Putnam Family of Funds > Putnam Asset Allocation Funds
Putnam Dynamic Asset Allocation Conservative Fund
$677.52M
Avg Monthly Net Assets
$647.35M
Total Assets
$91.76M
Total Liabilities
$555.59M
Net Assets
Putnam Dynamic Asset Allocation Conservative 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 $677.52M.
On August 26th, 2024 it reported 2,067 holdings, the largest
being CHICAGO MERCANTILE EXCHANGE (16.5%), CHICAGO BOARD OF TRADE (8.0%) and CHICAGO BOARD OF TRADE (7.6%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| PUTNAM DYNAMIC ASSET ALLOCATION CONSERVATIVE FUND CL A | C000002313 | PACAX | |
| PUTNAM DYNAMIC ASSET ALLOCATION CONSERVATIVE FUND CL B | C000002314 | PACBX | |
| PUTNAM DYNAMIC ASSET ALLOCATION CONSERVATIVE FUND CL C | C000002315 | PACCX | |
| PUTNAM DYNAMIC ASSET ALLOCATION CONSERVATIVE FUND CL P | C000174662 | ||
| PUTNAM DYNAMIC ASSET ALLOCATION CONSERVATIVE FUND CL R | C000002317 | PACRX | |
| PUTNAM DYNAMIC ASSET ALLOCATION CONSERVATIVE FUND CL R5 | C000117947 | PACDX | |
| PUTNAM DYNAMIC ASSET ALLOCATION CONSERVATIVE FUND CL R6 | C000117948 | PCCEX | |
| PUTNAM DYNAMIC ASSET ALLOCATION CONSERVATIVE FUND CL Y | C000002318 | PACYX |
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 (PALMER SQUARE CLO 2021-3 LTD) | Long | ABS-mortgage backed security | KY | $301K | – | 0.05 |
| ASSET BACKED SECURITY (CQS US CLO 2021-1 LTD) | Long | ABS-mortgage backed security | KY | $300K | – | 0.05 |
| ASSET BACKED SECURITY (PARK AVENUE INSTITUTIONAL ADVISERS CLO LTD 2019-1) | Long | ABS-mortgage backed security | KY | $293K | – | 0.05 |
| ASSET BACKED SECURITY (CBAM 2017-2 LTD) | Long | ABS-mortgage backed security | KY | $275K | – | 0.05 |
| ASSET BACKED SECURITY (SOUND POINT CLO XXVI LTD) | Long | ABS-mortgage backed security | KY | $258K | – | 0.05 |
| ASSET BACKED SECURITY (BAIN CAPITAL CLO 2024-1 LTD) | Long | ABS-mortgage backed security | JE | $252K | – | 0.05 |
| ASSET BACKED SECURITY (MAGNETITE XXXVII LTD) | Long | ABS-mortgage backed security | KY | $252K | – | 0.05 |
| ASSET BACKED SECURITY (TEXAS DEBT CAPITAL CLO 2023-I LTD) | Long | ABS-mortgage backed security | KY | $251K | – | 0.05 |
| ASSET BACKED SECURITY (ELMWOOD CLO 27 LTD) | Long | ABS-mortgage backed security | US | $251K | – | 0.05 |
| ASSET BACKED SECURITY (KKR CLO 52 LTD) | Long | ABS-mortgage backed security | KY | $251K | – | 0.05 |
| ASSET BACKED SECURITY (AB BSL CLO 3 LTD) | Long | ABS-mortgage backed security | KY | $250K | – | 0.05 |
| ASSET BACKED SECURITY (BAIN CAPITAL CREDIT CLO 2019-3 LTD) | Long | ABS-mortgage backed security | KY | $250K | – | 0.05 |
| ASSET BACKED SECURITY (TRESTLES CLO IV LTD) | Long | ABS-mortgage backed security | KY | $250K | – | 0.05 |
| ASSET BACKED SECURITY (CIFC FUNDING 2016-I LTD) | Long | ABS-mortgage backed security | KY | $250K | – | 0.05 |
| ASSET BACKED SECURITY (WARWICK CAPITAL CLO 3 LTD) | Long | ABS-mortgage backed security | JE | $250K | – | 0.05 |
| ASSET BACKED SECURITY (GOLDENTREE LOAN MANAGEMENT US CLO 11 LTD) | Long | ABS-mortgage backed security | KY | $250K | – | 0.05 |
| ASSET BACKED SECURITY (PARK AVENUE INSTITUTIONAL ADVISERS CLO LTD 2021-1) | Long | ABS-mortgage backed security | KY | $250K | – | 0.05 |
| ASSET BACKED SECURITY (VENTURE XIX CLO LTD) | Long | ABS-mortgage backed security | KY | $250K | – | 0.05 |
| ASSET BACKED SECURITY (AIMCO CLO 17 LTD) | Long | ABS-mortgage backed security | JE | $250K | – | 0.05 |
| ASSET BACKED SECURITY (JAMESTOWN CLO IX LTD) | Long | ABS-mortgage backed security | KY | $250K | – | 0.05 |
| ASSET BACKED SECURITY (RRX 5 LTD) | Long | ABS-mortgage backed security | KY | $250K | – | 0.05 |
| ASSET BACKED SECURITY (MAGNETITE XL LTD) | Long | ABS-mortgage backed security | KY | $250K | – | 0.05 |
| ASSET BACKED SECURITY (CEDAR FUNDING VIII CLO LTD) | Long | ABS-mortgage backed security | KY | $250K | – | 0.05 |
| ASSET BACKED SECURITY (AGL CLO 16 LTD) | Long | ABS-mortgage backed security | KY | $250K | – | 0.05 |
| ASSET BACKED SECURITY (ROCKLAND PARK CLO LTD) | Long | ABS-mortgage backed security | KY | $250K | – | 0.05 |
| ASSET BACKED SECURITY (ARES LXIV CLO LTD) | Long | ABS-mortgage backed security | KY | $250K | – | 0.05 |
| ASSET BACKED SECURITY (DIAMETER CAPITAL CLO 7 LTD) | Long | ABS-mortgage backed security | KY | $250K | – | 0.05 |
| ASSET BACKED SECURITY (ELEVATION CLO 2021-13 LTD) | Long | ABS-mortgage backed security | KY | $250K | – | 0.05 |
| ASSET BACKED SECURITY (ICG US CLO 2017-1 LTD) | Long | ABS-mortgage backed security | KY | $250K | – | 0.05 |
| ASSET BACKED SECURITY (NASSAU 2021-I LTD) | Long | ABS-mortgage backed security | KY | $250K | – | 0.05 |
| ASSET BACKED SECURITY (TRINITAS CLO XVIII LTD) | Long | ABS-mortgage backed security | KY | $250K | – | 0.05 |
| ASSET BACKED SECURITY (CROWN POINT CLO 10 LTD) | Long | ABS-mortgage backed security | KY | $250K | – | 0.05 |
| ASSET BACKED SECURITY (PALMER SQUARE CLO 2024-2 LTD) | Long | ABS-mortgage backed security | KY | $250K | – | 0.04 |
| ASSET BACKED SECURITY (WISE CLO 2024-2 LTD) | Long | ABS-mortgage backed security | KY | $250K | – | 0.04 |
| ASSET BACKED SECURITY (522 FUNDING CLO 2021-7 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.04 |
| ASSET BACKED SECURITY (TICP CLO XII LTD) | Long | ABS-mortgage backed security | KY | $250K | – | 0.04 |
| ASSET BACKED SECURITY (LCM 41 LTD) | Long | ABS-mortgage backed security | JE | $250K | – | 0.04 |
| ASSET BACKED SECURITY (NASSAU 2020-I LTD) | Long | ABS-mortgage backed security | KY | $249K | – | 0.04 |
| ASSET BACKED SECURITY (BALBOA BAY LOAN FUNDING 2021-1 LTD) | Long | ABS-mortgage backed security | US | $249K | – | 0.04 |
| ASSET BACKED SECURITY (LONG BEACH MORTGAGE LOAN TRUST 2004-1) | Long | ABS-mortgage backed security | US | $240K | – | 0.04 |
| ASSET BACKED SECURITY (VENTURE XXVI CLO LTD) | Long | ABS-mortgage backed security | KY | $224K | – | 0.04 |
| ASSET BACKED SECURITY (BIRCH GROVE CLO 8 LTD) | Long | ABS-mortgage backed security | JE | $201K | – | 0.04 |
| ASSET BACKED SECURITY (APEX CREDIT CLO 2019-II LTD) | Long | ABS-mortgage backed security | KY | $199K | – | 0.04 |
| ASSET BACKED SECURITY (BRAVO RESIDENTIAL FUNDING TRUST 2021-HE3) | Long | ABS-mortgage backed security | US | $183K | – | 0.03 |
| ASSET BACKED SECURITY (HOME PARTNERS OF AMERICA 2021-2 TRUST) | Long | ABS-mortgage backed security | US | $177K | – | 0.03 |
| ASSET BACKED SECURITY (HAYFIN US XIV LTD) | Long | ABS-mortgage backed security | KY | $150K | – | 0.03 |
| ASSET BACKED SECURITY (VENTURE XV CLO LTD) | Long | ABS-mortgage backed security | KY | $150K | – | 0.03 |
| ASSET BACKED SECURITY (PARK PLACE SECURITIES INC ASSET-BACKED PASS-THROUGH CTFS SER 2004-WCW2) | Long | ABS-mortgage backed security | US | $108K | – | 0.02 |
| ASSET BACKED SECURITY (MORGAN STANLEY ABS CAPITAL I INC TRUST 2004-HE6) | Long | ABS-mortgage backed security | US | $42K | – | 0.01 |
| BANK LOAN NOTE (CQP HOLDCO LP) | Long | Debt | US | $115K | – | 0.02 |
| BANK LOAN NOTE (CP ATLAS BUYER INC) | Long | Debt | US | $97K | – | 0.02 |
| BANK LOAN NOTE (NEPTUNE BIDCO US INC) | Long | Debt | US | $89K | – | 0.02 |
| BANK LOAN NOTE (TK ELEVATOR US NEWCO INC) | Long | Debt | US | $87K | – | 0.02 |
| BANK LOAN NOTE (GENESYS CLOUD SERVICES HOLDINGS II LLC) | Long | Debt | US | $83K | – | 0.01 |
| BANK LOAN NOTE (WHITE CAP BUYER LLC) | Long | Debt | US | $82K | – | 0.01 |
| BANK LOAN NOTE (ENDO FINANCE HOLDINGS INC) | Long | Debt | US | $81K | – | 0.01 |
| BANK LOAN NOTE (ASCEND LEARNING LLC) | Long | Debt | US | $78K | – | 0.01 |
| BANK LOAN NOTE (HEXION INC) | Long | Debt | US | $77K | – | 0.01 |
| BANK LOAN NOTE (PETSMART LLC) | Long | Debt | US | $76K | – | 0.01 |
| BANK LOAN NOTE (MATTRESS FIRM INC) | Long | Debt | US | $74K | – | 0.01 |
| BANK LOAN NOTE (VM CONSOLIDATED INC) | Long | Debt | US | $69K | – | 0.01 |
| BANK LOAN NOTE (NOURYON USA LLC) | Long | Debt | US | $65K | – | 0.01 |
| BANK LOAN NOTE (BAUSCH + LOMB CORP) | Long | Debt | CA | $64K | – | 0.01 |
| BANK LOAN NOTE (UNITED AIRLINES INC) | Long | Debt | US | $60K | – | 0.01 |
| BANK LOAN NOTE (FLASH CHARM INC) | Long | Debt | US | $60K | – | 0.01 |
| BANK LOAN NOTE (ROCKET SOFTWARE INC) | Long | Debt | US | $57K | – | 0.01 |
| BANK LOAN NOTE (IRB HOLDING CORP) | Long | Debt | US | $54K | – | 0.01 |
| BANK LOAN NOTE (AADVANTAGE LOYALTY IP LTD) | Long | Debt | KY | $50K | – | 0.01 |
| BANK LOAN NOTE (KLOCKNER-PENTAPLAST OF AMERICA INC) | Long | Debt | US | $50K | – | 0.01 |
| BANK LOAN NOTE (DIRECTV FINANCING LLC) | Long | Debt | US | $49K | – | 0.01 |
| BANK LOAN NOTE (FERTITTA ENTERTAINMENT LLC/NV) | Long | Debt | US | $45K | – | 0.01 |
| BANK LOAN NOTE (CONNECT FINCO SARL) | Long | Debt | LU | $42K | – | 0.01 |
| BANK LOAN NOTE (MEDLINE BORROWER LP) | Long | Debt | US | $41K | – | 0.01 |
| BANK LOAN NOTE (PECF USS INTERMEDIATE HOLDING III CORP) | Long | Debt | US | $41K | – | 0.01 |
| BANK LOAN NOTE (MICHAELS COS INC/THE) | Long | Debt | US | $40K | – | 0.01 |
| BANK LOAN NOTE (NOURYON USA LLC) | Long | Debt | US | $35K | – | 0.01 |
| BANK LOAN NOTE (SCIENTIFIC GAMES HOLDINGS LP) | Long | Debt | US | $35K | – | 0.01 |
| BANK LOAN NOTE (LBM ACQUISITION LLC) | Long | Debt | US | $35K | – | 0.01 |
| BANK LOAN NOTE (STATION CASINOS LLC) | Long | Debt | US | $30K | – | 0.01 |
| BANK LOAN NOTE (VIBRANTZ TECHNOLOGIES INC) | Long | Debt | US | $29K | – | 0.01 |
| BANK LOAN NOTE (HERENS US HOLDCO CORP) | Long | Debt | US | $29K | – | 0.01 |
| BANK LOAN NOTE (FORTRESS INTERMEDIATE 3 INC) | Long | Debt | US | $25K | – | 0.00 |
| BANK LOAN NOTE (CLOUD SOFTWARE GROUP INC) | Long | Debt | US | $25K | – | 0.00 |
| BANK LOAN NOTE (MADISON IAQ LLC) | Long | Debt | US | $25K | – | 0.00 |
| BANK LOAN NOTE (CLEAR CHANNEL OUTDOOR HOLDINGS INC) | Long | Debt | US | $21K | – | 0.00 |
| BANK LOAN NOTE (WR GRACE HOLDINGS LLC) | Long | Debt | US | $20K | – | 0.00 |
| BANK LOAN NOTE (AXALTA COATING SYSTEMS US HOLDINGS INC) | Long | Debt | US | $17K | – | 0.00 |
| BANK LOAN NOTE (EMRLD BORROWER LP) | Long | Debt | US | $15K | – | 0.00 |
| BANK LOAN NOTE (LSF11 A5 HOLDCO LLC) | Long | Debt | US | $15K | – | 0.00 |
| BANK LOAN NOTE (HUB INTERNATIONAL LTD) | Long | Debt | US | $13K | – | 0.00 |
| BANK LOAN NOTE (UKG INC) | Long | Debt | US | $10K | – | 0.00 |
| BANK LOAN NOTE (ROBERTSHAW US HOLDING CORP) | Long | Debt | US | $550 | – | 0.00 |
| COLLATERALIZED DEBT OBLIGATION (BDS 2021-FL10 LTD) | Long | ABS-mortgage backed security | KY | $366K | – | 0.07 |
| COLLATERALIZED DEBT OBLIGATION (KREF 2022-FL3 LTD) | Long | ABS-mortgage backed security | US | $170K | – | 0.03 |
| COLLATERALIZED DEBT OBLIGATION (FS RIALTO 2021-FL3) | Long | ABS-mortgage backed security | KY | $129K | – | 0.02 |
| COLLATERALIZED DEBT OBLIGATION (ARBOR REALTY COMMERCIAL REAL ESTATE NOTES 2021-FL3 LTD) | Long | ABS-mortgage backed security | KY | $102K | – | 0.02 |
| COLLATERALIZED DEBT OBLIGATION (TIAA REAL ESTATE CDO LTD) | Long | ABS-mortgage backed security | US | $3.58 | – | 0.00 |
| COMMERCIAL MORT BACKED SEC IO (CSAIL 2020-C19 COMMERCIAL MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $263K | – | 0.05 |
| COMMERCIAL MORT BACKED SEC IO (BARCLAYS COMMERCIAL MORTGAGE TRUST 2019-C4) | Long | ABS-mortgage backed security | US | $152K | – | 0.03 |
| COMMERCIAL MORT BACKED SEC IO (WELLS FARGO COMMERCIAL MORTGAGE TRUST 2019-C52) | Long | ABS-mortgage backed security | US | $137K | – | 0.02 |
| COMMERCIAL MORT BACKED SEC IO (ARBOR MULTIFAMILY MORTGAGE SECURITIES TRUST 2020-MF1) | Long | ABS-mortgage backed security | US | $131K | – | 0.02 |
| COMMERCIAL MORT BACKED SEC IO (BANK 2019-BNK20) | Long | ABS-mortgage backed security | US | $125K | – | 0.02 |
| COMMERCIAL MORT BACKED SEC IO (UBS COMMERCIAL MORTGAGE TRUST 2018-C8) | Long | ABS-mortgage backed security | US | $80K | – | 0.01 |
| COMMERCIAL MORT BACKED SEC IO (UBS COMMERCIAL MORTGAGE TRUST 2017-C7) | Long | ABS-mortgage backed security | US | $71K | – | 0.01 |
| COMMERCIAL MORT BACKED SEC IO (WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-LC25) | Long | ABS-mortgage backed security | US | $62K | – | 0.01 |
| COMMERCIAL MORT BACKED SEC IO (COMM 2014-UBS4 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| COMMERCIAL MORT BACKED SEC IO (COMM 2014-UBS6 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| COMMERCIAL MORT BACKED SEC IO (JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C25) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| COMMERCIAL MORT BACKED SEC IO (JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2013-LC11) | Long | ABS-mortgage backed security | US | $9.06 | – | 0.00 |
| COMMERCIAL MORT BACKED SEC IO (MEZZ CAP COMMERCIAL MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $0.1 | – | 0.00 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (WFRBS COMMERCIAL MORTGAGE TRUST 2013-C11) | Long | ABS-mortgage backed security | US | $567K | – | 0.10 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2014-C17) | Long | ABS-mortgage backed security | US | $523K | – | 0.09 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (DBUBS 2011-LC3 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $388K | – | 0.07 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (CSAIL 2019-C17 COMMERCIAL MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $377K | – | 0.07 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (COMM 2015-LC19 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $346K | – | 0.06 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2012-C5) | Long | ABS-mortgage backed security | US | $287K | – | 0.05 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (COMM 2015-LC21 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $280K | – | 0.05 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (PFP 2021-8 LTD) | Long | ABS-mortgage backed security | KY | $274K | – | 0.05 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (CSAIL 2015-C2 COMMERCIAL MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $253K | – | 0.05 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (BANK 2017-BNK8) | Long | ABS-mortgage backed security | US | $243K | – | 0.04 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (CSAIL 2016-C7 COMMERCIAL MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $240K | – | 0.04 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (CFCRE COMMERCIAL MORTGAGE TRUST 2011-C2) | Long | ABS-mortgage backed security | US | $217K | – | 0.04 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (COMM 2014-CCRE17 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $197K | – | 0.04 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-BNK1) | Long | ABS-mortgage backed security | US | $193K | – | 0.03 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (COMM 2013-CCRE13 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $191K | – | 0.03 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (COMM 2015-CCRE23 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $187K | – | 0.03 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C24) | Long | ABS-mortgage backed security | US | $185K | – | 0.03 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (MORGAN STANLEY CAPITAL I TRUST 2016-UBS12) | Long | ABS-mortgage backed security | US | $176K | – | 0.03 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2013-C12) | Long | ABS-mortgage backed security | US | $176K | – | 0.03 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (MORGAN STANLEY CAPITAL I TRUST 2018-L1) | Long | ABS-mortgage backed security | US | $175K | – | 0.03 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (AREIT 2021-CRE5 TRUST) | Long | ABS-mortgage backed security | KY | $171K | – | 0.03 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-NXS1) | Long | ABS-mortgage backed security | US | $166K | – | 0.03 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (CFCRE COMMERCIAL MORTGAGE TRUST 2017-C8) | Long | ABS-mortgage backed security | US | $161K | – | 0.03 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (SHELTER GROWTH CRE 2022-FL4 ISSUER LTD) | Long | ABS-mortgage backed security | BM | $148K | – | 0.03 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (PAGAYA AI TECHNOLOGY IN HOUSING TRUST 2022-1) | Long | ABS-mortgage backed security | US | $146K | – | 0.03 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (CD 2017-CD4 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $142K | – | 0.03 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (WELLS FARGO COMMERCIAL MORTGAGE TRUST 2013-LC12) | Long | ABS-mortgage backed security | US | $140K | – | 0.03 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (CSAIL 2015-C1 COMMERCIAL MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $127K | – | 0.02 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (BARCLAYS COMMERCIAL MORTGAGE TRUST 2019-C3) | Long | ABS-mortgage backed security | US | $101K | – | 0.02 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (COMM 2013-CCRE13 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $94K | – | 0.02 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (WFRBS COMMERCIAL MORTGAGE TRUST 2011-C3) | Long | ABS-mortgage backed security | US | $68K | – | 0.01 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (CFCRE COMMERCIAL MORTGAGE TRUST 2011-C2) | Long | ABS-mortgage backed security | US | $67K | – | 0.01 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (WFRBS COMMERCIAL MORTGAGE TRUST 2013-C15) | Long | ABS-mortgage backed security | US | $61K | – | 0.01 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (VMC FINANCE 2021-FL4 LLC) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| COMMON STOCK (MICROSOFT CORP) | Long | Equity-common | US | $15M | 34K | 2.74 |
| COMMON STOCK (APPLE INC) | Long | Equity-common | US | $15M | 71K | 2.69 |
| COMMON STOCK (NVIDIA CORP) | Long | Equity-common | US | $14M | 116K | 2.58 |
| COMMON STOCK (AMAZON.COM INC) | Long | Equity-common | US | $10M | 51K | 1.77 |
| COMMON STOCK (META PLATFORMS INC) | Long | Equity-common | US | $6M | 12K | 1.04 |
| COMMON STOCK (ALPHABET INC) | Long | Equity-common | US | $5M | 26K | 0.86 |
| COMMON STOCK (ELI LILLY AND CO) | Long | Equity-common | US | $4M | 5K | 0.81 |
| COMMON STOCK (ALPHABET INC) | Long | Equity-common | US | $4M | 20K | 0.64 |
| COMMON STOCK (WALMART INC) | Long | Equity-common | US | $4M | 53K | 0.64 |
| COMMON STOCK (CITIGROUP INC) | Long | Equity-common | US | $3M | 48K | 0.55 |
| COMMON STOCK (BROADCOM INC) | Long | Equity-common | US | $3M | 2K | 0.54 |
| COMMON STOCK (QUALCOMM INC) | Long | Equity-common | US | $3M | 15K | 0.54 |
| COMMON STOCK (MASTERCARD INC) | Long | Equity-common | US | $3M | 7K | 0.52 |
| COMMON STOCK (NETFLIX INC) | Long | Equity-common | US | $3M | 4K | 0.51 |
| COMMON STOCK (COCA-COLA CO/THE) | Long | Equity-common | US | $3M | 44K | 0.51 |
| COMMON STOCK (MERCK AND CO INC) | Long | Equity-common | US | $3M | 22K | 0.50 |
| COMMON STOCK (CADENCE DESIGN SYSTEMS INC) | Long | Equity-common | US | $2M | 8K | 0.42 |
| COMMON STOCK (JPMORGAN CHASE AND CO) | Long | Equity-common | US | $2M | 11K | 0.40 |
| COMMON STOCK (ABBVIE INC) | Long | Equity-common | US | $2M | 12K | 0.36 |
| COMMON STOCK (UBER TECHNOLOGIES INC) | Long | Equity-common | US | $2M | 27K | 0.36 |
| COMMON STOCK (EXXON MOBIL CORP) | Long | Equity-common | US | $2M | 17K | 0.35 |
| COMMON STOCK (ADOBE INC) | Long | Equity-common | US | $2M | 3K | 0.32 |
| COMMON STOCK (REGENERON PHARMACEUTICALS INC) | Long | Equity-common | US | $2M | 2K | 0.32 |
| COMMON STOCK (3M CO) | Long | Equity-common | US | $2M | 17K | 0.31 |
| COMMON STOCK (BANK OF AMERICA CORP) | Long | Equity-common | US | $2M | 43K | 0.31 |
| COMMON STOCK (BOOKING HOLDINGS INC) | Long | Equity-common | US | $2M | 425 | 0.30 |
| COMMON STOCK (ORACLE CORP) | Long | Equity-common | US | $2M | 12K | 0.30 |
| COMMON STOCK (BOSTON SCIENTIFIC CORP) | Long | Equity-common | US | $2M | 21K | 0.29 |
| COMMON STOCK (TESLA INC) | Long | Equity-common | US | $2M | 8K | 0.29 |
| COMMON STOCK (COMCAST CORP) | Long | Equity-common | US | $2M | 41K | 0.29 |
| COMMON STOCK (CIGNA GROUP/THE) | Long | Equity-common | US | $2M | 5K | 0.29 |
| COMMON STOCK (CHENIERE ENERGY INC) | Long | Equity-common | US | $2M | 9K | 0.28 |
| COMMON STOCK (AUTOMATIC DATA PROCESSING INC) | Long | Equity-common | US | $2M | 6K | 0.28 |
| COMMON STOCK (SALESFORCE INC) | Long | Equity-common | US | $1M | 5K | 0.24 |
| COMMON STOCK (APPLIED MATERIALS INC) | Long | Equity-common | US | $1M | 5K | 0.23 |
| COMMON STOCK (MCKESSON CORP) | Long | Equity-common | US | $1M | 2K | 0.23 |
| COMMON STOCK (PROCTER AND GAMBLE CO/THE) | Long | Equity-common | US | $1M | 8K | 0.22 |
| COMMON STOCK (FEDEX CORP) | Long | Equity-common | US | $1M | 4K | 0.22 |
| COMMON STOCK (PAYPAL HOLDINGS INC) | Long | Equity-common | US | $1M | 21K | 0.21 |
| COMMON STOCK (GOLDMAN SACHS GROUP INC/THE) | Long | Equity-common | US | $1M | 3K | 0.21 |
| COMMON STOCK (VISA INC) | Long | Equity-common | US | $1M | 4K | 0.21 |
| COMMON STOCK (SIMON PROPERTY GROUP INC) | Long | Equity-common | US | $1M | 8K | 0.21 |
| COMMON STOCK (UNITEDHEALTH GROUP INC) | Long | Equity-common | US | $1M | 2K | 0.20 |
| COMMON STOCK (METLIFE INC) | Long | Equity-common | US | $1M | 16K | 0.20 |
| COMMON STOCK (PULTEGROUP INC) | Long | Equity-common | US | $1M | 10K | 0.20 |
| COMMON STOCK (COLGATE-PALMOLIVE CO) | Long | Equity-common | US | $1M | 11K | 0.19 |
| COMMON STOCK (CAPITAL ONE FINANCIAL CORP) | Long | Equity-common | US | $1M | 8K | 0.19 |
| COMMON STOCK (PHILIP MORRIS INTERNATIONAL INC) | Long | Equity-common | US | $1M | 11K | 0.19 |
| COMMON STOCK (O'REILLY AUTOMOTIVE INC) | Long | Equity-common | US | $1M | 1K | 0.19 |
| COMMON STOCK (AMERICAN TOWER CORP) | Long | Equity-common | US | $1M | 5K | 0.18 |
| COMMON STOCK (FREEPORT-MCMORAN INC) | Long | Equity-common | US | $1M | 21K | 0.18 |
| COMMON STOCK (VERTIV HOLDINGS CO) | Long | Equity-common | US | $992K | 11K | 0.18 |
| COMMON STOCK (THERMO FISHER SCIENTIFIC INC) | Long | Equity-common | US | $977K | 2K | 0.18 |
| COMMON STOCK (GENERAL MOTORS CO) | Long | Equity-common | US | $961K | 21K | 0.17 |
| COMMON STOCK (UNION PACIFIC CORP) | Long | Equity-common | US | $953K | 4K | 0.17 |
| COMMON STOCK (INTUITIVE SURGICAL INC) | Long | Equity-common | US | $931K | 2K | 0.17 |
| COMMON STOCK (NEXTERA ENERGY INC) | Long | Equity-common | US | $906K | 13K | 0.16 |
| COMMON STOCK (ARCHER-DANIELS-MIDLAND CO) | Long | Equity-common | US | $903K | 15K | 0.16 |
| COMMON STOCK (VEEVA SYSTEMS INC) | Long | Equity-common | US | $859K | 5K | 0.15 |
| COMMON STOCK (CHARLES SCHWAB CORP/THE) | Long | Equity-common | US | $858K | 12K | 0.15 |
| COMMON STOCK (CONOCOPHILLIPS) | Long | Equity-common | US | $845K | 7K | 0.15 |
| COMMON STOCK (NRG ENERGY INC) | Long | Equity-common | US | $814K | 10K | 0.15 |
| COMMON STOCK (BANK OF NEW YORK MELLON CORP/THE) | Long | Equity-common | US | $812K | 14K | 0.15 |
| COMMON STOCK (EXPEDIA GROUP INC) | Long | Equity-common | US | $809K | 6K | 0.15 |
