 | – | 0.00 |
| COMMERCIAL MORT BACKED SEC IO (COMM 2014-LC17 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $373.4 | – | 0.00 |
| COMMERCIAL MORT BACKED SEC IO (CREDIT SUISSE COMMERCIAL MORTGAGE TRUST SERIES 2007-C2) | Long | ABS-mortgage backed security | US | $243.54 | – | 0.00 |
| COMMERCIAL MORT BACKED SEC IO (GS MORTGAGE SECURITIES TRUST 2014-GC24) | Long | ABS-mortgage backed security | US | $185.49 | – | 0.00 |
| COMMERCIAL MORT BACKED SEC IO (WACHOVIA BANK COMMERCIAL MORTGAGE TRUST SERIES 2006-C29) | Long | ABS-mortgage backed security | US | $97.47 | – | 0.00 |
| COMMERCIAL MORT BACKED SEC IO (WFRBS COMMERCIAL MORTGAGE TRUST 2013-C14) | Long | ABS-mortgage backed security | US | $7.94 | – | 0.00 |
| COMMERCIAL MORT BACKED SEC IO (MEZZ CAP COMMERCIAL MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $0.19 | – | 0.00 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (CSAIL 2015-C1 COMMERCIAL MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2014-C17) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (WFRBS COMMERCIAL MORTGAGE TRUST 2013-C11) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (DBUBS 2011-LC3 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $805K | – | 0.04 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (CITIGROUP COMMERCIAL MORTGAGE TRUST 2014-GC21) | Long | ABS-mortgage backed security | US | $782K | – | 0.04 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (BXMT 2021-FL4 LTD) | Long | ABS-mortgage backed security | KY | $766K | – | 0.04 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-P4) | Long | ABS-mortgage backed security | US | $740K | – | 0.04 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (COMM 2015-LC19 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $683K | – | 0.03 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C23) | Long | ABS-mortgage backed security | US | $637K | – | 0.03 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (CSAIL 2019-C17 COMMERCIAL MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $519K | – | 0.03 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (COMM 2015-LC21 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $480K | – | 0.02 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (PFP 2021-8 LTD) | Long | ABS-mortgage backed security | KY | $460K | – | 0.02 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (COMM 2014-UBS6 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $448K | – | 0.02 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (BANK 2017-BNK8) | Long | ABS-mortgage backed security | US | $443K | – | 0.02 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2016-C1) | Long | ABS-mortgage backed security | US | $432K | – | 0.02 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (CSAIL 2015-C2 COMMERCIAL MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $423K | – | 0.02 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (COMM 2015-CCRE23 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $382K | – | 0.02 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (CSAIL 2016-C7 COMMERCIAL MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $375K | – | 0.02 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C24) | Long | ABS-mortgage backed security | US | $360K | – | 0.02 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (COMM 2014-CCRE17 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $355K | – | 0.02 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2013-C12) | Long | ABS-mortgage backed security | US | $351K | – | 0.02 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2013-C9) | Long | ABS-mortgage backed security | US | $347K | – | 0.02 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (COMM 2013-CCRE13 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $344K | – | 0.02 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (MORGAN STANLEY CAPITAL I TRUST 2018-L1) | Long | ABS-mortgage backed security | US | $320K | – | 0.02 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (SHELTER GROWTH CRE 2022-FL4 ISSUER LTD) | Long | ABS-mortgage backed security | BM | $312K | – | 0.02 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (CSAIL 2015-C1 COMMERCIAL MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $283K | – | 0.01 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (AREIT 2021-CRE5 TRUST) | Long | ABS-mortgage backed security | KY | $280K | – | 0.01 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2013-LC11) | Long | ABS-mortgage backed security | US | $240K | – | 0.01 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (COMM 2013-CCRE13 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $209K | – | 0.01 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (WFRBS COMMERCIAL MORTGAGE TRUST 2013-C15) | Long | ABS-mortgage backed security | US | $175K | – | 0.01 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (CFCRE COMMERCIAL MORTGAGE TRUST 2017-C8) | Long | ABS-mortgage backed security | US | $152K | – | 0.01 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (WELLS FARGO COMMERCIAL MORTGAGE TRUST 2013-LC12) | Long | ABS-mortgage backed security | US | $144K | – | 0.01 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (CFCRE COMMERCIAL MORTGAGE TRUST 2011-C2) | Long | ABS-mortgage backed security | US | $133K | – | 0.01 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (MORGAN STANLEY CAPITAL I TRUST 2016-BNK2) | Long | ABS-mortgage backed security | US | $114K | – | 0.01 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (WFRBS COMMERCIAL MORTGAGE TRUST 2011-C3) | Long | ABS-mortgage backed security | US | $102K | – | 0.01 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (VMC FINANCE 2021-FL4 LLC) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| COMMON STOCK (MICROSOFT CORP) | Long | Equity-common | US | $77M | 172K | 3.79 |
| COMMON STOCK (APPLE INC) | Long | Equity-common | US | $76M | 359K | 3.72 |
| COMMON STOCK (NVIDIA CORP) | Long | Equity-common | US | $74M | 599K | 3.65 |
| COMMON STOCK (AMAZON.COM INC) | Long | Equity-common | US | $50M | 261K | 2.49 |
| COMMON STOCK (META PLATFORMS INC) | Long | Equity-common | US | $30M | 59K | 1.46 |
| COMMON STOCK (ALPHABET INC) | Long | Equity-common | US | $26M | 141K | 1.26 |
| COMMON STOCK (ELI LILLY AND CO) | Long | Equity-common | US | $23M | 26K | 1.14 |
| COMMON STOCK (WALMART INC) | Long | Equity-common | US | $18M | 267K | 0.89 |
| COMMON STOCK (ALPHABET INC) | Long | Equity-common | US | $17M | 95K | 0.86 |
| COMMON STOCK (CITIGROUP INC) | Long | Equity-common | US | $15M | 243K | 0.76 |
| COMMON STOCK (QUALCOMM INC) | Long | Equity-common | US | $15M | 76K | 0.75 |
| COMMON STOCK (NETFLIX INC) | Long | Equity-common | US | $15M | 22K | 0.73 |
| COMMON STOCK (BROADCOM INC) | Long | Equity-common | US | $15M | 9K | 0.72 |
| COMMON STOCK (MASTERCARD INC) | Long | Equity-common | US | $14M | 33K | 0.71 |
| COMMON STOCK (COCA-COLA CO/THE) | Long | Equity-common | US | $14M | 225K | 0.71 |
| COMMON STOCK (MERCK AND CO INC) | Long | Equity-common | US | $14M | 114K | 0.70 |
| COMMON STOCK (CADENCE DESIGN SYSTEMS INC) | Long | Equity-common | US | $12M | 39K | 0.59 |
| COMMON STOCK (JPMORGAN CHASE AND CO) | Long | Equity-common | US | $11M | 56K | 0.56 |
| COMMON STOCK (ABBVIE INC) | Long | Equity-common | US | $10M | 59K | 0.50 |
| COMMON STOCK (UBER TECHNOLOGIES INC) | Long | Equity-common | US | $10M | 139K | 0.50 |
| COMMON STOCK (EXXON MOBIL CORP) | Long | Equity-common | US | $10M | 83K | 0.47 |
| COMMON STOCK (ADOBE INC) | Long | Equity-common | US | $9M | 17K | 0.46 |
| COMMON STOCK (BOOKING HOLDINGS INC) | Long | Equity-common | US | $9M | 2K | 0.44 |
| COMMON STOCK (BANK OF AMERICA CORP) | Long | Equity-common | US | $8M | 211K | 0.41 |
| COMMON STOCK (TESLA INC) | Long | Equity-common | US | $8M | 42K | 0.41 |
| COMMON STOCK (REGENERON PHARMACEUTICALS INC) | Long | Equity-common | US | $8M | 8K | 0.41 |
| COMMON STOCK (3M CO) | Long | Equity-common | US | $8M | 80K | 0.40 |
| COMMON STOCK (ORACLE CORP) | Long | Equity-common | US | $8M | 57K | 0.40 |
| COMMON STOCK (AUTOMATIC DATA PROCESSING INC) | Long | Equity-common | US | $8M | 33K | 0.39 |
| COMMON STOCK (CIGNA GROUP/THE) | Long | Equity-common | US | $8M | 24K | 0.39 |
| COMMON STOCK (CHENIERE ENERGY INC) | Long | Equity-common | US | $8M | 45K | 0.39 |
| COMMON STOCK (BOSTON SCIENTIFIC CORP) | Long | Equity-common | US | $8M | 103K | 0.39 |
| COMMON STOCK (COMCAST CORP) | Long | Equity-common | US | $8M | 201K | 0.39 |
| COMMON STOCK (SALESFORCE INC) | Long | Equity-common | US | $7M | 26K | 0.32 |
| COMMON STOCK (PROCTER AND GAMBLE CO/THE) | Long | Equity-common | US | $6M | 38K | 0.31 |
| COMMON STOCK (PAYPAL HOLDINGS INC) | Long | Equity-common | US | $6M | 108K | 0.31 |
| COMMON STOCK (MCKESSON CORP) | Long | Equity-common | US | $6M | 10K | 0.30 |
| COMMON STOCK (APPLIED MATERIALS INC) | Long | Equity-common | US | $6M | 26K | 0.30 |
| COMMON STOCK (FEDEX CORP) | Long | Equity-common | US | $6M | 20K | 0.29 |
| COMMON STOCK (SIMON PROPERTY GROUP INC) | Long | Equity-common | US | $6M | 38K | 0.29 |
| COMMON STOCK (METLIFE INC) | Long | Equity-common | US | $6M | 83K | 0.29 |
| COMMON STOCK (VISA INC) | Long | Equity-common | US | $6M | 21K | 0.28 |
| COMMON STOCK (UNITEDHEALTH GROUP INC) | Long | Equity-common | US | $6M | 11K | 0.27 |
| COMMON STOCK (COLGATE-PALMOLIVE CO) | Long | Equity-common | US | $6M | 57K | 0.27 |
| COMMON STOCK (GOLDMAN SACHS GROUP INC/THE) | Long | Equity-common | US | $5M | 12K | 0.27 |
| COMMON STOCK (PHILIP MORRIS INTERNATIONAL INC) | Long | Equity-common | US | $5M | 54K | 0.27 |
| COMMON STOCK (PULTEGROUP INC) | Long | Equity-common | US | $5M | 49K | 0.27 |
| COMMON STOCK (CAPITAL ONE FINANCIAL CORP) | Long | Equity-common | US | $5M | 37K | 0.25 |
| COMMON STOCK (AMERICAN TOWER CORP) | Long | Equity-common | US | $5M | 26K | 0.25 |
| COMMON STOCK (O'REILLY AUTOMOTIVE INC) | Long | Equity-common | US | $5M | 5K | 0.25 |
| COMMON STOCK (VERTIV HOLDINGS CO) | Long | Equity-common | US | $5M | 57K | 0.24 |
| COMMON STOCK (UNION PACIFIC CORP) | Long | Equity-common | US | $5M | 22K | 0.24 |
| COMMON STOCK (FREEPORT-MCMORAN INC) | Long | Equity-common | US | $5M | 101K | 0.24 |
| COMMON STOCK (THERMO FISHER SCIENTIFIC INC) | Long | Equity-common | US | $5M | 9K | 0.23 |
| COMMON STOCK (GENERAL MOTORS CO) | Long | Equity-common | US | $5M | 101K | 0.23 |
| COMMON STOCK (ARCHER-DANIELS-MIDLAND CO) | Long | Equity-common | US | $5M | 77K | 0.23 |
| COMMON STOCK (INTUITIVE SURGICAL INC) | Long | Equity-common | US | $5M | 10K | 0.22 |
| COMMON STOCK (NEXTERA ENERGY INC) | Long | Equity-common | US | $4M | 63K | 0.22 |
| COMMON STOCK (VEEVA SYSTEMS INC) | Long | Equity-common | US | $4M | 24K | 0.22 |
| COMMON STOCK (BANK OF NEW YORK MELLON CORP/THE) | Long | Equity-common | US | $4M | 71K | 0.21 |
| COMMON STOCK (CHARLES SCHWAB CORP/THE) | Long | Equity-common | US | $4M | 57K | 0.21 |
| COMMON STOCK (EXPEDIA GROUP INC) | Long | Equity-common | US | $4M | 33K | 0.20 |
| COMMON STOCK (CONOCOPHILLIPS) | Long | Equity-common | US | $4M | 36K | 0.20 |
| COMMON STOCK (VERIZON COMMUNICATIONS INC) | Long | Equity-common | US | $4M | 97K | 0.20 |
| COMMON STOCK (NRG ENERGY INC) | Long | Equity-common | US | $4M | 51K | 0.20 |
| COMMON STOCK (NORTHROP GRUMMAN CORP) | Long | Equity-common | US | $4M | 9K | 0.19 |
| COMMON STOCK (EXELON CORP) | Long | Equity-common | US | $4M | 113K | 0.19 |
| COMMON STOCK (HONEYWELL INTERNATIONAL INC) | Long | Equity-common | US | $4M | 18K | 0.19 |
| COMMON STOCK (MARATHON PETROLEUM CORP) | Long | Equity-common | US | $4M | 22K | 0.19 |
| COMMON STOCK (AMERICAN INTERNATIONAL GROUP INC) | Long | Equity-common | US | $4M | 50K | 0.18 |
| COMMON STOCK (ADVANCED MICRO DEVICES INC) | Long | Equity-common | US | $4M | 23K | 0.18 |
| COMMON STOCK (VALERO ENERGY CORP) | Long | Equity-common | US | $4M | 23K | 0.18 |
| COMMON STOCK (AT AND T INC) | Long | Equity-common | US | $4M | 191K | 0.18 |
| COMMON STOCK (KLA CORP) | Long | Equity-common | US | $4M | 4K | 0.18 |
| COMMON STOCK (HOME DEPOT INC/THE) | Long | Equity-common | US | $4M | 11K | 0.18 |
| COMMON STOCK (HILTON WORLDWIDE HOLDINGS INC) | Long | Equity-common | US | $4M | 16K | 0.18 |
| COMMON STOCK (TRANE TECHNOLOGIES PLC) | Long | Equity-common | IE | $4M | 11K | 0.17 |
| COMMON STOCK (T-MOBILE US INC) | Long | Equity-common | US | $3M | 20K | 0.17 |
| COMMON STOCK (RTX CORP) | Long | Equity-common | US | $3M | 35K | 0.17 |
| COMMON STOCK (CORTEVA INC) | Long | Equity-common | US | $3M | 64K | 0.17 |
| COMMON STOCK (INGERSOLL RAND INC) | Long | Equity-common | US | $3M | 38K | 0.17 |
| COMMON STOCK (SYNOPSYS INC) | Long | Equity-common | US | $3M | 6K | 0.17 |
| COMMON STOCK (PNC FINANCIAL SERVICES GROUP INC/THE) | Long | Equity-common | US | $3M | 22K | 0.17 |
| COMMON STOCK (CHIPOTLE MEXICAN GRILL INC) | Long | Equity-common | US | $3M | 54K | 0.17 |
| COMMON STOCK (DANAHER CORP) | Long | Equity-common | US | $3M | 13K | 0.16 |
| COMMON STOCK (BECTON DICKINSON AND CO) | Long | Equity-common | US | $3M | 14K | 0.16 |
| COMMON STOCK (TARGET CORP) | Long | Equity-common | US | $3M | 21K | 0.16 |
| COMMON STOCK (CONSTELLATION ENERGY CORP) | Long | Equity-common | US | $3M | 16K | 0.16 |
| COMMON STOCK (APOLLO ASSET MANAGEMENT INC) | Long | Equity-common | US | $3M | 26K | 0.15 |
| COMMON STOCK (CRH PLC) | Long | Equity-common | US | $3M | 40K | 0.15 |
| COMMON STOCK (DEXCOM INC) | Long | Equity-common | US | $3M | 26K | 0.15 |
| COMMON STOCK (VISTRA CORP) | Long | Equity-common | US | $3M | 34K | 0.14 |
| COMMON STOCK (NORTHERN TRUST CORP) | Long | Equity-common | US | $3M | 34K | 0.14 |
| COMMON STOCK (ABBOTT LABORATORIES) | Long | Equity-common | US | $3M | 28K | 0.14 |
| COMMON STOCK (EQUITABLE HOLDINGS INC) | Long | Equity-common | US | $3M | 69K | 0.14 |
| COMMON STOCK (AMETEK INC) | Long | Equity-common | US | $3M | 17K | 0.14 |
| COMMON STOCK (SHERWIN-WILLIAMS CO/THE) | Long | Equity-common | US | $3M | 9K | 0.13 |
| COMMON STOCK (EASTMAN CHEMICAL CO) | Long | Equity-common | US | $3M | 26K | 0.13 |
| COMMON STOCK (LINDE PLC) | Long | Equity-common | US | $3M | 6K | 0.13 |
| COMMON STOCK (PPG INDUSTRIES INC) | Long | Equity-common | US | $3M | 20K | 0.13 |
| COMMON STOCK (UNITED RENTALS INC) | Long | Equity-common | US | $3M | 4K | 0.13 |
| COMMON STOCK (SOUTHWEST AIRLINES CO) | Long | Equity-common | US | $3M | 89K | 0.12 |
| COMMON STOCK (TRANSDIGM GROUP INC) | Long | Equity-common | US | $2M | 2K | 0.12 |
| COMMON STOCK (DUPONT DE NEMOURS INC) | Long | Equity-common | US | $2M | 30K | 0.12 |
| COMMON STOCK (PPL CORP) | Long | Equity-common | US | $2M | 84K | 0.11 |
| COMMON STOCK (JOHNSON CONTROLS INTERNATIONAL PLC) | Long | Equity-common | US | $2M | 35K | 0.11 |
| COMMON STOCK (CHARTER COMMUNICATIONS INC) | Long | Equity-common | US | $2M | 8K | 0.11 |
| COMMON STOCK (WASTE CONNECTIONS INC) | Long | Equity-common | CA | $2M | 13K | 0.11 |
| COMMON STOCK (BRISTOL-MYERS SQUIBB CO) | Long | Equity-common | US | $2M | 53K | 0.11 |
| COMMON STOCK (FAIR ISAAC CORP) | Long | Equity-common | US | $2M | 1K | 0.11 |
| COMMON STOCK (S AND P GLOBAL INC) | Long | Equity-common | US | $2M | 5K | 0.11 |
| COMMON STOCK (HUBSPOT INC) | Long | Equity-common | US | $2M | 4K | 0.10 |
| COMMON STOCK (DRAFTKINGS INC) | Long | Equity-common | US | $2M | 54K | 0.10 |
| COMMON STOCK (ROSS STORES INC) | Long | Equity-common | US | $2M | 14K | 0.10 |
| COMMON STOCK (COSTCO WHOLESALE CORP) | Long | Equity-common | US | $2M | 2K | 0.10 |
| COMMON STOCK (INCYTE CORP) | Long | Equity-common | US | $2M | 34K | 0.10 |
| COMMON STOCK (GAMING AND LEISURE PROPERTIES INC) | Long | Equity-common | US | $2M | 44K | 0.10 |
| COMMON STOCK (BJ'S WHOLESALE CLUB HOLDINGS INC) | Long | Equity-common | US | $2M | 23K | 0.10 |
| COMMON STOCK (MOTOROLA SOLUTIONS INC) | Long | Equity-common | US | $2M | 5K | 0.10 |
| COMMON STOCK (BERKSHIRE HATHAWAY INC) | Long | Equity-common | US | $2M | 5K | 0.09 |
| COMMON STOCK (LOCKHEED MARTIN CORP) | Long | Equity-common | US | $2M | 4K | 0.09 |
| COMMON STOCK (TRIMBLE INC) | Long | Equity-common | US | $2M | 34K | 0.09 |
| COMMON STOCK (CISCO SYSTEMS INC) | Long | Equity-common | US | $2M | 39K | 0.09 |
| COMMON STOCK (STATE STREET CORP) | Long | Equity-common | US | $2M | 25K | 0.09 |
| COMMON STOCK (VORNADO REALTY TRUST) | Long | Equity-common | US | $2M | 70K | 0.09 |
| COMMON STOCK (BALL CORP) | Long | Equity-common | US | $2M | 28K | 0.08 |
| COMMON STOCK (PG AND E CORP) | Long | Equity-common | US | $2M | 97K | 0.08 |
| COMMON STOCK (VERTEX PHARMACEUTICALS INC) | Long | Equity-common | US | $2M | 4K | 0.08 |
| COMMON STOCK (TJX COS INC/THE) | Long | Equity-common | US | $2M | 14K | 0.08 |
| COMMON STOCK (IDEXX LABORATORIES INC) | Long | Equity-common | US | $2M | 3K | 0.08 |
| COMMON STOCK (BUILDERS FIRSTSOURCE INC) | Long | Equity-common | US | $2M | 11K | 0.08 |
| COMMON STOCK (EQUIFAX INC) | Long | Equity-common | US | $2M | 6K | 0.08 |
| COMMON STOCK (DOCUSIGN INC) | Long | Equity-common | US | $2M | 28K | 0.07 |
| COMMON STOCK (VONTIER CORP) | Long | Equity-common | US | $1M | 38K | 0.07 |
| COMMON STOCK (CME GROUP INC) | Long | Equity-common | US | $1M | 7K | 0.07 |
| COMMON STOCK (SUPER MICRO COMPUTER INC) | Long | Equity-common | US | $1M | 2K | 0.07 |
| COMMON STOCK (REINSURANCE GROUP OF AMERICA INC) | Long | Equity-common | US | $1M | 6K | 0.06 |
| COMMON STOCK (COSTAR GROUP INC) | Long | Equity-common | US | $1M | 16K | 0.06 |
| COMMON STOCK (EXELIXIS INC) | Long | Equity-common | US | $1M | 54K | 0.06 |
| COMMON STOCK (LIVE NATION ENTERTAINMENT INC) | Long | Equity-common | US | $1M | 13K | 0.06 |
| COMMON STOCK (GLOBAL PAYMENTS INC) | Long | Equity-common | US | $1M | 12K | 0.06 |
| COMMON STOCK (BOEING CO/THE) | Long | Equity-common | US | $1M | 6K | 0.05 |
| COMMON STOCK (ALNYLAM PHARMACEUTICALS INC) | Long | Equity-common | US | $957K | 4K | 0.05 |
| COMMON STOCK (BLOCK INC) | Long | Equity-common | US | $900K | 14K | 0.04 |
| COMMON STOCK (VERALTO CORP) | Long | Equity-common | US | $900K | 9K | 0.04 |
| COMMON STOCK (WEYERHAEUSER CO) | Long | Equity-common | US | $899K | 32K | 0.04 |
| COMMON STOCK (SCHLUMBERGER NV) | Long | Equity-common | US | $897K | 19K | 0.04 |
| COMMON STOCK (KENVUE INC) | Long | Equity-common | US | $862K | 47K | 0.04 |
| COMMON STOCK (LAM RESEARCH CORP) | Long | Equity-common | US | $837K | 786 | 0.04 |
| COMMON STOCK (TRADE DESK INC/THE) | Long | Equity-common | US | $808K | 8K | 0.04 |
| COMMON STOCK (MONSTER BEVERAGE CORP) | Long | Equity-common | US | $750K | 15K | 0.04 |
| COMMON STOCK (ARISTA NETWORKS INC) | Long | Equity-common | US | $744K | 2K | 0.04 |
| COMMON STOCK (CROWDSTRIKE HOLDINGS INC) | Long | Equity-common | US | $732K | 2K | 0.04 |
| COMMON STOCK (NETAPP INC) | Long | Equity-common | US | $731K | 6K | 0.04 |
| COMMON STOCK (ATLASSIAN CORP) | Long | Equity-common | US | $714K | 4K | 0.04 |
| COMMON STOCK (ECOLAB INC) | Long | Equity-common | US | $710K | 3K | 0.03 |
| COMMON STOCK (QORVO INC) | Long | Equity-common | US | $689K | 6K | 0.03 |
| COMMON STOCK (SYNCHRONY FINANCIAL) | Long | Equity-common | US | $686K | 15K | 0.03 |
| COMMON STOCK (TARGA RESOURCES CORP) | Long | Equity-common | US | $683K | 5K | 0.03 |
| COMMON STOCK (MANHATTAN ASSOCIATES INC) | Long | Equity-common | US | $673K | 3K | 0.03 |
| COMMON STOCK (SERVICENOW INC) | Long | Equity-common | US | $672K | 854 | 0.03 |
| COMMON STOCK (AUTODESK INC) | Long | Equity-common | US | $671K | 3K | 0.03 |
| COMMON STOCK (NEUROCRINE BIOSCIENCES INC) | Long | Equity-common | US | $664K | 5K | 0.03 |
| COMMON STOCK (MONOLITHIC POWER SYSTEMS INC) | Long | Equity-common | US | $663K | 807 | 0.03 |
| COMMON STOCK (GUIDEWIRE SOFTWARE INC) | Long | Equity-common | US | $663K | 5K | 0.03 |
| COMMON STOCK (BAKER HUGHES CO) | Long | Equity-common | US | $662K | 19K | 0.03 |
| COMMON STOCK (F5 INC) | Long | Equity-common | US | $659K | 4K | 0.03 |
| COMMON STOCK (AVALONBAY COMMUNITIES INC) | Long | Equity-common | US | $658K | 3K | 0.03 |
| COMMON STOCK (AUTOZONE INC) | Long | Equity-common | US | $658K | 222 | 0.03 |
| COMMON STOCK (WEBSTER FINANCIAL CORP) | Long | Equity-common | US | $656K | 15K | 0.03 |
| COMMON STOCK (AMERICAN EXPRESS CO) | Long | Equity-common | US | $656K | 3K | 0.03 |
| COMMON STOCK (WORKDAY INC) | Long | Equity-common | US | $655K | 3K | 0.03 |
| COMMON STOCK (BRIXMOR PROPERTY GROUP INC) | Long | Equity-common | US | $654K | 28K | 0.03 |
| COMMON STOCK (JEFFERIES FINANCIAL GROUP INC) | Long | Equity-common | US | $654K | 13K | 0.03 |
| COMMON STOCK (DOORDASH INC) | Long | Equity-common | US | $654K | 6K | 0.03 |
| COMMON STOCK (KIMBERLY-CLARK CORP) | Long | Equity-common | US | $652K | 5K | 0.03 |
| COMMON STOCK (ROCKWELL AUTOMATION INC) | Long | Equity-common | US | $650K | 2K | 0.03 |
| COMMON STOCK (EQUITY RESIDENTIAL TR) | Long | Equity-common | US | $650K | 9K | 0.03 |
| COMMON STOCK (ZIONS FIRST NATIONAL BANK) | Long | Equity-common | US | $649K | 15K | 0.03 |
| COMMON STOCK (EDWARDS LIFESCIENCES CORP) | Long | Equity-common | US | $648K | 7K | 0.03 |
| COMMON STOCK (MSA SAFETY INC) | Long | Equity-common | US | $648K | 3K | 0.03 |
| COMMON STOCK (CITIZENS FINANCIAL GROUP INC) | Long | Equity-common | US | $647K | 18K | 0.03 |
| COMMON STOCK (CHEVRON CORP) | Long | Equity-common | US | $645K | 4K | 0.03 |
| COMMON STOCK (AMGEN INC) | Long | Equity-common | US | $642K | 2K | 0.03 |
| COMMON STOCK (LAS VEGAS SANDS CORP) | Long | Equity-common | US | $642K | 15K | 0.03 |
| COMMON STOCK (BOSTON BEER CO INC/THE) | Long | Equity-common | US | $642K | 2K | 0.03 |
| COMMON STOCK (MID-AMERICA APARTMENT COMMUNITIES INC) | Long | Equity-common | US | $640K | 4K | 0.03 |
| COMMON STOCK (JOHNSON AND JOHNSON) | Long | Equity-common | US | $640K | 4K | 0.03 |
| COMMON STOCK (PUBLIC STORAGE) | Long | Equity-common | US | $639K | 2K | 0.03 |
| COMMON STOCK (INSULET CORP) | Long | Equity-common | US | $638K | 3K | 0.03 |
| COMMON STOCK (FORTIVE CORP) | Long | Equity-common | US | $638K | 9K | 0.03 |
| COMMON STOCK (A O SMITH CORP) | Long | Equity-common | US | $637K | 8K | 0.03 |
| COMMON STOCK (CLOROX CO/THE) | Long | Equity-common | US | $636K | 5K | 0.03 |
| COMMON STOCK (TERADATA CORP) | Long | Equity-common | US | $636K | 18K | 0.03 |
| COMMON STOCK (CATERPILLAR INC) | Long | Equity-common | US | $636K | 2K | 0.03 |
| COMMON STOCK (CUMMINS ENGINE COMPANY, INC.) | Long | Equity-common | US | $634K | 2K | 0.03 |
| COMMON STOCK (CARDINAL HEALTH INC) | Long | Equity-common | US | $634K | 6K | 0.03 |
| COMMON STOCK (STARBUCKS CORP) | Long | Equity-common | US | $633K | 8K | 0.03 |
| COMMON STOCK (ELEVANCE HEALTH INC) | Long | Equity-common | US | $633K | 1K | 0.03 |