| COMMON STOCK (NORTHROP GRUMMAN CORP) | Long | Equity-common | US | $798K | 2K | 0.14 |
| COMMON STOCK (HONEYWELL INTERNATIONAL INC) | Long | Equity-common | US | $790K | 4K | 0.14 |
| COMMON STOCK (VALERO ENERGY CORP) | Long | Equity-common | US | $781K | 5K | 0.14 |
| COMMON STOCK (ADVANCED MICRO DEVICES INC) | Long | Equity-common | US | $759K | 5K | 0.14 |
| COMMON STOCK (EXELON CORP) | Long | Equity-common | US | $754K | 22K | 0.14 |
| COMMON STOCK (KLA CORP) | Long | Equity-common | US | $754K | 914 | 0.14 |
| COMMON STOCK (VERIZON COMMUNICATIONS INC) | Long | Equity-common | US | $752K | 18K | 0.14 |
| COMMON STOCK (HILTON WORLDWIDE HOLDINGS INC) | Long | Equity-common | US | $741K | 3K | 0.13 |
| COMMON STOCK (AMERICAN INTERNATIONAL GROUP INC) | Long | Equity-common | US | $739K | 10K | 0.13 |
| COMMON STOCK (HOME DEPOT INC/THE) | Long | Equity-common | US | $728K | 2K | 0.13 |
| COMMON STOCK (TRANE TECHNOLOGIES PLC) | Long | Equity-common | IE | $725K | 2K | 0.13 |
| COMMON STOCK (T-MOBILE US INC) | Long | Equity-common | US | $718K | 4K | 0.13 |
| COMMON STOCK (RTX CORP) | Long | Equity-common | US | $715K | 7K | 0.13 |
| COMMON STOCK (INGERSOLL RAND INC) | Long | Equity-common | US | $710K | 8K | 0.13 |
| COMMON STOCK (SYNOPSYS INC) | Long | Equity-common | US | $708K | 1K | 0.13 |
| COMMON STOCK (PNC FINANCIAL SERVICES GROUP INC/THE) | Long | Equity-common | US | $705K | 5K | 0.13 |
| COMMON STOCK (DANAHER CORP) | Long | Equity-common | US | $704K | 3K | 0.13 |
| COMMON STOCK (MARATHON PETROLEUM CORP) | Long | Equity-common | US | $703K | 4K | 0.13 |
| COMMON STOCK (AT AND T INC) | Long | Equity-common | US | $699K | 37K | 0.13 |
| COMMON STOCK (CORTEVA INC) | Long | Equity-common | US | $696K | 13K | 0.13 |
| COMMON STOCK (CHIPOTLE MEXICAN GRILL INC) | Long | Equity-common | US | $692K | 11K | 0.12 |
| COMMON STOCK (TARGET CORP) | Long | Equity-common | US | $648K | 4K | 0.12 |
| COMMON STOCK (APOLLO ASSET MANAGEMENT INC) | Long | Equity-common | US | $633K | 5K | 0.11 |
| COMMON STOCK (BECTON DICKINSON AND CO) | Long | Equity-common | US | $623K | 3K | 0.11 |
| COMMON STOCK (CONSTELLATION ENERGY CORP) | Long | Equity-common | US | $618K | 3K | 0.11 |
| COMMON STOCK (CRH PLC) | Long | Equity-common | US | $617K | 8K | 0.11 |
| COMMON STOCK (LINDE PLC) | Long | Equity-common | US | $614K | 1K | 0.11 |
| COMMON STOCK (DEXCOM INC) | Long | Equity-common | US | $602K | 5K | 0.11 |
| COMMON STOCK (NORTHERN TRUST CORP) | Long | Equity-common | US | $557K | 7K | 0.10 |
| COMMON STOCK (SHERWIN-WILLIAMS CO/THE) | Long | Equity-common | US | $552K | 2K | 0.10 |
| COMMON STOCK (VISTRA CORP) | Long | Equity-common | US | $547K | 6K | 0.10 |
| COMMON STOCK (AMETEK INC) | Long | Equity-common | US | $538K | 3K | 0.10 |
| COMMON STOCK (EQUITABLE HOLDINGS INC) | Long | Equity-common | US | $534K | 13K | 0.10 |
| COMMON STOCK (UNITED RENTALS INC) | Long | Equity-common | US | $523K | 809 | 0.09 |
| COMMON STOCK (PPG INDUSTRIES INC) | Long | Equity-common | US | $521K | 4K | 0.09 |
| COMMON STOCK (SOUTHWEST AIRLINES CO) | Long | Equity-common | US | $521K | 18K | 0.09 |
| COMMON STOCK (ABBOTT LABORATORIES) | Long | Equity-common | US | $514K | 5K | 0.09 |
| COMMON STOCK (EASTMAN CHEMICAL CO) | Long | Equity-common | US | $513K | 5K | 0.09 |
| COMMON STOCK (TRANSDIGM GROUP INC) | Long | Equity-common | US | $511K | 400 | 0.09 |
| COMMON STOCK (DUPONT DE NEMOURS INC) | Long | Equity-common | US | $497K | 6K | 0.09 |
| COMMON STOCK (PPL CORP) | Long | Equity-common | US | $480K | 17K | 0.09 |
| COMMON STOCK (JOHNSON CONTROLS INTERNATIONAL PLC) | Long | Equity-common | US | $474K | 7K | 0.09 |
| COMMON STOCK (WASTE CONNECTIONS INC) | Long | Equity-common | CA | $456K | 3K | 0.08 |
| COMMON STOCK (FAIR ISAAC CORP) | Long | Equity-common | US | $454K | 305 | 0.08 |
| COMMON STOCK (BRISTOL-MYERS SQUIBB CO) | Long | Equity-common | US | $442K | 11K | 0.08 |
| COMMON STOCK (S AND P GLOBAL INC) | Long | Equity-common | US | $440K | 986 | 0.08 |
| COMMON STOCK (HUBSPOT INC) | Long | Equity-common | US | $432K | 733 | 0.08 |
| COMMON STOCK (DRAFTKINGS INC) | Long | Equity-common | US | $427K | 11K | 0.08 |
| COMMON STOCK (GAMING AND LEISURE PROPERTIES INC) | Long | Equity-common | US | $410K | 9K | 0.07 |
| COMMON STOCK (BJ'S WHOLESALE CLUB HOLDINGS INC) | Long | Equity-common | US | $404K | 5K | 0.07 |
| COMMON STOCK (COSTCO WHOLESALE CORP) | Long | Equity-common | US | $403K | 474 | 0.07 |
| COMMON STOCK (MOTOROLA SOLUTIONS INC) | Long | Equity-common | US | $399K | 1K | 0.07 |
| COMMON STOCK (CHARTER COMMUNICATIONS INC) | Long | Equity-common | US | $389K | 1K | 0.07 |
| COMMON STOCK (INCYTE CORP) | Long | Equity-common | US | $389K | 6K | 0.07 |
| COMMON STOCK (ROSS STORES INC) | Long | Equity-common | US | $387K | 3K | 0.07 |
| COMMON STOCK (LOCKHEED MARTIN CORP) | Long | Equity-common | US | $375K | 802 | 0.07 |
| COMMON STOCK (BERKSHIRE HATHAWAY INC) | Long | Equity-common | US | $369K | 907 | 0.07 |
| COMMON STOCK (VORNADO REALTY TRUST) | Long | Equity-common | US | $365K | 14K | 0.07 |
| COMMON STOCK (TRIMBLE INC) | Long | Equity-common | US | $365K | 7K | 0.07 |
| COMMON STOCK (STATE STREET CORP) | Long | Equity-common | US | $364K | 5K | 0.07 |
| COMMON STOCK (VONTIER CORP) | Long | Equity-common | US | $357K | 9K | 0.06 |
| COMMON STOCK (CISCO SYSTEMS INC) | Long | Equity-common | US | $340K | 7K | 0.06 |
| COMMON STOCK (BALL CORP) | Long | Equity-common | US | $339K | 6K | 0.06 |
| COMMON STOCK (VERTEX PHARMACEUTICALS INC) | Long | Equity-common | US | $332K | 708 | 0.06 |
| COMMON STOCK (PG AND E CORP) | Long | Equity-common | US | $326K | 19K | 0.06 |
| COMMON STOCK (EQUIFAX INC) | Long | Equity-common | US | $317K | 1K | 0.06 |
| COMMON STOCK (LIVE NATION ENTERTAINMENT INC) | Long | Equity-common | US | $316K | 3K | 0.06 |
| COMMON STOCK (TJX COS INC/THE) | Long | Equity-common | US | $312K | 3K | 0.06 |
| COMMON STOCK (DOCUSIGN INC) | Long | Equity-common | US | $294K | 5K | 0.05 |
| COMMON STOCK (IDEXX LABORATORIES INC) | Long | Equity-common | US | $292K | 599 | 0.05 |
| COMMON STOCK (BUILDERS FIRSTSOURCE INC) | Long | Equity-common | US | $291K | 2K | 0.05 |
| COMMON STOCK (CME GROUP INC) | Long | Equity-common | US | $286K | 1K | 0.05 |
| COMMON STOCK (REINSURANCE GROUP OF AMERICA INC) | Long | Equity-common | US | $263K | 1K | 0.05 |
| COMMON STOCK (COSTAR GROUP INC) | Long | Equity-common | US | $251K | 3K | 0.05 |
| COMMON STOCK (SUPER MICRO COMPUTER INC) | Long | Equity-common | US | $241K | 294 | 0.04 |
| COMMON STOCK (BOEING CO/THE) | Long | Equity-common | US | $238K | 1K | 0.04 |
| COMMON STOCK (EXELIXIS INC) | Long | Equity-common | US | $236K | 10K | 0.04 |
| COMMON STOCK (GLOBAL PAYMENTS INC) | Long | Equity-common | US | $233K | 2K | 0.04 |
| COMMON STOCK (ALNYLAM PHARMACEUTICALS INC) | Long | Equity-common | US | $187K | 769 | 0.03 |
| COMMON STOCK (SCHLUMBERGER NV) | Long | Equity-common | US | $177K | 4K | 0.03 |
| COMMON STOCK (KENVUE INC) | Long | Equity-common | US | $174K | 10K | 0.03 |
| COMMON STOCK (BLOCK INC) | Long | Equity-common | US | $174K | 3K | 0.03 |
| COMMON STOCK (LAM RESEARCH CORP) | Long | Equity-common | US | $174K | 163 | 0.03 |
| COMMON STOCK (WEYERHAEUSER CO) | Long | Equity-common | US | $172K | 6K | 0.03 |
| COMMON STOCK (HCA HEALTHCARE INC) | Long | Equity-common | US | $164K | 511 | 0.03 |
| COMMON STOCK (CATERPILLAR INC) | Long | Equity-common | US | $162K | 486 | 0.03 |
| COMMON STOCK (SERVICENOW INC) | Long | Equity-common | US | $158K | 201 | 0.03 |
| COMMON STOCK (MONOLITHIC POWER SYSTEMS INC) | Long | Equity-common | US | $158K | 192 | 0.03 |
| COMMON STOCK (AUTOZONE INC) | Long | Equity-common | US | $157K | 53 | 0.03 |
| COMMON STOCK (AMERICAN EXPRESS CO) | Long | Equity-common | US | $157K | 677 | 0.03 |
| COMMON STOCK (ATLASSIAN CORP) | Long | Equity-common | US | $156K | 881 | 0.03 |
| COMMON STOCK (TRADE DESK INC/THE) | Long | Equity-common | US | $155K | 2K | 0.03 |
| COMMON STOCK (AUTODESK INC) | Long | Equity-common | US | $154K | 624 | 0.03 |
| COMMON STOCK (MANHATTAN ASSOCIATES INC) | Long | Equity-common | US | $153K | 619 | 0.03 |
| COMMON STOCK (DECKERS OUTDOOR CORP) | Long | Equity-common | US | $151K | 156 | 0.03 |
| COMMON STOCK (QORVO INC) | Long | Equity-common | US | $150K | 1K | 0.03 |
| COMMON STOCK (NETAPP INC) | Long | Equity-common | US | $149K | 1K | 0.03 |
| COMMON STOCK (MONSTER BEVERAGE CORP) | Long | Equity-common | US | $147K | 3K | 0.03 |
| COMMON STOCK (JOHNSON AND JOHNSON) | Long | Equity-common | US | $146K | 1K | 0.03 |
| COMMON STOCK (ARISTA NETWORKS INC) | Long | Equity-common | US | $146K | 417 | 0.03 |
| COMMON STOCK (WORKDAY INC) | Long | Equity-common | US | $142K | 636 | 0.03 |
| COMMON STOCK (CROWDSTRIKE HOLDINGS INC) | Long | Equity-common | US | $142K | 371 | 0.03 |
| COMMON STOCK (NEUROCRINE BIOSCIENCES INC) | Long | Equity-common | US | $140K | 1K | 0.03 |
| COMMON STOCK (F5 INC) | Long | Equity-common | US | $140K | 813 | 0.03 |
| COMMON STOCK (KIMBERLY-CLARK CORP) | Long | Equity-common | US | $139K | 1K | 0.02 |
| COMMON STOCK (STEEL DYNAMICS INC) | Long | Equity-common | US | $137K | 1K | 0.02 |
| COMMON STOCK (TARGA RESOURCES CORP) | Long | Equity-common | US | $135K | 1K | 0.02 |
| COMMON STOCK (DOORDASH INC) | Long | Equity-common | US | $134K | 1K | 0.02 |
| COMMON STOCK (DTE ENERGY CO) | Long | Equity-common | US | $134K | 1K | 0.02 |
| COMMON STOCK (MSA SAFETY INC) | Long | Equity-common | US | $134K | 713 | 0.02 |
| COMMON STOCK (AMGEN INC) | Long | Equity-common | US | $133K | 427 | 0.02 |
| COMMON STOCK (BIO-RAD LABORATORIES INC) | Long | Equity-common | US | $132K | 485 | 0.02 |
| COMMON STOCK (OWENS CORNING) | Long | Equity-common | US | $132K | 759 | 0.02 |
| COMMON STOCK (SYNCHRONY FINANCIAL) | Long | Equity-common | US | $132K | 3K | 0.02 |
| COMMON STOCK (ECOLAB INC) | Long | Equity-common | US | $132K | 553 | 0.02 |
| COMMON STOCK (SNOWFLAKE INC) | Long | Equity-common | US | $131K | 969 | 0.02 |
| COMMON STOCK (A O SMITH CORP) | Long | Equity-common | US | $130K | 2K | 0.02 |
| COMMON STOCK (AVALONBAY COMMUNITIES INC) | Long | Equity-common | US | $130K | 629 | 0.02 |
| COMMON STOCK (MID-AMERICA APARTMENT COMMUNITIES INC) | Long | Equity-common | US | $130K | 912 | 0.02 |
| COMMON STOCK (MEDPACE HOLDINGS INC) | Long | Equity-common | US | $130K | 315 | 0.02 |
| COMMON STOCK (FORTIVE CORP) | Long | Equity-common | US | $129K | 2K | 0.02 |
| COMMON STOCK (KEYSIGHT TECHNOLOGIES INC) | Long | Equity-common | US | $129K | 941 | 0.02 |
| COMMON STOCK (CHEVRON CORP) | Long | Equity-common | US | $128K | 821 | 0.02 |
| COMMON STOCK (GUIDEWIRE SOFTWARE INC) | Long | Equity-common | US | $128K | 929 | 0.02 |
| COMMON STOCK (DUKE ENERGY CORP) | Long | Equity-common | US | $128K | 1K | 0.02 |
| COMMON STOCK (BAKER HUGHES CO) | Long | Equity-common | US | $128K | 4K | 0.02 |
| COMMON STOCK (NORFOLK SOUTHERN CORP) | Long | Equity-common | US | $127K | 593 | 0.02 |
| COMMON STOCK (MEDTRONIC PLC) | Long | Equity-common | IE | $127K | 2K | 0.02 |
| COMMON STOCK (WEBSTER FINANCIAL CORP) | Long | Equity-common | US | $127K | 3K | 0.02 |
| COMMON STOCK (PAYCOM SOFTWARE INC) | Long | Equity-common | US | $127K | 885 | 0.02 |
| COMMON STOCK (PUBLIC SERVICE ENTERPRISE GROUP INC) | Long | Equity-common | US | $127K | 2K | 0.02 |
| COMMON STOCK (BRIXMOR PROPERTY GROUP INC) | Long | Equity-common | US | $126K | 5K | 0.02 |
| COMMON STOCK (ROCKWELL AUTOMATION INC) | Long | Equity-common | US | $126K | 456 | 0.02 |
| COMMON STOCK (ZIONS FIRST NATIONAL BANK) | Long | Equity-common | US | $126K | 3K | 0.02 |
| COMMON STOCK (CITIZENS FINANCIAL GROUP INC) | Long | Equity-common | US | $125K | 3K | 0.02 |
| COMMON STOCK (EDWARDS LIFESCIENCES CORP) | Long | Equity-common | US | $125K | 1K | 0.02 |
| COMMON STOCK (SEI INVESTMENTS CO) | Long | Equity-common | US | $124K | 2K | 0.02 |
| COMMON STOCK (HOLOGIC INC) | Long | Equity-common | US | $124K | 2K | 0.02 |
| COMMON STOCK (LAS VEGAS SANDS CORP) | Long | Equity-common | US | $124K | 3K | 0.02 |
| COMMON STOCK (TERADATA CORP) | Long | Equity-common | US | $124K | 4K | 0.02 |
| COMMON STOCK (ROKU INC) | Long | Equity-common | US | $124K | 2K | 0.02 |
| COMMON STOCK (STARBUCKS CORP) | Long | Equity-common | US | $124K | 2K | 0.02 |
| COMMON STOCK (WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP) | Long | Equity-common | US | $124K | 782 | 0.02 |
| COMMON STOCK (FORTUNE BRANDS INNOVATIONS INC) | Long | Equity-common | US | $124K | 2K | 0.02 |
| COMMON STOCK (CROWN CASTLE INC) | Long | Equity-common | US | $123K | 1K | 0.02 |
| COMMON STOCK (EVERSOURCE ENERGY) | Long | Equity-common | US | $123K | 2K | 0.02 |
| COMMON STOCK (MARSH AND MCLENNAN COS INC) | Long | Equity-common | US | $123K | 584 | 0.02 |
| COMMON STOCK (XCEL ENERGY INC) | Long | Equity-common | US | $123K | 2K | 0.02 |
| COMMON STOCK (FIRST INDUSTRIAL REALTY TRUST INC) | Long | Equity-common | US | $122K | 3K | 0.02 |
| COMMON STOCK (APTARGROUP INC) | Long | Equity-common | US | $122K | 869 | 0.02 |
| COMMON STOCK (PRINCIPAL FINANCIAL GROUP INC) | Long | Equity-common | US | $122K | 2K | 0.02 |
| COMMON STOCK (CBRE GROUP INC) | Long | Equity-common | US | $122K | 1K | 0.02 |
| COMMON STOCK (CUMMINS ENGINE COMPANY, INC.) | Long | Equity-common | US | $122K | 441 | 0.02 |
| COMMON STOCK (ELEVANCE HEALTH INC) | Long | Equity-common | US | $122K | 225 | 0.02 |
| COMMON STOCK (VERISIGN INC) | Long | Equity-common | US | $122K | 685 | 0.02 |
| COMMON STOCK (CVS HEALTH CORP) | Long | Equity-common | US | $121K | 2K | 0.02 |
| COMMON STOCK (PUBLIC STORAGE) | Long | Equity-common | US | $121K | 422 | 0.02 |
| COMMON STOCK (BOSTON BEER CO INC/THE) | Long | Equity-common | US | $121K | 397 | 0.02 |
| COMMON STOCK (PINTEREST INC) | Long | Equity-common | US | $121K | 3K | 0.02 |
| COMMON STOCK (MORGAN STANLEY) | Long | Equity-common | US | $121K | 1K | 0.02 |
| COMMON STOCK (CURTISS-WRIGHT CORP) | Long | Equity-common | US | $121K | 445 | 0.02 |
| COMMON STOCK (SS AND C TECHNOLOGIES HOLDINGS INC) | Long | Equity-common | US | $120K | 2K | 0.02 |
| COMMON STOCK (AMDOCS LTD) | Long | Equity-common | US | $120K | 2K | 0.02 |
| COMMON STOCK (JEFFERIES FINANCIAL GROUP INC) | Long | Equity-common | US | $120K | 2K | 0.02 |
| COMMON STOCK (DROPBOX INC) | Long | Equity-common | US | $120K | 5K | 0.02 |
| COMMON STOCK (CLOROX CO/THE) | Long | Equity-common | US | $120K | 879 | 0.02 |
| COMMON STOCK (ROBERT HALF INC) | Long | Equity-common | US | $120K | 2K | 0.02 |
| COMMON STOCK (LOEWS CORP) | Long | Equity-common | US | $119K | 2K | 0.02 |
| COMMON STOCK (TRAVELERS COS INC/THE) | Long | Equity-common | US | $119K | 585 | 0.02 |
| COMMON STOCK (ZOOM VIDEO COMMUNICATIONS INC) | Long | Equity-common | US | $119K | 2K | 0.02 |
| COMMON STOCK (DEVON ENERGY CORP) | Long | Equity-common | US | $119K | 3K | 0.02 |
| COMMON STOCK (PROCORE TECHNOLOGIES INC) | Long | Equity-common | US | $119K | 2K | 0.02 |
| COMMON STOCK (UNITED PARCEL SERVICE INC) | Long | Equity-common | US | $118K | 865 | 0.02 |
| COMMON STOCK (GENTEX CORP) | Long | Equity-common | US | $118K | 3K | 0.02 |
| COMMON STOCK (MOSAIC CO/THE) | Long | Equity-common | US | $118K | 4K | 0.02 |
| COMMON STOCK (LINCOLN ELECTRIC HOLDINGS INC) | Long | Equity-common | US | $118K | 623 | 0.02 |
| COMMON STOCK (ULTRAGENYX PHARMACEUTICAL INC) | Long | Equity-common | US | $118K | 3K | 0.02 |
| COMMON STOCK (ALLY FINANCIAL INC) | Long | Equity-common | US | $118K | 3K | 0.02 |
| COMMON STOCK (PACCAR INC) | Long | Equity-common | US | $117K | 1K | 0.02 |
| COMMON STOCK (COTERRA ENERGY INC) | Long | Equity-common | US | $117K | 4K | 0.02 |
| COMMON STOCK (GLOBE LIFE INC) | Long | Equity-common | US | $117K | 1K | 0.02 |
| COMMON STOCK (INTERCONTINENTAL EXCHANGE INC) | Long | Equity-common | US | $117K | 854 | 0.02 |
| COMMON STOCK (AMERICAN ELECTRIC POWER CO INC) | Long | Equity-common | US | $117K | 1K | 0.02 |
| COMMON STOCK (PACKAGING CORP OF AMERICA) | Long | Equity-common | US | $117K | 640 | 0.02 |
| COMMON STOCK (COREBRIDGE FINANCIAL INC) | Long | Equity-common | US | $117K | 4K | 0.02 |
| COMMON STOCK (CROCS INC) | Long | Equity-common | US | $117K | 800 | 0.02 |
| COMMON STOCK (SYSCO CORP) | Long | Equity-common | US | $117K | 2K | 0.02 |
| COMMON STOCK (CF INDUSTRIES HOLDINGS INC) | Long | Equity-common | US | $117K | 2K | 0.02 |
| COMMON STOCK (CRANE CO) | Long | Equity-common | US | $117K | 804 | 0.02 |
| COMMON STOCK (FORD MOTOR CO) | Long | Equity-common | US | $116K | 9K | 0.02 |
| COMMON STOCK (HUNTINGTON BANCSHARES INC/OH) | Long | Equity-common | US | $116K | 9K | 0.02 |
| COMMON STOCK (INSULET CORP) | Long | Equity-common | US | $116K | 576 | 0.02 |
| COMMON STOCK (SMARTSHEET INC) | Long | Equity-common | US | $116K | 3K | 0.02 |
| COMMON STOCK (FLOWSERVE CORP) | Long | Equity-common | US | $116K | 2K | 0.02 |
| COMMON STOCK (ENTERGY CORP) | Long | Equity-common | US | $116K | 1K | 0.02 |
| COMMON STOCK (DOMINION ENERGY INC) | Long | Equity-common | US | $116K | 2K | 0.02 |
| COMMON STOCK (DOW INC) | Long | Equity-common | US | $116K | 2K | 0.02 |
| COMMON STOCK (GENERAL ELECTRIC CO) | Long | Equity-common | US | $116K | 729 | 0.02 |
| COMMON STOCK (GODADDY INC) | Long | Equity-common | US | $116K | 829 | 0.02 |
| COMMON STOCK (PROGRESSIVE CORP/THE) | Long | Equity-common | US | $116K | 557 | 0.02 |
| COMMON STOCK (ALLSTATE CORP/THE) | Long | Equity-common | US | $116K | 724 | 0.02 |
| COMMON STOCK (UNUM GROUP) | Long | Equity-common | US | $116K | 2K | 0.02 |
| COMMON STOCK (SOLVENTUM CORP) | Long | Equity-common | US | $116K | 2K | 0.02 |
| COMMON STOCK (PARKER-HANNIFIN CORP) | Long | Equity-common | US | $115K | 228 | 0.02 |
| COMMON STOCK (HUNTSMAN CORP) | Long | Equity-common | US | $115K | 5K | 0.02 |
| COMMON STOCK (AFFILIATED MANAGERS GROUP INC) | Long | Equity-common | US | $115K | 736 | 0.02 |
| COMMON STOCK (MOLSON COORS BEVERAGE CO) | Long | Equity-common | US | $115K | 2K | 0.02 |
| COMMON STOCK (NATIONAL FUEL GAS CO) | Long | Equity-common | US | $115K | 2K | 0.02 |
| COMMON STOCK (LENNAR CORP) | Long | Equity-common | US | $115K | 765 | 0.02 |
| COMMON STOCK (ETSY INC) | Long | Equity-common | US | $115K | 2K | 0.02 |
| COMMON STOCK (VIRTU FINANCIAL INC) | Long | Equity-common | US | $114K | 5K | 0.02 |
| COMMON STOCK (HOST HOTELS AND RESORTS INC) | Long | Equity-common | US | $114K | 6K | 0.02 |
| COMMON STOCK (TENET HEALTHCARE CORP) | Long | Equity-common | US | $114K | 860 | 0.02 |
| COMMON STOCK (MOHAWK INDUSTRIES INC) | Long | Equity-common | US | $114K | 1K | 0.02 |
| COMMON STOCK (AMERICAN FINANCIAL GROUP INC/OH) | Long | Equity-common | US | $114K | 927 | 0.02 |
| COMMON STOCK (DONALDSON CO INC) | Long | Equity-common | US | $114K | 2K | 0.02 |
| COMMON STOCK (MGIC INVESTMENT CORP) | Long | Equity-common | US | $114K | 5K | 0.02 |
| COMMON STOCK (LPL FINANCIAL HOLDINGS INC) | Long | Equity-common | US | $113K | 406 | 0.02 |
| COMMON STOCK (NUCOR CORP) | Long | Equity-common | US | $113K | 717 | 0.02 |
| COMMON STOCK (EPR PROPERTIES) | Long | Equity-common | US | $113K | 3K | 0.02 |
| COMMON STOCK (BLACKROCK INC) | Long | Equity-common | US | $113K | 143 | 0.02 |
| COMMON STOCK (TEXTRON INC) | Long | Equity-common | US | $112K | 1K | 0.02 |
| COMMON STOCK (ULTA BEAUTY INC) | Long | Equity-common | US | $112K | 291 | 0.02 |
| COMMON STOCK (VERALTO CORP) | Long | Equity-common | US | $112K | 1K | 0.02 |
| COMMON STOCK (WELLS FARGO AND CO) | Long | Equity-common | US | $112K | 2K | 0.02 |
| COMMON STOCK (EDISON INTERNATIONAL) | Long | Equity-common | US | $112K | 2K | 0.02 |
| COMMON STOCK (HF SINCLAIR CORP) | Long | Equity-common | US | $111K | 2K | 0.02 |
| COMMON STOCK (PEGASYSTEMS INC) | Long | Equity-common | US | $111K | 2K | 0.02 |
| COMMON STOCK (EQUITY RESIDENTIAL TR) | Long | Equity-common | US | $111K | 2K | 0.02 |
| COMMON STOCK (ALCOA CORP) | Long | Equity-common | US | $111K | 3K | 0.02 |
| COMMON STOCK (DOLLAR TREE INC) | Long | Equity-common | US | $111K | 1K | 0.02 |
| COMMON STOCK (WESTERN UNION CO/THE) | Long | Equity-common | US | $110K | 9K | 0.02 |
| COMMON STOCK (DEERE AND CO) | Long | Equity-common | US | $110K | 295 | 0.02 |
| COMMON STOCK (STRYKER CORP) | Long | Equity-common | US | $110K | 323 | 0.02 |
| COMMON STOCK (EBAY INC) | Long | Equity-common | US | $110K | 2K | 0.02 |
| COMMON STOCK (CSX CORP) | Long | Equity-common | US | $110K | 3K | 0.02 |
| COMMON STOCK (CARDINAL HEALTH INC) | Long | Equity-common | US | $109K | 1K | 0.02 |
| COMMON STOCK (PARK HOTELS AND RESORTS INC) | Long | Equity-common | US | $109K | 7K | 0.02 |
| COMMON STOCK (AXALTA COATING SYSTEMS LTD) | Long | Equity-common | US | $109K | 3K | 0.02 |
| COMMON STOCK (MAPLEBEAR INC) | Long | Equity-common | US | $109K | 3K | 0.02 |
| COMMON STOCK (LYONDELLBASELL INDUSTRIES NV) | Long | Equity-common | US | $107K | 1K | 0.02 |
| COMMON STOCK (CROWN HOLDINGS INC) | Long | Equity-common | US | $107K | 1K | 0.02 |
| COMMON STOCK (TOLL BROTHERS INC) | Long | Equity-common | US | $107K | 927 | 0.02 |
| COMMON STOCK (LOUISIANA-PACIFIC CORP) | Long | Equity-common | US | $106K | 1K | 0.02 |
| COMMON STOCK (TD SYNNEX CORP) | Long | Equity-common | US | $106K | 916 | 0.02 |
| COMMON STOCK (UGI CORP) | Long | Equity-common | US | $106K | 5K | 0.02 |
| COMMON STOCK (EATON CORP PLC) | Long | Equity-common | US | $106K | 337 | 0.02 |
| COMMON STOCK (EURONET WORLDWIDE INC) | Long | Equity-common | US | $104K | 1K | 0.02 |
| COMMON STOCK (WEATHERFORD INTERNATIONAL PLC) | Long | Equity-common | US | $101K | 822 | 0.02 |
| COMMON STOCK (IRIDIUM COMMUNICATIONS INC) | Long | Equity-common | US | $100K | 4K | 0.02 |
| COMMON STOCK (LIGHT AND WONDER INC) | Long | Equity-common | US | $100K | 949 | 0.02 |
| COMMON STOCK (AMERIPRISE FINANCIAL INC) | Long | Equity-common | US | $98K | 229 | 0.02 |
| COMMON STOCK (ROBLOX CORP) | Long | Equity-common | US | $97K | 3K | 0.02 |
| COMMON STOCK (MCDONALD'S CORP) | Long | Equity-common | US | $96K | 377 | 0.02 |
| COMMON STOCK (LEIDOS HOLDINGS INC) | Long | Equity-common | US | $93K | 638 | 0.02 |
| COMMON STOCK (ABERCROMBIE AND FITCH CO) | Long | Equity-common | US | $93K | 522 | 0.02 |
| COMMON STOCK (ELANCO ANIMAL HEALTH INC) | Long | Equity-common | US | $93K | 6K | 0.02 |
| COMMON STOCK (CARVANA CO) | Long | Equity-common | US | $92K | 711 | 0.02 |
| COMMON STOCK (COCA-COLA CONSOLIDATED INC) | Long | Equity-common | US | $91K | 84 | 0.02 |
| COMMON STOCK (ENPHASE ENERGY INC) | Long | Equity-common | US | $89K | 889 | 0.02 |
| COMMON STOCK (10X GENOMICS INC) | Long | Equity-common | US | $88K | 5K | 0.02 |
| COMMON STOCK (RAMBUS INC) | Long | Equity-common | US | $86K | 1K | 0.02 |
| COMMON STOCK (COMMVAULT SYSTEMS INC) | Long | Equity-common | US | $84K | 687 | 0.02 |
| COMMON STOCK (MURPHY OIL CORP) | Long | Equity-common | US | $81K | 2K | 0.01 |
| COMMON STOCK (JACKSON FINANCIAL INC) | Long | Equity-common | US | $78K | 1K | 0.01 |