| COMMON STOCK (CSX CORP) | Long | Equity-common | US | $632K | 19K | 0.03 |
| COMMON STOCK (CBRE GROUP INC) | Long | Equity-common | US | $632K | 7K | 0.03 |
| COMMON STOCK (DECKERS OUTDOOR CORP) | Long | Equity-common | US | $631K | 652 | 0.03 |
| COMMON STOCK (CVS HEALTH CORP) | Long | Equity-common | US | $630K | 11K | 0.03 |
| COMMON STOCK (ALLY FINANCIAL INC) | Long | Equity-common | US | $628K | 16K | 0.03 |
| COMMON STOCK (ALLSTATE CORP/THE) | Long | Equity-common | US | $627K | 4K | 0.03 |
| COMMON STOCK (FIRST INDUSTRIAL REALTY TRUST INC) | Long | Equity-common | US | $626K | 13K | 0.03 |
| COMMON STOCK (SMARTSHEET INC) | Long | Equity-common | US | $625K | 14K | 0.03 |
| COMMON STOCK (PINTEREST INC) | Long | Equity-common | US | $625K | 14K | 0.03 |
| COMMON STOCK (HCA HEALTHCARE INC) | Long | Equity-common | US | $625K | 2K | 0.03 |
| COMMON STOCK (DEERE AND CO) | Long | Equity-common | US | $624K | 2K | 0.03 |
| COMMON STOCK (ROKU INC) | Long | Equity-common | US | $623K | 10K | 0.03 |
| COMMON STOCK (ROBERT HALF INC) | Long | Equity-common | US | $623K | 10K | 0.03 |
| COMMON STOCK (MORGAN STANLEY) | Long | Equity-common | US | $623K | 6K | 0.03 |
| COMMON STOCK (LIGHT AND WONDER INC) | Long | Equity-common | US | $622K | 6K | 0.03 |
| COMMON STOCK (XCEL ENERGY INC) | Long | Equity-common | US | $622K | 12K | 0.03 |
| COMMON STOCK (DROPBOX INC) | Long | Equity-common | US | $621K | 28K | 0.03 |
| COMMON STOCK (PAYCOM SOFTWARE INC) | Long | Equity-common | US | $621K | 4K | 0.03 |
| COMMON STOCK (STEEL DYNAMICS INC) | Long | Equity-common | US | $620K | 5K | 0.03 |
| COMMON STOCK (PRINCIPAL FINANCIAL GROUP INC) | Long | Equity-common | US | $619K | 8K | 0.03 |
| COMMON STOCK (EBAY INC) | Long | Equity-common | US | $618K | 12K | 0.03 |
| COMMON STOCK (GENTEX CORP) | Long | Equity-common | US | $618K | 18K | 0.03 |
| COMMON STOCK (SS AND C TECHNOLOGIES HOLDINGS INC) | Long | Equity-common | US | $616K | 10K | 0.03 |
| COMMON STOCK (MOSAIC CO/THE) | Long | Equity-common | US | $616K | 21K | 0.03 |
| COMMON STOCK (DEVON ENERGY CORP) | Long | Equity-common | US | $615K | 13K | 0.03 |
| COMMON STOCK (COTERRA ENERGY INC) | Long | Equity-common | US | $614K | 23K | 0.03 |
| COMMON STOCK (UNITED PARCEL SERVICE INC) | Long | Equity-common | US | $614K | 4K | 0.03 |
| COMMON STOCK (FORD MOTOR CO) | Long | Equity-common | US | $613K | 49K | 0.03 |
| COMMON STOCK (PROCORE TECHNOLOGIES INC) | Long | Equity-common | US | $613K | 9K | 0.03 |
| COMMON STOCK (DTE ENERGY CO) | Long | Equity-common | US | $613K | 6K | 0.03 |
| COMMON STOCK (LYONDELLBASELL INDUSTRIES NV) | Long | Equity-common | US | $612K | 6K | 0.03 |
| COMMON STOCK (STRYKER CORP) | Long | Equity-common | US | $612K | 2K | 0.03 |
| COMMON STOCK (MGIC INVESTMENT CORP) | Long | Equity-common | US | $612K | 28K | 0.03 |
| COMMON STOCK (DUKE ENERGY CORP) | Long | Equity-common | US | $611K | 6K | 0.03 |
| COMMON STOCK (LOEWS CORP) | Long | Equity-common | US | $611K | 8K | 0.03 |
| COMMON STOCK (GODADDY INC) | Long | Equity-common | US | $610K | 4K | 0.03 |
| COMMON STOCK (PUBLIC SERVICE ENTERPRISE GROUP INC) | Long | Equity-common | US | $610K | 8K | 0.03 |
| COMMON STOCK (ENTERGY CORP) | Long | Equity-common | US | $609K | 6K | 0.03 |
| COMMON STOCK (CF INDUSTRIES HOLDINGS INC) | Long | Equity-common | US | $609K | 8K | 0.03 |
| COMMON STOCK (FORTUNE BRANDS INNOVATIONS INC) | Long | Equity-common | US | $608K | 9K | 0.03 |
| COMMON STOCK (WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP) | Long | Equity-common | US | $608K | 4K | 0.03 |
| COMMON STOCK (LINCOLN ELECTRIC HOLDINGS INC) | Long | Equity-common | US | $608K | 3K | 0.03 |
| COMMON STOCK (ULTRAGENYX PHARMACEUTICAL INC) | Long | Equity-common | US | $607K | 15K | 0.03 |
| COMMON STOCK (KEYSIGHT TECHNOLOGIES INC) | Long | Equity-common | US | $607K | 4K | 0.03 |
| COMMON STOCK (HUNTSMAN CORP) | Long | Equity-common | US | $607K | 27K | 0.03 |
| COMMON STOCK (CROWN CASTLE INC) | Long | Equity-common | US | $606K | 6K | 0.03 |
| COMMON STOCK (NUCOR CORP) | Long | Equity-common | US | $606K | 4K | 0.03 |
| COMMON STOCK (AMDOCS LTD) | Long | Equity-common | US | $606K | 8K | 0.03 |
| COMMON STOCK (PACKAGING CORP OF AMERICA) | Long | Equity-common | US | $606K | 3K | 0.03 |
| COMMON STOCK (UNUM GROUP) | Long | Equity-common | US | $606K | 12K | 0.03 |
| COMMON STOCK (EDISON INTERNATIONAL) | Long | Equity-common | US | $605K | 8K | 0.03 |
| COMMON STOCK (EVERSOURCE ENERGY) | Long | Equity-common | US | $605K | 11K | 0.03 |
| COMMON STOCK (INTERCONTINENTAL EXCHANGE INC) | Long | Equity-common | US | $605K | 4K | 0.03 |
| COMMON STOCK (SEI INVESTMENTS CO) | Long | Equity-common | US | $605K | 9K | 0.03 |
| COMMON STOCK (AMERICAN ELECTRIC POWER CO INC) | Long | Equity-common | US | $604K | 7K | 0.03 |
| COMMON STOCK (WEATHERFORD INTERNATIONAL PLC) | Long | Equity-common | US | $604K | 5K | 0.03 |
| COMMON STOCK (CROCS INC) | Long | Equity-common | US | $604K | 4K | 0.03 |
| COMMON STOCK (COREBRIDGE FINANCIAL INC) | Long | Equity-common | US | $604K | 21K | 0.03 |
| COMMON STOCK (TENET HEALTHCARE CORP) | Long | Equity-common | US | $604K | 5K | 0.03 |
| COMMON STOCK (MCDONALD'S CORP) | Long | Equity-common | US | $604K | 2K | 0.03 |
| COMMON STOCK (CRANE CO) | Long | Equity-common | US | $603K | 4K | 0.03 |
| COMMON STOCK (HUNTINGTON BANCSHARES INC/OH) | Long | Equity-common | US | $601K | 46K | 0.03 |
| COMMON STOCK (DONALDSON CO INC) | Long | Equity-common | US | $600K | 8K | 0.03 |
| COMMON STOCK (AMERIPRISE FINANCIAL INC) | Long | Equity-common | US | $600K | 1K | 0.03 |
| COMMON STOCK (MEDPACE HOLDINGS INC) | Long | Equity-common | US | $600K | 1K | 0.03 |
| COMMON STOCK (GENERAL ELECTRIC CO) | Long | Equity-common | US | $599K | 4K | 0.03 |
| COMMON STOCK (PROGRESSIVE CORP/THE) | Long | Equity-common | US | $598K | 3K | 0.03 |
| COMMON STOCK (SOLVENTUM CORP) | Long | Equity-common | US | $598K | 11K | 0.03 |
| COMMON STOCK (HOLOGIC INC) | Long | Equity-common | US | $596K | 8K | 0.03 |
| COMMON STOCK (VIRTU FINANCIAL INC) | Long | Equity-common | US | $595K | 26K | 0.03 |
| COMMON STOCK (TOLL BROTHERS INC) | Long | Equity-common | US | $594K | 5K | 0.03 |
| COMMON STOCK (TRAVELERS COS INC/THE) | Long | Equity-common | US | $593K | 3K | 0.03 |
| COMMON STOCK (DOW INC) | Long | Equity-common | US | $593K | 11K | 0.03 |
| COMMON STOCK (MEDTRONIC PLC) | Long | Equity-common | IE | $592K | 8K | 0.03 |
| COMMON STOCK (HOST HOTELS AND RESORTS INC) | Long | Equity-common | US | $592K | 33K | 0.03 |
| COMMON STOCK (VERISIGN INC) | Long | Equity-common | US | $591K | 3K | 0.03 |
| COMMON STOCK (FLOWSERVE CORP) | Long | Equity-common | US | $591K | 12K | 0.03 |
| COMMON STOCK (WELLS FARGO AND CO) | Long | Equity-common | US | $590K | 10K | 0.03 |
| COMMON STOCK (MOHAWK INDUSTRIES INC) | Long | Equity-common | US | $590K | 5K | 0.03 |
| COMMON STOCK (AMERICAN FINANCIAL GROUP INC/OH) | Long | Equity-common | US | $590K | 5K | 0.03 |
| COMMON STOCK (MARSH AND MCLENNAN COS INC) | Long | Equity-common | US | $589K | 3K | 0.03 |
| COMMON STOCK (EPR PROPERTIES) | Long | Equity-common | US | $589K | 14K | 0.03 |
| COMMON STOCK (ZOOM VIDEO COMMUNICATIONS INC) | Long | Equity-common | US | $589K | 10K | 0.03 |
| COMMON STOCK (LPL FINANCIAL HOLDINGS INC) | Long | Equity-common | US | $589K | 2K | 0.03 |
| COMMON STOCK (DOMINION ENERGY INC) | Long | Equity-common | US | $588K | 12K | 0.03 |
| COMMON STOCK (BIO-RAD LABORATORIES INC) | Long | Equity-common | US | $587K | 2K | 0.03 |
| COMMON STOCK (LEIDOS HOLDINGS INC) | Long | Equity-common | US | $586K | 4K | 0.03 |
| COMMON STOCK (SNOWFLAKE INC) | Long | Equity-common | US | $586K | 4K | 0.03 |
| COMMON STOCK (HF SINCLAIR CORP) | Long | Equity-common | US | $585K | 11K | 0.03 |
| COMMON STOCK (BLACKROCK INC) | Long | Equity-common | US | $584K | 742 | 0.03 |
| COMMON STOCK (TEXTRON INC) | Long | Equity-common | US | $583K | 7K | 0.03 |
| COMMON STOCK (ULTA BEAUTY INC) | Long | Equity-common | US | $582K | 2K | 0.03 |
| COMMON STOCK (WESTERN UNION CO/THE) | Long | Equity-common | US | $582K | 48K | 0.03 |
| COMMON STOCK (CURTISS-WRIGHT CORP) | Long | Equity-common | US | $582K | 2K | 0.03 |
| COMMON STOCK (NORFOLK SOUTHERN CORP) | Long | Equity-common | US | $581K | 3K | 0.03 |
| COMMON STOCK (GLOBE LIFE INC) | Long | Equity-common | US | $581K | 7K | 0.03 |
| COMMON STOCK (SYSCO CORP) | Long | Equity-common | US | $579K | 8K | 0.03 |
| COMMON STOCK (NATIONAL FUEL GAS CO) | Long | Equity-common | US | $578K | 11K | 0.03 |
| COMMON STOCK (OWENS CORNING) | Long | Equity-common | US | $577K | 3K | 0.03 |
| COMMON STOCK (PACCAR INC) | Long | Equity-common | US | $577K | 6K | 0.03 |
| COMMON STOCK (AFFILIATED MANAGERS GROUP INC) | Long | Equity-common | US | $577K | 4K | 0.03 |
| COMMON STOCK (APTARGROUP INC) | Long | Equity-common | US | $576K | 4K | 0.03 |
| COMMON STOCK (ETSY INC) | Long | Equity-common | US | $575K | 10K | 0.03 |
| COMMON STOCK (ABERCROMBIE AND FITCH CO) | Long | Equity-common | US | $574K | 3K | 0.03 |
| COMMON STOCK (ALCOA CORP) | Long | Equity-common | US | $572K | 14K | 0.03 |
| COMMON STOCK (PARKER-HANNIFIN CORP) | Long | Equity-common | US | $572K | 1K | 0.03 |
| COMMON STOCK (DOLLAR TREE INC) | Long | Equity-common | US | $572K | 5K | 0.03 |
| COMMON STOCK (CARVANA CO) | Long | Equity-common | US | $571K | 4K | 0.03 |
| COMMON STOCK (MOLSON COORS BEVERAGE CO) | Long | Equity-common | US | $571K | 11K | 0.03 |
| COMMON STOCK (PARK HOTELS AND RESORTS INC) | Long | Equity-common | US | $568K | 38K | 0.03 |
| COMMON STOCK (LENNAR CORP) | Long | Equity-common | US | $567K | 4K | 0.03 |
| COMMON STOCK (AXALTA COATING SYSTEMS LTD) | Long | Equity-common | US | $562K | 16K | 0.03 |
| COMMON STOCK (EURONET WORLDWIDE INC) | Long | Equity-common | US | $561K | 5K | 0.03 |
| COMMON STOCK (EATON CORP PLC) | Long | Equity-common | US | $561K | 2K | 0.03 |
| COMMON STOCK (MAPLEBEAR INC) | Long | Equity-common | US | $559K | 17K | 0.03 |
| COMMON STOCK (PEGASYSTEMS INC) | Long | Equity-common | US | $559K | 9K | 0.03 |
| COMMON STOCK (CROWN HOLDINGS INC) | Long | Equity-common | US | $553K | 7K | 0.03 |
| COMMON STOCK (LOUISIANA-PACIFIC CORP) | Long | Equity-common | US | $550K | 7K | 0.03 |
| COMMON STOCK (UGI CORP) | Long | Equity-common | US | $547K | 24K | 0.03 |
| COMMON STOCK (COMMVAULT SYSTEMS INC) | Long | Equity-common | US | $534K | 4K | 0.03 |
| COMMON STOCK (RAMBUS INC) | Long | Equity-common | US | $532K | 9K | 0.03 |
| COMMON STOCK (TD SYNNEX CORP) | Long | Equity-common | US | $530K | 5K | 0.03 |
| COMMON STOCK (ROBLOX CORP) | Long | Equity-common | US | $524K | 14K | 0.03 |
| COMMON STOCK (COCA-COLA CONSOLIDATED INC) | Long | Equity-common | US | $522K | 481 | 0.03 |
| COMMON STOCK (IRIDIUM COMMUNICATIONS INC) | Long | Equity-common | US | $519K | 19K | 0.03 |
| COMMON STOCK (MURPHY OIL CORP) | Long | Equity-common | US | $503K | 12K | 0.02 |
| COMMON STOCK (JACKSON FINANCIAL INC) | Long | Equity-common | US | $490K | 7K | 0.02 |
| COMMON STOCK (LANTHEUS HOLDINGS INC) | Long | Equity-common | US | $489K | 6K | 0.02 |
| COMMON STOCK (UFP INDUSTRIES INC) | Long | Equity-common | US | $485K | 4K | 0.02 |
| COMMON STOCK (MATSON INC) | Long | Equity-common | US | $483K | 4K | 0.02 |
| COMMON STOCK (ELANCO ANIMAL HEALTH INC) | Long | Equity-common | US | $479K | 33K | 0.02 |
| COMMON STOCK (TAYLOR MORRISON HOME CORP) | Long | Equity-common | US | $478K | 9K | 0.02 |
| COMMON STOCK (MR COOPER GROUP INC) | Long | Equity-common | US | $475K | 6K | 0.02 |
| COMMON STOCK (HANCOCK WHITNEY CORP) | Long | Equity-common | US | $469K | 10K | 0.02 |
| COMMON STOCK (ENPHASE ENERGY INC) | Long | Equity-common | US | $458K | 5K | 0.02 |
| COMMON STOCK (EXTREME NETWORKS INC) | Long | Equity-common | US | $456K | 34K | 0.02 |
| COMMON STOCK (10X GENOMICS INC) | Long | Equity-common | US | $453K | 23K | 0.02 |
| COMMON STOCK (AXOS FINANCIAL INC) | Long | Equity-common | US | $451K | 8K | 0.02 |
| COMMON STOCK (RYMAN HOSPITALITY PROPERTIES INC) | Long | Equity-common | US | $450K | 5K | 0.02 |
| COMMON STOCK (STERLING CONSTRUCTION CO) | Long | Equity-common | US | $445K | 4K | 0.02 |
| COMMON STOCK (ITRON INC) | Long | Equity-common | US | $444K | 4K | 0.02 |
| COMMON STOCK (SKYWEST INC) | Long | Equity-common | US | $443K | 5K | 0.02 |
| COMMON STOCK (BELDEN INC) | Long | Equity-common | US | $441K | 5K | 0.02 |
| COMMON STOCK (BRINK'S CO/THE) | Long | Equity-common | US | $436K | 4K | 0.02 |
| COMMON STOCK (INTERDIGITAL INC) | Long | Equity-common | US | $429K | 4K | 0.02 |
| COMMON STOCK (BREAD FINANCIAL HOLDINGS INC) | Long | Equity-common | US | $427K | 10K | 0.02 |
| COMMON STOCK (FIRST BANCORP/PUERTO RICO) | Long | Equity-common | PR | $427K | 23K | 0.02 |
| COMMON STOCK (TRI POINTE HOMES INC) | Long | Equity-common | US | $423K | 11K | 0.02 |
| COMMON STOCK (ALLETE INC) | Long | Equity-common | US | $420K | 7K | 0.02 |
| COMMON STOCK (INTERNATIONAL GAME TECHNOLOGY PLC) | Long | Equity-common | US | $418K | 20K | 0.02 |
| COMMON STOCK (CATHAY GENERAL BANCORP) | Long | Equity-common | US | $415K | 11K | 0.02 |
| COMMON STOCK (CNO FINANCIAL GROUP INC) | Long | Equity-common | US | $413K | 15K | 0.02 |
| COMMON STOCK (ACADIA PHARMACEUTICALS INC) | Long | Equity-common | US | $412K | 25K | 0.02 |
| COMMON STOCK (CONSOL ENERGY INC) | Long | Equity-common | US | $412K | 4K | 0.02 |
| COMMON STOCK (WATTS WATER TECHNOLOGIES INC) | Long | Equity-common | US | $407K | 2K | 0.02 |
| COMMON STOCK (VISTEON CORP) | Long | Equity-common | US | $403K | 4K | 0.02 |
| COMMON STOCK (PBF ENERGY INC) | Long | Equity-common | US | $402K | 9K | 0.02 |
| COMMON STOCK (BOISE CASCADE CO) | Long | Equity-common | US | $399K | 3K | 0.02 |
| COMMON STOCK (M/I HOMES INC) | Long | Equity-common | US | $398K | 3K | 0.02 |
| COMMON STOCK (GENWORTH FINANCIAL INC) | Long | Equity-common | US | $398K | 66K | 0.02 |
| COMMON STOCK (FRONTDOOR INC) | Long | Equity-common | US | $397K | 12K | 0.02 |
| COMMON STOCK (SYLVAMO CORP) | Long | Equity-common | US | $397K | 6K | 0.02 |
| COMMON STOCK (DILLARD'S INC) | Long | Equity-common | US | $393K | 892 | 0.02 |
| COMMON STOCK (ATKORE INC) | Long | Equity-common | US | $392K | 3K | 0.02 |
| COMMON STOCK (LIVERAMP HOLDINGS INC) | Long | Equity-common | US | $388K | 13K | 0.02 |
| COMMON STOCK (RXSIGHT INC) | Long | Equity-common | US | $383K | 6K | 0.02 |
| COMMON STOCK (RED ROCK RESORTS INC) | Long | Equity-common | US | $382K | 7K | 0.02 |
| COMMON STOCK (KB HOME) | Long | Equity-common | US | $380K | 5K | 0.02 |
| COMMON STOCK (URBAN EDGE PROPERTIES) | Long | Equity-common | US | $379K | 21K | 0.02 |
| COMMON STOCK (WARRIOR MET COAL INC) | Long | Equity-common | US | $377K | 6K | 0.02 |
| COMMON STOCK (TEREX CORP) | Long | Equity-common | US | $375K | 7K | 0.02 |
| COMMON STOCK (US SILICA HOLDINGS INC) | Long | Equity-common | US | $375K | 24K | 0.02 |
| COMMON STOCK (QUALYS INC) | Long | Equity-common | US | $374K | 3K | 0.02 |
| COMMON STOCK (ENERSYS) | Long | Equity-common | US | $372K | 4K | 0.02 |
| COMMON STOCK (SELECT MEDICAL HOLDINGS CORP) | Long | Equity-common | US | $371K | 11K | 0.02 |
| COMMON STOCK (BLUE BIRD CORP) | Long | Equity-common | US | $370K | 7K | 0.02 |
| COMMON STOCK (APPLIED INDUSTRIAL TECHNOLOGIES INC) | Long | Equity-common | US | $365K | 2K | 0.02 |
| COMMON STOCK (SUNSTONE HOTEL INVESTORS INC) | Long | Equity-common | US | $365K | 35K | 0.02 |
| COMMON STOCK (SILICON LABORATORIES INC) | Long | Equity-common | US | $362K | 3K | 0.02 |
| COMMON STOCK (GMS INC) | Long | Equity-common | US | $360K | 4K | 0.02 |
| COMMON STOCK (PEABODY ENERGY CORP) | Long | Equity-common | US | $358K | 16K | 0.02 |
| COMMON STOCK (BIOHAVEN LTD) | Long | Equity-common | US | $357K | 10K | 0.02 |
| COMMON STOCK (ALPHA METALLURGICAL RESOURCES INC) | Long | Equity-common | US | $355K | 1K | 0.02 |
| COMMON STOCK (IRONWOOD PHARMACEUTICALS INC) | Long | Equity-common | US | $350K | 54K | 0.02 |
| COMMON STOCK (OTIS WORLDWIDE CORP) | Long | Equity-common | US | $345K | 4K | 0.02 |
| COMMON STOCK (UPWORK INC) | Long | Equity-common | US | $340K | 32K | 0.02 |
| COMMON STOCK (PTC THERAPEUTICS INC) | Long | Equity-common | US | $337K | 11K | 0.02 |
| COMMON STOCK (IMMUNOVANT INC) | Long | Equity-common | US | $337K | 13K | 0.02 |
| COMMON STOCK (ONEMAIN HOLDINGS INC) | Long | Equity-common | US | $337K | 7K | 0.02 |
| COMMON STOCK (ENOVA INTERNATIONAL INC) | Long | Equity-common | US | $335K | 5K | 0.02 |
| COMMON STOCK (MINERALS TECHNOLOGIES INC) | Long | Equity-common | US | $334K | 4K | 0.02 |
| COMMON STOCK (REV GROUP INC) | Long | Equity-common | US | $326K | 13K | 0.02 |
| COMMON STOCK (ARCELLX INC) | Long | Equity-common | US | $326K | 6K | 0.02 |
| COMMON STOCK (CUSTOMERS BANCORP INC) | Long | Equity-common | US | $324K | 7K | 0.02 |
| COMMON STOCK (AMBARELLA INC) | Long | Equity-common | US | $322K | 6K | 0.02 |
| COMMON STOCK (CLEVELAND-CLIFFS INC) | Long | Equity-common | US | $321K | 21K | 0.02 |
| COMMON STOCK (CARGURUS INC) | Long | Equity-common | US | $319K | 12K | 0.02 |
| COMMON STOCK (OPTION CARE HEALTH INC) | Long | Equity-common | US | $317K | 11K | 0.02 |
| COMMON STOCK (RLJ LODGING TRUST) | Long | Equity-common | US | $314K | 33K | 0.02 |
| COMMON STOCK (STONEX GROUP INC) | Long | Equity-common | US | $314K | 4K | 0.02 |
| COMMON STOCK (AMERICAN AXLE AND MANUFACTURING HOLDINGS INC) | Long | Equity-common | US | $314K | 45K | 0.02 |
| COMMON STOCK (WEST PHARMACEUTICAL SERVICES INC) | Long | Equity-common | US | $312K | 948 | 0.02 |
| COMMON STOCK (MAXLINEAR INC) | Long | Equity-common | US | $310K | 15K | 0.02 |
| COMMON STOCK (WASTE MANAGEMENT INC) | Long | Equity-common | US | $308K | 1K | 0.02 |
| COMMON STOCK (HILLTOP HOLDINGS INC) | Long | Equity-common | US | $307K | 10K | 0.02 |
| COMMON STOCK (INTER PARFUMS INC) | Long | Equity-common | US | $301K | 3K | 0.01 |
| COMMON STOCK (RAPID7 INC) | Long | Equity-common | US | $301K | 7K | 0.01 |
| COMMON STOCK (POWELL INDUSTRIES INC) | Long | Equity-common | US | $300K | 2K | 0.01 |
| COMMON STOCK (ITT INC) | Long | Equity-common | US | $299K | 2K | 0.01 |
| COMMON STOCK (PATHWARD FINANCIAL INC) | Long | Equity-common | US | $297K | 5K | 0.01 |
| COMMON STOCK (BANNER CORP) | Long | Equity-common | US | $296K | 6K | 0.01 |
| COMMON STOCK (TELADOC HEALTH INC) | Long | Equity-common | US | $294K | 30K | 0.01 |
| COMMON STOCK (AMKOR TECHNOLOGY INC) | Long | Equity-common | US | $291K | 7K | 0.01 |
| COMMON STOCK (XENCOR INC) | Long | Equity-common | US | $287K | 15K | 0.01 |
| COMMON STOCK (GRACO INC) | Long | Equity-common | US | $282K | 4K | 0.01 |
| COMMON STOCK (APOGEE ENTERPRISES INC) | Long | Equity-common | US | $281K | 4K | 0.01 |
| COMMON STOCK (TXNM ENERGY INC) | Long | Equity-common | US | $279K | 8K | 0.01 |
| COMMON STOCK (DNOW INC) | Long | Equity-common | US | $274K | 20K | 0.01 |
| COMMON STOCK (PAR PACIFIC HOLDINGS INC) | Long | Equity-common | US | $261K | 10K | 0.01 |
| COMMON STOCK (SABRA HEALTH CARE REIT INC) | Long | Equity-common | US | $260K | 17K | 0.01 |
| COMMON STOCK (MICROSTRATEGY INC) | Long | Equity-common | US | $253K | 184 | 0.01 |
| COMMON STOCK (INNOSPEC INC) | Long | Equity-common | US | $252K | 2K | 0.01 |
| COMMON STOCK (ANDERSONS INC/THE) | Long | Equity-common | US | $251K | 5K | 0.01 |
| COMMON STOCK (NMI HOLDINGS INC) | Long | Equity-common | US | $250K | 7K | 0.01 |
| COMMON STOCK (KORN FERRY) | Long | Equity-common | US | $249K | 4K | 0.01 |
| COMMON STOCK (HOVNANIAN ENTERPRISES INC) | Long | Equity-common | US | $245K | 2K | 0.01 |
| COMMON STOCK (HUB GROUP INC) | Long | Equity-common | US | $244K | 6K | 0.01 |
| COMMON STOCK (NATIONAL HEALTH INVESTORS INC) | Long | Equity-common | US | $242K | 4K | 0.01 |
| COMMON STOCK (TTM TECHNOLOGIES INC) | Long | Equity-common | US | $237K | 12K | 0.01 |
| COMMON STOCK (IMMUNITYBIO INC) | Long | Equity-common | US | $236K | 37K | 0.01 |
| COMMON STOCK (AMERICAN WOODMARK CORP) | Long | Equity-common | US | $235K | 3K | 0.01 |
| COMMON STOCK (TRUSTMARK CORP) | Long | Equity-common | US | $234K | 8K | 0.01 |
| COMMON STOCK (ORIENTAL FINL GROUP INC COM) | Long | Equity-common | PR | $231K | 6K | 0.01 |
| COMMON STOCK (SIMPSON MANUFACTURING CO INC) | Long | Equity-common | US | $226K | 1K | 0.01 |
| COMMON STOCK (ARVINAS INC) | Long | Equity-common | US | $223K | 8K | 0.01 |
| COMMON STOCK (ARCTURUS THERAPEUTICS HOLDINGS INC) | Long | Equity-common | US | $219K | 9K | 0.01 |
| COMMON STOCK (SIMPLY GOOD FOODS CO/THE) | Long | Equity-common | US | $219K | 6K | 0.01 |
| COMMON STOCK (NURIX THERAPEUTICS INC) | Long | Equity-common | US | $216K | 10K | 0.01 |
| COMMON STOCK (INGEVITY CORP) | Long | Equity-common | US | $214K | 5K | 0.01 |
| COMMON STOCK (AMERICAN EAGLE OUTFITTERS INC) | Long | Equity-common | US | $214K | 11K | 0.01 |
| COMMON STOCK (INTERNATIONAL SEAWAYS INC) | Long | Equity-common | US | $213K | 4K | 0.01 |
| COMMON STOCK (AGILYSYS INC) | Long | Equity-common | US | $213K | 2K | 0.01 |
| COMMON STOCK (PROG HOLDINGS INC) | Long | Equity-common | US | $210K | 6K | 0.01 |
| COMMON STOCK (ARLO TECHNOLOGIES INC) | Long | Equity-common | US | $209K | 16K | 0.01 |
| COMMON STOCK (VIRTUS INVESTMENT PARTNERS INC) | Long | Equity-common | US | $206K | 911 | 0.01 |
| COMMON STOCK (KITE REALTY GROUP TRUST) | Long | Equity-common | US | $202K | 9K | 0.01 |
| COMMON STOCK (SM ENERGY CO) | Long | Equity-common | US | $200K | 5K | 0.01 |
| COMMON STOCK (JELD-WEN HOLDING INC) | Long | Equity-common | US | $200K | 15K | 0.01 |
| COMMON STOCK (PENNYMAC FINANCIAL SERVICES INC) | Long | Equity-common | US | $199K | 2K | 0.01 |
| COMMON STOCK (FORESTAR GROUP INC) | Long | Equity-common | US | $198K | 6K | 0.01 |
| COMMON STOCK (DYNE THERAPEUTICS INC) | Long | Equity-common | US | $197K | 6K | 0.01 |
| COMMON STOCK (PHREESIA INC) | Long | Equity-common | US | $192K | 9K | 0.01 |
| COMMON STOCK (PREFERRED BANK/LOS ANGELES CA) | Long | Equity-common | US | $183K | 2K | 0.01 |
| COMMON STOCK (ENTERPRISE FINANCIAL SERVICES CORP) | Long | Equity-common | US | $183K | 4K | 0.01 |
| COMMON STOCK (CUSHMAN AND WAKEFIELD PLC) | Long | Equity-common | US | $180K | 17K | 0.01 |
| COMMON STOCK (INSMED INC) | Long | Equity-common | US | $172K | 3K | 0.01 |
| COMMON STOCK (VERITEX HOLDINGS INC) | Long | Equity-common | US | $172K | 8K | 0.01 |
| COMMON STOCK (PROS HOLDINGS INC) | Long | Equity-common | US | $167K | 6K | 0.01 |
| COMMON STOCK (DANA INC) | Long | Equity-common | US | $166K | 14K | 0.01 |
| COMMON STOCK (BLACKLINE INC) | Long | Equity-common | US | $165K | 3K | 0.01 |
| COMMON STOCK (NAVIENT CORP) | Long | Equity-common | US | $164K | 11K | 0.01 |
| COMMON STOCK (HORACE MANN EDUCATORS CORP) | Long | Equity-common | US | $162K | 5K | 0.01 |
| COMMON STOCK (BLUELINX HOLDINGS INC) | Long | Equity-common | US | $158K | 2K | 0.01 |
| COMMON STOCK (NEUMORA THERAPEUTICS INC) | Long | Equity-common | US | $157K | 16K | 0.01 |
| COMMON STOCK (RETAIL OPPORTUNITY INVESTMENTS CORP) | Long | Equity-common | US | $153K | 12K | 0.01 |
| COMMON STOCK (VIR BIOTECHNOLOGY INC) | Long | Equity-common | US | $153K | 17K | 0.01 |
| COMMON STOCK (MERITAGE HOMES CORP) | Long | Equity-common | US | $153K | 944 | 0.01 |
| COMMON STOCK (HYSTER-YALE INC) | Long | Equity-common | US | $152K | 2K | 0.01 |
| COMMON STOCK (FB FINANCIAL CORP) | Long | Equity-common | US | $151K | 4K | 0.01 |
| COMMON STOCK (MODINE MANUFACTURING CO) | Long | Equity-common | US | $150K | 2K | 0.01 |
| COMMON STOCK (YEXT INC) | Long | Equity-common | US | $148K | 28K | 0.01 |
| COMMON STOCK (EVENTBRITE INC) | Long | Equity-common | US | $145K | 30K | 0.01 |
| COMMON STOCK (CORCEPT THERAPEUTICS INC) | Long | Equity-common | US | $145K | 4K | 0.01 |
| COMMON STOCK (INTEGRAL AD SCIENCE HOLDING CORP) | Long | Equity-common | US | $145K | 15K | 0.01 |
| COMMON STOCK (RYERSON HOLDING CORP) | Long | Equity-common | US | $144K | 7K | 0.01 |
| COMMON STOCK (HOPE BANCORP INC) | Long | Equity-common | US | $142K | 13K | 0.01 |
| COMMON STOCK (ATMUS FILTRATION TECHNOLOGIES INC) | Long | Equity-common | US | $140K | 5K | 0.01 |
| COMMON STOCK (GLAUKOS CORP) | Long | Equity-common | US | $137K | 1K | 0.01 |
| COMMON STOCK (ATRICURE INC) | Long | Equity-common | US | $134K | 6K | 0.01 |
| COMMON STOCK (RESIDEO TECHNOLOGIES INC) | Long | Equity-common | US | $133K | 7K | 0.01 |
| COMMON STOCK (ALEXANDER AND BALDWIN INC) | Long | Equity-common | US | $133K | 8K | 0.01 |
| COMMON STOCK (BANDWIDTH INC) | Long | Equity-common | US | $132K | 8K | 0.01 |
| COMMON STOCK (BRIGHTSPIRE CAPITAL INC) | Long | Equity-common | US | $132K | 23K | 0.01 |
| COMMON STOCK (KINIKSA PHARMACEUTICALS INTERNATIONAL PLC) | Long | Equity-common | US | $131K | 7K | 0.01 |
| COMMON STOCK (SYNAPTICS INC) | Long | Equity-common | US | $129K | 1K | 0.01 |
| COMMON STOCK (TG THERAPEUTICS INC) | Long | Equity-common | US | $129K | 7K | 0.01 |
| COMMON STOCK (CREDO TECHNOLOGY GROUP HOLDING LTD) | Long | Equity-common | US | $128K | 4K | 0.01 |
| COMMON STOCK (DAKTRONICS INC) | Long | Equity-common | US | $128K | 9K | 0.01 |
| COMMON STOCK (COMFORT SYSTEMS USA INC) | Long | Equity-common | US | $128K | 421 | 0.01 |
| COMMON STOCK (FRESH DEL MONTE PRODUCE INC) | Long | Equity-common | US | $127K | 6K | 0.01 |
| COMMON STOCK (Q2 HOLDINGS INC) | Long | Equity-common | US | $125K | 2K | 0.01 |
| COMMON STOCK (PORTLAND GENERAL ELECTRIC CO) | Long | Equity-common | US | $120K | 3K | 0.01 |
| COMMON STOCK (ZIMVIE INC) | Long | Equity-common | US | $120K | 7K | 0.01 |
| COMMON STOCK (ANYWHERE REAL ESTATE INC) | Long | Equity-common | US | $119K | 36K | 0.01 |
| COMMON STOCK (DOMO INC) | Long | Equity-common | US | $114K | 15K | 0.01 |
| COMMON STOCK (SUNCOKE ENERGY INC) | Long | Equity-common | US | $113K | 12K | 0.01 |
| COMMON STOCK (FATE THERAPEUTICS INC) | Long | Equity-common | US | $111K | 34K | 0.01 |
| COMMON STOCK (UNISYS CORP) | Long | Equity-common | US | $111K | 27K | 0.01 |
| COMMON STOCK (LUMINAR TECHNOLOGIES INC) | Long | Equity-common | US | $110K | 74K | 0.01 |
| COMMON STOCK (ESCO TECHNOLOGIES INC) | Long | Equity-common | US | $110K | 1K | 0.01 |
| COMMON STOCK (CENTRAL PACIFIC FINANCIAL CO) | Long | Equity-common | US | $108K | 5K | 0.01 |
| COMMON STOCK (OCEANFIRST FINANCIAL CORP) | Long | Equity-common | US | $107K | 7K | 0.01 |
| COMMON STOCK (ARGAN INC) | Long | Equity-common | US | $105K | 1K | 0.01 |
| COMMON STOCK (ORASURE TECHNOLOGIES INC) | Long | Equity-common | US | $105K | 25K | 0.01 |
| COMMON STOCK (WEAVE COMMUNICATIONS INC) | Long | Equity-common | US | $103K | 11K | 0.01 |
| COMMON STOCK (KEROS THERAPEUTICS INC) | Long | Equity-common | US | $103K | 2K | 0.01 |
| COMMON STOCK (NEW JERSEY RESOURCES CORP) | Long | Equity-common | US | $103K | 2K | 0.01 |
| COMMON STOCK (ADVANSIX INC) | Long | Equity-common | US | $102K | 4K | 0.01 |
| COMMON STOCK (TUTOR PERINI CORP) | Long | Equity-common | US | $102K | 5K | 0.01 |
| COMMON STOCK (BRIGHTVIEW HOLDINGS INC) | Long | Equity-common | US | $101K | 8K | 0.00 |
| COMMON STOCK (SJW GROUP) | Long | Equity-common | US | $101K | 2K | 0.00 |
| COMMON STOCK (BELLRING BRANDS INC) | Long | Equity-common | US | $100K | 2K | 0.00 |
| COMMON STOCK (AXCELIS TECHNOLOGIES INC) | Long | Equity-common | US | $100K | 701 | 0.00 |
| COMMON STOCK (CASTLE BIOSCIENCES INC) | Long | Equity-common | US | $98K | 5K | 0.00 |
| COMMON STOCK (APPFOLIO INC) | Long | Equity-common | US | $98K | 400 | 0.00 |
| COMMON STOCK (OPENDOOR TECHNOLOGIES INC) | Long | Equity-common | US | $97K | 53K | 0.00 |
| COMMON STOCK (MEDIAALPHA INC) | Long | Equity-common | US | $97K | 7K | 0.00 |
| COMMON STOCK (BIOCRYST PHARMACEUTICALS INC) | Long | Equity-common | US | $97K | 16K | 0.00 |
| COMMON STOCK (LIMBACH HOLDINGS INC) | Long | Equity-common | US | $96K | 2K | 0.00 |
| COMMON STOCK (MUELLER INDUSTRIES INC) | Long | Equity-common | US | $95K | 2K | 0.00 |
| COMMON STOCK (NEXPOINT RESIDENTIAL TRUST INC) | Long | Equity-common | US | $94K | 2K | 0.00 |
| COMMON STOCK (PETIQ INC) | Long | Equity-common | US | $94K | 4K | 0.00 |
| COMMON STOCK (DENALI THERAPEUTICS INC) | Long | Equity-common | US | $94K | 4K | 0.00 |
| COMMON STOCK (INTERFACE INC) | Long | Equity-common | US | $93K | 6K | 0.00 |
| COMMON STOCK (SPX TECHNOLOGIES INC) | Long | Equity-common | US | $93K | 653 | 0.00 |
| COMMON STOCK (BERKSHIRE HILLS BANCORP INC) | Long | Equity-common | US | $92K | 4K | 0.00 |
| COMMON STOCK (NEWPARK RESOURCES INC) | Long | Equity-common | US | $92K | 11K | 0.00 |
| COMMON STOCK (HANMI FINANCIAL CORP) | Long | Equity-common | US | $92K | 5K | 0.00 |
| COMMON STOCK (VOYAGER THERAPEUTICS INC) | Long | Equity-common | US | $92K | 12K | 0.00 |
| COMMON STOCK (GOLDEN ENTERTAINMENT INC) | Long | Equity-common | US | $91K | 3K | 0.00 |
| COMMON STOCK (HEALTHSTREAM INC) | Long | Equity-common | US | $91K | 3K | 0.00 |
| COMMON STOCK (XEROX HOLDINGS CORP) | Long | Equity-common | US | $91K | 8K | 0.00 |
| COMMON STOCK (ITEOS THERAPEUTICS INC) | Long | Equity-common | US | $91K | 6K | 0.00 |
| COMMON STOCK (HEALTHEQUITY INC) | Long | Equity-common | US | $89K | 1K | 0.00 |
| COMMON STOCK (AAON INC) | Long | Equity-common | US | $89K | 1K | 0.00 |
| COMMON STOCK (AMALGAMATED FINANCIAL CORP) | Long | Equity-common | US | $88K | 3K | 0.00 |
| COMMON STOCK (WAVE LIFE SCIENCES LTD) | Long | Equity-common | US | $88K | 18K | 0.00 |
| COMMON STOCK (AGENUS INC) | Long | Equity-common | US | $86K | 5K | 0.00 |
| COMMON STOCK (CORECIVIC INC) | Long | Equity-common | US | $85K | 7K | 0.00 |
| COMMON STOCK (VICOR CORP) | Long | Equity-common | US | $85K | 3K | 0.00 |
| COMMON STOCK (CALIFORNIA RESOURCES CORP) | Long | Equity-common | US | $85K | 2K | 0.00 |
| COMMON STOCK (ADAPTIVE BIOTECHNOLOGIES CORP) | Long | Equity-common | US | $85K | 23K | 0.00 |
| COMMON STOCK (BANCO LATINOAMERICANO DE COMERCIO EXTERIOR SA) | Long | Equity-common | PA | $85K | 3K | 0.00 |
| COMMON STOCK (ADDUS HOMECARE CORP) | Long | Equity-common | US | $83K | 719 | 0.00 |
| COMMON STOCK (BLUEPRINT MEDICINES CORP) | Long | Equity-common | US | $81K | 755 | 0.00 |
| COMMON STOCK (HEALTH CATALYST INC) | Long | Equity-common | US | $81K | 13K | 0.00 |
| COMMON STOCK (ALKAMI TECHNOLOGY INC) | Long | Equity-common | US | $80K | 3K | 0.00 |
| COMMON STOCK (NATIONAL BANK HOLDINGS CORP) | Long | Equity-common | US | $80K | 2K | 0.00 |
| COMMON STOCK (NETGEAR INC) | Long | Equity-common | US | $79K | 5K | 0.00 |
| COMMON STOCK (ALTAIR ENGINEERING INC) | Long | Equity-common | US | $79K | 804 | 0.00 |
| COMMON STOCK (LAUREATE EDUCATION INC) | Long | Equity-common | US | $79K | 5K | 0.00 |
| COMMON STOCK (ADIENT PLC) | Long | Equity-common | US | $79K | 3K | 0.00 |
| COMMON STOCK (ENVIRI CORP) | Long | Equity-common | US | $78K | 9K | 0.00 |
| COMMON STOCK (CATALYST PHARMACEUTICALS INC) | Long | Equity-common | US | $78K | 5K | 0.00 |
| COMMON STOCK (OCEANEERING INTERNATIONAL INC) | Long | Equity-common | US | $78K | 3K | 0.00 |
| COMMON STOCK (MACROGENICS INC) | Long | Equity-common | US | $78K | 18K | 0.00 |
| COMMON STOCK (WSFS FINANCIAL CORP) | Long | Equity-common | US | $78K | 2K | 0.00 |
| COMMON STOCK (CALIX INC) | Long | Equity-common | US | $78K | 2K | 0.00 |
| COMMON STOCK (ACELYRIN INC) | Long | Equity-common | US | $77K | 18K | 0.00 |
| COMMON STOCK (ESSENT GROUP LTD) | Long | Equity-common | US | $77K | 1K | 0.00 |
| COMMON STOCK (INARI MEDICAL INC) | Long | Equity-common | US | $77K | 2K | 0.00 |
| COMMON STOCK (COMMERCIAL METALS CO) | Long | Equity-common | US | $77K | 1K | 0.00 |
| COMMON STOCK (ARROWHEAD PHARMACEUTICALS INC) | Long | Equity-common | US | $77K | 3K | 0.00 |
| COMMON STOCK (LSB INDUSTRIES INC) | Long | Equity-common | US | $77K | 9K | 0.00 |
| COMMON STOCK (FRANKLIN ELECTRIC CO INC) | Long | Equity-common | US | $77K | 797 | 0.00 |
| COMMON STOCK (NORTHWEST NATURAL HOLDING CO) | Long | Equity-common | US | $77K | 2K | 0.00 |
| COMMON STOCK (AVIENT CORP) | Long | Equity-common | US | $77K | 2K | 0.00 |
| COMMON STOCK (J JILL INC) | Long | Equity-common | US | $76K | 2K | 0.00 |
| COMMON STOCK (PREMIER FINANCIAL CORP) | Long | Equity-common | US | $76K | 4K | 0.00 |
| COMMON STOCK (NUVATION BIO INC) | Long | Equity-common | US | $76K | 26K | 0.00 |
| COMMON STOCK (BEACON ROOFING SUPPLY INC) | Long | Equity-common | US | $76K | 838 | 0.00 |
| COMMON STOCK (PDF SOLUTIONS INC) | Long | Equity-common | US | $76K | 2K | 0.00 |
| COMMON STOCK (UNIVEST FINANCIAL CORP) | Long | Equity-common | US | $75K | 3K | 0.00 |
| COMMON STOCK (CIPHER MINING INC) | Long | Equity-common | US | $75K | 18K | 0.00 |
| COMMON STOCK (AARON'S CO INC/THE) | Long | Equity-common | US | $75K | 7K | 0.00 |
| COMMON STOCK (CHIMERA INVESTMENT CORP) | Long | Equity-common | US | $75K | 6K | 0.00 |
| COMMON STOCK (TENNANT CO) | Long | Equity-common | US | $75K | 759 | 0.00 |
| COMMON STOCK (QUANTERIX CORP) | Long | Equity-common | US | $74K | 6K | 0.00 |
| COMMON STOCK (CLEARWATER PAPER CORP) | Long | Equity-common | US | $74K | 2K | 0.00 |
| COMMON STOCK (URBAN OUTFITTERS INC) | Long | Equity-common | US | $74K | 2K | 0.00 |
| COMMON STOCK (BLACK HILLS CORP) | Long | Equity-common | US | $74K | 1K | 0.00 |
| COMMON STOCK (AMERICAN ASSETS TRUST INC) | Long | Equity-common | US | $74K | 3K | 0.00 |
| COMMON STOCK (SANMINA CORP) | Long | Equity-common | US | $74K | 1K | 0.00 |
| COMMON STOCK (ARCOSA INC) | Long | Equity-common | US | $74K | 884 | 0.00 |
| COMMON STOCK (ELME COMMUNITIES) | Long | Equity-common | US | $74K | 5K | 0.00 |
| COMMON STOCK (SITE CENTERS CORP) | Long | Equity-common | US | $73K | 5K | 0.00 |
| COMMON STOCK (LADDER CAPITAL CORP) | Long | Equity-common | US | $73K | 6K | 0.00 |
| COMMON STOCK (CAL-MAINE FOODS INC) | Long | Equity-common | US | $73K | 1K | 0.00 |
| COMMON STOCK (ALBANY INTERNATIONAL CORP) | Long | Equity-common | US | $73K | 864 | 0.00 |
| COMMON STOCK (COPT DEFENSE PROPERTIES) | Long | Equity-common | US | $73K | 3K | 0.00 |
| COMMON STOCK (MAXIMUS INC) | Long | Equity-common | US | $73K | 851 | 0.00 |
| COMMON STOCK (AVANOS MEDICAL INC) | Long | Equity-common | US | $73K | 4K | 0.00 |
| COMMON STOCK (BROADSTONE NET LEASE INC) | Long | Equity-common | US | $73K | 5K | 0.00 |
| COMMON STOCK (UNITED NATURAL FOODS INC) | Long | Equity-common | US | $72K | 5K | 0.00 |
| COMMON STOCK (SANDY SPRING BANCORP INC) | Long | Equity-common | US | $72K | 3K | 0.00 |
| COMMON STOCK (ALKERMES PLC) | Long | Equity-common | IE | $72K | 3K | 0.00 |
| COMMON STOCK (ANGIODYNAMICS INC) | Long | Equity-common | US | $72K | 12K | 0.00 |
| COMMON STOCK (ARCBEST CORP) | Long | Equity-common | US | $72K | 669 | 0.00 |
| COMMON STOCK (ASSOCIATED BANC-CORP) | Long | Equity-common | US | $71K | 3K | 0.00 |
| COMMON STOCK (BARRETT BUSINESS SERVICES INC) | Long | Equity-common | US | $71K | 2K | 0.00 |
| COMMON STOCK (EASTERN BANKSHARES INC) | Long | Equity-common | US | $71K | 5K | 0.00 |
| COMMON STOCK (DIGITALBRIDGE GROUP INC) | Long | Equity-common | US | $71K | 5K | 0.00 |
| COMMON STOCK (USANA HEALTH SCIENCES INC) | Long | Equity-common | US | $71K | 2K | 0.00 |
| COMMON STOCK (A10 NETWORKS INC) | Long | Equity-common | US | $71K | 5K | 0.00 |
| COMMON STOCK (PIEDMONT OFFICE REALTY TRUST INC) | Long | Equity-common | US | $71K | 10K | 0.00 |
| COMMON STOCK (CEVA INC) | Long | Equity-common | US | $71K | 4K | 0.00 |
| COMMON STOCK (GOODYEAR TIRE AND RUBBER CO/THE) | Long | Equity-common | US | $70K | 6K | 0.00 |
| COMMON STOCK (CALERES INC) | Long | Equity-common | US | $70K | 2K | 0.00 |
| COMMON STOCK (UNITIL CORP) | Long | Equity-common | US | $70K | 1K | 0.00 |
| COMMON STOCK (PHOTRONICS INC) | Long | Equity-common | US | $70K | 3K | 0.00 |
| COMMON STOCK (O-I GLASS INC) | Long | Equity-common | US | $70K | 6K | 0.00 |
| COMMON STOCK (LEGALZOOM.COM INC) | Long | Equity-common | US | $70K | 8K | 0.00 |
| COMMON STOCK (HERITAGE COMMERCE CORP) | Long | Equity-common | US | $70K | 8K | 0.00 |
| COMMON STOCK (RENASANT CORP) | Long | Equity-common | US | $70K | 2K | 0.00 |
| COMMON STOCK (SHYFT GROUP INC/THE) | Long | Equity-common | US | $70K | 6K | 0.00 |
| COMMON STOCK (WORTHINGTON STEEL INC) | Long | Equity-common | US | $70K | 2K | 0.00 |
| COMMON STOCK (MERCHANTS BANCORP/IN) | Long | Equity-common | US | $69K | 2K | 0.00 |
| COMMON STOCK (INDEPENDENT BANK CORP/MI) | Long | Equity-common | US | $69K | 3K | 0.00 |
| COMMON STOCK (EMPIRE STATE REALTY TRUST INC) | Long | Equity-common | US | $69K | 7K | 0.00 |
| COMMON STOCK (G-III APPAREL GROUP LTD) | Long | Equity-common | US | $69K | 3K | 0.00 |
| COMMON STOCK (Y-MABS THERAPEUTICS INC) | Long | Equity-common | US | $69K | 6K | 0.00 |
| COMMON STOCK (UNIVERSAL INSURANCE HOLDINGS INC) | Long | Equity-common | US | $69K | 4K | 0.00 |
| COMMON STOCK (MUELLER WATER PRODUCTS INC) | Long | Equity-common | US | $69K | 4K | 0.00 |
| COMMON STOCK (PROTO LABS INC) | Long | Equity-common | US | $69K | 2K | 0.00 |
| COMMON STOCK (JANUS INTERNATIONAL GROUP INC) | Long | Equity-common | US | $69K | 5K | 0.00 |
| COMMON STOCK (WESTAMERICA BANCORP) | Long | Equity-common | US | $69K | 1K | 0.00 |
| COMMON STOCK (OTTER TAIL CORP) | Long | Equity-common | US | $69K | 783 | 0.00 |
| COMMON STOCK (CULLINAN THERAPEUTICS INC) | Long | Equity-common | US | $68K | 4K | 0.00 |
| COMMON STOCK (MFA MORTGAGE INVESTMENTS INC) | Long | Equity-common | US | $68K | 6K | 0.00 |
| COMMON STOCK (APPLE HOSPITALITY REIT INC) | Long | Equity-common | US | $68K | 5K | 0.00 |
| COMMON STOCK (HUDSON TECHNOLOGIES INC) | Long | Equity-common | US | $68K | 8K | 0.00 |
| COMMON STOCK (FEDERAL SIGNAL CORP) | Long | Equity-common | US | $68K | 809 | 0.00 |
| COMMON STOCK (ALARM.COM HOLDINGS INC) | Long | Equity-common | US | $67K | 1K | 0.00 |
| COMMON STOCK (MASTERCRAFT BOAT HOLDINGS INC) | Long | Equity-common | US | $67K | 4K | 0.00 |
| COMMON STOCK (INTERNATIONAL BANCSHARES CORPORATION) | Long | Equity-common | US | $67K | 1K | 0.00 |
| COMMON STOCK (TURNING POINT BRANDS INC) | Long | Equity-common | US | $67K | 2K | 0.00 |
| COMMON STOCK (SALLY BEAUTY HOLDINGS INC) | Long | Equity-common | US | $67K | 6K | 0.00 |
| COMMON STOCK (NETSCOUT SYSTEMS INC) | Long | Equity-common | US | $66K | 4K | 0.00 |
| COMMON STOCK (OUTFRONT MEDIA INC) | Long | Equity-common | US | $66K | 5K | 0.00 |
| COMMON STOCK (CHESAPEAKE UTILITIES CORP) | Long | Equity-common | US | $66K | 623 | 0.00 |
| COMMON STOCK (GIBRALTAR INDUSTRIES INC) | Long | Equity-common | US | $66K | 965 | 0.00 |
| COMMON STOCK (TANGER INC) | Long | Equity-common | US | $66K | 2K | 0.00 |
| COMMON STOCK (STANDEX INTERNATIONAL CORP) | Long | Equity-common | US | $65K | 405 | 0.00 |
| COMMON STOCK (AMERICAN STATES WATER CO) | Long | Equity-common | US | $65K | 899 | 0.00 |
| COMMON STOCK (TRONOX HOLDINGS PLC) | Long | Equity-common | US | $65K | 4K | 0.00 |
| COMMON STOCK (INSPERITY INC) | Long | Equity-common | US | $65K | 713 | 0.00 |
| COMMON STOCK (GENTHERM INC) | Long | Equity-common | US | $65K | 1K | 0.00 |
| COMMON STOCK (XPERI INC) | Long | Equity-common | US | $65K | 8K | 0.00 |
| COMMON STOCK (ACCO BRANDS CORP) | Long | Equity-common | US | $65K | 14K | 0.00 |
| COMMON STOCK (DELEK US HOLDINGS INC) | Long | Equity-common | US | $64K | 3K | 0.00 |
| COMMON STOCK (TITAN INTERNATIONAL INC) | Long | Equity-common | US | $64K | 9K | 0.00 |
| COMMON STOCK (COLUMBUS MCKINNON CORP/NY) | Long | Equity-common | US | $64K | 2K | 0.00 |
| COMMON STOCK (SCHRODINGER INC/UNITED STATES) | Long | Equity-common | US | $64K | 3K | 0.00 |
| COMMON STOCK (BUCKLE INC/THE) | Long | Equity-common | US | $63K | 2K | 0.00 |
| COMMON STOCK (MESA LABORATORIES INC) | Long | Equity-common | US | $62K | 720 | 0.00 |
| COMMON STOCK (KAISER ALUMINUM CORP) | Long | Equity-common | US | $62K | 709 | 0.00 |
| COMMON STOCK (INGLES MARKETS INC) | Long | Equity-common | US | $62K | 904 | 0.00 |
| COMMON STOCK (8X8 INC) | Long | Equity-common | US | $62K | 28K | 0.00 |
| COMMON STOCK (ALAMO GROUP INC) | Long | Equity-common | US | $61K | 355 | 0.00 |
| COMMON STOCK (ENANTA PHARMACEUTICALS INC) | Long | Equity-common | US | $60K | 5K | 0.00 |
| COMMON STOCK (VIAVI SOLUTIONS INC) | Long | Equity-common | US | $60K | 9K | 0.00 |
| COMMON STOCK (AXOGEN INC) | Long | Equity-common | US | $60K | 8K | 0.00 |
| COMMON STOCK (INHIBRX BIOSCIENCES INC) | Long | Equity-common | US | $59K | 4K | 0.00 |
| COMMON STOCK (FIRST FINANCIAL CORP/IN) | Long | Equity-common | US | $58K | 2K | 0.00 |
| COMMON STOCK (PREFORMED LINE PRODUCTS CO) | Long | Equity-common | US | $57K | 459 | 0.00 |
| COMMON STOCK (DAVE AND BUSTER'S ENTERTAINMENT INC) | Long | Equity-common | US | $56K | 1K | 0.00 |
| COMMON STOCK (JAKKS PACIFIC INC) | Long | Equity-common | US | $55K | 3K | 0.00 |
| COMMON STOCK (RMR GROUP INC/THE) | Long | Equity-common | US | $54K | 2K | 0.00 |
| COMMON STOCK (DMC GLOBAL INC) | Long | Equity-common | US | $53K | 4K | 0.00 |
| COMMON STOCK (SUTRO BIOPHARMA INC) | Long | Equity-common | US | $52K | 18K | 0.00 |
| COMMON STOCK (DESIGNER BRANDS INC) | Long | Equity-common | US | $51K | 7K | 0.00 |
| COMMON STOCK (LIGHTWAVE LOGIC INC) | Long | Equity-common | US | $51K | 17K | 0.00 |
| COMMON STOCK (STONERIDGE INC) | Long | Equity-common | US | $49K | 3K | 0.00 |
| COMMON STOCK (SEMLER SCIENTIFIC INC) | Long | Equity-common | US | $48K | 1K | 0.00 |
| COMMON STOCK (CROSSFIRST BANKSHARES INC) | Long | Equity-common | US | $43K | 3K | 0.00 |
| COMMON STOCK (LEXEO THERAPEUTICS INC) | Long | Equity-common | US | $42K | 3K | 0.00 |
| COMMON STOCK (ADEIA INC) | Long | Equity-common | US | $40K | 4K | 0.00 |
| COMMON STOCK (ALLIED MOTION TECHNOLOGIES I) | Long | Equity-common | US | $37K | 1K | 0.00 |
| COMMON STOCK (STEELCASE INC) | Long | Equity-common | US | $36K | 3K | 0.00 |
| COMMON STOCK (CARETRUST REIT INC) | Long | Equity-common | US | $36K | 1K | 0.00 |
| COMMON STOCK (XENIA HOTELS AND RESORTS INC) | Long | Equity-common | US | $35K | 2K | 0.00 |
| COMMON STOCK (UPBOUND GROUP INC) | Long | Equity-common | US | $31K | 1K | 0.00 |
| COMMON STOCK - ADR (ASTRAZENECA PLC) | Long | Equity-common | GB | $4M | 49K | 0.19 |
| COMMON STOCK - ADR (RYANAIR HOLDINGS PLC) | Long | Equity-common | IE | $1M | 10K | 0.06 |
| CONV. NOTE (UBER TECHNOLOGIES INC) | Long | Debt | US | $196K | – | 0.01 |
| CONV. NOTE (ANYWHERE REAL ESTATE GROUP LLC / REALOGY CO-ISSUER CORP) | Long | Debt | US | $154K | – | 0.01 |
| CONV. NOTE (CHEFS' WAREHOUSE INC/THE) | Long | Debt | US | $139K | – | 0.01 |
| CONV. NOTE (NABORS INDUSTRIES INC) | Long | Debt | US | $80K | – | 0.00 |
| CONVERTIBLE PREF (APOLLO GLOBAL MANAGEMENT INC) | Long | Equity-preferred | US | $192K | 3K | 0.01 |
| CORP CMO (PRPM 2024-NQM2 TRUST) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.07 |
| CORP CMO (STATION PLACE SECURITIZATION TRUST SERIES 2024-5) | Long | ABS-collateralized bond/debt obligation | US | $955K | – | 0.05 |
| CORP CMO (STATION PLACE SECURITIZATION TRUST SERIES 2024-2) | Long | ABS-collateralized bond/debt obligation | US | $950K | – | 0.05 |
| CORP CMO (CONNECTICUT AVENUE SECURITIES TRUST 2022-R05) | Long | ABS-collateralized bond/debt obligation | US | $933K | – | 0.05 |
| CORP CMO (RESIDENTIAL MORTGAGE LOAN TRUST 2020-2) | Long | ABS-collateralized bond/debt obligation | US | $851K | – | 0.04 |
| CORP CMO (FREDDIE MAC STACR REMIC TRUST 2022-HQA2) | Long | ABS-collateralized bond/debt obligation | US | $755K | – | 0.04 |
| CORP CMO (FANNIE MAE CONNECTICUT AVENUE SECURITIES) | Long | ABS-collateralized bond/debt obligation | US | $716K | – | 0.04 |
| CORP CMO (FANNIE MAE CONNECTICUT AVENUE SECURITIES) | Long | ABS-collateralized bond/debt obligation | US | $692K | – | 0.03 |
| CORP CMO (STARWOOD MORTGAGE RESIDENTIAL TRUST 2020-3) | Long | ABS-collateralized bond/debt obligation | US | $643K | – | 0.03 |
| CORP CMO (ALTERNATIVE LOAN TRUST 2006-OA10) | Long | ABS-collateralized bond/debt obligation | US | $625K | – | 0.03 |
| CORP CMO (AMERICAN HOME MORTGAGE INVESTMENT TRUST 2007-1) | Long | ABS-collateralized bond/debt obligation | US | $623K | – | 0.03 |
| CORP CMO (PRMI SECURITIZATION TRUST 2024-CMG1) | Long | ABS-collateralized bond/debt obligation | US | $603K | – | 0.03 |
| CORP CMO (FREDDIE MAC STACR REMIC TRUST 2022-DNA5) | Long | ABS-collateralized bond/debt obligation | US | $601K | – | 0.03 |
| CORP CMO (FANNIE MAE CONNECTICUT AVENUE SECURITIES) | Long | ABS-collateralized bond/debt obligation | US | $574K | – | 0.03 |
| CORP CMO (MILL CITY MORTGAGE LOAN TRUST 2023-NQM2) | Long | ABS-collateralized bond/debt obligation | US | $557K | – | 0.03 |
| CORP CMO (ALTERNATIVE LOAN TRUST 2005-65CB) | Long | ABS-collateralized bond/debt obligation | US | $516K | – | 0.03 |
| CORP CMO (CONNECTICUT AVENUE SECURITIES TRUST 2022-R02) | Long | ABS-collateralized bond/debt obligation | US | $463K | – | 0.02 |
| CORP CMO (BUNKER HILL LOAN DEPOSITARY TRUST 2020-1) | Long | ABS-collateralized bond/debt obligation | US | $462K | – | 0.02 |
| CORP CMO (CONNECTICUT AVENUE SECURITIES TRUST 2022-R03) | Long | ABS-collateralized bond/debt obligation | US | $434K | – | 0.02 |
| CORP CMO (FANNIE MAE CONNECTICUT AVENUE SECURITIES) | Long | ABS-collateralized bond/debt obligation | US | $428K | – | 0.02 |
| CORP CMO (FREDDIE MAC STACR DEBT NOTES 2016-DNA3) | Long | ABS-collateralized bond/debt obligation | US | $395K | – | 0.02 |
| CORP CMO (FANNIE MAE CONNECTICUT AVENUE SECURITIES) | Long | ABS-collateralized bond/debt obligation | US | $390K | – | 0.02 |
| CORP CMO (FREDDIE MAC STACR DEBT NOTES 2017-HQA1) | Long | ABS-collateralized bond/debt obligation | US | $353K | – | 0.02 |