| COMMON STOCK (UFP INDUSTRIES INC) | Long | Equity-common | US | $78K | 692 | 0.01 |
| COMMON STOCK (MATSON INC) | Long | Equity-common | US | $77K | 591 | 0.01 |
| COMMON STOCK (TAYLOR MORRISON HOME CORP) | Long | Equity-common | US | $77K | 1K | 0.01 |
| COMMON STOCK (LANTHEUS HOLDINGS INC) | Long | Equity-common | US | $76K | 949 | 0.01 |
| COMMON STOCK (MR COOPER GROUP INC) | Long | Equity-common | US | $76K | 931 | 0.01 |
| COMMON STOCK (WEST PHARMACEUTICAL SERVICES INC) | Long | Equity-common | US | $74K | 226 | 0.01 |
| COMMON STOCK (HANCOCK WHITNEY CORP) | Long | Equity-common | US | $74K | 2K | 0.01 |
| COMMON STOCK (EXTREME NETWORKS INC) | Long | Equity-common | US | $72K | 5K | 0.01 |
| COMMON STOCK (AXOS FINANCIAL INC) | Long | Equity-common | US | $71K | 1K | 0.01 |
| COMMON STOCK (RYMAN HOSPITALITY PROPERTIES INC) | Long | Equity-common | US | $71K | 714 | 0.01 |
| COMMON STOCK (ITRON INC) | Long | Equity-common | US | $71K | 717 | 0.01 |
| COMMON STOCK (OTIS WORLDWIDE CORP) | Long | Equity-common | US | $71K | 737 | 0.01 |
| COMMON STOCK (BELDEN INC) | Long | Equity-common | US | $71K | 756 | 0.01 |
| COMMON STOCK (STERLING CONSTRUCTION CO) | Long | Equity-common | US | $71K | 596 | 0.01 |
| COMMON STOCK (SKYWEST INC) | Long | Equity-common | US | $70K | 857 | 0.01 |
| COMMON STOCK (BRINK'S CO/THE) | Long | Equity-common | US | $70K | 684 | 0.01 |
| COMMON STOCK (INTERDIGITAL INC) | Long | Equity-common | US | $69K | 593 | 0.01 |
| COMMON STOCK (ITT INC) | Long | Equity-common | US | $69K | 531 | 0.01 |
| COMMON STOCK (BREAD FINANCIAL HOLDINGS INC) | Long | Equity-common | US | $68K | 2K | 0.01 |
| COMMON STOCK (TRI POINTE HOMES INC) | Long | Equity-common | US | $67K | 2K | 0.01 |
| COMMON STOCK (ALLETE INC) | Long | Equity-common | US | $67K | 1K | 0.01 |
| COMMON STOCK (INTERNATIONAL GAME TECHNOLOGY PLC) | Long | Equity-common | US | $67K | 3K | 0.01 |
| COMMON STOCK (FIRST BANCORP/PUERTO RICO) | Long | Equity-common | PR | $67K | 4K | 0.01 |
| COMMON STOCK (CATHAY GENERAL BANCORP) | Long | Equity-common | US | $66K | 2K | 0.01 |
| COMMON STOCK (WATTS WATER TECHNOLOGIES INC) | Long | Equity-common | US | $66K | 360 | 0.01 |
| COMMON STOCK (ACADIA PHARMACEUTICALS INC) | Long | Equity-common | US | $66K | 4K | 0.01 |
| COMMON STOCK (CONSOL ENERGY INC) | Long | Equity-common | US | $65K | 637 | 0.01 |
| COMMON STOCK (VISTEON CORP) | Long | Equity-common | US | $65K | 607 | 0.01 |
| COMMON STOCK (CNO FINANCIAL GROUP INC) | Long | Equity-common | US | $65K | 2K | 0.01 |
| COMMON STOCK (PBF ENERGY INC) | Long | Equity-common | US | $64K | 1K | 0.01 |
| COMMON STOCK (DILLARD'S INC) | Long | Equity-common | US | $64K | 146 | 0.01 |
| COMMON STOCK (M/I HOMES INC) | Long | Equity-common | US | $64K | 526 | 0.01 |
| COMMON STOCK (BOISE CASCADE CO) | Long | Equity-common | US | $64K | 536 | 0.01 |
| COMMON STOCK (ONEMAIN HOLDINGS INC) | Long | Equity-common | US | $63K | 1K | 0.01 |
| COMMON STOCK (FRONTDOOR INC) | Long | Equity-common | US | $63K | 2K | 0.01 |
| COMMON STOCK (ATKORE INC) | Long | Equity-common | US | $63K | 469 | 0.01 |
| COMMON STOCK (SYLVAMO CORP) | Long | Equity-common | US | $63K | 922 | 0.01 |
| COMMON STOCK (GENWORTH FINANCIAL INC) | Long | Equity-common | US | $63K | 10K | 0.01 |
| COMMON STOCK (CLEVELAND-CLIFFS INC) | Long | Equity-common | US | $62K | 4K | 0.01 |
| COMMON STOCK (KB HOME) | Long | Equity-common | US | $62K | 878 | 0.01 |
| COMMON STOCK (LIVERAMP HOLDINGS INC) | Long | Equity-common | US | $61K | 2K | 0.01 |
| COMMON STOCK (URBAN EDGE PROPERTIES) | Long | Equity-common | US | $61K | 3K | 0.01 |
| COMMON STOCK (RED ROCK RESORTS INC) | Long | Equity-common | US | $61K | 1K | 0.01 |
| COMMON STOCK (RXSIGHT INC) | Long | Equity-common | US | $60K | 1K | 0.01 |
| COMMON STOCK (APPLIED INDUSTRIAL TECHNOLOGIES INC) | Long | Equity-common | US | $60K | 311 | 0.01 |
| COMMON STOCK (QUALYS INC) | Long | Equity-common | US | $60K | 421 | 0.01 |
| COMMON STOCK (TEREX CORP) | Long | Equity-common | US | $60K | 1K | 0.01 |
| COMMON STOCK (ENERSYS) | Long | Equity-common | US | $60K | 575 | 0.01 |
| COMMON STOCK (WASTE MANAGEMENT INC) | Long | Equity-common | US | $60K | 279 | 0.01 |
| COMMON STOCK (WARRIOR MET COAL INC) | Long | Equity-common | US | $59K | 944 | 0.01 |
| COMMON STOCK (SELECT MEDICAL HOLDINGS CORP) | Long | Equity-common | US | $59K | 2K | 0.01 |
| COMMON STOCK (US SILICA HOLDINGS INC) | Long | Equity-common | US | $59K | 4K | 0.01 |
| COMMON STOCK (SILICON LABORATORIES INC) | Long | Equity-common | US | $58K | 528 | 0.01 |
| COMMON STOCK (BLUE BIRD CORP) | Long | Equity-common | US | $58K | 1K | 0.01 |
| COMMON STOCK (SUNSTONE HOTEL INVESTORS INC) | Long | Equity-common | US | $58K | 6K | 0.01 |
| COMMON STOCK (GMS INC) | Long | Equity-common | US | $57K | 713 | 0.01 |
| COMMON STOCK (TELADOC HEALTH INC) | Long | Equity-common | US | $57K | 6K | 0.01 |
| COMMON STOCK (PEABODY ENERGY CORP) | Long | Equity-common | US | $57K | 3K | 0.01 |
| COMMON STOCK (BIOHAVEN LTD) | Long | Equity-common | US | $57K | 2K | 0.01 |
| COMMON STOCK (ALPHA METALLURGICAL RESOURCES INC) | Long | Equity-common | US | $57K | 202 | 0.01 |
| COMMON STOCK (IRONWOOD PHARMACEUTICALS INC) | Long | Equity-common | US | $56K | 9K | 0.01 |
| COMMON STOCK (GRACO INC) | Long | Equity-common | US | $54K | 686 | 0.01 |
| COMMON STOCK (PTC THERAPEUTICS INC) | Long | Equity-common | US | $54K | 2K | 0.01 |
| COMMON STOCK (UPWORK INC) | Long | Equity-common | US | $54K | 5K | 0.01 |
| COMMON STOCK (IMMUNOVANT INC) | Long | Equity-common | US | $54K | 2K | 0.01 |
| COMMON STOCK (MINERALS TECHNOLOGIES INC) | Long | Equity-common | US | $54K | 647 | 0.01 |
| COMMON STOCK (ENOVA INTERNATIONAL INC) | Long | Equity-common | US | $53K | 859 | 0.01 |
| COMMON STOCK (CUSTOMERS BANCORP INC) | Long | Equity-common | US | $52K | 1K | 0.01 |
| COMMON STOCK (REV GROUP INC) | Long | Equity-common | US | $52K | 2K | 0.01 |
| COMMON STOCK (AMBARELLA INC) | Long | Equity-common | US | $52K | 957 | 0.01 |
| COMMON STOCK (OPTION CARE HEALTH INC) | Long | Equity-common | US | $51K | 2K | 0.01 |
| COMMON STOCK (STONEX GROUP INC) | Long | Equity-common | US | $51K | 678 | 0.01 |
| COMMON STOCK (ARCELLX INC) | Long | Equity-common | US | $51K | 924 | 0.01 |
| COMMON STOCK (CARGURUS INC) | Long | Equity-common | US | $51K | 2K | 0.01 |
| COMMON STOCK (RLJ LODGING TRUST) | Long | Equity-common | US | $51K | 5K | 0.01 |
| COMMON STOCK (AMERICAN AXLE AND MANUFACTURING HOLDINGS INC) | Long | Equity-common | US | $50K | 7K | 0.01 |
| COMMON STOCK (MAXLINEAR INC) | Long | Equity-common | US | $49K | 2K | 0.01 |
| COMMON STOCK (HILLTOP HOLDINGS INC) | Long | Equity-common | US | $48K | 2K | 0.01 |
| COMMON STOCK (INTER PARFUMS INC) | Long | Equity-common | US | $48K | 417 | 0.01 |
| COMMON STOCK (POWELL INDUSTRIES INC) | Long | Equity-common | US | $48K | 335 | 0.01 |
| COMMON STOCK (RAPID7 INC) | Long | Equity-common | US | $48K | 1K | 0.01 |
| COMMON STOCK (PATHWARD FINANCIAL INC) | Long | Equity-common | US | $47K | 835 | 0.01 |
| COMMON STOCK (BANNER CORP) | Long | Equity-common | US | $47K | 951 | 0.01 |
| COMMON STOCK (AMKOR TECHNOLOGY INC) | Long | Equity-common | US | $47K | 1K | 0.01 |
| COMMON STOCK (XENCOR INC) | Long | Equity-common | US | $46K | 2K | 0.01 |
| COMMON STOCK (APOGEE ENTERPRISES INC) | Long | Equity-common | US | $45K | 719 | 0.01 |
| COMMON STOCK (TXNM ENERGY INC) | Long | Equity-common | US | $44K | 1K | 0.01 |
| COMMON STOCK (PAR PACIFIC HOLDINGS INC) | Long | Equity-common | US | $43K | 2K | 0.01 |
| COMMON STOCK (DNOW INC) | Long | Equity-common | US | $42K | 3K | 0.01 |
| COMMON STOCK (HOVNANIAN ENTERPRISES INC) | Long | Equity-common | US | $42K | 297 | 0.01 |
| COMMON STOCK (SABRA HEALTH CARE REIT INC) | Long | Equity-common | US | $41K | 3K | 0.01 |
| COMMON STOCK (INNOSPEC INC) | Long | Equity-common | US | $40K | 326 | 0.01 |
| COMMON STOCK (ANDERSONS INC/THE) | Long | Equity-common | US | $40K | 807 | 0.01 |
| COMMON STOCK (NMI HOLDINGS INC) | Long | Equity-common | US | $40K | 1K | 0.01 |
| COMMON STOCK (MICROSTRATEGY INC) | Long | Equity-common | US | $40K | 29 | 0.01 |
| COMMON STOCK (KORN FERRY) | Long | Equity-common | US | $40K | 592 | 0.01 |
| COMMON STOCK (HUB GROUP INC) | Long | Equity-common | US | $39K | 905 | 0.01 |
| COMMON STOCK (NATIONAL HEALTH INVESTORS INC) | Long | Equity-common | US | $39K | 572 | 0.01 |
| COMMON STOCK (TTM TECHNOLOGIES INC) | Long | Equity-common | US | $38K | 2K | 0.01 |
| COMMON STOCK (TRUSTMARK CORP) | Long | Equity-common | US | $38K | 1K | 0.01 |
| COMMON STOCK (AMERICAN WOODMARK CORP) | Long | Equity-common | US | $37K | 477 | 0.01 |
| COMMON STOCK (IMMUNITYBIO INC) | Long | Equity-common | US | $37K | 6K | 0.01 |
| COMMON STOCK (ORIENTAL FINL GROUP INC COM) | Long | Equity-common | PR | $37K | 986 | 0.01 |
| COMMON STOCK (SIMPSON MANUFACTURING CO INC) | Long | Equity-common | US | $36K | 215 | 0.01 |
| COMMON STOCK (ARVINAS INC) | Long | Equity-common | US | $36K | 1K | 0.01 |
| COMMON STOCK (ARCTURUS THERAPEUTICS HOLDINGS INC) | Long | Equity-common | US | $35K | 1K | 0.01 |
| COMMON STOCK (SIMPLY GOOD FOODS CO/THE) | Long | Equity-common | US | $35K | 965 | 0.01 |
| COMMON STOCK (AMERICAN EAGLE OUTFITTERS INC) | Long | Equity-common | US | $34K | 2K | 0.01 |
| COMMON STOCK (NURIX THERAPEUTICS INC) | Long | Equity-common | US | $34K | 2K | 0.01 |
| COMMON STOCK (INGEVITY CORP) | Long | Equity-common | US | $34K | 778 | 0.01 |
| COMMON STOCK (INTERNATIONAL SEAWAYS INC) | Long | Equity-common | US | $34K | 575 | 0.01 |
| COMMON STOCK (AGILYSYS INC) | Long | Equity-common | US | $34K | 326 | 0.01 |
| COMMON STOCK (VIRTUS INVESTMENT PARTNERS INC) | Long | Equity-common | US | $34K | 149 | 0.01 |
| COMMON STOCK (PROG HOLDINGS INC) | Long | Equity-common | US | $33K | 963 | 0.01 |
| COMMON STOCK (ARLO TECHNOLOGIES INC) | Long | Equity-common | US | $33K | 3K | 0.01 |
| COMMON STOCK (KITE REALTY GROUP TRUST) | Long | Equity-common | US | $32K | 1K | 0.01 |
| COMMON STOCK (JELD-WEN HOLDING INC) | Long | Equity-common | US | $32K | 2K | 0.01 |
| COMMON STOCK (FORESTAR GROUP INC) | Long | Equity-common | US | $32K | 992 | 0.01 |
| COMMON STOCK (PENNYMAC FINANCIAL SERVICES INC) | Long | Equity-common | US | $32K | 335 | 0.01 |
| COMMON STOCK (SM ENERGY CO) | Long | Equity-common | US | $32K | 733 | 0.01 |
| COMMON STOCK (DYNE THERAPEUTICS INC) | Long | Equity-common | US | $31K | 874 | 0.01 |
| COMMON STOCK (PHREESIA INC) | Long | Equity-common | US | $31K | 1K | 0.01 |
| COMMON STOCK (PREFERRED BANK/LOS ANGELES CA) | Long | Equity-common | US | $29K | 389 | 0.01 |
| COMMON STOCK (ENTERPRISE FINANCIAL SERVICES CORP) | Long | Equity-common | US | $29K | 714 | 0.01 |
| COMMON STOCK (CUSHMAN AND WAKEFIELD PLC) | Long | Equity-common | US | $29K | 3K | 0.01 |
| COMMON STOCK (VERITEX HOLDINGS INC) | Long | Equity-common | US | $28K | 1K | 0.00 |
| COMMON STOCK (INSMED INC) | Long | Equity-common | US | $27K | 409 | 0.00 |
| COMMON STOCK (MODINE MANUFACTURING CO) | Long | Equity-common | US | $27K | 273 | 0.00 |
| COMMON STOCK (DANA INC) | Long | Equity-common | US | $27K | 2K | 0.00 |
| COMMON STOCK (BLACKLINE INC) | Long | Equity-common | US | $26K | 544 | 0.00 |
| COMMON STOCK (PROS HOLDINGS INC) | Long | Equity-common | US | $26K | 914 | 0.00 |
| COMMON STOCK (BLUELINX HOLDINGS INC) | Long | Equity-common | US | $26K | 274 | 0.00 |
| COMMON STOCK (NEUMORA THERAPEUTICS INC) | Long | Equity-common | US | $25K | 3K | 0.00 |
| COMMON STOCK (HORACE MANN EDUCATORS CORP) | Long | Equity-common | US | $25K | 777 | 0.00 |
| COMMON STOCK (NAVIENT CORP) | Long | Equity-common | US | $25K | 2K | 0.00 |
| COMMON STOCK (HYSTER-YALE INC) | Long | Equity-common | US | $24K | 351 | 0.00 |
| COMMON STOCK (VIR BIOTECHNOLOGY INC) | Long | Equity-common | US | $24K | 3K | 0.00 |
| COMMON STOCK (RETAIL OPPORTUNITY INVESTMENTS CORP) | Long | Equity-common | US | $24K | 2K | 0.00 |
| COMMON STOCK (MERITAGE HOMES CORP) | Long | Equity-common | US | $24K | 150 | 0.00 |
| COMMON STOCK (FB FINANCIAL CORP) | Long | Equity-common | US | $24K | 617 | 0.00 |
| COMMON STOCK (YEXT INC) | Long | Equity-common | US | $23K | 4K | 0.00 |
| COMMON STOCK (INTEGRAL AD SCIENCE HOLDING CORP) | Long | Equity-common | US | $23K | 2K | 0.00 |
| COMMON STOCK (EVENTBRITE INC) | Long | Equity-common | US | $23K | 5K | 0.00 |
| COMMON STOCK (CORCEPT THERAPEUTICS INC) | Long | Equity-common | US | $23K | 705 | 0.00 |
| COMMON STOCK (RYERSON HOLDING CORP) | Long | Equity-common | US | $23K | 1K | 0.00 |
| COMMON STOCK (HOPE BANCORP INC) | Long | Equity-common | US | $23K | 2K | 0.00 |
| COMMON STOCK (ATMUS FILTRATION TECHNOLOGIES INC) | Long | Equity-common | US | $22K | 779 | 0.00 |
| COMMON STOCK (GLAUKOS CORP) | Long | Equity-common | US | $22K | 188 | 0.00 |
| COMMON STOCK (ATRICURE INC) | Long | Equity-common | US | $21K | 941 | 0.00 |
| COMMON STOCK (COMFORT SYSTEMS USA INC) | Long | Equity-common | US | $21K | 70 | 0.00 |
| COMMON STOCK (RESIDEO TECHNOLOGIES INC) | Long | Equity-common | US | $21K | 1K | 0.00 |
| COMMON STOCK (BANDWIDTH INC) | Long | Equity-common | US | $21K | 1K | 0.00 |
| COMMON STOCK (BRIGHTSPIRE CAPITAL INC) | Long | Equity-common | US | $21K | 4K | 0.00 |
| COMMON STOCK (ALEXANDER AND BALDWIN INC) | Long | Equity-common | US | $21K | 1K | 0.00 |
| COMMON STOCK (SYNAPTICS INC) | Long | Equity-common | US | $21K | 237 | 0.00 |
| COMMON STOCK (KINIKSA PHARMACEUTICALS INTERNATIONAL PLC) | Long | Equity-common | US | $21K | 1K | 0.00 |
| COMMON STOCK (TG THERAPEUTICS INC) | Long | Equity-common | US | $21K | 1K | 0.00 |
| COMMON STOCK (DAKTRONICS INC) | Long | Equity-common | US | $20K | 1K | 0.00 |
| COMMON STOCK (CREDO TECHNOLOGY GROUP HOLDING LTD) | Long | Equity-common | US | $20K | 639 | 0.00 |
| COMMON STOCK (FRESH DEL MONTE PRODUCE INC) | Long | Equity-common | US | $20K | 929 | 0.00 |
| COMMON STOCK (Q2 HOLDINGS INC) | Long | Equity-common | US | $20K | 332 | 0.00 |
| COMMON STOCK (PORTLAND GENERAL ELECTRIC CO) | Long | Equity-common | US | $20K | 453 | 0.00 |
| COMMON STOCK (ZIMVIE INC) | Long | Equity-common | US | $19K | 1K | 0.00 |
| COMMON STOCK (ANYWHERE REAL ESTATE INC) | Long | Equity-common | US | $19K | 6K | 0.00 |
| COMMON STOCK (DOMO INC) | Long | Equity-common | US | $18K | 2K | 0.00 |
| COMMON STOCK (SUNCOKE ENERGY INC) | Long | Equity-common | US | $18K | 2K | 0.00 |
| COMMON STOCK (ESCO TECHNOLOGIES INC) | Long | Equity-common | US | $18K | 170 | 0.00 |
| COMMON STOCK (UNISYS CORP) | Long | Equity-common | US | $18K | 4K | 0.00 |
| COMMON STOCK (LUMINAR TECHNOLOGIES INC) | Long | Equity-common | US | $18K | 12K | 0.00 |
| COMMON STOCK (FATE THERAPEUTICS INC) | Long | Equity-common | US | $18K | 5K | 0.00 |
| COMMON STOCK (CENTRAL PACIFIC FINANCIAL CO) | Long | Equity-common | US | $17K | 818 | 0.00 |
| COMMON STOCK (OCEANFIRST FINANCIAL CORP) | Long | Equity-common | US | $17K | 1K | 0.00 |
| COMMON STOCK (ADVANSIX INC) | Long | Equity-common | US | $17K | 737 | 0.00 |
| COMMON STOCK (ORASURE TECHNOLOGIES INC) | Long | Equity-common | US | $17K | 4K | 0.00 |
| COMMON STOCK (ARGAN INC) | Long | Equity-common | US | $17K | 228 | 0.00 |
| COMMON STOCK (WEAVE COMMUNICATIONS INC) | Long | Equity-common | US | $17K | 2K | 0.00 |
| COMMON STOCK (AXCELIS TECHNOLOGIES INC) | Long | Equity-common | US | $16K | 116 | 0.00 |
| COMMON STOCK (NEW JERSEY RESOURCES CORP) | Long | Equity-common | US | $16K | 384 | 0.00 |
| COMMON STOCK (KEROS THERAPEUTICS INC) | Long | Equity-common | US | $16K | 358 | 0.00 |
| COMMON STOCK (BRIGHTVIEW HOLDINGS INC) | Long | Equity-common | US | $16K | 1K | 0.00 |
| COMMON STOCK (SJW GROUP) | Long | Equity-common | US | $16K | 299 | 0.00 |
| COMMON STOCK (BELLRING BRANDS INC) | Long | Equity-common | US | $16K | 280 | 0.00 |
| COMMON STOCK (TUTOR PERINI CORP) | Long | Equity-common | US | $16K | 734 | 0.00 |
| COMMON STOCK (APPFOLIO INC) | Long | Equity-common | US | $16K | 65 | 0.00 |
| COMMON STOCK (CASTLE BIOSCIENCES INC) | Long | Equity-common | US | $16K | 716 | 0.00 |
| COMMON STOCK (OPENDOOR TECHNOLOGIES INC) | Long | Equity-common | US | $16K | 8K | 0.00 |
| COMMON STOCK (LIMBACH HOLDINGS INC) | Long | Equity-common | US | $16K | 273 | 0.00 |
| COMMON STOCK (MEDIAALPHA INC) | Long | Equity-common | US | $16K | 1K | 0.00 |
| COMMON STOCK (BIOCRYST PHARMACEUTICALS INC) | Long | Equity-common | US | $15K | 3K | 0.00 |
| COMMON STOCK (SPX TECHNOLOGIES INC) | Long | Equity-common | US | $15K | 108 | 0.00 |
| COMMON STOCK (DENALI THERAPEUTICS INC) | Long | Equity-common | US | $15K | 652 | 0.00 |
| COMMON STOCK (INTERFACE INC) | Long | Equity-common | US | $15K | 1K | 0.00 |
| COMMON STOCK (NEXPOINT RESIDENTIAL TRUST INC) | Long | Equity-common | US | $15K | 380 | 0.00 |
| COMMON STOCK (BERKSHIRE HILLS BANCORP INC) | Long | Equity-common | US | $15K | 655 | 0.00 |
| COMMON STOCK (PETIQ INC) | Long | Equity-common | US | $15K | 670 | 0.00 |
| COMMON STOCK (VOYAGER THERAPEUTICS INC) | Long | Equity-common | US | $15K | 2K | 0.00 |
| COMMON STOCK (NEWPARK RESOURCES INC) | Long | Equity-common | US | $15K | 2K | 0.00 |
| COMMON STOCK (GOLDEN ENTERTAINMENT INC) | Long | Equity-common | US | $15K | 470 | 0.00 |
| COMMON STOCK (HANMI FINANCIAL CORP) | Long | Equity-common | US | $15K | 874 | 0.00 |
| COMMON STOCK (HEALTHEQUITY INC) | Long | Equity-common | US | $15K | 169 | 0.00 |
| COMMON STOCK (HEALTHSTREAM INC) | Long | Equity-common | US | $15K | 522 | 0.00 |
| COMMON STOCK (XEROX HOLDINGS CORP) | Long | Equity-common | US | $15K | 1K | 0.00 |
| COMMON STOCK (ITEOS THERAPEUTICS INC) | Long | Equity-common | US | $14K | 977 | 0.00 |
| COMMON STOCK (MUELLER INDUSTRIES INC) | Long | Equity-common | US | $14K | 254 | 0.00 |
| COMMON STOCK (AAON INC) | Long | Equity-common | US | $14K | 165 | 0.00 |
| COMMON STOCK (WAVE LIFE SCIENCES LTD) | Long | Equity-common | US | $14K | 3K | 0.00 |
| COMMON STOCK (AGENUS INC) | Long | Equity-common | US | $14K | 827 | 0.00 |
| COMMON STOCK (CALIFORNIA RESOURCES CORP) | Long | Equity-common | US | $14K | 258 | 0.00 |
| COMMON STOCK (AMALGAMATED FINANCIAL CORP) | Long | Equity-common | US | $14K | 501 | 0.00 |
| COMMON STOCK (ADDUS HOMECARE CORP) | Long | Equity-common | US | $14K | 117 | 0.00 |
| COMMON STOCK (VICOR CORP) | Long | Equity-common | US | $14K | 409 | 0.00 |
| COMMON STOCK (BANCO LATINOAMERICANO DE COMERCIO EXTERIOR SA) | Long | Equity-common | PA | $14K | 456 | 0.00 |
| COMMON STOCK (CORECIVIC INC) | Long | Equity-common | US | $13K | 1K | 0.00 |
| COMMON STOCK (ADAPTIVE BIOTECHNOLOGIES CORP) | Long | Equity-common | US | $13K | 4K | 0.00 |
| COMMON STOCK (PDF SOLUTIONS INC) | Long | Equity-common | US | $13K | 362 | 0.00 |
| COMMON STOCK (BLUEPRINT MEDICINES CORP) | Long | Equity-common | US | $13K | 122 | 0.00 |
| COMMON STOCK (CLEARWATER PAPER CORP) | Long | Equity-common | US | $13K | 268 | 0.00 |
| COMMON STOCK (HEALTH CATALYST INC) | Long | Equity-common | US | $13K | 2K | 0.00 |
| COMMON STOCK (BARRETT BUSINESS SERVICES INC) | Long | Equity-common | US | $13K | 392 | 0.00 |
| COMMON STOCK (CAL-MAINE FOODS INC) | Long | Equity-common | US | $13K | 210 | 0.00 |
| COMMON STOCK (ALKAMI TECHNOLOGY INC) | Long | Equity-common | US | $13K | 449 | 0.00 |
| COMMON STOCK (NATIONAL BANK HOLDINGS CORP) | Long | Equity-common | US | $13K | 327 | 0.00 |
| COMMON STOCK (ALTAIR ENGINEERING INC) | Long | Equity-common | US | $13K | 130 | 0.00 |
| COMMON STOCK (NETGEAR INC) | Long | Equity-common | US | $13K | 829 | 0.00 |
| COMMON STOCK (ADIENT PLC) | Long | Equity-common | US | $13K | 512 | 0.00 |
| COMMON STOCK (FRANKLIN ELECTRIC CO INC) | Long | Equity-common | US | $13K | 131 | 0.00 |
| COMMON STOCK (LADDER CAPITAL CORP) | Long | Equity-common | US | $13K | 1K | 0.00 |
| COMMON STOCK (ENVIRI CORP) | Long | Equity-common | US | $12K | 1K | 0.00 |
| COMMON STOCK (COMMERCIAL METALS CO) | Long | Equity-common | US | $12K | 227 | 0.00 |
| COMMON STOCK (OCEANEERING INTERNATIONAL INC) | Long | Equity-common | US | $12K | 526 | 0.00 |
| COMMON STOCK (CALIX INC) | Long | Equity-common | US | $12K | 351 | 0.00 |
| COMMON STOCK (BEACON ROOFING SUPPLY INC) | Long | Equity-common | US | $12K | 137 | 0.00 |
| COMMON STOCK (MACROGENICS INC) | Long | Equity-common | US | $12K | 3K | 0.00 |
| COMMON STOCK (INARI MEDICAL INC) | Long | Equity-common | US | $12K | 257 | 0.00 |
| COMMON STOCK (WSFS FINANCIAL CORP) | Long | Equity-common | US | $12K | 263 | 0.00 |
| COMMON STOCK (CATALYST PHARMACEUTICALS INC) | Long | Equity-common | US | $12K | 796 | 0.00 |
| COMMON STOCK (ACELYRIN INC) | Long | Equity-common | US | $12K | 3K | 0.00 |
| COMMON STOCK (LSB INDUSTRIES INC) | Long | Equity-common | US | $12K | 1K | 0.00 |
| COMMON STOCK (AVIENT CORP) | Long | Equity-common | US | $12K | 280 | 0.00 |
| COMMON STOCK (J JILL INC) | Long | Equity-common | US | $12K | 348 | 0.00 |
| COMMON STOCK (UNIVEST FINANCIAL CORP) | Long | Equity-common | US | $12K | 533 | 0.00 |
| COMMON STOCK (NORTHWEST NATURAL HOLDING CO) | Long | Equity-common | US | $12K | 336 | 0.00 |
| COMMON STOCK (PREMIER FINANCIAL CORP) | Long | Equity-common | US | $12K | 593 | 0.00 |
| COMMON STOCK (NUVATION BIO INC) | Long | Equity-common | US | $12K | 4K | 0.00 |
| COMMON STOCK (AARON'S CO INC/THE) | Long | Equity-common | US | $12K | 1K | 0.00 |
| COMMON STOCK (CHIMERA INVESTMENT CORP) | Long | Equity-common | US | $12K | 940 | 0.00 |
| COMMON STOCK (LAUREATE EDUCATION INC) | Long | Equity-common | US | $12K | 805 | 0.00 |
| COMMON STOCK (TENNANT CO) | Long | Equity-common | US | $12K | 122 | 0.00 |
| COMMON STOCK (ARROWHEAD PHARMACEUTICALS INC) | Long | Equity-common | US | $12K | 462 | 0.00 |
| COMMON STOCK (ESSENT GROUP LTD) | Long | Equity-common | US | $12K | 213 | 0.00 |
| COMMON STOCK (URBAN OUTFITTERS INC) | Long | Equity-common | US | $12K | 291 | 0.00 |
| COMMON STOCK (CIPHER MINING INC) | Long | Equity-common | US | $12K | 3K | 0.00 |
| COMMON STOCK (SANMINA CORP) | Long | Equity-common | US | $12K | 180 | 0.00 |
| COMMON STOCK (ALBANY INTERNATIONAL CORP) | Long | Equity-common | US | $12K | 141 | 0.00 |
| COMMON STOCK (QUANTERIX CORP) | Long | Equity-common | US | $12K | 897 | 0.00 |
| COMMON STOCK (MAXIMUS INC) | Long | Equity-common | US | $12K | 138 | 0.00 |
| COMMON STOCK (AMERICAN ASSETS TRUST INC) | Long | Equity-common | US | $12K | 528 | 0.00 |
| COMMON STOCK (ELME COMMUNITIES) | Long | Equity-common | US | $12K | 741 | 0.00 |
| COMMON STOCK (ARCBEST CORP) | Long | Equity-common | US | $12K | 110 | 0.00 |
| COMMON STOCK (ARCOSA INC) | Long | Equity-common | US | $12K | 141 | 0.00 |
| COMMON STOCK (BLACK HILLS CORP) | Long | Equity-common | US | $12K | 216 | 0.00 |
| COMMON STOCK (SITE CENTERS CORP) | Long | Equity-common | US | $12K | 806 | 0.00 |
| COMMON STOCK (BROADSTONE NET LEASE INC) | Long | Equity-common | US | $12K | 735 | 0.00 |
| COMMON STOCK (COPT DEFENSE PROPERTIES) | Long | Equity-common | US | $12K | 466 | 0.00 |