| CORP CMO (STRUCTURED ASSET MORTGAGE INVESTMENTS II TRUST 2007-AR7) | Long | ABS-collateralized bond/debt obligation | US | $351K | – | 0.02 |
| CORP CMO (FANNIE MAE CONNECTICUT AVENUE SECURITIES) | Long | ABS-collateralized bond/debt obligation | US | $335K | – | 0.02 |
| CORP CMO (FANNIE MAE CONNECTICUT AVENUE SECURITIES) | Long | ABS-collateralized bond/debt obligation | US | $313K | – | 0.02 |
| CORP CMO (ALTERNATIVE LOAN TRUST 2006-OA7) | Long | ABS-collateralized bond/debt obligation | US | $313K | – | 0.02 |
| CORP CMO (FREDDIE MAC STACR REMIC TRUST 2022-DNA4) | Long | ABS-collateralized bond/debt obligation | US | $309K | – | 0.02 |
| CORP CMO (ALTERNATIVE LOAN TRUST 2006-OA19) | Long | ABS-collateralized bond/debt obligation | US | $304K | – | 0.01 |
| CORP CMO (CONNECTICUT AVENUE SECURITIES TRUST 2022-R02) | Long | ABS-collateralized bond/debt obligation | US | $303K | – | 0.01 |
| CORP CMO (A AND D MORTGAGE TRUST 2023-NQM4) | Long | ABS-collateralized bond/debt obligation | US | $299K | – | 0.01 |
| CORP CMO (FREDDIE MAC STACR DEBT NOTES 2015-DNA3) | Long | ABS-collateralized bond/debt obligation | US | $298K | – | 0.01 |
| CORP CMO (CONNECTICUT AVENUE SECURITIES TRUST 2022-R07) | Long | ABS-collateralized bond/debt obligation | US | $297K | – | 0.01 |
| CORP CMO (CONNECTICUT AVENUE SECURITIES TRUST 2022-R04) | Long | ABS-collateralized bond/debt obligation | US | $293K | – | 0.01 |
| CORP CMO (FREDDIE MAC STACR REMIC TRUST 2022-DNA1) | Long | ABS-collateralized bond/debt obligation | US | $284K | – | 0.01 |
| CORP CMO (FINANCE OF AMERICA HECM BUYOUT 2022-HB2) | Long | ABS-collateralized bond/debt obligation | US | $284K | – | 0.01 |
| CORP CMO (WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2007-HY2 TRUST) | Long | ABS-collateralized bond/debt obligation | US | $273K | – | 0.01 |
| CORP CMO (FANNIE MAE CONNECTICUT AVENUE SECURITIES) | Long | ABS-collateralized bond/debt obligation | US | $268K | – | 0.01 |
| CORP CMO (TOWD POINT MORTGAGE TRUST 2016-5) | Long | ABS-collateralized bond/debt obligation | US | $258K | – | 0.01 |
| CORP CMO (FANNIE MAE CONNECTICUT AVENUE SECURITIES) | Long | ABS-collateralized bond/debt obligation | US | $256K | – | 0.01 |
| CORP CMO (FREDDIE MAC STACR REMIC TRUST 2022-DNA1) | Long | ABS-collateralized bond/debt obligation | US | $235K | – | 0.01 |
| CORP CMO (CSMC 2021-RPL4 TRUST) | Long | ABS-collateralized bond/debt obligation | US | $234K | – | 0.01 |
| CORP CMO (CROSS 2024-H4 MORTGAGE TRUST) | Long | ABS-collateralized bond/debt obligation | US | $228K | – | 0.01 |
| CORP CMO (FREDDIE MAC STACR REMIC TRUST 2022-HQA3) | Long | ABS-collateralized bond/debt obligation | US | $223K | – | 0.01 |
| CORP CMO (CSMC 2021-RPL7 TRUST) | Long | ABS-collateralized bond/debt obligation | US | $217K | – | 0.01 |
| CORP CMO (CONNECTICUT AVENUE SECURITIES TRUST 2022-R01) | Long | ABS-collateralized bond/debt obligation | US | $215K | – | 0.01 |
| CORP CMO (FREDDIE MAC STACR REMIC TRUST 2022-DNA2) | Long | ABS-collateralized bond/debt obligation | US | $209K | – | 0.01 |
| CORP CMO (BRAVO RESIDENTIAL FUNDING TRUST 2023-NQM5) | Long | ABS-collateralized bond/debt obligation | US | $205K | – | 0.01 |
| CORP CMO (JP MORGAN MORTGAGE TRUST 2023-HE2) | Long | ABS-collateralized bond/debt obligation | US | $198K | – | 0.01 |
| CORP CMO (RMF PROPRIETARY ISSUANCE TRUST) | Long | ABS-collateralized bond/debt obligation | US | $195K | – | 0.01 |
| CORP CMO (FANNIE MAE CONNECTICUT AVENUE SECURITIES) | Long | ABS-collateralized bond/debt obligation | US | $193K | – | 0.01 |
| CORP CMO (CONNECTICUT AVENUE SECURITIES TRUST 2022-R09) | Long | ABS-collateralized bond/debt obligation | US | $173K | – | 0.01 |
| CORP CMO (NEW RESIDENTIAL MORTGAGE LOAN TRUST 2018-4) | Long | ABS-collateralized bond/debt obligation | US | $163K | – | 0.01 |
| CORP CMO (ALTERNATIVE LOAN TRUST 2006-24CB) | Long | ABS-collateralized bond/debt obligation | US | $158K | – | 0.01 |
| CORP CMO (MFA 2023-INV2 TRUST) | Long | ABS-collateralized bond/debt obligation | US | $156K | – | 0.01 |
| CORP CMO (IMPERIAL FUND MORTGAGE TRUST 2022-NQM5) | Long | ABS-collateralized bond/debt obligation | US | $154K | – | 0.01 |
| CORP CMO (CONNECTICUT AVENUE SECURITIES TRUST 2022-R06) | Long | ABS-collateralized bond/debt obligation | US | $150K | – | 0.01 |
| CORP CMO (ALTERNATIVE LOAN TRUST 2005-59) | Long | ABS-collateralized bond/debt obligation | US | $148K | – | 0.01 |
| CORP CMO (FREDDIE MAC STACR REMIC TRUST 2021-HQA3) | Long | ABS-collateralized bond/debt obligation | US | $145K | – | 0.01 |
| CORP CMO (FREDDIE MAC STACR REMIC TRUST 2021-DNA7) | Long | ABS-collateralized bond/debt obligation | US | $143K | – | 0.01 |
| CORP CMO (WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2005-AR9 TRUST) | Long | ABS-collateralized bond/debt obligation | US | $133K | – | 0.01 |
| CORP CMO (CONNECTICUT AVENUE SECURITIES TRUST 2022-R08) | Long | ABS-collateralized bond/debt obligation | US | $132K | – | 0.01 |
| CORP CMO (CONNECTICUT AVENUE SECURITIES TRUST 2022-R01) | Long | ABS-collateralized bond/debt obligation | US | $127K | – | 0.01 |
| CORP CMO (FANNIE MAE CONNECTICUT AVENUE SECURITIES) | Long | ABS-collateralized bond/debt obligation | US | $110K | – | 0.01 |
| CORP CMO (FREDDIE MAC STACR REMIC TRUST 2024-DNA2) | Long | ABS-collateralized bond/debt obligation | US | $107K | – | 0.01 |
| CORP CMO (CITIGROUP MORTGAGE LOAN TRUST INC) | Long | ABS-collateralized bond/debt obligation | US | $106K | – | 0.01 |
| CORP CMO (WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2005-AR11 TRUST) | Long | ABS-collateralized bond/debt obligation | US | $106K | – | 0.01 |
| CORP CMO (FREDDIE MAC STACR REMIC TRUST 2022-DNA3) | Long | ABS-collateralized bond/debt obligation | US | $104K | – | 0.01 |
| CORP CMO (FREDDIE MAC STACR REMIC TRUST 2024-DNA1) | Long | ABS-collateralized bond/debt obligation | US | $103K | – | 0.01 |
| CORP CMO (ARROYO MORTGAGE TRUST 2019-3) | Long | ABS-collateralized bond/debt obligation | US | $102K | – | 0.01 |
| CORP CMO (FREDDIE MAC STACR REMIC TRUST 2023-HQA2) | Long | ABS-collateralized bond/debt obligation | US | $100K | – | 0.00 |
| CORP CMO (FANNIE MAE CONNECTICUT AVENUE SECURITIES) | Long | ABS-collateralized bond/debt obligation | US | $100K | – | 0.00 |
| CORP CMO (FREDDIE MAC STACR REMIC TRUST 2023-HQA3) | Long | ABS-collateralized bond/debt obligation | US | $88K | – | 0.00 |
| CORP CMO (BANKUNITED TRUST 2005-1) | Long | ABS-collateralized bond/debt obligation | US | $74K | – | 0.00 |
| CORP CMO (FREDDIE MAC STACR REMIC TRUST 2022-DNA6) | Long | ABS-collateralized bond/debt obligation | US | $70K | – | 0.00 |
| CORP CMO (CONNECTICUT AVENUE SECURITIES TRUST 2022-R05) | Long | ABS-collateralized bond/debt obligation | US | $70K | – | 0.00 |
| CORP CMO (MORGAN STANLEY RESECURITIZATION TRUST 2015-R4) | Long | ABS-collateralized bond/debt obligation | US | $69K | – | 0.00 |
| CORP CMO (CONNECTICUT AVENUE SECURITIES TRUST 2024-R04) | Long | ABS-collateralized bond/debt obligation | US | $67K | – | 0.00 |
| CORP CMO (ARROYO MORTGAGE TRUST 2019-1) | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| CORP CMO (FANNIE MAE CONNECTICUT AVENUE SECURITIES) | Long | ABS-collateralized bond/debt obligation | US | $59K | – | 0.00 |
| CORP CMO (CONNECTICUT AVENUE SECURITIES TRUST 2019-HRP1) | Long | ABS-collateralized bond/debt obligation | US | $58K | – | 0.00 |
| CORP CMO (CONNECTICUT AVENUE SECURITIES TRUST 2021-R03) | Long | ABS-collateralized bond/debt obligation | US | $51K | – | 0.00 |
| CORP CMO (CONNECTICUT AVENUE SECURITIES TRUST 2024-R03) | Long | ABS-collateralized bond/debt obligation | US | $48K | – | 0.00 |
| CORP CMO (FREDDIE MAC STACR REMIC TRUST 2021-DNA5) | Long | ABS-collateralized bond/debt obligation | US | $48K | – | 0.00 |
| CORP CMO (FANNIE MAE CONNECTICUT AVENUE SECURITIES) | Long | ABS-collateralized bond/debt obligation | US | $46K | – | 0.00 |
| CORP CMO (FANNIE MAE CONNECTICUT AVENUE SECURITIES) | Long | ABS-collateralized bond/debt obligation | US | $37K | – | 0.00 |
| CORP CMO (CONNECTICUT AVENUE SECURITIES TRUST 2023-R07) | Long | ABS-collateralized bond/debt obligation | US | $37K | – | 0.00 |
| CORP CMO (FANNIE MAE CONNECTICUT AVENUE SECURITIES) | Long | ABS-collateralized bond/debt obligation | US | $34K | – | 0.00 |
| CORP CMO (FREDDIE MAC STACR REMIC TRUST 2022-DNA6) | Long | ABS-collateralized bond/debt obligation | US | $26K | – | 0.00 |
| CORP CMO (CONNECTICUT AVENUE SECURITIES TRUST 2022-R04) | Long | ABS-collateralized bond/debt obligation | US | $15K | – | 0.00 |
| CORP CMO (FANNIE MAE CONNECTICUT AVENUE SECURITIES) | Long | ABS-collateralized bond/debt obligation | US | $14K | – | 0.00 |
| CORP CMO (CONNECTICUT AVENUE SECURITIES TRUST 2023-R06) | Long | ABS-collateralized bond/debt obligation | US | $13K | – | 0.00 |
| CORP CMO (CONNECTICUT AVENUE SECURITIES TRUST 2024-R02) | Long | ABS-collateralized bond/debt obligation | US | $10K | – | 0.00 |
| CORP CMO (FREDDIE MAC STACR REMIC TRUST 2022-HQA1) | Long | ABS-collateralized bond/debt obligation | US | $6K | – | 0.00 |
| CORP CMO (CONNECTICUT AVENUE SECURITIES TRUST 2021-R03) | Long | ABS-collateralized bond/debt obligation | US | $5K | – | 0.00 |
| CORP MED TERM NOTE (BANK OF AMERICA CORP) | Long | Debt | US | $536K | – | 0.03 |
| CORP MED TERM NOTE (JEFFERIES FINANCIAL GROUP INC) | Long | Debt | US | $405K | – | 0.02 |
| CORP MED TERM NOTE (PUBLIC SERVICE ELECTRIC AND GAS CO) | Long | Debt | US | $160K | – | 0.01 |
| CORP. NOTE (CHENIERE ENERGY PARTNERS LP) | Long | Debt | US | $2M | – | 0.08 |
| CORP. NOTE (WARNERMEDIA HOLDINGS INC) | Long | Debt | US | $2M | – | 0.08 |
| CORP. NOTE (EQUINIX INC) | Long | Debt | US | $1M | – | 0.07 |
| CORP. NOTE (DEUTSCHE BANK AG/NEW YORK NY) | Long | Debt | US | $1M | – | 0.07 |
| CORP. NOTE (REPUBLIC SERVICES INC) | Long | Debt | US | $1M | – | 0.07 |
| CORP. NOTE (BOEING CO/THE) | Long | Debt | US | $1M | – | 0.06 |
| CORP. NOTE (CELANESE US HOLDINGS LLC) | Long | Debt | US | $1M | – | 0.06 |
| CORP. NOTE (KENVUE INC) | Long | Debt | US | $1M | – | 0.06 |
| CORP. NOTE (T-MOBILE USA INC) | Long | Debt | US | $1M | – | 0.06 |
| CORP. NOTE (FIRST-CITIZENS BANK AND TRUST CO) | Long | Debt | US | $1M | – | 0.06 |
| CORP. NOTE (FAIRFAX FINANCIAL HOLDINGS LTD) | Long | Debt | CA | $1M | – | 0.05 |
| CORP. NOTE (OVINTIV INC) | Long | Debt | US | $1M | – | 0.05 |
| CORP. NOTE (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $1M | – | 0.05 |
| CORP. NOTE (DR HORTON INC) | Long | Debt | US | $967K | – | 0.05 |
| CORP. NOTE (WESTLAKE CORP) | Long | Debt | US | $964K | – | 0.05 |
| CORP. NOTE (APPLE INC) | Long | Debt | US | $924K | – | 0.05 |
| CORP. NOTE (PFIZER INVESTMENT ENTERPRISES PTE LTD) | Long | Debt | SG | $910K | – | 0.04 |
| CORP. NOTE (SMBC AVIATION CAPITAL FINANCE DAC) | Long | Debt | IE | $909K | – | 0.04 |
| CORP. NOTE (BECTON DICKINSON AND CO) | Long | Debt | US | $868K | – | 0.04 |
| CORP. NOTE (AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST) | Long | Debt | IE | $854K | – | 0.04 |
| CORP. NOTE (ELECTRICITE DE FRANCE SA) | Long | Debt | FR | $838K | – | 0.04 |
| CORP. NOTE (AMERICAN TOWER CORP) | Long | Debt | US | $792K | – | 0.04 |
| CORP. NOTE (ATHENE GLOBAL FUNDING) | Long | Debt | US | $788K | – | 0.04 |
| CORP. NOTE (MOODY'S CORP) | Long | Debt | US | $781K | – | 0.04 |
| CORP. NOTE (BERRY GLOBAL INC) | Long | Debt | US | $760K | – | 0.04 |
| CORP. NOTE (BROADCOM CRP / CAYMN FI) | Long | Debt | US | $758K | – | 0.04 |
| CORP. NOTE (AMGEN INC) | Long | Debt | US | $738K | – | 0.04 |
| CORP. NOTE (HCA INC) | Long | Debt | US | $718K | – | 0.04 |
| CORP. NOTE (CLOUD SOFTWARE GROUP INC) | Long | Debt | US | $711K | – | 0.04 |
| CORP. NOTE (EVERGY MISSOURI WEST INC) | Long | Debt | US | $676K | – | 0.03 |
| CORP. NOTE (AIRCASTLE LTD) | Long | Debt | US | $675K | – | 0.03 |
| CORP. NOTE (META PLATFORMS INC) | Long | Debt | US | $672K | – | 0.03 |
| CORP. NOTE (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $672K | – | 0.03 |
| CORP. NOTE (JDE PEET'S NV) | Long | Debt | NL | $661K | – | 0.03 |
| CORP. NOTE (WARNERMEDIA HOLDINGS INC) | Long | Debt | US | $660K | – | 0.03 |
| CORP. NOTE (T-MOBILE USA INC) | Long | Debt | US | $657K | – | 0.03 |
| CORP. NOTE (VICI PROPERTIES LP) | Long | Debt | US | $643K | – | 0.03 |
| CORP. NOTE (CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL) | Long | Debt | US | $625K | – | 0.03 |
| CORP. NOTE (BANCO SANTANDER SA) | Long | Debt | ES | $594K | – | 0.03 |
| CORP. NOTE (DEUTSCHE BANK AG) | Long | Debt | DE | $593K | – | 0.03 |
| CORP. NOTE (ROGERS COMMUNICATIONS INC) | Long | Debt | CA | $593K | – | 0.03 |
| CORP. NOTE (MATCH GROUP HOLDINGS II LLC) | Long | Debt | US | $575K | – | 0.03 |
| CORP. NOTE (MINSUR SA) | Long | Debt | PE | $573K | – | 0.03 |
| CORP. NOTE (GLENCORE FUNDING LLC) | Long | Debt | US | $565K | – | 0.03 |
| CORP. NOTE (BRISTOL-MYERS SQUIBB CO) | Long | Debt | US | $564K | – | 0.03 |
| CORP. NOTE (MITSUBISHI UFJ FINANCIAL GROUP INC) | Long | Debt | JP | $561K | – | 0.03 |
| CORP. NOTE (HOWMET AEROSPACE INC) | Long | Debt | US | $544K | – | 0.03 |
| CORP. NOTE (COMMONWEALTH BANK OF AUSTRALIA) | Long | Debt | AU | $524K | – | 0.03 |
| CORP. NOTE (SOUTHWESTERN ENERGY CO) | Long | Debt | US | $520K | – | 0.03 |
| CORP. NOTE (PETROLEOS MEXICANOS) | Long | Debt | MX | $518K | – | 0.03 |
| CORP. NOTE (BOOKING HOLDINGS INC) | Long | Debt | US | $516K | – | 0.03 |
| CORP. NOTE (VIATRIS INC) | Long | Debt | US | $516K | – | 0.03 |
| CORP. NOTE (ROYALTY PHARMA PLC) | Long | Debt | US | $516K | – | 0.03 |
| CORP. NOTE (JEFFERSON CAPITAL HOLDINGS LLC) | Long | Debt | US | $510K | – | 0.03 |
| CORP. NOTE (ABBVIE INC) | Long | Debt | US | $508K | – | 0.03 |
| CORP. NOTE (INTERNATIONAL FLAVORS AND FRAGRANCES INC) | Long | Debt | US | $506K | – | 0.02 |
| CORP. NOTE (HYUNDAI CAPITAL AMERICA) | Long | Debt | US | $501K | – | 0.02 |
| CORP. NOTE (WATCO COS LLC / WATCO FINANCE CORP) | Long | Debt | US | $488K | – | 0.02 |
| CORP. NOTE (ARES CAPITAL CORP) | Long | Debt | US | $487K | – | 0.02 |
| CORP. NOTE (DAIMLER TRUCK FINANCE NORTH AMERICA LLC) | Long | Debt | US | $478K | – | 0.02 |
| CORP. NOTE (KENVUE INC) | Long | Debt | US | $475K | – | 0.02 |
| CORP. NOTE (TENET HEALTHCARE CORP) | Long | Debt | US | $475K | – | 0.02 |
| CORP. NOTE (PRA GROUP INC) | Long | Debt | US | $459K | – | 0.02 |
| CORP. NOTE (FIRSTCASH INC) | Long | Debt | US | $455K | – | 0.02 |
| CORP. NOTE (IMOLA MERGER CORP) | Long | Debt | US | $449K | – | 0.02 |
| CORP. NOTE (TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV) | Long | Debt | NL | $447K | – | 0.02 |
| CORP. NOTE (ZOOMINFO TECHNOLOGIES LLC/ZOOMINFO FINANCE CORP) | Long | Debt | US | $440K | – | 0.02 |
| CORP. NOTE (PROTECTIVE LIFE GLOBAL FUNDING) | Long | Debt | US | $440K | – | 0.02 |
| CORP. NOTE (WYNN RESORTS FINANCE LLC / WYNN RESORTS CAPITAL CORP) | Long | Debt | US | $439K | – | 0.02 |
| CORP. NOTE (LLOYDS BANKING GROUP PLC) | Long | Debt | GB | $437K | – | 0.02 |
| CORP. NOTE (ALIMENTATION COUCHE-TARD INC) | Long | Debt | CA | $436K | – | 0.02 |
| CORP. NOTE (KAZMUNAYGAS NATIONAL CO JSC) | Long | Debt | KZ | $435K | – | 0.02 |
| CORP. NOTE (VZ SECURED FINANCING BV) | Long | Debt | NL | $435K | – | 0.02 |
| CORP. NOTE (TEVA PHARMACEUTICAL FINANCE NETHERLANDS II BV) | Long | Debt | NL | $433K | – | 0.02 |
| CORP. NOTE (ALLY FINANCIAL INC) | Long | Debt | US | $431K | – | 0.02 |
| CORP. NOTE (NEXTERA ENERGY CAPITAL HOLDINGS INC) | Long | Debt | US | $431K | – | 0.02 |
| CORP. NOTE (SOUTHERN CO/THE) | Long | Debt | US | $431K | – | 0.02 |
| CORP. NOTE (BANK OF NOVA SCOTIA/THE) | Long | Debt | CA | $431K | – | 0.02 |
| CORP. NOTE (CARNIVAL CORP) | Long | Debt | US | $415K | – | 0.02 |
| CORP. NOTE (BANIJAY ENTERTAINMENT SAS) | Long | Debt | FR | $414K | – | 0.02 |
| CORP. NOTE (KEDRION SPA) | Long | Debt | IT | $411K | – | 0.02 |
| CORP. NOTE (ARES CAPITAL CORP) | Long | Debt | US | $411K | – | 0.02 |
| CORP. NOTE (AEGON FUNDING CO LLC) | Long | Debt | US | $408K | – | 0.02 |
| CORP. NOTE (SPECTRA ENERGY PARTNERS LP) | Long | Debt | US | $407K | – | 0.02 |
| CORP. NOTE (KINDER MORGAN INC) | Long | Debt | US | $405K | – | 0.02 |
| CORP. NOTE (WHITE CAP BUYER LLC) | Long | Debt | US | $405K | – | 0.02 |
| CORP. NOTE (MCAFEE CORP) | Long | Debt | US | $402K | – | 0.02 |
| CORP. NOTE (AES CORP/THE) | Long | Debt | US | $396K | – | 0.02 |
| CORP. NOTE (LPL HOLDINGS INC) | Long | Debt | US | $396K | – | 0.02 |
| CORP. NOTE (HOME DEPOT INC/THE) | Long | Debt | US | $395K | – | 0.02 |
| CORP. NOTE (HOME DEPOT INC/THE) | Long | Debt | US | $393K | – | 0.02 |
| CORP. NOTE (ARES CAPITAL CORP) | Long | Debt | US | $389K | – | 0.02 |
| CORP. NOTE (BANCO SANTANDER SA) | Long | Debt | ES | $385K | – | 0.02 |
| CORP. NOTE (LIGHT AND WONDER INTERNATIONAL INC) | Long | Debt | US | $383K | – | 0.02 |
| CORP. NOTE (CAESARS ENTERTAINMENT INC) | Long | Debt | US | $380K | – | 0.02 |
| CORP. NOTE (ENCINO ACQUISITION PARTNERS HOLDINGS LLC) | Long | Debt | US | $377K | – | 0.02 |
| CORP. NOTE (COREBRIDGE FINANCIAL INC) | Long | Debt | US | $377K | – | 0.02 |
| CORP. NOTE (GEORGIA POWER CO) | Long | Debt | US | $369K | – | 0.02 |
| CORP. NOTE (STELLANTIS FINANCE US INC) | Long | Debt | US | $368K | – | 0.02 |
| CORP. NOTE (CHESAPEAKE ENERGY CORP) | Long | Debt | US | $366K | – | 0.02 |
| CORP. NOTE (STELLANTIS FINANCE US INC) | Long | Debt | US | $364K | – | 0.02 |
| CORP. NOTE (ALLIANT HOLDINGS INTERMEDIATE LLC / ALLIANT HOLDINGS CO-ISSUER) | Long | Debt | US | $364K | – | 0.02 |
| CORP. NOTE (SCIH SALT HOLDINGS INC) | Long | Debt | US | $362K | – | 0.02 |
| CORP. NOTE (BOEING CO/THE) | Long | Debt | US | $361K | – | 0.02 |
| CORP. NOTE (FULL HOUSE RESORTS INC) | Long | Debt | US | $359K | – | 0.02 |
| CORP. NOTE (CAESARS ENTERTAINMENT INC) | Long | Debt | US | $352K | – | 0.02 |
| CORP. NOTE (CROWN CASTLE INC) | Long | Debt | US | $352K | – | 0.02 |
| CORP. NOTE (MCGRAW-HILL EDUCATION INC) | Long | Debt | US | $350K | – | 0.02 |
| CORP. NOTE (MADISON IAQ LLC) | Long | Debt | US | $349K | – | 0.02 |
| CORP. NOTE (ATLASSIAN CORP) | Long | Debt | US | $347K | – | 0.02 |
| CORP. NOTE (NEPTUNE BIDCO US INC) | Long | Debt | US | $346K | – | 0.02 |
| CORP. NOTE (CONSTELLATION ENERGY GENERATION LLC) | Long | Debt | US | $344K | – | 0.02 |
| CORP. NOTE (BENTELER INTERNATIONAL AG) | Long | Debt | AT | $342K | – | 0.02 |
| CORP. NOTE (CLEAR CHANNEL OUTDOOR HOLDINGS INC) | Long | Debt | US | $342K | – | 0.02 |
| CORP. NOTE (PARAMOUNT GLOBAL) | Long | Debt | US | $338K | – | 0.02 |
| CORP. NOTE (CLOUD SOFTWARE GROUP INC) | Long | Debt | US | $335K | – | 0.02 |
| CORP. NOTE (GREAT LAKES DREDGE AND DOCK CORP) | Long | Debt | US | $335K | – | 0.02 |
| CORP. NOTE (GLENCORE FUNDING LLC) | Long | Debt | US | $328K | – | 0.02 |
| CORP. NOTE (ATHENAHEALTH GROUP INC) | Long | Debt | US | $327K | – | 0.02 |
| CORP. NOTE (TTM TECHNOLOGIES INC) | Long | Debt | US | $325K | – | 0.02 |
| CORP. NOTE (VERIZON COMMUNICATIONS INC) | Long | Debt | US | $324K | – | 0.02 |
| CORP. NOTE (APOLLO COMMERCIAL REAL ESTATE FINANCE INC) | Long | Debt | US | $323K | – | 0.02 |
| CORP. NOTE (WASTE MANAGEMENT INC) | Long | Debt | US | $322K | – | 0.02 |
| CORP. NOTE (CSC HOLDINGS LLC) | Long | Debt | US | $316K | – | 0.02 |
| CORP. NOTE (ROYAL CARIBBEAN CRUISES LTD) | Long | Debt | US | $315K | – | 0.02 |
| CORP. NOTE (T-MOBILE USA INC) | Long | Debt | US | $314K | – | 0.02 |
| CORP. NOTE (COREBRIDGE GLOBAL FUNDING) | Long | Debt | US | $314K | – | 0.02 |
| CORP. NOTE (BOEING CO/THE) | Long | Debt | US | $313K | – | 0.02 |
| CORP. NOTE (ICON INVESTMENTS SIX DAC) | Long | Debt | IE | $313K | – | 0.02 |
| CORP. NOTE (VENTURE GLOBAL LNG INC) | Long | Debt | US | $311K | – | 0.02 |
| CORP. NOTE (SPIRIT AEROSYSTEMS INC) | Long | Debt | US | $309K | – | 0.02 |
| CORP. NOTE (FRONTIER COMMUNICATIONS HOLDINGS LLC) | Long | Debt | US | $308K | – | 0.02 |
| CORP. NOTE (LGI HOMES INC) | Long | Debt | US | $307K | – | 0.02 |
| CORP. NOTE (JAZZ SECURITIES DAC) | Long | Debt | IE | $306K | – | 0.02 |
| CORP. NOTE (STATION CASINOS LLC) | Long | Debt | US | $306K | – | 0.02 |
| CORP. NOTE (ALLIED UNIVERSAL HOLDCO LLC) | Long | Debt | US | $306K | – | 0.02 |
| CORP. NOTE (SCIH SALT HOLDINGS INC) | Long | Debt | US | $305K | – | 0.02 |
| CORP. NOTE (TGNR INTERMEDIATE HOLDINGS LLC) | Long | Debt | US | $304K | – | 0.01 |
| CORP. NOTE (FMC CORP) | Long | Debt | US | $304K | – | 0.01 |
| CORP. NOTE (ALLIED UNIVERSAL HOLDCO LLC / ALLIED UNIVERSAL FINANCE CORP) | Long | Debt | US | $302K | – | 0.01 |
| CORP. NOTE (AES CORP/THE) | Long | Debt | US | $300K | – | 0.01 |
| CORP. NOTE (UKG INC) | Long | Debt | US | $299K | – | 0.01 |
| CORP. NOTE (HANESBRANDS INC) | Long | Debt | US | $299K | – | 0.01 |
| CORP. NOTE (TENET HEALTHCARE CORP) | Long | Debt | US | $298K | – | 0.01 |
| CORP. NOTE (CREDIT ACCEPTANCE CORP) | Long | Debt | US | $296K | – | 0.01 |
| CORP. NOTE (OWENS-BROCKWAY GLASS CONTAINER INC) | Long | Debt | US | $294K | – | 0.01 |
| CORP. NOTE (ALIMENTATION COUCHE-TARD INC) | Long | Debt | CA | $293K | – | 0.01 |
| CORP. NOTE (ATI INC) | Long | Debt | US | $291K | – | 0.01 |
| CORP. NOTE (FERTITTA ENTERTAINMENT LLC / FERTITTA ENTERTAINMENT FINANCE CO INC) | Long | Debt | US | $290K | – | 0.01 |
| CORP. NOTE (CHART INDUSTRIES INC) | Long | Debt | US | $289K | – | 0.01 |
| CORP. NOTE (EMRLD BORROWER LP / EMERALD CO-ISSUER INC) | Long | Debt | US | $287K | – | 0.01 |
| CORP. NOTE (PRIME SECURITY SERVICES BORROWER LLC / PRIME FINANCE INC) | Long | Debt | US | $286K | – | 0.01 |
| CORP. NOTE (CLEAR CHANNEL OUTDOOR HOLDINGS INC) | Long | Debt | US | $284K | – | 0.01 |
| CORP. NOTE (BWAY HOLDING CO) | Long | Debt | US | $280K | – | 0.01 |
| CORP. NOTE (CHS/COMMUNITY HEALTH SYSTEMS INC) | Long | Debt | US | $280K | – | 0.01 |
| CORP. NOTE (MCGRAW-HILL EDUCATION INC) | Long | Debt | US | $280K | – | 0.01 |
| CORP. NOTE (CAMELOT RETURN MERGER SUB INC) | Long | Debt | US | $279K | – | 0.01 |
| CORP. NOTE (LSF11 A5 HOLDCO LLC) | Long | Debt | US | $279K | – | 0.01 |
| CORP. NOTE (CIVITAS RESOURCES INC) | Long | Debt | US | $278K | – | 0.01 |
| CORP. NOTE (ACRISURE LLC / ACRISURE FINANCE INC) | Long | Debt | US | $278K | – | 0.01 |
| CORP. NOTE (JOHNSON CONTROLS INTERNATIONAL PLC) | Long | Debt | US | $277K | – | 0.01 |
| CORP. NOTE (CELANESE US HOLDINGS LLC) | Long | Debt | US | $276K | – | 0.01 |
| CORP. NOTE (ACRISURE LLC / ACRISURE FINANCE INC) | Long | Debt | US | $275K | – | 0.01 |
| CORP. NOTE (HYATT HOTELS CORP) | Long | Debt | US | $275K | – | 0.01 |
| CORP. NOTE (PERMIAN RESOURCES OPERATING LLC) | Long | Debt | US | $272K | – | 0.01 |
| CORP. NOTE (HUB INTERNATIONAL LTD) | Long | Debt | US | $272K | – | 0.01 |
| CORP. NOTE (VIKING CRUISES LTD) | Long | Debt | US | $271K | – | 0.01 |