| COMMON STOCK (UNITED NATURAL FOODS INC) | Long | Equity-common | US | $12K | 890 | 0.00 |
| COMMON STOCK (CHESAPEAKE UTILITIES CORP) | Long | Equity-common | US | $12K | 109 | 0.00 |
| COMMON STOCK (AVANOS MEDICAL INC) | Long | Equity-common | US | $12K | 578 | 0.00 |
| COMMON STOCK (SANDY SPRING BANCORP INC) | Long | Equity-common | US | $11K | 472 | 0.00 |
| COMMON STOCK (EASTERN BANKSHARES INC) | Long | Equity-common | US | $11K | 817 | 0.00 |
| COMMON STOCK (ASSOCIATED BANC-CORP) | Long | Equity-common | US | $11K | 540 | 0.00 |
| COMMON STOCK (ANGIODYNAMICS INC) | Long | Equity-common | US | $11K | 2K | 0.00 |
| COMMON STOCK (USANA HEALTH SCIENCES INC) | Long | Equity-common | US | $11K | 251 | 0.00 |
| COMMON STOCK (UNITIL CORP) | Long | Equity-common | US | $11K | 219 | 0.00 |
| COMMON STOCK (RENASANT CORP) | Long | Equity-common | US | $11K | 371 | 0.00 |
| COMMON STOCK (DIGITALBRIDGE GROUP INC) | Long | Equity-common | US | $11K | 824 | 0.00 |
| COMMON STOCK (CEVA INC) | Long | Equity-common | US | $11K | 585 | 0.00 |
| COMMON STOCK (ALKERMES PLC) | Long | Equity-common | IE | $11K | 468 | 0.00 |
| COMMON STOCK (WESTAMERICA BANCORP) | Long | Equity-common | US | $11K | 232 | 0.00 |
| COMMON STOCK (PIEDMONT OFFICE REALTY TRUST INC) | Long | Equity-common | US | $11K | 2K | 0.00 |
| COMMON STOCK (PHOTRONICS INC) | Long | Equity-common | US | $11K | 453 | 0.00 |
| COMMON STOCK (LEGALZOOM.COM INC) | Long | Equity-common | US | $11K | 1K | 0.00 |
| COMMON STOCK (TRONOX HOLDINGS PLC) | Long | Equity-common | US | $11K | 712 | 0.00 |
| COMMON STOCK (HERITAGE COMMERCE CORP) | Long | Equity-common | US | $11K | 1K | 0.00 |
| COMMON STOCK (UNIVERSAL INSURANCE HOLDINGS INC) | Long | Equity-common | US | $11K | 594 | 0.00 |
| COMMON STOCK (MERCHANTS BANCORP/IN) | Long | Equity-common | US | $11K | 274 | 0.00 |
| COMMON STOCK (O-I GLASS INC) | Long | Equity-common | US | $11K | 998 | 0.00 |
| COMMON STOCK (WORTHINGTON STEEL INC) | Long | Equity-common | US | $11K | 332 | 0.00 |
| COMMON STOCK (INDEPENDENT BANK CORP/MI) | Long | Equity-common | US | $11K | 410 | 0.00 |
| COMMON STOCK (JANUS INTERNATIONAL GROUP INC) | Long | Equity-common | US | $11K | 875 | 0.00 |
| COMMON STOCK (G-III APPAREL GROUP LTD) | Long | Equity-common | US | $11K | 408 | 0.00 |
| COMMON STOCK (MUELLER WATER PRODUCTS INC) | Long | Equity-common | US | $11K | 616 | 0.00 |
| COMMON STOCK (OTTER TAIL CORP) | Long | Equity-common | US | $11K | 126 | 0.00 |
| COMMON STOCK (EMPIRE STATE REALTY TRUST INC) | Long | Equity-common | US | $11K | 1K | 0.00 |
| COMMON STOCK (SHYFT GROUP INC/THE) | Long | Equity-common | US | $11K | 930 | 0.00 |
| COMMON STOCK (Y-MABS THERAPEUTICS INC) | Long | Equity-common | US | $11K | 912 | 0.00 |
| COMMON STOCK (FEDERAL SIGNAL CORP) | Long | Equity-common | US | $11K | 131 | 0.00 |
| COMMON STOCK (PROTO LABS INC) | Long | Equity-common | US | $11K | 354 | 0.00 |
| COMMON STOCK (INTERNATIONAL BANCSHARES CORPORATION) | Long | Equity-common | US | $11K | 190 | 0.00 |
| COMMON STOCK (CULLINAN THERAPEUTICS INC) | Long | Equity-common | US | $11K | 622 | 0.00 |
| COMMON STOCK (MFA MORTGAGE INVESTMENTS INC) | Long | Equity-common | US | $11K | 1K | 0.00 |
| COMMON STOCK (STANDEX INTERNATIONAL CORP) | Long | Equity-common | US | $11K | 67 | 0.00 |
| COMMON STOCK (ALARM.COM HOLDINGS INC) | Long | Equity-common | US | $11K | 169 | 0.00 |
| COMMON STOCK (HUDSON TECHNOLOGIES INC) | Long | Equity-common | US | $11K | 1K | 0.00 |
| COMMON STOCK (APPLE HOSPITALITY REIT INC) | Long | Equity-common | US | $11K | 738 | 0.00 |
| COMMON STOCK (MASTERCRAFT BOAT HOLDINGS INC) | Long | Equity-common | US | $11K | 567 | 0.00 |
| COMMON STOCK (GIBRALTAR INDUSTRIES INC) | Long | Equity-common | US | $11K | 155 | 0.00 |
| COMMON STOCK (TURNING POINT BRANDS INC) | Long | Equity-common | US | $11K | 331 | 0.00 |
| COMMON STOCK (NETSCOUT SYSTEMS INC) | Long | Equity-common | US | $11K | 580 | 0.00 |
| COMMON STOCK (OUTFRONT MEDIA INC) | Long | Equity-common | US | $11K | 736 | 0.00 |
| COMMON STOCK (GENTHERM INC) | Long | Equity-common | US | $11K | 213 | 0.00 |
| COMMON STOCK (INSPERITY INC) | Long | Equity-common | US | $10K | 115 | 0.00 |
| COMMON STOCK (TANGER INC) | Long | Equity-common | US | $10K | 386 | 0.00 |
| COMMON STOCK (CALERES INC) | Long | Equity-common | US | $10K | 311 | 0.00 |
| COMMON STOCK (ALAMO GROUP INC) | Long | Equity-common | US | $10K | 60 | 0.00 |
| COMMON STOCK (SALLY BEAUTY HOLDINGS INC) | Long | Equity-common | US | $10K | 966 | 0.00 |
| COMMON STOCK (A10 NETWORKS INC) | Long | Equity-common | US | $10K | 747 | 0.00 |
| COMMON STOCK (XPERI INC) | Long | Equity-common | US | $10K | 1K | 0.00 |
| COMMON STOCK (TITAN INTERNATIONAL INC) | Long | Equity-common | US | $10K | 1K | 0.00 |
| COMMON STOCK (GOODYEAR TIRE AND RUBBER CO/THE) | Long | Equity-common | US | $10K | 908 | 0.00 |
| COMMON STOCK (AMERICAN STATES WATER CO) | Long | Equity-common | US | $10K | 142 | 0.00 |
| COMMON STOCK (ACCO BRANDS CORP) | Long | Equity-common | US | $10K | 2K | 0.00 |
| COMMON STOCK (COLUMBUS MCKINNON CORP/NY) | Long | Equity-common | US | $10K | 297 | 0.00 |
| COMMON STOCK (SCHRODINGER INC/UNITED STATES) | Long | Equity-common | US | $10K | 530 | 0.00 |
| COMMON STOCK (DELEK US HOLDINGS INC) | Long | Equity-common | US | $10K | 413 | 0.00 |
| COMMON STOCK (INGLES MARKETS INC) | Long | Equity-common | US | $10K | 147 | 0.00 |
| COMMON STOCK (BUCKLE INC/THE) | Long | Equity-common | US | $10K | 271 | 0.00 |
| COMMON STOCK (MESA LABORATORIES INC) | Long | Equity-common | US | $10K | 115 | 0.00 |
| COMMON STOCK (KAISER ALUMINUM CORP) | Long | Equity-common | US | $10K | 112 | 0.00 |
| COMMON STOCK (8X8 INC) | Long | Equity-common | US | $10K | 4K | 0.00 |
| COMMON STOCK (ENANTA PHARMACEUTICALS INC) | Long | Equity-common | US | $10K | 743 | 0.00 |
| COMMON STOCK (VIAVI SOLUTIONS INC) | Long | Equity-common | US | $10K | 1K | 0.00 |
| COMMON STOCK (INHIBRX BIOSCIENCES INC) | Long | Equity-common | US | $10K | 671 | 0.00 |
| COMMON STOCK (AXOGEN INC) | Long | Equity-common | US | $9K | 1K | 0.00 |
| COMMON STOCK (FIRST FINANCIAL CORP/IN) | Long | Equity-common | US | $9K | 253 | 0.00 |
| COMMON STOCK (PREFORMED LINE PRODUCTS CO) | Long | Equity-common | US | $9K | 74 | 0.00 |
| COMMON STOCK (JAKKS PACIFIC INC) | Long | Equity-common | US | $9K | 493 | 0.00 |
| COMMON STOCK (DAVE AND BUSTER'S ENTERTAINMENT INC) | Long | Equity-common | US | $9K | 221 | 0.00 |
| COMMON STOCK (RMR GROUP INC/THE) | Long | Equity-common | US | $8K | 376 | 0.00 |
| COMMON STOCK (DMC GLOBAL INC) | Long | Equity-common | US | $8K | 581 | 0.00 |
| COMMON STOCK (SUTRO BIOPHARMA INC) | Long | Equity-common | US | $8K | 3K | 0.00 |
| COMMON STOCK (DESIGNER BRANDS INC) | Long | Equity-common | US | $8K | 1K | 0.00 |
| COMMON STOCK (LIGHTWAVE LOGIC INC) | Long | Equity-common | US | $8K | 3K | 0.00 |
| COMMON STOCK (STONERIDGE INC) | Long | Equity-common | US | $8K | 493 | 0.00 |
| COMMON STOCK (SEMLER SCIENTIFIC INC) | Long | Equity-common | US | $8K | 222 | 0.00 |
| COMMON STOCK (CROSSFIRST BANKSHARES INC) | Long | Equity-common | US | $7K | 492 | 0.00 |
| COMMON STOCK (LEXEO THERAPEUTICS INC) | Long | Equity-common | US | $7K | 417 | 0.00 |
| COMMON STOCK (ALLIED MOTION TECHNOLOGIES I) | Long | Equity-common | US | $6K | 237 | 0.00 |
| COMMON STOCK (CARETRUST REIT INC) | Long | Equity-common | US | $6K | 229 | 0.00 |
| COMMON STOCK (STEELCASE INC) | Long | Equity-common | US | $6K | 441 | 0.00 |
| COMMON STOCK (XENIA HOTELS AND RESORTS INC) | Long | Equity-common | US | $6K | 391 | 0.00 |
| COMMON STOCK (ADEIA INC) | Long | Equity-common | US | $5K | 471 | 0.00 |
| COMMON STOCK (UPBOUND GROUP INC) | Long | Equity-common | US | $5K | 163 | 0.00 |
| COMMON STOCK - ADR (ASTRAZENECA PLC) | Long | Equity-common | GB | $787K | 10K | 0.14 |
| COMMON STOCK - ADR (RYANAIR HOLDINGS PLC) | Long | Equity-common | IE | $293K | 3K | 0.05 |
| CONV. NOTE (UBER TECHNOLOGIES INC) | Long | Debt | US | $65K | – | 0.01 |
| CONV. NOTE (ANYWHERE REAL ESTATE GROUP LLC / REALOGY CO-ISSUER CORP) | Long | Debt | US | $54K | – | 0.01 |
| CONV. NOTE (CHEFS' WAREHOUSE INC/THE) | Long | Debt | US | $44K | – | 0.01 |
| CONV. NOTE (NABORS INDUSTRIES INC) | Long | Debt | US | $29K | – | 0.01 |
| CONVERTIBLE PREF (APOLLO GLOBAL MANAGEMENT INC) | Long | Equity-preferred | US | $61K | 925 | 0.01 |
| CORP CMO (PRPM 2024-NQM2 TRUST) | Long | ABS-collateralized bond/debt obligation | US | $530K | – | 0.10 |
| CORP CMO (CONNECTICUT AVENUE SECURITIES TRUST 2022-R05) | Long | ABS-collateralized bond/debt obligation | US | $514K | – | 0.09 |
| CORP CMO (STARWOOD MORTGAGE RESIDENTIAL TRUST 2020-2) | Long | ABS-collateralized bond/debt obligation | US | $473K | – | 0.09 |
| CORP CMO (FANNIE MAE CONNECTICUT AVENUE SECURITIES) | Long | ABS-collateralized bond/debt obligation | US | $445K | – | 0.08 |
| CORP CMO (STATION PLACE SECURITIZATION TRUST SERIES 2024-5) | Long | ABS-collateralized bond/debt obligation | US | $430K | – | 0.08 |
| CORP CMO (STATION PLACE SECURITIZATION TRUST SERIES 2024-2) | Long | ABS-collateralized bond/debt obligation | US | $430K | – | 0.08 |
| CORP CMO (FANNIE MAE CONNECTICUT AVENUE SECURITIES) | Long | ABS-collateralized bond/debt obligation | US | $408K | – | 0.07 |
| CORP CMO (CONNECTICUT AVENUE SECURITIES TRUST 2022-R02) | Long | ABS-collateralized bond/debt obligation | US | $391K | – | 0.07 |
| CORP CMO (FREDDIE MAC STACR REMIC TRUST 2022-HQA2) | Long | ABS-collateralized bond/debt obligation | US | $360K | – | 0.06 |
| CORP CMO (STARWOOD MORTGAGE RESIDENTIAL TRUST 2020-3) | Long | ABS-collateralized bond/debt obligation | US | $342K | – | 0.06 |
| CORP CMO (FANNIE MAE CONNECTICUT AVENUE SECURITIES) | Long | ABS-collateralized bond/debt obligation | US | $337K | – | 0.06 |
| CORP CMO (FANNIE MAE CONNECTICUT AVENUE SECURITIES) | Long | ABS-collateralized bond/debt obligation | US | $336K | – | 0.06 |
| CORP CMO (PRMI SECURITIZATION TRUST 2024-CMG1) | Long | ABS-collateralized bond/debt obligation | US | $278K | – | 0.05 |
| CORP CMO (STRUCTURED ASSET MORTGAGE INVESTMENTS II TRUST 2007-AR7) | Long | ABS-collateralized bond/debt obligation | US | $270K | – | 0.05 |
| CORP CMO (AMERICAN HOME MORTGAGE INVESTMENT TRUST 2007-1) | Long | ABS-collateralized bond/debt obligation | US | $241K | – | 0.04 |
| CORP CMO (FANNIE MAE CONNECTICUT AVENUE SECURITIES) | Long | ABS-collateralized bond/debt obligation | US | $241K | – | 0.04 |
| CORP CMO (FANNIE MAE CONNECTICUT AVENUE SECURITIES) | Long | ABS-collateralized bond/debt obligation | US | $239K | – | 0.04 |
| CORP CMO (BUNKER HILL LOAN DEPOSITARY TRUST 2020-1) | Long | ABS-collateralized bond/debt obligation | US | $231K | – | 0.04 |
| CORP CMO (RESIDENTIAL MORTGAGE LOAN TRUST 2020-2) | Long | ABS-collateralized bond/debt obligation | US | $201K | – | 0.04 |
| CORP CMO (FREDDIE MAC STACR DEBT NOTES 2016-DNA3) | Long | ABS-collateralized bond/debt obligation | US | $200K | – | 0.04 |
| CORP CMO (ALTERNATIVE LOAN TRUST 2005-65CB) | Long | ABS-collateralized bond/debt obligation | US | $197K | – | 0.04 |
| CORP CMO (FREDDIE MAC STACR REMIC TRUST 2022-DNA5) | Long | ABS-collateralized bond/debt obligation | US | $196K | – | 0.04 |
| CORP CMO (FANNIE MAE CONNECTICUT AVENUE SECURITIES) | Long | ABS-collateralized bond/debt obligation | US | $165K | – | 0.03 |
| CORP CMO (TOWD POINT MORTGAGE TRUST 2016-5) | Long | ABS-collateralized bond/debt obligation | US | $159K | – | 0.03 |
| CORP CMO (FANNIE MAE CONNECTICUT AVENUE SECURITIES) | Long | ABS-collateralized bond/debt obligation | US | $153K | – | 0.03 |
| CORP CMO (ALTERNATIVE LOAN TRUST 2006-OA19) | Long | ABS-collateralized bond/debt obligation | US | $153K | – | 0.03 |
| CORP CMO (MILL CITY MORTGAGE LOAN TRUST 2023-NQM2) | Long | ABS-collateralized bond/debt obligation | US | $152K | – | 0.03 |
| CORP CMO (CROSS 2024-H4 MORTGAGE TRUST) | Long | ABS-collateralized bond/debt obligation | US | $150K | – | 0.03 |
| CORP CMO (CONNECTICUT AVENUE SECURITIES TRUST 2022-R03) | Long | ABS-collateralized bond/debt obligation | US | $147K | – | 0.03 |
| CORP CMO (FANNIE MAE CONNECTICUT AVENUE SECURITIES) | Long | ABS-collateralized bond/debt obligation | US | $141K | – | 0.03 |
| CORP CMO (FREDDIE MAC STACR REMIC TRUST 2022-DNA1) | Long | ABS-collateralized bond/debt obligation | US | $139K | – | 0.03 |
| CORP CMO (CSMC 2021-RPL4 TRUST) | Long | ABS-collateralized bond/debt obligation | US | $130K | – | 0.02 |
| CORP CMO (CSMC 2021-RPL7 TRUST) | Long | ABS-collateralized bond/debt obligation | US | $128K | – | 0.02 |
| CORP CMO (CONNECTICUT AVENUE SECURITIES TRUST 2022-R02) | Long | ABS-collateralized bond/debt obligation | US | $123K | – | 0.02 |
| CORP CMO (FREDDIE MAC STACR DEBT NOTES 2017-HQA1) | Long | ABS-collateralized bond/debt obligation | US | $110K | – | 0.02 |
| CORP CMO (STARWOOD MORTGAGE RESIDENTIAL TRUST 2021-3) | Long | ABS-collateralized bond/debt obligation | US | $108K | – | 0.02 |
| CORP CMO (CONNECTICUT AVENUE SECURITIES TRUST 2022-R04) | Long | ABS-collateralized bond/debt obligation | US | $105K | – | 0.02 |
| CORP CMO (CONNECTICUT AVENUE SECURITIES TRUST 2022-R01) | Long | ABS-collateralized bond/debt obligation | US | $101K | – | 0.02 |
| CORP CMO (FINANCE OF AMERICA HECM BUYOUT 2022-HB2) | Long | ABS-collateralized bond/debt obligation | US | $101K | – | 0.02 |
| CORP CMO (WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2004-AR13 TRUST) | Long | ABS-collateralized bond/debt obligation | US | $97K | – | 0.02 |
| CORP CMO (FREDDIE MAC STACR REMIC TRUST 2022-DNA1) | Long | ABS-collateralized bond/debt obligation | US | $93K | – | 0.02 |
| CORP CMO (CONNECTICUT AVENUE SECURITIES TRUST 2022-R09) | Long | ABS-collateralized bond/debt obligation | US | $90K | – | 0.02 |
| CORP CMO (WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2005-AR9 TRUST) | Long | ABS-collateralized bond/debt obligation | US | $86K | – | 0.02 |
| CORP CMO (FREDDIE MAC STACR REMIC TRUST 2022-DNA2) | Long | ABS-collateralized bond/debt obligation | US | $83K | – | 0.02 |
| CORP CMO (FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SERIES 2017-2) | Long | ABS-collateralized bond/debt obligation | US | $80K | – | 0.01 |
| CORP CMO (FANNIE MAE CONNECTICUT AVENUE SECURITIES) | Long | ABS-collateralized bond/debt obligation | US | $76K | – | 0.01 |
| CORP CMO (WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2004-AR3 TRUST) | Long | ABS-collateralized bond/debt obligation | US | $76K | – | 0.01 |
| CORP CMO (CITIGROUP MORTGAGE LOAN TRUST INC) | Long | ABS-collateralized bond/debt obligation | US | $73K | – | 0.01 |
| CORP CMO (FREDDIE MAC STACR REMIC TRUST 2021-HQA3) | Long | ABS-collateralized bond/debt obligation | US | $70K | – | 0.01 |
| CORP CMO (FREDDIE MAC STACR DEBT NOTES 2015-DNA3) | Long | ABS-collateralized bond/debt obligation | US | $68K | – | 0.01 |
| CORP CMO (RMF BUYOUT ISSUANCE TRUST 2020-HB1) | Long | ABS-collateralized bond/debt obligation | US | $64K | – | 0.01 |
| CORP CMO (STRUCTURED ASSET MORTGAGE INVESTMENTS II TRUST 2007-AR1) | Long | ABS-collateralized bond/debt obligation | US | $64K | – | 0.01 |
| CORP CMO (FREDDIE MAC STACR REMIC TRUST 2022-DNA4) | Long | ABS-collateralized bond/debt obligation | US | $64K | – | 0.01 |
| CORP CMO (CONNECTICUT AVENUE SECURITIES TRUST 2022-R01) | Long | ABS-collateralized bond/debt obligation | US | $62K | – | 0.01 |
| CORP CMO (FREDDIE MAC STACR REMIC TRUST 2021-DNA7) | Long | ABS-collateralized bond/debt obligation | US | $62K | – | 0.01 |
| CORP CMO (FANNIE MAE CONNECTICUT AVENUE SECURITIES) | Long | ABS-collateralized bond/debt obligation | US | $58K | – | 0.01 |
| CORP CMO (ARROYO MORTGAGE TRUST 2019-3) | Long | ABS-collateralized bond/debt obligation | US | $52K | – | 0.01 |
| CORP CMO (CONNECTICUT AVENUE SECURITIES TRUST 2019-HRP1) | Long | ABS-collateralized bond/debt obligation | US | $47K | – | 0.01 |
| CORP CMO (CONNECTICUT AVENUE SECURITIES TRUST 2022-R07) | Long | ABS-collateralized bond/debt obligation | US | $45K | – | 0.01 |
| CORP CMO (BANKUNITED TRUST 2005-1) | Long | ABS-collateralized bond/debt obligation | US | $43K | – | 0.01 |
| CORP CMO (MORGAN STANLEY RESECURITIZATION TRUST 2015-R4) | Long | ABS-collateralized bond/debt obligation | US | $43K | – | 0.01 |
| CORP CMO (FREDDIE MAC STACR REMIC TRUST 2023-HQA2) | Long | ABS-collateralized bond/debt obligation | US | $35K | – | 0.01 |
| CORP CMO (FREDDIE MAC STACR REMIC TRUST 2023-HQA3) | Long | ABS-collateralized bond/debt obligation | US | $34K | – | 0.01 |
| CORP CMO (CONNECTICUT AVENUE SECURITIES TRUST 2024-R04) | Long | ABS-collateralized bond/debt obligation | US | $33K | – | 0.01 |
| CORP CMO (ARROYO MORTGAGE TRUST 2019-1) | Long | ABS-mortgage backed security | US | $33K | – | 0.01 |
| CORP CMO (FANNIE MAE CONNECTICUT AVENUE SECURITIES) | Long | ABS-collateralized bond/debt obligation | US | $29K | – | 0.01 |
| CORP CMO (FANNIE MAE CONNECTICUT AVENUE SECURITIES) | Long | ABS-collateralized bond/debt obligation | US | $28K | – | 0.01 |
| CORP CMO (FANNIE MAE CONNECTICUT AVENUE SECURITIES) | Long | ABS-collateralized bond/debt obligation | US | $24K | – | 0.00 |
| CORP CMO (FREDDIE MAC STACR REMIC TRUST 2022-DNA3) | Long | ABS-collateralized bond/debt obligation | US | $23K | – | 0.00 |
| CORP CMO (CONNECTICUT AVENUE SECURITIES TRUST 2024-R03) | Long | ABS-collateralized bond/debt obligation | US | $23K | – | 0.00 |
| CORP CMO (CONNECTICUT AVENUE SECURITIES TRUST 2021-R03) | Long | ABS-collateralized bond/debt obligation | US | $21K | – | 0.00 |
| CORP CMO (FREDDIE MAC STACR REMIC TRUST 2022-HQA3) | Long | ABS-collateralized bond/debt obligation | US | $20K | – | 0.00 |
| CORP CMO (FANNIE MAE CONNECTICUT AVENUE SECURITIES) | Long | ABS-collateralized bond/debt obligation | US | $18K | – | 0.00 |
| CORP CMO (FREDDIE MAC STACR REMIC TRUST 2021-DNA5) | Long | ABS-collateralized bond/debt obligation | US | $18K | – | 0.00 |
| CORP CMO (FANNIE MAE CONNECTICUT AVENUE SECURITIES) | Long | ABS-collateralized bond/debt obligation | US | $15K | – | 0.00 |
| CORP CMO (CONNECTICUT AVENUE SECURITIES TRUST 2023-R07) | Long | ABS-collateralized bond/debt obligation | US | $14K | – | 0.00 |
| CORP CMO (FREDDIE MAC STACR REMIC TRUST 2022-DNA6) | Long | ABS-collateralized bond/debt obligation | US | $13K | – | 0.00 |
| CORP CMO (FREDDIE MAC STACR REMIC TRUST 2022-DNA6) | Long | ABS-collateralized bond/debt obligation | US | $11K | – | 0.00 |
| CORP CMO (CONNECTICUT AVENUE SECURITIES TRUST 2019-R01) | Long | ABS-collateralized bond/debt obligation | US | $1K | – | 0.00 |
| CORP MED TERM NOTE (BANK OF AMERICA CORP) | Long | Debt | US | $237K | – | 0.04 |
| CORP MED TERM NOTE (JEFFERIES FINANCIAL GROUP INC) | Long | Debt | US | $185K | – | 0.03 |
| CORP MED TERM NOTE (PUBLIC SERVICE ELECTRIC AND GAS CO) | Long | Debt | US | $178K | – | 0.03 |
| CORP. NOTE (WARNERMEDIA HOLDINGS INC) | Long | Debt | US | $934K | – | 0.17 |
| CORP. NOTE (EQUINIX INC) | Long | Debt | US | $931K | – | 0.17 |
| CORP. NOTE (CHENIERE ENERGY PARTNERS LP) | Long | Debt | US | $829K | – | 0.15 |
| CORP. NOTE (BOEING CO/THE) | Long | Debt | US | $785K | – | 0.14 |
| CORP. NOTE (COMMONWEALTH BANK OF AUSTRALIA) | Long | Debt | AU | $680K | – | 0.12 |
| CORP. NOTE (REPUBLIC SERVICES INC) | Long | Debt | US | $662K | – | 0.12 |
| CORP. NOTE (FIRST-CITIZENS BANK AND TRUST CO) | Long | Debt | US | $661K | – | 0.12 |
| CORP. NOTE (FAIRFAX FINANCIAL HOLDINGS LTD) | Long | Debt | CA | $631K | – | 0.11 |
| CORP. NOTE (CELANESE US HOLDINGS LLC) | Long | Debt | US | $599K | – | 0.11 |
| CORP. NOTE (DR HORTON INC) | Long | Debt | US | $595K | – | 0.11 |
| CORP. NOTE (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $588K | – | 0.11 |
| CORP. NOTE (WESTLAKE CORP) | Long | Debt | US | $560K | – | 0.10 |
| CORP. NOTE (BECTON DICKINSON AND CO) | Long | Debt | US | $548K | – | 0.10 |
| CORP. NOTE (T-MOBILE USA INC) | Long | Debt | US | $526K | – | 0.09 |
| CORP. NOTE (AMERICAN TOWER CORP) | Long | Debt | US | $493K | – | 0.09 |
| CORP. NOTE (JDE PEET'S NV) | Long | Debt | NL | $484K | – | 0.09 |
| CORP. NOTE (KENVUE INC) | Long | Debt | US | $481K | – | 0.09 |
| CORP. NOTE (MOODY'S CORP) | Long | Debt | US | $478K | – | 0.09 |
| CORP. NOTE (ATHENE GLOBAL FUNDING) | Long | Debt | US | $476K | – | 0.09 |
| CORP. NOTE (PFIZER INVESTMENT ENTERPRISES PTE LTD) | Long | Debt | SG | $458K | – | 0.08 |
| CORP. NOTE (BROADCOM CRP / CAYMN FI) | Long | Debt | US | $453K | – | 0.08 |
| CORP. NOTE (HCA INC) | Long | Debt | US | $449K | – | 0.08 |
| CORP. NOTE (AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST) | Long | Debt | IE | $427K | – | 0.08 |
| CORP. NOTE (ELECTRICITE DE FRANCE SA) | Long | Debt | FR | $422K | – | 0.08 |
| CORP. NOTE (EVERGY MISSOURI WEST INC) | Long | Debt | US | $399K | – | 0.07 |
| CORP. NOTE (BANCO SANTANDER SA) | Long | Debt | ES | $396K | – | 0.07 |
| CORP. NOTE (DEUTSCHE BANK AG) | Long | Debt | DE | $395K | – | 0.07 |
| CORP. NOTE (INTESA SANPAOLO SPA) | Long | Debt | IT | $375K | – | 0.07 |
| CORP. NOTE (WARNERMEDIA HOLDINGS INC) | Long | Debt | US | $366K | – | 0.07 |
| CORP. NOTE (VICI PROPERTIES LP) | Long | Debt | US | $365K | – | 0.07 |
| CORP. NOTE (GLENCORE FUNDING LLC) | Long | Debt | US | $350K | – | 0.06 |
| CORP. NOTE (T-MOBILE USA INC) | Long | Debt | US | $322K | – | 0.06 |
| CORP. NOTE (AMGEN INC) | Long | Debt | US | $319K | – | 0.06 |
| CORP. NOTE (VIATRIS INC) | Long | Debt | US | $316K | – | 0.06 |
| CORP. NOTE (BOOKING HOLDINGS INC) | Long | Debt | US | $310K | – | 0.06 |
| CORP. NOTE (MINSUR SA) | Long | Debt | PE | $308K | – | 0.06 |
| CORP. NOTE (SMBC AVIATION CAPITAL FINANCE DAC) | Long | Debt | IE | $307K | – | 0.06 |
| CORP. NOTE (AIRCASTLE LTD) | Long | Debt | US | $303K | – | 0.05 |
| CORP. NOTE (CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL) | Long | Debt | US | $301K | – | 0.05 |
| CORP. NOTE (HOWMET AEROSPACE INC) | Long | Debt | US | $298K | – | 0.05 |
| CORP. NOTE (INTERNATIONAL FLAVORS AND FRAGRANCES INC) | Long | Debt | US | $297K | – | 0.05 |
| CORP. NOTE (KENVUE INC) | Long | Debt | US | $296K | – | 0.05 |
| CORP. NOTE (LLOYDS BANKING GROUP PLC) | Long | Debt | GB | $290K | – | 0.05 |
| CORP. NOTE (ALIMENTATION COUCHE-TARD INC) | Long | Debt | CA | $282K | – | 0.05 |
| CORP. NOTE (KAZMUNAYGAS NATIONAL CO JSC) | Long | Debt | KZ | $271K | – | 0.05 |
| CORP. NOTE (SPECTRA ENERGY PARTNERS LP) | Long | Debt | US | $270K | – | 0.05 |
| CORP. NOTE (STELLANTIS FINANCE US INC) | Long | Debt | US | $269K | – | 0.05 |
| CORP. NOTE (ROGERS COMMUNICATIONS INC) | Long | Debt | CA | $267K | – | 0.05 |
| CORP. NOTE (AES CORP/THE) | Long | Debt | US | $260K | – | 0.05 |
| CORP. NOTE (HUMANA INC) | Long | Debt | US | $258K | – | 0.05 |
| CORP. NOTE (ALLY FINANCIAL INC) | Long | Debt | US | $256K | – | 0.05 |
| CORP. NOTE (HYUNDAI CAPITAL AMERICA) | Long | Debt | US | $256K | – | 0.05 |
| CORP. NOTE (BRISTOL-MYERS SQUIBB CO) | Long | Debt | US | $254K | – | 0.05 |