| CORP. NOTE (ALLY FINANCIAL INC) | Long | Debt | US | $270K | – | 0.01 |
| CORP. NOTE (ARETEC GROUP INC) | Long | Debt | US | $270K | – | 0.01 |
| CORP. NOTE (SIX FLAGS ENTERTAINMENT CORP) | Long | Debt | US | $270K | – | 0.01 |
| CORP. NOTE (HESS MIDSTREAM OPERATIONS LP) | Long | Debt | US | $268K | – | 0.01 |
| CORP. NOTE (TRIPADVISOR INC) | Long | Debt | US | $266K | – | 0.01 |
| CORP. NOTE (TWILIO INC) | Long | Debt | US | $265K | – | 0.01 |
| CORP. NOTE (AT AND T INC) | Long | Debt | US | $264K | – | 0.01 |
| CORP. NOTE (SUGARHOUSE HSP GAMING PROP MEZZ LP / SUGARHOUSE HSP GAMING FINANCE CORP) | Long | Debt | US | $263K | – | 0.01 |
| CORP. NOTE (TRANSDIGM INC) | Long | Debt | US | $263K | – | 0.01 |
| CORP. NOTE (TRONOX INC) | Long | Debt | US | $262K | – | 0.01 |
| CORP. NOTE (OTIS WORLDWIDE CORP) | Long | Debt | US | $262K | – | 0.01 |
| CORP. NOTE (SANDS CHINA LTD) | Long | Debt | MO | $261K | – | 0.01 |
| CORP. NOTE (RINGCENTRAL INC) | Long | Debt | US | $261K | – | 0.01 |
| CORP. NOTE (GLENCORE FUNDING LLC) | Long | Debt | US | $261K | – | 0.01 |
| CORP. NOTE (OWENS CORNING) | Long | Debt | US | $260K | – | 0.01 |
| CORP. NOTE (DIRECTV FINANCING LLC / DIRECTV FINANCING CO-OBLIGOR INC) | Long | Debt | US | $259K | – | 0.01 |
| CORP. NOTE (SITIO ROYALTIES OPERATING PARTNERSHIP LP / SITIO FINANCE CORP) | Long | Debt | US | $258K | – | 0.01 |
| CORP. NOTE (KONTOOR BRANDS INC) | Long | Debt | US | $258K | – | 0.01 |
| CORP. NOTE (OSHKOSH CORP) | Long | Debt | US | $257K | – | 0.01 |
| CORP. NOTE (CONNECT FINCO SARL / CONNECT US FINCO LLC) | Long | Debt | LU | $256K | – | 0.01 |
| CORP. NOTE (OUTFRONT MEDIA CAPITAL LLC / OUTFRONT MEDIA CAPITAL CORP) | Long | Debt | US | $255K | – | 0.01 |
| CORP. NOTE (BAUSCH HEALTH COS INC) | Long | Debt | CA | $254K | – | 0.01 |
| CORP. NOTE (CELANESE US HOLDINGS LLC) | Long | Debt | US | $253K | – | 0.01 |
| CORP. NOTE (AMERICAN BUILDERS AND CONTRACTORS SUPPLY CO INC) | Long | Debt | US | $252K | – | 0.01 |
| CORP. NOTE (VENTURE GLOBAL LNG INC) | Long | Debt | US | $252K | – | 0.01 |
| CORP. NOTE (VICI PROPERTIES LP / VICI NOTE CO INC) | Long | Debt | US | $250K | – | 0.01 |
| CORP. NOTE (CONSTELLIUM SE) | Long | Debt | FR | $249K | – | 0.01 |
| CORP. NOTE (BERRY GLOBAL INC) | Long | Debt | US | $249K | – | 0.01 |
| CORP. NOTE (PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP) | Long | Debt | US | $248K | – | 0.01 |
| CORP. NOTE (WR GRACE HOLDINGS LLC) | Long | Debt | US | $248K | – | 0.01 |
| CORP. NOTE (CHOBANI LLC / CHOBANI FINANCE CORP INC) | Long | Debt | US | $247K | – | 0.01 |
| CORP. NOTE (KINETIK HOLDINGS LP) | Long | Debt | US | $246K | – | 0.01 |
| CORP. NOTE (IPALCO ENTERPRISES INC) | Long | Debt | US | $246K | – | 0.01 |
| CORP. NOTE (SEADRILL FINANCE LTD) | Long | Debt | BM | $246K | – | 0.01 |
| CORP. NOTE (BOISE CASCADE CO) | Long | Debt | US | $245K | – | 0.01 |
| CORP. NOTE (HUDBAY MINERALS INC) | Long | Debt | CA | $244K | – | 0.01 |
| CORP. NOTE (LEVEL 3 FINANCING INC) | Long | Debt | US | $242K | – | 0.01 |
| CORP. NOTE (NATIONSTAR MORTGAGE HOLDINGS INC) | Long | Debt | US | $241K | – | 0.01 |
| CORP. NOTE (BOOST NEWCO BORROWER LLC) | Long | Debt | US | $240K | – | 0.01 |
| CORP. NOTE (EQUINIX INC) | Long | Debt | US | $240K | – | 0.01 |
| CORP. NOTE (ASHTEAD CAPITAL INC) | Long | Debt | US | $239K | – | 0.01 |
| CORP. NOTE (ALLIANT HOLDINGS INTERMEDIATE LLC / ALLIANT HOLDINGS CO-ISSUER) | Long | Debt | US | $239K | – | 0.01 |
| CORP. NOTE (VIBRANTZ TECHNOLOGIES INC) | Long | Debt | US | $238K | – | 0.01 |
| CORP. NOTE (SMYRNA READY MIX CONCRETE LLC) | Long | Debt | US | $238K | – | 0.01 |
| CORP. NOTE (SM ENERGY CO) | Long | Debt | US | $238K | – | 0.01 |
| CORP. NOTE (OLYMPUS WATER US HOLDING CORP) | Long | Debt | US | $237K | – | 0.01 |
| CORP. NOTE (PENN ENTERTAINMENT INC) | Long | Debt | US | $237K | – | 0.01 |
| CORP. NOTE (HERC HOLDINGS INC) | Long | Debt | US | $236K | – | 0.01 |
| CORP. NOTE (FREEDOM MORTGAGE CORP) | Long | Debt | US | $236K | – | 0.01 |
| CORP. NOTE (CDW LLC / CDW FINANCE CORP) | Long | Debt | US | $235K | – | 0.01 |
| CORP. NOTE (MEDLINE BORROWER LP) | Long | Debt | US | $235K | – | 0.01 |
| CORP. NOTE (PFIZER INVESTMENT ENTERPRISES PTE LTD) | Long | Debt | SG | $235K | – | 0.01 |
| CORP. NOTE (VISTRA OPERATIONS CO LLC) | Long | Debt | US | $234K | – | 0.01 |
| CORP. NOTE (ELANCO ANIMAL HEALTH INC) | Long | Debt | US | $233K | – | 0.01 |
| CORP. NOTE (GE HEALTHCARE TECHNOLOGIES INC) | Long | Debt | US | $233K | – | 0.01 |
| CORP. NOTE (ONEMAIN FINANCE CORP) | Long | Debt | US | $233K | – | 0.01 |
| CORP. NOTE (ATI INC) | Long | Debt | US | $232K | – | 0.01 |
| CORP. NOTE (NASDAQ INC) | Long | Debt | US | $232K | – | 0.01 |
| CORP. NOTE (LADDER CAPITAL FINANCE HOLDINGS LLLP / LADDER CAPITAL FINANCE CORP) | Long | Debt | US | $232K | – | 0.01 |
| CORP. NOTE (COMMONWEALTH BANK OF AUSTRALIA) | Long | Debt | AU | $231K | – | 0.01 |
| CORP. NOTE (TRANSDIGM INC) | Long | Debt | US | $231K | – | 0.01 |
| CORP. NOTE (COLUMBIA PIPELINES OPERATING CO LLC) | Long | Debt | US | $230K | – | 0.01 |
| CORP. NOTE (AES CORP/THE) | Long | Debt | US | $229K | – | 0.01 |
| CORP. NOTE (PHH MORTGAGE CORP) | Long | Debt | US | $229K | – | 0.01 |
| CORP. NOTE (SCIENTIFIC GAMES HOLDINGS LP/SCIENTIFIC GAMES US FINCO INC) | Long | Debt | US | $229K | – | 0.01 |
| CORP. NOTE (VENTURE GLOBAL LNG INC) | Long | Debt | US | $229K | – | 0.01 |
| CORP. NOTE (CHURCHILL DOWNS INC) | Long | Debt | US | $228K | – | 0.01 |
| CORP. NOTE (OLYMPUS WATER US HOLDING CORP) | Long | Debt | US | $227K | – | 0.01 |
| CORP. NOTE (EQUIPMENTSHARE.COM INC) | Long | Debt | US | $227K | – | 0.01 |
| CORP. NOTE (ZOETIS INC) | Long | Debt | US | $227K | – | 0.01 |
| CORP. NOTE (ASHTEAD CAPITAL INC) | Long | Debt | US | $226K | – | 0.01 |
| CORP. NOTE (HERENS HOLDCO SARL) | Long | Debt | LU | $226K | – | 0.01 |
| CORP. NOTE (AMERICAN AIRLINES INC/AADVANTAGE LOYALTY IP LTD) | Long | Debt | US | $224K | – | 0.01 |
| CORP. NOTE (COMSTOCK RESOURCES INC) | Long | Debt | US | $223K | – | 0.01 |
| CORP. NOTE (NUTRIEN LTD) | Long | Debt | CA | $223K | – | 0.01 |
| CORP. NOTE (BIG RIVER STEEL LLC / BRS FINANCE CORP) | Long | Debt | US | $222K | – | 0.01 |
| CORP. NOTE (TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV) | Long | Debt | NL | $222K | – | 0.01 |
| CORP. NOTE (LIVE NATION ENTERTAINMENT INC) | Long | Debt | US | $222K | – | 0.01 |
| CORP. NOTE (AIR LEASE CORP) | Long | Debt | US | $221K | – | 0.01 |
| CORP. NOTE (SENSATA TECHNOLOGIES BV) | Long | Debt | US | $220K | – | 0.01 |
| CORP. NOTE (TRANSDIGM INC) | Long | Debt | US | $220K | – | 0.01 |
| CORP. NOTE (AMEREN CORP) | Long | Debt | US | $218K | – | 0.01 |
| CORP. NOTE (TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV) | Long | Debt | NL | $215K | – | 0.01 |
| CORP. NOTE (CHORD ENERGY CORP) | Long | Debt | US | $215K | – | 0.01 |
| CORP. NOTE (HYUNDAI CAPITAL AMERICA) | Long | Debt | US | $215K | – | 0.01 |
| CORP. NOTE (COTY INC/HFC PRESTIGE PRODUCTS INC/HFC PRESTIGE INTERNATIONAL US LLC) | Long | Debt | US | $214K | – | 0.01 |
| CORP. NOTE (ARDAGH PACKAGING FINANCE PLC / ARDAGH HOLDINGS USA INC) | Long | Debt | IE | $213K | – | 0.01 |
| CORP. NOTE (FREEDOM MORTGAGE CORP) | Long | Debt | US | $212K | – | 0.01 |
| CORP. NOTE (SIRIUS XM RADIO INC) | Long | Debt | US | $212K | – | 0.01 |
| CORP. NOTE (TMS INTERNATIONAL CORP/DE) | Long | Debt | US | $210K | – | 0.01 |
| CORP. NOTE (FORD MOTOR CREDIT CO LLC) | Long | Debt | US | $209K | – | 0.01 |
| CORP. NOTE (AVIENT CORP) | Long | Debt | US | $209K | – | 0.01 |
| CORP. NOTE (BOEING CO/THE) | Long | Debt | US | $209K | – | 0.01 |
| CORP. NOTE (ENCORE CAPITAL GROUP INC) | Long | Debt | US | $209K | – | 0.01 |
| CORP. NOTE (VITAL ENERGY INC) | Long | Debt | US | $208K | – | 0.01 |
| CORP. NOTE (HESS MIDSTREAM OPERATIONS LP) | Long | Debt | US | $208K | – | 0.01 |
| CORP. NOTE (CHS/COMMUNITY HEALTH SYSTEMS INC) | Long | Debt | US | $208K | – | 0.01 |
| CORP. NOTE (LBM ACQUISITION LLC) | Long | Debt | US | $208K | – | 0.01 |
| CORP. NOTE (PENNYMAC FINANCIAL SERVICES INC) | Long | Debt | US | $206K | – | 0.01 |
| CORP. NOTE (FORTRESS INTERMEDIATE 3 INC) | Long | Debt | US | $205K | – | 0.01 |
| CORP. NOTE (CNO FINANCIAL GROUP INC) | Long | Debt | US | $204K | – | 0.01 |
| CORP. NOTE (NEWS CORP) | Long | Debt | US | $203K | – | 0.01 |
| CORP. NOTE (AMERICAN BUILDERS AND CONTRACTORS SUPPLY CO INC) | Long | Debt | US | $201K | – | 0.01 |
| CORP. NOTE (BOMBARDIER INC) | Long | Debt | CA | $200K | – | 0.01 |
| CORP. NOTE (LOUISIANA-PACIFIC CORP) | Long | Debt | US | $200K | – | 0.01 |
| CORP. NOTE (AVIS BUDGET FINANCE PLC) | Long | Debt | GB | $199K | – | 0.01 |
| CORP. NOTE (JONES DESLAURIERS INSURANCE MANAGEMENT INC) | Long | Debt | CA | $199K | – | 0.01 |
| CORP. NOTE (SMBC AVIATION CAPITAL FINANCE DAC) | Long | Debt | IE | $199K | – | 0.01 |
| CORP. NOTE (ARES CAPITAL CORP) | Long | Debt | US | $198K | – | 0.01 |
| CORP. NOTE (OCCIDENTAL PETROLEUM CORP) | Long | Debt | US | $198K | – | 0.01 |
| CORP. NOTE (ABN AMRO BANK NV) | Long | Debt | NL | $197K | – | 0.01 |
| CORP. NOTE (CLARIOS GLOBAL LP / CLARIOS US FINANCE CO) | Long | Debt | US | $197K | – | 0.01 |
| CORP. NOTE (TRANSDIGM INC) | Long | Debt | US | $197K | – | 0.01 |
| CORP. NOTE (BNP PARIBAS SA) | Long | Debt | FR | $195K | – | 0.01 |
| CORP. NOTE (TRANSDIGM INC) | Long | Debt | US | $194K | – | 0.01 |
| CORP. NOTE (SHIFT4 PAYMENTS LLC / SHIFT4 PAYMENTS FINANCE SUB INC) | Long | Debt | US | $194K | – | 0.01 |
| CORP. NOTE (INTELLIGENT PACKAGING LTD FINCO INC / INTELLIGENT PACKAGING LTD CO-ISSUER LLC) | Long | Debt | CA | $193K | – | 0.01 |
| CORP. NOTE (NABORS INDUSTRIES INC) | Long | Debt | US | $193K | – | 0.01 |
| CORP. NOTE (SCIL IV LLC / SCIL USA HOLDINGS LLC) | Long | Debt | US | $193K | – | 0.01 |
| CORP. NOTE (BEACON ROOFING SUPPLY INC) | Long | Debt | US | $191K | – | 0.01 |
| CORP. NOTE (ARETEC GROUP INC) | Long | Debt | US | $190K | – | 0.01 |
| CORP. NOTE (ANZ NEW ZEALAND INT'L LTD/LONDON) | Long | Debt | GB | $190K | – | 0.01 |
| CORP. NOTE (CROWDSTRIKE HOLDINGS INC) | Long | Debt | US | $189K | – | 0.01 |
| CORP. NOTE (ENCORE CAPITAL GROUP INC) | Long | Debt | US | $188K | – | 0.01 |
| CORP. NOTE (ROCKET SOFTWARE INC) | Long | Debt | US | $187K | – | 0.01 |
| CORP. NOTE (GRIFOLS SA) | Long | Debt | ES | $186K | – | 0.01 |
| CORP. NOTE (BWAY HOLDING CO) | Long | Debt | US | $185K | – | 0.01 |
| CORP. NOTE (MIWD HOLDCO II LLC / MIWD FINANCE CORP) | Long | Debt | US | $185K | – | 0.01 |
| CORP. NOTE (ADT SECURITY CORP/THE) | Long | Debt | US | $184K | – | 0.01 |
| CORP. NOTE (WR GRACE HOLDINGS LLC) | Long | Debt | US | $184K | – | 0.01 |
| CORP. NOTE (SENSATA TECHNOLOGIES BV) | Long | Debt | US | $184K | – | 0.01 |
| CORP. NOTE (VENTURE GLOBAL CALCASIEU PASS LLC) | Long | Debt | US | $182K | – | 0.01 |
| CORP. NOTE (STANDARD INDUSTRIES INC/NJ) | Long | Debt | US | $181K | – | 0.01 |
| CORP. NOTE (GFL ENVIRONMENTAL INC) | Long | Debt | CA | $179K | – | 0.01 |
| CORP. NOTE (RAIN CARBON INC) | Long | Debt | US | $178K | – | 0.01 |
| CORP. NOTE (TENET HEALTHCARE CORP) | Long | Debt | US | $177K | – | 0.01 |
| CORP. NOTE (CINEMARK USA INC) | Long | Debt | US | $177K | – | 0.01 |
| CORP. NOTE (INTERCONTINENTAL EXCHANGE INC) | Long | Debt | US | $176K | – | 0.01 |
| CORP. NOTE (BOEING CO/THE) | Long | Debt | US | $175K | – | 0.01 |
| CORP. NOTE (FRONTIER COMMUNICATIONS HOLDINGS LLC) | Long | Debt | US | $175K | – | 0.01 |
| CORP. NOTE (CARNIVAL HOLDINGS BERMUDA LTD) | Long | Debt | BM | $173K | – | 0.01 |
| CORP. NOTE (GARDA WORLD SECURITY CORP) | Long | Debt | CA | $173K | – | 0.01 |
| CORP. NOTE (UNIVISION COMMUNICATIONS INC) | Long | Debt | US | $171K | – | 0.01 |
| CORP. NOTE (COBRA ACQUISITIONCO LLC) | Long | Debt | US | $169K | – | 0.01 |
| CORP. NOTE (ARDAGH METAL PACKAGING FINANCE USA LLC / ARDAGH METAL PACKAGING FINANCE PLC) | Long | Debt | US | $169K | – | 0.01 |
| CORP. NOTE (PINEWOOD FINCO PLC) | Long | Debt | GB | $167K | – | 0.01 |
| CORP. NOTE (MERCER INTERNATIONAL INC) | Long | Debt | CA | $167K | – | 0.01 |
| CORP. NOTE (LADDER CAPITAL FINANCE HOLDINGS LLLP / LADDER CAPITAL FINANCE CORP) | Long | Debt | US | $166K | – | 0.01 |
| CORP. NOTE (JBS USA HOLDING LUX SARL/ JBS USA FOOD CO/ JBS LUX CO SARL) | Long | Debt | LU | $163K | – | 0.01 |
| CORP. NOTE (ZF NORTH AMERICA CAPITAL INC) | Long | Debt | US | $163K | – | 0.01 |
| CORP. NOTE (RITCHIE BROS HOLDINGS INC) | Long | Debt | US | $161K | – | 0.01 |
| CORP. NOTE (PETROBRAS GLOBAL FINANCE BV) | Long | Debt | NL | $161K | – | 0.01 |
| CORP. NOTE (AXALTA COATING SYSTEMS LLC) | Long | Debt | US | $161K | – | 0.01 |
| CORP. NOTE (VIPER ENERGY INC) | Long | Debt | US | $161K | – | 0.01 |
| CORP. NOTE (EQUIPMENTSHARE.COM INC) | Long | Debt | US | $160K | – | 0.01 |
| CORP. NOTE (TK ELEVATOR MIDCO GMBH) | Long | Debt | DE | $160K | – | 0.01 |
| CORP. NOTE (BECTON DICKINSON AND CO) | Long | Debt | US | $160K | – | 0.01 |
| CORP. NOTE (AT AND T INC) | Long | Debt | US | $159K | – | 0.01 |
| CORP. NOTE (ROYAL CARIBBEAN CRUISES LTD) | Long | Debt | US | $158K | – | 0.01 |
| CORP. NOTE (ARDAGH PACKAGING FINANCE PLC / ARDAGH HOLDINGS USA INC) | Long | Debt | IE | $158K | – | 0.01 |
| CORP. NOTE (COMMERCIAL METALS CO) | Long | Debt | US | $155K | – | 0.01 |
| CORP. NOTE (MATADOR RESOURCES CO) | Long | Debt | US | $155K | – | 0.01 |
| CORP. NOTE (GLOBAL PARTNERS LP / GLP FINANCE CORP) | Long | Debt | US | $154K | – | 0.01 |
| CORP. NOTE (BAUSCH HEALTH COS INC) | Long | Debt | CA | $154K | – | 0.01 |
| CORP. NOTE (VISTRA OPERATIONS CO LLC) | Long | Debt | US | $152K | – | 0.01 |
| CORP. NOTE (AMERICAN AIRLINES INC/AADVANTAGE LOYALTY IP LTD) | Long | Debt | US | $152K | – | 0.01 |
| CORP. NOTE (VISTRA OPERATIONS CO LLC) | Long | Debt | US | $151K | – | 0.01 |
| CORP. NOTE (ARDAGH METAL PACKAGING FINANCE USA LLC / ARDAGH METAL PACKAGING FINANCE PLC) | Long | Debt | US | $150K | – | 0.01 |
| CORP. NOTE (OUTFRONT MEDIA CAPITAL LLC / OUTFRONT MEDIA CAPITAL CORP) | Long | Debt | US | $150K | – | 0.01 |
| CORP. NOTE (RHP HOTEL PROPERTIES LP / RHP FINANCE CORP) | Long | Debt | US | $150K | – | 0.01 |
| CORP. NOTE (VISTRA OPERATIONS CO LLC) | Long | Debt | US | $150K | – | 0.01 |
| CORP. NOTE (PRECISION DRILLING CORP) | Long | Debt | CA | $149K | – | 0.01 |
| CORP. NOTE (GRAPHIC PACKAGING INTERNATIONAL LLC) | Long | Debt | US | $148K | – | 0.01 |
| CORP. NOTE (BAUSCH + LOMB CORP) | Long | Debt | CA | $148K | – | 0.01 |
| CORP. NOTE (PRECISION DRILLING CORP) | Long | Debt | CA | $148K | – | 0.01 |
| CORP. NOTE (GLP CAPITAL LP / GLP FINANCING II INC) | Long | Debt | US | $147K | – | 0.01 |
| CORP. NOTE (CROCS INC) | Long | Debt | US | $146K | – | 0.01 |
| CORP. NOTE (MITER BRANDS ACQUISITION HOLDCO INC / MIWD BORROWER LLC) | Long | Debt | US | $146K | – | 0.01 |
| CORP. NOTE (NCL CORP LTD) | Long | Debt | US | $145K | – | 0.01 |
| CORP. NOTE (INGEVITY CORP) | Long | Debt | US | $145K | – | 0.01 |
| CORP. NOTE (ROYAL CARIBBEAN CRUISES LTD) | Long | Debt | US | $145K | – | 0.01 |
| CORP. NOTE (TRANSOCEAN POSEIDON LTD) | Long | Debt | KY | $145K | – | 0.01 |
| CORP. NOTE (CLARIOS GLOBAL LP) | Long | Debt | US | $144K | – | 0.01 |
| CORP. NOTE (TEREX CORP) | Long | Debt | US | $142K | – | 0.01 |
| CORP. NOTE (COTY INC/HFC PRESTIGE PRODUCTS INC/HFC PRESTIGE INTERNATIONAL US LLC) | Long | Debt | US | $142K | – | 0.01 |
| CORP. NOTE (CLARIOS GLOBAL LP / CLARIOS US FINANCE CO) | Long | Debt | US | $142K | – | 0.01 |
| CORP. NOTE (CARNIVAL CORP) | Long | Debt | US | $141K | – | 0.01 |
| CORP. NOTE (TRANSOCEAN TITAN FINANCING LTD) | Long | Debt | KY | $139K | – | 0.01 |
| CORP. NOTE (GRAPHIC PACKAGING INTERNATIONAL LLC) | Long | Debt | US | $139K | – | 0.01 |
| CORP. NOTE (MEDLINE BORROWER LP) | Long | Debt | US | $138K | – | 0.01 |
| CORP. NOTE (US FOODS INC) | Long | Debt | US | $138K | – | 0.01 |
| CORP. NOTE (AHEAD DB HOLDINGS LLC) | Long | Debt | US | $137K | – | 0.01 |
| CORP. NOTE (ALTICE FRANCE SA) | Long | Debt | FR | $137K | – | 0.01 |
| CORP. NOTE (CIVITAS RESOURCES INC) | Long | Debt | US | $136K | – | 0.01 |
| CORP. NOTE (ANYWHERE REAL ESTATE GROUP LLC / ANYWHERE CO-ISSUER CORP) | Long | Debt | US | $136K | – | 0.01 |
| CORP. NOTE (CHS/COMMUNITY HEALTH SYSTEMS INC) | Long | Debt | US | $135K | – | 0.01 |
| CORP. NOTE (TK ELEVATOR HOLDCO GMBH) | Long | Debt | DE | $134K | – | 0.01 |
| CORP. NOTE (GRAPHIC PACKAGING INTERNATIONAL LLC) | Long | Debt | US | $134K | – | 0.01 |
| CORP. NOTE (NEXSTAR MEDIA INC) | Long | Debt | US | $133K | – | 0.01 |
| CORP. NOTE (HERC HOLDINGS INC) | Long | Debt | US | $132K | – | 0.01 |
| CORP. NOTE (GARRETT MOTION HOLDINGS INC / GARRETT LX I SARL) | Long | Debt | US | $132K | – | 0.01 |
| CORP. NOTE (ALTICE FRANCE SA) | Long | Debt | FR | $132K | – | 0.01 |
| CORP. NOTE (GRIFOLS SA) | Long | Debt | ES | $131K | – | 0.01 |
| CORP. NOTE (PACTIV EVERGREEN GROUP ISSUER LLC / PACTIV EVERGREEN GROUP ISSUER INC) | Long | Debt | US | $131K | – | 0.01 |
| CORP. NOTE (CLEAN HARBORS INC) | Long | Debt | US | $130K | – | 0.01 |
| CORP. NOTE (GEN DIGITAL INC) | Long | Debt | US | $126K | – | 0.01 |
| CORP. NOTE (AVIS BUDGET FINANCE PLC) | Long | Debt | GB | $126K | – | 0.01 |
| CORP. NOTE (CAMPBELL SOUP CO) | Long | Debt | US | $125K | – | 0.01 |
| CORP. NOTE (ENDO FINANCE HOLDINGS INC) | Long | Debt | US | $124K | – | 0.01 |
| CORP. NOTE (VIASAT INC) | Long | Debt | US | $122K | – | 0.01 |
| CORP. NOTE (CHS/COMMUNITY HEALTH SYSTEMS INC) | Long | Debt | US | $122K | – | 0.01 |
| CORP. NOTE (HESS MIDSTREAM OPERATIONS LP) | Long | Debt | US | $121K | – | 0.01 |
| CORP. NOTE (LIVE NATION ENTERTAINMENT INC) | Long | Debt | US | $121K | – | 0.01 |
| CORP. NOTE (ONEMAIN FINANCE CORP) | Long | Debt | US | $120K | – | 0.01 |
| CORP. NOTE (IRB HOLDING CORP) | Long | Debt | US | $120K | – | 0.01 |
| CORP. NOTE (VENTURE GLOBAL LNG INC) | Long | Debt | US | $118K | – | 0.01 |
| CORP. NOTE (HESS MIDSTREAM OPERATIONS LP) | Long | Debt | US | $117K | – | 0.01 |
| CORP. NOTE (USA COMPRESSION PARTNERS LP / USA COMPRESSION FINANCE CORP) | Long | Debt | US | $115K | – | 0.01 |
| CORP. NOTE (JONES DESLAURIERS INSURANCE MANAGEMENT INC) | Long | Debt | CA | $115K | – | 0.01 |
| CORP. NOTE (TAYLOR MORRISON COMMUNITIES INC) | Long | Debt | US | $114K | – | 0.01 |
| CORP. NOTE (ANTERO RESOURCES CORP) | Long | Debt | US | $112K | – | 0.01 |
| CORP. NOTE (MADISON IAQ LLC) | Long | Debt | US | $112K | – | 0.01 |
| CORP. NOTE (AIR LEASE CORP) | Long | Debt | US | $111K | – | 0.01 |
| CORP. NOTE (T-MOBILE USA INC) | Long | Debt | US | $111K | – | 0.01 |
| CORP. NOTE (EMRLD BORROWER LP / EMERALD CO-ISSUER INC) | Long | Debt | US | $111K | – | 0.01 |
| CORP. NOTE (NOVELIS SHEET INGOT GMBH) | Long | Debt | DE | $111K | – | 0.01 |
| CORP. NOTE (PETROLEOS MEXICANOS) | Long | Debt | MX | $110K | – | 0.01 |
| CORP. NOTE (ENERGY TRANSFER LP) | Long | Debt | US | $110K | – | 0.01 |
| CORP. NOTE (BUILDERS FIRSTSOURCE INC) | Long | Debt | US | $110K | – | 0.01 |
| CORP. NOTE (KLEOPATRA HOLDINGS 2 SCA) | Long | Debt | LU | $109K | – | 0.01 |
| CORP. NOTE (RTX CORP) | Long | Debt | US | $109K | – | 0.01 |
| CORP. NOTE (CHART INDUSTRIES INC) | Long | Debt | US | $108K | – | 0.01 |
| CORP. NOTE (CP ATLAS BUYER INC) | Long | Debt | US | $107K | – | 0.01 |
| CORP. NOTE (SIX FLAGS ENTERTAINMENT CORP / SIX FLAGS THEME PARKS INC) | Long | Debt | US | $107K | – | 0.01 |
| CORP. NOTE (HYUNDAI CAPITAL AMERICA) | Long | Debt | US | $106K | – | 0.01 |
| CORP. NOTE (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $105K | – | 0.01 |
| CORP. NOTE (OLYMPUS WATER US HOLDING CORP) | Long | Debt | US | $105K | – | 0.01 |
| CORP. NOTE (NCL CORP LTD) | Long | Debt | US | $105K | – | 0.01 |
| CORP. NOTE (MERCER INTERNATIONAL INC) | Long | Debt | CA | $102K | – | 0.01 |
| CORP. NOTE (VIKING CRUISES LTD) | Long | Debt | US | $101K | – | 0.00 |
| CORP. NOTE (SM ENERGY CO) | Long | Debt | US | $100K | – | 0.00 |
| CORP. NOTE (WRANGLER HOLDCO CORP) | Long | Debt | US | $100K | – | 0.00 |
| CORP. NOTE (CHARLES RIVER LABORATORIES INTERNATIONAL INC) | Long | Debt | US | $98K | – | 0.00 |
| CORP. NOTE (PROLOGIS LP) | Long | Debt | US | $98K | – | 0.00 |
| CORP. NOTE (MATTEL INC) | Long | Debt | US | $96K | – | 0.00 |
| CORP. NOTE (CHARLES RIVER LABORATORIES INTERNATIONAL INC) | Long | Debt | US | $96K | – | 0.00 |
| CORP. NOTE (TRANSOCEAN INC) | Long | Debt | US | $94K | – | 0.00 |
| CORP. NOTE (DISH DBS CORP) | Long | Debt | US | $91K | – | 0.00 |
| CORP. NOTE (USA COMPRESSION PARTNERS LP / USA COMPRESSION FINANCE CORP) | Long | Debt | US | $91K | – | 0.00 |
| CORP. NOTE (1011778 BC ULC / NEW RED FINANCE INC) | Long | Debt | CA | $90K | – | 0.00 |
| CORP. NOTE (TAYLOR MORRISON COMMUNITIES INC) | Long | Debt | US | $90K | – | 0.00 |
| CORP. NOTE (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $89K | – | 0.00 |
| CORP. NOTE (GGAM FINANCE LTD) | Long | Debt | IE | $88K | – | 0.00 |
| CORP. NOTE (COMMSCOPE LLC) | Long | Debt | US | $88K | – | 0.00 |
| CORP. NOTE (ROLLER BEARING CO OF AMERICA INC) | Long | Debt | US | $87K | – | 0.00 |
| CORP. NOTE (COMSTOCK RESOURCES INC) | Long | Debt | US | $87K | – | 0.00 |
| CORP. NOTE (ENERGY TRANSFER LP) | Long | Debt | US | $86K | – | 0.00 |
| CORP. NOTE (S AND P GLOBAL INC) | Long | Debt | US | $85K | – | 0.00 |
| CORP. NOTE (UNITED AIRLINES INC) | Long | Debt | US | $84K | – | 0.00 |
| CORP. NOTE (RITCHIE BROS HOLDINGS INC) | Long | Debt | US | $82K | – | 0.00 |
| CORP. NOTE (CONCENTRA ESCROW ISSUER CORP) | Long | Debt | US | $81K | – | 0.00 |
| CORP. NOTE (SPIRIT AEROSYSTEMS INC) | Long | Debt | US | $81K | – | 0.00 |
| CORP. NOTE (LADDER CAPITAL FINANCE HOLDINGS LLLP / LADDER CAPITAL FINANCE CORP) | Long | Debt | US | $79K | – | 0.00 |
| CORP. NOTE (SOUTHWESTERN ENERGY CO) | Long | Debt | US | $77K | – | 0.00 |
| CORP. NOTE (SEAGATE HDD CAYMAN) | Long | Debt | KY | $77K | – | 0.00 |
| CORP. NOTE (AMGEN INC) | Long | Debt | US | $75K | – | 0.00 |
| CORP. NOTE (EVERSOURCE ENERGY) | Long | Debt | US | $75K | – | 0.00 |
| CORP. NOTE (WESTPAC BANKING CORP) | Long | Debt | AU | $74K | – | 0.00 |
| CORP. NOTE (CARNIVAL CORP) | Long | Debt | US | $73K | – | 0.00 |
| CORP. NOTE (RHP HOTEL PROPERTIES LP / RHP FINANCE CORP) | Long | Debt | US | $72K | – | 0.00 |
| CORP. NOTE (GFL ENVIRONMENTAL INC) | Long | Debt | CA | $71K | – | 0.00 |
| CORP. NOTE (BOMBARDIER INC) | Long | Debt | CA | $71K | – | 0.00 |
| CORP. NOTE (ATI INC) | Long | Debt | US | $70K | – | 0.00 |
| CORP. NOTE (VIPER ENERGY INC) | Long | Debt | US | $69K | – | 0.00 |
| CORP. NOTE (ATLASSIAN CORP) | Long | Debt | US | $67K | – | 0.00 |
| CORP. NOTE (INTERNATIONAL FLAVORS AND FRAGRANCES INC) | Long | Debt | US | $67K | – | 0.00 |
| CORP. NOTE (GLOBAL PAYMENTS INC) | Long | Debt | US | $67K | – | 0.00 |
| CORP. NOTE (LADDER CAPITAL FINANCE HOLDINGS LLLP / LADDER CAPITAL FINANCE CORP) | Long | Debt | US | $64K | – | 0.00 |
| CORP. NOTE (FREEDOM MORTGAGE CORP) | Long | Debt | US | $64K | – | 0.00 |
| CORP. NOTE (LEVEL 3 FINANCING INC) | Long | Debt | US | $64K | – | 0.00 |
| CORP. NOTE (AVIS BUDGET CAR RENTAL LLC / AVIS BUDGET FINANCE INC) | Long | Debt | US | $62K | – | 0.00 |
| CORP. NOTE (TRANSOCEAN AQUILA LTD) | Long | Debt | US | $61K | – | 0.00 |
| CORP. NOTE (GARDA WORLD SECURITY CORP) | Long | Debt | CA | $61K | – | 0.00 |
| CORP. NOTE (STATION CASINOS LLC) | Long | Debt | US | $60K | – | 0.00 |
| CORP. NOTE (SERVICE CORP INTERNATIONAL/US) | Long | Debt | US | $58K | – | 0.00 |
| CORP. NOTE (CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL) | Long | Debt | US | $57K | – | 0.00 |
| CORP. NOTE (US FOODS INC) | Long | Debt | US | $57K | – | 0.00 |
| CORP. NOTE (WESCO DISTRIBUTION INC) | Long | Debt | US | $56K | – | 0.00 |
| CORP. NOTE (VITAL ENERGY INC) | Long | Debt | US | $55K | – | 0.00 |
| CORP. NOTE (WESCO DISTRIBUTION INC) | Long | Debt | US | $55K | – | 0.00 |
| CORP. NOTE (ROYAL CARIBBEAN CRUISES LTD) | Long | Debt | US | $53K | – | 0.00 |
| CORP. NOTE (ROYAL CARIBBEAN CRUISES LTD) | Long | Debt | US | $50K | – | 0.00 |
| CORP. NOTE (LIGHT AND WONDER INTERNATIONAL INC) | Long | Debt | US | $46K | – | 0.00 |
| CORP. NOTE (TRANSDIGM INC) | Long | Debt | US | $46K | – | 0.00 |
| CORP. NOTE (MACQUARIE AIRFINANCE HOLDINGS LTD) | Long | Debt | GB | $46K | – | 0.00 |
| CORP. NOTE (BOMBARDIER INC) | Long | Debt | CA | $43K | – | 0.00 |
| CORP. NOTE (CAESARS ENTERTAINMENT INC) | Long | Debt | US | $40K | – | 0.00 |
| CORP. NOTE (CIVITAS RESOURCES INC) | Long | Debt | US | $38K | – | 0.00 |
| CORP. NOTE (GATES CORP/DE) | Long | Debt | US | $36K | – | 0.00 |
| CORP. NOTE (BOMBARDIER INC) | Long | Debt | CA | $31K | – | 0.00 |
| CORP. NOTE (BOMBARDIER INC) | Long | Debt | CA | $31K | – | 0.00 |
| CORP. NOTE (MACQUARIE AIRFINANCE HOLDINGS LTD) | Long | Debt | GB | $31K | – | 0.00 |
| CORP. NOTE (1375209 BC LTD) | Long | Debt | CA | $25K | – | 0.00 |
| CORP. NOTE (BERRY GLOBAL INC) | Long | Debt | US | $23K | – | 0.00 |
| CORP. NOTE (BERRY GLOBAL INC) | Long | Debt | US | $21K | – | 0.00 |
| CORP. NOTE (CLARIOS GLOBAL LP / CLARIOS US FINANCE CO) | Long | Debt | US | $20K | – | 0.00 |
| CORP. PIK BOND (INTELLIGENT PACKAGING HOLDCO ISSUER LP) | Long | Debt | CA | $224K | – | 0.01 |
| CORP. PIK BOND (BCPE ULYSSES INTERMEDIATE INC) | Long | Debt | US | $136K | – | 0.01 |
| CORP. PIK BOND (WHITE CAP PARENT LLC) | Long | Debt | US | $95K | – | 0.00 |
| CORPORATE BONDS (JPMORGAN CHASE AND CO) | Long | Debt | US | $3M | – | 0.12 |
| CORPORATE BONDS (VERIZON COMMUNICATIONS INC) | Long | Debt | US | $2M | – | 0.10 |
| CORPORATE BONDS (BROADCOM CRP / CAYMN FI) | Long | Debt | US | $2M | – | 0.09 |
| CORPORATE BONDS (APPLE INC) | Long | Debt | US | $2M | – | 0.09 |
| CORPORATE BONDS (BANK OF AMERICA CORP) | Long | Debt | US | $2M | – | 0.08 |
| CORPORATE BONDS (AT AND T INC) | Long | Debt | US | $1M | – | 0.07 |
| CORPORATE BONDS (ORACLE CORP) | Long | Debt | US | $1M | – | 0.07 |
| CORPORATE BONDS (INTERPUBLIC GROUP OF COS INC/THE) | Long | Debt | US | $1M | – | 0.06 |
| CORPORATE BONDS (ENERGY TRANSFER LP) | Long | Debt | US | $1M | – | 0.06 |
| CORPORATE BONDS (AIR LEASE CORP) | Long | Debt | US | $1M | – | 0.06 |
| CORPORATE BONDS (CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP) | Long | Debt | US | $1M | – | 0.05 |
| CORPORATE BONDS (AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST) | Long | Debt | IE | $1M | – | 0.05 |
| CORPORATE BONDS (AMERICAN ELECTRIC POWER CO INC) | Long | Debt | US | $1M | – | 0.05 |
| CORPORATE BONDS (T-MOBILE USA INC) | Long | Debt | US | $1M | – | 0.05 |
| CORPORATE BONDS (ROCHE HOLDINGS INC) | Long | Debt | US | $1M | – | 0.05 |
| CORPORATE BONDS (ASHTEAD CAPITAL INC) | Long | Debt | US | $963K | – | 0.05 |
| CORPORATE BONDS (TELEFONICA EMISIONES SA) | Long | Debt | ES | $954K | – | 0.05 |
| CORPORATE BONDS (AT AND T INC) | Long | Debt | US | $904K | – | 0.04 |
| CORPORATE BONDS (ALLY FINANCIAL INC) | Long | Debt | US | $891K | – | 0.04 |
| CORPORATE BONDS (CF INDUSTRIES INC) | Long | Debt | US | $879K | – | 0.04 |
| CORPORATE BONDS (NOVARTIS CAPITAL CORP) | Long | Debt | US | $830K | – | 0.04 |
| CORPORATE BONDS (RTX CORP) | Long | Debt | US | $825K | – | 0.04 |
| CORPORATE BONDS (MORGAN STANLEY) | Long | Debt | US | $789K | – | 0.04 |
| CORPORATE BONDS (WESTROCK MWV LLC) | Long | Debt | US | $787K | – | 0.04 |
| CORPORATE BONDS (NETFLIX INC) | Long | Debt | US | $786K | – | 0.04 |
| CORPORATE BONDS (ENDEAVOR ENERGY RESOURCES LP / EER FINANCE INC) | Long | Debt | US | $778K | – | 0.04 |
| CORPORATE BONDS (CITIGROUP INC) | Long | Debt | US | $756K | – | 0.04 |
| CORPORATE BONDS (AMERICAN TOWER CORP) | Long | Debt | US | $748K | – | 0.04 |
| CORPORATE BONDS (MCDONALD'S CORP) | Long | Debt | US | $723K | – | 0.04 |
| CORPORATE BONDS (BLOCK INC) | Long | Debt | US | $707K | – | 0.03 |
| CORPORATE BONDS (OCCIDENTAL PETROLEUM CORP) | Long | Debt | US | $706K | – | 0.03 |
| CORPORATE BONDS (VERIZON COMMUNICATIONS INC) | Long | Debt | US | $700K | – | 0.03 |
| CORPORATE BONDS (VERIZON COMMUNICATIONS INC) | Long | Debt | US | $675K | – | 0.03 |
| CORPORATE BONDS (ENBRIDGE INC) | Long | Debt | CA | $675K | – | 0.03 |
| CORPORATE BONDS (KINDER MORGAN INC) | Long | Debt | US | $655K | – | 0.03 |
| CORPORATE BONDS (AT AND T INC) | Long | Debt | US | $639K | – | 0.03 |
| CORPORATE BONDS (HYATT HOTELS CORP) | Long | Debt | US | $634K | – | 0.03 |
| CORPORATE BONDS (MERCK AND CO INC) | Long | Debt | US | $632K | – | 0.03 |
| CORPORATE BONDS (AMERICAN TOWER CORP) | Long | Debt | US | $612K | – | 0.03 |
| CORPORATE BONDS (NUTRIEN LTD) | Long | Debt | CA | $602K | – | 0.03 |
| CORPORATE BONDS (DUKE ENERGY CORP) | Long | Debt | US | $601K | – | 0.03 |
| CORPORATE BONDS (ONCOR ELECTRIC DELIVERY) | Long | Debt | US | $589K | – | 0.03 |
| CORPORATE BONDS (NETFLIX INC) | Long | Debt | US | $584K | – | 0.03 |
| CORPORATE BONDS (CROWN CASTLE INC) | Long | Debt | US | $562K | – | 0.03 |
| CORPORATE BONDS (SERVICENOW INC) | Long | Debt | US | $547K | – | 0.03 |
| CORPORATE BONDS (CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL) | Long | Debt | US | $536K | – | 0.03 |
| CORPORATE BONDS (BERKSHIRE HATHAWAY FINANCE CORP) | Long | Debt | US | $522K | – | 0.03 |
| CORPORATE BONDS (SOUTHWESTERN ENERGY CO) | Long | Debt | US | $501K | – | 0.02 |
| CORPORATE BONDS (WESTLAKE CORP) | Long | Debt | US | $501K | – | 0.02 |
| CORPORATE BONDS (WALT DISNEY CO/THE) | Long | Debt | US | $483K | – | 0.02 |
| CORPORATE BONDS (SPRINT CAPITAL CORP) | Long | Debt | US | $482K | – | 0.02 |
| CORPORATE BONDS (AIR LEASE CORP) | Long | Debt | US | $475K | – | 0.02 |
| CORPORATE BONDS (APPLE INC) | Long | Debt | US | $465K | – | 0.02 |
| CORPORATE BONDS (WASTE CONNECTIONS INC) | Long | Debt | CA | $464K | – | 0.02 |
| CORPORATE BONDS (META PLATFORMS INC) | Long | Debt | US | $462K | – | 0.02 |
| CORPORATE BONDS (ERAC USA FINANCE LLC) | Long | Debt | US | $462K | – | 0.02 |
| CORPORATE BONDS (HUNTSMAN INTERNATIONAL LLC) | Long | Debt | US | $449K | – | 0.02 |
| CORPORATE BONDS (OCCIDENTAL PETROLEUM CORP) | Long | Debt | US | $438K | – | 0.02 |
| CORPORATE BONDS (AMGEN INC) | Long | Debt | US | $437K | – | 0.02 |
| CORPORATE BONDS (ARCELORMITTAL SA) | Long | Debt | LU | $427K | – | 0.02 |
| CORPORATE BONDS (CROWN CASTLE INC) | Long | Debt | US | $426K | – | 0.02 |
| CORPORATE BONDS (BPCE SA) | Long | Debt | FR | $426K | – | 0.02 |
| CORPORATE BONDS (LEVI STRAUSS AND CO) | Long | Debt | US | $424K | – | 0.02 |
| CORPORATE BONDS (TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PARTNERS FINANCE CORP) | Long | Debt | US | $424K | – | 0.02 |
| CORPORATE BONDS (UNITEDHEALTH GROUP INC) | Long | Debt | US | $420K | – | 0.02 |
| CORPORATE BONDS (VISTRA OPERATIONS CO LLC) | Long | Debt | US | $416K | – | 0.02 |
| CORPORATE BONDS (SALESFORCE INC) | Long | Debt | US | $405K | – | 0.02 |
| CORPORATE BONDS (DUKE ENERGY OHIO INC) | Long | Debt | US | $403K | – | 0.02 |
| CORPORATE BONDS (ERAC USA FINANCE LLC) | Long | Debt | US | $401K | – | 0.02 |
| CORPORATE BONDS (TWILIO INC) | Long | Debt | US | $400K | – | 0.02 |
| CORPORATE BONDS (NATIONSTAR MORTGAGE HOLDINGS INC) | Long | Debt | US | $395K | – | 0.02 |
| CORPORATE BONDS (COMCAST CORP) | Long | Debt | US | $393K | – | 0.02 |
| CORPORATE BONDS (DUKE ENERGY CORP) | Long | Debt | US | $392K | – | 0.02 |
| CORPORATE BONDS (SALESFORCE INC) | Long | Debt | US | $389K | – | 0.02 |
| CORPORATE BONDS (HOME DEPOT INC/THE) | Long | Debt | US | $388K | – | 0.02 |
| CORPORATE BONDS (CF INDUSTRIES INC) | Long | Debt | US | $387K | – | 0.02 |
| CORPORATE BONDS (MARSH AND MCLENNAN COS INC) | Long | Debt | US | $384K | – | 0.02 |
| CORPORATE BONDS (BOYD GAMING CORP) | Long | Debt | US | $372K | – | 0.02 |
| CORPORATE BONDS (META PLATFORMS INC) | Long | Debt | US | $372K | – | 0.02 |
| CORPORATE BONDS (CSX CORP) | Long | Debt | US | $367K | – | 0.02 |
| CORPORATE BONDS (VISTRA OPERATIONS CO LLC) | Long | Debt | US | $366K | – | 0.02 |
| CORPORATE BONDS (AMERICAN TOWER CORP) | Long | Debt | US | $364K | – | 0.02 |
| CORPORATE BONDS (ORACLE CORP) | Long | Debt | US | $361K | – | 0.02 |
| CORPORATE BONDS (MATCH GROUP HOLDINGS II LLC) | Long | Debt | US | $357K | – | 0.02 |
| CORPORATE BONDS (CITIGROUP INC) | Long | Debt | US | $356K | – | 0.02 |
| CORPORATE BONDS (TCI COMMUNICATIONS INC) | Long | Debt | US | $352K | – | 0.02 |
| CORPORATE BONDS (METLIFE CAPITAL TRUST IV) | Long | Debt | US | $321K | – | 0.02 |
| CORPORATE BONDS (ORACLE CORP) | Long | Debt | US | $315K | – | 0.02 |
| CORPORATE BONDS (SERVICE CORP INTERNATIONAL/US) | Long | Debt | US | $311K | – | 0.02 |
| CORPORATE BONDS (KKR GROUP FINANCE CO III LLC) | Long | Debt | US | $307K | – | 0.02 |
| CORPORATE BONDS (ARAMARK SERVICES INC) | Long | Debt | US | $304K | – | 0.01 |
| CORPORATE BONDS (ONEMAIN FINANCE CORP) | Long | Debt | US | $295K | – | 0.01 |
| CORPORATE BONDS (BOEING CO/THE) | Long | Debt | US | $289K | – | 0.01 |
| CORPORATE BONDS (PG AND E CORP) | Long | Debt | US | $287K | – | 0.01 |
| CORPORATE BONDS (GLP CAPITAL LP / GLP FINANCING II INC) | Long | Debt | US | $282K | – | 0.01 |
| CORPORATE BONDS (CELANESE US HOLDINGS LLC) | Long | Debt | US | $278K | – | 0.01 |
| CORPORATE BONDS (STANDARD INDUSTRIES INC/NJ) | Long | Debt | US | $276K | – | 0.01 |
| CORPORATE BONDS (BATH AND BODY WORKS INC) | Long | Debt | US | $272K | – | 0.01 |
| CORPORATE BONDS (GOODYEAR TIRE AND RUBBER CO/THE) | Long | Debt | US | $271K | – | 0.01 |
| CORPORATE BONDS (WESTLAKE CORP) | Long | Debt | US | $269K | – | 0.01 |
| CORPORATE BONDS (WESTPAC BANKING CORP) | Long | Debt | AU | $252K | – | 0.01 |
| CORPORATE BONDS (PUGET SOUND ENERGY INC) | Long | Debt | US | $248K | – | 0.01 |
| CORPORATE BONDS (AT AND T INC) | Long | Debt | US | $247K | – | 0.01 |
| CORPORATE BONDS (ELI LILLY AND CO) | Long | Debt | US | $245K | – | 0.01 |
| CORPORATE BONDS (NEUBERGER BERMAN GROUP LLC / NEUBERGER BERMAN FINANCE CORP) | Long | Debt | US | $241K | – | 0.01 |
| CORPORATE BONDS (DH EUROPE FINANCE II SARL) | Long | Debt | LU | $240K | – | 0.01 |
| CORPORATE BONDS (COMCAST CORP) | Long | Debt | US | $240K | – | 0.01 |
| CORPORATE BONDS (GARTNER INC) | Long | Debt | US | $238K | – | 0.01 |
| CORPORATE BONDS (INTERCONTINENTAL EXCHANGE INC) | Long | Debt | US | $230K | – | 0.01 |
| CORPORATE BONDS (HCA INC) | Long | Debt | US | $229K | – | 0.01 |
| CORPORATE BONDS (PARAMOUNT GLOBAL) | Long | Debt | US | $227K | – | 0.01 |
| CORPORATE BONDS (CENTENE CORP) | Long | Debt | US | $227K | – | 0.01 |
| CORPORATE BONDS (DUKE ENERGY INDIANA LLC) | Long | Debt | US | $227K | – | 0.01 |
| CORPORATE BONDS (AMGEN INC) | Long | Debt | US | $225K | – | 0.01 |
| CORPORATE BONDS (SIRIUS XM RADIO INC) | Long | Debt | US | $224K | – | 0.01 |
| CORPORATE BONDS (GOLDMAN SACHS GROUP INC/THE) | Long | Debt | US | $224K | – | 0.01 |
| CORPORATE BONDS (MSCI INC) | Long | Debt | US | $224K | – | 0.01 |
| CORPORATE BONDS (1011778 BC ULC / NEW RED FINANCE INC) | Long | Debt | CA | $220K | – | 0.01 |
| CORPORATE BONDS (PETROLEOS MEXICANOS) | Long | Debt | MX | $218K | – | 0.01 |
| CORPORATE BONDS (WASTE CONNECTIONS INC) | Long | Debt | CA | $215K | – | 0.01 |
| CORPORATE BONDS (CVS PASS-THROUGH TRUST SERIES 2013) | Long | Debt | US | $213K | – | 0.01 |
| CORPORATE BONDS (BLACKSTONE HOLDINGS FINANCE CO LLC) | Long | Debt | US | $213K | – | 0.01 |
| CORPORATE BONDS (CONSOLIDATED EDISON CO OF NEW YORK INC) | Long | Debt | US | $210K | – | 0.01 |
| CORPORATE BONDS (HUNTSMAN INTERNATIONAL LLC) | Long | Debt | US | $206K | – | 0.01 |
| CORPORATE BONDS (PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP) | Long | Debt | US | $206K | – | 0.01 |
| CORPORATE BONDS (PROLOGIS LP) | Long | Debt | US | $203K | – | 0.01 |
| CORPORATE BONDS (FMG RESOURCES AUGUST 2006 PTY LTD) | Long | Debt | AU | $203K | – | 0.01 |
| CORPORATE BONDS (WYNN RESORTS FINANCE LLC / WYNN RESORTS CAPITAL CORP) | Long | Debt | US | $200K | – | 0.01 |
| CORPORATE BONDS (CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL) | Long | Debt | US | $199K | – | 0.01 |
| CORPORATE BONDS (CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP) | Long | Debt | US | $197K | – | 0.01 |
| CORPORATE BONDS (DEVON ENERGY CORP) | Long | Debt | US | $195K | – | 0.01 |
| CORPORATE BONDS (ORACLE CORP) | Long | Debt | US | $189K | – | 0.01 |
| CORPORATE BONDS (KEURIG DR PEPPER INC) | Long | Debt | US | $185K | – | 0.01 |
| CORPORATE BONDS (CROWN CASTLE INC) | Long | Debt | US | $181K | – | 0.01 |
| CORPORATE BONDS (CENTENE CORP) | Long | Debt | US | $175K | – | 0.01 |
| CORPORATE BONDS (WESTROCK MWV LLC) | Long | Debt | US | $174K | – | 0.01 |
| CORPORATE BONDS (SERVICE CORP INTERNATIONAL/US) | Long | Debt | US | $171K | – | 0.01 |
| CORPORATE BONDS (ERAC USA FINANCE LLC) | Long | Debt | US | $170K | – | 0.01 |
| CORPORATE BONDS (VIRGIN MEDIA SECURED FINANCE PLC) | Long | Debt | GB | $170K | – | 0.01 |
| CORPORATE BONDS (STATION CASINOS LLC) | Long | Debt | US | $169K | – | 0.01 |
| CORPORATE BONDS (ONCOR ELECTRIC DELIVERY) | Long | Debt | US | $169K | – | 0.01 |
| CORPORATE BONDS (TAYLOR MORRISON COMMUNITIES INC) | Long | Debt | US | $168K | – | 0.01 |
| CORPORATE BONDS (EVERGY KANSAS CENTRAL INC) | Long | Debt | US | $167K | – | 0.01 |
| CORPORATE BONDS (PFIZER INVESTMENT ENTERPRISES PTE LTD) | Long | Debt | SG | $165K | – | 0.01 |
| CORPORATE BONDS (CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP) | Long | Debt | US | $164K | – | 0.01 |
| CORPORATE BONDS (PETROLEOS MEXICANOS) | Long | Debt | MX | $157K | – | 0.01 |
| CORPORATE BONDS (PARAMOUNT GLOBAL) | Long | Debt | US | $156K | – | 0.01 |
| CORPORATE BONDS (CROWN CORK AND SEAL CO INC) | Long | Debt | US | $155K | – | 0.01 |
| CORPORATE BONDS (BERKSHIRE HATHAWAY FINANCE CORP) | Long | Debt | US | $154K | – | 0.01 |
| CORPORATE BONDS (WESTPAC BANKING CORP) | Long | Debt | AU | $154K | – | 0.01 |
| CORPORATE BONDS (S AND P GLOBAL INC) | Long | Debt | US | $152K | – | 0.01 |
| CORPORATE BONDS (ALBERTSONS COS INC / SAFEWAY INC / NEW ALBERTSONS LP / ALBERTSONS LLC) | Long | Debt | US | $151K | – | 0.01 |
| CORPORATE BONDS (AMERICAN TRANSMISSION SYSTEMS INC) | Long | Debt | US | $151K | – | 0.01 |
| CORPORATE BONDS (TOLL BROTHERS FINANCE CORP) | Long | Debt | US | $150K | – | 0.01 |
| CORPORATE BONDS (MOTOROLA SOLUTIONS INC) | Long | Debt | US | $149K | – | 0.01 |
| CORPORATE BONDS (CALPINE CORP) | Long | Debt | US | $145K | – | 0.01 |
| CORPORATE BONDS (GRAY TELEVISION INC) | Long | Debt | US | $145K | – | 0.01 |
| CORPORATE BONDS (INTERNATIONAL FLAVORS AND FRAGRANCES INC) | Long | Debt | US | $144K | – | 0.01 |
| CORPORATE BONDS (NETFLIX INC) | Long | Debt | US | $139K | – | 0.01 |
| CORPORATE BONDS (COMMONWEALTH EDISON CO) | Long | Debt | US | $138K | – | 0.01 |
| CORPORATE BONDS (BOEING CO/THE) | Long | Debt | US | $137K | – | 0.01 |
| CORPORATE BONDS (ERAC USA FINANCE LLC) | Long | Debt | US | $137K | – | 0.01 |
| CORPORATE BONDS (OVINTIV INC) | Long | Debt | US | $136K | – | 0.01 |
| CORPORATE BONDS (DEVON ENERGY CORP) | Long | Debt | US | $136K | – | 0.01 |
| CORPORATE BONDS (DRESDNER FUNDING TRUST I) | Long | Debt | US | $135K | – | 0.01 |
| CORPORATE BONDS (SM ENERGY CO) | Long | Debt | US | $135K | – | 0.01 |
| CORPORATE BONDS (ZOETIS INC) | Long | Debt | US | $135K | – | 0.01 |
| CORPORATE BONDS (T-MOBILE USA INC) | Long | Debt | US | $134K | – | 0.01 |
| CORPORATE BONDS (JPMORGAN CHASE AND CO) | Long | Debt | US | $132K | – | 0.01 |
| CORPORATE BONDS (NUTRIEN LTD) | Long | Debt | CA | $131K | – | 0.01 |
| CORPORATE BONDS (CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP) | Long | Debt | US | $131K | – | 0.01 |
| CORPORATE BONDS (NOVELIS CORP) | Long | Debt | US | $121K | – | 0.01 |
| CORPORATE BONDS (ENBRIDGE INC) | Long | Debt | CA | $119K | – | 0.01 |
| CORPORATE BONDS (BUILDERS FIRSTSOURCE INC) | Long | Debt | US | $119K | – | 0.01 |
| CORPORATE BONDS (RTX CORP) | Long | Debt | US | $113K | – | 0.01 |
| CORPORATE BONDS (HCA INC) | Long | Debt | US | $113K | – | 0.01 |
| CORPORATE BONDS (NEWS CORP) | Long | Debt | US | $113K | – | 0.01 |
| CORPORATE BONDS (COMCAST CORP) | Long | Debt | US | $111K | – | 0.01 |
| CORPORATE BONDS (UNITED STATES STEEL CORP) | Long | Debt | US | $110K | – | 0.01 |
| CORPORATE BONDS (BUILDERS FIRSTSOURCE INC) | Long | Debt | US | $97K | – | 0.00 |
| CORPORATE BONDS (BOEING CO/THE) | Long | Debt | US | $93K | – | 0.00 |
| CORPORATE BONDS (BOEING CO/THE) | Long | Debt | US | $92K | – | 0.00 |
| CORPORATE BONDS (SERVICE CORP INTERNATIONAL/US) | Long | Debt | US | $87K | – | 0.00 |
| CORPORATE BONDS (BROADCOM INC) | Long | Debt | US | $85K | – | 0.00 |
| CORPORATE BONDS (ORACLE CORP) | Long | Debt | US | $85K | – | 0.00 |
| CORPORATE BONDS (KENVUE INC) | Long | Debt | US | $81K | – | 0.00 |
| CORPORATE BONDS (COMMSCOPE TECHNOLOGIES LLC) | Long | Debt | US | $81K | – | 0.00 |
| CORPORATE BONDS (S AND P GLOBAL INC) | Long | Debt | US | $81K | – | 0.00 |
| CORPORATE BONDS (WASTE CONNECTIONS INC) | Long | Debt | CA | $80K | – | 0.00 |
| CORPORATE BONDS (COMMERCIAL METALS CO) | Long | Debt | US | $77K | – | 0.00 |
| CORPORATE BONDS (STANDARD INDUSTRIES INC/NJ) | Long | Debt | US | $76K | – | 0.00 |
| CORPORATE BONDS (NASDAQ INC) | Long | Debt | US | $72K | – | 0.00 |
| CORPORATE BONDS (T-MOBILE USA INC) | Long | Debt | US | $67K | – | 0.00 |
| CORPORATE BONDS (INTERNATIONAL FLAVORS AND FRAGRANCES INC) | Long | Debt | US | $65K | – | 0.00 |
| CORPORATE BONDS (SEAGATE HDD CAYMAN) | Long | Debt | KY | $63K | – | 0.00 |
| CORPORATE BONDS (CALPINE CORP) | Long | Debt | US | $47K | – | 0.00 |
| CORPORATE BONDS (WEYERHAEUSER CO) | Long | Debt | US | $44K | – | 0.00 |
| CORPORATE BONDS (NOVELIS CORP) | Long | Debt | US | $43K | – | 0.00 |
| CORPORATE BONDS (HYUNDAI CAPITAL AMERICA) | Long | Debt | US | $43K | – | 0.00 |
| CORPORATE BONDS (AMGEN INC) | Long | Debt | US | $35K | – | 0.00 |
| CORPORATE BONDS (CENOVUS ENERGY INC) | Long | Debt | CA | $27K | – | 0.00 |
| CORPORATE BONDS (CVS PASS-THROUGH TRUST) | Long | Debt | US | $17K | – | 0.00 |
| CORPORATE BONDS (INTERPUBLIC GROUP OF COS INC/THE) | Long | Debt | US | $15K | – | 0.00 |
| CORPORATE BONDS (T-MOBILE USA INC) | Long | Debt | US | $6K | – | 0.00 |
| CORPORATE STEP UP (DEUTSCHE TELEKOM INTERNATIONAL FINANCE BV) | Long | Debt | NL | $507K | – | 0.02 |
| CORPORATE STEP UP (JOHNSON CONTROLS INTERNATIONAL PLC) | Long | Debt | US | $442K | – | 0.02 |
| Credit Default Swap Basket Index (INTERCONTINENTAL EXCHANGE INC) | Derivative-credit | US | $2M | – | 0.12 | |
| Credit Default Swap Basket Index (INTERCONTINENTAL EXCHANGE INC) | Derivative-credit | US | $823K | – | 0.04 | |
| CURRENCY FORWARDS (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-foreign exchange | US | $9M | – | 0.45 | |
| CURRENCY FORWARDS (STATE STREET B AND T CO) | Derivative-foreign exchange | US | $7M | – | 0.34 | |
| CURRENCY FORWARDS (NATWEST MARKETS PLC) | Derivative-foreign exchange | GB | $6M | – | 0.27 | |
| CURRENCY FORWARDS (NATWEST MARKETS PLC) | Derivative-foreign exchange | GB | $6M | – | 0.27 | |
| CURRENCY FORWARDS (NATWEST MARKETS PLC) | Derivative-foreign exchange | GB | $5M | – | 0.27 | |
| CURRENCY FORWARDS (UBS AG) | Derivative-foreign exchange | US | $5M | – | 0.26 | |
| CURRENCY FORWARDS (UBS AG) | Derivative-foreign exchange | US | $5M | – | 0.26 | |
| CURRENCY FORWARDS (UBS AG) | Derivative-foreign exchange | US | $5M | – | 0.26 | |
| CURRENCY FORWARDS (STATE STREET B AND T CO) | Derivative-foreign exchange | US | $4M | – | 0.22 | |
| CURRENCY FORWARDS (STATE STREET B AND T CO) | Derivative-foreign exchange | US | $4M | – | 0.21 | |
| CURRENCY FORWARDS (HSBC BANK USA) | Derivative-foreign exchange | US | $3M | – | 0.15 | |
| CURRENCY FORWARDS (UBS AG) | Derivative-foreign exchange | US | $3M | – | 0.13 | |
| CURRENCY FORWARDS (BANK OF AMERICA N.A.) | Derivative-foreign exchange | US | $2M | – | 0.12 | |
| CURRENCY FORWARDS (JP MORGANCHASE BANK) | Derivative-foreign exchange | US | $2M | – | 0.10 | |
| CURRENCY FORWARDS (UBS AG) | Derivative-foreign exchange | US | $2M | – | 0.10 | |
| CURRENCY FORWARDS (NATWEST MARKETS PLC) | Derivative-foreign exchange | GB | $2M | – | 0.09 | |
| CURRENCY FORWARDS (UBS AG) | Derivative-foreign exchange | US | $1M | – | 0.07 | |
| CURRENCY FORWARDS (BARCLAYS BANK PLC WHOLESALE, LONDON) | Derivative-foreign exchange | GB | $1M | – | 0.06 | |
| CURRENCY FORWARDS (CITIBANK N.A.) | Derivative-foreign exchange | US | $1M | – | 0.06 | |
| CURRENCY FORWARDS (STATE STREET B AND T CO) | Derivative-foreign exchange | US | $1M | – | 0.05 | |
| CURRENCY FORWARDS (JP MORGANCHASE BANK) | Derivative-foreign exchange | US | $1M | – | 0.05 | |
| CURRENCY FORWARDS (JP MORGANCHASE BANK) | Derivative-foreign exchange | US | $938K | – | 0.05 | |
| CURRENCY FORWARDS (JP MORGANCHASE BANK) | Derivative-foreign exchange | US | $936K | – | 0.05 | |
| CURRENCY FORWARDS (JP MORGANCHASE BANK) | Derivative-foreign exchange | US | $936K | – | 0.05 | |
| CURRENCY FORWARDS (JP MORGANCHASE BANK) | Derivative-foreign exchange | US | $923K | – | 0.05 | |
| CURRENCY FORWARDS (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-foreign exchange | US | $781K | – | 0.04 | |
| CURRENCY FORWARDS (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-foreign exchange | US | $779K | – | 0.04 | |
| CURRENCY FORWARDS (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-foreign exchange | US | $779K | – | 0.04 | |
| CURRENCY FORWARDS (STATE STREET B AND T CO) | Derivative-foreign exchange | US | $749K | – | 0.04 | |
| CURRENCY FORWARDS (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-foreign exchange | US | $597K | – | 0.03 | |
| CURRENCY FORWARDS (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-foreign exchange | US | $596K | – | 0.03 | |