| CORP. NOTE (ARES CAPITAL CORP) | Long | Debt | US | $247K | – | 0.04 |
| CORP. NOTE (DAIMLER TRUCK FINANCE NORTH AMERICA LLC) | Long | Debt | US | $244K | – | 0.04 |
| CORP. NOTE (CLOUD SOFTWARE GROUP INC) | Long | Debt | US | $240K | – | 0.04 |
| CORP. NOTE (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $236K | – | 0.04 |
| CORP. NOTE (ARES CAPITAL CORP) | Long | Debt | US | $234K | – | 0.04 |
| CORP. NOTE (ROYALTY PHARMA PLC) | Long | Debt | US | $233K | – | 0.04 |
| CORP. NOTE (ABBVIE INC) | Long | Debt | US | $229K | – | 0.04 |
| CORP. NOTE (COREBRIDGE FINANCIAL INC) | Long | Debt | US | $224K | – | 0.04 |
| CORP. NOTE (BANIJAY ENTERTAINMENT SAS) | Long | Debt | FR | $220K | – | 0.04 |
| CORP. NOTE (BENTELER INTERNATIONAL AG) | Long | Debt | AT | $214K | – | 0.04 |
| CORP. NOTE (AEGON FUNDING CO LLC) | Long | Debt | US | $209K | – | 0.04 |
| CORP. NOTE (TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV) | Long | Debt | NL | $207K | – | 0.04 |
| CORP. NOTE (MATCH GROUP HOLDINGS II LLC) | Long | Debt | US | $205K | – | 0.04 |
| CORP. NOTE (ICON INVESTMENTS SIX DAC) | Long | Debt | IE | $202K | – | 0.04 |
| CORP. NOTE (CROWN CASTLE INC) | Long | Debt | US | $200K | – | 0.04 |
| CORP. NOTE (SMBC AVIATION CAPITAL FINANCE DAC) | Long | Debt | IE | $199K | – | 0.04 |
| CORP. NOTE (SOUTHERN CO/THE) | Long | Debt | US | $198K | – | 0.04 |
| CORP. NOTE (PROTECTIVE LIFE GLOBAL FUNDING) | Long | Debt | US | $197K | – | 0.04 |
| CORP. NOTE (ABN AMRO BANK NV) | Long | Debt | NL | $197K | – | 0.04 |
| CORP. NOTE (ARES CAPITAL CORP) | Long | Debt | US | $197K | – | 0.04 |
| CORP. NOTE (BANK OF NOVA SCOTIA/THE) | Long | Debt | CA | $195K | – | 0.04 |
| CORP. NOTE (BNP PARIBAS SA) | Long | Debt | FR | $195K | – | 0.04 |
| CORP. NOTE (SANDS CHINA LTD) | Long | Debt | MO | $194K | – | 0.03 |
| CORP. NOTE (FMC CORP) | Long | Debt | US | $193K | – | 0.03 |
| CORP. NOTE (BANCO SANTANDER SA) | Long | Debt | ES | $192K | – | 0.03 |
| CORP. NOTE (LPL HOLDINGS INC) | Long | Debt | US | $192K | – | 0.03 |
| CORP. NOTE (JOHNSON CONTROLS INTERNATIONAL PLC) | Long | Debt | US | $189K | – | 0.03 |
| CORP. NOTE (TENET HEALTHCARE CORP) | Long | Debt | US | $186K | – | 0.03 |
| CORP. NOTE (JAZZ SECURITIES DAC) | Long | Debt | IE | $186K | – | 0.03 |
| CORP. NOTE (NEXTERA ENERGY CAPITAL HOLDINGS INC) | Long | Debt | US | $184K | – | 0.03 |
| CORP. NOTE (KINDER MORGAN INC) | Long | Debt | US | $183K | – | 0.03 |
| CORP. NOTE (OLYMPUS WATER US HOLDING CORP) | Long | Debt | US | $183K | – | 0.03 |
| CORP. NOTE (STELLANTIS FINANCE US INC) | Long | Debt | US | $182K | – | 0.03 |
| CORP. NOTE (GLENCORE FUNDING LLC) | Long | Debt | US | $181K | – | 0.03 |
| CORP. NOTE (ALIMENTATION COUCHE-TARD INC) | Long | Debt | CA | $177K | – | 0.03 |
| CORP. NOTE (IMOLA MERGER CORP) | Long | Debt | US | $173K | – | 0.03 |
| CORP. NOTE (WATCO COS LLC / WATCO FINANCE CORP) | Long | Debt | US | $169K | – | 0.03 |
| CORP. NOTE (CELANESE US HOLDINGS LLC) | Long | Debt | US | $169K | – | 0.03 |
| CORP. NOTE (GE HEALTHCARE TECHNOLOGIES INC) | Long | Debt | US | $167K | – | 0.03 |
| CORP. NOTE (ASHTEAD CAPITAL INC) | Long | Debt | US | $166K | – | 0.03 |
| CORP. NOTE (GEORGIA POWER CO) | Long | Debt | US | $164K | – | 0.03 |
| CORP. NOTE (BOEING CO/THE) | Long | Debt | US | $163K | – | 0.03 |
| CORP. NOTE (VERIZON COMMUNICATIONS INC) | Long | Debt | US | $163K | – | 0.03 |
| CORP. NOTE (ATLASSIAN CORP) | Long | Debt | US | $161K | – | 0.03 |
| CORP. NOTE (JEFFERSON CAPITAL HOLDINGS LLC) | Long | Debt | US | $160K | – | 0.03 |
| CORP. NOTE (OTIS WORLDWIDE CORP) | Long | Debt | US | $160K | – | 0.03 |
| CORP. NOTE (CONSTELLATION ENERGY GENERATION LLC) | Long | Debt | US | $157K | – | 0.03 |
| CORP. NOTE (AIR LEASE CORP) | Long | Debt | US | $154K | – | 0.03 |
| CORP. NOTE (OVINTIV INC) | Long | Debt | US | $151K | – | 0.03 |
| CORP. NOTE (COMMONWEALTH BANK OF AUSTRALIA) | Long | Debt | AU | $150K | – | 0.03 |
| CORP. NOTE (WYNN RESORTS FINANCE LLC / WYNN RESORTS CAPITAL CORP) | Long | Debt | US | $150K | – | 0.03 |
| CORP. NOTE (PRA GROUP INC) | Long | Debt | US | $150K | – | 0.03 |
| CORP. NOTE (ALLY FINANCIAL INC) | Long | Debt | US | $149K | – | 0.03 |
| CORP. NOTE (AES CORP/THE) | Long | Debt | US | $148K | – | 0.03 |
| CORP. NOTE (ENCINO ACQUISITION PARTNERS HOLDINGS LLC) | Long | Debt | US | $148K | – | 0.03 |
| CORP. NOTE (WASTE MANAGEMENT INC) | Long | Debt | US | $147K | – | 0.03 |
| CORP. NOTE (FIRSTCASH INC) | Long | Debt | US | $145K | – | 0.03 |
| CORP. NOTE (T-MOBILE USA INC) | Long | Debt | US | $143K | – | 0.03 |
| CORP. NOTE (VICI PROPERTIES LP / VICI NOTE CO INC) | Long | Debt | US | $142K | – | 0.03 |
| CORP. NOTE (BOEING CO/THE) | Long | Debt | US | $141K | – | 0.03 |
| CORP. NOTE (ZOOMINFO TECHNOLOGIES LLC/ZOOMINFO FINANCE CORP) | Long | Debt | US | $141K | – | 0.03 |
| CORP. NOTE (BERRY GLOBAL INC) | Long | Debt | US | $140K | – | 0.03 |
| CORP. NOTE (AMERICAN ELECTRIC POWER CO INC) | Long | Debt | US | $139K | – | 0.03 |
| CORP. NOTE (CLARIOS GLOBAL LP / CLARIOS US FINANCE CO) | Long | Debt | US | $138K | – | 0.02 |
| CORP. NOTE (PFIZER INVESTMENT ENTERPRISES PTE LTD) | Long | Debt | SG | $138K | – | 0.02 |
| CORP. NOTE (CARNIVAL CORP) | Long | Debt | US | $138K | – | 0.02 |
| CORP. NOTE (OSHKOSH CORP) | Long | Debt | US | $137K | – | 0.02 |
| CORP. NOTE (MADISON IAQ LLC) | Long | Debt | US | $135K | – | 0.02 |
| CORP. NOTE (AXALTA COATING SYSTEMS LLC) | Long | Debt | US | $134K | – | 0.02 |
| CORP. NOTE (FULL HOUSE RESORTS INC) | Long | Debt | US | $134K | – | 0.02 |
| CORP. NOTE (HYATT HOTELS CORP) | Long | Debt | US | $133K | – | 0.02 |
| CORP. NOTE (AT AND T INC) | Long | Debt | US | $131K | – | 0.02 |
| CORP. NOTE (SOUTHWESTERN ENERGY CO) | Long | Debt | US | $131K | – | 0.02 |
| CORP. NOTE (EMRLD BORROWER LP / EMERALD CO-ISSUER INC) | Long | Debt | US | $131K | – | 0.02 |
| CORP. NOTE (WHITE CAP BUYER LLC) | Long | Debt | US | $130K | – | 0.02 |
| CORP. NOTE (COREBRIDGE GLOBAL FUNDING) | Long | Debt | US | $130K | – | 0.02 |
| CORP. NOTE (PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP) | Long | Debt | US | $129K | – | 0.02 |
| CORP. NOTE (MCAFEE CORP) | Long | Debt | US | $129K | – | 0.02 |
| CORP. NOTE (ATHENAHEALTH GROUP INC) | Long | Debt | US | $129K | – | 0.02 |
| CORP. NOTE (STATION CASINOS LLC) | Long | Debt | US | $127K | – | 0.02 |
| CORP. NOTE (ARETEC GROUP INC) | Long | Debt | US | $125K | – | 0.02 |
| CORP. NOTE (PINEWOOD FINCO PLC) | Long | Debt | GB | $124K | – | 0.02 |
| CORP. NOTE (CAESARS ENTERTAINMENT INC) | Long | Debt | US | $124K | – | 0.02 |
| CORP. NOTE (LIGHT AND WONDER INTERNATIONAL INC) | Long | Debt | US | $123K | – | 0.02 |
| CORP. NOTE (SCIH SALT HOLDINGS INC) | Long | Debt | US | $122K | – | 0.02 |
| CORP. NOTE (KONTOOR BRANDS INC) | Long | Debt | US | $122K | – | 0.02 |
| CORP. NOTE (ZOETIS INC) | Long | Debt | US | $122K | – | 0.02 |
| CORP. NOTE (MCGRAW-HILL EDUCATION INC) | Long | Debt | US | $121K | – | 0.02 |
| CORP. NOTE (HOME DEPOT INC/THE) | Long | Debt | US | $119K | – | 0.02 |
| CORP. NOTE (TENET HEALTHCARE CORP) | Long | Debt | US | $119K | – | 0.02 |
| CORP. NOTE (HOME DEPOT INC/THE) | Long | Debt | US | $119K | – | 0.02 |
| CORP. NOTE (ATI INC) | Long | Debt | US | $118K | – | 0.02 |
| CORP. NOTE (CELANESE US HOLDINGS LLC) | Long | Debt | US | $118K | – | 0.02 |
| CORP. NOTE (CLOUD SOFTWARE GROUP INC) | Long | Debt | US | $116K | – | 0.02 |
| CORP. NOTE (ALLIANT HOLDINGS INTERMEDIATE LLC / ALLIANT HOLDINGS CO-ISSUER) | Long | Debt | US | $116K | – | 0.02 |
| CORP. NOTE (IPALCO ENTERPRISES INC) | Long | Debt | US | $116K | – | 0.02 |
| CORP. NOTE (CHESAPEAKE ENERGY CORP) | Long | Debt | US | $115K | – | 0.02 |
| CORP. NOTE (TTM TECHNOLOGIES INC) | Long | Debt | US | $114K | – | 0.02 |
| CORP. NOTE (CHART INDUSTRIES INC) | Long | Debt | US | $114K | – | 0.02 |
| CORP. NOTE (CAESARS ENTERTAINMENT INC) | Long | Debt | US | $112K | – | 0.02 |
| CORP. NOTE (ARES CAPITAL CORP) | Long | Debt | US | $112K | – | 0.02 |
| CORP. NOTE (NASDAQ INC) | Long | Debt | US | $111K | – | 0.02 |
| CORP. NOTE (EQUINIX INC) | Long | Debt | US | $111K | – | 0.02 |
| CORP. NOTE (CLEAR CHANNEL OUTDOOR HOLDINGS INC) | Long | Debt | US | $111K | – | 0.02 |
| CORP. NOTE (VENTURE GLOBAL LNG INC) | Long | Debt | US | $109K | – | 0.02 |
| CORP. NOTE (FRONTIER COMMUNICATIONS HOLDINGS LLC) | Long | Debt | US | $107K | – | 0.02 |
| CORP. NOTE (GREAT LAKES DREDGE AND DOCK CORP) | Long | Debt | US | $107K | – | 0.02 |
| CORP. NOTE (NEPTUNE BIDCO US INC) | Long | Debt | US | $106K | – | 0.02 |
| CORP. NOTE (CLEAR CHANNEL OUTDOOR HOLDINGS INC) | Long | Debt | US | $105K | – | 0.02 |
| CORP. NOTE (AVIS BUDGET FINANCE PLC) | Long | Debt | GB | $105K | – | 0.02 |
| CORP. NOTE (APOLLO COMMERCIAL REAL ESTATE FINANCE INC) | Long | Debt | US | $105K | – | 0.02 |
| CORP. NOTE (CONSTELLIUM SE) | Long | Debt | FR | $105K | – | 0.02 |
| CORP. NOTE (LSF11 A5 HOLDCO LLC) | Long | Debt | US | $104K | – | 0.02 |
| CORP. NOTE (OCCIDENTAL PETROLEUM CORP) | Long | Debt | US | $104K | – | 0.02 |
| CORP. NOTE (TRONOX INC) | Long | Debt | US | $104K | – | 0.02 |
| CORP. NOTE (TRANSDIGM INC) | Long | Debt | US | $103K | – | 0.02 |
| CORP. NOTE (NUTRIEN LTD) | Long | Debt | CA | $102K | – | 0.02 |
| CORP. NOTE (COLUMBIA PIPELINES OPERATING CO LLC) | Long | Debt | US | $102K | – | 0.02 |
| CORP. NOTE (COMSTOCK RESOURCES INC) | Long | Debt | US | $102K | – | 0.02 |
| CORP. NOTE (MCGRAW-HILL EDUCATION INC) | Long | Debt | US | $102K | – | 0.02 |
| CORP. NOTE (TRANSDIGM INC) | Long | Debt | US | $101K | – | 0.02 |
| CORP. NOTE (STANDARD INDUSTRIES INC/NJ) | Long | Debt | US | $101K | – | 0.02 |
| CORP. NOTE (GRIFOLS SA) | Long | Debt | ES | $101K | – | 0.02 |
| CORP. NOTE (OWENS-BROCKWAY GLASS CONTAINER INC) | Long | Debt | US | $100K | – | 0.02 |
| CORP. NOTE (HANESBRANDS INC) | Long | Debt | US | $100K | – | 0.02 |
| CORP. NOTE (SUGARHOUSE HSP GAMING PROP MEZZ LP / SUGARHOUSE HSP GAMING FINANCE CORP) | Long | Debt | US | $99K | – | 0.02 |
| CORP. NOTE (SPIRIT AEROSYSTEMS INC) | Long | Debt | US | $99K | – | 0.02 |
| CORP. NOTE (LGI HOMES INC) | Long | Debt | US | $99K | – | 0.02 |
| CORP. NOTE (HERC HOLDINGS INC) | Long | Debt | US | $98K | – | 0.02 |
| CORP. NOTE (TGNR INTERMEDIATE HOLDINGS LLC) | Long | Debt | US | $98K | – | 0.02 |
| CORP. NOTE (HYUNDAI CAPITAL AMERICA) | Long | Debt | US | $98K | – | 0.02 |
| CORP. NOTE (CIVITAS RESOURCES INC) | Long | Debt | US | $96K | – | 0.02 |
| CORP. NOTE (OWENS CORNING) | Long | Debt | US | $96K | – | 0.02 |
| CORP. NOTE (ALLIED UNIVERSAL HOLDCO LLC) | Long | Debt | US | $95K | – | 0.02 |
| CORP. NOTE (CREDIT ACCEPTANCE CORP) | Long | Debt | US | $95K | – | 0.02 |
| CORP. NOTE (INTERCONTINENTAL EXCHANGE INC) | Long | Debt | US | $95K | – | 0.02 |
| CORP. NOTE (TWILIO INC) | Long | Debt | US | $94K | – | 0.02 |
| CORP. NOTE (SM ENERGY CO) | Long | Debt | US | $94K | – | 0.02 |
| CORP. NOTE (PHH MORTGAGE CORP) | Long | Debt | US | $93K | – | 0.02 |
| CORP. NOTE (FERTITTA ENTERTAINMENT LLC / FERTITTA ENTERTAINMENT FINANCE CO INC) | Long | Debt | US | $92K | – | 0.02 |
| CORP. NOTE (VIBRANTZ TECHNOLOGIES INC) | Long | Debt | US | $92K | – | 0.02 |
| CORP. NOTE (FREEDOM MORTGAGE CORP) | Long | Debt | US | $91K | – | 0.02 |
| CORP. NOTE (UKG INC) | Long | Debt | US | $91K | – | 0.02 |
| CORP. NOTE (WR GRACE HOLDINGS LLC) | Long | Debt | US | $91K | – | 0.02 |
| CORP. NOTE (ACRISURE LLC / ACRISURE FINANCE INC) | Long | Debt | US | $91K | – | 0.02 |
| CORP. NOTE (TRIPADVISOR INC) | Long | Debt | US | $90K | – | 0.02 |
| CORP. NOTE (ACRISURE LLC / ACRISURE FINANCE INC) | Long | Debt | US | $90K | – | 0.02 |
| CORP. NOTE (PRIME SECURITY SERVICES BORROWER LLC / PRIME FINANCE INC) | Long | Debt | US | $89K | – | 0.02 |
| CORP. NOTE (CAMELOT RETURN MERGER SUB INC) | Long | Debt | US | $88K | – | 0.02 |
| CORP. NOTE (BOISE CASCADE CO) | Long | Debt | US | $88K | – | 0.02 |
| CORP. NOTE (SHIFT4 PAYMENTS LLC / SHIFT4 PAYMENTS FINANCE SUB INC) | Long | Debt | US | $87K | – | 0.02 |
| CORP. NOTE (HUB INTERNATIONAL LTD) | Long | Debt | US | $87K | – | 0.02 |
| CORP. NOTE (FREEDOM MORTGAGE CORP) | Long | Debt | US | $87K | – | 0.02 |
| CORP. NOTE (VIKING CRUISES LTD) | Long | Debt | US | $87K | – | 0.02 |
| CORP. NOTE (SIX FLAGS ENTERTAINMENT CORP) | Long | Debt | US | $87K | – | 0.02 |
| CORP. NOTE (ARDAGH METAL PACKAGING FINANCE USA LLC / ARDAGH METAL PACKAGING FINANCE PLC) | Long | Debt | US | $86K | – | 0.02 |
| CORP. NOTE (ROYAL CARIBBEAN CRUISES LTD) | Long | Debt | US | $85K | – | 0.02 |
| CORP. NOTE (GARDA WORLD SECURITY CORP) | Long | Debt | CA | $85K | – | 0.02 |
| CORP. NOTE (BIG RIVER STEEL LLC / BRS FINANCE CORP) | Long | Debt | US | $84K | – | 0.02 |
| CORP. NOTE (RINGCENTRAL INC) | Long | Debt | US | $84K | – | 0.02 |
| CORP. NOTE (GLP CAPITAL LP / GLP FINANCING II INC) | Long | Debt | US | $83K | – | 0.01 |
| CORP. NOTE (SITIO ROYALTIES OPERATING PARTNERSHIP LP / SITIO FINANCE CORP) | Long | Debt | US | $83K | – | 0.01 |
| CORP. NOTE (CHURCHILL DOWNS INC) | Long | Debt | US | $83K | – | 0.01 |
| CORP. NOTE (CHOBANI LLC / CHOBANI FINANCE CORP INC) | Long | Debt | US | $82K | – | 0.01 |
| CORP. NOTE (TMS INTERNATIONAL CORP/DE) | Long | Debt | US | $82K | – | 0.01 |
| CORP. NOTE (VENTURE GLOBAL LNG INC) | Long | Debt | US | $82K | – | 0.01 |
| CORP. NOTE (BWAY HOLDING CO) | Long | Debt | US | $82K | – | 0.01 |
| CORP. NOTE (HUDBAY MINERALS INC) | Long | Debt | CA | $80K | – | 0.01 |
| CORP. NOTE (BOEING CO/THE) | Long | Debt | US | $80K | – | 0.01 |
| CORP. NOTE (KINETIK HOLDINGS LP) | Long | Debt | US | $79K | – | 0.01 |
| CORP. NOTE (COBRA ACQUISITIONCO LLC) | Long | Debt | US | $79K | – | 0.01 |
| CORP. NOTE (OUTFRONT MEDIA CAPITAL LLC / OUTFRONT MEDIA CAPITAL CORP) | Long | Debt | US | $78K | – | 0.01 |
| CORP. NOTE (VISTRA OPERATIONS CO LLC) | Long | Debt | US | $78K | – | 0.01 |
| CORP. NOTE (COMMERCIAL METALS CO) | Long | Debt | US | $78K | – | 0.01 |
| CORP. NOTE (ATI INC) | Long | Debt | US | $77K | – | 0.01 |
| CORP. NOTE (PENN ENTERTAINMENT INC) | Long | Debt | US | $77K | – | 0.01 |
| CORP. NOTE (LEVEL 3 FINANCING INC) | Long | Debt | US | $76K | – | 0.01 |
| CORP. NOTE (VENTURE GLOBAL LNG INC) | Long | Debt | US | $76K | – | 0.01 |
| CORP. NOTE (ELANCO ANIMAL HEALTH INC) | Long | Debt | US | $76K | – | 0.01 |
| CORP. NOTE (GFL ENVIRONMENTAL INC) | Long | Debt | CA | $76K | – | 0.01 |
| CORP. NOTE (NATIONSTAR MORTGAGE HOLDINGS INC) | Long | Debt | US | $75K | – | 0.01 |
| CORP. NOTE (DIRECTV FINANCING LLC / DIRECTV FINANCING CO-OBLIGOR INC) | Long | Debt | US | $75K | – | 0.01 |
| CORP. NOTE (ALLIANT HOLDINGS INTERMEDIATE LLC / ALLIANT HOLDINGS CO-ISSUER) | Long | Debt | US | $75K | – | 0.01 |
| CORP. NOTE (MERCER INTERNATIONAL INC) | Long | Debt | CA | $75K | – | 0.01 |
| CORP. NOTE (SCIH SALT HOLDINGS INC) | Long | Debt | US | $74K | – | 0.01 |
| CORP. NOTE (CHS/COMMUNITY HEALTH SYSTEMS INC) | Long | Debt | US | $74K | – | 0.01 |
| CORP. NOTE (BECTON DICKINSON AND CO) | Long | Debt | US | $74K | – | 0.01 |
| CORP. NOTE (SMYRNA READY MIX CONCRETE LLC) | Long | Debt | US | $74K | – | 0.01 |
| CORP. NOTE (GLENCORE FUNDING LLC) | Long | Debt | US | $74K | – | 0.01 |
| CORP. NOTE (MEDLINE BORROWER LP) | Long | Debt | US | $74K | – | 0.01 |
| CORP. NOTE (NEWS CORP) | Long | Debt | US | $74K | – | 0.01 |
| CORP. NOTE (JBS USA HOLDING LUX SARL/ JBS USA FOOD CO/ JBS LUX CO SARL) | Long | Debt | LU | $73K | – | 0.01 |
| CORP. NOTE (SCIENTIFIC GAMES HOLDINGS LP/SCIENTIFIC GAMES US FINCO INC) | Long | Debt | US | $73K | – | 0.01 |
| CORP. NOTE (EQUIPMENTSHARE.COM INC) | Long | Debt | US | $72K | – | 0.01 |
| CORP. NOTE (AVIENT CORP) | Long | Debt | US | $71K | – | 0.01 |
| CORP. NOTE (NABORS INDUSTRIES INC) | Long | Debt | US | $71K | – | 0.01 |
| CORP. NOTE (LADDER CAPITAL FINANCE HOLDINGS LLLP / LADDER CAPITAL FINANCE CORP) | Long | Debt | US | $71K | – | 0.01 |
| CORP. NOTE (ONEMAIN FINANCE CORP) | Long | Debt | US | $71K | – | 0.01 |
| CORP. NOTE (LBM ACQUISITION LLC) | Long | Debt | US | $71K | – | 0.01 |
| CORP. NOTE (BWAY HOLDING CO) | Long | Debt | US | $70K | – | 0.01 |
| CORP. NOTE (TENET HEALTHCARE CORP) | Long | Debt | US | $70K | – | 0.01 |
| CORP. NOTE (AMERICAN AIRLINES INC/AADVANTAGE LOYALTY IP LTD) | Long | Debt | US | $69K | – | 0.01 |
| CORP. NOTE (RTX CORP) | Long | Debt | US | $68K | – | 0.01 |
| CORP. NOTE (ENERGY TRANSFER LP) | Long | Debt | US | $68K | – | 0.01 |
| CORP. NOTE (AMERICAN AIRLINES INC/AADVANTAGE LOYALTY IP LTD) | Long | Debt | US | $68K | – | 0.01 |
| CORP. NOTE (SIRIUS XM RADIO INC) | Long | Debt | US | $68K | – | 0.01 |
| CORP. NOTE (INTELLIGENT PACKAGING LTD FINCO INC / INTELLIGENT PACKAGING LTD CO-ISSUER LLC) | Long | Debt | CA | $68K | – | 0.01 |
| CORP. NOTE (BAUSCH HEALTH COS INC) | Long | Debt | CA | $67K | – | 0.01 |
| CORP. NOTE (PENNYMAC FINANCIAL SERVICES INC) | Long | Debt | US | $67K | – | 0.01 |
| CORP. NOTE (FORTRESS INTERMEDIATE 3 INC) | Long | Debt | US | $67K | – | 0.01 |
| CORP. NOTE (COTY INC/HFC PRESTIGE PRODUCTS INC/HFC PRESTIGE INTERNATIONAL US LLC) | Long | Debt | US | $67K | – | 0.01 |
| CORP. NOTE (BOEING CO/THE) | Long | Debt | US | $66K | – | 0.01 |
| CORP. NOTE (VITAL ENERGY INC) | Long | Debt | US | $66K | – | 0.01 |
| CORP. NOTE (BOMBARDIER INC) | Long | Debt | CA | $65K | – | 0.01 |
| CORP. NOTE (JONES DESLAURIERS INSURANCE MANAGEMENT INC) | Long | Debt | CA | $64K | – | 0.01 |
| CORP. NOTE (KLEOPATRA HOLDINGS 2 SCA) | Long | Debt | LU | $64K | – | 0.01 |
| CORP. NOTE (LIVE NATION ENTERTAINMENT INC) | Long | Debt | US | $64K | – | 0.01 |
| CORP. NOTE (VENTURE GLOBAL CALCASIEU PASS LLC) | Long | Debt | US | $64K | – | 0.01 |
| CORP. NOTE (CLARIOS GLOBAL LP) | Long | Debt | US | $63K | – | 0.01 |
| CORP. NOTE (VISTRA OPERATIONS CO LLC) | Long | Debt | US | $63K | – | 0.01 |
| CORP. NOTE (SOUTHWESTERN ENERGY CO) | Long | Debt | US | $63K | – | 0.01 |
| CORP. NOTE (CHS/COMMUNITY HEALTH SYSTEMS INC) | Long | Debt | US | $62K | – | 0.01 |
| CORP. NOTE (BAUSCH HEALTH COS INC) | Long | Debt | CA | $62K | – | 0.01 |
| CORP. NOTE (FRONTIER COMMUNICATIONS HOLDINGS LLC) | Long | Debt | US | $62K | – | 0.01 |
| CORP. NOTE (TRANSDIGM INC) | Long | Debt | US | $61K | – | 0.01 |
| CORP. NOTE (ENCORE CAPITAL GROUP INC) | Long | Debt | US | $61K | – | 0.01 |
| CORP. NOTE (ROCKET SOFTWARE INC) | Long | Debt | US | $61K | – | 0.01 |
| CORP. NOTE (PROLOGIS LP) | Long | Debt | US | $61K | – | 0.01 |
| CORP. NOTE (TRANSDIGM INC) | Long | Debt | US | $61K | – | 0.01 |
| CORP. NOTE (MIWD HOLDCO II LLC / MIWD FINANCE CORP) | Long | Debt | US | $60K | – | 0.01 |
| CORP. NOTE (WR GRACE HOLDINGS LLC) | Long | Debt | US | $60K | – | 0.01 |
| CORP. NOTE (ARETEC GROUP INC) | Long | Debt | US | $60K | – | 0.01 |
| CORP. NOTE (HESS MIDSTREAM OPERATIONS LP) | Long | Debt | US | $60K | – | 0.01 |
| CORP. NOTE (ROYAL CARIBBEAN CRUISES LTD) | Long | Debt | US | $59K | – | 0.01 |
| CORP. NOTE (LOUISIANA-PACIFIC CORP) | Long | Debt | US | $59K | – | 0.01 |
| CORP. NOTE (CROWDSTRIKE HOLDINGS INC) | Long | Debt | US | $59K | – | 0.01 |
| CORP. NOTE (GRAPHIC PACKAGING INTERNATIONAL LLC) | Long | Debt | US | $58K | – | 0.01 |
| CORP. NOTE (RITCHIE BROS HOLDINGS INC) | Long | Debt | US | $57K | – | 0.01 |
| CORP. NOTE (LADDER CAPITAL FINANCE HOLDINGS LLLP / LADDER CAPITAL FINANCE CORP) | Long | Debt | US | $55K | – | 0.01 |
| CORP. NOTE (ADT SECURITY CORP/THE) | Long | Debt | US | $55K | – | 0.01 |
| CORP. NOTE (CHS/COMMUNITY HEALTH SYSTEMS INC) | Long | Debt | US | $55K | – | 0.01 |
| CORP. NOTE (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $55K | – | 0.01 |
| CORP. NOTE (CAMPBELL SOUP CO) | Long | Debt | US | $55K | – | 0.01 |
| CORP. NOTE (CHORD ENERGY CORP) | Long | Debt | US | $55K | – | 0.01 |
| CORP. NOTE (PETROBRAS GLOBAL FINANCE BV) | Long | Debt | NL | $55K | – | 0.01 |
| CORP. NOTE (CARNIVAL HOLDINGS BERMUDA LTD) | Long | Debt | BM | $54K | – | 0.01 |
| CORP. NOTE (RAIN CARBON INC) | Long | Debt | US | $54K | – | 0.01 |
| CORP. NOTE (UNIVISION COMMUNICATIONS INC) | Long | Debt | US | $54K | – | 0.01 |
| CORP. NOTE (HESS MIDSTREAM OPERATIONS LP) | Long | Debt | US | $53K | – | 0.01 |
| CORP. NOTE (OUTFRONT MEDIA CAPITAL LLC / OUTFRONT MEDIA CAPITAL CORP) | Long | Debt | US | $53K | – | 0.01 |
| CORP. NOTE (VIPER ENERGY INC) | Long | Debt | US | $52K | – | 0.01 |
| CORP. NOTE (ROYAL CARIBBEAN CRUISES LTD) | Long | Debt | US | $52K | – | 0.01 |
| CORP. NOTE (EQUIPMENTSHARE.COM INC) | Long | Debt | US | $52K | – | 0.01 |
| CORP. NOTE (ANTERO RESOURCES CORP) | Long | Debt | US | $51K | – | 0.01 |
| CORP. NOTE (BAUSCH + LOMB CORP) | Long | Debt | CA | $51K | – | 0.01 |
| CORP. NOTE (VISTRA OPERATIONS CO LLC) | Long | Debt | US | $51K | – | 0.01 |
| CORP. NOTE (TRANSOCEAN POSEIDON LTD) | Long | Debt | KY | $51K | – | 0.01 |
| CORP. NOTE (GEN DIGITAL INC) | Long | Debt | US | $51K | – | 0.01 |
| CORP. NOTE (LIVE NATION ENTERTAINMENT INC) | Long | Debt | US | $50K | – | 0.01 |
| CORP. NOTE (ONEMAIN FINANCE CORP) | Long | Debt | US | $50K | – | 0.01 |
| CORP. NOTE (CLEAN HARBORS INC) | Long | Debt | US | $50K | – | 0.01 |
| CORP. NOTE (USA COMPRESSION PARTNERS LP / USA COMPRESSION FINANCE CORP) | Long | Debt | US | $50K | – | 0.01 |
| CORP. NOTE (IRB HOLDING CORP) | Long | Debt | US | $50K | – | 0.01 |
| CORP. NOTE (MATADOR RESOURCES CO) | Long | Debt | US | $50K | – | 0.01 |
| CORP. NOTE (RHP HOTEL PROPERTIES LP / RHP FINANCE CORP) | Long | Debt | US | $50K | – | 0.01 |
| CORP. NOTE (ANYWHERE REAL ESTATE GROUP LLC / ANYWHERE CO-ISSUER CORP) | Long | Debt | US | $50K | – | 0.01 |
| CORP. NOTE (HESS MIDSTREAM OPERATIONS LP) | Long | Debt | US | $48K | – | 0.01 |
| CORP. NOTE (AT AND T INC) | Long | Debt | US | $48K | – | 0.01 |
| CORP. NOTE (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $48K | – | 0.01 |
| CORP. NOTE (CINEMARK USA INC) | Long | Debt | US | $48K | – | 0.01 |
| CORP. NOTE (HYUNDAI CAPITAL AMERICA) | Long | Debt | US | $48K | – | 0.01 |
| CORP. NOTE (CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL) | Long | Debt | US | $48K | – | 0.01 |
| CORP. NOTE (US FOODS INC) | Long | Debt | US | $47K | – | 0.01 |
| CORP. NOTE (CIVITAS RESOURCES INC) | Long | Debt | US | $47K | – | 0.01 |
| CORP. NOTE (VISTRA OPERATIONS CO LLC) | Long | Debt | US | $47K | – | 0.01 |
| CORP. NOTE (NCL CORP LTD) | Long | Debt | US | $47K | – | 0.01 |
| CORP. NOTE (AMERICAN BUILDERS AND CONTRACTORS SUPPLY CO INC) | Long | Debt | US | $47K | – | 0.01 |
| CORP. NOTE (TRANSOCEAN TITAN FINANCING LTD) | Long | Debt | KY | $46K | – | 0.01 |
| CORP. NOTE (VIASAT INC) | Long | Debt | US | $46K | – | 0.01 |
| CORP. NOTE (GLOBAL PARTNERS LP / GLP FINANCE CORP) | Long | Debt | US | $46K | – | 0.01 |
| CORP. NOTE (COTY INC/HFC PRESTIGE PRODUCTS INC/HFC PRESTIGE INTERNATIONAL US LLC) | Long | Debt | US | $46K | – | 0.01 |
| CORP. NOTE (CROCS INC) | Long | Debt | US | $46K | – | 0.01 |
| CORP. NOTE (AIR LEASE CORP) | Long | Debt | US | $46K | – | 0.01 |
| CORP. NOTE (INGEVITY CORP) | Long | Debt | US | $45K | – | 0.01 |
| CORP. NOTE (MITER BRANDS ACQUISITION HOLDCO INC / MIWD BORROWER LLC) | Long | Debt | US | $45K | – | 0.01 |
| CORP. NOTE (BUILDERS FIRSTSOURCE INC) | Long | Debt | US | $45K | – | 0.01 |
| CORP. NOTE (PRECISION DRILLING CORP) | Long | Debt | CA | $45K | – | 0.01 |
| CORP. NOTE (AMERICAN BUILDERS AND CONTRACTORS SUPPLY CO INC) | Long | Debt | US | $45K | – | 0.01 |
| CORP. NOTE (PRECISION DRILLING CORP) | Long | Debt | CA | $45K | – | 0.01 |
| CORP. NOTE (PERMIAN RESOURCES OPERATING LLC) | Long | Debt | US | $45K | – | 0.01 |
| CORP. NOTE (CHARLES RIVER LABORATORIES INTERNATIONAL INC) | Long | Debt | US | $45K | – | 0.01 |
| CORP. NOTE (NEXSTAR MEDIA INC) | Long | Debt | US | $44K | – | 0.01 |
| CORP. NOTE (DISH DBS CORP) | Long | Debt | US | $43K | – | 0.01 |
| CORP. NOTE (MEDLINE BORROWER LP) | Long | Debt | US | $43K | – | 0.01 |
| CORP. NOTE (TEREX CORP) | Long | Debt | US | $43K | – | 0.01 |
| CORP. NOTE (AHEAD DB HOLDINGS LLC) | Long | Debt | US | $43K | – | 0.01 |
| CORP. NOTE (VERTIV GROUP CORP) | Long | Debt | US | $42K | – | 0.01 |
| CORP. NOTE (PACTIV EVERGREEN GROUP ISSUER LLC / PACTIV EVERGREEN GROUP ISSUER INC) | Long | Debt | US | $42K | – | 0.01 |
| CORP. NOTE (CHS/COMMUNITY HEALTH SYSTEMS INC) | Long | Debt | US | $42K | – | 0.01 |
| CORP. NOTE (ENDO FINANCE HOLDINGS INC) | Long | Debt | US | $41K | – | 0.01 |
| CORP. NOTE (VENTURE GLOBAL LNG INC) | Long | Debt | US | $41K | – | 0.01 |
| CORP. NOTE (CHARLES RIVER LABORATORIES INTERNATIONAL INC) | Long | Debt | US | $41K | – | 0.01 |
| CORP. NOTE (HERC HOLDINGS INC) | Long | Debt | US | $41K | – | 0.01 |
| CORP. NOTE (GARRETT MOTION HOLDINGS INC / GARRETT LX I SARL) | Long | Debt | US | $41K | – | 0.01 |
| CORP. NOTE (SM ENERGY CO) | Long | Debt | US | $40K | – | 0.01 |
| CORP. NOTE (COMMSCOPE LLC) | Long | Debt | US | $39K | – | 0.01 |
| CORP. NOTE (CP ATLAS BUYER INC) | Long | Debt | US | $38K | – | 0.01 |
| CORP. NOTE (CHART INDUSTRIES INC) | Long | Debt | US | $38K | – | 0.01 |
| CORP. NOTE (TRANSOCEAN INC) | Long | Debt | US | $38K | – | 0.01 |
| CORP. NOTE (MADISON IAQ LLC) | Long | Debt | US | $37K | – | 0.01 |
| CORP. NOTE (UNITED AIRLINES INC) | Long | Debt | US | $37K | – | 0.01 |
| CORP. NOTE (JONES DESLAURIERS INSURANCE MANAGEMENT INC) | Long | Debt | CA | $37K | – | 0.01 |
| CORP. NOTE (BEACON ROOFING SUPPLY INC) | Long | Debt | US | $36K | – | 0.01 |
| CORP. NOTE (SIX FLAGS ENTERTAINMENT CORP / SIX FLAGS THEME PARKS INC) | Long | Debt | US | $36K | – | 0.01 |
| CORP. NOTE (HESS MIDSTREAM OPERATIONS LP) | Long | Debt | US | $35K | – | 0.01 |
| CORP. NOTE (TAYLOR MORRISON COMMUNITIES INC) | Long | Debt | US | $35K | – | 0.01 |
| CORP. NOTE (ATLASSIAN CORP) | Long | Debt | US | $34K | – | 0.01 |
| CORP. NOTE (CARNIVAL CORP) | Long | Debt | US | $33K | – | 0.01 |
| CORP. NOTE (GLOBAL PAYMENTS INC) | Long | Debt | US | $32K | – | 0.01 |
| CORP. NOTE (LADDER CAPITAL FINANCE HOLDINGS LLLP / LADDER CAPITAL FINANCE CORP) | Long | Debt | US | $32K | – | 0.01 |
| CORP. NOTE (MERCER INTERNATIONAL INC) | Long | Debt | CA | $32K | – | 0.01 |
| CORP. NOTE (ROLLER BEARING CO OF AMERICA INC) | Long | Debt | US | $32K | – | 0.01 |
| CORP. NOTE (NCL CORP LTD) | Long | Debt | US | $31K | – | 0.01 |
| CORP. NOTE (EVERSOURCE ENERGY) | Long | Debt | US | $31K | – | 0.01 |
| CORP. NOTE (RITCHIE BROS HOLDINGS INC) | Long | Debt | US | $31K | – | 0.01 |
| CORP. NOTE (USA COMPRESSION PARTNERS LP / USA COMPRESSION FINANCE CORP) | Long | Debt | US | $30K | – | 0.01 |
| CORP. NOTE (VIKING CRUISES LTD) | Long | Debt | US | $30K | – | 0.01 |
| CORP. NOTE (1011778 BC ULC / NEW RED FINANCE INC) | Long | Debt | CA | $30K | – | 0.01 |
| CORP. NOTE (TAYLOR MORRISON COMMUNITIES INC) | Long | Debt | US | $30K | – | 0.01 |
| CORP. NOTE (WRANGLER HOLDCO CORP) | Long | Debt | US | $30K | – | 0.01 |
| CORP. NOTE (VIPER ENERGY INC) | Long | Debt | US | $29K | – | 0.01 |
| CORP. NOTE (SPIRIT AEROSYSTEMS INC) | Long | Debt | US | $27K | – | 0.00 |
| CORP. NOTE (GGAM FINANCE LTD) | Long | Debt | IE | $26K | – | 0.00 |
| CORP. NOTE (SEAGATE HDD CAYMAN) | Long | Debt | KY | $26K | – | 0.00 |
| CORP. NOTE (GFL ENVIRONMENTAL INC) | Long | Debt | CA | $26K | – | 0.00 |
| CORP. NOTE (GARDA WORLD SECURITY CORP) | Long | Debt | CA | $25K | – | 0.00 |
| CORP. NOTE (CONCENTRA ESCROW ISSUER CORP) | Long | Debt | US | $25K | – | 0.00 |
| CORP. NOTE (ATI INC) | Long | Debt | US | $23K | – | 0.00 |
| CORP. NOTE (FREEDOM MORTGAGE CORP) | Long | Debt | US | $21K | – | 0.00 |
| CORP. NOTE (US FOODS INC) | Long | Debt | US | $21K | – | 0.00 |
| CORP. NOTE (CARNIVAL CORP) | Long | Debt | US | $21K | – | 0.00 |
| CORP. NOTE (LEVEL 3 FINANCING INC) | Long | Debt | US | $21K | – | 0.00 |
| CORP. NOTE (RHP HOTEL PROPERTIES LP / RHP FINANCE CORP) | Long | Debt | US | $21K | – | 0.00 |
| CORP. NOTE (TRANSOCEAN AQUILA LTD) | Long | Debt | US | $20K | – | 0.00 |
| CORP. NOTE (BOMBARDIER INC) | Long | Debt | CA | $20K | – | 0.00 |
| CORP. NOTE (WESCO DISTRIBUTION INC) | Long | Debt | US | $20K | – | 0.00 |
| CORP. NOTE (VITAL ENERGY INC) | Long | Debt | US | $20K | – | 0.00 |
| CORP. NOTE (WESCO DISTRIBUTION INC) | Long | Debt | US | $20K | – | 0.00 |
| CORP. NOTE (ROYAL CARIBBEAN CRUISES LTD) | Long | Debt | US | $19K | – | 0.00 |
| CORP. NOTE (AVIS BUDGET CAR RENTAL LLC / AVIS BUDGET FINANCE INC) | Long | Debt | US | $19K | – | 0.00 |
| CORP. NOTE (MATTEL INC) | Long | Debt | US | $19K | – | 0.00 |
| CORP. NOTE (BOMBARDIER INC) | Long | Debt | CA | $19K | – | 0.00 |
| CORP. NOTE (LIGHT AND WONDER INTERNATIONAL INC) | Long | Debt | US | $15K | – | 0.00 |
| CORP. NOTE (TRANSDIGM INC) | Long | Debt | US | $15K | – | 0.00 |
| CORP. NOTE (MACQUARIE AIRFINANCE HOLDINGS LTD) | Long | Debt | GB | $15K | – | 0.00 |
| CORP. NOTE (CLARIOS GLOBAL LP / CLARIOS US FINANCE CO) | Long | Debt | US | $15K | – | 0.00 |
| CORP. NOTE (ROYAL CARIBBEAN CRUISES LTD) | Long | Debt | US | $15K | – | 0.00 |
| CORP. NOTE (CAESARS ENTERTAINMENT INC) | Long | Debt | US | $15K | – | 0.00 |
| CORP. NOTE (STATION CASINOS LLC) | Long | Debt | US | $15K | – | 0.00 |
| CORP. NOTE (BERRY GLOBAL INC) | Long | Debt | US | $14K | – | 0.00 |
| CORP. NOTE (CDW LLC / CDW FINANCE CORP) | Long | Debt | US | $14K | – | 0.00 |
| CORP. NOTE (SERVICE CORP INTERNATIONAL/US) | Long | Debt | US | $13K | – | 0.00 |
| CORP. NOTE (BERRY GLOBAL INC) | Long | Debt | US | $13K | – | 0.00 |
| CORP. NOTE (T-MOBILE USA INC) | Long | Debt | US | $11K | – | 0.00 |
| CORP. NOTE (CIVITAS RESOURCES INC) | Long | Debt | US | $11K | – | 0.00 |
| CORP. NOTE (1375209 BC LTD) | Long | Debt | CA | $11K | – | 0.00 |
| CORP. NOTE (BOMBARDIER INC) | Long | Debt | CA | $10K | – | 0.00 |
| CORP. NOTE (GATES CORP/DE) | Long | Debt | US | $10K | – | 0.00 |
| CORP. NOTE (MACQUARIE AIRFINANCE HOLDINGS LTD) | Long | Debt | GB | $10K | – | 0.00 |
| CORP. NOTE (CINEMARK USA INC) | Long | Debt | US | $5K | – | 0.00 |
| CORP. PIK BOND (INTELLIGENT PACKAGING HOLDCO ISSUER LP) | Long | Debt | CA | $71K | – | 0.01 |
| CORP. PIK BOND (BCPE ULYSSES INTERMEDIATE INC) | Long | Debt | US | $44K | – | 0.01 |
| CORP. PIK BOND (WHITE CAP PARENT LLC) | Long | Debt | US | $30K | – | 0.01 |
| CORPORATE BONDS (JPMORGAN CHASE AND CO) | Long | Debt | US | $2M | – | 0.32 |
| CORPORATE BONDS (BROADCOM CRP / CAYMN FI) | Long | Debt | US | $1M | – | 0.21 |
| CORPORATE BONDS (APPLE INC) | Long | Debt | US | $1M | – | 0.18 |
| CORPORATE BONDS (VERIZON COMMUNICATIONS INC) | Long | Debt | US | $939K | – | 0.17 |
| CORPORATE BONDS (AT AND T INC) | Long | Debt | US | $848K | – | 0.15 |
| CORPORATE BONDS (ENERGY TRANSFER LP) | Long | Debt | US | $770K | – | 0.14 |
| CORPORATE BONDS (BANK OF AMERICA CORP) | Long | Debt | US | $750K | – | 0.14 |
| CORPORATE BONDS (NOVARTIS CAPITAL CORP) | Long | Debt | US | $732K | – | 0.13 |
| CORPORATE BONDS (INTERPUBLIC GROUP OF COS INC/THE) | Long | Debt | US | $728K | – | 0.13 |
| CORPORATE BONDS (TELEFONICA EMISIONES SA) | Long | Debt | ES | $722K | – | 0.13 |
| CORPORATE BONDS (ORACLE CORP) | Long | Debt | US | $694K | – | 0.12 |
| CORPORATE BONDS (AIR LEASE CORP) | Long | Debt | US | $666K | – | 0.12 |
| CORPORATE BONDS (T-MOBILE USA INC) | Long | Debt | US | $662K | – | 0.12 |
| CORPORATE BONDS (ASHTEAD CAPITAL INC) | Long | Debt | US | $659K | – | 0.12 |
| CORPORATE BONDS (AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST) | Long | Debt | IE | $652K | – | 0.12 |
| CORPORATE BONDS (DUKE ENERGY CORP) | Long | Debt | US | $520K | – | 0.09 |
| CORPORATE BONDS (CITIGROUP INC) | Long | Debt | US | $499K | – | 0.09 |
| CORPORATE BONDS (MORGAN STANLEY) | Long | Debt | US | $490K | – | 0.09 |
| CORPORATE BONDS (WESTROCK MWV LLC) | Long | Debt | US | $487K | – | 0.09 |
| CORPORATE BONDS (ENDEAVOR ENERGY RESOURCES LP / EER FINANCE INC) | Long | Debt | US | $474K | – | 0.09 |
| CORPORATE BONDS (AT AND T INC) | Long | Debt | US | $456K | – | 0.08 |
| CORPORATE BONDS (AMERICAN ELECTRIC POWER CO INC) | Long | Debt | US | $444K | – | 0.08 |
| CORPORATE BONDS (NETFLIX INC) | Long | Debt | US | $428K | – | 0.08 |
| CORPORATE BONDS (VERIZON COMMUNICATIONS INC) | Long | Debt | US | $425K | – | 0.08 |
| CORPORATE BONDS (MERCK AND CO INC) | Long | Debt | US | $418K | – | 0.08 |
| CORPORATE BONDS (METLIFE CAPITAL TRUST IV) | Long | Debt | US | $412K | – | 0.07 |
| CORPORATE BONDS (CF INDUSTRIES INC) | Long | Debt | US | $410K | – | 0.07 |
| CORPORATE BONDS (ALLY FINANCIAL INC) | Long | Debt | US | $405K | – | 0.07 |
| CORPORATE BONDS (HYATT HOTELS CORP) | Long | Debt | US | $400K | – | 0.07 |
| CORPORATE BONDS (MCDONALD'S CORP) | Long | Debt | US | $391K | – | 0.07 |
| CORPORATE BONDS (AMERICAN TOWER CORP) | Long | Debt | US | $391K | – | 0.07 |
| CORPORATE BONDS (KINDER MORGAN INC) | Long | Debt | US | $387K | – | 0.07 |
| CORPORATE BONDS (AT AND T INC) | Long | Debt | US | $381K | – | 0.07 |
| CORPORATE BONDS (AMERICAN TOWER CORP) | Long | Debt | US | $376K | – | 0.07 |
| CORPORATE BONDS (CROWN CASTLE INC) | Long | Debt | US | $375K | – | 0.07 |
| CORPORATE BONDS (BLOCK INC) | Long | Debt | US | $367K | – | 0.07 |
| CORPORATE BONDS (NUTRIEN LTD) | Long | Debt | CA | $360K | – | 0.06 |
| CORPORATE BONDS (ONCOR ELECTRIC DELIVERY) | Long | Debt | US | $359K | – | 0.06 |
| CORPORATE BONDS (NETFLIX INC) | Long | Debt | US | $358K | – | 0.06 |
| CORPORATE BONDS (CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL) | Long | Debt | US | $357K | – | 0.06 |
| CORPORATE BONDS (SERVICENOW INC) | Long | Debt | US | $346K | – | 0.06 |
| CORPORATE BONDS (UNITEDHEALTH GROUP INC) | Long | Debt | US | $343K | – | 0.06 |
| CORPORATE BONDS (DUKE ENERGY CORP) | Long | Debt | US | $343K | – | 0.06 |
| CORPORATE BONDS (ENBRIDGE INC) | Long | Debt | CA | $340K | – | 0.06 |
| CORPORATE BONDS (AMGEN INC) | Long | Debt | US | $328K | – | 0.06 |
| CORPORATE BONDS (TCI COMMUNICATIONS INC) | Long | Debt | US | $326K | – | 0.06 |
| CORPORATE BONDS (BERKSHIRE HATHAWAY FINANCE CORP) | Long | Debt | US | $321K | – | 0.06 |
| CORPORATE BONDS (ROCHE HOLDINGS INC) | Long | Debt | US | $312K | – | 0.06 |
| CORPORATE BONDS (RTX CORP) | Long | Debt | US | $310K | – | 0.06 |
| CORPORATE BONDS (WESTLAKE CORP) | Long | Debt | US | $307K | – | 0.06 |
| CORPORATE BONDS (ORACLE CORP) | Long | Debt | US | $304K | – | 0.05 |
| CORPORATE BONDS (ERAC USA FINANCE LLC) | Long | Debt | US | $300K | – | 0.05 |
| CORPORATE BONDS (WALT DISNEY CO/THE) | Long | Debt | US | $295K | – | 0.05 |
| CORPORATE BONDS (APPLE INC) | Long | Debt | US | $294K | – | 0.05 |
| CORPORATE BONDS (BPCE SA) | Long | Debt | FR | $291K | – | 0.05 |
| CORPORATE BONDS (WASTE CONNECTIONS INC) | Long | Debt | CA | $286K | – | 0.05 |
| CORPORATE BONDS (PARAMOUNT GLOBAL) | Long | Debt | US | $285K | – | 0.05 |
| CORPORATE BONDS (OCCIDENTAL PETROLEUM CORP) | Long | Debt | US | $279K | – | 0.05 |
| CORPORATE BONDS (VERIZON COMMUNICATIONS INC) | Long | Debt | US | $278K | – | 0.05 |
| CORPORATE BONDS (CROWN CASTLE INC) | Long | Debt | US | $266K | – | 0.05 |
| CORPORATE BONDS (META PLATFORMS INC) | Long | Debt | US | $262K | – | 0.05 |
| CORPORATE BONDS (ERAC USA FINANCE LLC) | Long | Debt | US | $258K | – | 0.05 |
| CORPORATE BONDS (HUNTSMAN INTERNATIONAL LLC) | Long | Debt | US | $252K | – | 0.05 |
| CORPORATE BONDS (SALESFORCE INC) | Long | Debt | US | $250K | – | 0.04 |
| CORPORATE BONDS (TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PARTNERS FINANCE CORP) | Long | Debt | US | $248K | – | 0.04 |
| CORPORATE BONDS (CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP) | Long | Debt | US | $246K | – | 0.04 |
| CORPORATE BONDS (HOME DEPOT INC/THE) | Long | Debt | US | $241K | – | 0.04 |
| CORPORATE BONDS (SALESFORCE INC) | Long | Debt | US | $239K | – | 0.04 |
| CORPORATE BONDS (CSX CORP) | Long | Debt | US | $237K | – | 0.04 |
| CORPORATE BONDS (META PLATFORMS INC) | Long | Debt | US | $234K | – | 0.04 |
| CORPORATE BONDS (CF INDUSTRIES INC) | Long | Debt | US | $232K | – | 0.04 |
| CORPORATE BONDS (AMERICAN TOWER CORP) | Long | Debt | US | $232K | – | 0.04 |
| CORPORATE BONDS (DUKE ENERGY INDIANA LLC) | Long | Debt | US | $228K | – | 0.04 |
| CORPORATE BONDS (DUKE ENERGY OHIO INC) | Long | Debt | US | $227K | – | 0.04 |
| CORPORATE BONDS (ORACLE CORP) | Long | Debt | US | $227K | – | 0.04 |
| CORPORATE BONDS (AIR LEASE CORP) | Long | Debt | US | $227K | – | 0.04 |
| CORPORATE BONDS (PETROLEOS MEXICANOS) | Long | Debt | MX | $226K | – | 0.04 |
| CORPORATE BONDS (META PLATFORMS INC) | Long | Debt | US | $222K | – | 0.04 |
| CORPORATE BONDS (MARSH AND MCLENNAN COS INC) | Long | Debt | US | $211K | – | 0.04 |
| CORPORATE BONDS (VISTRA OPERATIONS CO LLC) | Long | Debt | US | $207K | – | 0.04 |
| CORPORATE BONDS (GLP CAPITAL LP / GLP FINANCING II INC) | Long | Debt | US | $207K | – | 0.04 |
| CORPORATE BONDS (BPCE SA) | Long | Debt | FR | $200K | – | 0.04 |
| CORPORATE BONDS (VISTRA OPERATIONS CO LLC) | Long | Debt | US | $195K | – | 0.04 |
| CORPORATE BONDS (KKR GROUP FINANCE CO III LLC) | Long | Debt | US | $187K | – | 0.03 |
| CORPORATE BONDS (CITIGROUP INC) | Long | Debt | US | $184K | – | 0.03 |
| CORPORATE BONDS (OCCIDENTAL PETROLEUM CORP) | Long | Debt | US | $180K | – | 0.03 |
| CORPORATE BONDS (COMMONWEALTH EDISON CO) | Long | Debt | US | $178K | – | 0.03 |
| CORPORATE BONDS (CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP) | Long | Debt | US | $173K | – | 0.03 |
| CORPORATE BONDS (WESTLAKE CORP) | Long | Debt | US | $165K | – | 0.03 |
| CORPORATE BONDS (TWILIO INC) | Long | Debt | US | $163K | – | 0.03 |
| CORPORATE BONDS (CELANESE US HOLDINGS LLC) | Long | Debt | US | $162K | – | 0.03 |
| CORPORATE BONDS (COMCAST CORP) | Long | Debt | US | $161K | – | 0.03 |
| CORPORATE BONDS (CVS PASS-THROUGH TRUST SERIES 2013) | Long | Debt | US | $160K | – | 0.03 |
| CORPORATE BONDS (CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL) | Long | Debt | US | $159K | – | 0.03 |
| CORPORATE BONDS (PUGET SOUND ENERGY INC) | Long | Debt | US | $156K | – | 0.03 |
| CORPORATE BONDS (ELI LILLY AND CO) | Long | Debt | US | $156K | – | 0.03 |
| CORPORATE BONDS (DH EUROPE FINANCE II SARL) | Long | Debt | LU | $150K | – | 0.03 |
| CORPORATE BONDS (SPRINT CAPITAL CORP) | Long | Debt | US | $149K | – | 0.03 |
| CORPORATE BONDS (INTERCONTINENTAL EXCHANGE INC) | Long | Debt | US | $147K | – | 0.03 |
| CORPORATE BONDS (NEUBERGER BERMAN GROUP LLC / NEUBERGER BERMAN FINANCE CORP) | Long | Debt | US | $147K | – | 0.03 |
| CORPORATE BONDS (BOYD GAMING CORP) | Long | Debt | US | $145K | – | 0.03 |
| CORPORATE BONDS (PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP) | Long | Debt | US | $143K | – | 0.03 |
| CORPORATE BONDS (RTX CORP) | Long | Debt | US | $137K | – | 0.02 |
| CORPORATE BONDS (MATCH GROUP HOLDINGS II LLC) | Long | Debt | US | $135K | – | 0.02 |
| CORPORATE BONDS (SENSATA TECHNOLOGIES INC) | Long | Debt | US | $135K | – | 0.02 |
| CORPORATE BONDS (BLACKSTONE HOLDINGS FINANCE CO LLC) | Long | Debt | US | $134K | – | 0.02 |
| CORPORATE BONDS (CONSOLIDATED EDISON CO OF NEW YORK INC) | Long | Debt | US | $132K | – | 0.02 |
| CORPORATE BONDS (SERVICE CORP INTERNATIONAL/US) | Long | Debt | US | $131K | – | 0.02 |
| CORPORATE BONDS (LEVI STRAUSS AND CO) | Long | Debt | US | $130K | – | 0.02 |
| CORPORATE BONDS (EVERGY KANSAS CENTRAL INC) | Long | Debt | US | $128K | – | 0.02 |
| CORPORATE BONDS (PROLOGIS LP) | Long | Debt | US | $128K | – | 0.02 |
| CORPORATE BONDS (ARCELORMITTAL SA) | Long | Debt | LU | $128K | – | 0.02 |
| CORPORATE BONDS (HUNTSMAN INTERNATIONAL LLC) | Long | Debt | US | $128K | – | 0.02 |
| CORPORATE BONDS (CROWN CASTLE INC) | Long | Debt | US | $124K | – | 0.02 |
| CORPORATE BONDS (AT AND T INC) | Long | Debt | US | $122K | – | 0.02 |
| CORPORATE BONDS (MSCI INC) | Long | Debt | US | $119K | – | 0.02 |
| CORPORATE BONDS (SERVICE CORP INTERNATIONAL/US) | Long | Debt | US | $119K | – | 0.02 |
| CORPORATE BONDS (ORACLE CORP) | Long | Debt | US | $118K | – | 0.02 |
| CORPORATE BONDS (ARAMARK SERVICES INC) | Long | Debt | US | $118K | – | 0.02 |
| CORPORATE BONDS (HOME DEPOT INC/THE) | Long | Debt | US | $117K | – | 0.02 |
| CORPORATE BONDS (KEURIG DR PEPPER INC) | Long | Debt | US | $113K | – | 0.02 |
| CORPORATE BONDS (WESTROCK MWV LLC) | Long | Debt | US | $112K | – | 0.02 |
| CORPORATE BONDS (ERAC USA FINANCE LLC) | Long | Debt | US | $106K | – | 0.02 |
| CORPORATE BONDS (PARAMOUNT GLOBAL) | Long | Debt | US | $103K | – | 0.02 |
| CORPORATE BONDS (ONEMAIN FINANCE CORP) | Long | Debt | US | $103K | – | 0.02 |
| CORPORATE BONDS (WESTPAC BANKING CORP) | Long | Debt | AU | $103K | – | 0.02 |
| CORPORATE BONDS (BERKSHIRE HATHAWAY FINANCE CORP) | Long | Debt | US | $102K | – | 0.02 |
| CORPORATE BONDS (PFIZER INVESTMENT ENTERPRISES PTE LTD) | Long | Debt | SG | $96K | – | 0.02 |
| CORPORATE BONDS (S AND P GLOBAL INC) | Long | Debt | US | $95K | – | 0.02 |
| CORPORATE BONDS (TOLL BROTHERS FINANCE CORP) | Long | Debt | US | $95K | – | 0.02 |
| CORPORATE BONDS (BOEING CO/THE) | Long | Debt | US | $95K | – | 0.02 |
| CORPORATE BONDS (NATIONSTAR MORTGAGE HOLDINGS INC) | Long | Debt | US | $94K | – | 0.02 |
| CORPORATE BONDS (AMERICAN TRANSMISSION SYSTEMS INC) | Long | Debt | US | $92K | – | 0.02 |
| CORPORATE BONDS (PG AND E CORP) | Long | Debt | US | $91K | – | 0.02 |
| CORPORATE BONDS (INTERNATIONAL FLAVORS AND FRAGRANCES INC) | Long | Debt | US | $90K | – | 0.02 |
| CORPORATE BONDS (ONCOR ELECTRIC DELIVERY) | Long | Debt | US | $88K | – | 0.02 |
| CORPORATE BONDS (NUTRIEN LTD) | Long | Debt | CA | $87K | – | 0.02 |
| CORPORATE BONDS (COMCAST CORP) | Long | Debt | US | $87K | – | 0.02 |
| CORPORATE BONDS (GOODYEAR TIRE AND RUBBER CO/THE) | Long | Debt | US | $86K | – | 0.02 |
| CORPORATE BONDS (BATH AND BODY WORKS INC) | Long | Debt | US | $86K | – | 0.02 |
| CORPORATE BONDS (SIRIUS XM RADIO INC) | Long | Debt | US | $86K | – | 0.02 |
| CORPORATE BONDS (GARTNER INC) | Long | Debt | US | $85K | – | 0.02 |
| CORPORATE BONDS (ZOETIS INC) | Long | Debt | US | $83K | – | 0.02 |
| CORPORATE BONDS (HCA INC) | Long | Debt | US | $82K | – | 0.01 |
| CORPORATE BONDS (PETROLEOS MEXICANOS) | Long | Debt | MX | $82K | – | 0.01 |
| CORPORATE BONDS (ERAC USA FINANCE LLC) | Long | Debt | US | $81K | – | 0.01 |
| CORPORATE BONDS (COMCAST CORP) | Long | Debt | US | $80K | – | 0.01 |
| CORPORATE BONDS (WESTPAC BANKING CORP) | Long | Debt | AU | $78K | – | 0.01 |
| CORPORATE BONDS (MOTOROLA SOLUTIONS INC) | Long | Debt | US | $77K | – | 0.01 |
| CORPORATE BONDS (HCA INC) | Long | Debt | US | $71K | – | 0.01 |
| CORPORATE BONDS (1011778 BC ULC / NEW RED FINANCE INC) | Long | Debt | CA | $70K | – | 0.01 |
| CORPORATE BONDS (BOEING CO/THE) | Long | Debt | US | $69K | – | 0.01 |
| CORPORATE BONDS (WASTE CONNECTIONS INC) | Long | Debt | CA | $68K | – | 0.01 |
| CORPORATE BONDS (CENTENE CORP) | Long | Debt | US | $68K | – | 0.01 |
| CORPORATE BONDS (CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP) | Long | Debt | US | $66K | – | 0.01 |
| CORPORATE BONDS (NOVELIS CORP) | Long | Debt | US | $65K | – | 0.01 |
| CORPORATE BONDS (FMG RESOURCES AUGUST 2006 PTY LTD) | Long | Debt | AU | $64K | – | 0.01 |
| CORPORATE BONDS (JPMORGAN CHASE AND CO) | Long | Debt | US | $63K | – | 0.01 |
| CORPORATE BONDS (STANDARD INDUSTRIES INC/NJ) | Long | Debt | US | $63K | – | 0.01 |
| CORPORATE BONDS (T-MOBILE USA INC) | Long | Debt | US | $61K | – | 0.01 |
| CORPORATE BONDS (SM ENERGY CO) | Long | Debt | US | $60K | – | 0.01 |
| CORPORATE BONDS (S AND P GLOBAL INC) | Long | Debt | US | $58K | – | 0.01 |
| CORPORATE BONDS (TAYLOR MORRISON COMMUNITIES INC) | Long | Debt | US | $57K | – | 0.01 |
| CORPORATE BONDS (CENTENE CORP) | Long | Debt | US | $57K | – | 0.01 |
| CORPORATE BONDS (DEVON ENERGY CORP) | Long | Debt | US | $57K | – | 0.01 |
| CORPORATE BONDS (CALPINE CORP) | Long | Debt | US | $56K | – | 0.01 |
| CORPORATE BONDS (NEWS CORP) | Long | Debt | US | $54K | – | 0.01 |
| CORPORATE BONDS (STATION CASINOS LLC) | Long | Debt | US | $53K | – | 0.01 |
| CORPORATE BONDS (CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP) | Long | Debt | US | $53K | – | 0.01 |
| CORPORATE BONDS (WYNN RESORTS FINANCE LLC / WYNN RESORTS CAPITAL CORP) | Long | Debt | US | $52K | – | 0.01 |
| CORPORATE BONDS (BROADCOM INC) | Long | Debt | US | $52K | – | 0.01 |
| CORPORATE BONDS (KENVUE INC) | Long | Debt | US | $51K | – | 0.01 |
| CORPORATE BONDS (SERVICE CORP INTERNATIONAL/US) | Long | Debt | US | $48K | – | 0.01 |
| CORPORATE BONDS (NETFLIX INC) | Long | Debt | US | $46K | – | 0.01 |
| CORPORATE BONDS (GRAY TELEVISION INC) | Long | Debt | US | $45K | – | 0.01 |
| CORPORATE BONDS (BUILDERS FIRSTSOURCE INC) | Long | Debt | US | $44K | – | 0.01 |
| CORPORATE BONDS (OVINTIV INC) | Long | Debt | US | $44K | – | 0.01 |
| CORPORATE BONDS (NASDAQ INC) | Long | Debt | US | $43K | – | 0.01 |
| CORPORATE BONDS (WASTE CONNECTIONS INC) | Long | Debt | CA | $42K | – | 0.01 |
| CORPORATE BONDS (INTERNATIONAL FLAVORS AND FRAGRANCES INC) | Long | Debt | US | $40K | – | 0.01 |
| CORPORATE BONDS (BUILDERS FIRSTSOURCE INC) | Long | Debt | US | $40K | – | 0.01 |
| CORPORATE BONDS (UNITED STATES STEEL CORP) | Long | Debt | US | $35K | – | 0.01 |
| CORPORATE BONDS (STANDARD INDUSTRIES INC/NJ) | Long | Debt | US | $34K | – | 0.01 |
| CORPORATE BONDS (COMMERCIAL METALS CO) | Long | Debt | US | $32K | – | 0.01 |
| CORPORATE BONDS (BOEING CO/THE) | Long | Debt | US | $31K | – | 0.01 |
| CORPORATE BONDS (ALBERTSONS COS INC / SAFEWAY INC / NEW ALBERTSONS LP / ALBERTSONS LLC) | Long | Debt | US | $28K | – | 0.01 |
| CORPORATE BONDS (WEYERHAEUSER CO) | Long | Debt | US | $28K | – | 0.01 |
| CORPORATE BONDS (BOEING CO/THE) | Long | Debt | US | $28K | – | 0.00 |
| CORPORATE BONDS (COMMSCOPE TECHNOLOGIES LLC) | Long | Debt | US | $24K | – | 0.00 |
| CORPORATE BONDS (SEAGATE HDD CAYMAN) | Long | Debt | KY | $23K | – | 0.00 |
| CORPORATE BONDS (CVS PASS-THROUGH TRUST) | Long | Debt | US | $22K | – | 0.00 |
| CORPORATE BONDS (HYUNDAI CAPITAL AMERICA) | Long | Debt | US | $18K | – | 0.00 |
| CORPORATE BONDS (NOVELIS CORP) | Long | Debt | US | $17K | – | 0.00 |