| CURRENCY FORWARDS (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-foreign exchange | US | $596K | – | 0.03 | |
| CURRENCY FORWARDS (JP MORGANCHASE BANK) | Derivative-foreign exchange | US | $543K | – | 0.03 | |
| CURRENCY FORWARDS (NATWEST MARKETS PLC) | Derivative-foreign exchange | GB | $541K | – | 0.03 | |
| CURRENCY FORWARDS (GOLDMAN SACHS INTL FX) | Derivative-foreign exchange | US | $466K | – | 0.02 | |
| CURRENCY FORWARDS (GOLDMAN SACHS INTL FX) | Derivative-foreign exchange | US | $464K | – | 0.02 | |
| CURRENCY FORWARDS (GOLDMAN SACHS INTL FX) | Derivative-foreign exchange | US | $464K | – | 0.02 | |
| CURRENCY FORWARDS (BANK OF AMERICA N.A.) | Derivative-foreign exchange | US | $436K | – | 0.02 | |
| CURRENCY FORWARDS (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-foreign exchange | US | $418K | – | 0.02 | |
| CURRENCY FORWARDS (UBS AG) | Derivative-foreign exchange | US | $349K | – | 0.02 | |
| CURRENCY FORWARDS (UBS AG) | Derivative-foreign exchange | US | $349K | – | 0.02 | |
| CURRENCY FORWARDS (UBS AG) | Derivative-foreign exchange | US | $349K | – | 0.02 | |
| CURRENCY FORWARDS (STATE STREET B AND T CO) | Derivative-foreign exchange | US | $302K | – | 0.01 | |
| CURRENCY FORWARDS (STATE STREET B AND T CO) | Derivative-foreign exchange | US | $302K | – | 0.01 | |
| CURRENCY FORWARDS (GOLDMAN SACHS INTL FX) | Derivative-foreign exchange | US | $283K | – | 0.01 | |
| CURRENCY FORWARDS (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-foreign exchange | US | $244K | – | 0.01 | |
| CURRENCY FORWARDS (UBS AG) | Derivative-foreign exchange | US | $243K | – | 0.01 | |
| CURRENCY FORWARDS (HSBC BANK USA) | Derivative-foreign exchange | US | $236K | – | 0.01 | |
| CURRENCY FORWARDS (UBS AG) | Derivative-foreign exchange | US | $187K | – | 0.01 | |
| CURRENCY FORWARDS (BANK OF AMERICA N.A.) | Derivative-foreign exchange | US | $175K | – | 0.01 | |
| CURRENCY FORWARDS (BANK OF AMERICA N.A.) | Derivative-foreign exchange | US | $175K | – | 0.01 | |
| CURRENCY FORWARDS (BANK OF AMERICA N.A.) | Derivative-foreign exchange | US | $175K | – | 0.01 | |
| CURRENCY FORWARDS (HSBC BANK USA) | Derivative-foreign exchange | US | $162K | – | 0.01 | |
| CURRENCY FORWARDS (STATE STREET B AND T CO) | Derivative-foreign exchange | US | $145K | – | 0.01 | |
| CURRENCY FORWARDS (STATE STREET B AND T CO) | Derivative-foreign exchange | US | $145K | – | 0.01 | |
| CURRENCY FORWARDS (GOLDMAN SACHS INTL FX) | Derivative-foreign exchange | US | $127K | – | 0.01 | |
| CURRENCY FORWARDS (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-foreign exchange | US | $126K | – | 0.01 | |
| CURRENCY FORWARDS (STATE STREET B AND T CO) | Derivative-foreign exchange | US | $110K | – | 0.01 | |
| CURRENCY FORWARDS (STATE STREET B AND T CO) | Derivative-foreign exchange | US | $110K | – | 0.01 | |
| CURRENCY FORWARDS (BANK OF AMERICA N.A.) | Derivative-foreign exchange | US | $94K | – | 0.00 | |
| CURRENCY FORWARDS (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-foreign exchange | US | $92K | – | 0.00 | |
| CURRENCY FORWARDS (NATWEST MARKETS PLC) | Derivative-foreign exchange | GB | $78K | – | 0.00 | |
| CURRENCY FORWARDS (JP MORGANCHASE BANK) | Derivative-foreign exchange | US | $73K | – | 0.00 | |
| CURRENCY FORWARDS (BANK OF AMERICA N.A.) | Derivative-foreign exchange | US | $47K | – | 0.00 | |
| CURRENCY FORWARDS (BARCLAYS BANK PLC WHOLESALE, LONDON) | Derivative-foreign exchange | GB | $37K | – | 0.00 | |
| CURRENCY FORWARDS (STATE STREET B AND T CO) | Derivative-foreign exchange | US | $36K | – | 0.00 | |
| CURRENCY FORWARDS (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-foreign exchange | US | $35K | – | 0.00 | |
| CURRENCY FORWARDS (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-foreign exchange | US | $35K | – | 0.00 | |
| CURRENCY FORWARDS (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-foreign exchange | US | $35K | – | 0.00 | |
| CURRENCY FORWARDS (HSBC BANK USA) | Derivative-foreign exchange | US | $34K | – | 0.00 | |
| CURRENCY FORWARDS (STATE STREET B AND T CO) | Derivative-foreign exchange | US | $34K | – | 0.00 | |
| CURRENCY FORWARDS (STATE STREET B AND T CO) | Derivative-foreign exchange | US | $5K | – | 0.00 | |
| DISC. CP (SHEFFIELD RECEIVABLES CO LLC) | Long | ABS-asset backed commercial paper | US | $10M | – | 0.48 |
| DISC. CP (NRW BANK) | Long | Short-term investment vehicle | DE | $6M | – | 0.32 |
| DISC. CP (CHARIOT FUNDING LLC) | Long | ABS-asset backed commercial paper | US | $5M | – | 0.25 |
| DISC. CP (GOTHAM FUNDING CORP) | Long | ABS-asset backed commercial paper | US | $4M | – | 0.20 |
| EQUITY INDEX FUTURE (CHICAGO MERCANTILE EXCHANGE) | Derivative-equity | US | $190M | – | 9.36 | |
| EQUITY INDEX FUTURE (ICE FUTURES U.S., INC.) | Derivative-equity | US | $2M | – | 0.08 | |
| EQUITY INDEX FUTURE (CHICAGO MERCANTILE EXCHANGE) | Derivative-equity | US | $516K | – | 0.03 | |
| EQUITY OTC INDEX OPTION (CITIBANK N.A.) | Derivative-equity | US | $346K | – | 0.02 | |
| EQUITY OTC INDEX OPTION (CITIBANK N.A.) | Derivative-equity | US | $101K | – | 0.00 | |
| FHLMC CMO IO (FNMA) | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| FHLMC CMO IO (FREDDIE MAC REMICS) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| FHLMC CMO IO (FREDDIE MAC REMICS) | Long | ABS-mortgage backed security | US | $982K | – | 0.05 |
| FHLMC CMO IO (FREDDIE MAC REMICS) | Long | ABS-mortgage backed security | US | $976K | – | 0.05 |
| FHLMC CMO IO (FREDDIE MAC REMICS) | Long | ABS-mortgage backed security | US | $940K | – | 0.05 |
| FHLMC CMO IO (FREDDIE MAC REMICS) | Long | ABS-mortgage backed security | US | $887K | – | 0.04 |
| FHLMC CMO IO (FREDDIE MAC REMICS) | Long | ABS-mortgage backed security | US | $580K | – | 0.03 |
| FHLMC CMO IO (FREDDIE MAC REMICS) | Long | ABS-mortgage backed security | US | $531K | – | 0.03 |
| FHLMC CMO IO (FREDDIE MAC REMICS) | Long | ABS-mortgage backed security | US | $395K | – | 0.02 |
| FHLMC CMO PO (FREDDIE MAC REMICS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $4M | – | 0.18 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $4M | – | 0.17 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $3M | – | 0.16 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $3M | – | 0.15 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $3M | – | 0.13 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $3M | – | 0.13 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $713K | – | 0.04 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $629K | – | 0.03 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $579K | – | 0.03 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $523K | – | 0.03 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $504K | – | 0.02 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $405K | – | 0.02 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $289K | – | 0.01 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $240K | – | 0.01 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $177K | – | 0.01 |
| FN40 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $3M | – | 0.13 |
| FN40 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| FN40 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $930K | – | 0.05 |
| FN40 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $617K | – | 0.03 |
| FN7BL (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $298K | – | 0.01 |
| FNBL (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $340K | – | 0.02 |
| FNMA CMO IO (FANNIE MAE REMICS) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| FNMA CMO IO (FANNIE MAE REMICS) | Long | ABS-mortgage backed security | US | $918K | – | 0.05 |
| FNMA CMO IO (FANNIE MAE REMICS) | Long | ABS-mortgage backed security | US | $760K | – | 0.04 |
| FNMA CMO IO (FANNIE MAE REMICS) | Long | ABS-mortgage backed security | US | $731K | – | 0.04 |
| FNMA CMO PO (FANNIE MAE REMICS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA CMO PO (FANNIE MAE REMICS) | Long | ABS-mortgage backed security | US | $599.7 | – | 0.00 |
| FNMA TBA (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $32M | – | 1.57 |
| FNMA TBA (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $21M | – | 1.05 |
| FNMA TBA (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $19M | – | 0.93 |
| FNMA TBA (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $15M | – | 0.74 |
| FNMA TBA (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $9M | – | 0.45 |
| FNMA TBA (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $8M | – | 0.40 |
| FNMA TBA (FANNIE MAE POOL) | Short | ABS-mortgage backed security | US | $6M | – | 0.28 |
| FNMA TBA (FANNIE MAE POOL) | Short | ABS-mortgage backed security | US | $3M | – | 0.17 |
| FNMA TBA (FANNIE MAE POOL) | Short | ABS-mortgage backed security | US | $2M | – | 0.09 |
| FNMA TBA (FANNIE MAE POOL) | Short | ABS-mortgage backed security | US | $986K | – | 0.05 |
| FR30 (FREDDIE MAC GOLD POOL) | Long | ABS-mortgage backed security | US | $7M | – | 0.35 |
| FR30 (FREDDIE MAC GOLD POOL) | Long | ABS-mortgage backed security | US | $3M | – | 0.15 |
| FR30 (FREDDIE MAC GOLD POOL) | Long | ABS-mortgage backed security | US | $994K | – | 0.05 |
| FR30 (FREDDIE MAC GOLD POOL) | Long | ABS-mortgage backed security | US | $966K | – | 0.05 |
| FR30 (FREDDIE MAC GOLD POOL) | Long | ABS-mortgage backed security | US | $478K | – | 0.02 |
| FR30 (FREDDIE MAC GOLD POOL) | Long | ABS-mortgage backed security | US | $299K | – | 0.01 |
| FR30 (FREDDIE MAC GOLD POOL) | Long | ABS-mortgage backed security | US | $168K | – | 0.01 |
| FR30 (FREDDIE MAC GOLD POOL) | Long | ABS-mortgage backed security | US | $114K | – | 0.01 |
| FR30 (FREDDIE MAC GOLD POOL) | Long | ABS-mortgage backed security | US | $98K | – | 0.00 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $7M | – | 0.33 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $5M | – | 0.25 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $4M | – | 0.18 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $4M | – | 0.18 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $3M | – | 0.17 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $435K | – | 0.02 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $321K | – | 0.02 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $274K | – | 0.01 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $243K | – | 0.01 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $144K | – | 0.01 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $141K | – | 0.01 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $138K | – | 0.01 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $137K | – | 0.01 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $107K | – | 0.01 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $100K | – | 0.00 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $87K | – | 0.00 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $86K | – | 0.00 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $84K | – | 0.00 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $76K | – | 0.00 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $76K | – | 0.00 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $75K | – | 0.00 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $70K | – | 0.00 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $69K | – | 0.00 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| GII30P (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| GN30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $248K | – | 0.01 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $702K | – | 0.03 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $633K | – | 0.03 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $359K | – | 0.02 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| GNMA TBA (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $15M | – | 0.73 |
| GNMA TBA (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $10M | – | 0.47 |
| GNMA TBA (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $6M | – | 0.32 |
| GNMA TBA (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| GOVERNMENT BOND (REPUBLIC OF INDONESIA) | Long | Debt | ID | $1M | – | 0.06 |
| GOVERNMENT BOND (UNITED MEXICAN STATES) | Long | Debt | MX | $1M | – | 0.05 |
| GOVERNMENT BOND (ROMANIA) | Long | Debt | RO | $902K | – | 0.04 |
| GOVERNMENT BOND (REPUBLIC OF CHILE) | Long | Debt | CL | $849K | – | 0.04 |
| GOVERNMENT BOND (REPUBLIC OF PANAMA) | Long | Debt | PA | $807K | – | 0.04 |
| GOVERNMENT BOND (ORIENTAL REPUBLIC OF URUGUAY) | Long | Debt | UY | $796K | – | 0.04 |
| GOVERNMENT BOND (REPUBLIC OF INDONESIA) | Long | Debt | ID | $715K | – | 0.04 |
| GOVERNMENT BOND (UNITED MEXICAN STATES) | Long | Debt | MX | $673K | – | 0.03 |
| GOVERNMENT BOND (REPUBLIC OF KAZAKHSTAN) | Long | Debt | KZ | $630K | – | 0.03 |
| GOVERNMENT BOND (REPUBLIC OF COLOMBIA) | Long | Debt | CO | $590K | – | 0.03 |
| GOVERNMENT BOND (DOMINICAN REPUBLIC) | Long | Debt | DO | $566K | – | 0.03 |
| GOVERNMENT BOND (REPUBLIC OF COTE D'IVOIRE) | Long | Debt | CI | $545K | – | 0.03 |
| GOVERNMENT BOND (FEDERATIVE REPUBLIC OF BRAZIL) | Long | Debt | BR | $486K | – | 0.02 |
| GOVERNMENT BOND (REPUBLIC OF GUATEMALA) | Long | Debt | GT | $463K | – | 0.02 |
| GOVERNMENT BOND (FEDERATIVE REPUBLIC OF BRAZIL) | Long | Debt | BR | $394K | – | 0.02 |
| GOVERNMENT BOND (REPUBLIC OF GUATEMALA) | Long | Debt | GT | $366K | – | 0.02 |
| GOVERNMENT BOND (REPUBLIC OF COLOMBIA) | Long | Debt | CO | $360K | – | 0.02 |
| GOVERNMENT BOND (REPUBLIC OF SOUTH AFRICA) | Long | Debt | ZA | $275K | – | 0.01 |
| GOVERNMENT BOND (DOMINICAN REPUBLIC) | Long | Debt | DO | $275K | – | 0.01 |
| GOVERNMENT BOND (REPUBLIC OF COTE D'IVOIRE) | Long | Debt | CI | $274K | – | 0.01 |
| GOVERNMENT BOND (DOMINICAN REPUBLIC) | Long | Debt | DO | $260K | – | 0.01 |
| GOVERNMENT BOND (REPUBLIC OF PARAGUAY) | Long | Debt | PY | $239K | – | 0.01 |
| GOVERNMENT BOND (REPUBLIC OF BENIN) | Long | Debt | BJ | $223K | – | 0.01 |
| GOVERNMENT BOND (REPUBLIC OF PARAGUAY) | Long | Debt | PY | $196K | – | 0.01 |
| GOVERNMENT BOND (REPUBLIC OF PARAGUAY) | Long | Debt | PY | $174K | – | 0.01 |
| GOVERNMENT BOND (REPUBLIC OF BENIN) | Long | Debt | BJ | $168K | – | 0.01 |
| GOVERNMENT FUTURES (CHICAGO BOARD OF TRADE) | Derivative-interest rate | US | $86M | – | 4.25 | |
| GOVERNMENT FUTURES (CHICAGO BOARD OF TRADE) | Derivative-interest rate | US | $83M | – | 4.09 | |
| GOVERNMENT FUTURES (CHICAGO BOARD OF TRADE) | Derivative-interest rate | US | $52M | – | 2.56 | |
| GOVERNMENT FUTURES (CHICAGO BOARD OF TRADE) | Derivative-interest rate | US | $38M | – | 1.87 | |
| GOVERNMENT FUTURES (CHICAGO BOARD OF TRADE) | Derivative-interest rate | US | $33M | – | 1.63 | |
| GOVERNMENT FUTURES (CHICAGO BOARD OF TRADE) | Derivative-interest rate | US | $1M | – | 0.06 | |
| GOVT CMO (FREDDIE MAC STRIPS) | Long | ABS-mortgage backed security | US | $558K | – | 0.03 |
| GOVT CMO (FREDDIE MAC REMICS) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| GOVT CMO (FREDDIE MAC REMICS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $766K | – | 0.04 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $626K | – | 0.03 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $402K | – | 0.02 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $242K | – | 0.01 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $209K | – | 0.01 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $135K | – | 0.01 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $164K | – | 0.01 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $140K | – | 0.01 | |
| Mortgage Backed Swap Basket Index (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-credit | US | $85K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (GOLDMAN SACHS INTERNATIONAL) | Derivative-credit | US | $81K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $70K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $60K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $60K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (MERRILL LYNCH INTERNATIONAL) | Derivative-credit | GB | $58K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (GOLDMAN SACHS INTERNATIONAL) | Derivative-credit | US | $57K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $53K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-credit | US | $49K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $45K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (J.P. MORGAN SECURITIES, LLC) | Derivative-credit | US | $44K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (J.P. MORGAN SECURITIES, LLC) | Derivative-credit | US | $41K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-credit | US | $40K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (GOLDMAN SACHS INTERNATIONAL) | Derivative-credit | US | $39K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $35K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $32K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-credit | US | $27K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $27K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (J.P. MORGAN SECURITIES, LLC) | Derivative-credit | US | $25K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $22K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $18K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-credit | US | $17K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $17K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (MERRILL LYNCH INTERNATIONAL) | Derivative-credit | GB | $15K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $13K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (GOLDMAN SACHS INTERNATIONAL) | Derivative-credit | US | $13K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-credit | US | $11K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (J.P. MORGAN SECURITIES, LLC) | Derivative-credit | US | $10K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $10K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $9K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (GOLDMAN SACHS INTERNATIONAL) | Derivative-credit | US | $8K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-credit | US | $8K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-credit | US | $6K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (MERRILL LYNCH INTERNATIONAL) | Derivative-credit | GB | $5K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (J.P. MORGAN SECURITIES, LLC) | Derivative-credit | US | $3K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-credit | US | $3K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (J.P. MORGAN SECURITIES, LLC) | Derivative-credit | US | $3K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (J.P. MORGAN SECURITIES, LLC) | Derivative-credit | US | $2K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-credit | US | $2K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (GOLDMAN SACHS INTERNATIONAL) | Derivative-credit | US | $1K | – | 0.00 | |
| ORDINARY SHARES (ASML HOLDING NV) | Long | Equity-common | NL | $7M | 7K | 0.34 |
| ORDINARY SHARES (NOVO NORDISK A/S) | Long | Equity-common | DK | $6M | 42K | 0.30 |
| ORDINARY SHARES (ASTRAZENECA PLC) | Long | Equity-common | GB | $5M | 34K | 0.26 |
| ORDINARY SHARES (AXA SA) | Long | Equity-common | FR | $4M | 119K | 0.19 |
| ORDINARY SHARES (SHELL PLC) | Long | Equity-common | GB | $4M | 98K | 0.17 |
| ORDINARY SHARES (NXP SEMICONDUCTORS NV) | Long | Equity-common | NL | $3M | 13K | 0.17 |
| ORDINARY SHARES (HOYA CORP) | Long | Equity-common | JP | $3M | 28K | 0.16 |
| ORDINARY SHARES (BP PLC) | Long | Equity-common | GB | $3M | 524K | 0.16 |
| ORDINARY SHARES (NOVARTIS AG) | Long | Equity-common | CH | $3M | 28K | 0.15 |
| ORDINARY SHARES (GSK PLC) | Long | Equity-common | GB | $3M | 144K | 0.14 |
| ORDINARY SHARES (CRH PLC) | Long | Equity-common | US | $3M | 37K | 0.13 |
| ORDINARY SHARES (VINCI SA) | Long | Equity-common | FR | $3M | 26K | 0.13 |
| ORDINARY SHARES (PRYSMIAN SPA) | Long | Equity-common | IT | $3M | 43K | 0.13 |
| ORDINARY SHARES (LONZA GROUP AG) | Long | Equity-common | CH | $3M | 5K | 0.13 |
| ORDINARY SHARES (CANADIAN PACIFIC KANSAS CITY LTD) | Long | Equity-common | CA | $2M | 31K | 0.12 |
| ORDINARY SHARES (UNIVERSAL MUSIC GROUP NV) | Long | Equity-common | NL | $2M | 76K | 0.11 |
| ORDINARY SHARES (BHP GROUP LTD) | Long | Equity-common | AU | $2M | 74K | 0.11 |
| ORDINARY SHARES (RENESAS ELECTRONICS CORP) | Long | Equity-common | JP | $2M | 112K | 0.10 |
| ORDINARY SHARES (MITSUBISHI UFJ FINANCIAL GROUP INC) | Long | Equity-common | JP | $2M | 193K | 0.10 |
| ORDINARY SHARES (COMPASS GROUP PLC) | Long | Equity-common | GB | $2M | 75K | 0.10 |
| ORDINARY SHARES (SPOTIFY TECHNOLOGY SA) | Long | Equity-common | SE | $2M | 6K | 0.10 |
| ORDINARY SHARES (SANOFI SA) | Long | Equity-common | FR | $2M | 21K | 0.10 |
| ORDINARY SHARES (SIEMENS AG) | Long | Equity-common | DE | $2M | 11K | 0.10 |
| ORDINARY SHARES (ABB LIMITED) | Long | Equity-common | CH | $2M | 34K | 0.09 |
| ORDINARY SHARES (NINTENDO CO LTD) | Long | Equity-common | JP | $2M | 36K | 0.09 |
| ORDINARY SHARES (CANADIAN NATIONAL RAILWAY CO) | Long | Equity-common | CA | $2M | 16K | 0.09 |
| ORDINARY SHARES (MUENCHENER RUECKVERSICHERUNGS-GESELLSCHAFT AG IN MUENCHEN) | Long | Equity-common | DE | $2M | 4K | 0.09 |
| ORDINARY SHARES (LULULEMON ATHLETICA INC) | Long | Equity-common | CA | $2M | 6K | 0.09 |
| ORDINARY SHARES (TESCO PLC) | Long | Equity-common | GB | $2M | 450K | 0.09 |
| ORDINARY SHARES (EURONEXT) | Long | Equity-common | NL | $2M | 19K | 0.09 |
| ORDINARY SHARES (CK HUTCHISON HOLDINGS LTD) | Long | Equity-common | HK | $2M | 360K | 0.08 |
| ORDINARY SHARES (INDUSTRIA DE DISENO TEXTIL SA) | Long | Equity-common | ES | $2M | 35K | 0.08 |
| ORDINARY SHARES (HSBC HOLDINGS PLC) | Long | Equity-common | GB | $2M | 196K | 0.08 |
| ORDINARY SHARES (INVESTOR AB) | Long | Equity-common | SE | $2M | 62K | 0.08 |
| ORDINARY SHARES (LLOYDS BANKING GROUP PLC) | Long | Equity-common | GB | $2M | 2M | 0.08 |
| ORDINARY SHARES (SHIN-ETSU CHEMICAL CO LTD) | Long | Equity-common | JP | $2M | 43K | 0.08 |
| ORDINARY SHARES (RECRUIT HOLDINGS CO LTD) | Long | Equity-common | JP | $2M | 31K | 0.08 |
| ORDINARY SHARES (HERMES INTERNATIONAL SCA) | Long | Equity-common | FR | $2M | 720 | 0.08 |
| ORDINARY SHARES (EXPERIAN PLC) | Long | Equity-common | IE | $2M | 36K | 0.08 |
| ORDINARY SHARES (THALES SA) | Long | Equity-common | FR | $2M | 10K | 0.08 |
| ORDINARY SHARES (3I GROUP PLC) | Long | Equity-common | GB | $2M | 42K | 0.08 |
| ORDINARY SHARES (MITSUBISHI ELECTRIC CORP) | Long | Equity-common | JP | $2M | 99K | 0.08 |
| ORDINARY SHARES (HOLCIM AG) | Long | Equity-common | CH | $2M | 18K | 0.08 |