| CORPORATE BONDS (INTERPUBLIC GROUP OF COS INC/THE) | Long | Debt | US | $11K | – | 0.00 |
| CORPORATE BONDS (T-MOBILE USA INC) | Long | Debt | US | $4K | – | 0.00 |
| CORPORATE STEP UP (JOHNSON CONTROLS INTERNATIONAL PLC) | Long | Debt | US | $289K | – | 0.05 |
| CORPORATE STEP UP (DEUTSCHE TELEKOM INTERNATIONAL FINANCE BV) | Long | Debt | NL | $157K | – | 0.03 |
| Credit Default Swap Basket Index (INTERCONTINENTAL EXCHANGE INC) | Derivative-credit | US | $866K | – | 0.16 | |
| Credit Default Swap Basket Index (INTERCONTINENTAL EXCHANGE INC) | Derivative-credit | US | $284K | – | 0.05 | |
| CURRENCY FORWARDS (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-foreign exchange | US | $1M | – | 0.26 | |
| CURRENCY FORWARDS (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-foreign exchange | US | $1M | – | 0.26 | |
| CURRENCY FORWARDS (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-foreign exchange | US | $1M | – | 0.26 | |
| CURRENCY FORWARDS (WESTPAC BANKING CORPORATION) | Derivative-foreign exchange | US | $1M | – | 0.25 | |
| CURRENCY FORWARDS (NATWEST MARKETS PLC) | Derivative-foreign exchange | GB | $1M | – | 0.23 | |
| CURRENCY FORWARDS (STATE STREET B AND T CO) | Derivative-foreign exchange | US | $998K | – | 0.18 | |
| CURRENCY FORWARDS (STATE STREET B AND T CO) | Derivative-foreign exchange | US | $889K | – | 0.16 | |
| CURRENCY FORWARDS (NATWEST MARKETS PLC) | Derivative-foreign exchange | GB | $790K | – | 0.14 | |
| CURRENCY FORWARDS (STATE STREET B AND T CO) | Derivative-foreign exchange | US | $770K | – | 0.14 | |
| CURRENCY FORWARDS (BARCLAYS BANK PLC WHOLESALE, LONDON) | Derivative-foreign exchange | GB | $715K | – | 0.13 | |
| CURRENCY FORWARDS (UBS AG) | Derivative-foreign exchange | US | $684K | – | 0.12 | |
| CURRENCY FORWARDS (UBS AG) | Derivative-foreign exchange | US | $683K | – | 0.12 | |
| CURRENCY FORWARDS (UBS AG) | Derivative-foreign exchange | US | $683K | – | 0.12 | |
| CURRENCY FORWARDS (UBS AG) | Derivative-foreign exchange | US | $631K | – | 0.11 | |
| CURRENCY FORWARDS (STATE STREET B AND T CO) | Derivative-foreign exchange | US | $515K | – | 0.09 | |
| CURRENCY FORWARDS (UBS AG) | Derivative-foreign exchange | US | $416K | – | 0.07 | |
| CURRENCY FORWARDS (STATE STREET B AND T CO) | Derivative-foreign exchange | US | $381K | – | 0.07 | |
| CURRENCY FORWARDS (STATE STREET B AND T CO) | Derivative-foreign exchange | US | $381K | – | 0.07 | |
| CURRENCY FORWARDS (STATE STREET B AND T CO) | Derivative-foreign exchange | US | $345K | – | 0.06 | |
| CURRENCY FORWARDS (JP MORGANCHASE BANK) | Derivative-foreign exchange | US | $295K | – | 0.05 | |
| CURRENCY FORWARDS (JP MORGANCHASE BANK) | Derivative-foreign exchange | US | $293K | – | 0.05 | |
| CURRENCY FORWARDS (CITIBANK N.A.) | Derivative-foreign exchange | US | $286K | – | 0.05 | |
| CURRENCY FORWARDS (BARCLAYS BANK PLC WHOLESALE, LONDON) | Derivative-foreign exchange | GB | $280K | – | 0.05 | |
| CURRENCY FORWARDS (STATE STREET B AND T CO) | Derivative-foreign exchange | US | $233K | – | 0.04 | |
| CURRENCY FORWARDS (NATWEST MARKETS PLC) | Derivative-foreign exchange | GB | $225K | – | 0.04 | |
| CURRENCY FORWARDS (JP MORGANCHASE BANK) | Derivative-foreign exchange | US | $218K | – | 0.04 | |
| CURRENCY FORWARDS (JP MORGANCHASE BANK) | Derivative-foreign exchange | US | $217K | – | 0.04 | |
| CURRENCY FORWARDS (JP MORGANCHASE BANK) | Derivative-foreign exchange | US | $217K | – | 0.04 | |
| CURRENCY FORWARDS (BARCLAYS BANK PLC WHOLESALE, LONDON) | Derivative-foreign exchange | GB | $207K | – | 0.04 | |
| CURRENCY FORWARDS (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-foreign exchange | US | $193K | – | 0.03 | |
| CURRENCY FORWARDS (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-foreign exchange | US | $192K | – | 0.03 | |
| CURRENCY FORWARDS (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-foreign exchange | US | $192K | – | 0.03 | |
| CURRENCY FORWARDS (UBS AG) | Derivative-foreign exchange | US | $152K | – | 0.03 | |
| CURRENCY FORWARDS (GOLDMAN SACHS INTL FX) | Derivative-foreign exchange | US | $115K | – | 0.02 | |
| CURRENCY FORWARDS (GOLDMAN SACHS INTL FX) | Derivative-foreign exchange | US | $114K | – | 0.02 | |
| CURRENCY FORWARDS (GOLDMAN SACHS INTL FX) | Derivative-foreign exchange | US | $114K | – | 0.02 | |
| CURRENCY FORWARDS (CITIBANK N.A.) | Derivative-foreign exchange | US | $97K | – | 0.02 | |
| CURRENCY FORWARDS (BARCLAYS BANK PLC WHOLESALE, LONDON) | Derivative-foreign exchange | GB | $85K | – | 0.02 | |
| CURRENCY FORWARDS (STATE STREET B AND T CO) | Derivative-foreign exchange | US | $75K | – | 0.01 | |
| CURRENCY FORWARDS (STATE STREET B AND T CO) | Derivative-foreign exchange | US | $75K | – | 0.01 | |
| CURRENCY FORWARDS (UBS AG) | Derivative-foreign exchange | US | $75K | – | 0.01 | |
| CURRENCY FORWARDS (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-foreign exchange | US | $60K | – | 0.01 | |
| CURRENCY FORWARDS (UBS AG) | Derivative-foreign exchange | US | $60K | – | 0.01 | |
| CURRENCY FORWARDS (HSBC BANK USA) | Derivative-foreign exchange | US | $58K | – | 0.01 | |
| CURRENCY FORWARDS (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-foreign exchange | US | $54K | – | 0.01 | |
| CURRENCY FORWARDS (UBS AG) | Derivative-foreign exchange | US | $47K | – | 0.01 | |
| CURRENCY FORWARDS (UBS AG) | Derivative-foreign exchange | US | $46K | – | 0.01 | |
| CURRENCY FORWARDS (UBS AG) | Derivative-foreign exchange | US | $46K | – | 0.01 | |
| CURRENCY FORWARDS (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-foreign exchange | US | $39K | – | 0.01 | |
| CURRENCY FORWARDS (STATE STREET B AND T CO) | Derivative-foreign exchange | US | $37K | – | 0.01 | |
| CURRENCY FORWARDS (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-foreign exchange | US | $28K | – | 0.01 | |
| CURRENCY FORWARDS (HSBC BANK USA) | Derivative-foreign exchange | US | $27K | – | 0.00 | |
| CURRENCY FORWARDS (STATE STREET B AND T CO) | Derivative-foreign exchange | US | $27K | – | 0.00 | |
| CURRENCY FORWARDS (STATE STREET B AND T CO) | Derivative-foreign exchange | US | $27K | – | 0.00 | |
| CURRENCY FORWARDS (STATE STREET B AND T CO) | Derivative-foreign exchange | US | $27K | – | 0.00 | |
| CURRENCY FORWARDS (HSBC BANK USA) | Derivative-foreign exchange | US | $23K | – | 0.00 | |
| CURRENCY FORWARDS (JP MORGANCHASE BANK) | Derivative-foreign exchange | US | $18K | – | 0.00 | |
| CURRENCY FORWARDS (BARCLAYS BANK PLC WHOLESALE, LONDON) | Derivative-foreign exchange | GB | $17K | – | 0.00 | |
| CURRENCY FORWARDS (BANK OF AMERICA N.A.) | Derivative-foreign exchange | US | $12K | – | 0.00 | |
| CURRENCY FORWARDS (HSBC BANK USA) | Derivative-foreign exchange | US | $10K | – | 0.00 | |
| CURRENCY FORWARDS (HSBC BANK USA) | Derivative-foreign exchange | US | $10K | – | 0.00 | |
| CURRENCY FORWARDS (HSBC BANK USA) | Derivative-foreign exchange | US | $10K | – | 0.00 | |
| CURRENCY FORWARDS (STATE STREET B AND T CO) | Derivative-foreign exchange | US | $9K | – | 0.00 | |
| CURRENCY FORWARDS (STATE STREET B AND T CO) | Derivative-foreign exchange | US | $1K | – | 0.00 | |
| CURRENCY FORWARDS (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-foreign exchange | US | $322.48 | – | 0.00 | |
| DISC. CP (GOTHAM FUNDING CORP) | Long | ABS-asset backed commercial paper | US | $2M | – | 0.45 |
| DISC. CP (SOCIETE GENERALE SA) | Long | Short-term investment vehicle | FR | $2M | – | 0.42 |
| DISC. CP (LIBERTY STREET FUNDING LLC) | Long | ABS-asset backed commercial paper | US | $2M | – | 0.42 |
| DISC. CP (SHEFFIELD RECEIVABLES CO LLC) | Long | ABS-asset backed commercial paper | US | $2M | – | 0.42 |
| DISC. CP (CHARTA LLC) | Long | ABS-asset backed commercial paper | US | $2M | – | 0.30 |
| DISC. CP (CHARIOT FUNDING LLC) | Long | ABS-asset backed commercial paper | US | $1M | – | 0.25 |
| EQUITY INDEX FUTURE (CHICAGO MERCANTILE EXCHANGE) | Derivative-equity | US | $92M | – | 16.55 | |
| EQUITY INDEX FUTURE (ICE FUTURES U.S., INC.) | Derivative-equity | US | $27M | – | 4.83 | |
| EQUITY OTC INDEX OPTION (CITIBANK N.A.) | Derivative-equity | US | $102K | – | 0.02 | |
| EQUITY OTC INDEX OPTION (CITIBANK N.A.) | Derivative-equity | US | $30K | – | 0.01 | |
| FHLMC CMO IO (FNMA) | Long | ABS-mortgage backed security | US | $818K | – | 0.15 |
| FHLMC CMO IO (FREDDIE MAC REMICS) | Long | ABS-mortgage backed security | US | $611K | – | 0.11 |
| FHLMC CMO IO (FREDDIE MAC REMICS) | Long | ABS-mortgage backed security | US | $577K | – | 0.10 |
| FHLMC CMO IO (FREDDIE MAC REMICS) | Long | ABS-mortgage backed security | US | $550K | – | 0.10 |
| FHLMC CMO IO (FREDDIE MAC REMICS) | Long | ABS-mortgage backed security | US | $530K | – | 0.10 |
| FHLMC CMO IO (FREDDIE MAC REMICS) | Long | ABS-mortgage backed security | US | $505K | – | 0.09 |
| FHLMC CMO IO (FREDDIE MAC REMICS) | Long | ABS-mortgage backed security | US | $330K | – | 0.06 |
| FHLMC CMO IO (FREDDIE MAC REMICS) | Long | ABS-mortgage backed security | US | $327K | – | 0.06 |
| FHLMC CMO IO (FREDDIE MAC REMICS) | Long | ABS-mortgage backed security | US | $243K | – | 0.04 |
| 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 | $3M | – | 0.54 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $3M | – | 0.46 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $2M | – | 0.40 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $2M | – | 0.34 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $2M | – | 0.34 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $2M | – | 0.30 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $1M | – | 0.25 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $1M | – | 0.24 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $1M | – | 0.23 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $1M | – | 0.21 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $1M | – | 0.21 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $1M | – | 0.20 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $532K | – | 0.10 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $436K | – | 0.08 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $416K | – | 0.07 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $362K | – | 0.07 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $356K | – | 0.06 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $314K | – | 0.06 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $240K | – | 0.04 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $183K | – | 0.03 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $76K | – | 0.01 |
| FN40 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $930K | – | 0.17 |
| FN40 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $885K | – | 0.16 |
| FN40 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $348K | – | 0.06 |
| FN40 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $323K | – | 0.06 |
| FN7BL (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $149K | – | 0.03 |
| FN7BL (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $63K | – | 0.01 |
| FNBL (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $172K | – | 0.03 |
| FNMA CMO IO (FANNIE MAE REMICS) | Long | ABS-mortgage backed security | US | $694K | – | 0.12 |
| FNMA CMO IO (FANNIE MAE REMICS) | Long | ABS-mortgage backed security | US | $519K | – | 0.09 |
| FNMA CMO IO (FANNIE MAE REMICS) | Long | ABS-mortgage backed security | US | $429K | – | 0.08 |
| FNMA CMO IO (FANNIE MAE REMICS) | Long | ABS-mortgage backed security | US | $396K | – | 0.07 |
| FNMA CMO PO (FANNIE MAE REMICS) | Long | ABS-mortgage backed security | US | $4K | – | 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 | $14M | – | 2.50 |
| FNMA TBA (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $11M | – | 1.91 |
| FNMA TBA (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $10M | – | 1.79 |
| FNMA TBA (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $9M | – | 1.59 |
| FNMA TBA (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $6M | – | 1.08 |
| FNMA TBA (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $5M | – | 0.92 |
| FNMA TBA (FANNIE MAE POOL) | Short | ABS-mortgage backed security | US | $4M | – | 0.70 |
| FNMA TBA (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $3M | – | 0.53 |
| FNMA TBA (FANNIE MAE POOL) | Short | ABS-mortgage backed security | US | $3M | – | 0.51 |
| FNMA TBA (FANNIE MAE POOL) | Short | ABS-mortgage backed security | US | $3M | – | 0.46 |
| FNMA TBA (FANNIE MAE POOL) | Short | ABS-mortgage backed security | US | $915K | – | 0.16 |
| FR30 (FREDDIE MAC GOLD POOL) | Long | ABS-mortgage backed security | US | $1M | – | 0.24 |
| FR30 (FREDDIE MAC GOLD POOL) | Long | ABS-mortgage backed security | US | $253K | – | 0.05 |
| FR30 (FREDDIE MAC GOLD POOL) | Long | ABS-mortgage backed security | US | $249K | – | 0.04 |
| FR30 (FREDDIE MAC GOLD POOL) | Long | ABS-mortgage backed security | US | $140K | – | 0.03 |
| FR30 (FREDDIE MAC GOLD POOL) | Long | ABS-mortgage backed security | US | $114K | – | 0.02 |
| FR30 (FREDDIE MAC GOLD POOL) | Long | ABS-mortgage backed security | US | $82K | – | 0.01 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $5M | – | 0.90 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $4M | – | 0.71 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $3M | – | 0.54 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $167K | – | 0.03 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $164K | – | 0.03 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $92K | – | 0.02 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $87K | – | 0.02 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $78K | – | 0.01 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $50K | – | 0.01 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $35K | – | 0.01 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $34K | – | 0.01 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $31K | – | 0.01 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $26K | – | 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 | $23K | – | 0.00 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $621K | – | 0.11 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $314K | – | 0.06 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $193K | – | 0.03 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $49K | – | 0.01 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| GNMA TBA (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $7M | – | 1.26 |
| GNMA TBA (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $6M | – | 1.03 |
| GNMA TBA (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $4M | – | 0.67 |
| GNMA TBA (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $992K | – | 0.18 |
| GOVERNMENT BOND (REPUBLIC OF INDONESIA) | Long | Debt | ID | $612K | – | 0.11 |
| GOVERNMENT BOND (UNITED MEXICAN STATES) | Long | Debt | MX | $552K | – | 0.10 |
| GOVERNMENT BOND (ROMANIA) | Long | Debt | RO | $446K | – | 0.08 |
| GOVERNMENT BOND (REPUBLIC OF COTE D'IVOIRE) | Long | Debt | CI | $411K | – | 0.07 |
| GOVERNMENT BOND (REPUBLIC OF CHILE) | Long | Debt | CL | $395K | – | 0.07 |
| GOVERNMENT BOND (FEDERATIVE REPUBLIC OF BRAZIL) | Long | Debt | BR | $384K | – | 0.07 |
| GOVERNMENT BOND (ORIENTAL REPUBLIC OF URUGUAY) | Long | Debt | UY | $295K | – | 0.05 |
| GOVERNMENT BOND (REPUBLIC OF SOUTH AFRICA) | Long | Debt | ZA | $288K | – | 0.05 |
| GOVERNMENT BOND (UNITED MEXICAN STATES) | Long | Debt | MX | $287K | – | 0.05 |
| GOVERNMENT BOND (REPUBLIC OF INDONESIA) | Long | Debt | ID | $274K | – | 0.05 |
| GOVERNMENT BOND (DOMINICAN REPUBLIC) | Long | Debt | DO | $256K | – | 0.05 |
| GOVERNMENT BOND (REPUBLIC OF COLOMBIA) | Long | Debt | CO | $244K | – | 0.04 |
| GOVERNMENT BOND (REPUBLIC OF KAZAKHSTAN) | Long | Debt | KZ | $242K | – | 0.04 |
| GOVERNMENT BOND (REPUBLIC OF PANAMA) | Long | Debt | PA | $230K | – | 0.04 |
| GOVERNMENT BOND (REPUBLIC OF COLOMBIA) | Long | Debt | CO | $230K | – | 0.04 |
| GOVERNMENT BOND (REPUBLIC OF BENIN) | Long | Debt | BJ | $214K | – | 0.04 |
| GOVERNMENT BOND (REPUBLIC OF GUATEMALA) | Long | Debt | GT | $209K | – | 0.04 |
| GOVERNMENT BOND (DOMINICAN REPUBLIC) | Long | Debt | DO | $202K | – | 0.04 |
| GOVERNMENT BOND (REPUBLIC OF GUATEMALA) | Long | Debt | GT | $202K | – | 0.04 |
| GOVERNMENT BOND (REPUBLIC OF PARAGUAY) | Long | Debt | PY | $195K | – | 0.04 |
| GOVERNMENT BOND (REPUBLIC OF PARAGUAY) | Long | Debt | PY | $191K | – | 0.03 |
| GOVERNMENT BOND (ORIENTAL REPUBLIC OF URUGUAY) | Long | Debt | UY | $59K | – | 0.01 |
| GOVERNMENT FUTURES (CHICAGO BOARD OF TRADE) | Derivative-interest rate | US | $45M | – | 8.04 | |
| GOVERNMENT FUTURES (CHICAGO BOARD OF TRADE) | Derivative-interest rate | US | $42M | – | 7.65 | |
| GOVERNMENT FUTURES (CHICAGO BOARD OF TRADE) | Derivative-interest rate | US | $30M | – | 5.34 | |
| GOVERNMENT FUTURES (CHICAGO BOARD OF TRADE) | Derivative-interest rate | US | $19M | – | 3.50 | |
| GOVERNMENT FUTURES (CHICAGO BOARD OF TRADE) | Derivative-interest rate | US | $17M | – | 3.05 | |
| GOVERNMENT FUTURES (CHICAGO BOARD OF TRADE) | Derivative-interest rate | US | $3M | – | 0.49 | |
| GOVERNMENT FUTURES (CHICAGO BOARD OF TRADE) | Derivative-interest rate | US | $2M | – | 0.35 | |
| GOVERNMENT FUTURES (CHICAGO BOARD OF TRADE) | Derivative-interest rate | US | $376K | – | 0.07 | |
| GOVT CMO (FREDDIE MAC STRIPS) | Long | ABS-mortgage backed security | US | $252K | – | 0.05 |
| GOVT CMO (FREDDIE MAC REMICS) | Long | ABS-mortgage backed security | US | $45K | – | 0.01 |
| GOVT CMO (FREDDIE MAC REMICS) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $876K | – | 0.16 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $496K | – | 0.09 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $155K | – | 0.03 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $67K | – | 0.01 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $54K | – | 0.01 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $34K | – | 0.01 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $95K | – | 0.02 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $74K | – | 0.01 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $67K | – | 0.01 | |
| Mortgage Backed Swap Basket Index (J.P. MORGAN SECURITIES, LLC) | Derivative-credit | US | $53K | – | 0.01 | |
| Mortgage Backed Swap Basket Index (GOLDMAN SACHS INTERNATIONAL) | Derivative-credit | US | $45K | – | 0.01 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $39K | – | 0.01 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $39K | – | 0.01 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $39K | – | 0.01 | |
| Mortgage Backed Swap Basket Index (J.P. MORGAN SECURITIES, LLC) | Derivative-credit | US | $35K | – | 0.01 | |
| Mortgage Backed Swap Basket Index (GOLDMAN SACHS INTERNATIONAL) | Derivative-credit | US | $30K | – | 0.01 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $29K | – | 0.01 | |
| Mortgage Backed Swap Basket Index (GOLDMAN SACHS INTERNATIONAL) | Derivative-credit | US | $28K | – | 0.01 | |
| Mortgage Backed Swap Basket Index (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-credit | US | $26K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $25K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (J.P. MORGAN SECURITIES, LLC) | Derivative-credit | US | $25K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-credit | US | $24K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (MERRILL LYNCH INTERNATIONAL) | Derivative-credit | GB | $23K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $23K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (J.P. MORGAN SECURITIES, LLC) | Derivative-credit | US | $21K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $20K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (GOLDMAN SACHS INTERNATIONAL) | Derivative-credit | US | $18K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $17K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $16K | – | 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 | $12K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $11K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (MERRILL LYNCH INTERNATIONAL) | Derivative-credit | GB | $9K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (J.P. MORGAN SECURITIES, LLC) | Derivative-credit | US | $9K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $9K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (MERRILL LYNCH INTERNATIONAL) | Derivative-credit | GB | $8K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-credit | US | $8K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (J.P. MORGAN SECURITIES, LLC) | Derivative-credit | US | $7K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-credit | US | $6K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-credit | US | $6K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-credit | US | $3K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (MERRILL LYNCH INTERNATIONAL) | Derivative-credit | GB | $2K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-credit | US | $2K | – | 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 | $393.3 | – | 0.00 | |
| Mortgage Backed Swap Basket Index (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-credit | US | $190.3 | – | 0.00 | |
| ORDINARY SHARES (ASML HOLDING NV) | Long | Equity-common | NL | $2M | 2K | 0.31 |
| ORDINARY SHARES (NOVO NORDISK A/S) | Long | Equity-common | DK | $1M | 10K | 0.27 |
| ORDINARY SHARES (ASTRAZENECA PLC) | Long | Equity-common | GB | $1M | 8K | 0.22 |
| ORDINARY SHARES (AXA SA) | Long | Equity-common | FR | $847K | 26K | 0.15 |
| ORDINARY SHARES (HOYA CORP) | Long | Equity-common | JP | $807K | 7K | 0.15 |
| ORDINARY SHARES (BP PLC) | Long | Equity-common | GB | $781K | 130K | 0.14 |
| ORDINARY SHARES (NOVARTIS AG) | Long | Equity-common | CH | $742K | 7K | 0.13 |
| ORDINARY SHARES (SHELL PLC) | Long | Equity-common | GB | $725K | 20K | 0.13 |
| ORDINARY SHARES (NXP SEMICONDUCTORS NV) | Long | Equity-common | NL | $694K | 3K | 0.12 |
| ORDINARY SHARES (GSK PLC) | Long | Equity-common | GB | $686K | 36K | 0.12 |
| ORDINARY SHARES (CRH PLC) | Long | Equity-common | US | $682K | 9K | 0.12 |
| ORDINARY SHARES (VINCI SA) | Long | Equity-common | FR | $666K | 6K | 0.12 |
| ORDINARY SHARES (PRYSMIAN SPA) | Long | Equity-common | IT | $653K | 11K | 0.12 |
| ORDINARY SHARES (LONZA GROUP AG) | Long | Equity-common | CH | $570K | 1K | 0.10 |
| ORDINARY SHARES (BHP GROUP LTD) | Long | Equity-common | AU | $529K | 18K | 0.10 |
| ORDINARY SHARES (RENESAS ELECTRONICS CORP) | Long | Equity-common | JP | $523K | 28K | 0.09 |
| ORDINARY SHARES (MITSUBISHI UFJ FINANCIAL GROUP INC) | Long | Equity-common | JP | $518K | 48K | 0.09 |
| ORDINARY SHARES (COMPASS GROUP PLC) | Long | Equity-common | GB | $512K | 19K | 0.09 |
| ORDINARY SHARES (UNIVERSAL MUSIC GROUP NV) | Long | Equity-common | NL | $497K | 17K | 0.09 |
| ORDINARY SHARES (CANADIAN PACIFIC KANSAS CITY LTD) | Long | Equity-common | CA | $496K | 6K | 0.09 |