| ORDINARY SHARES (MITSUBISHI CORP) | Long | Equity-common | JP | $2M | 79K | 0.08 |
| ORDINARY SHARES (MITSUI AND CO LTD) | Long | Equity-common | JP | $2M | 68K | 0.08 |
| ORDINARY SHARES (KDDI CORP) | Long | Equity-common | JP | $2M | 57K | 0.07 |
| ORDINARY SHARES (BANCO SANTANDER SA) | Long | Equity-common | ES | $1M | 323K | 0.07 |
| ORDINARY SHARES (BANCO BILBAO VIZCAYA ARGENTARIA SA) | Long | Equity-common | ES | $1M | 150K | 0.07 |
| ORDINARY SHARES (IMPERIAL BRANDS PLC) | Long | Equity-common | GB | $1M | 58K | 0.07 |
| ORDINARY SHARES (EQUINOR ASA) | Long | Equity-common | NO | $1M | 51K | 0.07 |
| ORDINARY SHARES (NORDEA BANK ABP) | Long | Equity-common | FI | $1M | 121K | 0.07 |
| ORDINARY SHARES (ARISTOCRAT LEISURE LTD) | Long | Equity-common | AU | $1M | 44K | 0.07 |
| ORDINARY SHARES (NESTLE SA) | Long | Equity-common | CH | $1M | 14K | 0.07 |
| ORDINARY SHARES (NIPPON SANSO HOLDINGS CORP) | Long | Equity-common | JP | $1M | 48K | 0.07 |
| ORDINARY SHARES (BANK OF IRELAND GROUP PLC) | Long | Equity-common | IE | $1M | 135K | 0.07 |
| ORDINARY SHARES (CIE DE SAINT-GOBAIN SA) | Long | Equity-common | FR | $1M | 18K | 0.07 |
| ORDINARY SHARES (WOLTERS KLUWER NV) | Long | Equity-common | NL | $1M | 8K | 0.07 |
| ORDINARY SHARES (PUBLICIS GROUPE SA) | Long | Equity-common | FR | $1M | 13K | 0.07 |
| ORDINARY SHARES (TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD) | Long | Equity-common | TW | $1M | 44K | 0.06 |
| ORDINARY SHARES (NOMURA HOLDINGS INC) | Long | Equity-common | JP | $1M | 226K | 0.06 |
| ORDINARY SHARES (DISCO CORP) | Long | Equity-common | JP | $1M | 3K | 0.06 |
| ORDINARY SHARES (UNILEVER PLC) | Long | Equity-common | GB | $1M | 23K | 0.06 |
| ORDINARY SHARES (SUBARU CORP) | Long | Equity-common | JP | $1M | 60K | 0.06 |
| ORDINARY SHARES (UNICREDIT SPA) | Long | Equity-common | IT | $1M | 35K | 0.06 |
| ORDINARY SHARES (DBS GROUP HOLDINGS LTD) | Long | Equity-common | SG | $1M | 48K | 0.06 |
| ORDINARY SHARES (HON HAI PRECISION INDUSTRY CO LTD) | Long | Equity-common | TW | $1M | 192K | 0.06 |
| ORDINARY SHARES (AIA GROUP LTD) | Long | Equity-common | HK | $1M | 185K | 0.06 |
| ORDINARY SHARES (DEUTSCHE BOERSE AG) | Long | Equity-common | DE | $1M | 6K | 0.06 |
| ORDINARY SHARES (PERSIMMON PLC) | Long | Equity-common | GB | $1M | 72K | 0.06 |
| ORDINARY SHARES (E.ON SE) | Long | Equity-common | DE | $1M | 93K | 0.06 |
| ORDINARY SHARES (L'OREAL SA) | Long | Equity-common | FR | $1M | 3K | 0.06 |
| ORDINARY SHARES (HEIDELBERGCEMENT AG) | Long | Equity-common | DE | $1M | 12K | 0.06 |
| ORDINARY SHARES (FORTESCUE LTD) | Long | Equity-common | AU | $1M | 85K | 0.06 |
| ORDINARY SHARES (RIO TINTO PLC) | Long | Equity-common | GB | $1M | 18K | 0.06 |
| ORDINARY SHARES (VOLVO AB) | Long | Equity-common | SE | $1M | 47K | 0.06 |
| ORDINARY SHARES (OVERSEA-CHINESE BANKING CORP LTD) | Long | Equity-common | SG | $1M | 113K | 0.06 |
| ORDINARY SHARES (ASAHI GROUP HOLDINGS LTD) | Long | Equity-common | JP | $1M | 34K | 0.06 |
| ORDINARY SHARES (LONDON STOCK EXCHANGE GROUP PLC) | Long | Equity-common | GB | $1M | 10K | 0.06 |
| ORDINARY SHARES (ZURICH INSURANCE GROUP AG) | Long | Equity-common | CH | $1M | 2K | 0.06 |
| ORDINARY SHARES (ENEL SPA) | Long | Equity-common | IT | $1M | 167K | 0.06 |
| ORDINARY SHARES (KEYENCE CORP) | Long | Equity-common | JP | $1M | 3K | 0.06 |
| ORDINARY SHARES (SUMITOMO MITSUI FINANCIAL GROUP INC) | Long | Equity-common | JP | $1M | 17K | 0.06 |
| ORDINARY SHARES (KONINKLIJKE AHOLD DELHAIZE NV) | Long | Equity-common | NL | $1M | 38K | 0.06 |
| ORDINARY SHARES (HITACHI LTD) | Long | Equity-common | JP | $1M | 50K | 0.06 |
| ORDINARY SHARES (COCA-COLA EUROPACIFIC PARTNERS PLC) | Long | Equity-common | GB | $1M | 15K | 0.06 |
| ORDINARY SHARES (PANDORA A/S) | Long | Equity-common | DK | $1M | 7K | 0.06 |
| ORDINARY SHARES (AUTO TRADER GROUP PLC) | Long | Equity-common | GB | $1M | 111K | 0.05 |
| ORDINARY SHARES (ITOCHU CORP) | Long | Equity-common | JP | $1M | 22K | 0.05 |
| ORDINARY SHARES (JAPAN EXCHANGE GROUP INC) | Long | Equity-common | JP | $1M | 46K | 0.05 |
| ORDINARY SHARES (ARCELORMITTAL SA) | Long | Equity-common | LU | $1M | 46K | 0.05 |
| ORDINARY SHARES (COCA-COLA HBC AG) | Long | Equity-common | IT | $1M | 31K | 0.05 |
| ORDINARY SHARES (SANDOZ GROUP AG) | Long | Equity-common | CH | $1M | 29K | 0.05 |
| ORDINARY SHARES (INTERCONTINENTAL HOTELS GROUP) | Long | Equity-common | GB | $1M | 10K | 0.05 |
| ORDINARY SHARES (QANTAS AIRWAYS LTD) | Long | Equity-common | AU | $1M | 259K | 0.05 |
| ORDINARY SHARES (STMICROELECTRONICS NV) | Long | Equity-common | CH | $1M | 26K | 0.05 |
| ORDINARY SHARES (ACCOR SA) | Long | Equity-common | FR | $975K | 24K | 0.05 |
| ORDINARY SHARES (ALLIANZ SE) | Long | Equity-common | DE | $904K | 3K | 0.04 |
| ORDINARY SHARES (SONY GROUP CORP) | Long | Equity-common | JP | $901K | 11K | 0.04 |
| ORDINARY SHARES (CHUGAI PHARMACEUTICAL CO LTD) | Long | Equity-common | JP | $896K | 25K | 0.04 |
| ORDINARY SHARES (FAST RETAILING CO LTD) | Long | Equity-common | JP | $888K | 4K | 0.04 |
| ORDINARY SHARES (AIRBUS SE) | Long | Equity-common | FR | $886K | 6K | 0.04 |
| ORDINARY SHARES (ASSOCIATED BRITISH FOODS PLC) | Long | Equity-common | GB | $864K | 28K | 0.04 |
| ORDINARY SHARES (CENTRICA PLC) | Long | Equity-common | GB | $851K | 501K | 0.04 |
| ORDINARY SHARES (ERSTE GROUP BANK AG) | Long | Equity-common | AT | $831K | 18K | 0.04 |
| ORDINARY SHARES (DEUTSCHE POST AG) | Long | Equity-common | DE | $828K | 20K | 0.04 |
| ORDINARY SHARES (PROSUS NV) | Long | Equity-common | NL | $789K | 22K | 0.04 |
| ORDINARY SHARES (INTESA SANPAOLO SPA) | Long | Equity-common | IT | $787K | 211K | 0.04 |
| ORDINARY SHARES (SOFTBANK GROUP CORP) | Long | Equity-common | JP | $756K | 12K | 0.04 |
| ORDINARY SHARES (MARUBENI CORP) | Long | Equity-common | JP | $743K | 40K | 0.04 |
| ORDINARY SHARES (TELSTRA GROUP LTD) | Long | Equity-common | AU | $732K | 304K | 0.04 |
| ORDINARY SHARES (KANSAI ELECTRIC POWER CO INC/THE) | Long | Equity-common | JP | $731K | 43K | 0.04 |
| ORDINARY SHARES (FRESENIUS SE AND CO KGAA) | Long | Equity-common | DE | $727K | 24K | 0.04 |
| ORDINARY SHARES (DANONE SA) | Long | Equity-common | FR | $715K | 12K | 0.04 |
| ORDINARY SHARES (KLEPIERRE SA) | Long | Equity-common | FR | $712K | 27K | 0.04 |
| ORDINARY SHARES (STELLANTIS NV) | Long | Equity-common | NL | $707K | 36K | 0.03 |
| ORDINARY SHARES (NEXT PLC) | Long | Equity-common | GB | $684K | 6K | 0.03 |
| ORDINARY SHARES (NKT A/S) | Long | Equity-common | DK | $682K | 8K | 0.03 |
| ORDINARY SHARES (BANK HAPOALIM BM) | Long | Equity-common | IL | $682K | 77K | 0.03 |
| ORDINARY SHARES (FUJIFILM HOLDINGS CORP) | Long | Equity-common | JP | $679K | 29K | 0.03 |
| ORDINARY SHARES (NISSIN FOODS HOLDINGS CO LTD) | Long | Equity-common | JP | $677K | 27K | 0.03 |
| ORDINARY SHARES (NU HOLDINGS LTD/CAYMAN ISLANDS) | Long | Equity-common | BR | $677K | 53K | 0.03 |
| ORDINARY SHARES (ATLAS COPCO AB) | Long | Equity-common | SE | $675K | 36K | 0.03 |
| ORDINARY SHARES (TOKYO GAS CO., LTD) | Long | Equity-common | JP | $668K | 31K | 0.03 |
| ORDINARY SHARES (ACCENTURE PLC) | Long | Equity-common | IE | $663K | 2K | 0.03 |
| ORDINARY SHARES (GLENCORE PLC) | Long | Equity-common | CH | $661K | 116K | 0.03 |
| ORDINARY SHARES (TECHNIPFMC PLC) | Long | Equity-common | GB | $660K | 25K | 0.03 |
| ORDINARY SHARES (MERCK KGAA) | Long | Equity-common | DE | $658K | 4K | 0.03 |
| ORDINARY SHARES (PRUDENTIAL PLC) | Long | Equity-common | HK | $658K | 73K | 0.03 |
| ORDINARY SHARES (AENA SME SA) | Long | Equity-common | ES | $658K | 3K | 0.03 |
| ORDINARY SHARES (WILLIS TOWERS WATSON PLC) | Long | Equity-common | GB | $653K | 2K | 0.03 |
| ORDINARY SHARES (TOPPAN HOLDINGS INC) | Long | Equity-common | JP | $645K | 23K | 0.03 |
| ORDINARY SHARES (CENOVUS ENERGY INC) | Long | Equity-common | CA | $633K | 32K | 0.03 |
| ORDINARY SHARES (CHUBB LTD) | Long | Equity-common | CH | $619K | 2K | 0.03 |
| ORDINARY SHARES (EVEREST GROUP LTD) | Long | Equity-common | BM | $616K | 2K | 0.03 |
| ORDINARY SHARES (ALLEGION PLC) | Long | Equity-common | IE | $612K | 5K | 0.03 |
| ORDINARY SHARES (GARMIN LTD) | Long | Equity-common | CH | $609K | 4K | 0.03 |
| ORDINARY SHARES (NVENT ELECTRIC PLC) | Long | Equity-common | GB | $591K | 8K | 0.03 |
| ORDINARY SHARES (AXIS CAPITAL HOLDINGS LTD) | Long | Equity-common | BM | $584K | 8K | 0.03 |
| ORDINARY SHARES (QIAGEN NV) | Long | Equity-common | NL | $564K | 14K | 0.03 |
| ORDINARY SHARES (TOYOTA MOTOR CORP) | Long | Equity-common | JP | $560K | 27K | 0.03 |
| ORDINARY SHARES (SCHINDLER HOLDING AG) | Long | Equity-common | CH | $521K | 2K | 0.03 |
| ORDINARY SHARES (GOODMAN GROUP) | Long | Equity-common | AU | $502K | 22K | 0.02 |
| ORDINARY SHARES (NN GROUP NV) | Long | Equity-common | NL | $499K | 11K | 0.02 |
| ORDINARY SHARES (MIZRAHI TEFAHOT BANK LTD) | Long | Equity-common | IL | $492K | 15K | 0.02 |
| ORDINARY SHARES (DEMANT A/S) | Long | Equity-common | DK | $487K | 11K | 0.02 |
| ORDINARY SHARES (GEA GROUP AG) | Long | Equity-common | DE | $470K | 11K | 0.02 |
| ORDINARY SHARES (SHELL PLC) | Long | Equity-common | GB | $469K | 13K | 0.02 |
| ORDINARY SHARES (SCORPIO TANKERS INC) | Long | Equity-common | MC | $445K | 5K | 0.02 |
| ORDINARY SHARES (ARKEMA SA) | Long | Equity-common | FR | $436K | 5K | 0.02 |
| ORDINARY SHARES (JARDINE MATHESON HOLDINGS LTD) | Long | Equity-common | HK | $428K | 12K | 0.02 |
| ORDINARY SHARES (TOTAL S.A.) | Long | Equity-common | FR | $425K | 6K | 0.02 |
| ORDINARY SHARES (BAE SYSTEMS PLC) | Long | Equity-common | GB | $403K | 24K | 0.02 |
| ORDINARY SHARES (ONO PHARMACEUTICAL CO LTD) | Long | Equity-common | JP | $392K | 29K | 0.02 |
| ORDINARY SHARES (KINGSPAN GROUP PLC) | Long | Equity-common | IE | $389K | 5K | 0.02 |
| ORDINARY SHARES (SHIONOGI AND CO., LTD) | Long | Equity-common | JP | $383K | 10K | 0.02 |
| ORDINARY SHARES (LVMH MOET HENNESSY LOUIS VUITTON SA) | Long | Equity-common | FR | $380K | 495 | 0.02 |
| ORDINARY SHARES (TEEKAY TANKERS LTD) | Long | Equity-common | CA | $369K | 5K | 0.02 |
| ORDINARY SHARES (LEGRAND SA) | Long | Equity-common | FR | $364K | 4K | 0.02 |
| ORDINARY SHARES (HD HYUNDAI ELECTRIC CO LTD) | Long | Equity-common | KR | $362K | 2K | 0.02 |
| ORDINARY SHARES (IPSEN SA) | Long | Equity-common | FR | $359K | 3K | 0.02 |
| ORDINARY SHARES (REPSOL SA) | Long | Equity-common | ES | $357K | 23K | 0.02 |
| ORDINARY SHARES (DCC PLC) | Long | Equity-common | IE | $354K | 5K | 0.02 |
| ORDINARY SHARES (CONSTELLIUM SE) | Long | Equity-common | FR | $351K | 19K | 0.02 |
| ORDINARY SHARES (SMITHS GROUP PLC) | Long | Equity-common | GB | $348K | 16K | 0.02 |
| ORDINARY SHARES (EXOR NV) | Long | Equity-common | NL | $347K | 3K | 0.02 |
| ORDINARY SHARES (WH GROUP LTD) | Long | Equity-common | HK | $347K | 527K | 0.02 |
| ORDINARY SHARES (ROCKWOOL A/S) | Long | Equity-common | DK | $337K | 832 | 0.02 |
| ORDINARY SHARES (SQUARE ENIX HOLDINGS CO LTD) | Long | Equity-common | JP | $333K | 11K | 0.02 |
| ORDINARY SHARES (ENEOS HOLDINGS INC) | Long | Equity-common | JP | $331K | 64K | 0.02 |
| ORDINARY SHARES (STONECO LTD) | Long | Equity-common | BR | $326K | 27K | 0.02 |
| ORDINARY SHARES (AURIZON HOLDINGS LTD) | Long | Equity-common | AU | $325K | 134K | 0.02 |
| ORDINARY SHARES (HENKEL AG AND CO KGAA) | Long | Equity-common | DE | $324K | 4K | 0.02 |
| ORDINARY SHARES (AIB GROUP PLC) | Long | Equity-common | IE | $316K | 60K | 0.02 |
| ORDINARY SHARES (DASSAULT AVIATION SA) | Long | Equity-common | FR | $312K | 2K | 0.02 |
| ORDINARY SHARES (NATIONAL AUSTRALIA BANK LTD) | Long | Equity-common | AU | $304K | 13K | 0.01 |
| ORDINARY SHARES (LIVANOVA PLC) | Long | Equity-common | GB | $304K | 6K | 0.01 |
| ORDINARY SHARES (M3 INC) | Long | Equity-common | JP | $289K | 30K | 0.01 |
| ORDINARY SHARES (INPEX CORP) | Long | Equity-common | JP | $285K | 19K | 0.01 |
| ORDINARY SHARES (ENI SPA) | Long | Equity-common | IT | $283K | 18K | 0.01 |
| ORDINARY SHARES (CHECK POINT SOFTWARE TECHNOLOGIES LTD) | Long | Equity-common | IL | $281K | 2K | 0.01 |
| ORDINARY SHARES (DAIMLER TRUCK HOLDING AG) | Long | Equity-common | DE | $279K | 7K | 0.01 |
| ORDINARY SHARES (TIS INC) | Long | Equity-common | JP | $279K | 14K | 0.01 |
| ORDINARY SHARES (LA FRANCAISE DES JEUX SAEM) | Long | Equity-common | FR | $275K | 8K | 0.01 |
| ORDINARY SHARES (RATIONAL AG) | Long | Equity-common | DE | $274K | 329 | 0.01 |
| ORDINARY SHARES (VAT GROUP AG) | Long | Equity-common | CH | $272K | 484 | 0.01 |
| ORDINARY SHARES (RWE AG) | Long | Equity-common | DE | $272K | 8K | 0.01 |
| ORDINARY SHARES (CIMPRESS PLC) | Long | Equity-common | IE | $264K | 3K | 0.01 |
| ORDINARY SHARES (SEKISUI CHEMICAL CO LTD) | Long | Equity-common | JP | $247K | 18K | 0.01 |
| ORDINARY SHARES (ROCHE HOLDING AG) | Long | Equity-common | CH | $243K | 877 | 0.01 |
| ORDINARY SHARES (OSAKA GAS CO LTD) | Long | Equity-common | JP | $243K | 11K | 0.01 |
| ORDINARY SHARES (SONIC HEALTHCARE LTD) | Long | Equity-common | AU | $231K | 13K | 0.01 |
| ORDINARY SHARES (QBE INSURANCE GROUP LTD) | Long | Equity-common | AU | $223K | 19K | 0.01 |
| ORDINARY SHARES (CARLSBERG AS) | Long | Equity-common | DK | $217K | 2K | 0.01 |
| ORDINARY SHARES (TAYLOR WIMPEY PLC) | Long | Equity-common | GB | $213K | 119K | 0.01 |
| ORDINARY SHARES (SAP SE) | Long | Equity-common | DE | $206K | 1K | 0.01 |
| ORDINARY SHARES (TALANX AG) | Long | Equity-common | DE | $204K | 3K | 0.01 |
| ORDINARY SHARES (DOLE PLC) | Long | Equity-common | IE | $200K | 16K | 0.01 |
| ORDINARY SHARES (EURAZEO SE) | Long | Equity-common | FR | $173K | 2K | 0.01 |
| ORDINARY SHARES (TEEKAY CORP) | Long | Equity-common | BM | $173K | 19K | 0.01 |
| ORDINARY SHARES (BANK OF NT BUTTERFIELD AND SON LTD/THE) | Long | Equity-common | BM | $171K | 5K | 0.01 |
| ORDINARY SHARES (BHP GROUP LTD) | Long | Equity-common | AU | $157K | 5K | 0.01 |
| ORDINARY SHARES (RECKITT BENCKISER GROUP PLC) | Long | Equity-common | GB | $149K | 3K | 0.01 |
| ORDINARY SHARES (NORTHERN STAR RESOURCES LTD) | Long | Equity-common | AU | $149K | 17K | 0.01 |
| ORDINARY SHARES (NEXON CO LTD) | Long | Equity-common | JP | $143K | 8K | 0.01 |
| ORDINARY SHARES (OLYMPUS CORP) | Long | Equity-common | JP | $142K | 9K | 0.01 |
| ORDINARY SHARES (HOSHIZAKI CORP) | Long | Equity-common | JP | $137K | 4K | 0.01 |
| ORDINARY SHARES (HAMILTON INSURANCE GROUP LTD) | Long | Equity-common | BM | $133K | 8K | 0.01 |
| ORDINARY SHARES (COMMONWEALTH BANK OF AUSTRALIA) | Long | Equity-common | AU | $125K | 1K | 0.01 |
| ORDINARY SHARES (AERCAP HOLDINGS NV) | Long | Equity-common | IE | $112K | 1K | 0.01 |
| ORDINARY SHARES (GOLAR LNG LTD) | Long | Equity-common | BM | $108K | 3K | 0.01 |
| ORDINARY SHARES (PANASONIC HOLDINGS CORP) | Long | Equity-common | JP | $107K | 13K | 0.01 |
| ORDINARY SHARES (KAWASAKI KISEN KAISHA LTD) | Long | Equity-common | JP | $106K | 7K | 0.01 |
| ORDINARY SHARES (ORION SA) | Long | Equity-common | US | $105K | 5K | 0.01 |
| ORDINARY SHARES (DAIICHI SANKYO CO LTD) | Long | Equity-common | JP | $101K | 3K | 0.00 |
| ORDINARY SHARES (YARA INTERNATIONAL ASA) | Long | Equity-common | NO | $95K | 3K | 0.00 |
| ORDINARY SHARES (COSTAMARE INC) | Long | Equity-common | MC | $91K | 6K | 0.00 |
| ORDINARY SHARES (FIDELIS INSURANCE HOLDINGS LTD) | Long | Equity-common | BM | $86K | 5K | 0.00 |
| ORDINARY SHARES (DANSKE BANK A/S) | Long | Equity-common | DK | $85K | 3K | 0.00 |
| ORDINARY SHARES (SEMBCORP INDUSTRIES LTD) | Long | Equity-common | SG | $77K | 22K | 0.00 |
| ORDINARY SHARES (CLP HOLDINGS LTD) | Long | Equity-common | HK | $77K | 10K | 0.00 |
| ORDINARY SHARES (JERONIMO MARTINS SGPS SA) | Long | Equity-common | PT | $77K | 4K | 0.00 |
| ORDINARY SHARES (ENSTAR GROUP LTD) | Long | Equity-common | BM | $75K | 246 | 0.00 |
| ORDINARY SHARES (EUROFINS SCIENTIFIC SE) | Long | Equity-common | LU | $70K | 1K | 0.00 |
| ORDINARY SHARES (PAGSEGURO DIGITAL LTD) | Long | Equity-common | BR | $69K | 6K | 0.00 |
| ORDINARY SHARES (JAMES RIVER GROUP HOLDINGS LTD) | Long | Equity-common | BM | $64K | 8K | 0.00 |
| PERPETUAL BONDS (ENERGY TRANSFER LP) | Long | Debt | US | $1M | – | 0.07 |
| PERPETUAL BONDS (JPMORGAN CHASE AND CO) | Long | Debt | US | $1M | – | 0.06 |
| PERPETUAL BONDS (DP WORLD SALAAM) | Long | Debt | KY | $615K | – | 0.03 |
| PERPETUAL BONDS (UBS GROUP AG) | Long | Debt | CH | $576K | – | 0.03 |
| PERPETUAL BONDS (CITIGROUP INC) | Long | Debt | US | $417K | – | 0.02 |
| PERPETUAL BONDS (BANK OF AMERICA CORP) | Long | Debt | US | $319K | – | 0.02 |
| PERPETUAL BONDS (NRG ENERGY INC) | Long | Debt | US | $235K | – | 0.01 |
| PERPETUAL BONDS (ELECTRICITE DE FRANCE SA) | Long | Debt | FR | $218K | – | 0.01 |
| PERPETUAL BONDS (CEMEX SAB DE CV) | Long | Debt | MX | $214K | – | 0.01 |
| PERPETUAL BONDS (AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD/UNITED KINGDOM) | Long | Debt | GB | $201K | – | 0.01 |
| PERPETUAL BONDS (VISTRA CORP) | Long | Debt | US | $188K | – | 0.01 |
| PERPETUAL BONDS (JPMORGAN CHASE AND CO) | Long | Debt | US | $120K | – | 0.01 |
| PERPETUAL BONDS (GOLDMAN SACHS GROUP INC/THE) | Long | Debt | US | $101K | – | 0.00 |
| PERPETUAL BONDS (VISTRA CORP) | Long | Debt | US | $96K | – | 0.00 |
| PREFERRED (SAMSUNG ELECTRONICS CO LTD) | Long | Equity-preferred | KR | $3M | 56K | 0.13 |
| RIGHTS (ASTRAZENECA PLC) | Long | Equity-common | GB | $7K | 2K | 0.00 |
| RIGHTS (ASTRAZENECA PLC) | Long | Equity-common | GB | $1K | 4K | 0.00 |
| SHORT TERM INV FUND (PUTNAM SHORT TERM INVESTMENT FUND) | Long | Short-term investment vehicle | US | $122M | 122M | 6.03 |
| SHORT TERM INV FUND (State Street Institutional U.S. Government Money Market Fund, Premier Class) | Long | Short-term investment vehicle | US | $2M | 2M | 0.08 |
| Total Return Swap (GOLDMAN SACHS INTERNATIONAL) | Derivative-equity | US | $82M | – | 4.02 | |
| Total Return Swap (GOLDMAN SACHS INTERNATIONAL) | Derivative-equity | US | $72M | – | 3.54 | |
| Total Return Swap (BARCLAYS BANK PLC) | Derivative-equity | US | $61M | – | 3.00 | |
| Total Return Swap (BARCLAYS BANK PLC) | Derivative-equity | US | $60M | – | 2.97 | |
| U.S. T BILLS (UNITED STATES OF AMERICA) | Long | Debt | US | $9M | – | 0.47 |
| U.S. T BILLS (UNITED STATES OF AMERICA) | Long | Debt | US | $4M | – | 0.19 |
| U.S. T BILLS (UNITED STATES OF AMERICA) | Long | Debt | US | $691K | – | 0.03 |
| U.S. T BILLS (UNITED STATES OF AMERICA) | Long | Debt | US | $397K | – | 0.02 |
| U.S. T. BOND (UNITED STATES OF AMERICA) | Long | Debt | US | $113K | – | 0.01 |
| U.S. T. NOTE (UNITED STATES OF AMERICA) | Long | Debt | US | $112K | – | 0.01 |
| VAR.RT. CORP. BONDS (WELLS FARGO AND CO) | Long | Debt | US | $3M | – | 0.16 |
| VAR.RT. CORP. BONDS (CITIGROUP INC) | Long | Debt | US | $3M | – | 0.13 |
| VAR.RT. CORP. BONDS (MORGAN STANLEY) | Long | Debt | US | $2M | – | 0.12 |
| VAR.RT. CORP. BONDS (GOLDMAN SACHS GROUP INC/THE) | Long | Debt | US | $2M | – | 0.12 |
| VAR.RT. CORP. BONDS (BANK OF AMERICA CORP) | Long | Debt | US | $2M | – | 0.11 |
| VAR.RT. CORP. BONDS (BANK OF AMERICA CORP) | Long | Debt | US | $2M | – | 0.09 |
| VAR.RT. CORP. BONDS (CAPITAL ONE FINANCIAL CORP) | Long | Debt | US | $2M | – | 0.07 |
| VAR.RT. CORP. BONDS (UBS GROUP AG) | Long | Debt | CH | $1M | – | 0.07 |
| VAR.RT. CORP. BONDS (PNC FINANCIAL SERVICES GROUP INC/THE) | Long | Debt | US | $1M | – | 0.06 |
| VAR.RT. CORP. BONDS (JPMORGAN CHASE AND CO) | Long | Debt | US | $1M | – | 0.06 |
| VAR.RT. CORP. BONDS (BANCO SANTANDER SA) | Long | Debt | ES | $1M | – | 0.06 |
| VAR.RT. CORP. BONDS (BPCE SA) | Long | Debt | FR | $1M | – | 0.05 |
| VAR.RT. CORP. BONDS (US BANCORP) | Long | Debt | US | $966K | – | 0.05 |
| VAR.RT. CORP. BONDS (TORONTO-DOMINION BANK/THE) | Long | Debt | CA | $919K | – | 0.05 |
| VAR.RT. CORP. BONDS (JPMORGAN CHASE AND CO) | Long | Debt | US | $876K | – | 0.04 |
| VAR.RT. CORP. BONDS (JPMORGAN CHASE AND CO) | Long | Debt | US | $696K | – | 0.03 |
| VAR.RT. CORP. BONDS (MORGAN STANLEY) | Long | Debt | US | $677K | – | 0.03 |
| VAR.RT. CORP. BONDS (TRUIST FINANCIAL CORP) | Long | Debt | US | $630K | – | 0.03 |
| VAR.RT. CORP. BONDS (HUNTINGTON BANCSHARES INC/OH) | Long | Debt | US | $593K | – | 0.03 |
| VAR.RT. CORP. BONDS (CITIGROUP INC) | Long | Debt | US | $588K | – | 0.03 |
| VAR.RT. CORP. BONDS (BANK OF AMERICA CORP) | Long | Debt | US | $581K | – | 0.03 |
| VAR.RT. CORP. BONDS (TRUIST BANK) | Long | Debt | US | $528K | – | 0.03 |
| VAR.RT. CORP. BONDS (UBS GROUP AG) | Long | Debt | CH | $454K | – | 0.02 |
| VAR.RT. CORP. BONDS (WELLS FARGO AND CO) | Long | Debt | US | $424K | – | 0.02 |
| VAR.RT. CORP. BONDS (NATWEST GROUP PLC) | Long | Debt | GB | $396K | – | 0.02 |
| VAR.RT. CORP. BONDS (AMERICAN EXPRESS CO) | Long | Debt | US | $378K | – | 0.02 |
| VAR.RT. CORP. BONDS (UBS GROUP AG) | Long | Debt | CH | $368K | – | 0.02 |
| VAR.RT. CORP. BONDS (JPMORGAN CHASE AND CO) | Long | Debt | US | $366K | – | 0.02 |
| VAR.RT. CORP. BONDS (ING GROEP NV) | Long | Debt | NL | $349K | – | 0.02 |
| VAR.RT. CORP. BONDS (WELLS FARGO AND CO) | Long | Debt | US | $343K | – | 0.02 |
| VAR.RT. CORP. BONDS (TRUIST FINANCIAL CORP) | Long | Debt | US | $339K | – | 0.02 |
| VAR.RT. CORP. BONDS (UBS GROUP AG) | Long | Debt | CH | $323K | – | 0.02 |
| VAR.RT. CORP. BONDS (BNP PARIBAS SA) | Long | Debt | FR | $307K | – | 0.02 |
| VAR.RT. CORP. BONDS (CAIXABANK SA) | Long | Debt | ES | $279K | – | 0.01 |
| VAR.RT. CORP. BONDS (CREDIT AGRICOLE S.A.) | Long | Debt | FR | $232K | – | 0.01 |
| VAR.RT. CORP. BONDS (MORGAN STANLEY) | Long | Debt | US | $144K | – | 0.01 |
| VAR.RT. CORP. BONDS (JPMORGAN CHASE AND CO) | Long | Debt | US | $135K | – | 0.01 |
| VAR.RT. CORP. BONDS (BANK OF AMERICA CORP) | Long | Debt | US | $125K | – | 0.01 |
Address
Putnam Asset Allocation Funds
100 FEDERAL STREET
BOSTON
Massachusetts
02110
United States of America
Websites
Directors
Williams Murphy Jennifer
Pillai Marie
Ahamed Liaquat
Baumann Barbara M
Domotorffy Katinka
Hill Catharine Bond
Leibler Kenneth R
Putnam, III George
Reynolds Robert L
Singh Manoj P
Sutphen Mona K
Transfer Agents
Putnam Investor Services, Inc.
Pricing Services
Reuters (loan)
Markit
ICE Data Services (Corp)
Reuters
Reuters (Corp)
MARKIT
PDVENDOR
Reuters (equities)
ICE Data Services (Convert)
JPM Pricing Direct
PRICESERVE
Custodians
State Street Bank and Trust Company
Shareholder Servicing Agents
Putnam Investor Services, Inc.
Admins
N/A
Brokers
GSCO - GOLDMAN SACHS & CO LLC
MLCO - BofA Securities, Inc.
JPMS - J.P. MORGAN SECURITIES, LLC.
UBSW - UBS SECURITIES L.L.C.
BCAP - BARCLAYS CAPITAL, INC.
CGML - CITIGROUP GLOBAL MARKETS INC
PIJF - PIPER SANDLER (formerly PIPER JAFFRAY & CO))
CSFB - CREDIT SUISSE SECURITIES (USA), LLC
CSI - CREDIT SUISSE INTERNATIONAL
CITI - CITIBANK, N.A.