| ORDINARY SHARES (SIEMENS AG) | Long | Equity-common | DE | $490K | 3K | 0.09 |
| ORDINARY SHARES (NINTENDO CO LTD) | Long | Equity-common | JP | $476K | 9K | 0.09 |
| ORDINARY SHARES (CANADIAN NATIONAL RAILWAY CO) | Long | Equity-common | CA | $470K | 4K | 0.08 |
| ORDINARY SHARES (ABB LIMITED) | Long | Equity-common | CH | $464K | 8K | 0.08 |
| ORDINARY SHARES (MUENCHENER RUECKVERSICHERUNGS-GESELLSCHAFT AG IN MUENCHEN) | Long | Equity-common | DE | $439K | 878 | 0.08 |
| ORDINARY SHARES (TESCO PLC) | Long | Equity-common | GB | $431K | 111K | 0.08 |
| ORDINARY SHARES (EURONEXT) | Long | Equity-common | NL | $429K | 5K | 0.08 |
| ORDINARY SHARES (CK HUTCHISON HOLDINGS LTD) | Long | Equity-common | HK | $428K | 90K | 0.08 |
| ORDINARY SHARES (INDUSTRIA DE DISENO TEXTIL SA) | Long | Equity-common | ES | $424K | 9K | 0.08 |
| ORDINARY SHARES (LLOYDS BANKING GROUP PLC) | Long | Equity-common | GB | $422K | 609K | 0.08 |
| ORDINARY SHARES (SHIN-ETSU CHEMICAL CO LTD) | Long | Equity-common | JP | $420K | 11K | 0.08 |
| ORDINARY SHARES (INVESTOR AB) | Long | Equity-common | SE | $418K | 15K | 0.08 |
| ORDINARY SHARES (HSBC HOLDINGS PLC) | Long | Equity-common | GB | $418K | 48K | 0.08 |
| ORDINARY SHARES (SPOTIFY TECHNOLOGY SA) | Long | Equity-common | SE | $416K | 1K | 0.07 |
| ORDINARY SHARES (HERMES INTERNATIONAL SCA) | Long | Equity-common | FR | $412K | 179 | 0.07 |
| ORDINARY SHARES (EXPERIAN PLC) | Long | Equity-common | IE | $412K | 9K | 0.07 |
| ORDINARY SHARES (RECRUIT HOLDINGS CO LTD) | Long | Equity-common | JP | $409K | 8K | 0.07 |
| ORDINARY SHARES (SANOFI SA) | Long | Equity-common | FR | $406K | 4K | 0.07 |
| ORDINARY SHARES (THALES SA) | Long | Equity-common | FR | $406K | 3K | 0.07 |
| ORDINARY SHARES (3I GROUP PLC) | Long | Equity-common | GB | $397K | 10K | 0.07 |
| ORDINARY SHARES (MITSUBISHI ELECTRIC CORP) | Long | Equity-common | JP | $395K | 25K | 0.07 |
| ORDINARY SHARES (HOLCIM AG) | Long | Equity-common | CH | $387K | 4K | 0.07 |
| ORDINARY SHARES (MITSUI AND CO LTD) | Long | Equity-common | JP | $383K | 17K | 0.07 |
| ORDINARY SHARES (MITSUBISHI CORP) | Long | Equity-common | JP | $380K | 19K | 0.07 |
| ORDINARY SHARES (KDDI CORP) | Long | Equity-common | JP | $371K | 14K | 0.07 |
| ORDINARY SHARES (BANCO SANTANDER SA) | Long | Equity-common | ES | $369K | 80K | 0.07 |
| ORDINARY SHARES (BANCO BILBAO VIZCAYA ARGENTARIA SA) | Long | Equity-common | ES | $369K | 37K | 0.07 |
| ORDINARY SHARES (IMPERIAL BRANDS PLC) | Long | Equity-common | GB | $364K | 14K | 0.07 |
| ORDINARY SHARES (EQUINOR ASA) | Long | Equity-common | NO | $362K | 13K | 0.07 |
| ORDINARY SHARES (LULULEMON ATHLETICA INC) | Long | Equity-common | CA | $358K | 1K | 0.06 |
| ORDINARY SHARES (NESTLE SA) | Long | Equity-common | CH | $357K | 3K | 0.06 |
| ORDINARY SHARES (NORDEA BANK ABP) | Long | Equity-common | FI | $356K | 30K | 0.06 |
| ORDINARY SHARES (ARISTOCRAT LEISURE LTD) | Long | Equity-common | AU | $356K | 11K | 0.06 |
| ORDINARY SHARES (NIPPON SANSO HOLDINGS CORP) | Long | Equity-common | JP | $354K | 12K | 0.06 |
| ORDINARY SHARES (BANK OF IRELAND GROUP PLC) | Long | Equity-common | IE | $351K | 34K | 0.06 |
| ORDINARY SHARES (DISCO CORP) | Long | Equity-common | JP | $345K | 900 | 0.06 |
| ORDINARY SHARES (WOLTERS KLUWER NV) | Long | Equity-common | NL | $337K | 2K | 0.06 |
| ORDINARY SHARES (CIE DE SAINT-GOBAIN SA) | Long | Equity-common | FR | $336K | 4K | 0.06 |
| ORDINARY SHARES (PUBLICIS GROUPE SA) | Long | Equity-common | FR | $330K | 3K | 0.06 |
| ORDINARY SHARES (TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD) | Long | Equity-common | TW | $327K | 11K | 0.06 |
| ORDINARY SHARES (NOMURA HOLDINGS INC) | Long | Equity-common | JP | $325K | 56K | 0.06 |
| ORDINARY SHARES (UNICREDIT SPA) | Long | Equity-common | IT | $319K | 9K | 0.06 |
| ORDINARY SHARES (UNILEVER PLC) | Long | Equity-common | GB | $318K | 6K | 0.06 |
| ORDINARY SHARES (SUBARU CORP) | Long | Equity-common | JP | $315K | 15K | 0.06 |
| ORDINARY SHARES (HON HAI PRECISION INDUSTRY CO LTD) | Long | Equity-common | TW | $315K | 48K | 0.06 |
| ORDINARY SHARES (AIA GROUP LTD) | Long | Equity-common | HK | $311K | 46K | 0.06 |
| ORDINARY SHARES (DBS GROUP HOLDINGS LTD) | Long | Equity-common | SG | $310K | 12K | 0.06 |
| ORDINARY SHARES (DEUTSCHE BOERSE AG) | Long | Equity-common | DE | $307K | 2K | 0.06 |
| ORDINARY SHARES (PERSIMMON PLC) | Long | Equity-common | GB | $307K | 18K | 0.06 |
| ORDINARY SHARES (E.ON SE) | Long | Equity-common | DE | $302K | 23K | 0.05 |
| ORDINARY SHARES (L'OREAL SA) | Long | Equity-common | FR | $301K | 684 | 0.05 |
| ORDINARY SHARES (ASAHI GROUP HOLDINGS LTD) | Long | Equity-common | JP | $300K | 9K | 0.05 |
| ORDINARY SHARES (HEIDELBERGCEMENT AG) | Long | Equity-common | DE | $298K | 3K | 0.05 |
| ORDINARY SHARES (FORTESCUE LTD) | Long | Equity-common | AU | $297K | 21K | 0.05 |
| ORDINARY SHARES (VOLVO AB) | Long | Equity-common | SE | $297K | 12K | 0.05 |
| ORDINARY SHARES (RIO TINTO PLC) | Long | Equity-common | GB | $296K | 4K | 0.05 |
| ORDINARY SHARES (OVERSEA-CHINESE BANKING CORP LTD) | Long | Equity-common | SG | $296K | 28K | 0.05 |
| ORDINARY SHARES (LONDON STOCK EXCHANGE GROUP PLC) | Long | Equity-common | GB | $295K | 2K | 0.05 |
| ORDINARY SHARES (ZURICH INSURANCE GROUP AG) | Long | Equity-common | CH | $289K | 543 | 0.05 |
| ORDINARY SHARES (SUMITOMO MITSUI FINANCIAL GROUP INC) | Long | Equity-common | JP | $288K | 4K | 0.05 |
| ORDINARY SHARES (ENEL SPA) | Long | Equity-common | IT | $286K | 41K | 0.05 |
| ORDINARY SHARES (COCA-COLA EUROPACIFIC PARTNERS PLC) | Long | Equity-common | GB | $280K | 4K | 0.05 |
| ORDINARY SHARES (KONINKLIJKE AHOLD DELHAIZE NV) | Long | Equity-common | NL | $278K | 9K | 0.05 |
| ORDINARY SHARES (PANDORA A/S) | Long | Equity-common | DK | $277K | 2K | 0.05 |
| ORDINARY SHARES (AUTO TRADER GROUP PLC) | Long | Equity-common | GB | $275K | 27K | 0.05 |
| ORDINARY SHARES (HITACHI LTD) | Long | Equity-common | JP | $270K | 12K | 0.05 |
| ORDINARY SHARES (ITOCHU CORP) | Long | Equity-common | JP | $270K | 6K | 0.05 |
| ORDINARY SHARES (JAPAN EXCHANGE GROUP INC) | Long | Equity-common | JP | $265K | 11K | 0.05 |
| ORDINARY SHARES (KEYENCE CORP) | Long | Equity-common | JP | $265K | 600 | 0.05 |
| ORDINARY SHARES (ARCELORMITTAL SA) | Long | Equity-common | LU | $260K | 11K | 0.05 |
| ORDINARY SHARES (SANDOZ GROUP AG) | Long | Equity-common | CH | $259K | 7K | 0.05 |
| ORDINARY SHARES (INTERCONTINENTAL HOTELS GROUP) | Long | Equity-common | GB | $256K | 2K | 0.05 |
| ORDINARY SHARES (COCA-COLA HBC AG) | Long | Equity-common | IT | $256K | 8K | 0.05 |
| ORDINARY SHARES (STMICROELECTRONICS NV) | Long | Equity-common | CH | $251K | 6K | 0.05 |
| ORDINARY SHARES (QANTAS AIRWAYS LTD) | Long | Equity-common | AU | $249K | 64K | 0.04 |
| ORDINARY SHARES (ACCOR SA) | Long | Equity-common | FR | $243K | 6K | 0.04 |
| ORDINARY SHARES (FAST RETAILING CO LTD) | Long | Equity-common | JP | $228K | 900 | 0.04 |
| ORDINARY SHARES (ALLIANZ SE) | Long | Equity-common | DE | $223K | 802 | 0.04 |
| ORDINARY SHARES (CHUGAI PHARMACEUTICAL CO LTD) | Long | Equity-common | JP | $221K | 6K | 0.04 |
| ORDINARY SHARES (SONY GROUP CORP) | Long | Equity-common | JP | $221K | 3K | 0.04 |
| ORDINARY SHARES (AIRBUS SE) | Long | Equity-common | FR | $217K | 2K | 0.04 |
| ORDINARY SHARES (ASSOCIATED BRITISH FOODS PLC) | Long | Equity-common | GB | $213K | 7K | 0.04 |
| ORDINARY SHARES (CENTRICA PLC) | Long | Equity-common | GB | $210K | 123K | 0.04 |
| ORDINARY SHARES (ERSTE GROUP BANK AG) | Long | Equity-common | AT | $205K | 4K | 0.04 |
| ORDINARY SHARES (DEUTSCHE POST AG) | Long | Equity-common | DE | $204K | 5K | 0.04 |
| ORDINARY SHARES (PROSUS NV) | Long | Equity-common | NL | $194K | 5K | 0.03 |
| ORDINARY SHARES (INTESA SANPAOLO SPA) | Long | Equity-common | IT | $193K | 52K | 0.03 |
| ORDINARY SHARES (SOFTBANK GROUP CORP) | Long | Equity-common | JP | $189K | 3K | 0.03 |
| ORDINARY SHARES (MARUBENI CORP) | Long | Equity-common | JP | $185K | 10K | 0.03 |
| ORDINARY SHARES (TELSTRA GROUP LTD) | Long | Equity-common | AU | $180K | 75K | 0.03 |
| ORDINARY SHARES (KANSAI ELECTRIC POWER CO INC/THE) | Long | Equity-common | JP | $180K | 11K | 0.03 |
| ORDINARY SHARES (DANONE SA) | Long | Equity-common | FR | $178K | 3K | 0.03 |
| ORDINARY SHARES (FRESENIUS SE AND CO KGAA) | Long | Equity-common | DE | $177K | 6K | 0.03 |
| ORDINARY SHARES (KLEPIERRE SA) | Long | Equity-common | FR | $175K | 7K | 0.03 |
| ORDINARY SHARES (STELLANTIS NV) | Long | Equity-common | NL | $175K | 9K | 0.03 |
| ORDINARY SHARES (NKT A/S) | Long | Equity-common | DK | $170K | 2K | 0.03 |
| ORDINARY SHARES (NEXT PLC) | Long | Equity-common | GB | $168K | 1K | 0.03 |
| ORDINARY SHARES (BANK HAPOALIM BM) | Long | Equity-common | IL | $168K | 19K | 0.03 |
| ORDINARY SHARES (ATLAS COPCO AB) | Long | Equity-common | SE | $165K | 9K | 0.03 |
| ORDINARY SHARES (FUJIFILM HOLDINGS CORP) | Long | Equity-common | JP | $165K | 7K | 0.03 |
| ORDINARY SHARES (TOKYO GAS CO., LTD) | Long | Equity-common | JP | $164K | 8K | 0.03 |
| ORDINARY SHARES (MERCK KGAA) | Long | Equity-common | DE | $164K | 990 | 0.03 |
| ORDINARY SHARES (PRUDENTIAL PLC) | Long | Equity-common | HK | $164K | 18K | 0.03 |
| ORDINARY SHARES (NISSIN FOODS HOLDINGS CO LTD) | Long | Equity-common | JP | $162K | 6K | 0.03 |
| ORDINARY SHARES (AENA SME SA) | Long | Equity-common | ES | $162K | 802 | 0.03 |
| ORDINARY SHARES (GLENCORE PLC) | Long | Equity-common | CH | $161K | 28K | 0.03 |
| ORDINARY SHARES (TOPPAN HOLDINGS INC) | Long | Equity-common | JP | $161K | 6K | 0.03 |
| ORDINARY SHARES (CENOVUS ENERGY INC) | Long | Equity-common | CA | $158K | 8K | 0.03 |
| ORDINARY SHARES (TOYOTA MOTOR CORP) | Long | Equity-common | JP | $138K | 7K | 0.02 |
| ORDINARY SHARES (NU HOLDINGS LTD/CAYMAN ISLANDS) | Long | Equity-common | BR | $129K | 10K | 0.02 |
| ORDINARY SHARES (SCHINDLER HOLDING AG) | Long | Equity-common | CH | $129K | 513 | 0.02 |
| ORDINARY SHARES (TECHNIPFMC PLC) | Long | Equity-common | GB | $128K | 5K | 0.02 |
| ORDINARY SHARES (ACCENTURE PLC) | Long | Equity-common | IE | $127K | 420 | 0.02 |
| ORDINARY SHARES (WILLIS TOWERS WATSON PLC) | Long | Equity-common | GB | $126K | 481 | 0.02 |
| ORDINARY SHARES (GOODMAN GROUP) | Long | Equity-common | AU | $124K | 5K | 0.02 |
| ORDINARY SHARES (CHUBB LTD) | Long | Equity-common | CH | $124K | 485 | 0.02 |
| ORDINARY SHARES (NN GROUP NV) | Long | Equity-common | NL | $123K | 3K | 0.02 |
| ORDINARY SHARES (MIZRAHI TEFAHOT BANK LTD) | Long | Equity-common | IL | $121K | 4K | 0.02 |
| ORDINARY SHARES (DEMANT A/S) | Long | Equity-common | DK | $120K | 3K | 0.02 |
| ORDINARY SHARES (ALLEGION PLC) | Long | Equity-common | IE | $118K | 1K | 0.02 |
| ORDINARY SHARES (GARMIN LTD) | Long | Equity-common | CH | $118K | 722 | 0.02 |
| ORDINARY SHARES (AXIS CAPITAL HOLDINGS LTD) | Long | Equity-common | BM | $117K | 2K | 0.02 |
| ORDINARY SHARES (SHELL PLC) | Long | Equity-common | GB | $116K | 3K | 0.02 |
| ORDINARY SHARES (GEA GROUP AG) | Long | Equity-common | DE | $116K | 3K | 0.02 |
| ORDINARY SHARES (NVENT ELECTRIC PLC) | Long | Equity-common | GB | $114K | 1K | 0.02 |
| ORDINARY SHARES (EVEREST GROUP LTD) | Long | Equity-common | BM | $110K | 289 | 0.02 |
| ORDINARY SHARES (QIAGEN NV) | Long | Equity-common | NL | $109K | 3K | 0.02 |
| ORDINARY SHARES (ARKEMA SA) | Long | Equity-common | FR | $107K | 1K | 0.02 |
| ORDINARY SHARES (JARDINE MATHESON HOLDINGS LTD) | Long | Equity-common | HK | $106K | 3K | 0.02 |
| ORDINARY SHARES (TOTAL S.A.) | Long | Equity-common | FR | $105K | 2K | 0.02 |
| ORDINARY SHARES (BAE SYSTEMS PLC) | Long | Equity-common | GB | $99K | 6K | 0.02 |
| ORDINARY SHARES (ONO PHARMACEUTICAL CO LTD) | Long | Equity-common | JP | $96K | 7K | 0.02 |
| ORDINARY SHARES (KINGSPAN GROUP PLC) | Long | Equity-common | IE | $95K | 1K | 0.02 |
| ORDINARY SHARES (SHIONOGI AND CO., LTD) | Long | Equity-common | JP | $94K | 2K | 0.02 |
| ORDINARY SHARES (LVMH MOET HENNESSY LOUIS VUITTON SA) | Long | Equity-common | FR | $92K | 120 | 0.02 |
| ORDINARY SHARES (HD HYUNDAI ELECTRIC CO LTD) | Long | Equity-common | KR | $90K | 399 | 0.02 |
| ORDINARY SHARES (LEGRAND SA) | Long | Equity-common | FR | $90K | 901 | 0.02 |
| ORDINARY SHARES (IPSEN SA) | Long | Equity-common | FR | $88K | 723 | 0.02 |
| ORDINARY SHARES (REPSOL SA) | Long | Equity-common | ES | $88K | 6K | 0.02 |
| ORDINARY SHARES (DCC PLC) | Long | Equity-common | IE | $88K | 1K | 0.02 |
| ORDINARY SHARES (SMITHS GROUP PLC) | Long | Equity-common | GB | $86K | 4K | 0.02 |
| ORDINARY SHARES (EXOR NV) | Long | Equity-common | NL | $86K | 822 | 0.02 |
| ORDINARY SHARES (WH GROUP LTD) | Long | Equity-common | HK | $86K | 130K | 0.02 |
| ORDINARY SHARES (ROCKWOOL A/S) | Long | Equity-common | DK | $83K | 204 | 0.01 |
| ORDINARY SHARES (ENEOS HOLDINGS INC) | Long | Equity-common | JP | $82K | 16K | 0.01 |
| ORDINARY SHARES (HENKEL AG AND CO KGAA) | Long | Equity-common | DE | $81K | 909 | 0.01 |
| ORDINARY SHARES (AURIZON HOLDINGS LTD) | Long | Equity-common | AU | $80K | 33K | 0.01 |
| ORDINARY SHARES (AIB GROUP PLC) | Long | Equity-common | IE | $79K | 15K | 0.01 |
| ORDINARY SHARES (SQUARE ENIX HOLDINGS CO LTD) | Long | Equity-common | JP | $78K | 3K | 0.01 |
| ORDINARY SHARES (DASSAULT AVIATION SA) | Long | Equity-common | FR | $77K | 425 | 0.01 |
| ORDINARY SHARES (NATIONAL AUSTRALIA BANK LTD) | Long | Equity-common | AU | $74K | 3K | 0.01 |
| ORDINARY SHARES (M3 INC) | Long | Equity-common | JP | $71K | 7K | 0.01 |
| ORDINARY SHARES (INPEX CORP) | Long | Equity-common | JP | $71K | 5K | 0.01 |
| ORDINARY SHARES (SCORPIO TANKERS INC) | Long | Equity-common | MC | $71K | 870 | 0.01 |
| ORDINARY SHARES (ENI SPA) | Long | Equity-common | IT | $70K | 5K | 0.01 |
| ORDINARY SHARES (DAIMLER TRUCK HOLDING AG) | Long | Equity-common | DE | $69K | 2K | 0.01 |
| ORDINARY SHARES (LA FRANCAISE DES JEUX SAEM) | Long | Equity-common | FR | $68K | 2K | 0.01 |
| ORDINARY SHARES (TIS INC) | Long | Equity-common | JP | $68K | 4K | 0.01 |
| ORDINARY SHARES (VAT GROUP AG) | Long | Equity-common | CH | $67K | 119 | 0.01 |
| ORDINARY SHARES (RWE AG) | Long | Equity-common | DE | $67K | 2K | 0.01 |
| ORDINARY SHARES (RATIONAL AG) | Long | Equity-common | DE | $67K | 80 | 0.01 |
| ORDINARY SHARES (ROCHE HOLDING AG) | Long | Equity-common | CH | $66K | 238 | 0.01 |
| ORDINARY SHARES (CHECK POINT SOFTWARE TECHNOLOGIES LTD) | Long | Equity-common | IL | $66K | 400 | 0.01 |
| ORDINARY SHARES (SEKISUI CHEMICAL CO LTD) | Long | Equity-common | JP | $61K | 4K | 0.01 |
| ORDINARY SHARES (OSAKA GAS CO LTD) | Long | Equity-common | JP | $60K | 3K | 0.01 |
| ORDINARY SHARES (TEEKAY TANKERS LTD) | Long | Equity-common | CA | $59K | 855 | 0.01 |
| ORDINARY SHARES (SONIC HEALTHCARE LTD) | Long | Equity-common | AU | $57K | 3K | 0.01 |
| ORDINARY SHARES (CONSTELLIUM SE) | Long | Equity-common | FR | $55K | 3K | 0.01 |
| ORDINARY SHARES (QBE INSURANCE GROUP LTD) | Long | Equity-common | AU | $55K | 5K | 0.01 |
| ORDINARY SHARES (STONECO LTD) | Long | Equity-common | BR | $54K | 4K | 0.01 |
| ORDINARY SHARES (CARLSBERG AS) | Long | Equity-common | DK | $53K | 446 | 0.01 |
| ORDINARY SHARES (TAYLOR WIMPEY PLC) | Long | Equity-common | GB | $52K | 29K | 0.01 |
| ORDINARY SHARES (TALANX AG) | Long | Equity-common | DE | $50K | 632 | 0.01 |
| ORDINARY SHARES (SAP SE) | Long | Equity-common | DE | $50K | 248 | 0.01 |
| ORDINARY SHARES (LIVANOVA PLC) | Long | Equity-common | GB | $49K | 890 | 0.01 |
| ORDINARY SHARES (EURAZEO SE) | Long | Equity-common | FR | $43K | 532 | 0.01 |
| ORDINARY SHARES (CIMPRESS PLC) | Long | Equity-common | IE | $42K | 483 | 0.01 |
| ORDINARY SHARES (BHP GROUP LTD) | Long | Equity-common | AU | $38K | 1K | 0.01 |
| ORDINARY SHARES (NEXON CO LTD) | Long | Equity-common | JP | $37K | 2K | 0.01 |
| ORDINARY SHARES (NORTHERN STAR RESOURCES LTD) | Long | Equity-common | AU | $37K | 4K | 0.01 |
| ORDINARY SHARES (RECKITT BENCKISER GROUP PLC) | Long | Equity-common | GB | $37K | 677 | 0.01 |
| ORDINARY SHARES (OLYMPUS CORP) | Long | Equity-common | JP | $35K | 2K | 0.01 |
| ORDINARY SHARES (HOSHIZAKI CORP) | Long | Equity-common | JP | $35K | 1K | 0.01 |
| ORDINARY SHARES (DOLE PLC) | Long | Equity-common | IE | $32K | 3K | 0.01 |
| ORDINARY SHARES (COMMONWEALTH BANK OF AUSTRALIA) | Long | Equity-common | AU | $29K | 345 | 0.01 |
| ORDINARY SHARES (AERCAP HOLDINGS NV) | Long | Equity-common | IE | $28K | 300 | 0.01 |
| ORDINARY SHARES (TEEKAY CORP) | Long | Equity-common | BM | $27K | 3K | 0.00 |
| ORDINARY SHARES (BANK OF NT BUTTERFIELD AND SON LTD/THE) | Long | Equity-common | BM | $27K | 774 | 0.00 |
| ORDINARY SHARES (PANASONIC HOLDINGS CORP) | Long | Equity-common | JP | $25K | 3K | 0.00 |
| ORDINARY SHARES (KAWASAKI KISEN KAISHA LTD) | Long | Equity-common | JP | $25K | 2K | 0.00 |
| ORDINARY SHARES (DAIICHI SANKYO CO LTD) | Long | Equity-common | JP | $24K | 700 | 0.00 |
| ORDINARY SHARES (YARA INTERNATIONAL ASA) | Long | Equity-common | NO | $24K | 816 | 0.00 |
| ORDINARY SHARES (HAMILTON INSURANCE GROUP LTD) | Long | Equity-common | BM | $21K | 1K | 0.00 |
| ORDINARY SHARES (DANSKE BANK A/S) | Long | Equity-common | DK | $21K | 701 | 0.00 |
| ORDINARY SHARES (CLP HOLDINGS LTD) | Long | Equity-common | HK | $20K | 3K | 0.00 |
| ORDINARY SHARES (SEMBCORP INDUSTRIES LTD) | Long | Equity-common | SG | $19K | 5K | 0.00 |
| ORDINARY SHARES (JERONIMO MARTINS SGPS SA) | Long | Equity-common | PT | $19K | 977 | 0.00 |
| ORDINARY SHARES (EUROFINS SCIENTIFIC SE) | Long | Equity-common | LU | $17K | 341 | 0.00 |
| ORDINARY SHARES (ORION SA) | Long | Equity-common | US | $17K | 763 | 0.00 |
| ORDINARY SHARES (GOLAR LNG LTD) | Long | Equity-common | BM | $16K | 526 | 0.00 |
| ORDINARY SHARES (COSTAMARE INC) | Long | Equity-common | MC | $14K | 882 | 0.00 |
| ORDINARY SHARES (FIDELIS INSURANCE HOLDINGS LTD) | Long | Equity-common | BM | $14K | 850 | 0.00 |
| ORDINARY SHARES (ENSTAR GROUP LTD) | Long | Equity-common | BM | $12K | 39 | 0.00 |
| ORDINARY SHARES (PAGSEGURO DIGITAL LTD) | Long | Equity-common | BR | $11K | 909 | 0.00 |
| ORDINARY SHARES (JAMES RIVER GROUP HOLDINGS LTD) | Long | Equity-common | BM | $10K | 1K | 0.00 |
| PERPETUAL BONDS (ENERGY TRANSFER LP) | Long | Debt | US | $786K | – | 0.14 |
| PERPETUAL BONDS (UBS GROUP AG) | Long | Debt | CH | $584K | – | 0.11 |
| PERPETUAL BONDS (DP WORLD SALAAM) | Long | Debt | KY | $258K | – | 0.05 |
| PERPETUAL BONDS (JPMORGAN CHASE AND CO) | Long | Debt | US | $248K | – | 0.04 |
| PERPETUAL BONDS (CITIGROUP INC) | Long | Debt | US | $237K | – | 0.04 |
| PERPETUAL BONDS (BANK OF AMERICA CORP) | Long | Debt | US | $203K | – | 0.04 |
| PERPETUAL BONDS (AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD/UNITED KINGDOM) | Long | Debt | GB | $201K | – | 0.04 |
| PERPETUAL BONDS (VISTRA CORP) | Long | Debt | US | $79K | – | 0.01 |
| PERPETUAL BONDS (NRG ENERGY INC) | Long | Debt | US | $77K | – | 0.01 |
| PERPETUAL BONDS (GOLDMAN SACHS GROUP INC/THE) | Long | Debt | US | $59K | – | 0.01 |
| PERPETUAL BONDS (VISTRA CORP) | Long | Debt | US | $25K | – | 0.00 |
| PREFERRED (SAMSUNG ELECTRONICS CO LTD) | Long | Equity-preferred | KR | $638K | 14K | 0.11 |
| RIGHTS (ASTRAZENECA PLC) | Long | Equity-common | GB | $1K | 440 | 0.00 |
| RIGHTS (ASTRAZENECA PLC) | Long | Equity-common | GB | $206.1 | 687 | 0.00 |
| SHORT TERM INV FUND (PUTNAM SHORT TERM INVESTMENT FUND) | Long | Short-term investment vehicle | US | $30M | 30M | 5.31 |
| SHORT TERM INV FUND (State Street Institutional U.S. Government Money Market Fund, Premier Class) | Long | Short-term investment vehicle | US | $782K | 782K | 0.14 |
| Total Return Swap (GOLDMAN SACHS INTERNATIONAL) | Derivative-equity | US | $12M | – | 2.22 | |
| Total Return Swap (GOLDMAN SACHS INTERNATIONAL) | Derivative-equity | US | $11M | – | 1.95 | |
| Total Return Swap (BARCLAYS BANK PLC) | Derivative-equity | US | $9M | – | 1.66 | |
| Total Return Swap (BARCLAYS BANK PLC) | Derivative-equity | US | $9M | – | 1.65 | |
| U.S. T BILLS (UNITED STATES OF AMERICA) | Long | Debt | US | $8M | – | 1.45 |
| U.S. T BILLS (UNITED STATES OF AMERICA) | Long | Debt | US | $99K | – | 0.02 |
| U.S. T. NOTE (UNITED STATES OF AMERICA) | Long | Debt | US | $110K | – | 0.02 |
| U.S. T. NOTE (UNITED STATES OF AMERICA) | Long | Debt | US | $8K | – | 0.00 |
| VAR.RT. CORP. BONDS (WELLS FARGO AND CO) | Long | Debt | US | $2M | – | 0.34 |
| VAR.RT. CORP. BONDS (CITIGROUP INC) | Long | Debt | US | $2M | – | 0.31 |
| VAR.RT. CORP. BONDS (MORGAN STANLEY) | Long | Debt | US | $2M | – | 0.30 |
| VAR.RT. CORP. BONDS (GOLDMAN SACHS GROUP INC/THE) | Long | Debt | US | $2M | – | 0.29 |
| VAR.RT. CORP. BONDS (BANK OF AMERICA CORP) | Long | Debt | US | $2M | – | 0.28 |
| VAR.RT. CORP. BONDS (BANCO SANTANDER SA) | Long | Debt | ES | $1M | – | 0.21 |
| VAR.RT. CORP. BONDS (UBS GROUP AG) | Long | Debt | CH | $1M | – | 0.19 |
| VAR.RT. CORP. BONDS (JPMORGAN CHASE AND CO) | Long | Debt | US | $1M | – | 0.18 |
| VAR.RT. CORP. BONDS (BANK OF AMERICA CORP) | Long | Debt | US | $993K | – | 0.18 |
| VAR.RT. CORP. BONDS (CAPITAL ONE FINANCIAL CORP) | Long | Debt | US | $920K | – | 0.17 |
| VAR.RT. CORP. BONDS (PNC FINANCIAL SERVICES GROUP INC/THE) | Long | Debt | US | $764K | – | 0.14 |
| VAR.RT. CORP. BONDS (TORONTO-DOMINION BANK/THE) | Long | Debt | CA | $599K | – | 0.11 |
| VAR.RT. CORP. BONDS (US BANCORP) | Long | Debt | US | $594K | – | 0.11 |
| VAR.RT. CORP. BONDS (BANK OF AMERICA CORP) | Long | Debt | US | $494K | – | 0.09 |
| VAR.RT. CORP. BONDS (BPCE SA) | Long | Debt | FR | $410K | – | 0.07 |
| VAR.RT. CORP. BONDS (CITIGROUP INC) | Long | Debt | US | $394K | – | 0.07 |
| VAR.RT. CORP. BONDS (TRUIST FINANCIAL CORP) | Long | Debt | US | $384K | – | 0.07 |
| VAR.RT. CORP. BONDS (TRUIST BANK) | Long | Debt | US | $382K | – | 0.07 |
| VAR.RT. CORP. BONDS (HUNTINGTON BANCSHARES INC/OH) | Long | Debt | US | $372K | – | 0.07 |
| VAR.RT. CORP. BONDS (JPMORGAN CHASE AND CO) | Long | Debt | US | $310K | – | 0.06 |
| VAR.RT. CORP. BONDS (MORGAN STANLEY) | Long | Debt | US | $304K | – | 0.05 |
| VAR.RT. CORP. BONDS (UBS GROUP AG) | Long | Debt | CH | $294K | – | 0.05 |
| VAR.RT. CORP. BONDS (WELLS FARGO AND CO) | Long | Debt | US | $257K | – | 0.05 |
| VAR.RT. CORP. BONDS (UBS GROUP AG) | Long | Debt | CH | $233K | – | 0.04 |
| VAR.RT. CORP. BONDS (BNP PARIBAS SA) | Long | Debt | FR | $233K | – | 0.04 |
| VAR.RT. CORP. BONDS (JPMORGAN CHASE AND CO) | Long | Debt | US | $209K | – | 0.04 |
| VAR.RT. CORP. BONDS (CAIXABANK SA) | Long | Debt | ES | $199K | – | 0.04 |
| VAR.RT. CORP. BONDS (AMERICAN EXPRESS CO) | Long | Debt | US | $169K | – | 0.03 |
| VAR.RT. CORP. BONDS (WELLS FARGO AND CO) | Long | Debt | US | $156K | – | 0.03 |
| VAR.RT. CORP. BONDS (TRUIST FINANCIAL CORP) | Long | Debt | US | $150K | – | 0.03 |
| VAR.RT. CORP. BONDS (BANK OF AMERICA CORP) | Long | Debt | US | $83K | – | 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.